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, 2016 to June 30, 2016 |
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
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 | 26 | |||||
Summary Portfolios of Investments | 44 |
President and Chief Executive Officer
Voya Family of Funds
July 25, 2016
Index | Description |
---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. |
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. |
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. |
Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. |
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. |
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. |
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. |
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. |
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, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2016* | Beginning Account Value January 1, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2016* | ||||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,000.70 | 0.28 | % | $ | 1.39 | $ | 1,000.00 | $ | 1,023.47 | 0.28 | % | $ | 1.41 | |||||||||||||||||||
Class S | 1,000.00 | 1,000.00 | 0.42 | 2.09 | 1,000.00 | 1,022.77 | 0.42 | 2.11 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,000.00 | 0.42 | 2.09 | 1,000.00 | 1,022.77 | 0.42 | 2.11 | |||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,064.50 | 1.49 | % | $ | 7.65 | $ | 1,000.00 | $ | 1,017.45 | 1.49 | % | $ | 7.47 | |||||||||||||||||||
Class I | 1,000.00 | 1,068.00 | 0.89 | 4.58 | 1,000.00 | 1,020.44 | 0.89 | 4.47 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,066.60 | 1.14 | 5.86 | 1,000.00 | 1,019.19 | 1.14 | 5.72 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,066.20 | 1.29 | 6.63 | 1,000.00 | 1,018.45 | 1.29 | 6.47 | |||||||||||||||||||||||||||
VY® FMR® Diversified Mid Cap Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,007.50 | 1.26 | % | $ | 6.29 | $ | 1,000.00 | $ | 1,018.60 | 1.26 | % | $ | 6.32 | |||||||||||||||||||
Class I | 1,000.00 | 1,010.50 | 0.66 | 3.30 | 1,000.00 | 1,021.58 | 0.66 | 3.32 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,009.30 | 0.91 | 4.55 | 1,000.00 | 1,020.34 | 0.91 | 4.57 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,008.70 | 1.06 | 5.29 | 1,000.00 | 1,019.59 | 1.06 | 5.32 |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2016* | Beginning Account Value January 1, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2016* | ||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,009.80 | 1.25 | % | $ | 6.25 | $ | 1,000.00 | $ | 1,018.65 | 1.25 | % | $ | 6.27 | |||||||||||||||||||
Class I | 1,000.00 | 1,012.90 | 0.65 | 3.25 | 1,000.00 | 1,021.63 | 0.65 | 3.27 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,012.00 | 0.90 | 4.50 | 1,000.00 | 1,020.39 | 0.90 | 4.52 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,011.30 | 1.05 | 5.25 | 1,000.00 | 1,019.64 | 1.05 | 5.27 | |||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,097.50 | 1.86 | % | $ | 9.70 | $ | 1,000.00 | $ | 1,015.61 | 1.86 | % | $ | 9.32 | |||||||||||||||||||
Class I | 1,000.00 | 1,100.60 | 1.26 | 6.58 | 1,000.00 | 1,018.60 | 1.26 | 6.32 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,098.90 | 1.51 | 7.88 | 1,000.00 | 1,017.35 | 1.51 | 7.57 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,097.70 | 1.66 | 8.66 | 1,000.00 | 1,016.61 | 1.66 | 8.32 | |||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,064.70 | 1.54 | % | $ | 7.91 | $ | 1,000.00 | $ | 1,017.21 | 1.54 | % | $ | 7.72 | |||||||||||||||||||
Class R6(1) | 1,000.00 | 1,025.80 | 0.94 | 1.53 | 1,000.00 | 1,020.19 | 0.94 | 4.72 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,066.20 | 1.19 | 6.11 | 1,000.00 | 1,018.95 | 1.19 | 5.97 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,065.40 | 1.34 | 6.88 | 1,000.00 | 1,018.20 | 1.34 | 6.72 | |||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,049.50 | 1.25 | % | $ | 6.37 | $ | 1,000.00 | $ | 1,018.65 | 1.25 | % | $ | 6.27 | |||||||||||||||||||
Class I | 1,000.00 | 1,052.80 | 0.65 | 3.32 | 1,000.00 | 1,021.63 | 0.65 | 3.27 | |||||||||||||||||||||||||||
Class R6(1) | 1,000.00 | 1,018.50 | 0.65 | 1.06 | 1,000.00 | 1,021.63 | 0.65 | 3.27 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,051.70 | 0.90 | 4.59 | 1,000.00 | 1,020.39 | 0.90 | 4.52 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,050.40 | 1.05 | 5.35 | 1,000.00 | 1,019.64 | 1.05 | 5.27 | |||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,061.40 | 1.25 | % | $ | 6.41 | $ | 1,000.00 | $ | 1,018.65 | 1.25 | % | $ | 6.27 | |||||||||||||||||||
Class I | 1,000.00 | 1,064.40 | 0.65 | 3.34 | 1,000.00 | 1,021.63 | 0.65 | 3.27 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,063.50 | 0.90 | 4.62 | 1,000.00 | 1,020.39 | 0.90 | 4.52 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,062.70 | 1.05 | 5.38 | 1,000.00 | 1,019.64 | 1.05 | 5.27 | |||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 989.80 | 1.39 | % | $ | 6.88 | $ | 1,000.00 | $ | 1,017.95 | 1.39 | % | $ | 6.97 | |||||||||||||||||||
Class I | 1,000.00 | 992.90 | 0.79 | 3.91 | 1,000.00 | 1,020.93 | 0.79 | 3.97 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 991.30 | 1.04 | 5.15 | 1,000.00 | 1,019.69 | 1.04 | 5.22 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/366 to reflect the most recent fiscal half-year. |
(1) | Commencement of operations was May 3, 2016. Expenses paid for the actual Portolio’s return reflect the 59-day period ended June 30, 2016. |
Voya Government 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+* | $ | — | $ | 355,231,343 | $ | 813,815,068 | $ | 484,550,033 | ||||||||||||
Short-term investments at fair value** | — | 3,973,707 | 52,304,481 | 18,199,687 | ||||||||||||||||
Total investments at fair value | $ | — | $ | 359,205,050 | $ | 866,119,549 | $ | 502,749,720 | ||||||||||||
Short-term investments at amortized cost | 772,647,386 | — | — | — | ||||||||||||||||
Cash | 1,848 | — | 25,959 | — | ||||||||||||||||
Foreign currencies at value*** | — | — | 52,920 | 404,317 | ||||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | 217,101,515 | 3,555,819 | 2,619,201 | 30,302,165 | ||||||||||||||||
Fund shares sold | 1,242,823 | 91,811 | 189,264 | 11,882 | ||||||||||||||||
Dividends | 5,368 | 1,446,130 | 797,193 | 848,581 | ||||||||||||||||
Interest | 215,412 | — | — | — | ||||||||||||||||
Foreign tax reclaims | — | 31,152 | 1,813 | 181,182 | ||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | — | 1,658,853 | ||||||||||||||||
Prepaid expenses | — | 3,729 | — | — | ||||||||||||||||
Reimbursement due from manager | — | 16,965 | — | — | ||||||||||||||||
Other assets | 39,595 | 10,006 | 31,269 | 18,603 | ||||||||||||||||
Total assets | 991,253,947 | 364,360,662 | 869,837,168 | 536,175,303 | ||||||||||||||||
LIABILITIES: | ||||||||||||||||||||
Payable for investment securities purchased | 5,750,377 | 2,730,441 | 678,200 | 29,442,653 | ||||||||||||||||
Payable for fund shares redeemed | 259,608 | 4,103,385 | 97,957 | 449,207 | ||||||||||||||||
Payable upon receipt of securities loaned | — | — | 19,319,089 | 5,169,430 | ||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | — | 80,212 | ||||||||||||||||
Payable for unified fees | 222,807 | — | 457,880 | 262,757 | ||||||||||||||||
Payable for investment management fees | — | 258,710 | — | — | ||||||||||||||||
Payable for distribution and shareholder service fees | 73,172 | 42,411 | 175,526 | 107,120 | ||||||||||||||||
Payable to custodian due to foreign currency overdraft**** | — | 1,679 | — | — | ||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 39,595 | 10,006 | 31,269 | 18,603 | ||||||||||||||||
Payable for trustee fees | 12,019 | 1,673 | — | — | ||||||||||||||||
Other accrued expenses and liabilities | — | 152,438 | — | — | ||||||||||||||||
Total liabilities | 6,357,578 | 7,300,743 | 20,759,921 | 35,529,982 | ||||||||||||||||
NET ASSETS | $ | 984,896,369 | $ | 357,059,919 | $ | 849,077,247 | $ | 500,645,321 | ||||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||||
Paid-in capital | $ | 984,410,512 | $ | 444,886,135 | $ | 733,457,667 | $ | 346,455,724 | ||||||||||||
Undistributed (distributions in excess of) net investment income | (29,731 | ) | 7,024,284 | 3,551,834 | 15,484,017 | |||||||||||||||
Accumulated net realized gain (loss) | 515,588 | (195,013,453 | ) | 80,887,342 | 59,780,692 | |||||||||||||||
Net unrealized appreciation | — | 100,162,953 | 31,180,404 | 78,924,888 | ||||||||||||||||
NET ASSETS | $ | 984,896,369 | $ | 357,059,919 | $ | 849,077,247 | $ | 500,645,321 | ||||||||||||
+ | Including securities loaned at value | $ | — | $ | — | $ | 18,797,725 | $ | 5,059,453 | |||||||||||
* | Cost of investments in securities | $ | — | $ | 255,063,491 | $ | 782,634,853 | $ | 407,089,409 | |||||||||||
** | Cost of short-term investments | $ | — | $ | 3,973,707 | $ | 52,304,481 | $ | 18,199,687 | |||||||||||
*** | Cost of foreign currencies | $ | — | $ | — | $ | 52,885 | $ | 404,313 | |||||||||||
**** | Cost of foreign currency overdraft | $ | — | $ | 1,679 | $ | — | $ | — |
Voya Government 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 | $ | 28,392,085 | $ | 36,614,911 | $ | 14,861,100 | |||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | n/a | 2,324,934 | 2,478,969 | 577,504 | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 12.21 | $ | 14.77 | $ | 25.73 | |||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 76,371,531 | $ | 186,779,067 | $ | 94,975,176 | $ | 22,866,277 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 76,324,093 | 14,862,061 | 6,166,859 | 879,003 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.57 | $ | 15.40 | $ | 26.01 | ||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 516,623,872 | $ | 140,611,419 | $ | 657,150,990 | $ | 425,838,489 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 516,219,485 | 11,259,667 | 43,159,631 | 16,306,244 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.49 | $ | 15.23 | $ | 26.12 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 391,900,966 | $ | 1,277,348 | $ | 60,336,170 | $ | 37,079,455 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 391,756,259 | 101,730 | 4,004,091 | 1,431,148 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.56 | $ | 15.07 | $ | 25.91 |
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+* | $ | 502,439,187 | $ | 438,071,769 | $ | 5,195,723,783 | $ | 1,035,205,338 | ||||||||||||
Short-term investments at fair value** | 11,469,262 | — | 761,308,669 | 32,212,242 | ||||||||||||||||
Total investments at fair value | $ | 513,908,449 | $ | 438,071,769 | $ | 5,957,032,452 | $ | 1,067,417,580 | ||||||||||||
Cash | 2,881,323 | 7,336,849 | 10,221,772 | 2,527,190 | ||||||||||||||||
Foreign currencies at value*** | — | — | 452,145 | — | ||||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | 1,960,445 | 1,131,177 | 125,920,978 | 1,190,407 | ||||||||||||||||
Fund shares sold | 6,964 | 4,710 | 1,858,678 | 405,587 | ||||||||||||||||
Dividends | 1,469,175 | 973,414 | 4,913,401 | 1,914,485 | ||||||||||||||||
Interest | — | — | 18,547,167 | 39,262 | ||||||||||||||||
Foreign tax reclaims | — | 709,084 | 259,795 | 6,598 | ||||||||||||||||
Other assets | 21,927 | 11,041 | 119,150 | 38,533 | ||||||||||||||||
Total assets | 520,248,283 | 448,238,044 | 6,119,325,538 | 1,073,539,642 | ||||||||||||||||
LIABILITIES: | ||||||||||||||||||||
Payable for investment securities purchased | 1,916,969 | 1,071,564 | 6,528,671 | 1,361,623 | ||||||||||||||||
Payable for fund shares redeemed | 1,962,825 | 423,735 | 6,830,515 | 2,532,528 | ||||||||||||||||
Payable upon receipt of securities loaned | 11,469,262 | — | 10,278,517 | 11,220,001 | ||||||||||||||||
Unrealized depreciation on unfunded corporate loans | — | — | 36,087 | — | ||||||||||||||||
Payable for unified fees | 506,527 | 344,914 | 3,159,330 | 551,091 | ||||||||||||||||
Payable for distribution and shareholder service fees | 100,482 | 114,710 | 1,216,405 | 216,598 | ||||||||||||||||
Payable to custodian due to foreign currency overdraft**** | 8,102 | — | — | — | ||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 21,927 | 11,041 | 119,150 | 38,533 | ||||||||||||||||
Other accrued expenses and liabilities | 298,349 | — | — | — | ||||||||||||||||
Written options, at fair valueˆ | — | — | 31,794,031 | — | ||||||||||||||||
Total liabilities | 16,284,443 | 1,965,964 | 59,962,706 | 15,920,374 | ||||||||||||||||
NET ASSETS | $ | 503,963,840 | $ | 446,272,080 | $ | 6,059,362,832 | $ | 1,057,619,268 | ||||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||||
Paid-in capital | $ | 508,558,222 | $ | 307,711,236 | $ | 4,852,098,077 | $ | 732,835,405 | ||||||||||||
Undistributed net investment income | 8,097,049 | 8,652,908 | 48,487,500 | 13,810,341 | ||||||||||||||||
Accumulated net realized gain (loss) | (37,302,797 | ) | 45,691,028 | 570,642,400 | 127,784,709 | |||||||||||||||
Net unrealized appreciation | 24,611,366 | 84,216,908 | 588,134,855 | 183,188,813 | ||||||||||||||||
NET ASSETS | $ | 503,963,840 | $ | 446,272,080 | $ | 6,059,362,832 | $ | 1,057,619,268 | ||||||||||||
+ | Including securities loaned at value | $ | 11,067,562 | $ | — | $ | 10,028,341 | $ | 10,973,803 | |||||||||||
* | Cost of investments in securities | $ | 477,852,058 | $ | 353,806,858 | $ | 4,601,466,115 | $ | 851,998,117 | |||||||||||
** | Cost of short-term investments | $ | 11,469,262 | $ | — | $ | 761,287,936 | $ | 32,212,242 | |||||||||||
*** | Cost of foreign currencies | $ | — | $ | — | $ | 452,333 | $ | — | |||||||||||
**** | Cost of foreign currency overdraft | $ | 7,602 | $ | — | $ | — | $ | — | |||||||||||
ˆ | Premiums received on written options | $ | — | $ | — | $ | 25,749,219 | $ | — |
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 | $ | 35,809,845 | $ | 66,026,533 | $ | 698,439,318 | $ | 48,073,232 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 2,526,155 | 4,055,870 | 26,337,274 | 3,475,921 | ||||||||||||||
Net asset value and redemption price per share | $ | 14.18 | $ | 16.28 | $ | 26.52 | $ | 13.83 | ||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 64,374,685 | n/a | $ | 1,127,782,607 | $ | 129,737,519 | |||||||||||
Shares authorized | unlimited | n/a | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | n/a | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | 4,326,170 | n/a | 41,015,768 | 9,231,531 | ||||||||||||||
Net asset value and redemption price per share | $ | 14.88 | n/a | $ | 27.50 | $ | 14.05 | |||||||||||
Class R6 | ||||||||||||||||||
Net assets | n/a | $ | 3,045 | $ | 3,046 | n/a | ||||||||||||
Shares authorized | n/a | unlimited | unlimited | n/a | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | n/a | ||||||||||||
Shares outstanding | n/a | 178 | 111 | n/a | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 17.09 | $ | 27.50 | n/a | ||||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 387,711,824 | $ | 329,807,687 | $ | 4,149,089,757 | $ | 770,677,287 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 26,229,689 | 19,310,546 | 151,012,351 | 54,815,978 | ||||||||||||||
Net asset value and redemption price per share | $ | 14.78 | $ | 17.08 | $ | 27.48 | $ | 14.06 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 16,067,486 | $ | 50,434,815 | $ | 84,048,104 | $ | 109,131,230 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 1,100,332 | 2,977,053 | 3,079,684 | 7,850,300 | ||||||||||||||
Net asset value and redemption price per share | $ | 14.60 | $ | 16.94 | $ | 27.29 | $ | 13.90 |
VY® T. Rowe Price International Stock Portfolio | ||||||||
---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||
Investments in securities at fair value+* | $ | 210,589,489 | ||||||
Short-term investments at fair value** | 9,866,022 | |||||||
Total investments at fair value | $ | 220,455,511 | ||||||
Cash | 943,377 | |||||||
Foreign currencies at value*** | 336,395 | |||||||
Receivables: | ||||||||
Investment securities sold | 1,498,022 | |||||||
Fund shares sold | 536,658 | |||||||
Dividends | 406,489 | |||||||
Foreign tax reclaims | 265,851 | |||||||
Unrealized appreciation on forward foreign currency contracts | 244,672 | |||||||
Prepaid expenses | 2,467 | |||||||
Other assets | 9,236 | |||||||
Total assets | 224,698,678 | |||||||
LIABILITIES: | ||||||||
Payable for investment securities purchased | 1,428,492 | |||||||
Payable for fund shares redeemed | 6,149 | |||||||
Payable upon receipt of securities loaned | 5,939,489 | |||||||
Unrealized depreciation on forward foreign currency contracts | 54,997 | |||||||
Payable for investment management fees | 113,750 | |||||||
Payable for distribution and shareholder service fees | 40,871 | |||||||
Payable to trustees under the deferred compensation plan (Note 6) | 9,236 | |||||||
Payable for trustee fees | 1,072 | |||||||
Other accrued expenses and liabilities | 107,635 | |||||||
Total liabilities | 7,701,691 | |||||||
NET ASSETS | $ | 216,996,987 | ||||||
NET ASSETS WERE COMPRISED OF: | ||||||||
Paid-in capital | $ | 318,927,264 | ||||||
Undistributed net investment income | 5,302,826 | |||||||
Accumulated net realized loss | (108,589,302 | ) | ||||||
Net unrealized appreciation | 1,356,199 | |||||||
NET ASSETS | $ | 216,996,987 | ||||||
+ | Including securities loaned at value | $ | 5,696,436 | |||||
* | Cost of investments in securities | $ | 209,404,799 | |||||
** | Cost of short-term investments | $ | 9,866,022 | |||||
*** | Cost of foreign currencies | $ | 334,860 |
VY® T. Rowe Price International Stock Portfolio | ||||||
---|---|---|---|---|---|---|
Class ADV | ||||||
Net assets | $ | 14,837,025 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 1,177,093 | |||||
Net asset value and redemption price per share | $ | 12.60 | ||||
Class I | ||||||
Net assets | $ | 37,977,619 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 2,997,081 | |||||
Net asset value and redemption price per share | $ | 12.67 | ||||
Class S | ||||||
Net assets | $ | 164,182,343 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 13,028,025 | |||||
Net asset value and redemption price per share | $ | 12.60 |
Voya Government 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* | $ | 84,977 | $ | 5,670,338 | $ | 6,455,517 | $ | 6,497,733 | ||||||||||
Interest, net of foreign taxes withheld* | 2,019,726 | — | — | — | ||||||||||||||
Securities lending income, net | — | 36,814 | 65,950 | 88,207 | ||||||||||||||
Total investment income | 2,104,703 | 5,707,152 | 6,521,467 | 6,585,940 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | — | 1,487,051 | — | — | ||||||||||||||
Unified fees | 1,397,680 | — | 2,753,086 | 1,578,377 | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | — | 94,380 | 130,198 | 51,086 | ||||||||||||||
Class S | 691,755 | 170,008 | 822,912 | 525,984 | ||||||||||||||
Class S2 | 871,393 | 3,013 | 139,730 | 84,463 | ||||||||||||||
Transfer agent fees | — | 327 | — | — | ||||||||||||||
Shareholder reporting expense | — | 29,840 | — | — | ||||||||||||||
Professional fees | — | 9,286 | — | — | ||||||||||||||
Custody and accounting expense | — | 71,834 | — | — | ||||||||||||||
Trustee fees and expenses | 29,951 | 5,019 | 33,318 | 18,959 | ||||||||||||||
Miscellaneous expense | — | 10,478 | — | — | ||||||||||||||
Interest expense | 1,635 | 82 | 724 | — | ||||||||||||||
Total expenses | 2,992,414 | 1,881,318 | 3,879,968 | 2,258,869 | ||||||||||||||
Net waived and reimbursed fees | (942,844 | ) | (146,941 | ) | (38,345 | ) | (19,154 | ) | ||||||||||
Brokerage commission recapture | — | (1,606 | ) | — | (2,959 | ) | ||||||||||||
Net expenses | 2,049,570 | 1,732,771 | 3,841,623 | 2,236,756 | ||||||||||||||
Net investment income | 55,133 | 3,974,381 | 2,679,844 | 4,349,184 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Investments | 337,791 | 4,504,072 | 12,177,644 | 6,981,317 | ||||||||||||||
Foreign currency related transactions | — | (45,040 | ) | 40,092 | (614,559 | ) | ||||||||||||
Net realized gain | 337,791 | 4,459,032 | 12,217,736 | 6,366,758 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Investments | — | 13,525,301 | (9,361,008 | ) | (6,885,225 | ) | ||||||||||||
Foreign currency related transactions | — | (3,596 | ) | 236 | 1,032,191 | |||||||||||||
Net change in unrealized appreciation (depreciation) | — | 13,521,705 | (9,360,772 | ) | (5,853,034 | ) | ||||||||||||
Net realized and unrealized gain | 337,791 | 17,980,737 | 2,856,964 | 513,724 | ||||||||||||||
Increase in net assets resulting from operations | $ | 392,924 | $ | 21,955,118 | $ | 5,536,808 | $ | 4,862,908 | ||||||||||
* Foreign taxes withheld | $ | 2,966 | $ | 273,604 | $ | 27,173 | $ | 195,441 |
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* | $ | 5,652,743 | $ | 6,133,991 | $ | 32,818,218 | $ | 15,002,042 | |||||||||||
Interest | 1,019 | — | 30,353,705 | 50,143 | |||||||||||||||
Securities lending income, net | 100,377 | 25,117 | 111,014 | 107,071 | |||||||||||||||
Total investment income | 5,754,139 | 6,159,108 | 63,282,937 | 15,159,256 | |||||||||||||||
EXPENSES: | |||||||||||||||||||
Unified fees | 2,929,699 | 2,035,980 | 18,375,785 | 3,169,965 | |||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||
Class ADV | 117,016 | 205,649 | 2,185,443 | 164,550 | |||||||||||||||
Class S | 450,348 | 395,579 | 4,989,711 | 920,412 | |||||||||||||||
Class S2 | 36,896 | 114,795 | 195,484 | 249,229 | |||||||||||||||
Trustee fees and expenses | 17,010 | 15,219 | 210,372 | 36,533 | |||||||||||||||
Interest expense | 28 | — | 395 | — | |||||||||||||||
Total expenses | 3,550,997 | 2,767,222 | 25,957,190 | 4,540,689 | |||||||||||||||
Net waived and reimbursed fees | (21,742 | ) | (94,677 | ) | (328,879 | ) | (58,659 | ) | |||||||||||
Brokerage commission recapture | (4,354 | ) | — | (6,632 | ) | (1,160 | ) | ||||||||||||
Net expenses | 3,524,901 | 2,672,545 | 25,621,679 | 4,480,870 | |||||||||||||||
Net investment income | 2,229,238 | 3,486,563 | 37,661,258 | 10,678,386 | |||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||
Investments | (19,781,471 | ) | 10,780,050 | 40,439,903 | 36,233,825 | ||||||||||||||
Foreign currency related transactions | (100,683 | ) | (27,840 | ) | (14,999 | ) | (48,134 | ) | |||||||||||
Written options | — | — | 8,401,668 | — | |||||||||||||||
Net realized gain (loss) | (19,882,154 | ) | 10,752,210 | 48,826,572 | 36,185,691 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||
Investments (net of Peruvian capital gains tax accrued#) | 62,793,013 | 13,090,188 | 209,286,255 | 13,472,887 | |||||||||||||||
Foreign currency related transactions | 40,968 | (3,706 | ) | (12,153 | ) | (13,709 | ) | ||||||||||||
Written options | — | — | (2,428,504 | ) | — | ||||||||||||||
Unfunded commitments | — | — | (586 | ) | — | ||||||||||||||
Net change in unrealized appreciation (depreciation) | 62,833,981 | 13,086,482 | 206,845,012 | 13,459,178 | |||||||||||||||
Net realized and unrealized gain | 42,951,827 | 23,838,692 | 255,671,584 | 49,644,869 | |||||||||||||||
Increase in net assets resulting from operations | $ | 45,181,065 | $ | 27,325,255 | $ | 293,332,842 | $ | 60,323,255 | |||||||||||
* | Foreign taxes withheld | $ | 520,599 | $ | 282,278 | $ | 79,055 | $ | 201,278 | ||||||||||
# | Foreign taxes accrued on Peruvian investments | $ | 137,598 | $ | — | $ | — | $ | — |
VY® T. Rowe Price International Stock Portfolio | |||||||
---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||
Dividends, net of foreign taxes withheld* | $ | 3,178,927 | |||||
Interest | 64 | ||||||
Securities lending income, net | 59,560 | ||||||
Total investment income | 3,238,551 | ||||||
EXPENSES: | |||||||
Investment management fees | 682,707 | ||||||
Distribution and shareholder service fees: | |||||||
Class ADV | 50,891 | ||||||
Class S | 201,811 | ||||||
Transfer agent fees | 351 | ||||||
Shareholder reporting expense | 15,331 | ||||||
Professional fees | 23,308 | ||||||
Custody and accounting expense | 103,816 | ||||||
Trustee fees | 3,218 | ||||||
Miscellaneous expense | 11,197 | ||||||
Total expenses | 1,092,630 | ||||||
Net waived and reimbursed fees | (7,194 | ) | |||||
Net expenses | 1,085,436 | ||||||
Net investment income | 2,153,115 | ||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||
Net realized gain (loss) on: | |||||||
Investments (net of Indian capital gains tax withheldˆ) | (1,622,195 | ) | |||||
Foreign currency related transactions | (40,355 | ) | |||||
Net realized loss | (1,662,550 | ) | |||||
Net change in unrealized appreciation (depreciation) on: | |||||||
Investments | (2,850,318 | ) | |||||
Foreign currency related transactions | 194,452 | ||||||
Net change in unrealized appreciation (depreciation) | (2,655,866 | ) | |||||
Net realized and unrealized loss | (4,318,416 | ) | |||||
Decrease in net assets resulting from operations | $ | (2,165,301 | ) | ||||
* | Foreign taxes withheld | $ | 269,225 | ||||
ˆ | Foreign taxes on sale of Indian investments | $ | 1,396 |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 55,133 | $ | 2,281 | $ | 3,974,381 | $ | 4,828,940 | |||||||||||
Net realized gain | 337,791 | 179,886 | 4,459,032 | 13,701,061 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | — | — | 13,521,705 | (24,745,935 | ) | ||||||||||||||
Increase (decrease) in net assets resulting from operations | 392,924 | 182,167 | 21,955,118 | (6,215,934 | ) | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | — | — | (802,419 | ) | ||||||||||||||
Class I | (54,374 | ) | (2,282 | ) | — | (5,180,233 | ) | ||||||||||||
Class S | (759 | ) | — | — | (4,550,455 | ) | |||||||||||||
Class S2 | — | — | — | (39,314 | ) | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class I | — | (7,623 | ) | — | — | ||||||||||||||
Class S | — | (58,777 | ) | — | — | ||||||||||||||
Class S2 | — | (30,135 | ) | — | — | ||||||||||||||
Total distributions | (55,133 | ) | (98,817 | ) | — | (10,572,421 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 182,279,500 | 330,214,349 | 33,751,154 | 60,950,058 | |||||||||||||||
Reinvestment of distributions | 55,133 | 98,817 | — | 10,572,421 | |||||||||||||||
182,334,633 | 330,313,166 | 33,751,154 | 71,522,479 | ||||||||||||||||
Cost of shares redeemed | (180,195,565 | ) | (338,438,095 | ) | (34,172,939 | ) | (69,811,075 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 2,139,068 | (8,124,929 | ) | (421,785 | ) | 1,711,404 | |||||||||||||
Net increase (decrease) in net assets | 2,476,859 | (8,041,579 | ) | 21,533,333 | (15,076,951 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 982,419,510 | 990,461,089 | 335,526,586 | 350,603,537 | |||||||||||||||
End of year or period | $ | 984,896,369 | $ | 982,419,510 | $ | 357,059,919 | $ | 335,526,586 | |||||||||||
Undistributed (distributions in excess of) net investment income/Accumulated net investment loss at end of year or period | $ | (29,731 | ) | $ | (29,731 | ) | $ | 7,024,284 | $ | 3,049,903 |
VY® FMR® Diversified Mid Cap Portfolio | VY® Invesco Growth and Income Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 2,679,844 | $ | 2,397,939 | $ | 4,349,184 | $ | 7,963,239 | |||||||||||
Net realized gain | 12,217,736 | 73,420,923 | 6,366,758 | 58,866,396 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (9,360,772 | ) | (87,479,932 | ) | (5,853,034 | ) | (82,685,317 | ) | |||||||||||
Increase (decrease) in net assets resulting from operations | 5,536,808 | (11,661,070 | ) | 4,862,908 | (15,855,682 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | — | — | (464,596 | ) | ||||||||||||||
Class I | — | (444,794 | ) | — | (880,808 | ) | |||||||||||||
Class S | — | (1,222,228 | ) | — | (15,833,846 | ) | |||||||||||||
Class S2 | — | (19,274 | ) | — | (1,287,004 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (11,815,655 | ) | — | (2,196,915 | ) | |||||||||||||
Class I | — | (19,175,649 | ) | — | (3,452,127 | ) | |||||||||||||
Class S | — | (138,938,011 | ) | — | (67,428,361 | ) | |||||||||||||
Class S2 | — | (12,305,304 | ) | — | (5,800,219 | ) | |||||||||||||
Total distributions | — | (183,920,915 | ) | — | (97,343,876 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 7,090,213 | 38,552,711 | 5,529,904 | 19,496,921 | |||||||||||||||
Reinvestment of distributions | — | 183,920,915 | — | 97,343,876 | |||||||||||||||
7,090,213 | 222,473,626 | 5,529,904 | 116,840,797 | ||||||||||||||||
Cost of shares redeemed | (100,932,659 | ) | (194,325,045 | ) | (38,522,945 | ) | (100,468,949 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (93,842,446 | ) | 28,148,581 | (32,993,041 | ) | 16,371,848 | |||||||||||||
Net decrease in net assets | (88,305,638 | ) | (167,433,404 | ) | (28,130,133 | ) | (96,827,710 | ) | |||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 937,382,885 | 1,104,816,289 | 528,775,454 | 625,603,164 | |||||||||||||||
End of year or period | $ | 849,077,247 | $ | 937,382,885 | $ | 500,645,321 | $ | 528,775,454 | |||||||||||
Undistributed net investment income at end of year or period | $ | 3,551,834 | $ | 871,990 | $ | 15,484,017 | $ | 11,134,833 |
VY® JPMorgan Emerging Markets Equity Portfolio | VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 2,229,238 | $ | 4,602,459 | $ | 3,486,563 | $ | 5,234,844 | |||||||||||
Net realized gain (loss) | (19,882,154 | ) | (15,103,265 | ) | 10,752,210 | 35,343,828 | |||||||||||||
Net change in unrealized appreciation (depreciation) | 62,833,981 | (80,309,706 | ) | 13,086,482 | (14,088,553 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 45,181,065 | (90,810,512 | ) | 27,325,255 | 26,490,119 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (326,410 | ) | — | (940,964 | ) | |||||||||||||
Class I | — | (991,321 | ) | — | — | ||||||||||||||
Class S | — | (5,215,235 | ) | — | (5,928,432 | ) | |||||||||||||
Class S2 | — | (195,626 | ) | — | (883,043 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (2,604,762 | ) | — | (6,643,884 | ) | |||||||||||||
Class I | — | (4,314,670 | ) | — | — | ||||||||||||||
Class S | — | (28,745,116 | ) | — | (35,866,567 | ) | |||||||||||||
Class S2 | — | (1,289,936 | ) | — | (5,858,610 | ) | |||||||||||||
Total distributions | — | (43,683,076 | ) | — | (56,121,500 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 18,609,089 | 35,183,314 | 19,472,405 | 21,058,708 | |||||||||||||||
Reinvestment of distributions | — | 43,683,076 | — | 56,121,500 | |||||||||||||||
18,609,089 | 78,866,390 | 19,472,405 | 77,180,208 | ||||||||||||||||
Cost of shares redeemed | (36,539,136 | ) | (103,355,722 | ) | (26,693,926 | ) | (67,848,721 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (17,930,047 | ) | (24,489,332 | ) | (7,221,521 | ) | 9,331,487 | ||||||||||||
Net increase (decrease) in net assets | 27,251,018 | (158,982,920 | ) | 20,103,734 | (20,299,894 | ) | |||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 476,712,822 | 635,695,742 | 426,168,346 | 446,468,240 | |||||||||||||||
End of year or period | $ | 503,963,840 | $ | 476,712,822 | $ | 446,272,080 | $ | 426,168,346 | |||||||||||
Undistributed net investment income at end of year or period | $ | 8,097,049 | $ | 5,867,811 | $ | 8,652,908 | $ | 5,166,345 |
VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 37,661,258 | $ | 71,688,362 | $ | 10,678,386 | $ | 22,890,015 | |||||||||||
Net realized gain | 48,826,572 | 522,694,509 | 36,185,691 | 111,889,973 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 206,845,012 | (301,560,288 | ) | 13,459,178 | (223,886,448 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 293,332,842 | 292,822,583 | 60,323,255 | (89,106,460 | ) | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (6,106,783 | ) | — | (960,885 | ) | |||||||||||||
Class I | — | (15,684,327 | ) | — | (2,533,058 | ) | |||||||||||||
Class S | — | (51,736,219 | ) | — | (17,256,326 | ) | |||||||||||||
Class S2 | — | (986,675 | ) | — | (2,362,442 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (69,831,233 | ) | — | (7,070,472 | ) | |||||||||||||
Class I | — | (132,892,502 | ) | — | (22,133,862 | ) | |||||||||||||
Class S | — | (524,081,170 | ) | — | (109,043,082 | ) | |||||||||||||
Class S2 | — | (11,578,038 | ) | — | (14,775,840 | ) | |||||||||||||
Total distributions | — | (812,896,947 | ) | — | (176,135,967 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 258,085,921 | 437,069,518 | 83,155,077 | 35,402,438 | |||||||||||||||
Reinvestment of distributions | — | 812,896,947 | — | 176,135,967 | |||||||||||||||
258,085,921 | 1,249,966,465 | 83,155,077 | 211,538,405 | ||||||||||||||||
Cost of shares redeemed | (247,656,592 | ) | (698,556,403 | ) | (96,528,256 | ) | (337,624,026 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 10,429,329 | 551,410,062 | (13,373,179 | ) | (126,085,621 | ) | |||||||||||||
Net increase (decrease) in net assets | 303,762,171 | 31,335,698 | 46,950,076 | (391,328,048 | ) | ||||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 5,755,600,661 | 5,724,264,963 | 1,010,669,192 | 1,401,997,240 | |||||||||||||||
End of year or period | $ | 6,059,362,832 | $ | 5,755,600,661 | $ | 1,057,619,268 | $ | 1,010,669,192 | |||||||||||
Undistributed net investment income at end of year or period | $ | 48,487,500 | $ | 10,826,242 | $ | 13,810,341 | $ | 3,131,955 |
VY® T. Rowe Price International Stock Portfolio | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 2,153,115 | $ | 2,304,381 | |||||||
Net realized gain (loss) | (1,662,550 | ) | 10,984,766 | ||||||||
Net change in unrealized appreciation (depreciation) | (2,655,866 | ) | (16,674,196 | ) | |||||||
Decrease in net assets resulting from operations | (2,165,301 | ) | (3,385,049 | ) | |||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class ADV | — | (91,277 | ) | ||||||||
Class I | — | (569,331 | ) | ||||||||
Class S | — | (1,757,160 | ) | ||||||||
Total distributions | — | (2,417,768 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 8,483,539 | 43,652,974 | |||||||||
Reinvestment of distributions | — | 2,417,768 | |||||||||
8,483,539 | 46,070,742 | ||||||||||
Cost of shares redeemed | (15,174,133 | ) | (60,742,954 | ) | |||||||
Net decrease in net assets resulting from capital share transactions | (6,690,594 | ) | (14,672,212 | ) | |||||||
Net decrease in net assets | (8,855,895 | ) | (20,475,029 | ) | |||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 225,852,882 | 246,327,911 | |||||||||
End of year or period | $ | 216,996,987 | $ | 225,852,882 | |||||||
Undistributed net investment income at end of year or period | $ | 5,302,826 | $ | 3,149,711 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions (2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions (2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | — | 0.00 | * | — | 1.00 | 0.07 | 0.28 | 0.28 | 0.28 | 0.13 | 76,372 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.22 | 0.22 | 0.00 | * | 81,636 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.19 | 0.19 | (0.00 | )* | 78,773 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.28 | 0.22 | 0.22 | 0.00 | * | 81,029 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.11 | 0.28 | 0.28 | 0.28 | 0.10 | 98,940 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
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 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | — | — | 0.00 | * | — | 1.00 | 0.00 | * | 0.53 | 0.42 | 0.42 | 0.00 | * | 516,624 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.22 | 0.22 | (0.00 | )* | 552,706 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.19 | 0.19 | (0.00 | )* | 619,776 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.53 | 0.23 | 0.23 | (0.00 | )* | 753,517 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 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 | — | |||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 1.00 | — | 0.00 | * | 0.00 | — | — | — | — | — | 1.00 | 0.00 | * | 0.75 | 0.42 | 0.42 | 0.00 | 391,901 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.22 | 0.22 | (0.00 | )* | 348,078 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.19 | 0.19 | (0.00 | )* | 291,912 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.78 | 0.23 | 0.23 | (0.00 | )* | 296,540 | — | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 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 | — | |||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 11.47 | 0.11 | • | 0.63 | 0.74 | — | — | — | — | — | 12.21 | 6.45 | 1.67 | 1.49 | 1.49 | 1.93 | 28,392 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.04 | 0.11 | • | (0.35 | ) | (0.24 | ) | 0.33 | — | — | 0.33 | — | 11.47 | (1.99 | ) | 1.72 | 1.49 | 1.49 | 0.95 | 27,513 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.71 | 0.13 | 1.30 | 1.43 | 0.10 | — | — | 0.10 | — | 12.04 | 13.40 | 1.73 | 1.49 | 1.49 | 1.12 | 27,577 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.96 | 0.12 | • | 0.25 | 0.37 | 0.62 | — | — | 0.62 | — | 10.71 | 3.29 | 1.73 | 1.49 | 1.49 | 1.13 | 23,863 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 8.79 | 0.14 | 2.07 | 2.21 | 0.04 | — | — | 0.04 | — | 10.96 | 25.17 | 1.75 | 1.49 | 1.49 | 1.52 | 15,270 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 11.77 | 0.15 | • | 0.65 | 0.80 | — | — | — | — | — | 12.57 | 6.80 | 0.97 | 0.89 | 0.89 | 2.56 | 186,779 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.18 | (0.35 | ) | (0.17 | ) | 0.40 | — | — | 0.40 | — | 11.77 | (1.42 | ) | 0.97 | 0.89 | 0.89 | 1.55 | 165,604 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.96 | 0.21 | • | 1.33 | 1.54 | 0.16 | — | — | 0.16 | — | 12.34 | 14.07 | 0.98 | 0.89 | 0.89 | 1.75 | 160,209 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.17 | 0.19 | • | 0.26 | 0.45 | 0.66 | — | — | 0.66 | — | 10.96 | 3.95 | 0.98 | 0.89 | 0.89 | 1.70 | 121,414 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 8.93 | 0.20 | • | 2.12 | 2.32 | 0.08 | — | — | 0.08 | — | 11.17 | 26.08 | 1.00 | 0.89 | 0.89 | 1.97 | 106,134 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 11.71 | 0.13 | • | 0.65 | 0.78 | — | — | — | — | — | 12.49 | 6.66 | 1.22 | 1.14 | 1.14 | 2.27 | 140,611 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.28 | 0.15 | • | (0.36 | ) | (0.21 | ) | 0.36 | — | — | 0.36 | — | 11.71 | (1.69 | ) | 1.22 | 1.14 | 1.14 | 1.27 | 141,067 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.90 | 0.17 | • | 1.34 | 1.51 | 0.13 | — | — | 0.13 | — | 12.28 | 13.86 | 1.23 | 1.14 | 1.14 | 1.42 | 161,194 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.11 | 0.16 | • | 0.26 | 0.42 | 0.63 | — | — | 0.63 | — | 10.90 | 3.71 | 1.23 | 1.14 | 1.14 | 1.42 | 161,379 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 8.89 | 0.19 | • | 2.08 | 2.27 | 0.05 | — | — | 0.05 | — | 11.11 | 25.65 | 1.25 | 1.14 | 1.14 | 1.86 | 173,554 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 11.78 | 0.12 | • | 0.66 | 0.78 | — | — | — | — | — | 12.56 | 6.62 | 1.44 | 1.29 | 1.29 | 2.11 | 1,277 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.14 | • | (0.36 | ) | (0.22 | ) | 0.34 | — | — | 0.34 | — | 11.78 | (1.84 | ) | 1.47 | 1.29 | 1.29 | 1.11 | 1,343 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.96 | 0.14 | • | 1.35 | 1.49 | 0.11 | — | — | 0.11 | — | 12.34 | 13.60 | 1.48 | 1.29 | 1.29 | 1.22 | 1,624 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.17 | 0.14 | • | 0.26 | 0.40 | 0.61 | — | — | 0.61 | — | 10.96 | 3.54 | 1.48 | 1.29 | 1.29 | 1.27 | 1,842 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 8.93 | 0.17 | • | 2.11 | 2.28 | 0.04 | — | — | 0.04 | — | 11.17 | 25.52 | 1.50 | 1.29 | 1.29 | 1.71 | 1,935 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 14.66 | 0.03 | 0.08 | 0.11 | — | — | — | — | — | 14.77 | 0.75 | 1.36 | 1.26 | 1.26 | 0.24 | 36,615 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.06 | (0.02 | ) | (0.08 | ) | (0.10 | ) | — | 3.30 | — | 3.30 | — | 14.66 | (2.02 | ) | 1.39 | 1.24 | 1.24 | (0.11 | ) | 60,977 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.43 | (0.05 | ) | 1.17 | 1.12 | 0.03 | 3.46 | — | 3.49 | — | 18.06 | 5.65 | 1.39 | 1.24 | 1.24 | (0.26 | ) | 68,677 | 143 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.15 | (0.00 | )* | 5.38 | 5.38 | 0.03 | 0.07 | — | 0.10 | — | 20.43 | 35.62 | 1.39 | 1.24 | 1.24 | (0.03 | ) | 70,648 | 132 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 13.30 | 0.05 | 1.84 | 1.89 | 0.04 | — | — | 0.04 | — | 15.15 | 14.24 | 1.39 | 1.24 | 1.24 | 0.36 | 56,105 | 186 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 15.24 | 0.06 | • | 0.10 | 0.16 | — | — | — | — | — | 15.40 | 1.05 | 0.66 | 0.66 | 0.66 | 0.87 | 94,975 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.61 | 0.08 | (0.08 | ) | 0.00 | * | 0.07 | 3.30 | — | 3.37 | — | 15.24 | (1.40 | ) | 0.64 | 0.64 | 0.64 | 0.49 | 102,505 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.88 | 0.06 | 1.20 | 1.26 | 0.07 | 3.46 | — | 3.53 | — | 18.61 | 6.27 | 0.64 | 0.64 | 0.64 | 0.34 | 109,304 | 143 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.47 | 0.10 | • | 5.51 | 5.61 | 0.13 | 0.07 | — | 0.20 | — | 20.88 | 36.39 | 0.64 | 0.64 | 0.64 | 0.58 | 110,005 | 132 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 13.58 | 0.15 | • | 1.88 | 2.03 | 0.14 | — | — | 0.14 | — | 15.47 | 14.93 | 0.64 | 0.64 | 0.64 | 1.03 | 92,185 | 186 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 15.09 | 0.05 | • | 0.09 | 0.14 | — | — | — | — | — | 15.23 | 0.93 | 0.91 | 0.91 | 0.91 | 0.63 | 657,151 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.46 | 0.04 | (0.08 | ) | (0.04 | ) | 0.03 | 3.30 | — | 3.33 | — | 15.09 | (1.64 | ) | 0.89 | 0.89 | 0.89 | 0.23 | 709,822 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.75 | 0.02 | 1.19 | 1.21 | 0.04 | 3.46 | — | 3.50 | — | 18.46 | 6.02 | 0.89 | 0.89 | 0.89 | 0.09 | 854,340 | 143 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.38 | 0.06 | • | 5.47 | 5.53 | 0.09 | 0.07 | — | 0.16 | — | 20.75 | 36.02 | 0.89 | 0.89 | 0.89 | 0.33 | 964,463 | 132 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 13.50 | 0.10 | • | 1.87 | 1.97 | 0.09 | — | — | 0.09 | — | 15.38 | 14.63 | 0.89 | 0.89 | 0.89 | 0.69 | 848,802 | 186 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 14.94 | 0.03 | • | 0.10 | 0.13 | — | — | — | — | — | 15.07 | 0.87 | 1.13 | 1.06 | 1.06 | 0.47 | 60,336 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 18.31 | 0.01 | (0.08 | ) | (0.07 | ) | 0.00 | * | 3.30 | — | 3.30 | — | 14.94 | (1.79 | ) | 1.14 | 1.04 | 1.04 | 0.08 | 64,079 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 20.63 | (0.01 | ) | 1.18 | 1.17 | 0.03 | 3.46 | — | 3.49 | — | 18.31 | 5.84 | 1.14 | 1.04 | 1.04 | (0.06 | ) | 72,495 | 143 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.29 | 0.04 | 5.43 | 5.47 | 0.06 | 0.07 | — | 0.13 | — | 20.63 | 35.86 | 1.14 | 1.04 | 1.04 | 0.17 | 76,836 | 132 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 13.43 | 0.09 | 1.84 | 1.93 | 0.07 | — | — | 0.07 | — | 15.29 | 14.41 | 1.14 | 1.04 | 1.04 | 0.56 | 65,198 | 186 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 25.48 | 0.17 | • | 0.08 | 0.25 | — | — | — | — | — | 25.73 | 0.98 | 1.35 | 1.25 | 1.25 | 1.42 | 14,861 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.49 | 0.30 | • | (0.98 | ) | (0.68 | ) | 0.93 | 4.40 | — | 5.33 | — | 25.48 | (3.26 | ) | 1.39 | 1.24 | 1.24 | 1.05 | 15,551 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 30.92 | 0.52 | • | 2.43 | 2.95 | 0.31 | 2.07 | — | 2.38 | — | 31.49 | 9.72 | 1.39 | 1.24 | 1.24 | 1.66 | 16,407 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.41 | 0.25 | • | 7.55 | 7.80 | 0.29 | — | — | 0.29 | — | 30.92 | 33.45 | 1.39 | 1.24 | 1.23 | 0.92 | 15,200 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 20.82 | 0.27 | • | 2.66 | 2.93 | 0.34 | — | — | 0.34 | — | 23.41 | 14.17 | 1.40 | 1.25 | 1.24 | 1.19 | 9,405 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 25.68 | 0.25 | • | 0.08 | 0.33 | — | — | — | — | — | 26.01 | 1.29 | 0.65 | 0.65 | 0.65 | 2.03 | 22,866 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.71 | 0.47 | • | (0.98 | ) | (0.51 | ) | 1.12 | 4.40 | — | 5.52 | — | 25.68 | (2.69 | ) | 0.64 | 0.64 | 0.64 | 1.63 | 23,008 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.08 | 0.68 | • | 2.48 | 3.16 | 0.46 | 2.07 | — | 2.53 | — | 31.71 | 10.39 | 0.64 | 0.64 | 0.64 | 2.16 | 28,264 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.50 | 0.43 | • | 7.58 | 8.01 | 0.43 | — | — | 0.43 | — | 31.08 | 34.23 | 0.64 | 0.64 | 0.63 | 1.53 | 24,742 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 20.90 | 0.41 | • | 2.66 | 3.07 | 0.47 | — | — | 0.47 | — | 23.50 | 14.89 | 0.65 | 0.65 | 0.64 | 1.80 | 16,952 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 25.81 | 0.22 | • | 0.09 | 0.31 | — | — | — | — | — | 26.12 | 1.20 | 0.90 | 0.90 | 0.90 | 1.77 | 425,838 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.83 | 0.40 | • | (0.99 | ) | (0.59 | ) | 1.03 | 4.40 | — | 5.43 | — | 25.81 | (2.93 | ) | 0.89 | 0.89 | 0.89 | 1.39 | 451,452 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.19 | 0.64 | • | 2.45 | 3.09 | 0.38 | 2.07 | — | 2.45 | — | 31.83 | 10.11 | 0.89 | 0.89 | 0.89 | 2.04 | 535,054 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.59 | 0.35 | • | 7.61 | 7.96 | 0.36 | — | — | 0.36 | — | 31.19 | 33.88 | 0.89 | 0.89 | 0.88 | 1.27 | 566,801 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 20.98 | 0.35 | • | 2.67 | 3.02 | 0.41 | — | — | 0.41 | — | 23.59 | 14.56 | 0.90 | 0.90 | 0.89 | 1.55 | 460,995 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 25.62 | 0.20 | • | 0.09 | 0.29 | — | — | — | — | — | 25.91 | 1.13 | 1.12 | 1.05 | 1.05 | 1.62 | 37,079 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.63 | 0.36 | • | (0.99 | ) | (0.63 | ) | 0.98 | 4.40 | — | 5.38 | — | 25.62 | (3.10 | ) | 1.14 | 1.04 | 1.04 | 1.24 | 38,764 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.00 | 0.59 | • | 2.43 | 3.02 | 0.32 | 2.07 | — | 2.39 | — | 31.63 | 9.95 | 1.14 | 1.04 | 1.04 | 1.89 | 45,878 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.45 | 0.31 | • | 7.56 | 7.87 | 0.32 | — | — | 0.32 | — | 31.00 | 33.70 | 1.14 | 1.04 | 1.03 | 1.12 | 50,774 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 20.85 | 0.32 | • | 2.66 | 2.98 | 0.38 | — | — | 0.38 | — | 23.45 | 14.41 | 1.15 | 1.05 | 1.04 | 1.40 | 45,598 | 25 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.92 | 0.04 | • | 1.22 | 1.26 | — | — | — | — | — | 14.18 | 9.75 | 1.96 | 1.86 | 1.86 | 0.60 | 35,810 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.63 | 0.07 | (2.56 | ) | (2.49 | ) | 0.14 | 1.08 | — | 1.22 | — | 12.92 | (16.07 | )(a) | 2.01 | 1.86 | 1.86 | 0.45 | 34,072 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.39 | 0.13 | 0.13 | 0.26 | 0.13 | 1.89 | — | 2.02 | — | 16.63 | 0.47 | 2.01 | 1.86 | 1.86 | 0.72 | 42,490 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.19 | 0.07 | • | (1.31 | ) | (1.24 | ) | 0.12 | 0.44 | — | 0.56 | — | 18.39 | (6.07 | ) | 2.01 | 1.86 | 1.86 | 0.36 | 43,996 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 17.48 | 0.06 | 3.14 | 3.20 | — | 0.49 | — | 0.49 | — | 20.19 | 18.71 | 2.01 | 1.86 | 1.86 | 0.32 | 37,375 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.52 | 0.08 | • | 1.28 | 1.36 | — | — | — | — | — | 14.88 | 10.06 | 1.26 | 1.26 | 1.26 | 1.21 | 64,375 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.36 | 0.17 | (2.68 | ) | (2.51 | ) | 0.25 | 1.08 | — | 1.33 | — | 13.52 | (15.57 | )(a) | 1.26 | 1.26 | 1.26 | 1.05 | 58,250 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 19.10 | 0.23 | • | 0.15 | 0.38 | 0.23 | 1.89 | — | 2.12 | — | 17.36 | 1.06 | 1.26 | 1.26 | 1.26 | 1.22 | 71,163 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.93 | 0.19 | • | (1.35 | ) | (1.16 | ) | 0.23 | 0.44 | — | 0.67 | — | 19.10 | (5.49 | ) | 1.26 | 1.26 | 1.26 | 0.97 | 136,636 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 18.01 | 0.17 | • | 3.24 | 3.41 | — | 0.49 | — | 0.49 | — | 20.93 | 19.33 | 1.26 | 1.26 | 1.26 | 0.84 | 177,486 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.45 | 0.06 | • | 1.27 | 1.33 | — | — | — | — | — | 14.78 | 9.89 | 1.51 | 1.51 | 1.51 | 0.95 | 387,712 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.26 | 0.13 | • | (2.66 | ) | (2.53 | ) | 0.20 | 1.08 | — | 1.28 | — | 13.45 | (15.75 | )(a) | 1.51 | 1.51 | 1.51 | 0.81 | 367,861 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 19.00 | 0.20 | • | 0.13 | 0.33 | 0.18 | 1.89 | — | 2.07 | — | 17.26 | 0.80 | 1.51 | 1.51 | 1.51 | 1.06 | 499,431 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.82 | 0.16 | (1.37 | ) | (1.21 | ) | 0.17 | 0.44 | — | 0.61 | — | 19.00 | (5.74 | ) | 1.51 | 1.51 | 1.51 | 0.73 | 573,548 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 17.95 | 0.13 | 3.23 | 3.36 | — | 0.49 | — | 0.49 | — | 20.82 | 19.11 | 1.51 | 1.51 | 1.51 | 0.67 | 650,690 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.30 | 0.05 | • | 1.25 | 1.30 | — | — | — | — | — | 14.60 | 9.77 | 1.73 | 1.66 | 1.66 | 0.76 | 16,067 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.08 | 0.10 | • | (2.64 | ) | (2.54 | ) | 0.16 | 1.08 | — | 1.24 | — | 13.30 | (15.91 | )(a) | 1.76 | 1.66 | 1.66 | 0.65 | 16,530 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.81 | 0.17 | • | 0.14 | 0.31 | 0.15 | 1.89 | — | 2.04 | — | 17.08 | 0.73 | 1.76 | 1.66 | 1.66 | 0.92 | 22,613 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.62 | 0.11 | (1.34 | ) | (1.23 | ) | 0.14 | 0.44 | — | 0.58 | — | 18.81 | (5.89 | ) | 1.76 | 1.66 | 1.66 | 0.58 | 26,016 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 17.81 | 0.10 | 3.20 | 3.30 | — | 0.49 | — | 0.49 | — | 20.62 | 18.92 | 1.76 | 1.66 | 1.66 | 0.51 | 27,693 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 15.29 | 0.11 | • | 0.88 | 0.99 | — | — | — | — | — | 16.28 | 6.47 | 1.66 | 1.54 | 1.54 | 1.38 | 66,027 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.56 | 0.15 | 0.87 | 1.02 | 0.28 | 2.01 | — | 2.29 | — | 15.29 | 5.95 | 1.71 | 1.55 | 1.55 | 0.90 | 56,395 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 17.55 | 0.23 | • | 0.48 | 0.71 | 0.28 | 1.42 | — | 1.70 | — | 16.56 | 3.87 | 1.71 | 1.56 | 1.56 | 1.35 | 55,949 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.98 | 0.20 | • | 2.74 | 2.94 | 0.37 | 1.00 | — | 1.37 | — | 17.55 | 19.02 | 1.71 | 1.56 | 1.56 | 1.17 | 52,318 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 14.84 | 0.27 | • | 1.94 | 2.21 | 0.28 | 0.79 | — | 1.07 | — | 15.98 | 15.38 | 1.71 | 1.56 | 1.56 | 1.69 | 26,169 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)–06-30-16 | 16.66 | 0.05 | • | 0.38 | 0.43 | — | — | — | — | — | 17.09 | 2.58 | 0.96 | 0.94 | 0.94 | 1.73 | 3 | 16 |
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® Morgan Stanley Global Franchise Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 16.02 | 0.14 | • | 0.92 | 1.06 | — | — | — | — | — | 17.08 | 6.62 | 1.21 | 1.19 | 1.19 | 1.71 | 329,808 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.23 | 0.21 | • | 0.92 | 1.13 | 0.33 | 2.01 | — | 2.34 | — | 16.02 | 6.36 | 1.21 | 1.20 | 1.20 | 1.26 | 319,681 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.16 | 0.30 | • | 0.50 | 0.80 | 0.31 | 1.42 | — | 1.73 | — | 17.23 | 4.25 | 1.21 | 1.21 | 1.21 | 1.71 | 336,350 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.44 | 0.29 | • | 2.80 | 3.09 | 0.37 | 1.00 | — | 1.37 | — | 18.16 | 19.42 | 1.21 | 1.21 | 1.21 | 1.67 | 385,597 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 15.18 | 0.36 | • | 1.97 | 2.33 | 0.28 | 0.79 | — | 1.07 | — | 16.44 | 15.79 | 1.21 | 1.21 | 1.21 | 2.24 | 364,277 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 15.90 | 0.12 | • | 0.92 | 1.04 | — | — | — | — | — | 16.94 | 6.54 | 1.43 | 1.34 | 1.34 | 1.55 | 50,435 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.12 | 0.19 | • | 0.90 | 1.09 | 0.30 | 2.01 | — | 2.31 | — | 15.90 | 6.17 | 1.46 | 1.35 | 1.35 | 1.11 | 50,093 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.05 | 0.28 | • | 0.50 | 0.78 | 0.29 | 1.42 | — | 1.71 | — | 17.12 | 4.12 | 1.46 | 1.36 | 1.36 | 1.57 | 54,169 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.34 | 0.27 | • | 2.78 | 3.05 | 0.34 | 1.00 | — | 1.34 | — | 18.05 | 19.28 | 1.46 | 1.36 | 1.36 | 1.53 | 61,560 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 15.10 | 0.34 | • | 1.94 | 2.28 | 0.25 | 0.79 | — | 1.04 | — | 16.34 | 15.53 | 1.46 | 1.36 | 1.36 | 2.10 | 59,545 | 28 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 25.27 | 0.12 | • | 1.13 | 1.25 | — | — | — | — | — | 26.52 | 4.95 | 1.35 | 1.25 | 1.25 | 0.96 | 698,439 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.02 | 0.24 | • | 1.14 | 1.38 | 0.28 | 3.85 | — | 4.13 | — | 25.27 | 4.85 | 1.39 | 1.24 | 1.24 | 0.89 | 596,730 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 27.68 | 0.27 | • | 2.88 | 3.15 | 0.30 | 2.51 | — | 2.81 | — | 28.02 | 11.78 | 1.39 | 1.24 | 1.24 | 0.96 | 457,740 | 72 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 24.54 | 0.19 | • | 5.00 | 5.19 | 0.24 | 1.81 | — | 2.05 | — | 27.68 | 21.75 | 1.39 | 1.24 | 1.24 | 0.72 | 350,643 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 22.46 | 0.31 | • | 2.80 | 3.11 | 0.33 | 0.70 | — | 1.03 | — | 24.54 | 14.10 | 1.40 | 1.25 | 1.25 | 1.30 | 199,893 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 26.12 | 0.20 | • | 1.18 | 1.38 | — | — | — | — | — | 27.50 | 5.28 | 0.65 | 0.65 | 0.65 | 1.56 | 1,127,783 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.80 | 0.40 | 1.18 | 1.58 | 0.41 | 3.85 | — | 4.26 | — | 26.12 | 5.47 | 0.64 | 0.64 | 0.64 | 1.48 | 1,027,480 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.34 | 0.43 | 2.99 | 3.42 | 0.45 | 2.51 | — | 2.96 | — | 28.80 | 12.46 | 0.64 | 0.64 | 0.64 | 1.55 | 1,049,730 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 25.04 | 0.36 | • | 5.12 | 5.48 | 0.37 | 1.81 | — | 2.18 | — | 28.34 | 22.49 | 0.64 | 0.64 | 0.64 | 1.31 | 989,583 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 22.87 | 0.46 | • | 2.86 | 3.32 | 0.45 | 0.70 | — | 1.15 | — | 25.04 | 14.78 | 0.65 | 0.65 | 0.65 | 1.89 | 652,221 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)–06-30-16 | 27.00 | 0.07 | • | 0.43 | 0.50 | — | — | — | — | — | 27.50 | 1.85 | 0.65 | 0.65 | 0.65 | 1.56 | 3 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 26.13 | 0.17 | • | 1.18 | 1.35 | — | — | — | — | — | 27.48 | 5.17 | 0.90 | 0.90 | 0.90 | 1.31 | 4,149,090 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.82 | 0.33 | 1.18 | 1.51 | 0.35 | 3.85 | — | 4.20 | — | 26.13 | 5.18 | 0.89 | 0.89 | 0.89 | 1.23 | 4,044,261 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.36 | 0.37 | 2.97 | 3.34 | 0.37 | 2.51 | — | 2.88 | — | 28.82 | 12.20 | 0.89 | 0.89 | 0.89 | 1.30 | 4,122,797 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 25.06 | 0.29 | • | 5.12 | 5.41 | 0.30 | 1.81 | — | 2.11 | — | 28.36 | 22.20 | 0.89 | 0.89 | 0.89 | 1.05 | 4,002,988 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 22.89 | 0.40 | • | 2.86 | 3.26 | 0.39 | 0.70 | — | 1.09 | — | 25.06 | 14.48 | 0.90 | 0.90 | 0.90 | 1.64 | 3,379,234 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 25.98 | 0.15 | • | 1.16 | 1.31 | — | — | — | — | — | 27.29 | 5.04 | 1.12 | 1.05 | 1.05 | 1.16 | 84,048 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.67 | 0.30 | 1.16 | 1.46 | 0.30 | 3.85 | — | 4.15 | — | 25.98 | 5.06 | 1.14 | 1.04 | 1.04 | 1.08 | 87,130 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.23 | 0.33 | 2.95 | 3.28 | 0.33 | 2.51 | — | 2.84 | — | 28.67 | 12.02 | 1.14 | 1.04 | 1.04 | 1.15 | 93,998 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 24.96 | 0.24 | • | 5.10 | 5.34 | 0.26 | 1.81 | — | 2.07 | — | 28.23 | 21.98 | 1.14 | 1.04 | 1.04 | 0.90 | 92,805 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 22.80 | 0.36 | • | 2.86 | 3.22 | 0.36 | 0.70 | — | 1.06 | — | 24.96 | 14.34 | 1.15 | 1.05 | 1.05 | 1.49 | 85,723 | 76 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.03 | 0.12 | • | 0.68 | 0.80 | — | — | — | — | — | 13.83 | 6.14 | 1.35 | 1.25 | 1.25 | 1.81 | 48,073 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.29 | 0.23 | (1.27 | ) | (1.04 | ) | 0.26 | 1.96 | — | 2.22 | — | 13.03 | (7.24 | ) | 1.39 | 1.24 | 1.24 | 1.52 | 50,413 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.60 | 0.24 | 0.93 | 1.17 | 0.26 | 1.22 | — | 1.48 | — | 16.29 | 7.13 | 1.39 | 1.24 | 1.24 | 1.42 | 62,848 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.02 | 0.17 | 3.63 | 3.80 | 0.21 | 0.01 | — | 0.22 | — | 16.60 | 29.22 | 1.39 | 1.24 | 1.24 | 1.22 | 66,056 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 11.34 | 0.20 | 1.70 | 1.90 | 0.22 | — | — | 0.22 | — | 13.02 | 16.77 | 1.40 | 1.25 | 1.25 | 1.71 | 45,958 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
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 I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.20 | 0.17 | • | 0.68 | 0.85 | — | — | — | — | — | 14.05 | 6.44 | 0.65 | 0.65 | 0.65 | 2.51 | 129,738 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.47 | 0.32 | • | (1.28 | ) | (0.96 | ) | 0.35 | 1.96 | — | 2.31 | — | 13.20 | (6.65 | ) | 0.64 | 0.64 | 0.64 | 2.09 | 90,800 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.76 | 0.35 | • | 0.94 | 1.29 | 0.36 | 1.22 | — | 1.58 | — | 16.47 | 7.79 | 0.64 | 0.64 | 0.64 | 2.07 | 194,078 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.13 | 0.28 | • | 3.65 | 3.93 | 0.29 | 0.01 | — | 0.30 | — | 16.76 | 30.01 | 0.64 | 0.64 | 0.64 | 1.83 | 355,229 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 11.43 | 0.29 | • | 1.70 | 1.99 | 0.29 | — | — | 0.29 | — | 13.13 | 17.44 | 0.65 | 0.65 | 0.65 | 2.30 | 361,913 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.22 | 0.14 | • | 0.70 | 0.84 | — | — | — | — | — | 14.06 | 6.35 | 0.90 | 0.90 | 0.90 | 2.15 | 770,677 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.49 | 0.28 | • | (1.28 | ) | (1.00 | ) | 0.31 | 1.96 | — | 2.27 | — | 13.22 | (6.90 | ) | 0.89 | 0.89 | 0.89 | 1.86 | 758,358 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.79 | 0.30 | • | 0.94 | 1.24 | 0.32 | 1.22 | — | 1.54 | — | 16.49 | 7.45 | 0.89 | 0.89 | 0.89 | 1.77 | 1,013,552 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.15 | 0.24 | • | 3.66 | 3.90 | 0.25 | 0.01 | — | 0.26 | — | 16.79 | 29.74 | 0.89 | 0.89 | 0.89 | 1.57 | 1,113,360 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 11.44 | 0.26 | • | 1.71 | 1.97 | 0.26 | — | — | 0.26 | — | 13.15 | 17.22 | 0.90 | 0.90 | 0.90 | 2.05 | 950,612 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.08 | 0.13 | • | 0.69 | 0.82 | — | — | — | — | — | 13.90 | 6.27 | 1.12 | 1.05 | 1.05 | 1.99 | 109,131 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.35 | 0.25 | (1.27 | ) | (1.02 | ) | 0.29 | 1.96 | — | 2.25 | — | 13.08 | (7.08 | ) | 1.14 | 1.04 | 1.04 | 1.72 | 111,098 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.66 | 0.27 | 0.93 | 1.20 | 0.29 | 1.22 | — | 1.51 | — | 16.35 | 7.31 | 1.14 | 1.04 | 1.04 | 1.62 | 131,519 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.06 | 0.21 | • | 3.63 | 3.84 | 0.23 | 0.01 | — | 0.24 | — | 16.66 | 29.49 | 1.14 | 1.04 | 1.04 | 1.42 | 134,882 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 11.37 | 0.24 | • | 1.69 | 1.93 | 0.24 | — | — | 0.24 | — | 13.06 | 17.01 | 1.15 | 1.05 | 1.05 | 1.91 | 102,557 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.73 | 0.10 | • | (0.23 | ) | (0.13 | ) | — | — | — | — | — | 12.60 | (1.02 | ) | 1.49 | 1.39 | 1.39 | 1.66 | 14,837 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.98 | 0.07 | • | (0.24 | ) | (0.17 | ) | 0.08 | — | — | 0.08 | — | 12.73 | (1.36 | )(b) | 1.50 | 1.35 | 1.35 | 0.49 | 15,149 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.28 | 0.08 | (0.26 | ) | (0.18 | ) | 0.12 | — | — | 0.12 | — | 12.98 | (1.43 | ) | 1.52 | 1.37 | 1.37 | 0.62 | 12,616 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.77 | 0.10 | • | 1.53 | 1.63 | 0.12 | — | — | 0.12 | — | 13.28 | 13.98 | 1.52 | 1.37 | 1.37 | 0.78 | 12,693 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.95 | 0.08 | • | 1.74 | 1.82 | 0.00 | * | — | — | 0.00 | * | — | 11.77 | 18.31 | 1.51 | 1.36 | 1.36 | 0.74 | 7,625 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.76 | 0.14 | • | (0.23 | ) | (0.09 | ) | — | — | — | — | — | 12.67 | (0.71 | ) | 0.79 | 0.79 | 0.79 | 2.26 | 37,978 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.99 | 0.16 | • | (0.24 | ) | (0.08 | ) | 0.15 | — | — | 0.15 | — | 12.76 | (0.73 | )(b) | 0.75 | 0.75 | 0.75 | 1.15 | 39,288 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.27 | 0.17 | (0.27 | ) | (0.10 | ) | 0.18 | — | — | 0.18 | — | 12.99 | (0.82 | ) | 0.77 | 0.77 | 0.77 | 1.23 | 50,333 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.74 | 0.17 | • | 1.52 | 1.69 | 0.16 | — | — | 0.16 | — | 13.27 | 14.58 | 0.77 | 0.77 | 0.77 | 1.37 | 52,766 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.92 | 0.15 | • | 1.73 | 1.88 | 0.06 | — | — | 0.06 | — | 11.74 | 19.02 | 0.76 | 0.76 | 0.76 | 1.38 | 48,992 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.71 | 0.12 | • | (0.23 | ) | (0.11 | ) | — | — | — | — | — | 12.60 | (0.87 | ) | 1.04 | 1.04 | 1.04 | 2.00 | 164,182 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.94 | 0.12 | (0.23 | ) | (0.11 | ) | 0.12 | — | — | 0.12 | — | 12.71 | (0.94 | )(b) | 1.00 | 1.00 | 1.00 | 0.88 | 171,416 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.23 | 0.12 | • | (0.26 | ) | (0.14 | ) | 0.15 | — | — | 0.15 | — | 12.94 | (1.11 | ) | 1.02 | 1.02 | 1.02 | 0.94 | 183,379 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.70 | 0.14 | • | 1.52 | 1.66 | 0.13 | — | — | 0.13 | — | 13.23 | 14.33 | 1.02 | 1.02 | 1.02 | 1.12 | 171,747 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.88 | 0.12 | • | 1.73 | 1.85 | 0.03 | — | — | 0.03 | — | 11.70 | 18.76 | 1.01 | 1.01 | 1.01 | 1.15 | 171,460 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
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 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed by an Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. |
(5) | Commencement of operations. |
(a) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, JPMorgan’ Emerging Markets Equity Index’s total return would have been (16.33)%, (15.82)%, (16.00)% and (16.16)% for Classes ADV, I, S and S2, respectively. |
(b) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, T.Rowe Price International Stock’s total return would have been (1.44)%, (0.80)% and (1.10)% for Classes ADV, I and S, respectively. |
• | Calculated using average number of shares outstanding throughout the period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
* | FMR is a registered service mark of FMR LLC. Used with permission. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Buy | Sell | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Invesco Growth and Income | $ | 221,326 | $ | 52,723,897 | ||||||
T. Rowe Price International Stock | — | 4,971,994 |
under the 1933 Act. Restricted securities are fair valued using market quotations when readily available. In the absence of market quotations, the securities are valued based upon their fair value, as defined by the Act, determined in good faith under procedures approved by the Board.
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 88,182,478 | $ | 85,859,653 | ||||||
FMR® Diversified Mid Cap | 88,637,742 | 209,928,691 | ||||||||
Invesco Growth and Income | 47,932,404 | 70,460,115 | ||||||||
JPMorgan Emerging Markets Equity | 55,020,139 | 58,733,392 | ||||||||
Morgan Stanley Global Franchise | 65,699,510 | 71,096,474 | ||||||||
T. Rowe Price Capital Appreciation | 1,544,394,887 | 1,474,078,620 | ||||||||
T. Rowe Price Equity Income | 164,740,601 | 169,501,140 | ||||||||
T. Rowe Price International Stock | 37,647,436 | 43,512,022 |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
Clarion Global Real Estate | 0.90% on the first $250 million; | |||||
0.875% on the next $250 million; | ||||||
0.80% on the amount in excess of $500 million | ||||||
T. Rowe Price International Stock | 0.64% on the first $4 billion; | |||||
0.63% on the amount in excess of $4 billion |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
Government Liquid Assets(1) | 0.35% on the first $200 million; | |||||
0.30% on the next $300 million; | ||||||
0.25% on the amount in excess of $500 million |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
FMR® Diversified Mid Cap | 0.65% on the first $800 million; | |||||
0.60% on the next $700 million; | ||||||
0.58% on the amount in excess of $1.5 billion | ||||||
JPMorgan Emerging Markets Equity | 1.25% | |||||
Morgan Stanley Global Franchise | 1.00% on the first $250 million; | |||||
0.90% on the next $250 million; | ||||||
0.75% on the amount in excess of $500 million | ||||||
Invesco Growth and Income, | 0.75% first $750 million; | |||||
T. Rowe Price Capital | 0.70% on the next $1.25 billion; | |||||
Appreciation, and | 0.65% on the next $1.5 billion; | |||||
T. Rowe Price Equity Income(2) | 0.60% on the amount in excess of $3.5 billion |
(1) | The assets of Government Liquid Assets are aggregated with those of Voya Limited Maturity Bond Portfolio, which is not included in this report, to determine the Unified Fee. |
(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 | |||||
---|---|---|---|---|---|---|
Government Liquid Assets | Voya Investment Management Co. LLC* | |||||
Clarion Global Real Estate | CBRE Clarion Securities LLC | |||||
FMR® Diversified Mid Cap | Fidelity Management & Research Company | |||||
Invesco Growth and Income | Invesco Advisers, Inc. | |||||
JPMorgan Emerging Markets Equity | J.P. Morgan Investment Management Inc. | |||||
Morgan Stanley Global Franchise | Morgan Stanley Investment Management Inc. | |||||
T. Rowe Price Capital Appreciation | T. Rowe Price Associates, Inc. | |||||
T. Rowe Price Equity Income | T. Rowe Price Associates, Inc. | |||||
T. Rowe Price International Stock | T. Rowe Price Associates, Inc. |
June 30, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2017 | 2018 | 2019 | Total | ||||||||||||||||
Government Liquid Assets | $ | 1,026,244 | $ | 834,008 | $ | 296,790 | $ | 2,157,042 |
Subsidiary | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance Company | T. Rowe Price International Stock | 12.55 | % | |||||
Security Life of Denver Insurance Company | Government Liquid Assets | 6.06 | ||||||
JPMorgan Emerging Markets Equity | 5.81 | |||||||
Voya Institutional Trust Company | Government Liquid Assets | 38.65 | ||||||
Clarion Global Real Estate | 9.52 | |||||||
FMR® Diversified Mid Cap | 10.20 | |||||||
JPMorgan Emerging Markets Equity | 6.54 | |||||||
Morgan Stanley Global Franchise | 15.52 | |||||||
T. Rowe Price Capital Appreciation | 18.39 | |||||||
T. Rowe Price Equity Income | 13.83 | |||||||
T. Rowe Price International Stock | 6.89 | |||||||
Voya Insurance and Annuity Company | Government Liquid Assets | 49.71 | ||||||
Clarion Global Real Estate | 27.10 | |||||||
FMR® Diversified Mid Cap | 61.32 | |||||||
Invesco Growth and Income | 76.74 | |||||||
JPMorgan Emerging Markets Equity | 67.88 | |||||||
Morgan Stanley Global Franchise | 83.14 | |||||||
T. Rowe Price Capital Appreciation | 46.96 | |||||||
T. Rowe Price Equity Income | 54.97 | |||||||
T. Rowe Price International Stock | 66.22 | |||||||
Voya Retirement Insurance and Annuity Company | Clarion Global Real Estate | 29.83 | ||||||
FMR® Diversified Mid Cap | 23.81 | |||||||
Invesco Growth and Income | 12.82 | |||||||
JPMorgan Emerging Markets Equity | 13.86 | |||||||
T. Rowe Price Capital Appreciation | 26.48 | |||||||
T. Rowe Price Equity Income | 21.32 | |||||||
T. Rowe Price International Stock | 7.17 |
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, | ||||||||||||||||||
2017 | 2018 | 2019 | Total | |||||||||||||||
Clarion Global Real Estate | $ | 272,409 | $ | 274,210 | $ | 214,624 | $ | 761,243 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Government Liquid Assets | 4 | $10,997,750 | 1.36 | % | ||||||||||
Clarion Global Real Estate | 1 | 2,203,000 | 1.36 | |||||||||||
FMR® Diversified Mid Cap | 1 | 19,488,000 | 1.36 | |||||||||||
T. Rowe Price Capital Appreciation | 2 | 5,282,000 | 1.37 |
Number of Contracts | Premiums Received | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | 56,595 | $ | 16,273,652 | ||||||||
Options Written | 84,777 | 18,257,512 | |||||||||
Options Terminated in Closing Purchase Transactions | (5,680 | ) | (3,124,772 | ) | |||||||
Options Expired | (25,088 | ) | (5,657,173 | ) | |||||||
Balance at 06/30/2016 | 110,604 | $ | 25,749,219 |
Year or | Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Government Liquid Assets | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 18,391,519 | — | 54,374 | (23,737,914 | ) | (5,292,021 | ) | 18,391,519 | — | 54,374 | (23,737,914 | ) | (5,292,021 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 37,019,658 | — | 9,905 | (34,172,751 | ) | 2,856,812 | 37,019,658 | — | 9,905 | (34,172,751 | ) | 2,856,812 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 85,027,237 | — | 759 | (121,296,184 | ) | (36,268,188 | ) | 85,027,237 | — | 759 | (121,296,184 | ) | (36,268,188 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 164,027,088 | — | 58,777 | (231,204,890 | ) | (67,119,025 | ) | 164,027,088 | — | 58,777 | (231,204,891 | ) | (67,119,026 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 78,860,744 | — | — | (35,161,467 | ) | 43,699,277 | 78,860,744 | — | — | (35,161,467 | ) | 43,699,277 | |||||||||||||||||||||||||||||||
12/31/2015 | 129,167,603 | — | 30,135 | (73,060,453 | ) | 56,137,285 | 129,167,603 | — | 30,135 | (73,060,453 | ) | 56,137,285 | |||||||||||||||||||||||||||||||
Clarion Global Real Estate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 90,273 | — | — | (163,367 | ) | (73,094 | ) | 1,035,858 | — | — | (1,875,228 | ) | (839,370 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 371,753 | — | 69,253 | (332,882 | ) | 108,124 | 4,460,387 | — | 802,419 | (3,907,196 | ) | 1,355,610 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 2,542,661 | — | — | (1,748,403 | ) | 794,258 | 30,804,982 | — | — | (21,059,714 | ) | 9,745,268 | |||||||||||||||||||||||||||||||
12/31/2015 | 3,761,147 | — | 436,895 | (3,113,806 | ) | 1,084,236 | 45,541,957 | — | 5,180,233 | (36,981,864 | ) | 13,740,326 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 159,957 | — | — | (945,012 | ) | (785,055 | ) | 1,885,228 | — | — | (11,066,853 | ) | (9,181,625 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 877,273 | — | 385,407 | (2,348,909 | ) | (1,086,229 | ) | 10,809,148 | — | 4,550,455 | (28,521,958 | ) | (13,162,355 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 2,205 | — | — | (14,464 | ) | (12,259 | ) | 25,086 | — | — | (171,144 | ) | (146,058 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 11,252 | — | 3,307 | (32,217 | ) | (17,658 | ) | 138,566 | — | 39,314 | (400,057 | ) | (222,177 | ) | |||||||||||||||||||||||||||||
FMR® Diversified Mid Cap | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 66,663 | — | — | (1,746,533 | ) | (1,679,870 | ) | 949,727 | — | — | (25,161,377 | ) | (24,211,650 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 342,497 | — | 742,189 | (729,534 | ) | 355,152 | 5,971,589 | — | 11,815,655 | (12,586,272 | ) | 5,200,972 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 246,933 | — | — | (804,763 | ) | (557,830 | ) | 3,704,282 | — | — | (12,107,055 | ) | (8,402,773 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 855,358 | — | 1,185,929 | (1,189,365 | ) | 851,922 | 15,534,136 | — | 19,620,442 | (20,782,872 | ) | 14,371,706 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 135,009 | — | — | (4,019,002 | ) | (3,883,993 | ) | 1,995,420 | — | — | (59,112,046 | ) | (57,116,626 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 787,715 | — | 8,561,746 | (8,592,466 | ) | 756,995 | 14,039,557 | — | 140,160,239 | (150,438,670 | ) | 3,761,126 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 30,035 | — | — | (313,985 | ) | (283,950 | ) | 440,784 | — | — | (4,552,181 | ) | (4,111,397 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 176,663 | — | 760,385 | (607,333 | ) | 329,715 | 3,007,429 | — | 12,324,579 | (10,517,231 | ) | 4,814,777 | |||||||||||||||||||||||||||||||
Invesco Growth and Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 24,377 | — | — | (57,286 | ) | (32,909 | ) | 602,459 | — | — | (1,411,722 | ) | (809,263 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 114,965 | — | 97,670 | (123,199 | ) | 89,436 | 3,393,558 | — | 2,661,511 | (3,722,041 | ) | 2,333,028 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 51,749 | — | — | (68,781 | ) | (17,032 | ) | 1,287,239 | — | — | (1,716,473 | ) | (429,234 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 118,267 | — | 158,194 | (271,750 | ) | 4,711 | 3,359,670 | — | 4,332,935 | (8,004,134 | ) | (311,529 | ) | ||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 139,136 | — | — | (1,324,560 | ) | (1,185,424 | ) | 3,480,186 | — | — | (33,214,238 | ) | (29,734,052 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 445,559 | — | 3,021,125 | (2,782,947 | ) | 683,737 | 12,213,962 | — | 83,262,207 | (82,311,277 | ) | 13,164,892 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 6,390 | — | — | (87,998 | ) | (81,608 | ) | 160,020 | — | — | (2,180,512 | ) | (2,020,492 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 18,380 | — | 258,846 | (214,809 | ) | 62,417 | 529,731 | — | 7,087,223 | (6,431,497 | ) | 1,185,457 | |||||||||||||||||||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 100,814 | — | — | (211,349 | ) | (110,535 | ) | 1,324,242 | — | — | (2,773,719 | ) | (1,449,477 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 297,054 | — | 193,989 | (409,199 | ) | 81,844 | 4,244,717 | — | 2,931,172 | (6,326,867 | ) | 849,022 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 329,776 | — | — | (310,769 | ) | �� | 19,007 | 4,457,206 | — | — | (4,295,574 | ) | 161,632 | ||||||||||||||||||||||||||||||
12/31/2015 | 461,554 | — | 336,461 | (589,739 | ) | 208,276 | 7,293,917 | — | 5,305,991 | (9,428,126 | ) | 3,171,782 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 906,686 | — | — | (2,025,946 | ) | (1,119,260 | ) | 12,508,030 | — | — | (27,197,764 | ) | (14,689,734 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 1,478,348 | — | 2,163,080 | (5,221,456 | ) | (1,580,028 | ) | 22,720,549 | — | 33,960,351 | (83,715,670 | ) | (27,034,770 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 23,448 | — | — | (166,157 | ) | (142,709 | ) | 319,611 | — | — | (2,272,079 | ) | (1,952,468 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 61,634 | — | 95,657 | (238,545 | ) | (81,254 | ) | 924,131 | — | 1,485,562 | (3,885,059 | ) | (1,475,366 | ) |
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 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 462,732 | — | — | (94,523 | ) | 368,209 | 7,281,534 | — | — | (1,460,594 | ) | 5,820,940 | |||||||||||||||||||||||||||||||
12/31/2015 | 263,101 | — | 487,145 | (440,470 | ) | 309,776 | 4,219,439 | — | 7,584,848 | (7,054,318 | ) | 4,749,969 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
5/3/2016(1)– 6/30/2016 | 178 | — | — | — | 178 | 3,000 | — | — | — | 3,000 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 743,227 | — | — | (1,392,445 | ) | (649,218 | ) | 12,072,077 | — | — | (22,304,958 | ) | (10,232,881 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 960,458 | — | 2,567,260 | (3,084,970 | ) | 442,748 | 16,016,563 | — | 41,794,999 | (52,697,006 | ) | 5,114,556 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 7,169 | — | — | (180,862 | ) | (173,693 | ) | 115,794 | — | — | (2,928,374 | ) | (2,812,580 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 48,431 | — | 416,923 | (478,555 | ) | (13,201 | ) | 822,706 | — | 6,741,653 | (8,097,397 | ) | (533,038 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 3,245,693 | — | — | (526,003 | ) | 2,719,690 | 82,898,738 | — | — | (13,256,637 | ) | 69,642,101 | |||||||||||||||||||||||||||||||
12/31/2015 | 4,882,254 | — | 2,969,153 | (568,122 | ) | 7,283,285 | 130,677,803 | — | 75,938,016 | (14,966,030 | ) | 191,649,789 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 3,830,626 | — | — | (2,152,245 | ) | 1,678,381 | 101,824,891 | — | — | (56,576,348 | ) | 45,248,543 | |||||||||||||||||||||||||||||||
12/31/2015 | 5,495,052 | — | 5,611,029 | (8,213,805 | ) | 2,892,276 | 155,946,907 | — | 148,576,829 | (233,427,954 | ) | 71,095,782 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
5/3/2016(1)– 6/30/2016 | 111 | — | — | — | 111 | 3,000 | — | — | — | 3,000 | |||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 2,704,037 | — | — | (6,454,850 | ) | (3,750,813 | ) | 71,285,626 | — | — | (168,575,641 | ) | (97,290,015 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 5,240,639 | — | 21,758,906 | (15,292,587 | ) | 11,706,958 | 144,728,032 | — | 575,817,389 | (433,001,086 | ) | 287,544,335 | |||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 78,873 | — | — | (353,407 | ) | (274,534 | ) | 2,073,666 | — | — | (9,247,966 | ) | (7,174,300 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 209,793 | — | 477,993 | (611,864 | ) | 75,922 | 5,716,776 | — | 12,564,713 | (17,161,333 | ) | 1,120,156 | |||||||||||||||||||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 170,219 | — | — | (563,402 | ) | (393,183 | ) | 2,267,291 | — | — | (7,381,234 | ) | (5,113,943 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 330,800 | — | 571,045 | (890,932 | ) | 10,913 | 4,919,514 | — | 8,031,357 | (13,048,115 | ) | (97,244 | ) | ||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 3,770,371 | — | — | (1,417,688 | ) | 2,352,683 | 52,256,255 | — | — | (19,120,187 | ) | 33,136,068 | |||||||||||||||||||||||||||||||
12/31/2015 | 763,441 | — | 1,724,295 | (7,391,499 | ) | (4,903,763 | ) | 11,551,608 | — | 24,666,920 | (100,719,542 | ) | (64,501,014 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 1,957,968 | — | — | (4,498,398 | ) | (2,540,430 | ) | 26,850,138 | — | — | (59,747,067 | ) | (32,896,929 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 997,663 | — | 8,843,742 | (13,931,545 | ) | (4,090,140 | ) | 14,830,976 | — | 126,299,408 | (208,001,037 | ) | (66,870,653 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 134,089 | — | — | (775,477 | ) | (641,388 | ) | 1,781,393 | — | — | (10,279,768 | ) | (8,498,375 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 283,622 | — | 1,213,542 | (1,049,545 | ) | 447,619 | 4,100,340 | — | 17,138,282 | (15,855,332 | ) | 5,383,290 | |||||||||||||||||||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 81,956 | — | — | (94,551 | ) | (12,595 | ) | 1,010,579 | — | — | (1,174,435 | ) | (163,856 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 336,122 | — | 6,501 | (125,186 | ) | 217,437 | 4,574,610 | — | 91,277 | (1,664,942 | ) | 3,000,945 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 50,344 | — | — | (131,439 | ) | (81,095 | ) | 629,391 | — | — | (1,625,987 | ) | (996,596 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 251,348 | — | 40,580 | (1,088,619 | ) | (796,691 | ) | 3,500,093 | — | 569,331 | (14,740,701 | ) | (10,671,277 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 545,500 | — | — | (1,004,940 | ) | �� | (459,440 | ) | 6,843,569 | — | — | (12,373,711 | ) | (5,530,142 | ) | ||||||||||||||||||||||||||||
12/31/2015 | 2,580,708 | — | 125,601 | (3,390,556 | ) | (684,247 | ) | 35,578,271 | — | 1,757,160 | (44,337,311 | ) | (7,001,880 | ) | |||||||||||||||||||||||||||||
(1) | Commencement of operations. |
FMR® Diversified Mid Cap | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
BNP Paribas | $ | 291,081 | $ | (291,081 | ) | $ | — | |||||||||
BNP Paribas Prime Brokerage, Inc. | 326,498 | (326,498 | ) | — | ||||||||||||
Goldman, Sachs & Co. | 145,836 | (145,836 | ) | — | ||||||||||||
HSBC Bank PLC | 1,001,130 | (1,001,130 | ) | — | ||||||||||||
JP Morgan Clearing Corp | 1,466,288 | (1,466,288 | ) | — | ||||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 2,846,713 | (2,846,713 | ) | — | ||||||||||||
Morgan Stanley & Co. LLC | 1,635,969 | (1,635,969 | ) | — | ||||||||||||
National Financial Services LLC | 927,458 | (927,458 | ) | — | ||||||||||||
Natixis Securities America LLC | 69,450 | (69,450 | ) | — | ||||||||||||
Nomura Securities International, Inc. | 2,338,627 | (2,338,627 | ) | — | ||||||||||||
RBC Capital Markets, LLC | 975,683 | (975,683 | ) | — | ||||||||||||
RBC Dominion Securities Inc | 3,413,738 | (3,413,738 | ) | — | ||||||||||||
Scotia Capital (USA) INC | 3,006,953 | (3,006,953 | ) | — | ||||||||||||
SG Americas Securities, LLC | 335,094 | (335,094 | ) | — | ||||||||||||
UBS Securities LLC. | 17,209 | (17,209 | ) | — | ||||||||||||
Total | $ | 18,797,725 | $ | (18,797,725 | ) | $ | — |
(1) | Collateral with a fair value of $19,319,089 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 | |||||||||||
HSBC Bank PLC | $ | 4,523,723 | $ | (4,523,723 | ) | $ | — | |||||||
Merrill Lynch International | 8,019 | (8,019 | ) | — | ||||||||||
Mizuho Securities USA Inc. | 43,450 | (43,450 | ) | — | ||||||||||
Nomura Securities International, Inc. | 484,261 | (484,261 | ) | — | ||||||||||
Total | $ | 5,059,453 | $ | (5,059,453 | ) | $ | — |
(1) | Collateral with a fair value of $5,169,430 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 | |||||||||||||
BNP Paribas | $ | 15,927 | $ | (15,927 | ) | $ | — | |||||||||
Barclays Capital Inc. | 882,943 | (882,943 | ) | — | ||||||||||||
Credit Suisse Securities (USA) LLC | 1,234,091 | (1,234,091 | ) | — | ||||||||||||
Deutsche Bank, AG | 2,151,729 | (2,151,729 | ) | — | ||||||||||||
Goldman, Sachs & Co. | 1,743,786 | (1,743,786 | ) | — | ||||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 144,872 | (144,872 | ) | — | ||||||||||||
Morgan Stanley & Co. LLC | 1,942,638 | (1,942,638 | ) | — | ||||||||||||
Scotia Capital (USA) INC | 2,930,880 | (2,930,880 | ) | — | ||||||||||||
UBS Securities LLC. | 20,696 | (20,696 | ) | — | ||||||||||||
Total | $ | 11,067,562 | $ | (11,067,562 | ) | $ | — |
(1) | Collateral with a fair value of $11,469,262 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price Capital Appreciation | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||||
BNP Paribas Prime Brokerage Intl Ltd | $ | 635,173 | $ | (635,173 | ) | $ | — | |||||||||
Citigroup Global Markets Inc. | 1,889,167 | (1,889,167 | ) | — | ||||||||||||
Credit Suisse Securities (USA) LLC | 448,468 | (448,468 | ) | — | ||||||||||||
JP Morgan Clearing Corp | 107,510 | (107,510 | ) | — | ||||||||||||
Jefferies LLC | 1,087,452 | (1,087,452 | ) | — | ||||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 5,676,903 | (5,676,903 | ) | — | ||||||||||||
RBC Capital Markets, LLC | �� | 131,247 | (131,247 | ) | — | |||||||||||
UBS Securities LLC. | 52,421 | (52,421 | ) | — | ||||||||||||
Total | $ | 10,028,341 | $ | (10,028,341 | ) | $ | — |
(1) | Collateral with a fair value of $10,278,517 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 | |||||||||||||
Barclays Capital Inc. | $10,973,803 | $(10,973,803 | ) | $— | ||||||||||||
Total | $10,973,803 | $(10,973,803 | ) | $— |
(1) | Collateral with a fair value of $11,220,001 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 | |||||||||||||
Goldman, Sachs & Co. | $1,681,040 | $(1,681,040 | ) | $— | ||||||||||||
JP Morgan Clearing Corp | 772,651 | (772,651 | ) | — | ||||||||||||
JP Morgan Securities, Plc. | 630,172 | (630,172 | ) | — | ||||||||||||
Jefferies LLC | 114,072 | (114,072 | ) | — | ||||||||||||
Nomura International PLC | 1,229,011 | (1,229,011 | ) | — | ||||||||||||
Nomura Securities International, Inc. | 497,062 | (497,062 | ) | — | ||||||||||||
UBS Securities LLC. | 772,428 | (772,428 | ) | — | ||||||||||||
Total | $5,696,436 | $(5,696,436 | ) | $— |
(1) | Collateral with a fair value of $5,939,489 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Loan | Unfunded Commitments | Unrealized Appreciation at 6/30/16* | Unrealized Depreciation at 6/30/16* | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Yum! Brands Inc | $ | 16,000,000 | $ | 238 | $ | — | ||||||||||
Hilton Worldwide | 1,850,000 | 5,750 | — | |||||||||||||
HUB International Ltd | 4,515,248 | — | 42,075 | |||||||||||||
$ | 22,365,248 | $ | 5,988 | $ | 42,075 |
* | Unfunded loan commitments are marked to market daily and any unrealized appreciation or depreciation is included in the Portfolio’s Statement of Assets and Liabilities and Statement of Operations. |
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | Long-term Capital Gains | |||||||||||||
Government Liquid Assets | $ | 55,133 | $ | 92,552 | $ | 6,265 | |||||||||
Clarion Global Real Estate | — | 10,572,421 | — | ||||||||||||
FMR® Diversified Mid Cap | — | 56,671,308 | 127,249,607 | ||||||||||||
Invesco Growth and Income | — | 21,295,992 | 76,047,884 | ||||||||||||
JPMorgan Emerging Markets Equity | — | 6,731,383 | 36,951,693 | ||||||||||||
Morgan Stanley Global Franchise | — | 8,759,928 | 47,361,572 | ||||||||||||
T. Rowe Price Capital Appreciation | — | 245,704,899 | 567,192,048 | ||||||||||||
T. Rowe Price Equity Income | — | 24,229,841 | 151,906,126 | ||||||||||||
T. Rowe Price International Stock | — | 2,417,768 | — |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | Capital Loss Carryforwards | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Amount | Character | Expiration | ||||||||||||||||||||||||||
Government Liquid Assets | $ | 179,372 | $ | 3,767 | $ | — | $ | — | — | — | ||||||||||||||||||
Clarion Global Real Estate | 3,058,537 | — | 66,458,676 | (30,959,144 | ) | Short-term | 2016 | |||||||||||||||||||||
(138,763,608 | ) | Short-term | 2017 | |||||||||||||||||||||||||
(9,567,152 | ) | Short-term | 2018 | |||||||||||||||||||||||||
$ | (79,289,904 | ) | ||||||||||||||||||||||||||
FMR® Diversified Mid Cap | 6,971,497 | 66,538,804 | 36,600,827 | — | — | — | ||||||||||||||||||||||
Invesco Growth and Income | 11,595,141 | 55,277,377 | 82,471,560 | — | — | — | ||||||||||||||||||||||
JPMorgan Emerging Markets Equity | 5,887,962 | — | (39,024,295 | ) | (2,054,736 | ) | Short-term | None | ||||||||||||||||||||
(14,564,227 | ) | Long-term | None | |||||||||||||||||||||||||
$ | (16,618,963 | ) | ||||||||||||||||||||||||||
Morgan Stanley Global Franchise | 5,360,307 | 35,235,938 | 70,649,019 | — | — | — | ||||||||||||||||||||||
T. Rowe Price Capital Appreciation | 168,477,733 | 368,013,620 | 377,538,082 | — | — | — | ||||||||||||||||||||||
T. Rowe Price Equity Income | 3,185,106 | 105,951,945 | 158,549,935 | (2,390,465 | ) | Short-term | 2016 | |||||||||||||||||||||
(620,380 | ) | Short-term | 2017 | |||||||||||||||||||||||||
(162,382 | ) | Short-term | 2018 | |||||||||||||||||||||||||
$ | (3,173,227 | )* | ||||||||||||||||||||||||||
T. Rowe Price International Stock | 3,160,710 | — | 1,549,455 | (22,000,211 | ) | Short-term | 2016 | |||||||||||||||||||||
(82,466,488 | ) | Short-term | 2017 | |||||||||||||||||||||||||
$ | (104,466,699 | ) |
* | 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 | |||||||||||||||||
Government Liquid Assets | |||||||||||||||||||||
Class I | $ | — | $ | 0.0002 | $ | 0.0000 | * | July 15, 2016 | July 13, 2016 | ||||||||||||
Class S | $ | — | $ | 0.0002 | $ | 0.0000 | * | July 15, 2016 | July 13, 2016 | ||||||||||||
Class S2 | $ | — | $ | 0.0002 | $ | 0.0000 | * | July 15, 2016 | July 13, 2016 | ||||||||||||
Class I | $ | 0.0001 | $ | — | $ | — | August 1, 2016 | Daily | |||||||||||||
Class S | $ | — | $ | — | $ | — | August 1, 2016 | Daily | |||||||||||||
Class S2 | $ | — | $ | — | $ | — | August 1, 2016 | Daily | |||||||||||||
Clarion Global Real Estate | |||||||||||||||||||||
Class ADV | $ | 0.0533 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Class I | $ | 0.1268 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S | $ | 0.0925 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S2 | $ | 0.0696 | $ | — | $ | — | July 15, 2016 | July 13, 2016 |
PER SHARE AMOUNTS | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||
FMR® Diversified Mid Cap | |||||||||||||||||||||
Class ADV | $ | 0.0137 | $ | 0.1094 | $ | 1.1996 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class I | $ | 0.0137 | $ | 0.1094 | $ | 1.1996 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S | $ | 0.0137 | $ | 0.1094 | $ | 1.1996 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S2 | $ | 0.0137 | $ | 0.1094 | $ | 1.1996 | July 15, 2016 | July 13, 2016 | |||||||||||||
Invesco Growth and Income | |||||||||||||||||||||
Class ADV | $ | 0.5190 | $ | — | $ | 2.8984 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class I | $ | 0.6868 | $ | — | $ | 2.8984 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S | $ | 0.6105 | $ | — | $ | 2.8984 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S2 | $ | 0.5681 | $ | — | $ | 2.8984 | July 15, 2016 | July 13, 2016 | |||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||
Class ADV | $ | 0.1220 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Class I | $ | 0.2151 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S | $ | 0.1725 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S2 | $ | 0.1420 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||||
Class ADV | $ | 0.1650 | $ | 0.0071 | $ | 1.3401 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class R6 | $ | 0.2491 | $ | 0.0071 | $ | 1.3401 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S | $ | 0.2065 | $ | 0.0071 | $ | 1.3401 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S2 | $ | 0.1784 | $ | 0.0071 | $ | 1.3401 | July 15, 2016 | July 13, 2016 | |||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||
Class ADV | $ | 0.0493 | $ | 0.7111 | $ | 1.6608 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class I | $ | 0.0493 | $ | 0.7111 | $ | 1.6608 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class R6 | $ | 0.0493 | $ | 0.7111 | $ | 1.6608 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S | $ | 0.0493 | $ | 0.7111 | $ | 1.6608 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S2 | $ | 0.0493 | $ | 0.7111 | $ | 1.6608 | July 15, 2016 | July 13, 2016 | |||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||
Class ADV | $ | 0.0425 | $ | — | $ | 1.4131 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class I | $ | 0.0425 | $ | — | $ | 1.4131 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S | $ | 0.0425 | $ | — | $ | 1.4131 | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S2 | $ | 0.0425 | $ | — | $ | 1.4131 | July 15, 2016 | July 13, 2016 | |||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||
Class ADV | $ | 0.1430 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Class I | $ | 0.2185 | $ | — | $ | — | July 15, 2016 | July 13, 2016 | |||||||||||||
Class S | $ | 0.1816 | $ | — | $ | — | July 15, 2016 | July 13, 2016 |
* | Amount rounds to $0.0000 |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
U.S. Government Agency Debt | 37.3 | % | ||||
U.S. Treasury Debt | 24.5 | % | ||||
Investment Companies | 9.0 | % | ||||
U.S. Treasury Repurchase Agreement | 7.6 | % | ||||
Assets in Excess of Other Liabilities | 21.6 | % | ||||
Net Assets | 100.0 | % |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment Companies: 9.0% | |||||||||||||||||||
45,000,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.292%, due 07/01/16 | $ | 45,000,000 | 4.6 | |||||||||||||||
41,000,000 | Goldman Sachs Financial Square Government Fund — Institutional Shares, 0.296%, due 07/01/16 | 41,000,000 | 4.1 | ||||||||||||||||
3,000,000 | Morgan Stanley Institutional Liquidity Funds — Government Portfolio, 0.268%, due 07/01/16 | 3,000,000 | 0.3 | ||||||||||||||||
Total Investment Companies (Cost $89,000,000) | 89,000,000 | 9.0 | |||||||||||||||||
U.S. Government Agency Debt: 37.3% | |||||||||||||||||||
2,000,000 | Fannie Mae Discount Notes, 0.285%, due 08/10/16 | 1,999,378 | 0.2 | ||||||||||||||||
3,928,000 | Fannie Mae Discount Notes, 0.289%, due 08/01/16 | 3,927,038 | 0.4 | ||||||||||||||||
1,700,000 | Fannie Mae Discount Notes, 0.306%, due 09/06/16 | 1,699,051 | 0.2 | ||||||||||||||||
1,500,000 | Fannie Mae Discount Notes, 0.357%, due 09/19/16 | 1,498,833 | 0.1 | ||||||||||||||||
3,750,000 | Fannie Mae Discount Notes, 0.423%, due 11/14/16 | 3,744,121 | 0.4 | ||||||||||||||||
1,000,000 | Z | Fannie Mae Discount Notes,due 09/02/16 | 999,300 | 0.1 | |||||||||||||||
4,473,000 | Fannie Mae, 0.375%, due 07/05/16 | 4,473,031 | 0.4 | ||||||||||||||||
4,200,000 | Fannie Mae, 0.468%, due 07/20/17 | 4,199,553 | 0.4 | ||||||||||||||||
1,508,000 | Fannie Mae, 0.625%, due 08/26/16 | 1,508,552 | 0.1 | ||||||||||||||||
4,150,000 | Fannie Mae, 1.250%, due 09/28/16 | 4,158,100 | 0.4 | ||||||||||||||||
650,000 | Fannie Mae, 1.375%, due 11/15/16 | 651,956 | 0.1 | ||||||||||||||||
U.S. Government Agency Debt: (continued) | |||||||||||||||||||
387,000 | Fannie Mae, 5.375%, due 06/12/17 | $ | 403,855 | 0.0 | |||||||||||||||
1,700,000 | Federal Farm Credit Banks, 0.404%, due 02/21/17 | 1,699,680 | 0.2 | ||||||||||||||||
17,000,000 | Federal Farm Credit Banks, 0.414%, due 04/03/17 | 16,993,675 | 1.7 | ||||||||||||||||
48,500,000 | Federal Farm Credit Banks, 0.450%, due 10/21/16 | 48,499,997 | 4.9 | ||||||||||||||||
38,000,000 | Federal Farm Credit Banks, 0.460%, due 12/19/16 | 38,001,789 | 3.9 | ||||||||||||||||
20,000,000 | Federal Farm Credit Banks, 0.490%, due 03/22/17 | 20,002,194 | 2.0 | ||||||||||||||||
1,250,000 | Federal Farm Credit Banks, 0.500%, due 07/03/17 | 1,249,238 | 0.1 | ||||||||||||||||
2,000,000 | Federal Farm Credit Banks, 0.730%, due 06/19/17 | 1,998,267 | 0.2 | ||||||||||||||||
5,650,000 | Federal Farm Credit Discount Notes, 0.521%, due 12/27/16 | 5,635,672 | 0.6 | ||||||||||||||||
11,500,000 | Federal Farm Credit Discount Notes, 0.593%, due 02/22/17 | 11,456,274 | 1.2 | ||||||||||||||||
3,000,000 | Federal Farm Credit Discount Notes, 0.650%, due 02/03/17 | 2,988,427 | 0.3 | ||||||||||||||||
20,000,000 | Federal Home Loan Bank Discount Notes, 0.346%, due 08/05/16 | 19,993,389 | 2.0 | ||||||||||||||||
11,000,000 | Federal Home Loan Bank Discount Notes, 0.418%, due 09/14/16 | 10,990,604 | 1.1 | ||||||||||||||||
14,500,000 | Federal Home Loan Bank Discount Notes, 0.630%, due 12/05/16 | 14,460,794 | 1.5 | ||||||||||||||||
700,000 | Z | Federal Home Loan Bank Discount Notes, due 10/03/16 | 699,159 | 0.1 | |||||||||||||||
134,000 | Z | Federal Home Loan Bank Discount Notes, due 08/29/16 | 133,901 | 0.0 | |||||||||||||||
14,250,000 | Federal Home Loan Banks, 0.405%, due 11/10/16 | 14,249,489 | 1.4 | ||||||||||||||||
1,800,000 | Federal Home Loan Banks, 0.443%, due 01/27/17 | 1,800,000 | 0.2 | ||||||||||||||||
5,500,000 | Federal Home Loan Banks, 0.467%, due 06/01/17 | 5,500,000 | 0.6 | ||||||||||||||||
11,500,000 | Federal Home Loan Banks, 0.477%, due 03/01/17 | 11,500,000 | 1.2 | ||||||||||||||||
5,750,000 | Federal Home Loan Banks, 0.481%, due 05/16/17 | 5,748,568 | 0.6 | ||||||||||||||||
2,500,000 | Federal Home Loan Banks, 2.000%, due 09/09/16 | 2,507,409 | 0.3 |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. Government Agency Debt: (continued) | |||||||||||||||||||
450,000 | Federal Home Loan Mortgage Corp., 0.452%, due 01/13/17 | $ | 450,083 | 0.0 | |||||||||||||||
1,600,000 | Federal Home Loan Mortgage Corp., 0.493%, due 04/27/17 | 1,600,652 | 0.2 | ||||||||||||||||
2,800,000 | Freddie Mac Discount Notes, 0.333%, due 08/19/16 | 2,798,756 | 0.3 | ||||||||||||||||
3,500,000 | Freddie Mac Discount Notes, 0.357%, due 09/13/16 | 3,497,482 | 0.4 | ||||||||||||||||
6,350,000 | Freddie Mac Discount Notes, 0.403%, due 10/17/16 | 6,342,475 | 0.6 | ||||||||||||||||
14,250,000 | Freddie Mac Discount Notes, 0.459%, due 11/25/16 | 14,223,816 | 1.4 | ||||||||||||||||
13,500,000 | Freddie Mac Discount Notes, 0.459%, due 12/14/16 | 13,471,988 | 1.4 | ||||||||||||||||
18,000,000 | Freddie Mac Discount Notes, 0.469%, due 09/15/16 | 17,982,520 | 1.8 | ||||||||||||||||
28,500,000 | Freddie Mac Discount Notes, 0.490%, due 10/04/16 | 28,463,900 | 2.9 | ||||||||||||||||
5,900,000 | Freddie Mac Discount Notes, 0.498%, due 10/03/16 | 5,892,481 | 0.6 | ||||||||||||||||
550,000 | Freddie Mac Discount Notes, 0.511%, due 01/05/17 | 548,564 | 0.1 | ||||||||||||||||
4,500,000 | Freddie Mac Discount Notes, 0.510%, due 12/01/16 | 4,490,438 | 0.5 | ||||||||||||||||
2,030,000 | Freddie Mac, 2.000%, due 08/25/16 | 2,034,814 | 0.2 | ||||||||||||||||
Total U.S. Government Agency Debt (Cost $367,169,263) | 367,169,263 | 37.3 | |||||||||||||||||
U.S. Treasury Debt: 24.5% | |||||||||||||||||||
161,500,000 | United States Treasury Bill, 0.271%,due 09/29/16 | 161,392,507 | 16.4 | ||||||||||||||||
51,500,000 | United States Treasury Floating Rate Note, 0.334%, due 04/30/17 | 51,499,372 | 5.2 | ||||||||||||||||
U.S. Treasury Debt: (continued) | |||||||||||||||||||
5,750,000 | United States Treasury Floating Rate Note, 0.337%, due 07/31/17 | $ | 5,750,377 | 0.6 | |||||||||||||||
23,000,000 | United States Treasury Note, 1.000%, due 10/31/16 | 23,048,867 | 2.3 | ||||||||||||||||
Total U.S. Treasury Debt (Cost $241,691,123) | 241,691,123 | 24.5 | |||||||||||||||||
U.S. Treasury Repurchase Agreement: 7.6% | |||||||||||||||||||
74,787,000 | Deutsche Bank Repurchase Agreement dated 6/30/2016, 0.400%, due 7/1/16, $74,787,831 to be received upon repurchase (Collateralized by $73,185,100, Note, 1.875%, Market Value plus accrued interest $76,282,807 due 10/31/22), 0.400%, due 07/01/16 | 74,787,000 | 7.6 | ||||||||||||||||
Total U.S. Treasury Repurchase Agreement (Cost $74,787,000) | 74,787,000 | 7.6 | |||||||||||||||||
Total Investments in Securities (Cost $772,647,386) | $ | 772,647,386 | 78.4 | ||||||||||||||||
Assets in Excess of Other Liabilities | 212,248,983 | 21.6 | |||||||||||||||||
Net Assets | $ | 984,896,369 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
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 | $ | — |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
U.S. Treasury Debt | $ | — | $ | 241,691,123 | $ | — | $ | 241,691,123 | ||||||||||
U.S. Treasury Repurchase Agreement | — | 74,787,000 | — | 74,787,000 | ||||||||||||||
Investment Companies | 89,000,000 | — | — | 89,000,000 | ||||||||||||||
U.S. Government Agency Debt | — | 367,169,263 | — | 367,169,263 | ||||||||||||||
Total Investments, at fair value | $ | 89,000,000 | $ | 683,647,386 | $ | — | $ | 772,647,386 |
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 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank | $ | 74,787,000 | $ | (74,787,000 | ) | $ | — | |||||||
Totals | $ | 74,787,000 | $ | (74,787,000 | ) | $ | — |
(1) | Collateral with a fair value of $76,282,807 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, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
United States | 57.3 | % | |||||
Japan | 13.2 | % | |||||
France | 7.2 | % | |||||
Australia | 6.9 | % | |||||
Hong Kong | 5.7 | % | |||||
United Kingdom | 4.9 | % | |||||
Germany | 2.7 | % | |||||
Netherlands | 0.9 | % | |||||
Sweden | 0.5 | % | |||||
Spain | 0.2 | % | |||||
Assets in Excess of Other Liabilities* | 0.5 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.5% | |||||||||||||||||||
Australia: 6.9% | |||||||||||||||||||
526,364 | GPT Group | $ | 2,140,541 | 0.6 | |||||||||||||||
2,948,563 | Mirvac Group | 4,484,317 | 1.3 | ||||||||||||||||
2,236,601 | Scentre Group | 8,284,291 | 2.3 | ||||||||||||||||
1,470,444 | Vicinity Centres | 3,668,542 | 1.0 | ||||||||||||||||
742,555 | Westfield Corp. | 5,964,716 | 1.7 | ||||||||||||||||
24,542,407 | 6.9 | ||||||||||||||||||
France: 7.2% | |||||||||||||||||||
35,430 | Gecina S.A. | 4,798,951 | 1.4 | ||||||||||||||||
213,703 | Klepierre | 9,429,740 | 2.6 | ||||||||||||||||
38,934 | Unibail-Rodamco SE | 10,072,038 | 2.8 | ||||||||||||||||
18,348 | Other Securities | 1,289,326 | 0.4 | ||||||||||||||||
25,590,055 | 7.2 | ||||||||||||||||||
Germany: 2.7% | |||||||||||||||||||
79,974 | LEG Immobilien AG | 7,483,072 | 2.1 | ||||||||||||||||
64,001 | Other Securities | 2,249,497 | 0.6 | ||||||||||||||||
9,732,569 | 2.7 | ||||||||||||||||||
Hong Kong: 5.7% | |||||||||||||||||||
672,000 | Cheung Kong Property Holdings Ltd. | 4,234,038 | 1.2 | ||||||||||||||||
1,233,500 | Link REIT | 8,434,928 | 2.4 | ||||||||||||||||
578,100 | Sun Hung Kai Properties Ltd. | 6,977,025 | 1.9 | ||||||||||||||||
121,000 | Other Securities | 683,501 | 0.2 | ||||||||||||||||
20,329,492 | 5.7 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Japan: 13.2% | |||||||||||||||||||
3,268 | Japan Retail Fund Investment Corp. | $ | 8,344,732 | 2.4 | |||||||||||||||
560 | Kenedix Office Investment Corp. | 3,337,548 | 0.9 | ||||||||||||||||
427,319 | Mitsubishi Estate Co., Ltd. | 7,838,224 | 2.2 | ||||||||||||||||
347,682 | Mitsui Fudosan Co., Ltd. | 7,979,575 | 2.2 | ||||||||||||||||
1,712 | Mori Hills REIT Investment Corp. | 2,687,866 | 0.8 | ||||||||||||||||
2,216 | Nippon Prologis REIT, Inc. | 5,413,633 | 1.5 | ||||||||||||||||
1,876 | Orix JREIT, Inc. | 3,230,820 | 0.9 | ||||||||||||||||
92,000 | Sumitomo Realty & Development Co., Ltd. | 2,494,798 | 0.7 | ||||||||||||||||
15,017 | Other Securities | 5,711,800 | 1.6 | ||||||||||||||||
47,038,996 | 13.2 | ||||||||||||||||||
Netherlands: 0.9% | |||||||||||||||||||
352,242 | Other Securities | 3,177,751 | 0.9 | ||||||||||||||||
Spain: 0.2% | |||||||||||||||||||
77,280 | Other Securities | 904,079 | 0.2 | ||||||||||||||||
Sweden: 0.5% | |||||||||||||||||||
106,027 | Other Securities | 1,664,144 | 0.5 | ||||||||||||||||
United Kingdom: 4.9% | |||||||||||||||||||
255,636 | Great Portland Estates PLC | 2,139,798 | 0.6 | ||||||||||||||||
655,729 | Land Securities Group PLC | 9,124,831 | 2.5 | ||||||||||||||||
779,274 | Other Securities | 6,349,066 | 1.8 | ||||||||||||||||
17,613,695 | 4.9 | ||||||||||||||||||
United States: 57.3% | |||||||||||||||||||
32,100 | Alexandria Real Estate Equities, Inc. | 3,322,992 | 0.9 | ||||||||||||||||
58,325 | AvalonBay Communities, Inc. | 10,521,247 | 3.0 | ||||||||||||||||
86,030 | CubeSmart | 2,656,606 | 0.7 | ||||||||||||||||
77,225 | DCT Industrial Trust, Inc. | 3,709,889 | 1.0 | ||||||||||||||||
290,700 | DDR Corp. | 5,273,298 | 1.5 | ||||||||||||||||
76,561 | Digital Realty Trust, Inc. | 8,344,383 | 2.3 | ||||||||||||||||
185,100 | Equity Residential | 12,749,688 | 3.6 | ||||||||||||||||
138,300 | Gaming and Leisure Properties, Inc. | 4,768,584 | 1.3 | ||||||||||||||||
396,182 | General Growth Properties, Inc. | 11,814,147 | 3.3 | ||||||||||||||||
93,400 | Healthcare Realty Trust, Inc. | 3,268,066 | 0.9 | ||||||||||||||||
109,791 | Healthcare Trust of America, Inc. | 3,550,641 | 1.0 | ||||||||||||||||
49,720 | Highwoods Properties, Inc. | 2,625,216 | 0.7 | ||||||||||||||||
303,721 | Host Hotels & Resorts, Inc. | 4,923,317 | 1.4 | ||||||||||||||||
81,600 | Kilroy Realty Corp. | 5,409,264 | 1.5 | ||||||||||||||||
314,100 | Kimco Realty Corp. | 9,856,458 | 2.8 | ||||||||||||||||
94,929 | Pebblebrook Hotel Trust | 2,491,886 | 0.7 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
United States: (continued) | |||||||||||||||||||
193,597 | ProLogis, Inc. | $ | 9,493,997 | 2.7 | |||||||||||||||
43,944 | Public Storage, Inc. | 11,231,647 | 3.1 | ||||||||||||||||
54,600 | Regency Centers Corp. | 4,571,658 | 1.3 | ||||||||||||||||
94,071 | Simon Property Group, Inc. | 20,404,000 | 5.7 | ||||||||||||||||
86,000 | SL Green Realty Corp. | 9,156,420 | 2.6 | ||||||||||||||||
485,602 | Spirit Realty Capital, Inc. | 6,201,138 | 1.7 | ||||||||||||||||
64,900 | Sun Communities, Inc. | 4,973,936 | 1.4 | ||||||||||||||||
215,938 | Sunstone Hotel Investors, Inc. | 2,606,372 | 0.7 | ||||||||||||||||
160,975 | UDR, Inc. | 5,943,197 | 1.7 | ||||||||||||||||
631,500 | VEREIT, Inc. | 6,403,410 | 1.8 | ||||||||||||||||
89,531 | Vornado Realty Trust | 8,963,844 | 2.5 | ||||||||||||||||
177,000 | Welltower, Inc. | 13,482,090 | 3.8 | ||||||||||||||||
236,127 | Other Securities | 5,920,764 | 1.7 | ||||||||||||||||
204,638,155 | 57.3 | ||||||||||||||||||
Total Common Stock (Cost $255,063,491) | 355,231,343 | 99.5 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | |||||||||||||||||||
Mutual Funds: 1.1% | |||||||||||||||||||
3,973,707 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $3,973,707) | 3,973,707 | 1.1 | ||||||||||||||||
Total Short-Term Investments (Cost $3,973,707) | 3,973,707 | 1.1 | |||||||||||||||||
Total Investments in Securities (Cost $259,037,198) | $ | 359,205,050 | 100.6 | ||||||||||||||||
Liabilities in Excess of Other Assets | (2,145,131 | ) | (0.6 | ) | |||||||||||||||
Net Assets | $ | 357,059,919 | 100.0 |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
Cost for federal income tax purposes is $277,203,569. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 98,273,290 | ||||
Gross Unrealized Depreciation | (16,271,809 | ) | ||||
Net Unrealized Appreciation | $ | 82,001,481 |
REIT Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Retail REITs | 30.9 | % | ||||
Diversified REITs | 13.1 | |||||
Office REITs | 13.2 | |||||
Specialized REITs | 10.5 | |||||
Residential REITs | 10.3 | |||||
Diversified Real Estate Activities | 8.6 | |||||
Industrial REITs | 4.7 | |||||
Real Estate Operating Companies | 3.2 | |||||
Hotels, Resorts & Cruise Lines | 2.7 | |||||
Real Estate Services | 2.0 | |||||
Real Estate Development | 0.3 | |||||
Assets in Excess of Other Liabilities* | 0.5 | |||||
Net Assets | 100.0 | % |
* | Includes short-term investments. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | — | $ | 24,542,407 | $ | — | $ | 24,542,407 | ||||||||||
France | — | 25,590,055 | — | 25,590,055 | ||||||||||||||
Germany | — | 9,732,569 | — | 9,732,569 | ||||||||||||||
Hong Kong | — | 20,329,492 | — | 20,329,492 | ||||||||||||||
Japan | — | 47,038,996 | — | 47,038,996 | ||||||||||||||
Netherlands | — | 3,177,751 | — | 3,177,751 | ||||||||||||||
Spain | — | 904,079 | — | 904,079 | ||||||||||||||
Sweden | — | 1,664,144 | — | 1,664,144 | ||||||||||||||
United Kingdom | — | 17,613,695 | — | 17,613,695 | ||||||||||||||
United States | 204,638,155 | — | — | 204,638,155 | ||||||||||||||
Total Common Stock | 204,638,155 | 150,593,188 | — | 355,231,343 | ||||||||||||||
Short-Term Investments | $ | 3,973,707 | $ | — | $ | — | $ | 3,973,707 | ||||||||||
Total Investments, at fair value | $ | 208,611,862 | $ | 150,593,188 | $ | — | $ | 359,205,050 |
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, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
Information Technology | 24.1 | % | |||||
Financials | 19.4 | % | |||||
Consumer Discretionary | 15.2 | % | |||||
Industrials | 13.8 | % | |||||
Health Care | 13.3 | % | |||||
Materials | 3.9 | % | |||||
Energy | 3.3 | % | |||||
Consumer Staples | 1.7 | % | |||||
Utilities | 1.1 | % | |||||
Assets in Excess of Other Liabilities* | 4.2 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 95.7% | |||||||||||||||||||
Consumer Discretionary: 15.2% | |||||||||||||||||||
72,800 | DineEquity, Inc. | $ | 6,171,984 | 0.7 | |||||||||||||||
134,302 | @ | G-III Apparel Group Ltd. | 6,140,288 | 0.7 | |||||||||||||||
251,573 | Interpublic Group of Cos., Inc. | 5,811,336 | 0.7 | ||||||||||||||||
142,600 | Lennar Corp. — Class A | 6,573,860 | 0.8 | ||||||||||||||||
4,163 | @ | NVR, Inc. | 7,411,555 | 0.9 | |||||||||||||||
360,200 | Pulte Group, Inc. | 7,020,298 | 0.8 | ||||||||||||||||
52,800 | PVH Corp. | 4,975,344 | 0.6 | ||||||||||||||||
86,022 | Wyndham Worldwide Corp. | 6,127,347 | 0.7 | ||||||||||||||||
2,086,059 | Other Securities(a) | 78,927,939 | 9.3 | ||||||||||||||||
129,159,951 | 15.2 | ||||||||||||||||||
Consumer Staples: 1.7% | |||||||||||||||||||
52,032 | Dr Pepper Snapple Group, Inc. | 5,027,852 | 0.6 | ||||||||||||||||
301,255 | Other Securities | 9,511,378 | 1.1 | ||||||||||||||||
14,539,230 | 1.7 | ||||||||||||||||||
Energy: 3.3% | |||||||||||||||||||
181,900 | Suncor Energy, Inc. | 5,046,090 | 0.6 | ||||||||||||||||
594,474 | Other Securities(a) | 23,115,428 | 2.7 | ||||||||||||||||
28,161,518 | 3.3 | ||||||||||||||||||
Financials: 19.3% | |||||||||||||||||||
71,600 | Aflac, Inc. | 5,166,656 | 0.6 | ||||||||||||||||
229,186 | @ | CBRE Group, Inc. | 6,068,845 | 0.7 | |||||||||||||||
307,849 | @ | Essent Group Ltd. | 6,714,187 | 0.8 | |||||||||||||||
173,900 | First American Financial Corp. | 6,994,258 | 0.8 | ||||||||||||||||
186,100 | Invesco Ltd. | 4,752,994 | 0.6 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Financials: (continued) | |||||||||||||||||||
41,500 | M&T Bank Corp. | $ | 4,906,545 | 0.6 | |||||||||||||||
74,101 | Marsh & McLennan Cos., Inc. | 5,072,954 | 0.6 | ||||||||||||||||
68,435 | Reinsurance Group of America, Inc. | 6,637,511 | 0.8 | ||||||||||||||||
89,699 | S&P Global, Inc. | 9,621,115 | 1.1 | ||||||||||||||||
958,000 | @ | SLM Corp. | 5,920,440 | 0.7 | |||||||||||||||
4,016,650 | Other Securities(a) | 102,093,079 | 12.0 | ||||||||||||||||
163,948,584 | 19.3 | ||||||||||||||||||
Health Care: 13.3% | |||||||||||||||||||
430,465 | @ | Boston Scientific Corp. | 10,059,967 | 1.2 | |||||||||||||||
92,498 | Cardinal Health, Inc. | 7,215,769 | 0.8 | ||||||||||||||||
76,500 | @ | DaVita HealthCare Partners, Inc. | 5,914,980 | 0.7 | |||||||||||||||
81,400 | Dentsply Sirona, Inc. | 5,050,056 | 0.6 | ||||||||||||||||
155,200 | @ | Hologic, Inc. | 5,369,920 | 0.6 | |||||||||||||||
58,532 | @ | Jazz Pharmaceuticals PLC | 8,271,157 | 1.0 | |||||||||||||||
100,600 | STERIS PLC | 6,916,250 | 0.8 | ||||||||||||||||
34,307 | Thermo Fisher Scientific, Inc. | 5,069,202 | 0.6 | ||||||||||||||||
65,500 | Zimmer Biomet Holdings, Inc. | 7,884,890 | 0.9 | ||||||||||||||||
950,511 | Other Securities(a) | 51,381,806 | 6.1 | ||||||||||||||||
113,133,997 | 13.3 | ||||||||||||||||||
Industrials: 13.8% | |||||||||||||||||||
50,348 | Dun & Bradstreet Corp. | 6,134,400 | 0.7 | ||||||||||||||||
36,943 | FedEx Corp. | 5,607,209 | 0.7 | ||||||||||||||||
380,923 | @ | Rexnord Corp. | 7,477,518 | 0.9 | |||||||||||||||
154,936 | @ | Spirit Airlines, Inc. | 6,951,978 | 0.8 | |||||||||||||||
183,642 | Textron, Inc. | 6,713,952 | 0.8 | ||||||||||||||||
1,777,263 | Other Securities(a) | 83,728,227 | 9.9 | ||||||||||||||||
116,613,284 | 13.8 | ||||||||||||||||||
Information Technology: 24.1% | |||||||||||||||||||
183,288 | Activision Blizzard, Inc. | 7,263,704 | 0.9 | ||||||||||||||||
100,000 | Belden, Inc. | 6,037,000 | 0.7 | ||||||||||||||||
172,949 | @ | Blackhawk Network Holdings, Inc. | 5,792,062 | 0.7 | |||||||||||||||
194,039 | CDW Corp./DE | 7,777,083 | 0.9 | ||||||||||||||||
126,100 | @ | Electronic Arts, Inc. | 9,553,336 | 1.1 | |||||||||||||||
98,448 | @ | Euronet Worldwide, Inc. | 6,811,617 | 0.8 | |||||||||||||||
50,191 | @ | F5 Networks, Inc. | 5,713,743 | 0.7 | |||||||||||||||
87,380 | Fidelity National Information Services, Inc. | 6,438,158 | 0.8 | ||||||||||||||||
43,768 | @ | FleetCor Technologies, Inc. | 6,264,514 | 0.7 | |||||||||||||||
301,784 | @ | Genpact Ltd. | 8,099,883 | 0.9 | |||||||||||||||
193,382 | Global Payments, Inc. | 13,803,607 | 1.6 | ||||||||||||||||
173,024 | Nvidia Corp. | 8,133,858 | 1.0 | ||||||||||||||||
83,317 | @ | NXP Semiconductor NV — NXPI — US | 6,527,054 | 0.8 |
VY® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Information Technology: (continued) | |||||||||||||||||||
165,443 | Total System Services, Inc. | $ | 8,786,678 | 1.0 | |||||||||||||||
3,087,415 | Other Securities(a) | 97,454,429 | 11.5 | ||||||||||||||||
204,456,726 | 24.1 | ||||||||||||||||||
Materials: 3.9% | |||||||||||||||||||
74,388 | Albemarle Corp. | 5,899,712 | 0.7 | ||||||||||||||||
1,914,997 | Other Securities(a) | 27,160,264 | 3.2 | ||||||||||||||||
33,059,976 | 3.9 | ||||||||||||||||||
Utilities: 1.1% | |||||||||||||||||||
167,200 | Exelon Corp. | 6,079,392 | 0.7 | ||||||||||||||||
136,190 | Other Securities | 3,424,984 | 0.4 | ||||||||||||||||
9,504,376 | 1.1 | ||||||||||||||||||
Total Common Stock (Cost $781,604,701) | 812,577,642 | 95.7 | |||||||||||||||||
PREFERRED STOCK: 0.1% | |||||||||||||||||||
Financials: 0.1% | |||||||||||||||||||
49,856 | Other Securities | 1,237,426 | 0.1 | ||||||||||||||||
Total Preferred Stock (Cost $1,030,152) | 1,237,426 | 0.1 | |||||||||||||||||
Total Long-Term Investments (Cost $782,634,853) | 813,815,068 | 95.8 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 6.2% | |||||||||||||||||||
Securities Lending Collateralcc: 2.3% | |||||||||||||||||||
4,588,351 | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $4,588,401, collateralized by various U.S. Government Securities, 0.000%–4.250%, Market Value plus accrued interest $4,680,118, due 08/15/16–11/15/45) | 4,588,351 | 0.6 | ||||||||||||||||
4,588,351 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $4,588,410, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $4,680,118, due 07/15/16–09/20/65) | 4,588,351 | 0.6 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
4,387,241 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $4,387,301, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $4,474,986, due 07/07/16–02/01/49) | $ | 4,387,241 | 0.5 | |||||||||||||||
4,588,351 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $4,588,408, collateralized by various U.S. Government Securities, 1.000%–3.625%, Market Value plus accrued interest $4,680,118, due 03/15/18–09/09/49) | 4,588,351 | 0.5 | ||||||||||||||||
1,166,795 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,166,810, collateralized by various U.S. Government Securities, 0.125%–2.500%, Market Value plus accrued interest $1,199,569, due 04/15/18–01/15/29) | 1,166,795 | 0.1 | ||||||||||||||||
19,319,089 | 2.3 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 3.9% | ||||||||||||||||||
32,985,392 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $32,985,392) | 32,985,392 | 3.9 | |||||||||||||||
Total Short-Term Investments (Cost $52,304,481) | 52,304,481 | 6.2 | ||||||||||||||||
Total Investments in Securities (Cost $834,939,334) | $ | 866,119,549 | 102.0 | |||||||||||||||
Liabilities in Excess of Other Assets | (17,042,302 | ) | (2.0 | ) | ||||||||||||||
Net Assets | $ | 849,077,247 | 100.0 |
VY® FMR® DIVERSIFIED MID CAP PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | Non-income producing security. |
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 $840,870,779. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 111,647,452 | ||||
Gross Unrealized Depreciation | (86,398,682 | ) | ||||
Net Unrealized Appreciation | $ | 25,248,770 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 127,282,388 | $ | 1,877,563 | $ | — | $ | 129,159,951 | ||||||||||
Consumer Staples | 13,825,867 | 713,363 | — | 14,539,230 | ||||||||||||||
Energy | 28,161,518 | — | — | 28,161,518 | ||||||||||||||
Financials | 160,125,126 | 3,823,458 | — | 163,948,584 | ||||||||||||||
Health Care | 111,476,030 | 1,657,967 | — | 113,133,997 | ||||||||||||||
Industrials | 115,123,770 | 1,489,514 | — | 116,613,284 | ||||||||||||||
Information Technology | 202,020,294 | 2,436,432 | — | 204,456,726 | ||||||||||||||
Materials | 33,059,976 | — | — | 33,059,976 | ||||||||||||||
Utilities | 9,504,376 | — | — | 9,504,376 | ||||||||||||||
Total Common Stock | 800,579,345 | 11,998,297 | — | 812,577,642 | ||||||||||||||
Preferred Stock | — | 1,237,426 | — | 1,237,426 | ||||||||||||||
Short-Term Investments | 32,985,392 | 19,319,089 | — | 52,304,481 | ||||||||||||||
Total Investments, at fair value | $ | 833,564,737 | $ | 32,554,812 | $ | — | $ | 866,119,549 |
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, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
Financials | 28.2 | % | |||||
Energy | 14.1 | % | |||||
Health Care | 13.7 | % | |||||
Information Technology | 13.3 | % | |||||
Consumer Discretionary | 8.7 | % | |||||
Industrials | 7.9 | % | |||||
Consumer Staples | 5.7 | % | |||||
Telecommunication Services | 2.4 | % | |||||
Utilities | 1.7 | % | |||||
Materials | 1.1 | % | |||||
Assets in Excess of Other Liabilities* | 3.2 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.8% | |||||||||||||||||||
Consumer Discretionary: 8.7% | |||||||||||||||||||
211,552 | Carnival Corp. | $ | 9,350,598 | 1.9 | |||||||||||||||
122,589 | Comcast Corp. — Class A | 7,991,577 | 1.6 | ||||||||||||||||
95,036 | Target Corp. | 6,635,414 | 1.3 | ||||||||||||||||
977,816 | Other Securities | 19,654,062 | 3.9 | ||||||||||||||||
43,631,651 | 8.7 | ||||||||||||||||||
Consumer Staples: 5.7% | |||||||||||||||||||
145,895 | Mondelez International, Inc. | 6,639,681 | 1.3 | ||||||||||||||||
64,974 | Philip Morris International, Inc. | 6,609,155 | 1.3 | ||||||||||||||||
94,559 | Walgreens Boots Alliance, Inc. | 7,873,928 | 1.6 | ||||||||||||||||
158,767 | Other Securities | 7,369,489 | 1.5 | ||||||||||||||||
28,492,253 | 5.7 | ||||||||||||||||||
Energy: 14.1% | |||||||||||||||||||
216,937 | Apache Corp. | 12,076,883 | 2.4 | ||||||||||||||||
157,470 | Baker Hughes, Inc. | 7,106,621 | 1.4 | ||||||||||||||||
302,834 | Canadian Natural Resources Ltd. | 9,343,212 | 1.9 | ||||||||||||||||
243,782 | Devon Energy Corp. | 8,837,097 | 1.8 | ||||||||||||||||
59,816 | Exxon Mobil Corp. | 5,607,152 | 1.1 | ||||||||||||||||
83,493 | Occidental Petroleum Corp. | 6,308,731 | 1.3 | ||||||||||||||||
427,766 | Royal Dutch Shell PLC — Class A | 11,748,723 | 2.3 | ||||||||||||||||
135,768 | Total S.A. | 6,510,922 | 1.3 | ||||||||||||||||
504,678 | Other Securities(a) | 2,800,963 | 0.6 | ||||||||||||||||
70,340,304 | 14.1 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Financials: 28.2% | |||||||||||||||||||
58,282 | Aon PLC | $ | 6,366,143 | 1.3 | |||||||||||||||
970,985 | Bank of America Corp. | 12,884,971 | 2.6 | ||||||||||||||||
474,556 | Citigroup, Inc. | 20,116,429 | 4.0 | ||||||||||||||||
388,867 | Citizens Financial Group, Inc. | 7,769,563 | 1.5 | ||||||||||||||||
123,815 | Comerica, Inc. | 5,092,511 | 1.0 | ||||||||||||||||
339,470 | Fifth Third Bancorp | 5,971,277 | 1.2 | ||||||||||||||||
357,628 | JPMorgan Chase & Co. | 22,223,004 | 4.4 | ||||||||||||||||
397,031 | Morgan Stanley | 10,314,865 | 2.1 | ||||||||||||||||
79,971 | Northern Trust Corp. | 5,298,878 | 1.1 | ||||||||||||||||
105,899 | PNC Financial Services Group, Inc. | 8,619,120 | 1.7 | ||||||||||||||||
109,644 | State Street Corp. | 5,912,004 | 1.2 | ||||||||||||||||
38,947 | Willis Towers Watson PLC | 4,841,502 | 1.0 | ||||||||||||||||
713,043 | Other Securities | 25,602,851 | 5.1 | ||||||||||||||||
141,013,118 | 28.2 | ||||||||||||||||||
Health Care: 13.7% | |||||||||||||||||||
35,663 | Amgen, Inc. | 5,426,125 | 1.1 | ||||||||||||||||
129,011 | Baxter International, Inc. | 5,833,877 | 1.2 | ||||||||||||||||
70,318 | Eli Lilly & Co. | 5,537,543 | 1.1 | ||||||||||||||||
93,681 | Medtronic PLC | 8,128,700 | 1.6 | ||||||||||||||||
181,637 | Merck & Co., Inc. | 10,464,108 | 2.1 | ||||||||||||||||
70,201 | Novartis AG | 5,794,289 | 1.1 | ||||||||||||||||
273,479 | Pfizer, Inc. | 9,629,196 | 1.9 | ||||||||||||||||
61,163 | Sanofi | 5,081,611 | 1.0 | ||||||||||||||||
34,933 | UnitedHealth Group, Inc. | 4,932,540 | 1.0 | ||||||||||||||||
82,738 | Other Securities | 7,939,684 | 1.6 | ||||||||||||||||
68,767,673 | 13.7 | ||||||||||||||||||
Industrials: 7.9% | |||||||||||||||||||
67,410 | Caterpillar, Inc. | 5,110,352 | 1.0 | ||||||||||||||||
195,930 | CSX Corp. | 5,109,854 | 1.0 | ||||||||||||||||
46,139 | General Dynamics Corp. | 6,424,394 | 1.3 | ||||||||||||||||
382,296 | General Electric Co. | 12,034,678 | 2.4 | ||||||||||||||||
77,467 | Ingersoll-Rand PLC — Class A | 4,933,099 | 1.0 | ||||||||||||||||
141,095 | Tyco International Plc | 6,010,647 | 1.2 | ||||||||||||||||
39,623,024 | 7.9 | ||||||||||||||||||
Information Technology: 13.3% | |||||||||||||||||||
290,202 | Applied Materials, Inc. | 6,956,142 | 1.4 | ||||||||||||||||
295,648 | Cisco Systems, Inc. | 8,482,141 | 1.7 | ||||||||||||||||
61,768 | @ | Citrix Systems, Inc. | 4,946,999 | 1.0 | |||||||||||||||
203,950 | @ | eBay, Inc. | 4,774,470 | 1.0 | |||||||||||||||
202,391 | Intel Corp. | 6,638,425 | 1.3 | ||||||||||||||||
245,239 | Juniper Networks, Inc. | 5,515,425 | 1.1 | ||||||||||||||||
134,636 | Microsoft Corp. | 6,889,324 | 1.4 | ||||||||||||||||
243,531 | Oracle Corp. | 9,967,724 | 2.0 | ||||||||||||||||
136,691 | @ | PayPal Holdings, Inc. | 4,990,588 | 1.0 | |||||||||||||||
135,077 | Qualcomm, Inc. | 7,236,075 | 1.4 | ||||||||||||||||
66,397,313 | 13.3 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Materials: 1.1% | |||||||||||||||||||
185,104 | Other Securities(a) | $ | 5,530,950 | 1.1 | |||||||||||||||
Telecommunication Services: 2.4% | |||||||||||||||||||
704,030 | Other Securities(a) | 12,261,329 | 2.4 | ||||||||||||||||
Utilities: 1.7% | |||||||||||||||||||
81,411 | PG&E Corp. | 5,203,791 | 1.0 | ||||||||||||||||
94,203 | Other Securities | 3,288,627 | 0.7 | ||||||||||||||||
8,492,418 | 1.7 | ||||||||||||||||||
Total Common Stock (Cost $407,089,409) | 484,550,033 | 96.8 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 3.6% | |||||||||||||||||||
Securities Lending Collateralcc: 1.0% | |||||||||||||||||||
1,227,754 | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $1,227,767, collateralized by various U.S. Government Securities, 0.000%–4.250%, Market Value plus accrued interest $1,252,309, due 08/15/16– 11/15/45) | 1,227,754 | 0.2 | ||||||||||||||||
1,227,754 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,227,770, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $1,252,309, due 07/15/16–09/20/65) | 1,227,754 | 0.3 | ||||||||||||||||
1,227,754 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $1,227,771, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $1,252,309, due 07/07/16–02/01/49) | 1,227,754 | 0.2 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
1,227,754 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $1,227,769, collateralized by various U.S. Government Securities, 1.000%–3.625%, Market Value plus accrued interest $1,252,309, due 03/15/18–09/09/49) | $ | 1,227,754 | 0.2 | |||||||||||||||
258,414 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $258,417, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $263,582, due 12/01/16–02/20/66) | 258,414 | 0.1 | ||||||||||||||||
5,169,430 | 1.0 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 2.6% | ||||||||||||||||||
13,030,257 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $13,030,257) | 13,030,257 | 2.6 | |||||||||||||||
Total Short-Term Investments (Cost $18,199,687) | 18,199,687 | 3.6 | ||||||||||||||||
Total Investments in Securities (Cost $425,289,096) | $ | 502,749,720 | 100.4 | |||||||||||||||
Liabilities in Excess of Other Assets | (2,104,399 | ) | (0.4 | ) | ||||||||||||||
Net Assets | $ | 500,645,321 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | Non-income producing security. |
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 $427,250,235. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 96,546,356 | ||||
Gross Unrealized Depreciation | (21,046,871 | ) | ||||
Net Unrealized Appreciation | $ | 75,499,485 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 40,798,272 | $ | 2,833,379 | $ | — | $ | 43,631,651 | ||||||||||
Consumer Staples | 28,492,253 | — | — | 28,492,253 | ||||||||||||||
Energy | 52,080,659 | 18,259,645 | — | 70,340,304 | ||||||||||||||
Financials | 141,013,118 | — | — | 141,013,118 | ||||||||||||||
Health Care | 57,891,773 | 10,875,900 | — | 68,767,673 | ||||||||||||||
Industrials | 39,623,024 | — | — | 39,623,024 | ||||||||||||||
Information Technology | 66,397,313 | — | — | 66,397,313 | ||||||||||||||
Materials | 5,530,950 | — | — | 5,530,950 | ||||||||||||||
Telecommunication Services | 9,520,887 | 2,740,442 | — | 12,261,329 | ||||||||||||||
Utilities | 8,492,418 | — | — | 8,492,418 | ||||||||||||||
Total Common Stock | 449,840,667 | 34,709,366 | — | 484,550,033 | ||||||||||||||
Short-Term Investments | 13,030,257 | 5,169,430 | — | 18,199,687 | ||||||||||||||
Total Investments, at fair value | $ | 462,870,924 | $ | 39,878,796 | $ | — | $ | 502,749,720 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 1,658,853 | — | 1,658,853 | ||||||||||||||
Total Assets | $ | 462,870,924 | $ | 41,537,649 | $ | — | $ | 504,408,573 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (80,212 | ) | $ | — | $ | (80,212 | ) | ||||||||
Total Liabilities | $ | — | $ | (80,212 | ) | $ | — | $ | (80,212 | ) |
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) | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
State Street Bank | Canadian Dollar | 93,259 | Buy | 07/05/16 | $ | 72,794 | $ | 72,185 | $ | (609 | ) | |||||||||||||||
State Street Bank | Canadian Dollar | 110,509 | Buy | 07/05/16 | 84,339 | 85,537 | 1,198 | |||||||||||||||||||
$ | 589 | |||||||||||||||||||||||||
The Bank of New York | Swiss Franc | 1,933,508 | Sell | 07/01/16 | $ | 1,972,847 | $ | 1,980,039 | $ | (7,192 | ) | |||||||||||||||
The Bank of New York | EU Euro | 5,165,524 | Sell | 07/01/16 | 5,834,976 | 5,732,465 | 102,511 | |||||||||||||||||||
The Bank of New York | British Pound | 4,398,196 | Sell | 07/01/16 | 6,430,119 | 5,855,128 | 574,991 | |||||||||||||||||||
The Bank of New York | EU Euro | 4,662,845 | Sell | 08/12/16 | 5,185,317 | 5,182,155 | 3,162 | |||||||||||||||||||
The Bank of New York | British Pound | 5,127,674 | Sell | 08/12/16 | 6,918,796 | 6,828,641 | 90,155 | |||||||||||||||||||
The Bank of New York | Canadian Dollar | 5,958,942 | Sell | 08/12/16 | 4,589,344 | 4,612,977 | (23,633 | ) | ||||||||||||||||||
The Bank of New York | Swiss Franc | 2,038,901 | Sell | 08/12/16 | 2,085,406 | 2,093,078 | (7,672 | ) | ||||||||||||||||||
The Bank of New York | Canadian Dollar | 6,067,443 | Sell | 07/05/16 | 4,695,527 | 4,696,364 | (837 | ) | ||||||||||||||||||
State Street Bank | British Pound | 81,482 | Sell | 07/01/16 | 116,695 | 108,473 | 8,222 | |||||||||||||||||||
State Street Bank | British Pound | 75,953 | Sell | 07/01/16 | 107,628 | 101,113 | 6,515 | |||||||||||||||||||
State Street Bank | British Pound | 63,376 | Sell | 07/01/16 | 89,593 | 84,370 | 5,223 | |||||||||||||||||||
State Street Bank | British Pound | 86,285 | Sell | 07/01/16 | 122,711 | 114,868 | 7,843 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/ Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
State Street Bank | British Pound | 76,525 | Sell | 07/01/16 | $ | 109,735 | $ | 101,875 | $ | 7,860 | ||||||||||||||||
State Street Bank | British Pound | 58,158 | Sell | 07/01/16 | 84,406 | 77,424 | 6,982 | |||||||||||||||||||
State Street Bank | British Pound | 27,494 | Sell | 07/01/16 | 39,897 | 36,602 | 3,295 | |||||||||||||||||||
State Street Bank | British Pound | 63,783 | Sell | 07/01/16 | 92,826 | 84,911 | 7,915 | |||||||||||||||||||
State Street Bank | British Pound | 93,440 | Sell | 07/01/16 | 135,703 | 124,392 | 11,311 | |||||||||||||||||||
State Street Bank | British Pound | 67,308 | Sell | 07/01/16 | 97,014 | 89,604 | 7,410 | |||||||||||||||||||
State Street Bank | British Pound | 78,419 | Sell | 07/01/16 | 113,849 | 104,396 | 9,453 | |||||||||||||||||||
State Street Bank | British Pound | 3,536 | Sell | 07/01/16 | 5,173 | 4,707 | 466 | |||||||||||||||||||
State Street Bank | British Pound | 6,726 | Sell | 07/01/16 | 9,866 | 8,954 | 912 | |||||||||||||||||||
State Street Bank | British Pound | 82,434 | Sell | 07/01/16 | 121,132 | 109,741 | 11,391 | |||||||||||||||||||
State Street Bank | British Pound | 77,443 | Sell | 07/01/16 | 113,325 | 103,095 | 10,230 | |||||||||||||||||||
State Street Bank | EU Euro | 5,165,536 | Sell | 07/01/16 | 5,834,370 | 5,732,478 | 101,892 | |||||||||||||||||||
State Street Bank | Swiss Franc | 1,933,487 | Sell | 07/01/16 | 1,972,845 | 1,980,017 | (7,172 | ) | ||||||||||||||||||
State Street Bank | British Pound | 4,398,194 | Sell | 07/01/16 | 6,429,346 | 5,855,125 | 574,221 | |||||||||||||||||||
State Street Bank | British Pound | 74,253 | Sell | 07/01/16 | 108,642 | 98,849 | 9,793 | |||||||||||||||||||
State Street Bank | British Pound | 5,127,675 | Sell | 08/12/16 | 6,920,823 | 6,828,642 | 92,181 | |||||||||||||||||||
State Street Bank | EU Euro | 4,662,845 | Sell | 08/12/16 | 5,185,876 | 5,182,155 | 3,721 | |||||||||||||||||||
State Street Bank | Swiss Franc | 2,038,900 | Sell | 08/12/16 | 2,084,957 | 2,093,076 | (8,119 | ) | ||||||||||||||||||
State Street Bank | Canadian Dollar | 5,958,935 | Sell | 08/12/16 | 4,591,354 | 4,612,971 | (21,617 | ) | ||||||||||||||||||
State Street Bank | Canadian Dollar | 6,067,462 | Sell | 07/05/16 | 4,693,018 | 4,696,379 | (3,361 | ) | ||||||||||||||||||
$ | 1,578,052 |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 1,658,853 | |||||||
Total Asset Derivatives | $ | 1,658,853 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 80,212 | |||||||
Total Liability Derivatives | $ | 80,212 |
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 | $(269,795 | ) | ||||
Total | $(269,795 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | |||||
Foreign exchange contracts | $(1,135,722 | ) | ||||
Total | $(1,135,722 | ) |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
State Street Bank | The Bank of New York | Totals | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||
Forward foreign currency contracts | $ | 888,034 | $ | 770,819 | $ | 1,658,853 | ||||||||||
Total Assets | �� | $ | 888,034 | $ | 770,819 | $ | 1,658.853 | |||||||||
Liabilities: | ||||||||||||||||
Forward foreign currency contracts | $ | 40,878 | $ | 39,334 | $ | 80,212 | ||||||||||
Total Liabilities | $ | 40,878 | $ | 39,334 | $ | 80,212 | ||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 847,156 | $ | 731,485 | 1,578,641 | |||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | ||||||||||
Net Exposure(1) | $ | 847,156 | $ | 731,485 | $ | 1,578,641 |
(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, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
India | 20.7 | % | |||||
South Africa | 16.9 | % | |||||
China | 12.2 | % | |||||
Brazil | 11.7 | % | |||||
Taiwan | 7.8 | % | |||||
Russia | 6.2 | % | |||||
Hong Kong | 4.8 | % | |||||
South Korea | 4.1 | % | |||||
Indonesia | 3.2 | % | |||||
Mexico | 2.2 | % | |||||
Countries between 0.5%–1.8%ˆ | 9.9 | % | |||||
Assets in Excess of Other Liabilities* | 0.3 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. | |||||||
ˆ Includes 9 countries, which each represents 0.5%–1.8% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.0% | |||||||||||||||||||
Australia: 1.1% | |||||||||||||||||||
1,072,466 | Oil Search Ltd. | $ | 5,415,497 | 1.1 | |||||||||||||||
Brazil: 9.7% | |||||||||||||||||||
961,245 | Ambev SA ADR | 5,680,958 | 1.1 | ||||||||||||||||
858,700 | BB Seguridade Participacoes SA | 7,460,797 | 1.5 | ||||||||||||||||
1,373,040 | CCR SA | 7,180,858 | 1.4 | ||||||||||||||||
554,656 | Cielo SA | 5,827,488 | 1.1 | ||||||||||||||||
1,026,720 | Lojas Renner SA | 7,597,402 | 1.5 | ||||||||||||||||
356,520 | Ultrapar Participacoes SA | 7,879,999 | 1.6 | ||||||||||||||||
2,037,276 | Other Securities | 7,506,175 | 1.5 | ||||||||||||||||
49,133,677 | 9.7 | ||||||||||||||||||
China: 12.0% | |||||||||||||||||||
38,380 | @ | Baidu, Inc. ADR | 6,338,457 | 1.3 | |||||||||||||||
2,540,162 | Chongqing Changan Automobile Co. Ltd. | 3,558,216 | 0.7 | ||||||||||||||||
328,110 | @ | JD.com, Inc. ADR | 6,965,775 | 1.4 | |||||||||||||||
981,100 | Tencent Holdings Ltd. | 22,506,114 | 4.5 | ||||||||||||||||
11,391,227 | Other Securities | 20,879,178 | 4.1 | ||||||||||||||||
60,247,740 | 12.0 | ||||||||||||||||||
Hong Kong: 4.8% | |||||||||||||||||||
3,041,800 | AIA Group Ltd. | 18,292,549 | 3.7 | ||||||||||||||||
96,600 | Jardine Matheson Holdings Ltd. | 5,672,352 | 1.1 | ||||||||||||||||
23,964,901 | 4.8 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
India: 20.7% | |||||||||||||||||||
369,800 | Asian Paints Ltd. | $ | 5,505,481 | 1.1 | |||||||||||||||
262,780 | HDFC Bank Ltd ADR | 17,435,453 | 3.5 | ||||||||||||||||
161,030 | HDFC Bank Ltd. | 3,252,928 | 0.6 | ||||||||||||||||
799,815 | Housing Development Finance Corp. | 14,900,989 | 2.9 | ||||||||||||||||
298,138 | IndusInd Bank Ltd. | 4,926,829 | 1.0 | ||||||||||||||||
489,726 | Infosys Ltd. ADR | 8,741,609 | 1.7 | ||||||||||||||||
2,004,920 | ITC Ltd. | 10,976,717 | 2.2 | ||||||||||||||||
430,460 | Kotak Mahindra Bank Ltd. | 4,882,517 | 1.0 | ||||||||||||||||
348,150 | Lupin Ltd. | 7,964,753 | 1.6 | ||||||||||||||||
420,576 | Tata Consultancy Services Ltd. | 15,939,457 | 3.2 | ||||||||||||||||
133,253 | @ | Tata Motors Ltd. ADR | 4,619,881 | 0.9 | |||||||||||||||
104,530 | Ultratech Cement Ltd | 5,297,820 | 1.0 | ||||||||||||||||
104,444,434 | 20.7 | ||||||||||||||||||
Indonesia: 3.2% | |||||||||||||||||||
12,941,900 | Astra International Tbk PT | 7,296,149 | 1.4 | ||||||||||||||||
5,240,100 | Bank Central Asia Tbk PT | 5,305,904 | 1.1 | ||||||||||||||||
4,215,400 | Other Securities | 3,468,567 | 0.7 | ||||||||||||||||
16,070,620 | 3.2 | ||||||||||||||||||
Macau: 1.3% | |||||||||||||||||||
1,878,400 | Sands China Ltd. | 6,356,345 | 1.3 | ||||||||||||||||
Mexico: 2.2% | |||||||||||||||||||
2,287,330 | Fibra Uno Administracion SA de CV | 4,873,035 | 1.0 | ||||||||||||||||
1,071,480 | Other Securities(a) | 6,349,150 | 1.2 | ||||||||||||||||
11,222,185 | 2.2 | ||||||||||||||||||
Panama: 0.7% | |||||||||||||||||||
70,940 | Other Securities(a) | 3,707,324 | 0.7 | ||||||||||||||||
Peru: 1.3% | |||||||||||||||||||
41,250 | Credicorp Ltd. | 6,366,113 | 1.3 | ||||||||||||||||
Russia: 6.2% | |||||||||||||||||||
191,510 | Lukoil PJSC ADR | 7,991,712 | 1.6 | ||||||||||||||||
43,630 | @ | Magnit OAO | 6,152,588 | 1.2 | |||||||||||||||
5,315,316 | @ | Sberbank | 11,057,794 | 2.2 | |||||||||||||||
451,615 | Other Securities | 6,309,289 | 1.2 | ||||||||||||||||
31,511,383 | 6.2 | ||||||||||||||||||
South Africa: 16.9% | |||||||||||||||||||
324,420 | Aspen Pharmacare Holdings Ltd. | 8,003,131 | 1.6 | ||||||||||||||||
778,718 | @ | Bid Corp. Ltd. | 14,593,032 | 2.9 | |||||||||||||||
764,628 | Bidvest Group Ltd. | 7,213,538 | 1.4 | ||||||||||||||||
2,641,080 | FirstRand Ltd. | 8,060,280 | 1.6 | ||||||||||||||||
55,616 | Naspers Ltd. | 8,492,289 | 1.7 | ||||||||||||||||
506,764 | Remgro Ltd. | 8,793,433 | 1.7 | ||||||||||||||||
1,772,071 | Sanlam Ltd. | 7,320,794 | 1.5 | ||||||||||||||||
485,499 | Shoprite Holdings Ltd. | 5,498,718 | 1.1 | ||||||||||||||||
1,369,380 | Woolworths Holdings Ltd./South Africa | 7,841,155 | 1.6 | ||||||||||||||||
1,300,176 | Other Securities(a) | 9,161,293 | 1.8 | ||||||||||||||||
84,977,663 | 16.9 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
South Korea: 4.1% | |||||||||||||||||||
45,597 | @ | Hyundai Motor Co. | $ | 5,393,737 | 1.0 | ||||||||||||||
146,900 | Kia Motors Corp. | 5,535,104 | 1.1 | ||||||||||||||||
8,021 | Samsung Electronics Co., Ltd. | 9,988,962 | 2.0 | ||||||||||||||||
20,917,803 | 4.1 | ||||||||||||||||||
Taiwan: 7.8% | |||||||||||||||||||
1,177,501 | Delta Electronics, Inc. | 5,745,407 | 1.2 | ||||||||||||||||
1,116,000 | President Chain Store Corp. | 8,719,706 | 1.7 | ||||||||||||||||
1,432,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 7,217,970 | 1.4 | ||||||||||||||||
522,191 | L | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 13,697,070 | 2.7 | |||||||||||||||
42,000 | Other Securities | 3,884,297 | 0.8 | ||||||||||||||||
39,264,450 | 7.8 | ||||||||||||||||||
Thailand: 1.8% | |||||||||||||||||||
1,254,100 | Other Securities | 9,022,037 | 1.8 | ||||||||||||||||
Turkey: 0.5% | |||||||||||||||||||
220,530 | Other Securities | 2,347,139 | 0.5 | ||||||||||||||||
United Kingdom: 1.1% | |||||||||||||||||||
94,990 | SABMiller PLC | 5,539,761 | 1.1 | ||||||||||||||||
United States: 1.6% | |||||||||||||||||||
87,970 | @,L | Luxoft Holding, Inc. | 4,576,199 | 0.9 | |||||||||||||||
57,990 | Other Securities | 3,729,337 | 0.7 | ||||||||||||||||
8,305,536 | 1.6 | ||||||||||||||||||
Total Common Stock (Cost $459,807,726) | 488,814,608 | 97.0 | |||||||||||||||||
PREFERRED STOCK: 2.0% | |||||||||||||||||||
Brazil: 2.0% | |||||||||||||||||||
969,496 | Itau Unibanco Holding S.A. | 9,132,693 | 1.8 | ||||||||||||||||
1,117,870 | Other Securities | 835,192 | 0.2 | ||||||||||||||||
Total Preferred Stock (Cost $14,331,151) | 9,967,885 | 2.0 | |||||||||||||||||
WARRANTS: 0.7% | |||||||||||||||||||
China: 0.2% | |||||||||||||||||||
529,730 | @ | Chongqing Changan Automobile Co. Ltd. | 1,090,078 | 0.2 | |||||||||||||||
Saudi Arabia: 0.5% | |||||||||||||||||||
176,026 | Other Securities | 2,566,616 | 0.5 | ||||||||||||||||
Total Warrants (Cost $3,713,181) | 3,656,694 | 0.7 | |||||||||||||||||
Total Long-Term Investments (Cost $477,852,058) | 502,439,187 | 99.7 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.3% | |||||||||||||||||||
Securities Lending Collateralcc: 2.3% | |||||||||||||||||||
2,723,976 | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $2,724,006, collateralized by various U.S. Government Securities, 0.000%–4.250%, Market Value plus accrued interest $2,778,456, due 08/15/16–11/15/45) | $ | 2,723,976 | 0.5 | |||||||||||||||
2,723,976 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $2,724,011, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $2,778,456, due 07/15/16–09/20/65) | 2,723,976 | 0.6 | ||||||||||||||||
2,723,976 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $2,724,013, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $2,778,456, due 07/07/16–02/01/49) | 2,723,976 | 0.6 | ||||||||||||||||
2,723,976 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $2,724,010, collateralized by various U.S. Government Securities, 1.000%–3.625%, Market Value plus accrued interest $2,778,456, due 03/15/18–09/09/49) | 2,723,976 | 0.5 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
573,358 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $573,365, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $584,825, due 12/01/16–02/20/66) | $ | 573,358 | 0.1 | |||||||||||||||
11,469,262 | 2.3 | ||||||||||||||||||
Total Short-Term Investments (Cost $11,469,262) | 11,469,262 | 2.3 | |||||||||||||||||
Total Investments in Securities (Cost $489,321,320) | $ | 513,908,449 | 102.0 | ||||||||||||||||
Liabilities in Excess of Other Assets | (9,944,609 | ) | (2.0 | ) | |||||||||||||||
Net Assets | $ | 503,963,840 | 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. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
(a) | This grouping contains securities on loan. |
Cost for federal income tax purposes is $489,774,521. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 83,782,308 | ||||
Gross Unrealized Depreciation | (59,648,380 | ) | ||||
Net Unrealized Appreciation | $ | 24,133,928 |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 29.0 | % | ||||
Information Technology | 23.6 | |||||
Consumer Discretionary | 16.4 | |||||
Consumer Staples | 12.1 | |||||
Industrials | 6.2 | |||||
Energy | 5.0 | |||||
Health Care | 3.7 | |||||
Materials | 3.0 | |||||
Utilities | 0.7 | |||||
Short-Term Investments | 2.3 | |||||
Liabilities in Excess of Other Assets | (2.0 | ) | ||||
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | — | $ | 5,415,497 | $ | — | $ | 5,415,497 | ||||||||||
Brazil | 49,133,677 | — | — | 49,133,677 | ||||||||||||||
China | 20,663,279 | 39,584,461 | — | 60,247,740 | ||||||||||||||
Hong Kong | 5,672,352 | 18,292,549 | — | 23,964,901 | ||||||||||||||
India | 34,049,871 | 70,394,563 | — | 104,444,434 | ||||||||||||||
Indonesia | — | 16,070,620 | — | 16,070,620 | ||||||||||||||
Macau | — | 6,356,345 | — | 6,356,345 | ||||||||||||||
Mexico | 11,222,185 | — | — | 11,222,185 | ||||||||||||||
Panama | 3,707,324 | — | — | 3,707,324 | ||||||||||||||
Peru | 6,366,113 | — | — | 6,366,113 | ||||||||||||||
Russia | 11,430,839 | 20,080,544 | — | 31,511,383 | ||||||||||||||
South Africa | 14,593,032 | 70,384,631 | — | 84,977,663 | ||||||||||||||
South Korea | — | 20,917,803 | — | 20,917,803 | ||||||||||||||
Taiwan | 13,697,070 | 25,567,380 | — | 39,264,450 | ||||||||||||||
Thailand | — | 9,022,037 | — | 9,022,037 | ||||||||||||||
Turkey | — | 2,347,139 | — | 2,347,139 | ||||||||||||||
United Kingdom | — | 5,539,761 | — | 5,539,761 | ||||||||||||||
United States | 8,305,536 | — | — | 8,305,536 | ||||||||||||||
Total Common Stock | 178,841,278 | 309,973,330 | — | 488,814,608 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | ||||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||||
Preferred Stock | $ | 9,967,885 | $ | — | $ | — | $ | 9,967,885 | ||||||||||
Warrants | — | 3,656,694 | — | 3,656,694 | ||||||||||||||
Short-Term Investments | — | 11,469,262 | — | 11,469,262 | ||||||||||||||
Total Investments, at fair value | $ | 188,809,163 | $ | 325,099,286 | $ | — | $ | 513,908,449 |
(1) | For the period ended June 30, 2016, 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, 2016, securities valued at $3,825,154 and $3,586,153 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® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
United States | 51.4 | % | ||||
United Kingdom | 25.5 | % | ||||
France | 9.5 | % | ||||
Switzerland | 4.9 | % | ||||
Japan | 2.5 | % | ||||
Germany | 2.5 | % | ||||
Italy | 1.0 | % | ||||
Netherlands | 0.9 | % | ||||
Assets in Excess of Other Liabilities | 1.8 | % | ||||
Net Assets | 100.0 | % |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.2% | |||||||||||||||||||
France: 9.5% | |||||||||||||||||||
163,697 | L’Oreal S.A. | $ | 31,340,483 | 7.0 | |||||||||||||||
98,906 | Pernod Ricard SA | 10,950,561 | 2.5 | ||||||||||||||||
42,291,044 | 9.5 | ||||||||||||||||||
Germany: 2.5% | |||||||||||||||||||
148,083 | SAP SE | 11,121,846 | 2.5 | ||||||||||||||||
Italy: 1.0% | |||||||||||||||||||
461,987 | Davide Campari-Milano S.p.A. | 4,573,042 | 1.0 | ||||||||||||||||
Japan: 2.5% | |||||||||||||||||||
276,800 | Japan Tobacco, Inc. | 11,155,650 | 2.5 | ||||||||||||||||
Netherlands: 0.9% | |||||||||||||||||||
225,435 | Relx NV | 3,900,186 | 0.9 | ||||||||||||||||
Switzerland: 4.9% | |||||||||||||||||||
280,515 | Nestle S.A. | 21,733,835 | 4.9 | ||||||||||||||||
United Kingdom: 25.5% | |||||||||||||||||||
541,805 | British American Tobacco PLC | 35,124,875 | 7.9 | ||||||||||||||||
467,308 | Experian PLC | 8,865,844 | 2.0 | ||||||||||||||||
358,301 | Reckitt Benckiser Group PLC | 35,927,616 | 8.0 | ||||||||||||||||
326,312 | Relx PLC | 6,008,878 | 1.3 | ||||||||||||||||
586,184 | Unilever PLC | 28,087,238 | 6.3 | ||||||||||||||||
114,014,451 | 25.5 | ||||||||||||||||||
United States: 51.4% | |||||||||||||||||||
179,405 | Accenture PLC | 20,324,792 | 4.6 | ||||||||||||||||
311,890 | Altria Group, Inc. | 21,507,934 | 4.8 | ||||||||||||||||
152,562 | Automatic Data Processing, Inc. | 14,015,871 | 3.2 | ||||||||||||||||
146,939 | Coca-Cola Co. | 6,660,745 | 1.5 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
United States: (continued) | |||||||||||||||||||
66,283 | International Flavors & Fragrances, Inc. | $ | 8,356,298 | 1.9 | |||||||||||||||
52,723 | Intuit, Inc. | 5,884,414 | 1.3 | ||||||||||||||||
596,104 | Microsoft Corp. | 30,502,642 | 6.8 | ||||||||||||||||
260,776 | Mondelez International, Inc. | 11,867,916 | 2.7 | ||||||||||||||||
42,318 | Moody’s Corp. | 3,965,620 | 0.9 | ||||||||||||||||
227,845 | Nike, Inc. | 12,577,044 | 2.8 | ||||||||||||||||
124,164 | Philip Morris International, Inc. | 12,629,962 | 2.8 | ||||||||||||||||
399,991 | Reynolds American, Inc. | 21,571,514 | 4.8 | ||||||||||||||||
126,947 | Time Warner, Inc. | 9,335,682 | 2.1 | ||||||||||||||||
301,455 | Twenty-First Century Fox, Inc. — Class A | 8,154,358 | 1.8 | ||||||||||||||||
371,647 | Twenty-First Century Fox, Inc. — Class B | 10,127,381 | 2.3 | ||||||||||||||||
242,419 | Visa, Inc. — Class A | 17,980,217 | 4.0 | ||||||||||||||||
141,273 | Walt Disney Co. | 13,819,325 | 3.1 | ||||||||||||||||
229,281,715 | 51.4 | ||||||||||||||||||
Total Common Stock (Cost $353,806,858) | 438,071,769 | 98.2 | |||||||||||||||||
Assets in Excess of Other Liabilities | 8,200,311 | 1.8 | |||||||||||||||||
Net Assets | $ | 446,272,080 | 100.0 |
Cost for federal income tax purposes is $354,344,419. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 88,769,623 | ||||
Gross Unrealized Depreciation | (5,042,273 | ) | ||||
Net Unrealized Appreciation | $ | 83,727,350 |
Industry Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Agriculture | 22.8 | % | ||||
Cosmetics/Personal Care | 13.3 | |||||
Media | 11.5 | |||||
Software | 10.6 | |||||
Household Products/Wares | 8.0 | |||||
IT Services | 7.8 | |||||
Food Products | 7.6 | |||||
Diversified Financial Services | 4.9 | |||||
Apparel | 2.8 | |||||
Beverages | 2.5 | |||||
Commercial Services | 2.0 | |||||
Materials | 1.9 | |||||
Consumer Staples | 1.5 | |||||
Beverage & Tobacco | 1.0 | |||||
Assets in Excess of Other Liabilities | 1.8 | |||||
Net Assets | 100.0 | % |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
France | $ | — | $ | 42,291,044 | $ | — | $ | 42,291,044 | ||||||||||
Germany | — | 11,121,846 | — | 11,121,846 | ||||||||||||||
Italy | — | 4,573,042 | — | 4,573,042 | ||||||||||||||
Japan | — | 11,155,650 | — | 11,155,650 | ||||||||||||||
Netherlands | — | 3,900,186 | — | 3,900,186 | ||||||||||||||
Switzerland | — | 21,733,835 | — | 21,733,835 | ||||||||||||||
United Kingdom | — | 114,014,451 | — | 114,014,451 | ||||||||||||||
United States | 229,281,715 | — | — | 229,281,715 | ||||||||||||||
Total Common Stock | 229,281,715 | 208,790,054 | — | 438,071,769 | ||||||||||||||
Total Investments, at fair value | $ | 229,281,715 | $ | 208,790,054 | $ | — | $ | 438,071,769 |
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, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
Health Care | 18.2 | % | ||||
Financials | 15.9 | % | ||||
Information Technology | 8.3 | % | ||||
Consumer Discretionary | 7.3 | % | ||||
Industrials | 6.8 | % | ||||
Communications | 5.2 | % | ||||
Consumer Staples | 5.1 | % | ||||
Consumer, Cyclical | 4.6 | % | ||||
Energy | 4.5 | % | ||||
Consumer, Non-cyclical | 3.4 | % | ||||
Utilities | 2.7 | % | ||||
Technology | 1.5 | % | ||||
Telecommunication Services | 0.7 | % | ||||
Materials | 0.6 | % | ||||
Cable & Satellite Television | 0.5 | % | ||||
Basic Materials | 0.2 | % | ||||
Asset-Backed Securities | 0.1 | % | ||||
Other Asset-Backed Securities | 0.1 | % | ||||
Assets in Excess of Other Liabilities* | 14.3 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 59.8% | |||||||||||||||||||
Consumer Discretionary: 7.3% | |||||||||||||||||||
112,800 | @ | Amazon.com, Inc. | $ | 80,721,936 | 1.3 | ||||||||||||||
127,179 | @ | Autozone, Inc. | 100,959,777 | 1.7 | |||||||||||||||
1,132,000 | Comcast Corp. — Class A | 73,795,080 | 1.2 | ||||||||||||||||
1,198,596 | Johnson Controls, Inc. | 53,049,859 | 0.9 | ||||||||||||||||
1,877,196 | @ | Liberty Global PLC — Class C | 53,781,666 | 0.9 | |||||||||||||||
580,700 | Lowe’s Cos, Inc. | 45,974,019 | 0.8 | ||||||||||||||||
1,254,787 | Other Securities | 33,407,072 | 0.5 | ||||||||||||||||
441,689,409 | 7.3 | ||||||||||||||||||
Consumer Staples: 5.1% | |||||||||||||||||||
501,000 | Altria Group, Inc. | 34,548,960 | 0.6 | ||||||||||||||||
414,700 | CVS Health Corp. | 39,703,378 | 0.6 | ||||||||||||||||
1,704,493 | Mondelez International, Inc. | 77,571,477 | 1.3 | ||||||||||||||||
491,082 | PepsiCo, Inc. | 52,025,227 | 0.9 | ||||||||||||||||
918,400 | Philip Morris International, Inc. | 93,419,648 | 1.5 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Consumer Staples: (continued) | |||||||||||||||||||
161,799 | Other Securities | $ | 9,436,023 | 0.2 | |||||||||||||||
306,704,713 | 5.1 | ||||||||||||||||||
Energy: 0.6% | |||||||||||||||||||
1,197,600 | L | Canadian Natural Resources Ltd. | 36,922,008 | 0.6 | |||||||||||||||
Financials: 11.8% | |||||||||||||||||||
239,429 | @ | Affiliated Managers Group, Inc. | 33,704,420 | 0.6 | |||||||||||||||
497,400 | American Tower Corp. | 56,509,614 | 0.9 | ||||||||||||||||
3,361,300 | Bank of New York Mellon Corp. | 130,586,505 | 2.1 | ||||||||||||||||
121,100 | Blackrock, Inc. | 41,480,383 | 0.7 | ||||||||||||||||
4,420,000 | Marsh & McLennan Cos., Inc. | 302,593,200 | 5.0 | ||||||||||||||||
900,886 | Willis Towers Watson PLC | 111,989,139 | 1.8 | ||||||||||||||||
860,002 | Other Securities | 40,153,400 | 0.7 | ||||||||||||||||
717,016,661 | 11.8 | ||||||||||||||||||
Health Care: 18.2% | |||||||||||||||||||
2,929,600 | Abbott Laboratories | 115,162,576 | 1.9 | ||||||||||||||||
769,200 | Aetna, Inc. | 93,942,396 | 1.5 | ||||||||||||||||
673,449 | Becton Dickinson & Co. | 114,210,216 | 1.9 | ||||||||||||||||
2,215,616 | Danaher Corp. | 223,777,216 | 3.7 | ||||||||||||||||
162,350 | Humana, Inc. | 29,203,518 | 0.5 | ||||||||||||||||
1,228,500 | PerkinElmer, Inc. | 64,397,970 | 1.1 | ||||||||||||||||
2,179,310 | Pfizer, Inc. | 76,733,505 | 1.3 | ||||||||||||||||
1,238,268 | Thermo Fisher Scientific, Inc. | 182,966,480 | 3.0 | ||||||||||||||||
593,224 | UnitedHealth Group, Inc. | 83,763,229 | 1.4 | ||||||||||||||||
1,866,489 | Zoetis, Inc. | 88,583,568 | 1.4 | ||||||||||||||||
127,203 | Other Securities | 30,193,685 | 0.5 | ||||||||||||||||
1,102,934,359 | 18.2 | ||||||||||||||||||
Industrials: 5.6% | |||||||||||||||||||
262,973 | @ | IHS, Inc. | 30,402,308 | 0.5 | |||||||||||||||
1,037,993 | Pentair PLC | 60,504,612 | 1.0 | ||||||||||||||||
236,100 | Roper Technologies, Inc. | 40,269,216 | 0.7 | ||||||||||||||||
2,455,100 | Tyco International Plc | 104,587,260 | 1.7 | ||||||||||||||||
3,400,161 | Other Securities | 105,370,660 | 1.7 | ||||||||||||||||
341,134,056 | 5.6 | ||||||||||||||||||
Information Technology: 8.3% | |||||||||||||||||||
20,100 | @ | Alphabet, Inc. — Class A | 14,140,953 | 0.2 | |||||||||||||||
102,519 | @ | Alphabet, Inc. — Class C | 70,953,400 | 1.2 | |||||||||||||||
628,600 | Apple, Inc. | 60,094,160 | 1.0 | ||||||||||||||||
851,214 | @ | Fiserv, Inc. | 92,552,498 | 1.5 | |||||||||||||||
242,595 | @ | FleetCor Technologies, Inc. | 34,722,622 | 0.6 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Information Technology: (continued) | |||||||||||||||||||
2,854,100 | Microsoft Corp. | $ | 146,044,297 | 2.4 | |||||||||||||||
880,900 | Visa, Inc. — Class A | 65,336,353 | 1.1 | ||||||||||||||||
250,823 | Other Securities | 15,714,061 | 0.3 | ||||||||||||||||
499,558,344 | 8.3 | ||||||||||||||||||
Materials: 0.6% | |||||||||||||||||||
499,096 | LyondellBasell Industries NV — Class A | 37,142,724 | 0.6 | ||||||||||||||||
Telecommunication Services: 0.7% | |||||||||||||||||||
378,871 | @ | SBA Communications Corp. | 40,895,336 | 0.7 | |||||||||||||||
Utilities: 1.6% | |||||||||||||||||||
1,487,437 | PG&E Corp. | 95,076,973 | 1.6 | ||||||||||||||||
80,600 | Other Securities | 3,609,268 | 0.0 | ||||||||||||||||
98,686,241 | 1.6 | ||||||||||||||||||
Total Common Stock (Cost $3,045,859,829) | 3,622,683,851 | 59.8 | |||||||||||||||||
PREFERRED STOCK: 1.8% | |||||||||||||||||||
Financials: 1.2% | |||||||||||||||||||
316,265 | @ | American Tower Corp. | 35,915,844 | 0.6 | |||||||||||||||
910,000 | Other Securities | 39,212,970 | 0.6 | ||||||||||||||||
75,128,814 | 1.2 | ||||||||||||||||||
Utilities: 0.6% | |||||||||||||||||||
189,375 | @,P | SCE Trust I | 5,024,119 | 0.1 | |||||||||||||||
29,790 | @,P | SCE Trust II | 779,008 | 0.0 | |||||||||||||||
324,305 | @,P | SCE Trust III | 9,404,845 | 0.2 | |||||||||||||||
540,000 | @,L,P | SCE Trust IV | 15,049,800 | 0.2 | |||||||||||||||
175,000 | @,P | SCE Trust V | 4,996,250 | 0.1 | |||||||||||||||
35,254,022 | 0.6 | ||||||||||||||||||
Total Preferred Stock (Cost $98,712,087) | 110,382,836 | 1.8 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 23.9% | |||||||||||||||||||
Basic Materials: 0.2% | |||||||||||||||||||
10,050,000 | Other Securities | 10,096,830 | 0.2 | ||||||||||||||||
Cable & Satellite Television: 0.5% | |||||||||||||||||||
29,450,000 | UPC Financing Partnership, 3.414%, 06/30/21 | 28,784,312 | 0.5 | ||||||||||||||||
Communications: 5.2% | |||||||||||||||||||
4,250,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 4,313,750 | 0.1 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
2,725,000 | # | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/20 | $ | 2,851,718 | 0.0 | ||||||||||||||
46,569,466 | Intelsat Jackson Holdings SA — TL B2, 3.750%, 06/30/19 | 42,320,002 | 0.7 | ||||||||||||||||
22,400,000 | SBA Telecommunications, Inc., 5.750%, 07/15/20 | 23,128,000 | 0.4 | ||||||||||||||||
5,250,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 5,466,562 | 0.1 | |||||||||||||||
750,000 | # | Sirius XM Radio, Inc., 5.875%, 10/01/20 | 779,063 | 0.0 | |||||||||||||||
14,490,000 | # | Telesat Canada, 6.000%, 05/15/17 | 14,480,944 | 0.2 | |||||||||||||||
11,550,000 | # | Unitymedia GmbH, 6.125%, 01/15/25 | 11,895,345 | 0.2 | |||||||||||||||
9,550,000 | # | Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH, 5.500%, 01/15/23 | 9,633,562 | 0.1 | |||||||||||||||
EUR 8,800,000 | # | UPC Holding BV, 6.375%, 09/15/22 | 10,369,371 | 0.2 | |||||||||||||||
26,383,500 | # | UPCB Finance V Ltd., 7.250%, 11/15/21 | 27,603,737 | 0.5 | |||||||||||||||
41,715,000 | # | UPCB Finance VI Ltd., 6.875%, 01/15/22 | 43,540,031 | 0.7 | |||||||||||||||
550,000 | # | Virgin Media Finance PLC, 6.000%, 10/15/24 | 542,437 | 0.0 | |||||||||||||||
GBP 2,227,500 | # | Virgin Media Secured Finance PLC, 6.000%, 04/15/21 | 3,065,455 | 0.0 | |||||||||||||||
6,200,000 | # | Virgin Media Secured Finance PLC, 5.250%, 01/15/26 | 6,037,250 | 0.1 | |||||||||||||||
17,662,500 | # | Virgin Media Secured Finance PLC, 5.375%, 04/15/21 | 18,170,297 | 0.3 | |||||||||||||||
94,251,559 | Other Securities | 94,716,976 | 1.6 | ||||||||||||||||
318,914,500 | 5.2 | ||||||||||||||||||
Consumer, Cyclical: 4.6% | |||||||||||||||||||
40,440,000 | Ford Motor Credit Co. LLC, 1.270%–4.250%, 02/03/17–11/04/19 | 40,682,866 | 0.7 | ||||||||||||||||
45,405,000 | Ford Motor Credit Co. LLC, 1.181%–6.625%, 08/15/17–03/12/19 | 45,930,619 | 0.7 | ||||||||||||||||
36,300,000 | L Brands, Inc., 6.625%–8.500%, 07/15/17–04/01/21 | 40,689,175 | 0.7 | ||||||||||||||||
11,776,000 | # | Six Flags Entertainment Corp., 5.250%, 01/15/21 | 12,202,880 | 0.2 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: (continued) | |||||||||||||||||||
149,562,704 | Other Securities(a) | $ | 137,853,607 | 2.3 | |||||||||||||||
277,359,147 | 4.6 | ||||||||||||||||||
Consumer, Non-cyclical: 3.4% | |||||||||||||||||||
12,910,087 | DaVita HealthCare Partners, Inc., 3.500%, 06/24/21 | 12,951,774 | 0.2 | ||||||||||||||||
29,175,000 | DaVita HealthCare Partners, Inc., 5.750%, 08/15/22 | 30,633,750 | 0.5 | ||||||||||||||||
12,543,000 | # | Fresenius Medical Care US Finance II, Inc., 5.625%, 07/31/19 | 13,648,289 | 0.2 | |||||||||||||||
4,175,000 | # | Fresenius Medical Care US Finance II, Inc., 5.875%, 01/31/22 | 4,597,719 | 0.1 | |||||||||||||||
1,297,000 | # | Fresenius Medical Care US Finance, Inc., 5.750%, 02/15/21 | 1,446,155 | 0.0 | |||||||||||||||
31,625,000 | HCA, Inc., 3.750%–8.000%, 10/01/18–02/15/20 | 34,899,250 | 0.6 | ||||||||||||||||
1,025,000 | # | TreeHouse Foods, Inc., 6.000%, 02/15/24 | 1,098,595 | 0.0 | |||||||||||||||
104,838,375 | Other Securities | 106,299,191 | 1.8 | ||||||||||||||||
205,574,723 | 3.4 | ||||||||||||||||||
Energy: 3.9% | |||||||||||||||||||
1,935,000 | Canadian Natural Resources Ltd., 1.750%, 01/15/18 | 1,918,779 | 0.0 | ||||||||||||||||
11,150,000 | Concho Resources, Inc./Midland TX, 6.500%, 01/15/22 | 11,470,562 | 0.2 | ||||||||||||||||
25,550,000 | L | Concho Resources, Inc./Midland TX, 7.000%, 01/15/21 | 26,380,375 | 0.4 | |||||||||||||||
31,062,000 | Concho Resources, Inc., 5.500%, 10/01/22–04/01/23 | 31,314,495 | 0.5 | ||||||||||||||||
26,014,000 | # | MPLX L.P., 4.500%, 07/15/23 | 25,260,557 | 0.4 | |||||||||||||||
3,050,000 | # | MPLX L.P., 4.875%, 12/01/24 | 2,977,532 | 0.1 | |||||||||||||||
20,320,000 | # | MPLX L.P., 5.500%, 02/15/23 | 20,665,663 | 0.3 | |||||||||||||||
38,750,000 | L | Range Resources Corp., 4.875%–5.750%, 06/01/21–05/15/25 | 37,102,000 | 0.6 | |||||||||||||||
80,345,000 | Other Securities(a) | 81,828,338 | 1.4 | ||||||||||||||||
238,918,301 | 3.9 | ||||||||||||||||||
Financial: 2.9% | |||||||||||||||||||
6,135,000 | American Tower Corp., 3.300%, 02/15/21 | 6,407,419 | 0.1 | ||||||||||||||||
14,832,000 | Crown Castle International Corp., 4.875%, 04/15/22 | 16,325,582 | 0.3 | ||||||||||||||||
24,600,000 | Crown Castle International Corp., 5.250%, 01/15/23 | 27,700,830 | 0.4 | ||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
22,371,000 | # | Hockey Merger Sub 2, Inc., 7.875%, 10/01/21 | $ | 21,532,087 | 0.4 | ||||||||||||||
4,150,000 | # | HUB International Ltd, 9.250%, 02/15/21 | 4,357,500 | 0.1 | |||||||||||||||
2,275,000 | # | Iron Mountain, Inc., 4.375%, 06/01/21 | 2,309,125 | 0.0 | |||||||||||||||
8,500,000 | # | Iron Mountain, Inc., 6.000%, 10/01/20 | 8,988,750 | 0.2 | |||||||||||||||
90,573,624 | Other Securities | 86,449,742 | 1.4 | ||||||||||||||||
174,071,035 | 2.9 | ||||||||||||||||||
Industrial: 1.2% | |||||||||||||||||||
775,000 | # | Manitowoc Foodservice, Inc., 9.500%, 02/15/24 | 868,000 | 0.0 | |||||||||||||||
1,250,000 | # | Moog, Inc., 5.250%, 12/01/22 | 1,271,875 | 0.0 | |||||||||||||||
14,570,000 | SBA Communications Corp., 4.875%–5.625%, 10/01/19–07/15/22 | 14,946,162 | 0.2 | ||||||||||||||||
57,812,667 | Other Securities | 58,588,164 | 1.0 | ||||||||||||||||
75,674,201 | 1.2 | ||||||||||||||||||
Technology: 1.5% | |||||||||||||||||||
1,450,000 | #,L | IMS Health, Inc., 6.000%, 11/01/20 | 1,479,000 | 0.0 | |||||||||||||||
1,400,000 | # | NXP BV / NXP Funding LLC, 3.500%, 09/15/16 | 1,402,124 | 0.0 | |||||||||||||||
35,133,000 | # | NXP BV / NXP Funding LLC, 3.750%, 06/01/18 | 35,923,492 | 0.6 | |||||||||||||||
10,150,000 | # | NXP BV / NXP Funding LLC, 5.750%, 02/15/21 | 10,581,375 | 0.2 | |||||||||||||||
2,311,873 | NXP BV TL B 1L, 3.750%, 12/07/20 | 2,319,458 | 0.1 | ||||||||||||||||
37,303,195 | Other Securities | 38,055,860 | 0.6 | ||||||||||||||||
89,761,309 | 1.5 | ||||||||||||||||||
Utilities: 0.5% | |||||||||||||||||||
29,311,683 | Other Securities | 30,360,404 | 0.5 | ||||||||||||||||
Total Corporate Bonds/Notes (Cost $1,443,913,249) | 1,449,514,762 | 23.9 | |||||||||||||||||
ASSET-BACKED SECURITIES: 0.2% | |||||||||||||||||||
Other Asset-Backed Securities: 0.2% | |||||||||||||||||||
2,681,063 | # | DB Master Finance LLC 2015-1 A2I, 3.262%, 02/20/45 | 2,713,177 | 0.0 | |||||||||||||||
6,315,000 | # | Taco Bell Funding LLC, 3.832%, 05/25/46 | 6,410,083 | 0.1 | |||||||||||||||
3,984,888 | # | Wendys Funding LLC 2015-1A A2I, 3.371%, 06/15/45 | 4,019,074 | 0.1 | |||||||||||||||
Total Asset-Backed Securities (Cost $12,980,950) | 13,142,334 | 0.2 | |||||||||||||||||
Total Long-Term Investments (Cost $4,601,466,115) | 5,195,723,783 | 85.7 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 12.6% | |||||||||||||||||||
Corporate Bonds/Notes: 0.0% | |||||||||||||||||||
1,925,000 | # | Beverage Packaging Holdings Luxembourg II SA / Beverage Packaging Holdings II Is, 5.625%, 12/15/16 (Cost $1,909,079) | $ | 1,929,812 | 0.0 | ||||||||||||||
Securities Lending Collateralcc: 0.2% | |||||||||||||||||||
2,441,180 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $2,441,208, collateralized by various U.S. Government Agency Obligations, 3.000%–7.250%, Market Value plus accrued interest $2,490,033, due 01/01/30–06/20/46) | 2,441,180 | 0.1 | ||||||||||||||||
2,441,180 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $2,441,211, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $2,490,003, due 07/15/16–09/20/65) | 2,441,180 | 0.0 | ||||||||||||||||
2,441,180 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $2,441,213, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $2,490,004, due 07/07/16–02/01/49) | 2,441,180 | 0.1 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
513,797 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.43%, due 07/01/16 (Repurchase Amount $513,803, collateralized by various U.S. Government Agency Obligations, 1.370%–6.059%, Market Value plus accrued interest $524,073, due 01/01/19–07/01/46) | $ | 513,797 | 0.0 | |||||||||||||||
2,441,180 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $2,441,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $2,490,004, due 12/01/16-02/20/66) | 2,441,180 | 0.0 | ||||||||||||||||
10,278,517 | 0.2 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 12.4% | ||||||||||||||||||
749,100,340 | T. Rowe Price Reserve Investment Fund, 0.320%†† (Cost $749,100,340) | 749,100,340 | 12.4 | |||||||||||||||
Total Short-Term Investments (Cost $761,287,936) | 761,308,669 | 12.6 | ||||||||||||||||
Total Investments in Securities (Cost $5,362,754,051) | $ | 5,957,032,452 | 98.3 | |||||||||||||||
Assets in Excess of Other Liabilities | 102,330,380 | 1.7 | ||||||||||||||||
Net Assets | $ | 6,059,362,832 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
P | Preferred Stock may be called prior to convertible date. |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
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, 2016. |
(a) | This grouping contains securities on loan. |
CAD | Canadian Dollar |
EUR | EU Euro |
GBP | British Pound |
Cost for federal income tax purposes is $5,375,317,533. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 651,519,319 | ||||
Gross Unrealized Depreciation | (69,804,400 | ) | ||||
Net Unrealized Appreciation | $ | 581,714,919 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 433,205,487 | $ | 8,483,922 | $ | — | $ | 441,689,409 | ||||||||||
Consumer Staples | 297,268,690 | 9,436,023 | — | 306,704,713 | ||||||||||||||
Energy | 36,922,008 | — | — | 36,922,008 | ||||||||||||||
Financials | 698,711,645 | 18,305,016 | — | 717,016,661 | ||||||||||||||
Health Care | 1,102,934,359 | — | — | 1,102,934,359 | ||||||||||||||
Industrials | 315,537,921 | 25,596,135 | — | 341,134,056 | ||||||||||||||
Information Technology | 499,558,344 | — | — | 499,558,344 | ||||||||||||||
Materials | 37,142,724 | — | — | 37,142,724 | ||||||||||||||
Telecommunication Services | 40,895,336 | — | — | 40,895,336 | ||||||||||||||
Utilities | 98,686,241 | — | — | 98,686,241 | ||||||||||||||
Total Common Stock | 3,560,862,755 | 61,821,096 | — | 3,622,683,851 | ||||||||||||||
Preferred Stock | 46,363,903 | 64,018,933 | — | 110,382,836 | ||||||||||||||
Corporate Bonds/Notes | — | 1,449,514,762 | — | 1,449,514,762 | ||||||||||||||
Short-Term Investments | 749,100,340 | 12,208,329 | — | 761,308,669 | ||||||||||||||
Asset-Backed Securities | — | 13,142,334 | — | 13,142,334 | ||||||||||||||
Total Investments, at fair value | $ | 4,356,326,998 | $ | 1,600,705,454 | $ | — | $ | 5,957,032,452 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Written Options | $ | — | $ | (31,794,031 | ) | $ | — | $ | (31,794,031 | ) | ||||||||
Total Liabilities | $ | — | $ | (31,794,031 | ) | $ | — | $ | (31,794,031 | ) |
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. |
Number of Contracts | Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Options on Securities | |||||||||||||||||||||||||||
528 | Deutsche Bank AG | Allergan plc | 270.000 | USD | 01/20/17 | $ | 424,618 | $ | (380,160 | ) | |||||||||||||||||
49 | Deutsche Bank AG | Alphabet, Inc. — Class A | 800.000 | USD | 01/20/17 | 160,127 | (77,420 | ) | |||||||||||||||||||
152 | Deutsche Bank AG | Alphabet, Inc. — Class A | 900.000 | USD | 01/20/17 | 307,906 | (26,752 | ) | |||||||||||||||||||
82 | Deutsche Bank AG | Alphabet, Inc. — Class C | 800.000 | USD | 01/20/17 | 197,021 | (96,350 | ) | |||||||||||||||||||
82 | Deutsche Bank AG | Alphabet, Inc. — Class C | 820.000 | USD | 01/20/17 | 151,405 | (69,290 | ) | |||||||||||||||||||
82 | Deutsche Bank AG | Alphabet, Inc. — Class C | 840.000 | USD | 01/20/17 | 115,628 | (48,790 | ) | |||||||||||||||||||
206 | Morgan Stanley | Alphabet, Inc. — Class C | 795.000 | USD | 01/20/17 | 559,627 | (280,160 | ) | |||||||||||||||||||
2,505 | Citigroup, Inc. | Altria Group, Inc. | 65.000 | USD | 01/20/17 | 414,583 | (1,362,720 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Number of Contracts | Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Options on Securities (continued) | |||||||||||||||||||||||||||
2,505 | Citigroup, Inc. | Altria Group, Inc. | 67.500 | USD | 01/20/17 | $ | 261,964 | $ | (989,475 | ) | |||||||||||||||||
298 | Citigroup, Inc. | American Tower Corp. | 105.000 | USD | 01/20/17 | 91,486 | (327,800 | ) | |||||||||||||||||||
579 | Citigroup, Inc. | American Tower Corp. | 110.000 | USD | 01/20/17 | 191,601 | (463,200 | ) | |||||||||||||||||||
850 | Citigroup, Inc. | American Tower Corp. | 115.000 | USD | 01/20/17 | 209,303 | (425,000 | ) | |||||||||||||||||||
1,241 | Citigroup, Inc. | Apple, Inc. | 105.000 | USD | 01/20/17 | 299,093 | (349,962 | ) | |||||||||||||||||||
1,241 | Citigroup, Inc. | Apple, Inc. | 110.000 | USD | 01/20/17 | 185,666 | (219,657 | ) | |||||||||||||||||||
3,647 | Citigroup, Inc. | Apple, Inc. | 115.000 | USD | 01/20/17 | 666,005 | (390,229 | ) | |||||||||||||||||||
79 | Deutsche Bank AG | Autozone, Inc. | 840.000 | USD | 01/20/17 | 136,915 | (199,080 | ) | |||||||||||||||||||
4,810 | Deutsche Bank AG | Bank of New York Mellon Corp. | 45.000 | USD | 01/20/17 | 1,218,191 | (329,485 | ) | |||||||||||||||||||
3,298 | Deutsche Bank AG | Bank of New York Mellon Corp. | 47.000 | USD | 01/20/17 | 798,116 | (125,324 | ) | |||||||||||||||||||
467 | Deutsche Bank AG | Boeing Co. | 160.000 | USD | 01/20/17 | 349,214 | (25,685 | ) | |||||||||||||||||||
468 | Deutsche Bank AG | Boeing Co. | 165.000 | USD | 01/20/17 | 275,733 | (15,210 | ) | |||||||||||||||||||
468 | Deutsche Bank AG | Boeing Co. | 170.000 | USD | 01/20/17 | 213,907 | (7,956 | ) | |||||||||||||||||||
4,703 | Citigroup, Inc. | Comcast Corp. — Class A | 62.500 | USD | 01/20/17 | 1,587,693 | (2,445,560 | ) | |||||||||||||||||||
6,617 | Citigroup, Inc. | Comcast Corp. — Class A | 65.000 | USD | 01/20/17 | 1,479,324 | (2,421,822 | ) | |||||||||||||||||||
747 | Citigroup, Inc. | CVS Health Corp. | 115.000 | USD | 01/20/17 | 189,525 | (12,699 | ) | |||||||||||||||||||
667 | JPMorgan Chase & Co. | CVS Health Corp. | 100.000 | USD | 01/20/17 | 403,610 | (190,762 | ) | |||||||||||||||||||
981 | JPMorgan Chase & Co. | CVS Health Corp. | 105.000 | USD | 01/20/17 | 340,032 | (127,530 | ) | |||||||||||||||||||
1,689 | JPMorgan Chase & Co. | CVS Health Corp. | 110.000 | USD | 01/20/17 | 343,254 | (79,383 | ) | |||||||||||||||||||
1,571 | Citigroup, Inc. | Danaher Corp. | 92.500 | USD | 01/20/17 | 685,036 | (1,751,665 | ) | |||||||||||||||||||
1,571 | Citigroup, Inc. | Danaher Corp. | 95.000 | USD | 01/20/17 | 529,820 | (1,437,465 | ) | |||||||||||||||||||
709 | Deutsche Bank AG | Danaher Corp. | 100.000 | USD | 01/20/17 | 206,292 | (411,220 | ) | |||||||||||||||||||
1,957 | Deutsche Bank AG | Danaher Corp. | 105.000 | USD | 01/20/17 | 576,005 | (616,455 | ) | |||||||||||||||||||
1,248 | Deutsche Bank AG | Danaher Corp. | 110.000 | USD | 01/20/17 | 278,222 | (203,173 | ) | |||||||||||||||||||
502 | Deutsche Bank AG | Danaher Corp. | 115.000 | USD | 01/20/17 | 95,380 | (40,160 | ) | |||||||||||||||||||
411 | Citigroup, Inc. | Lowe’s Cos, Inc. | 80.000 | USD | 01/20/17 | 92,126 | (178,785 | ) | |||||||||||||||||||
411 | Citigroup, Inc. | Lowe’s Cos, Inc. | 82.500 | USD | 01/20/17 | 68,247 | (141,795 | ) | |||||||||||||||||||
1,961 | Citigroup, Inc. | Lowe’s Cos, Inc. | 85.000 | USD | 01/20/17 | 343,931 | (452,991 | ) | |||||||||||||||||||
751 | Citigroup, Inc. | Lowe’s Cos, Inc. | 87.500 | USD | 01/20/17 | 157,644 | (114,527 | ) | |||||||||||||||||||
1,522 | Citigroup, Inc. | Lowe’s Cos, Inc. | 90.000 | USD | 01/20/17 | 185,304 | (149,917 | ) | |||||||||||||||||||
1,724 | Citigroup, Inc. | LyondellBasell Industries NV — Class A | 87.500 | USD | 01/20/17 | 479,020 | (280,150 | ) | |||||||||||||||||||
1,100 | Citigroup, Inc. | LyondellBasell Industries NV — Class A | 90.000 | USD | 01/20/17 | 292,095 | (121,000 | ) | |||||||||||||||||||
1,100 | Citigroup, Inc. | LyondellBasell Industries NV — Class A | 92.500 | USD | 01/20/17 | 224,122 | (99,000 | ) | |||||||||||||||||||
5,095 | Deutsche Bank AG | Microsoft Corp. | 57.500 | USD | 01/20/17 | 714,646 | (514,595 | ) | |||||||||||||||||||
5,313 | Deutsche Bank AG | Microsoft Corp. | 62.500 | USD | 01/20/17 | 976,332 | (164,703 | ) | |||||||||||||||||||
7,939 | Deutsche Bank AG | Microsoft Corp. | 65.000 | USD | 01/20/17 | 987,126 | (127,024 | ) | |||||||||||||||||||
671 | Citigroup, Inc. | PepsiCo., Inc. | 100.000 | USD | 01/20/17 | 256,322 | (503,250 | ) | |||||||||||||||||||
1,471 | Citigroup, Inc. | PepsiCo., Inc. | 105.000 | USD | 01/20/17 | 445,628 | (684,015 | ) | |||||||||||||||||||
2,367 | Citigroup, Inc. | PepsiCo., Inc. | 110.000 | USD | 01/20/17 | 375,475 | (520,740 | ) | |||||||||||||||||||
7,392 | RBC Capital Markets | Pfizer, Inc. | 35.000 | USD | 01/20/17 | 769,781 | (1,278,816 | ) | |||||||||||||||||||
3,743 | RBC Capital Markets | Pfizer, Inc. | 36.000 | USD | 01/20/17 | 428,189 | (460,389 | ) | |||||||||||||||||||
1,127 | RBC Capital Markets | Pfizer, Inc. | 37.000 | USD | 01/20/17 | 91,107 | (95,795 | ) | |||||||||||||||||||
1,219 | Deutsche Bank AG | Phillip Morris International, Inc. | 92.500 | USD | 01/20/17 | 353,455 | (1,139,765 | ) | |||||||||||||||||||
2,267 | Deutsche Bank AG | Phillip Morris International, Inc. | 95.000 | USD | 01/20/17 | 510,759 | (2,006,295 | ) | |||||||||||||||||||
2,267 | Deutsche Bank AG | Phillip Morris International, Inc. | 97.500 | USD | 01/20/17 | 339,145 | (1,603,903 | ) | |||||||||||||||||||
1,049 | Citigroup, Inc. | Texas Instruments, Inc. | 55.000 | USD | 01/20/17 | 362,671 | (941,478 | ) | |||||||||||||||||||
1,049 | Citigroup, Inc. | Texas Instruments, Inc. | 60.000 | USD | 01/20/17 | 218,716 | (566,460 | ) | |||||||||||||||||||
206 | Citigroup, Inc. | Thermo Fisher Scientific Inc. | 155.000 | USD | 01/20/17 | 104,916 | (115,360 | ) | |||||||||||||||||||
349 | Deutsche Bank AG | Thermo Fisher Scientific Inc. | 160.000 | USD | 01/20/17 | 150,419 | (139,600 | ) | |||||||||||||||||||
959 | Deutsche Bank AG | Thermo Fisher Scientific Inc. | 165.000 | USD | 01/20/17 | 326,928 | (249,340 | ) | |||||||||||||||||||
1,548 | Deutsche Bank AG | Thermo Fisher Scientific Inc. | 170.000 | USD | 01/20/17 | 380,176 | (259,290 | ) | |||||||||||||||||||
1,561 | Deutsche Bank AG | United Health Group Inc. | 140.000 | USD | 01/20/17 | 517,026 | (1,436,120 | ) | |||||||||||||||||||
1,305 | Deutsche Bank AG | United Health Group Inc. | 145.000 | USD | 01/20/17 | 383,477 | (893,925 | ) | |||||||||||||||||||
2,901 | Citigroup, Inc. | Visa, Inc. — Class A | 87.500 | USD | 01/20/17 | 596,366 | (275,595 | ) | |||||||||||||||||||
1,007 | Citigroup, Inc. | Visa, Inc. — Class A | 90.000 | USD | 01/20/17 | 161,363 | (62,434 | ) | |||||||||||||||||||
1,007 | Deutsche Bank AG | Visa, Inc. — Class A | 85.000 | USD | 01/20/17 | 303,925 | (135,945 | ) | |||||||||||||||||||
1,213 | Morgan Stanley | Zoetis, Inc. | 55.000 | USD | 01/20/17 | 210,480 | (133,430 | ) | |||||||||||||||||||
Total Written OTC Options | $ | 25,749,219 | $ | (31,794,031 | ) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||||
Equity contracts | Written options, at fair value | $ | 31,794,031 | |||||||
Total Liability Derivatives | $ | 31,794,031 |
* | Include cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Written options | |||||
Equity contracts | $8,401,668 | |||||
Total | $8,401,668 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Written options | |||||
Equity contracts | $2,428,504 | |||||
Total | $2,428,504 |
Bank of America | Citigroup, Inc. | Deutsche Bank AG | JP Morgan Chase & Co. | Morgan Stanley | RCB Capital Markets | Totals | |||||||||||||||||||||||||||||
Liabilities: | |||||||||||||||||||||||||||||||||||
Written options | $ | — | $ | 17,804,751 | $ | 11,343,015 | $ | 397,675 | $ | 413,590 | $ | 1,835,000 | $ | 31,794,031 | |||||||||||||||||||||
Total Liabilities | $ | — | $ | 17,804,751 | $ | 11,343,015 | $ | 397,675 | $ | 413,590 | $ | 1,835,000 | $ | 31,794,031 | |||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | — | $ | (17,804,751 | ) | $ | (11,343,015 | ) | $ | (397,675 | ) | $ | (413,590 | ) | $ | (1,835,000 | ) | (31,794,031 | ) | ||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | |||||||||||||||||||||
Net Exposure(1) | $ | — | $ | (17,804,751 | ) | $ | (11,343,015 | ) | $ | (397,675 | ) | $ | (413,590 | ) | $ | (1,835,000 | ) | $ | (31,794,031 | ) |
(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, 2016 (UNAUDITED) |
(as a percentage of net assets)
Financials | 22.0 | % | ||||
Industrials | 13.5 | % | ||||
Energy | 12.2 | % | ||||
Information Technology | 10.2 | % | ||||
Health Care | 9.5 | % | ||||
Consumer Discretionary | 8.8 | % | ||||
Utilities | 8.5 | % | ||||
Consumer Staples | 5.1 | % | ||||
Materials | 5.0 | % | ||||
Telecommunication Services | 2.9 | % | ||||
Technology | 0.2 | % | ||||
Consumer, Non-cyclical* | 0.0 | % | ||||
Assets in Excess of Other Liabilities** | 2.1 | % | ||||
Net Assets | 100.0 | % | ||||
* Amount is less than 0.005% or more than (0.005)%. | ||||||
** Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.7% | |||||||||||||||||||
Consumer Discretionary: 8.8% | |||||||||||||||||||
190,900 | Comcast Corp. — Class A | $ | 12,444,771 | 1.2 | |||||||||||||||
359,100 | Mattel, Inc. | 11,236,239 | 1.0 | ||||||||||||||||
476,400 | Twenty-First Century Fox, Inc. — Class B | 12,981,900 | 1.2 | ||||||||||||||||
1,985,775 | Other Securities | 56,976,187 | 5.4 | ||||||||||||||||
93,639,097 | 8.8 | ||||||||||||||||||
Consumer Staples: 5.1% | |||||||||||||||||||
301,400 | Archer-Daniels-Midland Co. | 12,927,046 | 1.2 | ||||||||||||||||
112,200 | PepsiCo, Inc. | 11,886,468 | 1.1 | ||||||||||||||||
135,600 | Wal-Mart Stores, Inc. | 9,901,512 | 1.0 | ||||||||||||||||
814,169 | Other Securities | 18,784,308 | 1.8 | ||||||||||||||||
53,499,334 | 5.1 | ||||||||||||||||||
Energy: 12.2% | |||||||||||||||||||
219,600 | Apache Corp. | 12,225,132 | 1.1 | ||||||||||||||||
411,400 | Canadian Natural Resources Ltd. | 12,683,462 | 1.2 | ||||||||||||||||
106,790 | Chevron Corp. | 11,194,795 | 1.1 | ||||||||||||||||
315,224 | Exxon Mobil Corp. | 29,549,098 | 2.8 | ||||||||||||||||
347,600 | Royal Dutch Shell PLC — Class A ADR | 19,194,472 | 1.8 | ||||||||||||||||
302,600 | L | Total S.A. ADR | 14,555,060 | 1.4 | |||||||||||||||
629,368 | Other Securities | 29,640,186 | 2.8 | ||||||||||||||||
129,042,205 | 12.2 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Financials: 22.0% | |||||||||||||||||||
218,400 | American Express Co. | $ | 13,269,984 | 1.3 | |||||||||||||||
128,600 | Ameriprise Financial, Inc. | 11,554,710 | 1.1 | ||||||||||||||||
926,419 | Bank of America Corp. | 12,293,580 | 1.2 | ||||||||||||||||
271,100 | Citigroup, Inc. | 11,491,929 | 1.1 | ||||||||||||||||
512,544 | JPMorgan Chase & Co. | 31,849,484 | 3.0 | ||||||||||||||||
397,100 | Loews Corp. | 16,316,839 | 1.5 | ||||||||||||||||
206,500 | Marsh & McLennan Cos., Inc. | 14,136,990 | 1.3 | ||||||||||||||||
361,600 | Metlife, Inc. | 14,402,528 | 1.4 | ||||||||||||||||
571,000 | Morgan Stanley | 14,834,580 | 1.4 | ||||||||||||||||
191,300 | Northern Trust Corp. | 12,675,538 | 1.2 | ||||||||||||||||
208,400 | State Street Corp. | 11,236,928 | 1.1 | ||||||||||||||||
255,100 | Wells Fargo & Co. | 12,073,883 | 1.1 | ||||||||||||||||
3,172,212 | Other Securities | 56,476,116 | 5.3 | ||||||||||||||||
232,613,089 | 22.0 | ||||||||||||||||||
Health Care: 9.5% | |||||||||||||||||||
87,964 | Anthem, Inc. | 11,553,192 | 1.1 | ||||||||||||||||
163,200 | Bristol-Myers Squibb Co. | 12,003,360 | 1.1 | ||||||||||||||||
166,800 | Johnson & Johnson | 20,232,840 | 1.9 | ||||||||||||||||
171,700 | Merck & Co., Inc. | 9,891,637 | 0.9 | ||||||||||||||||
683,976 | Pfizer, Inc. | 24,082,795 | 2.3 | ||||||||||||||||
464,523 | Other Securities | 22,836,873 | 2.2 | ||||||||||||||||
100,600,697 | 9.5 | ||||||||||||||||||
Industrials: 13.5% | |||||||||||||||||||
148,800 | Boeing Co. | 19,324,656 | 1.8 | ||||||||||||||||
197,100 | Emerson Electric Co. | 10,280,736 | 1.0 | ||||||||||||||||
1,022,600 | General Electric Co. | 32,191,448 | 3.1 | ||||||||||||||||
111,900 | Illinois Tool Works, Inc. | 11,655,504 | 1.1 | ||||||||||||||||
345,300 | Tyco International Plc | 14,709,780 | 1.4 | ||||||||||||||||
90,200 | United Parcel Service, Inc. — Class B | 9,716,344 | 0.9 | ||||||||||||||||
611,300 | Other Securities | 44,502,987 | 4.2 | ||||||||||||||||
142,381,455 | 13.5 | ||||||||||||||||||
Information Technology: 10.2% | |||||||||||||||||||
554,200 | Applied Materials, Inc. | 13,284,174 | 1.3 | ||||||||||||||||
423,900 | Cisco Systems, Inc. | 12,161,691 | 1.1 | ||||||||||||||||
158,100 | Harris Corp. | 13,191,864 | 1.2 | ||||||||||||||||
389,900 | Microsoft Corp. | 19,951,183 | 1.9 | ||||||||||||||||
249,300 | Qualcomm, Inc. | 13,355,001 | 1.3 | ||||||||||||||||
190,700 | Texas Instruments, Inc. | 11,947,355 | 1.1 | ||||||||||||||||
460,800 | Other Securities | 24,404,107 | 2.3 | ||||||||||||||||
108,295,375 | 10.2 | ||||||||||||||||||
Materials: 5.0% | |||||||||||||||||||
236,500 | Du Pont E I de Nemours & Co. | 15,325,200 | 1.4 | ||||||||||||||||
295,493 | International Paper Co. | 12,522,993 | 1.2 | ||||||||||||||||
534,705 | Other Securities | 24,992,227 | 2.4 | ||||||||||||||||
52,840,420 | 5.0 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Telecommunication Services: 2.9% | |||||||||||||||||||
317,258 | Verizon Communications, Inc. | $ | 17,715,687 | 1.7 | |||||||||||||||
1,812,959 | Other Securities | 12,993,956 | 1.2 | ||||||||||||||||
30,709,643 | 2.9 | ||||||||||||||||||
Utilities: 8.5% | |||||||||||||||||||
970,700 | AES Corp. | 12,114,336 | 1.2 | ||||||||||||||||
137,200 | Edison International | 10,656,324 | 1.0 | ||||||||||||||||
136,100 | Entergy Corp. | 11,071,735 | 1.1 | ||||||||||||||||
305,700 | FirstEnergy Corp. | 10,671,987 | 1.0 | ||||||||||||||||
530,700 | NiSource, Inc. | 14,074,164 | 1.3 | ||||||||||||||||
220,600 | PG&E Corp. | 14,100,752 | 1.3 | ||||||||||||||||
414,400 | Other Securities | 16,864,412 | 1.6 | ||||||||||||||||
89,553,710 | 8.5 | ||||||||||||||||||
Total Common Stock (Cost $850,083,841) | 1,033,175,025 | 97.7 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 0.2% | |||||||||||||||||||
Consumer, Non-cyclical: 0.0% | |||||||||||||||||||
75,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 64,875 | 0.0 | |||||||||||||||
340,000 | # | VRX Escrow Corp., 5.875%, 05/15/23 | 276,250 | 0.0 | |||||||||||||||
341,125 | 0.0 | ||||||||||||||||||
Technology: 0.2% | |||||||||||||||||||
1,575,000 | # | Western Digital Corp., 10.500%, 04/01/24 | 1,689,188 | 0.2 | |||||||||||||||
Total Corporate Bonds/Notes (Cost $1,914,276) | 2,030,313 | 0.2 | |||||||||||||||||
Total Long-Term Investments (Cost $851,998,117) | 1,035,205,338 | 97.9 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 3.0% | |||||||||||||||||||
Securities Lending Collateralcc: 1.0% | |||||||||||||||||||
2,664,780 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $2,664,811, collateralized by various U.S. Government Agency Obligations, 3.000%–7.250%, Market Value plus accrued interest $2,718,107, due 01/01/30–06/20/46) | 2,664,780 | 0.2 | ||||||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
2,664,780 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $2,664,814, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $2,718,076, due 07/15/16–09/20/65) | $ | 2,664,780 | 0.2 | |||||||||||||||
2,664,780 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $2,664,817, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $2,718,076, due 07/07/16–02/01/49) | 2,664,780 | 0.3 | ||||||||||||||||
560,881 | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $560,888, collateralized by various U.S. Government Agency Obligations, 1.000%–8.000%, Market Value plus accrued interest $572,099, due 06/01/22–11/20/45) | 560,881 | 0.1 | ||||||||||||||||
2,664,780 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $2,664,811, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $2,718,076, due 12/01/16–02/20/66) | 2,664,780 | 0.2 | ||||||||||||||||
11,220,001 | 1.0 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 2.0% | ||||||||||||||||||
20,992,241 | T. Rowe Price Reserve Investment Fund, 0.320%†† (Cost $20,992,241) | $ | 20,992,241 | 2.0 | ||||||||||||||
Total Short-Term Investments (Cost $32,212,242) | 32,212,242 | 3.0 | ||||||||||||||||
Total Investments in Securities (Cost $884,210,359) | $ | 1,067,417,580 | 100.9 | |||||||||||||||
Liabilities in Excess of Other Assets | (9,798,312 | ) | (0.9 | ) | ||||||||||||||
Net Assets | $ | 1,057,619,268 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2016. | |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. | |
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, 2016. |
Cost for federal income tax purposes is $895,095,354. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 237,492,149 | ||||
Gross Unrealized Depreciation | (65,169,923 | ) | ||||
Net Unrealized Appreciation | $ | 172,322,226 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 93,639,097 | $ | — | $ | — | $ | 93,639,097 | ||||||||||
Consumer Staples | 46,820,750 | 6,678,584 | — | 53,499,334 | ||||||||||||||
Energy | 129,042,205 | — | — | 129,042,205 | ||||||||||||||
Financials | 228,784,793 | 3,828,296 | — | 232,613,089 | ||||||||||||||
Health Care | 93,775,411 | 6,825,286 | — | 100,600,697 | ||||||||||||||
Industrials | 142,381,455 | — | — | 142,381,455 | ||||||||||||||
Information Technology | 108,295,375 | — | — | 108,295,375 | ||||||||||||||
Materials | 52,840,420 | — | — | 52,840,420 | ||||||||||||||
Telecommunication Services | 23,230,778 | 7,478,865 | — | 30,709,643 | ||||||||||||||
Utilities | 89,553,710 | — | — | 89,553,710 | ||||||||||||||
Total Common Stock | 1,008,363,994 | 24,811,031 | — | 1,033,175,025 | ||||||||||||||
Corporate Bonds/Notes | — | 2,030,313 | — | 2,030,313 | ||||||||||||||
Short-Term Investments | 20,992,241 | 11,220,001 | — | 32,212,242 | ||||||||||||||
Total Investments, at fair value | $ | 1,029,356,235 | $ | 38,061,345 | $ | — | $ | 1,067,417,580 |
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, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
Japan | 15.3 | % | ||||
United Kingdom | 14.6 | % | ||||
Switzerland | 6.7 | % | ||||
United States | 6.4 | % | ||||
Netherlands | 5.7 | % | ||||
Germany | 5.3 | % | ||||
India | 5.3 | % | ||||
China | 4.9 | % | ||||
Hong Kong | 4.7 | % | ||||
Sweden | 3.7 | % | ||||
Countries between 0.2%–3.2%ˆ | 24.5 | % | ||||
Assets in Excess of Other Liabilities* | 2.9 | % | ||||
Net Assets | 100.0 | % | ||||
* Includes short-term investments. | ||||||
ˆ Includes 18 countries, which each represents 0.2%–3.2% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.0% | |||||||||||||||||||
Australia: 3.2% | |||||||||||||||||||
193,754 | Amcor Ltd. | $ | 2,178,495 | 1.0 | |||||||||||||||
1,140,864 | Other Securities | 4,821,661 | 2.2 | ||||||||||||||||
7,000,156 | 3.2 | ||||||||||||||||||
Brazil: 0.5% | |||||||||||||||||||
111,100 | Other Securities | 1,172,105 | 0.5 | ||||||||||||||||
Canada: 2.4% | |||||||||||||||||||
70,400 | Canadian Natural Resources Ltd. | 2,172,022 | 1.0 | ||||||||||||||||
16,900 | Canadian Pacific Railway Ltd. | 2,175,763 | 1.0 | ||||||||||||||||
22,316 | Other Securities | 768,866 | 0.4 | ||||||||||||||||
5,116,651 | 2.4 | ||||||||||||||||||
China: 4.9% | |||||||||||||||||||
664,000 | China Overseas Land & Investment Ltd. | 2,116,734 | 1.0 | ||||||||||||||||
140,300 | Tencent Holdings Ltd. | 3,218,436 | 1.5 | ||||||||||||||||
881,471 | Other Securities(a) | 5,256,355 | 2.4 | ||||||||||||||||
10,591,525 | 4.9 | ||||||||||||||||||
Denmark: 0.4% | |||||||||||||||||||
52,235 | Other Securities | 943,590 | 0.4 | ||||||||||||||||
Finland: 1.0% | |||||||||||||||||||
54,582 | Sampo OYJ | 2,232,212 | 1.0 | ||||||||||||||||
France: 3.1% | |||||||||||||||||||
37,702 | Schneider Electric SE | 2,199,570 | 1.0 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
France: (continued) | |||||||||||||||||||
52,656 | Other Securities | $ | 4,517,046 | 2.1 | |||||||||||||||
6,716,616 | 3.1 | ||||||||||||||||||
Germany: 5.3% | |||||||||||||||||||
35,396 | Bayer AG | 3,555,009 | 1.6 | ||||||||||||||||
34,608 | Fresenius SE & Co. KGaA | 2,542,921 | 1.1 | ||||||||||||||||
13,635 | Linde AG | 1,899,863 | 0.9 | ||||||||||||||||
16,507 | #,@ | Scout24 AG | 613,578 | 0.3 | |||||||||||||||
56,670 | Other Securities(a) | 2,991,981 | 1.4 | ||||||||||||||||
11,603,352 | 5.3 | ||||||||||||||||||
Hong Kong: 4.7% | |||||||||||||||||||
731,400 | AIA Group Ltd. | 4,398,439 | 2.0 | ||||||||||||||||
306,240 | CK Hutchison Holdings Ltd. | 3,368,781 | 1.6 | ||||||||||||||||
33,300 | Jardine Matheson Holdings Ltd. | 1,946,842 | 0.9 | ||||||||||||||||
68,740 | Other Securities | 433,107 | 0.2 | ||||||||||||||||
10,147,169 | 4.7 | ||||||||||||||||||
India: 5.3% | |||||||||||||||||||
48,951 | Axis Bank Ltd. | 388,974 | 0.2 | ||||||||||||||||
43,615 | Axis Bank Ltd. GDR | 1,694,175 | 0.8 | ||||||||||||||||
140,243 | Housing Development Finance Corp. | 2,612,804 | 1.2 | ||||||||||||||||
860,031 | NTPC Ltd. | 1,996,014 | 0.9 | ||||||||||||||||
57,290 | Tata Consultancy Services Ltd. | 2,171,240 | 1.0 | ||||||||||||||||
666,975 | Other Securities | 2,566,965 | 1.2 | ||||||||||||||||
11,430,172 | 5.3 | ||||||||||||||||||
Indonesia: 1.5% | |||||||||||||||||||
6,517,600 | Other Securities | 3,314,874 | 1.5 | ||||||||||||||||
Ireland: 0.4% | |||||||||||||||||||
53,349 | Other Securities | 826,237 | 0.4 | ||||||||||||||||
Italy: 0.7% | |||||||||||||||||||
207,278 | Other Securities | 1,422,668 | 0.7 | ||||||||||||||||
Japan: 15.3% | |||||||||||||||||||
242,800 | Astellas Pharma, Inc. | 3,807,673 | 1.7 | ||||||||||||||||
80,800 | Japan Tobacco, Inc. | 3,256,418 | 1.5 | ||||||||||||||||
212,000 | Mitsubishi Electric Corp. | 2,530,932 | 1.2 | ||||||||||||||||
72,400 | Nippon Telegraph & Telephone Corp. | 3,395,192 | 1.6 | ||||||||||||||||
45,500 | Seven & I Holdings Co., Ltd. | 1,907,729 | 0.9 | ||||||||||||||||
220,500 | Sumitomo Corp. | 2,222,618 | 1.0 | ||||||||||||||||
75,800 | Tokio Marine Holdings, Inc. | 2,523,464 | 1.2 | ||||||||||||||||
484,900 | Yahoo! Japan Corp. | 2,150,222 | 1.0 | ||||||||||||||||
390,300 | Other Securities(a) | 11,360,849 | 5.2 | ||||||||||||||||
33,155,097 | 15.3 | ||||||||||||||||||
Malaysia: 0.5% | |||||||||||||||||||
1,572,800 | Other Securities | 1,143,074 | 0.5 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Mexico: 1.1% | |||||||||||||||||||
254,900 | Grupo Financiero Santander Mexico SAB de CV ADR | $ | 2,317,041 | 1.1 | |||||||||||||||
Netherlands: 5.7% | |||||||||||||||||||
23,362 | ASML Holding NV | 2,299,724 | 1.1 | ||||||||||||||||
44,575 | Airbus Group SE | 2,555,047 | 1.2 | ||||||||||||||||
208,726 | ING Groep NV | 2,159,470 | 1.0 | ||||||||||||||||
79,388 | Royal Dutch Shell PLC — Class B | 2,193,389 | 1.0 | ||||||||||||||||
123,562 | Other Securities(a) | 3,119,478 | 1.4 | ||||||||||||||||
12,327,108 | 5.7 | ||||||||||||||||||
Russia: 0.2% | |||||||||||||||||||
10,225 | Other Securities | 340,892 | 0.2 | ||||||||||||||||
South Korea: 2.5% | |||||||||||||||||||
2,511 | LG Household & Health Care Ltd. | 2,452,131 | 1.1 | ||||||||||||||||
3,834 | Other Securities | 3,003,563 | 1.4 | ||||||||||||||||
5,455,694 | 2.5 | ||||||||||||||||||
Spain: 2.7% | |||||||||||||||||||
53,916 | Amadeus IT Holding S.A. | 2,375,482 | 1.1 | ||||||||||||||||
117,100 | Grifols SA ADR | 1,952,057 | 0.9 | ||||||||||||||||
256,191 | Other Securities | 1,467,841 | 0.7 | ||||||||||||||||
5,795,380 | 2.7 | ||||||||||||||||||
Sweden: 3.7% | |||||||||||||||||||
62,889 | L | Hexagon AB | 2,301,483 | 1.0 | |||||||||||||||
80,149 | Svenska Cellulosa AB SCA | 2,575,241 | 1.2 | ||||||||||||||||
158,120 | Svenska Handelsbanken AB | 1,919,658 | 0.9 | ||||||||||||||||
65,378 | Other Securities | 1,345,011 | 0.6 | ||||||||||||||||
8,141,393 | 3.7 | ||||||||||||||||||
Switzerland: 6.7% | |||||||||||||||||||
48,913 | Julius Baer Group Ltd. | 1,968,666 | 0.9 | ||||||||||||||||
39,295 | Nestle S.A. | 3,044,511 | 1.4 | ||||||||||||||||
39,698 | Novartis AG | 3,276,615 | 1.5 | ||||||||||||||||
12,643 | Roche Holding AG | 3,336,233 | 1.5 | ||||||||||||||||
162,232 | Other Securities | 2,947,861 | 1.4 | ||||||||||||||||
14,573,886 | 6.7 | ||||||||||||||||||
Taiwan: 1.6% | |||||||||||||||||||
707,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 3,563,066 | 1.6 | ||||||||||||||||
Thailand: 0.4% | |||||||||||||||||||
669,600 | Other Securities | 960,501 | 0.4 | ||||||||||||||||
Turkey: 0.6% | |||||||||||||||||||
467,526 | Other Securities | 1,234,938 | 0.6 | ||||||||||||||||
United Arab Emirates: 0.8% | |||||||||||||||||||
109,724 | Other Securities | 1,823,813 | 0.8 | ||||||||||||||||
United Kingdom: 14.6% | |||||||||||||||||||
140,975 | ARM Holdings PLC | 2,141,382 | 1.0 | ||||||||||||||||
388,837 | Aviva PLC | 2,049,682 | 0.9 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
United Kingdom: (continued) | |||||||||||||||||||
194,240 | Sky PLC | $ | 2,207,247 | 1.0 | |||||||||||||||
231,894 | Capita Group PLC | 2,988,089 | 1.4 | ||||||||||||||||
112,565 | Experian PLC | 2,135,602 | 1.0 | ||||||||||||||||
47,347 | Shire PLC | 2,926,178 | 1.3 | ||||||||||||||||
1,033,742 | Vodafone Group PLC | 3,151,749 | 1.5 | ||||||||||||||||
104,219 | WPP PLC | 2,172,082 | 1.0 | ||||||||||||||||
2,794,481 | Other Securities(a) | 11,874,348 | 5.5 | ||||||||||||||||
31,646,359 | 14.6 | ||||||||||||||||||
United States: 6.2% | |||||||||||||||||||
22,100 | @ | Liberty Global PLC — Class A | 642,226 | 0.3 | |||||||||||||||
70,900 | @ | Liberty Global PLC — Class C | 2,031,285 | 0.9 | |||||||||||||||
4,090 | @ | Priceline.com, Inc. | 5,105,997 | 2.4 | |||||||||||||||
434,972 | Other Securities(a) | 5,570,340 | 2.6 | ||||||||||||||||
13,349,848 | 6.2 | ||||||||||||||||||
Total Common Stock (Cost $206,645,975) | 208,345,417 | 96.0 | |||||||||||||||||
PREFERRED STOCK: 1.1% | |||||||||||||||||||
Brazil: 0.9% | |||||||||||||||||||
199,176 | Other Securities | 1,876,246 | 0.9 | ||||||||||||||||
United States: 0.2% | |||||||||||||||||||
30,487 | Other Securities | 367,826 | 0.2 | ||||||||||||||||
Total Preferred Stock (Cost $2,758,824) | 2,244,072 | 1.1 | |||||||||||||||||
Total Long-Term Investments (Cost $209,404,799) | 210,589,489 | 97.1 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 4.5% | |||||||||||||||||||
Securities Lending Collateralcc: 2.7% | |||||||||||||||||||
1,410,649 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,410,667, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–10.500%, Market Value plus accrued interest $1,438,862, due 07/15/16–09/20/65) | 1,410,649 | 0.6 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateralcc: (continued) | |||||||||||||||||||
1,410,649 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $1,410,668, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $1,438,862, due 07/07/16–02/01/49) | $ | 1,410,649 | 0.7 | |||||||||||||||
1,410,649 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.43%, due 07/01/16 (Repurchase Amount $1,410,666, collateralized by various U.S. Government Agency Obligations, 1.370%–6.059%, Market Value plus accrued interest $1,438,862, due 01/01/19–07/01/46) | 1,410,649 | 0.7 | ||||||||||||||||
296,893 | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $296,897, collateralized by various U.S. Government Agency Obligations, 1.000%–8.000%, Market Value plus accrued interest $302,831, due 06/01/22–11/20/45) | 296,893 | 0.1 | ||||||||||||||||
1,410,649 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $1,410,665, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $1,438,862, due 12/01/16–02/20/66) | 1,410,649 | 0.6 | ||||||||||||||||
5,939,489 | 2.7 |
Shares | | | | Value | | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 1.8% | ||||||||||||||||||
3,926,533 | T. Rowe Price Reserve Investment Fund, 0.320%†† (Cost $3,926,533) | $ | 3,926,533 | 1.8 | ||||||||||||||
Total Short-Term Investments (Cost $9,866,022) | 9,866,022 | 4.5 | ||||||||||||||||
Total Investments in Securities (Cost $219,270,821) | $ | 220,455,511 | 101.6 | |||||||||||||||
Liabilities in Excess of Other Assets | (3,458,524 | ) | (1.6 | ) | ||||||||||||||
Net Assets | $ | 216,996,987 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
†† | Rate shown is the 7-day yield as of June 30, 2016. | |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. | |
@ | Non-income producing security. | |
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, 2016. | |
(a) | This grouping contains securities on loan. |
Cost for federal income tax purposes is $221,914,093. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 20,753,636 | ||||
Gross Unrealized Depreciation | (22,212,218 | ) | ||||
Net Unrealized Depreciation | $ | (1,458,582 | ) |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 19.1 | % | ||||
Industrials | 15.7 | |||||
Information Technology | 13.5 | |||||
Health Care | 13.2 | |||||
Consumer Discretionary | 11.8 | |||||
Consumer Staples | 9.7 | |||||
Telecommunication Services | 5.0 | |||||
Materials | 4.5 | |||||
Energy | 3.0 | |||||
Utilities | 1.6 | |||||
Short-Term Investments | 4.5 | |||||
Liabilities in Excess of Other Assets | (1.6 | ) | ||||
Net Assets | 100.0 | % |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | — | $ | 7,000,156 | $ | — | $ | 7,000,156 | ||||||||||
Brazil | 1,172,105 | — | — | 1,172,105 | ||||||||||||||
Canada | 5,116,651 | — | — | 5,116,651 | ||||||||||||||
China | 3,802,593 | 6,788,932 | — | 10,591,525 | ||||||||||||||
Denmark | — | 943,590 | — | 943,590 | ||||||||||||||
Finland | — | 2,232,212 | — | 2,232,212 | ||||||||||||||
France | — | 6,716,616 | — | 6,716,616 | ||||||||||||||
Germany | — | 11,603,352 | — | 11,603,352 | ||||||||||||||
Hong Kong | — | 10,147,169 | — | 10,147,169 | ||||||||||||||
India | — | 11,430,172 | — | 11,430,172 | ||||||||||||||
Indonesia | 1,529,228 | 1,785,646 | — | 3,314,874 | ||||||||||||||
Ireland | — | 826,237 | — | 826,237 | ||||||||||||||
Italy | — | 1,422,668 | — | 1,422,668 | ||||||||||||||
Japan | — | 33,155,097 | — | 33,155,097 | ||||||||||||||
Malaysia | 1,143,074 | — | — | 1,143,074 | ||||||||||||||
Mexico | 2,317,041 | — | — | 2,317,041 | ||||||||||||||
Netherlands | 1,574,634 | 10,752,474 | — | 12,327,108 | ||||||||||||||
Russia | — | 340,892 | — | 340,892 | ||||||||||||||
South Korea | — | 5,455,694 | — | 5,455,694 | ||||||||||||||
Spain | 1,952,057 | 3,843,323 | — | 5,795,380 | ||||||||||||||
Sweden | — | 8,141,393 | — | 8,141,393 | ||||||||||||||
Switzerland | — | 14,573,886 | — | 14,573,886 | ||||||||||||||
Taiwan | — | 3,563,066 | — | 3,563,066 | ||||||||||||||
Thailand | — | 960,501 | — | 960,501 | ||||||||||||||
Turkey | — | 1,234,938 | — | 1,234,938 | ||||||||||||||
United Arab Emirates | — | 1,823,813 | — | 1,823,813 | ||||||||||||||
United Kingdom | 2,288,004 | 29,358,355 | — | 31,646,359 | ||||||||||||||
United States | 11,307,037 | 2,042,811 | — | 13,349,848 | ||||||||||||||
Total Common Stock | 32,202,424 | 176,142,993 | — | 208,345,417 | ||||||||||||||
Preferred Stock | 1,876,246 | — | 367,826 | 2,244,072 | ||||||||||||||
Short-Term Investments | 3,926,533 | 5,939,489 | — | 9,866,022 | ||||||||||||||
Total Investments, at fair value | $ | 38,005,203 | $ | 182,082,482 | $ | 367,826 | $ | 220,455,511 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 244,672 | — | 244,672 | ||||||||||||||
Total Assets | $ | 38,005,203 | $ | 182,327,154 | $ | 367,826 | $ | 220,700,183 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (54,997 | ) | $ | — | $ | (54,997 | ) | ||||||||
Total Liabilities | $ | — | $ | (54,997 | ) | $ | — | $ | (54,997 | ) |
(1) | For the period ended June 30, 2016, 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, 2016, securities valued at $2,473,335 and $2,697,632 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. | |
+ | Other Financial Instruments are derivatives not reflected in the portfolio of investments and may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/ Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | British Pound | 1,130,404 | Sell | 09/07/16 | $ | 1,646,806 | $1,505,769 | $141,037 | ||||||||||
Citigroup, Inc. | British Pound | 749,000 | Sell | 09/07/16 | 1,101,351 | 997,716 | 103,635 | |||||||||||
HBSC Bank PLC | Japanese Yen | 235,213,000 | Sell | 07/19/16 | 2,223,837 | 2,278,834 | (54,997) | |||||||||||
$189,675 |
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 | $ | 244,672 | |||||
Total Asset Derivatives | $ | 244,672 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 54,997 | |||||
Total Liability Derivatives | $ | 54,997 |
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 | $(92,258 | ) | ||||
Total | $(92,258 | ) |
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 | $(189,675 | ) | ||||
Total | $(189,675 | ) |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
Barclays Bank PLC | Citigroup, Inc. | HSBC Bank PLC | Totals | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||||||||
Forward foreign currency contracts | $ | 141,037 | $ | 103,635 | $ | — | $ | 244,672 | |||||||||||||
Total Assets | $ | 141,037 | $ | 103,635 | $ | — | $ | 244,672 | |||||||||||||
Liabilities: | |||||||||||||||||||||
Forward foreign currency contracts | $ | — | $ | — | $ | 54,997 | $ | 54,997 | |||||||||||||
Total Liabilities | $ | — | $ | — | $ | 54,997 | $ | 54,997 | |||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 141,037 | $ | 103,635 | $ | (54,997 | ) | $ | 189,675 | ||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | |||||||||||||
Net Exposure(1) | $ | 141,037 | $ | 103,635 | $ | (54,997 | ) | $ | 189,675 |
(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. |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
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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
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RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT1AISS2 (0616-082316) |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
July 25, 2016
| | Index | | | | Description | | |
| | Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Barclays U.S. Aggregate Bond Index | | | | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Barclays U.S. Corporate Investment Grade Bond Index | | | | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | 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, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | ||||||||||||||||||||||||
Voya High Yield Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,072.40 | | | | | | 1.08% | | | | | $ | 5.56 | | | | | $ | 1,000.00 | | | | | $ | 1,019.49 | | | | | | 1.08% | | | | | $ | 5.42 | | |
Class I | | | | | 1,000.00 | | | | | | 1,076.70 | | | | | | 0.48 | | | | | | 2.48 | | | | | | 1,000.00 | | | | | | 1,022.48 | | | | | | 0.48 | | | | | | 2.41 | | |
Class S | | | | | 1,000.00 | | | | | | 1,074.30 | | | | | | 0.73 | | | | | | 3.76 | | | | | | 1,000.00 | | | | | | 1,021.23 | | | | | | 0.73 | | | | | | 3.67 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,074.50 | | | | | | 0.88 | | | | | | 4.54 | | | | | | 1,000.00 | | | | | | 1,020.49 | | | | | | 0.88 | | | | | | 4.42 | | |
Voya Large Cap Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 988.40 | | | | | | 1.27% | | | | | $ | 6.28 | | | | | $ | 1,000.00 | | | | | $ | 1,018.55 | | | | | | 1.27% | | | | | $ | 6.37 | | |
Class I | | | | | 1,000.00 | | | | | | 991.20 | | | | | | 0.67 | | | | | | 3.32 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.67 | | | | | | 3.37 | | |
Class R6 | | | | | 1,000.00 | | | | | | 991.20 | | | | | | 0.67 | | | | | | 3.32 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.67 | | | | | | 3.37 | | |
Class S | | | | | 1,000.00 | | | | | | 989.90 | | | | | | 0.92 | | | | | | 4.55 | | | | | | 1,000.00 | | | | | | 1,020.29 | | | | | | 0.92 | | | | | | 4.62 | | |
Class S2 | | | | | 1,000.00 | | | | | | 989.30 | | | | | | 1.07 | | | | | | 5.29 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.07 | | | | | | 5.37 | | |
Voya Large Cap Value Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,032.00 | | | | | | 1.24% | | | | | $ | 6.26 | | | | | $ | 1,000.00 | | | | | $ | 1,018.70 | | | | | | 1.24% | | | | | $ | 6.22 | | |
Class I | | | | | 1,000.00 | | | | | | 1,034.20 | | | | | | 0.64 | | | | | | 3.24 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.64 | | | | | | 3.22 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,034.20 | | | | | | 0.64 | | | | | | 3.24 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.64 | | | | | | 3.22 | | |
Class S | | | | | 1,000.00 | | | | | | 1,032.70 | | | | | | 0.89 | | | | | | 4.50 | | | | | | 1,000.00 | | | | | | 1,020.44 | | | | | | 0.89 | | | | | | 4.47 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,031.80 | | | | | | 1.04 | | | | | | 5.25 | | | | | | 1,000.00 | | | | | | 1,019.69 | | | | | | 1.04 | | | | | | 5.22 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | ||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,013.30 | | | | | | 0.89% | | | | | $ | 4.46 | | | | | $ | 1,000.00 | | | | | $ | 1,020.44 | | | | | | 0.89% | | | | | $ | 4.47 | | |
Class I | | | | | 1,000.00 | | | | | | 1,016.00 | | | | | | 0.29 | | | | | | 1.45 | | | | | | 1,000.00 | | | | | | 1,023.42 | | | | | | 0.29 | | | | | | 1.46 | | |
Class S | | | | | 1,000.00 | | | | | | 1,014.50 | | | | | | 0.54 | | | | | | 2.70 | | | | | | 1,000.00 | | | | | | 1,022.18 | | | | | | 0.54 | | | | | | 2.72 | | |
Voya Multi-Manager Large Cap Core Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,018.00 | | | | | | 1.33% | | | | | $ | 6.67 | | | | | $ | 1,000.00 | | | | | $ | 1,018.25 | | | | | | 1.33% | | | | | $ | 6.67 | | |
Class I | | | | | 1,000.00 | | | | | | 1,022.10 | | | | | | 0.73 | | | | | | 3.67 | | | | | | 1,000.00 | | | | | | 1,021.23 | | | | | | 0.73 | | | | | | 3.67 | | |
Class R6(1) | | | | | 1,000.00 | | | | | | 1,010.90 | | | | | | 0.73 | | | | | | 1.18 | | | | | | 1,000.00 | | | | | | 1,021.23 | | | | | | 0.73 | | | | | | 3.67 | | |
Class S | | | | | 1,000.00 | | | | | | 1,020.70 | | | | | | 0.98 | | | | | | 4.92 | | | | | | 1,000.00 | | | | | | 1,019.99 | | | | | | 0.98 | | | | | | 4.92 | | |
Voya U.S. Stock Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,033.90 | | | | | | 0.80% | | | | | $ | 4.05 | | | | | $ | 1,000.00 | | | | | $ | 1,020.89 | | | | | | 0.80% | | | | | $ | 4.02 | | |
Class I | | | | | 1,000.00 | | | | | | 1,036.70 | | | | | | 0.27 | | | | | | 1.37 | | | | | | 1,000.00 | | | | | | 1,023.52 | | | | | | 0.27 | | | | | | 1.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,035.40 | | | | | | 0.51 | | | | | | 2.58 | | | | | | 1,000.00 | | | | | | 1,022.33 | | | | | | 0.51 | | | | | | 2.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,034.30 | | | | | | 0.67 | | | | | | 3.39 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.67 | | | | | | 3.37 | | |
VY® Clarion Real Estate Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,107.00 | | | | | | 1.31% | | | | | $ | 6.86 | | | | | $ | 1,000.00 | | | | | $ | 1,018.35 | | | | | | 1.31% | | | | | $ | 6.57 | | |
Class I | | | | | 1,000.00 | | | | | | 1,110.10 | | | | | | 0.71 | | | | | | 3.72 | | | | | | 1,000.00 | | | | | | 1,021.33 | | | | | | 0.71 | | | | | | 3.57 | | |
Class S | | | | | 1,000.00 | | | | | | 1,109.00 | | | | | | 0.96 | | | | | | 5.03 | | | | | | 1,000.00 | | | | | | 1,020.09 | | | | | | 0.96 | | | | | | 4.82 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,107.90 | | | | | | 1.11 | | | | | | 5.82 | | | | | | 1,000.00 | | | | | | 1,019.34 | | | | | | 1.11 | | | | | | 5.57 | | |
VY® Franklin Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,070.30 | | | | | | 1.37% | | | | | $ | 7.05 | | | | | $ | 1,000.00 | | | | | $ | 1,018.05 | | | | | | 1.37% | | | | | $ | 6.87 | | |
Class I | | | | | 1,000.00 | | | | | | 1,073.70 | | | | | | 0.77 | | | | | | 3.97 | | | | | | 1,000.00 | | | | | | 1,021.03 | | | | | | 0.77 | | | | | | 3.87 | | |
Class S | | | | | 1,000.00 | | | | | | 1,072.00 | | | | | | 1.02 | | | | | | 5.25 | | | | | | 1,000.00 | | | | | | 1,019.79 | | | | | | 1.02 | | | | | | 5.12 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,071.20 | | | | | | 1.17 | | | | | | 6.03 | | | | | | 1,000.00 | | | | | | 1,019.05 | | | | | | 1.17 | | | | | | 5.87 | | |
VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,036.90 | | | | | | 1.46% | | | | | $ | 7.39 | | | | | $ | 1,000.00 | | | | | $ | 1,017.60 | | | | | | 1.46% | | | | | $ | 7.32 | | |
Class I | | | | | 1,000.00 | | | | | | 1,040.20 | | | | | | 0.86 | | | | | | 4.36 | | | | | | 1,000.00 | | | | | | 1,020.59 | | | | | | 0.86 | | | | | | 4.32 | | |
Class R6(1) | | | | | 1,000.00 | | | | | | 1,033.10 | | | | | | 0.86 | | | | | | 1.41 | | | | | | 1,000.00 | | | | | | 1,020.59 | | | | | | 0.86 | | | | | | 4.32 | | |
Class S | | | | | 1,000.00 | | | | | | 1,038.90 | | | | | | 1.11 | | | | | | 5.63 | | | | | | 1,000.00 | | | | | | 1,019.34 | | | | | | 1.11 | | | | | | 5.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,038.10 | | | | | | 1.26 | | | | | | 6.38 | | | | | | 1,000.00 | | | | | | 1,018.60 | | | | | | 1.26 | | | | | | 6.32 | | |
VY® Templeton Global Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 974.90 | | | | | | 1.55% | | | | | $ | 7.61 | | | | | $ | 1,000.00 | | | | | $ | 1,017.16 | | | | | | 1.55% | | | | | $ | 7.77 | | |
Class I | | | | | 1,000.00 | | | | | | 977.70 | | | | | | 0.95 | | | | | | 4.67 | | | | | | 1,000.00 | | | | | | 1,020.14 | | | | | | 0.95 | | | | | | 4.77 | | |
Class S | | | | | 1,000.00 | | | | | | 976.30 | | | | | | 1.20 | | | | | | 5.90 | | | | | | 1,000.00 | | | | | | 1,018.90 | | | | | | 1.20 | | | | | | 6.02 | | |
Class S2 | | | | | 1,000.00 | | | | | | 976.20 | | | | | | 1.35 | | | | | | 6.63 | | | | | | 1,000.00 | | | | | | 1,018.15 | | | | | | 1.35 | | | | | | 6.77 | | |
| | | 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+* | | | | $ | 622,711,480 | | | | | $ | 5,847,458,226 | | | | | $ | 1,532,543,483 | | | | | $ | 272,825,021 | | |
Short-term investments at fair value** | | | | | 39,819,453 | | | | | | 36,463,879 | | | | | | 55,004,317 | | | | | | 1,413,974 | | |
Total investments at fair value | | | | $ | 662,530,933 | | | | | $ | 5,883,922,105 | | | | | $ | 1,587,547,800 | | | | | $ | 274,238,995 | | |
Cash | | | | | 19,529,314 | | | | | | 137 | | | | | | — | | | | | | 1,229,651 | | |
Cash collateral for futures | | | | | — | | | | | | — | | | | | | — | | | | | | 195,222 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | — | | | | | | — | | | | | | 430,000 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | 4,584,005 | | | | | | 8,891,529 | | | | | | 12,046,942 | | | | | | 5,500,063 | | |
Fund shares sold | | | | | 82,365 | | | | | | 8,161,129 | | | | | | 49,050 | | | | | | 1,282,104 | | |
Dividends | | | | | — | | | | | | 3,033,511 | | | | | | 3,707,281 | | | | | | 279 | | |
Interest | | | | | 10,386,596 | | | | | | — | | | | | | — | | | | | | 1,053,496 | | |
Foreign tax reclaims | | | | | — | | | | | | 226,387 | | | | | | 246,619 | | | | | | — | | |
Prepaid expenses | | | | | — | | | | | | 69,008 | | | | | | 17,821 | | | | | | — | | |
Reimbursement due from manager | | | | | — | | | | | | 18,382 | | | | | | 123,096 | | | | | | — | | |
Other assets | | | | | 20,651 | | | | | | 149,438 | | | | | | 56,308 | | | | | | 10,116 | | |
Total assets | | | | | 697,133,864 | | | | | | 5,904,471,626 | | | | | | 1,603,794,917 | | | | | | 283,939,926 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | 6,018,579 | | | | | | 4,958,096 | | | | | | — | | | | | | 7,241,923 | | |
Payable for fund shares redeemed | | | | | 1,354,596 | | | | | | 3,944,363 | | | | | | 3,559,983 | | | | | | 35,688 | | |
Payable upon receipt of securities loaned | | | | | 39,819,453 | | | | | | 246,279 | | | | | | 34,889,317 | | | | | | 1,413,974 | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | — | | | | | | — | | | | | | 3,118 | | |
Payable for unified fees | | | | | 260,904 | | | | | | — | | | | | | — | | | | | | 62,440 | | |
Payable for investment management fees | | | | | — | | | | | | 3,139,451 | | | | | | 914,128 | | | | | | — | | |
Payable for distribution and shareholder service fees | | | | | 147,551 | | | | | | 1,449,793 | | | | | | 225,106 | | | | | | 32,149 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | — | | | | | | 236,640 | | | | | | — | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 20,651 | | | | | | 149,438 | | | | | | 56,308 | | | | | | 10,116 | | |
Payable for trustee fees | | | | | — | | | | | | 29,639 | | | | | | 7,691 | | | | | | — | | |
Other accrued expenses and liabilities | | | | | — | | | | | | 603,286 | | | | | | 264,244 | | | | | | — | | |
Total liabilities | | | | | 47,621,734 | | | | | | 14,520,345 | | | | | | 40,153,417 | | | | | | 8,799,408 | | |
NET ASSETS | | | | $ | 649,512,130 | | | | | $ | 5,889,951,281 | | | | | $ | 1,563,641,500 | | | | | $ | 275,140,518 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 702,909,734 | | | | | $ | 4,342,725,425 | | | | | $ | 1,476,103,483 | | | | | $ | 275,782,463 | | |
Undistributed net investment income | | | | | 8,659,039 | | | | | | 26,891,909 | | | | | | 23,391,256 | | | | | | 4,795,739 | | |
Accumulated net realized gain (loss) | | | | | (46,632,454) | | | | | | 1,047,086,533 | | | | | | (20,923,714) | | | | | | (6,766,759) | | |
Net unrealized appreciation (depreciation) | | | | | (15,424,189) | | | | | | 473,247,414 | | | | | | 85,070,475 | | | | | | 1,329,075 | | |
NET ASSETS | | | | $ | 649,512,130 | | | | | $ | 5,889,951,281 | | | | | $ | 1,563,641,500 | | | | | $ | 275,140,518 | | |
+ Including securities loaned at value | | | | $ | 38,844,043 | | | | | $ | 234,858 | | | | | $ | 34,136,162 | | | | | $ | 1,381,475 | | |
* Cost of investments in securities | | | | $ | 638,135,669 | | | | | $ | 5,374,196,378 | | | | | $ | 1,447,452,236 | | | | | $ | 271,067,556 | | |
** Cost of short-term investments | | | | $ | 39,819,453 | | | | | $ | 36,463,879 | | | | | $ | 55,004,317 | | | | | $ | 1,413,974 | | |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 94,804,442 | | | | | $ | 2,079,262,674 | | | | | $ | 62,431,036 | | | | | $ | 25,020,971 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 9,758,688 | | | | | | 116,032,183 | | | | | | 5,531,251 | | | | | | 2,516,527 | | |
Net asset value and redemption price per share | | | | $ | 9.71 | | | | | $ | 17.92 | | | | | $ | 11.29 | | | | | $ | 9.94 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 66,209,230 | | | | | $ | 1,792,600,481 | | | | | $ | 550,468,793 | | | | | $ | 153,718,257 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,811,370 | | | | | | 94,142,665 | | | | | | 47,852,078 | | | | | | 15,036,753 | | |
Net asset value and redemption price per share | | | | $ | 9.72 | | | | | $ | 19.04 | | | | | $ | 11.50 | | | | | $ | 10.22 | | |
Class R6 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 1,527,477 | | | | | $ | 2,985 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 80,208 | | | | | | 260 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 19.04 | | | | | $ | 11.50 | | | | | | n/a | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 482,969,716 | | | | | $ | 1,948,680,089 | | | | | $ | 950,162,847 | | | | | $ | 96,401,290 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 49,718,463 | | | | | | 104,418,022 | | | | | | 83,619,175 | | | | | | 9,382,506 | | |
Net asset value and redemption price per share | | | | $ | 9.71 | | | | | $ | 18.66 | | | | | $ | 11.36 | | | | | $ | 10.27 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 5,528,742 | | | | | $ | 67,880,560 | | | | | $ | 575,839 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 568,334 | | | | | | 3,662,808 | | | | | | 50,717 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.73 | | | | | $ | 18.53 | | | | | $ | 11.35 | | | | | | 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+* | | | | $ | 385,555,044 | | | | | $ | 4,307,577,946 | | | | | $ | 685,405,438 | | | | | $ | 472,588,894 | | |
Short-term investments at fair value** | | | | | 10,502,456 | | | | | | 41,424,013 | | | | | | 18,141,554 | | | | | | 49,144,518 | | |
Total investments at fair value | | | | $ | 396,057,500 | | | | | $ | 4,349,001,959 | | | | | $ | 703,546,992 | | | | | $ | 521,733,412 | | |
Cash | | | | | — | | | | | | 620,848 | | | | | | — | | | | | | 7,581,231 | | |
Cash collateral for futures | | | | | — | | | | | | 1,432,768 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | 112,638,469 | | | | | | 1,721,632 | | | | | | 1,957,937 | | |
Fund shares sold | | | | | 3,473,134 | | | | | | 2,581,480 | | | | | | 795,107 | | | | | | — | | |
Dividends | | | | | 502,730 | | | | | | 5,006,876 | | | | | | 2,546,342 | | | | | | 609,767 | | |
Interest | | | | | — | | | | | | — | | | | | | — | | | | | | 3,271,285 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | — | | | | | | 144,086 | | |
Prepaid expenses | | | | | — | | | | | | — | | | | | | 7,535 | | | | | | 5,580 | | |
Reimbursement due from manager | | | | | — | | | | | | — | | | | | | 50,148 | | | | | | — | | |
Other assets | | | | | 6,003 | | | | | | 77,921 | | | | | | 21,016 | | | | | | 17,838 | | |
Total assets | | | | | 400,039,367 | | | | | | 4,471,360,321 | | | | | | 708,688,772 | | | | | | 535,321,136 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | 437,115 | | | | | | 4,998,332 | | | | | | 2,749,254 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 657,766 | | | | | | 115,486,306 | | | | | | 5,209,485 | | | | | | 1,273,035 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 21,029,013 | | | | | | 13,547,794 | | | | | | 41,957,956 | | |
Payable for unified fees | | | | | 235,147 | | | | | | 939,943 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | — | | | | | | — | | | | | | 440,984 | | | | | | 301,110 | | |
Payable for distribution and shareholder service fees | | | | | 12,591 | | | | | | 121,333 | | | | | | 142,233 | | | | | | 118,561 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 6,003 | | | | | | 77,921 | | | | | | 21,016 | | | | | | 17,838 | | |
Payable for trustee fees | | | | | — | | | | | | — | | | | | | 3,274 | | | | | | 2,410 | | |
Other accrued expenses and liabilities | | | | | — | | | | | | — | | | | | | 70,513 | | | | | | 116,967 | | |
Total liabilities | | | | | 1,348,622 | | | | | | 142,652,848 | | | | | | 22,184,553 | | | | | | 43,787,877 | | |
NET ASSETS | | | | $ | 398,690,745 | | | | | $ | 4,328,707,473 | | | | | $ | 686,504,219 | | | | | $ | 491,533,259 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 340,628,213 | | | | | $ | 2,549,783,840 | | | | | $ | 583,654,077 | | | | | $ | 476,753,815 | | |
Undistributed net investment income | | | | | 6,866,026 | | | | | | 60,133,598 | | | | | | 17,681,978 | | | | | | 42,867,024 | | |
Accumulated net realized gain (loss) | | | | | 16,534,681 | | | | | | 370,531,846 | | | | | | (42,922,918) | | | | | | (54,746,789) | | |
Net unrealized appreciation | | | | | 34,661,825 | | | | | | 1,348,258,189 | | | | | | 128,091,082 | | | | | | 26,659,209 | | |
NET ASSETS | | | | $ | 398,690,745 | | | | | $ | 4,328,707,473 | | | | | $ | 686,504,219 | | | | | $ | 491,533,259 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 20,494,975 | | | | | $ | 13,205,594 | | | | | $ | 40,945,225 | | |
* Cost of investments in securities | | | | $ | 350,893,219 | | | | | $ | 2,959,251,585 | | | | | $ | 557,314,356 | | | | | $ | 445,760,209 | | |
** Cost of short-term investments | | | | $ | 10,502,456 | | | | | $ | 41,424,013 | | | | | $ | 18,141,554 | | | | | $ | 49,302,798 | | |
| | | 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 | | | | $ | 1,095,164 | | | | | $ | 117,517,127 | | | | | $ | 97,783,286 | | | | | $ | 67,272,331 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 74,580 | | | | | | 8,760,524 | | | | | | 2,589,677 | | | | | | 6,399,753 | | |
Net asset value and redemption price per share | | | | $ | 14.68 | | | | | $ | 13.41 | | | | | $ | 37.76 | | | | | $ | 10.51 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 338,871,330 | | | | | $ | 3,975,636,543 | | | | | $ | 115,026,557 | | | | | $ | 9,386,689 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 22,871,486 | | | | | | 287,492,196 | | | | | | 2,901,473 | | | | | | 858,724 | | |
Net asset value and redemption price per share | | | | $ | 14.82 | | | | | $ | 13.83 | | | | | $ | 39.64 | | | | | $ | 10.93 | | |
Class R6 | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 3,007 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 203 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 14.81 | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 58,721,244 | | | | | $ | 49,541,394 | | | | | $ | 446,798,380 | | | | | $ | 407,074,477 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,962,655 | | | | | | 3,607,878 | | | | | | 11,316,733 | | | | | | 37,449,621 | | |
Net asset value and redemption price per share | | | | $ | 14.82 | | | | | $ | 13.73 | | | | | $ | 39.48 | | | | | $ | 10.87 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 186,012,409 | | | | | $ | 26,895,996 | | | | | $ | 7,799,762 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 13,705,543 | | | | | | 685,887 | | | | | | 719,962 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 13.57 | | | | | $ | 39.21 | | | | | $ | 10.83 | | |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | ||||||
ASSETS: | | | | |||||||||
Investments in securities at fair value+* | | | | $ | 671,571,999 | | | | | $ | 186,865,474 | |
Short-term investments at fair value** | | | | | 51,306,398 | | | | | | 8,689,337 | |
Total investments at fair value | | | | $ | 722,878,397 | | | | | $ | 195,554,811 | |
Cash | | | | | 43,371 | | | | | | 564,458 | |
Cash collateral for futures | | | | | 763,470 | | | | | | — | |
Foreign currencies at value*** | | | | | — | | | | | | 1,045 | |
Receivables: | | | | |||||||||
Investment securities sold | | | | | 4,871,180 | | | | | | 120,769 | |
Fund shares sold | | | | | 39,438 | | | | | | 578,606 | |
Dividends | | | | | 819,841 | | | | | | 246,228 | |
Foreign tax reclaims | | | | | — | | | | | | 258,289 | |
Other assets | | | | | 14,227 | | | | | | 13,484 | |
Total assets | | | | | 729,429,924 | | | | | | 197,337,690 | |
LIABILITIES: | | | | |||||||||
Payable for investment securities purchased | | | | | 3,228,141 | | | | | | 241,189 | |
Payable for fund shares redeemed | | | | | 1,525,265 | | | | | | 100,270 | |
Payable upon receipt of securities loaned | | | | | 30,233,472 | | | | | | 7,689,337 | |
Payable for unified fees | | | | | 482,858 | | | | | | 150,969 | |
Payable for distribution and shareholder service fees | | | | | 144,498 | | | | | | 39,331 | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 14,227 | | | | | | 13,484 | |
Total liabilities | | | | | 35,628,461 | | | | | | 8,234,580 | |
NET ASSETS | | | | $ | 693,801,463 | | | | | $ | 189,103,110 | |
NET ASSETS WERE COMPRISED OF: | | | | |||||||||
Paid-in capital | | | | $ | 526,548,470 | | | | | $ | 130,819,229 | |
Undistributed net investment income | | | | | 5,597,875 | | | | | | 9,385,627 | |
Accumulated net realized gain | | | | | 62,673,983 | | | | | | 58,823,188 | |
Net unrealized appreciation (depreciation) | | | | | 98,981,135 | | | | | | (9,924,934) | |
NET ASSETS | | | | $ | 693,801,463 | | | | | $ | 189,103,110 | |
+ Including securities loaned at value | | | | $ | 29,333,631 | | | | | $ | 7,293,475 | |
* Cost of investments in securities | | | | $ | 572,735,371 | | | | | $ | 196,772,978 | |
** Cost of short-term investments | | | | $ | 51,306,398 | | | | | $ | 8,689,337 | |
*** Cost of foreign currencies | | | | $ | — | | | | | $ | 1,279 |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | ||||||
Class ADV | | | | |||||||||
Net assets | | | | $ | 105,949,423 | | | | | $ | 5,535 | |
Shares authorized | | | | | unlimited | | | | | | unlimited | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | |
Shares outstanding | | | | | 6,074,460 | | | | | | 431 | |
Net asset value and redemption price per share | | | | $ | 17.44 | | | | | $ | 12.83 | |
Class I | | | | |||||||||
Net assets | | | | $ | 158,702,330 | | | | | $ | 1,824,493 | |
Shares authorized | | | | | unlimited | | | | | | unlimited | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | |
Shares outstanding | | | | | 8,630,769 | | | | | | 138,615 | |
Net asset value and redemption price per share | | | | $ | 18.39 | | | | | $ | 13.16 | |
Class R6 | | | | |||||||||
Net assets | | | | $ | 3,051 | | | | | | n/a | |
Shares authorized | | | | | unlimited | | | | | | n/a | |
Par value | | | | $ | 0.001 | | | | | | n/a | |
Shares outstanding | | | | | 166 | | | | | | n/a | |
Net asset value and redemption price per share | | | | $ | 18.39 | | | | | | n/a | |
Class S | | | | |||||||||
Net assets | | | | $ | 390,880,723 | | | | | $ | 184,071,939 | |
Shares authorized | | | | | unlimited | | | | | | unlimited | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | |
Shares outstanding | | | | | 21,528,812 | | | | | | 13,941,759 | |
Net asset value and redemption price per share | | | | $ | 18.16 | | | | | $ | 13.20 | |
Class S2 | | | | |||||||||
Net assets | | | | $ | 38,265,936 | | | | | $ | 3,201,143 | |
Shares authorized | | | | | unlimited | | | | | | unlimited | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | |
Shares outstanding | | | | | 2,129,631 | | | | | | 244,418 | |
Net asset value and redemption price per share | | | | $ | 17.97 | | | | | $ | 13.10 |
| | | 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* | | | | $ | — | | | | | $ | 39,326,630 | | | | | $ | 23,426,174 | | | | | $ | 5,296 | | |
Interest | | | | | 21,325,432 | | | | | | — | | | | | | — | | | | | | 2,540,561 | | |
Securities lending income, net | | | | | 162,253 | | | | | | 107,486 | | | | | | 135,581 | | | | | | 43,627 | | |
Total investment income | | | | | 21,487,685 | | | | | | 39,434,116 | | | | | | 23,561,755 | | | | | | 2,589,484 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | — | | | | | | 19,096,249 | | | | | | 5,478,673 | | | | | | — | | |
Unified fees | | | | | 1,535,919 | | | | | | — | | | | | | — | | | | | | 381,114 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 323,750 | | | | | | 7,287,081 | | | | | | 216,434 | | | | | | 92,245 | | |
Class S | | | | | 581,744 | | | | | | 2,450,671 | | | | | | 1,166,424 | | | | | | 121,354 | | |
Class S2 | | | | | 12,478 | | | | | | 166,191 | | | | | | 1,302 | | | | | | — | | |
Transfer agent fees | | | | | — | | | | | | 3,975 | | | | | | 1,340 | | | | | | — | | |
Shareholder reporting expense | | | | | — | | | | | | 142,506 | | | | | | 77,060 | | | | | | — | | |
Professional fees | | | | | — | | | | | | 123,340 | | | | | | 37,395 | | | | | | — | | |
Custody and accounting expense | | | | | — | | | | | | 332,864 | | | | | | 92,320 | | | | | | — | | |
Trustee fees and expenses | | | | | 24,213 | | | | | | 88,917 | | | | | | 23,073 | | | | | | 9,832 | | |
Miscellaneous expense | | | | | — | | | | | | 124,611 | | | | | | 41,744 | | | | | | — | | |
Interest expense | | | | | — | | | | | | — | | | | | | — | | | | | | 1,743 | | |
Total expenses | | | | | 2,478,104 | | | | | | 29,816,405 | | | | | | 7,135,765 | | | | | | 606,288 | | |
Net waived and reimbursed fees | | | | | (94,766) | | | | | | (1,171,159) | | | | | | (883,708) | | | | | | (13,360) | | |
Net expenses | | | | | 2,383,338 | | | | | | 28,645,246 | | | | | | 6,252,057 | | | | | | 592,928 | | |
Net investment income | | | | | 19,104,347 | | | | | | 10,788,870 | | | | | | 17,309,698 | | | | | | 1,996,556 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (18,421,878) | | | | | | 273,090,633 | | | | | | (52,053,808) | | | | | | (77,494) | | |
Foreign currency related transactions | | | | | (41) | | | | | | (1,368) | | | | | | (14,387) | | | | | | — | | |
Futures | | | | | — | | | | | | — | | | | | | — | | | | | | (145,284) | | |
Swaps | | | | | — | | | | | | — | | | | | | — | | | | | | (155,630) | | |
Net realized gain (loss) | | | | | (18,421,919) | | | | | | 273,089,265 | | | | | | (52,068,195) | | | | | | (378,408) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 44,774,522 | | | | | | (355,770,138) | | | | | | 83,518,785 | | | | | | 3,193,603 | | |
Foreign currency related transactions | | | | | — | | | | | | 5,761 | | | | | | 18,667 | | | | | | — | | |
Futures | | | | | — | | | | | | — | | | | | | — | | | | | | 318,131 | | |
Swaps | | | | | — | | | | | | — | | | | | | — | | | | | | (890,856) | | |
Net change in unrealized appreciation (depreciation) | | | | | 44,774,522 | | | | | | (355,764,377) | | | | | | 83,537,452 | | | | | | 2,620,878 | | |
Net realized and unrealized gain (loss) | | | | | 26,352,603 | | | | | | (82,675,112) | | | | | | 31,469,257 | | | | | | 2,242,470 | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 45,456,950 | | | | | $ | (71,886,242) | | | | | $ | 48,778,955 | | | | | $ | 4,239,026 | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 16,403 | | | | | $ | 152,179 | | | | | $ | — | | |
| | | 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* | | | | $ | 3,756,677 | | | | | $ | 49,632,348 | | | | | $ | 10,844,613 | | | | | $ | 6,498,805 | | |
Interest | | | | | — | | | | | | 8,540 | | | | | | — | | | | | | 7,076,100 | | |
Securities lending income, net | | | | | 8,260 | | | | | | 135,033 | | | | | | 2,387 | | | | | | 229,789 | | |
Total investment income | | | | | 3,764,937 | | | | | | 49,775,921 | | | | | | 10,847,000 | | | | | | 13,804,694 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | — | | | | | | — | | | | | | 2,654,230 | | | | | | 1,797,794 | | |
Unified fees | | | | | 1,387,998 | | | | | | 5,646,734 | | | | | | — | | | | | | — | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 3,900 | | | | | | 390,412 | | | | | | 311,082 | | | | | | 228,510 | | |
Class S | | | | | 72,685 | | | | | | 60,700 | | | | | | 520,229 | | | | | | 496,780 | | |
Class S2 | | | | | — | | | | | | 410,226 | | | | | | 59,400 | | | | | | 17,580 | | |
Transfer agent fees | | | | | — | | | | | | — | | | | | | 550 | | | | | | 290 | | |
Shareholder reporting expense | | | | | — | | | | | | — | | | | | | 17,050 | | | | | | 5,920 | | |
Professional fees | | | | | — | | | | | | — | | | | | | 13,952 | | | | | | 12,985 | | |
Custody and accounting expense | | | | | — | | | | | | — | | | | | | 33,120 | | | | | | 32,704 | | |
Trustee fees and expenses | | | | | 14,757 | | | | | | 161,156 | | | | | | 9,821 | | | | | | 7,231 | | |
Miscellaneous expense | | | | | — | | | | | | — | | | | | | 18,227 | | | | | | 18,663 | | |
Interest expense | | | | | 283 | | | | | | 2,118 | | | | | | — | | | | | | — | | |
Total expenses | | | | | 1,479,623 | | | | | | 6,671,346 | | | | | | 3,637,661 | | | | | | 2,618,457 | | |
Net waived and reimbursed fees | | | | | (15,065) | | | | | | (143,987) | | | | | | (480,437) | | | | | | (72,452) | | |
Brokerage commission recapture | | | | | (9,436) | | | | | | — | | | | | | — | | | | | | (142) | | |
Net expenses | | | | | 1,455,122 | | | | | | 6,527,359 | | | | | | 3,157,224 | | | | | | 2,545,863 | | |
Net investment income | | | | | 2,309,815 | | | | | | 43,248,562 | | | | | | 7,689,776 | | | | | | 11,258,831 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 3,754,136 | | | | | | 167,302,515 | | | | | | 31,814,090 | | | | | | 15,889,542 | | |
Foreign currency related transactions | | | | | (17) | | | | | | — | | | | | | 28 | | | | | | 9,308 | | |
Futures | | | | | — | | | | | | 3,193,279 | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 3,754,119 | | | | | | 170,495,794 | | | | | | 31,814,118 | | | | | | 15,898,850 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 1,760,621 | | | | | | (56,052,509) | | | | | | 28,899,265 | | | | | | 5,848,749 | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | — | | | | | | 6,540 | | |
Futures | | | | | — | | | | | | 228,099 | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,760,621 | | | | | | (55,824,410) | | | | | | 28,899,265 | | | | | | 5,855,289 | | |
Net realized and unrealized gain | | | | | 5,514,740 | | | | | | 114,671,384 | | | | | | 60,713,383 | | | | | | 21,754,139 | | |
Increase in net assets resulting from operations | | | | $ | 7,824,555 | | | | | $ | 157,919,946 | | | | | $ | 68,403,159 | | | | | $ | 33,012,970 | | |
* Foreign taxes withheld | | | | $ | 4,080 | | | | | $ | — | | | | | $ | — | | | | | $ | 231,128 | | |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 5,434,540 | | | | | $ | 3,164,056 | | |
Interest | | | | | — | | | | | | 2,892 | | |
Securities lending income, net | | | | | 248,639 | | | | | | 192,034 | | |
Total investment income | | | | | 5,683,179 | | | | | | 3,358,982 | | |
EXPENSES: | | | | ||||||||||
Unified fees | | | | | 2,823,083 | | | | | | 921,861 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 349,666 | | | | | | 19 | | |
Class S | | | | | 468,893 | | | | | | 233,789 | | |
Class S2 | | | | | 88,135 | | | | | | 7,483 | | |
Trustee fees and expenses | | | | | 25,208 | | | | | | 6,974 | | |
Total expenses | | | | | 3,754,985 | | | | | | 1,170,126 | | |
Net waived and reimbursed fees | | | | | (61,570) | | | | | | (16,190) | | |
Brokerage commission recapture | | | | | (15,140) | | | | | | (1,328) | | |
Net expenses | | | | | 3,678,275 | | | | | | 1,152,608 | | |
Net investment income | | | | | 2,004,904 | | | | | | 2,206,374 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 5,064,131 | | | | | | 1,546,509 | | |
Foreign currency related transactions | | | | | (9) | | | | | | (20,211) | | |
Futures | | | | | (197,929) | | | | | | — | | |
Net realized gain | | | | | 4,866,193 | | | | | | 1,526,298 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | 16,886,784 | | | | | | (8,991,363) | | |
Foreign currency related transactions | | | | | — | | | | | | 7,691 | | |
Futures | | | | | 130,323 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 17,017,107 | | | | | | (8,983,672) | | |
Net realized and unrealized gain (loss) | | | | | 21,883,300 | | | | | | (7,457,374) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 23,888,204 | | | | | $ | (5,251,000) | | |
* Foreign taxes withheld | | | | $ | 3,056 | | | | | $ | 316,626 | | |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 19,104,347 | | | | | $ | 42,232,492 | | | | | $ | 10,788,870 | | | | | $ | 16,161,891 | | |
Net realized gain (loss) | | | | | (18,421,919) | | | | | | (9,328,565) | | | | | | 273,089,265 | | | | | | 788,038,537 | | |
Net change in unrealized appreciation (depreciation) | | | | | 44,774,522 | | | | | | (44,357,818) | | | | | | (355,764,377) | | | | | | (414,788,813) | | |
Increase (decrease) in net assets resulting from operations | | | | | 45,456,950 | | | | | | (11,453,891) | | | | | | (71,886,242) | | | | | | 389,411,615 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (2,819,250) | | | | | | (5,742,211) | | | | | | — | | | | | | (190,421) | | |
Class I | | | | | (2,123,976) | | | | | | (3,701,062) | | | | | | — | | | | | | (10,448,530) | | |
Class S | | | | | (14,980,765) | | | | | | (32,239,715) | | | | | | — | | | | | | (8,036,581) | | |
Class S2 | | | | | (168,753) | | | | | | (345,147) | | | | | | — | | | | | | (204,971) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (239,941,829) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (180,817,870) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (218,363,228) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (8,248,358) | | |
Total distributions | | | | | (20,092,744) | | | | | | (42,028,135) | | | | | | — | | | | | | (666,251,788) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 30,612,128 | | | | | | 68,039,728 | | | | | | 197,215,363 | | | | | | 315,039,053 | | |
Reinvestment of distributions | | | | | 20,092,744 | | | | | | 42,028,135 | | | | | | — | | | | | | 666,251,788 | | |
| | | | | 50,704,872 | | | | | | 110,067,863 | | | | | | 197,215,363 | | | | | | 981,290,841 | | |
Cost of shares redeemed | | | | | (62,064,918) | | | | | | (190,766,331) | | | | | | (511,633,957) | | | | | | (1,156,779,520) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (11,360,046) | | | | | | (80,698,468) | | | | | | (314,418,594) | | | | | | (175,488,679) | | |
Net increase (decrease) in net assets | | | | | 14,004,160 | | | | | | (134,180,494) | | | | | | (386,304,836) | | | | | | (452,328,852) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 635,507,970 | | | | | | 769,688,464 | | | | | | 6,276,256,117 | | | | | | 6,728,584,969 | | |
End of year or period | | | | $ | 649,512,130 | | | | | $ | 635,507,970 | | | | | $ | 5,889,951,281 | | | | | $ | 6,276,256,117 | | |
Undistributed net investment income at end of year or period | | | | $ | 8,659,039 | | | | | $ | 9,647,436 | | | | | $ | 26,891,909 | | | | | $ | 16,103,039 | | |
|
| | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 17,309,698 | | | | | $ | 32,549,569 | | | | | $ | 1,996,556 | | | | | $ | 3,035,990 | | |
Net realized gain (loss) | | | | | (52,068,195) | | | | | | 49,021,079 | | | | | | (378,408) | | | | | | (352,855) | | |
Net change in unrealized appreciation (depreciation) | | | | | 83,537,452 | | | | | | (163,182,579) | | | | | | 2,620,878 | | | | | | (710,380) | | |
Increase (decrease) in net assets resulting from operations | | | | | 48,778,955 | | | | | | (81,611,931) | | | | | | 4,239,026 | | | | | | 1,972,755 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (945,149) | | | | | | (53,483) | | | | | | (180,976) | | |
Class I | | | | | — | | | | | | (11,223,240) | | | | | | (473,532) | | | | | | (1,822,280) | | |
Class R6 | | | | | — | | | | | | (51) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (17,273,824) | | | | | | (259,295) | | | | | | (983,100) | | |
Class S2 | | | | | — | | | | | | (9,124) | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (3,334,725) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (32,039,011) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (48,977,331) | | | | | | — | | | | | | — | | |
Class S2 | | | | | — | | | | | | (37,631) | | | | | | — | | | | | | — | | |
Total distributions | | | | | — | | | | | | (113,840,086) | | | | | | (786,310) | | | | | | (2,986,356) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 27,319,376 | | | | | | 54,396,063 | | | | | | 39,560,406 | | | | | | 98,689,004 | | |
Proceeds from shares issued in merger (Note 11) | | | | | — | | | | | | 197,866,458 | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | — | | | | | | 113,840,035 | | | | | | 786,310 | | | | | | 2,986,356 | | |
| | | | | 27,319,376 | | | | | | 366,102,556 | | | | | | 40,346,716 | | | | | | 101,675,360 | | |
Cost of shares redeemed | | | | | (139,293,967) | | | | | | (324,064,656) | | | | | | (58,274,600) | | | | | | (96,455,794) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (111,974,591) | | | | | | 42,037,900 | | | | | | (17,927,884) | | | | | | 5,219,566 | | |
Net increase (decrease) in net assets | | | | | (63,195,636) | | | | | | (153,414,117) | | | | | | (14,475,168) | | | | | | 4,205,965 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 1,626,837,136 | | | | | | 1,780,251,253 | | | | | | 289,615,686 | | | | | | 285,409,721 | | |
End of year or period | | | | $ | 1,563,641,500 | | | | | $ | 1,626,837,136 | | | | | $ | 275,140,518 | | | | | $ | 289,615,686 | | |
Undistributed net investment income at end of year or period | | | | $ | 23,391,256 | | | | | $ | 6,081,558 | | | | | $ | 4,795,739 | | | | | $ | 3,585,493 | | |
|
| | | Voya Multi-Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 2,309,815 | | | | | $ | 4,096,360 | | | | | $ | 43,248,562 | | | | | $ | 83,504,712 | | |
Net realized gain | | | | | 3,754,119 | | | | | | 14,141,929 | | | | | | 170,495,794 | | | | | | 257,331,863 | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,760,621 | | | | | | (20,749,422) | | | | | | (55,824,410) | | | | | | (274,947,437) | | |
Increase (decrease) in net assets resulting from operations | | | | | 7,824,555 | | | | | | (2,511,133) | | | | | | 157,919,946 | | | | | | 65,889,138 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (4,771) | | | | | | — | | | | | | (1,657,029) | | |
Class I | | | | | — | | | | | | (3,460,112) | | | | | | — | | | | | | (77,774,655) | | |
Class S | | | | | — | | | | | | (472,743) | | | | | | — | | | | | | (857,419) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (2,746,282) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (84,762) | | | | | | — | | | | | | (11,207,129) | | |
Class I | | | | | — | | | | | | (18,779,826) | | | | | | — | | | | | | (362,468,135) | | |
Class S | | | | | — | | | | | | (4,203,896) | | | | | | — | | | | | | (6,238,281) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (15,854,896) | | |
Total distributions | | | | | — | | | | | | (27,006,110) | | | | | | — | | | | | | (478,803,826) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 55,741,401 | | | | | | 195,981,902 | | | | | | 294,022,996 | | | | | | 848,039,746 | | |
Reinvestment of distributions | | | | | — | | | | | | 27,006,110 | | | | | | — | | | | | | 478,803,826 | | |
| | | | | 55,741,401 | | | | | | 222,988,012 | | | | | | 294,022,996 | | | | | | 1,326,843,572 | | |
Cost of shares redeemed | | | | | (65,436,654) | | | | | | (125,558,575) | | | | | | (625,131,511) | | | | | | (955,274,748) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (9,695,253) | | | | | | 97,429,437 | | | | | | (331,108,515) | | | | | | 371,568,824 | | |
Net increase (decrease) in net assets | | | | | (1,870,698) | | | | | | 67,912,194 | | | | | | (173,188,569) | | | | | | (41,345,864) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 400,561,443 | | | | | | 332,649,249 | | | | | | 4,501,896,042 | | | | | | 4,543,241,906 | | |
End of year or period | | | | $ | 398,690,745 | | | | | $ | 400,561,443 | | | | | $ | 4,328,707,473 | | | | | $ | 4,501,896,042 | | |
Undistributed net investment income at end of year or period | | | | $ | 6,866,026 | | | | | $ | 4,556,211 | | | | | $ | 60,133,598 | | | | | $ | 16,885,036 | | |
|
| | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 7,689,776 | | | | | $ | 10,006,533 | | | | | $ | 11,258,831 | | | | | $ | 31,232,139 | | |
Net realized gain (loss) | | | | | 31,814,118 | | | | | | 63,542,538 | | | | | | 15,898,850 | | | | | | (23,128,446) | | |
Net change in unrealized appreciation (depreciation) | | | | | 28,899,265 | | | | | | (56,361,881) | | | | | | 5,855,289 | | | | | | (47,898,365) | | |
Increase (decrease) in net assets resulting from operations | | | | | 68,403,159 | | | | | | 17,187,190 | | | | | | 33,012,970 | | | | | | (39,794,672) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (1,065,344) | | | | | | — | | | | | | (3,533,679) | | |
Class I | | | | | — | | | | | | (2,198,922) | | | | | | — | | | | | | (14,249,415) | | |
Class S | | | | | — | | | | | | (6,097,641) | | | | | | — | | | | | | (22,612,138) | | |
Class S2 | | | | | — | | | | | | (312,861) | | | | | | — | | | | | | (407,006) | | |
Total distributions | | | | | — | | | | | | (9,674,768) | | | | | | — | | | | | | (40,802,238) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 29,897,522 | | | | | | 107,679,392 | | | | | | 4,816,168 | | | | | | 23,675,873 | | |
Reinvestment of distributions | | | | | — | | | | | | 9,674,768 | | | | | | — | | | | | | 40,802,238 | | |
| | | | | 29,897,522 | | | | | | 117,354,160 | | | | | | 4,816,168 | | | | | | 64,478,111 | | |
Cost of shares redeemed | | | | | (87,096,256) | | | | | | (199,272,924) | | | | | | (46,345,299) | | | | | | (438,952,480) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (57,198,734) | | | | | | (81,918,764) | | | | | | (41,529,131) | | | | | | (374,474,369) | | |
Net increase (decrease) in net assets | | | | | 11,204,425 | | | | | | (74,406,342) | | | | | | (8,516,161) | | | | | | (455,071,279) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 675,299,794 | | | | | | 749,706,136 | | | | | | 500,049,420 | | | | | | 955,120,699 | | |
End of year or period | | | | $ | 686,504,219 | | | | | $ | 675,299,794 | | | | | $ | 491,533,259 | | | | | $ | 500,049,420 | | |
Undistributed net investment income at end of year or period | | | | $ | 17,681,978 | | | | | $ | 9,992,202 | | | | | $ | 42,867,024 | | | | | $ | 31,608,193 | | |
|
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 2,004,904 | | | | | $ | 3,602,775 | | | | | $ | 2,206,374 | | | | | $ | 7,467,542 | | |
Net realized gain | | | | | 4,866,193 | | | | | | 60,366,053 | | | | | | 1,526,298 | | | | | | 57,080,760 | | |
Net change in unrealized appreciation (depreciation) | | | | | 17,017,107 | | | | | | (91,367,457) | | | | | | (8,983,672) | | | | | | (76,169,222) | | |
Increase (decrease) in net assets resulting from operations | | | | | 23,888,204 | | | | | | (27,398,629) | | | | | | (5,251,000) | | | | | | (11,620,920) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (150) | | |
Class I | | | | | — | | | | | | (762,474) | | | | | | — | | | | | | (8,152,911) | | |
Class S | | | | | — | | | | | | (943,798) | | | | | | — | | | | | | (6,219,438) | | |
Class S2 | | | | | — | | | | | | (22,418) | | | | | | — | | | | | | (103,766) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (13,075,024) | | | | | | — | | | | | | (183) | | |
Class I | | | | | — | | | | | | (19,545,024) | | | | | | — | | | | | | (7,990,921) | | |
Class S | | | | | — | | | | | | (53,574,274) | | | | | | — | | | | | | (6,812,850) | | |
Class S2 | | | | | — | | | | | | (5,459,300) | | | | | | — | | | | | | (123,950) | | |
Total distributions | | | | | — | | | | | | (93,382,312) | | | | | | — | | | | | | (29,404,169) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 24,049,820 | | | | | | 89,318,707 | | | | | | 1,129,206 | | | | | | 11,874,429 | | |
Reinvestment of distributions | | | | | — | | | | | | 93,382,312 | | | | | | — | | | | | | 29,404,169 | | |
| | | | | 24,049,820 | | | | | | 182,701,019 | | | | | | 1,129,206 | | | | | | 41,278,598 | | |
Cost of shares redeemed | | | | | (63,764,068) | | | | | | (121,792,264) | | | | | | (15,975,353) | | | | | | (352,472,161) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (39,714,248) | | | | | | 60,908,755 | | | | | | (14,846,147) | | | | | | (311,193,563) | | |
Net decrease in net assets | | | | | (15,826,044) | | | | | | (59,872,186) | | | | | | (20,097,147) | | | | | | (352,218,652) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 709,627,507 | | | | | | 769,499,693 | | | | | | 209,200,257 | | | | | | 561,418,909 | | |
End of year or period | | | | $ | 693,801,463 | | | | | $ | 709,627,507 | | | | | $ | 189,103,110 | | | | | $ | 209,200,257 | | |
Undistributed net investment income at end of year or period | | | | $ | 5,597,875 | | | | | $ | 3,592,971 | | | | | $ | 9,385,627 | | | | | $ | 7,179,253 | | |
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| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 9.33 | | | | | | 0.27• | | | | | | 0.40 | | | | | | 0.67 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.71 | | | | | | 7.24 | | | | | | 1.20 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.77 | | | | | | 94,804 | | | | | | 16 | | |
12-31-15 | | | | | 10.10 | | | | | | 0.56• | | | | | | (0.78) | | | | | | (0.22) | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 9.33 | | | | | | (2.35) | | | | | | 1.24 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.57 | | | | | | 94,398 | | | | | | 33 | | |
12-31-14 | | | | | 10.60 | | | | | | 0.57• | | | | | | (0.47) | | | | | | 0.10 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.10 | | | | | | 0.81 | | | | | | 1.25 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.44 | | | | | | 111,226 | | | | | | 78 | | |
12-31-13 | | | | | 10.63 | | | | | | 0.58• | | | | | | (0.04) | | | | | | 0.54 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.60 | | | | | | 5.25 | | | | | | 1.25 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 5.44 | | | | | | 117,539 | | | | | | 26 | | |
12-31-12 | | | | | 9.93 | | | | | | 0.59 | | | | | | 0.73 | | | | | | 1.32 | | | | | | 0.62 | | | | | | — | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.63 | | | | | | 13.64 | | | | | | 1.25 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 5.81 | | | | | | 92,640 | | | | | | 32 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 9.33 | | | | | | 0.30• | | | | | | 0.40 | | | | | | 0.70 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 9.72 | | | | | | 7.67 | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 6.37 | | | | | | 66,209 | | | | | | 16 | | |
12-31-15 | | | | | 10.11 | | | | | | 0.60 | | | | | | (0.77) | | | | | | (0.17) | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 9.33 | | | | | | (1.86) | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 6.18 | | | | | | 63,622 | | | | | | 33 | | |
12-31-14 | | | | | 10.61 | | | | | | 0.64• | | | | | | (0.48) | | | | | | 0.16 | | | | | | 0.66 | | | | | | — | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 10.11 | | | | | | 1.41 | | | | | | 0.50 | | | | | | 0.48 | | | | ��� | | 0.48 | | | | | | 6.03 | | | | | | 61,136 | | | | | | 78 | | |
12-31-13 | | | | | 10.64 | | | | | | 0.64• | | | | | | (0.03) | | | | | | 0.61 | | | | | | 0.64 | | | | | | — | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.61 | | | | | | 5.89 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 6.01 | | | | | | 86,289 | | | | | | 26 | | |
12-31-12 | | | | | 9.93 | | | | | | 0.66• | | | | | | 0.73 | | | | | | 1.39 | | | | | | 0.68 | | | | | | — | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 10.64 | | | | | | 14.43 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 6.43 | | | | | | 147,591 | | | | | | 32 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 9.33 | | | | | | 0.29• | | | | | | 0.39 | | | | | | 0.68 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.71 | | | | | | 7.43 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 6.12 | | | | | | 482,970 | | | | | | 16 | | |
12-31-15 | | | | | 10.10 | | | | | | 0.59• | | | | | | (0.77) | | | | | | (0.18) | | | | | | 0.59 | | | | | | — | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.33 | | | | | | (2.01) | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.91 | | | | | | 472,161 | | | | | | 33 | | |
12-31-14 | | | | | 10.60 | | | | | | 0.61• | | | | | | (0.48) | | | | | | 0.13 | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.10 | | | | | | 1.16 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.79 | | | | | | 590,463 | | | | | | 78 | | |
12-31-13 | | | | | 10.63 | | | | | | 0.62 | | | | | | (0.04) | | | | | | 0.58 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.60 | | | | | | 5.62 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 5.78 | | | | | | 691,275 | | | | | | 26 | | |
12-31-12 | | | | | 9.93 | | | | | | 0.64• | | | | | | 0.71 | | | | | | 1.35 | | | | | | 0.65 | | | | | | — | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 10.63 | | | | | | 14.04 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 6.17 | | | | | | 759,066 | | | | | | 32 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 9.34 | | | | | | 0.28• | | | | | | 0.41 | | | | | | 0.69 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.73 | | | | | | 7.45 | | | | | | 0.97 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.97 | | | | | | 5,529 | | | | | | 16 | | |
12-31-15 | | | | | 10.11 | | | | | | 0.58• | | | | | | (0.77) | | | | | | (0.19) | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.34 | | | | | | (2.15) | | | | | | 0.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.76 | | | | | | 5,327 | | | | | | 33 | | |
12-31-14 | | | | | 10.62 | | | | | | 0.59 | | | | | | (0.48) | | | | | | 0.11 | | | | | | 0.62 | | | | | | — | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.11 | | | | | | 0.92 | | | | | | 1.00 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.64 | | | | | | 6,863 | | | | | | 78 | | |
12-31-13 | | | | | 10.65 | | | | | | 0.60• | | | | | | (0.03) | | | | | | 0.57 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.62 | | | | | | 5.47 | | | | | | 1.00 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 5.63 | | | | | | 6,722 | | | | | | 26 | | |
12-31-12 | | | | | 9.94 | | | | | | 0.60 | | | | | | 0.75 | | | | | | 1.35 | | | | | | 0.64 | | | | | | — | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.65 | | | | | | 13.97 | | | | | | 1.00 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 5.98 | | | | | | 5,628 | | | | | | 32 | | |
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 | | |
Voya Large Cap Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 18.13 | | | | | | 0.01 | | | | | | (0.22) | | | | | | (0.21) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.92 | | | | | | (1.16) | | | | | | 1.38 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 0.07 | | | | | | 2,079,263 | | | | | | 39 | | |
12-31-15 | | | | | 19.04 | | | | | | (0.01) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 0.00* | | | | | | 2.02 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 18.13 | | | | | | 5.72 | | | | | | 1.42 | | | | | | 1.24 | | | | | | 1.24 | | | | | | (0.05) | | | | | | 2,244,745 | | | | | | 70 | | |
12-31-14 | | | | | 18.22 | | | | | | 0.02 | | | | | | 2.26 | | | | | | 2.28 | | | | | | 0.01 | | | | | | 1.45 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 19.04 | | | | | | 13.03 | | | | | | 1.43 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 0.07 | | | | | | 2,454,572 | | | | | | 65 | | |
12-31-13 | | | | | 14.17 | | | | | | 0.03 | | | | | | 4.24 | | | | | | 4.27 | | | | | | 0.06 | | | | | | 0.16 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 18.22 | | | | | | 30.29 | | | | | | 1.43 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.14 | | | | | | 2,519,145 | | | | | | 77 | | |
12-31-12 | | | | | 12.23 | | | | | | 0.11• | | | | | | 2.02 | | | | | | 2.13 | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.17 | | | | | | 17.49 | | | | | | 1.42 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.80 | | | | | | 2,134,353 | | | | | | 79 | | |
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 | | |
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| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Large Cap Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 19.21 | | | | | | 0.06• | | | | | | (0.23) | | | | | | (0.17) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.04 | | | | | | (0.88) | | | | | | 0.68 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1,792,600 | | | | | | 39 | | |
12-31-15 | | | | | 20.05 | | | | | | 0.11 | | | | | | 1.19 | | | | | | 1.30 | | | | | | 0.12 | | | | | | 2.02 | | | | | | — | | | | | | 2.14 | | | | | | — | | | | | | 19.21 | | | | | | 6.38 | | | | | | 0.67 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.55 | | | | | | 1,876,362 | | | | | | 70 | | |
12-31-14 | | | | | 19.10 | | | | | | 0.12 | | | | | | 2.38 | | | | | | 2.50 | | | | | | 0.10 | | | | | | 1.45 | | | | | | — | | | | | | 1.55 | | | | | | — | | | | | | 20.05 | | | | | | 13.62 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.63 | | | | | | 1,837,186 | | | | | | 65 | | |
12-31-13 | | | | | 14.80 | | | | | | 0.09 | | | | | | 4.46 | | | | | | 4.55 | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 19.10 | | | | | | 30.95 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.61 | | | | | | 1,469,089 | | | | | | 77 | | |
12-31-12 | | | | | 12.72 | | | | | | 0.16• | | | | | | 2.13 | | | | | | 2.29 | | | | | | 0.08 | | | | | | 0.13 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.80 | | | | | | 18.10 | | | | | | 0.67 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.09 | | | | | | 969,313 | | | | | | 79 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 19.21 | | | | | | 0.00*• | | | | | | (0.17) | | | | | | (0.17) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.04 | | | | | | (0.88) | | | | | | 0.75 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.05 | | | | | | 1,527 | | | | | | 39 | | |
11-24-15(5) - 12-31-15 | | | | | 19.47 | | | | | | 0.02• | | | | | | (0.28) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.21 | | | | | | (1.34) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.02 | | | | | | 3 | | | | | | 70 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 18.85 | | | | | | 0.04• | | | | | | (0.23) | | | | | | (0.19) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.66 | | | | | | (1.01) | | | | | | 0.93 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.42 | | | | | | 1,948,680 | | | | | | 39 | | |
12-31-15 | | | | | 19.72 | | | | | | 0.06• | | | | | | 1.16 | | | | | | 1.22 | | | | | | 0.07 | | | | | | 2.02 | | | | | | — | | | | | | 2.09 | | | | | | — | | | | | | 18.85 | | | | | | 6.11 | | | | | | 0.92 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.30 | | | | | | 2,077,008 | | | | | | 70 | | |
12-31-14 | | | | | 18.82 | | | | | | 0.07 | | | | | | 2.35 | | | | | | 2.42 | | | | | | 0.07 | | | | | | 1.45 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 19.72 | | | | | | 13.35 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.38 | | | | | | 2,349,585 | | | | | | 65 | | |
12-31-13 | | | | | 14.61 | | | | | | 0.06• | | | | | | 4.39 | | | | | | 4.45 | | | | | | 0.08 | | ��� | | | | 0.16 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 18.82 | | | | | | 30.62 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.34 | | | | | | 1,408,087 | | | | | | 77 | | |
12-31-12 | | | | | 12.57 | | | | | | 0.09 | | | | | | 2.14 | | | | | | 2.23 | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.61 | | | | | | 17.81 | | | | | | 0.92 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.80 | | | | | | 486,212 | | | | | | 79 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 18.73 | | | | | | 0.02• | | | | | | (0.22) | | | | | | (0.20) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.53 | | | | | | (1.07) | | | | | | 1.15 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.26 | | | | | | 67,881 | | | | | | 39 | | |
12-31-15 | | | | | 19.62 | | | | | | 0.03• | | | | | | 1.15 | | | | | | 1.18 | | | | | | 0.05 | | | | | | 2.02 | | | | | | — | | | | | | 2.07 | | | | | | — | | | | | | 18.73 | | | | | | 5.90 | | | | | | 1.17 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 0.15 | | | | | | 78,138 | | | | | | 70 | | |
12-31-14 | | | | | 18.72 | | | | | | 0.03 | | | | | | 2.36 | | | | | | 2.39 | | | | | | 0.04 | | | | | | 1.45 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 19.62 | | | | | | 13.24 | | | | | | 1.18 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 0.23 | | | | | | 87,242 | | | | | | 65 | | |
12-31-13 | | | | | 14.54 | | | | | | 0.02 | | | | | | 4.37 | | | | | | 4.39 | | | | | | 0.05 | | | | | | 0.16 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 18.72 | | | | | | 30.39 | | | | | | 1.18 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 0.21 | | | | | | 53,802 | | | | | | 77 | | |
12-31-12 | | | | | 12.53 | | | | | | 0.10• | | | | | | 2.10 | | | | | | 2.20 | | | | | | 0.06 | | | | | | 0.13 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.54 | | | | | | 17.69 | | | | | | 1.17 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 0.71 | | | | | | 35,383 | | | | | | 79 | | |
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 | | |
Voya Large Cap Value Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 10.94 | | | | | | 0.10• | | | | | | 0.25 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.29 | | | | | | 3.20 | | | | | | 1.45 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.84 | | | | | | 62,431 | | | | | | 79 | | |
12-31-15 | | | | | 12.32 | | | | | | 0.16 | | | | | | (0.74) | | | | | | (0.58) | | | | | | 0.16 | | | | | | 0.64 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 10.94 | | | | | | (5.06) | | | | | | 1.50 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.50 | | | | | | 67,001 | | | | | | 83 | | |
12-31-14 | | | | | 11.67 | | | | | | 0.17• | | | | | | 0.92 | | | | | | 1.09 | | | | | | 0.22 | | | | | | 0.22 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.32 | | | | | | 9.42 | | | | | | 1.50 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.40 | | | | | | 65,989 | | | | | | 111 | | |
12-31-13 | | | | | 9.13 | | | | | | 0.13• | | | | | | 2.60 | | | | | | 2.73 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.67 | | | | | | 30.12 | | | | | | 1.51 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 1.17 | | | | | | 12,730 | | | | | | 104 | | |
12-31-12 | | | | | 8.19 | | | | | | 0.15• | | | | | | 0.98 | | | | | | 1.13 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.13 | | | | | | 14.00 | | | | | | 1.55 | | | | | | 1.29 | | | | | | 1.29 | | | | | | 1.74 | | | | | | 3,629 | | | | | | 96 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 11.12 | | | | | | 0.13• | | | | | | 0.25 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.50 | | | | | | 3.42 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.44 | | | | | | 550,469 | | | | | | 79 | | |
12-31-15 | | | | | 12.50 | | | | | | 0.25• | | | | | | (0.76) | | | | | | (0.51) | | | | | | 0.23 | | | | | | 0.64 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 11.12 | | | | | | (4.46) | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.09 | | | | | | 560,041 | | | | | | 83 | | |
12-31-14 | | | | | 11.80 | | | | | | 0.23 | | | | | | 0.95 | | | | | | 1.18 | | | | | | 0.26 | | | | | | 0.22 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.50 | | | | | | 10.09 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.98 | | | | | | 643,803 | | | | | | 111 | | |
12-31-13 | | | | | 9.23 | | | | | | 0.19• | | | | | | 2.64 | | | | | | 2.83 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 11.80 | | | | | | 30.86 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.78 | | | | | | 558,826 | | | | | | 104 | | |
12-31-12 | | | | | 8.26 | | | | | | 0.21• | | | | | | 0.99 | | | | | | 1.20 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.23 | | | | | | 14.71 | | | | | | 0.80 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 2.35 | | | | | | 273,167 | | | | | | 96 | | |
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 | | |
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| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Large Cap Value Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 11.12 | | | | | | 0.13• | | | | | | 0.25 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.50 | | | | | | 3.42 | | | | | | 2.11 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.44 | | | | | | 3 | | | | | | 79 | | |
11-24-15(5) - 12-31-15 | | | | | 11.59 | | | | | | 0.03• | | | | | | (0.30) | | | | | | (0.27) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 11.12 | | | | | | (2.37) | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.71 | | | | | | 3 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 11.00 | | | | | | 0.12• | | | | | | 0.24 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.36 | | | | | | 3.27 | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 2.19 | | | | | | 950,163 | | | | | | 79 | | |
12-31-15 | | | | | 12.37 | | | | | | 0.21 | | | | | | (0.74) | | | | | | (0.53) | | | | | | 0.20 | | | | | | 0.64 | | | | | | — | | | | | | 0.84 | | | | | | — | | | | | | 11.00 | | | | | | (4.66) | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.84 | | | | | | 999,196 | | | | | | 83 | | |
12-31-14 | | | | | 11.70 | | | | | | 0.21• | | | | | | 0.92 | | | | | | 1.13 | | | | | | 0.24 | | | | | | 0.22 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.37 | | | | | | 9.71 | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.73 | | | | | | 1,069,662 | | | | | | 111 | | |
12-31-13 | | | | | 9.14 | | | | | | 0.17• | | | | | | 2.61 | | | | | | 2.78 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 11.70 | | | | | | 30.66 | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.53 | | | | | | 608,298 | | | | | | 104 | | |
12-31-12 | | | | | 8.19 | | | | | | 0.19• | | | | | | 0.97 | | | | | | 1.16 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.14 | | | | | | 14.35 | | | | | | 1.05 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.12 | | | | | | 80,048 | | | | | | 96 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 11.00 | | | | | | 0.11• | | | | | | 0.24 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.35 | | | | | | 3.18 | | | | | | 1.22 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 2.04 | | | | | | 576 | | | | | | 79 | | |
12-31-15 | | | | | 12.36 | | | | | | 0.20• | | | | | | (0.75) | | | | | | (0.55) | | | | | | 0.17 | | | | | | 0.64 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 11.00 | | | | | | (4.82) | | | | | | 1.25 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.68 | | | | | | 596 | | | | | | 83 | | |
12-31-14 | | | | | 11.69 | | | | | | 0.20• | | | | | | 0.92 | | | | | | 1.12 | | | | | | 0.23 | | | | | | 0.22 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 12.36 | | | | | | 9.67 | | | | | | 1.25 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.66 | | | | | | 798 | | | | | | 111 | | |
09-09-13(5) - 12-31-13 | | | | | 10.74 | | | | | | 0.05• | | | | | | 0.92 | | | | | | 0.97 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 11.69 | | | | | | 9.06 | | | | | | 1.26 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 1.33 | | | | | | 3 | | | | | | 104 | | |
Voya Limited Maturity Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 9.83 | | | | | | 0.05• | | | | | | 0.08 | | | | | | 0.13 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 9.94 | | | | | | 1.33 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.00 | | | | | | 25,021 | | | | | | 59 | | |
12-31-15 | | | | | 9.87 | | | | | | 0.06• | | | | | | (0.05) | | | | | | 0.01 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.83 | | | | | | 0.15 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.59 | | | | | | 28,178 | | | | | | 325 | | |
12-31-14 | | | | | 9.88 | | | | | | 0.07 | | | | | | (0.04) | | | | | | 0.03 | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 9.87 | | | | | | 0.31 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.57 | | | | | | 36,335 | | | | | | 433 | | |
12-31-13 | | | | | 9.92 | | | | | | 0.03 | | | | | | 0.01 | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.88 | | | | | | 0.36 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.35 | | | | | | 40,656 | | | | | | 527 | | |
12-31-12 | | | | | 9.88 | | | | | | 0.03• | | | | | | 0.09 | | | | | | 0.12 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.92 | | | | | | 1.19 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.35 | | | | | | 35,265 | | | | | | 644 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 10.09 | | | | | | 0.08• | | | | | | 0.08 | | | | | | 0.16 | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 10.22 | | | | | | 1.60 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 1.60 | | | | | | 153,718 | | | | | | 59 | | |
12-31-15 | | | | | 10.13 | | | | | | 0.12• | | | | | | (0.04) | | | | | | 0.08 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.09 | | | | | | 0.82 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.20 | | | | | | 162,082 | | | | | | 325 | | |
12-31-14 | | | | | 10.14 | | | | | | 0.12• | | | | | | (0.03) | | | | | | 0.09 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.13 | | | | | | 0.88 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.17 | | | | | | 143,860 | | | | | | 433 | | |
12-31-13 | | | | | 10.17 | | | | | | 0.10• | | | | | | (0.01) | | | | | | 0.09 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.14 | | | | | | 0.90 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.94 | | | | | | 110,389 | | | | | | 527 | | |
12-31-12 | | | | | 10.10 | | | | | | 0.09• | | | | | | 0.09 | | | | | | 0.18 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.17 | | | | | | 1.81 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.90 | | | | | | 229,471 | | | | | | 644 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 10.15 | | | | | | 0.07• | | | | | | 0.08 | | | | | | 0.15 | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 10.27 | | | | | | 1.45 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.35 | | | | | | 96,401 | | | | | | 59 | | |
12-31-15 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.04) | | | | | | 0.06 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.15 | | | | | | 0.55 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.94 | | | | | | 99,356 | | | | | | 325 | | |
12-31-14 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.03) | | | | | | 0.07 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 10.19 | | | | | | 0.69 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.92 | | | | | | 105,215 | | | | | | 433 | | |
12-31-13 | | | | | 10.21 | | | | | | 0.08 | | | | | | (0.01) | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 10.19 | | | | | | 0.71 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 117,451 | | | | | | 527 | | |
12-31-12 | | | | | 10.14 | | | | | | 0.07• | | | | | | 0.08 | | | | | | 0.15 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 10.21 | | | | | | 1.50 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.71 | | | | | | 134,099 | | | | | | 644 | | |
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 | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Multi-Manager Large Cap Core Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 14.42 | | | | | | 0.04• | | | | | | 0.22 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.68 | | | | | | 1.80 | | | | | | 1.44 | | | | | | 1.33 | | | | | | 1.33 | | | | | | 0.64 | | | | | | 1,095 | | | | | | 22 | | |
12-31-15 | | | | | 15.54 | | | | | | 0.08• | | | | | | (0.19) | | | | | | (0.11) | | | | | | 0.05 | | | | | | 0.96 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 14.42 | | | | | | (0.93) | | | | | | 1.48 | | | | | | 1.32 | | | | | | 1.32 | | | | | | 0.50 | | | | | | 1,245 | | | | | | 55 | | |
12-31-14 | | | | | 14.72 | | | | | | 0.09 | | | | | | 1.99 | | | | | | 2.08 | | | | | | 0.11 | | | | | | 1.15 | | | | | | — | | | | | | 1.26 | | | | | | — | | | | | | 15.54 | | | | | | 14.66 | | | | | | 1.48 | | | | | | 1.32 | | | | | | 1.32 | | | | | | 0.60 | | | | | | 1,690 | | | | | | 44 | | |
12-31-13 | | | | | 11.38 | | | | | | 0.09• | | | | | | 3.30 | | | | | | 3.39 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 14.72 | | | | | | 29.80 | | | | | | 1.50 | | | | | | 1.33 | | | | | | 1.33 | | | | | | 0.67 | | | | | | 1,541 | | | | | | 105 | | |
12-31-12 | | | | | 10.46 | | | | | | 0.10 | | | | | | 0.94 | | | | | | 1.04 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 11.38 | | | | | | 9.93 | | | | | | 1.48 | | | | | | 1.33 | | | | | | 1.32 | | | | | | 0.95 | | | | | | 1,268 | | | | | | 43 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 14.50 | | | | | | 0.09• | | | | | | 0.23 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.82 | | | | | | 2.21 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.24 | | | | | | 338,871 | | | | | | 22 | | |
12-31-15 | | | | | 15.63 | | | | | | 0.17• | | | | | | (0.19) | | | | | | (0.02) | | | | | | 0.15 | | | | | | 0.96 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 14.50 | | | | | | (0.35) | | | | | | 0.73 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.13 | | | | | | 337,886 | | | | | | 55 | | |
12-31-14 | | | | | 14.79 | | | | | | 0.18• | | | | | | 2.00 | | | | | | 2.18 | | | | | | 0.19 | | | | | | 1.15 | | | | | | — | | | | | | 1.34 | | | | | | — | | | | | | 15.63 | | | | | | 15.31 | | | | | | 0.73 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 1.20 | | | | | | 262,017 | | | | | | 44 | | |
12-31-13 | | | | | 11.42 | | | | | | 0.17• | | | | | | 3.33 | | | | | | 3.50 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 14.79 | | | | | | 30.66 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.28 | | | | | | 316,869 | | | | | | 105 | | |
12-31-12 | | | | | 10.50 | | | | | | 0.17• | | | | | | 0.93 | | | | | | 1.10 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 11.42 | | | | | | 10.50 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.72 | | | | | | 1.54 | | | | | | 29,086 | | | | | | 43 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-03-16(5) - 06-30-16 | | | | | 14.65 | | | | | | 0.04• | | | | | | 0.12 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.81 | | | | | | 1.09 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.60 | | | | | | 3 | | | | | | 22 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 14.52 | | | | | | 0.07• | | | | | | 0.23 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 14.82 | | | | | | 2.07 | | | | | | 0.99 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 58,721 | | | | | | 22 | | |
12-31-15 | | | | | 15.64 | | | | | | 0.13• | | | | | | (0.18) | | | | | | (0.05) | | | | | | 0.11 | | | | | | 0.96 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 14.52 | | | | | | (0.56) | | | | | | 0.98 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.85 | | | | | | 61,430 | | | | | | 55 | | |
12-31-14 | | | | | 14.81 | | | | | | 0.13 | | | | | | 2.01 | | | | | | 2.14 | | | | | | 0.16 | | | | | | 1.15 | | | | | | — | | | | | | 1.31 | | | | | | — | | | | | | 15.64 | | | | | | 14.99 | | | | | | 0.98 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.95 | | | | | | 68,942 | | | | | | 44 | | |
12-31-13 | | | | | 11.44 | | | | | | 0.14• | | | | | | 3.32 | | | | | | 3.46 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 14.81 | | | | | | 30.29 | | | | | | 1.00 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.02 | | | | | | 56,868 | | | | | | 105 | | |
12-31-12 | | | | | 10.51 | | | | | | 0.14• | | | | | | 0.94 | | | | | | 1.08 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 11.44 | | | | | | 10.29 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 0.97 | | | | | | 1.29 | | | | | | 47,686 | | | | | | 43 | | |
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 | | |
Voya U.S. Stock Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.97 | | | | | | 0.10• | | | | | | 0.34 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.41 | | | | | | 3.39 | | | | | | 0.95 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.49 | | | | | | 117,517 | | | | | | 2 | | |
12-31-15 | | | | | 14.32 | | | | | | 0.18 | | | | | | (0.07) | | | | | | 0.11 | | | | | | 0.18 | | | | | | 1.28 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.97 | | | | | | 0.54 | | | | | | 1.01 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 1.33 | | | | | | 119,692 | | | | | | 12 | | |
12-31-14 | | | | | 14.26 | | | | | | 0.17 | | | | | | 1.58 | | | | | | 1.75 | | | | | | 0.20 | | | | | | 1.49 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 14.32 | | | | | | 12.77 | | | | | | 1.02 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.26 | | | | | | 122,012 | | | | | | 7 | | |
12-31-13 | | | | | 11.27 | | | | | | 0.16 | | | | | | 3.34 | | | | | | 3.50 | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.26 | | | | | | 31.40 | | | | | | 1.02 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.32 | | | | | | 105,584 | | | | | | 9 | | |
12-31-12 | | | | | 10.23 | | | | | | 0.18• | | | | | | 1.34 | | | | | | 1.52 | | | | | | 0.17 | | | | | | 0.31 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 11.27 | | | | | | 15.15 | | | | | | 1.02 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.59 | | | | | | 67,287 | | | | | | 7 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 13.34 | | | | | | 0.13• | | | | | | 0.36 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.83 | | | | | | 3.67 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 2.02 | | | | | | 3,975,637 | | | | | | 2 | | |
12-31-15 | | | | | 14.68 | | | | | | 0.26• | | | | | | (0.06) | | | | | | 0.20 | | | | | | 0.26 | | | | | | 1.28 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.34 | | | | | | 1.11 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 1.86 | | | | | | 4,149,051 | | | | | | 12 | | |
12-31-14 | | | | | 14.57 | | | | | | 0.26• | | | | | | 1.61 | | | | | | 1.87 | | | | | | 0.27 | | | | | | 1.49 | | | | | | — | | | | | | 1.76 | | | | | | — | | | | | | 14.68 | | | | | | 13.37 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.79 | | | | | | 4,186,235 | | | | | | 7 | | |
12-31-13 | | | | | 11.50 | | | | | | 0.24• | | | | | | 3.40 | | | | | | 3.64 | | | | | | 0.26 | | | | | | 0.31 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 14.57 | | | | | | 32.04 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.85 | | | | | | 4,322,478 | | | | | ��� | 9 | | |
12-31-12 | | | | | 10.41 | | | | | | 0.23• | | | | | | 1.39 | | | | | | 1.62 | | | | | | 0.22 | | | | | | 0.31 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 11.50 | | | | | | 15.79 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 2.05 | | | | | | 4,207,241 | | | | | | 7 | | |
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 | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | 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 S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 13.26 | | | | | | 0.12• | | | | | | 0.35 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.73 | | | | | | 3.54 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.78 | | | | | | 49,541 | | | | | | 2 | | |
12-31-15 | | | | | 14.59 | | | | | | 0.23• | | | | | | (0.07) | | | | | | 0.16 | | | | | | 0.21 | | | | | | 1.28 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 13.26 | | | | | | 0.89 | | | | | | 0.51 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.62 | | | | | | 50,470 | | | | | | 12 | | |
12-31-14 | | | | | 14.49 | | | | | | 0.23• | | | | | | 1.60 | | | | | | 1.83 | | | | | | 0.24 | | | | | | 1.49 | | | | | | — | | | | | | 1.73 | | | | | | — | | | | | | 14.59 | | | | | | 13.11 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.55 | | | | | | 57,095 | | | | | | 7 | | |
12-31-13 | | | | | 11.44 | | | | | | 0.20 | | | | | | 3.39 | | | | | | 3.59 | | | | | | 0.23 | | | | | | 0.31 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.49 | | | | | | 31.75 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.61 | | | | | | 37,259 | | | | | | 9 | | |
12-31-12 | | | | | 10.36 | | | | | | 0.20• | | | | | | 1.38 | | | | | | 1.58 | | | | | | 0.19 | | | | | | 0.31 | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 11.44 | | | | | | 15.48 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.80 | | | | | | 25,865 | | | | | | 7 | | |
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 | | |
Class S2 | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 13.12 | | | | | | 0.10• | | | | | | 0.35 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.57 | | | | | | 3.43 | | | | | | 0.74 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.63 | | | | | | 186,012 | | | | | | 2 | | |
12-31-15 | | | | | 14.46 | | | | | | 0.20• | | | | | | (0.06) | | | | | | 0.14 | | | | | | 0.20 | | | | | | 1.28 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 13.12 | | | | | | 0.75 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.46 | | | | | | 182,682 | | | | | | 12 | | |
12-31-14 | | | | | 14.38 | | | | | | 0.19 | | | | | | 1.60 | | | | | | 1.79 | | | | | | 0.22 | | | | | | 1.49 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 14.46 | | | | | | 12.94 | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.39 | | | | | | 177,899 | | | | | | 7 | | |
12-31-13 | | | | | 11.37 | | | | | | 0.19• | | | | | | 3.35 | | | | | | 3.54 | | | | | | 0.22 | | | | | | 0.31 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 14.38 | | | | | | 31.46 | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.46 | | | | | | 157,313 | | | | | | 9 | | |
12-31-12 | | | | | 10.31 | | | | | | 0.19• | | | | | | 1.36 | | | | | | 1.55 | | | | | | 0.18 | | | | | | 0.31 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 11.37 | | | | | | 15.29 | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.69 | | | | | | 93,052 | | | | | | 7 | | |
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 | | |
VY® Clarion Real Estate Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 34.11 | | | | | | 0.36 | | | | | | 3.29 | | | | | | 3.65 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 37.76 | | | | | | 10.70 | | | | | | 1.54 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 2.02 | | | | | | 97,783 | | | | | | 16 | | |
12-31-15 | | | | | 33.65 | | | | | | 0.36• | | | | | | 0.49 | | | | | | 0.85 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 34.11 | | | | | | 2.58 | | | | | | 1.59 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.08 | | | | | | 90,056 | | | | | | 41 | | |
12-31-14 | | | | | 26.29 | | | | | | 0.33• | | | | | | 7.39 | | | | | | 7.72 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 33.65 | | | | | | 29.48 | | | | | | 1.59 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.08 | | | | | | 89,699 | | | | | | 30 | | |
12-31-13 | | | | | 26.18 | | | | | | 0.30• | | | | | | 0.15 | | | | | | 0.45 | | | | | | 0.34 | | | | | | �� | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 26.29 | | | | | | 1.65 | | | | | | 1.61 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 1.11 | | | | | | 62,462 | | | | | | 52 | | |
12-31-12 | | | | | 22.94 | | | | | | 0.28• | | | | | | 3.20 | | | | | | 3.48 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 26.18 | | | | | | 15.17 | | | | | | 1.60 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 1.11 | | | | | | 48,742 | | | | | | 35 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 35.71 | | | | | | 0.47• | | | | | | 3.46 | | | | | | 3.93 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 39.64 | | | | | | 11.01 | | | | | | 0.84 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 2.64 | | | | | | 115,027 | | | | | | 16 | | |
12-31-15 | | | | | 35.17 | | | | | | 0.58• | | | | | | 0.52 | | | | | | 1.10 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 35.71 | | | | | | 3.20 | | | | | | 0.84 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.65 | | | | | | 128,447 | | | | | | 41 | | |
12-31-14 | | | | | 27.42 | | | | | | 0.52• | | | | | | 7.73 | | | | | | 8.25 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 35.17 | | | | | | 30.27 | | | | | | 0.84 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.64 | | | | | | 142,041 | | | | | | 30 | | |
12-31-13 | | | | | 27.22 | | | | | | 0.48• | | | | | | 0.17 | | | | | | 0.65 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 27.42 | | | | | | 2.27 | | | | | | 0.86 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.67 | | | | | | 116,778 | | | | | | 52 | | |
12-31-12 | | | | | 23.77 | | | | | | 0.45• | | | | | | 3.32 | | | | | | 3.77 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 27.22 | | | | | | 15.85 | | | | | | 0.85 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.70 | | | | | | 114,961 | | | | | | 35 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 35.60 | | | | | | 0.47 | | | | | | 3.41 | | | | | | 3.88 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 39.48 | | | | | | 10.90 | | | | | | 1.09 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 2.36 | | | | | | 446,798 | | | | | | 16 | | |
12-31-15 | | | | | 35.06 | | | | | | 0.48• | | | | | | 0.53 | | | | | | 1.01 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 35.60 | | | | | | 2.95 | | | | | | 1.09 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.38 | | | | | | 430,712 | | | | | | 41 | | |
12-31-14 | | | | | 27.35 | | | | | | 0.43• | | | | | | 7.70 | | | | | | 8.13 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 35.06 | | | | | | 29.87 | | | | | | 1.09 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.37 | | | | | | 489,653 | | | | | | 30 | | |
12-31-13 | | | | | 27.14 | | | | | | 0.39• | | | | | | 0.19 | | | | | | 0.58 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 27.35 | | | | | | 2.06 | | | | | | 1.11 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.38 | | | | | | 420,035 | | | | | | 52 | | |
12-31-12 | | | | | 23.71 | | | | | | 0.36• | | | | | | 3.33 | | | | | | 3.69 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 27.14 | | | | | | 15.54 | | | | | | 1.10 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.39 | | | | | | 474,299 | | | | | | 35 | | |
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 | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 35.39 | | | | | | 0.39• | | | | | | 3.43 | | | | | | 3.82 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 39.21 | | | | | | 10.79 | | | | | | 1.31 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.23 | | | | | | 26,896 | | | | | | 16 | | |
12-31-15 | | | | | 34.85 | | | | | | 0.44• | | | | | | 0.51 | | | | | | 0.95 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 35.39 | | | | | | 2.79 | | | | | | 1.34 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.26 | | | | | | 26,084 | | | | | | 41 | | |
12-31-14 | | | | | 27.18 | | | | | | 0.38• | | | | | | 7.76 | | | | | | 8.05 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 34.85 | | | | | | 29.74 | | | | | | 1.34 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 1.21 | | | | | | 28,313 | | | | | | 30 | | |
12-31-13 | | | | | 26.99 | | | | | | 0.35• | | | | | | 0.18 | | | | | | 0.53 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 27.18 | | | | | | 1.87 | | | | | | 1.36 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.25 | | | | | | 25,796 | | | | | | 52 | | |
12-31-12 | | | | | 23.59 | | | | | | 0.33• | | | | | | 3.30 | | | | | | 3.63 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 26.99 | | | | | | 15.38 | | | | | | 1.35 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.25 | | | | | | 26,559 | | | | | | 35 | | |
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 | | |
VY® Franklin Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 9.82 | | | | | | 0.22• | | | | | | 0.47 | | | | | | 0.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.51 | | | | | | 7.03 | | | | | | 1.48 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 4.39 | | | | | | 67,272 | | | | | | 29 | | |
12-31-15 | | | | | 11.03 | | | | | | 0.40• | | | | | | (1.11) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 9.82 | | | | | | (6.72) | | | | | | 1.52 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 3.80 | | | | | | 68,152 | | | | | | 18 | | |
12-31-14 | | | | | 10.94 | | | | | | 0.41• | | | | | | 0.12 | | | | | | 0.53 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.03 | | | | | | 4.69 | | | | | | 1.51 | | | | | | 1.36 | | | | | | 1.36 | | | | | | 3.66 | | | | | | 78,155 | | | | | | 26 | | |
12-31-13 | | | | | 10.09 | | | | | | 0.41• | | | | | | 0.98 | | | | | | 1.39 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 10.94 | | | | | | 14.14 | | | | | | 1.51 | | | | | | 1.36 | | | | | | 1.36 | | | | | | 3.91 | | | | | | 53,031 | | | | | | 23 | | |
12-31-12 | | | | | 9.55 | | | | | | 0.52• | | | | | | 0.62 | | | | | | 1.14 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.09 | | | | | | 12.33 | | | | | | 1.53 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 5.22 | | | | | | 28,291 | | | | | | 25 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 10.18 | | | | | | 0.26• | | | | | | 0.49 | | | | | | 0.75 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.93 | | | | | | 7.37 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 4.99 | | | | | | 9,387 | | | | | | 29 | | |
12-31-15 | | | | | 11.43 | | | | | | 0.47• | | | | | | (1.16) | | | | | | (0.69) | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.18 | | | | | | (6.34) | | | | | | 0.77 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 4.11 | | | | | | 9,222 | | | | | | 18 | | |
12-31-14 | | | | | 11.30 | | | | | | 0.51• | | | | | | 0.09 | | | | | | 0.60 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 11.43 | | | | | | 5.21 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 4.31 | | | | | | 311,844 | | | | | | 26 | | |
12-31-13 | | | | | 10.38 | | | | | | 0.46 | | | | | | 1.04 | | | | | | 1.50 | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.30 | | | | | | 14.81 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 4.53 | | | | | | 326,510 | | | | | | 23 | | |
12-31-12 | | | | | 9.77 | | | | | | 0.59• | | | | | | 0.66 | | | | | | 1.25 | | | | | | 0.64 | | | | | | — | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.38 | | | | | | 13.17 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 5.83 | | | | | | 274,701 | | | | | | 25 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 10.14 | | | | | | 0.24• | | | | | | 0.49 | | | | | | 0.73 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.87 | | | | | | 7.20 | | | | | | 1.03 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 4.74 | | | | | | 407,074 | | | | | | 29 | | |
12-31-15 | | | | | 11.35 | | | | | | 0.45• | | | | | | (1.13) | | | | | | (0.68) | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.14 | | | | | | (6.31) | | | | | | 1.02 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 4.14 | | | | | | 414,907 | | | | | | 18 | | |
12-31-14 | | | | | 11.23 | | | | | | 0.47• | | | | | | 0.10 | | | | | | 0.57 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 11.35 | | | | | | 4.91 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 4.05 | | | | | | 554,146 | | | | | | 26 | | |
12-31-13 | | | | | 10.31 | | | | | | 0.46• | | | | | | 1.02 | | | | | | 1.48 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 11.23 | | | | | | 14.64 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 4.28 | | | | | | 556,255 | | | | | | 23 | | |
12-31-12 | | | | | 9.71 | | | | | | 0.56• | | | | | | 0.65 | | | | | | 1.21 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.31 | | | | | | 12.85 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 5.58 | | | | | | 513,445 | | | | | | 25 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 10.11 | | | | | | 0.23• | | | | | | 0.49 | | | | | | 0.72 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.83 | | | | | | 7.12 | | | | | | 1.25 | | | | | | 1.17 | | | | | | 1.17 | | | | | | 4.59 | | | | | | 7,800 | | | | | | 29 | | |
12-31-15 | | | | | 11.32 | | | | | | 0.44• | | | | | | (1.15) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 10.11 | | | | | | (6.51) | | | | | | 1.27 | | | | | | 1.17 | | | | | | 1.17 | | | | | | 3.99 | | | | | | 7,770 | | | | | | 18 | | |
12-31-14 | | | | | 11.20 | | | | | | 0.45 | | | | | | 0.10 | | | | | | 0.55 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 11.32 | | | | | | 4.79 | | | | | | 1.26 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 3.91 | | | | | | 10,975 | | | | | | 26 | | |
12-31-13 | | | | | 10.29 | | | | | | 0.45• | | | | | | 1.00 | | | | | | 1.45 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 11.20 | | | | | | 14.40 | | | | | | 1.26 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 4.14 | | | | | | 10,543 | | | | | | 23 | | |
12-31-12 | | | | | 9.69 | | | | | | 0.52 | | | | | | 0.68 | | | | | | 1.20 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.29 | | | | | | 12.73 | | | | | | 1.28 | | | | | | 1.18 | | | | | | 1.18 | | | | | | 5.42 | | | | | | 10,258 | | | | | | 25 | | |
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 | | |
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| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Small Cap Core Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 16.82 | | | | | | 0.02• | | | | | | 0.60 | | | | | | 0.62 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.44 | | | | | | 3.69 | | | | | | 1.56 | | | | | | 1.46 | | | | | | 1.46 | | | | | | 0.26 | | | | | | 105,949 | | | | | | 23 | | |
12-31-15 | | | | | 19.83 | | | | | | 0.01 | | | | | | (0.58) | | | | | | (0.57) | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 16.82 | | | | | | (4.02) | | | | | | 1.60 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 0.12 | | | | | | 105,259 | | | | | | 38 | | |
12-31-14 | | | | | 20.05 | | | | | | (0.03) | | | | | | 1.55 | | | | | | 1.52 | | | | | | 0.04 | | | | | | 1.70 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 19.83 | | | | | | 7.94 | | | | | | 1.60 | | | | | | 1.45 | | | | | | 1.45 | | | | | | (0.11) | | | | | | 101,728 | | | | | | 42 | | |
12-31-13 | | | | | 14.94 | | | | | | 0.02• | | | | | | 5.66 | | | | | | 5.68 | | | | | | 0.13 | | | | | | 0.44 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.05 | | | | | | 38.52 | | | | | | 1.61 | | | | | | 1.46 | | | | | | 1.46 | | | | | | 0.13 | | | | | | 85,366 | | | | | | 41 | | |
12-31-12 | | | | | 12.65 | | | | | | 0.13• | | | | | | 2.18 | | | | | | 2.31 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 14.94 | | | | | | 18.24 | | | | | | 1.63 | | | | | | 1.48 | | | | | | 1.48 | | | | | | 0.91 | | | | | | 36,780 | | | | | | 39 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 17.68 | | | | | | 0.07• | | | | | | 0.64 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.39 | | | | | | 4.02 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 158,702 | | | | | | 23 | | |
12-31-15 | | | | | 20.70 | | | | | | 0.14 | | | | | | (0.62) | | | | | | (0.48) | | | | | | 0.10 | | | | | | 2.44 | | | | | | — | | | | | | 2.54 | | | | | | — | | | | | | 17.68 | | | | | | (3.45) | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.72 | | | | | | 159,243 | | | | | | 38 | | |
12-31-14 | | | | | 20.81 | | | | | | 0.09 | | | | | | 1.62 | | | | | | 1.71 | | | | | | 0.12 | | | | | | 1.70 | | | | | | — | | | | | | 1.82 | | | | | | — | | | | | | 20.70 | | | | | | 8.61 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.48 | | | | | | 160,190 | | | | | | 42 | | |
12-31-13 | | | | | 15.43 | | | | | | 0.12 | | | | | | 5.87 | | | | | | 5.99 | | | | | | 0.17 | | | | | | 0.44 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 20.81 | | | | | | 39.36 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.70 | | | | | | 136,611 | | | | | | 41 | | |
12-31-12 | | | | | 13.02 | | | | | | 0.19• | | | | | | 2.28 | | | | | | 2.47 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 15.43 | | | | | | 18.98 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.33 | | | | | | 90,638 | | | | | | 39 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-03-16(5) - 06-30-16 | | | | | 17.80 | | | | | | 0.03• | | | | | | 0.56 | | | | | | 0.59 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.39 | | | | | | 3.31 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.16 | | | | | | 3 | | | | | | 23 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 17.48 | | | | | | 0.05• | | | | | | 0.63 | | | | | | 0.68 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.16 | | | | | | 3.89 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 0.61 | | | | | | 390,881 | | | | | | 23 | | |
12-31-15 | | | | | 20.49 | | | | | | 0.09 | | | | | | (0.62) | | | | | | (0.53) | | | | | | 0.04 | | | | | | 2.44 | | | | | | — | | | | | | 2.48 | | | | | | — | | | | | | 17.48 | | | | | | (3.68) | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.47 | | | | | | 404,369 | | | | | | 38 | | |
12-31-14 | | | | | 20.62 | | | | | | 0.05 | | | | | | 1.59 | | | | | | 1.64 | | | | | | 0.07 | | | | | | 1.70 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 20.49 | | | | | | 8.35 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.22 | | | | | | 459,361 | | | | | | 42 | | |
12-31-13 | | | | | 15.31 | | | | | | 0.06 | | | | | | 5.83 | | | | | | 5.89 | | | | | | 0.14 | | | | | | 0.44 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 20.62 | | | | | | 38.95 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 0.46 | | | | | | 482,759 | | | | | | 41 | | |
12-31-12 | | | | | 12.92 | | | | | | 0.15• | | | | | | 2.26 | | | | | | 2.41 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 15.31 | | | | | | 18.70 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.02 | | | | | | 298,434 | | | | | | 39 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 17.31 | | | | | | 0.04• | | | | | | 0.62 | | | | | | 0.66 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.97 | | | | | | 3.81 | | | | | | 1.33 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 0.46 | | | | | | 38,266 | | | | | | 23 | | |
12-31-15 | | | | | 20.32 | | | | | | 0.06 | | | | | | (0.62) | | | | | | (0.56) | | | | | | 0.01 | | | | | | 2.44 | | | | | | — | | | | | | 2.45 | | | | | | — | | | | | | 17.31 | | | | | | (3.87) | | | | | | 1.35 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.33 | | | | | | 40,756 | | | | | | 38 | | |
12-31-14 | | | | | 20.45 | | | | | | 0.02 | | | | | | 1.59 | | | | | | 1.61 | | | | | | 0.04 | | | | | | 1.70 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 20.32 | | | | | | 8.24 | | | | | | 1.35 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.07 | | | | | | 48,220 | | | | | | 42 | | |
12-31-13 | | | | | 15.19 | | | | | | 0.05• | | | | | | 5.76 | | | | | | 5.81 | | | | | | 0.11 | | | | | | 0.44 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 20.45 | | | | | | 38.73 | | | | | | 1.36 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 0.29 | | | | | | 51,463 | | | | | | 41 | | |
12-31-12 | | | | | 12.82 | | | | | | 0.13• | | | | | | 2.24 | | | | | | 2.37 | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 15.19 | | | | | | 18.50 | | | | | | 1.38 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 0.90 | | | | | | 39,862 | | | | | | 39 | | |
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 | | |
VY® Templeton Global Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 13.16 | | | | | | 0.12• | | | | | | (0.45) | | | | | | (0.33) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.83 | | | | | | (2.51) | | | | | | 1.67 | | | | | | 1.55 | | | | | | 1.55 | | | | | | 1.97 | | | | | | 6 | | | | | | 11 | | |
12-31-15 | | | | | 15.08 | | | | | | 0.17 | | | | | | (1.27) | | | | | | (1.10) | | | | | | 0.37 | | | | | | 0.45 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 13.16 | | | | | | (7.89) | | | | | | 1.68 | | | | | | 1.53 | | | | | | 1.53 | | | | | | 1.20 | | | | | | 6 | | | | | | 21 | | |
12-31-14 | | | | | 15.70 | | | | | | 0.30 | | | | | | (0.78) | | | | | | (0.48) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 15.08 | | | | | | (3.11) | | | | | | 1.64 | | | | | | 1.49 | | | | | | 1.49 | | | | | | 1.89 | | | | | | 6 | | | | | | 18 | | |
12-31-13 | | | | | 12.23 | | | | | | 0.12 | | | | | | 3.54 | | | | | | 3.66 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.70 | | | | | | 30.13 | | | | | | 1.64 | | | | | | 1.49 | | | | | | 1.49 | | | | | | 0.89 | | | | | | 6 | | | | | | 12 | | |
12-31-12 | | | | | 10.32 | | | | | | 0.17• | | | | | | 1.97 | | | | | | 2.14 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 12.23 | | | | | | 21.16 | | | | | | 1.66 | | | | | | 1.51 | | | | | | 1.51 | | | | | | 1.53 | | | | | | 5 | | | | | | 14 | | |
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 | | |
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| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Templeton Global Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 13.46 | | | | | | 0.17• | | | | | | (0.47) | | | | | | (0.30) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.16 | | | | | | (2.23) | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 2.59 | | | | | | 1,824 | | | | | | 11 | | |
12-31-15 | | | | | 15.40 | | | | | | 0.33• | | | | | | (1.36) | | | | | | (1.03) | | | | | | 0.46 | | | | | | 0.45 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 13.46 | | | | | | (7.31) | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 2.07 | | | | | | 1,837 | | | | | | 21 | | |
12-31-14 | | | | | 16.02 | | | | | | 0.40• | | | | | | (0.79) | | | | | | (0.39) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.40 | | | | | | (2.56) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 2.47 | | | | | | 298,762 | | | | | | 18 | | |
12-31-13 | | | | | 12.46 | | | | | | 0.21• | | | | | | 3.61 | | | | | | 3.82 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 16.02 | | | | | | 30.96 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.50 | | | | | | 319,415 | | | | | | 12 | | |
12-31-12 | | | | | 10.45 | | | | | | 0.22• | | | | | | 2.04 | | | | | | 2.26 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 12.46 | | | | | | 22.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.97 | | | | | | 265,785 | | | | | | 14 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 13.52 | | | | | | 0.15• | | | | | | (0.47) | | | | | | (0.32) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.20 | | | | | | (2.37) | | | | | | 1.22 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.30 | | | | | | 184,072 | | | | | | 11 | | |
12-31-15 | | | | | 15.46 | | | | | | 0.24• | | | | | | (1.32) | | | | | | (1.08) | | | | | | 0.41 | | | | | | 0.45 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 13.52 | | | | | | (7.56) | | | | | | 1.18 | | | | | | 1.18 | | | | | | 1.18 | | | | | | 1.57 | | | | | | 203,957 | | | | | | 21 | | |
12-31-14 | | | | | 16.08 | | | | | | 0.36• | | | | | | (0.79) | | | | | | (0.43) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.46 | | | | | | (2.77) | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 2.25 | | | | | | 257,772 | | | | | | 18 | | |
12-31-13 | | | | | 12.51 | | | | | | 0.18• | | | | | | 3.62 | | | | | | 3.80 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 16.08 | | | | | | 30.62 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.25 | | | | | | 307,054 | | | | | | 12 | | |
12-31-12 | | | | | 10.48 | | | | | | 0.20• | | | | | | 2.04 | | | | | | 2.24 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 12.51 | | | | | | 21.76 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 1.72 | | | | | | 255,663 | | | | | | 14 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 13.42 | | | | | | 0.14• | | | | | | (0.46) | | | | | | (0.32) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.10 | | | | | | (2.38) | | | | | | 1.44 | | | | | | 1.35 | | | | | | 1.35 | | | | | | 2.16 | | | | | | 3,201 | | | | | | 11 | | |
12-31-15 | | | | | 15.34 | | | | | | 0.21• | | | | | | (1.30) | | | | | | (1.09) | | | | | | 0.38 | | | | | | 0.45 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 13.42 | | | | | | (7.69) | | | | | | 1.43 | | | | | | 1.33 | | | | | | 1.33 | | | | | | 1.42 | | | | | | 3,401 | | | | | | 21 | | |
12-31-14 | | | | | 15.97 | | | | | | 0.34• | | | | | | (0.80) | | | | | | (0.46) | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 15.34 | | | | | | (2.98) | | | | | | 1.39 | | | | | | 1.29 | | | | | | 1.29 | | | | | | 2.12 | | | | | | 4,879 | | | | | | 18 | | |
12-31-13 | | | | | 12.43 | | | | | | 0.16• | | | | | | 3.59 | | | | | | 3.75 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 15.97 | | | | | | 30.46 | | | | | | 1.39 | | | | | | 1.29 | | | | | | 1.29 | | | | | | 1.10 | | | | | | 5,901 | | | | | | 12 | | |
12-31-12 | | | | | 10.42 | | | | | | 0.18• | | | | | | 2.03 | | | | | | 2.21 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 12.43 | | | | | | 21.53 | | | | | | 1.41 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.57 | | | | | | 4,626 | | | | | | 14 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Limited Maturity Bond | | | | $ | 65,554,266 | | | | | $ | 10,653,922 | | |
U.S. Stock Index | | | | | 51,424,852 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 9,975,010 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
High Yield | | | | $ | 99,484,138 | | | | | $ | 116,569,838 | | |
Large Cap Growth | | | | | 2,316,034,895 | | | | | | 2,645,365,512 | | |
Large Cap Value | | | | | 1,210,883,679 | | | | | | 1,300,728,026 | | |
Limited Maturity Bond | | | | | 32,033,923 | | | | | | 44,602,917 | | |
Multi-Manager Large Cap Core | | | | | 85,221,302 | | | | | | 102,971,526 | �� | |
U.S. Stock Index | | | | | 108,126,962 | | | | | | 405,171,949 | | |
Clarion Real Estate | | | | | 108,871,222 | | | | | | 155,320,977 | | |
Franklin Income | | | | | 135,162,078 | | | | | | 170,893,544 | | |
JPMorgan Small Cap Core Equity | | | | | 155,355,306 | | | | | | 193,080,620 | | |
Templeton Global Growth | | | | | 21,447,692 | | | | | | 31,140,581 | | |
| | | Purchases | | | Sales | | ||||||
Limited Maturity Bond | | | | $ | 129,361,517 | | | | | $ | 122,804,758 | | |
Portfolio | | | Fee | |
Large Cap Growth | | | 0.65% on the first $5.5 billion; 0.62% on the next $1.5 billion; 0.60% on the next $3 billion; and 0.59% on the amount in excess of $10 billion | |
Large Cap Value | | | 0.75% on the first $500 million; and 0.70% on the next $1.5 billion; and 0.65% on the amount in excess of $2 billion | |
Clarion Real Estate | | | 0.85% on the first $200 million; 0.80% on the next $550 million; and 0.75% on the amount in excess of $750 million | |
Franklin Income | | | 0.75% on the first $500 million; and 0.70% on the amount in excess of $500 million | |
Portfolio | | | Fee | |
High Yield | | | 0.490% on the first $1 billion; 0.480% on the next $1 billion; 0.470% on the amount in excess of $2 billion | |
Limited Maturity Bond(1) | | | 0.350% on the first $200 million; 0.300% on the next $300 million; 0.250% on the amount in excess of $500 million | |
Multi-Manager Large Cap Core | | | 0.725% on the first $500 million; 0.675% on the next $500 million; 0.625% on the amount in excess of $1 billion | |
U.S. Stock Index | | | 0.260% | |
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 | |
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 | |
Portfolio | | | Sub-Adviser | |
| | | Company of Virginia, LLC | |
U.S. Stock Index | | | Voya Investment Management Co. LLC* | |
Clarion Real Estate | | | CBRE Clarion Securities LLC | |
Franklin Income | | | Franklin Advisers, Inc. | |
JPMorgan Small Cap Core Equity | | | J.P. Morgan Investment Management Inc. | |
Templeton Global Growth | | | Templeton Global Advisors Limited | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Limited Maturity Bond | | | | | 8.48% | | |
| | | JPMorgan Small Cap Core Equity | | | | | 7.48 | | |
Security Life of Denver Insurance Company | | | Limited Maturity Bond | | | | | 9.97 | | |
Voya Institutional Trust Company | | | High Yield | | | | | 13.08 | | |
| | | Large Cap Growth | | | | | 11.71 | | |
| | | Large Cap Value | | | | | 13.93 | | |
| | | Limited Maturity Bond | | | | | 9.34 | | |
| | | U.S. Stock Index | | | | | 5.51 | | |
| | | Clarion Real Estate | | | | | 18.60 | | |
| | | Franklin Income | | | | | 14.03 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 19.61 | | |
Voya Insurance and Annuity Company | | | High Yield | | | | | 57.00 | | |
| | | Large Cap Growth | | | | | 54.93 | | |
| | | Large Cap Value | | | | | 57.93 | | |
| | | Limited Maturity Bond | | | | | 12.76 | | |
| | | Multi-Manager Large Cap Core | | | | | 14.23 | | |
| | | Clarion Real Estate | | | | | 34.40 | | |
| | | Franklin Income | | | | | 79.62 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 40.09 | | |
| | | Templeton Global Growth | | | | | 94.58 | | |
Voya Retirement Growth Portfolio | | | U.S. Stock Index | | | | | 25.88 | | |
Voya Retirement Insurance and Annuity Company | | | High Yield | | | | | 24.02 | | |
| | | Large Cap Growth | | | | | 21.83 | | |
| | | Large Cap Value | | | | | 22.30 | | |
| | | Multi-Manager Large Cap Core | | | | | 5.73 | | |
| | | U.S. Stock Index | | | | | 18.99 | | |
| | | Clarion Real Estate | | | | | 38.73 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 27.18 | | |
Voya Retirement Moderate Growth Portfolio | | | U.S. Stock Index | | | | | 16.44 | | |
Voya Retirement Moderate Portfolio | | | U.S. Stock Index | | | | | 6.96 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Solution 2025 Portfolio | | | Multi-Manager Large Cap Core | | | | | 16.87 | | |
Voya Solution 2035 Portfolio | | | Multi-Manager Large Cap Core | | | | | 19.57 | | |
Voya Solution 2045 Portfolio | | | Multi-Manager Large Cap Core | | | | | 15.81 | | |
Voya Solution Income Portfolio | | | Multi-Manager Large Cap Core | | | | | 8.36 | | |
Voya Solution Moderately Aggressive Portfolio | | | Multi-Manager Large Cap Core | | | | | 13.32 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | |||||||||||||||
Large Cap Growth(1) | | | | | 1.27% | | | | | | 0.67% | | | | | | 0.67% | | | | | | 0.92% | | | | | | 1.07% | | |
Large Cap Value(2) | | | | | 1.29% | | | | | | 0.69% | | | | | | 0.69% | | | | | | 0.94% | | | | | | 1.09% | | |
Clarion Real Estate | | | | | 1.35% | | | | | | 0.75% | | | | | | N/A | | | | | | 1.00% | | | | | | 1.15% | | |
Franklin Income | | | | | 1.39% | | | | | | 0.79% | | | | | | N/A | | | | | | 1.04% | | | | | | 1.19% | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2017 | | | 2018 | | | 2019 | | | Total | | ||||||||||||
Clarion Real Estate | | | | $ | 1,225,111 | | | | | $ | 643,006 | | | | | $ | 621,140 | | | | | $ | 2,489,257 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Limited Maturity Bond | | | | | 26 | | | | | $ | 1,790,731 | | | | | | 1.37% | | |
Multi-Manager Large Cap Core | | | | | 10 | | | | | | 760,600 | | | | | | 1.36 | | |
U.S. Stock Index | | | | | 10 | | | | | | 5,658,200 | | | | | | 1.37 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
High Yield | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 377,006 | | | | | | — | | | | | | 296,616 | | | | | | (1,035,162) | | | | | | (361,540) | | | | | | 3,581,561 | | | | | | — | | | | | | 2,819,250 | | | | | | (9,758,466) | | | | | | (3,357,655) | | |
12/31/2015 | | | | | 582,234 | | | | | | — | | | | | | 575,637 | | | | | | (2,048,987) | | | | | | (891,116) | | | | | | 5,767,267 | | | | | | — | | | | | | 5,742,211 | | | | | | (20,539,547) | | | | | | (9,030,069) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | |||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | |||||||||||||||||||||||||||||
High Yield (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 463,536 | | | | | | — | | | | | | 223,246 | | | | | | (692,550) | | | | | | (5,768) | | | | | | 4,405,810 | | | | | | — | | | | | | 2,123,976 | | | | | | (6,523,028) | | | | | | 6,758 |
12/31/2015 | | | | | 1,985,391 | | | | | | — | | | | | | 371,639 | | | | | | (1,589,025) | | | | | | 768,005 | | | | | | 19,341,894 | | | | | | — | | | | | | 3,701,062 | | | | | | (15,897,786) | | | | | | 7,145,170 |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 2,312,581 | | | | | | — | | | | | | 1,576,118 | | | | | | (4,796,331) | | | | | | (907,632) | | | | | | 21,932,185 | | | | | | — | | | | | | 14,980,765 | | | | | | (44,903,009) | | | | | | (7,990,059) |
12/31/2015 | | | | | 4,192,013 | | | | | | — | | | | | | 3,230,882 | | | | | | (15,260,056) | | | | | | (7,837,161) | | | | | | 42,019,779 | | | | | | — | | | | | | 32,239,715 | | | | | | (151,959,039) | | | | | | (77,699,545) |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 72,321 | | | | | | — | | | | | | 17,719 | | | | | | (92,086) | | | | | | (2,046) | | | | | | 692,572 | | | | | | — | | | | | | 168,753 | | | | | | (880,415) | | | | | | (19,090) |
12/31/2015 | | | | | 90,629 | | | | | | — | | | | | | 34,519 | | | | | | (233,297) | | | | | | (108,149) | | | | | | 910,788 | | | | | | — | | | | | | 345,147 | | | | | | (2,369,959) | | | | | | (1,114,024) |
Large Cap Growth | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 962,231 | | | | | | — | | | | | | — | | | | | | (8,751,076) | | | | | | (7,788,845) | | | | | | 16,969,595 | | | | | | — | | | | | | — | | | | | | (152,954,162) | | | | | | (135,984,567) |
12/31/2015 | | | | | 1,273,603 | | | | | | — | | | | | | 13,121,981 | | | | | | (19,480,348) | | | | | | (5,084,764) | | | | | | 23,915,095 | | | | | | — | | | | | | 240,132,249 | | | | | | (368,977,029) | | | | | | (104,929,685) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 6,020,131 | | | | | | — | | | | | | — | | | | | | (9,574,869) | | | | | | (3,554,738) | | | | | | 111,055,265 | | | | | | — | | | | | | — | | | | | | (177,541,518) | | | | | | (66,486,253) |
12/31/2015 | | | | | 13,222,278 | | | | | | — | | | | | | 9,894,796 | | | | | | (17,035,265) | | | | | | 6,081,809 | | | | | | 260,785,754 | | | | | | — | | | | | | 191,266,400 | | | | | | (336,044,688) | | | | | | 116,007,466 |
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 80,142 | | | | | | — | | | | | | — | | | | | | (88) | | | | | | 80,054 | | | | | | 1,500,454 | | | | | | — | | | | | | — | | | | | | (1,658) | | | | | | 1,498,796 |
11/24/2015(1) - 12/31/2015 | | | | | 154 | | | | | | — | | | | | | — | | | | | | — | | | | | | 154 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 3,567,299 | | | | | | — | | | | | | — | | | | | | (9,349,879) | | | | | | (5,782,580) | | | | | | 65,840,589 | | | | | | — | | | | | | — | | | | | | (170,024,572) | | | | | | (104,183,983) |
12/31/2015 | | | | | 1,252,270 | | | | | | — | | | | | | 11,922,054 | | | | | | (22,097,380) | | | | | | (8,923,056) | | | | | | 24,657,060 | | | | | | — | | | | | | 226,399,809 | | | | | | (432,276,025) | | | | | | (181,219,156) |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 103,030 | | | | | | — | | | | | | — | | | | | | (612,009) | | | | | | (508,979) | | | | | | 1,849,460 | | | | | | — | | | | | | — | | | | | | (11,112,047) | | | | | | (9,262,587) |
12/31/2015 | | | | | 288,412 | | | | | | — | | | | | | 447,503 | | | | | | (1,011,057) | | | | | | (275,142) | | | | | | 5,678,144 | | | | | | — | | | | | | 8,453,330 | | | | | | (19,481,778) | | | | | | (5,350,304) |
Large Cap Value | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 139,361 | | | | | | — | | | | | | — | | | | | | (731,590) | | | | | | (592,229) | | | | | | 1,485,880 | | | | | | — | | | | | | — | | | | | | (7,802,654) | | | | | | (6,316,774) |
12/31/2015 | | | | | 581,254 | | | | | | 753,692 | | | | | | 366,605 | | | | | | (935,703) | | | | | | 765,848 | | | | | | 6,876,916 | | | | | | 8,765,620 | | | | | | 4,279,874 | | | | | | (10,968,983) | | | | | | 8,953,427 |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 1,912,579 | | | | | | — | | | | | | — | | | | | | (4,431,701) | | | | | | (2,519,122) | | | | | | 20,690,979 | | | | | | — | | | | | | — | | | | | | (48,471,462) | | | | | | (27,780,483) |
12/31/2015 | | | | | 3,193,298 | | | | | | — | | | | | | 3,649,050 | | | | | | (7,987,806) | | | | | | (1,145,458) | | | | | | 38,734,443 | | | | | | — | | | | | | 43,262,251 | | | | | | (95,409,010) | | | | | | (13,412,316) |
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — |
11/24/2015(1) - 12/31/2015 | | | | | 260 | | | | | | — | | | | | | — | | | | | | — | | | | | | 260 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 466,240 | | | | | | — | | | | | | — | | | | | | (7,715,147) | | | | | | (7,248,907) | | | | | | 5,115,156 | | | | | | — | | | | | | — | | | | | | (82,954,183) | | | | | | (77,839,027) |
12/31/2015 | | | | | 741,937 | | | | | | 16,149,042 | | | | | | 5,652,992 | | | | | | (18,150,805) | | | | | | 4,393,166 | | | | | | 8,585,051 | | | | | | 189,100,838 | | | | | | 66,251,155 | | | | | | (217,322,153) | | | | | | 46,614,891 |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 2,558 | | | | | | — | | | | | | — | | | | | | (6,073) | | | | | | (3,515) | | | | | | 27,361 | | | | | | — | | | | | | — | | | | | | (65,668) | | | | | | (38,307) |
12/31/2015 | | | | | 16,262 | | | | | | — | | | | | | 3,978 | | | | | | (30,555) | | | | | | (10,315) | | | | | | 196,653 | | | | | | — | | | | | | 46,755 | | | | | | (364,510) | | | | | | (121,102) |
Limited Maturity Bond | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 49,438 | | | | | | — | | | | | | 5,389 | | | | | | (403,608) | | | | | | (348,781) | | | | | | 489,334 | | | | | | — | | | | | | 53,483 | | | | | | (3,987,473) | | | | | | (3,444,656) |
12/31/2015 | | | | | 378,571 | | | | | | — | | | | | | 18,355 | | | | | | (1,214,458) | | | | | | (817,532) | | | | | | 3,747,997 | | | | | | — | | | | | | 180,976 | | | | | | (12,004,388) | | | | | | (8,075,415) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 3,245,139 | | | | | | — | | | | | | 46,414 | | | | | | (4,316,808) | | | | | | (1,025,255) | | | | | | 32,888,969 | | | | | | — | | | | | | 473,532 | | | | | | (43,704,427) | | | | | | (10,341,926) |
12/31/2015 | | | | | 8,104,021 | | | | | | — | | | | | | 180,602 | | | | | | (6,422,584) | | | | | | 1,862,039 | | | | | | 81,866,325 | | | | | | — | | | | | | 1,822,280 | | | | | | (64,903,785) | | | | | | 18,784,820 |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 606,358 | | | | | | — | | | | | | 25,291 | | | | | | (1,037,117) | | | | | | (405,468) | | | | | | 6,182,103 | | | | | | — | | | | | | 259,295 | | | | | | (10,582,700) | | | | | | (4,141,302) |
12/31/2015 | | | | | 1,279,736 | | | | | | — | | | | | | 96,762 | | | | | | (1,916,235) | | | | | | (539,737) | | | | | | 13,074,682 | | | | | | — | | | | | | 983,100 | | | | | | (19,547,621) | | | | | | (5,489,839) |
Multi-Manager Large Cap Core | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 124 | | | | | | — | | | | | | — | | | | | | (11,903) | | | | | | (11,779) | | | | | | 1,804 | | | | | | — | | | | | | — | | | | | | (166,001) | | | | | | (164,197) |
12/31/2015 | | | | | 404 | | | | | | — | | | | | | 5,977 | | | | | | (28,789) | | | | | | (22,408) | | | | | | 6,159 | | | | | | — | | | | | | 89,533 | | | | | | (440,862) | | | | | | (345,170) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 3,806,578 | | | | | | — | | | | | | — | | | | | | (4,230,748) | | | | | | (424,170) | | | | | | 54,938,466 | | | | | | — | | | | | | — | | | | | | (60,672,039) | | | | | | (5,733,573) |
12/31/2015 | | | | | 11,886,836 | | | | | | — | | | | | | 1,475,164 | | | | | | (6,833,300) | | | | | | 6,528,700 | | | | | | 181,116,966 | | | | | | — | | | | | | 22,239,938 | | | | | | (102,858,837) | | | | | | 100,498,067 |
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/3/2016(1) - 6/30/2016 | | | | | 203 | | | | | | — | | | | | | — | | | | | | — | | | | | | 203 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | |||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | |||||||||||||||||||||||||||||
Multi-Manager Large Cap Core (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 56,215 | | | | | | — | | | | | | — | | | | | | (322,939) | | | | | | (266,724) | | | | | | 798,131 | | | | | | — | | | | | | — | | | | | | (4,598,614) | | | | | | (3,800,483) |
12/31/2015 | | | | | 965,765 | | | | | | — | | | | | | 309,708 | | | | | | (1,452,911) | | | | | | (177,438) | | | | | | 14,858,777 | | | | | | — | | | | | | 4,676,639 | | | | | | (22,258,876) | | | | | | (2,723,460) |
U.S. Stock Index | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 343,843 | | | | | | — | | | | | | — | | | | | | (810,341) | | | | | | (466,498) | | | | | | 4,418,253 | | | | | | — | | | | | | — | | | | | | (10,470,814) | | | | | | (6,052,561) |
12/31/2015 | | | | | 1,281,650 | | | | | | — | | | | | | 958,968 | | | | | | (1,535,463) | | | | | | 705,155 | | | | | | 18,011,129 | | | | | | — | | | | | | 12,864,158 | | | | | | (21,003,716) | | | | | | 9,871,571 |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 20,885,656 | | | | | | — | | | | | | — | | | | | | (44,478,610) | | | | | | (23,592,954) | | | | | | 272,180,029 | | | | | | — | | | | | | — | | | | | | (591,944,163) | | | | | | (319,764,134) |
12/31/2015 | | | | | 56,007,046 | | | | | | — | | | | | | 31,888,037 | | | | | | (62,031,578) | | | | | | 25,863,505 | | | | | | 769,071,654 | | | | | | — | | | | | | 440,242,790 | | | | | | (870,041,510) | | | | | | 339,272,934 |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 315,049 | | | | | | — | | | | | | — | | | | | | (513,543) | | | | | | (198,494) | | | | | | 4,103,701 | | | | | | — | | | | | | — | | | | | | (6,659,404) | | | | | | (2,555,703) |
12/31/2015 | | | | | 1,828,842 | | | | | | — | | | | | | 516,999 | | | | | | (2,452,042) | | | | | | (106,201) | | | | | | 26,573,176 | | | | | | — | | | | | | 7,095,700 | | | | | | (33,424,641) | | | | | | 244,235 |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 1,027,153 | | | | | | — | | | | | | — | | | | | | (1,249,895) | | | | | | (222,742) | | | | | | 13,321,013 | | | | | | — | | | | | | — | | | | | | (16,057,130) | | | | | | (2,736,117) |
12/31/2015 | | | | | 2,484,105 | | | | | | — | | | | | | 1,370,917 | | | | | | (2,227,840) | | | | | | 1,627,182 | | | | | | 34,383,787 | | | | | | — | | | | | | 18,601,178 | | | | | | (30,804,881) | | | | | | 22,180,084 |
Clarion Real Estate | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 142,025 | | | | | | — | | | | | | — | | | | | | (192,484) | | | | | | (50,459) | | | | | | 4,902,828 | | | | | | — | | | | | | — | | | | | | (6,605,389) | | | | | | (1,702,561) |
12/31/2015 | | | | | 512,500 | | | | | | — | | | | | | 32,891 | | | | | | (571,004) | | | | | | (25,613) | | | | | | 17,478,523 | | | | | | — | | | | | | 1,065,345 | | | | | | (19,006,652) | | | | | | (462,784) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 414,912 | | | | | | — | | | | | | — | | | | | | (1,110,776) | | | | | | (695,864) | | | | | | 15,009,930 | | | | | | — | | | | | | — | | | | | | (40,639,854) | | | | | | (25,629,924) |
12/31/2015 | | | | | 1,643,557 | | | | | | — | | | | | | 65,038 | | | | | | (2,150,426) | | | | | | (441,831) | | | | | | 57,844,651 | | | | | | — | | | | | | 2,198,922 | | | | | | (75,085,284) | | | | | | (15,041,711) |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 252,265 | | | | | | — | | | | | | — | | | | | | (1,032,716) | | | | | | (780,451) | | | | | | 9,052,008 | | | | | | — | | | | | | — | | | | | | (37,046,115) | | | | | | (27,994,107) |
12/31/2015 | | | | | 825,729 | | | | | | — | | | | | | 180,617 | | | | | | (2,873,990) | | | | | | (1,867,644) | | | | | | 29,667,599 | | | | | | — | | | | | | 6,097,641 | | | | | | (99,547,745) | | | | | | (63,782,505) |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 26,771 | | | | | | — | | | | | | — | | | | | | (77,955) | | | | | | (51,184) | | | | | | 932,756 | | | | | | — | | | | | | — | | | | | | (2,804,898) | | | | | | (1,872,142) |
12/31/2015 | | | | | 77,488 | | | | | | — | | | | | | 9,317 | | | | | | (162,223) | | | | | | (75,418) | | | | | | 2,688,619 | | | | | | — | | | | | | 312,860 | | | | | | (5,633,243) | | | | | | (2,631,764) |
Franklin Income | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 188,559 | | | | | | — | | | | | | — | | | | | | (727,375) | | | | | | (538,816) | | | | | | 1,882,008 | | | | | | — | | | | | | — | | | | | | (7,190,752) | | | | | | (5,308,744) |
12/31/2015 | | | | | 623,577 | | | | | | — | | | | | | 337,505 | | | | | | (1,109,644) | | | | | | (148,562) | | | | | | 6,736,896 | | | | | | — | | | | | | 3,533,678 | | | | | | (11,620,571) | | | | | | (1,349,997) |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 964 | | | | | | — | | | | | | — | | | | | | (47,790) | | | | | | (46,826) | | | | | | 10,071 | | | | | | — | | | | | | — | | | | | | (492,615) | | | | | | (482,544) |
12/31/2015 | | | | | 893,359 | | | | | | — | | | | | | 1,313,310 | | | | | | (28,574,172) | | | | | | (26,367,503) | | | | | | 10,331,839 | | | | | | — | | | | | | 14,249,415 | | | | | | (308,203,900) | | | | | | (283,622,646) |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 262,018 | | | | | | — | | | | | | — | | | | | | (3,733,509) | | | | | | (3,471,491) | | | | | | 2,795,399 | | | | | | — | | | | | | — | | | | | | (38,043,634) | | | | | | (35,248,235) |
12/31/2015 | | | | | 578,509 | | | | | | — | | | | | | 2,095,657 | | | | | | (10,558,080) | | | | | | (7,883,914) | | | | | | 6,325,420 | | | | | | — | | | | | | 22,612,139 | | | | | | (116,194,648) | | | | | | (87,257,089) |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 12,335 | | | | | | — | | | | | | — | | | | | | (60,649) | | | | | | (48,314) | | | | | | 128,690 | | | | | | — | | | | | | — | | | | | | (618,298) | | | | | | (489,608) |
12/31/2015 | | | | | 25,700 | | | | | | — | | | | | | 37,791 | | | | | | (264,656) | | | | | | (201,165) | | | | | | 281,718 | | | | | | — | | | | | | 407,006 | | | | | | (2,933,361) | | | | | | (2,244,637) |
JPMorgan Small Cap Core Equity | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 264,161 | | | | | | — | | | | | | — | | | | | | (446,311) | | | | | | (182,150) | | | | | | 4,306,643 | | | | | | — | | | | | | — | | | | | | (7,241,998) | | | | | | (2,935,355) |
12/31/2015 | | | | | 924,160 | | | | | | — | | | | | | 706,376 | | | | | | (503,254) | | | | | | 1,127,282 | | | | | | 17,487,633 | | | | | | — | | | | | | 13,075,024 | | | | | | (9,433,432) | | | | | | 21,129,225 |
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 364,282 | | | | | | — | | | | | | — | | | | | | (738,766) | | | | | | (374,484) | | | | | | 6,306,589 | | | | | | — | | | | | | — | | | | | | (12,619,395) | | | | | | (6,312,806) |
12/31/2015 | | | | | 1,105,956 | | | | | | — | | | | | | 1,046,778 | | | | | | (885,891) | | | | | | 1,266,843 | | | | | | 22,138,342 | | | | | | — | | | | | | 20,307,498 | | | | | | (17,368,480) | | | | | | 25,077,360 |
Class R6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/3/2016(1) - 6/30/2016 | | | | | 166 | | | | | | — | | | | | | — | | | | | | — | | | | | | 166 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 746,354 | | | | | | — | | | | | | — | | | | | | (2,347,716) | | | | | | (1,601,362) | | | | | | 12,593,377 | | | | | | — | | | | | | — | | | | | | (39,253,100) | | | | | | (26,659,723) |
12/31/2015 | | | | | 2,330,969 | | | | | | — | | | | | | 2,839,483 | | | | | | (4,456,910) | | | | | | 713,542 | | | | | | 46,933,942 | | | | | | — | | | | | | 54,518,072 | | | | | | (86,284,735) | | | | | | 15,167,279 |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 50,634 | | | | | | — | | | | | | — | | | | | | (274,894) | | | | | | (224,260) | | | | | | 840,211 | | | | | | — | | | | | | — | | | | | | (4,649,575) | | | | | | (3,809,364) |
12/31/2015 | | | | | 140,309 | | | | | | — | | | | | | 288,057 | | | | | | (448,046) | | | | | | (19,680) | | | | | | 2,758,790 | | | | | | — | | | | | | 5,481,718 | | | | | | (8,705,617) | | | | | | (465,109) |
Templeton Global Growth | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — |
12/31/2015 | | | | | —* | | | | | | — | | | | | | 23 | | | | | | — | | | | | | 23 | | | | | | (1) | | | | | | — | | | | | | 334 | | | | | | — | | | | | | 333 |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | |||||||||||||||||||||||||||||
Templeton Global Growth (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 10,645 | | | | | | — | | | | | | — | | | | | | (8,486) | | | | | | 2,159 | | | | | | 138,417 | | | | | | — | | | | | | — | | | | | | (110,886) | | | | | | 27,531 |
12/31/2015 | | | | | 594,518 | | | | | | — | | | | | | 1,077,692 | | | | | | (20,930,553) | | | | | | (19,258,343) | | | | | | 9,274,597 | | | | | | — | | | | | | 16,143,832 | | | | | | (311,407,798) | | | | | | (285,989,369) |
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 72,615 | | | | | | — | | | | | | — | | | | | | (1,214,035) | | | | | | (1,141,420) | | | | | | 959,265 | | | | | | — | | | | | | — | | | | | | (15,720,087) | | | | | | (14,760,822) |
12/31/2015 | | | | | 182,092 | | | | | | — | | | | | | 865,358 | | | | | | (2,639,493) | | | | | | (1,592,043) | | | | | | 2,532,308 | | | | | | — | | | | | | 13,032,288 | | | | | | (39,788,790) | | | | | | (24,224,194) |
Class S2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 2,385 | | | | | | — | | | | | | — | | | | | | (11,311) | | | | | | (8,926) | | | | | | 31,524 | | | | | | — | | | | | | — | | | | | | (144,380) | | | | | | (112,856) |
12/31/2015 | | | | | 4,700 | | | | | | — | | | | | | 15,222 | | | | | | (84,605) | | | | | | (64,683) | | | | | | 67,525 | | | | | | — | | | | | | 227,715 | | | | | | (1,275,573) | | | | | | (980,333) |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,510,208 | | | | | $ | (1,510,208) | | | | | $ | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 1,030,661 | | | | | | (1,030,661) | | | | | | — | | |
Barclays Capital Inc. | | | | | 6,442,487 | | | | | | (6,442,487) | | | | | | — | | |
Citadel Clearing LLC | | | | | 2,619,440 | | | | | | (2,619,440) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 5,406,502 | | | | | | (5,406,502) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 443,809 | | | | | | (443,809) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 684,090 | | | | | | (684,090) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 917,570 | | | | | | (917,570) | | | | | | — | | |
JP Morgan Clearing Corp | | | | | 4,804,515 | | | | | | (4,804,515) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,488,224 | | | | | | (1,488,224) | | | | | | — | | |
Jefferies LLC | | | | | 264,204 | | | | | | (264,204) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 2,570,813 | | | | | | (2,570,813) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,941,372 | | | | | | (2,941,372) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 2,627,298 | | | | | | (2,627,298) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 2,602,773 | | | | | | (2,602,773) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,219,018 | | | | | | (1,219,018) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,271,059 | | | | | | (1,271,059) | | | | | | — | | |
Total | | | | $ | 38,844,043 | | | | | $ | (38,844,043) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
SG Americas Securities, LLC | | | | $ | 234,858 | | | | | $ | (234,858) | | | | | $ | — | | |
Total | | | | $ | 234,858 | | | | | $ | (234,858) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 31,044 | | | | | $ | (31,044) | | | | | $ | — | | |
HSBC Bank PLC | | | | | 34,105,118 | | | | | | (34,105,118) | | | | | | — | | |
Total | | | | $ | 34,136,162 | | | | | $ | (34,136,162) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 59,920 | | | | | $ | (59,920) | | | | | $ | — | | |
HSBC Securities (USA) Inc. | | | | | 351,995 | | | | | | (351,995) | | | | | | — | | |
Mizuho Securities USA Inc. | | | | | 346,707 | | | | | | (346,707) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 622,854 | | | | | | (622,854) | | | | | | — | | |
Total | | | | $ | 1,381,475 | | | | | $ | (1,381,475) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,115,937 | | | | | $ | (1,115,937) | | | | | $ | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 129,330 | | | | | | (129,330) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Credit Suisse Securities (USA) LLC | | | | | 794,289 | | | | | | (794,289) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 5,136,788 | | | | | | (5,136,788) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,120,499 | | | | | | (1,120,499) | | | | | | — | | |
JP Morgan Clearing Corp | | | | | 1,830,174 | | | | | | (1,830,174) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 15,378 | | | | | | (15,378) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 803,593 | | | | | | (803,593) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,636,723 | | | | | | (3,636,723) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 724,565 | | | | | | (724,565) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 174,524 | | | | | | (174,524) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 4,142,701 | | | | | | (4,142,701) | | | | | | — | | |
UBS Securities LLC. | | | | | 870,474 | | | | | | (870,474) | | | | | | — | | |
Total | | | | $ | 20,494,975 | | | | | $ | (20,494,975) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Janney Montgomery Scott LLC | | | | $ | 13,108,214 | | | | | $ | (13,108,214) | | | | | $ | — | | |
SG Americas Securities, LLC | | | | | 97,380 | | | | | | (97,380) | | | | | | — | | |
Total | | | | $ | 13,205,594 | | | | | $ | (13,205,594) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,756,989 | | | | | $ | (1,756,989) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 6,290,195 | | | | | | (6,290,195) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,403,051 | | | | | | (1,403,051) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 539,206 | | | | | | (539,206) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 2,721,178 | | | | | | (2,721,178) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 432,860 | | | | | | (432,860) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 5,235,244 | | | | | | (5,235,244) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Bank PLC | | | | | 6,465,895 | | | | | | (6,465,895) | | | | | | — | | |
JP Morgan Clearing Corp | | | | | 555,202 | | | | | | (555,202) | | | | | | — | | |
Jefferies LLC | | | | | 957,070 | | | | | | (957,070) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 4,093,296 | | | | | | (4,093,296) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,490,863 | | | | | | (3,490,863) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 1,783,947 | | | | | | (1,783,947) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 344,533 | | | | | | (344,533) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 4,435,869 | | | | | | (4,435,869) | | | | | | — | | |
UBS Securities LLC. | | | | | 439,825 | | | | | | (439,825) | | | | | | — | | |
Total | | | | $ | 40,945,225 | | | | | $ | (40,945,225) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 41,362 | | | | | $ | (41,362) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 60,167 | | | | | | (60,167) | | | | | | — | | |
BNP Paribas | | | | | 2,227,037 | | | | | | (2,227,037) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 459,881 | | | | | | (459,881) | | | | | | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 5,206,114 | | | | | | (5,206,114) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 456,401 | | | | | | (456,401) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 79,375 | | | | | | (79,375) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 688,180 | | | | | | (688,180) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 1,770,749 | | | | | | (1,770,749) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 2,088 | | | | | | (2,088) | | | | | | — | | |
Jefferies LLC | | | | | 525,914 | | | | | | (525,914) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 1,453,038 | | | | | | (1,453,038) | | | | | | — | | |
Mizuho Securities USA Inc. | | | | | 154,521 | | | | | | (154,521) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 5,492,858 | | | | | | (5,492,858) | | | | | | — | | |
National Financial Services LLC | | | | | 297,295 | | | | | | (297,295) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 150,601 | | | | | | (150,601) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 111,805 | | | | | | (111,805) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
RBC Dominion Securities Inc | | | | | 4,235,886 | | | | | | (4,235,886) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 302,796 | | | | | | (302,796) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 1,390,749 | | | | | | (1,390,749) | | | | | | — | | |
UBS Securities LLC. | | | | | 3,959,836 | | | | | | (3,959,836) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 266,976 | | | | | | (266,976) | | | | | | — | | |
Total | | | | $ | 29,333,631 | | | | | $ | (29,333,631) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Limited | | | | $ | 976,059 | | | | | $ | (976,059) | | | | | $ | — | | |
Goldman, Sachs & Co. | | | | | 2,557,142 | | | | | | (2,557,142) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 453,070 | | | | | | (453,070) | | | | | | — | | |
Jefferies LLC | | | | | 322,845 | | | | | | (322,845) | | | | | | — | | |
Mizuho Securities USA Inc. | | | | | 20,774 | | | | | | (20,774) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 373 | | | | | | (373) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 59,847 | | | | | | (59,847) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 168,925 | | | | | | (168,925) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 970,632 | | | | | | (970,632) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,763,810 | | | | | | (1,763,810) | | | | | | — | | |
Total | | | | $ | 7,293,475 | | | | | $ | (7,293,475) | | | | | $ | — | | |
|
| Net investment income | | | | $ | 38,238,460 | | |
| Net realized and unrealized loss on investments | | | | $ | (106,724,656) | | |
| Net decrease in net assets resulting from operations | | | | $ | (68,486,196) | | |
| 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 | | ||||||||||||
| $197,867 | | | | $ | 1,613,214 | | | | | $ | — | | | | | $ | 10,972 | | | | | | 0.5068 | | |
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Long-term Capital Gains | | |||||||||
High Yield | | | | $ | 20,092,744 | | | | | $ | 42,028,135 | | | | | $ | — | | |
Large Cap Growth | | | | | — | | | | | | 38,692,421 | | | | | | 627,559,367 | | |
Large Cap Value | | | | | — | | | | | | 47,111,993 | | | | | | 66,728,093 | | |
Limited Maturity Bond | | | | | 786,310 | | | | | | 2,986,356 | | | | | | — | | |
Multi-Manager Large Cap Core | | | | | — | | | | | | 12,529,545 | | | | | | 14,476,565 | | |
U.S. Stock Index | | | | | — | | | | | | 88,415,784 | | | | | | 390,388,042 | | |
Clarion Real Estate | | | | | — | | | | | | 9,674,768 | | | | | | — | | |
Franklin Income | | | | | — | | | | | | 40,802,238 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | — | | | | | | 12,188,012 | | | | | | 81,194,300 | | |
Templeton Global Growth | | | | | — | | | | | | 14,476,265 | | | | | | 14,927,904 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
High Yield | | | | $ | 9,665,656 | | | | | $ | — | | | | | $ | (60,355,453) | | | | | $ | (18,671,568) | | | | | | Short-term | | | | | | 2017 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
| | | | | | | | | | | | | | | | | | | | | | | (3,796,434) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (5,585,791) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (28,053,793) | | | | | | | | | | | | | | |
Large Cap Growth | | | | | 16,204,704 | | | | | | 789,824,551 | | | | | | 813,224,737 | | | | | | — | | | | | | — | | | | | | — | | |
Large Cap Value | | | | | 6,072,634 | | | | | | 47,620,872 | | | | | | (2,981,325) | | | | | | (11,899,405)* | | | | | | Short-term | | | | | | 2017 | | |
Limited Maturity Bond | | | | | 3,580,426 | | | | | | — | | | | | | (1,233,944) | | | | | | (5,567,325) | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (454,706) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (409,705) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (6,431,736) | | | | | | | | | | | | | | |
Multi-Manager Large Cap Core | | | | | 4,560,922 | | | | | | 14,473,221 | | | | | | 31,208,545 | | | | | | — | | | | | | — | | | | | | — | | |
U.S. Stock Index | | | | | 24,292,468 | | | | | | 246,088,971 | | | | | | 1,350,681,096 | | | | | | — | | | | | | — | | | | | | — | | |
Clarion Real Estate | | | | | 10,011,730 | | | | | | — | | | | | | 96,394,004 | | | | | | (71,939,223) | | | | | | Short-term | | | | | | 2017 | | |
Franklin Income | | | | | 31,623,374 | | | | | | — | | | | | | 20,296,185 | | | | | | (5,168,239) | | | | | | Short-term | | | | | | 2016 | | |
| | | | | | | | | | | | | | | | | | | | | | | (41,925,368) | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (4,503,818) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (18,540,479) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (70,137,904) | | | | | | | | | | | | | | |
JPMorgan Small Cap Core Equity | | | | | 9,389,856 | | | | | | 55,203,638 | | | | | | 78,783,277 | | | | | | — | | | | | | — | | | | | | — | | |
Templeton Global Growth | | | | | 7,193,482 | | | | | | 59,463,243 | | | | | | (3,109,318) | | | | | | — | | | | | | — | | | | | | — | | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
High Yield | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0544 | | | | | $ | — | | | | | $ | — | | | | August 1, 2016 | | | Daily | |
Class I | | | | $ | 0.0576 | | | | | $ | — | | | | | $ | — | | | | August 1, 2016 | | | Daily | |
Class S | | | | $ | 0.0556 | | | | | $ | — | | | | | $ | — | | | | August 1, 2016 | | | Daily | |
Class S2 | | | | $ | 0.0527 | | | | | $ | — | | | | | $ | — | | | | August 1, 2016 | | | Daily | |
Large Cap Growth | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | — | | | | | $ | — | | | | | $ | 2.4913 | | | | July 15, 2016 | | | July 13, 2016 | |
Class I | | | | $ | 0.1081 | | | | | $ | — | | | | | $ | 2.4913 | | | | July 15, 2016 | | | July 13, 2016 | |
Class R6 | | | | $ | 0.1081 | | | | | $ | — | | | | | $ | 2.4913 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S | | | | $ | 0.0574 | | | | | $ | — | | | | | $ | 2.4913 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S2 | | | | $ | 0.0218 | | | | | $ | — | | | | | $ | 2.4913 | | | | July 15, 2016 | | | July 13, 2016 | |
Large Cap Value | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0427 | | | | | $ | — | | | | | $ | 0.3489 | | | | July 15, 2016 | | | July 13, 2016 | |
Class I | | | | $ | 0.0427 | | | | | $ | — | | | | | $ | 0.3489 | | | | July 15, 2016 | | | July 13, 2016 | |
Class R6 | | | | $ | 0.0427 | | | | | $ | — | | | | | $ | 0.3489 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S | | | | $ | 0.0427 | | | | | $ | — | | | | | $ | 0.3489 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S2 | | | | $ | 0.0427 | | | | | $ | — | | | | | $ | 0.3489 | | | | July 15, 2016 | | | July 13, 2016 | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Limited Maturity Bond | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0136 | | | | | $ | — | | | | | $ | — | | | | August 1, 2016 | | | Daily | |
Class I | | | | $ | 0.0192 | | | | | $ | — | | | | | $ | — | | | | August 1, 2016 | | | Daily | |
Class S | | | | $ | 0.0171 | | | | | $ | — | | | | | $ | — | | | | August 1, 2016 | | | Daily | |
Multi-Manager Large Cap Core | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.1705 | | | | | $ | — | | | | | $ | 0.5410 | | | | July 15, 2016 | | | July 13, 2016 | |
Class I | | | | $ | 0.1705 | | | | | $ | — | | | | | $ | 0.5410 | | | | July 15, 2016 | | | July 13, 2016 | |
Class R6 | | | | $ | 0.1705 | | | | | $ | — | | | | | $ | 0.5410 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S | | | | $ | 0.1705 | | | | | $ | — | | | | | $ | 0.5410 | | | | July 15, 2016 | | | July 13, 2016 | |
U.S. Stock Index | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0531 | | | | | $ | 0.0230 | | | | | $ | 0.7701 | | | | July 15, 2016 | | | July 13, 2016 | |
Class I | | | | $ | 0.0531 | | | | | $ | 0.0230 | | | | | $ | 0.7701 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S | | | | $ | 0.0531 | | | | | $ | 0.0230 | | | | | $ | 0.7701 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S2 | | | | $ | 0.0531 | | | | | $ | 0.0230 | | | | | $ | 0.7701 | | | | July 15, 2016 | | | July 13, 2016 | |
Clarion Real Estate | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.4622 | | | | | $ | — | | | | | $ | — | | | | July 15, 2016 | | | July 13, 2016 | |
Class I | | | | $ | 0.6744 | | | | | $ | — | | | | | $ | — | | | | July 15, 2016 | | | July 13, 2016 | |
Class S | | | | $ | 0.5727 | | | | | $ | — | | | | | $ | — | | | | July 15, 2016 | | | July 13, 2016 | |
Class S2 | | | | $ | 0.5184 | | | | | $ | — | | | | | $ | — | | | | July 15, 2016 | | | July 13, 2016 | |
Franklin Income | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.6679 | | | | | $ | — | | | | | $ | — | | | | July 15, 2016 | | | July 13, 2016 | |
Class I | | | | $ | 0.7246 | | | | | $ | — | | | | | $ | — | | | | July 15, 2016 | | | July 13, 2016 | |
Class S | | | | $ | 0.7063 | | | | | $ | — | | | | | $ | — | | | | July 15, 2016 | | | July 13, 2016 | |
Class S2 | | | | $ | 0.6869 | | | | | $ | — | | | | | $ | — | | | | July 15, 2016 | | | July 13, 2016 | |
JPMorgan Small Cap Core Equity | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.0392 | | | | | $ | 0.1514 | | | | | $ | 1.4445 | | | | July 15, 2016 | | | July 13, 2016 | |
Class I | | | | $ | 0.1450 | | | | | $ | 0.1514 | | | | | $ | 1.4445 | | | | July 15, 2016 | | | July 13, 2016 | |
Class R6 | | | | $ | 0.1450 | | | | | $ | 0.1514 | | | | | $ | 1.4445 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S | | | | $ | 0.0926 | | | | | $ | 0.1514 | | | | | $ | 1.4445 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S2 | | | | $ | 0.0582 | | | | | $ | 0.1514 | | | | | $ | 1.4445 | | | | July 15, 2016 | | | July 13, 2016 | |
Templeton Global Growth | | | | | | | |||||||||||||||||||
Class ADV | | | | $ | 0.4628 | | | | | $ | — | | | | | $ | 4.1662 | | | | July 15, 2016 | | | July 13, 2016 | |
Class I | | | | $ | 0.5465 | | | | | $ | — | | | | | $ | 4.1662 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S | | | | $ | 0.5041 | | | | | $ | — | | | | | $ | 4.1662 | | | | July 15, 2016 | | | July 13, 2016 | |
Class S2 | | | | $ | 0.4764 | | | | | $ | — | | | | | $ | 4.1662 | | | | July 15, 2016 | | | July 13, 2016 | |
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) |
| Investment Type Allocation as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 95.9% | |
| Assets in Excess of Other Liabilities* | | | 4.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 95.9% | | ||||||||||||||||||
| | | | | | | Basic Materials: 6.2% | | ||||||||||||
| | $ | 1,400,000 | #,L | | Anglo American Capital PLC, 4.875%, 05/14/25 | | | | $ | 1,344,000 | | | | | | 0.2 | | | |
| | | 2,365,000 | # | | Aruba Investments, Inc., 8.750%, 02/15/23 | | | | | 2,299,962 | | | | | | 0.3 | | | |
| | | 480,000 | # | | BlueScope Steel Finance Ltd/BlueScope Steel Finance USA LLC, 6.500%, 05/15/21 | | | | | 498,192 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Cascades, Inc., 5.500%, 07/15/22 | | | | | 1,952,500 | | | | | | 0.3 | | | |
| | | 1,580,000 | # | | Constellium NV, 5.750%, 05/15/24 | | | | | 1,252,150 | | | | | | 0.2 | | | |
| | | 500,000 | #,L | | Constellium NV, 7.875%, 04/01/21 | | | | | 517,500 | | | | | | 0.1 | | | |
| | | 895,000 | # | | Evolution Escrow Issuer LLC, 7.500%, 03/15/22 | | | | | 648,875 | | | | | | 0.1 | | | |
| | | 3,650,000 | | | | Freeport-McMoRan, Inc., 5.400%-5.450%, 11/14/34-03/15/43 | | | | | 2,938,000 | | | | | | 0.4 | | |
| | | 465,000 | # | | Kaiser Aluminum Corp., 5.875%, 05/15/24 | | | | | 478,950 | | | | | | 0.1 | | | |
| | | 2,075,000 | # | | Kraton Polymers LLC / Kraton Polymers Capital Corp., 10.500%, 04/15/23 | | | | | 2,220,250 | | | | | | 0.3 | | | |
| | | 480,000 | # | | PQ Corp., 6.750%, 11/15/22 | | | | | 500,400 | | | | | | 0.1 | | | |
| | | 2,250,000 | # | | Rayonier AM Products, Inc., 5.500%, 06/01/24 | | | | | 1,935,000 | | | | | | 0.3 | | | |
| | | 2,000,000 | # | | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | | | | | 1,740,000 | | | | | | 0.3 | | | |
| | | 2,250,000 | # | | US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | | | | | 2,376,563 | | | | | | 0.4 | | | |
| | | 945,000 | # | | WR Grace & Co-Conn, 5.125%, 10/01/21 | | | | | 973,350 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Basic Materials (continued) | | ||||||||||||
| | $ | 945,000 | #,L | | WR Grace & Co-Conn, 5.625%, 10/01/24 | | | | $ | 972,169 | | | | | | 0.1 | | | |
| | | 24,154,000 | | | | Other Securities(a),(b) | | | | | 17,774,206 | | | | | | 2.7 | | |
| | | | | | | | | | | | 40,422,067 | | | | | | 6.2 | | |
| | | | | | | Communications: 19.8% | | ||||||||||||
| | | 400,000 | # | | Altice Financing SA, 6.500%, 01/15/22 | | | | | 405,500 | | | | | | 0.0 | | | |
| | | 1,080,000 | # | | Altice Financing SA, 6.625%, 02/15/23 | | | | | 1,064,470 | | | | | | 0.2 | | | |
| | | 1,000,000 | #,L | | Altice Finco SA, 8.125%, 01/15/24 | | | | | 972,500 | | | | | | 0.1 | | | |
| | | 1,530,000 | #,L | | Altice SA, 7.625%, 02/15/25 | | | | | 1,499,400 | | | | | | 0.2 | | | |
| | | 2,800,000 | # | | Altice SA, 7.750%, 05/15/22 | | | | | 2,838,500 | | | | | | 0.5 | | | |
| | | 1,890,000 | # | | Anna Merger Sub, Inc., 7.750%, 10/01/22 | | | | | 1,667,925 | | | | | | 0.3 | | | |
| | | 885,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | | | | | 896,062 | | | | | | 0.1 | | | |
| �� | | 1,130,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/26 | | | | | 1,149,775 | | | | | | 0.2 | | | |
| | | 2,395,000 | # | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | | | | | 2,472,838 | | | | | | 0.4 | | | |
| | | 2,000,000 | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/21-09/30/22 | | | | | 2,065,504 | | | | | | 0.3 | | |
| | | 3,000,000 | | | | CenturyLink, Inc., 5.625%, 04/01/20 | | | | | 3,116,250 | | | | | | 0.5 | | |
| | | 675,000 | | | | CenturyLink, Inc., 7.500%, 04/01/24 | | | | | 683,437 | | | | | | 0.1 | | |
| | | 950,000 | # | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | | | | | 909,625 | | | | | | 0.1 | | | |
| | | 3,250,000 | | | | Clear Channel Worldwide Holdings, Inc., 6.500%-7.625%, 03/15/20-11/15/22 | | | | | 3,180,250 | | | | | | 0.5 | | |
| | | 1,760,000 | # | | CommScope Tech Finance LLC, 6.000%, 06/15/25 | | | | | 1,812,800 | | | | | | 0.3 | | | |
| | | 500,000 | # | | CommScope, Inc., 5.500%, 06/15/24 | | | | | 509,375 | | | | | | 0.1 | | | |
| | | 1,290,000 | # | | DISH DBS Corp., 7.750%, 07/01/26 | | | | | 1,335,150 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | $ | 5,900,000 | | | | DISH DBS Corp., 5.000%-6.750%, 06/01/21-11/15/24 | | | | $ | 5,684,687 | | | | | | 0.9 | | |
| | | 3,475,000 | | | | Frontier Communications Corp., 8.875%-11.000%, 09/15/20-09/15/25 | | | | | 3,661,500 | | | | | | 0.6 | | |
| | | 2,955,000 | | | | Level 3 Financing, Inc., 5.125%, 05/01/23 | | | | | 2,940,225 | | | | | | 0.5 | | |
| | | 800,000 | | | | Level 3 Financing, Inc., 5.375%, 01/15/24 | | | | | 807,000 | | | | | | 0.1 | | |
| | | 1,500,000 | # | | Level 3 Financing, Inc., 5.250%, 03/15/26 | | | | | 1,473,750 | | | | | | 0.2 | | | |
| | | 430,000 | # | | Match Group, Inc., 6.375%, 06/01/24 | | | | | 449,350 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | | | | | 3,105,000 | | | | | | 0.5 | | | |
| | | 1,125,000 | # | | Neptune Finco Corp., 6.625%, 10/15/25 | | | | | 1,186,875 | | | | | | 0.2 | | | |
| | | 2,520,000 | # | | Neptune Finco Corp., 10.875%, 10/15/25 | | | | | 2,891,700 | | | | | | 0.4 | | | |
| | | 925,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 946,969 | | | | | | 0.1 | | | |
| | | 3,075,000 | # | | Numericable Group SA, 6.250%, 05/15/24 | | | | | 2,952,000 | | | | | | 0.4 | | | |
| | | 2,000,000 | # | | Numericable-SFR SA, 6.000%, 05/15/22 | | | | | 1,952,500 | | | | | | 0.3 | | | |
| | | 1,200,000 | # | | Numericable-SFR SA, 7.375%, 05/01/26 | | | | | 1,188,000 | | | | | | 0.2 | | | |
| | | 2,159,000 | # | | Plantronics, Inc., 5.500%, 05/31/23 | | | | | 2,137,410 | | | | | | 0.3 | | | |
| | | 1,335,000 | # | | Sable International Finance Ltd., 6.875%, 08/01/22 | | | | | 1,347,442 | | | | | | 0.2 | | | |
| | | 2,850,000 | | | | Sinclair Television Group, Inc., 6.125%, 10/01/22 | | | | | 2,964,000 | | | | | | 0.5 | | |
| | | 2,500,000 | # | | Sirius XM Radio, Inc., 5.750%, 08/01/21 | | | | | 2,603,125 | | | | | | 0.4 | | | |
| | | 1,340,000 | # | | Sirius XM Radio, Inc., 6.000%, 07/15/24 | | | | | 1,388,575 | | | | | | 0.2 | | | |
| | | 2,000,000 | | | | Sprint Capital Corp., 6.900%, 05/01/19 | | | | | 1,920,000 | | | | | | 0.3 | | |
| | | 5,000,000 | | | | Sprint Nextel Corp., 6.000%, 11/15/22 | | | | | 3,959,500 | | | | | | 0.6 | | |
| | | 1,000,000 | | | | Sprint Nextel Corp., 8.750%, 03/15/32 | | | | | 860,000 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | $ | 2,500,000 | | | | Sprint Corp., 7.125%-7.250%, 09/15/21-06/15/24 | | | | $ | 2,021,250 | | | | | | 0.3 | | |
| | | 2,900,000 | # | | TEGNA, Inc., 5.500%, 09/15/24 | | | | | 2,997,875 | | | | | | 0.5 | | | |
| | | 3,000,000 | | | | T-Mobile USA, Inc., 6.625%, 11/15/20 | | | | | 3,105,000 | | | | | | 0.5 | | |
| | | 2,950,000 | | | | T-Mobile USA, Inc., 6.731%, 04/28/22 | | | | | 3,113,135 | | | | | | 0.5 | | |
| | | 2,200,000 | | | | T-Mobile USA, Inc., 6.250%-6.836%, 04/01/21-01/15/26 | | | | | 2,320,653 | | | | | | 0.3 | | |
| | | 3,000,000 | # | | Univision Communications, Inc., 5.125%, 02/15/25 | | | | | 2,977,500 | | | | | | 0.5 | | | |
| | | 2,640,000 | # | | West Corp., 5.375%, 07/15/22 | | | | | 2,465,100 | | | | | | 0.4 | | | |
| | | 1,250,000 | # | | Wind Acquisition Finance SA, 4.750%, 07/15/20 | | | | | 1,231,250 | | | | | | 0.2 | | | |
| | | 1,540,000 | # | | Wind Acquisition Finance SA, 7.375%, 04/23/21 | | | | | 1,482,250 | | | | | | 0.2 | | | |
| | | 35,889,000 | | | | Other Securities(b) | | | | | 33,956,722 | | | | | | 5.2 | | |
| | | | | | | | | | | | 128,669,704 | | | | | | 19.8 | | |
| | | | | | | Conglomerates: 0.2% | | ||||||||||||
| | | 1,492,424 | | | | Other Securities | | | | | 1,494,514 | | | | | | 0.2 | | |
| | | | | | | Consumer, Cyclical: 15.8% | | ||||||||||||
| | | 1,160,000 | # | | American Tire Distributors, Inc., 10.250%, 03/01/22 | | | | | 1,023,700 | | | | | | 0.2 | | | |
| | | 2,930,000 | # | | Ashton Woods USA LLC, 6.875%, 02/15/21 | | | | | 2,651,650 | | | | | | 0.4 | | | |
| | | 2,500,000 | # | | BMC Stock Holdings, Inc., 9.000%, 09/15/18 | | | | | 2,604,395 | | | | | | 0.4 | | | |
| | | 255,000 | # | | Boyd Gaming Corp., 6.375%, 04/01/26 | | | | | 267,750 | | | | | | 0.0 | | | |
| | | 2,580,000 | L | | Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope, 8.000%, 10/01/20 | | | | | 2,599,350 | | | | | | 0.4 | | | |
| | | 1,750,000 | # | | Carlson Wagonlit BV, 6.875%, 06/15/19 | | | | | 1,813,740 | | | | | | 0.3 | | | |
| | | 1,170,000 | # | | Carmike Cinemas, Inc., 6.000%, 06/15/23 | | | | | 1,222,650 | | | | | | 0.2 | | | |
| | | 2,320,000 | # | | CDR DB Sub, Inc., 7.750%, 10/15/20 | | | | | 1,763,200 | | | | | | 0.3 | | | |
| | | 2,685,000 | | | | Century Communities, Inc., 6.875%, 05/15/22 | | | | | 2,591,025 | | | | | | 0.4 | | |
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | $ | 2,600,000 | # | | Dollar Tree, Inc., 5.750%, 03/01/23 | | | | $ | 2,775,500 | | | | | | 0.4 | | | |
| | | 1,715,000 | # | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/24 | | | | | 1,766,450 | | | | | | 0.3 | | | |
| | | 585,000 | # | | Family Tree Escrow LLC, 5.250%, 03/01/20 | | | | | 605,475 | | | | | | 0.1 | | | |
| | | 1,175,000 | # | | Guitar Center, Inc., 6.500%, 04/15/19 | | | | | 1,016,375 | | | | | | 0.2 | | | |
| | | 1,100,000 | #,L | | Guitar Center, Inc., 9.625%, 04/15/20 | | | | | 772,750 | | | | | | 0.1 | | | |
| | | 600,000 | # | | HD Supply, Inc., 5.250%, 12/15/21 | | | | | 631,314 | | | | | | 0.1 | | | |
| | | 350,000 | # | | HD Supply, Inc., 5.750%, 04/15/24 | | | | | 364,875 | | | | | | 0.1 | | | |
| | | 3,560,000 | # | | Hot Topic, Inc., 9.250%, 06/15/21 | | | | | 3,622,300 | | | | | | 0.6 | | | |
| | | 945,000 | #,L | | International Game Technology PLC, 5.625%, 02/15/20 | | | | | 1,000,519 | | | | | | 0.2 | | | |
| | | 980,000 | # | | International Game Technology PLC, 6.250%, 02/15/22 | | | | | 1,009,194 | | | | | | 0.2 | | | |
| | | 955,000 | # | | International Game Technology PLC, 6.500%, 02/15/25 | | | | | 966,937 | | | | | | 0.1 | | | |
| | | 430,000 | # | | JC Penney Corp., Inc., 5.875%, 07/01/23 | | | | | 434,300 | | | | | | 0.1 | | | |
| | | 880,000 | # | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/24 | | | | | 904,200 | | | | | | 0.2 | | | |
| | | 880,000 | # | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/26 | | | | | 904,200 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | MCE Finance Ltd., 5.000%, 02/15/21 | | | | | 994,525 | | | | | | 0.1 | | | |
| | | 5,000,000 | | | | MGM Resorts International, 6.625%-8.625%, 02/01/ 19-12/15/21 | | | | | 5,508,000 | | | | | | 0.8 | | |
| | | 900,000 | # | | MGP Escrow Issuer LLC / MGP Escrow Co-Issuer, Inc., 5.625%, 05/01/24 | | | | | 954,000 | | | | | | 0.1 | | | |
| | | 665,000 | #,L | | Michaels Stores, Inc., 5.875%, 12/15/20 | | | | | 694,925 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | $ | 1,200,000 | # | | NCL Corp. Ltd., 5.250%, 11/15/19 | | | | $ | 1,218,000 | | | | | | 0.2 | | | |
| | | 2,600,000 | #,&,L | | Neiman Marcus Group LLC., 8.750%, 10/15/21 | | | | | 1,989,000 | | | | | | 0.3 | | | |
| | | 2,415,000 | # | | Rite Aid Corp., 6.125%, 04/01/23 | | | | | 2,592,865 | | | | | | 0.4 | | | |
| | | 2,000,000 | # | | RSI Home Products, Inc., 6.500%, 03/15/23 | | | | | 2,065,000 | | | | | | 0.3 | | | |
| | | 1,000,000 | # | | Schaeffler Finance BV, 4.750%, 05/15/21 | | | | | 1,026,250 | | | | | | 0.1 | | | |
| | | 250,000 | #,& | | Schaeffler Holding Finance BV, 6.750%, 11/15/22 | | | | | 276,250 | | | | | | 0.0 | | | |
| | | 299,903 | #,& | | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | | | | | 306,651 | | | | | | 0.1 | | | |
| | | 810,000 | # | | Scientific Games International, Inc., 7.000%, 01/01/22 | | | | | 818,100 | | | | | | 0.1 | | | |
| | | 1,640,000 | # | | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/23 | | | | | 1,631,800 | | | | | | 0.2 | | | |
| | | 580,000 | # | | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/25 | | | | | 580,000 | | | | | | 0.1 | | | |
| | | 2,500,000 | | | | Springs Industries, Inc., 6.250%, 06/01/21 | | | | | 2,537,500 | | | | | | 0.4 | | |
| | | 1,250,000 | #,L | | Studio City Finance Ltd., 8.500%, 12/01/20 | | | | | 1,268,750 | | | | | | 0.2 | | | |
| | | 2,050,000 | # | | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/22 | | | | | 1,814,250 | | | | | | 0.3 | | | |
| | | 2,220,000 | # | | Viking Cruises Ltd., 8.500%, 10/15/22 | | | | | 1,903,650 | | | | | | 0.3 | | | |
| | | 505,000 | # | | WMG Acquisition Corp., 5.625%, 04/15/22 | | | | | 518,256 | | | | | | 0.1 | | | |
| | | 2,540,000 | # | | WMG Acquisition Corp., 6.750%, 04/15/22 | | | | | 2,571,750 | | | | | | 0.4 | | | |
| | | 37,687,000 | | | | Other Securities(b) | | | | | 37,964,609 | | | | | | 5.8 | | |
| | | | | | | | | | | | 102,545,980 | | | | | | 15.8 | | |
| | | | | | | Consumer, Non-cyclical: 18.9% | | ||||||||||||
| | | 110,000 | # | | Acadia Healthcare Co., Inc., 6.500%, 03/01/24 | | | | | 111,925 | | | | | | 0.0 | | | |
| | | 2,145,000 | # | | Albertsons Cos LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC, 6.625%, 06/15/24 | | | | | 2,220,075 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 1,170,000 | # | | Alere, Inc., 6.375%, 07/01/23 | | | | $ | 1,225,575 | | | | | | 0.2 | | | |
| | | 3,225,000 | | | | Amsurg Corp., 5.625%, 11/30/20-07/15/22 | | | | | 3,333,437 | | | | | | 0.5 | | |
| | | 1,000,000 | # | | Ashtead Capital, Inc., 6.500%, 07/15/22 | | | | | 1,045,620 | | | | | | 0.2 | | | |
| | | 1,180,000 | #,& | | BI-LO LLC / BI-LO Finance Corp., 8.625%, 09/15/18 | | | | | 784,700 | | | | | �� | 0.1 | | | |
| | | 1,165,000 | #,L | | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/19 | | | | | 1,019,375 | | | | | | 0.2 | | | |
| | | 2,000,000 | # | | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | | | | | 1,930,000 | | | | | | 0.3 | | | |
| | | 1,210,000 | # | | Bumble Bee Holdings, Inc., 9.000%, 12/15/17 | | | | | 1,228,150 | | | | | | 0.2 | | | |
| | | 2,070,000 | # | | C&S Group Enterprises LLC, 5.375%, 07/15/22 | | | | | 1,971,675 | | | | | | 0.3 | | | |
| | | 1,872,000 | #,& | | Capsugel SA, 7.000%, 05/15/19 | | | | | 1,876,680 | | | | | | 0.3 | | | |
| | | 1,755,000 | # | | CEB, Inc., 5.625%, 06/15/23 | | | | | 1,713,319 | | | | | | 0.3 | | | |
| | | 2,035,000 | # | | Centene Corp., 5.625%, 02/15/21 | | | | | 2,126,575 | | | | | | 0.4 | | | |
| | | 775,000 | # | | Centene Corp., 6.125%, 02/15/24 | | | | | 825,859 | | | | | | 0.1 | | | |
| | | 2,425,000 | | | | Central Garden & Pet Co., 6.125%, 11/15/23 | | | | | 2,534,125 | | | | | | 0.4 | | |
| | | 2,790,000 | | | | Cott Beverages, Inc., 5.375%-6.750%, 01/01/20-07/01/22 | | | | | 2,876,537 | | | | | | 0.4 | | |
| | | 2,480,000 | # | | Envision Healthcare Corp., 5.125%, 07/01/22 | | | | | 2,529,104 | | | | | | 0.4 | | | |
| | | 2,000,000 | | | | HCA Holdings, Inc., 6.250%, 02/15/21 | | | | | 2,150,000 | | | | | | 0.3 | | |
| | | 3,500,000 | | | | HCA, Inc., 7.500%, 02/15/22 | | | | | 3,988,250 | | | | | | 0.6 | | |
| | | 5,185,000 | | | | HCA, Inc., 5.375%- 8.000%, 10/01/18- 02/01/25 | | | | | 5,590,087 | | | | | | 0.9 | | |
| | | 440,000 | # | | Herc Spinoff Escrow Issuer LLC/Herc Spinoff Escrow Issuer Corp., 7.500%, 06/01/22 | | | | | 433,400 | | | | | | 0.1 | | | |
| | | 440,000 | #,L | | Herc Spinoff Escrow Issuer LLC/Herc Spinoff Escrow Issuer Corp., 7.750%, 06/01/24 | | | | | 430,100 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 2,445,000 | # | | Hill-Rom Holdings, Inc., 5.750%, 09/01/23 | �� | | | $ | 2,512,237 | | | | | | 0.4 | | | |
| | | 2,405,000 | # | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/23 | | | | | 2,465,125 | | | | | | 0.4 | | | |
| | | 470,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | | | | | 444,150 | | | | | | 0.1 | | | |
| | | 2,250,000 | # | | JBS USA LLC / JBS USA Finance, Inc., 5.875%, 07/15/24 | | | | | 2,190,937 | | | | | | 0.3 | | | |
| | | 2,250,000 | # | | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | | | | | 2,230,312 | | | | | | 0.3 | | | |
| | | 605,000 | # | | LifePoint Health, Inc., 5.375%, 05/01/24 | | | | | 608,025 | | | | | | 0.1 | | | |
| | | 2,040,000 | # | | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | | | | | 2,106,300 | | | | | | 0.3 | | | |
| | | 2,920,000 | # | | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | | | | | 2,803,200 | | | | | | 0.4 | | | |
| | | 1,535,000 | # | | Molina Healthcare, Inc., 5.375%, 11/15/22 | | | | | 1,538,838 | | | | | | 0.2 | | | |
| | | 2,570,000 | # | | MPH Acquisition Holdings LLC, 7.125%, 06/01/24 | | | | | 2,704,925 | | | | | | 0.4 | | | |
| | | 1,170,000 | # | | Mustang Merger Corp., 8.500%, 08/15/21 | | | | | 1,228,500 | | | | | | 0.2 | | | |
| | | 645,000 | #,L | | NBTY, Inc., 7.625%, 05/15/21 | | | | | 647,419 | | | | | | 0.1 | | | |
| | | 1,255,000 | # | | Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp., 5.875%, 01/15/24 | | | | | 1,319,319 | | | | | | 0.2 | | | |
| | | 1,100,000 | # | | Post Holdings, Inc., 7.750%, 03/15/24 | | | | | 1,211,375 | | | | | | 0.2 | | | |
| | | 1,100,000 | # | | Post Holdings, Inc., 8.000%, 07/15/25 | | | | | 1,225,125 | | | | | | 0.2 | | | |
| | | 475,000 | # | | Prestige Brands, Inc., 6.375%, 03/01/24 | | | | | 495,188 | | | | | | 0.1 | | | |
| | | 1,600,000 | #,L | | Quorum Health Corp., 11.625%, 04/15/23 | | | | | 1,624,000 | | | | | | 0.3 | | | |
| | | 2,250,000 | # | | Safway Group Holding LLC / Safway Finance Corp., 7.000%, 05/15/18 | | | | | 2,255,625 | | | | | | 0.4 | | |
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 2,645,000 | | | | Spectrum Brands, Inc., 5.750%-6.625%, 11/15/20-07/15/25 | | | | $ | 2,787,331 | | | | | | 0.4 | | |
| | | 2,060,000 | # | | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | | | | | 2,090,900 | | | | | | 0.3 | | | |
| | | 510,000 | # | | Team Health, Inc., 7.250%, 12/15/23 | | | | | 547,036 | | | | | | 0.1 | | | |
| | | 6,115,000 | | | | Tenet Healthcare Corp., 6.000%-8.125%, 02/01/20-06/15/23 | | | | | 6,126,738 | | | | | | 0.9 | | |
| | | 1,250,000 | # | | The Nielsen Co. Luxembourg SARL, 5.500%, 10/01/21 | | | | | 1,295,313 | | | | | | 0.2 | | | |
| | | 300,000 | | | | United Rentals North America, Inc., 6.125%, 06/15/23 | | | | | 313,875 | | | | | | 0.1 | | |
| | | 2,500,000 | | | | United Rentals North America, Inc., 7.625%, 04/15/22 | | | | | 2,681,250 | | | | | | 0.4 | | |
| | | 1,285,000 | # | | US Foods, Inc., 5.875%, 06/15/24 | | | | | 1,320,338 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | | | | | 808,125 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | | | | | 2,662,500 | | | | | | 0.4 | | | |
| | | 500,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | | 431,350 | | | | | | 0.1 | | | |
| | | 2,800,000 | # | | Vizient, Inc., 10.375%, 03/01/24 | | | | | 3,010,000 | | | | | | 0.5 | | | |
| | | 1,000,000 | # | | VPI Escrow Corp., 6.375%, 10/15/20 | | | | | 865,000 | | | | | | 0.1 | | | |
| | | 1,580,000 | # | | VRX Escrow Corp., 5.375%, 03/15/20 | | | | | 1,357,813 | | | | | | 0.2 | | | |
| | | 2,580,000 | # | | VRX Escrow Corp., 5.875%, 05/15/23 | | | | | 2,096,250 | | | | | | 0.3 | | | |
| | | 2,080,000 | #,L | | VRX Escrow Corp., 6.125%, 04/15/25 | | | | | 1,674,400 | | | | | | 0.3 | | | |
| | | 21,296,078 | | | | Other Securities(b) | | | | | 20,863,098 | | | | | | 3.2 | | |
| | | | | | | | | | | | 122,486,485 | | | | | | 18.9 | | |
| | | | | | | Diversified: 1.1% | | ||||||||||||
| | | 2,905,000 | # | | Argos Merger Sub, Inc., 7.125%, 03/15/23 | | | | | 2,995,781 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Diversified (continued) | | ||||||||||||
| | $ | 1,285,000 | #,& | | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | | | | $ | 1,233,600 | | | | | | 0.2 | | | |
| | | 2,500,000 | # | | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | | | | | 2,631,250 | | | | | | 0.4 | | | |
| | | | | | | | | | | | 6,860,631 | | | | | | 1.1 | | |
| | | | | | | Energy: 9.3% | | ||||||||||||
| | | 2,385,000 | # | | California Resources Corp., 8.000%, 12/15/22 | | | | | 1,696,331 | | | | | | 0.3 | | | |
| | | 500,000 | # | | Cheniere Corpus Christi Holdings LLC, 7.000%, 06/30/24 | | | | | 514,065 | | | | | | 0.1 | | | |
| | | 1,180,000 | # | | Halcon Resources Corp., 8.625%, 02/01/20 | | | | | 1,118,782 | | | | | | 0.2 | | | |
| | | 2,000,000 | # | | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 1,874,800 | | | | | | 0.3 | | | |
| | | 2,365,000 | # | | Lonestar Resources America, Inc., 8.750%, 04/15/19 | | | | | 898,700 | | | | | | 0.1 | | | |
| | | 2,500,000 | | | | Murphy Oil USA, Inc., 6.000%, 08/15/23 | | | | | 2,600,000 | | | | | | 0.4 | | |
| | | 2,715,000 | | | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/23 | | | | | 2,674,275 | | | | | | 0.4 | | |
| | | 2,300,000 | # | | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | | | | | 2,317,250 | | | | | | 0.3 | | | |
| | | 215,000 | # | | Sabine Pass Liquefaction LLC, 5.875%, 06/30/26 | | | | | 215,000 | | | | | | 0.0 | | | |
| | | 1,480,000 | # | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | | | | | 1,250,600 | | | | | | 0.2 | | | |
| | | 595,000 | # | | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | | | | | 502,775 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Sunoco L.P. / Sunoco Finance Corp., 6.375%, 04/01/23 | | | | | 1,995,000 | | | | | | 0.3 | | | |
| | | 2,815,000 | | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/23 | | | | | 2,674,250 | | | | | | 0.4 | | |
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | $ | 720,000 | # | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.750%, 03/15/24 | | | | $ | 741,600 | | | | | | 0.1 | | | |
| | | 2,500,000 | | | | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | | | | | 2,600,000 | | | | | | 0.4 | | |
| | | 3,237,000 | | | | WPX Energy, Inc., 6.000%, 01/15/22 | | | | | 3,026,595 | | | | | | 0.5 | | |
| | | 45,705,000 | | | | Other Securities(a),(b) | | | | | 33,978,568 | | | | | | 5.2 | | |
| | | | | | | | | | | | 60,678,591 | | | | | | 9.3 | | |
| | | | | | | Financial: 6.5% | | ||||||||||||
| | | 3,565,000 | | | | AerCap Ireland Capital Ltd / AerCap Global Aviation Trust, 4.500%, 05/15/21 | | | | | 3,661,255 | | | | | | 0.6 | | |
| | | 250,000 | | | | AerCap Ireland Capital Ltd / AerCap Global Aviation Trust, 4.625%, 10/30/20 | | | | | 260,125 | | | | | | 0.0 | | |
| | | 2,250,000 | # | | Alliance Data Systems Corp., 5.375%, 08/01/22 | | | | | 2,165,625 | | | | | | 0.3 | | | |
| | | 2,500,000 | | | | Ally Financial, Inc., 7.500%, 09/15/20 | | | | | 2,793,750 | | | | | | 0.4 | | |
| | | 5,352,000 | | | | Ally Financial, Inc., 3.500%-8.000%, 07/18/16-11/01/31 | | | | | 5,664,605 | | | | | | 0.9 | | |
| | | 2,520,000 | | | | CBRE Services, Inc., 5.250%, 03/15/25 | | | | | 2,646,078 | | | | | | 0.4 | | |
| | | 500,000 | | | | CIT Group, Inc., 4.250%, 08/15/17 | | | | | 510,500 | | | | | | 0.1 | | |
| | | 2,500,000 | | | | CIT Group, Inc., 5.000%, 08/15/22 | | | | | 2,550,000 | | | | | | 0.4 | | |
| | | 1,000,000 | # | | CIT Group, Inc., 5.500%, 02/15/19 | | | | | 1,048,750 | | | | | | 0.1 | | | |
| | | 3,050,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 2,985,187 | | | | | | 0.5 | | | |
| | | 1,250,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 1,375,550 | | | | | | 0.2 | | | |
| | | 400,000 | # | | Iron Mountain US Holdings, Inc., 5.375%, 06/01/26 | | | | | 389,500 | | | | | | 0.1 | | | |
| | | 565,000 | # | | Iron Mountain, Inc., 6.000%, 10/01/20 | | | | | 597,488 | | | | | | 0.1 | | | |
| | | 499,200 | #,± | | Lehman Brothers Holdings, Inc., 8.160%, 05/30/09 | | | | | 17,871 | | | | | | 0.0 | | | |
| | | 3,035,000 | | | | Navient Corp., 5.875%, 10/25/24 | | | | | 2,610,100 | | | | | | 0.4 | | |
| | | 750,000 | | | | Navient Corp., 6.125%, 03/25/24 | | | | | 661,875 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 1,210,000# | | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/21 | | | | $ | 1,244,788 | | | | | | 0.2 | | |
| | | 10,527,000 | | | | Other Securities | | | | | 10,759,318 | | | | | | 1.7 | | |
| | | | | | | | | | | | 41,942,365 | | | | | | 6.5 | | |
| | | | | | | Industrial: 10.4% | | ||||||||||||
| | | 2,630,000 | | | | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | | | | | 2,682,600 | | | | | | 0.4 | | |
| | | 2,116,000 | # | | Albea Beauty Holdings SA, 8.375%, 11/01/19 | | | | | 2,232,380 | | | | | | 0.3 | | | |
| | | 2,997,538 | #,& | | Ardagh Finance Holdings SA, 8.625%, 06/15/19 | | | | | 3,042,501 | | | | | | 0.5 | | | |
| | | 1,375,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | | | | | 1,410,234 | | | | | | 0.2 | | | |
| | | 441,176 | # | | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | | | | | 434,559 | | | | | | 0.1 | | | |
| | | 1,670,000 | # | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | | | | | 1,703,400 | | | | | | 0.3 | | | |
| | | 2,020,000 | # | | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | | | | | 1,752,350 | | | | | | 0.3 | | | |
| | | 2,250,000 | # | | Builders FirstSource, Inc., 10.750%, 08/15/23 | | | | | 2,458,125 | | | | | | 0.4 | | | |
| | | 2,295,000 | # | | Building Materials Corp. of America, 6.000%, 10/15/25 | | | | | 2,409,750 | | | | | | 0.4 | | | |
| | | 1,500,000 | # | | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | | | | | 1,496,250 | | | | | | 0.2 | | | |
| | | 2,500,000 | # | | Gardner Denver, Inc., 6.875%, 08/15/21 | | | | | 2,281,250 | | | | | | 0.3 | | | |
| | | 2,280,000 | # | | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | | | | | 2,006,400 | | | | | | 0.3 | | | |
| | | 2,010,000 | # | | James Hardie International Finance Ltd, 5.875%, 02/15/23 | | | | | 2,065,275 | | | | | | 0.3 | | | |
| | | 1,735,000 | # | | Masonite International Corp., 5.625%, 03/15/23 | | | | | 1,808,737 | | | | | | 0.3 | | | |
| | | 2,525,000 | # | | Multi-Color Corp., 6.125%, 12/01/22 | | | | | 2,594,437 | | | | | | 0.4 | | | |
| | | 275,000 | #,L | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 289,381 | | | | | | 0.0 | | | |
| | | 2,525,000 | # | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/25 | | | | | 2,643,360 | | | | | | 0.4 | | |
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | $ | 2,880,000 | # | | PaperWorks Industries, Inc., 9.500%, 08/15/19 | | | | $ | 2,664,000 | | | | | | 0.4 | | | |
| | | 2,500,000 | # | | Plastipak Holdings, Inc., 6.500%, 10/01/21 | | | | | 2,562,500 | | | | | | 0.4 | | | |
| | | 870,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | | | | | 881,963 | | | | | | 0.2 | | | |
| | | 115,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/24 | | | | | 118,608 | | | | | | 0.0 | | | |
| | | 1,675,000 | # | | Sanmina Corp., 4.375%, 06/01/19 | | | | | 1,716,875 | | | | | | 0.3 | | | |
| | | 1,000,000 | # | | Sealed Air Corp., 5.500%, 09/15/25 | | | | | 1,043,750 | | | | | | 0.1 | | | |
| | | 500,000 | # | | Sealed Air Corp., 6.500%, 12/01/20 | | | | | 571,250 | | | | | | 0.1 | | | |
| | | 2,515,000 | # | | Shape Technologies Group, Inc., 7.625%, 02/01/20 | | | | | 2,508,713 | | | | | | 0.4 | | | |
| | | 510,000 | | | | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/23 | | | | | 505,216 | | | | | | 0.1 | | |
| | | 2,250,000 | # | | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/22 | | | | | 2,393,438 | | | | | | 0.3 | | | |
| | | 800,000 | # | | TransDigm, Inc., 6.375%, 06/15/26 | | | | | 799,000 | | | | | | 0.1 | | | |
| | | 3,020,000 | | | | TransDigm, Inc., 6.000%-6.500%, 07/15/22-05/15/25 | | | | | 3,045,865 | | | | | | 0.5 | | |
| | | 1,320,000 | # | | WESCO Distribution, Inc., 5.375%, 06/15/24 | | | | | 1,323,300 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | Wise Metals Group LLC, 8.750%, 12/15/18 | | | | | 925,000 | | | | | | 0.1 | | | |
| | | 710,437 | #,& | | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | | | | | 387,188 | | | | | | 0.1 | | | |
| | | 1,260,000 | # | | Zekelman Industries, Inc., 9.875%, 06/15/23 | | | | | 1,282,050 | | | | | | 0.2 | | | |
| | | 11,391,098 | | | | Other Securities | | | | | 11,643,709 | | | | | | 1.8 | | |
| | | | | | | | | | | | 67,683,414 | | | | | | 10.4 | | |
| | | | | | | Retailers (Except Food & Drug): 0.4% | | ||||||||||||
| | | 2,487,361 | | | | Other Securities | | | | | 2,471,815 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology: 5.4% | | ||||||||||||
| | $ | 2,000,000 | # | | Activision Blizzard, Inc., 6.125%, 09/15/23 | | | | $ | 2,185,000 | | | | | | 0.3 | | | |
| | | 2,500,000 | # | | BMC Software Finance, Inc., 8.125%, 07/15/21 | | | | | 1,887,500 | | | | | | 0.3 | | | |
| | | 1,500,000 | #,&,L | | Boxer Parent Co., Inc., 9.000%, 10/15/19 | | | | | 1,275,000 | | | | | | 0.2 | | | |
| | | 1,200,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 1,246,068 | | | | | | 0.2 | | | |
| | | 445,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.875%, 06/15/21 | | | | | 456,472 | | | | | | 0.0 | | | |
| | | 1,200,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 1,247,287 | | | | | | 0.2 | | | |
| | | 445,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 7.125%, 06/15/24 | | | | | 465,471 | | | | | | 0.1 | | | |
| | | 2,001,000 | # | | Entegris, Inc., 6.000%, 04/01/22 | | | | | 2,056,027 | | | | | | 0.3 | | | |
| | | 500,000 | # | | First Data Corp., 5.000%, 01/15/24 | | | | | 503,125 | | | | | | 0.1 | | | |
| | | 370,000 | # | | First Data Corp., 5.375%, 08/15/23 | | | | | 377,126 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | First Data Corp., 5.750%, 01/15/24 | | | | | 995,000 | | | | | | 0.1 | | | |
| | | 3,650,000 | # | | First Data Corp., 7.000%, 12/01/23 | | | | | 3,718,438 | | | | | | 0.6 | | | |
| | | 1,500,000 | #,L | | IMS Health, Inc., 6.000%, 11/01/20 | | | | | 1,530,000 | | | | | | 0.2 | | | |
| | | 2,360,000 | #,& | | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | | | | | 2,112,200 | | | | | | 0.3 | | | |
| | | 2,400,000 | # | | Logo Merger Sub Corp., 8.375%, 10/15/20 | | | | | 2,412,000 | | | | | | 0.4 | | | |
| | | 910,000 | # | | MSCI, Inc., 5.250%, 11/15/24 | | | | | 935,025 | | | | | | 0.2 | | | |
| | | 865,000 | # | | MSCI, Inc., 5.750%, 08/15/25 | | | | | 901,763 | | | | | | 0.1 | | | |
| | | 1,780,000 | # | | Open Text Corp., 5.625%, 01/15/23 | | | | | 1,811,150 | | | | | | 0.3 | | | |
| | | 535,000 | # | | Open Text Corp., 5.875%, 06/01/26 | | | | | 539,013 | | | | | | 0.1 | | | |
| | | 510,000 | # | | Qorvo, Inc., 6.750%, 12/01/23 | | | | | 531,675 | | | | | | 0.1 | | | |
| | | 510,000 | # | | Qorvo, Inc., 7.000%, 12/01/25 | | | | | 540,600 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | $ | 405,000 | # | | Sensata Technologies UK Financing Co. plc, 6.250%, 02/15/26 | | | | $ | 421,200 | | | | | | 0.1 | | | |
| | | 6,700,000 | | | | Other Securities | | | | | 6,904,250 | | | | | | 1.1 | | |
| | | | | | | | | | | | 35,051,390 | | | | | | 5.4 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 3,860,000 | | | | Calpine Corp., 5.375%-5.750%, 01/15/23-01/15/25 | | | | | 3,757,169 | | | | | | 0.6 | | |
| | | 3,000,000 | # | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | | | | | 2,910,000 | | | | | | 0.4 | | | |
| | | 475,000 | # | | NRG Energy, Inc., 7.250%, 05/15/26 | | | | | 475,000 | | | | | | 0.1 | | | |
| | | 2,862,000L | | | | NRG Energy, Inc., 6.250%-8.250%, 09/01/20-07/15/22 | | | | | 2,869,817 | | | | | | 0.4 | | |
| | | 2,190,000 | | | | Other Securities(b) | | | | | 2,392,538 | | | | | | 0.4 | | |
| | | | | | | | | | | | 12,404,524 | | | | | | 1.9 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $638,135,669) | | | | | 622,711,480 | | | | | | 95.9 | | |
| SHORT-TERM INVESTMENTS: 6.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 6.1% | | ||||||||||||
| | | 9,042,659 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $9,042,763, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $9,223,620, due 01/01/30-06/20/46) | | | | | 9,042,659 | | | | | | 1.4 | | |
| | | 9,457,270 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $9,457,392, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $9,646,415, due 07/15/16-09/20/65) | | | | | 9,457,270 | | | | | | 1.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 9,457,270 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $9,457,400, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $9,646,416, due 07/07/16-02/01/49) | | | | $ | 9,457,270 | | | | | | 1.4 | | |
| | | 9,457,270 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $9,457,379, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $9,646,416, due 12/01/16-02/20/66) | | | | | 9,457,270 | | | | | | 1.4 | | |
| | | 2,404,984 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $2,405,016, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $2,472,536, due 04/15/18-01/15/29) | | | | | 2,404,984 | | | | | | 0.4 | | |
| | | | | | | | | | | | 39,819,453 | | | | | | 6.1 | | |
| | | | | | | Total Short-Term Investments (Cost $39,819,453) | | | | | 39,819,453 | | | | | | 6.1 | | |
| | | | | | | Total Investments in Securities (Cost $677,955,122) | | | | $ | 662,530,933 | | | | | | 102.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (13,018,803) | | | | | | (2.0) | | |
| | | | | | | Net Assets | | | | $ | 649,512,130 | | | | | | 100.0 | | |
|
Voya High Yield Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 13,370,520 | | |
| Gross Unrealized Depreciation | | | | | (28,883,251) | | |
| Net Unrealized Depreciation | | | | $ | (15,512,731) | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 622,711,480 | | | | | $ | — | | | | | $ | 622,711,480 | | |
Short-Term Investments | | | | | — | | | | | | 39,819,453 | | | | | | — | | | | | | 39,819,453 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 662,530,933 | | | | | $ | — | | | | | $ | 662,530,933 | | |
|
Voya Large Cap Growth Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 29.2% | |
| Consumer Discretionary | | | 21.5% | |
| Health Care | | | 19.6% | |
| Consumer Staples | | | 10.5% | |
| Industrials | | | 9.0% | |
| Financials | | | 6.0% | |
| Materials | | | 3.5% | |
| Assets in Excess of Other Liabilities* | | | 0.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.3% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 21.5% | | ||||||||||||
| | | 307,496 | @ | | Amazon.com, Inc. | | | | $ | 220,050,288 | | | | | | 3.7 | | | |
| | | 859,890 | @ | | Burlington Stores, Inc. | | | | | 57,363,262 | | | | | | 1.0 | | | |
| | | 2,238,706 | | | | Coach, Inc. | | | | | 91,204,882 | | | | | | 1.5 | | |
| | | 2,686,638 | | | | Comcast Corp. - Class A | | | | | 175,141,931 | | | | | | 3.0 | | |
| | | 1,821,437 | @ | | Dish Network Corp. - Class A | | | | | 95,443,299 | | | | | | 1.6 | | | |
| | | 884,511 | | | | Dollar General Corp. | | | | | 83,144,034 | | | | | | 1.4 | | |
| | | 1,172,482 | | | | Foot Locker, Inc. | | | | | 64,322,362 | | | | | | 1.1 | | |
| | | 751,972 | | | | Hasbro, Inc. | | | | | 63,158,128 | | | | | | 1.1 | | |
| | | 1,553,682 | | | | Home Depot, Inc. | | | | | 198,389,655 | | | | | | 3.4 | | |
| | | 2,436,900 | | | | Interpublic Group of Cos., Inc. | | | | | 56,292,390 | | | | | | 1.0 | | |
| | | 878,208 | | | | McDonald’s Corp. | | | | | 105,683,551 | | | | | | 1.8 | | |
| | | 979,571 | | | | Other Securities | | | | | 55,953,095 | | | | | | 0.9 | | |
| | | | | | | | | | | | 1,266,146,877 | | | | | | 21.5 | | |
| | | | | | | Consumer Staples: 10.5% | | ||||||||||||
| | | 584,428 | | | | Church & Dwight Co., Inc. | | | | | 60,131,797 | | | | | | 1.0 | | |
| | | 1,047,544 | | | | Costco Wholesale Corp. | | | | | 164,506,310 | | | | | | 2.8 | | |
| | | 1,117,298 | | | | Mead Johnson Nutrition Co. | | | | | 101,394,794 | | | | | | 1.7 | | |
| | | 776,948 | @ | | Monster Beverage Corp. | | | | | 124,863,313 | | | | | | 2.1 | | | |
| | | 1,577,012 | | | | PepsiCo, Inc. | | | | | 167,068,651 | | | | | | 2.9 | | |
| | | | | | | | | | | | 617,964,865 | | | | | | 10.5 | | |
| | | | | | | Financials: 6.0% | | ||||||||||||
| | | 679,938 | | | | Aon PLC | | | | | 74,269,628 | | | | | | 1.3 | | |
| | | 192,238 | | | | Blackrock, Inc. | | | | | 65,847,282 | | | | | | 1.1 | | |
| | | 216,440 | | | | Equinix, Inc. | | | | | 83,920,281 | | | | | | 1.5 | | |
| | | 326,889 | | | | Intercontinental Exchange, Inc. | | | | | 83,670,508 | | | | | | 1.4 | | |
| | | 1,483,907 | | | | Other Securities | | | | | 42,254,252 | | | | | | 0.7 | | |
| | | | | | | | | | | | 349,961,951 | | | | | | 6.0 | | |
| | | | | | | Health Care: 19.6% | | ||||||||||||
| | | 963,994 | | | | AbbVie, Inc. | | | | | 59,680,868 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 410,186 | @ | | Allergan plc | | | | $ | 94,789,883 | | | | | | 1.6 | | | |
| | | 722,754 | | | | Amgen, Inc. | | | | | 109,967,021 | | | | | | 1.9 | | |
| | | 472,440 | | | | Becton Dickinson & Co. | | | | | 80,121,100 | | | | | | 1.3 | | |
| | | 310,858 | @ | | Biogen, Inc. | | | | | 75,171,681 | | | | | | 1.3 | | | |
| | | 3,587,086 | @ | | Boston Scientific Corp. | | | | | 83,830,200 | | | | | | 1.4 | | | |
| | | 1,814,769 | | | | Bristol-Myers Squibb Co. | | | | | 133,476,260 | | | | | | 2.3 | | |
| | | 1,213,881 | | | | Danaher Corp. | | | | | 122,601,981 | | | | | | 2.1 | | |
| | | 924,260 | @ | | Edwards Lifesciences Corp. | | | | | 92,176,450 | | | | | | 1.5 | | | |
| | | 763,234 | | | | Gilead Sciences, Inc. | | | | | 63,668,980 | | | | | | 1.1 | | |
| | | 346,396 | L | | Shire PLC ADR | | | | | 63,764,576 | | | | | | 1.1 | | | |
| | | 1,030,578 | | | | UnitedHealth Group, Inc. | | | | | 145,517,614 | | | | | | 2.5 | | |
| | | 539,259 | | | | Other Securities | | | | | 31,066,711 | | | | | | 0.5 | | |
| | | | | | | | | | | | 1,155,833,325 | | | | | | 19.6 | | |
| | | | | | | Industrials: 9.0% | | ||||||||||||
| | | 2,559,841 | | | | Delta Air Lines, Inc. | | | | | 93,255,008 | | | | | | 1.6 | | |
| | | 1,112,731 | | | | Fortune Brands Home & Security, Inc. | | | | | 64,505,016 | | | | | | 1.1 | | |
| | | 709,620 | | | | Honeywell International, Inc. | | | | | 82,542,998 | | | | | | 1.4 | | |
| | | 989,759 | | | | Ingersoll-Rand PLC - Class A | | | | | 63,027,853 | | | | | | 1.1 | | |
| | | 370,344 | | | | Northrop Grumman Corp. | | | | | 82,320,064 | | | | | | 1.4 | | |
| | | 470,195 | | | | Roper Technologies, Inc. | | | | | 80,196,459 | | | | | | 1.3 | | |
| | | 596,280 | | | | Stanley Black & Decker, Inc. | | | | | 66,318,262 | | | | | | 1.1 | | |
| | | | | | | | | | | | 532,165,660 | | | | | | 9.0 | | |
| | | | | | | Information Technology: 29.2% | | ||||||||||||
| | | 1,321,455 | @ | | Adobe Systems, Inc. | | | | | 126,582,174 | | | | | | 2.1 | | | |
| | | 348,246 | @ | | Alphabet, Inc. - Class A | | | | | 245,001,508 | | | | | | 4.2 | | | |
| | | 38,805 | @ | | Alphabet, Inc. - Class C | | | | | 26,856,941 | | | | | | 0.5 | | | |
| | | 1,008,620 | | | | Amphenol Corp. | | | | | 57,824,185 | | | | | | 1.0 | | |
| | | 3,136,966 | | | | Apple, Inc. | | | | | 299,893,950 | | | | | | 5.1 | | |
| | | 2,910,751 | | | | Applied Materials, Inc. | | | | | 69,770,702 | | | | | | 1.2 | | |
| | | 412,756 | | | | Broadcom Ltd. | | | | | 64,142,282 | | | | | | 1.1 | | |
| | | 1,544,944 | @ | | Facebook, Inc. | | | | | 176,556,200 | | | | | | 3.0 | | | |
| | | 676,671 | | | | Intuit, Inc. | | | | | 75,523,250 | | | | | | 1.3 | | |
| | | 3,539,185 | | | | Microsoft Corp. | | | | | 181,100,096 | | | | | | 3.1 | | |
| | | 2,185,078 | @ | | PayPal Holdings, Inc. | | | | | 79,777,198 | | | | | | 1.3 | | | |
| | | 1,067,481 | @ | | Red Hat, Inc. | | | | | 77,499,121 | | | | | | 1.3 | | | |
| | | 1,207,764 | @ | | Salesforce.com, Inc. | | | | | 95,908,539 | | | | | | 1.6 | | | |
| | | 1,894,700 | | | | Visa, Inc. - Class A | | | | | 140,529,899 | | | | | | 2.4 | | |
| | | | | | | | | | | | 1,716,966,045 | | | | | | 29.2 | | |
| | | | | | | Materials: 3.5% | | ||||||||||||
| | | 1,370,533 | @ | | Crown Holdings, Inc. | | | | | 69,444,907 | | | | | | 1.2 | | | |
| | | 1,090,666 | | | | Eastman Chemical Co. | | | | | 74,056,222 | | | | | | 1.2 | | |
| | | 1,412,190 | | | | Sealed Air Corp. | | | | | 64,918,374 | | | | | | 1.1 | | |
| | | | | | | | | | | | 208,419,503 | | | | | | 3.5 | | |
| | | | | | | Total Common Stock (Cost $5,374,196,378) | | | | | 5,847,458,226 | | | | | | 99.3 | | |
|
Voya Large Cap Growth Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 0.6% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 0.0% | | ||||||||||||
| $ | 246,279 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $246,282, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $251,205, due 07/15/16-09/20/65) (Cost $246,279) | | | | $ | 246,279 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | 36,217,600 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $36,217,600) | | | | | 36,217,600 | | | | | | 0.6 | | |
| | | | | | Total Short-Term Investments (Cost $36,463,879) | | | | | 36,463,879 | | | | | | 0.6 | | |
| | | | | | Total Investments in Securities (Cost $5,410,660,257) | | | | $ | 5,883,922,105 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 6,029,176 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 5,889,951,281 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 669,216,939 | | |
| Gross Unrealized Depreciation | | | | | (203,316,267) | | |
| Net Unrealized Appreciation | | | | $ | 465,900,672 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 5,847,458,226 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,847,458,226 | | |
Short-Term Investments | | | | | 36,217,600 | | | | | | 246,279 | | | | | | — | | | | | | 36,463,879 | | |
Total Investments, at fair value | | | | $ | 5,883,675,826 | | | | | $ | 246,279 | | | | | $ | — | | | | | $ | 5,883,922,105 | | |
Voya Large Cap Value Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 26.4% | |
| Energy | | | 13.1% | |
| Health Care | | | 11.3% | |
| Information Technology | | | 9.7% | |
| Consumer Staples | | | 9.1% | |
| Industrials | | | 8.6% | |
| Utilities | | | 7.2% | |
| Consumer Discretionary | | | 5.6% | |
| Telecommunication Services | | | 3.9% | |
| Materials | | | 3.1% | |
| Communications** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 2.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05%. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 5.6% | | ||||||||||||
| | | 808,609 | | | | Coach, Inc. | | | | $ | 32,942,731 | | | | | | 2.1 | | |
| | | 295,782 | @ | | Dish Network Corp. - Class A | | | | | 15,498,977 | | | | | | 1.0 | | | |
| | | 180,159 | | | | Hasbro, Inc. | | | | | 15,131,554 | | | | | | 1.0 | | |
| | | 193,661 | | | | McDonald’s Corp. | | | | | 23,305,165 | | | | | | 1.5 | | |
| | | 440,822 | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | | | | | | 86,878,427 | | | | | | 5.6 | | |
| | | | | | | Consumer Staples: 9.1% | | ||||||||||||
| | | 694,290 | | | | Coca-Cola Co. | | | | | 31,472,165 | | | | | | 2.0 | | |
| | | 177,237 | | | | Kimberly-Clark Corp. | | | | | 24,366,543 | | | | | | 1.6 | | |
| | | 334,357 | | | | Kraft Heinz Co. | | | | | 29,583,907 | | | | | | 1.9 | | |
| | | 386,418 | | | | Philip Morris International, Inc. | | | | | 39,306,439 | | | | | | 2.5 | | |
| | | 240,785 | | | | Wal-Mart Stores, Inc. | | | | | 17,582,121 | | | | | | 1.1 | | |
| | | | | | | | | | | | 142,311,175 | | | | | | 9.1 | | |
| | | | | | | Energy: 13.1% | | ||||||||||||
| | | 511,290 | | | | Canadian Natural Resources Ltd. | | | | | 15,763,071 | | | | | | 1.0 | | |
| | | 287,324 | | | | Chevron Corp. | | | | | 30,120,175 | | | | | | 1.9 | | |
| | | 710,789 | | | | ENI SpA ADR | | | | | 22,994,024 | | | | | | 1.5 | | |
| | | 252,103 | | | | Occidental Petroleum Corp. | | | | | 19,048,903 | | | | | | 1.2 | | |
| | | 715,685 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 39,520,126 | | | | | | 2.5 | | |
| | | 403,567 | | | | Schlumberger Ltd. | | | | | 31,914,078 | | | | | | 2.0 | | |
| | | 411,678 | | | | Valero Energy Corp. | | | | | 20,995,578 | | | | | | 1.4 | | |
| | | 498,509 | | | | Other Securities | | | | | 24,476,912 | | | | | | 1.6 | | |
| | | | | | | | | | | | 204,832,867 | | | | | | 13.1 | | |
| | | | | | | Financials: 26.4% | | ||||||||||||
| | | 778,482 | | | | BB&T Corp. | | | | | 27,721,744 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 221,157 | | | | Chubb Ltd. | | | | $ | 28,907,431 | | | | | | 1.8 | | |
| | | 287,018 | | | | Crown Castle International Corp. | | | | | 29,112,236 | | | | | | 1.9 | | |
| | | 394,659 | | | | Discover Financial Services | | | | | 21,149,776 | | | | | | 1.3 | | |
| | | 575,341 | | | | Gaming and Leisure Properties, Inc. | | | | | 19,837,758 | | | | | | 1.3 | | |
| | | 526,926 | | | | Hartford Financial Services Group, Inc. | | | | | 23,384,976 | | | | | | 1.5 | | |
| | | 744,570 | | | | JPMorgan Chase & Co. | | | | | 46,267,580 | | | | | | 3.0 | | |
| | | 2,389,721 | | | | Keycorp | | | | | 26,406,417 | | | | | | 1.7 | | |
| | | 813,777 | | | | Lazard Ltd. | | | | | 24,234,279 | | | | | | 1.5 | | |
| | | 410,494 | | | | Prudential Financial, Inc. | | | | | 29,284,642 | | | | | | 1.9 | | |
| | | 134,453 | | | | Simon Property Group, Inc. | | | | | 29,162,856 | | | | | | 1.9 | | |
| | | 400,138 | | | | T. Rowe Price Group, Inc. | | | | | 29,198,070 | | | | | | 1.9 | | |
| | | 1,327,025 | | | | Wells Fargo & Co. | | | | | 62,808,093 | | | | | | 4.0 | | |
| | | 367,210 | | | | Other Securities | | | | | 14,585,581 | | | | | | 0.9 | | |
| | | | | | | | | | | | 412,061,439 | | | | | | 26.4 | | |
| | | | | | | Health Care: 11.3% | | ||||||||||||
| | | 1,217,934 | L | | AstraZeneca PLC ADR | | | | | 36,769,427 | | | | | | 2.4 | | | |
| | | 277,045 | | | | Gilead Sciences, Inc. | | | | | 23,111,094 | | | | | | 1.5 | | |
| | | 501,774 | | | | Medtronic PLC | | | | | 43,538,930 | | | | | | 2.8 | | |
| | | 851,864 | | | | Merck & Co., Inc. | | | | | 49,075,885 | | | | | | 3.1 | | |
| | | 169,394 | | | | UnitedHealth Group, Inc. | | | | | 23,918,433 | | | | | | 1.5 | | |
| | | | | | | | | | | | 176,413,769 | | | | | | 11.3 | | |
| | | | | | | Industrials: 8.6% | | ||||||||||||
| | | 241,820 | | | | Cummins, Inc. | | | | | 27,190,241 | | | | | | 1.7 | | |
| | | 278,920 | | | | Deere & Co. | | | | | 22,603,677 | | | | | | 1.4 | | |
| | | 225,677 | | | | General Dynamics Corp. | | | | | 31,423,265 | | | | | | 2.0 | | |
| | | 318,849 | | | | Lincoln Electric Holdings, Inc. | | | | | 18,837,599 | | | | | | 1.2 | | |
| | | 80,865 | | | | Lockheed Martin Corp. | | | | | 20,068,267 | | | | | | 1.3 | | |
| | | 137,427 | | | | Parker Hannifin Corp. | | | | | 14,848,987 | | | | | | 1.0 | | |
| | | | | | | | | | | | 134,972,036 | | | | | | 8.6 | | |
| | | | | | | Information Technology: 9.7% | | ||||||||||||
| | | 220,796 | | | | Apple, Inc. | | | | | 21,108,098 | | | | | | 1.3 | | |
| | | 1,735,146 | | | | Cisco Systems, Inc. | | | | | 49,781,339 | | | | | | 3.2 | | |
| | | 272,731 | | | | Lam Research Corp. | | | | | 22,925,768 | | | | | | 1.5 | | |
| | | 458,117 | | | | Microsoft Corp. | | | | | 23,441,847 | | | | | | 1.5 | | |
| | | 648,392 | | | | Qualcomm, Inc. | | | | | 34,734,359 | | | | | | 2.2 | | |
| | | | | | | | | | | | 151,991,411 | | | | | | 9.7 | | |
| | | | | | | Materials: 3.1% | | ||||||||||||
| | | 668,483 | | | | Dow Chemical Co. | | | | | 33,230,290 | | | | | | 2.1 | | |
| | | 314,807 | | | | Nucor Corp. | | | | | 15,554,614 | | | | | | 1.0 | | |
| | | | | | | | | | | | 48,784,904 | | | | | | 3.1 | | |
| | | | | | | Telecommunication Services: 3.9% | | ||||||||||||
| | | 1,414,007 | | | | AT&T, Inc. | | | | | 61,099,242 | | | | | | 3.9 | | |
| | | | | | | Utilities: 7.2% | | ||||||||||||
| | | 912,903 | | | | Exelon Corp. | | | | | 33,193,153 | | | | | | 2.1 | | |
| | | 195,337 | | | | NextEra Energy, Inc. | | | | | 25,471,945 | | | | | | 1.6 | | |
Voya Large Cap Value Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 520,726 | | | | PG&E Corp. | | | | $ | 33,284,806 | | | | | | 2.1 | | |
| | | 395,495 | | | | Southern Co. | | | | | 21,210,397 | | | | | | 1.4 | | |
| | | | | | | | | | | | 113,160,301 | | | | | | 7.2 | | |
| | | | | | | Total Common Stock (Cost $1,446,079,654) | | | | | 1,532,505,571 | | | | | | 98.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 0.0% | | ||||||||||||||||||
| | | | | | | Communications: —% | | ||||||||||||
| | $ | 32,517 | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 1,685,000 | | | | Other Securities(a) | | | | | 37,912 | | | | | | 0.0 | | |
| | | | | | | Financial: —% | | ||||||||||||
| | | 1,216,000 | | | | Other Securities(a) | | | | | — | | | | | | — | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,372,582) | | | | | 37,912 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments | | | | ||||||||||
| | | | | | | (Cost $1,447,452,236) | | | | | 1,532,543,483 | | | | | | 98.0 | | |
| SHORT-TERM INVESTMENTS: 3.5% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 2.2% | | ||||||||||||
| | | 7,923,149 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $7,923,240, collateralized by various U.S. Government Agency Obligations, 3.000%- 7.250%, Market Value plus accrued interest $8,081,706, due 01/01/30-06/20/46) | | | | | 7,923,149 | | | | | | 0.5 | | |
| | | 8,286,307 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $8,286,414, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $8,452,033, due 07/15/16-09/20/65) | | | | | 8,286,307 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 8,286,307 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $8,286,421, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $8,452,033, due 07/07/16-02/01/49) | | | | $ | 8,286,307 | | | | | | 0.5 | | |
| | | 8,286,307 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $8,286,402, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $8,452,033, due 12/01/16-02/20/66) | | | | | 8,286,307 | | | | | | 0.5 | | |
| | | 2,107,247 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $2,107,275, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $2,166,436, due 04/15/18-01/15/29) | | | | | 2,107,247 | | | | | | 0.2 | | |
| | | | | | | | | | | | 34,889,317 | | | | | | 2.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.3% | | ||||||||||||
| | | 20,115,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $20,115,000) | | | | | 20,115,000 | | | | | | 1.3 | | |
Voya Large Cap Value Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $55,004,317) | | | | $ | 55,004,317 | | | | | | 3.5 | | |
| | | Total Investments in Securities (Cost $1,502,456,553) | | | | $ | 1,587,547,800 | | | | | | 101.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (23,906,300) | | | | | | (1.5) | | |
| | | Net Assets | | | | $ | 1,563,641,500 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 121,487,180 | | |
| Gross Unrealized Depreciation | | | | | (39,974,524) | | |
| Net Unrealized Appreciation | | | | $ | 81,512,656 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 86,878,427 | | | | | $ | — | | | | | $ | — | | | | | $ | 86,878,427 | | |
Consumer Staples | | | | | 142,311,175 | | | | | | — | | | | | | — | | | | | | 142,311,175 | | |
Energy | | | | | 204,832,867 | | | | | | — | | | | | | — | | | | | | 204,832,867 | | |
Financials | | | | | 412,061,439 | | | | | | — | | | | | | — | | | | | | 412,061,439 | | |
Health Care | | | | | 176,413,769 | | | | | | — | | | | | | — | | | | | | 176,413,769 | | |
Industrials | | | | | 134,972,036 | | | | | | — | | | | | | — | | | | | | 134,972,036 | | |
Information Technology | | | | | 151,991,411 | | | | | | — | | | | | | — | | | | | | 151,991,411 | | |
Materials | | | | | 48,784,904 | | | | | | — | | | | | | — | | | | | | 48,784,904 | | |
Telecommunication Services | | | | | 61,099,242 | | | | | | — | | | | | | — | | | | | | 61,099,242 | | |
Utilities | | | | | 113,160,301 | | | | | | — | | | | | | — | | | | | | 113,160,301 | | |
Total Common Stock | | | | | 1,532,505,571 | | | | | | — | | | | | | — | | | | | | 1,532,505,571 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 37,912 | | | | | | — | | | | | | 37,912 | | |
Short-Term Investments | | | | | 20,115,000 | | | | | | 34,889,317 | | | | | | — | | | | | | 55,004,317 | | |
Total Investments, at fair value | | | | $ | 1,552,620,571 | | | | | $ | 34,927,229 | | | | | $ | — | | | | | $ | 1,587,547,800 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2016 (Unaudited) |
| Investment Type Allocation as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | ||
| Corporate Bonds/Notes | | | 48.6% | |
| U.S. Treasury Obligations | | | 26.2% | |
| Asset-Backed Securities | | | 15.1% | |
| Collateralized Mortgage Obligations | | | 9.0% | |
| U.S. Government Agency Obligations | | | 0.3% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 48.6% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.2% | | ||||||||||||
| | $ | 1,002,000 | | | | BHP Billiton Finance USA Ltd., 2.050%, 09/30/18 | | | | $ | 1,015,458 | | | | | | 0.4 | | |
| | | 320,000 | # | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | | | | | 319,350 | | | | | | 0.1 | | | |
| | | 1,882,000 | | | | Other Securities | | | | | 1,899,331 | | | | | | 0.7 | | |
| | | | | | | | | | | | 3,234,139 | | | | | | 1.2 | | |
| | | | | | | Communications: 2.6% | | ||||||||||||
| | | 1,050,000 | | | | AT&T, Inc., 2.300%, 03/11/19 | | | | | 1,073,233 | | | | | | 0.4 | | |
| | | 1,517,000 | | | | Cisco Systems, Inc., 1.100%-1.650%, 03/03/17- 06/15/18 | | | | | 1,527,769 | | | | | | 0.6 | | |
| | | 1,107,000 | | | | Walt Disney Co., 1.100%, 12/01/17 | | | | | 1,112,194 | | | | | | 0.4 | | |
| | | 3,332,000 | | | | Other Securities | | | | | 3,412,443 | | | | | | 1.2 | | |
| | | | | | | | | | | | 7,125,639 | | | | | | 2.6 | | |
| | | | | | | Consumer, Cyclical: 4.1% | | ||||||||||||
| | | 1,141,000 | | | | American Honda Finance Corp., 1.200%-2.250%, 07/14/17-08/15/19 | | | | | 1,169,121 | | | | | | 0.4 | | |
| | | 757,000 | | | | Ford Motor Credit Co. LLC, 1.684%, 09/08/17 | | | | | 758,896 | | | | | | 0.3 | | |
| | | 1,140,000 | L | | Ford Motor Credit Co. LLC, 3.157%, 08/04/20 | | | | | 1,183,207 | | | | | | 0.4 | | | |
| | | 1,075,000 | # | | Hyundai Capital America, 1.875%, 08/09/16 | | | | | 1,075,584 | | | | | | 0.4 | | | |
| | | 1,080,000 | | | | Southwest Airlines Co., 2.650%, 11/05/20 | | | | | 1,115,959 | | | | | | 0.4 | | |
| | | 542,000 | | | | Southwest Airlines Co., 2.750%, 11/06/19 | | | | | 560,742 | | | | | | 0.2 | | |
| | | 5,263,000 | | | | Other Securities(a) | | | | | 5,328,028 | | | | | | 2.0 | | |
| | | | | | | | | | | | 11,191,537 | | | | | | 4.1 | | |
| | | | | | | Consumer, Non-cyclical: 10.4% | | ||||||||||||
| | | 1,189,000 | | | | Abbott Laboratories, 2.000%, 03/15/20 | | | | | 1,206,360 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 1,266,000 | | | | AbbVie, Inc., 1.750%-1.800%, 11/06/17-05/14/18 | | | | $ | 1,274,771 | | | | | | 0.5 | | |
| | | 1,010,000 | | | | Automatic Data Processing, Inc., 2.250%, 09/15/20 | | | | | 1,050,080 | | | | | | 0.4 | | |
| | | 610,000 | # | | BAT International Finance PLC, 1.850%, 06/15/18 | | | | | 616,844 | | | | | | 0.2 | | | |
| | | 592,000 | # | | Bayer US Finance LLC, 1.500%, 10/06/17 | | | | | 592,669 | | | | | | 0.2 | | | |
| | | 1,060,000 | # | | Kraft Heinz Foods Co., 2.000%, 07/02/18 | | | | | 1,075,003 | | | | | | 0.4 | | | |
| | | 507,000 | # | | Mylan NV, 2.500%, 06/07/19 | | | | | 514,092 | | | | | | 0.2 | | | |
| | | 1,174,000 | | | | Pfizer, Inc., 1.100%-1.450%, 05/15/17-06/03/19 | | | | | 1,179,892 | | | | | | 0.4 | | |
| | | 560,000 | # | | WM Wrigley Jr Co., 1.400%, 10/21/16 | | | | | 560,894 | | | | | | 0.2 | | | |
| | | 20,295,000 | | | | Other Securities | | | | | 20,540,213 | | | | | | 7.5 | | |
| | | | | | | | | | | | 28,610,818 | | | | | | 10.4 | | |
| | | | | | | Energy: 3.2% | | ||||||||||||
| | | 1,332,000 | | | | Chevron Corp., 1.365%- 1.790%, 03/02/18-11/16/18 | | | | | 1,343,736 | | | | | | 0.5 | | |
| | | 1,533,000 | | | | Shell International Finance BV, 1.375%-2.125%, 11/10/18-05/11/20 | | | | | 1,547,805 | | | | | | 0.5 | | |
| | | 5,996,000 | | | | Other Securities | | | | | 6,033,930 | | | | | | 2.2 | | |
| | | | | | | | | | | | 8,925,471 | | | | | | 3.2 | | |
| | | | | | | Financial: 20.6% | | ||||||||||||
| | | 340,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 348,017 | | | | | | 0.1 | | | |
| | | 1,063,000 | | | | Bank of America Corp., 2.600%, 01/15/19 | | | | | 1,088,398 | | | | | | 0.4 | | |
| | | 1,123,000 | | | | Bank of America Corp., 1.950%-2.650%, 05/12/18-04/01/19 | | | | | 1,141,583 | | | | | | 0.4 | | |
| | | 1,206,000 | | | | Bank of Montreal, 1.300%-1.800%, 07/14/17-07/31/18 | | | | | 1,214,770 | | | | | | 0.4 | | |
| | | 1,426,000 | | | | Bank of Nova Scotia, 1.300%, 07/21/17 | | | | | 1,428,826 | | | | | | 0.5 | | |
| | | 810,000 | # | | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.700%, 03/05/18 | | | | | 814,354 | | | | | | 0.3 | | | |
| | | 541,000 | # | | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | | | | | 542,433 | | | | | | 0.2 | | | |
| | | 400,000 | | | | Capital One Financial Corp., 2.350%, 08/17/18 | | | | | 405,889 | | | | | | 0.1 | | |
| | | 1,203,000 | | | | Citigroup, Inc., 2.050%, 12/07/18 | | | | | 1,213,274 | | | | | | 0.5 | | |
| | | 592,000 | | | | Citigroup, Inc., 2.500%, 07/29/19 | | | | | 603,473 | | | | | | 0.2 | | |
| | | 1,082,000 | | | | Compass Bank, 1.850%, 09/29/17 | | | | | 1,079,520 | | | | | | 0.4 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 1,466,000 | | | | Credit Suisse/New York NY, 1.375%-1.700%, 05/26/17-04/27/18 | | | | $ | 1,467,689 | | | | | | 0.5 | | |
| | | 1,050,000 | | | | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | | | | | 1,066,380 | | | | | | 0.4 | | |
| | | 450,000 | # | | GE Capital International Funding Co., 2.342%, 11/15/20 | | | | | 465,427 | | | | | | 0.2 | | | |
| | | 1,026,000 | | | | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | | | | | 1,040,429 | | | | | | 0.4 | | |
| | | 1,322,000 | | | | Goldman Sachs Group, Inc., 2.550%-2.625%, 01/31/19-10/23/19 | | | | | 1,353,761 | | | | | | 0.5 | | |
| | | 800,000 | # | | ING Bank NV, 2.050%, 08/17/18 | | | | | 811,378 | | | | | | 0.3 | | | |
| | | 900,000 | # | | ING Bank NV, 2.700%, 08/17/20 | | | | | 929,070 | | | | | | 0.3 | | | |
| | | 1,070,000 | | | | JPMorgan Chase & Co., 1.700%, 03/01/18 | | | | | 1,076,208 | | | | | | 0.4 | | |
| | | 540,000 | | | | JPMorgan Chase & Co., 2.550%, 03/01/21 | | | | | 551,363 | | | | | | 0.2 | | |
| | | 1,470,000L | | | | Lloyds Bank PLC, 1.750%-2.000%, 05/14/18-08/17/18 | | | | | 1,467,561 | | | | | | 0.5 | | |
| | | 1,300,000 | # | | Macquarie Bank Ltd., 1.600%, 10/27/17 | | | | | 1,301,656 | | | | | | 0.5 | | | |
| | | 504,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | | | | | 505,849 | | | | | | 0.2 | | | |
| | | 481,000 | # | | Mizuho Bank Ltd., 1.300%, 04/16/17 | | | | | 480,975 | | | | | | 0.2 | | | |
| | | 1,604,000 | | | | Morgan Stanley, 2.200%- 2.450%, 12/07/18-07/23/19 | | | | | 1,633,214 | | | | | | 0.6 | | |
| | | 350,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 353,370 | | | | | | 0.1 | | | |
| | | 600,000 | | | | PNC Funding Corp., 5.625%, 02/01/17 | | | | | 614,911 | | | | | | 0.2 | | |
| | | 1,203,000 | | | | PNC Bank NA, 1.150%- 2.400%, 11/01/16-10/18/19 | | | | | 1,225,790 | | | | | | 0.5 | | |
| | | 710,000 | # | | Pricoa Global Funding I, 1.900%, 09/21/18 | | | | | 720,929 | | | | | | 0.3 | | | |
| | | 1,465,000 | | | | Royal Bank of Canada, 1.500%-1.800%, 01/16/18-07/30/18 | | | | | 1,476,378 | | | | | | 0.5 | | |
| | | 1,089,000 | | | | Santander UK PLC, 1.650%, 09/29/17 | | | | | 1,088,987 | | | | | | 0.4 | | |
| | | 430,000 | | | | Santander UK PLC, 2.500%, 03/14/19 | | | | | 434,594 | | | | | | 0.2 | | |
| | | 626,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/19 | | | | | 635,539 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 1,050,000 | | | | Toronto-Dominion Bank, 1.125%, 05/02/17 | | | | $ | 1,051,011 | | | | | | 0.4 | | |
| | | 584,000 | | | | Toronto-Dominion Bank, 2.250%, 11/05/19 | | | | | 599,578 | | | | | | 0.2 | | |
| | | 860,000 | # | | UBS Group Funding Jersey Ltd., 2.950%, 09/24/20 | | | | | 875,540 | | | | | | 0.3 | | | |
| | | 1,165,000 | | | | UBS AG/Stamford CT, 1.375%-1.800%, 08/14/17-03/26/18 | | | | | 1,168,365 | | | | | | 0.4 | | |
| | | 1,281,000 | | | | US Bank NA/Cincinnati OH, 1.375%-2.125%, 09/11/17-10/28/19 | | | | | 1,298,284 | | | | | | 0.5 | | |
| | | 1,302,000 | | | | Visa, Inc., 1.200%, 12/14/17 | | | | | 1,310,365 | | | | | | 0.5 | | |
| | | 513,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | | | | | 514,588 | | | | | | 0.2 | | | |
| | | 438,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 446,825 | | | | | | 0.2 | | | |
| | | 1,348,000 | | | | Wells Fargo & Co., 2.100%, 05/08/17 | | | | | 1,359,764 | | | | | | 0.5 | | |
| | | 17,501,000 | | | | Other Securities | | | | | 17,414,313 | | | | | | 6.3 | | |
| | | | | | | | | | | | 56,620,628 | | | | | | 20.6 | | |
| | | | | | | Industrial: 1.8% | | ||||||||||||
| | | 750,000 | # | | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | | | | | 755,975 | | | | | | 0.3 | | | |
| | | 4,117,000 | | | | Other Securities | | | | | 4,184,640 | | | | | | 1.5 | | |
| | | | | | | | | | | | 4,940,615 | | | | | | 1.8 | | |
| | | | | | | Technology: 2.8% | | ||||||||||||
| | | 1,230,000 | | | | Applied Materials, Inc., 2.625%, 10/01/20 | | | | | 1,279,793 | | | | | | 0.5 | | |
| | | 1,290,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | | | | | 1,322,398 | | | | | | 0.5 | | | |
| | | 317,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 321,207 | | | | | | 0.1 | | | |
| | | 237,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 242,809 | | | | | | 0.1 | | | |
| | | 4,476,000 | | | | Other Securities | | | | | 4,508,024 | | | | | | 1.6 | | |
| | | | | | | | | | | | 7,674,231 | | | | | | 2.8 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 538,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 550,148 | | | | | | 0.2 | | | |
| | | 4,802,000 | | | | Other Securities | | | | | 4,840,290 | | | | | | 1.7 | | |
| | | | | | | | | | | | 5,390,438 | | | | | | 1.9 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $132,313,168) | | | | | 133,713,516 | | | | | | 48.6 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 9.0% | | ||||||||||||||||||
| | $ | 408,249 | # | | Banc of America Re-REMIC Trust 2009-UB2 A4AA, 5.807%, 02/24/51 | | | | $ | 415,227 | | | | | | 0.1 | | | |
| | | 2,830,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/42 | | | | | 2,847,968 | | | | | | 1.0 | | |
| | | 759,000 | | | | CD 2007-CD5 Mortgage Trust AJ, 6.326%, 11/15/44 | | | | | 780,963 | | | | | | 0.3 | | |
| | | 445,000 | | | | CD 2007-CD5 Mortgage Trust, 6.326%, 11/15/44 | | | | | 457,557 | | | | | | 0.1 | | |
| | | 386,730 | | | | Citigroup Commercial Mortgage Trust 2007-C6 A1A, 5.901%, 12/10/49 | | | | | 399,070 | | | | | | 0.2 | | |
| | | 1,460,000 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/48 | | | | | 1,470,928 | | | | | | 0.5 | | |
| | | 1,260,000 | # | | COMM 2010-RR1 GEA Mortgage Trust, 5.543%, 12/11/49 | | | | | 1,268,875 | | | | | | 0.5 | | | |
| | | 365,405 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.255%, 06/10/36 | | | | | 370,460 | | | | | | 0.1 | | | |
| | | 990,000 | # | | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | | | | | 993,022 | | | | | | 0.4 | | | |
| | | 877,639 | # | | CSMC Series 2009-RR1, 5.383%, 02/15/40 | | | | | 883,659 | | | | | | 0.3 | | | |
| | | 545,000 | # | | CSMC Series 2009-RR3 A5A, 5.342%, 12/15/43 | | | | | 548,029 | | | | | | 0.2 | | | |
| | | 1,180,000 | # | | DBRR 2011-C32 Trust, 5.889%, 06/17/49 | | | | | 1,199,878 | | | | | | 0.4 | | | |
| | | 660,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.692%, 04/15/27 | | | | | 639,117 | | | | | | 0.2 | | | |
| | | 670,671 | | | | JPMorgan Chase Commercial Mortgage Securities Corp., 5.420%, 01/15/49 | | | | | 680,823 | | | | | | 0.3 | | |
| | | 280,000 | # | | JPMorgan Commercial Mortgage-Backed Securities Trust 2009-RR1, 1.000%, 03/18/51 | | | | | 267,655 | | | | | | 0.1 | | | |
| | | 1,130,000 | | | | Morgan Stanley Capital I Trust 2007-HQ11, 5.441%, 02/12/44 | | | | | 1,128,793 | | | | | | 0.4 | | |
| | | 240,921 | | | | Morgan Stanley Capital I Trust 2007-TOP25, 5.514%, 11/12/49 | | | | | 242,636 | | | | | | 0.1 | | |
| | | 299,471 | # | | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | | | | | 299,242 | | | | | | 0.1 | | | |
| | | 568,236 | # | | Morgan Stanley Re-REMIC Trust 2010-GG10, 6.245%, 08/15/45 | | | | | 579,784 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 377,729 | # | | Morgan Stanley Reremic Trust, 5.988%, 08/12/45 | | | | $ | 384,572 | | | | | | 0.2 | | | |
| | | 760,000 | # | | PFP 2015-2 Ltd., 3.684%, 07/14/34 | | | | | 748,083 | | | | | | 0.3 | | | |
| | | 617,219 | # | | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | | | | | 624,642 | | | | | | 0.2 | | | |
| | | 1,022,474 | | | | Wachovia Bank Commercial Mortgage Trust, 5.308%, 11/15/48 | | | | | 1,027,022 | | | | | | 0.4 | | |
| | | 326,000 | | | | Wachovia Bank Commercial Mortgage Trust, 5.342%, 12/15/43 | | | | | 331,238 | | | | | | 0.1 | | |
| | | 426,789 | | | | Wells Fargo Mortgage Backed Securities 2005-AR16 Trust 2A1, 2.852%, 02/25/34 | | | | | 429,592 | | | | | | 0.2 | | |
| | | 5,564,386 | | | | Other Securities | | | | | 5,647,291 | | | | | | 2.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $25,170,615) | | | | | 24,666,126 | | | | | | 9.0 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.3% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.0%## | | ||||||||||||
| | | 502 | | | | Other Securities | | | | | 514 | | | | | | 0.0 | | |
| | | | | | | Federal National Mortgage Association: 0.1%## | | ||||||||||||
| | | 220,809 | | | | Other Securities | | | | | 240,970 | | | | | | 0.1 | | |
| | | | | | | Government National Mortgage Association: 0.2% | | ||||||||||||
| | | 618,698 | | | | Other Securities | | | | | 680,273 | | | | | | 0.2 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $883,839) | | | | | 921,757 | | | | | | 0.3 | | |
| U.S. TREASURY OBLIGATIONS: 26.2% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.0% | | ||||||||||||
| | | 91,000 | L | | 1.625%-2.500%, due 05/15/26-02/15/46 | | | | | 93,111 | | | | | | 0.0 | | | |
| | | | | | | U.S. Treasury Notes: 26.2% | | ||||||||||||
| | | 5,376,000 | | | | 0.625%, due 06/30/18 | | | | | 5,379,467 | | | | | | 2.0 | | |
| | | 4,216,200 | | | | 0.750%, due 02/28/18 | | | | | 4,228,225 | | | | | | 1.5 | | |
| | | 6,914,000 | | | | 0.750%, due 02/15/19 | | | | | 6,928,582 | | | | | | 2.5 | | |
| | | 31,616,000 | | | | 1.000%, due 12/31/17 | | | | | 31,818,532 | | | | | | 11.6 | | |
| | | 2,313,000 | | | | 1.125%, due 02/28/21 | | | | | 2,329,580 | | | | | | 0.9 | | |
| | | 3,132,000 | | | | 1.125%, due 06/30/21 | | | | | 3,148,944 | | | | | | 1.1 | | |
| | | 14,016,000 | | | | 1.625%, due 07/31/20 | | | | | 14,417,867 | | | | | | 5.2 | | |
| | | 2,802,000 | | | | 1.750%, due 01/31/23 | | | | | 2,888,797 | | | | | | 1.1 | | |
| | | 768,400 | | | | 0.750%-1.375%, due 01/31/18-06/30/23 | | | | | 771,842 | | | | | | 0.3 | | |
| | | | | | | | | | | | 71,911,836 | | | | | | 26.2 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $71,249,707) | | | | | 72,004,947 | | | | | | 26.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: 15.1% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 5.5% | | ||||||||||||
| | $ | 1,500,000 | # | | Bank of The West Auto Trust 2014-1 A4, 1.650%, 03/16/20 | | | | $ | 1,507,287 | | | | | | 0.6 | | | |
| | | 350,000 | # | | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | | | | | 350,238 | | | | | | 0.1 | | | |
| | | 1,130,000 | | | | CarMax Auto Owner Trust 2015-3 A3, 1.630%, 06/15/20 | | | | | 1,139,863 | | | | | | 0.4 | | |
| | | 450,000 | # | | Chrysler Capital Auto Receivables Trust, 1.760%, 12/16/19 | | | | | 452,777 | | | | | | 0.2 | | | |
| | | 970,000 | | | | Harley-Davidson Motorcycle Trust 2015-1, 1.670%, 08/15/22 | | | | | 978,005 | | | | | | 0.4 | | |
| | | 840,000 | | | | Harley-Davidson Motorcycle Trust, 1.550%, 10/15/21 | | | | | 846,503 | | | | | | 0.3 | | |
| | | 380,000 | # | | Porsche Innovative Lease Owner Trust 2015-1 A4, 1.430%, 05/21/21 | | | | | 380,675 | | | | | | 0.1 | | | |
| | | 9,365,340 | | | | Other Securities | | | | | 9,416,879 | | | | | | 3.4 | | |
| | | | | | | | | | | | 15,072,227 | | | | | | 5.5 | | |
| | | | | | | Credit Card Asset-Backed Securities: 4.9% | | ||||||||||||
| | | 1,500,000 | | | | Cabela’s Credit Card Master Note Trust 2015-1A A1, 2.260%, 03/15/23 | | | | | 1,538,969 | | | | | | 0.6 | | |
| | | 1,450,000 | | | | Capital One Multi-Asset Execution Trust 2014-A5 A, 1.480%, 07/15/20 | | | | | 1,459,826 | | | | | | 0.5 | | |
| | | 1,000,000 | | | | Chase Issuance Trust 2015-A7 A7, 1.620%, 07/15/20 | | | | | 1,011,547 | | | | | | 0.4 | | |
| | | 420,000 | | | | Citibank Credit Card Issuance Trust, 2.150%, 07/15/21 | | | | | 432,188 | | | | | | 0.1 | | |
| | | 1,205,000 | | | | Citibank Credit Card Issuance Trust, 5.350%, 02/07/20 | | | | | 1,288,235 | | | | | | 0.5 | | |
| | | 1,357,000 | | | | Citibank Credit Card Issuance Trust, 5.650%, 09/20/19 | | | | | 1,434,969 | | | | | | 0.5 | | |
| | | 1,000,000 | | | | Discover Card Execution Note Trust, 5.650%, 03/16/20 | | | | | 1,055,768 | | | | | | 0.4 | | |
| | | 2,080,000 | | | | Discover Card Execution Note Trust, 0.872%-2.120%, 03/15/21-01/18/22 | | | | | 2,110,948 | | | | | | 0.8 | | |
| | | 3,100,000 | | | | Other Securities | | | | | 3,127,628 | | | | | | 1.1 | | |
| | | | | | | | | | | | 13,460,078 | | | | | | 4.9 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 167,633 | | | | Other Securities | | | | | 169,483 | | | | | | 0.1 | | |
| | | 750,000 | # | | American Residential Properties 2014-SFR1 Trust, 2.785%, 09/17/31 | | | | | 744,414 | | | | | | 0.3 | | | |
| | | 800,000 | # | | ARES XI CLO Ltd. 2007-11A C, 1.879%, 10/11/21 | | | | | 758,854 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 500,000 | # | | Atrium V 5A B, 1.326%, 07/20/20 | | | | $ | 486,245 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.346%, 03/17/21 | | | | | 963,479 | | | | | | 0.3 | | | |
| | | 600,000 | # | | CIFC Funding 2006-I2A B1L, 2.273%, 03/01/21 | | | | | 590,885 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | Clydesdale CLO Ltd. 2006- 1A B, 1.306%, 12/19/18 | | | | | 969,184 | | | | | | 0.4 | | | |
| | | 500,000 | # | | Golden Tree Loan Opportunities V Ltd. 2007- 5A D, 3.883%, 10/18/21 | | | | | 499,953 | | | | | | 0.2 | | | |
| | | 1,500,000 | # | | GoldenTree Loan Opportunities III Ltd. 2007- 3A C, 1.887%, 05/01/22 | | | | | 1,454,526 | | | | | | 0.5 | | | |
| | | 125,512 | # | | GSAMP Trust 2005-SEA2, 0.803%, 01/25/45 | | | | | 124,489 | | | | | | 0.0 | | | |
| | | 245,561 | # | | GSC Group CDO Fund VIII Ltd. 2007-8A B, 1.383%, 04/17/21 | | | | | 245,494 | | | | | | 0.1 | | | |
| | | 400,000 | # | | Gulf Stream - Compass CLO 2007-1A C Ltd., 2.634%, 10/28/19 | | | | | 399,952 | | | | | | 0.1 | | | |
| | | 750,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 4.084%, 10/28/19 | | | | | 750,193 | | | | | | 0.3 | | | |
| | | 750,000 | # | | Kingsland III Ltd. 2006-3A B, 1.311%, 08/24/21 | | | | | 709,207 | | | | | | 0.3 | | | |
| | | 500,000 | # | | KKR Financial CLO 2007- 1A D Ltd., 2.876%, 05/15/21 | | | | | 500,077 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | KKR Financial CLO 2007- 1A E Ltd, 5.626%, 05/15/21 | | | | | 999,950 | | | | | | 0.3 | | | |
| | | 500,000 | # | | MSIM Peconic Bay Ltd. 2007- 1A C, 2.634%, 07/20/19 | | | | | 500,019 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | Muir Grove CLO Ltd. 2007- 1A B, 2.638%, 03/25/20 | | | | | 990,993 | | | | | | 0.3 | | | |
| | | 500,000 | # | | Muir Grove CLO Ltd. 2007- 1A C, 3.638%, 03/25/20 | | | | | 499,993 | | | | | | 0.2 | | | |
| | | 620,000 | | | | Other Securities | | | | | 628,980 | | | | | | 0.2 | | |
| | | | | | | | | | | | 12,816,887 | | | | | | 4.6 | | |
| | | | | | | Total Asset-Backed Securities (Cost $41,450,227) | | | | | 41,518,675 | | | | | | 15.1 | | |
| | | | | | | Total Long-Term Investments (Cost $271,067,556) | | | | | 272,825,021 | | | | | | 99.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.5% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.5% | | ||||||||||||
| | $ | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,000,013, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,020,000, due 07/15/16-09/20/65) | | | | $ | 1,000,000 | | | | | | 0.4 | | |
| | | 413,974 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $413,980, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $422,254, due 07/07/16-02/01/49) | | | | | 413,974 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,413,974 | | | | | | 0.5 | | |
| | | | | | | Total Short-Term Investments (Cost $1,413,974) | | | | | 1,413,974 | | | | | | 0.5 | | |
| | | | | | | Total Investments in Securities (Cost $272,481,530) | | | | $ | 274,238,995 | | | | | | 99.7 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 901,523 | | | | | | 0.3 | | |
| | | | | | | Net Assets | | | | $ | 275,140,518 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 2,670,790 | | |
| Gross Unrealized Depreciation | | | | | (921,957) | | |
| Net Unrealized Appreciation | | | | $ | 1,748,833 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 133,713,516 | | | | | $ | — | | | | | $ | 133,713,516 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 24,666,126 | | | | | | — | | | | | | 24,666,126 | | |
Short-Term Investments | | | | | — | | | | | | 1,413,974 | | | | | | — | | | | | | 1,413,974 | | |
Asset-Backed Securities | | | | | — | | | | | | 41,518,675 | | | | | | — | | | | | | 41,518,675 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 72,004,947 | | | | | | — | | | | | | 72,004,947 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 921,757 | | | | | | — | | | | | | 921,757 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 274,238,995 | | | | | $ | — | | | | | $ | 274,238,995 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 426,362 | | | | | | — | | | | | | — | | | | | | 426,362 | | |
Total Assets | | | | $ | 426,362 | | | | | $ | 274,238,995 | | | | | $ | — | | | | | $ | 274,665,357 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (688,509) | | | | | $ | — | | | | | $ | (688,509) | | |
Futures | | | | | (166,243) | | | | | | — | | | | | | — | | | | | | (166,243) | | |
Total Liabilities | | | | $ | (166,243) | | | | | $ | (688,509) | | | | | $ | — | | | | | $ | (854,752) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||
Long Contracts | | | | | | ||||||||||||||
U.S. Treasury 2-Year Note | | | 258 | | | 09/30/16 | | | | $ | 56,586,655 | | | | | $ | 386,624 | | |
U.S. Treasury 5-Year Note | | | 30 | | | 09/30/16 | | | | | 3,664,922 | | | | | | 4,883 | | |
U.S. Treasury Ultra Long Bond | | | 3 | | | 09/21/16 | | | | | 559,125 | | | | | | 34,855 | | |
| | | | | | | | | | $ | 60,810,702 | | | | | $ | 426,362 | | |
Short Contracts | | | | | | ||||||||||||||
U.S. Treasury 10-Year Note | | | (37) | | | 09/21/16 | | | | | (4,920,422) | | | | | | (127,424) | | |
U.S. Treasury Long Bond | | | (4) | | | 09/21/16 | | | | | (689,375) | | | | | | (38,819) | | |
| | | | | | | | | | $ | (5,609,797) | | | | | $ | (166,243) | | |
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.493% | | | Chicago Mercantile Exchange | | | 07/31/20 | | | USD | | | | | 14,016,000 | | | | | $ | (325,700) | | | | | $ | (325,700) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.559% | | | Chicago Mercantile Exchange | | | 11/05/20 | | | USD | | | | | 13,732,000 | | | | | | (362,809) | | | | | | (362,809) | | |
| | | | | | | | | | | | | | | | | | | $ | (688,509) | | | | | $ | (688,509) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 426,362 | | |
Total Asset Derivatives | | | | | | | $ | 426,362 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 166,243 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 688,509 | | |
Total Liability Derivatives | | | | | | | $ | 854,752 | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit contracts | | | | $ | — | | | | | $ | (24,573) | | | | | $ | (24,573) | | |
Interest rate contracts | | | | | (145,284) | | | | | | (131,057) | | | | | | (276,341) | | |
Total | | | | $ | (145,284) | | | | | $ | (155,630) | | | | | $ | (300,914) | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit contracts | | | | $ | — | | | | | $ | 14,474 | | | | | $ | 14,474 | | |
Interest rate contracts | | | | | 318,131 | | | | | | (905,330) | | | | | | (587,199) | | |
Total | | | | $ | 318,131 | | | | | $ | (890,856) | | | | | $ | (572,725) | | |
|
Voya Multi-Manager Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Core Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 19.8% | |
| Consumer Discretionary | | | 17.5% | |
| Information Technology | | | 15.2% | |
| Health Care | | | 12.0% | |
| Industrials | | | 11.9% | |
| Consumer Staples | | | 8.9% | |
| Energy | | | 5.0% | |
| Materials | | | 3.0% | |
| Telecommunication Services | | | 2.7% | |
| Utilities | | | 0.7% | |
| Assets in Excess of Other Liabilities* | | | 3.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 17.5% | | ||||||||||||
| | | 156,330 | @ | | Carmax, Inc. | | | | $ | 7,664,860 | | | | | | 1.9 | | | |
| | | 189,140 | | | | Carnival Corp. | | | | | 8,359,988 | | | | | | 2.1 | | |
| | | 73,983 | | | | Comcast Corp. - Class A | | | | | 4,822,952 | | | | | | 1.2 | | |
| | | 111,800 | @ | | Dollar Tree, Inc. | | | | | 10,536,032 | | | | | | 2.7 | | | |
| | | 164,810 | | | | Lowe’s Cos, Inc. | | | | ��� | 13,048,007 | | | | | | 3.3 | | |
| | | 25,560 | @ | | O’Reilly Automotive, Inc. | | | | | 6,929,316 | | | | | | 1.7 | | | |
| | | 361,127 | | | | Other Securities | | | | | 18,430,562 | | | | | | 4.6 | | |
| | | | | | | | | | | | 69,791,717 | | | | | | 17.5 | | |
| | | | | | | Consumer Staples: 8.9% | | ||||||||||||
| | | 138,873 | | | | Altria Group, Inc. | | | | | 9,576,682 | | | | | | 2.4 | | |
| | | 107,610 | | | | Coca-Cola Co. | | | | | 4,877,961 | | | | | | 1.2 | | |
| | | 35,286 | | | | CVS Health Corp. | | | | | 3,378,282 | | | | | | 0.9 | | |
| | | 74,831 | | | | Edgewell Personal Care Co. | | | | | 6,316,485 | | | | | | 1.6 | | |
| | | 38,744 | | | | PepsiCo, Inc. | | | | | 4,104,539 | | | | | | 1.0 | | |
| | | 25,465 | | | | Philip Morris International, Inc. | | | | | 2,590,300 | | | | | | 0.7 | | |
| | | 30,376 | | | | Walgreens Boots Alliance, Inc. | | | | | 2,529,410 | | | | | | 0.6 | | |
| | | 33,654 | | | | Other Securities | | | | | 2,068,196 | | | | | | 0.5 | | |
| | | | | | | | | | | | 35,441,855 | | | | | | 8.9 | | |
| | | | | | | Energy: 5.0% | | ||||||||||||
| | | 84,429 | | | | Canadian Natural Resources Ltd. | | | | | 2,602,946 | | | | | | 0.6 | | |
| | | 78,304 | | | | Chevron Corp. | | | | | 8,208,609 | | | | | | 2.1 | | |
| | | 40,995 | | | | Exxon Mobil Corp. | | | | | 3,842,871 | | | | | | 1.0 | | |
| | | 94,844 | | | | Other Securities | | | | | 5,191,432 | | | | | | 1.3 | | |
| | | | | | | | | | | | 19,845,858 | | | | | | 5.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 19.8% | | ||||||||||||
| | | 14,140 | @ | | Alleghany Corp. | | | | $ | 7,771,061 | | | | | | 2.0 | | | |
| | | 343,870 | | | | Bank of America Corp. | | | | | 4,563,155 | | | | | | 1.2 | | |
| | | 105,747 | @ | | Berkshire Hathaway, Inc. - Class B | | | | | 15,311,108 | | | | | | 3.8 | | | |
| | | 30,390 | | | | Blackrock, Inc. | | | | | 10,409,487 | | | | | | 2.6 | | |
| | | 120,541 | | | | Citigroup, Inc. | | | | | 5,109,733 | | | | | | 1.3 | | |
| | | 78,009 | | | | JPMorgan Chase & Co. | | | | | 4,847,479 | | | | | | 1.2 | | |
| | | 129,320 | | | | Morgan Stanley | | | | | 3,359,734 | | | | | | 0.9 | | |
| | | 229,883 | | | | Progressive Corp. | | | | | 7,701,081 | | | | | | 1.9 | | |
| | | 221,925 | | | | Wells Fargo & Co. | | | | | 10,503,710 | | | | | | 2.6 | | |
| | | 143,884 | | | | Other Securities | | | | | 9,160,559 | | | | | | 2.3 | | |
| | | | | | | | | | | | 78,737,107 | | | | | | 19.8 | | |
| | | | | | | Health Care: 12.0% | | ||||||||||||
| | | 78,939 | | | | Abbott Laboratories | | | | | 3,103,092 | | | | | | 0.8 | | |
| | | 93,882 | | | | Bristol-Myers Squibb Co. | | | | | 6,905,021 | | | | | | 1.7 | | |
| | | 24,710 | @ | | Celgene Corp. | | | | | 2,437,147 | | | | | | 0.6 | | | |
| | | 106,560 | | | | Eli Lilly & Co. | | | | | 8,391,600 | | | | | | 2.1 | | |
| | | 46,014 | | | | Johnson & Johnson | | | | | 5,581,498 | | | | | | 1.4 | | |
| | | 55,807 | | | | Medtronic PLC | | | | | 4,842,374 | | | | | | 1.2 | | |
| | | 137,920 | | | | Pfizer, Inc. | | | | | 4,856,163 | | | | | | 1.2 | | |
| | | 20,295 | | | | Zimmer Biomet Holdings, Inc. | | | | | 2,443,112 | | | | | | 0.6 | | |
| | | 69,744 | | | | Other Securities | | | | | 9,438,087 | | | | | | 2.4 | | |
| | | | | | | | | | | | 47,998,094 | | | | | | 12.0 | | |
| | | | | | | Industrials: 11.9% | | ||||||||||||
| | | 70,010 | | | | Deere & Co. | | | | | 5,673,610 | | | | | | 1.4 | | |
| | | 43,578 | | | | FedEx Corp. | | | | | 6,614,269 | | | | | | 1.7 | | |
| | | 66,870 | | | | General Dynamics Corp. | | | | | 9,310,979 | | | | | | 2.3 | | |
| | | 304,015 | | | | General Electric Co. | | | | | 9,570,392 | | | | | | 2.4 | | |
| | | 32,908 | | | | Honeywell International, Inc. | | | | | 3,827,859 | | | | | | 1.0 | | |
| | | 74,160 | | | | Nielsen NV | | | | | 3,854,095 | | | | | | 1.0 | | |
| | | 72,100 | | | | Norfolk Southern Corp. | | | | | 6,137,873 | | | | | | 1.5 | | |
| | | 31,584 | | | | Other Securities | | | | | 2,535,251 | | | | | | 0.6 | | |
| | | | | | | | | | | | 47,524,328 | | | | | | 11.9 | | |
| | | | | | | Information Technology: 15.2% | | ||||||||||||
| | | 104,740 | | | | Activision Blizzard, Inc. | | | | | 4,150,846 | | | | | | 1.0 | | |
| | | 3,398 | @ | | Alphabet, Inc. - Class A | | | | | 2,390,595 | | | | | | 0.6 | | | |
| | | 7,833 | @ | | Alphabet, Inc. - Class C | | | | | 5,421,219 | | | | | | 1.4 | | | |
| | | 132,344 | | | | Apple, Inc. | | | | | 12,652,087 | | | | | | 3.2 | | |
| | | 185,890 | | | | Cisco Systems, Inc. | | | | | 5,333,184 | | | | | | 1.3 | | |
| | | 34,240 | @ | | Facebook, Inc. | | | | | 3,912,947 | | | | | | 1.0 | | | |
| | | 97,755 | | | | Microsoft Corp. | | | | | 5,002,124 | | | | | | 1.3 | | |
| | | 132,990 | | | | Visa, Inc. - Class A | | | | | 9,863,868 | | | | | | 2.5 | | |
Voya Multi-Manager Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Core Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 142,091 | | | | Other Securities | | | | $ | 11,745,571 | | | | | | 2.9 | | |
| | | | | | | | | | | | 60,472,441 | | | | | | 15.2 | | |
| | | | | | | Materials: 3.0% | | ||||||||||||
| | | 110,750 | | | | Mosaic Co. | | | | | 2,899,435 | | | | | | 0.7 | | |
| | | 19,480 | | | | NewMarket Corp. | | | | | 8,072,123 | | | | | | 2.0 | | |
| | | 11,425 | | | | Other Securities | | | | | 1,181,459 | | | | | | 0.3 | | |
| | | | | | | | | | | | 12,153,017 | | | | | | 3.0 | | |
| | | | | | | Telecommunication Services: 2.7% | | ||||||||||||
| | | 193,179 | | | | Verizon Communications, Inc. | | | | | 10,787,115 | | | | | | 2.7 | | |
| | | | | | | Utilities: 0.7% | | ||||||||||||
| | | 33,207 | | | | Other Securities | | | | | 2,803,512 | | | | | | 0.7 | | |
| | | | | | | Total Common Stock (Cost $350,893,219) | | | | | 385,555,044 | | | | | | 96.7 | | |
| SHORT-TERM INVESTMENTS: 2.6% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 2.6% | | ||||||||||||
| | | 10,502,456 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $10,502,456) | | | | | 10,502,456 | | | | | | 2.6 | | |
| | | | | | | Total Short-Term Investments (Cost $10,502,456) | | | | | 10,502,456 | | | | | | 2.6 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $361,395,675) | | | | $ | 396,057,500 | | | | | | 99.3 | | |
| | | Assets in Excess of Other Liabilities | | | | | 2,633,245 | | | | | | 0.7 | | |
| | | Net Assets | | | | $ | 398,690,745 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 44,893,446 | | |
| Gross Unrealized Depreciation | | | | | (11,959,036) | | |
| Net Unrealized Appreciation | | | | $ | 32,934,410 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 385,555,044 | | | | | $ | — | | | | | $ | — | | | | | $ | 385,555,044 | | |
Short-Term Investments | | | | | 10,502,456 | | | | | | — | | | | | | — | | | | | | 10,502,456 | | |
Total Investments, at fair value | | | | $ | 396,057,500 | | | | | $ | — | | | | | $ | — | | | | | $ | 396,057,500 | | |
|
Voya U.S. Stock Index Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 19.7% | |
| Financials | | | 15.6% | |
| Health Care | | | 14.9% | |
| Consumer Discretionary | | | 12.2% | |
| Consumer Staples | | | 10.5% | |
| Industrials | | | 9.8% | |
| Energy | | | 7.3% | |
| Utilities | | | 3.7% | |
| Telecommunication Services | | | 2.9% | |
| Materials | | | 2.9% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.5% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.2% | | ||||||||||||
| | | 91,504 | @ | | Amazon.com, Inc. | | | | $ | 65,482,092 | | | | | | 1.5 | | | |
| | | 571,811 | | | | Comcast Corp. - Class A | | | | | 37,276,359 | | | | | | 0.9 | | |
| | | 294,215 | | | | Home Depot, Inc. | | | | | 37,568,313 | | | | | | 0.9 | | |
| | | 207,618 | | | | McDonald’s Corp. | | | | | 24,984,750 | | | | | | 0.6 | | |
| | | 346,457 | | | | Starbucks Corp. | | | | | 19,789,624 | | | | | | 0.4 | | |
| | | 353,019 | | | | Walt Disney Co. | | | | | 34,532,319 | | | | | | 0.8 | | |
| | | 6,245,742 | | | | Other Securities(a) | | | | | 308,592,469 | | | | | | 7.1 | | |
| | | | | | | | | | | | 528,225,926 | | | | | | 12.2 | | |
| | | | | | | Consumer Staples: 10.5% | | ||||||||||||
| | | 462,705 | | | | Altria Group, Inc. | | | | | 31,908,137 | | | | | | 0.7 | | |
| | | 920,852 | | | | Coca-Cola Co. | | | | | 41,742,221 | | | | | | 1.0 | | |
| | | 254,012 | | | | CVS Health Corp. | | | | | 24,319,109 | | | | | | 0.6 | | |
| | | 341,613 | | | | PepsiCo, Inc. | | | | | 36,190,481 | | | | | | 0.8 | | |
| | | 366,882 | | | | Philip Morris International, Inc. | | | | | 37,319,237 | | | | | | 0.9 | | |
| | | 629,542 | | | | Procter & Gamble Co. | | | | | 53,303,321 | | | | | | 1.2 | | |
| | | 361,181 | | | | Wal-Mart Stores, Inc. | | | | | 26,373,437 | | | | | | 0.6 | | |
| | | 2,786,176 | | | | Other Securities | | | | | 203,328,402 | | | | | | 4.7 | | |
| | | | | | | | | | | | 454,484,345 | | | | | | 10.5 | | |
| | | | | | | Energy: 7.3% | | ||||||||||||
| | | 445,742 | | | | Chevron Corp. | | | | | 46,727,134 | | | | | | 1.1 | | |
| | | 980,695 | | | | Exxon Mobil Corp. | | | | | 91,930,349 | | | | | | 2.1 | | |
| | | 328,629 | | | | Schlumberger Ltd. | | | | | 25,987,981 | | | | | | 0.6 | | |
| | | 3,767,294 | | | | Other Securities(a) | | | | | 153,746,437 | | | | | | 3.5 | | |
| | | | | | | | | | | | 318,391,901 | | | | | | 7.3 | | |
| | | | | | | Financials: 15.6% | | ||||||||||||
| | | 2,429,361 | | | | Bank of America Corp. | | | | | 32,237,620 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 443,175 | @ | | Berkshire Hathaway, Inc. - Class B | | | | $ | 64,167,308 | | | | | | 1.5 | | | |
| | | 694,126 | | | | Citigroup, Inc. | | | | | 29,424,001 | | | | | | 0.7 | | |
| | | 864,819 | | | | JPMorgan Chase & Co. | | | | | 53,739,853 | | | | | | 1.2 | | |
| | | 1,092,681 | | | | Wells Fargo & Co. | | | | | 51,716,592 | | | | | | 1.2 | | |
| | | 8,358,896 | | | | Other Securities | | | | | 446,304,862 | | | | | | 10.3 | | |
| | | | | | | | | | | | 677,590,236 | | | | | | 15.6 | | |
| | | | | | | Health Care: 14.9% | | ||||||||||||
| | | 382,514 | | | | AbbVie, Inc. | | | | | 23,681,442 | | | | | | 0.5 | | |
| | | 93,552 | @ | | Allergan plc | | | | | 21,618,932 | | | | | | 0.5 | | | |
| | | 177,667 | | | | Amgen, Inc. | | | | | 27,032,034 | | | | | | 0.6 | | |
| | | 394,800 | | | | Bristol-Myers Squibb Co. | | | | | 29,037,540 | | | | | | 0.7 | | |
| | | 229,736 | | | | Eli Lilly & Co. | | | | | 18,091,710 | | | | | | 0.4 | | |
| | | 314,983 | | | | Gilead Sciences, Inc. | | | | | 26,275,882 | | | | | | 0.6 | | |
| | | 650,542 | | | | Johnson & Johnson | | | | | 78,910,745 | | | | | | 1.8 | | |
| | | 332,564 | | | | Medtronic PLC | | | | | 28,856,578 | | | | | | 0.7 | | |
| | | 654,653 | | | | Merck & Co., Inc. | | | | | 37,714,559 | | | | | | 0.9 | | |
| | | 1,434,368 | | | | Pfizer, Inc. | | | | | 50,504,097 | | | | | | 1.2 | | |
| | | 224,871 | | | | UnitedHealth Group, Inc. | | | | | 31,751,785 | | | | | | 0.7 | | |
| | | 3,227,284 | | | | Other Securities | | | | | 273,023,223 | | | | | | 6.3 | | |
| | | | | | | | | | | | 646,498,527 | | | | | | 14.9 | | |
| | | | | | | Industrials: 9.8% | | ||||||||||||
| | | 143,444 | | | | 3M Co. | | | | | 25,119,913 | | | | | | 0.6 | | |
| | | 141,617 | | | | Boeing Co. | | | | | 18,391,800 | | | | | | 0.4 | | |
| | | 2,174,820 | | | | General Electric Co. | | | | | 68,463,334 | | | | | | 1.6 | | |
| | | 180,245 | | | | Honeywell International, Inc. | | | | | 20,966,098 | | | | | | 0.5 | | |
| | | 184,069 | | | | United Technologies Corp. | | | | | 18,876,276 | | | | | | 0.4 | | |
| | | 3,748,075 | | | | Other Securities(a) | | | | | 272,163,867 | | | | | | 6.3 | | |
| | | | | | | | | | | | 423,981,288 | | | | | | 9.8 | | |
| | | | | | | Information Technology: 19.7% | | ||||||||||||
| | | 69,456 | @ | | Alphabet, Inc. - Class A | | | | | 48,864,380 | | | | | | 1.1 | | | |
| | | 69,854 | @ | | Alphabet, Inc. - Class C | | | | | 48,345,953 | | | | | | 1.1 | | | |
| | | 1,295,439 | | | | Apple, Inc. | | | | | 123,843,968 | | | | | | 2.9 | | |
| | | 1,189,553 | | | | Cisco Systems, Inc. | | | | | 34,128,276 | | | | | | 0.8 | | |
| | | 546,768 | @ | | Facebook, Inc. | | | | | 62,484,647 | | | | | | 1.4 | | | |
| | | 208,874 | | | | International Business Machines Corp. | | | | | 31,702,896 | | | | | | 0.7 | | |
| | | 1,116,778 | | | | Intel Corp. | | | | | 36,630,318 | | | | | | 0.9 | | |
| | | 229,600 | | | | Mastercard, Inc. | | | | | 20,218,576 | | | | | | 0.5 | | |
| | | 1,859,041 | | | | Microsoft Corp. | | | | | 95,127,128 | | | | | | 2.2 | | |
| | | 736,099 | | | | Oracle Corp. | | | | | 30,128,532 | | | | | | 0.7 | | |
| | | 347,406 | | | | Qualcomm, Inc. | | | | | 18,610,540 | | | | | | 0.4 | | |
| | | 450,493 | | | | Visa, Inc. - Class A | | | | | 33,413,066 | | | | | | 0.8 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 6,169,580 | | | | Other Securities(a) | | | | $ | 267,325,810 | | | | | | 6.2 | | |
| | | | | | | | | | | | 850,824,090 | | | | | | 19.7 | | |
| | | | | | | Materials: 2.9% | | ||||||||||||
| | | 2,322,185 | | | | Other Securities | | | | | 123,954,502 | | | | | | 2.9 | | |
| | | | | | | Telecommunication Services: 2.9% | | ||||||||||||
| | | 1,455,926 | | | | AT&T, Inc. | | | | | 62,910,562 | | | | | | 1.5 | | |
| | | 964,063 | | | | Verizon Communications, Inc. | | | | | 53,833,278 | | | | | | 1.2 | | |
| | | 475,154 | | | | Other Securities | | | | | 8,647,668 | | | | | | 0.2 | | |
| | | | | | | | | | | | 125,391,508 | | | | | | 2.9 | | |
| | | | | | | Utilities: 3.7% | | ||||||||||||
| | | 2,805,007 | | | | Other Securities | | | | | 158,235,623 | | | | | | 3.7 | | |
| | | | | | | Total Common Stock (Cost $2,959,251,585) | | | | | 4,307,577,946 | | | | | | 99.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 1.0% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 0.5% | | ||||||||||||
| $ | 4,775,585 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $4,775,640, collateralized by various U.S. Government Agency Obligations, 3.000%- 7.250%, Market Value plus accrued interest $4,871,154, due 01/01/30- 06/20/46) | | | | | 4,775,585 | | | | | | 0.1 | | |
| | 4,994,440 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $4,994,504, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $5,094,329, due 07/15/16-09/20/65) | | | | | 4,994,440 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| $ | 4,994,440 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $4,994,508, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,094,329, due 07/07/16-02/01/49) | | | | $ | 4,994,440 | | | | | | 0.1 | | |
| | 4,994,440 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $4,994,497, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $5,094,329, due 12/01/16-02/20/66) | | | | | 4,994,440 | | | | | | 0.1 | | |
| | 1,270,108 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,270,125, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,305,783, due 04/15/18- 01/15/29) | | | | | 1,270,108 | | | | | | 0.1 | | |
| | | | | | | | | | | 21,029,013 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | 20,395,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $20,395,000) | | | | | 20,395,000 | | | | | | 0.5 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $41,424,013) | | | | $ | 41,424,013 | | | | | | 1.0 | | |
| | | Total Investments in Securities (Cost $3,000,675,598) | | | | $ | 4,349,001,959 | | | | | | 100.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (20,294,486) | | | | | | (0.5) | | |
| | | Net Assets | | | | $ | 4,328,707,473 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 1,439,771,579 | | |
| Gross Unrealized Depreciation | | | | | (136,462,392) | | |
| Net Unrealized Appreciation | | | | $ | 1,303,309,187 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Tables | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 4,307,577,946 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,307,577,946 | | |
Short-Term Investments | | | | | 20,395,000 | | | | | | 21,029,013 | | | | | | — | | | | | | 41,424,013 | | |
Total Investments, at fair value | | | | $ | 4,327,972,946 | | | | | $ | 21,029,013 | | | | | $ | — | | | | | $ | 4,349,001,959 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (68,172) | | | | | $ | — | | | | | $ | — | | | | | $ | (68,172) | | |
Total Liabilities | | | | $ | (68,172) | | | | | $ | — | | | | | $ | — | | | | | $ | (68,172) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 275 | | | | | | 09/16/16 | | | | | $ | 28,740,250 | | | | | $ | (68,172) | | |
| | | | | | | | | | | | | | | | $ | 28,740,250 | | | | | $ | (68,172) | | |
|
Voya U.S. Stock Index Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | $ | 68,172 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 68,172 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 3,193,279 | | |
Total | | | | $ | 3,193,279 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 228,099 | | |
Total | | | | $ | 228,099 | | |
|
VY® Clarion Real Estate Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 99.9% | |
| Assets in Excess of Other Liabilities* | | | 0.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.9% | | ||||||||||||||||||
| | | | | | | Financials: 99.9% | | ||||||||||||
| | | 95,500 | | | | Alexandria Real Estate Equities, Inc. | | | | $ | 9,886,160 | | | | | | 1.5 | | |
| | | 148,752 | | | | AvalonBay Communities, Inc. | | | | | 26,833,373 | | | | | | 3.9 | | |
| | | 98,456 | | | | Boston Properties, Inc. | | | | | 12,986,346 | | | | | | 1.9 | | |
| | | 494,000 | | | | CubeSmart | | | | | 15,254,720 | | | | | | 2.2 | | |
| | | 173,850 | | | | DCT Industrial Trust, Inc. | | | | | 8,351,754 | | | | | | 1.2 | | |
| | | 628,300 | | | | DDR Corp. | | | | | 11,397,362 | | | | | | 1.7 | | |
| | | 228,357 | L | | Digital Realty Trust, Inc. | | | | | 24,888,629 | | | | | | 3.6 | | | |
| | | 359,900 | | | | Duke Realty Corp. | | | | | 9,594,934 | | | | | | 1.4 | | |
| | | 45,994 | | | | Equinix, Inc. | | | | | 17,833,254 | | | | | | 2.6 | | |
| | | 566,571 | | | | Equity Residential | | | | | 39,025,410 | | | | | | 5.7 | | |
| | | 33,092 | | | | Essex Property Trust, Inc. | | | | | 7,547,954 | | | | | | 1.1 | | |
| | | 360,000 | | | | Gaming and Leisure Properties, Inc. | | | | | 12,412,800 | | | | | | 1.8 | | |
| | | 963,050 | | | | General Growth Properties, Inc. | | | | | 28,718,151 | | | | | | 4.2 | | |
| | | 276,045 | | | | Healthcare Realty Trust, Inc. | | | | | 9,658,815 | | | | | | 1.4 | | |
| | | 328,857 | | | | Healthcare Trust of America, Inc. | | | | | 10,635,235 | | | | | | 1.6 | | |
| | | 135,147 | | | | Highwoods Properties, Inc. | | | | | 7,135,762 | | | | | | 1.0 | | |
| | | 817,468 | | | | Host Hotels & Resorts, Inc. | | | | | 13,251,156 | | | | | | 1.9 | | |
| | | 189,800 | | | | Kilroy Realty Corp. | | | | | 12,581,842 | | | | | | 1.8 | | |
| | | 673,878 | | | | Kimco Realty Corp. | | | | | 21,146,292 | | | | | | 3.1 | | |
| | | 212,100 | | | | Liberty Property Trust | | | | | 8,424,612 | | | | | | 1.2 | | |
| | | 186,264 | | | | MGM Growth Properties LLC | | | | | 4,969,523 | | | | | | 0.7 | | |
| | | 355,800 | | | | Paramount Group, Inc. | | | | | 5,671,452 | | | | | | 0.8 | | |
| | | 233,200 | | | | Pebblebrook Hotel Trust | | | | | 6,121,500 | | | | | | 0.9 | | |
| | | 196,000 | | | | Pennsylvania Real Estate Investment Trust | | | | | 4,204,200 | | | | | | 0.6 | | |
| | | 530,684 | | | | ProLogis, Inc. | | | | | 26,024,743 | | | | | | 3.8 | | |
| | | 121,064 | | | | Public Storage, Inc. | | | | | 30,942,748 | | | | | | 4.5 | | |
| | | 201,430 | | | | QTS Realty Trust, Inc. | | | | | 11,276,051 | | | | | | 1.7 | | |
| | | 328,911 | | | | Ramco-Gershenson Properties | | | | | 6,449,945 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 164,500 | | | | Regency Centers Corp. | | | | $ | 13,773,585 | | | | | | 2.0 | | |
| | | 589,200 | | | | Senior Housing Properties Trust | | | | | 12,273,036 | | | | | | 1.8 | | |
| | | 312,631 | | | | Simon Property Group, Inc. | | | | | 67,809,664 | | | | | | 9.9 | | |
| | | 213,974 | | | | SL Green Realty Corp. | | | | | 22,781,812 | | | | | | 3.3 | | |
| | | 79,200 | | | | Sovran Self Storage, Inc. | | | | | 8,309,664 | | | | | | 1.2 | | |
| | | 1,423,600 | | | | Spirit Realty Capital, Inc. | | | | | 18,179,372 | | | | | | 2.7 | | |
| | | 420,600 | | | | STORE Capital Corp. | | | | | 12,386,670 | | | | | | 1.8 | | |
| | | 152,251 | | | | Sun Communities, Inc. | | | | | 11,668,517 | | | | | | 1.7 | | |
| | | 743,652 | | | | Sunstone Hotel Investors, Inc. | | | | | 8,975,880 | | | | | | 1.3 | | |
| | | 393,103 | | | | UDR, Inc. | | | | | 14,513,363 | | | | | | 2.1 | | |
| | | 131,900 | | | | Ventas, Inc. | | | | | 9,604,958 | | | | | | 1.4 | | |
| | | 1,381,294 | | | | VEREIT, Inc. | | | | | 14,006,321 | | | | | | 2.1 | | |
| | | 230,113 | | | | Vornado Realty Trust | | | | | 23,038,914 | | | | | | 3.4 | | |
| | | 204,200 | | | | Weingarten Realty Investors | | | | | 8,335,444 | | | | | | 1.2 | | |
| | | 479,500 | | | | Welltower, Inc. | | | | | 36,523,515 | | | | | | 5.3 | | |
| | | | | | | Total Common Stock (Cost $557,314,356) | | | | | 685,405,438 | | | | | | 99.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 2.0% | | ||||||||||||
| | $ | 3,217,638 | | | | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $3,217,673, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $3,281,991, due 08/15/16-11/15/45) | | | | | 3,217,638 | | | | | | 0.5 | | |
| | | 3,217,638 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $3,217,679, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $3,281,991, due 07/15/16-09/20/65) | | | | | 3,217,638 | | | | | | 0.5 | | |
VY® Clarion Real Estate Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 3,217,638 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $3,217,682, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $3,281,991, due 07/07/16-02/01/49) | | | | $ | 3,217,638 | | | | | | 0.5 | | |
| | | 3,217,638 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $3,217,678, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $3,281,991, due 03/15/18-09/09/49) | | | | | 3,217,638 | | | | | | 0.4 | | |
| | | 677,242 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $677,250, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $690,787, due 12/01/16-02/20/66) | | | | | 677,242 | | | | | | 0.1 | | |
| | | | | | | | | | | | 13,547,794 | | | | | | 2.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 4,593,760 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $4,593,760) | | | | | 4,593,760 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $18,141,554) | | | | $ | 18,141,554 | | | | | | 2.6 | | |
| | | Total Investments in Securities (Cost $575,455,910) | | | | $ | 703,546,992 | | | | | | 102.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (17,042,773) | | | | | | (2.5) | | |
| | | Net Assets | | | | $ | 686,504,219 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 136,512,151 | | |
| Gross Unrealized Depreciation | | | | | (10,796,813) | | |
| Net Unrealized Appreciation | | | | $ | 125,715,338 | | |
|
REIT Diversification | | | Percentage of Net Assets | | |||
Retail REITs | | | | | 23.6% | | |
Specialized REITs | | | | | 23.1 | | |
Residential REITs | | | | | 16.2 | | |
Office REITs | | | | | 15.2 | | |
Diversified REITs | | | | | 10.5 | | |
Hotels, Resorts & Cruise Lines | | | | | 3.9 | | |
Industrial REITs | | | | | 3.8 | | |
Real Estate Services | | | | | 2.8 | | |
Diversified Real Estate Activities | | | | | 0.8 | | |
Assets in Excess of Other Liabilities* | | | | | 0.1 | | |
Net Assets | | | | | 100.0% | | |
|
VY® Clarion Real Estate Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 685,405,438 | | | | | $ | — | | | | | $ | — | | | | | $ | 685,405,438 | | |
Short-Term Investments | | | | | 4,593,760 | | | | | | 13,547,794 | | | | | | — | | | | | | 18,141,554 | | |
Total Investments, at fair value | | | | $ | 689,999,198 | | | | | $ | 13,547,794 | | | | | $ | — | | | | | $ | 703,546,992 | | |
|
VY® Franklin Income Portfolio | as of June 30, 2016 (Unaudited) |
| Investment Type Allocation as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 47.1% | |
| Corporate Bonds/Notes | | | 38.5% | |
| Preferred Stock | | | 5.8% | |
| Equity-Linked Securities | | | 4.7% | |
| Assets in Excess of Other Liabilities* | | | 3.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 47.1% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 2.9% | | ||||||||||||
| | 201,208 | | | | General Motors Co. | | | | $ | 5,694,186 | | | | | | 1.2 | | |
| | 353,000 | | | | Other Securities(a) | | | | | 8,599,404 | | | | | | 1.7 | | |
| | | | | | | | | | | 14,293,590 | | | | | | 2.9 | | |
| | | | | | Consumer Staples: 1.7% | | ||||||||||||
| | 60,000 | | | | PepsiCo, Inc. | | | | | 6,356,400 | | | | | | 1.3 | | |
| | 16,000 | | | | Other Securities | | | | | 2,106,880 | | | | | | 0.4 | | |
| | | | | | | | | | | 8,463,280 | | | | | | 1.7 | | |
| | | | | | Energy: 9.3% | | ||||||||||||
| | 200,000 | L | | BP PLC ADR | | | | | 7,102,000 | | | | | | 1.4 | | | |
| | 110,000 | | | | Chevron Corp. | | | | | 11,531,300 | | | | | | 2.4 | | |
| | 293,400 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 16,201,548 | | | | | | 3.3 | | |
| | 113,000 | L | | Total S.A. ADR | | | | | 5,435,300 | | | | | | 1.1 | | | |
| | 141,800 | | | | Other Securities(a) | | | | | 5,608,842 | | | | | | 1.1 | | |
| | | | | | | | | | | 45,878,990 | | | | | | 9.3 | | |
| | | | | | Financials: 3.6% | | ||||||||||||
| | 68,800 | | | | JPMorgan Chase & Co. | | | | | 4,275,232 | | | | | | 0.9 | | |
| | 80,000 | | | | Wells Fargo & Co. | | | | | 3,786,400 | | | | | | 0.8 | | |
| | 248,208 | | | | Other Securities | | | | | 9,602,861 | | | | | | 1.9 | | |
| | | | | | | | | | | 17,664,493 | | | | | | 3.6 | | |
| | | | | | Health Care: 6.7% | | ||||||||||||
| | 91,000 | | | | AstraZeneca PLC | | | | | 5,440,327 | | | | | | 1.1 | | |
| | 55,000 | | | | Eli Lilly & Co. | | | | | 4,331,250 | | | | | | 0.9 | | |
| | 250,000 | | | | Pfizer, Inc. | | | | | 8,802,500 | | | | | | 1.8 | | |
| | 25,000 | | | | Roche Holding AG | | | | | 6,596,996 | | | | | | 1.3 | | |
| | 131,000 | L | | Sanofi ADR | | | | | 5,482,350 | | | | | | 1.1 | | | |
| | 31,000 | | | | Other Securities | | | | | 2,280,050 | | | | | | 0.5 | | |
| | | | | | | | | | | 32,933,473 | | | | | | 6.7 | | |
| | | | | | Industrials: 5.2% | | ||||||||||||
| | 300,000 | | | | General Electric Co. | | | | | 9,444,000 | | | | | | 1.9 | | |
| | 30,500 | | | | Raytheon Co. | | | | | 4,146,475 | | | | | | 0.9 | | |
| | 100,000 | | | | Republic Services, Inc. | | | | | 5,131,000 | | | | | | 1.1 | | |
| | 40,000 | | | | United Technologies Corp. | | | | | 4,102,000 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Industrials (continued) | | ||||||||||||
| | 26,222 | | | | Other Securities | | | | $ | 2,453,648 | | | | | | 0.5 | | |
| | | | | | | | | | | 25,277,123 | | | | | | 5.2 | | |
| | | | | | Information Technology: 6.6% | | ||||||||||||
| | 75,042 | | | | Apple, Inc. | | | | | 7,174,015 | | | | | | 1.5 | | |
| | 120,000 | | | | Cisco Systems, Inc. | | | | | 3,442,800 | | | | | | 0.7 | | |
| | 208,927 | @ | | First Data Holdings, Inc. | | | | | 2,312,822 | | | | | | 0.5 | | | |
| | 140,000 | | | | Intel Corp. | | | | | 4,592,000 | | | | | | 0.9 | | |
| | 123,100 | | | | Microsoft Corp. | | | | | 6,299,027 | | | | | | 1.3 | | |
| | 109,000 | | | | Texas Instruments, Inc. | | | | | 6,828,850 | | | | | | 1.4 | | |
| | 30,000 | | | | Other Securities | | | | | 1,699,200 | | | | | | 0.3 | | |
| | | | | | | | | | | 32,348,714 | | | | | | 6.6 | | |
| | | | | | Materials: 4.3% | | ||||||||||||
| | 65,000 | | | | BASF SE | | | | | 4,984,140 | | | | | | 1.0 | | |
| | 150,000 | | | | Dow Chemical Co. | | | | | 7,456,500 | | | | | | 1.5 | | |
| | 225,000 | L | | Rio Tinto PLC ADR | | | | | 7,042,500 | | | | | | 1.5 | | | |
| | 60,000 | | | | Other Securities | | | | | 1,570,800 | | | | | | 0.3 | | |
| | | | | | | | | | | 21,053,940 | | | | | | 4.3 | | |
| | | | | | Telecommunication Services: 1.7% | | ||||||||||||
| | 90,000 | | | | Verizon Communications, Inc. | | | | | 5,025,600 | | | | | | 1.0 | | |
| | 800,000 | | | | Other Securities | | | | | 3,343,792 | | | | | | 0.7 | | |
| | | | | | | | | | | 8,369,392 | | | | | | 1.7 | | |
| | | | | | Utilities: 5.1% | | ||||||||||||
| | 59,137 | | | | Dominion Resources, Inc. | | | | | 4,608,547 | | | | | | 0.9 | | |
| | 49,965 | | | | Duke Energy Corp. | | | | | 4,286,497 | | | | | | 0.9 | | |
| | 80,000 | | | | PG&E Corp. | | | | | 5,113,600 | | | | | | 1.0 | | |
| | 45,600 | | | | Sempra Energy | | | | | 5,199,312 | | | | | | 1.1 | | |
| | 123,000 | | | | Other Securities | | | | | 5,987,640 | | | | | | 1.2 | | |
| | | | | | | | | | | 25,195,596 | | | | | | 5.1 | | |
| | | | | | Total Common Stock (Cost $197,430,861) | | | | | 231,478,591 | | | | | | 47.1 | | |
PREFERRED STOCK: 5.8% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 0.1% | | ||||||||||||
| | 10,000 | | | | Other Securities(a) | | | | | 590,200 | | | | | | 0.1 | | |
| | | | | | Financials: 2.8% | | ||||||||||||
| | 4,300 | @ | | Bank of America Corp. | | | | | 5,138,500 | | | | | | 1.1 | | | |
| | 40,000 | #,@ | | Mandatory Exchangeable Trust | | | | | 4,089,400 | | | | | | 0.8 | | | |
| | 2,000 | @ | | Wells Fargo & Co. | | | | | 2,598,400 | | | | | | 0.5 | | | |
| | 60,050 | | | | Other Securities | | | | | 2,151,878 | | | | | | 0.4 | | |
| | | | | | | | | | | 13,978,178 | | | | | | 2.8 | | |
| | | | | | Health Care: 0.7% | | ||||||||||||
| | 4,000 | | | | Other Securities | | | | | 3,324,550 | | | | | | 0.7 | | |
| | | | | | Industrials: 0.1% | | ||||||||||||
| | 1,789 | | | | Other Securities | | | | | 633,266 | | | | | | 0.1 | | |
| | | | | | Materials: 0.7% | | ||||||||||||
| | 100,000 | | | | Other Securities | | | | | 3,287,000 | | | | | | 0.7 | | |
VY® Franklin Income Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
PREFERRED STOCK: (continued) | | ||||||||||||||||||
| | | | | | Utilities: 1.4% | | ||||||||||||
| | 113,300 | | | | Other Securities(a) | | | | $ | 6,660,892 | | | | | | 1.4 | | |
| | | | | | Total Preferred Stock (Cost $30,637,468) | | | | | 28,474,086 | | | | | | 5.8 | | |
EQUITY-LINKED SECURITIES: 4.7% | | ||||||||||||||||||
| | | | | | Consumer, Cyclical: 1.8% | | ||||||||||||
| | 347,000 | @,Z | | Morgan Stanley into Ford Motor Co., 8.500% | | | | | 4,479,770 | | | | | | 0.9 | | | |
| | 58,000 | #,@ | | The Royal Bank of Canada into Target Corp., 6.000% | | | | | 4,221,240 | | | | | | 0.9 | | | |
| | | | | | | | | | | 8,701,010 | | | | | | 1.8 | | |
| | | | | | Financials: 0.5% | | ||||||||||||
| | 200,000 | #,@ | | Citigroup, Inc. into Bank of America Corp., 7.500% | | | | | 2,680,000 | | | | | | 0.5 | | | |
| | | | | | Health Care: 0.5% | | ||||||||||||
| | 39,000 | #,@,Z | | JPMorgan Chase & Co. into Merck & Co., Inc., 6.250% | | | | | 2,234,181 | | | | | | 0.5 | | | |
| | | | | | Technology: 1.9% | | ||||||||||||
| | 58,000 | #,@ | | JPMorgan Chase & Co. into Oracle Corp., 6.000% | | | | | 2,418,020 | | | | | | 0.5 | | | |
| | 87,000 | #,@ | | Wells Fargo Bank into Cisco Systems, Inc., 7.250% | | | | | 2,474,280 | | | | | | 0.5 | | | |
| | 143,000 | #,@ | | Wells Fargo Bank into Intel Corp., 7.000% | | | | | 4,651,790 | | | | | | 0.9 | | | |
| | | | | | | | | | | 9,544,090 | | | | | | 1.9 | | |
| | | | | | Total Equity-Linked Securities (Cost $23,736,120) | | | | | 23,159,281 | | | | | | 4.7 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: 38.5% | | ||||||||||||||||||
| | | | | | Basic Materials: 1.3% | | ||||||||||||
| $ | 862,000 | # | | First Quantum Minerals Ltd., 7.000%, 02/15/21 | | | | | 697,143 | | | | | | 0.2 | | | |
| | 5,000,000 | #,L | | FMG Resources August 2006 Pty Ltd., 9.750%, 03/01/22 | | | | | 5,550,000 | | | | | | 1.1 | | | |
| | | | | | | | | | | 6,247,143 | | | | | | 1.3 | | |
| | | | | | Communications: 8.1% | | ||||||||||||
| | 2,200,000 | #,L | | Altice SA, 7.625%, 02/15/25 | | | | | 2,156,000 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Communications (continued) | | ||||||||||||
| $ | 700,000 | # | | Altice SA, 7.750%, 05/15/22 | | | | $ | 709,625 | | | | | | 0.2 | | | |
| | 7,617,472 | | | | Clear Channel Communications, Inc., 7.210%, 01/30/19 | | | | | 5,598,842 | | | | | | 1.2 | | |
| | 3,338,057 | | | | Clear Channel Communications, Inc., 7.960%-9.000%, 07/30/19-12/15/19 | | | | | 2,507,674 | | | | | | 0.5 | | |
| | 1,500,000 | # | | CommScope, Inc., 5.000%, 06/15/21 | | | | | 1,537,875 | | | | | | 0.3 | | | |
| | 1,000,000 | # | | CommScope, Inc., 5.500%, 06/15/24 | | | | | 1,018,750 | | | | | | 0.2 | | | |
| | 1,800,000 | # | | Neptune Finco Corp., 10.875%, 10/15/25 | | | | | 2,065,500 | | | | | | 0.4 | | | |
| | 2,400,000 | # | | Sirius XM Radio, Inc., 6.000%, 07/15/24 | | | | | 2,487,000 | | | | | | 0.5 | | | |
| | 500,000 | | | | Sprint Corp., 7.125%, 06/15/24 | | | | | 398,125 | | | | | | 0.1 | | |
| | 4,700,000 | | | | Sprint Corp., 7.875%, 09/15/23 | | | | | 3,865,750 | | | | | | 0.8 | | |
| | 4,000,000 | # | | Univision Communications, Inc., 5.125%, 05/15/23 | | | | | 3,990,000 | | | | | | 0.8 | | | |
| | 2,000,000 | # | | Virgin Media Secured Finance PLC, 5.500%, 01/15/25 | | | | | 1,970,000 | | | | | | 0.4 | | | |
| | 12,109,000 | | | | Other Securities | | | | | 11,361,462 | | | | | | 2.3 | | |
| | | | | | | | | | | 39,666,603 | | | | | | 8.1 | | |
| | | | | | Consumer, Cyclical: 2.9% | | ||||||||||||
| | 1,500,000 | #,L | | Algeco Scotsman Global Finance Plc, 8.500%, 10/15/18 | | | | | 1,222,500 | | | | | | 0.3 | | | |
| | 4,987,500 | | | | Belk, Inc. TL B 1L, 5.750%, 12/12/22 | | | | | 3,990,000 | | | | | | 0.8 | | |
| | 1,000,000 | # | | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/23 | | | | | 995,000 | | | | | | 0.2 | | | |
| | 1,000,000 | # | | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/25 | | | | | 1,000,000 | | | | | | 0.2 | | | |
| | 6,752,577 | | | | Other Securities(a) | | | | | 6,876,931 | | | | | | 1.4 | | |
| | | | | | | | | | | 14,084,431 | | | | | | 2.9 | | |
VY® Franklin Income Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 7.4% | | ||||||||||||
| | $ | 3,600,000 | L | | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | | | | $ | 3,532,500 | | | | | | 0.7 | | | |
| | | 3,500,000 | L | | CHS/Community Health Systems, Inc., 6.875%-7.125%, 07/15/20-02/01/22 | | | | | 3,132,090 | | | | | | 0.6 | | | |
| | | 2,000,000 | # | | Endo Finance LLC, 5.750%, 01/15/22 | | | | | 1,814,800 | | | | | | 0.4 | | | |
| | | 2,000,000 | | | | HCA, Inc., 5.875%, 05/01/23 | | | | | 2,137,500 | | | | | | 0.4 | | |
| | | 3,200,000 | | | | HCA, Inc., 7.500%, 02/15/22 | | | | | 3,646,400 | | | | | | 0.8 | | |
| | | 4,000,000 | # | | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.750%, 08/01/22 | | | | | 3,827,500 | | | | | | 0.8 | | | |
| | | 1,000,000 | # | | Prime Security Services Borrower LLC / Prime Finance, Inc., 9.250%, 05/15/23 | | | | | 1,062,500 | | | | | | 0.2 | | | |
| | | 1,700,000 | | | | Tenet Healthcare Corp., 6.750%, 06/15/23 | | | | | 1,634,125 | | | | | | 0.3 | | |
| | | 4,000,000 | | | | Tenet Healthcare Corp., 8.125%, 04/01/22 | | | | | 4,119,200 | | | | | | 0.9 | | |
| | | 4,000,000 | | | | Vizient, Inc., 6.250%, 02/10/23 | | | | | 4,025,000 | | | | | | 0.8 | | |
| | | 2,000,000 | # | | Vizient, Inc., 10.375%, 03/01/24 | | | | | 2,150,000 | | | | | | 0.4 | | | |
| | | 1,700,000 | #,L | | VRX Escrow Corp., 5.875%, 05/15/23 | | | | | 1,381,250 | | | | | | 0.3 | | | |
| | | 1,300,000 | # | | VRX Escrow Corp., 6.125%, 04/15/25 | | | | | 1,046,500 | | | | | | 0.2 | | | |
| | | 3,000,000 | | | | Other Securities | | | | | 3,028,750 | | | | | | 0.6 | | |
| | | | | | | | | | | | 36,538,115 | | | | | | 7.4 | | |
| | | | | | | Diversified: 0.6% | | ||||||||||||
| | | 1,300,000 | # | | Stena International SA, 5.750%, 03/01/24 | | | | | 1,072,500 | | | | | | 0.2 | | | |
| | | 1,995,000 | | | | Other Securities | | | | | 1,963,413 | | | | | | 0.4 | | |
| | | | | | | | | | | | 3,035,913 | | | | | | 0.6 | | |
| | | | | | | Energy: 4.5% | | ||||||||||||
| | | 2,553,000 | #,L | | Chesapeake Energy Corp., 8.000%, 12/15/22 | | | | | 2,176,432 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Energy (continued) | | ||||||||||||
| $ | 900,000 | # | | Denbury Resources, Inc., 9.000%, 05/15/21 | | | | $ | 904,500 | | | | | | 0.2 | | | |
| | 1,600,000 | # | | Kinder Morgan, Inc./DE, 5.625%, 11/15/23 | | | | | 1,716,960 | | | | | | 0.4 | | | |
| | 1,000,000 | # | | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | | | | | 1,007,500 | | | | | | 0.2 | | | |
| | 6,925,000 | L | | Weatherford International Ltd., 5.875%-8.250%, 06/15/21-06/15/23 | | | | | 6,989,297 | | | | | | 1.4 | | | |
| | 13,400,000 | | | | Other Securities(a),(b) | | | | | 9,145,500 | | | | | | 1.9 | | |
| | | | | | | | | | | 21,940,189 | | | | | | 4.5 | | |
| | | | | | Financial: 3.8% | | ||||||||||||
| | 3,500,000 | L | | Bank of America Corp., 6.100%-8.125%, 12/29/49 | | | | | 3,538,125 | | | | | | 0.7 | | | |
| | 6,000,000 | | | | Citigroup, Inc., 6.300%, 12/29/49 | | | | | 5,976,900 | | | | | | 1.2 | | |
| | 4,000,000 | | | | JPMorgan Chase & Co., 5.000%-5.150%, 05/29/49-12/29/49 | | | | | 3,865,200 | | | | | | 0.8 | | |
| | 2,500,000 | # | | OneMain Financial Holdings LLC, 6.750%, 12/15/19 | | | | | 2,446,875 | | | | | | 0.5 | | | |
| | 3,100,000 | | | | Other Securities | | | | | 3,135,775 | | | | | | 0.6 | | |
| | | | | | | | | | | 18,962,875 | | | | | | 3.8 | | |
| | | | | | Industrial: 3.3% | | ||||||||||||
| | 1,500,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/23 | | | | | 1,485,000 | | | | | | 0.3 | | | |
| | 2,000,000 | # | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | | | | | 2,051,250 | | | | | | 0.4 | | | |
| | 1,600,000 | # | | Bombardier, Inc., 7.500%, 03/15/25 | | | | | 1,392,000 | | | | | | 0.3 | | | |
| | 2,000,000 | # | | BWAY Holding Co., 9.125%, 08/15/21 | | | | | 1,925,000 | | | | | | 0.4 | | | |
| | 1,500,000 | # | | Cemex SAB de CV, 7.250%, 01/15/21 | | | | | 1,586,550 | | | | | | 0.3 | | |
VY® Franklin Income Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | $ | 400,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | | | | $ | 405,500 | | | | | | 0.1 | | | |
| | | 200,000 | # | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/24 | | | | | 206,275 | | | | | | 0.0 | | | |
| | | 3,500,000 | #,L | | XPO Logistics, Inc., 6.500%, 06/15/22 | | | | | 3,355,625 | | | | | | 0.7 | | | |
| | | 4,073,500 | | | | Other Securities | | | | | 4,118,293 | | | | | | 0.8 | | |
| | | | | | | | | | | | 16,525,493 | | | | | | 3.3 | | |
| | | | | | | Technology: 3.9% | | ||||||||||||
| | | 2,500,000 | # | | BMC Software Finance, Inc., 8.125%, 07/15/21 | | | | | 1,887,500 | | | | | | 0.4 | | | |
| | | 1,400,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 1,440,493 | | | | | | 0.3 | | | |
| | | 1,400,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 1,453,746 | | | | | | 0.3 | | | |
| | | 1,100,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 1,143,347 | | | | | | 0.2 | | | |
| | | 5,400,000 | # | | First Data Corp., 7.000%, 12/01/23 | | | | | 5,501,250 | | | | | | 1.1 | | | |
| | | 1,500,000 | # | | Micron Technology, Inc., 7.500%, 09/15/23 | | | | | 1,607,400 | | | | | | 0.3 | | | |
| | | 1,400,000 | # | | Microsemi Corp., 9.125%, 04/15/23 | | | | | 1,547,000 | | | | | | 0.3 | | | |
| | | 2,500,000 | | | | Western Digital Corp., 6.250%, 03/16/23 | | | | | 2,514,063 | | | | | | 0.5 | | |
| | | 1,000,000 | # | | Western Digital Corp., 7.375%, 04/01/23 | | | | | 1,067,500 | | | | | | 0.2 | | | |
| | | 1,000,000 | # | | Western Digital Corp., 10.500%, 04/01/24 | | | | | 1,072,500 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 19,234,799 | | | | | | 3.9 | | |
| | | | | | | Utilities: 2.7% | | ||||||||||||
| | | 3,500,000 | | | | Calpine Corp., 5.750%, 01/15/25 | | | | | 3,416,875 | | | | | | 0.7 | | |
| | | 5,000,000 | | | | Dynegy, Inc., 7.375%, 11/01/22 | | | | | 4,850,000 | | | | | | 1.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | $ | 5,000,000 | # | | InterGen NV, 7.000%, 06/30/23 | | | | $ | 3,562,500 | | | | | | 0.7 | | | |
| | | 1,600,000 | | | | Other Securities | | | | | 1,412,000 | | | | | | 0.3 | | |
| | | | | | | | | | | | 13,241,375 | | | | | | 2.7 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $193,955,760) | | | | | 189,476,936 | | | | | | 38.5 | | |
| | | | | | | Total Long-Term Investments (Cost $445,760,209) | | | | | 472,588,894 | | | | | | 96.1 | | |
| SHORT-TERM INVESTMENTS: 10.0% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 0.2% | | ||||||||||||
| | | 1,500,000 | | | | Stone Energy Corp., 1.750%, 03/01/17 (Cost $854,842) | | | | | 696,562 | | | | | | 0.2 | | |
| | | | | | | U.S. Government Agency Obligations: 1.3% | | ||||||||||||
| | | 6,490,000 | Z | | Federal Home Loan Bank, 0.000%, 07/01/16 (Cost $6,490,000) | | | | | 6,490,000 | | | | | | 1.3 | | | |
| | | | | | | Securities Lending Collateralcc: 8.5% | | ||||||||||||
| | | 9,965,222 | | | | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $9,965,331, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $10,164,527, due 08/15/16-11/15/45) | | | | | 9,965,222 | | | | | | 2.0 | | |
| | | 9,965,222 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $9,965,350, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $10,164,526, due 07/15/16-09/20/65) | | | | | 9,965,222 | | | | | | 2.0 | | |
VY® Franklin Income Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 9,433,382 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $9,433,511, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $9,622,050, due 07/07/16-02/01/49) | | | | $ | 9,433,382 | | | | | | 1.9 | | |
| | | 9,965,222 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/ 16, 0.45%, due 07/01/16 (Repurchase Amount $9,965,345, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $10,164,527, due 03/15/18-09/09/49) | | | | | 9,965,222 | | | | | | 2.0 | | |
| | | 2,628,908 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $2,628,943, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $2,702,750, due 04/15/18-01/15/29) | | | | | 2,628,908 | | | | | | 0.6 | | |
| | | | | | | | | | | | 41,957,956 | | | | | | 8.5 | | |
| | | | | | | Total Short-Term Investments (Cost $49,302,798) | | | | | 49,144,518 | | | | | | 10.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $495,063,007) | | | | $ | 521,733,412 | | | | | | 106.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (30,200,153) | | | | | | (6.1) | | |
| | | Net Assets | | | | $ | 491,533,259 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 62,036,087 | | |
| Gross Unrealized Depreciation | | | | | (35,884,665) | | |
| Net Unrealized Appreciation | | | | $ | 26,151,422 | | |
|
VY® Franklin Income Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 11,900,046 | | | | | $ | 2,393,544 | | | | | $ | — | | | | | $ | 14,293,590 | | |
Consumer Staples | | | | | 8,463,280 | | | | | | — | | | | | | — | | | | | | 8,463,280 | | |
Energy | | | | | 45,878,990 | | | | | | — | | | | | | — | | | | | | 45,878,990 | | |
Financials | | | | | 17,664,493 | | | | | | — | | | | | | — | | | | | | 17,664,493 | | |
Health Care | | | | | 20,896,150 | | | | | | 12,037,323 | | | | | | — | | | | | | 32,933,473 | | |
Industrials | | | | | 24,849,475 | | | | | | — | | | | | | 427,648 | | | | | | 25,277,123 | | |
Information Technology | | | | | 32,348,714 | | | | | | — | | | | | | — | | | | | | 32,348,714 | | |
Materials | | | | | 16,069,800 | | | | | | 4,984,140 | | | | | | — | | | | | | 21,053,940 | | |
Telecommunication Services | | | | | 5,025,600 | | | | | | 3,343,792 | | | | | | — | | | | | | 8,369,392 | | |
Utilities | | | | | 25,195,596 | | | | | | — | | | | | | — | | | | | | 25,195,596 | | |
Total Common Stock | | | | | 208,292,144 | | | | | | 22,758,799 | | | | | | 427,648 | | | | | | 231,478,591 | | |
Preferred Stock | | | | | 15,220,542 | | | | | | 12,620,278 | | | | | | 633,266 | | | | | | 28,474,086 | | |
Equity-Linked Securities | | | | | — | | | | | | 23,159,281 | | | | | | — | | | | | | 23,159,281 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 189,476,936 | | | | | | — | | | | | | 189,476,936 | | |
Short-Term Investments | | | | | — | | | | | | 49,144,518 | | | | | | — | | | | | | 49,144,518 | | |
Total Investments, at fair value | | | | $ | 223,512,686 | | | | | $ | 297,159,812 | | | | | $ | 1,060,914 | | | | | $ | 521,733,412 | | |
|
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 23.3% | |
| Industrials | | | 18.7% | |
| Consumer Discretionary | | | 13.9% | |
| Information Technology | | | 12.9% | |
| Health Care | | | 12.3% | |
| Materials | | | 5.0% | |
| Consumer Staples | | | 3.4% | |
| Utilities | | | 3.4% | |
| Energy | | | 3.3% | |
| Telecommunication Services | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 3.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 96.8% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 13.9% | | ||||||||||||
| | 119,806 | | | | Brinker International, Inc. | | | | $ | 5,454,767 | | | | | | 0.8 | | |
| | 98,277 | | | | Brunswick Corp. | | | | | 4,453,914 | | | | | | 0.6 | | |
| | 337,445 | | | | Chico’s FAS, Inc. | | | | | 3,614,036 | | | | | | 0.5 | | |
| | 119,263 | | | | Cinemark Holdings, Inc. | | | | | 4,348,329 | | | | | | 0.6 | | |
| | 379,625 | @ | | CROCS, Inc. | | | | | 4,282,170 | | | | | | 0.6 | | | |
| | 251,889 | @ | | EW Scripps Co. | | | | | 3,989,922 | | | | | | 0.6 | | | |
| | 55,187 | | | | Morningstar, Inc. | | | | | 4,513,193 | | | | | | 0.7 | | |
| | 62,543 | | | | Papa John’s International, Inc. | | | | | 4,252,924 | | | | | | 0.6 | | |
| | 69,861 | | | | Pool Corp. | | | | | 6,569,030 | | | | | | 0.9 | | |
| | 115,387 | @ | | ServiceMaster Global Holdings, Inc. | | | | | 4,592,402 | | | | | | 0.7 | | | |
| | 3,036,389 | | | | Other Securities(a) | | | | | 50,461,181 | | | | | | 7.3 | | |
| | | | | | | | | | | 96,531,868 | | | | | | 13.9 | | |
| | | | | | Consumer Staples: 3.4% | | ||||||||||||
| | 75,674 | L | | Spectrum Brands Holdings, Inc. | | | | | 9,028,665 | | | | | | 1.3 | | | |
| | 479,760 | | | | Other Securities(a) | | | | | 14,738,579 | | | | | | 2.1 | | |
| | | | | | | | | | | 23,767,244 | | | | | | 3.4 | | |
| | | | | | Energy: 3.3% | | ||||||||||||
| | 314,394 | | | | Patterson-UTI Energy, Inc. | | | | | 6,702,880 | | | | | | 1.0 | | |
| | 1,393,607 | | | | Other Securities(a) | | | | | 16,158,151 | | | | | | 2.3 | | |
| | | | | | | | | | | 22,861,031 | | | | | | 3.3 | | |
| | | | | | Financials: 23.3% | | ||||||||||||
| | 269,933 | | | | Associated Banc-Corp. | | | | | 4,629,351 | | | | | | 0.7 | | |
| | 127,926 | | | | BankUnited, Inc. | | | | | 3,929,887 | | | | | | 0.6 | | |
| | 89,900 | | | | Cash America International, Inc. | | | | | 3,831,538 | | | | | | 0.5 | | |
| | 75,917 | | | | EastGroup Properties, Inc. | | | | | 5,232,200 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Financials (continued) | | ||||||||||||
| | 139,448 | | | | Great Western Bancorp, Inc. | | | | $ | 4,398,190 | | | | | | 0.6 | | |
| | 138,962 | | | | HFF, Inc. | | | | | 4,013,222 | | | | | | 0.6 | | |
| | 61,473 | | | | Iberiabank Corp. | | | | | 3,671,782 | | | | | | 0.5 | | |
| | 39,697 | | | | Mid-America Apartment Communities, Inc. | | | | | 4,223,761 | | | | | | 0.6 | | |
| | 115,446 | | | | National Retail Properties, Inc. | | | | | 5,970,867 | | | | | | 0.9 | | |
| | 92,789 | | | | ProAssurance Corp. | | | | | 4,968,851 | | | | | | 0.7 | | |
| | 254,567 | | | | RLJ Lodging Trust | | | | | 5,460,462 | | | | | | 0.8 | | |
| | 5,745,555 | | | | Other Securities | | | | | 111,192,717 | | | | | | 16.0 | | |
| | | | | | | | | | | 161,522,828 | | | | | | 23.3 | | |
| | | | | | Health Care: 12.3% | | ||||||||||||
| | 193,080 | @ | | Catalent, Inc. | | | | | 4,438,909 | | | | | | 0.6 | | | |
| | 73,552 | @ | | Centene Corp. | | | | | 5,249,406 | | | | | | 0.8 | | | |
| | 140,748 | | | | Healthsouth Corp. | | | | | 5,463,837 | | | | | | 0.8 | | |
| | 76,364 | @ | | Idexx Laboratories, Inc. | | | | | 7,091,161 | | | | | | 1.0 | | | |
| | 48,571 | @ | | WellCare Health Plans, Inc. | | | | | 5,210,697 | | | | | | 0.8 | | | |
| | 90,419 | | | | West Pharmaceutical Services, Inc. | | | | | 6,860,994 | | | | | | 1.0 | | |
| | 2,221,082 | | | | Other Securities(a) | | | | | 50,821,062 | | | | | | 7.3 | | |
| | | | | | | | | | | 85,136,066 | | | | | | 12.3 | | |
| | | | | | Industrials: 18.7% | | ||||||||||||
| | 168,672 | | | | Allison Transmission Holdings, Inc. | | | | | 4,761,611 | | | | | | 0.7 | | |
| | 96,100 | | | | Applied Industrial Technologies, Inc. | | | | | 4,337,954 | | | | | | 0.6 | | |
| | 130,240 | | | | Brady Corp. | | | | | 3,980,134 | | | | | | 0.6 | | |
| | 137,939 | | | | Herman Miller, Inc. | | | | | 4,122,997 | | | | | | 0.6 | | |
| | 99,655 | | | | KAR Auction Services, Inc. | | | | | 4,159,600 | | | | | | 0.6 | | |
| | 161,431 | | | | Knight Transportation, Inc. | | | | | 4,290,836 | | | | | | 0.6 | | |
| | 66,900 | | | | Landstar System, Inc. | | | | | 4,593,354 | | | | | | 0.7 | | |
| | 61,297 | @ | | RBC Bearings, Inc. | | | | | 4,444,032 | | | | | | 0.6 | | | |
| | 106,323 | | | | Toro Co. | | | | | 9,377,689 | | | | | | 1.4 | | |
| | 71,425 | | | | Waste Connections, Inc. | | | | | 5,146,171 | | | | | | 0.7 | | |
| | 26,405 | | | | Watsco, Inc. | | | | | 3,714,919 | | | | | | 0.5 | | |
| | 3,425,438 | | | | Other Securities(a) | | | | | 77,129,001 | | | | | | 11.1 | | |
| | | | | | | | | | | 130,058,298 | | | | | | 18.7 | | |
| | | | | | Information Technology: 12.9% | | ||||||||||||
| | 118,948 | @ | | CoreLogic, Inc. | | | | | 4,577,119 | | | | | | 0.7 | | | |
| | 169,780 | | | | Monotype Imaging Holdings, Inc. | | | | | 4,181,681 | | | | | | 0.6 | | |
| | 130,402 | @ | | Q2 Holdings, Inc. | | | | | 3,653,864 | | | | | | 0.5 | | | |
| | 98,500 | @ | | Take-Two Interactive Software, Inc. | | | | | 3,735,120 | | | | | | 0.6 | | | |
| | 21,900 | @ | | Tyler Technologies, Inc. | | | | | 3,650,949 | | | | | | 0.5 | | | |
| | 3,732,864 | | | | Other Securities(a) | | | | | 69,491,277 | | | | | | 10.0 | | |
| | | | | | | | | | | 89,290,010 | | | | | | 12.9 | | |
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Materials: 5.0% | | ||||||||||||
| | 110,179 | | | | Aptargroup, Inc. | | | | $ | 8,718,464 | | | | | | 1.3 | | |
| | 118,816 | @ | | Crown Holdings, Inc. | | | | | 6,020,407 | | | | | | 0.9 | | | |
| | 96,168 | | | | Silgan Holdings, Inc. | | | | | 4,948,805 | | | | | | 0.7 | | |
| | 491,604 | | | | Other Securities(a) | | | | | 14,647,561 | | | | | | 2.1 | | |
| | | | | | | | | | | 34,335,237 | | | | | | 5.0 | | |
| | | | | | Telecommunication Services: 0.6% | | ||||||||||||
| | 226,900 | | | | Other Securities | | | | | 4,434,141 | | | | | | 0.6 | | |
| | | | | | Utilities: 3.4% | | ||||||||||||
| | 83,813 | | | | NorthWestern Corp. | | | | | 5,286,086 | | | | | | 0.8 | | |
| | 202,055 | | | | Portland General Electric Co. | | | | | 8,914,667 | | | | | | 1.3 | | |
| | 545,078 | | | | Other Securities(a) | | | | | 9,434,523 | | | | | | 1.3 | | |
| | | | | | | | | | | 23,635,276 | | | | | | 3.4 | | |
| | | | | | Total Common Stock (Cost $572,735,371) | | | | | 671,571,999 | | | | | | 96.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 7.4% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 4.4% | | ||||||||||||
| $ | 6,862,204 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $6,862,283, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $6,999,530, due 01/01/30-06/20/46) | | | | | 6,862,204 | | | | | | 1.0 | | |
| | 7,180,535 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $7,180,627, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $7,324,146, due 07/15/16-09/20/65) | | | | | 7,180,535 | | | | | | 1.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| $ | 7,180,535 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $7,180,633, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $7,324,146, due 07/07/16-02/01/49) | | | | $ | 7,180,535 | | | | | | 1.0 | | |
| | 7,180,535 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $7,180,618, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $7,324,146, due 12/01/16-02/20/66) | | | | | 7,180,535 | | | | | | 1.0 | | |
| | 1,829,663 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,829,687, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,881,056, due 04/15/18-01/15/29) | | | | | 1,829,663 | | | | | | 0.3 | | |
| | | | | | | | | | | 30,233,472 | | | | | | 4.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 3.0% | | ||||||||||||
| | 21,072,926 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $21,072,926) | | | | | 21,072,926 | | | | | | 3.0 | | |
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $51,306,398) | | | | $ | 51,306,398 | | | | | | 7.4 | | |
| | | Total Investments in Securities (Cost $624,041,769) | | | | $ | 722,878,397 | | | | | | 104.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (29,076,934) | | | | | | (4.2) | | |
| | | Net Assets | | | | $ | 693,801,463 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 141,302,860 | | |
| Gross Unrealized Depreciation | | | | | (45,388,750) | | |
| Net Unrealized Appreciation | | | | $ | 95,914,110 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 96,531,868 | | | | | $ | — | | | | | $ | — | | | | | $ | 96,531,868 | | |
Consumer Staples | | | | | 23,767,244 | | | | | | — | | | | | | — | | | | | | 23,767,244 | | |
Energy | | | | | 22,861,031 | | | | | | — | | | | | | — | | | | | | 22,861,031 | | |
Financials | | | | | 161,247,945 | | | | | | 274,883 | | | | | | — | | | | | | 161,522,828 | | |
Health Care | | | | | 85,136,066 | | | | | | — | | | | | | — | | | | | | 85,136,066 | | |
Industrials | | | | | 130,058,298 | | | | | | — | | | | | | — | | | | | | 130,058,298 | | |
Information Technology | | | | | 89,290,010 | | | | | | — | | | | | | — | | | | | | 89,290,010 | | |
Materials | | | | | 34,335,237 | | | | | | — | | | | | | — | | | | | | 34,335,237 | | |
Telecommunication Services | | | | | 4,434,141 | | | | | | — | | | | | | — | | | | | | 4,434,141 | | |
Utilities | | | | | 23,635,276 | | | | | | — | | | | | | — | | | | | | 23,635,276 | | |
Total Common Stock | | | | | 671,297,116 | | | | | | 274,883 | | | | | | — | | | | | | 671,571,999 | | |
Short-Term Investments | | | | | 21,072,926 | | | | | | 30,233,472 | | | | | | — | | | | | | 51,306,398 | | |
Total Investments, at fair value | | | | $ | 692,370,042 | | | | | $ | 30,508,355 | | | | | $ | — | | | | | $ | 722,878,397 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 144,507 | | | | | | — | | | | | | — | | | | | | 144,507 | | |
Total Assets | | | | $ | 692,514,549 | | | | | $ | 30,508,355 | | | | | $ | — | | | | | $ | 723,022,904 | | |
|
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 119 | | | | | | 09/16/16 | | | | | $ | 13,654,060 | | | | | $ | 144,507 | | |
| | | | | | | | | | | | | | | | $ | 13,654,060 | | | | | $ | 144,507 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 144,507 | | |
Total Asset Derivatives | | | | | | | $ | 144,507 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (197,929) | | |
Total | | | | $ | (197,929) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 130,323 | | |
Total | | | | $ | 130,323 | | |
|
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) |
| Geographic Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 35.2% | |
| United Kingdom | | | 12.1% | |
| France | | | 7.5% | |
| South Korea | | | 7.2% | |
| Germany | | | 5.5% | |
| Netherlands | | | 5.2% | |
| Japan | | | 4.4% | |
| Switzerland | | | 4.1% | |
| China | | | 2.8% | |
| Israel | | | 2.3% | |
| Countries between 0.5% – 2.1%^ | | | 12.5% | |
| Assets in Excess of Other Liabilities* | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 11 countries, which each represents 0.5% – 2.1% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.8% | | ||||||||||||||||||
| | | | | | | Brazil: 0.6% | | ||||||||||||
| | | 185,491 | | | | Other Securities | | | | $ | 1,077,703 | | | | | | 0.6 | | |
| | | | | | | China: 2.8% | | ||||||||||||
| | | 873,000 | | | | China Life Insurance Co., Ltd. | | | | | 1,882,295 | | | | | | 1.0 | | |
| | | 2,372,100 | | | | Kunlun Energy Co. Ltd. | | | | | 1,974,021 | | | | | | 1.1 | | |
| | | 85,144 | | | | Other Securities | | | | | 1,356,380 | | | | | | 0.7 | | |
| | | | | | | | | | | | 5,212,696 | | | | | | 2.8 | | |
| | | | | | | Denmark: 0.5% | | ||||||||||||
| | | 27,630 | | | | Other Securities(a) | | | | | 986,638 | | | | | | 0.5 | | |
| | | | | | | France: 7.5% | | ||||||||||||
| | | 63,490 | | | | BNP Paribas | | | | | 2,784,399 | | | | | | 1.5 | | |
| | | 21,874 | | | | Cie Generale des Etablissements Michelin | | | | | 2,061,428 | | | | | | 1.1 | | |
| | | 240,730 | | | | Credit Agricole SA | | | | | 2,023,810 | | | | | | 1.0 | | |
| | | 32,080 | | | | Sanofi | | | | | 2,665,306 | | | | | | 1.4 | | |
| | | 62,950 | | | | Total S.A. | | | | | 3,018,845 | | | | | | 1.6 | | |
| | | 81,242 | | | | Other Securities | | | | | 1,726,264 | | | | | | 0.9 | | |
| | | | | | | | | | | | 14,280,052 | | | | | | 7.5 | | |
| | | | | | | Germany: 5.5% | | ||||||||||||
| | | 265,400 | L | | Deutsche Lufthansa AG | | | | | 3,120,459 | | | | | | 1.6 | | | |
| | | 25,280 | | | | Merck KGaA | | | | | 2,569,547 | | | | | | 1.4 | | |
| | | 80,110 | | | | Metro AG | | | | | 2,463,883 | | | | | | 1.3 | | |
| | | 21,680 | | | | Siemens AG | | | | | 2,224,837 | | | | | | 1.2 | | |
| | | | | | | | | | | | 10,378,726 | | | | | | 5.5 | | |
| | | | | | | Ireland: 0.6% | | ||||||||||||
| | | 13,240 | | | | Other Securities | | | | | 1,148,835 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Israel: 2.3% | | ||||||||||||
| | | 87,753 | | | | Teva Pharmaceutical Industries Ltd. ADR | | | | $ | 4,407,833 | | | | | | 2.3 | | |
| | | | | | | Italy: 1.9% | | ||||||||||||
| | | 124,685 | | | | ENI S.p.A. | | | | | 2,008,331 | | | | | | 1.1 | | |
| | | 707,349 | | | | Other Securities | | | | | 1,555,647 | | | | | | 0.8 | | |
| | | | | | | | | | | | 3,563,978 | | | | | | 1.9 | | |
| | | | | | | Japan: 4.4% | | ||||||||||||
| | | 258,800 | | | | Nissan Motor Co., Ltd. | | | | | 2,309,614 | | | | | | 1.2 | | |
| | | 52,500 | | | | SoftBank Group Corp. | | | | | 2,968,984 | | | | | | 1.6 | | |
| | | 696,000 | @ | | Toshiba Corp. | | | | | 1,895,906 | | | | | | 1.0 | | | |
| | | 170,000 | | | | Other Securities | | | | | 1,238,375 | | | | | | 0.6 | | |
| | | | | | | | | | | | 8,412,879 | | | | | | 4.4 | | |
| | | | | | | Netherlands: 5.2% | | ||||||||||||
| | | 2,558 | | | | Royal Dutch Shell PLC - Class A | | | | | 70,256 | | | | | | 0.0 | | |
| | | 187,540 | | | | Royal Dutch Shell PLC - Class B | | | | | 5,181,491 | | | | | | 2.8 | | |
| | | 510,009 | | | | Other Securities | | | | | 4,582,290 | | | | | | 2.4 | | |
| | | | | | | | | | | | 9,834,037 | | | | | | 5.2 | | |
| | | | | | | Portugal: 1.2% | | ||||||||||||
| | | 160,190 | | | | Galp Energia SGPS SA | | | | | 2,227,985 | | | | | | 1.2 | | |
| | | | | | | Russia: 1.0% | | ||||||||||||
| | | 141,743 | | | | MMC Norilsk Nickel PJSC ADR | | | | | 1,895,104 | | | | | | 1.0 | | |
| | | | | | | Singapore: 2.1% | | ||||||||||||
| | | 775,700 | | | | Singapore Telecommunications Ltd. | | | | | 2,395,842 | | | | | | 1.2 | | |
| | | 139,980 | | | | Other Securities | | | | | 1,650,493 | | | | | | 0.9 | | |
| | | | | | | | | | | | 4,046,335 | | | | | | 2.1 | | |
| | | | | | | South Korea: 7.2% | | ||||||||||||
| | | 29,705 | @ | | Hyundai Motor Co. | | | | | 3,513,848 | | | | | | 1.9 | | | |
| | | 76,364 | | | | KB Financial Group, Inc. | | | | | 2,171,484 | | | | | | 1.1 | | |
| | | 6,303 | | | | Samsung Electronics Co., Ltd. | | | | | 7,849,449 | | | | | | 4.2 | | |
| | | | | | | | | | | | 13,534,781 | | | | | | 7.2 | | |
| | | | | | | Spain: 1.1% | | ||||||||||||
| | | 228,268 | @ | | Telefonica S.A. | | | | | 2,167,143 | | | | | | 1.1 | | | |
| | | | | | | Sweden: 1.8% | | ||||||||||||
| | | 122,730 | | | | Getinge AB | | | | | 2,533,884 | | | | | | 1.4 | | |
| | | 103,564 | | | | Other Securities | | | | | 795,636 | | | | | | 0.4 | | |
| | | | | | | | | | | | 3,329,520 | | | | | | 1.8 | | |
| | | | | | | Switzerland: 4.1% | | ||||||||||||
| | | 168,443 | | | | Credit Suisse Group AG | | | | | 1,794,326 | | | | | | 1.0 | | |
| | | 1,270,565 | | | | Glencore PLC | | | | | 2,618,801 | | | | | | 1.4 | | |
| | | 9,160 | | | | Roche Holding AG | | | | | 2,417,139 | | | | | | 1.3 | | |
| | | 64,950 | | | | Other Securities | | | | | 842,765 | | | | | | 0.4 | | |
| | | | | | | | | | | | 7,673,031 | | | | | | 4.1 | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Thailand: 0.7% | | ||||||||||||
| | | 276,600 | | | | Other Securities | | | | $ | 1,252,173 | | | | | | 0.7 | | |
| | | | | | | Turkey: 1.0% | | ||||||||||||
| | | 214,182 | @ | | Turkcell Iletisim Hizmet AS ADR | | | | | 1,959,765 | | | | | | 1.0 | | | |
| | | | | | | United Kingdom: 12.1% | | ||||||||||||
| | | 322,979 | | | | BAE Systems PLC | | | | | 2,261,046 | | | | | | 1.2 | | |
| | | 552,759 | | | | BP PLC | | | | | 3,235,601 | | | | | | 1.7 | | |
| | | 80,360 | | | | CRH PLC - London | | | | | 2,356,458 | | | | | | 1.3 | | |
| | | 444,710 | | | | HSBC Holdings PLC | | | | | 2,723,546 | | | | | | 1.4 | | |
| | | 477,647 | | | | Standard Chartered PLC | | | | | 3,623,915 | | | | | | 1.9 | | |
| | | 919,919 | @ | | Tesco PLC | | | | | 2,160,529 | | | | | | 1.1 | | | |
| | | 2,204,901 | | | | Other Securities | | | | | 6,525,427 | | | | | | 3.5 | | |
| | | | | | | | | | | | 22,886,522 | | | | | | 12.1 | | |
| | | | | | | United States: 35.2% | | ||||||||||||
| | | 54,970 | | | | American International Group, Inc. | | | | | 2,907,363 | | | | | | 1.5 | | |
| | | 14,881 | @ | | Allergan plc | | | | | 3,438,850 | | | | | | 1.8 | | | |
| | | 3,550 | @ | | Alphabet, Inc. - Class A | | | | | 2,497,531 | | | | | | 1.3 | | | |
| | | 27,370 | | | | Amgen, Inc. | | | | | 4,164,345 | | | | | | 2.2 | | |
| | | 43,910 | | | | Apache Corp. | | | | | 2,444,470 | | | | | | 1.3 | | |
| | | 41,950 | | | | Baker Hughes, Inc. | | | | | 1,893,203 | | | | | | 1.0 | | |
| | | 41,260 | | | | Capital One Financial Corp. | | | | | 2,620,423 | | | | | | 1.4 | | |
| | | 106,710 | | | | Cisco Systems, Inc. | | | | | 3,061,510 | | | | | | 1.6 | | |
| | | 100,620 | | | | Citigroup, Inc. | | | | | 4,265,282 | | | | | | 2.3 | | |
| | | 45,760 | | | | Comcast Corp. - Class A | | | | | 2,983,094 | | | | | | 1.6 | | |
| | | 33,630 | | | | Eli Lilly & Co. | | | | | 2,648,363 | | | | | | 1.4 | | |
| | | 54,080 | | | | Halliburton Co. | | | | | 2,449,283 | | | | | | 1.3 | | |
| | | 45,870 | | | | JPMorgan Chase & Co. | | | | | 2,850,362 | | | | | | 1.5 | | |
| | | 43,590 | @ | | Michael Kors Holdings Ltd. | | | | | 2,156,833 | | | | | | 1.1 | | | |
| | | 76,610 | | | | Microsoft Corp. | | | | | 3,920,134 | | | | | | 2.1 | | |
| | | 195,600 | @,L | | Navistar International Corp. | | | | | 2,286,564 | | | | | | 1.2 | | | |
| | | 90,880 | | | | Oracle Corp. | | | | | 3,719,718 | | | | | | 2.0 | | |
| | | 62,340 | | | | SunTrust Bank | | | | | 2,560,927 | | | | | | 1.4 | | |
| | | 86,570 | | | | Twenty-First Century Fox, Inc. - Class A | | | | | 2,341,719 | | | | | | 1.2 | | |
| | | 16,970 | | | | United Parcel Service, Inc. - Class B | | | | | 1,828,008 | | | | | | 1.0 | | |
| | | 606,250 | | | | Other Securities(a) | | | | | 9,551,756 | | | | | | 5.0 | | |
| | | | | | | | | | | | 66,589,738 | | | | | | 35.2 | | |
| | | | | | | Total Common Stock (Cost $196,772,978) | | | | | 186,865,474 | | | | | | 98.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.6% | | ||||||||||||||||||
| | | | | | | U.S. Government Agency Obligations: 0.5% | | ||||||||||||
| | $ | 1,000,000 | | | | Freddie Mac Discount Notes, 0.000%, 07/01/16 (Cost $1,000,000) | | | | $ | 1,000,000 | | | | | | 0.5 | | |
| | | | | | | Securities Lending Collateralcc: 4.1% | | ||||||||||||
| | | 1,826,239 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,826,263, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,862,764, due 07/15/16- 09/20/65) | | | | | 1,826,239 | | | | | | 1.0 | | |
| | | 1,826,239 | | | | Citigroup, Inc., Repurchase Agreement dated 06/30/16, 0.44%, due 07/01/16 (Repurchase Amount $1,826,261, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,862,764, due 04/30/17-03/15/57) | | | | | 1,826,239 | | | | | | 0.9 | | |
| | | 1,826,239 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $1,826,264, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,862,764, due 07/07/16-02/01/49) | | | | | 1,826,239 | | | | | | 1.0 | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 384,381 | | | | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $384,386, collateralized by various U.S. Government Agency Obligations, 1.000%-8.000%, Market Value plus accrued interest $392,069, due 06/01/22-11/20/45) | | | | $ | 384,381 | | | | | | 0.2 | | |
| | | 1,826,239 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $1,826,260, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,862,764, due 12/01/16-02/20/66) | | | | | 1,826,239 | | | | | | 1.0 | | |
| | | | | | | | | | | | 7,689,337 | | | | | | 4.1 | | |
| | | | | | | Total Short-Term Investments (Cost $8,689,337) | | | | | 8,689,337 | | | | | | 4.6 | | |
| | | | | | | Total Investments in Securities (Cost $205,462,315) | | | | $ | 195,554,811 | | | | | | 103.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (6,451,701) | | | | | | (3.4) | | |
| | | | | | | Net Assets | | | | $ | 189,103,110 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 23,940,320 | | |
| Gross Unrealized Depreciation | | | | | (36,207,667) | | |
| Net Unrealized Depreciation | | | | $ | (12,267,347) | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 23.2% | | |
Health Care | | | | | 15.5 | | |
Energy | | | | | 15.0 | | |
Information Technology | | | | | 14.2 | | |
Consumer Discretionary | | | | | 9.4 | | |
Industrials | | | | | 7.7 | | |
Telecommunication Services | | | | | 6.3 | | |
Materials | | | | | 5.1 | | |
Consumer Staples | | | | | 2.4 | | |
Short-Term Investments | | | | | 4.6 | | |
Liabilities in Excess of Other Assets | | | | | (3.4) | | |
Net Assets | | | | | 100.0% | | |
|
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Brazil | | | | $ | 1,077,703 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,077,703 | | |
China | | | | | 501,368 | | | | | | 4,711,328 | | | | | | — | | | | | | 5,212,696 | | |
Denmark | | | | | — | | | | | | 986,638 | | | | | | — | | | | | | 986,638 | | |
France | | | | | — | | | | | | 14,280,052 | | | | | | — | | | | | | 14,280,052 | | |
Germany | | | | | — | | | | | | 10,378,726 | | | | | | — | | | | | | 10,378,726 | | |
Ireland | | | | | 1,148,835 | | | | | | — | | | | | | — | | | | | | 1,148,835 | | |
Israel | | | | | 4,407,833 | | | | | | — | | | | | | — | | | | | | 4,407,833 | | |
Italy | | | | | — | | | | | | 3,563,978 | | | | | | — | | | | | | 3,563,978 | | |
Japan | | | | | — | | | | | | 8,412,879 | | | | | | — | | | | | | 8,412,879 | | |
Netherlands | | | | | — | | | | | | 9,834,037 | | | | | | — | | | | | | 9,834,037 | | |
Portugal | | | | | — | | | | | | 2,227,985 | | | | | | — | | | | | | 2,227,985 | | |
Russia | | | | | 1,895,104 | | | | | | — | | | | | | — | | | | | | 1,895,104 | | |
Singapore | | | | | — | | | | | | 4,046,335 | | | | | | — | | | | | | 4,046,335 | | |
South Korea | | | | | — | | | | | | 13,534,781 | | | | | | — | | | | | | 13,534,781 | | |
Spain | | | | | — | | | | | | 2,167,143 | | | | | | — | | | | | | 2,167,143 | | |
Sweden | | | | | — | | | | | | 3,329,520 | | | | | | — | | | | | | 3,329,520 | | |
Switzerland | | | | | — | | | | | | 7,673,031 | | | | | | — | | | | | | 7,673,031 | | |
Thailand | | | | | — | | | | | | 1,252,173 | | | | | | — | | | | | | 1,252,173 | | |
Turkey | | | | | 1,959,765 | | | | | | — | | | | | | — | | | | | | 1,959,765 | | |
United Kingdom | | | | | — | | | | | | 22,886,522 | | | | | | — | | | | | | 22,886,522 | | |
United States | | | | | 66,589,738 | | | | | | — | | | | | | — | | | | | | 66,589,738 | | |
Total Common Stock | | | | | 77,580,346 | | | | | | 109,285,128 | | | | | | — | | | | | | 186,865,474 | | |
Short-Term Investments | | | | | — | | | | | | 8,689,337 | | | | | | — | | | | | | 8,689,337 | | |
Total Investments, at fair value | | | | $ | 77,580,346 | | | | | $ | 117,974,465 | | | | | $ | — | | | | | $ | 195,554,811 | | |
|
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
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
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 | 5 | |||||
Statements of Operations | 7 | |||||
Statements of Changes in Net Assets | 8 | |||||
Financial Highlights | 9 | |||||
Notes to Financial Statements | 10 | |||||
Summary Portfolios of Investments | 25 |
President and Chief Executive Officer
Voya Family of Funds
July 25, 2016
Index | Description | ||
---|---|---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | ||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | ||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | ||
Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | ||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | ||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | ||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | ||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | ||
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, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2016* | Beginning Account Value January 1, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2016* | ||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,050.70 | 1.13 | % | $ | 5.76 | $ | 1,000.00 | $ | 1,019.24 | 1.13 | % | $ | 5.67 | |||||||||||||||||||
Class I | 1,000.00 | 1,053.30 | 0.53 | 2.71 | 1,000.00 | 1,022.23 | 0.53 | 2.66 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,051.50 | 0.78 | 3.98 | 1,000.00 | 1,020.98 | 0.78 | 3.92 | |||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | $ | 1,000.00 | $ | 1,042.90 | 0.58 | % | $ | 2.95 | $ | 1,000.00 | $ | 1,021.98 | 0.58 | % | $ | 2.92 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/366 to reflect the most recent fiscal half-year. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||
Investments in securities at fair value+* | $ | 558,847,969 | $ | 205,417,851 | ||||||||
Short-term investments at fair value** | 19,299,817 | 13,249,169 | ||||||||||
Total investments at fair value | $ | 578,147,786 | $ | 218,667,020 | ||||||||
Cash | 624,000 | — | ||||||||||
Cash collateral for futures | 46,364 | 2,197,479 | ||||||||||
Cash pledged for centrally cleared swaps (Note 2) | 799,490 | — | ||||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 810,000 | — | ||||||||||
Foreign currencies at value*** | 876,243 | 53,690 | ||||||||||
Foreign cash collateral for futures**** | — | 97,880 | ||||||||||
Receivables: | ||||||||||||
Investment securities sold | 1,561,394 | 6,837,704 | ||||||||||
Investment securities sold on a delayed-delivery or when-issued basis | — | 42,128,516 | ||||||||||
Fund shares sold | 536,327 | 44,271 | ||||||||||
Dividends | 1,154 | 4,579 | ||||||||||
Interest | 2,759,331 | 1,205,991 | ||||||||||
Unrealized appreciation on forward foreign currency contracts | 2,080,046 | 1,120,481 | ||||||||||
Unrealized appreciation on OTC swap agreements | 664,216 | — | ||||||||||
Variation margin receivable on centrally cleared swaps | 29,933 | 519,299 | ||||||||||
Prepaid expenses | 6,585 | 1,794 | ||||||||||
Reimbursement due from manager | — | 5,713 | ||||||||||
Other assets | 14,353 | 1,303 | ||||||||||
Total assets | 588,957,222 | 272,885,720 | ||||||||||
LIABILITIES: | ||||||||||||
Payable for investment securities purchased | 2,954,062 | 2,568,151 | ||||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | — | 52,601,133 | ||||||||||
Payable for fund shares redeemed | 1,100,763 | 2,160,479 | ||||||||||
Payable for foreign cash collateral for futures***** | 88,151 | — | ||||||||||
Payable upon receipt of securities loaned | — | 1,232,881 | ||||||||||
Sales commitmentsˆˆ | — | 10,550,468 | ||||||||||
Unrealized depreciation on forward foreign currency contracts | 2,288,012 | 1,039,208 | ||||||||||
Unrealized depreciation on OTC swap agreements | 1,066,527 | — | ||||||||||
Variation margin payable on centrally cleared swaps | — | 452,788 | ||||||||||
Cash received as collateral for OTC derivatives (Note 2) | 1,320,000 | — | ||||||||||
Payable for investment management fees | 224,809 | 77,851 | ||||||||||
Payable for distribution and shareholder service fees | 66,764 | — | ||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 14,353 | 1,303 | ||||||||||
Payable for trustee fees | 2,860 | 954 | ||||||||||
Other accrued expenses and liabilities | 93,019 | 33,089 | ||||||||||
Written options, at fair valueˆ | 1,495,207 | — | ||||||||||
Total liabilities | 10,714,527 | 70,718,305 | ||||||||||
NET ASSETS | $ | 578,242,695 | $ | 202,167,415 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||
Paid-in capital | $ | 644,811,786 | $ | 193,711,445 | ||||||||
Undistributed net investment income | 3,189,405 | 6,778,965 | ||||||||||
Accumulated net realized loss | (79,065,487 | ) | (2,097,695 | ) | ||||||||
Net unrealized appreciation | 9,306,991 | 3,774,700 | ||||||||||
NET ASSETS | $ | 578,242,695 | $ | 202,167,415 | ||||||||
+ | Including securities loaned at value | $ | — | $ | 1,207,273 | |||||||
* | Cost of investments in securities | $ | 549,203,743 | $ | 201,493,743 | |||||||
** | Cost of short-term investments | $ | 19,299,817 | $ | 13,249,169 | |||||||
*** | Cost of foreign currencies | $ | 868,720 | $ | 55,611 | |||||||
**** | Cost of foreign cash collateral for futures | $ | — | $ | 97,880 | |||||||
***** | Cost of payable for foreign cash collateral for futures | $ | 88,151 | $ | — | |||||||
ˆ | Premiums received on written options | $ | 2,522,516 | $ | — | |||||||
ˆˆ | Proceeds from sales commitments | $ | — | $ | 10,489,375 |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||
Net assets | $ | 53,735,282 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 5,762,030 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.33 | n/a | |||||||
Class I | ||||||||||
Net assets | $ | 324,652,328 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 33,536,642 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.68 | n/a | |||||||
Class S | ||||||||||
Net assets | $ | 199,855,085 | n/a | |||||||
Shares authorized | unlimited | n/a | ||||||||
Par value | $ | 0.001 | n/a | |||||||
Shares outstanding | 20,830,039 | n/a | ||||||||
Net asset value and redemption price per share | $ | 9.59 | n/a | |||||||
Portfolio(1) | ||||||||||
Net assets | n/a | $ | 202,167,415 | |||||||
Shares authorized | n/a | unlimited | ||||||||
Par value | n/a | $ | 0.001 | |||||||
Shares outstanding | n/a | 19,344,422 | ||||||||
Net asset value and redemption price per share | n/a | $ | 10.45 |
(1) | Portfolio does not have a share class designation |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||
Dividends | $ | 28,322 | $ | 25,515 | ||||||
Interest | 4,134,613 | (1) | 2,628,527 | |||||||
Securities lending income, net | — | 3,427 | ||||||||
Total investment income | 4,162,935 | 2,657,469 | ||||||||
EXPENSES: | ||||||||||
Investment management fees | 1,471,600 | 468,889 | ||||||||
Distribution and shareholder service fees: | ||||||||||
Class ADV | 187,969 | — | ||||||||
Class S | 246,540 | — | ||||||||
Transfer agent fees | 550 | 481 | ||||||||
Shareholder reporting expense | 20,020 | 7,280 | ||||||||
Registration fees | — | 18,869 | ||||||||
Professional fees | 29,120 | 18,412 | ||||||||
Custody and accounting expense | 68,250 | 104,890 | ||||||||
Trustee fees | 8,578 | 2,862 | ||||||||
Offering expense | — | 5,705 | ||||||||
Miscellaneous expense | 15,453 | 8,698 | ||||||||
Total expenses | 2,048,080 | 636,086 | ||||||||
Net waived and reimbursed fees | (140,630 | ) | (83,861 | ) | ||||||
Net expenses | 1,907,450 | 552,225 | ||||||||
Net investment income | 2,255,485 | 2,105,244 | ||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||
Net realized gain (loss) on: | ||||||||||
Investments | (3,771,516 | ) | (272,205 | ) | ||||||
Foreign currency related transactions | (1,045,150 | ) | (699,325 | ) | ||||||
Futures | 2,158,913 | 192,506 | ||||||||
Swaps | (3,356,990 | ) | (552,901 | ) | ||||||
Written options | 2,557,147 | — | ||||||||
Net realized loss | (3,457,596 | ) | (1,331,925 | ) | ||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||
Investments | 29,726,124 | 7,468,290 | ||||||||
Foreign currency related transactions | 718,568 | 149,127 | ||||||||
Futures | 502,626 | 294,688 | ||||||||
Swaps | 54,411 | (562,197 | ) | |||||||
Written options | (714,607 | ) | — | |||||||
Sales commitments | — | (61,093 | ) | |||||||
Net change in unrealized appreciation (depreciation) | 30,287,122 | 7,288,815 | ||||||||
Net realized and unrealized gain | 26,829,526 | 5,956,890 | ||||||||
Increase in net assets resulting from operations | $ | 29,085,011 | $ | 8,062,134 |
(1) | Includes amortization of bond premiums and deflationary adjustments for U.S. Treasury and Foreign Government Inflation Bonds. Please refer to Note 2 for additional details regarding inflationary and deflationary adjustments to interest income for VY® BlackRock Inflation Protected Bond Portfolio. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | Six Months Ended June 30, 2016 | February 20, 2015(1) to December 31, 2015 | |||||||||||||||
FROM OPERATIONS: | ||||||||||||||||||
Net investment income (loss) | $ | 2,255,485 | $ | (87,200 | ) | $ | 2,105,244 | $ 2,971,011 | ||||||||||
Net realized gain (loss) | (3,457,596 | ) | (9,099,153 | ) | (1,331,925 | ) | 936,940 | |||||||||||
Net change in unrealized appreciation (depreciation) | 30,287,122 | (5,773,009 | ) | 7,288,815 | (3,514,115) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 29,085,011 | (14,959,362 | ) | 8,062,134 | 393,836 | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||||
Net investment income: | ||||||||||||||||||
Class ADV | — | (642,459 | ) | — | — | |||||||||||||
Class I | — | (3,883,410 | ) | — | — | |||||||||||||
Class S | — | (2,222,511 | ) | — | — | |||||||||||||
Return of capital: | ||||||||||||||||||
Class ADV | — | (20,331 | ) | — | — | |||||||||||||
Class I | — | (1,607,540 | ) | — | — | |||||||||||||
Class S | — | (642,177 | ) | — | — | |||||||||||||
Total distributions | — | (9,018,428 | ) | — | — | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||||
Net proceeds from sale of shares | 51,011,939 | 69,871,100 | 47,091,470 | 259,113,887 | ||||||||||||||
Reinvestment of distributions | — | 9,018,428 | — | — | ||||||||||||||
51,011,939 | 78,889,528 | 47,091,470 | 259,113,887 | |||||||||||||||
Cost of shares redeemed | (69,987,908 | ) | (244,456,802 | ) | (40,753,539 | ) | (71,740,373) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (18,975,969 | ) | (165,567,274 | ) | 6,337,931 | 187,373,514 | ||||||||||||
Net increase (decrease) in net assets | 10,109,042 | (189,545,064 | ) | 14,400,065 | 187,767,350 | |||||||||||||
NET ASSETS: | ||||||||||||||||||
Beginning of year or period | 568,133,653 | 757,678,717 | 187,767,350 | — | ||||||||||||||
End of year or period | $ | 578,242,695 | $ | 568,133,653 | $ | 202,167,415 | $187,767,350 | |||||||||||
Undistributed net investment income at end of year or period | $ | 3,189,405 | $ | 933,920 | $ | 6,778,965 | $4,673,721 |
(1) | Commencement of operations. |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||
| | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 8.88 | 0.02 | 0.43 | 0.45 | — | — | — | — | — | 9.33 | 5.07 | 1.27 | 1.13 | 1.13 | 0.32 | 53,735 | 46 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.24 | (0.05 | ) | (0.22 | ) | (0.27 | ) | 0.09 | — | 0.00 | * | 0.09 | — | 8.88 | (2.89 | ) | 1.30 | 1.11 | 1.11 | (0.52 | ) | 54,750 | 470 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.15 | 0.05 | 0.15 | 0.20 | 0.11 | — | — | 0.11 | — | 9.24 | 2.14 | 1.30 | 1.11 | 1.11 | 0.57 | 63,936 | 527 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.74 | (0.07 | )• | (0.88 | ) | (0.95 | ) | — | 0.64 | — | 0.64 | — | 9.15 | (8.98 | ) | 1.29 | 1.14 | 1.14 | (0.66 | ) | 74,204 | 613 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.73 | 0.02 | 0.61 | 0.63 | 0.04 | 0.58 | — | 0.62 | — | 10.74 | 5.95 | 1.28 | 1.13 | 1.13 | 0.19 | 102,747 | 475 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 9.19 | 0.04 | • | 0.45 | 0.49 | — | — | — | — | — | 9.68 | 5.33 | 0.57 | 0.53 | 0.53 | 0.95 | 324,652 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.54 | 0.01 | • | (0.23 | ) | (0.22 | ) | 0.08 | — | 0.05 | 0.13 | — | 9.19 | (2.35 | ) | 0.55 | 0.51 | 0.51 | 0.16 | 311,110 | 470 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.42 | 0.11 | 0.16 | 0.27 | 0.15 | — | — | 0.15 | — | 9.54 | 2.81 | 0.55 | 0.51 | 0.51 | 1.18 | 450,442 | 527 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.97 | (0.00 | )* | (0.91 | ) | (0.91 | ) | — | 0.64 | — | 0.64 | — | 9.42 | (8.41 | ) | 0.54 | 0.54 | 0.54 | (0.05 | ) | 476,969 | 613 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.91 | 0.09 | 0.61 | 0.70 | 0.06 | 0.58 | — | 0.64 | — | 10.97 | 6.56 | 0.53 | 0.53 | 0.53 | 0.83 | 508,369 | 475 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 9.12 | 0.03 | • | 0.44 | 0.47 | — | — | — | — | — | 9.59 | 5.15 | 0.82 | 0.78 | 0.78 | 0.67 | 199,855 | 46 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.48 | (0.02 | ) | (0.22 | ) | (0.24 | ) | 0.09 | — | 0.03 | 0.12 | — | 9.12 | (2.61 | ) | 0.80 | 0.76 | 0.76 | (0.19 | ) | 202,274 | 470 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.37 | 0.09 | 0.15 | 0.24 | 0.13 | — | — | 0.13 | — | 9.48 | 2.54 | 0.80 | 0.76 | 0.76 | 0.90 | 243,300 | 527 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.94 | (0.04 | )• | (0.89 | ) | (0.93 | ) | — | 0.64 | — | 0.64 | — | 9.37 | (8.62 | ) | 0.79 | 0.79 | 0.79 | (0.40 | ) | 301,374 | 613 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.90 | 0.06 | 0.61 | 0.67 | 0.05 | 0.58 | — | 0.63 | — | 10.94 | 6.26 | 0.78 | 0.78 | 0.78 | 0.50 | 587,903 | 475 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 10.02 | 0.11 | • | 0.32 | 0.43 | — | — | — | — | — | 10.45 | 4.29 | 0.67 | 0.58 | 0.58 | 2.22 | 202,167 | 195 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
02-20-15(5)–12-31-15 | 10.00 | 0.15 | • | (0.13 | ) | 0.02 | — | — | — | — | — | 10.02 | 0.20 | 0.61 | 0.58 | 0.58 | 1.77 | 187,767 | 507 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed by an Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. |
(5) | Commencement of operations. |
• | Calculated using average number of shares outstanding throughout the period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
between the last bid and ask prices from the exchange on which they are principally traded. Investments in open-end registered investment companies that do not trade on an exchange are valued at the end of day NAV per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded.
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
shall be made until the capital loss carryforwards have been fully utilized or expired.
derivatives may not perform as expected resulting in losses for the combined or hedged positions.
collateral pledged to Goldman Sachs Bond by any counterparty as June 30, 2016.
Buy | Sell | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 754,162,600 | $ | 69,525,111 | ||||||
Goldman Sachs Bond | 138,733,856 | 44,892,722 |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 160,304,899 | $ | 188,678,350 | ||||||
Goldman Sachs Bond | 40,206,916 | 10,359,558 |
Swap agreements are privately negotiated in the OTC market and may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange (“centrally cleared swaps”).
deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are assumed by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value. Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements on corporate issues or sovereign issues are disclosed following the Summary Portfolio of Investments and 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. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. For credit default swaps on asset-backed securities or credit indices, the quoted market prices and resulting fair values serve as the indicator of the current status of the payment/performance risk. Wider credit spreads and increasing fair values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make under a credit default swap agreement would be an amount equal to the notional amount of the agreement. Notional amounts of all credit default swap agreements outstanding as of June 30, 2016, for which a Portfolio is seller of protection are disclosed following the Summary Portfolio of Investments for Goldman Sachs Bond. These potential amounts would be partially offset by any recovery values of the respective referenced obligations, upfront payments received upon entering into the agreements, or net amounts received from the settlement of buy protection credit default swap agreements entered into by a Portfolio for the same referenced entity or entities.
an inflation index on that same notional amount. The party paying the floating rate pays the inflation adjusted rate multiplied by the notional amount.
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 66,116,804 | $ | 60,552,526 | ||||||
Goldman Sachs Bond | 22,503,468 | 36,229,366 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 184,883,165 | $ | 213,226,523 | ||||||
Goldman Sachs Bond | 359,798,373 | 357,789,481 |
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) | 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 | 9.92 | % | |||||||
Voya Insurance and Annuity Company | BlackRock Inflation Protected Bond | 33.60 | ||||||||
Voya Retirement Conservative Portfolio | BlackRock Inflation Protected Bond | 15.99 | ||||||||
Voya Retirement Moderate Portfolio | BlackRock Inflation Protected Bond | 18.65 | ||||||||
Voya Solution 2025 Portfolio | Goldman Sachs Bond | 18.81 | ||||||||
Voya Solution Income Portfolio | BlackRock Inflation Protected Bond | 8.45 | ||||||||
Goldman Sachs Bond | 23.48 |
Portfolio | Maximum Operating Expense Limit (as a percentage of net assets) | |||||
---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | Class ADV: 1.23% | |||||
Class I: 0.63% | ||||||
Class S: 0.88% | ||||||
Goldman Sachs Bond | 0.58% |
June 30, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2017 | 2018 | 2019 | Total | |||||||||||||||
Goldman Sachs Bond | $ | — | $ | 15,449 | $ | 115,335 | $ | 130,784 |
AUD Notional | CAD Notional | CHF Notional | EUR Notional | GBP Notional | NZD Notional | USD Notional | Cost | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | — | 46,350,000 | 20,940,000 | 22,480,000 | 11,425,000 | 8,575,000 | 138,720,000 | $ 1,522,756 | |||||||||||||||||||||||||
Options Purchased | 53,860,000 | 15,205,000 | 7,310,000 | 164,650,000 | 94,980,000 | 41,640,000 | 286,925,000 | 4,905,350 | |||||||||||||||||||||||||
Options Terminated in Closing Sell Transactions | (7,650,000 | ) | (15,450,000 | ) | — | — | (38,515,000 | ) | — | (17,350,000 | ) | (999,114) | |||||||||||||||||||||
Options Expired | (30,520,000 | ) | (46,105,000 | ) | (14,620,000 | ) | (141,045,000 | ) | (55,275,000 | ) | (50,215,000 | ) | (344,925,000 | ) | (3,699,995) | ||||||||||||||||||
Balance at 06/30/2016 | 15,690,000 | — | 13,630,000 | 46,085,000 | 12,615,000 | — | 63,370,000 | $ 1,728,997 |
USD Notional | EUR Notional | Cost | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | 71,852,500 | 10,100,000 | $ | 2,127,495 | ||||||||||
Options Purchased | 8,200,000 | — | 1,046,131 | |||||||||||
Options Expired | (66,852,500 | ) | — | (625,353 | ) | |||||||||
Balance at 06/30/2016 | 13,200,000 | 10,100,000 | $ | 2,548,273 |
USD Notional | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | 25,320,000 | $ | 24,236 | |||||||
Balance at 06/30/2016 | 25,320,000 | $ | 24,236 |
Number of Contracts | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | — | $ | — | |||||||
Options Purchased | 5,493 | 2,840,987 | ||||||||
Options Terminated in Closing Sell Transactions | (954 | ) | (835,020 | ) | ||||||
Options Expired | (3,033 | ) | (1,530,671 | ) | ||||||
Balance at 06/30/2016 | 1,506 | $ | 475,296 |
AUD Notional | CAD Notional | CHF Notional | EUR Notional | GBP Notional | NZD Notional | USD Notional | Premiums Received | ||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | — | 46,350,000 | 7,310,000 | 12,010,000 | 3,800,000 | 8,575,000 | 66,040,000 | $ 948,737 | |||||||||||||||||||||||||||
Options Written | 45,470,000 | 30,455,000 | — | 64,445,000 | 38,535,000 | 24,990,000 | 151,815,000 | 3,065,097 | |||||||||||||||||||||||||||
Options Terminated in Closing Sell Transactions | (37,820,000 | ) | (15,450,000 | ) | — | (10,335,000 | ) | (17,555,000 | ) | — | (39,970,000 | ) | (533,312) | ||||||||||||||||||||||
Options Expired | (7,650,000 | ) | (61,355,000 | ) | (7,310,000 | ) | (27,785,000 | ) | (16,150,000 | ) | (33,565,000 | ) | (126,055,000 | ) | (2,399,099) | ||||||||||||||||||||
Balance at 06/30/2016 | — | — | — | 38,335,000 | 8,630,000 | — | 51,830,000 | $ 1,081,423 |
EUR Notional | USD Notional | Premiums Received | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | 10,100,000 | 106,620,000 | $ | 2,393,281 | ||||||||||
Options Written | — | 109,600,000 | 627,202 | |||||||||||
Options Terminated in Closing Purchase Transactions | — | (68,180,000 | ) | (1,670,447 | ) | |||||||||
Options Expired | — | (38,440,000 | ) | (247,275 | ) | |||||||||
Balance at 06/30/2016 | 10,100,000 | 109,600,000 | $ | 1,102,761 |
EUR Notional | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | 3,140,000 | $ | 217,411 | |||||||
Balance at 06/30/2016 | 3,140,000 | $ | 217,411 |
Number of Contracts | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | — | $ | — | |||||||
Options Written | 2,496 | 328,964 | ||||||||
Options Terminated in Closing Purchase Transactions | (347 | ) | (107,979 | ) | ||||||
Options Expired | (920 | ) | (100,064 | ) | ||||||
Balance at 06/30/2016 | 1,229 | $ | 120,921 |
JPY Notional | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2015 | $ | — | ||||||||
Options Purchased | 197,080,000 | 28,141 | ||||||||
Options Terminated in Closing Sell Transactions | (61,660,000 | ) | (10,772 | ) | ||||||
Options Expired | (135,420,000 | ) | (17,369 | ) | ||||||
Balance at 06/30/2016 | — | $ | — |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
BlackRock Inflation Protected Bond | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 90,887 | — | — | (492,239 | ) | (401,352 | ) | 830,967 | — | — | (4,467,248 | ) | (3,636,281 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 362,010 | — | 70,953 | (1,185,810 | ) | (752,847 | ) | 3,305,470 | — | 662,790 | (10,859,486 | ) | (6,891,226 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 4,256,050 | — | — | (4,558,915 | ) | (302,865 | ) | 39,807,337 | — | — | (42,714,996 | ) | (2,907,659 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 5,658,110 | — | 575,124 | (19,604,285 | ) | (13,371,051 | ) | 53,298,007 | — | 5,490,950 | (184,626,794 | ) | (125,837,837 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 1,099,788 | — | — | (2,440,988 | ) | (1,341,200 | ) | 10,373,635 | — | — | (22,805,664 | ) | (12,432,029 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 1,412,122 | — | 301,235 | (5,210,546 | ) | (3,497,189 | ) | 13,267,623 | — | 2,864,688 | (48,970,522 | ) | (32,838,211 | ) | |||||||||||||||||||||||||||||
Goldman Sachs Bond | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 4,619,153 | — | — | (4,011,810 | ) | 607,343 | 47,091,470 | — | — | (40,753,539 | ) | 6,337,931 | |||||||||||||||||||||||||||||||
2/20/2015(1)– 12/31/2015 | 25,889,066 | — | — | (7,151,987 | ) | 18,737,079 | 259,113,887 | — | — | (71,740,373 | ) | 187,373,514 |
(1) | Commencement of operations. |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Citigroup Global Markets Inc. | $ | 866,607 | $ | (866,607 | ) | $ | — | |||||||
JP Morgan Clearing Corp | 48,474 | (48,474 | ) | — | ||||||||||
J.P. Morgan Securities LLC | 292,193 | (292,193 | ) | — | ||||||||||
Total | $ | 1,207,273 | $ | (1,207,273 | ) | $ | — |
(1) | Collateral with a fair value of $1,232,881 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 | Return of Capital | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 6,748,380 | $ | 2,270,048 |
Undistributed Ordinary Income | Unrealized Appreciation/ (Depreciation) | Capital Loss Carryforwards | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Amount | Character | Expiration | |||||||||||||||||||||
BlackRock Inflation Protected Bond | $ | — | $ | (21,121,016 | ) | $ | (14,925,453 | ) | Short-term | None | |||||||||||||
(59,596,106 | ) | Long-term | None | ||||||||||||||||||||
$ | (74,521,559 | ) | |||||||||||||||||||||
Goldman Sachs Bond | 4,527,875 | (3,348,622 | ) | (784,736 | ) | Short-term | None |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
U.S. Treasury Obligations | 54.0 | % | |||||
Corporate Bonds/Notes | 24.3 | % | |||||
U.S. Government Agency Obligations | 13.2 | % | |||||
Foreign Government Bonds | 4.6 | % | |||||
Purchased Options | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 3.3 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | Value | | Percentage of Net Assets | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 24.3% | |||||||||||||||||||
Communications: 1.7% | |||||||||||||||||||
2,500,000 | Cisco Systems, Inc., 1.400%, 02/28/18 | $ | 2,523,255 | 0.4 | |||||||||||||||
2,530,000 | Comcast Corp., 5.700%, 05/15/18 | 2,749,328 | 0.5 | ||||||||||||||||
4,485,000 | # | NBCUniversal Enterprise, Inc., 1.662%, 04/15/18 | 4,535,165 | 0.8 | |||||||||||||||
9,807,748 | 1.7 | ||||||||||||||||||
Consumer, Cyclical: 2.0% | |||||||||||||||||||
4,350,000 | # | American Honda Finance Corp., 1.600%, 02/16/18 | 4,392,752 | 0.8 | |||||||||||||||
1,850,000 | # | BMW US Capital LLC, 1.500%, 04/11/19 | 1,859,947 | 0.3 | |||||||||||||||
290,000 | Lowe’s Cos, Inc., 1.150%, 04/15/19 | 290,563 | 0.0 | ||||||||||||||||
960,000 | # | Nissan Motor Acceptance Corp., 2.000%, 03/08/19 | 972,011 | 0.2 | |||||||||||||||
885,000 | PACCAR Financial Corp., 1.300%, 05/10/19 | 888,902 | 0.2 | ||||||||||||||||
2,900,000 | Toyota Motor Credit Corp., 1.550%, 07/13/18 | 2,928,748 | 0.5 | ||||||||||||||||
11,332,923 | 2.0 | ||||||||||||||||||
Consumer, Non-cyclical: 7.8% | |||||||||||||||||||
6,320,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 6,431,188 | 1.1 | ||||||||||||||||
2,000,000 | # | BAT International Finance PLC, 1.850%, 06/15/18 | 2,022,438 | 0.4 | |||||||||||||||
2,900,000 | Coca-Cola Co, 1.650%, 11/01/18 | 2,944,654 | 0.5 | ||||||||||||||||
5,700,000 | Gilead Sciences, Inc., 1.850%, 09/04/18 | 5,802,919 | 1.0 | ||||||||||||||||
1,595,000 | Kimberly-Clark Corp., 1.400%, 02/15/19 | 1,615,957 | 0.3 | ||||||||||||||||
4,835,000 | Medtronic, Inc., 1.375%, 04/01/18 | 4,866,848 | 0.8 | ||||||||||||||||
2,900,000 | Merck & Co., Inc., 1.100%, 01/31/18 | 2,916,684 | 0.5 | ||||||||||||||||
4,250,000 | Pfizer, Inc., 1.500%, 06/15/18 | 4,293,652 | 0.8 | ||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
4,300,000 | Philip Morris International, Inc., 1.250%, 11/09/17 | $ | 4,316,525 | 0.8 | |||||||||||||||
3,690,000 | Philip Morris International, Inc., 1.375%, 02/25/19 | 3,720,132 | 0.6 | ||||||||||||||||
2,900,000 | Procter & Gamble Co, 1.600%, 11/15/18 | 2,962,767 | 0.5 | ||||||||||||||||
2,825,000 | Sanofi, 1.250%, 04/10/18 | 2,844,134 | 0.5 | ||||||||||||||||
44,737,898 | 7.8 | ||||||||||||||||||
Energy: 0.5% | |||||||||||||||||||
2,880,000 | # | Schlumberger Holdings Corp., 1.900%, 12/21/17 | 2,899,290 | 0.5 | |||||||||||||||
Financial: 9.0% | |||||||||||||||||||
5,700,000 | # | AIG Global Funding, 1.650%, 12/15/17 | 5,726,169 | 1.0 | |||||||||||||||
4,250,000 | Bank of America NA, 2.050%, 12/07/18 | 4,312,407 | 0.8 | ||||||||||||||||
5,800,000 | Bank of New York Mellon Corp., 1.350%, 03/06/18 | 5,835,438 | 1.0 | ||||||||||||||||
2,500,000 | Berkshire Hathaway Finance Corp., 1.300%, 05/15/18 | 2,516,420 | 0.4 | ||||||||||||||||
5,700,000 | Branch Banking & Trust Co., 2.300%, 10/15/18 | 5,844,472 | 1.0 | ||||||||||||||||
2,900,000 | HSBC USA, Inc., 1.625%, 01/16/18 | 2,895,485 | 0.5 | ||||||||||||||||
5,700,000 | JPMorgan Chase & Co., 2.350%, 01/28/19 | 5,842,716 | 1.0 | ||||||||||||||||
5,700,000 | # | Metropolitan Life Global Funding I, 1.500%, 01/10/18 | 5,734,143 | 1.0 | |||||||||||||||
630,000 | # | Principal Life Global Funding II, 1.500%, 04/18/19 | 632,708 | 0.1 | |||||||||||||||
2,500,000 | Toronto-Dominion Bank, 1.950%, 01/22/19 | 2,538,800 | 0.4 | ||||||||||||||||
5,700,000 | US Bancorp, 1.950%, 11/15/18 | 5,814,120 | 1.0 | ||||||||||||||||
2,765,000 | Visa, Inc., 1.200%, 12/14/17 | 2,782,765 | 0.5 | ||||||||||||||||
1,700,000 | Wells Fargo & Co., 2.150%, 01/15/19 | 1,736,198 | 0.3 | ||||||||||||||||
52,211,841 | 9.0 | ||||||||||||||||||
Industrial: 0.8% | |||||||||||||||||||
1,435,000 | Caterpillar Financial Services Corp., 1.350%, 05/18/19 | 1,442,253 | 0.3 | ||||||||||||||||
1,300,000 | General Electric Co., 1.625%, 04/02/18 | 1,318,789 | 0.2 | ||||||||||||||||
1,935,000 | # | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | 1,950,416 | 0.3 | |||||||||||||||
4,711,458 | 0.8 | ||||||||||||||||||
Technology: 1.3% | |||||||||||||||||||
5,050,000 | Apple, Inc., 1.700%, 02/22/19 | 5,142,253 | 0.9 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||||||
Technology: (continued) | |||||||||||||||||||||||
2,500,000 | Oracle Corp., 1.200%, 10/15/17 | $ | 2,509,360 | 0.4 | |||||||||||||||||||
7,651,613 | 1.3 | ||||||||||||||||||||||
Utilities: 1.2% | |||||||||||||||||||||||
3,700,000 | Duke Energy Carolinas LLC, 7.000%, 11/15/18 | 4,199,289 | 0.7 | ||||||||||||||||||||
2,600,000 | Virginia Electric & Power Co., 5.950%, 09/15/17 | 2,753,637 | 0.5 | ||||||||||||||||||||
6,952,926 | 1.2 | ||||||||||||||||||||||
Total Corporate Bonds/Notes | |||||||||||||||||||||||
(Cost $139,059,389) | 140,305,697 | 24.3 | |||||||||||||||||||||
U.S. TREASURY OBLIGATIONS: 54.0% | |||||||||||||||||||||||
Treasury Inflation Indexed Protected Securities: 54.0% | |||||||||||||||||||||||
9,562,504 | 0.125%, due 07/15/24 | 9,671,640 | 1.7 | ||||||||||||||||||||
12,481,377 | 0.375%, due 07/15/23 | 12,923,267 | 2.2 | ||||||||||||||||||||
8,434,655 | 0.375%, due 07/15/25 | 8,694,012 | 1.5 | ||||||||||||||||||||
20,954,458 | 0.625%, due 01/15/24 | 21,964,945 | 3.8 | ||||||||||||||||||||
15,414,238 | 0.625%, due 01/15/26 | 16,247,269 | 2.8 | ||||||||||||||||||||
20,636,864 | 0.750%, due 02/15/42 | 20,740,316 | 3.6 | ||||||||||||||||||||
4,313,132 | 0.750%, due 02/15/45 | 4,344,946 | 0.8 | ||||||||||||||||||||
3,882,604 | 1.000%, due 02/15/46 | 4,200,061 | 0.7 | ||||||||||||||||||||
2,545,993 | 1.375%, due 02/15/44 | 2,950,717 | 0.5 | ||||||||||||||||||||
25,552,898 | S | 1.750%, due 01/15/28 | 29,918,355 | 5.2 | |||||||||||||||||||
18,323,296 | 2.000%, due 01/15/26 | 21,584,989 | 3.7 | ||||||||||||||||||||
11,342,347 | 2.125%, due 02/15/40 | 14,865,790 | 2.6 | ||||||||||||||||||||
20,934,214 | 2.125%, due 02/15/41 | 27,679,637 | 4.8 | ||||||||||||||||||||
14,351,454 | 2.375%, due 01/15/25 | 17,156,345 | 3.0 | ||||||||||||||||||||
18,451,359 | 2.375%, due 01/15/27 | 22,678,843 | 3.9 | ||||||||||||||||||||
7,366,184 | 2.500%, due 01/15/29 | 9,348,483 | 1.6 | ||||||||||||||||||||
3,646,205 | 3.375%, due 04/15/32 | 5,348,669 | 0.9 | ||||||||||||||||||||
18,942,308 | 3.625%, due 04/15/28 | 26,249,891 | 4.5 | ||||||||||||||||||||
22,221,353 | 3.875%, due 04/15/29 | 32,057,057 | 5.6 | ||||||||||||||||||||
3,534,472 | 0.250%–0.625%, due 01/15/25–02/15/43 | 3,491,857 | 0.6 | ||||||||||||||||||||
Total U.S. Treasury Obligations | |||||||||||||||||||||||
(Cost $304,344,060) | 312,117,089 | 54.0 | |||||||||||||||||||||
FOREIGN GOVERNMENT BONDS: 4.6% | |||||||||||||||||||||||
EUR 6,916,167 | Deutsche Bundesrepublik Inflation Linked Bond, 0.100%, 04/15/23 | 8,271,877 | 1.4 | ||||||||||||||||||||
EUR 605,900 | Hellenic Republic Government Bond, 25.050%, 10/15/42 | 1,950 | 0.0 | ||||||||||||||||||||
EUR 3,519,183 | Italy Buoni Poliennali Del Tesoro, 2.600%, 09/15/23 | 4,573,962 | 0.8 | ||||||||||||||||||||
EUR 879,317 | # | Italy Buoni Poliennali Del Tesoro, 1.250%, 09/15/32 | 1,029,119 | 0.2 | |||||||||||||||||||
EUR 2,766,351 | # | Italy Buoni Poliennali Del Tesoro, 2.350%, 09/15/24 | 3,530,789 | 0.6 | |||||||||||||||||||
EUR 992,836 | Italy Buoni Poliennali Del Tesoro, 2.100%–2.550%, 09/15/16–09/15/41 | 1,418,005 | 0.2 | ||||||||||||||||||||
NZD 1,236,000 | New Zealand Government Bond, 2.500%, 09/20/35 | 998,655 | 0.2 | ||||||||||||||||||||
FOREIGN GOVERNMENT BOND: (continued) | |||||||||||||||||||||||
NZD 7,848,000 | New Zealand Government Bond, 3.000%, 09/20/30 | $ | 6,717,421 | 1.2 | |||||||||||||||||||
Total Foreign Government Bonds | |||||||||||||||||||||||
(Cost $26,580,122) | 26,541,778 | 4.6 | |||||||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 13.2% | |||||||||||||||||||||||
Federal Home Loan Bank: 1.3% | |||||||||||||||||||||||
6,955,000 | 2.875%, due 09/13/24 | 7,552,852 | 1.3 | ||||||||||||||||||||
Federal Home Loan Mortgage Corporation: 4.1%## | |||||||||||||||||||||||
8,270,000 | 1.250%, due 10/02/19 | 8,370,514 | 1.4 | ||||||||||||||||||||
1,515,000 | 1.375%, due 05/01/20 | 1,538,772 | 0.3 | ||||||||||||||||||||
12,960,000 | 2.375%, due 01/13/22 | 13,739,038 | 2.4 | ||||||||||||||||||||
23,648,324 | 4.1 | ||||||||||||||||||||||
Federal National Mortgage Association: 5.9%## | |||||||||||||||||||||||
22,885,000 | 1.750%, due 09/12/19 | 23,529,670 | 4.1 | ||||||||||||||||||||
10,140,000 | 1.875%, due 12/28/20 | 10,491,422 | 1.8 | ||||||||||||||||||||
34,021,092 | 5.9 | ||||||||||||||||||||||
Other U.S. Agency Obligations: 1.9% | |||||||||||||||||||||||
11,230,000 | 1.300%, due 12/14/18 | 11,372,149 | 1.9 | ||||||||||||||||||||
Total U.S. Government Agency Obligations | |||||||||||||||||||||||
(Cost $74,443,370) | 76,594,417 | 13.2 |
# of Contracts | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS: 0.6% | |||||||||||||||||||
Exchange-Traded Options: 0.1% | |||||||||||||||||||
614 | @ | 90-Day Eurodollar, Strike @ 98.250, Exp. 09/16/16 | 3,837 | 0.0 | |||||||||||||||
614 | @ | 90-Day Eurodollar, Strike @ 98.750, Exp. 09/16/16 | 11,513 | 0.0 | |||||||||||||||
278 | @ | U.S. Treasury 10-Year Note, Strike @ 133.500, Exp. 08/26/16 | 238,908 | 0.1 | |||||||||||||||
254,258 | 0.1 | ||||||||||||||||||
Options on Currencies: 0.2% | |||||||||||||||||||
7,845,000 | @ | Call AUD vs. Put USD, Strike @ 0.748, Exp. 07/20/16 Counterparty: JPMorgan Chase & Co. | 55,782 | 0.0 | |||||||||||||||
5,150,000 | @ | Call EUR vs. Put USD, Strike @ 1.138, Exp. 07/29/16 Counterparty: Deutsche Bank AG | 14,976 | 0.0 | |||||||||||||||
3,985,000 | @ | Call GBP vs. Put JPY, Strike @ 166.000, Exp. 07/14/16 Counterparty: Barclays Bank PLC | 2 | 0.0 | |||||||||||||||
11,515,000 | @ | Call USD vs. Put CAD, Strike @ 1.420, Exp. 11/03/16 Counterparty: Barclays Bank PLC | 32,380 | 0.0 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
# of Contracts | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS: (continued) | |||||||||||||||||||
Options on Currencies (continued) | |||||||||||||||||||
11,515,000 | @ | Call USD vs. Put CAD, Strike @ 1.315, Exp. 11/03/16 Counterparty: Barclays Bank PLC | $ | 177,635 | 0.1 | ||||||||||||||
11,540,000 | @ | Call USD vs. Put JPY, Strike @ 110.000, Exp. 08/05/16 Counterparty: HSBC Bank PLC | 15,458 | 0.0 | |||||||||||||||
11,515,000 | @ | Call USD vs. Put MXN, Strike @ 18.290, Exp. 11/03/16 Counterparty: Barclays Bank PLC | 442,735 | 0.1 | |||||||||||||||
11,515,000 | @ | Call USD vs. Put MXN, Strike @ 19.870, Exp. 11/03/16 Counterparty: Barclays Bank PLC | 141,564 | 0.0 | |||||||||||||||
7,845,000 | @ | Put AUD vs. Call USD, Strike @ 0.703, Exp. 07/20/16 Counterparty: JPMorgan Chase & Co. | 3,653 | 0.0 | |||||||||||||||
13,630,000 | @ | Put CHF vs. Call NOK, Strike @ 7.720, Exp. 08/02/16 Counterparty: Deutsche Bank AG | 397 | 0.0 | |||||||||||||||
5,170,000 | @ | Put EUR vs. Call JPY, Strike @ 113.000, Exp. 09/22/16 Counterparty: Deutsche Bank AG | 112,690 | 0.0 | |||||||||||||||
10,140,000 | @ | Put EUR vs. Call USD, Strike @ 1.088, Exp. 11/03/16 Counterparty: BNP Paribas Bank | 152,555 | 0.0 | |||||||||||||||
10,335,000 | @ | Put EUR vs. Call USD, Strike @ 1.105, Exp. 07/08/16 Counterparty: BNP Paribas Bank | 40,869 | 0.0 | |||||||||||||||
5,150,000 | @ | Put EUR vs. Call USD, Strike @ 1.093, Exp. 07/29/16 Counterparty: Deutsche Bank AG | 29,131 | 0.0 | |||||||||||||||
10,140,000 | @ | Put EUR vs. Call USD, Strike @ 1.020, Exp. 11/03/16 Counterparty: BNP Paribas Bank | 41,739 | 0.0 | |||||||||||||||
4,315,000 | @ | Put GBP vs. Call USD, Strike @ 1.310, Exp. 08/29/16 Counterparty: Deutsche Bank AG | 89,752 | 0.0 | |||||||||||||||
4,315,000 | @ | Put GBP vs. Call USD, Strike @ 1.198, Exp. 08/29/16 Counterparty: Deutsche Bank AG | 11,549 | 0.0 | |||||||||||||||
5,770,000 | @ | Put USD vs. Call JPY, Strike @ 97.000, Exp. 08/05/16 Counterparty: HSBC Bank PLC | 16,527 | 0.0 | |||||||||||||||
1,379,394 | 0.2 | ||||||||||||||||||
PURCHASED OPTIONS: (continued) | |||||||||||||||||||
Options on Inflation Rate Caps: 0.0% | |||||||||||||||||||
7,240,000 | @ | Inflation Rate Cap on US CPI Urban Consumers NSA (CPURNSA), Portfolio receives maximum of CPURNSA minus 2.000% or $0, Exp. 11/10/16 Counterparty: Deutsche Bank AG | $ | 221 | 0.0 | ||||||||||||||
18,080,000 | @ | Inflation Rate Cap on US CPI Urban Consumers NSA (CPURNSA), Portfolio receives maximum of CPURNSA minus 2.000% or $0, Exp. 11/06/16 Counterparty: Deutsche Bank AG | 339 | 0.0 | |||||||||||||||
560 | 0.0 | ||||||||||||||||||
OTC Interest Rate Swaptions: 0.3% | |||||||||||||||||||
4,100,000 | @ | Receive a fixed rate equal to 2.680% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 01/12/21 Counterparty: Deutsche Bank AG | 869,162 | 0.1 | |||||||||||||||
4,100,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.680%, Exp. 01/12/21 Counterparty: Deutsche Bank AG | 308,914 | 0.1 | |||||||||||||||
5,000,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 4.000%, Exp. 11/21/17 Counterparty: Barclays Bank PLC | 8,902 | 0.0 | |||||||||||||||
10,100,000 | @ | Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 2.500%, Exp. 06/08/22 Counterparty: Deutsche Bank AG | 467,798 | 0.1 | |||||||||||||||
1,654,776 | 0.3 | ||||||||||||||||||
Total Purchased Options | |||||||||||||||||||
(Cost $4,776,802) | 3,288,988 | 0.6 | |||||||||||||||||
Total Long-Term Investments | |||||||||||||||||||
(Cost $549,203,743) | 558,847,969 | 96.7 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 3.3% | |||||||||||||||||||
Mutual Funds: 3.3% | |||||||||||||||||||
19,299,817 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | ||||||||||||||||||
(Cost $19,299,817) | $ | 19,299,817 | 3.3 | ||||||||||||||||
Total Short-Term Investments | |||||||||||||||||||
(Cost $19,299,817) | 19,299,817 | 3.3 | |||||||||||||||||
Total Investments in Securities (Cost $568,503,560) | $ | 578,147,786 | 100.0 | ||||||||||||||||
Assets in Excess of Other Liabilities | 94,909 | 0.0 | |||||||||||||||||
Net Assets | $ | 578,242,695 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
@ | 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 |
NZD | New Zealand Dollar |
Cost for federal income tax purposes is $570,103,502. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 13,064,369 | ||||
Gross Unrealized Depreciation | (5,020,085 | ) | ||||
Net Unrealized Appreciation | $ | 8,044,284 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Purchased Options | $ | 254,258 | $ | 3,034,730 | $ | — | $ | 3,288,988 | ||||||||||
Corporate Bonds/Notes | — | 140,305,697 | — | 140,305,697 | ||||||||||||||
U.S. Treasury Obligations | — | 312,117,089 | — | 312,117,089 | ||||||||||||||
Foreign Government Bonds | — | 26,541,778 | — | 26,541,778 | ||||||||||||||
Short-Term Investments | 19,299,817 | — | — | 19,299,817 | ||||||||||||||
U.S. Government Agency Obligations | — | 76,594,417 | — | 76,594,417 | ||||||||||||||
Total Investments, at fair value | $ | 19,554,075 | $ | 558,593,711 | $ | — | $ | 578,147,786 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 2,080,046 | — | 2,080,046 | ||||||||||||||
Futures | 1,621,047 | — | — | 1,621,047 | ||||||||||||||
OTC Swaps | — | 664,216 | — | 664,216 | ||||||||||||||
Total Assets | $ | 21,175,122 | $ | 561,337,973 | $ | — | $ | 582,513,095 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (894,678 | ) | $ | — | $ | (894,678 | ) | ||||||||
Forward Foreign Currency Contracts | — | (2,288,012 | ) | — | (2,288,012 | ) | ||||||||||||
Futures | (1,497,732 | ) | — | — | (1,497,732 | ) | ||||||||||||
OTC Swaps | — | (1,066,527 | ) | — | (1,066,527 | ) | ||||||||||||
Written Options | (7,681 | ) | (1,487,526 | ) | — | (1,495,207 | ) | |||||||||||
Total Liabilities | $ | (1,505,413 | ) | $ | (5,736,743 | ) | $ | — | $ | (7,242,156 | ) |
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) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bank of America | Australian Dollar | 1,122,389 | Buy | 07/15/16 | $ | 630,000 | $ | 627,956 | $ | (2,044 | ) | |||||||||||||||||||
Bank of America | British Pound | 870,000 | Buy | 07/15/16 | 1,192,161 | 1,158,306 | (33,855 | ) | ||||||||||||||||||||||
Bank of America | British Pound | 485,000 | Buy | 07/15/16 | 706,427 | 645,723 | (60,704 | ) | ||||||||||||||||||||||
Bank of America | British Pound | 485,000 | Buy | 07/15/16 | 659,139 | 645,722 | (13,417 | ) | ||||||||||||||||||||||
Bank of America | British Pound | 242,500 | Buy | 07/19/16 | 32,999,400 | 33,002,562 | 3,162 | |||||||||||||||||||||||
Bank of America | British Pound | 485,000 | Buy | 07/19/16 | 73,986,750 | 73,915,683 | (71,067 | ) | ||||||||||||||||||||||
Bank of America | British Pound | 242,500 | Buy | 07/19/16 | 33,132,775 | 33,134,645 | 1,870 | |||||||||||||||||||||||
Bank of America | British Pound | 970,000 | Buy | 07/19/16 | 150,023,207 | 149,861,216 | (161,991 | ) | ||||||||||||||||||||||
Bank of America | Japanese Yen | 75,761,333 | Buy | 07/15/16 | 714,587 | 733,913 | 19,326 | |||||||||||||||||||||||
Bank of America | British Pound | 995,000 | Buy | 07/19/16 | 156,508,027 | 156,316,494 | (191,533 | ) | ||||||||||||||||||||||
Barclays Bank PLC | British Pound | 590,450 | Buy | 07/15/16 | 770,141 | 701,235 | (68,906 | ) | ||||||||||||||||||||||
Barclays Bank PLC | British Pound | 507,831 | Buy | 07/15/16 | 719,111 | 676,119 | (42,992 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Japanese Yen | 155,008,572 | Buy | 07/19/16 | 995,000 | 1,172,006 | 177,006 | |||||||||||||||||||||||
BNP Paribas Bank | Japanese Yen | 76,171,287 | Buy | 07/19/16 | 485,000 | 577,231 | 92,231 | |||||||||||||||||||||||
Citigroup, Inc. | British Pound | 630,000 | Buy | 07/15/16 | 847,539 | 838,773 | (8,766 | ) | ||||||||||||||||||||||
Citigroup, Inc. | British Pound | 1,685,000 | Buy | 07/19/16 | 231,685,983 | 231,684,786 | (1,197 | ) | ||||||||||||||||||||||
Citigroup, Inc. | Japanese Yen | 62,486,867 | Buy | 07/19/16 | 395,000 | 474,480 | 79,480 | |||||||||||||||||||||||
Citigroup, Inc. | Norwegian Krone | 5,976,507 | Buy | 07/01/16 | 996,507 | 967,456 | (29,051 | ) | ||||||||||||||||||||||
Citigroup, Inc. | British Pound | 495,000 | Buy | 07/19/16 | 78,689,565 | 78,586,250 | (103,315 | ) | ||||||||||||||||||||||
Citigroup, Inc. | Australian Dollar | 1,110,000 | Buy | 07/01/16 | 6,849,836 | 6,859,174 | 9,338 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 1,300,000 | Buy | 07/15/16 | 1,743,365 | 1,730,803 | (12,562 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 630,000 | Buy | 07/15/16 | 86,729,580 | 86,728,190 | (1,390 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 1,310,000 | Buy | 07/15/16 | 1,744,370 | 1,744,117 | (253 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 630,000 | Buy | 07/15/16 | 1,134,416 | 1,127,494 | (6,922 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Japanese Yen | 85,085,784 | Buy | 07/15/16 | 630,000 | 615,467 | (14,533 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 970,000 | Buy | 07/15/16 | 1,433,462 | 1,291,445 | (142,017 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 1,400,000 | Buy | 07/15/16 | 2,052,369 | 1,863,941 | (188,428 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Japanese Yen | 72,056,454 | Buy | 07/19/16 | 485,000 | 537,365 | 52,365 | |||||||||||||||||||||||
Deutsche Bank AG | New Zealand Dollar | 2,065,000 | Buy | 07/15/16 | 1,457,539 | 1,473,547 | 16,008 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 609,105 | Buy | 07/15/16 | 769,859 | 726,103 | (43,756 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 765,000 | Buy | 07/15/16 | 607,514 | 647,993 | 40,479 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 608,772 | Buy | 07/15/16 | 765,000 | 726,196 | (38,804 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Swiss Franc | 1,394,088 | Buy | 07/15/16 | 1,450,000 | 1,428,674 | (21,326 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 1,255,000 | Buy | 08/02/16 | 1,397,869 | 1,394,268 | (3,601 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Japanese Yen | 95,164,539 | Buy | 07/19/16 | 590,000 | 726,445 | 136,445 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 1,265,000 | Buy | 08/02/16 | 1,444,024 | 1,405,378 | (38,646 | ) | ||||||||||||||||||||||
Goldman Sachs & Co. | British Pound | 495,000 | Buy | 07/19/16 | 79,216,379 | 79,107,960 | (108,419 | ) | ||||||||||||||||||||||
HSBC Bank PLC | Japanese Yen | 149,373,720 | Buy | 07/15/16 | 1,080,000 | 1,089,111 | 9,111 | |||||||||||||||||||||||
HSBC Bank PLC | British Pound | 630,000 | Buy | 07/15/16 | 86,780,610 | 86,778,725 | (1,885 | ) | ||||||||||||||||||||||
HSBC Bank PLC | British Pound | 485,081 | Buy | 07/15/16 | 666,459 | 645,831 | (20,628 | ) | ||||||||||||||||||||||
HSBC Bank PLC | British Pound | 385,000 | Buy | 07/19/16 | 53,831,196 | 53,822,261 | (8,935 | ) | ||||||||||||||||||||||
HSBC Bank PLC | EU Euro | 1,545,000 | Buy | 07/15/16 | 1,228,624 | 1,308,133 | 79,509 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC Bank PLC | Swedish Krona | 12,570,109 | Buy | 07/15/16 | $ | 1,465,000 | $ | 1,450,084 | $ | (14,916 | ) | |||||||||||||||||||
HSBC Bank PLC | Japanese Yen | 90,615,520 | Buy | 07/19/16 | 605,000 | 677,400 | 72,400 | |||||||||||||||||||||||
HSBC Bank PLC | Norwegian Krone | 6,989,207 | Buy | 07/01/16 | 1,140,000 | 1,124,942 | (15,058 | ) | ||||||||||||||||||||||
HSBC Bank PLC | Japanese Yen | 88,726,326 | Buy | 09/26/16 | 780,000 | 773,439 | (6,561 | ) | ||||||||||||||||||||||
Morgan Stanley | EU Euro | 100,000 | Buy | 07/06/16 | 113,195 | 110,984 | (2,211 | ) | ||||||||||||||||||||||
Morgan Stanley | Japanese Yen | 149,148,108 | Buy | 07/15/16 | 1,080,000 | 1,086,925 | 6,925 | |||||||||||||||||||||||
Morgan Stanley | Australian Dollar | 1,868,987 | Buy | 07/15/16 | 1,020,000 | 1,055,296 | 35,296 | |||||||||||||||||||||||
Morgan Stanley | British Pound | 484,919 | Buy | 07/15/16 | 675,898 | 645,615 | (30,283 | ) | ||||||||||||||||||||||
Morgan Stanley | British Pound | 575,000 | Buy | 07/15/16 | 787,444 | 765,547 | (21,897 | ) | ||||||||||||||||||||||
Morgan Stanley | British Pound | 240,000 | Buy | 07/15/16 | 438,238 | 431,069 | (7,169 | ) | ||||||||||||||||||||||
Morgan Stanley | Japanese Yen | 114,410,150 | Buy | 07/19/16 | 840,000 | 830,045 | (9,955 | ) | ||||||||||||||||||||||
Morgan Stanley | Australian Dollar | 1,955,000 | Buy | 07/22/16 | 1,446,367 | 1,457,044 | 10,677 | |||||||||||||||||||||||
Morgan Stanley | Australian Dollar | 1,915,000 | Buy | 07/22/16 | 1,405,537 | 1,427,232 | 21,695 | |||||||||||||||||||||||
Morgan Stanley | British Pound | 385,000 | Buy | 07/19/16 | 53,712,239 | 53,704,456 | (7,783 | ) | ||||||||||||||||||||||
Morgan Stanley | Japanese Yen | 67,701,305 | Buy | 07/19/16 | 485,000 | 495,171 | 10,171 | |||||||||||||||||||||||
Morgan Stanley | British Pound | 55,900 | Buy | 07/06/16 | 81,000 | 74,419 | (6,581 | ) | ||||||||||||||||||||||
Morgan Stanley | British Pound | 507,169 | Buy | 07/15/16 | 722,541 | 675,238 | (47,303 | ) | ||||||||||||||||||||||
Morgan Stanley | British Pound | 605,000 | Buy | 07/15/16 | 857,954 | 805,489 | (52,465 | ) | ||||||||||||||||||||||
Morgan Stanley | EU Euro | 3,691,000 | Buy | 07/06/16 | 4,119,865 | 4,096,415 | (23,450 | ) | ||||||||||||||||||||||
Morgan Stanley | Australian Dollar | 1,595,000 | Buy | 07/22/16 | 1,152,364 | 1,188,740 | 36,376 | |||||||||||||||||||||||
Morgan Stanley | Australian Dollar | 1,110,000 | Buy | 07/01/16 | 6,845,539 | 6,855,390 | 9,851 | |||||||||||||||||||||||
Morgan Stanley | EU Euro | 780,000 | Buy | 09/26/16 | 88,836,820 | 88,842,307 | 5,487 | |||||||||||||||||||||||
Standard Chartered PLC | British Pound | 1,080,000 | Buy | 07/15/16 | 149,026,953 | 149,021,201 | (5,752 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Japanese Yen | 84,461,227 | Buy | 07/15/16 | 630,000 | 609,416 | (20,584 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Japanese Yen | 69,273,423 | Buy | 07/19/16 | 485,000 | 510,402 | 25,402 | |||||||||||||||||||||||
Standard Chartered PLC | Japanese Yen | 158,474,259 | Buy | 07/19/16 | 990,000 | 1,207,240 | 217,240 | |||||||||||||||||||||||
State Street Bank | New Zealand Dollar | 60,000 | Buy | 07/06/16 | 43,323 | 42,835 | (488 | ) | ||||||||||||||||||||||
UBS AG | Norwegian Krone | 1,522,476 | Buy | 07/01/16 | 253,493 | 246,362 | (7,131 | ) | ||||||||||||||||||||||
$ | (552,680 | ) | ||||||||||||||||||||||||||||
Bank of America | British Pound | 315,114 | Sell | 07/15/16 | $ | 416,400 | $ | 419,538 | $ | (3,138 | ) | |||||||||||||||||||
Bank of America | British Pound | 314,886 | Sell | 07/15/16 | 417,051 | 419,236 | (2,185 | ) | ||||||||||||||||||||||
Bank of America | Australian Dollar | 1,945,000 | Sell | 07/22/16 | 1,445,952 | 1,449,591 | (3,639 | ) | ||||||||||||||||||||||
Bank of America | Australian Dollar | 1,945,000 | Sell | 07/22/16 | 1,445,555 | 1,449,591 | (4,036 | ) | ||||||||||||||||||||||
Bank of America | Australian Dollar | 1,915,000 | Sell | 07/22/16 | 1,415,692 | 1,427,232 | (11,540 | ) | ||||||||||||||||||||||
Bank of America | Japanese Yen | 16,094,000 | Sell | 08/03/16 | 156,776 | 155,998 | 778 | |||||||||||||||||||||||
Bank of America | Japanese Yen | 19,731,000 | Sell | 07/06/16 | 177,642 | 191,083 | (13,441 | ) | ||||||||||||||||||||||
Barclays Bank PLC | British Pound | 507,351 | Sell | 07/15/16 | 725,057 | 675,480 | 49,577 | |||||||||||||||||||||||
Barclays Bank PLC | EU Euro | 20,976,000 | Sell | 07/06/16 | 23,423,270 | 23,279,974 | 143,296 | |||||||||||||||||||||||
BNP Paribas Bank | British Pound | 970,000 | Sell | 07/15/16 | 1,364,244 | 1,291,445 | 72,799 | |||||||||||||||||||||||
BNP Paribas Bank | Swedish Krona | 11,945,804 | Sell | 07/15/16 | 1,440,000 | 1,412,605 | 27,395 | |||||||||||||||||||||||
Citigroup, Inc. | EU Euro | 20,000 | Sell | 07/06/16 | 22,375 | 22,196 | 179 | |||||||||||||||||||||||
Citigroup, Inc. | EU Euro | 50,000 | Sell | 08/03/16 | 55,514 | 55,551 | (37 | ) | ||||||||||||||||||||||
Citigroup, Inc. | EU Euro | 80,000 | Sell | 07/06/16 | 90,896 | 88,787 | 2,109 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 630,000 | Sell | 07/15/16 | 834,763 | 838,774 | (4,011 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 630,000 | Sell | 07/15/16 | 845,762 | 838,773 | 6,989 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 485,000 | Sell | 07/15/16 | 663,003 | 645,722 | 17,281 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 485,000 | Sell | 07/15/16 | 693,990 | 645,722 | 48,268 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 580,000 | Sell | 07/15/16 | 784,082 | 772,205 | 11,877 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 700,000 | Sell | 07/15/16 | 1,030,876 | 931,971 | 98,905 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 700,000 | Sell | 07/15/16 | 1,030,365 | 931,971 | 98,394 | |||||||||||||||||||||||
Deutsche Bank AG | New Zealand Dollar | 1,020,000 | Sell | 07/15/16 | 719,426 | 727,853 | (8,427 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Australian Dollar | 1,940,000 | Sell | 07/22/16 | 1,434,164 | 1,445,864 | (11,700 | ) | ||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 1,270,000 | Sell | 08/02/16 | 1,443,552 | 1,410,933 | 32,619 | |||||||||||||||||||||||
Goldman Sachs & Co. | British Pound | 485,000 | Sell | 07/15/16 | 722,817 | 645,723 | 77,094 | |||||||||||||||||||||||
Goldman Sachs & Co. | British Pound | 507,649 | Sell | 07/15/16 | 722,121 | 675,878 | 46,243 | |||||||||||||||||||||||
Goldman Sachs & Co. | EU Euro | 1,265,000 | Sell | 08/02/16 | 1,433,816 | 1,405,378 | 28,438 | |||||||||||||||||||||||
HSBC Bank PLC | British Pound | 485,081 | Sell | 07/15/16 | 670,856 | 645,830 | 25,026 | |||||||||||||||||||||||
HSBC Bank PLC | New Zealand Dollar | 2,035,000 | Sell | 07/15/16 | 1,421,498 | 1,452,139 | (30,641 | ) | ||||||||||||||||||||||
Morgan Stanley | EU Euro | 50,000 | Sell | 07/06/16 | 56,964 | 55,492 | 1,472 | |||||||||||||||||||||||
Morgan Stanley | Japanese Yen | 73,170,570 | Sell | 07/15/16 | 714,587 | 708,816 | 5,771 | |||||||||||||||||||||||
Morgan Stanley | EU Euro | 25,000 | Sell | 07/06/16 | 27,913 | 27,746 | 167 | |||||||||||||||||||||||
Morgan Stanley | EU Euro | 17,344,000 | Sell | 08/03/16 | 19,270,918 | 19,269,398 | 1,520 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Morgan Stanley | EU Euro | 34,000 | Sell | 07/06/16 | $ | 38,089 | $ | 37,734 | $ | 355 | ||||||||||||||||||||
Morgan Stanley | Japanese Yen | 19,731,000 | Sell | 07/06/16 | 177,722 | 191,084 | (13,362 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | British Pound | 495,303 | Sell | 07/15/16 | 713,294 | 659,440 | 53,854 | |||||||||||||||||||||||
The Royal Bank of Scotland Group PLC | British Pound | 494,697 | Sell | 07/15/16 | 714,680 | 658,633 | 56,047 | |||||||||||||||||||||||
Standard Chartered PLC | British Pound | 655,284 | Sell | 07/15/16 | 877,462 | 872,437 | 5,025 | |||||||||||||||||||||||
Standard Chartered PLC | British Pound | 654,716 | Sell | 07/15/16 | 872,398 | 871,680 | 718 | |||||||||||||||||||||||
Standard Chartered PLC | New Zealand Dollar | 9,306,000 | Sell | 08/03/16 | 6,619,953 | 6,633,875 | (13,922 | ) | ||||||||||||||||||||||
Standard Chartered PLC | New Zealand Dollar | 9,374,000 | Sell | 07/06/16 | 6,320,701 | 6,692,325 | (371,624 | ) | ||||||||||||||||||||||
UBS AG | Japanese Yen | 39,462,000 | Sell | 07/06/16 | 355,921 | 382,167 | (26,246 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Australian Dollar | 1,555,000 | Sell | 07/22/16 | 1,109,395 | 1,158,928 | (49,533 | ) | ||||||||||||||||||||||
$ | 344,714 |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | 379 | 09/21/16 | $ | 50,401,080 | $ | 582,247 | ||||||||||||
U.S. Treasury 5-Year Note | 728 | 09/30/16 | 88,935,436 | 1,038,800 | ||||||||||||||
$ | 139,336,516 | $ | 1,621,047 | |||||||||||||||
Short Contracts | ||||||||||||||||||
Euro-Bobl 5-Year | (14 | ) | 09/08/16 | (2,075,685 | ) | (16,630 | ) | |||||||||||
Euro-Bund | (65 | ) | 09/08/16 | (12,055,044 | ) | (168,679 | ) | |||||||||||
Long-Term Euro-BTP | (97 | ) | 09/08/16 | (15,351,426 | ) | (150,183 | ) | |||||||||||
U.S. Treasury 2-Year Note | (400 | ) | 09/30/16 | (87,731,248 | ) | (229,578 | ) | |||||||||||
U.S. Treasury Long Bond | (40 | ) | 09/21/16 | (6,893,750 | ) | (231,264 | ) | |||||||||||
U.S. Treasury Ultra 10-Year Note | (27 | ) | 09/21/16 | (3,933,141 | ) | (132,687 | ) | |||||||||||
U.S. Treasury Ultra Long Bond | (49 | ) | 09/21/16 | (9,132,375 | ) | (568,711 | ) | |||||||||||
$ | (137,172,669 | ) | $ | (1,497,732 | ) |
Clearinghouse | Termination Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.320% | Chicago Mercantile Exchange | 11/30/20 | USD 30,010,000 | $ | (436,350 | ) | $ | (436,873 | ) | |||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.510% | Chicago Mercantile Exchange | 01/14/21 | USD 9,360,000 | (230,221 | ) | (230,386 | ) | |||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.160% | Chicago Mercantile Exchange | 11/15/41 | USD 3,600,000 | (227,336 | ) | (227,419 | ) | |||||||||||||||
$ | (893,907 | ) | $ | (894,678 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Termination Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a floating rate based on the Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA Index (HICPx) and pay a fixed rate equal to 0.755% Counterparty: Deutsche Bank AG | 01/18/21 | EUR 4,563,345 | $ | (44,425 | ) | $ | — | $ | (44,425 | ) | ||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.680% Counterparty: Barclays Bank PLC | 04/15/17 | USD 26,000,000 | 88,134 | — | 88,134 | |||||||||||||||||
Receive a floating rate based on the 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 | (752,067 | ) | — | $ | (752,067 | ) | ||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.650% Counterparty: Barclays Bank PLC | 04/15/18 | USD 44,000,000 | 89,572 | — | 89,572 | |||||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.518% Counterparty: Barclays Bank PLC | 12/11/19 | USD 15,000,000 | (14,122 | ) | — | (14,122 | ) | |||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.375% Counterparty: Barclays Bank PLC | 01/15/20 | USD 16,000,000 | 83,328 | — | 83,328 | |||||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.616% Counterparty: Barclays Bank PLC | 04/15/20 | USD 7,000,000 | 893 | — | 893 | |||||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.436% Counterparty: Barclays Bank PLC | 01/15/21 | USD 28,000,000 | 99,197 | — | 99,197 | |||||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.627% Counterparty: Citigroup, Inc. | 04/15/19 | USD 8,500,000 | 5,603 | — | 5,603 | |||||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.649% Counterparty: Citigroup, Inc. | 12/11/21 | USD 13,000,000 | (117,055 | ) | — | (117,055 | ) | |||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.515% Counterparty: Citigroup, Inc. | 01/15/22 | USD 34,000,000 | (15,402 | ) | — | (15,402 | ) | |||||||||||||||
Receive a floating rate based on the US CPI Urban Consumers NSA (CPURNSA) and pay a fixed rate equal to 1.560% Counterparty: Citigroup, Inc. | 01/15/23 | USD 37,000,000 | (83,133 | ) | — | (83,133 | ) | |||||||||||||||
$ | (659,477 | ) | $ | — | $ | (659,477 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Termination Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.740% Counterparty: Deutsche Bank AG | 01/18/21 | EUR 4,563,345 | $(40,323 | ) | $ — | $ | (40,323 | ) | |||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.160% Counterparty: Deutsche Bank AG | 01/18/26 | EUR 4,563,345 | 142,834 | — | 142,834 | ||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.180% Counterparty: Deutsche Bank AG | 01/18/26 | EUR 4,563,345 | 154,655 | — | 154,655 | ||||||||||
$257,166 | $ — | $ | 257,166 |
Reference Entity | Counterparty | Exercise Inflation Rate | Description | Termination Date | Notional Amount | Premiums Received | Fair Value | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA Index (HICPx) | Deutsche Bank AG | 2.500% | Maximum of HICPx for January 2022 divided by HICPx for January 2012 minus 2.500% or $0. Portfolio receives premium and payment at expiration. | 04/26/22 | EUR 3,140,000 | $ | 217,411 | $ | (1,320 | ) | |||||||
$ | 217,411 | $ | (1,320 | ) |
Description | Exercise Price | Expiration Date | # of Contracts | Premiums Received | Fair Value | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | 98.50 | 09/16/16 | 1,229 | $ | 120,921 | $ | (7,681 | ) | ||||||||||||||
$ | 120,921 | $ | (7,681 | ) |
Notional Amount | Counterparty | Description | Exercise Price | Expiration Date | Premiums Received | Fair Value | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Options on Currencies | ||||||||||||||||||||||||||||
5,150,000 | HSBC Bank PLC | Call EUR vs. Put USD | 1.138 | EUR | 08/02/16 | $ | 46,964 | $ | (17,594 | ) | ||||||||||||||||||
2,585,000 | Deutsche Bank AG | Put EUR vs. Call JPY | 104.500 | EUR | 09/22/16 | 19,536 | (14,708 | ) | ||||||||||||||||||||
5,170,000 | Deutsche Bank AG | Put EUR vs. Call JPY | 108.000 | EUR | 09/22/16 | 57,382 | (50,669 | ) | ||||||||||||||||||||
20,280,000 | BNP Paribas Bank | Put EUR vs. Call USD | 1.055 | EUR | 11/03/16 | 191,174 | (162,344 | ) | ||||||||||||||||||||
5,150,000 | HSBC Bank PLC | Put EUR vs. Call USD | 1.093 | EUR | 08/02/16 | 46,450 | (32,622 | ) | ||||||||||||||||||||
8,630,000 | Deutsche Bank AG | Put GBP vs. Call USD | 1.245 | GBP | 08/29/16 | 67,764 | (55,902 | ) | ||||||||||||||||||||
23,030,000 | Barclays Bank PLC | Call USD vs. Put CAD | 1.365 | USD | 11/03/16 | 212,504 | (155,455 | ) | ||||||||||||||||||||
23,030,000 | Barclays Bank PLC | Call USD vs. Put MXN | 19.000 | USD | 11/03/16 | 402,808 | (529,181 | ) | ||||||||||||||||||||
5,770,000 | HSBC Bank PLC | Put USD vs. Call JPY | 99.000 | USD | 08/05/16 | 36,841 | (29,330 | ) | ||||||||||||||||||||
Total Written OTC Options | $ | 1,081,423 | $ | (1,047,805 | ) |
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 | 4.500% | 06/08/22 | EUR 10,100,000 | $ | 475,559 | $ | (75,896 | ) | |||||||||||||||||||||||
Put OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Pay | 1.900% | 06/07/18 | USD 41,800,000 | 177,271 | (88,656 | ) | |||||||||||||||||||||||||
Put OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Pay | 2.100% | 01/12/17 | USD 26,000,000 | 242,614 | (13,881 | ) | |||||||||||||||||||||||||
Call OTC Swaption | Deutsche Bank AG | 3-month USD-LIBOR-BBA | Receive | 0.900% | 06/07/18 | USD 41,800,000 | 207,317 | (259,968 | ) | |||||||||||||||||||||||||
Total Written Swaptions | $ | 1,102,761 | $ | (438,401 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments Asset Derivatives | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Foreign exchange contracts | Investments in securities at value* | $ | 1,379,394 | |||||||
Interest rate contracts | Investments in securities at value* | 1,909,594 | ||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 2,080,046 | ||||||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 1,621,047 | ||||||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 664,216 | ||||||||
Total Asset Derivatives | $ | 7,654,297 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 2,288,012 | |||||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 1,497,732 | ||||||||
Interest rate contracts | Net Assets- Unrealized depreciation*** | 894,678 | ||||||||
Interest rate contracts | Unrealized depreciation on OTC swap agreements | 1,066,527 | ||||||||
Interest rate contracts | Written options, at fair value | 447,402 | ||||||||
Foreign exchange contracts | Written options, at fair value | 1,047,805 | ||||||||
Total Liability Derivatives | $ | 7,242,156 |
* | Includes purchased options. |
** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Portfolio of Investments. |
*** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table following the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Foreign currency related transactions** | Futures | Swaps | Written options | Total | |||||||||||||||||||||
Foreign exchange contracts | $ | (2,463,671 | ) | $ | (1,632,641 | ) | $ | — | $ | — | $ | 2,076,048 | $ | (2,020,264 | ) | ||||||||||||
Interest rate contracts | (1,914,275 | ) | — | 2,158,913 | (3,356,990 | ) | 481,099 | (2,631,253 | ) | ||||||||||||||||||
Total | $ | (4,377,946 | ) | $ | (1,632,641 | ) | $ | 2,158,913 | $ | (3,356,990 | ) | $ | 2,557,147 | $ | (4,651,517 | ) |
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 | $ | (56,905 | ) | $ | 719,598 | $ | — | $ | — | $ | (281,677 | ) | $ | 381,016 | |||||||||||||
Interest rate contracts | 1,376 | — | 502,626 | 54,411 | (432,930 | ) | 125,483 | ||||||||||||||||||||
Total | $ | (55,529 | ) | $ | 719,598 | $ | 502,626 | $ | 54,411 | $ | (714,607 | ) | $ | 506,499 |
* | 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. | Morgan Stanley | Standard Chartered PLC | State Street Bank | The Royal Bank of Scotland Group PLC | UBS AG | Westpac Banking Corp. | Totals | ||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | 803,218 | $ | 235,163 | $ | — | $ | 1,904,929 | $ | — | $ | 31,985 | $ | 59,435 | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | 3,034,730 | ||||||||||||||||||||||||||||||
Forward foreign currency contracts | 25,136 | 369,879 | 192,425 | 91,106 | 559,630 | 151,775 | 186,046 | — | 145,763 | 248,385 | — | 109,901 | — | — | 2,080,046 | |||||||||||||||||||||||||||||||||||||||||||||
OTC Inflation-linked swaps | — | 361,124 | — | 5,603 | — | — | — | — | — | — | — | — | — | — | 366,727 | |||||||||||||||||||||||||||||||||||||||||||||
OTC Interest rate swaps | — | — | — | — | 297,489 | — | — | — | — | — | — | — | — | — | 297,489 | |||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | 25,136 | $ | 1,534,221 | $ | 427,588 | $ | 96,709 | $ | 2,762,048 | $ | 151,775 | $ | 218,031 | $ | 59,435 | $ | 145,763 | $ | 248,385 | $ | — | $ | 109,901 | $ | — | $ | — | $ | 5,778,992 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (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. | Morgan Stanley | Standard Chartered PLC | State Street Bank | The Royal Bank of Scotland Group PLC | UBS AG | Westpac Banking Corp. | Totals | ||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 572,590 | $ | 111,898 | $ | — | $ | 142,366 | $ | 536,376 | $ | 108,419 | $ | 98,624 | $ | — | $ | 222,459 | $ | 411,882 | $ | 488 | $ | — | $ | 33,377 | $ | 49,533 | 2,288,012 | |||||||||||||||||||||||||||||||
OTC Inflation-linked swaps | — | 766,189 | — | 215,590 | 44,425 | — | — | — | — | — | — | — | — | — | 1,026,204 | |||||||||||||||||||||||||||||||||||||||||||||
OTC Interest rate swaps | — | — | — | — | 40,323 | — | — | — | — | — | — | — | — | — | 40,323 | |||||||||||||||||||||||||||||||||||||||||||||
Written options | — | 684,636 | 162,344 | — | 561,000 | — | 79,546 | — | — | — | — | — | — | — | 1,487,526 | |||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 572,590 | $ | 1,562,723 | $ | 162,344 | $ | 357,956 | $ | 1,182,124 | $ | 108,419 | $ | 178,170 | $ | — | $ | 222,459 | $ | 411,882 | $ | 488 | $ | — | $ | 33,377 | $ | 49,533 | $ | 4,842,065 | ||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (547,454 | ) | $ | (28,502 | ) | $ | 265,244 | $ | (261,247 | ) | $ | 1,579,924 | $ | 43,356 | $ | 39,861 | $ | 59,435 | $ | (76,696 | ) | $ | (163,497 | ) | $ | (488 | ) | $ | 109,901 | $ | (33,377 | ) | $ | (49,533 | ) | 936,927 | |||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | 28,502 | $ | — | $ | — | $ | (1,320,000 | ) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | (1,291,498 | ) | ||||||||||||||||||||||||||||
Net Exposure (1) (2) | $ | (547,454 | ) | $ | — | $ | 265,244 | $ | (261,247 | ) | $ | 259,924 | $ | 43,356 | $ | 39,861 | $ | 59,435 | $ | (76,696 | ) | $ | (163,497 | ) | $ | (488 | ) | $ | 109,901 | $ | (33,377 | ) | $ | (49,533 | ) | $ | (354,571 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. | |
(2) | At June 30, 2016, the Portfolio had pledged $810,000 in cash collateral to Barclays Bank PLC. Excess cash collateral is not shown for financial reporting purposes. |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
as of June 30, 2016
(as a percentage of net assets)
U.S. Government Agency Obligations | 35.2 | % | |||||
Corporate Bonds/Notes | 29.2 | % | |||||
U.S. Treasury Obligations | 18.2 | % | |||||
Asset-Backed Securities | 10.5 | % | |||||
Foreign Government Bonds | 5.1 | % | |||||
Collateralized Mortgage Obligations | 2.3 | % | |||||
Municipal Bonds | 1.1 | % | |||||
Liabilities in Excess of Other Assets* | (1.6 | )% | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 29.2% | |||||||||||||||||||
Basic Materials: 0.5% | |||||||||||||||||||
39,000 | # | Glencore Funding LLC, 2.500%, 01/15/19 | $ | 37,684 | 0.0 | ||||||||||||||
375,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 386,250 | 0.2 | |||||||||||||||
500,000 | Other Securities | 589,591 | 0.3 | ||||||||||||||||
1,013,525 | 0.5 | ||||||||||||||||||
Communications: 4.9% | |||||||||||||||||||
775,000 | Amazon.com, Inc., 3.300%, 12/05/21 | 837,302 | 0.4 | ||||||||||||||||
325,000 | # | Charter Communications Operating LLC 4.908, 4.908%, 07/23/25 | 354,854 | 0.2 | |||||||||||||||
25,000 | # | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/20 | 26,163 | 0.0 | |||||||||||||||
500,000 | # | DISH DBS Corp., 7.750%, 07/01/26 | 517,500 | 0.3 | |||||||||||||||
775,000 | NBCUniversal Media, LLC, 4.450%, 01/15/43 | 866,235 | 0.4 | ||||||||||||||||
50,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 51,188 | 0.0 | |||||||||||||||
350,000 | Telefonica Emisiones SAU, 5.134%, 04/27/20 | 386,710 | 0.2 | ||||||||||||||||
950,000 | Telefonica Emisiones SAU, 5.462%, 02/16/21 | 1,085,076 | 0.5 | ||||||||||||||||
1,450,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 1,691,951 | 0.9 | ||||||||||||||||
1,375,000 | Verizon Communications, Inc., 2.625%–4.150%, 02/21/20–03/15/24 | 1,463,420 | 0.7 | ||||||||||||||||
2,650,000 | Other Securities | 2,715,332 | 1.3 | ||||||||||||||||
9,995,731 | 4.9 | ||||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Cyclical: 2.5% | |||||||||||||||||||
1,225,000 | CVS Health Corp., 3.375%–3.500%, 07/20/22–08/12/24 | $ | 1,308,388 | 0.6 | |||||||||||||||
375,000 | # | Dollar Tree, Inc., 5.750%, 03/01/23 | 400,312 | 0.2 | |||||||||||||||
1,175,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/21 | 1,349,263 | 0.7 | ||||||||||||||||
1,900,000 | Other Securities | 1,987,892 | 1.0 | ||||||||||||||||
5,045,855 | 2.5 | ||||||||||||||||||
Consumer, Non-cyclical: 6.4% | |||||||||||||||||||
625,000 | AbbVie, Inc., 2.300%–3.200%, 05/14/20–05/14/26 | 637,559 | 0.3 | ||||||||||||||||
1,810,000 | Actavis Funding SCS, 2.350%–4.850%, 03/12/18–06/15/44 | 1,863,196 | 0.9 | ||||||||||||||||
1,125,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/21 | 1,167,023 | 0.6 | ||||||||||||||||
925,000 | Anheuser-Busch InBev Finance, Inc., 3.650%–4.900%, 02/01/26–02/01/46 | 1,007,570 | 0.5 | ||||||||||||||||
800,000 | # | BAT International Finance PLC, 3.950%, 06/15/25 | 891,757 | 0.4 | |||||||||||||||
475,000 | # | Bayer US Finance LLC, 3.000%, 10/08/21 | 496,442 | 0.3 | |||||||||||||||
700,000 | # | EMD Finance LLC, 2.950%, 03/19/22 | 718,189 | 0.4 | |||||||||||||||
225,000 | # | Kraft Heinz Foods Co., 2.800%, 07/02/20 | 233,886 | 0.1 | |||||||||||||||
325,000 | # | Kraft Heinz Foods Co., 3.950%, 07/15/25 | 354,192 | 0.2 | |||||||||||||||
400,000 | # | Kraft Heinz Foods Co., 4.375%, 06/01/46 | 425,101 | 0.2 | |||||||||||||||
250,000 | # | Pernod Ricard SA, 4.450%, 01/15/22 | 275,823 | 0.1 | |||||||||||||||
1,375,000 | Reynolds American, Inc., 4.450%, 06/12/25 | 1,539,106 | 0.8 | ||||||||||||||||
3,125,000 | Other Securities | 3,305,109 | 1.6 | ||||||||||||||||
12,914,953 | 6.4 | ||||||||||||||||||
Energy: 2.3% | |||||||||||||||||||
725,000 | Williams Partners L.P., 3.600%–3.900%, 03/15/22–01/15/25 | 676,176 | 0.4 | ||||||||||||||||
3,960,000 | Other Securities(a) | 3,881,035 | 1.9 | ||||||||||||||||
4,557,211 | 2.3 | ||||||||||||||||||
Financial: 10.1% | |||||||||||||||||||
675,000 | L | Bank of America Corp., 4.000%–6.500%, 04/01/24–10/29/49 | 721,030 | 0.4 | |||||||||||||||
200,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | 210,050 | 0.1 | |||||||||||||||
306,000 | # | GE Capital International Funding Co., 4.418%, 11/15/35 | 343,952 | 0.2 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||||||
Financial: (continued) | |||||||||||||||||||||||
600,000 | # | International Lease Finance Corp., 6.750%, 09/01/16 | $ | 603,235 | 0.3 | ||||||||||||||||||
575,000 | Intesa Sanpaolo SpA, 3.875%, 01/16/18 | 590,168 | 0.3 | ||||||||||||||||||||
375,000 | # | Intesa Sanpaolo SpA, 5.017%, 06/26/24 | 345,200 | 0.2 | |||||||||||||||||||
1,700,000 | KFW, 1.125%, 08/06/18 | 1,710,933 | 0.9 | ||||||||||||||||||||
775,000 | Lloyds Bank PLC, 2.350%, 09/05/19 | 780,022 | 0.4 | ||||||||||||||||||||
225,000 | # | Macquarie Bank Ltd., 6.625%, 04/07/21 | 260,401 | 0.1 | |||||||||||||||||||
250,000 | # | Meiji Yasuda Life Insurance Co., 5.200%, 10/20/45 | 274,312 | 0.1 | |||||||||||||||||||
450,000 | # | Mizuho Financial Group, Inc., 2.632%, 04/12/21 | 458,605 | 0.2 | |||||||||||||||||||
975,000 | Morgan Stanley, 3.700%–5.550%, 10/23/24–12/29/49 | 1,003,018 | 0.5 | ||||||||||||||||||||
375,000 | # | Nationwide Building Society, 3.900%, 07/21/25 | 401,591 | 0.2 | |||||||||||||||||||
500,000 | Royal Bank of Scotland PLC, 9.500%, 03/16/22 | 521,181 | 0.3 | ||||||||||||||||||||
200,000 | Royal Bank of Scotland PLC, 9.500%, 03/16/22 | 208,472 | 0.1 | ||||||||||||||||||||
1,025,000 | # | Santander UK PLC, 5.000%, 11/07/23 | 1,055,646 | 0.5 | |||||||||||||||||||
450,000 | # | Sumitomo Mitsui Financial Group, Inc., 4.436%, 04/02/24 | 482,838 | 0.2 | |||||||||||||||||||
775,000 | Synchrony Financial, 3.000%, 08/15/19 | 790,862 | 0.4 | ||||||||||||||||||||
175,000 | # | Teachers Insurance & Annuity Association of America, 4.900%, 09/15/44 | 194,892 | 0.1 | |||||||||||||||||||
225,000 | # | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | 229,768 | 0.1 | |||||||||||||||||||
275,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | 287,308 | 0.1 | |||||||||||||||||||
8,775,000 | Other Securities | 8,972,121 | 4.4 | ||||||||||||||||||||
20,445,605 | 10.1 | ||||||||||||||||||||||
Industrial: 0.8% | |||||||||||||||||||||||
600,000 | # | Penske Truck Leasing Co. Lp / PTL Finance Corp., 3.375%, 02/01/22 | 612,701 | 0.3 | |||||||||||||||||||
200,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 202,750 | 0.1 | |||||||||||||||||||
375,000 | # | Sealed Air Corp., 5.250%, 04/01/23 | 390,000 | 0.2 | |||||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||||||
Industrial: (continued) | |||||||||||||||||||||||
344,000 | Other Securities | $ | 389,212 | 0.2 | |||||||||||||||||||
1,594,663 | 0.8 | ||||||||||||||||||||||
Technology: 1.4% | |||||||||||||||||||||||
250,000 | # | Hewlett Packard Enterprise Co., 4.900%, 10/15/25 | 261,803 | 0.1 | |||||||||||||||||||
700,000 | # | NXP BV / NXP Funding LLC, 4.625%, 06/01/23 | 714,000 | 0.3 | |||||||||||||||||||
1,825,000 | Other Securities | 1,950,105 | 1.0 | ||||||||||||||||||||
2,925,908 | 1.4 | ||||||||||||||||||||||
Utilities: 0.3% | |||||||||||||||||||||||
650,000 | Other Securities | 621,150 | 0.3 | ||||||||||||||||||||
Total Corporate Bonds/Notes | |||||||||||||||||||||||
(Cost $57,870,212) | 59,114,601 | 29.2 | |||||||||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.3% | |||||||||||||||||||||||
987,395 | Fannie Mae REMIC Trust 2016-32 FB, 0.953%, 06/25/46 | 989,326 | 0.5 | ||||||||||||||||||||
650,000 | # | FREMF Mortgage Trust 2015-K44 B, 3.811%, 01/25/48 | 630,098 | 0.3 | |||||||||||||||||||
1,331,889 | GS Mortgage Securities Trust 2007-GG10, 5.988%, 08/10/45 | 1,371,111 | 0.7 | ||||||||||||||||||||
883,413 | WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust, 1.437%, 08/25/46 | 748,392 | 0.4 | ||||||||||||||||||||
EUR 870,289 | Other Securities | 869,517 | 0.4 | ||||||||||||||||||||
Total Collateralized Mortgage Obligations | |||||||||||||||||||||||
(Cost $4,678,277) | 4,608,444 | 2.3 | |||||||||||||||||||||
MUNICIPAL BONDS: 1.1% | |||||||||||||||||||||||
California: 0.6% | |||||||||||||||||||||||
750,000 | Other Securities | 1,101,179 | 0.6 | ||||||||||||||||||||
Puerto Rico: 0.5% | |||||||||||||||||||||||
50,000 | Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue, 5.375%, 08/01/36 | 23,291 | 0.0 | ||||||||||||||||||||
1,395,000 | Puerto Rico Sales Tax Financing Corp., 5.000%–6.000%, 08/01/37–08/01/43 | 652,758 | 0.3 | ||||||||||||||||||||
635,000 | Other Securities(b) | 422,915 | 0.2 | ||||||||||||||||||||
1,098,964 | 0.5 | ||||||||||||||||||||||
Total Municipal Bonds | |||||||||||||||||||||||
(Cost $2,222,479) | 2,200,143 | 1.1 | |||||||||||||||||||||
U.S. TREASURY OBLIGATIONS: 18.2% | |||||||||||||||||||||||
Treasury Inflation Indexed Protected Securities: 4.5% | |||||||||||||||||||||||
3,208,624 | 0.125%, due 04/15/18 | 3,257,671 | 1.6 | ||||||||||||||||||||
2,255,924 | 0.625%, due 01/15/24 | 2,364,712 | 1.2 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: (continued) | |||||||||||||||||||||||
Treasury Inflation Indexed Protected Securities: (continued) | |||||||||||||||||||||||
3,152,266 | 0.125%–2.500%, due 04/15/19–01/15/29 | $ | 3,396,696 | 1.7 | |||||||||||||||||||
9,019,079 | 4.5 | ||||||||||||||||||||||
U.S. Treasury Bonds: 7.1% | |||||||||||||||||||||||
1,100,000 | 3.625%, due 08/15/43 | 1,420,654 | 0.7 | ||||||||||||||||||||
7,560,000 | 3.625%, due 02/15/44 | 9,756,384 | 4.8 | ||||||||||||||||||||
2,790,000 | 2.000%–3.750%, due 05/15/25–05/15/46 | 3,152,187 | 1.6 | ||||||||||||||||||||
14,329,225 | 7.1 | ||||||||||||||||||||||
U.S. Treasury Notes: 6.1% | |||||||||||||||||||||||
4,000,000 | 0.625%, due 06/30/18 | 4,002,580 | 2.0 | ||||||||||||||||||||
700,000 | 0.750%, due 12/31/17 | 701,968 | 0.3 | ||||||||||||||||||||
2,100,000 | 0.750%, due 01/31/18 | 2,105,905 | 1.0 | ||||||||||||||||||||
1,660,000 | 0.750%, due 02/28/18 | 1,664,734 | 0.8 | ||||||||||||||||||||
1,320,000 | 0.875%, due 11/30/17 | 1,325,724 | 0.7 | ||||||||||||||||||||
2,600,000 | 1.000%, due 12/31/17 | 2,616,656 | 1.3 | ||||||||||||||||||||
12,417,567 | 6.1 | ||||||||||||||||||||||
U.S. Treasury STRIP: 0.5% | |||||||||||||||||||||||
1,500,000 | ˆ | 2.170%, due 08/15/36 | 974,116 | 0.5 | |||||||||||||||||||
Total U.S. Treasury Obligations | |||||||||||||||||||||||
(Cost $35,138,959) | 36,739,987 | 18.2 | |||||||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 35.2% | |||||||||||||||||||||||
Federal Home Loan Bank: 1.2% | |||||||||||||||||||||||
900,000 | 2.625%, due 09/12/25 | 962,656 | 0.5 | ||||||||||||||||||||
1,300,000 | 2.875%, due 06/13/25 | 1,415,318 | 0.7 | ||||||||||||||||||||
2,377,974 | 1.2 | ||||||||||||||||||||||
Federal Home Loan Mortgage Corporation: 9.3%## | |||||||||||||||||||||||
3,000,000 | 3.062%, due 12/25/24 | 3,251,391 | 1.6 | ||||||||||||||||||||
1,731,105 | 3.500%, due 04/01/43 | 1,829,298 | 0.9 | ||||||||||||||||||||
986,540 | 3.500%, due 03/01/46 | 1,054,482 | 0.5 | ||||||||||||||||||||
985,581 | 3.500%, due 03/01/46 | 1,041,644 | 0.5 | ||||||||||||||||||||
990,325 | 3.500%, due 04/01/46 | 1,052,723 | 0.5 | ||||||||||||||||||||
8,000,000 | W | 4.000%, due 07/01/45 | 8,577,895 | 4.2 | |||||||||||||||||||
605,504 | ˆ | 5.608%, due 04/15/44 | 102,278 | 0.1 | |||||||||||||||||||
265,160 | ˆ | 5.658%, due 07/15/39 | 46,569 | 0.1 | |||||||||||||||||||
1,792,831 | 2.811%–4.000%, due 01/25/25–05/01/46 | 1,908,955 | 0.9 | ||||||||||||||||||||
18,865,235 | 9.3 | ||||||||||||||||||||||
Federal National Mortgage Association: 15.7%## | |||||||||||||||||||||||
1,039,264 | 0.953%, due 06/25/46 | 1,042,230 | 0.5 | ||||||||||||||||||||
7,000,000 | W | 3.000%, due 08/01/44 | 7,251,834 | 3.6 | |||||||||||||||||||
3,000,000 | W | 3.000%, due 07/01/45 | 3,113,554 | 1.5 | |||||||||||||||||||
975,681 | 3.500%, due 10/01/42 | 1,032,328 | 0.5 | ||||||||||||||||||||
4,558,611 | 3.500%, due 01/01/46 | 4,815,403 | 2.4 | ||||||||||||||||||||
4,530,963 | 3.500%, due 01/01/46 | 4,786,198 | 2.4 | ||||||||||||||||||||
4,433,387 | 3.500%, due 01/01/46 | 4,683,125 | 2.3 | ||||||||||||||||||||
1,193,832 | 3.500%, due 05/01/46 | 1,269,982 | 0.6 | ||||||||||||||||||||
1,000,000 | 3.500%, due 06/01/46 | 1,076,110 | 0.5 | ||||||||||||||||||||
1,782,133 | ˆ | 5.247%, due 11/25/45 | 281,269 | 0.1 | |||||||||||||||||||
425,351 | ˆ | 5.247%, due 11/25/45 | 74,029 | 0.0 | |||||||||||||||||||
388,341 | ˆ | 5.647%, due 09/25/43 | 70,279 | 0.0 | |||||||||||||||||||
467,724 | ˆ | 5.647%, due 12/25/43 | 85,842 | 0.1 | |||||||||||||||||||
905,374 | ˆ | 5.697%, due 07/25/42 | 165,009 | 0.1 | |||||||||||||||||||
555,973 | ˆ | 5.797%, due 01/25/45 | 103,241 | 0.1 | |||||||||||||||||||
824,555 | ˆ | 5.797%, due 11/25/45 | 142,793 | 0.1 | |||||||||||||||||||
496,797 | ˆ | 6.097%, due 12/25/41 | 92,801 | 0.1 | |||||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||||||
Federal National Mortgage Association: (continued) | |||||||||||||||||||||||
1,562,078 | 3.500%–6.000%, due 09/01/35–01/01/46 | $ | 1,704,818 | 0.8 | |||||||||||||||||||
31,790,845 | 15.7 | ||||||||||||||||||||||
Government National Mortgage Association: 9.0% | |||||||||||||||||||||||
4,411,245 | 4.000%, due 10/20/43 | 4,714,969 | 2.3 | ||||||||||||||||||||
2,000,000 | W | 4.000%, due 07/01/44 | 2,137,969 | 1.1 | |||||||||||||||||||
4,321,094 | 4.000%, due 07/20/45 | 4,622,820 | 2.3 | ||||||||||||||||||||
1,851,458 | 4.000%, due 08/20/45 | 1,980,702 | 1.0 | ||||||||||||||||||||
1,000,000 | 4.000%, due 09/20/45 | 1,069,836 | 0.5 | ||||||||||||||||||||
965,292 | 4.000%, due 12/20/45 | 1,033,458 | 0.5 | ||||||||||||||||||||
1,185,153 | 4.000%, due 03/20/46 | 1,271,309 | 0.6 | ||||||||||||||||||||
614,719 | ˆ | 5.152%, due 09/20/44 | 91,500 | 0.1 | |||||||||||||||||||
889,620 | ˆ | 5.202%, due 01/20/46 | 139,901 | 0.1 | |||||||||||||||||||
1,382,518 | ˆ | 5.262%, due 08/20/45 | 198,075 | 0.1 | |||||||||||||||||||
348,341 | ˆ | 5.302%, due 03/20/40 | 52,738 | 0.0 | |||||||||||||||||||
126,110 | ˆ | 5.652%, due 09/20/43 | 20,702 | 0.0 | |||||||||||||||||||
1,308,722 | ˆ | 5.652%, due 10/20/43 | 177,069 | 0.1 | |||||||||||||||||||
832,488 | ˆ | 5.652%, due 11/20/43 | 137,558 | 0.1 | |||||||||||||||||||
139,272 | ˆ | 5.652%, due 03/20/44 | 23,510 | 0.0 | |||||||||||||||||||
379,028 | ˆ | 5.702%, due 06/20/43 | 60,973 | 0.0 | |||||||||||||||||||
412,070 | ˆ | 5.752%, due 09/20/45 | 64,721 | 0.0 | |||||||||||||||||||
421,463 | ˆ | 5.752%, due 11/20/45 | 66,311 | 0.0 | |||||||||||||||||||
577,906 | ˆ | 5.802%, due 02/20/40 | 95,646 | 0.1 | |||||||||||||||||||
226,778 | ˆ | 5.802%, due 12/20/42 | 36,268 | 0.0 | |||||||||||||||||||
875,856 | ˆ | 5.802%, due 08/20/45 | 136,958 | 0.1 | |||||||||||||||||||
18,132,993 | 9.0 | ||||||||||||||||||||||
Total U.S. Government Agency Obligations | |||||||||||||||||||||||
(Cost $70,153,469) | 71,167,047 | 35.2 | |||||||||||||||||||||
ASSET-BACKED SECURITIES: 10.5% | |||||||||||||||||||||||
Other Asset-Backed Securities: 10.5% | |||||||||||||||||||||||
250,000 | # | B&M CLO 2014-1 Ltd., 2.583%, 04/16/26 | 239,632 | 0.1 | |||||||||||||||||||
318,695 | # | Bank of America Student Loan Trust 2010-1 A, 1.438%, 02/25/43 | 311,833 | 0.2 | |||||||||||||||||||
48,104 | # | Bayview Opportunity Master Fund IIIb RPL Trust 2015-3 A1, 3.623%, 04/28/30 | 48,025 | 0.0 | |||||||||||||||||||
1,600,000 | # | Crown Point CLO III Ltd. 2015-3A ACOM, 2.158%, 12/31/27 | 1,567,680 | 0.8 | |||||||||||||||||||
774,658 | # | Edsouth Indenture No 9 LLC 2015-1 A, 1.253%, 10/25/56 | 744,191 | 0.4 | |||||||||||||||||||
650,000 | # | Greywolf CLO V Ltd. 2015-1A A1, 2.238%, 04/25/27 | 647,595 | 0.3 | |||||||||||||||||||
800,000 | # | Halcyon Loan Advisors Funding 2015-1A A Ltd., 2.084%, 04/20/27 | 785,427 | 0.4 | |||||||||||||||||||
1,050,000 | # | Halcyon Loan Advisors Funding 2015-2A A Ltd., 2.028%, 07/25/27 | 1,011,569 | 0.5 | |||||||||||||||||||
1,583,955 | # | ICG US CLO 2014-1 Ltd., 1.784%, 04/20/26 | 1,550,355 | 0.8 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||||||||||||
Other Asset-Backed Securities: (continued) | |||||||||||||||||||||||
1,200,000 | # | OFSI Fund VI Ltd. 2014-6A ACOM, 1.508%, 03/20/25 | $ | 1,162,560 | 0.6 | ||||||||||||||||||
2,550,000 | # | OFSI Fund VII Ltd. 2014-7A ACOM, 1.784%, 10/18/26 | 2,495,430 | 1.2 | |||||||||||||||||||
227,273 | # | Regatta IV Funding Ltd. 2014-1A B, 2.648%, 07/25/26 | 222,286 | 0.1 | |||||||||||||||||||
364,628 | # | Scholar Funding Trust 2010-A A, 1.384%, 10/28/41 | 346,249 | 0.2 | |||||||||||||||||||
732,056 | # | SLM Student Loan Trust 2003-1 A5A, 0.763%, 12/15/32 | 659,465 | 0.3 | |||||||||||||||||||
857,715 | SLM Student Loan Trust 2005-4 A3, 0.758%, 01/25/27 | 818,682 | 0.4 | ||||||||||||||||||||
500,000 | SLM Student Loan Trust 2007-1 A5, 0.728%, 01/26/26 | 485,739 | 0.2 | ||||||||||||||||||||
750,000 | SLM Student Loan Trust 2007-2 A4, 0.698%, 07/25/22 | 703,767 | 0.4 | ||||||||||||||||||||
202,694 | SLM Student Loan Trust 2008-2 A3, 1.388%, 04/25/23 | 195,326 | 0.1 | ||||||||||||||||||||
550,000 | SLM Student Loan Trust 2008-4 A4, 2.288%, 07/25/22 | 550,759 | 0.3 | ||||||||||||||||||||
431,569 | SLM Student Loan Trust 2008-5 A4, 2.338%, 07/25/23 | 432,053 | 0.2 | ||||||||||||||||||||
1,650,000 | # | Sound Point CLO VIII Ltd. 2015-1A A, 2.158%, 04/15/27 | 1,633,675 | 0.8 | |||||||||||||||||||
300,000 | # | Sound Point CLO VIII Ltd. 2015-1A B, 2.678%, 04/15/27 | 289,805 | 0.1 | |||||||||||||||||||
900,000 | # | SPS Servicer Advance Receivables Trust Advance Receivables Backed Notes 2015-T2, 2.620%, 01/15/47 | 901,375 | 0.4 | |||||||||||||||||||
1,000,000 | # | Trinitas CLO II Ltd. 2014-2A ACOM, 0.000%, 07/15/26 | 961,500 | 0.5 | |||||||||||||||||||
1,000,000 | # | Trinitas CLO Ltd. 2015-3A A2, 2.138%, 07/15/27 | 982,654 | 0.5 | |||||||||||||||||||
1,100,000 | # | Z Capital Credit Partners CLO 2015-1A ACOM Ltd., 1.737%, 07/16/27 | 1,071,620 | 0.5 | |||||||||||||||||||
553,154 | Other Securities | 474,423 | 0.2 | ||||||||||||||||||||
Total Asset-Backed Securities | |||||||||||||||||||||||
(Cost $21,438,814) | 21,293,675 | 10.5 | |||||||||||||||||||||
FOREIGN GOVERNMENT BONDS: 5.1% | |||||||||||||||||||||||
EUR 1,283,030 | Italy Buoni Poliennali Del Tesoro, 2.350%, 09/15/19 | $ | 1,549,076 | 0.8 | |||||||||||||||||||
340,000 | # | Dominican Republic International Bond, 5.500%, 01/27/25 | 347,650 | 0.2 | |||||||||||||||||||
600,000 | L | Indonesia Government International Bond, 4.125%–5.375%, 10/17/23–01/15/25 | 660,413 | 0.3 | |||||||||||||||||||
1,375,000 | Israel Government AID Bond, 5.500%, 09/18/23 | 1,740,418 | 0.9 | ||||||||||||||||||||
1,039,000 | Israel Government AID Bond, 5.500%, 12/04/23 | 1,309,211 | 0.6 | ||||||||||||||||||||
EUR 281,154 | # | Italy Buoni Poliennali Del Tesoro, 2.350%, 09/15/24 | 358,846 | 0.2 | |||||||||||||||||||
790,000 | Mexico Government International Bond, 4.600%–4.750%, 03/08/44–01/23/46 | 839,600 | 0.4 | ||||||||||||||||||||
EUR 1,100,561 | # | Spain Government Inflation Linked Bond, 0.550%, 11/30/19 | 1,261,599 | 0.6 | |||||||||||||||||||
6,788,400 | �� | Other Securities | 2,227,141 | 1.1 | |||||||||||||||||||
Total Foreign Government Bonds | |||||||||||||||||||||||
(Cost $9,991,533) | 10,293,954 | 5.1 | |||||||||||||||||||||
Total Long-Term Investments | |||||||||||||||||||||||
(Cost $201,493,743) | 205,417,851 | 101.6 | |||||||||||||||||||||
SHORT-TERM INVESTMENTS: 6.6% | |||||||||||||||||||||||
Securities Lending Collateralcc: 0.6% | |||||||||||||||||||||||
1,000,000 | Royal Bank of Canada, Repurchase Agreement dated 06/30/16, 0.38%, due 07/01/16 (Repurchase Amount $1,000,010, collateralized by various U.S. Government Securities, 0.000%–8.750%, Market Value plus accrued interest $1,020,000, due 08/18/16–09/09/49) | 1,000,000 | 0.5 | ||||||||||||||||||||
232,881 | Royal Bank of Scotland PLC, Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $232,884, collateralized by various U.S. Government Securities, 0.084%–3.375%, Market Value plus accrued interest $237,540, due 01/31/17–08/15/44) | 232,881 | 0.1 | ||||||||||||||||||||
1,232,881 | 0.6 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Mutual Funds: 6.0% | |||||||||||||||||||
12,016,288 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | ||||||||||||||||||
(Cost $12,016,288) | $ | 12,016,288 | 6.0 | ||||||||||||||||
Total Short-Term Investments (Cost $13,249,169) | 13,249,169 | 6.6 | |||||||||||||||||
Total Investments in Securities (Cost $214,742,912) | $ | 218,667,020 | 108.2 | ||||||||||||||||
Liabilities in Excess of Other Assets | (16,499,605 | ) | (8.2 | ) | |||||||||||||||
Net Assets | $ | 202,167,415 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
STRIP | Separate Trading of Registered Interest and Principal of Securities |
cc | Represents securities purchased with cash collateral received for securities on loan. |
W | Settlement is on a when-issued or delayed-delivery basis. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
ˆ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(a) | This grouping contains securities on loan. |
(b) | The grouping contains securities in default. |
EUR | EU Euro |
Cost for federal income tax purposes is $214,763,840. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 5,007,026 | ||||
Gross Unrealized Depreciation | (1,103,846 | ) | ||||
Net Unrealized Appreciation | $ | 3,903,180 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 59,114,601 | $ | — | $ | 59,114,601 | ||||||||||
Collateralized Mortgage Obligations | — | 4,109,447 | 498,997 | 4,608,444 | ||||||||||||||
Municipal Bonds | — | 2,200,143 | — | 2,200,143 | ||||||||||||||
Short-Term Investments | 12,016,288 | 1,232,881 | — | 13,249,169 | ||||||||||||||
Foreign Government Bonds | — | 10,293,954 | — | 10,293,954 | ||||||||||||||
U.S. Treasury Obligations | — | 36,739,987 | — | 36,739,987 | ||||||||||||||
Asset-Backed Securities | — | 21,293,675 | — | 21,293,675 | ||||||||||||||
U.S. Government Agency Obligations | — | 71,167,047 | — | 71,167,047 | ||||||||||||||
Total Investments, at fair value | $ | 12,016,288 | $ | 206,151,735 | $ | 498,997 | $ | 218,667,020 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | — | 1,672,239 | — | 1,672,239 | ||||||||||||||
Forward Foreign Currency Contracts | — | 1,120,481 | — | 1,120,481 | ||||||||||||||
Futures | 397,112 | — | — | 397,112 | ||||||||||||||
Total Assets | $ | 12,413,400 | $ | 208,944,455 | $ | 498,997 | $ | 221,856,852 | ||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (2,101,863 | ) | $ | — | $ | (2,101,863 | ) | ||||||||
Forward Foreign Currency Contracts | — | (1,039,208 | ) | — | (1,039,208 | ) | ||||||||||||
Futures | (100,819 | ) | — | — | (100,819 | ) | ||||||||||||
Sales Commitments | — | (10,550,468 | ) | — | (10,550,468 | ) | ||||||||||||
Total Liabilities | $ | (100,819 | ) | $ | (13,691,539 | ) | $ | — | $ | (13,792,358 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
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) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bank of America N.A. | South Korean Won | 379,210,566 | Buy | 07/15/16 | $ | 320,344 | $ | 329,046 | $ | 8,702 | ||||||||||||||||||||
Bank of America N.A. | Swiss Franc | 55,128 | Buy | 09/21/16 | 50,545 | 51,002 | 457 | |||||||||||||||||||||||
Bank of America N.A. | EU Euro | 50,545 | Buy | 09/21/16 | 54,772 | 54,681 | (91 | ) | ||||||||||||||||||||||
Bank of America N.A. | Japanese Yen | 18,229,680 | Buy | 09/21/16 | 180,000 | 177,024 | (2,976 | ) | ||||||||||||||||||||||
Bank of America N.A. | EU Euro | 162,000 | Buy | 09/21/16 | 51,779,088 | 51,777,446 | (1,642 | ) | ||||||||||||||||||||||
Bank of America N.A. | Japanese Yen | 18,365,668 | Buy | 09/21/16 | 179,000 | 178,345 | (655 | ) | ||||||||||||||||||||||
Bank of America N.A. | Swedish Krona | 1,542,752 | Buy | 09/21/16 | 132,180 | 139,068 | 6,888 | |||||||||||||||||||||||
Bank of America N.A. | Polish Zloty | 477,743 | Buy | 09/21/16 | 108,000 | 108,660 | 660 | |||||||||||||||||||||||
Bank of America N.A. | EU Euro | 319,000 | Buy | 09/21/16 | 346,064 | 345,092 | (972 | ) | ||||||||||||||||||||||
Bank of America N.A. | Swedish Krona | 1,480,471 | Buy | 09/21/16 | 159,000 | 157,627 | (1,373 | ) | ||||||||||||||||||||||
Bank of America N.A. | Swedish Krona | 744,652 | Buy | 09/21/16 | 79,929 | 79,289 | (640 | ) | ||||||||||||||||||||||
Bank of America N.A. | Swedish Krona | 1,481,937 | Buy | 09/21/16 | 159,000 | 157,801 | (1,199 | ) | ||||||||||||||||||||||
Bank of America N.A. | EU Euro | 160,000 | Buy | 09/21/16 | 50,309,440 | 50,310,736 | 1,296 | |||||||||||||||||||||||
Bank of America N.A. | Mexican Peso | 17,572,049 | Buy | 09/21/16 | 938,277 | 953,397 | 15,120 | |||||||||||||||||||||||
Barclays Bank PLC | Chinese Offshore Yuan | 1,181,207 | Buy | 09/01/16 | 172,246 | 176,809 | 4,563 | |||||||||||||||||||||||
Barclays Bank PLC | British Pound | 264,000 | Buy | 09/21/16 | 351,154 | 351,723 | 569 | |||||||||||||||||||||||
Barclays Bank PLC | South African Rand | 1,059,010 | Buy | 09/21/16 | 70,000 | 70,734 | 734 | |||||||||||||||||||||||
Barclays Bank PLC | South African Rand | 1,093,913 | Buy | 09/21/16 | 72,000 | 73,065 | 1,065 | |||||||||||||||||||||||
Barclays Bank PLC | South African Rand | 1,122,310 | Buy | 09/21/16 | 73,022 | 74,961 | 1,939 | |||||||||||||||||||||||
Barclays Bank PLC | Canadian Dollar | 235,097 | Buy | 09/21/16 | 180,000 | 181,999 | 1,999 | |||||||||||||||||||||||
Barclays Bank PLC | Chinese Yuan | 1,125,903 | Buy | 08/18/16 | 169,024 | 168,694 | (330 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Chinese Yuan | 1,142,031 | Buy | 08/05/16 | 168,665 | 171,271 | 2,606 | |||||||||||||||||||||||
Barclays Bank PLC | Chinese Yuan | 1,394,493 | Buy | 08/16/16 | 207,144 | 208,967 | 1,823 | |||||||||||||||||||||||
BNP Paribas Bank | Chinese Offshore Yuan | 4,206,793 | Buy | 09/01/16 | 617,556 | 629,695 | 12,139 | |||||||||||||||||||||||
BNP Paribas Bank | Taiwan New Dollar | 17,160,491 | Buy | 07/07/16 | 529,236 | 532,115 | 2,879 | |||||||||||||||||||||||
BNP Paribas Bank | Argentine Peso | 1,076,195 | Buy | 08/01/16 | 71,036 | 70,440 | (596 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Indonesian Rupiah | 1,344,975,225 | Buy | 07/15/16 | 98,209 | 101,761 | 3,552 | |||||||||||||||||||||||
BNP Paribas Bank | Hungarian Forint | 49,728,778 | Buy | 09/21/16 | 158,000 | 156,890 | (1,110 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Norwegian Krone | 844,362 | Buy | 09/21/16 | 101,208 | 100,879 | (329 | ) | ||||||||||||||||||||||
BNP Paribas Bank | EU Euro | 110,960 | Buy | 09/21/16 | 488,285 | 488,252 | (33 | ) | ||||||||||||||||||||||
BNP Paribas Bank | EU Euro | 159,000 | Buy | 09/21/16 | 172,960 | 171,991 | (969 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Swedish Krona | 8,639,677 | Buy | 09/21/16 | 937,348 | 918,807 | (18,541 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Hungarian Forint | 144,267,672 | Buy | 09/21/16 | 516,228 | 506,970 | (9,258 | ) | ||||||||||||||||||||||
Citibank N.A. | Russian Ruble | 4,641,106 | Buy | 07/14/16 | 72,000 | 72,373 | 373 | |||||||||||||||||||||||
Citibank N.A. | Malaysian Ringgit | 465,093 | Buy | 07/28/16 | 116,056 | 116,360 | 304 | |||||||||||||||||||||||
Citibank N.A. | Indonesian Rupiah | 1,706,940,117 | Buy | 07/15/16 | 124,367 | 129,147 | 4,780 | |||||||||||||||||||||||
Citibank N.A. | Indonesian Rupiah | 4,915,286,300 | Buy | 08/10/16 | 368,324 | 371,242 | 2,918 | |||||||||||||||||||||||
Citibank N.A. | Malaysian Ringgit | 673,923 | Buy | 07/27/16 | 164,063 | 168,546 | 4,483 | |||||||||||||||||||||||
Citibank N.A. | British Pound | 136,585 | Buy | 09/21/16 | 179,886 | 181,970 | 2,084 | |||||||||||||||||||||||
Citibank N.A. | British Pound | 136,000 | Buy | 09/21/16 | 180,331 | 181,191 | 860 | |||||||||||||||||||||||
Citibank N.A. | British Pound | 136,000 | Buy | 09/21/16 | 179,153 | 181,191 | 2,038 | |||||||||||||||||||||||
Citibank N.A. | New Zealand Dollar | 253,000 | Buy | 09/21/16 | 178,297 | 179,906 | 1,609 | |||||||||||||||||||||||
Citibank N.A. | EU Euro | 159,000 | Buy | 09/21/16 | 179,820 | 176,976 | (2,844 | ) | ||||||||||||||||||||||
Citibank N.A. | Argentine Peso | 1,143,100 | Buy | 09/29/16 | 71,000 | 72,611 | 1,611 | |||||||||||||||||||||||
Citibank N.A. | EU Euro | 70,096 | Buy | 09/21/16 | 79,488 | 78,020 | (1,468 | ) | ||||||||||||||||||||||
Citibank N.A. | South African Rand | 1,109,066 | Buy | 09/21/16 | 72,000 | 74,077 | 2,077 | |||||||||||||||||||||||
Citibank N.A. | Australian Dollar | 243,684 | Buy | 09/21/16 | 256,495 | 255,313 | (1,182 | ) | ||||||||||||||||||||||
Citibank N.A. | EU Euro | 158,000 | Buy | 09/21/16 | 179,750 | 175,862 | (3,888 | ) | ||||||||||||||||||||||
Citibank N.A. | EU Euro | 158,000 | Buy | 09/21/16 | 179,532 | 175,862 | (3,670 | ) | ||||||||||||||||||||||
Citibank N.A. | Polish Zloty | 1,368,833 | Buy | 09/21/16 | 315,000 | 310,706 | (4,294 | ) | ||||||||||||||||||||||
Citibank N.A. | Australian Dollar | 241,000 | Buy | 09/21/16 | 178,561 | 179,213 | 652 | |||||||||||||||||||||||
Citibank N.A. | EU Euro | 158,000 | Buy | 09/21/16 | 173,303 | 170,869 | (2,434 | ) | ||||||||||||||||||||||
Citibank N.A. | Swedish Krona | 5,466,403 | Buy | 09/21/16 | 590,685 | 581,607 | (9,078 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Citibank N.A. | British Pound | 155,983 | Buy | 09/21/16 | $ | 225,278 | $ | 207,815 | $ | (17,463 | ) | |||||||||||||||||||
Citibank N.A. | Chinese Offshore Yuan | 1,186,783 | Buy | 09/21/16 | 179,000 | 177,476 | (1,524 | ) | ||||||||||||||||||||||
Citibank N.A. | Chinese Offshore Yuan | 4,292,097 | Buy | 09/01/16 | 627,316 | 642,464 | 15,148 | |||||||||||||||||||||||
Citibank N.A. | Chinese Offshore Yuan | 2,365,375 | Buy | 09/01/16 | 349,000 | 354,062 | 5,062 | |||||||||||||||||||||||
Credit Suisse International | Russian Ruble | 23,379,912 | Buy | 07/29/16 | 361,000 | 363,028 | 2,028 | |||||||||||||||||||||||
Credit Suisse International | Russian Ruble | 11,693,826 | Buy | 07/11/16 | 180,000 | 182,507 | 2,507 | |||||||||||||||||||||||
Credit Suisse International | Russian Ruble | 11,560,392 | Buy | 07/11/16 | 180,000 | 180,424 | 424 | |||||||||||||||||||||||
Credit Suisse International | Colombian Peso | 722,010,535 | Buy | 07/15/16 | 241,596 | 246,544 | 4,948 | |||||||||||||||||||||||
Credit Suisse International | Swiss Franc | 176,403 | Buy | 09/21/16 | 163,000 | 163,058 | 58 | |||||||||||||||||||||||
Credit Suisse International | Japanese Yen | 43,002,795 | Buy | 09/21/16 | 412,734 | 417,589 | 4,855 | |||||||||||||||||||||||
Credit Suisse International | Norwegian Krone | 666,529 | Buy | 09/21/16 | 79,422 | 79,633 | 211 | |||||||||||||||||||||||
Credit Suisse International | Swedish Krona | 718,564 | Buy | 09/21/16 | 87,241 | 85,230 | (2,011 | ) | ||||||||||||||||||||||
Credit Suisse International | Swiss Franc | 351,575 | Buy | 09/21/16 | 318,384 | 325,712 | 7,328 | |||||||||||||||||||||||
Deutsche Bank AG | South Korean Won | 212,013,000 | Buy | 07/18/16 | 180,000 | 183,940 | 3,940 | |||||||||||||||||||||||
Deutsche Bank AG | South Korean Won | 213,402,547 | Buy | 07/05/16 | 179,000 | 185,261 | 6,261 | |||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 652,322 | Buy | 07/05/16 | 179,000 | 203,005 | 24,005 | |||||||||||||||||||||||
Deutsche Bank AG | Indonesian Rupiah | 2,184,019,172 | Buy | 07/29/16 | 162,526 | 165,169 | 2,643 | |||||||||||||||||||||||
Deutsche Bank AG | South Korean Won | 213,402,547 | Buy | 08/16/16 | 181,929 | 184,973 | 3,044 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 163,000 | Buy | 09/21/16 | 728,183 | 725,379 | (2,804 | ) | ||||||||||||||||||||||
Deutsche Bank AG | British Pound | 244,000 | Buy | 09/21/16 | 357,766 | 325,078 | (32,688 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Mexican Peso | 3,369,210 | Buy | 09/21/16 | 180,000 | 182,801 | 2,801 | |||||||||||||||||||||||
Deutsche Bank AG | British Pound | 59,881 | Buy | 09/21/16 | 86,637 | 79,778 | (6,859 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Chinese Yuan | 1,151,525 | Buy | 07/26/16 | 170,566 | 172,882 | 2,316 | |||||||||||||||||||||||
Deutsche Bank AG | Chinese Yuan | 584,417 | Buy | 08/03/16 | 86,363 | 87,658 | 1,295 | |||||||||||||||||||||||
Deutsche Bank AG | Chinese Yuan | 291,607 | Buy | 07/26/16 | 43,048 | 43,780 | 732 | |||||||||||||||||||||||
Deutsche Bank AG | Chinese Yuan | 1,229,581 | Buy | 08/02/16 | 181,958 | 184,450 | 2,492 | |||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 1,170,698 | Buy | 09/01/16 | 172,000 | 175,236 | 3,236 | |||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 1,177,221 | Buy | 09/01/16 | 178,000 | 176,213 | (1,787 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 2,370,657 | Buy | 09/21/16 | 359,000 | 354,517 | (4,483 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Chinese Offshore Yuan | 1,189,666 | Buy | 09/01/16 | 175,000 | 178,076 | 3,076 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Russian Ruble | 11,778,138 | Buy | 07/08/16 | 180,000 | 183,979 | 3,979 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Russian Ruble | 11,828,502 | Buy | 07/08/16 | 180,000 | 184,766 | 4,766 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Malaysian Ringgit | 569,491 | Buy | 08/01/16 | 140,508 | 142,682 | 2,174 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Australian Dollar | 379,061 | Buy | 08/04/16 | 280,008 | 282,371 | 2,363 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | EU Euro | 324,000 | Buy | 09/21/16 | 1,452,294 | 1,445,490 | (6,804 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | British Pound | 131,000 | Buy | 09/21/16 | 179,656 | 174,530 | (5,126 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | New Zealand Dollar | 335,636 | Buy | 09/21/16 | 238,072 | 238,668 | 596 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Swiss Franc | 174,864 | Buy | 09/21/16 | 158,000 | 162,040 | 4,040 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Japanese Yen | 9,401,479 | Buy | 09/21/16 | 86,675 | 91,296 | 4,621 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Mexican Peso | 16,158,682 | Buy | 09/21/16 | 864,609 | 876,712 | 12,103 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Polish Zloty | 3,635,628 | Buy | 09/21/16 | 920,325 | 919,819 | (506 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Chinese Yuan | 2,320,848 | Buy | 07/12/16 | 340,064 | 349,009 | 8,945 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Chinese Yuan | 3,463,724 | Buy | 07/11/16 | 506,813 | 520,936 | 14,123 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Russian Ruble | 11,624,868 | Buy | 07/29/16 | 180,000 | 180,504 | 504 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Malaysian Ringgit | 646,280 | Buy | 07/25/16 | 159,300 | 161,517 | 2,217 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Malaysian Ringgit | 743,387 | Buy | 07/08/16 | 179,000 | 184,660 | 5,660 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Malaysian Ringgit | 744,103 | Buy | 07/08/16 | 179,000 | 184,838 | 5,838 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Brazilian Real | 3,607,908 | Buy | 07/05/16 | 986,738 | 1,122,795 | 136,057 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Russian Ruble | 28,310,715 | Buy | 08/11/16 | 426,321 | 438,050 | 11,729 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Malaysian Ringgit | 983,672 | Buy | 08/10/16 | 244,027 | 246,534 | 2,507 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | EU Euro | 164,992 | Buy | 09/21/16 | 183,747 | 183,644 | (103 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Japanese Yen | 18,700,992 | Buy | 09/21/16 | 180,000 | 181,601 | 1,601 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Swedish Krona | 1,245,708 | Buy | 09/21/16 | 152,248 | 147,756 | (4,492 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Mexican Peso | 12,276,485 | Buy | 09/21/16 | 652,935 | 666,078 | 13,143 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Chinese Offshore Yuan | 659,181 | Buy | 09/01/16 | 96,664 | 98,670 | 2,006 | |||||||||||||||||||||||
The Royal Bank of Canada | Brazilian Real | 2,411,730 | Buy | 09/02/16 | 708,260 | 736,631 | 28,371 | |||||||||||||||||||||||
The Royal Bank of Canada | Canadian Dollar | 234,294 | Buy | 09/21/16 | 180,000 | 181,377 | 1,377 | |||||||||||||||||||||||
The Royal Bank of Canada | Canadian Dollar | 467,687 | Buy | 09/21/16 | 359,000 | 362,057 | 3,057 | |||||||||||||||||||||||
The Royal Bank of Canada | Canadian Dollar | 231,948 | Buy | 09/21/16 | 180,000 | 179,561 | (439 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | EU Euro | 77,117 | Buy | 09/21/16 | 86,359 | 85,835 | (524 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland PLC | Colombian Peso | 525,047,400 | Buy | 07/15/16 | 180,000 | 179,287 | (713 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
The Royal Bank of Scotland PLC | Turkish Lira | 516,236 | Buy | 09/21/16 | $ | 175,000 | $ | 176,135 | $ | 1,135 | ||||||||||||||||||||
The Royal Bank of Scotland PLC | Norwegian Krone | 3,065,059 | Buy | 09/21/16 | 326,000 | 329,339 | 3,339 | |||||||||||||||||||||||
The Royal Bank of Scotland PLC | Norwegian Krone | 248,600 | Buy | 09/21/16 | 26,424 | 26,713 | 289 | |||||||||||||||||||||||
The Royal Bank of Scotland PLC | EU Euro | 163,000 | Buy | 09/21/16 | 1,531,388 | 1,531,173 | (215 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland PLC | EU Euro | 161,000 | Buy | 09/21/16 | 720,448 | 717,375 | (3,073 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland PLC | Turkish Lira | 532,856 | Buy | 09/21/16 | 180,000 | 181,806 | 1,806 | |||||||||||||||||||||||
The Royal Bank of Scotland PLC | EU Euro | 160,000 | Buy | 09/21/16 | 50,176,000 | 50,177,765 | 1,765 | |||||||||||||||||||||||
The Royal Bank of Scotland PLC | Mexican Peso | 1,327,335 | Buy | 09/21/16 | 72,000 | 72,016 | 16 | |||||||||||||||||||||||
The Royal Bank of Scotland PLC | British Pound | 69,925 | Buy | 09/21/16 | 101,064 | 93,160 | (7,904 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Taiwan New Dollar | 11,677,423 | Buy | 07/07/16 | 359,970 | 362,096 | 2,126 | |||||||||||||||||||||||
Standard Chartered PLC | EU Euro | 471,000 | Buy | 09/21/16 | 539,130 | 524,247 | (14,883 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 2,370,129 | Buy | 09/21/16 | 359,000 | 354,439 | (4,561 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 2,371,619 | Buy | 09/21/16 | 359,000 | 354,661 | (4,339 | ) | ||||||||||||||||||||||
Standard Chartered PLC | South African Rand | 1,134,904 | Buy | 09/21/16 | 72,000 | 75,803 | 3,803 | |||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 3,552,328 | Buy | 09/21/16 | 538,500 | 531,229 | (7,271 | ) | ||||||||||||||||||||||
Standard Chartered PLC | South African Rand | 2,835,354 | Buy | 09/21/16 | 176,933 | 189,379 | 12,446 | |||||||||||||||||||||||
Standard Chartered PLC | Chinese Yuan | 2,302,331 | Buy | 07/21/16 | 337,932 | 345,859 | 7,927 | |||||||||||||||||||||||
Standard Chartered PLC | Chinese Yuan | 2,286,437 | Buy | 07/22/16 | 337,943 | 343,432 | 5,489 | |||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 1,179,781 | Buy | 09/01/16 | 172,000 | 176,596 | 4,596 | |||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 1,188,539 | Buy | 09/01/16 | 175,000 | 177,907 | 2,907 | |||||||||||||||||||||||
State Street Bank | Canadian Dollar | 235,213 | Buy | 09/21/16 | 180,000 | 182,089 | 2,089 | |||||||||||||||||||||||
State Street Bank | EU Euro | 17,150 | Buy | 09/21/16 | 161,035 | 161,023 | (12 | ) | ||||||||||||||||||||||
State Street Bank | British Pound | 134,000 | Buy | 09/21/16 | 180,341 | 178,526 | (1,815 | ) | ||||||||||||||||||||||
State Street Bank | British Pound | 132,000 | Buy | 09/21/16 | 179,961 | 175,862 | (4,099 | ) | ||||||||||||||||||||||
State Street Bank | Japanese Yen | 18,244,754 | Buy | 09/21/16 | 179,000 | 177,170 | (1,830 | ) | ||||||||||||||||||||||
State Street Bank | Canadian Dollar | 398,083 | Buy | 09/21/16 | 310,437 | 308,173 | (2,264 | ) | ||||||||||||||||||||||
State Street Bank | Swedish Krona | 1,693,668 | Buy | 09/21/16 | 180,569 | 180,477 | (92 | ) | ||||||||||||||||||||||
State Street Bank | Norwegian Krone | 663,451 | Buy | 09/21/16 | 79,511 | 79,265 | (246 | ) | ||||||||||||||||||||||
State Street Bank | Mexican Peso | 1,187,579 | Buy | 09/21/16 | 63,086 | 64,434 | 1,348 | |||||||||||||||||||||||
State Street Bank | Swedish Krona | 5,466,403 | Buy | 09/21/16 | 591,289 | 581,539 | (9,750 | ) | ||||||||||||||||||||||
State Street Bank | Australian Dollar | 248,000 | Buy | 09/21/16 | 263,736 | 260,614 | (3,122 | ) | ||||||||||||||||||||||
State Street Bank | EU Euro | 188,715 | Buy | 09/21/16 | 211,318 | 210,050 | (1,268 | ) | ||||||||||||||||||||||
State Street Bank | Swedish Krona | 8,480,445 | Buy | 09/21/16 | 914,679 | 902,483 | (12,196 | ) | ||||||||||||||||||||||
UBS AG | Chinese Offshore Yuan | 1,184,048 | Buy | 09/01/16 | 172,000 | 177,235 | 5,235 | |||||||||||||||||||||||
UBS AG | British Pound | 908,000 | Buy | 07/20/16 | 1,329,340 | 1,208,953 | (120,387 | ) | ||||||||||||||||||||||
UBS AG | Taiwan New Dollar | 10,675,111 | Buy | 07/14/16 | 327,126 | 331,241 | 4,115 | |||||||||||||||||||||||
UBS AG | Malaysian Ringgit | 1,487,490 | Buy | 09/08/16 | 366,359 | 372,264 | 5,905 | |||||||||||||||||||||||
UBS AG | British Pound | 137,591 | Buy | 09/21/16 | 181,726 | 183,311 | 1,585 | |||||||||||||||||||||||
UBS AG | EU Euro | 162,000 | Buy | 09/21/16 | 724,539 | 721,544 | (2,995 | ) | ||||||||||||||||||||||
UBS AG | Swiss Franc | 348,073 | Buy | 09/21/16 | 324,000 | 321,473 | (2,527 | ) | ||||||||||||||||||||||
UBS AG | Swiss Franc | 61,700 | Buy | 09/21/16 | 56,848 | 57,051 | 203 | |||||||||||||||||||||||
UBS AG | EU Euro | 162,000 | Buy | 09/21/16 | 51,561,479 | 51,560,601 | (878 | ) | ||||||||||||||||||||||
UBS AG | EU Euro | 56,848 | Buy | 09/21/16 | 60,972 | 61,518 | 546 | |||||||||||||||||||||||
UBS AG | Hungarian Forint | 50,165,311 | Buy | 09/21/16 | 159,000 | 158,310 | (690 | ) | ||||||||||||||||||||||
UBS AG | Swedish Krona | 603,150 | Buy | 09/21/16 | 72,664 | 71,541 | (1,123 | ) | ||||||||||||||||||||||
UBS AG | EU Euro | 70,000 | Buy | 09/21/16 | 21,957,775 | 21,958,527 | 752 | |||||||||||||||||||||||
UBS AG | Norwegian Krone | 588,066 | Buy | 09/21/16 | 72,139 | 70,258 | �� | (1,881 | ) | |||||||||||||||||||||
UBS AG | EU Euro | 158,000 | Buy | 09/21/16 | 172,594 | 170,889 | (1,705 | ) | ||||||||||||||||||||||
UBS AG | British Pound | 54,436 | Buy | 09/21/16 | 79,345 | 72,525 | (6,820 | ) | ||||||||||||||||||||||
UBS AG | Swedish Krona | 8,495,974 | Buy | 09/21/16 | 915,850 | 904,192 | (11,658 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Chinese Offshore Yuan | 1,182,006 | Buy | 09/01/16 | 172,000 | 176,929 | 4,929 | |||||||||||||||||||||||
Westpac Banking Corp. | Japanese Yen | 96,395,986 | Buy | 08/10/16 | 923,546 | 934,578 | 11,032 | |||||||||||||||||||||||
Westpac Banking Corp. | EU Euro | 2,274,119 | Buy | 07/13/16 | 2,579,340 | 2,524,572 | (54,768 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | EU Euro | 178,066 | Buy | 09/21/16 | 147,474 | 149,192 | 1,718 | |||||||||||||||||||||||
Westpac Banking Corp. | EU Euro | 564,110 | Buy | 09/21/16 | 453,070 | 477,333 | 24,263 | |||||||||||||||||||||||
Westpac Banking Corp. | Australian Dollar | 245,000 | Buy | 09/21/16 | 256,821 | 256,385 | (436 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Australian Dollar | 536,966 | Buy | 09/21/16 | 562,730 | 561,878 | (852 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Australian Dollar | 241,000 | Buy | 09/21/16 | 178,694 | 179,213 | 519 | |||||||||||||||||||||||
Westpac Banking Corp. | Australian Dollar | 256,010 | Buy | 09/21/16 | 272,521 | 269,109 | (3,412 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Australian Dollar | 1,697,388 | Buy | 09/21/16 | 1,220,422 | 1,262,214 | 41,792 | |||||||||||||||||||||||
$ | 167,672 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bank of America N.A. | Swedish Krona | 1,330,034 | Sell | 07/29/16 | $ | 163,923 | $ | 157,375 | $ | 6,548 | ||||||||||||||||||||
Bank of America N.A. | Brazilian Real | 571,760 | Sell | 09/02/16 | 175,000 | 174,636 | 364 | |||||||||||||||||||||||
Bank of America N.A. | Singapore Dollar | 243,236 | Sell | 09/21/16 | 179,000 | 180,409 | (1,409 | ) | ||||||||||||||||||||||
Bank of America N.A. | Singapore Dollar | 259,004 | Sell | 09/21/16 | 189,926 | 192,104 | (2,178 | ) | ||||||||||||||||||||||
Bank of America N.A. | Japanese Yen | 19,195,065 | Sell | 09/21/16 | 179,000 | 186,399 | (7,399 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Chinese Offshore Yuan | 1,125,058 | Sell | 08/18/16 | 169,024 | 168,500 | 524 | |||||||||||||||||||||||
Barclays Bank PLC | Chinese Offshore Yuan | 1,141,356 | Sell | 08/05/16 | 168,665 | 171,031 | (2,366 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Chinese Offshore Yuan | 1,393,665 | Sell | 08/16/16 | 207,144 | 208,746 | (1,602 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Chinese Offshore Yuan | 2,357,327 | Sell | 09/01/16 | 347,000 | 352,857 | (5,857 | ) | ||||||||||||||||||||||
Barclays Bank PLC | Chinese Offshore Yuan | 4,065,346 | Sell | 09/01/16 | 610,412 | 608,522 | 1,890 | |||||||||||||||||||||||
Barclays Bank PLC | Brazilian Real | 607,160 | Sell | 09/02/16 | 180,000 | 185,449 | (5,449 | ) | ||||||||||||||||||||||
Barclays Bank PLC | British Pound | 131,000 | Sell | 09/21/16 | 180,080 | 174,530 | 5,550 | |||||||||||||||||||||||
Barclays Bank PLC | Singapore Dollar | 481,298 | Sell | 09/21/16 | 359,000 | 356,980 | 2,020 | |||||||||||||||||||||||
Barclays Bank PLC | South African Rand | 1,077,561 | Sell | 09/21/16 | 72,000 | 71,973 | 27 | |||||||||||||||||||||||
Barclays Bank PLC | Australian Dollar | 591,441 | Sell | 09/21/16 | 440,072 | 439,808 | 264 | |||||||||||||||||||||||
Barclays Bank PLC | British Pound | 122,000 | Sell | 09/21/16 | 179,375 | 162,539 | 16,836 | |||||||||||||||||||||||
Barclays Bank PLC | New Zealand Dollar | 126,897 | Sell | 09/21/16 | 86,359 | 90,235 | (3,876 | ) | ||||||||||||||||||||||
Barclays Bank PLC | New Zealand Dollar | 1,179,835 | Sell | 09/21/16 | 798,382 | 838,970 | (40,588 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Taiwan New Dollar | 17,160,491 | Sell | 08/25/16 | 529,073 | 533,818 | (4,745 | ) | ||||||||||||||||||||||
BNP Paribas Bank | British Pound | 262,000 | Sell | 09/21/16 | 358,521 | 349,059 | 9,462 | |||||||||||||||||||||||
BNP Paribas Bank | Swedish Krona | 713,176 | Sell | 09/21/16 | 86,779 | 84,592 | 2,187 | |||||||||||||||||||||||
BNP Paribas Bank | Canadian Dollar | 233,190 | Sell | 09/21/16 | 180,000 | 180,523 | (523 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Australian Dollar | 203,726 | Sell | 09/21/16 | 150,306 | 151,495 | (1,189 | ) | ||||||||||||||||||||||
BNP Paribas Bank | New Zealand Dollar | 506,000 | Sell | 09/21/16 | 358,217 | 359,812 | (1,595 | ) | ||||||||||||||||||||||
BNP Paribas Bank | Norwegian Krone | 729,127 | Sell | 09/21/16 | 87,325 | 87,112 | 213 | |||||||||||||||||||||||
BNP Paribas Bank | United Arab Emirates Dirham | 466,325 | Sell | 12/07/16 | 126,305 | 126,841 | (536 | ) | ||||||||||||||||||||||
Citibank N.A. | United Arab Emirates Dirham | 2,359,360 | Sell | 08/11/16 | 640,000 | 642,222 | (2,222 | ) | ||||||||||||||||||||||
Citibank N.A. | United Arab Emirates Dirham | 2,697,054 | Sell | 08/11/16 | 732,000 | 734,143 | (2,143 | ) | ||||||||||||||||||||||
Citibank N.A. | Chinese Offshore Yuan | 1,204,710 | Sell | 09/01/16 | 184,226 | 180,327 | 3,899 | |||||||||||||||||||||||
Citibank N.A. | Russian Ruble | 10,807,500 | Sell | 07/11/16 | 167,314 | 168,674 | (1,360 | ) | ||||||||||||||||||||||
Citibank N.A. | Indonesian Rupiah | 2,421,401,020 | Sell | 07/28/16 | 179,000 | 183,126 | (4,126 | ) | ||||||||||||||||||||||
Citibank N.A. | Taiwan New Dollar | 5,803,380 | Sell | 07/14/16 | 180,000 | 180,075 | (75 | ) | ||||||||||||||||||||||
Citibank N.A. | South Korean Won | 208,584,720 | Sell | 07/15/16 | 180,000 | 180,992 | (992 | ) | ||||||||||||||||||||||
Citibank N.A. | Mexican Peso | 3,314,855 | Sell | 08/16/16 | 173,449 | 180,536 | (7,087 | ) | ||||||||||||||||||||||
Citibank N.A. | South Korean Won | 1,303,666,577 | Sell | 07/25/16 | 1,091,300 | 1,130,670 | (39,370 | ) | ||||||||||||||||||||||
Citibank N.A. | Taiwan New Dollar | 13,921,623 | Sell | 07/14/16 | 425,477 | 431,978 | (6,501 | ) | ||||||||||||||||||||||
Citibank N.A. | Malaysian Ringgit | 669,702 | Sell | 08/10/16 | 163,056 | 167,845 | (4,789 | ) | ||||||||||||||||||||||
Citibank N.A. | Taiwan New Dollar | 8,588,876 | Sell | 08/18/16 | 267,691 | 267,129 | 562 | |||||||||||||||||||||||
Citibank N.A. | Taiwan New Dollar | 5,826,987 | Sell | 08/18/16 | 181,611 | 181,230 | 381 | |||||||||||||||||||||||
Citibank N.A. | Taiwan New Dollar | 11,686,609 | Sell | 08/22/16 | 360,921 | 363,512 | (2,591 | ) | ||||||||||||||||||||||
Citibank N.A. | British Pound | 136,585 | Sell | 09/21/16 | 180,159 | 181,970 | (1,811 | ) | ||||||||||||||||||||||
Citibank N.A. | British Pound | 136,000 | Sell | 09/21/16 | 179,947 | 181,191 | (1,244 | ) | ||||||||||||||||||||||
Citibank N.A. | EU Euro | 158,000 | Sell | 09/21/16 | 179,512 | 175,862 | 3,650 | |||||||||||||||||||||||
Citibank N.A. | British Pound | 300,560 | Sell | 09/21/16 | 440,072 | 400,432 | 39,640 | |||||||||||||||||||||||
Citibank N.A. | New Zealand Dollar | 224,375 | Sell | 09/21/16 | 158,835 | 159,551 | (716 | ) | ||||||||||||||||||||||
Citibank N.A. | EU Euro | 1,715,819 | Sell | 09/21/16 | 1,955,975 | 1,909,792 | 46,183 | |||||||||||||||||||||||
Citibank N.A. | Singapore Dollar | 244,271 | Sell | 09/21/16 | 179,000 | 181,176 | (2,176 | ) | ||||||||||||||||||||||
Citibank N.A. | Singapore Dollar | 259,004 | Sell | 09/21/16 | 187,963 | 192,104 | (4,141 | ) | ||||||||||||||||||||||
Citibank N.A. | Turkish Lira | 1,061,516 | Sell | 09/21/16 | 351,612 | 362,181 | (10,569 | ) | ||||||||||||||||||||||
Citibank N.A. | Singapore Dollar | 1,470,823 | Sell | 09/21/16 | 1,065,081 | 1,090,916 | (25,835 | ) | ||||||||||||||||||||||
Citibank N.A. | Canadian Dollar | 1,182,635 | Sell | 09/21/16 | 903,636 | 915,529 | (11,893 | ) | ||||||||||||||||||||||
Credit Suisse International | Colombian Peso | 1,123,419,818 | Sell | 07/15/16 | 370,857 | 383,613 | (12,756 | ) | ||||||||||||||||||||||
Credit Suisse International | Chilean Peso | 74,798,048 | Sell | 07/14/16 | 109,224 | 112,902 | (3,678 | ) | ||||||||||||||||||||||
Credit Suisse International | EU Euro | 89,686 | Sell | 09/21/16 | 101,199 | 99,825 | 1,374 | |||||||||||||||||||||||
Deutsche Bank AG | Malaysian Ringgit | 1,220,081 | Sell | 07/28/16 | 295,780 | 305,247 | (9,467 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Taiwan New Dollar | 5,759,325 | Sell | 07/13/16 | 179,000 | 178,690 | 310 | |||||||||||||||||||||||
Deutsche Bank AG | Thai Baht | 15,178,132 | Sell | 07/27/16 | 431,044 | 431,745 | (701 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Thai Baht | 6,378,372 | Sell | 08/11/16 | 180,547 | 181,383 | (836 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Brazilian Real | 593,100 | Sell | 09/02/16 | 180,000 | 181,155 | (1,155 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Thai Baht | 6,380,858 | Sell | 08/25/16 | 181,033 | 181,407 | (374 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Thai Baht | 6,409,457 | Sell | 09/02/16 | 181,870 | 182,193 | (323 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank AG | New Zealand Dollar | 255,000 | Sell | 09/21/16 | $ | 178,974 | $ | 181,329 | $ | (2,355 | ) | |||||||||||||||||||
Deutsche Bank AG | British Pound | 129,000 | Sell | 09/21/16 | 179,773 | 171,865 | 7,908 | |||||||||||||||||||||||
Deutsche Bank AG | EU Euro | 160,000 | Sell | 09/21/16 | 180,859 | 178,088 | 2,771 | |||||||||||||||||||||||
Deutsche Bank AG | Turkish Lira | 541,132 | Sell | 09/21/16 | 180,000 | 184,630 | (4,630 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Singapore Dollar | 489,733 | Sell | 09/21/16 | 359,000 | 363,237 | (4,237 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 1,204,455 | Sell | 09/01/16 | 183,000 | 180,289 | 2,711 | |||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 3,785,116 | Sell | 09/01/16 | 568,507 | 566,577 | 1,930 | |||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 3,612,420 | Sell | 09/01/16 | 549,000 | 540,726 | 8,274 | |||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 1,150,894 | Sell | 07/26/16 | 170,566 | 172,525 | (1,959 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 584,072 | Sell | 08/03/16 | 86,363 | 87,530 | (1,167 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 291,434 | Sell | 07/26/16 | 43,048 | 43,688 | (640 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 1,228,762 | Sell | 08/02/16 | 181,958 | 184,150 | (2,192 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 1,190,882 | Sell | 09/01/16 | 174,000 | 178,258 | (4,258 | ) | ||||||||||||||||||||||
Deutsche Bank AG | Chinese Offshore Yuan | 3,768,511 | Sell | 09/21/16 | 568,189 | 563,559 | 4,630 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Chinese Offshore Yuan | 2,321,787 | Sell | 07/12/16 | 340,064 | 348,229 | (8,165 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Chinese Offshore Yuan | 3,465,077 | Sell | 07/11/16 | 506,812 | 519,721 | (12,909 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Chinese Offshore Yuan | 1,113,252 | Sell | 09/01/16 | 166,000 | 166,638 | (638 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Chinese Offshore Yuan | 1,155,042 | Sell | 09/01/16 | 179,000 | 172,893 | 6,107 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Chinese Offshore Yuan | 2,406,368 | Sell | 09/01/16 | 366,000 | 360,198 | 5,802 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | South Korean Won | 399,320,129 | Sell | 07/18/16 | 345,597 | 346,446 | (849 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Russian Ruble | 23,539,359 | Sell | 07/14/16 | 354,658 | 367,069 | (12,411 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Taiwan New Dollar | 8,571,614 | Sell | 07/07/16 | 265,704 | 265,790 | (86 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Indonesian Rupiah | 2,416,302,000 | Sell | 07/18/16 | 180,000 | 182,798 | (2,798 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | South Korean Won | 209,863,180 | Sell | 07/08/16 | 179,000 | 182,162 | (3,162 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Taiwan New Dollar | 5,880,744 | Sell | 08/03/16 | 181,532 | 182,830 | (1,298 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Indonesian Rupiah | 2,408,400,000 | Sell | 07/29/16 | 180,242 | 182,137 | (1,895 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Canadian Dollar | 69,335 | Sell | 07/15/16 | 52,787 | 53,670 | (883 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Taiwan New Dollar | 20,705,871 | Sell | 07/28/16 | 633,789 | 643,364 | (9,575 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | British Pound | 117,076 | Sell | 09/21/16 | 160,423 | 155,978 | 4,445 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | British Pound | 140,778 | Sell | 09/21/16 | 191,189 | 187,556 | 3,633 | |||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Japanese Yen | 18,641,070 | Sell | 09/21/16 | 180,000 | 181,019 | (1,019 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | New Zealand Dollar | 123,635 | Sell | 09/21/16 | 86,789 | 87,916 | (1,127 | ) | ||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Mexican Peso | 1,245,905 | Sell | 09/21/16 | 67,912 | 67,598 | 314 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Brazilian Real | 616,299 | Sell | 07/05/16 | 179,500 | 191,794 | (12,294 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Brazilian Real | 623,856 | Sell | 07/05/16 | 179,000 | 194,146 | (15,146 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Russian Ruble | 4,978,458 | Sell | 07/14/16 | 75,168 | 77,633 | (2,465 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | South Korean Won | 209,825,820 | Sell | 07/08/16 | 180,000 | 182,129 | (2,129 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Russian Ruble | 47,409,976 | Sell | 07/27/16 | 717,000 | 736,572 | (19,572 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Taiwan New Dollar | 5,842,560 | Sell | 07/07/16 | 179,000 | 181,167 | (2,167 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Taiwan New Dollar | 5,725,315 | Sell | 07/27/16 | 179,000 | 177,877 | 1,123 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | South Korean Won | 419,689,000 | Sell | 08/16/16 | 362,639 | 363,779 | (1,140 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Taiwan New Dollar | 11,677,814 | Sell | 07/22/16 | 358,160 | 362,636 | (4,476 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Chilean Peso | 52,667,097 | Sell | 07/28/16 | 77,939 | 79,392 | (1,453 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Taiwan New Dollar | 11,668,545 | Sell | 08/10/16 | 362,400 | 362,838 | (438 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Brazilian Real | 597,877 | Sell | 09/02/16 | 180,000 | 182,614 | (2,614 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Mexican Peso | 3,515,931 | Sell | 09/21/16 | 183,078 | 190,762 | (7,684 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | EU Euro | 486,000 | Sell | 09/21/16 | 537,500 | 540,942 | (3,442 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | British Pound | 130,000 | Sell | 09/21/16 | 179,159 | 173,197 | 5,962 | |||||||||||||||||||||||
Morgan Stanley & Co. International PLC | South African Rand | 1,100,851 | Sell | 09/21/16 | 72,000 | 73,528 | (1,528 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | New Zealand Dollar | 106,154 | Sell | 09/21/16 | 71,875 | 75,485 | (3,610 | ) | ||||||||||||||||||||||
Morgan Stanley & Co. International PLC | Canadian Dollar | 1,181,257 | Sell | 09/21/16 | 899,354 | 914,462 | (15,108 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | Brazilian Real | 608,346 | Sell | 07/05/16 | 180,000 | 189,320 | (9,320 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | Brazilian Real | 1,283,044 | Sell | 08/02/16 | 352,756 | 395,708 | (42,952 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | British Pound | 271,000 | Sell | 09/21/16 | 361,583 | 361,050 | 533 | |||||||||||||||||||||||
The Royal Bank of Canada | Mexican Peso | 1,376,582 | Sell | 09/21/16 | 72,000 | 74,688 | (2,688 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | Canadian Dollar | 232,035 | Sell | 09/21/16 | 179,000 | 179,629 | (629 | ) | ||||||||||||||||||||||
The Royal Bank of Canada | Canadian Dollar | 230,998 | Sell | 09/21/16 | 179,000 | 178,826 | 174 | |||||||||||||||||||||||
The Royal Bank of Canada | Japanese Yen | 8,489,567 | Sell | 09/21/16 | 79,564 | 82,440 | (2,876 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland PLC | Turkish Lira | 540,178 | Sell | 09/21/16 | 180,000 | 184,304 | (4,304 | ) | ||||||||||||||||||||||
The Royal Bank of Scotland PLC | Mexican Peso | 3,405,866 | Sell | 09/21/16 | 180,000 | 184,790 | (4,790 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Taiwan New Dollar | 5,834,863 | Sell | 07/07/16 | 179,000 | 180,928 | (1,928 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Taiwan New Dollar | 8,588,876 | Sell | 07/07/16 | 265,663 | 266,325 | (662 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Taiwan New Dollar | 11,677,423 | Sell | 08/26/16 | 359,970 | 363,264 | (3,294 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Counterparty | Currency | Contract Amount | Buy/Sell | Settlement Date | In Exchange For | Fair Value | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Standard Chartered PLC | South African Rand | 1,115,078 | Sell | 09/21/16 | $ | 72,000 | $ | 74,479 | $ | (2,479 | ) | |||||||||||||||||||
Standard Chartered PLC | South African Rand | 1,111,234 | Sell | 09/21/16 | 72,000 | 74,222 | (2,222 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Australian Dollar | 119,558 | Sell | 09/21/16 | 86,359 | 88,906 | (2,547 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Hong Kong Sar Dollar | 8,237,667 | Sell | 09/21/16 | 1,061,870 | 1,062,854 | (984 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Canadian Dollar | 1,687,697 | Sell | 09/21/16 | 1,291,221 | 1,306,520 | (15,299 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 2,302,331 | Sell | 07/21/16 | 337,932 | 345,196 | (7,264 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 2,285,086 | Sell | 07/22/16 | 337,943 | 342,597 | (4,654 | ) | ||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 2,311,808 | Sell | 09/01/16 | 358,000 | 346,044 | 11,956 | |||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 2,248,027 | Sell | 09/01/16 | 347,000 | 336,497 | 10,503 | |||||||||||||||||||||||
Standard Chartered PLC | Chinese Offshore Yuan | 1,219,055 | Sell | 09/01/16 | 183,000 | 182,475 | 525 | |||||||||||||||||||||||
Standard Chartered PLC | United Arab Emirates Dirham | 1,238,373 | Sell | 12/07/16 | 335,103 | 336,840 | (1,737 | ) | ||||||||||||||||||||||
State Street Bank | British Pound | 130,000 | Sell | 09/21/16 | 179,577 | 173,197 | 6,380 | |||||||||||||||||||||||
State Street Bank | Singapore Dollar | 239,771 | Sell | 09/21/16 | 179,000 | 177,839 | 1,161 | |||||||||||||||||||||||
State Street Bank | British Pound | 122,000 | Sell | 09/21/16 | 179,549 | 162,539 | 17,010 | |||||||||||||||||||||||
State Street Bank | New Zealand Dollar | 205,823 | Sell | 09/21/16 | 144,490 | 146,359 | (1,869 | ) | ||||||||||||||||||||||
State Street Bank | Singapore Dollar | 259,110 | Sell | 09/21/16 | 190,431 | 192,183 | (1,752 | ) | ||||||||||||||||||||||
State Street Bank | Japanese Yen | 34,113,884 | Sell | 09/21/16 | 314,058 | 331,272 | (17,214 | ) | ||||||||||||||||||||||
UBS AG | Chinese Offshore Yuan | 3,554,920 | Sell | 09/01/16 | 518,664 | 532,120 | (13,456 | ) | ||||||||||||||||||||||
UBS AG | South Korean Won | 209,414,069 | Sell | 07/15/16 | 180,740 | 181,712 | (972 | ) | ||||||||||||||||||||||
UBS AG | British Pound | 865,269 | Sell | 07/20/16 | 1,266,780 | 1,152,058 | 114,722 | |||||||||||||||||||||||
UBS AG | Taiwan New Dollar | 5,404,707 | Sell | 07/15/16 | 165,105 | 167,721 | (2,616 | ) | ||||||||||||||||||||||
UBS AG | Taiwan New Dollar | 6,984,274 | Sell | 07/14/16 | 215,830 | 216,717 | (887 | ) | ||||||||||||||||||||||
UBS AG | British Pound | 268,000 | Sell | 09/21/16 | 360,912 | 357,053 | 3,859 | |||||||||||||||||||||||
UBS AG | �� | British Pound | 137,591 | Sell | 09/21/16 | 182,817 | 183,311 | (494 | ) | |||||||||||||||||||||
UBS AG | New Zealand Dollar | 113,501 | Sell | 09/21/16 | 79,428 | 80,710 | (1,282 | ) | ||||||||||||||||||||||
UBS AG | New Zealand Dollar | 327,740 | Sell | 09/21/16 | 231,237 | 233,053 | (1,816 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Chinese Offshore Yuan | 2,335,990 | Sell | 09/01/16 | 341,000 | 349,663 | (8,663 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Chinese Offshore Yuan | 2,402,744 | Sell | 09/01/16 | 366,000 | 359,656 | 6,344 | |||||||||||||||||||||||
Westpac Banking Corp. | South Korean Won | 195,217,943 | Sell | 07/15/16 | 167,345 | 169,393 | (2,048 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Malaysian Ringgit | 1,319,432 | Sell | 07/27/16 | 324,424 | 329,986 | (5,562 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Japanese Yen | 16,475,240 | Sell | 08/10/16 | 157,845 | 159,730 | (1,885 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | EU Euro | 5,613,000 | Sell | 07/13/16 | 6,366,349 | 6,231,171 | 135,178 | |||||||||||||||||||||||
Westpac Banking Corp. | Australian Dollar | 483,000 | Sell | 09/21/16 | 357,676 | 359,169 | (1,493 | ) | ||||||||||||||||||||||
Westpac Banking Corp. | Australian Dollar | 333,240 | Sell | 09/21/16 | 239,966 | 247,804 | (7,838 | ) | ||||||||||||||||||||||
$ | (86,399 | ) |
Contract Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts | ||||||||||||||||||
Australia 10-Year Bond | 15 | 09/15/16 | $ | 1,523,667 | $ | 16,099 | ||||||||||||
U.S. Treasury 2-Year Note | 51 | 09/30/16 | 11,185,734 | 72,929 | ||||||||||||||
U.S. Treasury 5-Year Note | 120 | 09/30/16 | 14,659,687 | 37,196 | ||||||||||||||
U.S. Treasury Long Bond | 25 | 09/21/16 | 4,308,594 | 181,139 | ||||||||||||||
U.S. Treasury Ultra Long Bond | 9 | 09/21/16 | 1,677,375 | 89,749 | ||||||||||||||
$ | 33,355,057 | $ | 397,112 | |||||||||||||||
Short Contracts | ||||||||||||||||||
U.S. Treasury 10-Year Note | (56 | ) | 09/21/16 | (7,447,125 | ) | (70,156 | ) | |||||||||||
U.S. Treasury Ultra 10-Year Note | (8 | ) | 09/21/16 | (1,165,375 | ) | (30,663 | ) | |||||||||||
$ | (8,612,500 | ) | $ | (100,819 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/Receive Fixed Rate (%) | Clearinghouse | Termination Date | Notional Amount(2) | Fair Value(3) | Unrealized Appreciation/ (Depreciation) | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDX North American High Yield Index Series 26, Version 1 | Buy | (5.000) | Intercontinental Exchange | 06/20/21 | USD 3,700,000 | $(118,818 | ) | $ | (62,186 | ) | ||||||
CDX North American Investment Grade Index Series 26, Version 1 | Buy | (1.000) | Intercontinental Exchange | 06/20/21 | USD 14,300,000 | (156,528 | ) | (43,306 | ) | |||||||
$(275,346 | ) | $ | (105,492 | ) |
(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. |
Clearinghouse | Termination Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a fixed rate equal to 2.500% and pay a floating rate based on the 6-month AUD-BBR-BBSW | LCH.Clearnet | 09/21/26 | AUD 3,430,000 | $ | 68,912 | $ | 45,484 | |||||||||||||||
Receive a fixed rate equal to 1.500% and pay a floating rate based on the 3-month CAD-BA-CDOR | LCH.Clearnet | 09/21/21 | CAD 29,290,000 | 632,301 | 179,471 | |||||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.695% | LCH.Clearnet | 05/11/35 | EUR 550,000 | (59,067 | ) | (41,570 | ) | |||||||||||||||
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 1,890,000 | (202,738 | ) | (264,211 | ) | |||||||||||||||
Receive a fixed rate equal to 1.250% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 12/19/45 | EUR 920,000 | 34,192 | 27,005 | |||||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to -0.375% | LCH.Clearnet | 09/21/18 | EUR 18,770,000 | (1,279 | ) | (4,792 | ) | |||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.400% | LCH.Clearnet | 09/21/18 | EUR 19,540,000 | 9,598 | (6,119 | ) | ||||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to -0.160% | LCH.Clearnet | 06/22/19 | EUR 4,690,000 | (5,372 | ) | (4,028 | ) | |||||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.500% | LCH.Clearnet | 09/21/21 | EUR 5,230,000 | (170,154 | ) | (11,211 | ) | |||||||||||||||
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 6,610,000 | 366,439 | 342,334 | |||||||||||||||||
Receive a fixed rate equal to 1.568% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 05/11/25 | EUR 2,540,000 | 138,993 | 60,082 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Clearinghouse | Termination Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a fixed rate equal to 0.862% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | �� | LCH.Clearnet | 05/25/25 | EUR 8,790,000 | $ | 127,765 | $ | 100,083 | ||||||||||||||
Receive a fixed rate equal to 1.000% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 06/16/26 | EUR 5,640,000 | 56,128 | 44,725 | |||||||||||||||||
Receive a fixed rate equal to 1.000% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 09/21/26 | EUR 7,880,000 | 534,049 | 164,547 | |||||||||||||||||
Receive a fixed rate equal to 1.500% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 12/15/26 | EUR 1,730,000 | 56,294 | 12,796 | |||||||||||||||||
Receive a fixed rate equal to 2.250% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | LCH.Clearnet | 12/17/35 | EUR 320,000 | 33,065 | 14,388 | |||||||||||||||||
Receive a floating rate based on the 6-month GBP-LIBOR-BBA and pay a fixed rate equal to 2.250% | LCH.Clearnet | 12/11/32 | GBP 1,420,000 | (262,605 | ) | (262,744 | ) | |||||||||||||||
Receive a floating rate based on the 6-month GBP-LIBOR-BBA and pay a fixed rate equal to 1.600% | LCH.Clearnet | 06/15/46 | GBP 1,680,000 | (101,910 | ) | (88,202 | ) | |||||||||||||||
Receive a floating rate based on the 6-month GBP-LIBOR-BBA and pay a fixed rate equal to 2.250% | LCH.Clearnet | 09/21/46 | GBP 190,000 | (69,813 | ) | (24,202 | ) | |||||||||||||||
Receive a fixed rate equal to 0.400% and pay a floating rate based on the 6-month GBP-LIBOR-BBA | LCH.Clearnet | 09/21/18 | GBP 6,970,000 | 14,737 | 14,737 | |||||||||||||||||
Receive a fixed rate equal to 0.464% and pay a floating rate based on the 6-month GBP-LIBOR-BBA | LCH.Clearnet | 09/21/18 | GBP 6,750,000 | 25,706 | 19,545 | |||||||||||||||||
Receive a fixed rate equal to 1.750% and pay a floating rate based on the 6-month GBP-LIBOR-BBA | LCH.Clearnet | 09/21/21 | GBP 1,690,000 | 128,588 | 7,888 | |||||||||||||||||
Receive a floating rate based on the 6-month GBP-LIBOR-BBA and pay a fixed rate equal to 1.940% | LCH.Clearnet | 12/11/22 | GBP 1,600,000 | (125,324 | ) | (124,304 | ) | |||||||||||||||
Receive a fixed rate equal to 2.190% and pay a floating rate based on the 6-month GBP-LIBOR-BBA | LCH.Clearnet | 12/11/27 | GBP 2,800,000 | 382,134 | 378,976 | |||||||||||||||||
Receive a floating rate based on the 6-month GBP-LIBOR-BBA and pay a fixed rate equal to 2.500% | LCH.Clearnet | 12/17/35 | GBP 700,000 | (80,309 | ) | (4,661 | ) | |||||||||||||||
Receive a floating rate based on the 6-month JPY-LIBOR-BBA and pay a fixed rate equal to 2.000% | LCH.Clearnet | 12/17/35 | JPY 306,740,000 | (503,045 | ) | (193,099 | ) | |||||||||||||||
Receive a floating rate based on the 6-month JPY-LIBOR-BBA and pay a fixed rate equal to 0.900% | LCH.Clearnet | 03/30/36 | JPY 244,620,000 | (135,182 | ) | (104,253 | ) | |||||||||||||||
Receive a floating rate based on the 6-month JPY-LIBOR-BBA and pay a fixed rate equal to 0.500% | LCH.Clearnet | 09/21/36 | JPY 582,490,000 | (389,418 | ) | (213,129 | ) | |||||||||||||||
Receive a floating rate based on the 6-month JPY-LIBOR-BBA and pay a fixed rate equal to 2.000% | LCH.Clearnet | 12/19/45 | JPY 264,000,000 | (434,753 | ) | (209,338 | ) | |||||||||||||||
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 587,210,000 | (273,423 | ) | (70,030 | ) | |||||||||||||||
Receive a fixed rate equal to 3.911% and pay a floating rate based on the 28-day MXN TIIE-BANXICO | Chicago Mercantile Exchange | 11/07/16 | MXN 14,290,000 | (1,834 | ) | (1,677 | ) | |||||||||||||||
Receive a fixed rate equal to 3.920% and pay a floating rate based on the 28-day MXN TIIE-BANXICO | Chicago Mercantile Exchange | 11/08/16 | MXN 6,070,000 | (776 | ) | (707 | ) | |||||||||||||||
Receive a fixed rate equal to 3.900% and pay a floating rate based on the 28-day MXN TIIE-BANXICO | Chicago Mercantile Exchange | 11/09/16 | MXN 12,290,000 | (1,635 | ) | (1,506 | ) | |||||||||||||||
Receive a fixed rate equal to 1.614% and pay a floating rate based on the 6-month PLZ-WIBOR-WIBO | LCH.Clearnet | 09/21/18 | PLN 11,780,000 | 3,271 | 4,105 | |||||||||||||||||
Receive a fixed rate equal to 0.050% and pay a floating rate based on the 3-month SEK-STIBOR-SIDE | LCH.Clearnet | 06/15/18 | SEK 35,220,000 | 40,503 | 6,629 | |||||||||||||||||
Receive a floating rate based on the 3-month SEK-STIBOR-SIDE and pay a fixed rate equal to 0.250% | LCH.Clearnet | 09/21/21 | SEK 15,080,000 | (17,547 | ) | (19,185 | ) | |||||||||||||||
Receive a floating rate based on the 3-month SEK-STIBOR-SIDE and pay a fixed rate equal to 1.000% | LCH.Clearnet | 09/21/26 | SEK 15,880,000 | (38,560 | ) | (48,810 | ) | |||||||||||||||
Receive a fixed rate equal to 3.000% and pay a floating rate based on the 3-month USB-LIBOR-BBA | LCH.Clearnet | 12/17/35 | USD 3,580,000 | 248,501 | 108,894 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Clearinghouse | Termination Date | Notional Amount | Fair Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 3.000% | LCH.Clearnet | 12/17/35 | USD 360,000 | $ | (24,989 | ) | $ | (7,011 | ) | |||||||||||||
Receive a fixed rate equal to 2.750% and pay a floating rate based on the 3-month USB-LIBOR-BBA | LCH.Clearnet | 12/19/45 | USD 3,090,000 | 133,904 | 34,425 | |||||||||||||||||
Receive a fixed rate equal to 2.750% and pay a floating rate based on the 3-month USB-LIBOR-BBA | LCH.Clearnet | 09/21/46 | USD 920,000 | 201,118 | 50,137 | |||||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.000% | LCH.Clearnet | 09/21/21 | USD 21,210,000 | (1,018,249 | ) | (207,440 | ) | |||||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.250% | LCH.Clearnet | 09/21/26 | USD 5,460,000 | (438,817 | ) | (84,142 | ) | |||||||||||||||
Receive a fixed rate equal to 2.500% and pay a floating rate based on the 3-month USB-LIBOR-BBA | LCH.Clearnet | 12/15/26 | USD 5,340,000 | 162,430 | 55,988 | |||||||||||||||||
$ | (958,171 | ) | $ | (324,132 | ) |
Principal Amount | | Description | | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|---|---|
$(8,000,000) | Fannie Mae | $ | (8,441,874 | ) | ||||||
(2,000,000) | Freddie Mac | (2,108,594 | ) | |||||||
Total Sales Commitments Proceeds $(10,489,375) | $ | (10,550,468 | ) |
The fair value of derivative instruments as of June 30, 2016 was as follows:
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 1,120,481 | |||||||
Interest rate contracts | Net Assets - Unrealized appreciation* | 397,112 | ||||||||
Interest rate contracts | Net Assets - Unrealized appreciation** | 1,672,238 | ||||||||
Total Asset Derivatives | $ | 3,189,831 | ||||||||
Liability Derivatives | ||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 1,039,208 | |||||||
Interest rate contracts | Net Assets - Unrealized depreciation* | 100,819 | ||||||||
Credit contracts | Net Assets - Unrealized depreciation** | 105,492 | ||||||||
Interest rate contracts | Net Assets - Unrealized depreciation** | 1,996,371 | ||||||||
Total Liability Derivatives | $ | 3,241,890 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Summary Portfolio of Investments. |
** | 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. |
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 | $ | — | $ | — | $ | (335,097 | ) | $ | (335,097 | ) | |||||||
Foreign exchange contracts | (761,851 | ) | — | — | (761,851 | ) | |||||||||||
Interest rate contracts | — | 192,506 | (217,804 | ) | (25,298 | ) | |||||||||||
Total | $ | (761,851 | ) | $ | 192,506 | $ | (552,901 | ) | $ | (1,122,246 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
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 | $ | — | $ | — | $ | (54,409 | ) | $ | (54,409 | ) | |||||||||
Foreign exchange contracts | 185,188 | — | — | 185,188 | |||||||||||||||
Interest rate contracts | — | 294,688 | (507,788 | ) | (213,100 | ) | |||||||||||||
Total | $ | 185,188 | $ | 294,688 | $ | (562,197 | ) | $ | (82,321 | ) |
* | 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 N.A. | Barclays Bank PLC | BNP Paribas Bank | Citibank N.A. | Credit Suisse International | Deutsche Bank AG | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. International PLC | Standard Chartered Bank PLC | State Street Bank | The Royal Bank of Canada | The Royal Bank of Scotland Group PLC | UBS AG | Westpac Banking Corp. | Totals | ||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 40,035 | $ | 42,409 | $ | 30,432 | $ | 138,314 | $ | 23,733 | $ | 81,299 | $ | 81,087 | $ | 188,347 | $ | 62,278 | $ | 27,988 | $ | 33,512 | $ | 8,350 | $ | 136,922 | $ | 225,775 | $ | 1,120,481 | ||||||||||||||||||||||||||||||||
Total Assets | $ | 40,035 | $ | 42,409 | $ | 30,432 | $ | 138,314 | $ | 23,733 | $ | 81,299 | $ | 81,087 | $ | 188,347 | $ | 62,278 | $ | 27,988 | $ | 33,512 | $ | 8,350 | $ | 136,922 | $ | 225,775 | $ | 1,120,481 | ||||||||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 20,534 | $ | 60,068 | $ | 39,424 | $ | 177,486 | $ | 18,445 | $ | 82,915 | $ | 69,251 | $ | 99,861 | $ | 74,124 | $ | 57,529 | $ | 59,428 | $ | 20,999 | $ | 172,187 | $ | 86,957 | $ | 1,039,208 | ||||||||||||||||||||||||||||||||
Total Liabilities | $ | 20,534 | $ | 60,068 | $ | 39,424 | $ | 177,486 | $ | 18,445 | $ | 82,915 | $ | 69,251 | $ | 99,861 | $ | 74,124 | $ | 57,529 | $ | 59,428 | $ | 20,999 | $ | 172,187 | $ | 86,957 | $ | 1,039,208 | ||||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 19,501 | $ | (17,659 | ) | $ | (8,992 | ) | $ | (39,172 | ) | $ | 5,288 | $ | (1,616 | ) | $ | 11,836 | $ | 88,486 | $ | (11,846 | ) | $ | (29,541 | ) | $ | (25,916 | ) | $ | (12,649 | ) | $ | (35,265 | ) | $ | 138,818 | $ | 81,273 | |||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||||||||||||||||||
Net Exposure(1) | $ | 19,501 | $ | (17,659 | ) | $ | (8,992 | ) | $ | (39,172 | ) | $ | 5,288 | $ | (1,616 | ) | $ | 11,836 | $ | 88,486 | $ | (11,846 | ) | $ | (29,541 | ) | $ | (25,916 | ) | $ | (12,649 | ) | $ | (35,265 | ) | $ | 138,818 | $ | 81,273 |
(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. |
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
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT3AIS (0616-082216) |
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 Example | 4 | |||||
Statement of Assets and Liabilities | 5 | |||||
Statement of Operations | 6 | |||||
Statements of Changes in Net Assets | 7 | |||||
Financial Highlights | 8 | |||||
Notes to Financial Statements | 9 | |||||
Portfolio of Investments | 15 |
Shaun Mathews
President and Chief Executive Officer
Voya Family of Funds
July 25, 2016
Index | Description | |||||
---|---|---|---|---|---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||||
Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | |||||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | |||||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | |||||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||||
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, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2016** | Beginning Account Value January 1, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2016** | ||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,050.70 | 0.52 | % | $ | 2.65 | $ | 1,000.00 | $ | 1,022.28 | 0.52 | % | $ | 2.61 | |||||||||||||||||||
Class I | 1,000.00 | 1,052.30 | 0.22 | 1.12 | 1,000.00 | 1,023.77 | 0.22 | 1.11 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,051.50 | 0.47 | 2.40 | 1,000.00 | 1,022.53 | 0.47 | 2.36 |
* | The annualized expense ratios do not include expenses of underlying funds. |
** | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/366 to reflect the most recent fiscal half-year. |
Voya Global Perspectives® Portfolio | ||||||
---|---|---|---|---|---|---|
ASSETS: | ||||||
Investments in affiliated underlying funds at fair value* | $ | 158,888,095 | ||||
Total investments at fair value | $ | 158,888,095 | ||||
Cash | 4,121 | |||||
Receivables: | ||||||
Investments in affiliated underlying funds sold | 1,286,988 | |||||
Fund shares sold | 8,309 | |||||
Prepaid expenses | 1,793 | |||||
Reimbursement due from manager | 1,547 | |||||
Other assets | 3,487 | |||||
Total assets | 160,194,340 | |||||
LIABILITIES: | ||||||
Payable for investments in affiliated underlying funds purchased | 948,141 | |||||
Payable for fund shares redeemed | 351,433 | |||||
Payable for investment management fees | 26,055 | |||||
Payable for distribution and shareholder service fees | 37,572 | |||||
Payable to trustees under the deferred compensation plan (Note 6) | 3,487 | |||||
Payable for trustee fees | 780 | |||||
Other accrued expenses and liabilities | 45,238 | |||||
Total liabilities | 1,412,706 | |||||
NET ASSETS | $ | 158,781,634 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | $ | 159,733,768 | ||||
Undistributed net investment income | 5,589,302 | |||||
Accumulated net realized loss | (5,236,922 | ) | ||||
Net unrealized depreciation | (1,304,514 | ) | ||||
NET ASSETS | $ | 158,781,634 | ||||
* Cost of investments in affiliated underlying funds | $ | 160,192,609 | ||||
Class ADV | ||||||
Net assets | $ | 152,471,001 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 14,698,395 | |||||
Net asset value and redemption price per share | $ | 10.37 | ||||
Class I | ||||||
Net assets | $ | 6,261,397 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 597,922 | |||||
Net asset value and redemption price per share | $ | 10.47 | ||||
Class S | ||||||
Net assets | $ | 49,236 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 4,729 | |||||
Net asset value and redemption price per share | $ | 10.41 |
Voya Global Perspectives® Portfolio | ||||||
---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||
Dividends from affiliated underlying funds | $ | 2,062,238 | ||||
Total investment income | 2,062,238 | |||||
EXPENSES: | ||||||
Investment management fees | 155,284 | |||||
Distribution and shareholder service fees: | ||||||
Class ADV | 527,087 | |||||
Class S | 59 | |||||
Transfer agent fees | 125 | |||||
Shareholder reporting expense | 3,640 | |||||
Professional fees | 14,448 | |||||
Custody and accounting expense | 5,264 | |||||
Trustee fees | 2,342 | |||||
Miscellaneous expense | 4,209 | |||||
Total expenses | 712,458 | |||||
Net waived and reimbursed fees | (313,877 | ) | ||||
Net expenses | 398,581 | |||||
Net investment income | 1,663,657 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized gain (loss) on: | ||||||
Sale of affiliated underlying funds | (1,479,170 | ) | ||||
Capital gain distributions from affiliated underlying funds | 795,626 | |||||
Foreign currency related transactions | (29 | ) | ||||
Net realized loss | (683,573 | ) | ||||
Net change in unrealized appreciation (depreciation) on: | ||||||
Affiliated underlying funds | 6,730,453 | |||||
Net change in unrealized appreciation (depreciation) | 6,730,453 | |||||
Net realized and unrealized gain | 6,046,880 | |||||
Increase in net assets resulting from operations | $ | 7,710,537 |
Voya Global Perspectives® Portfolio | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 1,663,657 | $ | 3,600,344 | |||||||
Net realized (loss) | (683,573 | ) | (3,747,465 | ) | |||||||
Net change in unrealized appreciation (depreciation) | 6,730,453 | (5,605,364 | ) | ||||||||
Increase (decrease) in net assets resulting from operations | 7,710,537 | (5,752,485 | ) | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class ADV | — | (4,211,594 | ) | ||||||||
Class I | — | (65,700 | ) | ||||||||
Class S | — | (808 | ) | ||||||||
Net realized gains: | |||||||||||
Class ADV | — | (6,664,483 | ) | ||||||||
Class I | — | (92,175 | ) | ||||||||
Class S | — | (1,248 | ) | ||||||||
Total distributions | — | (11,036,008 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 7,246,920 | 9,233,216 | |||||||||
Reinvestment of distributions | — | 11,036,008 | |||||||||
7,246,920 | 20,269,224 | ||||||||||
Cost of shares redeemed | (13,443,100 | ) | (44,944,432 | ) | |||||||
Net decrease in net assets resulting from capital share transactions | (6,196,180 | ) | (24,675,208 | ) | |||||||
Net increase (decrease) in net assets | 1,514,357 | (41,463,701 | ) | ||||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 157,267,277 | 198,730,978 | |||||||||
End of year or period | $ | 158,781,634 | $ | 157,267,277 | |||||||
Undistributed net investment income at end of year or period | $ | 5,589,302 | $ | 3,925,645 |
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) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | |||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||||
Voya Global Perspectives® Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 9.87 | 0.11 | • | 0.39 | 0.50 | — | — | — | — | — | 10.37 | 5.07 | 0.94 | 0.52 | 0.52 | 2.13 | 152,471 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.91 | 0.21 | • | (0.57 | ) | (0.36 | ) | 0.26 | 0.42 | — | 0.68 | — | 9.87 | (3.68 | ) | 0.98 | 0.48 | 0.48 | 1.99 | 154,227 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.51 | 0.17 | • | 0.23 | 0.40 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 10.91 | 3.84 | 0.99 | 0.46 | 0.46 | 1.57 | 197,242 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.12 | • | 0.39 | 0.51 | — | — | — | — | — | 10.51 | 5.10 | 2.58 | 0.89 | 0.89 | 1.80 | 24,390 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 9.95 | 0.13 | • | 0.39 | 0.52 | — | — | — | — | — | 10.47 | 5.23 | 0.24 | 0.22 | 0.22 | 2.57 | 6,261 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.99 | 0.25 | • | (0.57 | ) | (0.32 | ) | 0.30 | 0.42 | — | 0.72 | — | 9.95 | (3.35 | ) | 0.23 | 0.18 | 0.18 | 2.36 | 2,994 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.55 | 0.19 | • | 0.25 | 0.44 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 10.99 | 4.21 | 0.24 | 0.15 | 0.15 | 1.74 | 1,456 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.15 | • | 0.40 | 0.55 | — | — | — | — | — | 10.55 | 5.50 | 1.83 | 0.29 | 0.29 | 2.23 | 261 | 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 9.90 | 0.11 | • | 0.40 | 0.51 | — | — | — | — | — | 10.41 | 5.15 | 0.49 | 0.47 | 0.47 | 2.18 | 49 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.95 | 0.22 | • | (0.58 | ) | (0.36 | ) | 0.27 | 0.42 | — | 0.69 | — | 9.90 | (3.70 | ) | 0.48 | 0.43 | 0.43 | 2.03 | 47 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.54 | 0.16 | 0.25 | 0.41 | — | 0.00 | * | — | 0.00 | * | — | 10.95 | 3.91 | 0.49 | 0.40 | 0.40 | 1.50 | 33 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.14 | 0.40 | 0.54 | — | — | — | — | — | 10.54 | 5.40 | 2.08 | 0.54 | 0.54 | 2.03 | 32 | 8 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed by an Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include 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)%. |
closing price as of the close of the regular trading session on the exchange where the security is principally traded.
Short-term securities of sufficient credit quality are generally considered to be Level 2 securities under applicable accounting rules. The Portfolio classifies each of its investments in the Underlying Funds as Level 1, without consideration as to the classification level of the specific investments held by the Underlying Funds. A table summarizing the Portfolio’s investments under these levels of classification is included following the Portfolio of Investments.
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Purchases | Sales | ||
---|---|---|---|
$16,473,717 | $21,014,183 |
Subsidiary | Percentage | |||||
---|---|---|---|---|---|---|
Voya Insurance and Annuity Company | 94.97 | % |
Portfolio | Class ADV | Class I | Class S | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Perspectives(1)(2) | 1.55 | % | 0.95 | % | 1.20 | % |
(1) | The operating expense limits shown take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by the Portfolio will vary based on the Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
(2) | Pursuant to a side letter through May 1, 2017, the total expense limits including the operating expenses incurred at the Underlying Fund level are 1.09%, 0.83% and 1.08% for Class ADV, Class I, and Class S shares respectively. Termination or modification of this obligation requires approval by the Board. |
June 30, | ||||||||
---|---|---|---|---|---|---|---|---|
2017 | 2018 | 2019 | Total | |||||
$ 118,102 | $ 137,772 | $ 47,800 | $ 303,674 |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Global Perspectives® | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 329,365 | — | — | (1,256,845 | ) | (927,480 | ) | 3,339,428 | — | — | (12,564,312 | ) | (9,224,884 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 625,189 | — | 1,037,794 | (4,111,028 | ) | (2,448,045 | ) | 6,808,851 | — | 10,876,078 | (44,188,622 | ) | (26,503,693 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 383,698 | — | — | (86,745 | ) | 296,953 | 3,907,168 | — | — | (878,589 | ) | 3,028,579 | |||||||||||||||||||||||||||||||
12/31/2015 | 225,605 | — | 14,964 | (71,999 | ) | 168,570 | 2,408,988 | — | 157,875 | (755,574 | ) | 1,811,289 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 34 | — | — | (20 | ) | 14 | 324 | — | — | (199 | ) | 125 | |||||||||||||||||||||||||||||||
12/31/2015 | 1,539 | — | 196 | (21 | ) | 1,714 | 15,377 | — | 2,055 | (236 | ) | 17,196 |
Ordinary Income | Long-term Capital Gains | |||
---|---|---|---|---|
$4,737,754 | $6,298,254 |
Capital Loss Carryforwards | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||
$ 4,005,754 | $ | (10,140,348 | ) | $ | (316,013 | ) | Short-term | None | ||||||||||
(2,131,955 | ) | Long-term | None | |||||||||||||||
$ | (2,447,968 | ) |
PER SHARE AMOUNTS | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Payable Date | Record Date | ||||||||||||
Class ADV | $ | 0.2515 | July 15, 2016 | July 13, 2016 | ||||||||||
Class I | $ | 0.2879 | July 15, 2016 | July 13, 2016 | ||||||||||
Class S | $ | 0.2690 | July 15, 2016 | July 13, 2016 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
864,587 | Voya Emerging Markets Index Portfolio — Class I | $ | 8,006,076 | 5.1 | |||||||||||||||
2,737,224 | Voya Global Bond Fund — Class R6 | 27,645,966 | 17.4 | ||||||||||||||||
3,189,205 | Voya GNMA Income Fund — Class I | 27,650,409 | 17.4 | ||||||||||||||||
2,866,689 | Voya High Yield Portfolio — Class I | 27,864,217 | 17.6 | ||||||||||||||||
356,171 | Voya Index Plus LargeCap Portfolio — Class I | 7,996,033 | 5.0 | ||||||||||||||||
947,821 | Voya International Index Portfolio — Class I | 7,999,613 | 5.0 | ||||||||||||||||
600,740 | @ | Voya MidCap Opportunities Portfolio — Class I | 8,019,876 | 5.1 | |||||||||||||||
428,186 | Voya Small Company Portfolio — Class I | 8,045,624 | 5.1 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
2,528,923 | Voya U.S. Bond Index Portfolio — Class I | $ | 27,691,709 | 17.4 | |||||||||||||||
633,936 | VY® Clarion Global Real Estate Portfolio — Class I | 7,968,572 | 5.0 | ||||||||||||||||
Total Mutual Funds (Cost $160,192,609) | 158,888,095 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (106,461 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 158,781,634 | 100.0 |
@ | Non-income producing security. |
Net unrealized depreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 2,390,579 | ||||
Gross Unrealized Depreciation | (6,933,463 | ) | ||||
Net Unrealized Depreciation | $ | (4,542,884 | ) |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Mutual Funds | $ | 158,888,095 | $ | — | $ | — | $ | 158,888,095 | ||||||||||
Total Investments, at fair value | $ | 158,888,095 | $ | — | $ | — | $ | 158,888,095 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Market Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Market Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 7,881,264 | $ | 1,264,692 | $ | (1,782,626 | ) | $ | 642,746 | $ | 8,006,076 | $ | 170,468 | $ | (239,985 | ) | $ | — | ||||||||||||||||
Voya Global Bond Fund — Class R6 | 27,583,290 | 1,277,913 | (3,496,016 | ) | 2,280,779 | 27,645,966 | — | (169,478 | ) | — | ||||||||||||||||||||||||
Voya GNMA Income Fund — Class I | 27,619,082 | 2,770,570 | (3,189,570 | ) | 450,327 | 27,650,409 | 286,952 | 8,130 | — | |||||||||||||||||||||||||
Voya High Yield Portfolio — Class I | 27,706,779 | 2,120,395 | (3,486,622 | ) | 1,523,665 | 27,864,217 | 914,382 | (402,567 | ) | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 7,792,464 | 1,065,524 | (946,120 | ) | 84,165 | 7,996,033 | 135,556 | (30,313 | ) | — | ||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 7,795,163 | 1,567,417 | (989,217 | ) | (373,750 | ) | 7,999,613 | 246,810 | (125,199 | ) | — | |||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 7,806,712 | 1,056,215 | (1,486,616 | ) | 643,565 | 8,019,876 | — | (353,875 | ) | — |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Market Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Market Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Small Company Portfolio — Class I | $ | 7,784,751 | $ | 1,988,249 | $ | (1,706,179 | ) | $ | (21,197 | ) | $ | 8,045,624 | $ | 37,336 | $ | (298,791 | ) | $ | 755,598 | |||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 27,606,888 | 2,505,856 | (3,470,905 | ) | 1,049,870 | 27,691,709 | 270,734 | 45,914 | 40,028 | |||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio — Class I | 7,805,190 | 856,887 | (1,143,788 | ) | 450,283 | 7,968,572 | — | 86,994 | — | |||||||||||||||||||||||||
$ | 157,381,583 | $ | 16,473,718 | $ | (21,697,659 | ) | $ | 6,730,453 | $ | 158,888,095 | $ | 2,062,238 | $ | (1,479,170 | ) | $ | 795,626 |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VITFOFAIS (0616-082216) |
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 | 5 | |||||
Statements of Operations | 6 | |||||
Statements of Changes in Net Assets | 7 | |||||
Financial Highlights | 9 | |||||
Notes to Financial Statements | 11 | |||||
Portfolios of Investments | 17 |
Shaun Mathews
President and Chief Executive Officer
Voya Family of Funds
July 25, 2016
Index | Description | |||||
---|---|---|---|---|---|---|
Barclays High Yield Bond — 2% Issuer Constrained Composite Index | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | |||||
Barclays U.S. Aggregate Bond Index | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | |||||
Barclays U.S. Corporate Investment Grade Bond Index | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | |||||
Barclays U.S. Treasury Bond Index | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | |||||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | |||||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | |||||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | |||||
MSCI World IndexSM | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | |||||
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, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2016** | Beginning Account Value January 1, 2016 | Ending Account Value June 30, 2016 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2016** | ||||||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,045.40 | 0.51 | % | $ | 2.59 | $ | 1,000.00 | $ | 1,022.33 | 0.51 | % | $ | 2.56 | |||||||||||||||||||
Class I | 1,000.00 | 1,043.50 | 0.26 | 1.32 | 1,000.00 | 1,023.57 | 0.26 | 1.31 | |||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,027.40 | 0.68 | % | $ | 3.43 | $ | 1,000.00 | $ | 1,021.48 | 0.68 | % | $ | 3.42 | |||||||||||||||||||
Class I | 1,000.00 | 1,030.30 | 0.26 | 1.31 | 1,000.00 | 1,023.57 | 0.26 | 1.31 | |||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,036.60 | 0.60 | % | $ | 3.04 | $ | 1,000.00 | $ | 1,021.88 | 0.60 | % | $ | 3.02 | |||||||||||||||||||
Class I | 1,000.00 | 1,038.70 | 0.26 | 1.32 | 1,000.00 | 1,023.57 | 0.26 | 1.31 | |||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,032.10 | 0.65 | % | $ | 3.28 | $ | 1,000.00 | $ | 1,021.63 | 0.65 | % | $ | 3.27 | |||||||||||||||||||
Class I | 1,000.00 | 1,034.60 | 0.26 | 1.32 | 1,000.00 | 1,023.57 | 0.26 | 1.31 |
* | The annualized expense ratios do not include expenses of the underlying funds. |
** | Expenses are equal to each Portfolios’ respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/366 to reflect the most recent fiscal half-year. |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||||
Investments in affiliated underlying funds at fair value* | $ | 518,678,128 | $ | 3,498,804,024 | $ | 1,364,282,052 | $ | 2,449,143,231 | ||||||||||
Cash | 25 | 9,634 | 9,061 | 10,623 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investments in affiliated underlying funds sold | 1,866,721 | 28,186,674 | 9,146,655 | 16,892,638 | ||||||||||||||
Fund shares sold | 41,621 | 12,996 | 1,324 | 3,474 | ||||||||||||||
Dividends | 160 | 12,043 | 3,002 | 6,261 | ||||||||||||||
Prepaid expenses | 5,562 | 40,626 | 15,858 | 28,416 | ||||||||||||||
Other assets | 10,160 | 117,843 | 42,866 | 77,414 | ||||||||||||||
Total assets | 520,602,377 | 3,527,183,840 | 1,373,500,818 | 2,466,162,057 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investments in affiliated underlying funds purchased | 1,744,716 | 26,361,196 | 8,113,806 | 15,690,185 | ||||||||||||||
Payable for fund shares redeemed | 163,627 | 1,838,474 | 1,034,173 | 1,205,928 | ||||||||||||||
Payable for investment management fees | 101,593 | 690,258 | 268,327 | 481,933 | ||||||||||||||
Payable for distribution and shareholder service fees | 106,666 | 1,202,666 | 375,830 | 773,638 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 10,160 | 117,843 | 42,866 | 77,414 | ||||||||||||||
Payable for trustee fees | 2,509 | 17,490 | 6,821 | 12,228 | ||||||||||||||
Other accrued expenses and liabilities | 47,646 | 324,413 | 120,754 | 250,767 | ||||||||||||||
Total liabilities | 2,176,917 | 30,552,340 | 9,962,577 | 18,492,093 | ||||||||||||||
NET ASSETS | $ | 518,425,460 | $ | 3,496,631,500 | $ | 1,363,538,241 | $ | 2,447,669,964 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 446,003,468 | $ | 3,066,306,627 | $ | 1,218,516,765 | $ | 2,056,771,100 | ||||||||||
Undistributed net investment income | 10,291,723 | 108,593,394 | 36,669,743 | 72,766,549 | ||||||||||||||
Accumulated net realized gain | 10,140,898 | 234,284,878 | 84,689,179 | 262,713,033 | ||||||||||||||
Net unrealized appreciation | 51,989,371 | 87,446,601 | 23,662,554 | 55,419,282 | ||||||||||||||
NET ASSETS | $ | 518,425,460 | $ | 3,496,631,500 | $ | 1,363,538,241 | $ | 2,447,669,964 | ||||||||||
* Cost of investments in affiliated underlying funds | $ | 466,688,757 | $ | 3,411,357,423 | $ | 1,340,619,498 | $ | 2,393,723,949 | ||||||||||
Class ADV | ||||||||||||||||||
Net assets | $ | 518,424,512 | $ | 3,448,014,444 | $ | 1,345,140,961 | $ | 2,426,498,072 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 56,319,373 | 255,339,846 | 112,910,698 | 184,266,586 | ||||||||||||||
Net asset value and redemption price per share | $ | 9.21 | $ | 13.50 | $ | 11.91 | $ | 13.17 | ||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 948 | $ | 48,617,056 | $ | 18,397,280 | $ | 21,171,892 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 101 | 3,570,399 | 1,524,588 | 1,610,442 | ||||||||||||||
Net asset value and redemption price per share | $ | 9.36 | $ | 13.62 | $ | 12.07 | $ | 13.15 |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||||
Dividends from affiliated underlying funds | $ | 3,702,893 | $ | 43,849,494 | $ | 14,477,754 | $ | 28,621,352 | ||||||||||
Total investment income | 3,702,893 | 43,849,494 | 14,477,754 | 28,621,352 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | 599,015 | 4,176,080 | 1,628,558 | 2,919,741 | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | 1,247,932 | 8,580,917 | 3,346,172 | 6,028,625 | ||||||||||||||
Transfer agent fees | 243 | 2,017 | 710 | 1,407 | ||||||||||||||
Shareholder reporting expense | 7,098 | 36,400 | 15,470 | 34,580 | ||||||||||||||
Professional fees | 11,921 | 59,310 | 24,570 | 48,380 | ||||||||||||||
Custody and accounting expense | 18,746 | 148,860 | 51,870 | 112,360 | ||||||||||||||
Trustee fees | 7,529 | 52,470 | 20,463 | 36,685 | ||||||||||||||
Miscellaneous expense | 11,696 | 86,005 | 28,169 | 69,225 | ||||||||||||||
Total expenses | 1,904,180 | 13,142,059 | 5,115,982 | 9,251,003 | ||||||||||||||
Net waived and reimbursed fees | (618,978 | ) | (1,288,846 | ) | (1,062,084 | ) | (1,333,551 | ) | ||||||||||
Net expenses | 1,285,202 | 11,853,213 | 4,053,898 | 7,917,452 | ||||||||||||||
Net investment income | 2,417,691 | 31,996,281 | 10,423,856 | 20,703,900 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Sale of affiliated underlying funds | (404,858 | ) | 33,304,001 | 4,130,393 | 20,430,769 | |||||||||||||
Capital gain distributions from affiliated underlying funds | 4,504,184 | 91,845,802 | 24,076,027 | 56,500,101 | ||||||||||||||
Net realized gain | 4,099,326 | 125,149,803 | 28,206,420 | 76,930,870 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Affiliated underlying funds | 15,748,449 | (65,530,305 | ) | 9,723,886 | (22,388,503 | ) | ||||||||||||
Net change in unrealized appreciation (depreciation) | 15,748,449 | (65,530,305 | ) | 9,723,886 | (22,388,503 | ) | ||||||||||||
Net realized and unrealized gain | 19,847,775 | 59,619,498 | 37,930,306 | 54,542,367 | ||||||||||||||
Increase in net assets resulting from operations | $ | 22,265,466 | $ | 91,615,779 | $ | 48,354,162 | $ | 75,246,267 |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 2,417,691 | $ | 6,898,431 | $ | 31,996,281 | $ | 64,318,390 | |||||||||||
Net realized gain | 4,099,326 | 12,189,102 | 125,149,803 | 337,387,610 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 15,748,449 | (22,195,017 | ) | (65,530,305 | ) | (471,209,010 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 22,265,466 | (3,107,484 | ) | 91,615,779 | (69,503,010 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (7,437,937 | ) | — | (64,536,459 | ) | |||||||||||||
Class I | — | (17 | ) | — | (1,089,518 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (18,071,120 | ) | — | — | ||||||||||||||
Class I | — | (35 | ) | — | — | ||||||||||||||
Total distributions | — | (25,509,109 | ) | — | (65,625,977 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 39,642,356 | 50,512,974 | 6,633,946 | 12,932,427 | |||||||||||||||
Reinvestment of distributions | — | 25,509,058 | — | 65,625,977 | |||||||||||||||
39,642,356 | 76,022,032 | 6,633,946 | 78,558,404 | ||||||||||||||||
Cost of shares redeemed | (29,830,425 | ) | (84,579,835 | ) | (260,234,785 | ) | (602,699,273 | ) | |||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 9,811,931 | (8,557,803 | ) | (253,600,839 | ) | (524,140,869 | ) | ||||||||||||
Net increase (decrease) in net assets | 32,077,397 | (37,174,396 | ) | (161,985,060 | ) | (659,269,856 | ) | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 486,348,063 | 523,522,459 | 3,658,616,560 | 4,317,886,416 | |||||||||||||||
End of year or period | $ | 518,425,460 | $ | 486,348,063 | $ | 3,496,631,500 | $ | 3,658,616,560 | |||||||||||
Undistributed net investment income at end of year or period | $ | 10,291,723 | $ | 7,874,032 | $ | 108,593,394 | $ | 76,597,113 |
Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | Six Months Ended June 30, 2016 | Year Ended December 31, 2015 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 10,423,856 | $ | 22,658,353 | $ | 20,703,900 | $ | 43,890,195 | |||||||||||
Net realized gain | 28,206,420 | 66,466,566 | 76,930,870 | 206,810,618 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | 9,723,886 | (108,908,713 | ) | (22,388,503 | ) | (288,128,770 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | 48,354,162 | (19,783,794 | ) | 75,246,267 | (37,427,957 | ) | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (12,823,281 | ) | — | (43,759,435 | ) | |||||||||||||
Class I | — | (244,616 | ) | — | (465,361 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (107,444,974 | ) | — | (74,722,061 | ) | |||||||||||||
Class I | — | (1,405,083 | ) | — | (623,513 | ) | |||||||||||||
Total distributions | — | (121,917,954 | ) | — | (119,570,370 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 6,917,486 | 24,950,573 | 4,941,600 | 53,509,716 | |||||||||||||||
Reinvestment of distributions | — | 121,917,954 | — | 119,570,370 | |||||||||||||||
6,917,486 | 146,868,527 | 4,941,600 | 173,080,086 | ||||||||||||||||
Cost of shares redeemed | (98,665,174 | ) | (241,233,418 | ) | (176,194,215 | ) | (427,279,446 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (91,747,688 | ) | (94,364,891 | ) | (171,252,615 | ) | (254,199,360 | ) | |||||||||||
Net decrease in net assets | (43,393,526 | ) | (236,066,639 | ) | (96,006,348 | ) | (411,197,687 | ) | |||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 1,406,931,767 | 1,642,998,406 | 2,543,676,312 | 2,954,873,999 | |||||||||||||||
End of year or period | $ | 1,363,538,241 | $ | 1,406,931,767 | $ | 2,447,669,964 | $ | 2,543,676,312 | |||||||||||
Undistributed net investment income at end of year or period | $ | 36,669,743 | $ | 26,245,887 | $ | 72,766,549 | $ | 52,062,649 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 8.81 | 0.04 | • | 0.36 | 0.40 | — | — | — | — | — | 9.21 | 4.54 | 0.76 | 0.51 | 0.51 | 0.97 | 518,425 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.36 | 0.13 | (0.20 | ) | (0.07 | ) | 0.14 | 0.34 | — | 0.48 | — | 8.81 | (0.80 | ) | 0.76 | 0.51 | 0.51 | 1.37 | 486,347 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.46 | 0.12 | • | 0.43 | 0.55 | 0.30 | 0.35 | — | 0.65 | — | 9.36 | 5.88 | 0.77 | 0.52 | 0.52 | 1.28 | 523,521 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 9.48 | 0.09 | • | 0.32 | 0.41 | 0.31 | 0.12 | — | 0.43 | — | 9.46 | 4.37 | 0.77 | 0.52 | 0.52 | 0.98 | 575,566 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.18 | 0.13 | 0.58 | 0.71 | 0.29 | 0.12 | — | 0.41 | — | 9.48 | 7.92 | 0.76 | 0.48 | 0.48 | 1.43 | 679,513 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 8.96 | 0.17 | • | 0.29 | 0.46 | 0.16 | 0.08 | — | 0.24 | — | 9.18 | 5.18 | 0.76 | 0.41 | 0.41 | 1.90 | 621,792 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 8.97 | 0.06 | • | 0.33 | 0.39 | — | — | — | — | — | 9.36 | 4.35 | 0.26 | 0.26 | 0.26 | 1.24 | 1 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.52 | 0.16 | (0.20 | ) | (0.04 | ) | 0.17 | 0.34 | — | 0.51 | — | 8.97 | (0.50 | ) | 0.26 | 0.26 | 0.26 | 1.72 | 1 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.62 | 0.16 | 0.42 | 0.58 | 0.33 | 0.35 | — | 0.68 | — | 9.52 | 6.09 | 0.27 | 0.27 | 0.27 | 1.61 | 1 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 9.65 | 0.13 | 0.29 | 0.42 | 0.33 | 0.12 | — | 0.45 | — | 9.62 | 4.45 | 0.27 | 0.27 | 0.27 | 1.35 | 1 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 9.33 | 0.16 | 0.59 | 0.75 | 0.31 | 0.12 | — | 0.43 | — | 9.65 | 8.24 | 0.26 | 0.23 | 0.23 | 1.69 | 1 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 9.08 | 0.20 | 0.30 | 0.50 | 0.17 | 0.08 | — | 0.25 | — | 9.33 | 5.63 | 0.26 | 0.16 | 0.16 | 2.21 | 1 | 47 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.14 | 0.12 | • | 0.24 | 0.36 | — | — | — | — | — | 13.50 | 2.74 | 0.76 | 0.68 | 0.68 | 1.84 | 3,448,014 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.63 | 0.22 | • | (0.49 | ) | (0.27 | ) | 0.22 | — | — | 0.22 | — | 13.14 | (2.03 | ) | 0.76 | 0.68 | 0.68 | 1.59 | 3,611,216 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.15 | 0.16 | • | 0.54 | 0.70 | 0.22 | — | — | 0.22 | — | 13.63 | 5.33 | 0.76 | 0.68 | 0.68 | 1.21 | 4,266,570 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.29 | 0.17 | • | 1.92 | 2.09 | 0.23 | — | — | 0.23 | — | 13.15 | 18.66 | 0.76 | 0.68 | 0.68 | 1.39 | 4,698,281 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.24 | 0.16 | • | 1.15 | 1.31 | 0.26 | — | — | 0.26 | — | 11.29 | 12.98 | 0.76 | 0.65 | 0.65 | 1.46 | 4,372,787 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.45 | 0.16 | (0.28 | ) | (0.12 | ) | 0.09 | — | — | 0.09 | — | 10.24 | (1.22 | ) | 0.77 | 0.59 | 0.59 | 1.41 | 4,268,746 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 13.22 | 0.15 | • | 0.25 | 0.40 | — | — | — | — | — | 13.62 | 3.03 | 0.26 | 0.26 | 0.26 | 2.32 | 48,617 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.72 | 0.28 | (0.49 | ) | (0.21 | ) | 0.29 | — | — | 0.29 | — | 13.22 | (1.62 | ) | 0.26 | 0.26 | 0.26 | 2.03 | 47,401 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.24 | 0.22 | • | 0.54 | 0.76 | 0.28 | — | — | 0.28 | — | 13.72 | 5.73 | 0.26 | 0.26 | 0.26 | 1.65 | 51,316 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.36 | 0.23 | • | 1.93 | 2.16 | 0.28 | — | — | 0.28 | — | 13.24 | 19.21 | 0.26 | 0.26 | 0.26 | 1.83 | 52,418 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.31 | 0.21 | • | 1.15 | 1.36 | 0.31 | — | — | 0.31 | — | 11.36 | 13.41 | 0.26 | 0.23 | 0.23 | 1.92 | 46,196 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.51 | 0.21 | (0.28 | ) | (0.07 | ) | 0.13 | — | — | 0.13 | — | 10.31 | (0.71 | ) | 0.27 | 0.17 | 0.17 | 1.83 | 41,867 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 11.49 | 0.09 | • | 0.33 | 0.42 | — | — | — | — | — | 11.91 | 3.66 | 0.76 | 0.60 | 0.60 | 1.53 | 1,345,141 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.68 | 0.18 | • | (0.35 | ) | (0.17 | ) | 0.11 | 0.91 | — | 1.02 | — | 11.49 | (1.57 | ) | 0.76 | 0.60 | 0.60 | 1.47 | 1,387,932 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.40 | 0.16 | • | 0.49 | 0.65 | 0.37 | — | — | 0.37 | — | 12.68 | 5.24 | 0.76 | 0.60 | 0.60 | 1.26 | 1,621,085 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.58 | 0.14 | • | 1.01 | 1.15 | 0.33 | — | — | 0.33 | — | 12.40 | 10.05 | 0.76 | 0.60 | 0.60 | 1.17 | 1,786,063 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.85 | 0.16 | • | 0.93 | 1.09 | 0.36 | — | — | 0.36 | — | 11.58 | 10.22 | 0.76 | 0.56 | 0.56 | 1.44 | 1,793,065 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.77 | 0.18 | • | 0.05 | 0.23 | 0.15 | — | — | 0.15 | — | 10.85 | 2.13 | 0.76 | 0.50 | 0.50 | 1.67 | 1,794,716 | 32 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 11.62 | 0.11 | • | 0.34 | 0.45 | — | — | — | — | — | 12.07 | 3.87 | 0.26 | 0.26 | 0.26 | 1.87 | 18,397 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.82 | 0.23 | (0.36 | ) | (0.13 | ) | 0.16 | 0.91 | — | 1.07 | — | 11.62 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.81 | 19,000 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.53 | 0.21 | 0.50 | 0.71 | 0.42 | — | — | 0.42 | — | 12.82 | 5.64 | 0.26 | 0.26 | 0.26 | 1.62 | 21,914 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.71 | 0.19 | • | 1.00 | 1.19 | 0.37 | — | — | 0.37 | — | 12.53 | 10.32 | 0.26 | 0.26 | 0.26 | 1.54 | 21,892 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.97 | 0.21 | 0.93 | 1.14 | 0.40 | — | — | 0.40 | — | 11.71 | 10.60 | 0.26 | 0.22 | 0.22 | 1.80 | 22,058 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.87 | 0.22 | 0.07 | 0.29 | 0.19 | — | — | 0.19 | — | 10.97 | 2.64 | 0.26 | 0.16 | 0.16 | 2.05 | 20,588 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.76 | 0.11 | • | 0.30 | 0.41 | — | — | — | — | — | 13.17 | 3.21 | 0.76 | 0.65 | 0.65 | 1.70 | 2,426,498 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.54 | 0.21 | • | (0.40 | ) | (0.19 | ) | 0.22 | 0.37 | — | 0.59 | — | 12.76 | (1.59 | ) | 0.76 | 0.65 | 0.65 | 1.56 | 2,521,814 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.02 | 0.16 | • | 0.58 | 0.74 | 0.22 | — | — | 0.22 | — | 13.54 | 5.68 | 0.76 | 0.65 | 0.65 | 1.24 | 2,930,279 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.49 | 0.17 | • | 1.62 | 1.79 | 0.26 | — | — | 0.26 | — | 13.02 | 15.73 | 0.76 | 0.65 | 0.65 | 1.39 | 3,173,203 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.57 | 0.17 | • | 1.04 | 1.21 | 0.29 | — | — | 0.29 | — | 11.49 | 11.60 | 0.76 | 0.61 | 0.61 | 1.51 | 3,001,884 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.67 | 0.16 | • | (0.15 | ) | 0.01 | 0.11 | — | — | 0.11 | — | 10.57 | 0.08 | 0.76 | 0.55 | 0.55 | 1.49 | 2,994,517 | 31 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-16 | 12.71 | 0.13 | • | 0.31 | 0.44 | — | — | — | — | — | 13.15 | 3.46 | 0.26 | 0.26 | 0.26 | 2.07 | 21,172 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.50 | 0.26 | • | (0.40 | ) | (0.14 | ) | 0.28 | 0.37 | — | 0.65 | — | 12.71 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.95 | 21,862 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.98 | 0.23 | 0.56 | 0.79 | 0.27 | — | — | 0.27 | — | 13.50 | 6.11 | 0.26 | 0.26 | 0.26 | 1.65 | 24,595 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.46 | 0.22 | • | 1.61 | 1.83 | 0.31 | — | — | 0.31 | — | 12.98 | 16.13 | 0.26 | 0.26 | 0.26 | 1.79 | 24,996 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-12 | 10.54 | 0.21 | • | 1.04 | 1.25 | 0.33 | — | — | 0.33 | — | 11.46 | 12.11 | 0.26 | 0.22 | 0.22 | 1.90 | 21,479 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-11 | 10.64 | 0.21 | (0.16 | ) | 0.05 | 0.15 | — | — | 0.15 | — | 10.54 | 0.46 | 0.26 | 0.16 | 0.16 | 1.90 | 21,216 | 31 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed by an Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. |
• | Calculated using average number of shares outstanding throughout the period. |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 63,115,672 | $ | 50,885,319 | ||||||
Growth | 350,153,234 | 571,990,908 | ||||||||
Moderate | 128,533,182 | 209,945,628 | ||||||||
Moderate Growth | 242,501,383 | 393,170,762 |
Subsidiary | Portfolio | Percentage | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Institutional Trust Company | Conservative | 15.46 | % | |||||||||||
Moderate | 5.07 | |||||||||||||
Voya Insurance and Annuity Company | Conservative | 81.39 | ||||||||||||
Growth | 94.80 | |||||||||||||
Moderate | 89.92 | |||||||||||||
Moderate Growth | 93.45 |
Portfolio(1) | Class ADV | Class I | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | 1.02 | % | 0.77 | % | ||||||
Growth | 1.13 | % | 0.88 | % | ||||||
Moderate | 1.04 | % | 0.79 | % | ||||||
Moderate Growth | 1.09 | % | 0.84 | % |
(1) | The operating expense limits take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio will vary based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Conservative | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 4,466,983 | — | — | (3,325,998 | ) | 1,140,985 | 39,642,356 | — | — | (29,830,425 | ) | 9,811,931 | |||||||||||||||||||||||||||||||
12/31/2015 | 5,581,016 | — | 2,853,362 | (9,186,207 | ) | (751,829 | ) | 50,512,974 | — | 25,509,057 | (84,579,835 | ) | (8,557,804 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | — | — | — | — | — | — | — | — | — | — | |||||||||||||||||||||||||||||||||
12/31/2015 | — | — | — | * | — | — | * | — | — | 1 | — | 1 | |||||||||||||||||||||||||||||||
Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 330,619 | — | — | (19,830,425 | ) | (19,499,806 | ) | 4,239,610 | — | — | (257,699,670 | ) | (253,460,060 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 731,304 | — | 4,676,555 | (43,579,425 | ) | (38,171,566 | ) | 10,008,454 | — | 64,536,459 | (596,642,941 | ) | (522,098,028 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 178,066 | — | — | (192,831 | ) | (14,765 | ) | 2,394,336 | — | — | (2,535,115 | ) | (140,779 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 211,007 | — | 78,609 | (444,315 | ) | (154,699 | ) | 2,923,973 | — | 1,089,518 | (6,056,332 | ) | (2,042,841 | ) | |||||||||||||||||||||||||||||
Moderate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 551,087 | — | — | (8,405,156 | ) | (7,854,069 | ) | 6,330,840 | — | — | (96,794,735 | ) | (90,463,895 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 1,963,462 | — | 10,140,662 | (19,202,542 | ) | (7,098,418 | ) | 23,550,680 | — | 120,268,255 | (237,115,121 | ) | (93,296,186 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 50,267 | — | — | (160,571 | ) | (110,304 | ) | 586,646 | — | — | (1,870,439 | ) | (1,283,793 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 116,190 | — | 137,820 | (328,955 | ) | (74,945 | ) | 1,399,893 | — | 1,649,699 | (4,118,297 | ) | (1,068,705 | ) | |||||||||||||||||||||||||||||
Moderate Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 363,325 | — | — | (13,760,726 | ) | (13,397,401 | ) | 4,666,792 | — | — | (174,539,097 | ) | (169,872,305 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 3,794,208 | — | 8,928,523 | (31,411,563 | ) | (18,688,832 | ) | 50,918,151 | — | 118,481,497 | (422,193,059 | ) | (252,793,411 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | 21,920 | — | — | (131,225 | ) | (109,305 | ) | 274,808 | — | — | (1,655,118 | ) | (1,380,310 | ) | |||||||||||||||||||||||||||||
12/31/2015 | 194,541 | — | 82,490 | (378,697 | ) | (101,666 | ) | 2,591,565 | — | 1,088,873 | (5,086,387 | ) | (1,405,949 | ) |
* | Share amount is less than 0.500 or $0.50. |
Ordinary Income | Long-term Capital Gains | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 8,331,990 | $ | 17,177,119 | ||||||
Growth | 65,625,977 | — | ||||||||
Moderate | 13,067,897 | 108,850,057 | ||||||||
Moderate Growth | 44,224,796 | 75,345,574 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | Short-term Capital Loss Carryforwards | Expiration | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 8,071,294 | $ | 11,682,502 | $ | 30,409,384 | $ | — | — | |||||||||||||
Growth | 76,699,101 | 176,576,307 | 128,249,430 | (42,713,756 | )* | 2016 | ||||||||||||||||
Moderate | 26,276,982 | 65,237,923 | 5,183,504 | — | — | |||||||||||||||||
Moderate Growth | 52,119,979 | 200,169,907 | 63,420,041 | — | — |
* | 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 | |||||||||||||||||||
Conservative | |||||||||||||||||||||||
Class ADV | $ | 0.1337 | $ | 0.0033 | $ | 0.1982 | July 15, 2016 | July 13, 2016 | |||||||||||||||
Class I | $ | 0.1552 | $ | 0.0033 | $ | 0.1982 | July 15, 2016 | July 13, 2016 | |||||||||||||||
Growth | |||||||||||||||||||||||
Class ADV | $ | 0.2967 | $ | — | $ | 0.6852 | July 15, 2016 | July 13, 2016 | |||||||||||||||
Class I | $ | 0.3635 | $ | — | $ | 0.6852 | July 15, 2016 | July 13, 2016 | |||||||||||||||
Moderate | |||||||||||||||||||||||
Class ADV | $ | 0.2299 | $ | — | $ | 0.5721 | July 15, 2016 | July 13, 2016 | |||||||||||||||
Class I | $ | 0.2759 | $ | — | $ | 0.5721 | July 15, 2016 | July 13, 2016 | |||||||||||||||
Moderate Growth | |||||||||||||||||||||||
Class ADV | $ | 0.2848 | $ | — | $ | 1.0955 | July 15, 2016 | July 13, 2016 | |||||||||||||||
Class I | $ | 0.3446 | $ | — | $ | 1.0955 | July 15, 2016 | July 13, 2016 |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.0% | |||||||||||||||||||
Affiliated Investment Companies: 100.0% | |||||||||||||||||||
200,679 | Voya Australia Index Portfolio — Class I | $ | 1,529,177 | 0.3 | |||||||||||||||
932,430 | Voya Euro STOXX 50® Index Portfolio — Class I | 8,214,709 | 1.6 | ||||||||||||||||
579,659 | Voya FTSE 100 Index® Portfolio — Class I | 4,961,877 | 0.9 | ||||||||||||||||
86,068 | Voya Hang Seng Index Portfolio — Class I | 1,047,451 | 0.2 | ||||||||||||||||
520,255 | Voya Japan TOPIX Index® Portfolio — Class I | 5,155,725 | 1.0 | ||||||||||||||||
2,249,843 | Voya RussellTM Mid Cap Index Portfolio — Class I | 31,430,310 | 6.1 | ||||||||||||||||
24,548,191 | Voya U.S. Bond Index Portfolio — Class I | 268,802,692 | 51.8 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
7,559,008 | Voya U.S. Stock Index Portfolio — Class I | $ | 104,541,082 | 20.2 | |||||||||||||||
9,606,932 | VY® BlackRock Inflation Protected Bond Portfolio — Class I | 92,995,105 | 17.9 | ||||||||||||||||
Total Mutual Funds (Cost $466,688,757) | 518,678,128 | 100.0 | |||||||||||||||||
Liabilities in Excess of Other Assets | (252,668 | ) | (0.0 | ) | |||||||||||||||
Net Assets | $ | 518,425,460 | 100.0 |
Cost for federal income tax purposes is $473,097,863. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 52,628,623 | ||||
Gross Unrealized Depreciation | (7,048,358 | ) | ||||
Net Unrealized Appreciation | $ | 45,580,265 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Mutual Funds | $ | 518,678,128 | $ | — | $ | — | $ | 518,678,128 | ||||||||||
Total Investments, at fair value | $ | 518,678,128 | $ | — | $ | — | $ | 518,678,128 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 1,736,577 | $ | 265,155 | $ | (455,873 | ) | $ | (16,682 | ) | $ | 1,529,177 | $ | 121,763 | $ | (16,428 | ) | $ | — | |||||||||||||||
Voya Euro STOXX 50® Index Portfolio —Class I | 6,051,484 | 3,225,008 | (386,390 | ) | (675,393 | ) | 8,214,709 | 188,185 | (15,621 | ) | — | |||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 5,107,301 | 1,529,752 | (1,256,929 | ) | (418,247 | ) | 4,961,877 | 229,747 | (120,133 | ) | 167,901 | |||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 612,330 | 535,512 | (44,998 | ) | (55,393 | ) | 1,047,451 | 49,759 | (1,363 | ) | 14,448 | |||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 5,537,098 | 998,268 | (922,293 | ) | (457,348 | ) | 5,155,725 | 75,019 | 4,273 | 219,813 | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 28,810,595 | 8,698,948 | (3,739,040 | ) | (2,340,193 | ) | 31,430,310 | 414,543 | 92,113 | 3,720,950 | ||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 254,113,293 | 26,981,936 | (22,728,743 | ) | 10,436,206 | 268,802,692 | 2,623,877 | (17,220 | ) | 381,072 |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya U.S. Stock Index Portfolio — Class I | $ | 96,711,531 | $ | 13,603,168 | $ | (9,902,756 | ) | $ | 4,129,139 | $ | 104,541,082 | $ | — | $ | 121,487 | $ | — | |||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio —Class I | 87,919,791 | 7,277,925 | (7,348,971 | ) | 5,146,360 | 92,995,105 | — | (451,966 | ) | — | ||||||||||||||||||||||||
$ | 486,600,000 | $ | 63,115,672 | $ | (46,785,993 | ) | $ | 15,748,449 | $ | 518,678,128 | $ | 3,702,893 | $ | (404,858 | ) | $ | 4,504,184 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
6,407,564 | Voya Australia Index Portfolio — Class I | $ | 48,825,639 | 1.4 | |||||||||||||||
22,727,267 | Voya Emerging Markets Index Portfolio — Class I | 210,454,497 | 6.0 | ||||||||||||||||
29,725,550 | Voya Euro STOXX 50® Index Portfolio — Class I | 261,882,092 | 7.5 | ||||||||||||||||
18,454,222 | Voya FTSE 100 Index® Portfolio — Class I | 157,968,142 | 4.5 | ||||||||||||||||
2,742,921 | Voya Hang Seng Index Portfolio — Class I | 33,381,351 | 1.0 | ||||||||||||||||
16,577,557 | Voya Japan TOPIX Index® Portfolio — Class I | 164,283,593 | 4.7 | ||||||||||||||||
37,737,656 | Voya RussellTM Mid Cap Index Portfolio — Class I | 527,195,050 | 15.1 | ||||||||||||||||
8,397,289 | Voya RussellTM Small Cap Index Portfolio — Class I | 105,637,896 | 3.0 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
79,173,726 | Voya U.S. Bond Index Portfolio — Class I | $ | 866,952,302 | 24.8 | |||||||||||||||
81,144,140 | Voya U.S. Stock Index Portfolio — Class I | 1,122,223,462 | 32.1 | ||||||||||||||||
Total Mutual Funds (Cost $3,411,357,423) | 3,498,804,024 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (2,172,524 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 3,496,631,500 | 100.0 |
Cost for federal income tax purposes is $3,443,236,341. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 196,449,352 | ||||
Gross Unrealized Depreciation | (140,881,669 | ) | ||||
Net Unrealized Appreciation | $ | 55,567,683 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Mutual Funds | $ | 3,498,804,024 | $ | — | $ | — | $ | 3,498,804,024 | ||||||||||
Total Investments, at fair value | $ | 3,498,804,024 | $ | — | $ | — | $ | 3,498,804,024 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 62,928,463 | $ | 4,022,186 | $ | (20,735,614 | ) | $ | 2,610,604 | $ | 48,825,639 | $ | 4,015,525 | $ | (4,178,649 | ) | $ | — | ||||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 210,397,399 | 20,814,421 | (40,143,268 | ) | 19,385,945 | 210,454,497 | 4,545,430 | (8,611,440 | ) | — | ||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio —Class I | 218,640,910 | 85,481,338 | (16,801,521 | ) | (25,438,635 | ) | 261,882,092 | 6,200,618 | 1,344,824 | — | ||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 184,189,178 | 28,888,198 | (47,853,220 | ) | (7,256,014 | ) | 157,968,142 | 7,559,699 | (11,572,054 | ) | 5,524,651 | |||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 22,203,233 | 15,611,350 | (2,082,569 | ) | (2,350,663 | ) | 33,381,351 | 1,638,589 | 210,839 | 475,796 | ||||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 199,738,239 | 10,064,510 | (27,915,158 | ) | (17,603,998 | ) | 164,283,593 | 2,471,691 | 1,401,831 | 7,242,295 | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 547,623,491 | 91,665,107 | (40,000,579 | ) | (72,092,969 | ) | 527,195,050 | 7,184,940 | 28,793,335 | 64,492,180 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Small Cap Index Portfolio — Class I | $ | 109,780,661 | $ | 20,797,936 | $ | (11,906,066 | ) | $ | (13,034,635 | ) | $ | 105,637,896 | $ | 1,508,091 | $ | 1,199,969 | $ | 12,840,659 | ||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 928,182,858 | 59,249,208 | (159,731,214 | ) | 39,251,450 | 866,952,302 | 8,724,911 | (3,970,747 | ) | 1,270,221 | ||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 1,177,337,767 | 13,558,979 | (79,671,894 | ) | 10,998,610 | 1,122,223,462 | — | 28,686,093 | — | |||||||||||||||||||||||||
$ | 3,661,022,199 | $ | 350,153,233 | $ | (446,841,103 | ) | $ | (65,530,305 | ) | $ | 3,498,804,024 | $ | 43,849,494 | $ | 33,304,001 | $ | 91,845,802 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
1,579,771 | Voya Australia Index Portfolio — Class I | $ | 12,037,851 | 0.9 | |||||||||||||||
5,925,626 | Voya Emerging Markets Index Portfolio — Class I | 54,871,301 | 4.0 | ||||||||||||||||
7,339,862 | Voya Euro STOXX 50® Index Portfolio — Class I | 64,664,183 | 4.7 | ||||||||||||||||
4,563,173 | Voya FTSE 100 Index® Portfolio — Class I | 39,060,757 | 2.9 | ||||||||||||||||
677,508 | Voya Hang Seng Index Portfolio — Class I | 8,245,277 | 0.6 | ||||||||||||||||
4,095,015 | Voya Japan TOPIX Index® Portfolio — Class I | 40,581,598 | 3.0 | ||||||||||||||||
9,839,136 | Voya RussellTM Mid Cap Index Portfolio — Class I | 137,452,736 | 10.1 | ||||||||||||||||
2,189,360 | Voya RussellTM Small Cap Index Portfolio — Class I | 27,542,145 | 2.0 | ||||||||||||||||
52,022,433 | Voya U.S. Bond Index Portfolio — Class I | 569,645,637 | 41.8 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
21,817,630 | Voya U.S. Stock Index Portfolio — Class I | $ | 301,737,821 | 22.1 | |||||||||||||||
11,202,763 | VY® BlackRock Inflation Protected Bond Portfolio — Class I | 108,442,746 | 8.0 | ||||||||||||||||
Total Mutual Funds (Cost $1,340,619,498) | 1,364,282,052 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (743,811 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 1,363,538,241 | 100.0 |
Cost for federal income tax purposes is $1,351,505,709. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 51,574,412 | ||||
Gross Unrealized Depreciation | (38,798,069 | ) | ||||
Net Unrealized Appreciation | $ | 12,776,343 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Mutual Funds | $ | 1,364,282,052 | $ | — | $ | — | $ | 1,364,282,052 | ||||||||||
Total Investments, at fair value | $ | 1,364,282,052 | $ | — | $ | — | $ | 1,364,282,052 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 15,155,902 | $ | 1,020,310 | $ | (4,050,021 | ) | $ | (88,340 | ) | $ | 12,037,851 | $ | 982,308 | $ | (258,576 | ) | $ | — | |||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 53,650,839 | 7,304,909 | (11,437,026 | ) | 5,352,579 | 54,871,301 | 1,175,707 | (2,405,350 | ) | — | ||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 52,778,896 | 22,014,782 | (3,450,867 | ) | (6,678,628 | ) | 64,664,183 | 1,518,545 | 860,877 | — | ||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 44,539,270 | 8,651,271 | �� | (11,979,079 | ) | (2,150,705 | ) | 39,060,757 | 1,854,114 | (2,411,065 | ) | 1,354,992 | ||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 5,340,926 | 3,920,142 | (499,611 | ) | (516,180 | ) | 8,245,277 | 401,496 | 6,042 | 116,582 | ||||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 48,320,800 | 4,060,483 | (7,300,378 | ) | (4,499,307 | ) | 40,581,598 | 605,397 | 571,812 | 1,773,873 | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | $ | 139,645,437 | $ | 27,892,647 | $ | (15,222,406 | ) | $ | (14,862,942 | ) | $ | 137,452,736 | $ | 1,858,421 | $ | 4,022,302 | $ | 16,681,230 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Small Cap Index Portfolio — Class I | 27,993,889 | 6,207,757 | (3,387,268 | ) | (3,272,233 | ) | 27,542,145 | 390,083 | 285,651 | 3,321,370 | ||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 597,213,759 | 30,457,802 | (81,250,165 | ) | 23,224,241 | 569,645,637 | 5,691,683 | (157,980 | ) | 827,980 | ||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 309,435,714 | 13,740,831 | (26,432,060 | ) | 4,993,336 | 301,737,821 | — | 6,185,374 | — | |||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio — Class I | 113,688,760 | 3,262,249 | (16,730,328 | ) | 8,222,065 | 108,442,746 | — | (2,568,694 | ) | — | ||||||||||||||||||||||||
$ | 1,407,764,192 | $ | 128,533,183 | $ | (181,739,209 | ) | $ | 9,723,886 | $ | 1,364,282,052 | $ | 14,477,754 | $ | 4,130,393 | $ | 24,076,027 |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
3,546,726 | Voya Australia Index Portfolio — Class I | $ | 27,026,054 | 1.1 | |||||||||||||||
13,272,817 | Voya Emerging Markets Index Portfolio — Class I | 122,906,289 | 5.0 | ||||||||||||||||
16,447,612 | Voya Euro STOXX 50® Index Portfolio — Class I | 144,903,466 | 5.9 | ||||||||||||||||
10,206,790 | Voya FTSE 100 Index® Portfolio — Class I | 87,370,120 | 3.6 | ||||||||||||||||
1,517,558 | Voya Hang Seng Index Portfolio — Class I | 18,468,687 | 0.8 | ||||||||||||||||
9,172,183 | Voya Japan TOPIX Index® Portfolio — Class I | 90,896,329 | 3.7 | ||||||||||||||||
22,920,363 | Voya RussellTM Mid Cap Index Portfolio — Class I | 320,197,477 | 13.1 | ||||||||||||||||
5,884,792 | Voya RussellTM Small Cap Index Portfolio — Class I | 74,030,678 | 3.0 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
77,681,727 | Voya U.S. Bond Index Portfolio — Class I | $ | 850,614,911 | 34.8 | |||||||||||||||
51,535,012 | Voya U.S. Stock Index Portfolio — Class I | 712,729,220 | 29.1 | ||||||||||||||||
Total Mutual Funds (Cost $2,393,723,949) | 2,449,143,231 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (1,473,267 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 2,447,669,964 | 100.0 |
Cost for federal income tax purposes is $2,410,594,995. |
Net unrealized appreciation consists of: | ||||||
Gross Unrealized Appreciation | $ | 113,468,134 | ||||
Gross Unrealized Depreciation | (74,919,898 | ) | ||||
Net Unrealized Appreciation | $ | 38,548,236 |
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, 2016 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Mutual Funds | $ | 2,449,143,231 | $ | — | $ | — | $ | 2,449,143,231 | ||||||||||
Total Investments, at fair value | $ | 2,449,143,231 | $ | — | $ | — | $ | 2,449,143,231 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 34,485,481 | $ | 2,241,465 | $ | (10,370,771 | ) | $ | 669,879 | $ | 27,026,054 | $ | 2,213,469 | $ | (1,503,636 | ) | $ | — | ||||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 121,601,351 | 13,948,876 | (24,199,579 | ) | 11,555,641 | 122,906,289 | 2,643,332 | (5,161,925 | ) | — | ||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 119,743,234 | 48,166,110 | (8,332,533 | ) | (14,673,345 | ) | 144,903,466 | 3,416,083 | 1,475,423 | — | ||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 100,823,611 | 17,390,455 | (25,608,863 | ) | (5,235,083 | ) | 87,370,120 | 4,163,207 | (5,084,325 | ) | 3,042,484 | |||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 12,169,041 | 8,660,252 | (1,130,320 | ) | (1,230,286 | ) | 18,468,687 | 902,722 | 61,409 | 262,123 | ||||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 109,327,220 | 6,966,794 | (15,447,614 | ) | (9,950,071 | ) | 90,896,329 | 1,361,544 | 1,067,306 | 3,989,457 | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 329,173,347 | 59,392,141 | (25,710,018 | ) | (42,657,993 | ) | 320,197,477 | 4,345,387 | 16,781,683 | 39,004,287 |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2016 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/15 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/16 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Small Cap Index Portfolio — Class I | $ | 76,143,521 | $ | 15,412,964 | $ | (8,017,626 | ) | $ | (9,508,181 | ) | $ | 74,030,678 | $ | 1,052,411 | $ | 1,321,948 | $ | 8,960,765 | ||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 901,819,498 | 52,783,818 | (139,186,660 | ) | 35,198,255 | 850,614,911 | 8,523,197 | (701,773 | ) | 1,240,985 | ||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 739,983,940 | 17,538,508 | (58,235,909 | ) | 13,442,681 | 712,729,220 | — | 12,174,659 | — | |||||||||||||||||||||||||
$ | 2,545,270,244 | $ | 242,501,383 | $ | (316,239,893 | ) | $ | (22,388,503 | ) | $ | 2,449,143,231 | $ | 28,621,352 | $ | 20,430,769 | $ | 56,500,101 |
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7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-RETADVI (0616-082216) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.5% | ||||||||||||||
Australia: 6.9% | ||||||||||||||
526,364 | GPT Group | 2,140,541 | 0.6 | |||||||||||
2,948,563 | Mirvac Group | 4,484,317 | 1.3 | |||||||||||
2,236,601 | Scentre Group | 8,284,291 | 2.3 | |||||||||||
1,470,444 | Vicinity Centres | 3,668,542 | 1.0 | |||||||||||
742,555 | Westfield Corp. | 5,964,716 | 1.7 | |||||||||||
24,542,407 | 6.9 | |||||||||||||
France: 7.2% | ||||||||||||||
35,430 | Gecina S.A. | 4,798,951 | 1.4 | |||||||||||
18,348 | Icade | 1,289,326 | 0.4 | |||||||||||
213,703 | Klepierre | 9,429,740 | 2.6 | |||||||||||
38,934 | Unibail-Rodamco SE | 10,072,038 | 2.8 | |||||||||||
25,590,055 | 7.2 | |||||||||||||
Germany: 2.7% | ||||||||||||||
35,461 | Deutsche Wohnen AG | 1,207,384 | 0.3 | |||||||||||
79,974 | LEG Immobilien AG | 7,483,072 | 2.1 | |||||||||||
28,540 | Vonovia SE | 1,042,113 | 0.3 | |||||||||||
9,732,569 | 2.7 | |||||||||||||
Hong Kong: 5.7% | ||||||||||||||
672,000 | Cheung Kong Property Holdings Ltd. | 4,234,038 | 1.2 | |||||||||||
121,000 | Henderson Land Development Co., Ltd. | 683,501 | 0.2 | |||||||||||
1,233,500 | Link REIT | 8,434,928 | 2.4 | |||||||||||
578,100 | Sun Hung Kai Properties Ltd. | 6,977,025 | 1.9 | |||||||||||
20,329,492 | 5.7 | |||||||||||||
Japan: 13.2% | ||||||||||||||
12,800 | Daito Trust Construction Co., Ltd. | 2,078,238 | 0.6 | |||||||||||
1,504 | GLP J-Reit | 1,898,454 | 0.5 | |||||||||||
481 | Invincible Investment Corp. | 304,043 | 0.1 | |||||||||||
117 | Japan Real Estate Investment Corp. | 722,660 | 0.2 | |||||||||||
3,268 | Japan Retail Fund Investment Corp. | 8,344,732 | 2.4 | |||||||||||
560 | Kenedix Office Investment Corp. | 3,337,548 | 0.9 | |||||||||||
427,319 | Mitsubishi Estate Co., Ltd. | 7,838,224 | 2.2 | |||||||||||
347,682 | Mitsui Fudosan Co., Ltd. | 7,979,575 | 2.2 | |||||||||||
1,712 | Mori Hills REIT Investment Corp. | 2,687,866 | 0.8 | |||||||||||
2,216 | Nippon Prologis REIT, Inc. | 5,413,633 | 1.5 | |||||||||||
115 | Nippon Building Fund, Inc. | 708,405 | 0.2 | |||||||||||
1,876 | Orix JREIT, Inc. | 3,230,820 | 0.9 | |||||||||||
92,000 | Sumitomo Realty & Development Co., Ltd. | 2,494,798 | 0.7 | |||||||||||
47,038,996 | 13.2 | |||||||||||||
Netherlands: 0.9% | ||||||||||||||
45,922 | Eurocommercial Properties NV | 1,955,679 | 0.6 | |||||||||||
306,320 | NSI NV | 1,222,072 | 0.3 | |||||||||||
3,177,751 | 0.9 | |||||||||||||
Spain: 0.2% | ||||||||||||||
77,280 | Hispania Activos Inmobiliarios SOCIMI SA | 904,079 | 0.2 | |||||||||||
Sweden: 0.5% | ||||||||||||||
106,027 | Hufvudstaden AB | 1,664,144 | 0.5 | |||||||||||
United Kingdom: 4.9% | ||||||||||||||
233,492 | British Land Co. PLC | 1,895,799 | 0.5 | |||||||||||
36,478 | Derwent London PLC | 1,272,636 | 0.4 | |||||||||||
255,636 | Great Portland Estates PLC | 2,139,798 | 0.6 | |||||||||||
293,702 | Hammerson PLC | 2,115,422 | 0.6 | |||||||||||
655,729 | Land Securities Group PLC | 9,124,831 | 2.5 | |||||||||||
215,602 | Safestore Holdings PLC | 1,065,209 | 0.3 | |||||||||||
17,613,695 | 4.9 | |||||||||||||
United States: 57.3% | ||||||||||||||
32,100 | Alexandria Real Estate Equities, Inc. | 3,322,992 | 0.9 | |||||||||||
58,325 | AvalonBay Communities, Inc. | 10,521,247 | 3.0 | |||||||||||
86,030 | CubeSmart | 2,656,606 | 0.7 | |||||||||||
77,225 | DCT Industrial Trust, Inc. | 3,709,889 | 1.0 | |||||||||||
290,700 | DDR Corp. | 5,273,298 | 1.5 | |||||||||||
76,561 | Digital Realty Trust, Inc. | 8,344,383 | 2.3 | |||||||||||
185,100 | Equity Residential | 12,749,688 | 3.6 | |||||||||||
138,300 | Gaming and Leisure Properties, Inc. | 4,768,584 | 1.3 | |||||||||||
396,182 | General Growth Properties, Inc. | 11,814,147 | 3.3 | |||||||||||
93,400 | Healthcare Realty Trust, Inc. | 3,268,066 | 0.9 | |||||||||||
109,791 | Healthcare Trust of America, Inc. | 3,550,641 | 1.0 | |||||||||||
49,720 | Highwoods Properties, Inc. | 2,625,216 | 0.7 | |||||||||||
303,721 | Host Hotels & Resorts, Inc. | 4,923,317 | 1.4 | |||||||||||
81,600 | Kilroy Realty Corp. | 5,409,264 | 1.5 | |||||||||||
314,100 | Kimco Realty Corp. | 9,856,458 | 2.8 | |||||||||||
73,327 | MGM Growth Properties LLC | 1,956,364 | 0.6 | |||||||||||
128,600 | Paramount Group, Inc. | 2,049,884 | 0.6 | |||||||||||
94,929 | Pebblebrook Hotel Trust | 2,491,886 | 0.7 | |||||||||||
193,597 | ProLogis, Inc. | 9,493,997 | 2.7 | |||||||||||
43,944 | Public Storage, Inc. | 11,231,647 | 3.1 | |||||||||||
34,200 | QTS Realty Trust, Inc. | 1,914,516 | 0.5 | |||||||||||
54,600 | Regency Centers Corp. | 4,571,658 | 1.3 | |||||||||||
94,071 | Simon Property Group, Inc. | 20,404,000 | 5.7 | |||||||||||
86,000 | SL Green Realty Corp. | 9,156,420 | 2.6 | |||||||||||
485,602 | Spirit Realty Capital, Inc. | 6,201,138 | 1.7 | |||||||||||
64,900 | Sun Communities, Inc. | 4,973,936 | 1.4 | |||||||||||
215,938 | Sunstone Hotel Investors, Inc. | 2,606,372 | 0.7 | |||||||||||
160,975 | UDR, Inc. | 5,943,197 | 1.7 | |||||||||||
631,500 | VEREIT, Inc. | 6,403,410 | 1.8 | |||||||||||
89,531 | Vornado Realty Trust | 8,963,844 | 2.5 |
1 |
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
177,000 | Welltower, Inc. | 13,482,090 | 3.8 | |||||||||||
204,638,155 | 57.3 | |||||||||||||
Total Common Stock (Cost $255,063,491) | 355,231,343 | 99.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | ||||||||||||||
Mutual Funds: 1.1% | ||||||||||||||
3,973,707 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $3,973,707) | 3,973,707 | 1.1 | ||||||||||||
Total Short-Term Investments (Cost $3,973,707) | 3,973,707 | 1.1 | ||||||||||||
Total Investments in Securities (Cost $259,037,198) | $ | 359,205,050 | 100.6 | |||||||||||
Liabilities in Excess of Other Assets | (2,145,131 | ) | (0.6 | ) | ||||||||||
Net Assets | $ | 357,059,919 | 100.0 |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
Cost for federal income tax purposes is $277,203,569.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 98,273,290 | ||
Gross Unrealized Depreciation | (16,271,809 | ) | ||
Net Unrealized Appreciation | $ | 82,001,481 |
2 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.7% | ||||||||||||||
Consumer Discretionary: 15.2% | ||||||||||||||
41,300 | @ | AMC Networks, Inc. | 2,495,346 | 0.3 | ||||||||||
5,800 | @ | Autozone, Inc. | 4,604,272 | 0.5 | ||||||||||
3,316 | Brinker International, Inc. | 150,978 | 0.0 | |||||||||||
24,381 | Brunswick Corp. | 1,104,947 | 0.1 | |||||||||||
9,500 | @ | Buffalo Wild Wings, Inc. | 1,320,025 | 0.2 | ||||||||||
39,700 | @ | Deckers Outdoor Corp. | 2,283,544 | 0.3 | ||||||||||
51,747 | Delphi Automotive PLC | 3,239,362 | 0.4 | |||||||||||
4,100 | DeVry, Inc. | 73,144 | 0.0 | |||||||||||
29,100 | Dick's Sporting Goods, Inc. | 1,311,246 | 0.2 | |||||||||||
72,800 | DineEquity, Inc. | 6,171,984 | 0.7 | |||||||||||
300 | @ | Discovery Communications, Inc. - Class A | 7,569 | 0.0 | ||||||||||
28,373 | @ | Dollar Tree, Inc. | 2,673,872 | 0.3 | ||||||||||
17,100 | Ethan Allen Interiors, Inc. | 564,984 | 0.1 | |||||||||||
11,900 | Extended Stay America, Inc. | 177,905 | 0.0 | |||||||||||
75,780 | Foot Locker, Inc. | 4,157,291 | 0.5 | |||||||||||
236,766 | Gentex Corp. | 3,658,035 | 0.4 | |||||||||||
134,302 | @ | G-III Apparel Group Ltd. | 6,140,287 | 0.7 | ||||||||||
96,300 | GNC Holdings, Inc. | 2,339,127 | 0.3 | |||||||||||
29,494 | Harman International Industries, Inc. | 2,118,259 | 0.3 | |||||||||||
239,265 | @ | Houghton Mifflin Harcourt Co. | 3,739,712 | 0.4 | ||||||||||
18,800 | HSN, Inc. | 919,884 | 0.1 | |||||||||||
251,573 | Interpublic Group of Cos., Inc. | 5,811,336 | 0.7 | |||||||||||
51,100 | Interval Leisure Group, Inc. | 812,490 | 0.1 | |||||||||||
33,420 | @ | iRobot Corp. | 1,172,374 | 0.1 | ||||||||||
39,800 | Johnson Controls, Inc. | 1,761,548 | 0.2 | |||||||||||
9,188 | Jubilant Foodworks Ltd. | 155,188 | 0.0 | |||||||||||
44,500 | @ | Kate Spade & Co. | 917,145 | 0.1 | ||||||||||
65,757 | Las Vegas Sands Corp. | 2,859,772 | 0.3 | |||||||||||
142,600 | Lennar Corp. - Class A | 6,573,860 | 0.8 | |||||||||||
11,400 | @ | Liberty Interactive Corp. QVC Group | 289,218 | 0.0 | ||||||||||
112,800 | L | Lions Gate Entertainment Corp. | 2,281,944 | 0.3 | ||||||||||
7,900 | @ | MDC Partners, Inc. | 144,491 | 0.0 | ||||||||||
4,000 | @ | Mohawk Industries, Inc. | 759,040 | 0.1 | ||||||||||
6,700 | Naspers Ltd. | 1,023,057 | 0.1 | |||||||||||
49,200 | New Oriental Education & Technology Group ADR | 2,060,496 | 0.2 | |||||||||||
91,100 | News Corp - Class A | 1,033,985 | 0.1 | |||||||||||
4,163 | @ | NVR, Inc. | 7,411,555 | 0.9 | ||||||||||
17,000 | Omnicom Group, Inc. | 1,385,330 | 0.2 | |||||||||||
2,300 | Page Industries Ltd. | 478,598 | 0.1 | |||||||||||
56,200 | @ | Party City Holdco, Inc. | 781,742 | 0.1 | ||||||||||
55,819 | L | Polaris Industries, Inc. | 4,563,761 | 0.5 | ||||||||||
360,200 | Pulte Group, Inc. | 7,020,298 | 0.8 | |||||||||||
52,800 | PVH Corp. | 4,975,344 | 0.6 | |||||||||||
10,800 | Ralph Lauren Corp. | 967,896 | 0.1 | |||||||||||
19,800 | Restaurant Group PLC | 76,229 | 0.0 | |||||||||||
1,500 | Ross Stores, Inc. | 85,035 | 0.0 | |||||||||||
28,005 | @ | Select Comfort Corp. | 598,747 | 0.1 | ||||||||||
31,800 | @ | ServiceMaster Global Holdings, Inc. | 1,265,640 | 0.2 | ||||||||||
19,716 | @ | Tenneco, Inc. | 918,963 | 0.1 | ||||||||||
56,300 | Texas Roadhouse, Inc. | 2,567,280 | 0.3 | |||||||||||
55,700 | TJX Cos., Inc. | 4,301,711 | 0.5 | |||||||||||
175,600 | @ | Toll Brothers, Inc. | 4,725,396 | 0.6 | ||||||||||
24,500 | VF Corp. | 1,506,505 | 0.2 | |||||||||||
25,632 | Visteon Corp. | 1,686,842 | 0.2 | |||||||||||
15,500 | Williams-Sonoma, Inc. | 808,015 | 0.1 | |||||||||||
86,022 | Wyndham Worldwide Corp. | 6,127,347 | 0.7 | |||||||||||
129,159,951 | 15.2 | |||||||||||||
Consumer Staples: 1.7% | ||||||||||||||
9,300 | @ | Amplify Snack Brands, Inc. | 137,175 | 0.0 | ||||||||||
1,765 | Britannia Industries Ltd. | 72,304 | 0.0 | |||||||||||
25,833 | Bunge Ltd. | 1,528,022 | 0.2 | |||||||||||
163,448 | C&C Group PLC | 641,058 | 0.1 | |||||||||||
41,463 | CVS Health Corp. | 3,969,668 | 0.4 | |||||||||||
52,032 | Dr Pepper Snapple Group, Inc. | 5,027,852 | 0.6 | |||||||||||
5,846 | Ingredion, Inc. | 756,531 | 0.1 | |||||||||||
47,000 | Kroger Co. | 1,729,130 | 0.2 | |||||||||||
6,600 | @ | TreeHouse Foods, Inc. | 677,490 | 0.1 | ||||||||||
14,539,230 | 1.7 | |||||||||||||
Energy: 3.3% | ||||||||||||||
42,789 | Apache Corp. | 2,382,064 | 0.3 | |||||||||||
30,419 | Baker Hughes, Inc. | 1,372,809 | 0.2 | |||||||||||
36,066 | Cimarex Energy Co. | 4,303,395 | 0.5 | |||||||||||
56,500 | @ | Dril-Quip, Inc. | 3,301,295 | 0.4 | ||||||||||
12,600 | Ensco PLC | 122,346 | 0.0 | |||||||||||
86,500 | Halliburton Co. | 3,917,585 | 0.5 | |||||||||||
59,400 | @ | Newfield Exploration Co. | 2,624,292 | 0.3 | ||||||||||
68,400 | Oceaneering International, Inc. | 2,042,424 | 0.2 | |||||||||||
8,800 | @ | PDC Energy, Inc. | 506,968 | 0.1 | ||||||||||
9,000 | L | SM Energy Co. | 243,000 | 0.0 | ||||||||||
149,800 | @,L | Southwestern Energy Co. | 1,884,484 | 0.2 | ||||||||||
181,900 | Suncor Energy, Inc. | 5,046,090 | 0.6 | |||||||||||
31,000 | L | Teekay LNG Partners L.P. | 348,750 | 0.0 | ||||||||||
3,200 | L | Western Refining, Inc. | 66,016 | 0.0 | ||||||||||
28,161,518 | 3.3 | |||||||||||||
Financials: 19.3% | ||||||||||||||
71,600 | Aflac, Inc. | 5,166,656 | 0.6 | |||||||||||
1,296 | American Express Co. | 78,745 | 0.0 | |||||||||||
20,100 | Ameriprise Financial, Inc. | 1,805,985 | 0.2 | |||||||||||
7,100 | Bajaj Finserv Ltd. | 244,889 | 0.0 | |||||||||||
47,244 | @ | Beneficial Bancorp, Inc. | 600,944 | 0.1 | ||||||||||
185,248 | Boston Private Financial Holdings, Inc. | 2,182,221 | 0.3 | |||||||||||
3,600 | Brown & Brown, Inc. | 134,892 | 0.0 | |||||||||||
50,900 | Capital One Financial Corp. | 3,232,659 | 0.4 | |||||||||||
229,186 | @ | CBRE Group, Inc. | 6,068,845 | 0.7 | ||||||||||
12,831 | Chubb Ltd. | 1,677,140 | 0.2 | |||||||||||
57,400 | CIT Group, Inc. | 1,831,634 | 0.2 | |||||||||||
78,013 | Comerica, Inc. | 3,208,675 | 0.4 | |||||||||||
86,762 | Commerce Bancshares, Inc. | 4,155,900 | 0.5 | |||||||||||
9,000 | CRISIL Ltd. | 268,802 | 0.0 |
3 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
124,100 | CVB Financial Corp. | 2,033,999 | 0.2 | |||||||||||
1,000 | Diamond Hill Investment Group, Inc. | 188,420 | 0.0 | |||||||||||
23,100 | Discover Financial Services | 1,237,929 | 0.2 | |||||||||||
3,100 | @ | E*Trade Financial Corp. | 72,819 | 0.0 | ||||||||||
307,849 | @ | Essent Group Ltd. | 6,714,187 | 0.8 | ||||||||||
173,900 | First American Financial Corp. | 6,994,258 | 0.8 | |||||||||||
5,600 | First Citizens BancShares, Inc. | 1,449,896 | 0.2 | |||||||||||
124,600 | First Commonwealth Financial Corp. | 1,146,320 | 0.1 | |||||||||||
54,000 | First Republic Bank/San Francisco CA | 3,779,460 | 0.5 | |||||||||||
2,700 | FNF Group | 101,250 | 0.0 | |||||||||||
47,000 | Franklin Resources, Inc. | 1,568,390 | 0.2 | |||||||||||
22,300 | Greenhill & Co., Inc. | 359,030 | 0.0 | |||||||||||
16,096 | @ | Hilltop Holdings, Inc. | 337,855 | 0.0 | ||||||||||
187,301 | Hiscox Ltd. | 2,586,158 | 0.3 | |||||||||||
38,840 | Housing Development Finance Corp. | 723,610 | 0.1 | |||||||||||
499,727 | Huntington Bancshares, Inc. | 4,467,559 | 0.5 | |||||||||||
186,100 | Invesco Ltd. | 4,752,994 | 0.6 | |||||||||||
273,500 | Investors Bancorp, Inc. | 3,030,380 | 0.4 | |||||||||||
47,109 | Jones Lang LaSalle, Inc. | 4,590,772 | 0.5 | |||||||||||
173,322 | Ladder Capital Corp. | 2,114,528 | 0.3 | |||||||||||
71,245 | Lakeland Financial Corp. | 3,349,227 | 0.4 | |||||||||||
61,842 | Lazard Ltd. | 1,841,655 | 0.2 | |||||||||||
26,800 | Legg Mason, Inc. | 790,332 | 0.1 | |||||||||||
41,500 | M&T Bank Corp. | 4,906,545 | 0.6 | |||||||||||
74,101 | Marsh & McLennan Cos., Inc. | 5,072,955 | 0.6 | |||||||||||
15,704 | Mid-America Apartment Communities, Inc. | 1,670,906 | 0.2 | |||||||||||
18,200 | Moody's Corp. | 1,705,522 | 0.2 | |||||||||||
8,500 | Navient Corp. | 101,575 | 0.0 | |||||||||||
99,600 | @,L | OneMain Holdings, Inc. | 2,272,872 | 0.3 | ||||||||||
59,611 | Outfront Media, Inc. | 1,440,798 | 0.2 | |||||||||||
4,426 | PacWest Bancorp | 176,066 | 0.0 | |||||||||||
5,200 | Potlatch Corp. | 177,320 | 0.0 | |||||||||||
57,997 | Primerica, Inc. | 3,319,748 | 0.4 | |||||||||||
113,400 | Principal Financial Group, Inc. | 4,661,874 | 0.6 | |||||||||||
56,200 | Progressive Corp. | 1,882,700 | 0.2 | |||||||||||
30,268 | Prosperity Bancshares, Inc. | 1,543,365 | 0.2 | |||||||||||
87,781 | Raymond James Financial, Inc. | 4,327,603 | 0.5 | |||||||||||
55,100 | @ | Realogy Holdings Corp. | 1,599,002 | 0.2 | ||||||||||
442,900 | Regions Financial Corp. | 3,769,079 | 0.4 | |||||||||||
68,435 | Reinsurance Group of America, Inc. | 6,637,511 | 0.8 | |||||||||||
89,699 | S&P Global, Inc. | 9,621,115 | 1.1 | |||||||||||
958,000 | @ | SLM Corp. | 5,920,440 | 0.7 | ||||||||||
76,000 | @ | Stifel Financial Corp. | 2,390,200 | 0.3 | ||||||||||
77,200 | STORE Capital Corp. | 2,273,540 | 0.3 | |||||||||||
111,787 | SunTrust Bank | 4,592,210 | 0.5 | |||||||||||
138,000 | @ | Synchrony Financial | 3,488,640 | 0.4 | ||||||||||
1,100 | Travelers Cos., Inc. | 130,944 | 0.0 | |||||||||||
79,700 | UMB Financial Corp. | 4,240,837 | 0.5 | |||||||||||
31,300 | Valley National Bancorp. | 285,456 | 0.0 | |||||||||||
83,900 | VEREIT, Inc. | 850,746 | 0.1 | |||||||||||
163,948,584 | 19.3 | |||||||||||||
Health Care: 13.3% | ||||||||||||||
800 | @,L | Adeptus Health, Inc. | 41,328 | 0.0 | ||||||||||
87,800 | Agilent Technologies, Inc. | 3,894,808 | 0.5 | |||||||||||
13,100 | @ | Alere, Inc. | 546,008 | 0.1 | ||||||||||
69,900 | @ | AMAG Pharmaceuticals, Inc. | 1,672,008 | 0.2 | ||||||||||
3,500 | Amgen, Inc. | 532,525 | 0.1 | |||||||||||
27,900 | @ | Amsurg Corp. | 2,163,366 | 0.3 | ||||||||||
19,000 | Becton Dickinson & Co. | 3,222,210 | 0.4 | |||||||||||
5,900 | @ | Biogen, Inc. | 1,426,738 | 0.2 | ||||||||||
13,500 | @ | BioMarin Pharmaceutical, Inc. | 1,050,300 | 0.1 | ||||||||||
430,465 | @ | Boston Scientific Corp. | 10,059,967 | 1.2 | ||||||||||
67,000 | Bruker BioSciences Corp. | 1,523,580 | 0.2 | |||||||||||
4,100 | @ | Cambrex Corp. | 212,093 | 0.0 | ||||||||||
92,498 | Cardinal Health, Inc. | 7,215,769 | 0.9 | |||||||||||
80,500 | @ | Catalent, Inc. | 1,850,695 | 0.2 | ||||||||||
3,700 | @ | Centene Corp. | 264,069 | 0.0 | ||||||||||
12,800 | @ | Community Health Systems, Inc. | 154,240 | 0.0 | ||||||||||
12,107 | Cooper Cos., Inc. | 2,077,198 | 0.2 | |||||||||||
76,500 | @ | DaVita HealthCare Partners, Inc. | 5,914,980 | 0.7 | ||||||||||
81,400 | Dentsply Sirona, Inc. | 5,050,056 | 0.6 | |||||||||||
106,300 | @ | Endo International PLC | 1,657,217 | 0.2 | ||||||||||
34,610 | @ | HCA Holdings, Inc. | 2,665,316 | 0.3 | ||||||||||
21,700 | Hill-Rom Holdings, Inc. | 1,094,765 | 0.1 | |||||||||||
155,200 | @ | Hologic, Inc. | 5,369,920 | 0.6 | ||||||||||
19,307 | @,L | Horizon Pharma PLC | 317,986 | 0.0 | ||||||||||
58,532 | @ | Jazz Pharmaceuticals PLC | 8,271,157 | 1.0 | ||||||||||
35,800 | @ | Laboratory Corp. of America Holdings | 4,663,666 | 0.5 | ||||||||||
20,444 | McKesson Corp. | 3,815,873 | 0.4 | |||||||||||
2,300 | @ | Medivation, Inc. | 138,690 | 0.0 | ||||||||||
8,600 | Medtronic PLC | 746,222 | 0.1 | |||||||||||
44,400 | Olympus Corp. | 1,657,967 | 0.2 | |||||||||||
30,200 | @,L | Pacira Pharmaceuticals, Inc./DE | 1,018,646 | 0.1 | ||||||||||
5,100 | @ | Quorum Health Corp. | 54,621 | 0.0 | ||||||||||
35,681 | Resmed, Inc. | 2,256,110 | 0.3 | |||||||||||
25,700 | @ | Seattle Genetics, Inc. | 1,038,537 | 0.1 | ||||||||||
100,600 | STERIS PLC | 6,916,250 | 0.8 | |||||||||||
11,200 | @ | Surgical Care Affiliates, Inc. | 533,904 | 0.1 | ||||||||||
81,662 | Teva Pharmaceutical Industries Ltd. ADR | 4,101,882 | 0.5 | |||||||||||
34,307 | Thermo Fisher Scientific, Inc. | 5,069,202 | 0.6 | |||||||||||
37,600 | @ | United Therapeutics Corp. | 3,982,592 | 0.5 | ||||||||||
6,700 | Universal Health Services, Inc. | 898,470 | 0.1 | |||||||||||
1,600 | @ | VCA, Inc. | 108,176 | 0.0 | ||||||||||
65,500 | Zimmer Biomet Holdings, Inc. | 7,884,890 | 0.9 | |||||||||||
113,133,997 | 13.3 | |||||||||||||
Industrials: 13.8% | ||||||||||||||
70,100 | AGCO Corp. | 3,303,813 | 0.4 | |||||||||||
108,443 | L | Air Lease Corp. | 2,904,104 | 0.3 | ||||||||||
5,800 | Allegiant Travel Co. | 878,700 | 0.1 |
4 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
21,400 | Ametek, Inc. | 989,322 | 0.1 | |||||||||||
22,300 | AO Smith Corp. | 1,964,853 | 0.2 | |||||||||||
3,549 | ArcBest Corp. | 57,671 | 0.0 | |||||||||||
24,100 | CEB, Inc. | 1,486,488 | 0.2 | |||||||||||
35,000 | CH Robinson Worldwide, Inc. | 2,598,750 | 0.3 | |||||||||||
83,400 | @ | Colfax Corp. | 2,206,764 | 0.3 | ||||||||||
7,900 | L | Copa Holdings S.A. | 412,854 | 0.1 | ||||||||||
12,200 | @ | Copart, Inc. | 597,922 | 0.1 | ||||||||||
21,000 | CSX Corp. | 547,680 | 0.1 | |||||||||||
1,568 | Cummins, Inc. | 176,306 | 0.0 | |||||||||||
45,208 | Curtiss-Wright Corp. | 3,808,774 | 0.4 | |||||||||||
50,348 | Dun & Bradstreet Corp. | 6,134,400 | 0.7 | |||||||||||
94,602 | EMCOR Group, Inc. | 4,660,094 | 0.6 | |||||||||||
25,539 | @ | Esterline Technologies Corp. | 1,584,440 | 0.2 | ||||||||||
36,943 | FedEx Corp. | 5,607,209 | 0.7 | |||||||||||
1,800 | Flowserve Corp. | 81,306 | 0.0 | |||||||||||
21,000 | G&K Services, Inc. | 1,607,970 | 0.2 | |||||||||||
30,800 | Herman Miller, Inc. | 920,612 | 0.1 | |||||||||||
9,900 | Hexcel Corp. | 412,236 | 0.0 | |||||||||||
20,234 | HNI, Corp. | 940,679 | 0.1 | |||||||||||
24,500 | Huntington Ingalls Industries, Inc. | 4,116,735 | 0.5 | |||||||||||
2,146 | IDEX Corp. | 176,187 | 0.0 | |||||||||||
67,503 | Ingersoll-Rand PLC - Class A | 4,298,591 | 0.5 | |||||||||||
79,975 | @ | Jacobs Engineering Group, Inc. | 3,983,555 | 0.5 | ||||||||||
5,600 | JB Hunt Transport Services, Inc. | 453,208 | 0.1 | |||||||||||
34,542 | KAR Auction Services, Inc. | 1,441,783 | 0.2 | |||||||||||
109,330 | Knoll, Inc. | 2,654,532 | 0.3 | |||||||||||
23,300 | Lennox International, Inc. | 3,322,580 | 0.4 | |||||||||||
83,003 | @ | Manitowoc Foodservice, Inc. | 1,462,513 | 0.2 | ||||||||||
3,206 | Matthews International Corp. | 178,382 | 0.0 | |||||||||||
82,500 | MISUMI Group, Inc. | 1,489,514 | 0.2 | |||||||||||
76,656 | Mueller Industries, Inc. | 2,443,793 | 0.3 | |||||||||||
4,000 | Multi-Color Corp. | 253,600 | 0.0 | |||||||||||
26,900 | @ | Old Dominion Freight Line | 1,622,339 | 0.2 | ||||||||||
7,000 | Pentair PLC | 408,030 | 0.0 | |||||||||||
40,128 | @ | Quanta Services, Inc. | 927,759 | 0.1 | ||||||||||
380,923 | @ | Rexnord Corp. | 7,477,518 | 0.9 | ||||||||||
900 | Rockwell Automation, Inc. | 103,338 | 0.0 | |||||||||||
46,266 | Rockwell Collins, Inc. | 3,939,087 | 0.5 | |||||||||||
7,308 | Roper Technologies, Inc. | 1,246,452 | 0.1 | |||||||||||
80,449 | @ | Saia, Inc. | 2,022,488 | 0.2 | ||||||||||
81,519 | Southwest Airlines Co. | 3,196,360 | 0.4 | |||||||||||
154,936 | @ | Spirit Airlines, Inc. | 6,951,978 | 0.8 | ||||||||||
8,200 | Stanley Black & Decker, Inc. | 912,004 | 0.1 | |||||||||||
62,653 | @,L | Swift Transportation Co. | 965,483 | 0.1 | ||||||||||
1,000 | @ | Teledyne Technologies, Inc. | 99,050 | 0.0 | ||||||||||
183,642 | Textron, Inc. | 6,713,952 | 0.8 | |||||||||||
15,396 | Valmont Industries, Inc. | 2,082,617 | 0.2 | |||||||||||
32,500 | Wabtec Corp. | 2,282,475 | 0.3 | |||||||||||
13,100 | @ | Wesco International, Inc. | 674,519 | 0.1 | ||||||||||
56,140 | Woodward, Inc. | 3,235,910 | 0.4 | |||||||||||
35,700 | Xylem, Inc. | 1,594,005 | 0.2 | |||||||||||
116,613,284 | 13.8 | |||||||||||||
Information Technology: 24.1% | ||||||||||||||
183,288 | Activision Blizzard, Inc. | 7,263,703 | 0.9 | |||||||||||
24,105 | @ | Alliance Data Systems Corp. | 4,722,652 | 0.6 | ||||||||||
6,037 | @ | Alphabet, Inc. - Class C | 4,178,208 | 0.5 | ||||||||||
5,900 | Amphenol Corp. | 338,247 | 0.0 | |||||||||||
6,600 | Analog Devices, Inc. | 373,824 | 0.0 | |||||||||||
61,295 | @ | Arrow Electronics, Inc. | 3,794,160 | 0.4 | ||||||||||
79,533 | Avnet, Inc. | 3,221,882 | 0.4 | |||||||||||
100,000 | Belden, Inc. | 6,037,000 | 0.7 | |||||||||||
172,949 | @ | Blackhawk Network Holdings, Inc. | 5,792,062 | 0.7 | ||||||||||
33,143 | Broadridge Financial Solutions, Inc. ADR | 2,160,924 | 0.3 | |||||||||||
87,511 | Brocade Communications Systems, Inc. | 803,351 | 0.1 | |||||||||||
137,800 | @ | Cadence Design Systems, Inc. | 3,348,540 | 0.4 | ||||||||||
194,039 | CDW Corp./DE | 7,777,083 | 0.9 | |||||||||||
127,440 | @,L | CommScope Holding Co., Inc. | 3,954,463 | 0.5 | ||||||||||
85,600 | @,L | Cree, Inc. | 2,092,064 | 0.2 | ||||||||||
48,500 | CSRA, Inc. | 1,136,355 | 0.1 | |||||||||||
126,100 | @ | Electronic Arts, Inc. | 9,553,336 | 1.1 | ||||||||||
114,494 | EMC Corp. | 3,110,802 | 0.4 | |||||||||||
98,448 | @ | Euronet Worldwide, Inc. | 6,811,617 | 0.8 | ||||||||||
85,060 | EVERTEC, Inc. | 1,321,832 | 0.2 | |||||||||||
50,191 | @ | F5 Networks, Inc. | 5,713,743 | 0.7 | ||||||||||
34,900 | Fair Isaac Corp. | 3,944,049 | 0.5 | |||||||||||
87,380 | Fidelity National Information Services, Inc. | 6,438,158 | 0.8 | |||||||||||
39,922 | @ | Fiserv, Inc. | 4,340,719 | 0.5 | ||||||||||
43,768 | @ | FleetCor Technologies, Inc. | 6,264,514 | 0.7 | ||||||||||
301,784 | @ | Genpact Ltd. | 8,099,883 | 0.9 | ||||||||||
193,382 | Global Payments, Inc. | 13,803,607 | 1.6 | |||||||||||
900 | Harris Corp. | 75,096 | 0.0 | |||||||||||
70,100 | Intersil Corp. | 949,154 | 0.1 | |||||||||||
20,497 | Intuit, Inc. | 2,287,670 | 0.3 | |||||||||||
33,200 | @ | IPG Photonics Corp. | 2,656,000 | 0.3 | ||||||||||
63,400 | Jabil Circuit, Inc. | 1,170,998 | 0.1 | |||||||||||
86,500 | @ | Keysight Technologies, Inc. | 2,516,285 | 0.3 | ||||||||||
3,100 | Littelfuse, Inc. | 366,389 | 0.0 | |||||||||||
64,500 | Maxim Integrated Products | 2,302,005 | 0.3 | |||||||||||
43,700 | MAXIMUS, Inc. | 2,419,669 | 0.3 | |||||||||||
54,500 | Methode Electronics, Inc. | 1,865,535 | 0.2 | |||||||||||
15,887 | Microchip Technology, Inc. | 806,424 | 0.1 | |||||||||||
3,200 | National Instruments Corp. | 87,680 | 0.0 | |||||||||||
454,000 | NEC Corp. | 1,057,758 | 0.1 | |||||||||||
173,024 | Nvidia Corp. | 8,133,858 | 1.0 | |||||||||||
83,317 | @ | NXP Semiconductor NV - NXPI - US | 6,527,054 | 0.8 | ||||||||||
89,386 | @ | PTC, Inc. | 3,359,126 | 0.4 | ||||||||||
8,675 | @ | Qorvo, Inc. | 479,381 | 0.1 | ||||||||||
60,400 | @ | Semtech Corp. | 1,441,144 | 0.2 | ||||||||||
15,800 | Symantec Corp. | 324,532 | 0.0 | |||||||||||
46,051 | @ | Synopsys, Inc. | 2,490,438 | 0.3 |
5 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
15,600 | @ | Syntel, Inc. | 706,056 | 0.1 | ||||||||||
76,083 | TE Connectivity Ltd. | 4,345,100 | 0.5 | |||||||||||
60,100 | Tencent Holdings Ltd. | 1,378,675 | 0.2 | |||||||||||
165,443 | Total System Services, Inc. | 8,786,678 | 1.0 | |||||||||||
170,900 | @ | Trimble Navigation Ltd. | 4,163,124 | 0.5 | ||||||||||
63,100 | @ | Vantiv, Inc. | 3,571,460 | 0.4 | ||||||||||
44,200 | Visa, Inc. - Class A | 3,278,314 | 0.4 | |||||||||||
81,260 | Western Digital Corp. | 3,840,348 | 0.4 | |||||||||||
161,300 | Western Union Co. | 3,093,734 | 0.4 | |||||||||||
285,936 | Xerox Corp. | 2,713,533 | 0.3 | |||||||||||
17,300 | @ | Zebra Technologies Corp. | 866,730 | 0.1 | ||||||||||
204,456,726 | 24.1 | |||||||||||||
Materials: 3.9% | ||||||||||||||
74,388 | Albemarle Corp. | 5,899,712 | 0.7 | |||||||||||
20,211 | Aptargroup, Inc. | 1,599,296 | 0.2 | |||||||||||
9,200 | Ashland, Inc. | 1,055,884 | 0.1 | |||||||||||
881,000 | @ | B2Gold Corp. | 2,209,404 | 0.2 | ||||||||||
101,100 | @ | Boise Cascade Co. | 2,320,245 | 0.3 | ||||||||||
58,200 | Eastman Chemical Co. | 3,951,780 | 0.5 | |||||||||||
171,896 | @ | Ferro Corp. | 2,299,969 | 0.3 | ||||||||||
250,700 | Graphic Packaging Holding Co. | 3,143,778 | 0.4 | |||||||||||
2,000 | HB Fuller Co. | 87,980 | 0.0 | |||||||||||
10,083 | @ | Ingevity Corp. | 343,225 | 0.0 | ||||||||||
1,700 | Innospec, Inc. | 78,183 | 0.0 | |||||||||||
217,064 | @ | New Gold, Inc. | 949,272 | 0.1 | ||||||||||
98,394 | PolyOne Corp. | 3,467,405 | 0.4 | |||||||||||
12,700 | PPG Industries, Inc. | 1,322,705 | 0.1 | |||||||||||
5,800 | Praxair, Inc. | 651,862 | 0.1 | |||||||||||
6,949 | L | Randgold Resources Ltd. ADR | 778,566 | 0.1 | ||||||||||
60,500 | WestRock Co. | 2,351,635 | 0.3 | |||||||||||
7,500 | WR Grace & Co. | 549,075 | 0.1 | |||||||||||
33,059,976 | 3.9 | |||||||||||||
Utilities: 1.1% | ||||||||||||||
51,000 | @ | Calpine Corp. | 752,250 | 0.1 | ||||||||||
2,872 | CMS Energy Corp. | 131,710 | 0.0 | |||||||||||
37,318 | @ | Dynegy, Inc. | 643,362 | 0.1 | ||||||||||
167,200 | Exelon Corp. | 6,079,392 | 0.7 | |||||||||||
31,400 | OGE Energy Corp. | 1,028,350 | 0.1 | |||||||||||
13,600 | PG&E Corp. | 869,312 | 0.1 | |||||||||||
9,504,376 | 1.1 | |||||||||||||
Total Common Stock (Cost $781,604,701) | 812,577,642 | 95.7 | ||||||||||||
PREFERRED STOCK: 0.1% | ||||||||||||||
Financials: 0.1% | ||||||||||||||
49,856 | @,P | GMAC Capital Trust I | 1,237,426 | 0.1 | ||||||||||
Total Preferred Stock (Cost $1,030,152) | 1,237,426 | 0.1 | ||||||||||||
Total Long-Term Investments (Cost $782,634,853) | 813,815,068 | 95.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.2% | ||||||||||||||
Securities Lending Collateralcc: 2.3% | ||||||||||||||
4,588,351 | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $4,588,401, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $4,680,118, due 08/15/16-11/15/45) | 4,588,351 | 0.6 | |||||||||||
4,588,351 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $4,588,410, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,680,118, due 07/15/16-09/20/65) | 4,588,351 | 0.6 | |||||||||||
4,387,241 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $4,387,301, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $4,474,986, due 07/07/16-02/01/49) | 4,387,241 | 0.5 | |||||||||||
4,588,351 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $4,588,408, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $4,680,118, due 03/15/18-09/09/49) | 4,588,351 | 0.5 |
6 |
VY® FMR® Diversified Mid Cap Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
1,166,795 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,166,810, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,199,569, due 04/15/18-01/15/29) | 1,166,795 | 0.1 | |||||||||||
19,319,089 | 2.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.9% | ||||||||||||||
32,985,392 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $32,985,392) | 32,985,392 | 3.9 | ||||||||||||
Total Short-Term Investments (Cost $52,304,481) | 52,304,481 | 6.2 | ||||||||||||
Total Investments in Securities (Cost $834,939,334) | $ | 866,119,549 | 102.0 | |||||||||||
Liabilities in Excess of Other Assets | (17,042,302 | ) | (2.0 | ) | ||||||||||
Net Assets | $ | 849,077,247 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
P | Preferred Stock may be called prior to convertible date. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
Cost for federal income tax purposes is $840,870,779.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 111,647,452 | ||
Gross Unrealized Depreciation | (86,398,682 | ) | ||
Net Unrealized Appreciation | $ | 25,248,770 |
7 |
VY® Invesco Growth and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.8% | ||||||||||||||
Consumer Discretionary: 8.7% | ||||||||||||||
211,552 | Carnival Corp. | 9,350,598 | 1.9 | |||||||||||
28,332 | CBS Corp. - Class B | 1,542,394 | 0.3 | |||||||||||
17,489 | @ | Charter Communications, Inc. | 3,998,685 | 0.8 | ||||||||||
122,589 | Comcast Corp. – Class A | 7,991,577 | 1.6 | |||||||||||
131,474 | General Motors Co. | 3,720,714 | 0.7 | |||||||||||
659,676 | Kingfisher PLC | 2,833,378 | 0.6 | |||||||||||
95,036 | Target Corp. | 6,635,414 | 1.3 | |||||||||||
84,604 | Thomson Reuters Corp. | 3,422,928 | 0.7 | |||||||||||
56,241 | Time Warner, Inc. | 4,135,963 | 0.8 | |||||||||||
43,631,651 | 8.7 | |||||||||||||
Consumer Staples: 5.7% | ||||||||||||||
87,433 | Archer-Daniels-Midland Co. | 3,750,001 | 0.8 | |||||||||||
145,895 | Mondelez International, Inc. | 6,639,682 | 1.3 | |||||||||||
64,974 | Philip Morris International, Inc. | 6,609,155 | 1.3 | |||||||||||
71,334 | Sysco Corp. | 3,619,487 | 0.7 | |||||||||||
94,559 | Walgreens Boots Alliance, Inc. | 7,873,928 | 1.6 | |||||||||||
28,492,253 | 5.7 | |||||||||||||
Energy: 14.1% | ||||||||||||||
216,937 | Apache Corp. | 12,076,883 | 2.4 | |||||||||||
157,470 | Baker Hughes, Inc. | 7,106,621 | 1.4 | |||||||||||
302,834 | Canadian Natural Resources Ltd. | 9,343,212 | 1.9 | |||||||||||
243,782 | Devon Energy Corp. | 8,837,097 | 1.8 | |||||||||||
59,816 | Exxon Mobil Corp. | 5,607,152 | 1.1 | |||||||||||
83,493 | Occidental Petroleum Corp. | 6,308,731 | 1.3 | |||||||||||
427,766 | Royal Dutch Shell PLC - Class A | 11,748,723 | 2.4 | |||||||||||
135,768 | Total S.A. | 6,510,922 | 1.3 | |||||||||||
504,678 | @,L | Weatherford International PLC | 2,800,963 | 0.5 | ||||||||||
70,340,304 | 14.1 | |||||||||||||
Financials: 28.2% | ||||||||||||||
58,282 | Aon PLC | 6,366,143 | 1.3 | |||||||||||
970,985 | Bank of America Corp. | 12,884,971 | 2.6 | |||||||||||
120,826 | BB&T Corp. | 4,302,614 | 0.9 | |||||||||||
172,364 | Charles Schwab Corp. | 4,362,533 | 0.9 | |||||||||||
474,556 | Citigroup, Inc. | 20,116,429 | 4.0 | |||||||||||
388,867 | Citizens Financial Group, Inc. | 7,769,563 | 1.5 | |||||||||||
36,323 | CME Group, Inc. | 3,537,860 | 0.7 | |||||||||||
123,815 | Comerica, Inc. | 5,092,511 | 1.0 | |||||||||||
339,470 | Fifth Third Bancorp | 5,971,277 | 1.2 | |||||||||||
282,004 | First Horizon National Corp. | 3,886,015 | 0.8 | |||||||||||
31,994 | Goldman Sachs Group, Inc. | 4,753,668 | 0.9 | |||||||||||
357,628 | JPMorgan Chase & Co. | 22,223,004 | 4.4 | |||||||||||
69,532 | Marsh & McLennan Cos., Inc. | 4,760,161 | 0.9 | |||||||||||
397,031 | Morgan Stanley | 10,314,865 | 2.1 | |||||||||||
79,971 | Northern Trust Corp. | 5,298,878 | 1.1 | |||||||||||
105,899 | PNC Financial Services Group, Inc. | 8,619,120 | 1.7 | |||||||||||
109,644 | State Street Corp. | 5,912,004 | 1.2 | |||||||||||
38,947 | Willis Towers Watson PLC | 4,841,502 | 1.0 | |||||||||||
141,013,118 | 28.2 | |||||||||||||
Health Care: 13.7% | ||||||||||||||
35,663 | Amgen, Inc. | 5,426,125 | 1.1 | |||||||||||
30,035 | Anthem, Inc. | 3,944,797 | 0.8 | |||||||||||
129,011 | Baxter International, Inc. | 5,833,877 | 1.1 | |||||||||||
70,318 | Eli Lilly & Co. | 5,537,543 | 1.1 | |||||||||||
52,703 | @ | Express Scripts Holding Co. | 3,994,887 | 0.8 | ||||||||||
93,681 | Medtronic PLC | 8,128,700 | 1.6 | |||||||||||
181,637 | Merck & Co., Inc. | 10,464,108 | 2.1 | |||||||||||
70,201 | Novartis AG | 5,794,289 | 1.2 | |||||||||||
273,479 | Pfizer, Inc. | 9,629,196 | 1.9 | |||||||||||
61,163 | Sanofi | 5,081,611 | 1.0 | |||||||||||
34,933 | UnitedHealth Group, Inc. | 4,932,540 | 1.0 | |||||||||||
68,767,673 | 13.7 | |||||||||||||
Industrials: 7.9% | ||||||||||||||
67,410 | Caterpillar, Inc. | 5,110,352 | 1.0 | |||||||||||
195,930 | CSX Corp. | 5,109,854 | 1.0 | |||||||||||
46,139 | General Dynamics Corp. | 6,424,394 | 1.3 | |||||||||||
382,296 | General Electric Co. | 12,034,678 | 2.4 | |||||||||||
77,467 | Ingersoll-Rand PLC - Class A | 4,933,099 | 1.0 | |||||||||||
141,095 | Tyco International Plc | 6,010,647 | 1.2 | |||||||||||
39,623,024 | 7.9 | |||||||||||||
Information Technology: 13.3% | ||||||||||||||
290,202 | Applied Materials, Inc. | 6,956,142 | 1.4 | |||||||||||
295,648 | Cisco Systems, Inc. | 8,482,141 | 1.7 | |||||||||||
61,768 | @ | Citrix Systems, Inc. | 4,946,999 | 1.0 | ||||||||||
203,950 | @ | eBay, Inc. | 4,774,470 | 1.0 | ||||||||||
202,391 | Intel Corp. | 6,638,425 | 1.3 | |||||||||||
245,239 | Juniper Networks, Inc. | 5,515,425 | 1.1 | |||||||||||
134,636 | Microsoft Corp. | 6,889,324 | 1.4 | |||||||||||
243,531 | Oracle Corp. | 9,967,724 | 2.0 | |||||||||||
136,691 | @ | PayPal Holdings, Inc. | 4,990,588 | 1.0 | ||||||||||
135,077 | Qualcomm, Inc. | 7,236,075 | 1.4 | |||||||||||
66,397,313 | 13.3 | |||||||||||||
Materials: 1.1% | ||||||||||||||
10,662 | L | Agrium, Inc. | 964,058 | 0.2 | ||||||||||
174,442 | Mosaic Co. | 4,566,892 | 0.9 | |||||||||||
5,530,950 | 1.1 | |||||||||||||
Telecommunication Services: 2.4% | ||||||||||||||
85,091 | L | Orange SA | 1,383,629 | 0.3 | ||||||||||
380,651 | Koninklijke KPN NV | 1,356,813 | 0.2 | |||||||||||
86,580 | Verizon Communications, Inc. | 4,834,627 | 1.0 | |||||||||||
151,708 | L | Vodafone Group PLC ADR | 4,686,260 | 0.9 | ||||||||||
12,261,329 | 2.4 | |||||||||||||
Utilities: 1.7% | ||||||||||||||
94,203 | FirstEnergy Corp. | 3,288,627 | 0.7 |
8 |
VY® Invesco Growth and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
81,411 | PG&E Corp. | 5,203,791 | 1.0 | |||||||||||
8,492,418 | 1.7 | |||||||||||||
Total Common Stock (Cost $407,089,409) | 484,550,033 | 96.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.6% | ||||||||||||||
Securities Lending Collateralcc: 1.0% | ||||||||||||||
1,227,754 | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $1,227,767, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $1,252,309, due 08/15/16-11/15/45) | 1,227,754 | 0.2 | |||||||||||
1,227,754 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,227,770, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,252,309, due 07/15/16-09/20/65) | 1,227,754 | 0.3 | |||||||||||
1,227,754 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $1,227,771, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,252,309, due 07/07/16-02/01/49) | 1,227,754 | 0.2 | |||||||||||
1,227,754 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $1,227,769, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $1,252,309, due 03/15/18-09/09/49) | 1,227,754 | 0.2 | |||||||||||
258,414 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $258,417, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $263,582, due 12/01/16-02/20/66) | 258,414 | 0.1 | |||||||||||
5,169,430 | 1.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.6% | ||||||||||||||
13,030,257 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $13,030,257) | 13,030,257 | 2.6 | ||||||||||||
Total Short-Term Investments (Cost $18,199,687) | 18,199,687 | 3.6 | ||||||||||||
Total Investments in Securities (Cost $425,289,096) | $ | 502,749,720 | 100.4 | |||||||||||
Liabilities in Excess of Other Assets | (2,104,399 | ) | (0.4 | ) | ||||||||||
Net Assets | $ | 500,645,321 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | 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, 2016. |
Cost for federal income tax purposes is $427,250,235.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 96,546,356 | ||
Gross Unrealized Depreciation | (21,046,871 | ) | ||
Net Unrealized Appreciation | $ | 75,499,485 |
9 |
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.0% | ||||||||||||||
Australia: 1.1% | ||||||||||||||
1,072,466 | Oil Search Ltd. | 5,415,497 | 1.1 | |||||||||||
Brazil: 9.7% | ||||||||||||||
961,245 | Ambev SA ADR | 5,680,958 | 1.1 | |||||||||||
858,700 | BB Seguridade Participacoes SA | 7,460,797 | 1.5 | |||||||||||
1,373,040 | CCR SA | 7,180,858 | 1.4 | |||||||||||
554,656 | Cielo SA | 5,827,488 | 1.1 | |||||||||||
929,090 | Kroton Educacional SA | 3,924,836 | 0.8 | |||||||||||
1,026,720 | Lojas Renner SA | 7,597,402 | 1.5 | |||||||||||
318,000 | @ | Marcopolo SA | 203,929 | 0.0 | ||||||||||
356,520 | Ultrapar Participacoes SA | 7,879,999 | 1.6 | |||||||||||
790,186 | Weg S.A. | 3,377,410 | 0.7 | |||||||||||
49,133,677 | 9.7 | |||||||||||||
China: 12.0% | ||||||||||||||
501,000 | AAC Technologies Holdings, Inc. | 4,283,117 | 0.9 | |||||||||||
47,810 | @ | Alibaba Group Holding Ltd. ADR | 3,802,330 | 0.7 | ||||||||||
38,380 | @ | Baidu, Inc. ADR | 6,338,457 | 1.3 | ||||||||||
2,540,162 | Chongqing Changan Automobile Co. Ltd. | 3,558,216 | 0.7 | |||||||||||
3,007,000 | CNOOC Ltd. | 3,753,396 | 0.7 | |||||||||||
7,045,000 | Geely Automobile Holdings Ltd. | 3,842,638 | 0.8 | |||||||||||
328,110 | @ | JD.com, Inc. ADR | 6,965,775 | 1.4 | ||||||||||
981,100 | Tencent Holdings Ltd. | 22,506,114 | 4.5 | |||||||||||
472,000 | Tsingtao Brewery Co., Ltd. | 1,640,979 | 0.3 | |||||||||||
318,417 | @ | Vipshop Holdings Ltd. ADR | 3,556,718 | 0.7 | ||||||||||
60,247,740 | 12.0 | |||||||||||||
Hong Kong: 4.8% | ||||||||||||||
3,041,800 | AIA Group Ltd. | 18,292,549 | 3.7 | |||||||||||
96,600 | Jardine Matheson Holdings Ltd. | 5,672,352 | 1.1 | |||||||||||
23,964,901 | 4.8 | |||||||||||||
India: 20.7% | ||||||||||||||
369,800 | Asian Paints Ltd. | 5,505,481 | 1.1 | |||||||||||
262,780 | HDFC Bank Ltd ADR | 17,435,453 | 3.5 | |||||||||||
161,030 | HDFC Bank Ltd. | 3,252,928 | 0.6 | |||||||||||
799,815 | Housing Development Finance Corp. | 14,900,989 | 2.9 | |||||||||||
298,138 | IndusInd Bank Ltd. | 4,926,829 | 1.0 | |||||||||||
489,726 | Infosys Ltd. ADR | 8,741,609 | 1.7 | |||||||||||
2,004,920 | ITC Ltd. | 10,976,717 | 2.2 | |||||||||||
430,460 | Kotak Mahindra Bank Ltd. | 4,882,517 | 1.0 | |||||||||||
348,150 | Lupin Ltd. | 7,964,753 | 1.6 | |||||||||||
420,576 | Tata Consultancy Services Ltd. | 15,939,457 | 3.2 | |||||||||||
133,253 | @ | Tata Motors Ltd. ADR | 4,619,881 | 0.9 | ||||||||||
104,530 | Ultratech Cement Ltd | 5,297,820 | 1.0 | |||||||||||
104,444,434 | 20.7 | |||||||||||||
Indonesia: 3.2% | ||||||||||||||
12,941,900 | Astra International Tbk PT | 7,296,149 | 1.4 | |||||||||||
5,240,100 | Bank Central Asia Tbk PT | 5,305,904 | 1.1 | |||||||||||
4,215,400 | Bank Rakyat Indonesia | 3,468,567 | 0.7 | |||||||||||
16,070,620 | 3.2 | |||||||||||||
Macau: 1.3% | ||||||||||||||
1,878,400 | Sands China Ltd. | 6,356,345 | 1.3 | |||||||||||
Mexico: 2.2% | ||||||||||||||
2,287,330 | Fibra Uno Administracion SA de CV | 4,873,035 | 1.0 | |||||||||||
844,940 | L | Infraestructura Energetica Nova SAB de CV | 3,560,916 | 0.7 | ||||||||||
226,540 | Promotora y Operadora de Infraestructura SAB de CV | 2,788,234 | 0.5 | |||||||||||
11,222,185 | 2.2 | |||||||||||||
Panama: 0.7% | ||||||||||||||
70,940 | L | Copa Holdings S.A. | 3,707,324 | 0.7 | ||||||||||
Peru: 1.3% | ||||||||||||||
41,250 | Credicorp Ltd. | 6,366,113 | 1.3 | |||||||||||
Russia: 6.2% | ||||||||||||||
225,030 | Globaltrans Investment PLC GDR | 882,118 | 0.1 | |||||||||||
191,510 | Lukoil PJSC ADR | 7,991,712 | 1.6 | |||||||||||
43,630 | @ | Magnit OAO | 6,152,588 | 1.2 | ||||||||||
86,090 | Magnit PJSC GDR | 2,870,162 | 0.6 | |||||||||||
140,495 | @ | Mail.ru Group Ltd. GDR | 2,557,009 | 0.5 | ||||||||||
5,315,316 | @ | Sberbank | 11,057,794 | 2.2 | ||||||||||
31,511,383 | 6.2 | |||||||||||||
South Africa: 16.9% | ||||||||||||||
324,420 | Aspen Pharmacare Holdings Ltd. | 8,003,131 | 1.6 | |||||||||||
778,718 | @ | Bid Corp. Ltd. | 14,593,032 | 2.9 | ||||||||||
764,628 | Bidvest Group Ltd. | 7,213,538 | 1.4 | |||||||||||
66,511 | L | Capitec Bank Holdings Ltd. | 2,697,991 | 0.5 | ||||||||||
2,641,080 | FirstRand Ltd. | 8,060,280 | 1.6 | |||||||||||
937,885 | Life Healthcare Group Holdings Ltd. | 2,307,508 | 0.5 | |||||||||||
295,780 | Mr Price Group Ltd. | 4,155,794 | 0.8 | |||||||||||
55,616 | Naspers Ltd. | 8,492,289 | 1.7 | |||||||||||
506,764 | Remgro Ltd. | 8,793,433 | 1.7 | |||||||||||
1,772,071 | Sanlam Ltd. | 7,320,794 | 1.5 | |||||||||||
485,499 | Shoprite Holdings Ltd. | 5,498,718 | 1.1 | |||||||||||
1,369,380 | Woolworths Holdings Ltd./South Africa | 7,841,155 | 1.6 | |||||||||||
84,977,663 | 16.9 | |||||||||||||
South Korea: 4.1% | ||||||||||||||
45,597 | @ | Hyundai Motor Co. | 5,393,737 | 1.0 | ||||||||||
146,900 | Kia Motors Corp. | 5,535,104 | 1.1 | |||||||||||
8,021 | Samsung Electronics Co., Ltd. | 9,988,962 | 2.0 | |||||||||||
20,917,803 | 4.1 | |||||||||||||
Taiwan: 7.8% | ||||||||||||||
1,177,501 | Delta Electronics, Inc. | 5,745,407 | 1.2 |
10 |
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Taiwan: (continued) | ||||||||||||||
42,000 | Largan Precision Co. Ltd. | 3,884,297 | 0.8 | |||||||||||
1,116,000 | President Chain Store Corp. | 8,719,706 | 1.7 | |||||||||||
1,432,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 7,217,970 | 1.4 | |||||||||||
522,191 | L | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 13,697,070 | 2.7 | ||||||||||
39,264,450 | 7.8 | |||||||||||||
Thailand: 1.8% | ||||||||||||||
918,200 | Kasikornbank PCL | 4,458,689 | 0.9 | |||||||||||
335,900 | Siam Cement PCL | 4,563,348 | 0.9 | |||||||||||
9,022,037 | 1.8 | |||||||||||||
Turkey: 0.5% | ||||||||||||||
220,530 | Ford Otomotiv Sanayi A/S | 2,347,139 | 0.5 | |||||||||||
United Kingdom: 1.1% | ||||||||||||||
94,990 | SABMiller PLC | 5,539,761 | 1.1 | |||||||||||
United States: 1.6% | ||||||||||||||
57,990 | @ | EPAM Systems, Inc. | 3,729,337 | 0.7 | ||||||||||
87,970 | @,L | Luxoft Holding, Inc. | 4,576,199 | 0.9 | ||||||||||
8,305,536 | 1.6 | |||||||||||||
Total Common Stock (Cost $459,807,726) | 488,814,608 | 97.0 | ||||||||||||
PREFERRED STOCK: 2.0% | ||||||||||||||
Brazil: 2.0% | ||||||||||||||
969,496 | Itau Unibanco Holding S.A. | 9,132,693 | 1.8 | |||||||||||
1,117,870 | @ | Marcopolo SA | 835,192 | 0.2 | ||||||||||
Total Preferred Stock (Cost $14,331,151) | 9,967,885 | 2.0 | ||||||||||||
WARRANTS: 0.7% | ||||||||||||||
China: 0.2% | ||||||||||||||
529,730 | @ | Chongqing Changan Automobile Co. Ltd. | 1,090,078 | 0.2 | ||||||||||
Saudi Arabia: 0.5% | ||||||||||||||
176,026 | @,Z | Almarai Co. | 2,566,616 | 0.5 | ||||||||||
Total Warrants (Cost $3,713,181) | 3,656,694 | 0.7 | ||||||||||||
Total Long-Term Investments (Cost $477,852,058) | 502,439,187 | 99.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.3% | ||||||||||||||
Securities Lending Collateralcc: 2.3% | ||||||||||||||
2,723,976 | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $2,724,006, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $2,778,456, due 08/15/16-11/15/45) | 2,723,976 | 0.5 | |||||||||||
2,723,976 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $2,724,011, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,778,456, due 07/15/16-09/20/65) | 2,723,976 | 0.6 | |||||||||||
2,723,976 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $2,724,013, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,778,456, due 07/07/16-02/01/49) | 2,723,976 | 0.6 | |||||||||||
2,723,976 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $2,724,010, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $2,778,456, due 03/15/18-09/09/49) | 2,723,976 | 0.5 |
11 |
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
573,358 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $573,365, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $584,825, due 12/01/16-02/20/66) | 573,358 | 0.1 | |||||||||||
11,469,262 | 2.3 | |||||||||||||
Total Short-Term Investments (Cost $11,469,262) | 11,469,262 | 2.3 | ||||||||||||
Total Investments in Securities (Cost $489,321,320) | $ | 513,908,449 | 102.0 | |||||||||||
Liabilities in Excess of Other Assets | (9,944,609 | ) | (2.0 | ) | ||||||||||
Net Assets | $ | 503,963,840 | 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, 2016. |
Z | Indicates Zero Coupon Bond; rate shown reflects current effective yield. |
Cost for federal income tax purposes is $489,774,521.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 83,782,308 | ||
Gross Unrealized Depreciation | (59,648,380 | ) | ||
Net Unrealized Appreciation | $ | 24,133,928 |
12 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 59.8% | ||||||||||||||
Consumer Discretionary: 7.3% | ||||||||||||||
112,800 | @ | Amazon.com, Inc. | 80,721,936 | 1.3 | ||||||||||
127,179 | @ | Autozone, Inc. | 100,959,777 | 1.7 | ||||||||||
1,132,000 | Comcast Corp. – Class A | 73,795,080 | 1.2 | |||||||||||
445,924 | Compass Group PLC | 8,483,922 | 0.1 | |||||||||||
668,259 | Hilton Worldwide Holdings, Inc. | 15,055,875 | 0.2 | |||||||||||
1,198,596 | Johnson Controls, Inc. | 53,049,859 | 0.9 | |||||||||||
1,877,196 | @ | Liberty Global PLC - Class C | 53,781,666 | 0.9 | ||||||||||
118,396 | @ | Liberty Global PLC LILAC Group C | 3,846,686 | 0.1 | ||||||||||
580,700 | Lowe's Cos, Inc. | 45,974,019 | 0.8 | |||||||||||
22,208 | @ | O'Reilly Automotive, Inc. | 6,020,589 | 0.1 | ||||||||||
441,689,409 | 7.3 | |||||||||||||
Consumer Staples: 5.1% | ||||||||||||||
501,000 | Altria Group, Inc. | 34,548,960 | 0.6 | |||||||||||
414,700 | CVS Health Corp. | 39,703,378 | 0.6 | |||||||||||
1,704,493 | Mondelez International, Inc. | 77,571,477 | 1.3 | |||||||||||
491,082 | PepsiCo, Inc. | 52,025,227 | 0.9 | |||||||||||
918,400 | Philip Morris International, Inc. | 93,419,648 | 1.5 | |||||||||||
161,799 | SABMiller PLC | 9,436,023 | 0.2 | |||||||||||
306,704,713 | 5.1 | |||||||||||||
Energy: 0.6% | ||||||||||||||
1,197,600 | L | Canadian Natural Resources Ltd. | 36,922,008 | 0.6 | ||||||||||
Financials: 11.8% | ||||||||||||||
239,429 | @ | Affiliated Managers Group, Inc. | 33,704,420 | 0.6 | ||||||||||
497,400 | American Tower Corp. | 56,509,614 | 0.9 | |||||||||||
3,361,300 | Bank of New York Mellon Corp. | 130,586,505 | 2.1 | |||||||||||
121,100 | Blackrock, Inc. | 41,480,383 | 0.7 | |||||||||||
454,802 | Julius Baer Group Ltd. | 18,305,016 | 0.3 | |||||||||||
4,420,000 | Marsh & McLennan Cos., Inc. | 302,593,200 | 5.0 | |||||||||||
405,200 | State Street Corp. | 21,848,384 | 0.4 | |||||||||||
900,886 | Willis Towers Watson PLC | 111,989,139 | 1.8 | |||||||||||
717,016,661 | 11.8 | |||||||||||||
Health Care: 18.2% | ||||||||||||||
2,929,600 | Abbott Laboratories | 115,162,576 | 1.9 | |||||||||||
769,200 | Aetna, Inc. | 93,942,396 | 1.5 | |||||||||||
52,800 | @ | Allergan plc | 12,201,552 | 0.2 | ||||||||||
673,449 | Becton Dickinson & Co. | 114,210,216 | 1.9 | |||||||||||
74,403 | @ | Biogen, Inc. | 17,992,133 | 0.3 | ||||||||||
2,215,616 | Danaher Corp. | 223,777,216 | 3.7 | |||||||||||
162,350 | Humana, Inc. | 29,203,518 | 0.5 | |||||||||||
1,228,500 | PerkinElmer, Inc. | 64,397,970 | 1.1 | |||||||||||
2,179,310 | Pfizer, Inc. | 76,733,505 | 1.3 | |||||||||||
1,238,268 | Thermo Fisher Scientific, Inc. | 182,966,480 | 3.0 | |||||||||||
593,224 | UnitedHealth Group, Inc. | 83,763,229 | 1.4 | |||||||||||
1,866,489 | Zoetis, Inc. | 88,583,568 | 1.4 | |||||||||||
1,102,934,359 | 18.2 | |||||||||||||
Industrials: 5.6% | ||||||||||||||
316,300 | Ametek, Inc. | 14,622,549 | 0.2 | |||||||||||
193,300 | Boeing Co. | 25,103,871 | 0.4 | |||||||||||
1,986,417 | Capita Group PLC | 25,596,135 | 0.4 | |||||||||||
180,100 | IDEX Corp. | 14,786,210 | 0.3 | |||||||||||
262,973 | @ | IHS, Inc. | 30,402,308 | 0.5 | ||||||||||
1,037,993 | Pentair PLC | 60,504,612 | 1.0 | |||||||||||
236,100 | Roper Technologies, Inc. | 40,269,216 | 0.7 | |||||||||||
724,044 | @ | Sensata Technologies Holdings N.V. | 25,261,895 | 0.4 | ||||||||||
2,455,100 | Tyco International Plc | 104,587,260 | 1.7 | |||||||||||
341,134,056 | 5.6 | |||||||||||||
Information Technology: 8.3% | ||||||||||||||
20,100 | @ | Alphabet, Inc. - Class A | 14,140,953 | 0.2 | ||||||||||
102,519 | @ | Alphabet, Inc. - Class C | 70,953,400 | 1.2 | ||||||||||
628,600 | Apple, Inc. | 60,094,160 | 1.0 | |||||||||||
851,214 | @ | Fiserv, Inc. | 92,552,498 | 1.5 | ||||||||||
242,595 | @ | FleetCor Technologies, Inc. | 34,722,622 | 0.6 | ||||||||||
2,854,100 | Microsoft Corp. | 146,044,297 | 2.4 | |||||||||||
250,823 | Texas Instruments, Inc. | 15,714,061 | 0.3 | |||||||||||
880,900 | Visa, Inc. - Class A | 65,336,353 | 1.1 | |||||||||||
499,558,344 | 8.3 | |||||||||||||
Materials: 0.6% | ||||||||||||||
499,096 | LyondellBasell Industries NV - Class A | 37,142,724 | 0.6 | |||||||||||
Telecommunication Services: 0.7% | ||||||||||||||
378,871 | @ | SBA Communications Corp. | 40,895,336 | 0.7 | ||||||||||
Utilities: 1.6% | ||||||||||||||
1,487,437 | PG&E Corp. | 95,076,973 | 1.6 | |||||||||||
80,600 | Xcel Energy, Inc. | 3,609,268 | 0.0 | |||||||||||
98,686,241 | 1.6 | |||||||||||||
Total Common Stock (Cost $3,045,859,829) | 3,622,683,851 | 59.8 | ||||||||||||
PREFERRED STOCK: 1.8% | ||||||||||||||
Financials: 1.2% | ||||||||||||||
316,265 | @ | American Tower Corp. | 35,915,844 | 0.6 | ||||||||||
23,000 | @,P | Charles Schwab Corp./The | 617,320 | 0.0 | ||||||||||
250,000 | @,P | Charles Schwab Corp./The | 6,820,000 | 0.1 | ||||||||||
90,000 | @,P | State Street Corp. | 2,415,600 | 0.0 | ||||||||||
165,000 | @,P | State Street Corp. | 4,603,500 | 0.1 | ||||||||||
205,000 | @,P | US Bancorp Series F | 5,352,550 | 0.1 | ||||||||||
166,000 | @,P | US Bancorp Series G | 5,112,800 | 0.1 | ||||||||||
11,000 | @ | Wells Fargo & Co. | 14,291,200 | 0.2 | ||||||||||
75,128,814 | 1.2 | |||||||||||||
Utilities: 0.6% | ||||||||||||||
189,375 | @,P | SCE Trust I | 5,024,119 | 0.1 | ||||||||||
29,790 | @,P | SCE Trust II | 779,008 | 0.0 | ||||||||||
324,305 | @,P | SCE Trust III | 9,404,845 | 0.2 | ||||||||||
540,000 | @,L,P | SCE Trust IV | 15,049,800 | 0.2 |
13 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
175,000 | @,P | SCE Trust V | 4,996,250 | 0.1 | ||||||||||
35,254,022 | 0.6 | |||||||||||||
Total Preferred Stock (Cost $98,712,087) | 110,382,836 | 1.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 23.9% | ||||||||||||||
Basic Materials: 0.2% | ||||||||||||||
6,130,000 | Cytec Industries, Inc., 3.950%, 05/01/25 | 6,123,251 | 0.1 | |||||||||||
3,920,000 | Ecolab, Inc., 2.000%, 01/14/19 | 3,973,579 | 0.1 | |||||||||||
10,096,830 | 0.2 | |||||||||||||
Cable & Satellite Television: 0.5% | ||||||||||||||
29,450,000 | UPC Financing Partnership, 3.414%, 06/30/21 | 28,784,312 | 0.5 | |||||||||||
Communications: 5.2% | ||||||||||||||
7,190,000 | Amazon.com, Inc., 2.600%, 12/05/19 | 7,506,698 | 0.1 | |||||||||||
15,500,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 6.625%, 01/31/22 | 16,391,250 | 0.3 | |||||||||||
4,250,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 6.375%, 09/15/20 | 4,313,750 | 0.1 | ||||||||||
3,947,568 | Charter Communications Operating LLC, 3.000%, 01/03/21 | 3,927,830 | 0.1 | |||||||||||
4,449,187 | Charter Communications Operating LLC, 3.000%, 07/01/20 | 4,429,028 | 0.1 | |||||||||||
2,725,000 | # | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/20 | 2,851,718 | 0.0 | ||||||||||
8,407,000 | DISH DBS Corp., 4.625%, 07/15/17 | 8,575,140 | 0.1 | |||||||||||
46,569,466 | Intelsat Jackson Holdings SA - TL B2, 3.750%, 06/30/19 | 42,320,002 | 0.7 | |||||||||||
2,500,000 | Lamar Media Corp., 5.875%, 02/01/22 | 2,612,500 | 0.0 | |||||||||||
22,400,000 | SBA Telecommunications, Inc., 5.750%, 07/15/20 | 23,128,000 | 0.4 | |||||||||||
5,250,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 5,466,562 | 0.1 | ||||||||||
750,000 | # | Sirius XM Radio, Inc., 5.875%, 10/01/20 | 779,062 | 0.0 | ||||||||||
9,439,679 | Telesat Canada, 3.500%, 03/28/19 | 9,404,280 | 0.2 | |||||||||||
CAD | 1,198,125 | Telesat Canada, 4.400%, 03/28/17 | 923,900 | 0.0 | ||||||||||
CAD | 7,740,000 | Telesat Canada, 4.430%, 03/28/19 | 5,974,097 | 0.1 | ||||||||||
14,490,000 | # | Telesat Canada, 6.000%, 05/15/17 | 14,480,944 | 0.2 | ||||||||||
3,430,000 | Time Warner Cable, Inc., 5.850%, 05/01/17 | 3,551,395 | 0.1 | |||||||||||
1,400,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 1,429,750 | 0.0 | |||||||||||
20,225,000 | T-Mobile USA, Inc., 6.542%, 04/28/20 | 20,857,233 | 0.3 | |||||||||||
8,825,000 | T-Mobile USA, Inc., 6.625%, 11/15/20 | 9,133,875 | 0.1 | |||||||||||
11,550,000 | # | Unitymedia GmbH, 6.125%, 01/15/25 | 11,895,345 | 0.2 | ||||||||||
9,550,000 | # | Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH, 5.500%, 01/15/23 | 9,633,562 | 0.2 | ||||||||||
EUR | 8,800,000 | # | UPC Holding BV, 6.375%, 09/15/22 | 10,369,371 | 0.2 | |||||||||
26,383,500 | # | UPCB Finance V Ltd., 7.250%, 11/15/21 | 27,603,737 | 0.5 | ||||||||||
41,715,000 | # | UPCB Finance VI Ltd., 6.875%, 01/15/22 | 43,540,031 | 0.7 | ||||||||||
550,000 | # | Virgin Media Finance PLC, 6.000%, 10/15/24 | 542,438 | 0.0 | ||||||||||
6,200,000 | # | Virgin Media Secured Finance PLC, 5.250%, 01/15/26 | 6,037,250 | 0.1 | ||||||||||
17,662,500 | # | Virgin Media Secured Finance PLC, 5.375%, 04/15/21 | 18,170,297 | 0.3 | ||||||||||
GBP | 2,227,500 | # | Virgin Media Secured Finance PLC, 6.000%, 04/15/21 | 3,065,455 | 0.0 | |||||||||
318,914,500 | 5.2 | |||||||||||||
Consumer, Cyclical: 4.6% | ||||||||||||||
3,525,000 | American Honda Finance Corp., 0.950%, 05/05/17 | 3,524,503 | 0.1 | |||||||||||
10,875,000 | AmeriGas Finance LLC/AmeriGas Finance Corp., 7.000%, 05/20/22 | 11,534,242 | 0.2 | |||||||||||
665,000 | AutoZone, Inc., 1.625%, 04/21/19 | 668,872 | 0.0 | |||||||||||
2,895,000 | AutoZone, Inc., 2.500%, 04/15/21 | 2,951,719 | 0.0 | |||||||||||
9,850,000 | Cedar Fair L.P. / Canadas Wonderland Co. / Magnum Management Corp., 5.250%, 03/15/21 | 10,155,074 | 0.2 | |||||||||||
3,319,880 | Continental Airlines, Inc., 4.150%, 10/11/25 | 3,514,923 | 0.1 | |||||||||||
720,300 | Continental Airlines, Inc., 6.250%, 10/11/21 | 767,299 | 0.0 | |||||||||||
1,374,366 | Continental Airlines, Inc., 7.250%, 11/10/19 | 1,571,932 | 0.0 | |||||||||||
1,816,127 | Continental Airlines, Inc., 9.000%, 01/08/18 | 1,818,397 | 0.0 | |||||||||||
992,909 | Delta Air Lines, 5.300%, 10/15/20 | 1,058,689 | 0.0 | |||||||||||
1,043,179 | Delta Air Lines, 7.750%, 06/17/21 | 1,178,793 | 0.0 | |||||||||||
13,175,000 | Ford Motor Credit Co. LLC, 1.270%, 03/27/17 | 13,181,377 | 0.2 | |||||||||||
17,815,000 | Ford Motor Credit Co. LLC, 1.461%, 03/27/17 | 17,849,775 | 0.3 |
14 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
6,350,000 | Ford Motor Credit Co. LLC, 2.597%, 11/04/19 | 6,501,727 | 0.1 | |||||||||||
3,100,000 | Ford Motor Credit Co. LLC, 4.250%, 02/03/17 | 3,149,987 | 0.0 | |||||||||||
8,450,000 | Ford Motor Credit Co. LLC, 1.181%, 09/08/17 | 8,425,427 | 0.1 | |||||||||||
12,600,000 | Ford Motor Credit Co. LLC, 1.250%, 12/06/17 | 12,537,428 | 0.2 | |||||||||||
4,250,000 | Ford Motor Credit Co. LLC, 1.724%, 12/06/17 | 4,260,582 | 0.1 | |||||||||||
3,855,000 | Ford Motor Credit Co. LLC, 2.145%, 01/09/18 | 3,890,200 | 0.1 | |||||||||||
8,650,000 | Ford Motor Credit Co. LLC, 2.375%, 03/12/19 | 8,777,017 | 0.1 | |||||||||||
3,750,000 | Ford Motor Credit Co. LLC, 5.000%, 05/15/18 | 3,975,026 | 0.1 | |||||||||||
3,850,000 | Ford Motor Credit Co. LLC, 6.625%, 08/15/17 | 4,064,938 | 0.1 | |||||||||||
8,172,039 | Hilton Worldwide Finance LLC - TL B 1L, 3.500%, 10/25/20 | 8,187,362 | 0.1 | |||||||||||
10,050,000 | Hilton Worldwide Holdings, Inc., 5.625%, 10/15/21 | 10,408,936 | 0.2 | |||||||||||
827,757 | Kasima LLC - Term Loan B, 3.250%, 05/17/21 | 827,499 | 0.0 | |||||||||||
5,850,000 | Levi Strauss & Co., 6.875%, 05/01/22 | 6,237,563 | 0.1 | |||||||||||
15,325,000 | L Brands, Inc., 6.625%, 04/01/21 | 17,317,250 | 0.3 | |||||||||||
9,475,000 | L Brands, Inc., 6.900%, 07/15/17 | 10,071,925 | 0.2 | |||||||||||
3,250,000 | L Brands, Inc., 7.000%, 05/01/20 | 3,688,750 | 0.1 | |||||||||||
8,250,000 | L Brands, Inc., 8.500%, 06/15/19 | 9,611,250 | 0.2 | |||||||||||
870,000 | McDonald's Corp., 2.100%, 12/07/18 | 890,859 | 0.0 | |||||||||||
13,525,000 | Rite Aid Corp., 6.750%, 06/15/21 | 14,237,443 | 0.2 | |||||||||||
19,075,000 | Rite Aid Corp., 9.250%, 03/15/20 | 20,151,402 | 0.3 | |||||||||||
11,776,000 | # | Six Flags Entertainment Corp., 5.250%, 01/15/21 | 12,202,880 | 0.2 | ||||||||||
3,275,000 | Suburban Propane Partners L.P./Suburban Energy Finance Corp., 7.375%, 08/01/21 | 3,410,094 | 0.1 | |||||||||||
4,217,000 | Tesla Motors, Inc., 1.250%, 03/01/21 | 3,486,932 | 0.1 | |||||||||||
2,834,104 | US Airways 2010-1 Class A Pass Through Trust, 6.250%, 10/22/24 | 3,184,824 | 0.1 | |||||||||||
377,082 | US Airways 2010-1 Class B Pass Through Trust, 8.500%, 10/22/18 | 391,694 | 0.0 | |||||||||||
513,590 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/26 | 547,672 | 0.0 | |||||||||||
813,728 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/22 | 871,706 | 0.0 | |||||||||||
2,976,318 | US Airways 2013-1 Class A Pass Through Trust, 3.950%, 05/15/27 | 3,143,736 | 0.0 | |||||||||||
929,325 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/23 | 954,881 | 0.0 | |||||||||||
4,680,000 | Walgreens Boots Alliance, Inc., 1.750%, 05/30/18 | 4,718,264 | 0.1 | |||||||||||
9,275,000 | Yum! Brands, Inc., 3.750%, 11/01/21 | 9,124,281 | 0.1 | |||||||||||
4,875,000 | L | Yum! Brands, Inc., 3.875%, 11/01/20 | 4,972,500 | 0.1 | ||||||||||
19,350,000 | Yum! Brands, Inc. - TL B 1L, 3.192%, 06/16/23 | 3,361,517 | 0.1 | |||||||||||
277,359,147 | 4.6 | |||||||||||||
Consumer, Non-cyclical: 3.4% | ||||||||||||||
5,025,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 5,113,405 | 0.1 | |||||||||||
2,925,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/21 | 3,034,260 | 0.1 | |||||||||||
6,410,000 | Anheuser-Busch InBev Finance, Inc., 1.897%, 02/01/21 | 6,608,723 | 0.1 | |||||||||||
3,075,000 | B&G Foods, Inc., 4.625%, 06/01/21 | 3,090,375 | 0.1 | |||||||||||
3,805,000 | Becton Dickinson & Co., 2.675%, 12/15/19 | 3,916,779 | 0.1 | |||||||||||
5,525,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 5,572,449 | 0.1 | |||||||||||
3,900,000 | Centene Corp., 5.750%, 06/01/17 | 3,992,625 | 0.1 | |||||||||||
12,910,087 | DaVita HealthCare Partners, Inc., 3.500%, 06/24/21 | 12,951,774 | 0.2 | |||||||||||
29,175,000 | DaVita HealthCare Partners, Inc., 5.750%, 08/15/22 | 30,633,750 | 0.5 | |||||||||||
EUR | 1,910,566 | DE Master Blenders, 4.250%, 07/02/22 | 2,131,192 | 0.0 | ||||||||||
14,975,128 | DE Master Blenders, 4.250%, 07/02/22 | 15,012,566 | 0.3 | |||||||||||
3,735,000 | Eli Lilly & Co., 1.250%, 03/01/18 | 3,763,976 | 0.1 | |||||||||||
12,543,000 | # | Fresenius Medical Care US Finance II, Inc., 5.625%, 07/31/19 | 13,648,289 | 0.2 | ||||||||||
4,175,000 | # | Fresenius Medical Care US Finance II, Inc., 5.875%, 01/31/22 | 4,597,719 | 0.1 | ||||||||||
1,297,000 | # | Fresenius Medical Care US Finance, Inc., 5.750%, 02/15/21 | 1,446,155 | 0.0 | ||||||||||
3,000,000 | HCA, Inc., 3.750%, 03/15/19 | 3,112,500 | 0.1 | |||||||||||
1,575,000 | HCA, Inc., 4.250%, 10/15/19 | 1,645,875 | 0.0 | |||||||||||
14,000,000 | HCA, Inc., 6.500%, 02/15/20 | 15,557,500 | 0.3 | |||||||||||
13,050,000 | HCA, Inc., 8.000%, 10/01/18 | 14,583,375 | 0.2 | |||||||||||
2,190,000 | Johnson & Johnson, 1.125%, 11/21/17 | 2,202,299 | 0.0 | |||||||||||
2,315,000 | Kroger Co., 2.000%, 01/15/19 | 2,354,123 | 0.0 | |||||||||||
4,945,000 | Medtronic, Inc., 1.500%, 03/15/18 | 4,990,163 | 0.1 | |||||||||||
4,860,000 | Medtronic, Inc., 2.500%, 03/15/20 | 5,043,465 | 0.1 |
15 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,640,000 | PepsiCo, Inc., 1.250%, 04/30/18 | 1,649,212 | 0.0 | |||||||||||
15,000,000 | Pfizer, Inc., 1.200%, 06/01/18 | 15,078,735 | 0.3 | |||||||||||
8,210,805 | Pinnacle Foods Finance LLC - TL G 1L, 3.000%, 04/29/20 | 8,221,800 | 0.1 | |||||||||||
7,336,875 | Pinnacle Foods Finance LLC - TL H 1L, 3.250%, 04/29/20 | 7,342,986 | 0.1 | |||||||||||
1,850,000 | Teleflex, Inc., 4.875%, 06/01/26 | 1,868,500 | 0.0 | |||||||||||
1,025,000 | # | TreeHouse Foods, Inc., 6.000%, 02/15/24 | 1,098,595 | 0.0 | ||||||||||
2,680,000 | UnitedHealth Group, Inc., 1.400%, 12/15/17 | 2,695,027 | 0.0 | |||||||||||
2,525,000 | WellCare Health Plans, Inc., 5.750%, 11/15/20 | 2,616,531 | 0.0 | |||||||||||
205,574,723 | 3.4 | |||||||||||||
Energy: 3.9% | ||||||||||||||
1,935,000 | Canadian Natural Resources Ltd., 1.750%, 01/15/18 | 1,918,779 | 0.0 | |||||||||||
6,425,000 | Chevron Corp., 1.365%, 03/02/18 | 6,461,867 | 0.1 | |||||||||||
11,150,000 | Concho Resources, Inc./Midland TX, 6.500%, 01/15/22 | 11,470,562 | 0.2 | |||||||||||
25,550,000 | L | Concho Resources, Inc./Midland TX, 7.000%, 01/15/21 | 26,380,375 | 0.4 | ||||||||||
7,812,000 | Concho Resources, Inc., 5.500%, 10/01/22 | 7,890,120 | 0.1 | |||||||||||
23,250,000 | Concho Resources, Inc., 5.500%, 04/01/23 | 23,424,375 | 0.4 | |||||||||||
7,750,000 | L | Diamondback Energy, Inc., 7.625%, 10/01/21 | 8,224,687 | 0.1 | ||||||||||
18,800,000 | EQT Corp., 4.875%, 11/15/21 | 20,016,322 | 0.3 | |||||||||||
3,645,000 | EQT Corp., 8.125%, 06/01/19 | 4,018,284 | 0.1 | |||||||||||
3,745,000 | Equitable Resources, Inc., 6.500%, 04/01/18 | 3,903,590 | 0.1 | |||||||||||
5,450,000 | Matador Resources Co., 6.875%, 04/15/23 | 5,586,250 | 0.1 | |||||||||||
26,014,000 | # | MPLX L.P., 4.500%, 07/15/23 | 25,260,557 | 0.4 | ||||||||||
3,050,000 | # | MPLX L.P., 4.875%, 12/01/24 | 2,977,532 | 0.1 | ||||||||||
20,320,000 | # | MPLX L.P., 5.500%, 02/15/23 | 20,665,664 | 0.4 | ||||||||||
1,145,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 1,143,779 | 0.0 | |||||||||||
6,750,000 | Range Resources Corp., 4.875%, 05/15/25 | 6,463,125 | 0.1 | |||||||||||
12,700,000 | L | Range Resources Corp., 5.000%, 03/15/23 | 11,969,750 | 0.2 | ||||||||||
10,925,000 | Range Resources Corp., 5.750%, 06/01/21 | 10,733,812 | 0.2 | |||||||||||
8,375,000 | L | Range Resources Corp., 5.000%, 08/15/22 | 7,935,313 | 0.1 | ||||||||||
10,335,000 | Shell International Finance BV, 1.080%, 05/11/20 | 10,205,120 | 0.2 | |||||||||||
6,675,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.250%, 11/15/23 | 6,024,188 | 0.1 | |||||||||||
5,975,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/23 | 5,676,250 | 0.1 | |||||||||||
8,000,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.875%, 02/01/21 | 8,180,000 | 0.1 | |||||||||||
2,400,000 | Targe Resources Partners, 4.125%, 11/15/19 | 2,388,000 | 0.0 | |||||||||||
238,918,301 | 3.9 | |||||||||||||
Financial: 2.9% | ||||||||||||||
6,135,000 | American Tower Corp., 3.300%, 02/15/21 | 6,407,419 | 0.1 | |||||||||||
8,750,000 | Bank of New York Mellon Corp., 4.950%, 06/20/20 | 8,793,750 | 0.1 | |||||||||||
1,800,000 | CBRE Services, Inc., 5.000%, 03/15/23 | 1,865,621 | 0.0 | |||||||||||
14,832,000 | Crown Castle International Corp., 4.875%, 04/15/22 | 16,325,582 | 0.3 | |||||||||||
24,600,000 | Crown Castle International Corp., 5.250%, 01/15/23 | 27,700,830 | 0.5 | |||||||||||
22,371,000 | # | Hockey Merger Sub 2, Inc., 7.875%, 10/01/21 | 21,532,087 | 0.4 | ||||||||||
30,079,624 | HUB International Ltd., 4.250%, 10/02/20 | 25,218,184 | 0.4 | |||||||||||
4,150,000 | # | HUB International Ltd, 9.250%, 02/15/21 | 4,357,500 | 0.1 | ||||||||||
2,275,000 | # | Iron Mountain, Inc., 4.375%, 06/01/21 | 2,309,125 | 0.0 | ||||||||||
8,500,000 | # | Iron Mountain, Inc., 6.000%, 10/01/20 | 8,988,750 | 0.2 | ||||||||||
15,110,000 | JPMorgan Chase & Co., 5.300%, 12/29/49 | 15,091,113 | 0.3 | |||||||||||
2,170,000 | Marsh & McLennan Cos, Inc., 2.350%, 03/06/20 | 2,216,099 | 0.0 | |||||||||||
1,115,000 | Marsh & McLennan Cos, Inc., 3.300%, 03/14/23 | 1,165,865 | 0.0 | |||||||||||
1,895,000 | National Rural Utilities Cooperative Finance Corp., 0.950%, 04/24/17 | 1,895,430 | 0.0 | |||||||||||
175,000 | Regions Bank/Birmingham AL, 7.500%, 05/15/18 | 192,006 | 0.0 | |||||||||||
6,640,000 | State Street Corp., 5.250%, 12/29/49 | 6,855,800 | 0.1 | |||||||||||
74,000 | Synovus Financial Corp., 5.125%, 06/15/17 | 75,643 | 0.0 | |||||||||||
4,200,000 | Trinity Acquisition PLC, 4.400%, 03/15/26 | 4,395,951 | 0.1 |
16 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
18,565,000 | Visa, Inc., 1.200%, 12/14/17 | 18,684,280 | 0.3 | |||||||||||
174,071,035 | 2.9 | |||||||||||||
Industrial: 1.2% | ||||||||||||||
1,795,000 | Amphenol Corp., 1.550%, 09/15/17 | 1,796,088 | 0.0 | |||||||||||
525,000 | Case New Holland, Inc., 7.875%, 12/01/17 | 567,000 | 0.0 | |||||||||||
3,600,000 | Caterpillar Financial Services Corp., 1.250%, 11/06/17 | 3,614,263 | 0.1 | |||||||||||
2,190,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/19 | 2,255,860 | 0.0 | |||||||||||
8,420,000 | CNH Industrial Capital LLC, 3.250%, 02/01/17 | 8,493,675 | 0.1 | |||||||||||
9,950,000 | CNH Industrial Capital LLC, 3.625%, 04/15/18 | 9,999,750 | 0.2 | |||||||||||
875,000 | CNH Industrial Capital LLC, 3.875%, 07/16/18 | 881,562 | 0.0 | |||||||||||
12,625,000 | CNH Industrial Capital LLC, 6.250%, 11/01/16 | 12,793,064 | 0.2 | |||||||||||
1,765,000 | Harris Corp., 1.999%, 04/27/18 | 1,774,771 | 0.0 | |||||||||||
9,816,667 | Manitowoc Foodservice, Inc., 5.750%, 03/04/23 | 9,902,562 | 0.2 | |||||||||||
775,000 | # | Manitowoc Foodservice, Inc., 9.500%, 02/15/24 | 868,000 | 0.0 | ||||||||||
1,250,000 | # | Moog, Inc., 5.250%, 12/01/22 | 1,271,875 | 0.0 | ||||||||||
3,325,000 | Reynolds Group Issuer, Inc., 5.750%, 10/15/20 | 3,442,772 | 0.1 | |||||||||||
1,925,000 | Reynolds Group Issuer, Inc., 6.875%, 02/15/21 | 1,982,750 | 0.0 | |||||||||||
151,000 | Reynolds Group Issuer, Inc., 9.875%, 08/15/19 | 156,096 | 0.0 | |||||||||||
3,800,000 | SBA Communications Corp., 4.875%, 07/15/22 | 3,785,750 | 0.1 | |||||||||||
10,770,000 | SBA Communications Corp., 5.625%, 10/01/19 | 11,160,413 | 0.2 | |||||||||||
850,000 | Xylem, Inc./NY, 4.875%, 10/01/21 | 927,950 | 0.0 | |||||||||||
75,674,201 | 1.2 | |||||||||||||
Technology: 1.5% | ||||||||||||||
6,840,000 | Fiserv, Inc., 2.700%, 06/01/20 | 7,088,367 | 0.1 | |||||||||||
7,020,000 | IHS, Inc., 5.000%, 11/01/22 | 7,283,250 | 0.1 | |||||||||||
1,450,000 | #,L | IMS Health, Inc., 6.000%, 11/01/20 | 1,479,000 | 0.0 | ||||||||||
6,078,700 | Kronos, Inc., 4.500%, 10/30/19 | 6,073,636 | 0.1 | |||||||||||
10,844,495 | Kronos, Inc. 2nd Lien Term Loan B, 9.750%, 04/30/20 | 10,943,907 | 0.2 | |||||||||||
1,400,000 | # | NXP BV / NXP Funding LLC, 3.500%, 09/15/16 | 1,402,124 | 0.0 | ||||||||||
35,133,000 | # | NXP BV / NXP Funding LLC, 3.750%, 06/01/18 | 35,923,492 | 0.6 | ||||||||||
10,150,000 | # | NXP BV / NXP Funding LLC, 5.750%, 02/15/21 | 10,581,375 | 0.2 | ||||||||||
2,311,873 | NXP BV TL B 1L, 3.750%, 12/07/20 | 2,319,458 | 0.1 | |||||||||||
6,520,000 | SS&C Technologies Holdings, Inc., 5.875%, 07/15/23 | 6,666,700 | 0.1 | |||||||||||
89,761,309 | 1.5 | |||||||||||||
Utilities: 0.5% | ||||||||||||||
4,270,000 | Berkshire Hathaway Energy Co., 2.400%, 02/01/20 | 4,390,013 | 0.1 | |||||||||||
2,080,000 | CMS Energy Corp., 6.550%, 07/17/17 | 2,190,487 | 0.0 | |||||||||||
970,000 | CMS Energy Corp., 8.750%, 06/15/19 | 1,170,018 | 0.0 | |||||||||||
865,000 | + | Dominion Resources, Inc./VA, 2.962%, 07/01/19 | 881,227 | 0.0 | ||||||||||
2,440,000 | Otter Tail Corp., 9.000%, 12/15/16 | 2,509,023 | 0.0 | |||||||||||
4,000,000 | Southern California Gas Co., 3.200%, 06/15/25 | 4,298,712 | 0.1 | |||||||||||
7,000,000 | Southern Co/The, 1.550%, 07/01/18 | 7,049,231 | 0.1 | |||||||||||
3,210,000 | Southern Co/The, 1.850%, 07/01/19 | 3,252,969 | 0.1 | |||||||||||
2,031,683 | Texas Competitive Electric Holdings Co. LLC, 3.750%, 11/07/16 | 2,030,836 | 0.0 | |||||||||||
2,445,000 | Virginia Electric & Power Co., 3.150%, 01/15/26 | 2,587,888 | 0.1 | |||||||||||
30,360,404 | 0.5 | |||||||||||||
Total Corporate Bonds/Notes (Cost $1,443,913,249) | 1,449,514,762 | 23.9 | ||||||||||||
ASSET-BACKED SECURITIES: 0.2% | ||||||||||||||
Other Asset-Backed Securities: 0.2% | ||||||||||||||
2,681,063 | # | DB Master Finance LLC 2015-1 A2I, 3.262%, 02/20/45 | 2,713,177 | 0.0 | ||||||||||
6,315,000 | # | Taco Bell Funding LLC, 3.832%, 05/25/46 | 6,410,083 | 0.1 | ||||||||||
3,984,888 | # | Wendys Funding LLC 2015-1A A2I, 3.371%, 06/15/45 | 4,019,074 | 0.1 | ||||||||||
Total Asset-Backed Securities (Cost $12,980,950) | 13,142,334 | 0.2 | ||||||||||||
Total Long-Term Investments (Cost $4,601,466,115) | 5,195,723,783 | 85.7 | ||||||||||||
SHORT-TERM INVESTMENTS: 12.6% | ||||||||||||||
Corporate Bonds/Notes: 0.0% | ||||||||||||||
1,925,000 | # | Beverage Packaging Holdings Luxembourg II SA / Beverage Packaging Holdings II Is, 5.625%, 12/15/16 | ||||||||||||
(Cost $1,909,079) | 1,929,812 | 0.0 |
17 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: 0.2% | ||||||||||||||
2,441,180 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $2,441,208, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $2,490,033, due 01/01/30-06/20/46) | 2,441,180 | 0.1 | |||||||||||
2,441,180 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $2,441,211, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,490,003, due 07/15/16-09/20/65) | 2,441,180 | 0.0 | |||||||||||
2,441,180 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $2,441,213, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,490,004, due 07/07/16-02/01/49) | 2,441,180 | 0.1 | |||||||||||
513,797 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.43%, due 07/01/16 (Repurchase Amount $513,803, collateralized by various U.S. Government Agency Obligations, 1.370%-6.059%, Market Value plus accrued interest $524,073, due 01/01/19-07/01/46) | 513,797 | 0.0 | |||||||||||
2,441,180 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $2,441,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,490,004, due 12/01/16-02/20/66) | 2,441,180 | 0.0 | |||||||||||
10,278,517 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 12.4% | ||||||||||||||
749,100,340 | T. Rowe Price Reserve Investment Fund, 0.320%†† | |||||||||||||
(Cost $749,100,340) | 749,100,340 | 12.4 | ||||||||||||
Total Short-Term Investments (Cost $761,287,936) | 761,308,669 | 12.6 | ||||||||||||
Total Investments in Securities (Cost $5,362,754,051) | $ | 5,957,032,452 | 98.3 | |||||||||||
Assets in Excess of Other Liabilities | 102,330,380 | 1.7 | ||||||||||||
Net Assets | $ | 6,059,362,832 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
+ | Step-up basis bonds. Interest rates shown reflect current and next coupon rates. |
P | Preferred Stock may be called prior to convertible date. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
CAD | Canadian Dollar |
EUR | EU Euro |
GBP | British Pound |
Cost for federal income tax purposes is $5,375,317,533.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 651,519,319 | ||
Gross Unrealized Depreciation | (69,804,400 | ) | ||
Net Unrealized Appreciation | $ | 581,714,919 |
18 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.7% | ||||||||||||||
Consumer Discretionary: 8.8% | ||||||||||||||
154,200 | Carnival Corp. | 6,815,640 | 0.6 | |||||||||||
190,900 | Comcast Corp. – Class A | 12,444,771 | 1.2 | |||||||||||
164,209 | General Motors Co. | 4,647,115 | 0.4 | |||||||||||
139,800 | Johnson Controls, Inc. | 6,187,548 | 0.6 | |||||||||||
208,600 | Kohl's Corp. | 7,910,112 | 0.7 | |||||||||||
220,700 | Las Vegas Sands Corp. | 9,598,243 | 0.9 | |||||||||||
155,900 | Macy's, Inc. | 5,239,799 | 0.5 | |||||||||||
359,100 | Mattel, Inc. | 11,236,239 | 1.1 | |||||||||||
651,900 | News Corp - Class A | 7,399,065 | 0.7 | |||||||||||
210,800 | Staples, Inc. | 1,817,096 | 0.2 | |||||||||||
17,766 | Time Warner, Inc. | 1,306,511 | 0.1 | |||||||||||
476,400 | Twenty-First Century Fox, Inc. - Class B | 12,981,900 | 1.2 | |||||||||||
61,900 | Walt Disney Co. | 6,055,058 | 0.6 | |||||||||||
93,639,097 | 8.8 | |||||||||||||
Consumer Staples: 5.1% | ||||||||||||||
301,400 | Archer-Daniels-Midland Co. | 12,927,046 | 1.2 | |||||||||||
457,000 | Avon Products, Inc. | 1,727,460 | 0.2 | |||||||||||
239,069 | Diageo PLC | 6,678,584 | 0.7 | |||||||||||
83,900 | Kellogg Co. | 6,850,435 | 0.7 | |||||||||||
9,900 | McCormick & Co., Inc. | 1,056,033 | 0.1 | |||||||||||
112,200 | PepsiCo, Inc. | 11,886,468 | 1.1 | |||||||||||
24,300 | Philip Morris International, Inc. | 2,471,796 | 0.2 | |||||||||||
135,600 | Wal-Mart Stores, Inc. | 9,901,512 | 0.9 | |||||||||||
53,499,334 | 5.1 | |||||||||||||
Energy: 12.2% | ||||||||||||||
23,300 | Anadarko Petroleum Corp. | 1,240,725 | 0.1 | |||||||||||
219,600 | Apache Corp. | 12,225,132 | 1.2 | |||||||||||
411,400 | Canadian Natural Resources Ltd. | 12,683,462 | 1.2 | |||||||||||
106,790 | Chevron Corp. | 11,194,796 | 1.1 | |||||||||||
291,600 | Columbia Pipeline Group, Inc. | 7,432,884 | 0.7 | |||||||||||
45,540 | EQT Corp. | 3,526,162 | 0.3 | |||||||||||
315,224 | Exxon Mobil Corp. | 29,549,098 | 2.8 | |||||||||||
156,000 | Hess Corp. | 9,375,600 | 0.9 | |||||||||||
104,700 | Occidental Petroleum Corp. | 7,911,132 | 0.7 | |||||||||||
8,228 | PrairieSky Royalty Ltd. | 153,682 | 0.0 | |||||||||||
347,600 | Royal Dutch Shell PLC - Class A ADR | 19,194,472 | 1.8 | |||||||||||
302,600 | L | Total S.A. ADR | 14,555,060 | 1.4 | ||||||||||
129,042,205 | 12.2 | |||||||||||||
Financials: 22.0% | ||||||||||||||
218,400 | American Express Co. | 13,269,984 | 1.2 | |||||||||||
128,600 | Ameriprise Financial, Inc. | 11,554,710 | 1.1 | |||||||||||
926,419 | Bank of America Corp. | 12,293,580 | 1.2 | |||||||||||
238,100 | Bank of New York Mellon Corp. | 9,250,185 | 0.9 | |||||||||||
15,825 | Chubb Ltd. | 2,068,486 | 0.2 | |||||||||||
271,100 | Citigroup, Inc. | 11,491,929 | 1.1 | |||||||||||
367,700 | Fifth Third Bancorp | 6,467,843 | 0.6 | |||||||||||
512,544 | JPMorgan Chase & Co. | 31,849,484 | 3.0 | |||||||||||
397,100 | Loews Corp. | 16,316,839 | 1.5 | |||||||||||
30,600 | Macerich Co. | 2,612,934 | 0.2 | |||||||||||
206,500 | Marsh & McLennan Cos., Inc. | 14,136,990 | 1.3 | |||||||||||
361,600 | Metlife, Inc. | 14,402,528 | 1.4 | |||||||||||
571,000 | Morgan Stanley | 14,834,580 | 1.4 | |||||||||||
191,300 | Northern Trust Corp. | 12,675,538 | 1.2 | |||||||||||
85,300 | PNC Financial Services Group, Inc. | 6,942,567 | 0.7 | |||||||||||
259,100 | Rayonier, Inc. | 6,798,784 | 0.6 | |||||||||||
1,689,327 | @ | Royal Bank of Scotland Group PLC | 3,828,296 | 0.4 | ||||||||||
208,400 | State Street Corp. | 11,236,928 | 1.1 | |||||||||||
72,400 | US Bancorp | 2,919,892 | 0.3 | |||||||||||
255,100 | Wells Fargo & Co. | 12,073,883 | 1.1 | |||||||||||
295,951 | Weyerhaeuser Co. | 8,810,461 | 0.8 | |||||||||||
31,309 | Willis Towers Watson PLC | 3,892,022 | 0.4 | |||||||||||
86,600 | XL Group Plc | 2,884,646 | 0.3 | |||||||||||
232,613,089 | 22.0 | |||||||||||||
Health Care: 9.5% | ||||||||||||||
87,964 | Anthem, Inc. | 11,553,192 | 1.1 | |||||||||||
42,400 | Becton Dickinson & Co. | 7,190,616 | 0.7 | |||||||||||
163,200 | Bristol-Myers Squibb Co. | 12,003,360 | 1.1 | |||||||||||
68,400 | Gilead Sciences, Inc. | 5,705,928 | 0.6 | |||||||||||
317,823 | GlaxoSmithKline PLC | 6,825,286 | 0.6 | |||||||||||
166,800 | Johnson & Johnson | 20,232,840 | 1.9 | |||||||||||
35,900 | Medtronic PLC | 3,115,043 | 0.3 | |||||||||||
171,700 | Merck & Co., Inc. | 9,891,637 | 0.9 | |||||||||||
683,976 | Pfizer, Inc. | 24,082,795 | 2.3 | |||||||||||
100,600,697 | 9.5 | |||||||||||||
Industrials: 13.5% | ||||||||||||||
148,800 | Boeing Co. | 19,324,656 | 1.8 | |||||||||||
28,800 | Canadian Pacific Railway Ltd | 3,709,152 | 0.4 | |||||||||||
54,700 | Cummins, Inc. | 6,150,468 | 0.6 | |||||||||||
114,300 | Deere & Co. | 9,262,872 | 0.9 | |||||||||||
197,100 | Emerson Electric Co. | 10,280,736 | 1.0 | |||||||||||
81,000 | Flowserve Corp. | 3,658,770 | 0.3 | |||||||||||
1,022,600 | General Electric Co. | 32,191,448 | 3.0 | |||||||||||
111,900 | Illinois Tool Works, Inc. | 11,655,504 | 1.1 | |||||||||||
136,200 | Pentair PLC | 7,939,098 | 0.8 | |||||||||||
77,200 | Southwest Airlines Co. | 3,027,012 | 0.3 | |||||||||||
345,300 | Tyco International Plc | 14,709,780 | 1.4 | |||||||||||
95,300 | Union Pacific Corp. | 8,314,925 | 0.8 | |||||||||||
90,200 | United Parcel Service, Inc. - Class B | 9,716,344 | 0.9 | |||||||||||
23,800 | United Technologies Corp. | 2,440,690 | 0.2 | |||||||||||
142,381,455 | 13.5 | |||||||||||||
Information Technology: 10.2% | ||||||||||||||
139,700 | Analog Devices, Inc. | 7,912,608 | 0.7 | |||||||||||
35,300 | Apple, Inc. | 3,374,680 | 0.3 | |||||||||||
554,200 | Applied Materials, Inc. | 13,284,174 | 1.3 | |||||||||||
61,300 | CA, Inc. | 2,012,479 | 0.2 | |||||||||||
423,900 | Cisco Systems, Inc. | 12,161,691 | 1.1 | |||||||||||
158,100 | Harris Corp. | 13,191,864 | 1.2 | |||||||||||
389,900 | Microsoft Corp. | 19,951,183 | 1.9 | |||||||||||
249,300 | Qualcomm, Inc. | 13,355,001 | 1.3 | |||||||||||
50,200 | TE Connectivity Ltd. | 2,866,922 | 0.3 | |||||||||||
190,700 | Texas Instruments, Inc. | 11,947,355 | 1.1 |
19 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
174,300 | Western Digital Corp. | 8,237,418 | 0.8 | |||||||||||
108,295,375 | 10.2 | |||||||||||||
Materials: 5.0% | ||||||||||||||
245,800 | CF Industries Holdings, Inc. | 5,923,780 | 0.6 | |||||||||||
236,500 | Du Pont E I de Nemours & Co. | 15,325,200 | 1.5 | |||||||||||
2,663 | @ | Ingevity Corp. | 90,648 | 0.0 | ||||||||||
295,493 | International Paper Co. | 12,522,993 | 1.2 | |||||||||||
172,800 | Nucor Corp. | 8,538,048 | 0.8 | |||||||||||
74,000 | Vulcan Materials Co. | 8,906,640 | 0.8 | |||||||||||
39,442 | WestRock Co. | 1,533,111 | 0.1 | |||||||||||
52,840,420 | 5.0 | |||||||||||||
Telecommunication Services: 2.9% | ||||||||||||||
190,110 | CenturyLink, Inc. | 5,515,091 | 0.5 | |||||||||||
392,709 | @ | Telefonica S.A. | 3,728,323 | 0.3 | ||||||||||
317,258 | Verizon Communications, Inc. | 17,715,687 | 1.7 | |||||||||||
1,230,140 | Vodafone Group PLC | 3,750,542 | 0.4 | |||||||||||
30,709,643 | 2.9 | |||||||||||||
Utilities: 8.5% | ||||||||||||||
970,700 | AES Corp. | 12,114,336 | 1.2 | |||||||||||
137,200 | Edison International | 10,656,324 | 1.0 | |||||||||||
136,100 | Entergy Corp. | 11,071,735 | 1.1 | |||||||||||
201,000 | Exelon Corp. | 7,308,360 | 0.7 | |||||||||||
305,700 | FirstEnergy Corp. | 10,671,987 | 1.0 | |||||||||||
530,700 | NiSource, Inc. | 14,074,164 | 1.3 | |||||||||||
220,600 | PG&E Corp. | 14,100,752 | 1.3 | |||||||||||
213,400 | Xcel Energy, Inc. | 9,556,052 | 0.9 | |||||||||||
89,553,710 | 8.5 | |||||||||||||
Total Common Stock (Cost $850,083,841) | 1,033,175,025 | 97.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.2% | ||||||||||||||
Consumer, Non-cyclical: 0.0% | ||||||||||||||
75,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 64,875 | 0.0 | ||||||||||
340,000 | # | VRX Escrow Corp., 5.875%, 05/15/23 | 276,250 | 0.0 | ||||||||||
341,125 | 0.0 | |||||||||||||
Technology: 0.2% | ||||||||||||||
1,575,000 | # | Western Digital Corp., 10.500%, 04/01/24 | 1,689,188 | 0.2 | ||||||||||
Total Corporate Bonds/Notes (Cost $1,914,276) | 2,030,313 | 0.2 | ||||||||||||
Total Long-Term Investments (Cost $851,998,117) | 1,035,205,338 | 97.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 3.0% | ||||||||||||||
Securities Lending Collateralcc: 1.0% | ||||||||||||||
2,664,780 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $2,664,811, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $2,718,107, due 01/01/30-06/20/46) | 2,664,780 | 0.2 | |||||||||||
2,664,780 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $2,664,814, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,718,076, due 07/15/16-09/20/65) | 2,664,780 | 0.2 | |||||||||||
2,664,780 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $2,664,817, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,718,076, due 07/07/16-02/01/49) | 2,664,780 | 0.3 | |||||||||||
560,881 | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $560,888, collateralized by various U.S. Government Agency Obligations, 1.000%-8.000%, Market Value plus accrued interest $572,099, due 06/01/22-11/20/45) | 560,881 | 0.1 |
20 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
2,664,780 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $2,664,811, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,718,076, due 12/01/16-02/20/66) | 2,664,780 | 0.2 | |||||||||||
11,220,001 | 1.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.0% | ||||||||||||||
20,992,241 | T. Rowe Price Reserve Investment Fund, 0.320%†† | |||||||||||||
(Cost $20,992,241) | 20,992,241 | 2.0 | ||||||||||||
Total Short-Term Investments (Cost $32,212,242) | 32,212,242 | 3.0 | ||||||||||||
Total Investments in Securities (Cost $884,210,359) | $ | 1,067,417,580 | 100.9 | |||||||||||
Liabilities in Excess of Other Assets | (9,798,312 | ) | (0.9 | ) | ||||||||||
Net Assets | $ | 1,057,619,268 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
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, 2016. |
Cost for federal income tax purposes is $895,095,354.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 237,492,149 | ||
Gross Unrealized Depreciation | (65,169,923 | ) | ||
Net Unrealized Appreciation | $ | 172,322,226 |
21 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.0% | ||||||||||||||
Australia: 3.2% | ||||||||||||||
193,754 | Amcor Ltd. | 2,178,495 | 1.0 | |||||||||||
156,452 | Brambles Ltd. | 1,460,700 | 0.7 | |||||||||||
11,601 | CSL Ltd. | 978,344 | 0.4 | |||||||||||
907,815 | @ | South32 Ltd. | 1,064,675 | 0.5 | ||||||||||
64,996 | Woodside Petroleum Ltd. | 1,317,942 | 0.6 | |||||||||||
7,000,156 | 3.2 | |||||||||||||
Brazil: 0.5% | ||||||||||||||
111,100 | Tim Participacoes SA ADR | 1,172,105 | 0.5 | |||||||||||
Canada: 2.4% | ||||||||||||||
14,000 | Alimentation Couche-Tard, Inc. | 601,200 | 0.3 | |||||||||||
70,400 | Canadian Natural Resources Ltd. | 2,172,022 | 1.0 | |||||||||||
16,900 | Canadian Pacific Railway Ltd. | 2,175,763 | 1.0 | |||||||||||
7,800 | @ | Valeant Pharmaceuticals International, Inc. - CAD | 157,274 | 0.1 | ||||||||||
516 | @ | Valeant Pharmaceuticals International, Inc. - USD | 10,392 | 0.0 | ||||||||||
5,116,651 | 2.4 | |||||||||||||
China: 4.9% | ||||||||||||||
14,721 | @ | Alibaba Group Holding Ltd. ADR | 1,170,761 | 0.6 | ||||||||||
9,350 | @ | Baidu, Inc. ADR | 1,544,153 | 0.7 | ||||||||||
831,000 | L | China Mengniu Diary Co., Ltd. | 1,453,762 | 0.6 | ||||||||||
664,000 | China Overseas Land & Investment Ltd. | 2,116,733 | 1.0 | |||||||||||
26,400 | @ | Ctrip.com International Ltd. ADR | 1,087,680 | 0.5 | ||||||||||
140,300 | Tencent Holdings Ltd. | 3,218,436 | 1.5 | |||||||||||
10,591,525 | 4.9 | |||||||||||||
Denmark: 0.4% | ||||||||||||||
52,235 | GN Store Nord | 943,590 | 0.4 | |||||||||||
Finland: 1.0% | ||||||||||||||
54,582 | Sampo OYJ | 2,232,212 | 1.0 | |||||||||||
France: 3.1% | ||||||||||||||
11,181 | Air Liquide SA | 1,164,860 | 0.5 | |||||||||||
36,745 | BNP Paribas | 1,611,478 | 0.7 | |||||||||||
996 | Dassault Aviation SA | 986,943 | 0.5 | |||||||||||
3,734 | Iliad SA | 753,764 | 0.4 | |||||||||||
37,702 | Schneider Electric SE | 2,199,571 | 1.0 | |||||||||||
6,716,616 | 3.1 | |||||||||||||
Germany: 5.3% | ||||||||||||||
35,396 | Bayer AG | 3,555,009 | 1.6 | |||||||||||
24,875 | Brenntag AG | 1,204,999 | 0.5 | |||||||||||
34,608 | Fresenius SE & Co. KGaA | 2,542,921 | 1.2 | |||||||||||
13,635 | Linde AG | 1,899,863 | 0.9 | |||||||||||
6,711 | Merck KGaA | 682,129 | 0.3 | |||||||||||
16,507 | #,@ | Scout24 AG | 613,578 | 0.3 | ||||||||||
25,084 | L | Wirecard AG | 1,104,853 | 0.5 | ||||||||||
11,603,352 | 5.3 | |||||||||||||
Hong Kong: 4.7% | ||||||||||||||
731,400 | AIA Group Ltd. | 4,398,439 | 2.0 | |||||||||||
68,740 | Cheung Kong Property Holdings Ltd. | 433,107 | 0.2 | |||||||||||
306,240 | CK Hutchison Holdings Ltd. | 3,368,781 | 1.6 | |||||||||||
33,300 | Jardine Matheson Holdings Ltd. | 1,946,842 | 0.9 | |||||||||||
10,147,169 | 4.7 | |||||||||||||
India: 5.3% | ||||||||||||||
48,951 | Axis Bank Ltd. | 388,974 | 0.2 | |||||||||||
43,615 | Axis Bank Ltd. GDR | 1,694,175 | 0.8 | |||||||||||
140,243 | Housing Development Finance Corp. | 2,612,804 | 1.2 | |||||||||||
63,756 | Infosys Ltd. | 1,106,446 | 0.5 | |||||||||||
860,031 | NTPC Ltd. | 1,996,014 | 0.9 | |||||||||||
603,219 | Power Grid Corp. of India Ltd. | 1,460,519 | 0.7 | |||||||||||
57,290 | Tata Consultancy Services Ltd. | 2,171,240 | 1.0 | |||||||||||
11,430,172 | 5.3 | |||||||||||||
Indonesia: 1.5% | ||||||||||||||
1,763,500 | Bank Central Asia Tbk PT | 1,785,646 | 0.8 | |||||||||||
4,754,100 | @ | Sarana Menara Nusantara Tbk PT | 1,529,228 | 0.7 | ||||||||||
3,314,874 | 1.5 | |||||||||||||
Ireland: 0.4% | ||||||||||||||
53,349 | James Hardie Industries SE | 826,237 | 0.4 | |||||||||||
Italy: 0.7% | ||||||||||||||
207,278 | Banca Mediolanum SpA | 1,422,668 | 0.7 | |||||||||||
Japan: 15.3% | ||||||||||||||
63,000 | Air Water, Inc. | 926,973 | 0.4 | |||||||||||
242,800 | Astellas Pharma, Inc. | 3,807,673 | 1.7 | |||||||||||
5,500 | Calbee, Inc. | 230,098 | 0.1 | |||||||||||
34,800 | Chugai Pharmaceutical Co., Ltd. | 1,240,210 | 0.6 | |||||||||||
21,400 | L | CyberAgent, Inc. | 1,295,368 | 0.6 | ||||||||||
10,200 | Fanuc Ltd. | 1,659,267 | 0.8 | |||||||||||
109,300 | Inpex Corp. | 854,792 | 0.4 | |||||||||||
80,800 | Japan Tobacco, Inc. | 3,256,418 | 1.5 | |||||||||||
23,500 | L | Kansai Paint Co., Ltd. | 474,457 | 0.2 | ||||||||||
27,900 | Koito Manufacturing Co., Ltd. | 1,284,640 | 0.6 | |||||||||||
212,000 | Mitsubishi Electric Corp. | 2,530,932 | 1.2 | |||||||||||
72,400 | Nippon Telegraph & Telephone Corp. | 3,395,192 | 1.6 | |||||||||||
41,600 | Olympus Corp. | 1,553,411 | 0.7 | |||||||||||
45,500 | Seven & I Holdings Co., Ltd. | 1,907,729 | 0.9 | |||||||||||
13,700 | SoftBank Group Corp. | 774,763 | 0.3 | |||||||||||
220,500 | Sumitomo Corp. | 2,222,618 | 1.0 | |||||||||||
39,400 | Suzuki Motor Corp. | 1,066,870 | 0.5 | |||||||||||
75,800 | Tokio Marine Holdings, Inc. | 2,523,464 | 1.2 |
22 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Japan: (continued) | ||||||||||||||
484,900 | Yahoo! Japan Corp. | 2,150,222 | 1.0 | |||||||||||
33,155,097 | 15.3 | |||||||||||||
Malaysia: 0.5% | ||||||||||||||
1,572,800 | Astro Malaysia Holdings Bhd | 1,143,074 | 0.5 | |||||||||||
Mexico: 1.1% | ||||||||||||||
254,900 | Grupo Financiero Santander Mexico SAB de CV ADR | 2,317,041 | 1.1 | |||||||||||
Netherlands: 5.7% | ||||||||||||||
103,462 | @,L | Altice NV - A | 1,544,844 | 0.7 | ||||||||||
23,362 | ASML Holding NV | 2,299,724 | 1.1 | |||||||||||
44,575 | Airbus Group SE | 2,555,047 | 1.2 | |||||||||||
208,726 | ING Groep NV | 2,159,470 | 1.0 | |||||||||||
20,100 | @ | NXP Semiconductor NV - NXPI - US | 1,574,634 | 0.7 | ||||||||||
79,388 | Royal Dutch Shell PLC - Class B | 2,193,389 | 1.0 | |||||||||||
12,327,108 | 5.7 | |||||||||||||
Russia: 0.2% | ||||||||||||||
10,225 | Magnit PJSC GDR | 340,892 | 0.2 | |||||||||||
South Korea: 2.5% | ||||||||||||||
2,511 | LG Household & Health Care Ltd. | 2,452,131 | 1.1 | |||||||||||
2,830 | NAVER Corp. | 1,753,230 | 0.8 | |||||||||||
1,004 | Samsung Electronics Co., Ltd. | 1,250,333 | 0.6 | |||||||||||
5,455,694 | 2.5 | |||||||||||||
Spain: 2.7% | ||||||||||||||
53,916 | Amadeus IT Holding S.A. | 2,375,482 | 1.1 | |||||||||||
256,191 | Banco Bilbao Vizcaya Argentaria S.A. | 1,467,841 | 0.7 | |||||||||||
117,100 | Grifols SA ADR | 1,952,057 | 0.9 | |||||||||||
5,795,380 | 2.7 | |||||||||||||
Sweden: 3.7% | ||||||||||||||
65,378 | Assa Abloy AB | 1,345,011 | 0.6 | |||||||||||
62,889 | L | Hexagon AB | 2,301,483 | 1.0 | ||||||||||
80,149 | Svenska Cellulosa AB SCA | 2,575,241 | 1.2 | |||||||||||
158,120 | Svenska Handelsbanken AB | 1,919,658 | 0.9 | |||||||||||
8,141,393 | 3.7 | |||||||||||||
Switzerland: 6.7% | ||||||||||||||
89,905 | Credit Suisse Group AG | 957,706 | 0.5 | |||||||||||
69,063 | GAM Holding Ltd. | 737,273 | 0.3 | |||||||||||
48,913 | Julius Baer Group Ltd. | 1,968,666 | 0.9 | |||||||||||
39,295 | Nestle S.A. | 3,044,511 | 1.4 | |||||||||||
39,698 | Novartis AG | 3,276,615 | 1.5 | |||||||||||
12,643 | Roche Holding AG | 3,336,233 | 1.5 | |||||||||||
3,264 | Syngenta AG | 1,252,882 | 0.6 | |||||||||||
14,573,886 | 6.7 | |||||||||||||
Taiwan: 1.6% | ||||||||||||||
707,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 3,563,066 | 1.6 | |||||||||||
Thailand: 0.4% | ||||||||||||||
669,600 | CP ALL PCL | 960,501 | 0.4 | |||||||||||
Turkey: 0.6% | ||||||||||||||
467,526 | Turkiye Garanti Bankasi A/S | 1,234,938 | 0.6 | |||||||||||
United Arab Emirates: 0.8% | ||||||||||||||
109,724 | DP World Ltd. | 1,823,813 | 0.8 | |||||||||||
United Kingdom: 14.6% | ||||||||||||||
140,975 | ARM Holdings PLC | 2,141,382 | 1.0 | |||||||||||
388,837 | Aviva PLC | 2,049,682 | 0.9 | |||||||||||
194,240 | Sky PLC | 2,207,247 | 1.0 | |||||||||||
87,737 | Burberry Group PLC | 1,364,793 | 0.6 | |||||||||||
231,894 | Capita Group PLC | 2,988,089 | 1.4 | |||||||||||
71,549 | Compass Group PLC | 1,361,255 | 0.6 | |||||||||||
51,906 | easyJet PLC | 754,282 | 0.3 | |||||||||||
112,565 | Experian PLC | 2,135,602 | 1.0 | |||||||||||
2,757 | @ | Liberty Global PLC LILAC Group A | 88,941 | 0.1 | ||||||||||
33,672 | @,L | Liberty Global PLC LILAC Group C | 1,094,003 | 0.5 | ||||||||||
22,000 | @,L | LivaNova PLC | 1,105,060 | 0.5 | ||||||||||
1,815,041 | Lloyds Banking Group Plc | 1,314,623 | 0.6 | |||||||||||
17,467 | Prudential PLC | 296,397 | 0.1 | |||||||||||
527,175 | @ | Royal Bank of Scotland Group PLC | 1,194,666 | 0.6 | ||||||||||
25,691 | SABMiller PLC | 1,498,284 | 0.7 | |||||||||||
47,347 | Shire PLC | 2,926,178 | 1.4 | |||||||||||
79,172 | Smith & Nephew PLC | 1,344,440 | 0.6 | |||||||||||
60,314 | Standard Chartered PLC | 457,603 | 0.2 | |||||||||||
1,033,742 | Vodafone Group PLC | 3,151,750 | 1.5 | |||||||||||
104,219 | WPP PLC | 2,172,082 | 1.0 | |||||||||||
31,646,359 | 14.6 | |||||||||||||
United States: 6.2% | ||||||||||||||
7,772 | Anheuser-Busch InBev Worldwide, Inc. | 1,027,746 | 0.5 | |||||||||||
28,100 | Las Vegas Sands Corp. | 1,222,069 | 0.6 | |||||||||||
22,100 | @ | Liberty Global PLC - Class A | 642,226 | 0.3 | ||||||||||
70,900 | @ | Liberty Global PLC - Class C | 2,031,285 | 0.9 | ||||||||||
18,000 | @,L | Mobileye NV | 830,520 | 0.4 | ||||||||||
14,500 | Philip Morris International, Inc. | 1,474,940 | 0.7 | |||||||||||
4,090 | @ | Priceline.com, Inc. | 5,105,997 | 2.3 | ||||||||||
366,600 | L | Samsonite International SA | 1,015,065 | 0.5 | ||||||||||
13,349,848 | 6.2 | |||||||||||||
Total Common Stock (Cost $206,645,975) | 208,345,417 | 96.0 | ||||||||||||
PREFERRED STOCK: 1.1% | ||||||||||||||
Brazil: 0.9% | ||||||||||||||
199,176 | Itau Unibanco Holding S.A. | 1,876,246 | 0.9 | |||||||||||
United States: 0.2% | ||||||||||||||
3,895 | @ | Peixe Urbano, Inc. - Series A | 78 | 0.0 | ||||||||||
17,165 | @ | Peixe Urbano, Inc. - Series C | 7,381 | 0.0 |
23 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
9,427 | @ | Xiaoju Kuaizhi, Inc., Series A-17 | 360,367 | 0.2 | ||||||||||
367,826 | 0.2 | |||||||||||||
Total Preferred Stock (Cost $2,758,824) | 2,244,072 | 1.1 | ||||||||||||
Total Long-Term Investments (Cost $209,404,799) | 210,589,489 | 97.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.5% | ||||||||||||||
Securities Lending Collateralcc: 2.7% | ||||||||||||||
1,410,649 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,410,667, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,438,862, due 07/15/16-09/20/65) | 1,410,649 | 0.6 | |||||||||||
1,410,649 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $1,410,668, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,438,862, due 07/07/16-02/01/49) | 1,410,649 | 0.7 | |||||||||||
1,410,649 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.43%, due 07/01/16 (Repurchase Amount $1,410,666, collateralized by various U.S. Government Agency Obligations, 1.370%-6.059%, Market Value plus accrued interest $1,438,862, due 01/01/19-07/01/46) | 1,410,649 | 0.7 | |||||||||||
296,893 | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $296,897, collateralized by various U.S. Government Agency Obligations, 1.000%-8.000%, Market Value plus accrued interest $302,831, due 06/01/22-11/20/45) | 296,893 | 0.1 | |||||||||||
1,410,649 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $1,410,665, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,438,862, due 12/01/16-02/20/66) | 1,410,649 | 0.6 | |||||||||||
5,939,489 | 2.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.8% | ||||||||||||||
3,926,533 | T. Rowe Price Reserve Investment Fund, 0.320%†† | |||||||||||||
(Cost $3,926,533) | 3,926,533 | 1.8 | ||||||||||||
Total Short-Term Investments (Cost $9,866,022) | 9,866,022 | 4.5 | ||||||||||||
Total Investments in Securities (Cost $219,270,821) | $ | 220,455,511 | 101.6 | |||||||||||
Liabilities in Excess of Other Assets | (3,458,524 | ) | (1.6 | ) | ||||||||||
Net Assets | $ | 216,996,987 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
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, 2016. |
24 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Cost for federal income tax purposes is $221,914,093.
Net unrealized depreciation consists of:
Gross Unrealized Appreciation | $ | 20,753,636 | ||
Gross Unrealized Depreciation | (22,212,218 | ) | ||
Net Unrealized Depreciation | $ | (1,458,582 | ) |
25 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 95.9% | ||||||||||||||
Basic Materials: 6.2% | ||||||||||||||
750,000 | Aleris International, Inc., 7.875%, 11/01/20 | 667,500 | 0.1 | |||||||||||
1,400,000 | #,L | Anglo American Capital PLC, 4.875%, 05/14/25 | 1,344,000 | 0.2 | ||||||||||
1,760,000 | L | ArcelorMittal, 6.125%, 06/01/25 | 1,760,000 | 0.3 | ||||||||||
500,000 | ArcelorMittal, 6.500%, 03/01/21 | 516,250 | 0.1 | |||||||||||
2,365,000 | # | Aruba Investments, Inc., 8.750%, 02/15/23 | 2,299,962 | 0.3 | ||||||||||
480,000 | # | BlueScope Steel Finance Ltd/BlueScope Steel Finance USA LLC, 6.500%, 05/15/21 | 498,192 | 0.1 | ||||||||||
2,000,000 | # | Cascades, Inc., 5.500%, 07/15/22 | 1,952,500 | 0.3 | ||||||||||
1,580,000 | # | Constellium NV, 5.750%, 05/15/24 | 1,252,150 | 0.2 | ||||||||||
500,000 | #,L | Constellium NV, 7.875%, 04/01/21 | 517,500 | 0.1 | ||||||||||
1,500,000 | Eagle Spinco, Inc., 4.625%, 02/15/21 | 1,541,250 | 0.2 | |||||||||||
895,000 | # | Evolution Escrow Issuer LLC, 7.500%, 03/15/22 | 648,875 | 0.1 | ||||||||||
1,660,000 | L | Freeport-McMoRan, Inc., 4.550%, 11/14/24 | 1,460,800 | 0.2 | ||||||||||
1,250,000 | Freeport-McMoRan, Inc., 5.400%, 11/14/34 | 1,000,000 | 0.1 | |||||||||||
2,400,000 | Freeport-McMoRan, Inc., 5.450%, 03/15/43 | 1,938,000 | 0.3 | |||||||||||
1,750,000 | Hexion US Finance Corp. / Hexion Nova Scotia Finance ULC, 8.875%, 02/01/18 | 1,526,875 | 0.2 | |||||||||||
1,000,000 | Hexion US Finance Corp., 6.625%, 04/15/20 | 841,300 | 0.1 | |||||||||||
1,220,000 | L | Huntsman International LLC, 5.125%, 11/15/22 | 1,213,900 | 0.2 | ||||||||||
465,000 | # | Kaiser Aluminum Corp., 5.875%, 05/15/24 | 478,950 | 0.1 | ||||||||||
2,075,000 | # | Kraton Polymers LLC / Kraton Polymers Capital Corp., 10.500%, 04/15/23 | 2,220,250 | 0.3 | ||||||||||
2,204,000 | Momentive Performance Materials, Inc., 3.880%, 10/24/21 | 1,763,200 | 0.3 | |||||||||||
4,000,000 | ± | Momentive Performance Materials, Inc., 8.875%, 10/15/20 | – | – | ||||||||||
480,000 | # | PQ Corp., 6.750%, 11/15/22 | 500,400 | 0.1 | ||||||||||
2,250,000 | # | Rayonier AM Products, Inc., 5.500%, 06/01/24 | 1,935,000 | 0.3 | ||||||||||
1,075,000 | Steel Dynamics, Inc., 5.125%, 10/01/21 | 1,103,219 | 0.2 | |||||||||||
1,000,000 | Steel Dynamics, Inc., 5.500%, 10/01/24 | 1,025,000 | 0.2 | |||||||||||
1,700,000 | Teck Resources Ltd., 4.500%, 01/15/21 | 1,487,500 | 0.2 | |||||||||||
1,700,000 | Teck Resources Ltd., 5.200%, 03/01/42 | 1,122,000 | 0.2 | |||||||||||
2,335,000 | L | Tronox Finance LLC, 6.375%, 08/15/20 | 1,745,412 | 0.3 | ||||||||||
2,000,000 | # | Unifrax I LLC / Unifrax Holding Co., 7.500%, 02/15/19 | 1,740,000 | 0.3 | ||||||||||
2,250,000 | # | US Coatings Acquisition, Inc. / Axalta Coating Systems Dutch Holding B BV, 7.375%, 05/01/21 | 2,376,563 | 0.4 | ||||||||||
945,000 | # | WR Grace & Co-Conn, 5.125%, 10/01/21 | 973,350 | 0.1 | ||||||||||
945,000 | #,L | WR Grace & Co-Conn, 5.625%, 10/01/24 | 972,169 | 0.1 | ||||||||||
40,422,067 | 6.2 | |||||||||||||
Communications: 19.8% | ||||||||||||||
400,000 | # | Altice Financing SA, 6.500%, 01/15/22 | 405,500 | 0.1 | ||||||||||
1,080,000 | # | Altice Financing SA, 6.625%, 02/15/23 | 1,064,470 | 0.2 | ||||||||||
1,000,000 | #,L | Altice Finco SA, 8.125%, 01/15/24 | 972,500 | 0.1 | ||||||||||
1,530,000 | #,L | Altice SA, 7.625%, 02/15/25 | 1,499,400 | 0.2 | ||||||||||
2,800,000 | # | Altice SA, 7.750%, 05/15/22 | 2,838,500 | 0.4 | ||||||||||
1,890,000 | # | Anna Merger Sub, Inc., 7.750%, 10/01/22 | 1,667,925 | 0.3 | ||||||||||
885,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/23 | 896,062 | 0.1 | ||||||||||
1,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/21 | 1,036,754 | 0.2 | |||||||||||
1,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/22 | 1,028,750 | 0.2 | |||||||||||
1,130,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/26 | 1,149,775 | 0.2 | ||||||||||
2,395,000 | # | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/26 | 2,472,837 | 0.4 | ||||||||||
3,000,000 | CenturyLink, Inc., 5.625%, 04/01/20 | 3,116,250 | 0.5 | |||||||||||
675,000 | CenturyLink, Inc., 7.500%, 04/01/24 | 683,437 | 0.1 | |||||||||||
950,000 | # | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/21 | 909,625 | 0.1 | ||||||||||
818,000 | Cincinnati Bell, Inc., 8.375%, 10/15/20 | 857,190 | 0.1 | |||||||||||
2,250,000 | Clear Channel Communications, Inc., 7.210%, 01/30/19 | 1,653,750 | 0.3 | |||||||||||
1,000,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 967,500 | 0.1 | |||||||||||
1,250,000 | Clear Channel Worldwide Holdings, Inc., 6.500%, 11/15/22 | 1,256,250 | 0.2 |
See Accompanying Notes to Financial Statements
26 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
1,000,000 | Clear Channel Worldwide Holdings, Inc., 7.625%, 03/15/20 | 956,500 | 0.1 | |||||||||||
1,760,000 | # | CommScope Tech Finance LLC, 6.000%, 06/15/25 | 1,812,800 | 0.3 | ||||||||||
500,000 | # | CommScope, Inc., 5.500%, 06/15/24 | 509,375 | 0.1 | ||||||||||
2,600,000 | L | CSC Holdings LLC, 5.250%, 06/01/24 | 2,366,000 | 0.4 | ||||||||||
2,450,000 | DISH DBS Corp., 5.000%, 03/15/23 | 2,235,625 | 0.3 | |||||||||||
700,000 | DISH DBS Corp., 5.875%, 11/15/24 | 656,250 | 0.1 | |||||||||||
1,000,000 | DISH DBS Corp., 5.875%, 07/15/22 | 975,000 | 0.1 | |||||||||||
1,750,000 | DISH DBS Corp., 6.750%, 06/01/21 | 1,817,812 | 0.3 | |||||||||||
1,290,000 | # | DISH DBS Corp., 7.750%, 07/01/26 | 1,335,150 | 0.2 | ||||||||||
1,000,000 | Frontier Communications Corp., 7.125%, 03/15/19 | 1,065,000 | 0.2 | |||||||||||
730,000 | Frontier Communications Corp., 8.875%, 09/15/20 | 782,012 | 0.1 | |||||||||||
920,000 | Frontier Communications Corp., 10.500%, 09/15/22 | 976,925 | 0.1 | |||||||||||
1,825,000 | Frontier Communications Corp., 11.000%, 09/15/25 | 1,902,563 | 0.3 | |||||||||||
861,000 | GCI, Inc., 6.750%, 06/01/21 | 876,068 | 0.1 | |||||||||||
1,775,000 | GCI, Inc., 6.875%, 04/15/25 | 1,804,962 | 0.3 | |||||||||||
2,100,000 | Gray Television, Inc., 7.500%, 10/01/20 | 2,199,750 | 0.3 | |||||||||||
1,000,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/23 | 637,500 | 0.1 | |||||||||||
1,000,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 717,500 | 0.1 | |||||||||||
1,500,000 | Intelsat Luxembourg SA, 8.125%, 06/01/23 | 378,750 | 0.1 | |||||||||||
1,175,000 | Lamar Media Corp., 5.375%, 01/15/24 | 1,230,813 | 0.2 | |||||||||||
500,000 | Lamar Media Corp., 5.875%, 02/01/22 | 522,500 | 0.1 | |||||||||||
2,955,000 | Level 3 Financing, Inc., 5.125%, 05/01/23 | 2,940,225 | 0.4 | |||||||||||
1,500,000 | # | Level 3 Financing, Inc., 5.250%, 03/15/26 | 1,473,750 | 0.2 | ||||||||||
800,000 | Level 3 Financing, Inc., 5.375%, 01/15/24 | 807,000 | 0.1 | |||||||||||
1,220,000 | LIN Television Corp., 5.875%, 11/15/22 | 1,232,200 | 0.2 | |||||||||||
1,250,000 | LIN Television Corp., 6.375%, 01/15/21 | 1,309,375 | 0.2 | |||||||||||
430,000 | # | Match Group, Inc., 6.375%, 06/01/24 | 449,350 | 0.1 | ||||||||||
2,225,000 | Mediacom Broadband LLC / Mediacom Broadband Corp., 6.375%, 04/01/23 | 2,336,250 | 0.4 | |||||||||||
3,000,000 | # | Midcontinent Communications & Midcontinent Finance Corp., 6.250%, 08/01/21 | 3,105,000 | 0.5 | ||||||||||
1,125,000 | # | Neptune Finco Corp., 6.625%, 10/15/25 | 1,186,875 | 0.2 | ||||||||||
2,520,000 | # | Neptune Finco Corp., 10.875%, 10/15/25 | 2,891,700 | 0.4 | ||||||||||
2,250,000 | Netflix, Inc., 5.750%, 03/01/24 | 2,356,875 | 0.4 | |||||||||||
200,000 | Netflix, Inc., 5.875%, 02/15/25 | 210,750 | 0.0 | |||||||||||
2,000,000 | Nexstar Broadcasting, Inc., 6.875%, 11/15/20 | 2,097,500 | 0.3 | |||||||||||
750,000 | Nielsen Finance LLC / Nielsen Finance Co., 4.500%, 10/01/20 | 766,875 | 0.1 | |||||||||||
925,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 946,969 | 0.1 | ||||||||||
1,100,000 | Northwestern Bell Telephone, 7.750%, 05/01/30 | 1,193,502 | 0.2 | |||||||||||
3,075,000 | # | Numericable Group SA, 6.250%, 05/15/24 | 2,952,000 | 0.5 | ||||||||||
2,000,000 | # | Numericable-SFR SA, 6.000%, 05/15/22 | 1,952,500 | 0.3 | ||||||||||
1,200,000 | # | Numericable-SFR SA, 7.375%, 05/01/26 | 1,188,000 | 0.2 | ||||||||||
2,159,000 | # | Plantronics, Inc., 5.500%, 05/31/23 | 2,137,410 | 0.3 | ||||||||||
1,335,000 | # | Sable International Finance Ltd., 6.875%, 08/01/22 | 1,347,442 | 0.2 | ||||||||||
2,850,000 | Sinclair Television Group, Inc., 6.125%, 10/01/22 | 2,964,000 | 0.5 | |||||||||||
2,500,000 | # | Sirius XM Radio, Inc., 5.750%, 08/01/21 | 2,603,125 | 0.4 | ||||||||||
1,340,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 1,388,575 | 0.2 | ||||||||||
2,000,000 | Sprint Capital Corp., 6.900%, 05/01/19 | 1,920,000 | 0.3 | |||||||||||
2,000,000 | Sprint Corp., 7.125%, 06/15/24 | 1,592,500 | 0.2 | |||||||||||
500,000 | Sprint Corp., 7.250%, 09/15/21 | 428,750 | 0.1 | |||||||||||
5,000,000 | Sprint Nextel Corp., 6.000%, 11/15/22 | 3,959,500 | 0.6 | |||||||||||
1,000,000 | Sprint Nextel Corp., 8.750%, 03/15/32 | 860,000 | 0.1 | |||||||||||
1,000,000 | Starz LLC / Starz Finance Corp., 5.000%, 09/15/19 | 1,021,250 | 0.2 | |||||||||||
2,900,000 | # | TEGNA, Inc., 5.500%, 09/15/24 | 2,997,875 | 0.5 | ||||||||||
750,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | 785,153 | 0.1 | |||||||||||
1,200,000 | T-Mobile USA, Inc., 6.500%, 01/15/26 | 1,270,500 | 0.2 | |||||||||||
3,000,000 | T-Mobile USA, Inc., 6.625%, 11/15/20 | 3,105,000 | 0.5 | |||||||||||
2,950,000 | T-Mobile USA, Inc., 6.731%, 04/28/22 | 3,113,135 | 0.5 | |||||||||||
250,000 | T-Mobile USA, Inc., 6.836%, 04/28/23 | 265,000 | 0.0 | |||||||||||
2,500,000 | Tribune Media Co., 5.875%, 07/15/22 | 2,500,000 | 0.4 |
See Accompanying Notes to Financial Statements
27 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
3,000,000 | # | Univision Communications, Inc., 5.125%, 02/15/25 | 2,977,500 | 0.5 | ||||||||||
2,640,000 | # | West Corp., 5.375%, 07/15/22 | 2,465,100 | 0.4 | ||||||||||
1,250,000 | # | Wind Acquisition Finance SA, 4.750%, 07/15/20 | 1,231,250 | 0.2 | ||||||||||
1,540,000 | # | Wind Acquisition Finance SA, 7.375%, 04/23/21 | 1,482,250 | 0.2 | ||||||||||
2,455,000 | L | Windstream Corp., 7.500%, 04/01/23 | 2,203,363 | 0.3 | ||||||||||
2,360,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/23 | 2,419,000 | 0.4 | |||||||||||
128,669,704 | 19.8 | |||||||||||||
Conglomerates: 0.2% | ||||||||||||||
1,492,424 | ServiceMaster Company, 3.250%, 07/01/21 | 1,494,514 | 0.2 | |||||||||||
Consumer, Cyclical: 15.8% | ||||||||||||||
2,000,000 | AMC Entertainment, Inc., 5.875%, 02/15/22 | 2,020,000 | 0.3 | |||||||||||
1,160,000 | # | American Tire Distributors, Inc., 10.250%, 03/01/22 | 1,023,700 | 0.2 | ||||||||||
542,000 | ARAMARK Corp., 5.750%, 03/15/20 | 558,599 | 0.1 | |||||||||||
2,500,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/24 | 2,531,250 | 0.4 | |||||||||||
2,930,000 | # | Ashton Woods USA LLC, 6.875%, 02/15/21 | 2,651,650 | 0.4 | ||||||||||
2,500,000 | # | BMC Stock Holdings, Inc., 9.000%, 09/15/18 | 2,604,395 | 0.4 | ||||||||||
255,000 | # | Boyd Gaming Corp., 6.375%, 04/01/26 | 267,750 | 0.0 | ||||||||||
1,180,000 | Boyd Gaming Corp., 6.875%, 05/15/23 | 1,262,600 | 0.2 | |||||||||||
2,580,000 | L | Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope, 8.000%, 10/01/20 | 2,599,350 | 0.4 | ||||||||||
2,390,000 | Caleres, Inc., 6.250%, 08/15/23 | 2,437,800 | 0.4 | |||||||||||
1,750,000 | # | Carlson Wagonlit BV, 6.875%, 06/15/19 | 1,813,740 | 0.3 | ||||||||||
1,170,000 | # | Carmike Cinemas, Inc., 6.000%, 06/15/23 | 1,222,650 | 0.2 | ||||||||||
2,320,000 | # | CDR DB Sub, Inc., 7.750%, 10/15/20 | 1,763,200 | 0.3 | ||||||||||
2,135,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 2,209,725 | 0.3 | |||||||||||
2,685,000 | Century Communities, Inc., 6.875%, 05/15/22 | 2,591,025 | 0.4 | |||||||||||
1,790,000 | L | Dana Holding Corp., 5.500%, 12/15/24 | 1,709,450 | 0.3 | ||||||||||
2,600,000 | # | Dollar Tree, Inc., 5.750%, 03/01/23 | 2,775,500 | 0.4 | ||||||||||
1,715,000 | # | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/24 | 1,766,450 | 0.3 | ||||||||||
585,000 | # | Family Tree Escrow LLC, 5.250%, 03/01/20 | 605,475 | 0.1 | ||||||||||
1,180,000 | L | Fiat Chrysler Automobiles NV, 5.250%, 04/15/23 | 1,177,050 | 0.2 | ||||||||||
440,000 | L | GLP Capital L.P. / GLP Financing II, Inc., 4.375%, 04/15/21 | 454,300 | 0.1 | ||||||||||
880,000 | GLP Capital L.P. / GLP Financing II, Inc., 5.375%, 04/15/26 | 913,000 | 0.1 | |||||||||||
970,000 | Goodyear Tire & Rubber Co, 5.125%, 11/15/23 | 1,006,375 | 0.2 | |||||||||||
1,175,000 | # | Guitar Center, Inc., 6.500%, 04/15/19 | 1,016,375 | 0.2 | ||||||||||
1,100,000 | #,L | Guitar Center, Inc., 9.625%, 04/15/20 | 772,750 | 0.1 | ||||||||||
600,000 | # | HD Supply, Inc., 5.250%, 12/15/21 | 631,314 | 0.1 | ||||||||||
350,000 | # | HD Supply, Inc., 5.750%, 04/15/24 | 364,875 | 0.1 | ||||||||||
3,560,000 | # | Hot Topic, Inc., 9.250%, 06/15/21 | 3,622,300 | 0.6 | ||||||||||
945,000 | #,L | International Game Technology PLC, 5.625%, 02/15/20 | 1,000,519 | 0.1 | ||||||||||
980,000 | # | International Game Technology PLC, 6.250%, 02/15/22 | 1,009,194 | 0.2 | ||||||||||
955,000 | # | International Game Technology PLC, 6.500%, 02/15/25 | 966,937 | 0.1 | ||||||||||
430,000 | # | JC Penney Corp., Inc., 5.875%, 07/01/23 | 434,300 | 0.1 | ||||||||||
1,320,000 | L | JC Penney Corp., Inc., 8.125%, 10/01/19 | 1,374,450 | 0.2 | ||||||||||
880,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/26 | 904,200 | 0.1 | ||||||||||
880,000 | # | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/24 | 904,200 | 0.1 | ||||||||||
1,750,000 | L Brands, Inc., 6.750%, 07/01/36 | 1,757,647 | 0.3 | |||||||||||
2,000,000 | LKQ Corp., 4.750%, 05/15/23 | 1,975,000 | 0.3 | |||||||||||
2,065,000 | M/I Homes, Inc., 6.750%, 01/15/21 | 2,065,000 | 0.3 | |||||||||||
1,000,000 | # | MCE Finance Ltd., 5.000%, 02/15/21 | 994,525 | 0.1 | ||||||||||
350,000 | Meritage Homes Corp., 7.150%, 04/15/20 | 377,125 | 0.1 | |||||||||||
2,185,000 | Meritage Homes Corp., 7.000%, 04/01/22 | 2,370,725 | 0.4 | |||||||||||
2,000,000 | MGM Resorts International, 6.625%, 12/15/21 | 2,185,000 | 0.3 | |||||||||||
2,000,000 | MGM Resorts International, 6.750%, 10/01/20 | 2,195,000 | 0.3 | |||||||||||
1,000,000 | MGM Resorts International, 8.625%, 02/01/19 | 1,128,000 | 0.2 |
See Accompanying Notes to Financial Statements
28 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
900,000 | # | MGP Escrow Issuer LLC / MGP Escrow Co-Issuer, Inc., 5.625%, 05/01/24 | 954,000 | 0.1 | ||||||||||
665,000 | #,L | Michaels Stores, Inc., 5.875%, 12/15/20 | 694,925 | 0.1 | ||||||||||
1,200,000 | # | NCL Corp. Ltd., 5.250%, 11/15/19 | 1,218,000 | 0.2 | ||||||||||
2,600,000 | #,&,L | Neiman Marcus Group LLC., 8.750%, 10/15/21 | 1,989,000 | 0.3 | ||||||||||
2,000,000 | Oshkosh Corp., 5.375%, 03/01/22 | 2,070,000 | 0.3 | |||||||||||
965,000 | Penske Automotive Group, Inc., 5.500%, 05/15/26 | 919,162 | 0.1 | |||||||||||
400,000 | PulteGroup, Inc., 5.500%, 03/01/26 | 412,000 | 0.1 | |||||||||||
2,415,000 | # | Rite Aid Corp., 6.125%, 04/01/23 | 2,592,865 | 0.4 | ||||||||||
2,000,000 | # | RSI Home Products, Inc., 6.500%, 03/15/23 | 2,065,000 | 0.3 | ||||||||||
1,050,000 | Ryland Group, Inc., 5.375%, 10/01/22 | 1,073,625 | 0.2 | |||||||||||
1,000,000 | # | Schaeffler Finance BV, 4.750%, 05/15/21 | 1,026,250 | 0.2 | ||||||||||
250,000 | #,& | Schaeffler Holding Finance BV, 6.750%, 11/15/22 | 276,250 | 0.0 | ||||||||||
299,903 | #,& | Schaeffler Holding Finance BV, 6.875%, 08/15/18 | 306,651 | 0.0 | ||||||||||
810,000 | # | Scientific Games International, Inc., 7.000%, 01/01/22 | 818,100 | 0.1 | ||||||||||
1,815,000 | Scientific Games International, Inc., 10.000%, 12/01/22 | 1,483,763 | 0.2 | |||||||||||
1,640,000 | # | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/23 | 1,631,800 | 0.2 | ||||||||||
580,000 | # | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/25 | 580,000 | 0.1 | ||||||||||
2,250,000 | L | Sonic Automotive, Inc., 5.000%, 05/15/23 | 2,216,250 | 0.3 | ||||||||||
2,500,000 | Springs Industries, Inc., 6.250%, 06/01/21 | 2,537,500 | 0.4 | |||||||||||
1,250,000 | #,L | Studio City Finance Ltd., 8.500%, 12/01/20 | 1,268,750 | 0.2 | ||||||||||
1,430,000 | Toll Brothers Finance Corp., 4.875%, 11/15/25 | 1,419,275 | 0.2 | |||||||||||
2,050,000 | # | Tops Holding LLC / Tops Markets II Corp., 8.000%, 06/15/22 | 1,814,250 | 0.3 | ||||||||||
1,750,000 | US Airways Group, Inc., 6.125%, 06/01/18 | 1,806,875 | 0.3 | |||||||||||
2,220,000 | # | Viking Cruises Ltd., 8.500%, 10/15/22 | 1,903,650 | 0.3 | ||||||||||
505,000 | # | WMG Acquisition Corp., 5.625%, 04/15/22 | 518,256 | 0.1 | ||||||||||
2,540,000 | # | WMG Acquisition Corp., 6.750%, 04/15/22 | 2,571,750 | 0.4 | ||||||||||
350,000 | Wolverine World Wide, Inc., 6.125%, 10/15/20 | 363,563 | 0.1 | |||||||||||
102,545,980 | 15.8 | |||||||||||||
Consumer, Non-cyclical: 18.9% | ||||||||||||||
2,100,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/22 | 2,047,500 | 0.3 | |||||||||||
110,000 | # | Acadia Healthcare Co., Inc., 6.500%, 03/01/24 | 111,925 | 0.0 | ||||||||||
2,145,000 | # | Albertsons Cos LLC / Safeway, Inc. / New Albertson's, Inc. / Albertson's LLC, 6.625%, 06/15/24 | 2,220,075 | 0.3 | ||||||||||
1,170,000 | # | Alere, Inc., 6.375%, 07/01/23 | 1,225,575 | 0.2 | ||||||||||
1,225,000 | Amsurg Corp., 5.625%, 11/30/20 | 1,270,937 | 0.2 | |||||||||||
2,000,000 | Amsurg Corp., 5.625%, 07/15/22 | 2,062,500 | 0.3 | |||||||||||
1,000,000 | # | Ashtead Capital, Inc., 6.500%, 07/15/22 | 1,045,620 | 0.2 | ||||||||||
1,180,000 | #,& | BI-LO LLC / BI-LO Finance Corp., 8.625%, 09/15/18 | 784,700 | 0.1 | ||||||||||
1,165,000 | #,L | BI-LO LLC / BI-LO Finance Corp., 9.250%, 02/15/19 | 1,019,375 | 0.2 | ||||||||||
2,000,000 | # | Brand Energy & Infrastructure Services, Inc., 8.500%, 12/01/21 | 1,930,000 | 0.3 | ||||||||||
1,210,000 | # | Bumble Bee Holdings, Inc., 9.000%, 12/15/17 | 1,228,150 | 0.2 | ||||||||||
2,070,000 | # | C&S Group Enterprises LLC, 5.375%, 07/15/22 | 1,971,675 | 0.3 | ||||||||||
1,872,000 | #,& | Capsugel SA, 7.000%, 05/15/19 | 1,876,680 | 0.3 | ||||||||||
1,755,000 | # | CEB, Inc., 5.625%, 06/15/23 | 1,713,319 | 0.3 | ||||||||||
2,035,000 | # | Centene Corp., 5.625%, 02/15/21 | 2,126,575 | 0.3 | ||||||||||
775,000 | # | Centene Corp., 6.125%, 02/15/24 | 825,859 | 0.1 | ||||||||||
2,425,000 | Central Garden & Pet Co., 6.125%, 11/15/23 | 2,534,125 | 0.4 | |||||||||||
750,000 | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 660,000 | 0.1 | |||||||||||
1,000,000 | L | CHS/Community Health Systems, Inc., 7.125%, 07/15/20 | 932,090 | 0.1 | ||||||||||
1,000,000 | Cott Beverages, Inc., 5.375%, 07/01/22 | 1,003,750 | 0.2 | |||||||||||
1,790,000 | Cott Beverages, Inc., 6.750%, 01/01/20 | 1,872,787 | 0.3 | |||||||||||
1,660,000 | DaVita HealthCare Partners, Inc., 5.125%, 07/15/24 | 1,681,538 | 0.3 | |||||||||||
860,000 | DaVita HealthCare Partners, Inc., 5.000%, 05/01/25 | 854,625 | 0.1 | |||||||||||
2,480,000 | # | Envision Healthcare Corp., 5.125%, 07/01/22 | 2,529,104 | 0.4 | ||||||||||
2,000,000 | HCA Holdings, Inc., 6.250%, 02/15/21 | 2,150,000 | 0.3 | |||||||||||
1,185,000 | HCA, Inc., 5.375%, 02/01/25 | 1,217,587 | 0.2 | |||||||||||
2,000,000 | HCA, Inc., 5.875%, 05/01/23 | 2,137,500 | 0.3 | |||||||||||
3,500,000 | HCA, Inc., 7.500%, 02/15/22 | 3,988,250 | 0.6 | |||||||||||
2,000,000 | HCA, Inc., 8.000%, 10/01/18 | 2,235,000 | 0.3 | |||||||||||
2,370,000 | HealthSouth Corp., 5.750%, 11/01/24 | 2,391,330 | 0.4 |
See Accompanying Notes to Financial Statements
29 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
440,000 | # | Herc Spinoff Escrow Issuer LLC/Herc Spinoff Escrow Issuer Corp., 7.500%, 06/01/22 | 433,400 | 0.1 | ||||||||||
440,000 | #,L | Herc Spinoff Escrow Issuer LLC/Herc Spinoff Escrow Issuer Corp., 7.750%, 06/01/24 | 430,100 | 0.1 | ||||||||||
500,000 | Hertz Corp., 6.750%, 04/15/19 | 510,538 | 0.1 | |||||||||||
1,500,000 | L | Hertz Corp., 7.375%, 01/15/21 | 1,556,250 | 0.2 | ||||||||||
2,445,000 | # | Hill-Rom Holdings, Inc., 5.750%, 09/01/23 | 2,512,237 | 0.4 | ||||||||||
2,405,000 | # | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/23 | 2,465,125 | 0.4 | ||||||||||
470,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.750%, 06/15/25 | 444,150 | 0.1 | ||||||||||
2,250,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.875%, 07/15/24 | 2,190,937 | 0.3 | ||||||||||
2,250,000 | # | KeHE Distributors LLC / KeHE Finance Corp., 7.625%, 08/15/21 | 2,230,313 | 0.3 | ||||||||||
1,723,078 | Kindred Healthcare, Inc., 4.250%, 04/09/21 | 1,680,001 | 0.3 | |||||||||||
605,000 | # | LifePoint Health, Inc., 5.375%, 05/01/24 | 608,025 | 0.1 | ||||||||||
2,040,000 | # | Live Nation Entertainment, Inc., 5.375%, 06/15/22 | 2,106,300 | 0.3 | ||||||||||
2,920,000 | # | Midas Intermediate Holdco II LLC / Midas Intermediate Holdco II Finance, Inc., 7.875%, 10/01/22 | 2,803,200 | 0.4 | ||||||||||
1,535,000 | # | Molina Healthcare, Inc., 5.375%, 11/15/22 | 1,538,838 | 0.2 | ||||||||||
2,570,000 | # | MPH Acquisition Holdings LLC, 7.125%, 06/01/24 | 2,704,925 | 0.4 | ||||||||||
1,170,000 | # | Mustang Merger Corp., 8.500%, 08/15/21 | 1,228,500 | 0.2 | ||||||||||
645,000 | #,L | NBTY, Inc., 7.625%, 05/15/21 | 647,419 | 0.1 | ||||||||||
1,255,000 | # | Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp., 5.875%, 01/15/24 | 1,319,319 | 0.2 | ||||||||||
1,100,000 | # | Post Holdings, Inc., 7.750%, 03/15/24 | 1,211,375 | 0.2 | ||||||||||
1,100,000 | # | Post Holdings, Inc., 8.000%, 07/15/25 | 1,225,125 | 0.2 | ||||||||||
475,000 | # | Prestige Brands, Inc., 6.375%, 03/01/24 | 495,188 | 0.1 | ||||||||||
2,500,000 | Quad/Graphics, Inc., 7.000%, 05/01/22 | 2,218,750 | 0.3 | |||||||||||
1,600,000 | #,L | Quorum Health Corp., 11.625%, 04/15/23 | 1,624,000 | 0.3 | ||||||||||
1,000,000 | RR Donnelley & Sons Co., 6.000%, 04/01/24 | 894,380 | 0.1 | |||||||||||
1,750,000 | RR Donnelley & Sons Co., 7.000%, 02/15/22 | 1,723,750 | 0.3 | |||||||||||
2,250,000 | # | Safway Group Holding LLC / Safway Finance Corp., 7.000%, 05/15/18 | 2,255,625 | 0.4 | ||||||||||
145,000 | Spectrum Brands, Inc., 5.750%, 07/15/25 | 151,706 | 0.0 | |||||||||||
1,500,000 | Spectrum Brands, Inc., 6.375%, 11/15/20 | 1,569,375 | 0.2 | |||||||||||
1,000,000 | Spectrum Brands, Inc., 6.625%, 11/15/22 | 1,066,250 | 0.2 | |||||||||||
2,060,000 | # | Sterigenics-Nordion Holdings LLC, 6.500%, 05/15/23 | 2,090,900 | 0.3 | ||||||||||
510,000 | # | Team Health, Inc., 7.250%, 12/15/23 | 547,036 | 0.1 | ||||||||||
2,323,000 | Teleflex, Inc., 5.250%, 06/15/24 | 2,357,845 | 0.4 | |||||||||||
750,000 | Tenet Healthcare Corp., 6.000%, 10/01/20 | 795,000 | 0.1 | |||||||||||
2,025,000 | Tenet Healthcare Corp., 6.750%, 02/01/20 | 2,004,750 | 0.3 | |||||||||||
1,590,000 | Tenet Healthcare Corp., 6.750%, 06/15/23 | 1,528,388 | 0.2 | |||||||||||
750,000 | Tenet Healthcare Corp., 8.125%, 04/01/22 | 772,350 | 0.1 | |||||||||||
1,000,000 | Tenet Healthcare Corp., 8.000%, 08/01/20 | 1,026,250 | 0.2 | |||||||||||
1,250,000 | # | The Nielsen Co. Luxembourg SARL, 5.500%, 10/01/21 | 1,295,313 | 0.2 | ||||||||||
300,000 | United Rentals North America, Inc., 6.125%, 06/15/23 | 313,875 | 0.1 | |||||||||||
2,500,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 2,681,250 | 0.4 | |||||||||||
1,285,000 | # | US Foods, Inc., 5.875%, 06/15/24 | 1,320,338 | 0.2 | ||||||||||
1,000,000 | # | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/23 | 808,125 | 0.1 | ||||||||||
3,000,000 | # | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | 2,662,500 | 0.4 | ||||||||||
500,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 431,350 | 0.1 | ||||||||||
2,800,000 | # | Vizient, Inc., 10.375%, 03/01/24 | 3,010,000 | 0.5 | ||||||||||
1,000,000 | # | VPI Escrow Corp., 6.375%, 10/15/20 | 865,000 | 0.1 | ||||||||||
1,580,000 | # | VRX Escrow Corp., 5.375%, 03/15/20 | 1,357,813 | 0.2 | ||||||||||
2,580,000 | # | VRX Escrow Corp., 5.875%, 05/15/23 | 2,096,250 | 0.3 | ||||||||||
2,080,000 | #,L | VRX Escrow Corp., 6.125%, 04/15/25 | 1,674,400 | 0.3 | ||||||||||
1,260,000 | WhiteWave Foods Co., 5.375%, 10/01/22 | 1,354,500 | 0.2 | |||||||||||
122,486,485 | 18.9 | |||||||||||||
Diversified: 1.1% | ||||||||||||||
2,905,000 | # | Argos Merger Sub, Inc., 7.125%, 03/15/23 | 2,995,781 | 0.5 | ||||||||||
1,285,000 | #,& | Carlson Travel Holdings, Inc., 7.500%, 08/15/19 | 1,233,600 | 0.2 |
See Accompanying Notes to Financial Statements
30 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Diversified: (continued) | ||||||||||||||
2,500,000 | # | Dematic SA / DH Services Luxembourg Sarl, 7.750%, 12/15/20 | 2,631,250 | 0.4 | ||||||||||
6,860,631 | 1.1 | |||||||||||||
Energy: 9.3% | ||||||||||||||
2,000,000 | Alta Mesa Holdings / Alta Mesa Finance Services Corp., 9.625%, 10/15/18 | 1,695,000 | 0.3 | |||||||||||
610,000 | Antero Resources Corp., 5.125%, 12/01/22 | 588,650 | 0.1 | |||||||||||
1,000,000 | Antero Resources Corp., 6.000%, 12/01/20 | 1,015,840 | 0.1 | |||||||||||
2,385,000 | # | California Resources Corp., 8.000%, 12/15/22 | 1,696,331 | 0.3 | ||||||||||
250,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/23 | 178,125 | 0.0 | |||||||||||
2,710,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 6.500%, 04/15/21 | 1,951,200 | 0.3 | |||||||||||
1,180,000 | L | Carrizo Oil & Gas, Inc., 6.250%, 04/15/23 | 1,141,650 | 0.2 | ||||||||||
2,000,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 1,860,992 | 0.3 | |||||||||||
500,000 | # | Cheniere Corpus Christi Holdings LLC, 7.000%, 06/30/24 | 514,065 | 0.1 | ||||||||||
1,900,000 | L | Chesapeake Energy Corp., 7.250%, 12/15/18 | 1,662,500 | 0.2 | ||||||||||
1,250,000 | Continental Resources, Inc./OK, 4.500%, 04/15/23 | 1,171,875 | 0.2 | |||||||||||
1,500,000 | L | Continental Resources, Inc./OK, 5.000%, 09/15/22 | 1,469,445 | 0.2 | ||||||||||
2,000,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.000%, 12/15/20 | 1,900,000 | 0.3 | |||||||||||
1,100,000 | Ensco PLC, 5.200%, 03/15/25 | 765,875 | 0.1 | |||||||||||
700,000 | Ensco PLC, 5.750%, 10/01/44 | 420,875 | 0.1 | |||||||||||
1,180,000 | # | Halcon Resources Corp., 8.625%, 02/01/20 | 1,118,782 | 0.2 | ||||||||||
2,000,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 1,874,800 | 0.3 | ||||||||||
2,000,000 | Legacy Reserves L.P. / Legacy Reserves Finance Corp., 6.625%, 12/01/21 | 850,000 | 0.1 | |||||||||||
2,365,000 | # | Lonestar Resources America, Inc., 8.750%, 04/15/19 | 898,700 | 0.1 | ||||||||||
2,500,000 | Memorial Production Partners L.P. / Memorial Production Finance Corp., 6.875%, 08/01/22 | 1,262,500 | 0.2 | |||||||||||
1,950,000 | Memorial Resource Development Corp., 5.875%, 07/01/22 | 1,950,000 | 0.3 | |||||||||||
2,500,000 | Murphy Oil USA, Inc., 6.000%, 08/15/23 | 2,600,000 | 0.4 | |||||||||||
1,000,000 | Newfield Exploration Co., 5.625%, 07/01/24 | 1,005,000 | 0.1 | |||||||||||
1,175,000 | Northern Oil And Gas, Inc., 8.000%, 06/01/20 | 846,000 | 0.1 | |||||||||||
800,000 | L | Oasis Petroleum, Inc., 6.875%, 03/15/22 | 744,000 | 0.1 | ||||||||||
2,715,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/23 | 2,674,275 | 0.4 | |||||||||||
640,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.000%, 10/01/22 | 657,630 | 0.1 | |||||||||||
2,300,000 | # | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | 2,317,250 | 0.4 | ||||||||||
640,000 | Rose Rock Midstream L.P. / Rose Rock Finance Corp., 5.625%, 07/15/22 | 566,400 | 0.1 | |||||||||||
215,000 | # | Sabine Pass Liquefaction LLC, 5.875%, 06/30/26 | 215,000 | 0.0 | ||||||||||
695,000 | Sabine Pass Liquefaction LLC, 5.625%, 03/01/25 | 695,000 | 0.1 | |||||||||||
1,310,000 | Sanchez Energy Corp., 6.125%, 01/15/23 | 1,018,525 | 0.2 | |||||||||||
976,000 | L | Sanchez Energy Corp., 7.750%, 06/15/21 | 832,040 | 0.1 | ||||||||||
5,260,000 | ± | SemGroup Corp. Escrow | – | – | ||||||||||
1,784,000 | SemGroup Corp., 7.500%, 06/15/21 | 1,730,480 | 0.3 | |||||||||||
1,000,000 | SM Energy Co., 5.000%, 01/15/24 | 860,000 | 0.1 | |||||||||||
500,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.500%, 08/15/22 | 432,500 | 0.1 | |||||||||||
595,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 502,775 | 0.1 | ||||||||||
1,480,000 | # | SunCoke Energy Partners L.P. / SunCoke Energy Partners Finance Corp., 7.375%, 02/01/20 | 1,250,600 | 0.2 | ||||||||||
2,000,000 | # | Sunoco L.P. / Sunoco Finance Corp., 6.375%, 04/01/23 | 1,995,000 | 0.3 | ||||||||||
2,815,000 | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.250%, 05/01/23 | 2,674,250 | 0.4 | |||||||||||
720,000 | # | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 6.750%, 03/15/24 | 741,600 | 0.1 | ||||||||||
2,500,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 2,600,000 | 0.4 |
See Accompanying Notes to Financial Statements
31 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
950,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.375%, 05/01/24 | 999,875 | 0.1 | |||||||||||
1,000,000 | L | Weatherford International LLC, 6.800%, 06/15/37 | 742,810 | 0.1 | ||||||||||
1,250,000 | L | Weatherford International Ltd., 4.500%, 04/15/22 | 1,078,125 | 0.2 | ||||||||||
2,075,000 | L | Whiting Petroleum Corp., 5.750%, 03/15/21 | 1,885,656 | 0.3 | ||||||||||
3,237,000 | WPX Energy, Inc., 6.000%, 01/15/22 | 3,026,595 | 0.5 | |||||||||||
60,678,591 | 9.3 | |||||||||||||
Financial: 6.5% | ||||||||||||||
3,565,000 | AerCap Ireland Capital Ltd / AerCap Global Aviation Trust, 4.500%, 05/15/21 | 3,661,255 | 0.6 | |||||||||||
250,000 | AerCap Ireland Capital Ltd / AerCap Global Aviation Trust, 4.625%, 10/30/20 | 260,125 | 0.0 | |||||||||||
2,250,000 | # | Alliance Data Systems Corp., 5.375%, 08/01/22 | 2,165,625 | 0.3 | ||||||||||
500,000 | Ally Financial, Inc., 3.500%, 07/18/16 | 500,625 | 0.1 | |||||||||||
1,000,000 | Ally Financial, Inc., 4.125%, 03/30/20 | 1,005,000 | 0.1 | |||||||||||
2,200,000 | Ally Financial, Inc., 5.750%, 11/20/25 | 2,213,750 | 0.3 | |||||||||||
2,500,000 | Ally Financial, Inc., 7.500%, 09/15/20 | 2,793,750 | 0.4 | |||||||||||
1,652,000 | Ally Financial, Inc., 8.000%, 11/01/31 | 1,945,230 | 0.3 | |||||||||||
2,520,000 | CBRE Services, Inc., 5.250%, 03/15/25 | 2,646,078 | 0.4 | |||||||||||
500,000 | CIT Group, Inc., 4.250%, 08/15/17 | 510,500 | 0.1 | |||||||||||
1,000,000 | # | CIT Group, Inc., 5.500%, 02/15/19 | 1,048,750 | 0.2 | ||||||||||
2,500,000 | CIT Group, Inc., 5.000%, 08/15/22 | 2,550,000 | 0.4 | |||||||||||
1,775,000 | Communications Sales & Leasing, Inc. / CSL Capital LLC, 8.250%, 10/15/23 | 1,806,062 | 0.3 | |||||||||||
785,000 | Equinix, Inc., 5.375%, 04/01/23 | 814,438 | 0.1 | |||||||||||
1,700,000 | Equinix, Inc., 5.750%, 01/01/25 | 1,768,000 | 0.3 | |||||||||||
3,050,000 | # | ESH Hospitality, Inc., 5.250%, 05/01/25 | 2,985,187 | 0.5 | ||||||||||
1,250,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 4.875%, 03/15/19 | 1,231,250 | 0.2 | |||||||||||
750,000 | Icahn Enterprises L.P. / Icahn Enterprises Finance Corp., 6.000%, 08/01/20 | 742,500 | 0.1 | |||||||||||
1,250,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 1,375,550 | 0.2 | ||||||||||
1,000,000 | International Lease Finance Corp., 8.250%, 12/15/20 | 1,186,070 | 0.2 | |||||||||||
400,000 | # | Iron Mountain US Holdings, Inc., 5.375%, 06/01/26 | 389,500 | 0.1 | ||||||||||
250,000 | Iron Mountain, Inc., 5.750%, 08/15/24 | 253,750 | 0.0 | |||||||||||
565,000 | # | Iron Mountain, Inc., 6.000%, 10/01/20 | 597,488 | 0.1 | ||||||||||
665,000 | iStar Financial, Inc., 4.000%, 11/01/17 | 656,688 | 0.1 | |||||||||||
750,000 | iStar Financial, Inc., 5.000%, 07/01/19 | 703,125 | 0.1 | |||||||||||
499,200 | #,± | Lehman Brothers Holdings, Inc., 8.160%, 05/30/09 | 17,871 | 0.0 | ||||||||||
502,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/24 | 517,060 | 0.1 | |||||||||||
3,035,000 | Navient Corp., 5.875%, 10/25/24 | 2,610,100 | 0.4 | |||||||||||
750,000 | Navient Corp., 6.125%, 03/25/24 | 661,875 | 0.1 | |||||||||||
1,210,000 | # | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/21 | 1,244,788 | 0.2 | ||||||||||
600,000 | Springleaf Finance Corp., 5.250%, 12/15/19 | 561,000 | 0.1 | |||||||||||
500,000 | Springleaf Finance Corp., 6.900%, 12/15/17 | 519,375 | 0.1 | |||||||||||
41,942,365 | 6.5 | |||||||||||||
Industrial: 10.4% | ||||||||||||||
2,630,000 | ADS Waste Holdings, Inc., 8.250%, 10/01/20 | 2,682,600 | 0.4 | |||||||||||
630,000 | AECOM, 5.750%, 10/15/22 | 645,750 | 0.1 | |||||||||||
1,880,000 | AECOM, 5.875%, 10/15/24 | 1,936,400 | 0.3 | |||||||||||
2,116,000 | # | Albea Beauty Holdings SA, 8.375%, 11/01/19 | 2,232,380 | 0.3 | ||||||||||
250,000 | Allegion PLC, 5.875%, 09/15/23 | 266,250 | 0.0 | |||||||||||
750,000 | Allegion US Holding Co., Inc., 5.750%, 10/01/21 | 785,625 | 0.1 | |||||||||||
2,997,538 | #,& | Ardagh Finance Holdings SA, 8.625%, 06/15/19 | 3,042,501 | 0.5 | ||||||||||
1,375,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | 1,410,234 | 0.2 | ||||||||||
441,176 | # | Ardagh Packaging Finance PLC, 7.000%, 11/15/20 | 434,559 | 0.1 | ||||||||||
1,670,000 | # | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/23 | 1,703,400 | 0.3 | ||||||||||
2,020,000 | # | BC Mountain LLC / BC Mountain Finance, Inc., 7.000%, 02/01/21 | 1,752,350 | 0.3 | ||||||||||
2,250,000 | # | Builders FirstSource, Inc., 10.750%, 08/15/23 | 2,458,125 | 0.4 | ||||||||||
2,295,000 | # | Building Materials Corp. of America, 6.000%, 10/15/25 | 2,409,750 | 0.4 | ||||||||||
1,500,000 | # | Cleaver-Brooks, Inc., 8.750%, 12/15/19 | 1,496,250 | 0.2 |
See Accompanying Notes to Financial Statements
32 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
1,768,098 | FMG Resources August 2006 Pty Ltd, 2.750%, 06/28/19 | 1,696,269 | 0.3 | |||||||||||
2,500,000 | # | Gardner Denver, Inc., 6.875%, 08/15/21 | 2,281,250 | 0.3 | ||||||||||
2,280,000 | # | Gates Global LLC / Gates Global Co., 6.000%, 07/15/22 | 2,006,400 | 0.3 | ||||||||||
2,010,000 | # | James Hardie International Finance Ltd, 5.875%, 02/15/23 | 2,065,275 | 0.3 | ||||||||||
1,735,000 | # | Masonite International Corp., 5.625%, 03/15/23 | 1,808,737 | 0.3 | ||||||||||
2,525,000 | # | Multi-Color Corp., 6.125%, 12/01/22 | 2,594,437 | 0.4 | ||||||||||
2,000,000 | Nortek, Inc., 8.500%, 04/15/21 | 2,075,500 | 0.3 | |||||||||||
1,595,000 | Orbital ATK, Inc., 5.500%, 10/01/23 | 1,670,763 | 0.2 | |||||||||||
275,000 | #,L | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 289,381 | 0.0 | ||||||||||
2,525,000 | # | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/25 | 2,643,359 | 0.4 | ||||||||||
2,880,000 | # | PaperWorks Industries, Inc., 9.500%, 08/15/19 | 2,664,000 | 0.4 | ||||||||||
2,500,000 | # | Plastipak Holdings, Inc., 6.500%, 10/01/21 | 2,562,500 | 0.4 | ||||||||||
870,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 881,963 | 0.1 | ||||||||||
115,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/24 | 118,608 | 0.0 | ||||||||||
1,000,000 | Reynolds Group Issuer, Inc., 5.750%, 10/15/20 | 1,035,420 | 0.2 | |||||||||||
518,000 | Reynolds Group Issuer, Inc., 9.875%, 08/15/19 | 535,483 | 0.1 | |||||||||||
1,675,000 | # | Sanmina Corp., 4.375%, 06/01/19 | 1,716,875 | 0.3 | ||||||||||
1,000,000 | SBA Communications Corp., 4.875%, 07/15/22 | 996,250 | 0.1 | |||||||||||
1,000,000 | # | Sealed Air Corp., 5.500%, 09/15/25 | 1,043,750 | 0.2 | ||||||||||
500,000 | # | Sealed Air Corp., 6.500%, 12/01/20 | 571,250 | 0.1 | ||||||||||
2,515,000 | # | Shape Technologies Group, Inc., 7.625%, 02/01/20 | 2,508,713 | 0.4 | ||||||||||
510,000 | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/23 | 505,216 | 0.1 | |||||||||||
2,250,000 | # | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/22 | 2,393,438 | 0.4 | ||||||||||
800,000 | # | TransDigm, Inc., 6.375%, 06/15/26 | 799,000 | 0.1 | ||||||||||
1,180,000 | TransDigm, Inc., 6.500%, 05/15/25 | 1,187,375 | 0.2 | |||||||||||
1,340,000 | TransDigm, Inc., 6.500%, 07/15/24 | 1,353,400 | 0.2 | |||||||||||
500,000 | TransDigm, Inc., 6.000%, 07/15/22 | 505,090 | 0.1 | |||||||||||
1,320,000 | # | WESCO Distribution, Inc., 5.375%, 06/15/24 | 1,323,300 | 0.2 | ||||||||||
1,000,000 | # | Wise Metals Group LLC, 8.750%, 12/15/18 | 925,000 | 0.1 | ||||||||||
710,437 | #,& | Wise Metals Intermediate Holdings LLC/Wise Holdings Finance Corp., 9.750%, 06/15/19 | 387,188 | 0.1 | ||||||||||
1,260,000 | # | Zekelman Industries, Inc., 9.875%, 06/15/23 | 1,282,050 | 0.2 | ||||||||||
67,683,414 | 10.4 | |||||||||||||
Retailers (Except Food & Drug): 0.4% | ||||||||||||||
2,487,361 | Party City Holdings Inc. 2015 Term Loan B, 3.250%, 08/19/22 | 2,471,815 | 0.4 | |||||||||||
Technology: 5.4% | ||||||||||||||
2,000,000 | # | Activision Blizzard, Inc., 6.125%, 09/15/23 | 2,185,000 | 0.3 | ||||||||||
2,500,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 1,887,500 | 0.3 | ||||||||||
1,500,000 | #,&,L | Boxer Parent Co., Inc., 9.000%, 10/15/19 | 1,275,000 | 0.2 | ||||||||||
1,500,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/24 | 1,556,250 | 0.2 | |||||||||||
700,000 | CDW LLC / CDW Finance Corp., 6.000%, 08/15/22 | 734,125 | 0.1 | |||||||||||
1,200,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | 1,246,068 | 0.2 | ||||||||||
445,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.875%, 06/15/21 | 456,472 | 0.1 | ||||||||||
1,200,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | 1,247,287 | 0.2 | ||||||||||
445,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 7.125%, 06/15/24 | 465,471 | 0.1 | ||||||||||
1,750,000 | Emdeon, Inc., 11.000%, 12/31/19 | 1,862,000 | 0.3 | |||||||||||
2,001,000 | # | Entegris, Inc., 6.000%, 04/01/22 | 2,056,027 | 0.3 | ||||||||||
500,000 | # | First Data Corp., 5.000%, 01/15/24 | 503,125 | 0.1 | ||||||||||
370,000 | # | First Data Corp., 5.375%, 08/15/23 | 377,126 | 0.1 | ||||||||||
1,000,000 | # | First Data Corp., 5.750%, 01/15/24 | 995,000 | 0.1 | ||||||||||
3,650,000 | # | First Data Corp., 7.000%, 12/01/23 | 3,718,438 | 0.6 | ||||||||||
1,500,000 | #,L | IMS Health, Inc., 6.000%, 11/01/20 | 1,530,000 | 0.2 | ||||||||||
2,360,000 | #,& | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125%, 05/01/21 | 2,112,200 | 0.3 | ||||||||||
2,400,000 | # | Logo Merger Sub Corp., 8.375%, 10/15/20 | 2,412,000 | 0.4 |
See Accompanying Notes to Financial Statements
33 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
910,000 | # | MSCI, Inc., 5.250%, 11/15/24 | 935,025 | 0.1 | ||||||||||
865,000 | # | MSCI, Inc., 5.750%, 08/15/25 | 901,763 | 0.1 | ||||||||||
1,500,000 | NCR Corp., 4.625%, 02/15/21 | 1,490,625 | 0.2 | |||||||||||
500,000 | NCR Corp., 5.000%, 07/15/22 | 492,500 | 0.1 | |||||||||||
750,000 | NCR Corp., 6.375%, 12/15/23 | 768,750 | 0.1 | |||||||||||
1,780,000 | # | Open Text Corp., 5.625%, 01/15/23 | 1,811,150 | 0.3 | ||||||||||
535,000 | # | Open Text Corp., 5.875%, 06/01/26 | 539,013 | 0.1 | ||||||||||
510,000 | # | Qorvo, Inc., 6.750%, 12/01/23 | 531,675 | 0.1 | ||||||||||
510,000 | # | Qorvo, Inc., 7.000%, 12/01/25 | 540,600 | 0.1 | ||||||||||
405,000 | # | Sensata Technologies UK Financing Co. plc, 6.250%, 02/15/26 | 421,200 | 0.1 | ||||||||||
35,051,390 | 5.4 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
870,000 | AES Corp., 5.500%, 03/15/24 | 895,012 | 0.1 | |||||||||||
1,250,000 | AES Corp., 7.375%, 07/01/21 | 1,415,625 | 0.2 | |||||||||||
70,000 | L | AES Corp., 8.000%, 06/01/20 | 81,900 | 0.0 | ||||||||||
500,000 | Calpine Corp., 5.375%, 01/15/23 | 490,000 | 0.1 | |||||||||||
2,085,000 | Calpine Corp., 5.500%, 02/01/24 | 2,022,450 | 0.3 | |||||||||||
1,275,000 | Calpine Corp., 5.750%, 01/15/25 | 1,244,719 | 0.2 | |||||||||||
3,000,000 | # | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/23 | 2,910,000 | 0.4 | ||||||||||
1,750,000 | NRG Energy, Inc., 6.250%, 07/15/22 | 1,719,375 | 0.3 | |||||||||||
475,000 | # | NRG Energy, Inc., 7.250%, 05/15/26 | 475,000 | 0.1 | ||||||||||
307,000 | NRG Energy, Inc., 7.875%, 05/15/21 | 319,280 | 0.1 | |||||||||||
805,000 | L | NRG Energy, Inc., 8.250%, 09/01/20 | 831,163 | 0.1 | ||||||||||
12,404,524 | 1.9 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $638,135,669) | 622,711,480 | 95.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 6.1% | ||||||||||||||
Securities Lending Collateralcc: 6.1% | ||||||||||||||
9,042,659 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $9,042,763, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $9,223,620, due 01/01/30-06/20/46) | 9,042,659 | 1.4 | |||||||||||
9,457,270 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $9,457,392, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $9,646,415, due 07/15/16-09/20/65) | 9,457,270 | 1.5 | |||||||||||
9,457,270 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $9,457,400, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $9,646,416, due 07/07/16-02/01/49) | 9,457,270 | 1.4 | |||||||||||
9,457,270 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $9,457,379, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $9,646,416, due 12/01/16-02/20/66) | 9,457,270 | 1.4 | |||||||||||
2,404,984 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $2,405,016, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $2,472,536, due 04/15/18-01/15/29) | 2,404,984 | 0.4 | |||||||||||
39,819,453 | 6.1 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $39,819,453) | 39,819,453 | 6.1 | ||||||||||||
Total Investments in Securities (Cost $677,955,122) | $ | 662,530,933 | 102.0 | |||||||||||
Liabilities in Excess of Other Assets | (13,018,803 | ) | (2.0 | ) | ||||||||||
Net Assets | $ | 649,512,130 | 100.0 |
See Accompanying Notes to Financial Statements
34 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
† | 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, 2016. |
± | Defaulted security |
Cost for federal income tax purposes is $678,043,664. | |
Net unrealized depreciation consists of: |
Gross Unrealized Appreciation | $ | 13,370,520 | ||
Gross Unrealized Depreciation | (28,883,251 | ) | ||
Net Unrealized Depreciation | $ | (15,512,731 | ) |
See Accompanying Notes to Financial Statements
35 |
Voya Large Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.3% | ||||||||||||||
Consumer Discretionary: 21.5% | ||||||||||||||
307,496 | @ | Amazon.com, Inc. | 220,050,288 | 3.7 | ||||||||||
859,890 | @ | Burlington Stores, Inc. | 57,363,262 | 1.0 | ||||||||||
2,238,706 | Coach, Inc. | 91,204,882 | 1.5 | |||||||||||
2,686,638 | Comcast Corp. – Class A | 175,141,931 | 3.0 | |||||||||||
1,821,437 | @ | Dish Network Corp. - Class A | 95,443,299 | 1.6 | ||||||||||
884,511 | Dollar General Corp. | 83,144,034 | 1.4 | |||||||||||
1,172,482 | Foot Locker, Inc. | 64,322,362 | 1.1 | |||||||||||
751,972 | Hasbro, Inc. | 63,158,128 | 1.1 | |||||||||||
1,553,682 | Home Depot, Inc. | 198,389,655 | 3.4 | |||||||||||
2,436,900 | Interpublic Group of Cos., Inc. | 56,292,390 | 1.0 | |||||||||||
878,208 | McDonald's Corp. | 105,683,551 | 1.8 | |||||||||||
979,571 | Starbucks Corp. | 55,953,095 | 0.9 | |||||||||||
1,266,146,877 | 21.5 | |||||||||||||
Consumer Staples: 10.5% | ||||||||||||||
584,428 | Church & Dwight Co., Inc. | 60,131,797 | 1.0 | |||||||||||
1,047,544 | Costco Wholesale Corp. | 164,506,310 | 2.8 | |||||||||||
1,117,298 | Mead Johnson Nutrition Co. | 101,394,794 | 1.7 | |||||||||||
776,948 | @ | Monster Beverage Corp. | 124,863,313 | 2.1 | ||||||||||
1,577,012 | PepsiCo, Inc. | 167,068,651 | 2.9 | |||||||||||
617,964,865 | 10.5 | |||||||||||||
Financials: 6.0% | ||||||||||||||
679,938 | Aon PLC | 74,269,628 | 1.3 | |||||||||||
192,238 | Blackrock, Inc. | 65,847,282 | 1.1 | |||||||||||
216,440 | Equinix, Inc. | 83,920,281 | 1.5 | |||||||||||
326,889 | Intercontinental Exchange, Inc. | 83,670,508 | 1.4 | |||||||||||
1,483,907 | TD Ameritrade Holding Corp. | 42,254,252 | 0.7 | |||||||||||
349,961,951 | 6.0 | |||||||||||||
Health Care: 19.6% | ||||||||||||||
963,994 | AbbVie, Inc. | 59,680,868 | 1.0 | |||||||||||
410,186 | @ | Allergan plc | 94,789,883 | 1.6 | ||||||||||
722,754 | Amgen, Inc. | 109,967,021 | 1.9 | |||||||||||
472,440 | Becton Dickinson & Co. | 80,121,100 | 1.3 | |||||||||||
310,858 | @ | Biogen, Inc. | 75,171,681 | 1.3 | ||||||||||
3,587,086 | @ | Boston Scientific Corp. | 83,830,200 | 1.4 | ||||||||||
1,814,769 | Bristol-Myers Squibb Co. | 133,476,260 | 2.3 | |||||||||||
1,213,881 | Danaher Corp. | 122,601,981 | 2.1 | |||||||||||
924,260 | @ | Edwards Lifesciences Corp. | 92,176,450 | 1.5 | ||||||||||
763,234 | Gilead Sciences, Inc. | 63,668,980 | 1.1 | |||||||||||
539,259 | Merck & Co., Inc. | 31,066,711 | 0.5 | |||||||||||
346,396 | L | Shire PLC ADR | 63,764,576 | 1.1 | ||||||||||
1,030,578 | UnitedHealth Group, Inc. | 145,517,614 | 2.5 | |||||||||||
1,155,833,325 | 19.6 | |||||||||||||
Industrials: 9.0% | ||||||||||||||
2,559,841 | Delta Air Lines, Inc. | 93,255,008 | 1.6 | |||||||||||
1,112,731 | Fortune Brands Home & Security, Inc. | 64,505,016 | 1.1 | |||||||||||
709,620 | Honeywell International, Inc. | 82,542,998 | 1.4 | |||||||||||
989,759 | Ingersoll-Rand PLC - Class A | 63,027,853 | 1.1 | |||||||||||
370,344 | Northrop Grumman Corp. | 82,320,064 | 1.4 | |||||||||||
470,195 | Roper Technologies, Inc. | 80,196,459 | 1.3 | |||||||||||
596,280 | Stanley Black & Decker, Inc. | 66,318,262 | 1.1 | |||||||||||
532,165,660 | 9.0 | |||||||||||||
Information Technology: 29.2% | ||||||||||||||
1,321,455 | @ | Adobe Systems, Inc. | 126,582,174 | 2.1 | ||||||||||
348,246 | @ | Alphabet, Inc. - Class A | 245,001,508 | 4.2 | ||||||||||
38,805 | @ | Alphabet, Inc. - Class C | 26,856,941 | 0.5 | ||||||||||
1,008,620 | Amphenol Corp. | 57,824,185 | 1.0 | |||||||||||
3,136,966 | Apple, Inc. | 299,893,950 | 5.1 | |||||||||||
2,910,751 | Applied Materials, Inc. | 69,770,702 | 1.2 | |||||||||||
412,756 | Broadcom Ltd. | 64,142,282 | 1.1 | |||||||||||
1,544,944 | @ | Facebook, Inc. | 176,556,200 | 3.0 | ||||||||||
676,671 | Intuit, Inc. | 75,523,250 | 1.3 | |||||||||||
3,539,185 | Microsoft Corp. | 181,100,096 | 3.1 | |||||||||||
2,185,078 | @ | PayPal Holdings, Inc. | 79,777,198 | 1.3 | ||||||||||
1,067,481 | @ | Red Hat, Inc. | 77,499,121 | 1.3 | ||||||||||
1,207,764 | @ | Salesforce.com, Inc. | 95,908,539 | 1.6 | ||||||||||
1,894,700 | Visa, Inc. - Class A | 140,529,899 | 2.4 | |||||||||||
1,716,966,045 | 29.2 | |||||||||||||
Materials: 3.5% | ||||||||||||||
1,370,533 | @ | Crown Holdings, Inc. | 69,444,907 | 1.2 | ||||||||||
1,090,666 | Eastman Chemical Co. | 74,056,222 | 1.2 | |||||||||||
1,412,190 | Sealed Air Corp. | 64,918,374 | 1.1 | |||||||||||
208,419,503 | 3.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $5,374,196,378) | 5,847,458,226 | 99.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.6% | ||||||||||||||
Securities Lending Collateralcc: 0.0% | ||||||||||||||
246,279 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $246,282, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $251,205, due 07/15/16-09/20/65) | |||||||||||||
(Cost $246,279) | 246,279 | 0.0 |
See Accompanying Notes to Financial Statements
36 |
Voya Large Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
36,217,600 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $36,217,600) | 36,217,600 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $36,463,879) | 36,463,879 | 0.6 | ||||||||||||
Total Investments in Securities (Cost $5,410,660,257) | $ | 5,883,922,105 | 99.9 | |||||||||||
Assets in Excess of Other Liabilities | 6,029,176 | 0.1 | ||||||||||||
Net Assets | $ | 5,889,951,281 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | 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, 2016. |
Cost for federal income tax purposes is $5,418,021,433. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 669,216,939 | ||
Gross Unrealized Depreciation | (203,316,267 | ) | ||
Net Unrealized Appreciation | $ | 465,900,672 |
See Accompanying Notes to Financial Statements
37 |
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.0% | ||||||||||||||
Consumer Discretionary: 5.6% | ||||||||||||||
808,609 | Coach, Inc. | 32,942,731 | 2.1 | |||||||||||
295,782 | @ | Dish Network Corp. - Class A | 15,498,977 | 1.0 | ||||||||||
180,159 | Hasbro, Inc. | 15,131,554 | 1.0 | |||||||||||
193,661 | McDonald's Corp. | 23,305,165 | 1.5 | |||||||||||
440,822 | @ | Prime AET&D Holdings | – | – | ||||||||||
86,878,427 | 5.6 | |||||||||||||
Consumer Staples: 9.1% | ||||||||||||||
694,290 | Coca-Cola Co. | 31,472,165 | 2.0 | |||||||||||
177,237 | Kimberly-Clark Corp. | 24,366,543 | 1.6 | |||||||||||
334,357 | Kraft Heinz Co. | 29,583,907 | 1.9 | |||||||||||
386,418 | Philip Morris International, Inc. | 39,306,439 | 2.5 | |||||||||||
240,785 | Wal-Mart Stores, Inc. | 17,582,121 | 1.1 | |||||||||||
142,311,175 | 9.1 | |||||||||||||
Energy: 13.1% | ||||||||||||||
243,744 | Anadarko Petroleum Corp. | 12,979,368 | 0.8 | |||||||||||
254,765 | Baker Hughes, Inc. | 11,497,544 | 0.7 | |||||||||||
511,290 | Canadian Natural Resources Ltd. | 15,763,071 | 1.0 | |||||||||||
287,324 | Chevron Corp. | 30,120,175 | 1.9 | |||||||||||
710,789 | ENI SpA ADR | 22,994,024 | 1.5 | |||||||||||
252,103 | Occidental Petroleum Corp. | 19,048,903 | 1.2 | |||||||||||
715,685 | Royal Dutch Shell PLC - Class A ADR | 39,520,126 | 2.5 | |||||||||||
403,567 | Schlumberger Ltd. | 31,914,078 | 2.1 | |||||||||||
411,678 | Valero Energy Corp. | 20,995,578 | 1.4 | |||||||||||
204,832,867 | 13.1 | |||||||||||||
Financials: 26.4% | ||||||||||||||
778,482 | BB&T Corp. | 27,721,744 | 1.8 | |||||||||||
221,157 | Chubb Ltd. | 28,907,431 | 1.8 | |||||||||||
287,018 | Crown Castle International Corp. | 29,112,236 | 1.9 | |||||||||||
394,659 | Discover Financial Services | 21,149,776 | 1.3 | |||||||||||
575,341 | Gaming and Leisure Properties, Inc. | 19,837,758 | 1.3 | |||||||||||
526,926 | Hartford Financial Services Group, Inc. | 23,384,976 | 1.5 | |||||||||||
744,570 | JPMorgan Chase & Co. | 46,267,580 | 3.0 | |||||||||||
2,389,721 | Keycorp | 26,406,417 | 1.7 | |||||||||||
813,777 | Lazard Ltd. | 24,234,279 | 1.5 | |||||||||||
367,210 | Liberty Property Trust | 14,585,581 | 0.9 | |||||||||||
410,494 | Prudential Financial, Inc. | 29,284,642 | 1.9 | |||||||||||
134,453 | Simon Property Group, Inc. | 29,162,856 | 1.9 | |||||||||||
400,138 | T. Rowe Price Group, Inc. | 29,198,070 | 1.9 | |||||||||||
1,327,025 | Wells Fargo & Co. | 62,808,093 | 4.0 | |||||||||||
412,061,439 | 26.4 | |||||||||||||
Health Care: 11.3% | ||||||||||||||
1,217,934 | L | AstraZeneca PLC ADR | 36,769,427 | 2.4 | ||||||||||
277,045 | Gilead Sciences, Inc. | 23,111,094 | 1.5 | |||||||||||
501,774 | Medtronic PLC | 43,538,930 | 2.8 | |||||||||||
851,864 | Merck & Co., Inc. | 49,075,885 | 3.1 | |||||||||||
169,394 | UnitedHealth Group, Inc. | 23,918,433 | 1.5 | |||||||||||
176,413,769 | 11.3 | |||||||||||||
Industrials: 8.6% | ||||||||||||||
241,820 | Cummins, Inc. | 27,190,241 | 1.7 | |||||||||||
278,920 | Deere & Co. | 22,603,677 | 1.4 | |||||||||||
225,677 | General Dynamics Corp. | 31,423,265 | 2.0 | |||||||||||
318,849 | Lincoln Electric Holdings, Inc. | 18,837,599 | 1.2 | |||||||||||
80,865 | Lockheed Martin Corp. | 20,068,267 | 1.3 | |||||||||||
137,427 | Parker Hannifin Corp. | 14,848,987 | 1.0 | |||||||||||
134,972,036 | 8.6 | |||||||||||||
Information Technology: 9.7% | ||||||||||||||
220,796 | Apple, Inc. | 21,108,098 | 1.3 | |||||||||||
1,735,146 | Cisco Systems, Inc. | 49,781,339 | 3.2 | |||||||||||
272,731 | Lam Research Corp. | 22,925,768 | 1.5 | |||||||||||
458,117 | Microsoft Corp. | 23,441,847 | 1.5 | |||||||||||
648,392 | Qualcomm, Inc. | 34,734,359 | 2.2 | |||||||||||
151,991,411 | 9.7 | |||||||||||||
Materials: 3.1% | ||||||||||||||
668,483 | Dow Chemical Co. | 33,230,290 | 2.1 | |||||||||||
314,807 | Nucor Corp. | 15,554,614 | 1.0 | |||||||||||
48,784,904 | 3.1 | |||||||||||||
Telecommunication Services: 3.9% | ||||||||||||||
1,414,007 | AT&T, Inc. | 61,099,242 | 3.9 | |||||||||||
Utilities: 7.2% | ||||||||||||||
912,903 | Exelon Corp. | 33,193,153 | 2.1 | |||||||||||
195,337 | NextEra Energy, Inc. | 25,471,945 | 1.6 | |||||||||||
520,726 | PG&E Corp. | 33,284,806 | 2.1 | |||||||||||
395,495 | Southern Co. | 21,210,397 | 1.4 | |||||||||||
113,160,301 | 7.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,446,079,654) | 1,532,505,571 | 98.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.0% | ||||||||||||||
Communications: –% | ||||||||||||||
32,517 | Tribune Co., Escrow | – | – | |||||||||||
Energy: 0.0% | ||||||||||||||
1,685,000 | ± | Samson Investment Co., 9.750%, 02/15/20 | 37,912 | 0.0 | ||||||||||
Financial: –% | ||||||||||||||
1,216,000 | ± | Tropicana Entertainment, LLC, 9.625%, 12/15/14 | – | – | ||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $1,372,582) | 37,912 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,447,452,236) | 1,532,543,483 | 98.0 |
See Accompanying Notes to Financial Statements
38 |
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.5% | ||||||||||||||
Securities Lending Collateralcc: 2.2% | ||||||||||||||
7,923,149 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $7,923,240, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $8,081,706, due 01/01/30-06/20/46) | 7,923,149 | 0.5 | |||||||||||
8,286,307 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $8,286,414, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $8,452,033, due 07/15/16-09/20/65) | 8,286,307 | 0.5 | |||||||||||
8,286,307 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $8,286,421, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $8,452,033, due 07/07/16-02/01/49) | 8,286,307 | 0.5 | |||||||||||
8,286,307 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $8,286,402, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $8,452,033, due 12/01/16-02/20/66) | 8,286,307 | 0.5 | |||||||||||
2,107,247 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $2,107,275, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $2,166,436, due 04/15/18-01/15/29) | 2,107,247 | 0.2 | |||||||||||
34,889,317 | 2.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.3% | ||||||||||||||
20,115,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $20,115,000) | 20,115,000 | 1.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $55,004,317) | 55,004,317 | 3.5 | ||||||||||||
Total Investments in Securities (Cost $1,502,456,553) | $ | 1,587,547,800 | 101.5 | |||||||||||
Liabilities in Excess of Other Assets | (23,906,300 | ) | (1.5 | ) | ||||||||||
Net Assets | $ | 1,563,641,500 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | 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, 2016. |
± | Defaulted security |
Cost for federal income tax purposes is $1,506,035,144. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 121,487,180 | ||
Gross Unrealized Depreciation | (39,974,524 | ) | ||
Net Unrealized Appreciation | $ | 81,512,656 |
See Accompanying Notes to Financial Statements
39 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 48.6% | ||||||||||||||
Basic Materials: 1.2% | ||||||||||||||
1,002,000 | BHP Billiton Finance USA Ltd., 2.050%, 09/30/18 | 1,015,458 | 0.4 | |||||||||||
320,000 | # | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 1.700%, 05/01/18 | 319,350 | 0.1 | ||||||||||
930,000 | Monsanto Co., 1.150%, 06/30/17 | 929,519 | 0.3 | |||||||||||
570,000 | PPG Industries, Inc., 2.300%, 11/15/19 | 575,029 | 0.2 | |||||||||||
382,000 | Valspar Corp./The, 6.050%, 05/01/17 | 394,783 | 0.2 | |||||||||||
3,234,139 | 1.2 | |||||||||||||
Communications: 2.6% | ||||||||||||||
690,000 | Alibaba Group Holding Ltd, 1.625%, 11/28/17 | 692,141 | 0.3 | |||||||||||
1,050,000 | AT&T, Inc., 2.300%, 03/11/19 | 1,073,233 | 0.4 | |||||||||||
502,000 | British Telecommunications PLC, 5.950%, 01/15/18 | 537,478 | 0.2 | |||||||||||
877,000 | Cisco Systems, Inc., 1.100%, 03/03/17 | 879,262 | 0.3 | |||||||||||
640,000 | Cisco Systems, Inc., 1.650%, 06/15/18 | 648,507 | 0.2 | |||||||||||
310,000 | eBay, Inc., 2.500%, 03/09/18 | 315,787 | 0.1 | |||||||||||
319,000 | Thomson Reuters Corp., 1.300%, 02/23/17 | 319,105 | 0.1 | |||||||||||
436,000 | Thomson Reuters Corp., 1.650%, 09/29/17 | 438,004 | 0.2 | |||||||||||
656,000 | Verizon Communications, Inc., 2.625%, 02/21/20 | 679,115 | 0.2 | |||||||||||
419,000 | Vodafone Group PLC, 5.625%, 02/27/17 | 430,813 | 0.2 | |||||||||||
1,107,000 | Walt Disney Co., 1.100%, 12/01/17 | 1,112,194 | 0.4 | |||||||||||
7,125,639 | 2.6 | |||||||||||||
Consumer, Cyclical: 4.1% | ||||||||||||||
304,000 | American Honda Finance Corp., 1.200%, 07/14/17 | 304,487 | 0.1 | |||||||||||
837,000 | American Honda Finance Corp., 2.250%, 08/15/19 | 864,634 | 0.3 | |||||||||||
300,000 | AutoZone, Inc., 1.625%, 04/21/19 | 301,747 | 0.1 | |||||||||||
335,000 | L | CVS Health Corp., 2.250%, 08/12/19 | 344,289 | 0.1 | ||||||||||
495,000 | Daimler Finance North America LLC, 1.500%, 07/05/19 | 494,262 | 0.2 | |||||||||||
757,000 | Ford Motor Credit Co. LLC, 1.684%, 09/08/17 | 758,895 | 0.3 | |||||||||||
1,140,000 | L | Ford Motor Credit Co. LLC, 3.157%, 08/04/20 | 1,183,207 | 0.4 | ||||||||||
495,000 | General Motors Financial Co., Inc., 2.400%, 05/09/19 | 495,932 | 0.2 | |||||||||||
1,075,000 | # | Hyundai Capital America, 1.875%, 08/09/16 | 1,075,584 | 0.4 | ||||||||||
281,000 | Johnson Controls, Inc., 1.400%, 11/02/17 | 281,973 | 0.1 | |||||||||||
780,000 | McDonald's Corp., 2.100%, 12/07/18 | 798,701 | 0.3 | |||||||||||
550,000 | Newell Rubbermaid, Inc., 2.600%, 03/29/19 | 564,771 | 0.2 | |||||||||||
435,000 | PACCAR Financial Corp., 1.450%, 03/09/18 | 438,426 | 0.2 | |||||||||||
550,000 | PACCAR Financial Corp., 1.750%, 08/14/18 | 558,604 | 0.2 | |||||||||||
1,080,000 | Southwest Airlines Co., 2.650%, 11/05/20 | 1,115,959 | 0.4 | |||||||||||
542,000 | Southwest Airlines Co., 2.750%, 11/06/19 | 560,742 | 0.2 | |||||||||||
502,000 | Toyota Motor Credit Corp., 1.450%, 01/12/18 | 505,774 | 0.2 | |||||||||||
540,000 | Whirlpool Corp., 1.650%, 11/01/17 | 543,550 | 0.2 | |||||||||||
11,191,537 | 4.1 | |||||||||||||
Consumer, Non-cyclical: 10.4% | ||||||||||||||
1,189,000 | Abbott Laboratories, 2.000%, 03/15/20 | 1,206,361 | 0.4 | |||||||||||
586,000 | AbbVie, Inc., 1.750%, 11/06/17 | 589,663 | 0.2 | |||||||||||
680,000 | AbbVie, Inc., 1.800%, 05/14/18 | 685,108 | 0.3 | |||||||||||
705,000 | Actavis Funding SCS, 2.350%, 03/12/18 | 714,903 | 0.3 | |||||||||||
694,000 | Aetna, Inc., 1.900%, 06/07/19 | 703,593 | 0.3 | |||||||||||
708,000 | Altria Group, Inc., 2.625%, 01/14/20 | 736,663 | 0.3 | |||||||||||
828,000 | AmerisourceBergen Corp., 1.150%, 05/15/17 | 827,969 | 0.3 | |||||||||||
910,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 926,010 | 0.3 | |||||||||||
550,000 | AstraZeneca PLC, 1.750%, 11/16/18 | 557,455 | 0.2 | |||||||||||
1,010,000 | Automatic Data Processing, Inc., 2.250%, 09/15/20 | 1,050,080 | 0.4 | |||||||||||
610,000 | # | BAT International Finance PLC, 1.850%, 06/15/18 | 616,844 | 0.2 | ||||||||||
570,000 | Baxalta, Inc., 2.000%, 06/22/18 | 570,564 | 0.2 | |||||||||||
592,000 | # | Bayer US Finance LLC, 1.500%, 10/06/17 | 592,669 | 0.2 | ||||||||||
403,000 | Becton Dickinson and Co., 1.450%, 05/15/17 | 404,137 | 0.1 | |||||||||||
539,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 543,629 | 0.2 | |||||||||||
370,000 | Cardinal Health, Inc., 1.950%, 06/15/18 | 374,466 | 0.1 | |||||||||||
550,000 | Celgene Corp., 2.125%, 08/15/18 | 558,508 | 0.2 | |||||||||||
410,000 | Eli Lilly & Co., 1.250%, 03/01/18 | 413,181 | 0.2 | |||||||||||
300,000 | Express Scripts Holding Co., 1.250%, 06/02/17 | 299,860 | 0.1 | |||||||||||
400,000 | Gilead Sciences, Inc., 1.850%, 09/04/18 | 407,222 | 0.1 | |||||||||||
612,000 | Gilead Sciences, Inc., 2.350%, 02/01/20 | 628,171 | 0.2 | |||||||||||
860,000 | JM Smucker Co., 1.750%, 03/15/18 | 867,135 | 0.3 |
See Accompanying Notes to Financial Statements
40 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,060,000 | # | Kraft Heinz Foods Co., 2.000%, 07/02/18 | 1,075,003 | 0.4 | ||||||||||
540,000 | Kroger Co., 2.000%, 01/15/19 | 549,126 | 0.2 | |||||||||||
485,000 | McKesson Corp., 1.292%, 03/10/17 | 486,000 | 0.2 | |||||||||||
609,000 | Medtronic, Inc., 0.875%, 02/27/17 | 608,897 | 0.2 | |||||||||||
433,000 | Medtronic, Inc., 2.500%, 03/15/20 | 449,346 | 0.2 | |||||||||||
495,000 | Molson Coors Brewing Co., 1.450%, 07/15/19 | 496,213 | 0.2 | |||||||||||
507,000 | # | Mylan NV, 2.500%, 06/07/19 | 514,092 | 0.2 | ||||||||||
460,000 | PepsiCo, Inc., 1.250%, 04/30/18 | 462,584 | 0.2 | |||||||||||
280,000 | PepsiCo, Inc., 1.500%, 02/22/19 | 284,042 | 0.1 | |||||||||||
678,000 | Pfizer, Inc., 1.100%, 05/15/17 | 679,568 | 0.2 | |||||||||||
496,000 | Pfizer, Inc., 1.450%, 06/03/19 | 500,324 | 0.2 | |||||||||||
798,000 | Philip Morris International, Inc., 1.250%, 11/09/17 | 801,067 | 0.3 | |||||||||||
600,000 | Procter & Gamble Co, 1.900%, 11/01/19 | 617,177 | 0.2 | |||||||||||
490,000 | Reynolds American, Inc., 2.300%, 06/12/18 | 498,164 | 0.2 | |||||||||||
241,000 | Reynolds American, Inc., 3.500%, 08/04/16 | 241,503 | 0.1 | |||||||||||
635,000 | Sanofi, 1.250%, 04/10/18 | 639,301 | 0.2 | |||||||||||
470,000 | St Jude Medical, Inc., 2.800%, 09/15/20 | 485,030 | 0.2 | |||||||||||
370,000 | St Jude Medical, Inc., 2.000%, 09/15/18 | 374,427 | 0.1 | |||||||||||
509,000 | Stryker Corp., 2.000%, 03/08/19 | 517,759 | 0.2 | |||||||||||
413,000 | Thermo Fisher Scientific, Inc., 2.150%, 12/14/18 | 417,939 | 0.2 | |||||||||||
591,000 | UnitedHealth Group, Inc., 1.400%, 12/15/17 | 594,314 | 0.2 | |||||||||||
330,000 | UnitedHealth Group, Inc., 1.900%, 07/16/18 | 335,436 | 0.1 | |||||||||||
565,000 | Ventas Realty L.P., 1.250%, 04/17/17 | 565,270 | 0.2 | |||||||||||
502,000 | WellPoint, Inc., 2.250%, 08/15/19 | 506,852 | 0.2 | |||||||||||
560,000 | # | WM Wrigley Jr Co., 1.400%, 10/21/16 | 560,894 | 0.2 | ||||||||||
500,000 | Zimmer Biomet Holdings, Inc., 2.000%, 04/01/18 | 504,408 | 0.2 | |||||||||||
570,000 | Zoetis, Inc., 1.875%, 02/01/18 | 571,891 | 0.2 | |||||||||||
28,610,818 | 10.4 | |||||||||||||
Energy: 3.2% | ||||||||||||||
275,000 | BP Capital Markets PLC, 1.674%, 02/13/18 | 277,175 | 0.1 | |||||||||||
495,000 | BP Capital Markets PLC, 2.521%, 01/15/20 | 510,957 | 0.2 | |||||||||||
820,000 | Chevron Corp., 1.365%, 03/02/18 | 824,705 | 0.3 | |||||||||||
512,000 | Chevron Corp., 1.790%, 11/16/18 | 519,031 | 0.2 | |||||||||||
530,000 | Columbia Pipeline Group, Inc., 2.450%, 06/01/18 | 531,955 | 0.2 | |||||||||||
360,000 | Energy Transfer Partners L.P., 2.500%, 06/15/18 | 358,507 | 0.1 | |||||||||||
700,000 | Enterprise Products Operating LLC, 1.650%, 05/07/18 | 701,978 | 0.2 | |||||||||||
800,000 | Exxon Mobil Corp., 1.708%, 03/01/19 | 813,314 | 0.3 | |||||||||||
502,000 | Hess Corp., 1.300%, 06/15/17 | 498,762 | 0.2 | |||||||||||
616,000 | Kinder Morgan, Inc./DE, 2.000%, 12/01/17 | 612,924 | 0.2 | |||||||||||
710,000 | Shell International Finance BV, 1.375%, 05/10/19 | 712,393 | 0.3 | |||||||||||
473,000 | Shell International Finance BV, 1.625%, 11/10/18 | 477,963 | 0.2 | |||||||||||
350,000 | Shell International Finance BV, 2.125%, 05/11/20 | 357,449 | 0.1 | |||||||||||
539,000 | Statoil ASA, 1.250%, 11/09/17 | 540,451 | 0.2 | |||||||||||
319,000 | Statoil ASA, 1.950%, 11/08/18 | 323,446 | 0.1 | |||||||||||
430,000 | Total Capital International SA, 1.550%, 06/28/17 | 432,302 | 0.2 | |||||||||||
430,000 | TransCanada PipeLines Ltd, 1.875%, 01/12/18 | 432,159 | 0.1 | |||||||||||
8,925,471 | 3.2 | |||||||||||||
Financial: 20.6% | ||||||||||||||
340,000 | # | ABN AMRO Bank NV, 2.450%, 06/04/20 | 348,017 | 0.1 | ||||||||||
612,000 | Aegon NV, 1.740%, 07/29/49 | 350,370 | 0.1 | |||||||||||
614,000 | Air Lease Corp., 2.125%, 01/15/18 | 612,465 | 0.2 | |||||||||||
327,000 | American Express Credit Corp., 1.550%, 09/22/17 | 328,510 | 0.1 | |||||||||||
770,000 | American Express Credit Corp., 1.800%, 07/31/18 | 777,052 | 0.3 | |||||||||||
540,000 | Bank of America Corp., 1.950%, 05/12/18 | 543,421 | 0.2 | |||||||||||
1,063,000 | Bank of America Corp., 2.600%, 01/15/19 | 1,088,398 | 0.4 | |||||||||||
583,000 | Bank of America Corp., 2.650%, 04/01/19 | 598,162 | 0.2 | |||||||||||
656,000 | Bank of Montreal, 1.300%, 07/14/17 | 657,843 | 0.2 | |||||||||||
550,000 | Bank of Montreal, 1.800%, 07/31/18 | 556,926 | 0.2 | |||||||||||
850,000 | Bank of New York Mellon Corp., 2.600%, 08/17/20 | 882,078 | 0.3 | |||||||||||
1,426,000 | Bank of Nova Scotia, 1.300%, 07/21/17 | 1,428,826 | 0.5 | |||||||||||
810,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd., 1.700%, 03/05/18 | 814,354 | 0.3 | ||||||||||
541,000 | # | Banque Federative du Credit Mutuel SA, 1.700%, 01/20/17 | 542,433 | 0.2 | ||||||||||
830,000 | BB&T Corp., 1.600%, 08/15/17 | 834,624 | 0.3 | |||||||||||
310,000 | Berkshire Hathaway Finance Corp., 1.700%, 03/15/19 | 315,189 | 0.1 | |||||||||||
250,000 | BPCE SA, 1.613%, 07/25/17 | 249,632 | 0.1 | |||||||||||
546,000 | BPCE SA, 1.625%, 02/10/17 | 547,296 | 0.2 | |||||||||||
400,000 | Capital One Financial Corp., 2.350%, 08/17/18 | 405,889 | 0.1 |
See Accompanying Notes to Financial Statements
41 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
790,000 | Charles Schwab Corp., 1.500%, 03/10/18 | 797,609 | 0.3 | |||||||||||
1,203,000 | Citigroup, Inc., 2.050%, 12/07/18 | 1,213,274 | 0.4 | |||||||||||
592,000 | Citigroup, Inc., 2.500%, 07/29/19 | 603,473 | 0.2 | |||||||||||
505,000 | Citizens Bank NA/Providence RI, 1.600%, 12/04/17 | 505,383 | 0.2 | |||||||||||
630,000 | Comerica, Inc., 2.125%, 05/23/19 | 638,820 | 0.2 | |||||||||||
485,000 | Commonwealth Bank of Australia/New York NY, 1.125%, 03/13/17 | 485,430 | 0.2 | |||||||||||
605,000 | Commonwealth Bank of Australia/New York NY, 1.400%, 09/08/17 | 607,236 | 0.2 | |||||||||||
1,082,000 | Compass Bank, 1.850%, 09/29/17 | 1,079,520 | 0.4 | |||||||||||
716,000 | Credit Suisse/New York NY, 1.375%, 05/26/17 | 716,687 | 0.3 | |||||||||||
750,000 | Credit Suisse/New York NY, 1.700%, 04/27/18 | 751,002 | 0.3 | |||||||||||
1,050,000 | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | 1,066,380 | 0.4 | |||||||||||
950,000 | Fifth Third Bank/Cincinnati OH, 2.150%, 08/20/18 | 965,127 | 0.4 | |||||||||||
450,000 | # | GE Capital International Funding Co., 2.342%, 11/15/20 | 465,427 | 0.2 | ||||||||||
1,026,000 | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | 1,040,429 | 0.4 | |||||||||||
735,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 752,613 | 0.3 | |||||||||||
587,000 | Goldman Sachs Group, Inc., 2.625%, 01/31/19 | 601,148 | 0.2 | |||||||||||
425,000 | Huntington National Bank, 1.350%, 08/02/16 | 425,031 | 0.2 | |||||||||||
542,000 | Huntington National Bank, 2.200%, 11/06/18 | 548,936 | 0.2 | |||||||||||
290,000 | Huntington Bancshares, Inc./OH, 3.150%, 03/14/21 | 300,769 | 0.1 | |||||||||||
800,000 | # | ING Bank NV, 2.050%, 08/17/18 | 811,378 | 0.3 | ||||||||||
900,000 | # | ING Bank NV, 2.700%, 08/17/20 | 929,070 | 0.3 | ||||||||||
1,070,000 | JPMorgan Chase & Co., 1.700%, 03/01/18 | 1,076,208 | 0.4 | |||||||||||
540,000 | JPMorgan Chase & Co., 2.550%, 03/01/21 | 551,363 | 0.2 | |||||||||||
450,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/19 | 459,853 | 0.2 | |||||||||||
496,000 | KeyCorp, 2.300%, 12/13/18 | 504,372 | 0.2 | |||||||||||
206,000 | Kilroy Realty L.P., 4.800%, 07/15/18 | 216,528 | 0.1 | |||||||||||
720,000 | Lloyds Bank PLC, 1.750%, 05/14/18 | 718,171 | 0.3 | |||||||||||
750,000 | L | Lloyds Bank PLC, 2.000%, 08/17/18 | 749,390 | 0.3 | ||||||||||
1,300,000 | # | Macquarie Bank Ltd., 1.600%, 10/27/17 | 1,301,656 | 0.5 | ||||||||||
930,000 | Manufacturers & Traders Trust Co., 1.400%, 07/25/17 | 931,114 | 0.3 | |||||||||||
435,000 | MetLife, Inc., 1.903%, 12/15/17 | 438,957 | 0.2 | |||||||||||
504,000 | # | Mitsubishi UFJ Trust & Banking Corp., 1.600%, 10/16/17 | 505,849 | 0.2 | ||||||||||
481,000 | # | Mizuho Bank Ltd., 1.300%, 04/16/17 | 480,975 | 0.2 | ||||||||||
60,000 | Morgan Stanley, 2.200%, 12/07/18 | 60,857 | 0.0 | |||||||||||
744,000 | Morgan Stanley, 2.375%, 07/23/19 | 756,830 | 0.3 | |||||||||||
800,000 | Morgan Stanley, 2.450%, 02/01/19 | 815,526 | 0.3 | |||||||||||
622,000 | National Rural Utilities Cooperative Finance Corp., 1.100%, 01/27/17 | 622,509 | 0.2 | |||||||||||
400,000 | National Rural Utilities Cooperative Finance Corp., 1.650%, 02/08/19 | 404,885 | 0.1 | |||||||||||
350,000 | # | New York Life Global Funding, 1.550%, 11/02/18 | 353,370 | 0.1 | ||||||||||
375,000 | PNC Bank NA, 1.150%, 11/01/16 | 375,149 | 0.1 | |||||||||||
828,000 | PNC Bank NA, 2.400%, 10/18/19 | 850,642 | 0.3 | |||||||||||
600,000 | PNC Funding Corp., 5.625%, 02/01/17 | 614,911 | 0.2 | |||||||||||
710,000 | # | Pricoa Global Funding I, 1.900%, 09/21/18 | 720,929 | 0.3 | ||||||||||
370,000 | Regions Bank/Birmingham AL, 2.250%, 09/14/18 | 372,654 | 0.1 | |||||||||||
596,000 | Regions Financial Corp., 2.000%, 05/15/18 | 597,301 | 0.2 | |||||||||||
735,000 | Royal Bank of Canada, 1.500%, 01/16/18 | 738,207 | 0.3 | |||||||||||
730,000 | Royal Bank of Canada, 1.800%, 07/30/18 | 738,171 | 0.3 | |||||||||||
820,000 | Santander Holdings USA, Inc., 2.700%, 05/24/19 | 822,586 | 0.3 | |||||||||||
1,089,000 | Santander UK PLC, 1.650%, 09/29/17 | 1,088,987 | 0.4 | |||||||||||
430,000 | Santander UK PLC, 2.500%, 03/14/19 | 434,594 | 0.2 | |||||||||||
626,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/19 | 635,539 | 0.2 | ||||||||||
538,000 | Sumitomo Mitsui Banking Corp., 1.350%, 07/11/17 | 538,108 | 0.2 | |||||||||||
370,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/21 | 385,934 | 0.1 | |||||||||||
357,000 | SunTrust Banks, Inc., 2.500%, 05/01/19 | 364,986 | 0.1 | |||||||||||
1,050,000 | Toronto-Dominion Bank, 1.125%, 05/02/17 | 1,051,011 | 0.4 | |||||||||||
584,000 | Toronto-Dominion Bank, 2.250%, 11/05/19 | 599,578 | 0.2 | |||||||||||
860,000 | # | UBS Group Funding Jersey Ltd., 2.950%, 09/24/20 | 875,540 | 0.3 | ||||||||||
915,000 | UBS AG/Stamford CT, 1.375%, 08/14/17 | 915,922 | 0.3 | |||||||||||
250,000 | UBS AG/Stamford CT, 1.800%, 03/26/18 | 252,443 | 0.1 | |||||||||||
755,000 | US Bank NA/Cincinnati OH, 1.375%, 09/11/17 | 758,919 | 0.3 | |||||||||||
526,000 | US Bank NA/Cincinnati OH, 2.125%, 10/28/19 | 539,365 | 0.2 | |||||||||||
1,302,000 | Visa, Inc., 1.200%, 12/14/17 | 1,310,365 | 0.5 |
See Accompanying Notes to Financial Statements
42 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
513,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 1.750%, 09/15/17 | 514,588 | 0.2 | ||||||||||
438,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | 446,825 | 0.2 | ||||||||||
1,348,000 | Wells Fargo & Co., 2.100%, 05/08/17 | 1,359,764 | 0.5 | |||||||||||
580,000 | Westpac Banking Corp., 1.500%, 12/01/17 | 582,970 | 0.2 | |||||||||||
56,620,628 | 20.6 | |||||||||||||
Industrial: 1.8% | ||||||||||||||
724,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/19 | 745,773 | 0.3 | |||||||||||
540,000 | Corning, Inc., 1.500%, 05/08/18 | 540,163 | 0.2 | |||||||||||
175,000 | General Electric Capital Corp., 2.200%, 01/09/20 | 180,547 | 0.1 | |||||||||||
713,000 | Ingersoll-Rand Global Holding Co. Ltd., 2.875%, 01/15/19 | 738,836 | 0.3 | |||||||||||
432,000 | John Deere Capital Corp., 1.050%, 10/11/16 | 432,284 | 0.1 | |||||||||||
403,000 | L-3 Communications Corp., 1.500%, 05/28/17 | 403,199 | 0.1 | |||||||||||
630,000 | Lockheed Martin Corp., 1.850%, 11/23/18 | 639,120 | 0.2 | |||||||||||
750,000 | # | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | 755,975 | 0.3 | ||||||||||
500,000 | United Technologies Corp., 1.778%, 05/04/18 | 504,718 | 0.2 | |||||||||||
4,940,615 | 1.8 | |||||||||||||
Technology: 2.8% | ||||||||||||||
504,000 | Altera Corp., 1.750%, 05/15/17 | 508,203 | 0.2 | |||||||||||
1,230,000 | Applied Materials, Inc., 2.625%, 10/01/20 | 1,279,793 | 0.5 | |||||||||||
1,290,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | 1,322,398 | 0.5 | ||||||||||
317,000 | # | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | 321,207 | 0.1 | ||||||||||
237,000 | # | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | 242,810 | 0.1 | ||||||||||
130,000 | International Business Machines Corp., 1.950%, 07/22/16 | 130,077 | 0.0 | |||||||||||
870,000 | Intel Corp., 1.350%, 12/15/17 | 875,356 | 0.3 | |||||||||||
540,000 | KLA-Tencor Corp., 2.375%, 11/01/17 | 544,786 | 0.2 | |||||||||||
817,000 | Microsoft Corp., 1.300%, 11/03/18 | 825,878 | 0.3 | |||||||||||
525,000 | NetApp Inc., 2.000%, 12/15/17 | 527,575 | 0.2 | |||||||||||
700,000 | Oracle Corp., 1.200%, 10/15/17 | 702,621 | 0.3 | |||||||||||
390,000 | QUALCOMM, Inc., 1.400%, 05/18/18 | 393,527 | 0.1 | |||||||||||
7,674,231 | 2.8 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
880,000 | Black Hills Corp., 2.500%, 01/11/19 | 898,905 | 0.3 | |||||||||||
780,000 | Dominion Resources, Inc., 1.900%, 06/15/18 | 784,047 | 0.3 | |||||||||||
538,000 | # | Electricite de France SA, 2.350%, 10/13/20 | 550,149 | 0.2 | ||||||||||
430,000 | NextEra Energy Capital Holdings, Inc., 1.586%, 06/01/17 | 431,136 | 0.2 | |||||||||||
410,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/19 | 418,225 | 0.1 | |||||||||||
588,000 | PSEG Power, LLC, 2.750%, 09/15/16 | 590,001 | 0.2 | |||||||||||
468,000 | Southern California Edison Co., 1.125%, 05/01/17 | 469,079 | 0.2 | |||||||||||
706,000 | Southern Co., 1.300%, 08/15/17 | 705,943 | 0.2 | |||||||||||
540,000 | Southern Power Co., 1.500%, 06/01/18 | 542,953 | 0.2 | |||||||||||
5,390,438 | 1.9 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $132,313,168) | 133,713,516 | 48.6 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 9.0% | ||||||||||||||
371,345 | Banc of America Commercial Mortgage Trust 2007-1 A1A, 5.428%, 01/15/49 | 376,086 | 0.1 | |||||||||||
71,534 | Banc of America Commercial Mortgage Trust 2007-3, 5.723%, 06/10/49 | 73,368 | 0.0 | |||||||||||
303,006 | Banc of America Commercial Mortgage, Inc., 5.723%, 06/10/49 | 308,084 | 0.1 | |||||||||||
408,249 | # | Banc of America Re-REMIC Trust 2009-UB2 A4AA, 5.807%, 02/24/51 | 415,227 | 0.2 | ||||||||||
2,830,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/42 | 2,847,968 | 1.0 | |||||||||||
604,854 | Bear Stearns Commercial Mortgage Securities, 5.471%, 01/12/45 | 615,502 | 0.2 | |||||||||||
759,000 | CD 2007-CD5 Mortgage Trust AJ, 6.326%, 11/15/44 | 780,963 | 0.3 | |||||||||||
445,000 | CD 2007-CD5 Mortgage Trust, 6.326%, 11/15/44 | 457,556 | 0.2 | |||||||||||
386,730 | Citigroup Commercial Mortgage Trust 2007-C6 A1A, 5.901%, 12/10/49 | 399,070 | 0.2 | |||||||||||
396,556 | Citigroup Commercial Mortgage Trust, 5.431%, 10/15/49 | 397,338 | 0.1 | |||||||||||
1,460,000 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/48 | 1,470,928 | 0.5 |
See Accompanying Notes to Financial Statements
43 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
783,986 | COBALT CMBS Commercial Mortgage Trust 2007-C2 A3, 5.484%, 04/15/47 | 798,723 | 0.3 | |||||||||||
1,260,000 | # | COMM 2010-RR1 GEA Mortgage Trust, 5.543%, 12/11/49 | 1,268,876 | 0.5 | ||||||||||
365,405 | # | Commercial Mortgage Trust 2004-GG1 F, 6.255%, 06/10/36 | 370,460 | 0.1 | ||||||||||
990,000 | # | Credit Suisse Mortgage Capital Certificates, 5.342%, 12/16/43 | 993,022 | 0.4 | ||||||||||
877,639 | # | CSMC Series 2009-RR1, 5.383%, 02/15/40 | 883,659 | 0.3 | ||||||||||
545,000 | # | CSMC Series 2009-RR3 A5A, 5.342%, 12/15/43 | 548,030 | 0.2 | ||||||||||
1,180,000 | # | DBRR 2011-C32 Trust, 5.889%, 06/17/49 | 1,199,878 | 0.4 | ||||||||||
246,497 | GS Mortgage Securities Corp. II, 5.560%, 11/10/39 | 247,158 | 0.1 | |||||||||||
660,000 | # | JP Morgan Chase Commercial Mortgage Securities Trust 2014-BXH, 2.692%, 04/15/27 | 639,117 | 0.2 | ||||||||||
670,671 | JPMorgan Chase Commercial Mortgage Securities Corp., 5.420%, 01/15/49 | 680,823 | 0.3 | |||||||||||
280,000 | # | JPMorgan Commercial Mortgage-Backed Securities Trust 2009-RR1, 1.000%, 03/18/51 | 267,655 | 0.1 | ||||||||||
326,519 | LB-UBS Commercial Mortgage Trust 2006-C7 A1A, 5.335%, 11/15/38 | 328,170 | 0.1 | |||||||||||
189,902 | LB-UBS Commercial Mortgage Trust 2008-C1 A2, 6.248%, 04/15/41 | 200,245 | 0.1 | |||||||||||
161,600 | Merrill Lynch/Countrywide Commercial Mortgage Trust, 5.378%, 08/12/48 | 163,341 | 0.1 | |||||||||||
33,021 | Merrill Lynch Mortgage Investors Trust Series 1998-C1-CTL, 6.720%, 11/15/26 | 33,037 | 0.0 | |||||||||||
925,114 | ML-CFC Commercial Mortgage Trust 2006-4, 5.172%, 12/12/49 | 929,985 | 0.3 | |||||||||||
400,451 | ML-CFC Commercial Mortgage Trust 2007-9, 5.700%, 09/12/49 | 416,649 | 0.2 | |||||||||||
1,130,000 | Morgan Stanley Capital I Trust 2007-HQ11, 5.441%, 02/12/44 | 1,128,793 | 0.4 | |||||||||||
240,921 | Morgan Stanley Capital I Trust 2007-TOP25, 5.514%, 11/12/49 | 242,636 | 0.1 | |||||||||||
299,471 | # | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | 299,242 | 0.1 | ||||||||||
568,236 | # | Morgan Stanley Re-REMIC Trust 2010-GG10, 6.245%, 08/15/45 | 579,784 | 0.2 | ||||||||||
377,729 | # | Morgan Stanley Reremic Trust, 5.988%, 08/12/45 | 384,572 | 0.1 | ||||||||||
760,000 | # | PFP 2015-2 Ltd., 3.684%, 07/14/34 | 748,083 | 0.3 | ||||||||||
617,219 | # | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | 624,642 | 0.2 | ||||||||||
750,000 | TIAA Seasoned Commercial Mortgage Trust 2007-C4, 5.538%, 08/15/39 | 759,605 | 0.3 | |||||||||||
1,022,474 | Wachovia Bank Commercial Mortgage Trust, 5.308%, 11/15/48 | 1,027,022 | 0.4 | |||||||||||
326,000 | Wachovia Bank Commercial Mortgage Trust, 5.342%, 12/15/43 | 331,237 | 0.1 | |||||||||||
426,789 | Wells Fargo Mortgage Backed Securities 2005-AR16 Trust 2A1, 2.852%, 02/25/34 | 429,592 | 0.2 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $25,170,615) | 24,666,126 | 9.0 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.3% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.0%## | ||||||||||||||
15 | 2.250%, due 01/01/17 | 15 | 0.0 | |||||||||||
487 | 2.327%, due 07/01/24 | 499 | 0.0 | |||||||||||
514 | 0.0 | |||||||||||||
Federal National Mortgage Association: 0.1%## | ||||||||||||||
61,672 | 1.074%, due 11/25/16 | 61,642 | 0.0 | |||||||||||
105 | 6.000%, due 07/01/16 | 105 | 0.0 | |||||||||||
2,603 | 6.000%, due 03/01/17 | 2,632 | 0.0 | |||||||||||
5,438 | 6.000%, due 05/01/17 | 5,468 | 0.0 | |||||||||||
3,982 | 6.000%, due 09/01/17 | 3,990 | 0.0 | |||||||||||
104,466 | 6.500%, due 10/01/22 | 120,289 | 0.1 | |||||||||||
26,052 | 6.500%, due 10/01/32 | 30,004 | 0.0 | |||||||||||
16,491 | 7.000%, due 10/01/32 | 16,840 | 0.0 | |||||||||||
240,970 | 0.1 | |||||||||||||
Government National Mortgage Association: 0.2% | ||||||||||||||
618,698 | 4.397%, due 05/16/51 | 680,273 | 0.2 | |||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $883,839) | 921,757 | 0.3 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 26.2% | ||||||||||||||
U.S. Treasury Bonds: 0.0% | ||||||||||||||
59,000 | L | 1.625%, due 05/15/26 | 59,758 | 0.0 | ||||||||||
32,000 | 2.500%, due 02/15/46 | 33,353 | 0.0 | |||||||||||
93,111 | 0.0 | |||||||||||||
U.S. Treasury Notes: 26.2% | ||||||||||||||
5,376,000 | 0.625%, due 06/30/18 | 5,379,467 | 2.0 | |||||||||||
264,400 | 0.750%, due 01/31/18 | 265,143 | 0.1 | |||||||||||
4,216,200 | 0.750%, due 02/28/18 | 4,228,225 | 1.5 | |||||||||||
6,914,000 | 0.750%, due 02/15/19 | 6,928,582 | 2.5 | |||||||||||
178,000 | 0.875%, due 06/15/19 | 178,890 | 0.1 | |||||||||||
31,616,000 | 1.000%, due 12/31/17 | 31,818,532 | 11.6 | |||||||||||
2,313,000 | 1.125%, due 02/28/21 | 2,329,580 | 0.9 | |||||||||||
3,132,000 | 1.125%, due 06/30/21 | 3,148,944 | 1.1 | |||||||||||
326,000 | 1.375%, due 06/30/23 | 327,808 | 0.1 | |||||||||||
14,016,000 | 1.625%, due 07/31/20 | 14,417,867 | 5.2 |
See Accompanying Notes to Financial Statements
44 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. TREASURY OBLIGATIONS: (continued) | ||||||||||||||
U.S. Treasury Notes: (continued) | ||||||||||||||
2,802,000 | 1.750%, due 01/31/23 | 2,888,798 | 1.1 | |||||||||||
71,911,836 | 26.2 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $71,249,707) | 72,004,947 | 26.2 | ||||||||||||
ASSET-BACKED SECURITIES: 15.1% | ||||||||||||||
Automobile Asset-Backed Securities: 5.5% | ||||||||||||||
410,000 | Ally Auto Receivables Trust 2016-2, 1.600%, 01/15/21 | 412,910 | 0.1 | |||||||||||
1,500,000 | # | Bank of The West Auto Trust 2014-1 A4, 1.650%, 03/16/20 | 1,507,287 | 0.5 | ||||||||||
350,000 | # | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | 350,238 | 0.1 | ||||||||||
220,000 | BMW Vehicle Lease Trust 2015-2, 1.550%, 02/20/19 | 220,745 | 0.1 | |||||||||||
740,000 | Capital Auto Receivables Asset Trust 2015-1 A3, 1.610%, 06/20/19 | 743,624 | 0.3 | |||||||||||
260,000 | Capital Auto Receivables Asset Trust, 1.620%, 10/22/18 | 260,606 | 0.1 | |||||||||||
1,130,000 | CarMax Auto Owner Trust 2015-3 A3, 1.630%, 06/15/20 | 1,139,863 | 0.4 | |||||||||||
500,000 | CarMax Auto Owner Trust 2016-2, 1.520%, 02/16/21 | 503,194 | 0.2 | |||||||||||
940,000 | CarMax Auto Owner Trust, 1.320%, 07/15/19 | 943,805 | 0.3 | |||||||||||
450,000 | # | Chrysler Capital Auto Receivables Trust, 1.760%, 12/16/19 | 452,778 | 0.2 | ||||||||||
480,000 | Fifth Third Auto Trust 2014-2, 1.380%, 12/15/20 | 482,208 | 0.2 | |||||||||||
600,000 | Ford Credit Auto Owner Trust 2015-C A4, 1.740%, 02/15/21 | 606,915 | 0.2 | |||||||||||
450,000 | GM Financial Automobile Leasing Trust 2015-3, 1.810%, 11/20/19 | 452,293 | 0.2 | |||||||||||
970,000 | Harley-Davidson Motorcycle Trust 2015-1, 1.670%, 08/15/22 | 978,005 | 0.4 | |||||||||||
840,000 | Harley-Davidson Motorcycle Trust, 1.550%, 10/15/21 | 846,502 | 0.3 | |||||||||||
710,000 | Hyundai Auto Receivables Trust 2013-A, 1.130%, 09/17/18 | 709,354 | 0.3 | |||||||||||
100,000 | Hyundai Auto Receivables Trust, 1.460%, 11/15/19 | 100,438 | 0.0 | |||||||||||
420,000 | Mercedes-Benz Auto Receivables Trust 2014-1, 1.310%, 11/16/20 | 421,620 | 0.1 | |||||||||||
450,000 | Mercedes-Benz Auto Receivables Trust 2015-1 A4, 1.750%, 12/15/21 | 456,833 | 0.2 | |||||||||||
380,000 | # | Porsche Innovative Lease Owner Trust 2015-1 A4, 1.430%, 05/21/21 | 380,675 | 0.1 | ||||||||||
320,000 | Toyota Auto Receivables 2015-B Owner Trust A4, 1.740%, 09/15/20 | 323,802 | 0.1 | |||||||||||
670,000 | Toyota Auto Receivables 2016-A Owner Trust A4, 1.470%, 09/15/21 | 677,465 | 0.2 | |||||||||||
700,000 | Toyota Auto Receivables Owner Trust, 1.180%, 06/17/19 | 701,473 | 0.3 | |||||||||||
210,000 | USAA Auto Owner Trust 2015-1 A4, 1.540%, 11/16/20 | 211,892 | 0.1 | |||||||||||
710,000 | Volkswagen Auto Lease Trust, 0.990%, 07/20/18 | 709,886 | 0.3 | |||||||||||
206,575 | Volkswagen Auto Loan Enhanced Trust 2012-2, 0.660%, 03/20/19 | 206,250 | 0.1 | |||||||||||
8,765 | Volkswagen Auto Loan Enhanced Trust 2013-1, 0.560%, 08/21/17 | 8,761 | 0.0 | |||||||||||
260,000 | World Omni Auto Receivables Trust 2015-B, 1.840%, 01/17/22 | 262,805 | 0.1 | |||||||||||
15,072,227 | 5.5 | |||||||||||||
Credit Card Asset-Backed Securities: 4.9% | ||||||||||||||
900,000 | Cabela's Credit Card Master Note Trust, 1.780%, 06/15/22 | 905,628 | 0.3 | |||||||||||
1,500,000 | Cabela's Credit Card Master Note Trust 2015-1A A1, 2.260%, 03/15/23 | 1,538,969 | 0.6 | |||||||||||
620,000 | Capital One Multi-Asset Execution Trust 2015-A7 A7, 1.450%, 08/16/21 | 625,457 | 0.2 | |||||||||||
1,450,000 | Capital One Multi-Asset Execution Trust 2014-A5 A, 1.480%, 07/15/20 | 1,459,826 | 0.5 | |||||||||||
1,000,000 | Chase Issuance Trust 2015-A7 A7, 1.620%, 07/15/20 | 1,011,547 | 0.4 | |||||||||||
550,000 | Chase Issuance Trust, 1.370%, 06/15/21 | 553,219 | 0.2 | |||||||||||
420,000 | Citibank Credit Card Issuance Trust, 2.150%, 07/15/21 | 432,188 | 0.2 | |||||||||||
1,205,000 | Citibank Credit Card Issuance Trust, 5.350%, 02/07/20 | 1,288,235 | 0.5 | |||||||||||
1,357,000 | Citibank Credit Card Issuance Trust, 5.650%, 09/20/19 | 1,434,970 | 0.5 | |||||||||||
400,000 | Discover Card Execution Note Trust, 0.872%, 07/15/21 | 401,151 | 0.1 | |||||||||||
470,000 | Discover Card Execution Note Trust, 1.450%, 03/15/21 | 475,125 | 0.2 | |||||||||||
740,000 | Discover Card Execution Note Trust, 1.670%, 01/18/22 | 752,475 | 0.3 | |||||||||||
470,000 | Discover Card Execution Note Trust, 2.120%, 12/15/21 | 482,196 | 0.2 | |||||||||||
1,000,000 | Discover Card Execution Note Trust, 5.650%, 03/16/20 | 1,055,768 | 0.4 | |||||||||||
430,000 | Synchrony Credit Card Master Note Trust 2014-1 A, 1.600%, 04/15/21 | 431,931 | 0.1 |
See Accompanying Notes to Financial Statements
45 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Credit Card Asset-Backed Securities: (continued) | ||||||||||||||
600,000 | Synchrony Credit Card Master Note Trust 2016-1 A, 2.040%, 03/15/22 | 611,393 | 0.2 | |||||||||||
13,460,078 | 4.9 | |||||||||||||
Home Equity Asset-Backed Securities: 0.1% | ||||||||||||||
167,633 | Chase Funding Loan Acquisition Trust Series, 4.750%, 12/25/19 | 169,483 | 0.1 | |||||||||||
Other Asset-Backed Securities: 4.6% | ||||||||||||||
750,000 | # | American Residential Properties 2014-SFR1 Trust, 2.785%, 09/17/31 | 744,414 | 0.3 | ||||||||||
800,000 | # | ARES XI CLO Ltd. 2007-11A C, 1.879%, 10/11/21 | 758,854 | 0.3 | ||||||||||
500,000 | # | Atrium V 5A B, 1.326%, 07/20/20 | 486,245 | 0.2 | ||||||||||
1,000,000 | # | Bluemountain CLO III Ltd. 2007-3A C, 1.346%, 03/17/21 | 963,479 | 0.3 | ||||||||||
600,000 | # | CIFC Funding 2006-I2A B1L, 2.273%, 03/01/21 | 590,885 | 0.2 | ||||||||||
1,000,000 | # | Clydesdale CLO Ltd. 2006-1A B, 1.306%, 12/19/18 | 969,184 | 0.3 | ||||||||||
620,000 | CNH Equipment Trust 2015-B A4, 1.890%, 04/15/22 | 628,980 | 0.2 | |||||||||||
500,000 | # | Golden Tree Loan Opportunities V Ltd. 2007-5A D, 3.883%, 10/18/21 | 499,953 | 0.2 | ||||||||||
1,500,000 | # | GoldenTree Loan Opportunities III Ltd. 2007-3A C, 1.887%, 05/01/22 | 1,454,526 | 0.5 | ||||||||||
125,512 | # | GSAMP Trust 2005-SEA2, 0.803%, 01/25/45 | 124,489 | 0.0 | ||||||||||
245,561 | # | GSC Group CDO Fund VIII Ltd. 2007-8A B, 1.383%, 04/17/21 | 245,494 | 0.1 | ||||||||||
400,000 | # | Gulf Stream - Compass CLO 2007-1A C Ltd., 2.634%, 10/28/19 | 399,952 | 0.1 | ||||||||||
750,000 | # | Gulf Stream - Compass CLO 2007-1A D Ltd., 4.084%, 10/28/19 | 750,193 | 0.3 | ||||||||||
750,000 | # | Kingsland III Ltd. 2006-3A B, 1.311%, 08/24/21 | 709,207 | 0.2 | ||||||||||
500,000 | # | KKR Financial CLO 2007-1A D Ltd., 2.876%, 05/15/21 | 500,077 | 0.2 | ||||||||||
1,000,000 | # | KKR Financial CLO 2007-1A E Ltd, 5.626%, 05/15/21 | 999,950 | 0.4 | ||||||||||
500,000 | # | MSIM Peconic Bay Ltd. 2007-1A C, 2.634%, 07/20/19 | 500,019 | 0.2 | ||||||||||
1,000,000 | # | Muir Grove CLO Ltd. 2007-1A B, 2.638%, 03/25/20 | 990,993 | 0.4 | ||||||||||
500,000 | # | Muir Grove CLO Ltd. 2007-1A C, 3.638%, 03/25/20 | 499,993 | 0.2 | ||||||||||
12,816,887 | 4.6 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $41,450,227) | 41,518,675 | 15.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $271,067,556) | 272,825,021 | 99.2 | ||||||||||||
SHORT-TERM INVESTMENTS: 0.5% | ||||||||||||||
Securities Lending Collateralcc: 0.5% | ||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,000,013, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,020,000, due 07/15/16-09/20/65) | 1,000,000 | 0.4 | |||||||||||
413,974 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $413,980, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $422,254, due 07/07/16-02/01/49) | 413,974 | 0.1 | |||||||||||
1,413,974 | 0.5 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $1,413,974) | 1,413,974 | 0.5 | ||||||||||||
Total Investments in Securities (Cost $272,481,530) | $ | 274,238,995 | 99.7 | |||||||||||
Assets in Excess of Other Liabilities | 901,523 | 0.3 | ||||||||||||
Net Assets | $ | 275,140,518 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
See Accompanying Notes to Financial Statements
46 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Cost for federal income tax purposes is $272,490,162. | |
Net unrealized appreciation consists of: |
Gross Unrealized Appreciation | $ | 2,670,790 | ||
Gross Unrealized Depreciation | (921,957 | ) | ||
Net Unrealized Appreciation | $ | 1,748,833 |
See Accompanying Notes to Financial Statements
47 |
Voya Multi-Manager Large Cap Core Portfolio | PORTFOLIO OF INVESTMENTS as of june 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.7% | ||||||||||||||
Consumer Discretionary: 17.5% | ||||||||||||||
5,060 | Advance Auto Parts, Inc. | 817,848 | 0.2 | |||||||||||
30,539 | ARAMARK Holdings Corp. | 1,020,613 | 0.3 | |||||||||||
156,330 | @ | Carmax, Inc. | 7,664,860 | 1.9 | ||||||||||
189,140 | Carnival Corp. | 8,359,988 | 2.1 | |||||||||||
36,795 | CBS Corp. - Class B | 2,003,120 | 0.5 | |||||||||||
49,305 | Coach, Inc. | 2,008,686 | 0.5 | |||||||||||
73,983 | Comcast Corp. – Class A | 4,822,952 | 1.2 | |||||||||||
31,799 | Delphi Automotive PLC | 1,990,617 | 0.5 | |||||||||||
111,800 | @ | Dollar Tree, Inc. | 10,536,032 | 2.6 | ||||||||||
12,740 | Expedia, Inc. | 1,354,262 | 0.3 | |||||||||||
31,008 | Johnson Controls, Inc. | 1,372,414 | 0.4 | |||||||||||
45,965 | @ | Liberty Global PLC - Class C | 1,316,897 | 0.3 | ||||||||||
5,735 | @ | Liberty Global PLC LILAC Group C | 186,330 | 0.1 | ||||||||||
164,810 | Lowe's Cos, Inc. | 13,048,008 | 3.3 | |||||||||||
17,815 | Marriott International, Inc. | 1,183,985 | 0.3 | |||||||||||
8,005 | McDonald's Corp. | 963,322 | 0.2 | |||||||||||
39,975 | @ | Michaels Cos, Inc. | 1,136,889 | 0.3 | ||||||||||
28,370 | Newell Rubbermaid, Inc. | 1,377,931 | 0.4 | |||||||||||
25,560 | @ | O'Reilly Automotive, Inc. | 6,929,316 | 1.7 | ||||||||||
18,016 | PVH Corp. | 1,697,647 | 0.4 | |||||||||||
69,791,717 | 17.5 | |||||||||||||
Consumer Staples: 8.9% | ||||||||||||||
138,873 | Altria Group, Inc. | 9,576,682 | 2.4 | |||||||||||
107,610 | Coca-Cola Co. | 4,877,961 | 1.2 | |||||||||||
35,286 | CVS Health Corp. | 3,378,282 | 0.9 | |||||||||||
10,909 | Diageo PLC ADR | 1,231,408 | 0.3 | |||||||||||
74,831 | Edgewell Personal Care Co. | 6,316,485 | 1.6 | |||||||||||
22,745 | Kroger Co. | 836,789 | 0.2 | |||||||||||
38,744 | PepsiCo, Inc. | 4,104,539 | 1.0 | |||||||||||
25,465 | Philip Morris International, Inc. | 2,590,300 | 0.7 | |||||||||||
30,376 | Walgreens Boots Alliance, Inc. | 2,529,409 | 0.6 | |||||||||||
35,441,855 | 8.9 | |||||||||||||
Energy: 5.0% | ||||||||||||||
84,429 | Canadian Natural Resources Ltd. | 2,602,946 | 0.7 | |||||||||||
78,304 | Chevron Corp. | 8,208,608 | 2.1 | |||||||||||
29,391 | ConocoPhillips | 1,281,448 | 0.3 | |||||||||||
12,990 | EQT Corp. | 1,005,816 | 0.2 | |||||||||||
40,995 | Exxon Mobil Corp. | 3,842,871 | 1.0 | |||||||||||
26,465 | Noble Energy, Inc. | 949,300 | 0.2 | |||||||||||
1,673 | PrairieSky Royalty Ltd. | 31,248 | 0.0 | |||||||||||
24,325 | Schlumberger Ltd. | 1,923,621 | 0.5 | |||||||||||
19,845,858 | 5.0 | |||||||||||||
Financials: 19.8% | ||||||||||||||
14,140 | @ | Alleghany Corp. | 7,771,061 | 2.0 | ||||||||||
21,365 | American Tower Corp. | 2,427,278 | 0.6 | |||||||||||
18,140 | Aon PLC | 1,981,432 | 0.5 | |||||||||||
343,870 | Bank of America Corp. | 4,563,155 | 1.2 | |||||||||||
43,164 | Bank of New York Mellon Corp. | 1,676,921 | 0.4 | |||||||||||
105,747 | @ | Berkshire Hathaway, Inc. – Class B | 15,311,108 | 3.8 | ||||||||||
30,390 | Blackrock, Inc. | 10,409,487 | 2.6 | |||||||||||
28,345 | @ | CBRE Group, Inc. | 750,576 | 0.2 | ||||||||||
120,541 | Citigroup, Inc. | 5,109,733 | 1.3 | |||||||||||
78,009 | JPMorgan Chase & Co. | 4,847,479 | 1.2 | |||||||||||
129,320 | Morgan Stanley | 3,359,734 | 0.9 | |||||||||||
229,883 | Progressive Corp. | 7,701,081 | 1.9 | |||||||||||
18,170 | S&P Global, Inc. | 1,948,914 | 0.5 | |||||||||||
221,925 | Wells Fargo & Co. | 10,503,710 | 2.6 | |||||||||||
78,737,107 | 19.8 | |||||||||||||
Health Care: 12.0% | ||||||||||||||
78,939 | Abbott Laboratories | 3,103,092 | 0.8 | |||||||||||
9,235 | @ | Alexion Pharmaceuticals, Inc. | 1,078,279 | 0.3 | ||||||||||
3,483 | @ | Allergan plc | 804,887 | 0.2 | ||||||||||
13,150 | Anthem, Inc. | 1,727,121 | 0.4 | |||||||||||
7,885 | @ | Biogen, Inc. | 1,906,751 | 0.5 | ||||||||||
93,882 | Bristol-Myers Squibb Co. | 6,905,021 | 1.7 | |||||||||||
15,052 | Cardinal Health, Inc. | 1,174,207 | 0.3 | |||||||||||
24,710 | @ | Celgene Corp. | 2,437,147 | 0.6 | ||||||||||
3,665 | Cigna Corp. | 469,083 | 0.1 | |||||||||||
9,256 | Cooper Cos., Inc. | 1,588,052 | 0.4 | |||||||||||
106,560 | Eli Lilly & Co. | 8,391,600 | 2.1 | |||||||||||
46,014 | Johnson & Johnson | 5,581,498 | 1.4 | |||||||||||
55,807 | Medtronic PLC | 4,842,373 | 1.2 | |||||||||||
137,920 | Pfizer, Inc. | 4,856,163 | 1.2 | |||||||||||
8,018 | @ | Vertex Pharmaceuticals, Inc. | 689,708 | 0.2 | ||||||||||
20,295 | Zimmer Biomet Holdings, Inc. | 2,443,112 | 0.6 | |||||||||||
47,998,094 | 12.0 | |||||||||||||
Industrials: 11.9% | ||||||||||||||
70,010 | Deere & Co. | 5,673,610 | 1.4 | |||||||||||
10,445 | Dun & Bradstreet Corp. | 1,272,619 | 0.3 | |||||||||||
21,139 | Eaton Corp. PLC | 1,262,632 | 0.3 | |||||||||||
43,578 | FedEx Corp. | 6,614,269 | 1.7 | |||||||||||
66,870 | General Dynamics Corp. | 9,310,979 | 2.3 | |||||||||||
304,015 | General Electric Co. | 9,570,392 | 2.4 | |||||||||||
32,908 | Honeywell International, Inc. | 3,827,859 | 1.0 | |||||||||||
74,160 | Nielsen NV | 3,854,095 | 1.0 | |||||||||||
72,100 | Norfolk Southern Corp. | 6,137,873 | 1.5 | |||||||||||
47,524,328 | 11.9 | |||||||||||||
Information Technology: 15.2% | ||||||||||||||
104,740 | Activision Blizzard, Inc. | 4,150,846 | 1.0 | |||||||||||
3,398 | @ | Alphabet, Inc. - Class A | 2,390,595 | 0.6 | ||||||||||
7,833 | @ | Alphabet, Inc. - Class C | 5,421,219 | 1.4 | ||||||||||
132,344 | Apple, Inc. | 12,652,087 | 3.2 | |||||||||||
12,553 | Broadcom Ltd. | 1,950,736 | 0.5 | |||||||||||
185,890 | Cisco Systems, Inc. | 5,333,184 | 1.3 | |||||||||||
22,464 | @ | Electronic Arts, Inc. | 1,701,873 | 0.4 | ||||||||||
34,240 | @ | Facebook, Inc. | 3,912,947 | 1.0 | ||||||||||
20,755 | Fidelity National Information Services, Inc. | 1,529,229 | 0.4 | |||||||||||
9,713 | Intuit, Inc. | 1,084,068 | 0.3 | |||||||||||
27,351 | Mastercard, Inc. | 2,408,529 | 0.6 | |||||||||||
97,755 | Microsoft Corp. | 5,002,123 | 1.3 | |||||||||||
4,515 | @ | Palo Alto Networks, Inc. | 553,720 | 0.1 |
See Accompanying Notes to Financial Statements
48 |
Voya Multi-Manager Large Cap Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
32,310 | Qualcomm, Inc. | 1,730,847 | 0.4 | |||||||||||
12,430 | Skyworks Solutions, Inc. | 786,570 | 0.2 | |||||||||||
132,990 | Visa, Inc. - Class A | 9,863,868 | 2.5 | |||||||||||
60,472,441 | 15.2 | |||||||||||||
Materials: 3.0% | ||||||||||||||
11,425 | Monsanto Co. | 1,181,459 | 0.3 | |||||||||||
110,750 | Mosaic Co. | 2,899,435 | 0.7 | |||||||||||
19,480 | NewMarket Corp. | 8,072,123 | 2.0 | |||||||||||
12,153,017 | 3.0 | |||||||||||||
Telecommunication Services: 2.7% | ||||||||||||||
193,179 | Verizon Communications, Inc. | 10,787,115 | 2.7 | |||||||||||
Utilities: 0.7% | ||||||||||||||
10,458 | DTE Energy Co. | 1,036,597 | 0.3 | |||||||||||
22,749 | Edison International | 1,766,915 | 0.4 | |||||||||||
2,803,512 | 0.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $350,893,219) | 385,555,044 | 96.7 | ||||||||||||
SHORT-TERM INVESTMENTS: 2.6% | ||||||||||||||
Mutual Funds: 2.6% | ||||||||||||||
10,502,456 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $10,502,456) | 10,502,456 | 2.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $10,502,456) | 10,502,456 | 2.6 | ||||||||||||
Total Investments in Securities (Cost $361,395,675) | $ | 396,057,500 | 99.3 | |||||||||||
Assets in Excess of Other Liabilities | 2,633,245 | 0.7 | ||||||||||||
Net Assets | $ | 398,690,745 | 100.0 |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
Cost for federal income tax purposes is $363,123,090.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 44,893,446 | ||
Gross Unrealized Depreciation | (11,959,036 | ) | ||
Net Unrealized Appreciation | $ | 32,934,410 |
See Accompanying Notes to Financial Statements
49 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.5% | ||||||||||||||
Consumer Discretionary: 12.2% | ||||||||||||||
17,397 | Advance Auto Parts, Inc. | 2,811,877 | 0.1 | |||||||||||
91,504 | @ | Amazon.com, Inc. | 65,482,092 | 1.5 | ||||||||||
16,826 | @ | Autonation, Inc. | 790,485 | 0.0 | ||||||||||
7,062 | @ | Autozone, Inc. | 5,606,098 | 0.1 | ||||||||||
36,509 | Bed Bath & Beyond, Inc. | 1,577,919 | 0.0 | |||||||||||
66,683 | Best Buy Co., Inc. | 2,040,500 | 0.1 | |||||||||||
51,469 | BorgWarner, Inc. | 1,519,365 | 0.0 | |||||||||||
45,842 | @,L | Carmax, Inc. | 2,247,633 | 0.1 | ||||||||||
103,700 | Carnival Corp. | 4,583,540 | 0.1 | |||||||||||
98,224 | CBS Corp. - Class B | 5,347,315 | 0.1 | |||||||||||
6,907 | @,L | Chipotle Mexican Grill, Inc. | 2,781,863 | 0.1 | ||||||||||
65,756 | Coach, Inc. | 2,678,899 | 0.1 | |||||||||||
571,811 | Comcast Corp. – Class A | 37,276,359 | 0.9 | |||||||||||
26,975 | Darden Restaurants, Inc. | 1,708,596 | 0.0 | |||||||||||
64,561 | Delphi Automotive PLC | 4,041,519 | 0.1 | |||||||||||
35,590 | @ | Discovery Communications, Inc. - Class A | 897,936 | 0.0 | ||||||||||
56,467 | @ | Discovery Communications, Inc. - Class C | 1,346,738 | 0.0 | ||||||||||
67,115 | Dollar General Corp. | 6,308,810 | 0.2 | |||||||||||
55,713 | @ | Dollar Tree, Inc. | 5,250,393 | 0.1 | ||||||||||
78,076 | D.R. Horton, Inc. | 2,457,832 | 0.1 | |||||||||||
27,724 | Expedia, Inc. | 2,947,061 | 0.1 | |||||||||||
32,187 | Foot Locker, Inc. | 1,765,779 | 0.0 | |||||||||||
922,839 | Ford Motor Co. | 11,600,086 | 0.3 | |||||||||||
53,649 | Gap, Inc. | 1,138,432 | 0.0 | |||||||||||
27,742 | Garmin Ltd. | 1,176,816 | 0.0 | |||||||||||
331,401 | General Motors Co. | 9,378,648 | 0.2 | |||||||||||
35,387 | Genuine Parts Co. | 3,582,934 | 0.1 | |||||||||||
62,898 | Goodyear Tire & Rubber Co. | 1,613,963 | 0.0 | |||||||||||
53,074 | H&R Block, Inc. | 1,220,702 | 0.0 | |||||||||||
89,285 | Hanesbrands, Inc. | 2,243,732 | 0.1 | |||||||||||
42,829 | Harley-Davidson, Inc. | 1,940,154 | 0.0 | |||||||||||
16,687 | Harman International Industries, Inc. | 1,198,460 | 0.0 | |||||||||||
26,544 | Hasbro, Inc. | 2,229,431 | 0.1 | |||||||||||
294,215 | Home Depot, Inc. | 37,568,313 | 0.9 | |||||||||||
95,171 | Interpublic Group of Cos., Inc. | 2,198,450 | 0.1 | |||||||||||
153,343 | Johnson Controls, Inc. | 6,786,961 | 0.2 | |||||||||||
43,449 | Kohl's Corp. | 1,647,586 | 0.0 | |||||||||||
59,837 | L Brands, Inc. | 4,016,858 | 0.1 | |||||||||||
31,769 | Leggett & Platt, Inc. | 1,623,714 | 0.0 | |||||||||||
43,377 | Lennar Corp. - Class A | 1,999,680 | 0.1 | |||||||||||
72,532 | @ | LKQ Corp. | 2,299,264 | 0.1 | ||||||||||
209,569 | Lowe's Cos, Inc. | 16,591,578 | 0.4 | |||||||||||
72,937 | Macy's, Inc. | 2,451,413 | 0.1 | |||||||||||
45,096 | L | Marriott International, Inc. | 2,997,080 | 0.1 | ||||||||||
80,518 | Mattel, Inc. | 2,519,408 | 0.1 | |||||||||||
207,618 | McDonald's Corp. | 24,984,750 | 0.6 | |||||||||||
41,737 | @ | Michael Kors Holdings Ltd. | 2,065,147 | 0.1 | ||||||||||
15,070 | @ | Mohawk Industries, Inc. | 2,859,683 | 0.1 | ||||||||||
101,296 | @ | Netflix, Inc. | 9,266,558 | 0.2 | ||||||||||
108,008 | Newell Rubbermaid, Inc. | 5,245,949 | 0.1 | |||||||||||
90,008 | News Corp - Class A | 1,021,591 | 0.0 | |||||||||||
25,496 | L | News Corp - Class B | 297,538 | 0.0 | ||||||||||
314,900 | Nike, Inc. | 17,382,480 | 0.4 | |||||||||||
30,354 | L | Nordstrom, Inc. | 1,154,970 | 0.0 | ||||||||||
56,230 | Omnicom Group, Inc. | 4,582,183 | 0.1 | |||||||||||
22,813 | @ | O'Reilly Automotive, Inc. | 6,184,604 | 0.1 | ||||||||||
11,740 | @ | Priceline.com, Inc. | 14,656,333 | 0.3 | ||||||||||
74,473 | Pulte Group, Inc. | 1,451,479 | 0.0 | |||||||||||
19,167 | PVH Corp. | 1,806,106 | 0.0 | |||||||||||
13,486 | Ralph Lauren Corp. | 1,208,615 | 0.0 | |||||||||||
95,029 | Ross Stores, Inc. | 5,387,194 | 0.1 | |||||||||||
39,707 | Royal Caribbean Cruises Ltd. | 2,666,325 | 0.1 | |||||||||||
22,474 | Scripps Networks Interactive - Class A | 1,399,456 | 0.0 | |||||||||||
18,449 | Signet Jewelers Ltd. | 1,520,382 | 0.0 | |||||||||||
152,851 | Staples, Inc. | 1,317,576 | 0.0 | |||||||||||
346,457 | Starbucks Corp. | 19,789,624 | 0.5 | |||||||||||
39,863 | Starwood Hotels & Resorts Worldwide, Inc. | 2,947,869 | 0.1 | |||||||||||
139,367 | Target Corp. | 9,730,604 | 0.2 | |||||||||||
51,461 | TEGNA, Inc. | 1,192,351 | 0.0 | |||||||||||
25,930 | Tiffany & Co. | 1,572,395 | 0.0 | |||||||||||
185,987 | Time Warner, Inc. | 13,677,484 | 0.3 | |||||||||||
156,350 | TJX Cos., Inc. | 12,074,911 | 0.3 | |||||||||||
31,557 | Tractor Supply Co. | 2,877,367 | 0.1 | |||||||||||
27,033 | @ | TripAdvisor, Inc. | 1,738,222 | 0.0 | ||||||||||
259,145 | Twenty-First Century Fox, Inc. - Class A | 7,009,872 | 0.2 | |||||||||||
101,982 | Twenty-First Century Fox, Inc. - Class B | 2,779,010 | 0.1 | |||||||||||
14,771 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 3,598,806 | 0.1 | ||||||||||
43,535 | @ | Under Armour, Inc. | 1,584,674 | 0.0 | ||||||||||
43,314 | @,L | Under Armour, Inc. | 1,738,191 | 0.0 | ||||||||||
20,498 | @ | Urban Outfitters, Inc. | 563,695 | 0.0 | ||||||||||
78,902 | VF Corp. | 4,851,684 | 0.1 | |||||||||||
81,976 | Viacom, Inc. - Class B | 3,399,545 | 0.1 | |||||||||||
353,019 | Walt Disney Co. | 34,532,319 | 0.8 | |||||||||||
17,967 | Whirlpool Corp. | 2,994,021 | 0.1 | |||||||||||
26,478 | Wyndham Worldwide Corp. | 1,886,028 | 0.0 | |||||||||||
19,260 | Wynn Resorts Ltd. | 1,745,726 | 0.0 | |||||||||||
96,362 | Yum! Brands, Inc. | 7,990,337 | 0.2 | |||||||||||
528,225,926 | 12.2 | |||||||||||||
Consumer Staples: 10.5% | ||||||||||||||
462,705 | Altria Group, Inc. | 31,908,137 | 0.7 | |||||||||||
138,967 | Archer-Daniels-Midland Co. | 5,960,295 | 0.1 | |||||||||||
23,770 | Brown-Forman Corp. - Class B | 2,371,295 | 0.0 | |||||||||||
42,407 | Campbell Soup Co. | 2,821,338 | 0.1 | |||||||||||
30,351 | Church & Dwight Co., Inc. | 3,122,814 | 0.1 | |||||||||||
30,590 | Clorox Co. | 4,233,350 | 0.1 | |||||||||||
920,852 | Coca-Cola Co. | 41,742,221 | 1.0 | |||||||||||
211,204 | Colgate-Palmolive Co. | 15,460,133 | 0.4 | |||||||||||
103,215 | ConAgra Foods, Inc. | 4,934,709 | 0.1 | |||||||||||
41,722 | Constellation Brands, Inc. | 6,900,819 | 0.2 | |||||||||||
103,605 | Costco Wholesale Corp. | 16,270,129 | 0.4 | |||||||||||
254,012 | CVS Health Corp. | 24,319,109 | 0.6 |
See Accompanying Notes to Financial Statements
50 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
43,946 | Dr Pepper Snapple Group, Inc. | 4,246,502 | 0.1 | |||||||||||
52,642 | Estee Lauder Cos., Inc. | 4,791,475 | 0.1 | |||||||||||
140,580 | General Mills, Inc. | 10,026,166 | 0.2 | |||||||||||
33,237 | Hershey Co. | 3,772,067 | 0.1 | |||||||||||
63,911 | Hormel Foods Corp. | 2,339,143 | 0.0 | |||||||||||
28,305 | JM Smucker Co. | 4,313,965 | 0.1 | |||||||||||
59,608 | Kellogg Co. | 4,866,993 | 0.1 | |||||||||||
85,173 | Kimberly-Clark Corp. | 11,709,584 | 0.3 | |||||||||||
140,914 | Kraft Heinz Co. | 12,468,071 | 0.3 | |||||||||||
225,576 | Kroger Co. | 8,298,941 | 0.2 | |||||||||||
27,262 | McCormick & Co., Inc. | 2,908,038 | 0.1 | |||||||||||
44,147 | Mead Johnson Nutrition Co. | 4,006,340 | 0.1 | |||||||||||
43,547 | Molson Coors Brewing Co. | 4,403,908 | 0.1 | |||||||||||
367,071 | Mondelez International, Inc. | 16,705,401 | 0.4 | |||||||||||
33,296 | @ | Monster Beverage Corp. | 5,351,000 | 0.1 | ||||||||||
341,613 | PepsiCo, Inc. | 36,190,481 | 0.8 | |||||||||||
366,882 | Philip Morris International, Inc. | 37,319,237 | 0.9 | |||||||||||
629,542 | Procter & Gamble Co. | 53,303,321 | 1.2 | |||||||||||
195,793 | Reynolds American, Inc. | 10,559,116 | 0.2 | |||||||||||
123,946 | Sysco Corp. | 6,289,020 | 0.1 | |||||||||||
71,079 | Tyson Foods, Inc. | 4,747,366 | 0.1 | |||||||||||
204,387 | Walgreens Boots Alliance, Inc. | 17,019,305 | 0.4 | |||||||||||
361,181 | Wal-Mart Stores, Inc. | 26,373,437 | 0.6 | |||||||||||
75,925 | Whole Foods Market, Inc. | 2,431,119 | 0.1 | |||||||||||
454,484,345 | 10.5 | |||||||||||||
Energy: 7.3% | ||||||||||||||
120,719 | Anadarko Petroleum Corp. | 6,428,287 | 0.1 | |||||||||||
89,526 | Apache Corp. | 4,983,912 | 0.1 | |||||||||||
103,569 | Baker Hughes, Inc. | 4,674,069 | 0.1 | |||||||||||
109,975 | Cabot Oil & Gas Corp. | 2,830,757 | 0.1 | |||||||||||
138,318 | @,L | Chesapeake Energy Corp. | 592,001 | 0.0 | ||||||||||
445,742 | Chevron Corp. | 46,727,134 | 1.1 | |||||||||||
22,425 | Cimarex Energy Co. | 2,675,751 | 0.1 | |||||||||||
94,565 | Columbia Pipeline Group, Inc. | 2,410,462 | 0.1 | |||||||||||
30,829 | @ | Concho Resources, Inc./Midland TX | 3,676,975 | 0.1 | ||||||||||
292,885 | ConocoPhillips | 12,769,786 | 0.3 | |||||||||||
123,929 | Devon Energy Corp. | 4,492,426 | 0.1 | |||||||||||
15,248 | Diamond Offshore Drilling | 370,984 | 0.0 | |||||||||||
130,144 | EOG Resources, Inc. | 10,856,612 | 0.3 | |||||||||||
40,854 | EQT Corp. | 3,163,325 | 0.1 | |||||||||||
980,695 | Exxon Mobil Corp. | 91,930,349 | 2.1 | |||||||||||
53,535 | @ | FMC Technologies, Inc. | 1,427,778 | 0.0 | ||||||||||
203,221 | Halliburton Co. | 9,203,879 | 0.2 | |||||||||||
25,552 | L | Helmerich & Payne, Inc. | 1,715,306 | 0.0 | ||||||||||
62,345 | Hess Corp. | 3,746,935 | 0.1 | |||||||||||
432,776 | Kinder Morgan, Inc. | 8,101,567 | 0.2 | |||||||||||
200,474 | Marathon Oil Corp. | 3,009,115 | 0.1 | |||||||||||
125,309 | Marathon Petroleum Corp. | 4,756,730 | 0.1 | |||||||||||
38,282 | Murphy Oil Corp. | 1,215,454 | 0.0 | |||||||||||
89,177 | National Oilwell Varco, Inc. | 3,000,806 | 0.1 | |||||||||||
46,522 | @ | Newfield Exploration Co. | 2,055,342 | 0.0 | ||||||||||
101,360 | Noble Energy, Inc. | 3,635,783 | 0.1 | |||||||||||
180,629 | Occidental Petroleum Corp. | 13,648,327 | 0.3 | |||||||||||
49,691 | Oneok, Inc. | 2,357,838 | 0.1 | |||||||||||
110,630 | Phillips 66 | 8,777,384 | 0.2 | |||||||||||
38,683 | Pioneer Natural Resources Co. | 5,849,256 | 0.1 | |||||||||||
40,146 | Range Resources Corp. | 1,731,898 | 0.0 | |||||||||||
328,629 | Schlumberger Ltd. | 25,987,981 | 0.6 | |||||||||||
111,941 | @,L | Southwestern Energy Co. | 1,408,218 | 0.0 | ||||||||||
161,820 | Spectra Energy Corp. | 5,927,467 | 0.1 | |||||||||||
28,376 | Tesoro Corp. | 2,125,930 | 0.1 | |||||||||||
81,190 | L | Transocean Ltd. | 965,349 | 0.0 | ||||||||||
111,111 | Valero Energy Corp. | 5,666,661 | 0.1 | |||||||||||
161,538 | Williams Cos., Inc. | 3,494,067 | 0.1 | |||||||||||
318,391,901 | 7.3 | |||||||||||||
Financials: 15.6% | ||||||||||||||
12,727 | @ | Affiliated Managers Group, Inc. | 1,791,580 | 0.0 | ||||||||||
97,911 | Aflac, Inc. | 7,065,258 | 0.2 | |||||||||||
264,657 | American International Group, Inc. | 13,997,709 | 0.3 | |||||||||||
88,540 | Allstate Corp. | 6,193,373 | 0.1 | |||||||||||
191,186 | American Express Co. | 11,616,461 | 0.3 | |||||||||||
100,411 | American Tower Corp. | 11,407,694 | 0.3 | |||||||||||
39,216 | Ameriprise Financial, Inc. | 3,523,558 | 0.1 | |||||||||||
62,655 | Aon PLC | 6,843,806 | 0.2 | |||||||||||
37,040 | Apartment Investment & Management Co. | 1,635,686 | 0.0 | |||||||||||
41,892 | Arthur J. Gallagher & Co. | 1,994,059 | 0.0 | |||||||||||
14,649 | Assurant, Inc. | 1,264,355 | 0.0 | |||||||||||
32,440 | AvalonBay Communities, Inc. | 5,851,852 | 0.1 | |||||||||||
2,429,361 | Bank of America Corp. | 32,237,620 | 0.7 | |||||||||||
254,736 | Bank of New York Mellon Corp. | 9,896,494 | 0.2 | |||||||||||
194,140 | BB&T Corp. | 6,913,325 | 0.2 | |||||||||||
443,175 | @ | Berkshire Hathaway, Inc. – Class B | 64,167,308 | 1.5 | ||||||||||
29,751 | Blackrock, Inc. | 10,190,610 | 0.2 | |||||||||||
36,330 | Boston Properties, Inc. | 4,791,927 | 0.1 | |||||||||||
121,115 | Capital One Financial Corp. | 7,692,014 | 0.2 | |||||||||||
69,020 | @ | CBRE Group, Inc. | 1,827,650 | 0.0 | ||||||||||
284,454 | Charles Schwab Corp. | 7,199,531 | 0.2 | |||||||||||
109,852 | Chubb Ltd. | 14,358,755 | 0.3 | |||||||||||
34,984 | Cincinnati Financial Corp. | 2,619,952 | 0.1 | |||||||||||
694,126 | Citigroup, Inc. | 29,424,001 | 0.7 | |||||||||||
125,107 | Citizens Financial Group, Inc. | 2,499,638 | 0.1 | |||||||||||
80,091 | CME Group, Inc. | 7,800,863 | 0.2 | |||||||||||
41,421 | Comerica, Inc. | 1,703,646 | 0.0 | |||||||||||
79,678 | Crown Castle International Corp. | 8,081,740 | 0.2 | |||||||||||
34,724 | Digital Realty Trust, Inc. | 3,784,569 | 0.1 | |||||||||||
97,494 | Discover Financial Services | 5,224,703 | 0.1 | |||||||||||
65,921 | @ | E*Trade Financial Corp. | 1,548,484 | 0.0 | ||||||||||
16,421 | Equinix, Inc. | 6,366,914 | 0.1 | |||||||||||
86,444 | Equity Residential | 5,954,263 | 0.1 | |||||||||||
15,475 | Essex Property Trust, Inc. | 3,529,693 | 0.1 |
See Accompanying Notes to Financial Statements
51 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
29,613 | Extra Space Storage, Inc. | 2,740,387 | 0.1 | |||||||||||
16,770 | Federal Realty Investment Trust | 2,776,273 | 0.1 | |||||||||||
181,570 | Fifth Third Bancorp | 3,193,816 | 0.1 | |||||||||||
87,154 | Franklin Resources, Inc. | 2,908,329 | 0.1 | |||||||||||
137,862 | General Growth Properties, Inc. | 4,111,045 | 0.1 | |||||||||||
91,366 | Goldman Sachs Group, Inc. | 13,575,160 | 0.3 | |||||||||||
93,038 | Hartford Financial Services Group, Inc. | 4,129,026 | 0.1 | |||||||||||
110,469 | HCP, Inc. | 3,908,393 | 0.1 | |||||||||||
176,744 | Host Hotels & Resorts, Inc. | 2,865,020 | 0.1 | |||||||||||
188,937 | Huntington Bancshares, Inc. | 1,689,097 | 0.0 | |||||||||||
28,155 | Intercontinental Exchange, Inc. | 7,206,554 | 0.2 | |||||||||||
98,687 | Invesco Ltd. | 2,520,466 | 0.1 | |||||||||||
56,528 | Iron Mountain, Inc. | 2,251,510 | 0.1 | |||||||||||
864,819 | JPMorgan Chase & Co. | 53,739,853 | 1.2 | |||||||||||
199,226 | Keycorp | 2,201,447 | 0.0 | |||||||||||
99,250 | Kimco Realty Corp. | 3,114,465 | 0.1 | |||||||||||
24,929 | Legg Mason, Inc. | 735,156 | 0.0 | |||||||||||
78,838 | Leucadia National Corp. | 1,366,263 | 0.0 | |||||||||||
56,527 | Lincoln National Corp. | 2,191,552 | 0.0 | |||||||||||
63,343 | Loews Corp. | 2,602,764 | 0.1 | |||||||||||
37,605 | M&T Bank Corp. | 4,446,039 | 0.1 | |||||||||||
29,852 | Macerich Co. | 2,549,062 | 0.1 | |||||||||||
123,275 | Marsh & McLennan Cos., Inc. | 8,439,406 | 0.2 | |||||||||||
259,841 | Metlife, Inc. | 10,349,467 | 0.2 | |||||||||||
39,980 | Moody's Corp. | 3,746,526 | 0.1 | |||||||||||
357,331 | Morgan Stanley | 9,283,459 | 0.2 | |||||||||||
27,237 | Nasdaq, Inc. | 1,761,417 | 0.0 | |||||||||||
78,169 | Navient Corp. | 934,120 | 0.0 | |||||||||||
50,725 | Northern Trust Corp. | 3,361,039 | 0.1 | |||||||||||
73,521 | People's United Financial, Inc. | 1,077,818 | 0.0 | |||||||||||
118,093 | PNC Financial Services Group, Inc. | 9,611,589 | 0.2 | |||||||||||
63,754 | Principal Financial Group, Inc. | 2,620,927 | 0.1 | |||||||||||
137,883 | Progressive Corp. | 4,619,081 | 0.1 | |||||||||||
124,252 | ProLogis, Inc. | 6,093,318 | 0.1 | |||||||||||
104,536 | Prudential Financial, Inc. | 7,457,598 | 0.2 | |||||||||||
34,855 | Public Storage, Inc. | 8,908,589 | 0.2 | |||||||||||
60,932 | Realty Income Corp. | 4,226,244 | 0.1 | |||||||||||
299,585 | Regions Financial Corp. | 2,549,468 | 0.1 | |||||||||||
62,580 | S&P Global, Inc. | 6,712,331 | 0.2 | |||||||||||
73,177 | Simon Property Group, Inc. | 15,872,091 | 0.4 | |||||||||||
23,707 | SL Green Realty Corp. | 2,524,084 | 0.1 | |||||||||||
93,642 | State Street Corp. | 5,049,177 | 0.1 | |||||||||||
118,520 | SunTrust Bank | 4,868,802 | 0.1 | |||||||||||
197,227 | @ | Synchrony Financial | 4,985,899 | 0.1 | ||||||||||
58,701 | T. Rowe Price Group, Inc. | 4,283,412 | 0.1 | |||||||||||
26,538 | Torchmark Corp. | 1,640,579 | 0.0 | |||||||||||
69,153 | Travelers Cos., Inc. | 8,231,973 | 0.2 | |||||||||||
63,180 | UDR, Inc. | 2,332,606 | 0.1 | |||||||||||
56,232 | Unum Group | 1,787,615 | 0.0 | |||||||||||
383,805 | US Bancorp | 15,478,856 | 0.4 | |||||||||||
79,970 | Ventas, Inc. | 5,823,415 | 0.1 | |||||||||||
41,967 | Vornado Realty Trust | 4,201,736 | 0.1 | |||||||||||
1,092,681 | Wells Fargo & Co. | 51,716,592 | 1.2 | |||||||||||
84,432 | Welltower, Inc. | 6,431,185 | 0.1 | |||||||||||
176,687 | Weyerhaeuser Co. | 5,259,972 | 0.1 | |||||||||||
32,743 | Willis Towers Watson PLC | 4,070,282 | 0.1 | |||||||||||
67,326 | XL Group Plc | 2,242,629 | 0.1 | |||||||||||
48,395 | Zions Bancorp. | 1,216,166 | 0.0 | |||||||||||
677,590,236 | 15.6 | |||||||||||||
Health Care: 14.9% | ||||||||||||||
347,462 | Abbott Laboratories | 13,658,731 | 0.3 | |||||||||||
382,514 | AbbVie, Inc. | 23,681,442 | 0.6 | |||||||||||
82,919 | Aetna, Inc. | 10,126,897 | 0.2 | |||||||||||
77,520 | Agilent Technologies, Inc. | 3,438,787 | 0.1 | |||||||||||
52,982 | @ | Alexion Pharmaceuticals, Inc. | 6,186,178 | 0.1 | ||||||||||
93,552 | @ | Allergan plc | 21,618,932 | 0.5 | ||||||||||
43,394 | AmerisourceBergen Corp. | 3,442,012 | 0.1 | |||||||||||
177,667 | Amgen, Inc. | 27,032,034 | 0.6 | |||||||||||
62,190 | Anthem, Inc. | 8,168,035 | 0.2 | |||||||||||
130,614 | Baxter International, Inc. | 5,906,365 | 0.1 | |||||||||||
50,187 | Becton Dickinson & Co. | 8,511,213 | 0.2 | |||||||||||
51,807 | @ | Biogen, Inc. | 12,527,969 | 0.3 | ||||||||||
320,906 | @ | Boston Scientific Corp. | 7,499,573 | 0.2 | ||||||||||
394,800 | Bristol-Myers Squibb Co. | 29,037,540 | 0.7 | |||||||||||
77,057 | Cardinal Health, Inc. | 6,011,217 | 0.1 | |||||||||||
183,198 | @ | Celgene Corp. | 18,068,819 | 0.4 | ||||||||||
40,318 | @ | Centene Corp. | 2,877,496 | 0.1 | ||||||||||
71,163 | @ | Cerner Corp. | 4,170,152 | 0.1 | ||||||||||
60,667 | Cigna Corp. | 7,764,769 | 0.2 | |||||||||||
17,341 | CR Bard, Inc. | 4,077,910 | 0.1 | |||||||||||
141,706 | Danaher Corp. | 14,312,306 | 0.3 | |||||||||||
38,583 | @ | DaVita HealthCare Partners, Inc. | 2,983,238 | 0.1 | ||||||||||
55,397 | Dentsply Sirona, Inc. | 3,436,830 | 0.1 | |||||||||||
50,084 | @ | Edwards Lifesciences Corp. | 4,994,877 | 0.1 | ||||||||||
229,736 | Eli Lilly & Co. | 18,091,710 | 0.4 | |||||||||||
48,449 | @ | Endo International PLC | 755,320 | 0.0 | ||||||||||
149,662 | @ | Express Scripts Holding Co. | 11,344,380 | 0.3 | ||||||||||
314,983 | Gilead Sciences, Inc. | 26,275,882 | 0.6 | |||||||||||
71,215 | @ | HCA Holdings, Inc. | 5,484,267 | 0.1 | ||||||||||
19,410 | @ | Henry Schein, Inc. | 3,431,688 | 0.1 | ||||||||||
57,372 | @ | Hologic, Inc. | 1,985,071 | 0.0 | ||||||||||
35,249 | Humana, Inc. | 6,340,590 | 0.2 | |||||||||||
34,814 | @ | Illumina, Inc. | 4,887,189 | 0.1 | ||||||||||
9,002 | @ | Intuitive Surgical, Inc. | 5,954,013 | 0.1 | ||||||||||
650,542 | Johnson & Johnson | 78,910,745 | 1.8 | |||||||||||
24,219 | @ | Laboratory Corp. of America Holdings | 3,155,009 | 0.1 | ||||||||||
25,857 | @ | Mallinckrodt PLC - W/I | 1,571,588 | 0.0 | ||||||||||
53,219 | McKesson Corp. | 9,933,326 | 0.2 | |||||||||||
332,564 | Medtronic PLC | 28,856,578 | 0.7 | |||||||||||
654,653 | Merck & Co., Inc. | 37,714,559 | 0.9 | |||||||||||
100,995 | @ | Mylan NV | 4,367,024 | 0.1 | ||||||||||
19,686 | Patterson Cos., Inc. | 942,763 | 0.0 | |||||||||||
25,787 | PerkinElmer, Inc. | 1,351,755 | 0.0 | |||||||||||
33,873 | Perrigo Co. PLC | 3,071,265 | 0.1 | |||||||||||
1,434,368 | Pfizer, Inc. | 50,504,097 | 1.2 | |||||||||||
33,456 | Quest Diagnostics, Inc. | 2,723,653 | 0.1 | |||||||||||
18,447 | @ | Regeneron Pharmaceuticals, Inc. | 6,442,246 | 0.2 | ||||||||||
67,233 | St. Jude Medical, Inc. | 5,244,174 | 0.1 | |||||||||||
74,297 | Stryker Corp. | 8,903,009 | 0.2 |
See Accompanying Notes to Financial Statements
52 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
93,068 | Thermo Fisher Scientific, Inc. | 13,751,728 | 0.3 | |||||||||||
224,871 | UnitedHealth Group, Inc. | 31,751,785 | 0.7 | |||||||||||
21,229 | Universal Health Services, Inc. | 2,846,809 | 0.1 | |||||||||||
22,519 | @ | Varian Medical Systems, Inc. | 1,851,737 | 0.0 | ||||||||||
58,500 | @ | Vertex Pharmaceuticals, Inc. | 5,032,170 | 0.1 | ||||||||||
19,143 | @ | Waters Corp. | 2,692,463 | 0.1 | ||||||||||
47,122 | Zimmer Biomet Holdings, Inc. | 5,672,546 | 0.1 | |||||||||||
107,966 | Zoetis, Inc. | 5,124,066 | 0.1 | |||||||||||
646,498,527 | 14.9 | |||||||||||||
Industrials: 9.8% | ||||||||||||||
143,444 | 3M Co. | 25,119,913 | 0.6 | |||||||||||
10,367 | Acuity Brands, Inc. | 2,570,601 | 0.1 | |||||||||||
29,150 | Alaska Air Group, Inc. | 1,699,153 | 0.0 | |||||||||||
22,642 | Allegion Public Ltd. | 1,572,034 | 0.0 | |||||||||||
136,741 | American Airlines Group, Inc. | 3,871,138 | 0.1 | |||||||||||
55,203 | Ametek, Inc. | 2,552,035 | 0.1 | |||||||||||
141,617 | Boeing Co. | 18,391,800 | 0.4 | |||||||||||
138,089 | Caterpillar, Inc. | 10,468,527 | 0.2 | |||||||||||
33,766 | CH Robinson Worldwide, Inc. | 2,507,125 | 0.1 | |||||||||||
20,499 | Cintas Corp. | 2,011,567 | 0.0 | |||||||||||
226,068 | CSX Corp. | 5,895,853 | 0.1 | |||||||||||
37,471 | Cummins, Inc. | 4,213,239 | 0.1 | |||||||||||
70,608 | Deere & Co. | 5,722,072 | 0.1 | |||||||||||
182,486 | Delta Air Lines, Inc. | 6,647,965 | 0.2 | |||||||||||
36,694 | Dover Corp. | 2,543,628 | 0.1 | |||||||||||
8,576 | Dun & Bradstreet Corp. | 1,044,900 | 0.0 | |||||||||||
108,320 | Eaton Corp. PLC | 6,469,954 | 0.1 | |||||||||||
152,156 | Emerson Electric Co. | 7,936,457 | 0.2 | |||||||||||
28,148 | Equifax, Inc. | 3,614,203 | 0.1 | |||||||||||
43,058 | Expeditors International Washington, Inc. | 2,111,564 | 0.0 | |||||||||||
68,323 | L | Fastenal Co. | 3,032,858 | 0.1 | ||||||||||
59,040 | FedEx Corp. | 8,961,091 | 0.2 | |||||||||||
30,833 | Flowserve Corp. | 1,392,727 | 0.0 | |||||||||||
32,929 | Fluor Corp. | 1,622,741 | 0.0 | |||||||||||
36,275 | Fortune Brands Home & Security, Inc. | 2,102,862 | 0.0 | |||||||||||
67,950 | General Dynamics Corp. | 9,461,358 | 0.2 | |||||||||||
2,174,820 | General Electric Co. | 68,463,334 | 1.6 | |||||||||||
180,245 | Honeywell International, Inc. | 20,966,098 | 0.5 | |||||||||||
76,494 | Illinois Tool Works, Inc. | 7,967,615 | 0.2 | |||||||||||
60,892 | Ingersoll-Rand PLC - Class A | 3,877,603 | 0.1 | |||||||||||
28,836 | @ | Jacobs Engineering Group, Inc. | 1,436,321 | 0.0 | ||||||||||
21,049 | JB Hunt Transport Services, Inc. | 1,703,496 | 0.0 | |||||||||||
25,540 | Kansas City Southern | 2,300,899 | 0.1 | |||||||||||
18,200 | L-3 Communications Holdings, Inc. | 2,669,758 | 0.1 | |||||||||||
61,925 | Lockheed Martin Corp. | 15,367,927 | 0.4 | |||||||||||
78,697 | Masco Corp. | 2,434,885 | 0.1 | |||||||||||
85,333 | Nielsen NV | 4,434,756 | 0.1 | |||||||||||
69,944 | Norfolk Southern Corp. | 5,954,333 | 0.1 | |||||||||||
42,678 | Northrop Grumman Corp. | 9,486,466 | 0.2 | |||||||||||
82,887 | Paccar, Inc. | 4,299,349 | 0.1 | |||||||||||
31,853 | Parker Hannifin Corp. | 3,441,717 | 0.1 | |||||||||||
42,741 | Pentair PLC | 2,491,373 | 0.1 | |||||||||||
44,610 | Pitney Bowes, Inc. | 794,058 | 0.0 | |||||||||||
35,721 | @ | Quanta Services, Inc. | 825,870 | 0.0 | ||||||||||
70,238 | Raytheon Co. | 9,548,856 | 0.2 | |||||||||||
56,121 | Republic Services, Inc. | 2,879,568 | 0.1 | |||||||||||
31,058 | Robert Half International, Inc. | 1,185,173 | 0.0 | |||||||||||
30,808 | Rockwell Automation, Inc. | 3,537,375 | 0.1 | |||||||||||
30,792 | Rockwell Collins, Inc. | 2,621,631 | 0.1 | |||||||||||
23,935 | Roper Technologies, Inc. | 4,082,354 | 0.1 | |||||||||||
12,702 | Ryder System, Inc. | 776,600 | 0.0 | |||||||||||
13,752 | Snap-On, Inc. | 2,170,341 | 0.1 | |||||||||||
151,053 | Southwest Airlines Co. | 5,922,788 | 0.1 | |||||||||||
35,504 | Stanley Black & Decker, Inc. | 3,948,755 | 0.1 | |||||||||||
20,083 | @ | Stericycle, Inc. | 2,091,042 | 0.0 | ||||||||||
63,581 | Textron, Inc. | 2,324,521 | 0.1 | |||||||||||
12,530 | @ | TransDigm Group, Inc. | 3,304,036 | 0.1 | ||||||||||
100,633 | Tyco International Plc | 4,286,966 | 0.1 | |||||||||||
198,909 | Union Pacific Corp. | 17,354,810 | 0.4 | |||||||||||
79,395 | @ | United Continental Holdings, Inc. | 3,258,371 | 0.1 | ||||||||||
163,296 | United Parcel Service, Inc. - Class B | 17,590,245 | 0.4 | |||||||||||
20,932 | @ | United Rentals, Inc. | 1,404,537 | 0.0 | ||||||||||
184,069 | United Technologies Corp. | 18,876,276 | 0.4 | |||||||||||
36,591 | @ | Verisk Analytics, Inc. | 2,966,798 | 0.1 | ||||||||||
97,716 | Waste Management, Inc. | 6,475,639 | 0.2 | |||||||||||
13,343 | WW Grainger, Inc. | 3,032,197 | 0.1 | |||||||||||
42,311 | Xylem, Inc. | 1,889,186 | 0.0 | |||||||||||
423,981,288 | 9.8 | |||||||||||||
Information Technology: 19.7% | ||||||||||||||
147,530 | Accenture PLC | 16,713,674 | 0.4 | |||||||||||
120,471 | Activision Blizzard, Inc. | 4,774,266 | 0.1 | |||||||||||
118,303 | @ | Adobe Systems, Inc. | 11,332,244 | 0.3 | ||||||||||
41,529 | @ | Akamai Technologies, Inc. | 2,322,717 | 0.1 | ||||||||||
13,940 | @ | Alliance Data Systems Corp. | 2,731,125 | 0.1 | ||||||||||
69,456 | @ | Alphabet, Inc. - Class A | 48,864,380 | 1.1 | ||||||||||
69,854 | @ | Alphabet, Inc. - Class C | 48,345,953 | 1.1 | ||||||||||
72,827 | Amphenol Corp. | 4,175,172 | 0.1 | |||||||||||
72,690 | Analog Devices, Inc. | 4,117,162 | 0.1 | |||||||||||
1,295,439 | Apple, Inc. | 123,843,968 | 2.9 | |||||||||||
257,589 | Applied Materials, Inc. | 6,174,408 | 0.1 | |||||||||||
53,117 | @ | Autodesk, Inc. | 2,875,754 | 0.1 | ||||||||||
107,737 | Automatic Data Processing, Inc. | 9,897,798 | 0.2 | |||||||||||
87,726 | Broadcom Ltd. | 13,632,620 | 0.3 | |||||||||||
69,984 | CA, Inc. | 2,297,575 | 0.1 | |||||||||||
1,189,553 | Cisco Systems, Inc. | 34,128,276 | 0.8 | |||||||||||
36,683 | @ | Citrix Systems, Inc. | 2,937,942 | 0.1 | ||||||||||
143,292 | @ | Cognizant Technology Solutions Corp. | 8,202,034 | 0.2 | ||||||||||
254,326 | Corning, Inc. | 5,208,597 | 0.1 | |||||||||||
32,443 | CSRA, Inc. | 760,140 | 0.0 | |||||||||||
249,984 | @ | eBay, Inc. | 5,852,125 | 0.1 | ||||||||||
71,333 | @ | Electronic Arts, Inc. | 5,404,188 | 0.1 | ||||||||||
461,942 | EMC Corp. | 12,550,964 | 0.3 | |||||||||||
15,842 | @ | F5 Networks, Inc. | 1,803,453 | 0.0 | ||||||||||
546,768 | @ | Facebook, Inc. | 62,484,647 | 1.4 |
See Accompanying Notes to Financial Statements
53 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
65,627 | Fidelity National Information Services, Inc. | 4,835,397 | 0.1 | |||||||||||
18,137 | @ | First Solar, Inc. | 879,282 | 0.0 | ||||||||||
52,583 | @ | Fiserv, Inc. | 5,717,350 | 0.1 | ||||||||||
32,551 | Flir Systems, Inc. | 1,007,454 | 0.0 | |||||||||||
36,422 | Global Payments, Inc. | 2,599,802 | 0.1 | |||||||||||
29,499 | Harris Corp. | 2,461,397 | 0.1 | |||||||||||
393,005 | Hewlett Packard Enterprise Co. | 7,180,201 | 0.2 | |||||||||||
404,568 | HP, Inc. | 5,077,328 | 0.1 | |||||||||||
208,874 | International Business Machines Corp. | 31,702,896 | 0.7 | |||||||||||
1,116,778 | Intel Corp. | 36,630,318 | 0.8 | |||||||||||
60,515 | Intuit, Inc. | 6,754,079 | 0.2 | |||||||||||
83,541 | Juniper Networks, Inc. | 1,878,837 | 0.0 | |||||||||||
36,826 | KLA-Tencor Corp. | 2,697,505 | 0.1 | |||||||||||
37,747 | Lam Research Corp. | 3,173,013 | 0.1 | |||||||||||
56,548 | Linear Technology Corp. | 2,631,178 | 0.1 | |||||||||||
229,600 | Mastercard, Inc. | 20,218,576 | 0.5 | |||||||||||
50,807 | Microchip Technology, Inc. | 2,578,963 | 0.1 | |||||||||||
245,266 | @ | Micron Technology, Inc. | 3,374,860 | 0.1 | ||||||||||
1,859,041 | Microsoft Corp. | 95,127,128 | 2.2 | |||||||||||
37,578 | Motorola Solutions, Inc. | 2,479,021 | 0.1 | |||||||||||
68,370 | NetApp, Inc. | 1,681,218 | 0.0 | |||||||||||
119,980 | Nvidia Corp. | 5,640,260 | 0.1 | |||||||||||
736,099 | Oracle Corp. | 30,128,532 | 0.7 | |||||||||||
75,802 | Paychex, Inc. | 4,510,219 | 0.1 | |||||||||||
260,853 | @ | PayPal Holdings, Inc. | 9,523,743 | 0.2 | ||||||||||
30,162 | @ | Qorvo, Inc. | 1,666,752 | 0.0 | ||||||||||
347,406 | Qualcomm, Inc. | 18,610,539 | 0.4 | |||||||||||
42,911 | @ | Red Hat, Inc. | 3,115,339 | 0.1 | ||||||||||
150,619 | @ | Salesforce.com, Inc. | 11,960,655 | 0.3 | ||||||||||
70,593 | L | Seagate Technology | 1,719,646 | 0.0 | ||||||||||
44,993 | Skyworks Solutions, Inc. | 2,847,157 | 0.1 | |||||||||||
144,811 | Symantec Corp. | 2,974,418 | 0.1 | |||||||||||
84,579 | TE Connectivity Ltd. | 4,830,307 | 0.1 | |||||||||||
30,746 | @ | Teradata Corp. | 770,802 | 0.0 | ||||||||||
237,505 | Texas Instruments, Inc. | 14,879,688 | 0.3 | |||||||||||
39,951 | Total System Services, Inc. | 2,121,798 | 0.0 | |||||||||||
22,577 | @,L | VeriSign, Inc. | 1,952,007 | 0.0 | ||||||||||
450,493 | Visa, Inc. - Class A | 33,413,066 | 0.8 | |||||||||||
66,562 | Western Digital Corp. | 3,145,720 | 0.1 | |||||||||||
116,157 | Western Union Co. | 2,227,891 | 0.1 | |||||||||||
225,205 | Xerox Corp. | 2,137,196 | 0.0 | |||||||||||
60,008 | Xilinx, Inc. | 2,768,169 | 0.1 | |||||||||||
206,688 | @ | Yahoo!, Inc. | 7,763,201 | 0.2 | ||||||||||
850,824,090 | 19.7 | |||||||||||||
Materials: 2.9% | ||||||||||||||
45,994 | Air Products & Chemicals, Inc. | 6,532,988 | 0.2 | |||||||||||
26,559 | Albemarle Corp. | 2,106,394 | 0.0 | |||||||||||
311,030 | Alcoa, Inc. | 2,883,248 | 0.1 | |||||||||||
21,092 | Avery Dennison Corp. | 1,576,627 | 0.0 | |||||||||||
41,142 | Ball Corp. | 2,974,155 | 0.1 | |||||||||||
55,128 | CF Industries Holdings, Inc. | 1,328,585 | 0.0 | |||||||||||
265,555 | Dow Chemical Co. | 13,200,739 | 0.3 | |||||||||||
35,159 | Eastman Chemical Co. | 2,387,296 | 0.1 | |||||||||||
62,432 | Ecolab, Inc. | 7,404,435 | 0.2 | |||||||||||
206,591 | Du Pont E I de Nemours & Co. | 13,387,097 | 0.3 | |||||||||||
31,634 | FMC Corp. | 1,464,971 | 0.0 | |||||||||||
296,138 | Freeport-McMoRan, Inc. | 3,298,977 | 0.1 | |||||||||||
18,853 | International Flavors & Fragrances, Inc. | 2,376,798 | 0.1 | |||||||||||
97,245 | International Paper Co. | 4,121,243 | 0.1 | |||||||||||
80,739 | LyondellBasell Industries NV - Class A | 6,008,596 | 0.1 | |||||||||||
15,025 | Martin Marietta Materials, Inc. | 2,884,800 | 0.1 | |||||||||||
103,317 | Monsanto Co. | 10,684,011 | 0.2 | |||||||||||
82,734 | Mosaic Co. | 2,165,976 | 0.0 | |||||||||||
125,474 | Newmont Mining Corp. | 4,908,543 | 0.1 | |||||||||||
75,192 | Nucor Corp. | 3,715,237 | 0.1 | |||||||||||
38,295 | @ | Owens-Illinois, Inc. | 689,693 | 0.0 | ||||||||||
62,926 | PPG Industries, Inc. | 6,553,743 | 0.2 | |||||||||||
67,467 | Praxair, Inc. | 7,582,616 | 0.2 | |||||||||||
46,625 | Sealed Air Corp. | 2,143,351 | 0.0 | |||||||||||
18,595 | Sherwin-Williams Co. | 5,460,794 | 0.1 | |||||||||||
31,500 | Vulcan Materials Co. | 3,791,340 | 0.1 | |||||||||||
59,744 | WestRock Co. | 2,322,249 | 0.1 | |||||||||||
123,954,502 | 2.9 | |||||||||||||
Telecommunication Services: 2.9% | ||||||||||||||
1,455,926 | AT&T, Inc. | 62,910,562 | 1.5 | |||||||||||
129,145 | CenturyLink, Inc. | 3,746,496 | 0.1 | |||||||||||
277,440 | Frontier Communications Corp. | 1,370,554 | 0.0 | |||||||||||
68,569 | @ | Level 3 Communications, Inc. | 3,530,618 | 0.1 | ||||||||||
964,063 | Verizon Communications, Inc. | 53,833,278 | 1.2 | |||||||||||
125,391,508 | 2.9 | |||||||||||||
Utilities: 3.7% | ||||||||||||||
155,858 | AES Corp. | 1,945,108 | 0.0 | |||||||||||
29,291 | AGL Resources, Inc. | 1,932,327 | 0.0 | |||||||||||
53,717 | Alliant Energy Corp. | 2,132,565 | 0.0 | |||||||||||
57,385 | Ameren Corp. | 3,074,688 | 0.1 | |||||||||||
116,199 | American Electric Power Co., Inc. | 8,144,388 | 0.2 | |||||||||||
42,031 | American Water Works Co., Inc. | 3,552,040 | 0.1 | |||||||||||
101,844 | Centerpoint Energy, Inc. | 2,444,256 | 0.1 | |||||||||||
66,022 | CMS Energy Corp. | 3,027,769 | 0.1 | |||||||||||
71,936 | Consolidated Edison, Inc. | 5,786,532 | 0.1 | |||||||||||
145,739 | Dominion Resources, Inc. | 11,357,440 | 0.3 | |||||||||||
42,438 | DTE Energy Co. | 4,206,455 | 0.1 | |||||||||||
162,930 | Duke Energy Corp. | 13,977,765 | 0.3 | |||||||||||
77,056 | Edison International | 5,984,939 | 0.1 | |||||||||||
42,274 | Entergy Corp. | 3,438,990 | 0.1 | |||||||||||
75,022 | Eversource Energy | 4,493,818 | 0.1 | |||||||||||
218,011 | Exelon Corp. | 7,926,880 | 0.2 | |||||||||||
100,447 | FirstEnergy Corp. | 3,506,605 | 0.1 | |||||||||||
109,135 | NextEra Energy, Inc. | 14,231,204 | 0.3 | |||||||||||
76,047 | NiSource, Inc. | 2,016,766 | 0.1 | |||||||||||
74,478 | NRG Energy, Inc. | 1,116,425 | 0.0 | |||||||||||
117,316 | PG&E Corp. | 7,498,839 | 0.2 | |||||||||||
26,286 | Pinnacle West Capital Corp. | 2,130,743 | 0.1 | |||||||||||
160,101 | PPL Corp. | 6,043,813 | 0.1 | |||||||||||
119,655 | Public Service Enterprise Group, Inc. | 5,577,119 | 0.1 | |||||||||||
33,801 | SCANA Corp. | 2,557,384 | 0.1 | |||||||||||
56,058 | Sempra Energy | 6,391,733 | 0.2 | |||||||||||
221,973 | Southern Co. | 11,904,412 | 0.3 | |||||||||||
57,170 | TECO Energy, Inc. | 1,580,179 | 0.0 | |||||||||||
74,653 | WEC Energy Group, Inc. | 4,874,841 | 0.1 |
See Accompanying Notes to Financial Statements
54 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
120,134 | Xcel Energy, Inc. | 5,379,600 | 0.1 | |||||||||||
158,235,623 | 3.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $2,959,251,585) | 4,307,577,946 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.0% | ||||||||||||||
Securities Lending Collateralcc: 0.5% | ||||||||||||||
4,775,585 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $4,775,640, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $4,871,154, due 01/01/30-06/20/46) | 4,775,585 | 0.1 | |||||||||||
4,994,440 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $4,994,504, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $5,094,329, due 07/15/16-09/20/65) | 4,994,440 | 0.1 | |||||||||||
4,994,440 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $4,994,508, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,094,329, due 07/07/16-02/01/49) | 4,994,440 | 0.1 | |||||||||||
4,994,440 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $4,994,497, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $5,094,329, due 12/01/16-02/20/66) | 4,994,440 | 0.1 | |||||||||||
1,270,108 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,270,125, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,305,783, due 04/15/18-01/15/29) | 1,270,108 | 0.1 | |||||||||||
21,029,013 | 0.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
20,395,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $20,395,000) | 20,395,000 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $41,424,013) | 41,424,013 | 1.0 | ||||||||||||
Total Investments in Securities (Cost $3,000,675,598) | $ | 4,349,001,959 | 100.5 | |||||||||||
Liabilities in Excess of Other Assets | (20,294,486 | ) | (0.5 | ) | ||||||||||
Net Assets | $ | 4,328,707,473 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | 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, 2016. |
Cost for federal income tax purposes is $3,045,692,772.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 1,439,771,579 | ||
Gross Unrealized Depreciation | (136,462,392 | ) | ||
Net Unrealized Appreciation | $ | 1,303,309,187 |
See Accompanying Notes to Financial Statements
55 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 47.1% | ||||||||||||||
Consumer Discretionary: 2.9% | ||||||||||||||
40,000 | Daimler AG | 2,393,544 | 0.5 | |||||||||||
265,000 | Ford Motor Co. | 3,331,050 | 0.7 | |||||||||||
201,208 | General Motors Co. | 5,694,186 | 1.1 | |||||||||||
15,000 | L | Nordstrom, Inc. | 570,750 | 0.1 | ||||||||||
33,000 | Target Corp. | 2,304,060 | 0.5 | |||||||||||
14,293,590 | 2.9 | |||||||||||||
Consumer Staples: 1.7% | ||||||||||||||
16,000 | Anheuser-Busch InBev NV ADR | 2,106,880 | 0.4 | |||||||||||
60,000 | PepsiCo, Inc. | 6,356,400 | 1.3 | |||||||||||
8,463,280 | 1.7 | |||||||||||||
Energy: 9.3% | ||||||||||||||
37,000 | Anadarko Petroleum Corp. | 1,970,250 | 0.4 | |||||||||||
200,000 | L | BP PLC ADR | 7,102,000 | 1.4 | ||||||||||
110,000 | Chevron Corp. | 11,531,300 | 2.4 | |||||||||||
37,100 | L | Denbury Resources, Inc. | 133,189 | 0.0 | ||||||||||
54,700 | Halliburton Co. | 2,477,363 | 0.5 | |||||||||||
293,400 | Royal Dutch Shell PLC - Class A ADR | 16,201,548 | 3.3 | |||||||||||
13,000 | Schlumberger Ltd. | 1,028,040 | 0.2 | |||||||||||
113,000 | L | Total S.A. ADR | 5,435,300 | 1.1 | ||||||||||
45,878,990 | 9.3 | |||||||||||||
Financials: 3.6% | ||||||||||||||
34,500 | Charles Schwab Corp. | 873,195 | 0.2 | |||||||||||
68,800 | JPMorgan Chase & Co. | 4,275,232 | 0.9 | |||||||||||
72,908 | Metlife, Inc. | 2,903,926 | 0.6 | |||||||||||
30,000 | Morgan Stanley | 779,400 | 0.1 | |||||||||||
30,800 | Royal Bank of Canada | 1,819,940 | 0.4 | |||||||||||
80,000 | US Bancorp | 3,226,400 | 0.6 | |||||||||||
80,000 | Wells Fargo & Co. | 3,786,400 | 0.8 | |||||||||||
17,664,493 | 3.6 | |||||||||||||
Health Care: 6.7% | ||||||||||||||
91,000 | AstraZeneca PLC | 5,440,327 | 1.1 | |||||||||||
31,000 | Bristol-Myers Squibb Co. | 2,280,050 | 0.5 | |||||||||||
55,000 | Eli Lilly & Co. | 4,331,250 | 0.9 | |||||||||||
250,000 | Pfizer, Inc. | 8,802,500 | 1.8 | |||||||||||
25,000 | Roche Holding AG | 6,596,996 | 1.3 | |||||||||||
131,000 | L | Sanofi ADR | 5,482,350 | 1.1 | ||||||||||
32,933,473 | 6.7 | |||||||||||||
Industrials: 5.2% | ||||||||||||||
1,222 | @ | Ceva Holdings LLC | 427,648 | 0.1 | ||||||||||
25,000 | Deere & Co. | 2,026,000 | 0.4 | |||||||||||
300,000 | General Electric Co. | 9,444,000 | 1.9 | |||||||||||
30,500 | Raytheon Co. | 4,146,475 | 0.9 | |||||||||||
100,000 | Republic Services, Inc. | 5,131,000 | 1.1 | |||||||||||
40,000 | United Technologies Corp. | 4,102,000 | 0.8 | |||||||||||
25,277,123 | 5.2 | |||||||||||||
Information Technology: 6.6% | ||||||||||||||
30,000 | Analog Devices, Inc. | 1,699,200 | 0.3 | |||||||||||
75,042 | Apple, Inc. | 7,174,015 | 1.5 | |||||||||||
120,000 | Cisco Systems, Inc. | 3,442,800 | 0.7 | |||||||||||
208,927 | @ | First Data Holdings, Inc. | 2,312,822 | 0.5 | ||||||||||
140,000 | Intel Corp. | 4,592,000 | 0.9 | |||||||||||
123,100 | Microsoft Corp. | 6,299,027 | 1.3 | |||||||||||
109,000 | Texas Instruments, Inc. | 6,828,850 | 1.4 | |||||||||||
32,348,714 | 6.6 | |||||||||||||
Materials: 4.3% | ||||||||||||||
65,000 | BASF SE | 4,984,140 | 1.0 | |||||||||||
150,000 | Dow Chemical Co. | 7,456,500 | 1.5 | |||||||||||
60,000 | Mosaic Co. | 1,570,800 | 0.3 | |||||||||||
225,000 | L | Rio Tinto PLC ADR | 7,042,500 | 1.5 | ||||||||||
21,053,940 | 4.3 | |||||||||||||
Telecommunication Services: 1.7% | ||||||||||||||
800,000 | Telstra Corp., Ltd. | 3,343,792 | 0.7 | |||||||||||
90,000 | Verizon Communications, Inc. | 5,025,600 | 1.0 | |||||||||||
8,369,392 | 1.7 | |||||||||||||
Utilities: 5.1% | ||||||||||||||
59,137 | Dominion Resources, Inc. | 4,608,547 | 0.9 | |||||||||||
49,965 | Duke Energy Corp. | 4,286,497 | 0.9 | |||||||||||
80,000 | PG&E Corp. | 5,113,600 | 1.0 | |||||||||||
30,000 | Public Service Enterprise Group, Inc. | 1,398,300 | 0.3 | |||||||||||
45,600 | Sempra Energy | 5,199,312 | 1.1 | |||||||||||
48,000 | Southern Co. | 2,574,240 | 0.5 | |||||||||||
45,000 | Xcel Energy, Inc. | 2,015,100 | 0.4 | |||||||||||
25,195,596 | 5.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $197,430,861) | 231,478,591 | 47.1 | ||||||||||||
PREFERRED STOCK: 5.8% | ||||||||||||||
Consumer Discretionary: 0.1% | ||||||||||||||
10,000 | @,L | Fiat Chrysler Automobiles NV | 590,200 | 0.1 | ||||||||||
Financials: 2.8% | ||||||||||||||
4,300 | @ | Bank of America Corp. | 5,138,500 | 1.1 | ||||||||||
50 | @,P | Federal National Mortgage Association | 631,250 | 0.1 | ||||||||||
60,000 | @ | Felcor Lodging Trust, Inc. | 1,520,628 | 0.3 | ||||||||||
40,000 | #,@ | Mandatory Exchangeable Trust | 4,089,400 | 0.8 | ||||||||||
2,000 | @ | Wells Fargo & Co. | 2,598,400 | 0.5 | ||||||||||
13,978,178 | 2.8 | |||||||||||||
Health Care: 0.7% | ||||||||||||||
2,500 | @ | Allergan PLC | 2,084,050 | 0.4 | ||||||||||
1,500 | @ | Teva Pharmaceutical Industries Ltd. | 1,240,500 | 0.3 | ||||||||||
3,324,550 | 0.7 | |||||||||||||
Industrials: 0.1% | ||||||||||||||
41 | @ | Ceva Holdings Series A-1 | 21,525 | 0.0 | ||||||||||
1,748 | @ | Ceva Holdings Series A-2 | 611,740 | 0.1 | ||||||||||
633,265 | 0.1 | |||||||||||||
Materials: 0.7% | ||||||||||||||
100,000 | @ | Alcoa, Inc. | 3,287,000 | 0.7 |
See Accompanying Notes to Financial Statements
56 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
Utilities: 1.4% | �� | |||||||||||||
46,300 | @ | Dominion Resources, Inc./VA | 2,400,192 | 0.5 | ||||||||||
17,000 | @,L | Dominion Resources, Inc./VA - Series B | 1,021,700 | 0.2 | ||||||||||
50,000 | @ | NextEra Energy, Inc. | 3,239,000 | 0.7 | ||||||||||
6,660,892 | 1.4 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $30,637,467) | 28,474,085 | 5.8 | ||||||||||||
EQUITY-LINKED SECURITIES: 4.7% | ||||||||||||||
Consumer, Cyclical: 1.8% | ||||||||||||||
347,000 | @,Z | Morgan Stanley into Ford Motor Co., 8.500% | 4,479,770 | 0.9 | ||||||||||
58,000 | #,@ | The Royal Bank of Canada into Target Corp., 6.000% | 4,221,240 | 0.9 | ||||||||||
8,701,010 | 1.8 | |||||||||||||
Financials: 0.5% | ||||||||||||||
200,000 | #,@ | Citigroup, Inc. into Bank of America Corp., 7.500% | 2,680,000 | 0.5 | ||||||||||
Health Care: 0.5% | ||||||||||||||
39,000 | #,@,Z | JPMorgan Chase & Co. into Merck & Co., Inc., 6.250% | 2,234,181 | 0.5 | ||||||||||
Technology: 1.9% | ||||||||||||||
58,000 | #,@ | JPMorgan Chase & Co. into Oracle Corp., 6.000% | 2,418,020 | 0.5 | ||||||||||
87,000 | #,@ | Wells Fargo Bank into Cisco Systems, Inc., 7.250% | 2,474,280 | 0.5 | ||||||||||
143,000 | #,@ | Wells Fargo Bank into Intel Corp., 7.000% | 4,651,790 | 0.9 | ||||||||||
9,544,090 | 1.9 | |||||||||||||
Total Equity-Linked Securities | ||||||||||||||
(Cost $23,736,120) | 23,159,281 | 4.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 38.5% | ||||||||||||||
Basic Materials: 1.3% | ||||||||||||||
862,000 | # | First Quantum Minerals Ltd., 7.000%, 02/15/21 | 697,143 | 0.2 | ||||||||||
5,000,000 | #,L | FMG Resources August 2006 Pty Ltd., 9.750%, 03/01/22 | 5,550,000 | 1.1 | ||||||||||
6,247,143 | 1.3 | |||||||||||||
Communications: 8.1% | ||||||||||||||
2,200,000 | #,L | Altice SA, 7.625%, 02/15/25 | 2,156,000 | 0.4 | ||||||||||
700,000 | # | Altice SA, 7.750%, 05/15/22 | 709,625 | 0.2 | ||||||||||
7,617,472 | Clear Channel Communications, Inc., 7.210%, 01/30/19 | 5,598,842 | 1.2 | |||||||||||
1,485,057 | Clear Channel Communications, Inc., 7.960%, 07/30/19 | 1,092,445 | 0.2 | |||||||||||
1,853,000 | Clear Channel Communications, Inc., 9.000%, 12/15/19 | 1,415,229 | 0.3 | |||||||||||
1,000,000 | # | CommScope, Inc., 5.500%, 06/15/24 | 1,018,750 | 0.2 | ||||||||||
1,500,000 | # | CommScope, Inc., 5.000%, 06/15/21 | 1,537,875 | 0.3 | ||||||||||
1,909,000 | DISH DBS Corp., 5.000%, 03/15/23 | 1,741,962 | 0.4 | |||||||||||
2,200,000 | DISH DBS Corp., 5.875%, 11/15/24 | 2,062,500 | 0.4 | |||||||||||
1,500,000 | Frontier Communications Corp., 9.250%, 07/01/21 | 1,593,750 | 0.3 | |||||||||||
2,000,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/23 | 1,275,000 | 0.3 | |||||||||||
1,800,000 | # | Neptune Finco Corp., 10.875%, 10/15/25 | 2,065,500 | 0.4 | ||||||||||
2,400,000 | # | Sirius XM Radio, Inc., 6.000%, 07/15/24 | 2,487,000 | 0.5 | ||||||||||
500,000 | Sprint Corp., 7.125%, 06/15/24 | 398,125 | 0.1 | |||||||||||
4,700,000 | Sprint Corp., 7.875%, 09/15/23 | 3,865,750 | 0.8 | |||||||||||
2,500,000 | T-Mobile USA, Inc., 6.731%, 04/28/22 | 2,638,250 | 0.5 | |||||||||||
4,000,000 | # | Univision Communications, Inc., 5.125%, 05/15/23 | 3,990,000 | 0.8 | ||||||||||
2,000,000 | # | Virgin Media Secured Finance PLC, 5.500%, 01/15/25 | 1,970,000 | 0.4 | ||||||||||
2,000,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/23 | 2,050,000 | 0.4 | |||||||||||
39,666,603 | 8.1 | |||||||||||||
Consumer, Cyclical: 2.9% | ||||||||||||||
1,500,000 | #,L | Algeco Scotsman Global Finance Plc, 8.500%, 10/15/18 | 1,222,500 | 0.3 | ||||||||||
4,987,500 | Belk, Inc. TL B 1L, 5.750%, 12/12/22 | 3,990,000 | 0.8 | |||||||||||
2,000,000 | Dollar General Corp., 3.250%, 04/15/23 | 2,079,672 | 0.4 | |||||||||||
2,500,000 | L | KB Home, 7.500%, 09/15/22 | 2,587,500 | 0.5 | ||||||||||
756,327 | Navistar International Corp., 6.500%, 08/07/20 | 717,250 | 0.2 | |||||||||||
1,496,250 | Petco Animal Supplies, Inc., 5.750%, 01/26/23 | 1,492,509 | 0.3 | |||||||||||
1,000,000 | # | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/23 | 995,000 | 0.2 | ||||||||||
1,000,000 | # | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/25 | 1,000,000 | 0.2 | ||||||||||
14,084,431 | 2.9 | |||||||||||||
Consumer, Non-cyclical: 7.4% | ||||||||||||||
2,500,000 | CHS/Community Health Systems, Inc., 6.875%, 02/01/22 | 2,200,000 | 0.5 | |||||||||||
1,000,000 | L | CHS/Community Health Systems, Inc., 7.125%, 07/15/20 | 932,090 | 0.2 |
See Accompanying Notes to Financial Statements
57 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
3,600,000 | L | CHS/Community Health Systems, Inc., 8.000%, 11/15/19 | 3,532,500 | 0.7 | ||||||||||
1,000,000 | Cott Beverages, Inc., 5.375%, 07/01/22 | 1,003,750 | 0.2 | |||||||||||
2,000,000 | # | Endo Finance LLC, 5.750%, 01/15/22 | 1,814,800 | 0.4 | ||||||||||
2,000,000 | HCA, Inc., 5.875%, 05/01/23 | 2,137,500 | 0.4 | |||||||||||
3,200,000 | HCA, Inc., 7.500%, 02/15/22 | 3,646,400 | 0.8 | |||||||||||
4,000,000 | # | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.750%, 08/01/22 | 3,827,500 | 0.8 | ||||||||||
1,000,000 | # | Prime Security Services Borrower LLC / Prime Finance, Inc., 9.250%, 05/15/23 | 1,062,500 | 0.2 | ||||||||||
1,700,000 | Tenet Healthcare Corp., 6.750%, 06/15/23 | 1,634,125 | 0.3 | |||||||||||
4,000,000 | Tenet Healthcare Corp., 8.125%, 04/01/22 | 4,119,200 | 0.8 | |||||||||||
2,000,000 | United Rentals North America, Inc., 5.750%, 11/15/24 | 2,025,000 | 0.4 | |||||||||||
4,000,000 | Vizient, Inc., 6.250%, 02/10/23 | 4,025,000 | 0.8 | |||||||||||
2,000,000 | # | Vizient, Inc., 10.375%, 03/01/24 | 2,150,000 | 0.4 | ||||||||||
1,700,000 | #,L | VRX Escrow Corp., 5.875%, 05/15/23 | 1,381,250 | 0.3 | ||||||||||
1,300,000 | # | VRX Escrow Corp., 6.125%, 04/15/25 | 1,046,500 | 0.2 | ||||||||||
36,538,115 | 7.4 | |||||||||||||
Diversified: 0.6% | ||||||||||||||
1,995,000 | First Eagle TL B 1L, 4.750%, 12/01/22 | 1,963,413 | 0.4 | |||||||||||
1,300,000 | # | Stena International SA, 5.750%, 03/01/24 | 1,072,500 | 0.2 | ||||||||||
3,035,913 | 0.6 | |||||||||||||
Energy: 4.5% | ||||||||||||||
1,100,000 | Antero Resources Corp., 5.375%, 11/01/21 | 1,083,500 | 0.2 | |||||||||||
1,000,000 | Bill Barrett Corp., 7.000%, 10/15/22 | 725,000 | 0.1 | |||||||||||
3,500,000 | Bill Barrett Corp., 7.625%, 10/01/19 | 2,870,000 | 0.6 | |||||||||||
1,000,000 | L | Chesapeake Energy Corp., 7.250%, 12/15/18 | 875,000 | 0.2 | ||||||||||
2,553,000 | #,L | Chesapeake Energy Corp., 8.000%, 12/15/22 | 2,176,432 | 0.4 | ||||||||||
900,000 | # | Denbury Resources, Inc., 9.000%, 05/15/21 | 904,500 | 0.2 | ||||||||||
1,600,000 | # | Kinder Morgan, Inc./DE, 5.625%, 11/15/23 | 1,716,960 | 0.4 | ||||||||||
1,000,000 | # | Rockies Express Pipeline, LLC, 5.625%, 04/15/20 | 1,007,500 | 0.2 | ||||||||||
2,800,000 | L | Sanchez Energy Corp., 7.750%, 06/15/21 | 2,387,000 | 0.5 | ||||||||||
1,000,000 | ± | Stone Energy Corp., 7.500%, 11/15/22 | 455,000 | 0.1 | ||||||||||
3,000,000 | W&T Offshore, Inc., 8.500%, 06/15/19 | 750,000 | 0.2 | |||||||||||
2,325,000 | Weatherford International Ltd., 5.875%, 07/01/21 | 2,532,797 | 0.5 | |||||||||||
3,000,000 | L | Weatherford International Ltd., 7.750%, 06/15/21 | 2,932,500 | 0.6 | ||||||||||
1,600,000 | L | Weatherford International Ltd., 8.250%, 06/15/23 | 1,524,000 | 0.3 | ||||||||||
21,940,189 | 4.5 | |||||||||||||
Financial: 3.8% | ||||||||||||||
2,000,000 | Bank of America Corp., 6.100%, 12/29/49 | 2,032,500 | 0.4 | |||||||||||
1,500,000 | L | Bank of America Corp., 8.125%, 12/29/49 | 1,505,625 | 0.3 | ||||||||||
6,000,000 | Citigroup, Inc., 6.300%, 12/29/49 | 5,976,900 | 1.2 | |||||||||||
2,000,000 | JPMorgan Chase & Co., 5.000%, 12/29/49 | 1,915,000 | 0.4 | |||||||||||
2,000,000 | JPMorgan Chase & Co., 5.150%, 05/29/49 | 1,950,200 | 0.4 | |||||||||||
1,500,000 | Morgan Stanley, 5.550%, 12/29/49 | 1,487,775 | 0.3 | |||||||||||
2,500,000 | # | OneMain Financial Holdings LLC, 6.750%, 12/15/19 | 2,446,875 | 0.5 | ||||||||||
1,600,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 1,648,000 | 0.3 | |||||||||||
18,962,875 | 3.8 | |||||||||||||
Industrial: 3.3% | ||||||||||||||
1,500,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.625%, 05/15/23 | 1,485,000 | 0.3 | ||||||||||
2,000,000 | # | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/24 | 2,051,250 | 0.4 | ||||||||||
1,600,000 | # | Bombardier, Inc., 7.500%, 03/15/25 | 1,392,000 | 0.3 | ||||||||||
2,000,000 | # | BWAY Holding Co., 9.125%, 08/15/21 | 1,925,000 | 0.4 | ||||||||||
1,500,000 | # | Cemex SAB de CV, 7.250%, 01/15/21 | 1,586,550 | 0.3 | ||||||||||
400,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/23 | 405,500 | 0.1 | ||||||||||
200,000 | # | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/24 | 206,275 | 0.0 | ||||||||||
476,000 | Reynolds Group Issuer, Inc., 9.875%, 08/15/19 | 492,065 | 0.1 | |||||||||||
1,300,000 | TransDigm, Inc., 6.500%, 07/15/24 | 1,313,000 | 0.2 | |||||||||||
1,300,000 | TransDigm, Inc., 6.000%, 07/15/22 | 1,313,234 | 0.3 | |||||||||||
3,500,000 | #,L | XPO Logistics, Inc., 6.500%, 06/15/22 | 3,355,625 | 0.7 | ||||||||||
997,500 | XPO Logistics, Inc. - TL B 1L, 5.500%, 11/01/21 | 999,994 | 0.2 | |||||||||||
16,525,493 | 3.3 |
See Accompanying Notes to Financial Statements
58 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: 3.9% | ||||||||||||||
2,500,000 | # | BMC Software Finance, Inc., 8.125%, 07/15/21 | 1,887,500 | 0.4 | ||||||||||
1,400,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | 1,440,494 | 0.3 | ||||||||||
1,400,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | 1,453,746 | 0.3 | ||||||||||
1,100,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | 1,143,347 | 0.3 | ||||||||||
5,400,000 | # | First Data Corp., 7.000%, 12/01/23 | 5,501,250 | 1.1 | ||||||||||
1,500,000 | # | Micron Technology, Inc., 7.500%, 09/15/23 | 1,607,400 | 0.3 | ||||||||||
1,400,000 | # | Microsemi Corp., 9.125%, 04/15/23 | 1,547,000 | 0.3 | ||||||||||
2,500,000 | Western Digital Corp., 6.250%, 03/16/23 | 2,514,062 | 0.5 | |||||||||||
1,000,000 | # | Western Digital Corp., 7.375%, 04/01/23 | 1,067,500 | 0.2 | ||||||||||
1,000,000 | # | Western Digital Corp., 10.500%, 04/01/24 | 1,072,500 | 0.2 | ||||||||||
19,234,799 | 3.9 | |||||||||||||
Utilities: 2.7% | ||||||||||||||
3,500,000 | Calpine Corp., 5.750%, 01/15/25 | 3,416,875 | 0.7 | |||||||||||
5,000,000 | Dynegy, Inc., 7.375%, 11/01/22 | 4,850,000 | 1.0 | |||||||||||
5,000,000 | # | InterGen NV, 7.000%, 06/30/23 | 3,562,500 | 0.7 | ||||||||||
1,600,000 | NGL Energy Partners L.P. / NGL Energy Finance Corp., 6.875%, 10/15/21 | 1,412,000 | 0.3 | |||||||||||
13,241,375 | 2.7 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $193,955,760) | 189,476,936 | 38.5 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $445,760,208) | 472,588,893 | 96.1 | ||||||||||||
SHORT-TERM INVESTMENTS: 10.0% | ||||||||||||||
Corporate Bonds/Notes: 0.2% | ||||||||||||||
1,500,000 | Stone Energy Corp., 1.750%, 03/01/17 | |||||||||||||
(Cost $854,843) | 696,563 | 0.2 | ||||||||||||
U.S. Government Agency Obligations: 1.3% | ||||||||||||||
6,490,000 | Z | FHLB DISC NT, 07/01/16 | ||||||||||||
(Cost $6,490,000) | 6,490,000 | 1.3 | ||||||||||||
Securities Lending Collateralcc: 8.5% | ||||||||||||||
9,965,222 | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $9,965,331, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $10,164,527, due 08/15/16-11/15/45) | 9,965,222 | 2.0 | |||||||||||
9,965,222 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $9,965,350, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $10,164,526, due 07/15/16-09/20/65) | 9,965,222 | 2.0 | |||||||||||
9,433,382 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $9,433,511, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $9,622,050, due 07/07/16-02/01/49) | 9,433,382 | 1.9 | |||||||||||
9,965,222 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $9,965,345, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $10,164,527, due 03/15/18-09/09/49) | 9,965,222 | 2.0 |
See Accompanying Notes to Financial Statements
59 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
2,628,908 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $2,628,943, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $2,702,750, due 04/15/18-01/15/29) | 2,628,908 | 0.6 | |||||||||||
41,957,956 | 8.5 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $49,302,799) | 49,144,519 | 10.0 | ||||||||||||
Total Investments in Securities (Cost $495,063,007) | $ | 521,733,412 | 106.1 | |||||||||||
Liabilities in Excess of Other Assets | (30,200,153 | ) | (6.1 | ) | ||||||||||
Net Assets | $ | 491,533,259 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
P | Preferred Stock may be called prior to convertible date. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
± | Defaulted security |
Z | Indicates Zero Coupon Bond; rate shown reflects current effective yield. |
Cost for federal income tax purposes is $495,581,990.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 62,036,087 | ||
Gross Unrealized Depreciation | (35,884,665 | ) | ||
Net Unrealized Appreciation | $ | 26,151,422 |
See Accompanying Notes to Financial Statements
60 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.8% | ||||||||||||||
Consumer Discretionary: 13.9% | ||||||||||||||
10,700 | Abercrombie & Fitch Co. | 190,567 | 0.0 | |||||||||||
66,900 | @ | American Axle & Manufacturing Holdings, Inc. | 968,712 | 0.1 | ||||||||||
180,377 | American Eagle Outfitters, Inc. | 2,873,406 | 0.4 | |||||||||||
183,300 | Bloomin Brands, Inc. | 3,275,571 | 0.5 | |||||||||||
119,806 | Brinker International, Inc. | 5,454,767 | 0.8 | |||||||||||
98,277 | Brunswick Corp. | 4,453,914 | 0.6 | |||||||||||
55,300 | Caleres, Inc. | 1,338,813 | 0.2 | |||||||||||
3,700 | Capella Education Co. | 194,768 | 0.0 | |||||||||||
38,300 | @ | Carrols Restaurant Group, Inc. | 455,770 | 0.1 | ||||||||||
48,900 | Cato Corp. | 1,844,508 | 0.3 | |||||||||||
337,445 | Chico's FAS, Inc. | 3,614,036 | 0.5 | |||||||||||
35,900 | Childrens Place Retail Stores, Inc. | 2,878,462 | 0.4 | |||||||||||
119,263 | Cinemark Holdings, Inc. | 4,348,329 | 0.6 | |||||||||||
83,100 | Cooper Tire & Rubber Co. | 2,478,042 | 0.4 | |||||||||||
29,475 | @ | Cooper-Standard Holding, Inc. | 2,328,230 | 0.3 | ||||||||||
379,625 | @ | CROCS, Inc. | 4,282,170 | 0.6 | ||||||||||
7,000 | Dana Holding Corp. | 73,920 | 0.0 | |||||||||||
36,995 | Drew Industries, Inc. | 3,138,656 | 0.5 | |||||||||||
251,889 | @ | EW Scripps Co. | 3,989,922 | 0.6 | ||||||||||
37,100 | @ | Express, Inc. | 538,321 | 0.1 | ||||||||||
121,100 | @ | Gray Television, Inc. | 1,313,935 | 0.2 | ||||||||||
28,300 | @ | Helen of Troy Ltd. | 2,910,372 | 0.4 | ||||||||||
33,140 | @ | Horizon Global Corp. | 376,139 | 0.1 | ||||||||||
38,100 | @ | Isle of Capri Casinos, Inc. | 697,992 | 0.1 | ||||||||||
42,900 | @ | K12, Inc. | 535,821 | 0.1 | ||||||||||
20,500 | @ | Kirkland's, Inc. | 300,940 | 0.0 | ||||||||||
57,100 | @ | Krispy Kreme Doughnuts, Inc. | 1,196,816 | 0.2 | ||||||||||
5,400 | Libbey, Inc. | 85,806 | 0.0 | |||||||||||
38,600 | Lifetime Brands, Inc. | 563,174 | 0.1 | |||||||||||
152,115 | @ | Malibu Boats, Inc. | 1,837,549 | 0.3 | ||||||||||
99,500 | @ | Monarch Casino & Resort, Inc. | 2,186,015 | 0.3 | ||||||||||
55,187 | Morningstar, Inc. | 4,513,193 | 0.7 | |||||||||||
3,900 | Nacco Industries, Inc. | 218,400 | 0.0 | |||||||||||
27,100 | @ | Nautilus, Inc. | 483,464 | 0.1 | ||||||||||
6,600 | L | Nexstar Broadcasting Group, Inc. | 314,028 | 0.0 | ||||||||||
386,050 | @ | Office Depot, Inc. | 1,277,825 | 0.2 | ||||||||||
12,600 | L | Outerwall, Inc. | 529,200 | 0.1 | ||||||||||
62,543 | Papa John's International, Inc. | 4,252,924 | 0.6 | |||||||||||
18,700 | @ | Perry Ellis International, Inc. | 376,244 | 0.1 | ||||||||||
422,400 | L | Pier 1 Imports, Inc. | 2,171,136 | 0.3 | ||||||||||
69,861 | Pool Corp. | 6,569,030 | 0.9 | |||||||||||
47,200 | @ | Red Rock Resorts, Inc. | 1,037,456 | 0.1 | ||||||||||
314,500 | @ | RetailMeNot, Inc. | 2,424,795 | 0.3 | ||||||||||
115,387 | @ | ServiceMaster Global Holdings, Inc. | 4,592,402 | 0.7 | ||||||||||
45,800 | Sinclair Broadcast Group, Inc. | 1,367,588 | 0.2 | |||||||||||
4,300 | @ | Stoneridge, Inc. | 64,242 | 0.0 | ||||||||||
27,800 | @ | Tilly's, Inc. | 160,962 | 0.0 | ||||||||||
45,200 | Tower International, Inc. | 930,216 | 0.1 | |||||||||||
148,500 | Travelport Worldwide Ltd. | 1,914,165 | 0.3 | |||||||||||
71,937 | @,L | Zoe's Kitchen, Inc. | 2,609,155 | 0.4 | ||||||||||
96,531,868 | 13.9 | |||||||||||||
Consumer Staples: 3.4% | ||||||||||||||
11,100 | @ | Central Garden & Pet Co. | 240,981 | 0.0 | ||||||||||
50,500 | Dean Foods Co. | 913,545 | 0.1 | |||||||||||
23,397 | J&J Snack Foods Corp. | 2,790,560 | 0.4 | |||||||||||
122,600 | @ | Performance Food Group Co. | 3,299,166 | 0.5 | ||||||||||
56,300 | L | Pilgrim's Pride Corp. | 1,434,524 | 0.2 | ||||||||||
7,643 | Pinnacle Foods, Inc. | 353,794 | 0.1 | |||||||||||
12,200 | @ | Post Holdings, Inc. | 1,008,818 | 0.1 | ||||||||||
6,600 | L | Sanderson Farms, Inc. | 571,824 | 0.1 | ||||||||||
76,720 | SpartanNash Co. | 2,346,098 | 0.3 | |||||||||||
75,674 | L | Spectrum Brands Holdings, Inc. | 9,028,665 | 1.3 | ||||||||||
78,000 | @ | SUPERVALU, Inc. | 368,160 | 0.1 | ||||||||||
4,900 | @ | TreeHouse Foods, Inc. | 502,985 | 0.1 | ||||||||||
21,800 | @ | US Foods Holding Corp. | 528,432 | 0.1 | ||||||||||
1,800 | @ | USANA Health Sciences, Inc. | 200,574 | 0.0 | ||||||||||
6,200 | Village Super Market | 179,118 | 0.0 | |||||||||||
23,767,244 | 3.4 | |||||||||||||
Energy: 3.3% | ||||||||||||||
58,900 | Archrock, Inc. | 554,838 | 0.1 | |||||||||||
122,100 | L | Atwood Oceanics, Inc. | 1,528,692 | 0.2 | ||||||||||
59,300 | @,L | Bill Barrett Corp. | 378,927 | 0.1 | ||||||||||
15,500 | @ | Callon Petroleum Co. | 174,065 | 0.0 | ||||||||||
12,400 | @ | Carrizo Oil & Gas, Inc. | 444,540 | 0.1 | ||||||||||
20,519 | Cimarex Energy Co. | 2,448,327 | 0.4 | |||||||||||
72,300 | �� | Delek US Holdings, Inc. | 955,083 | 0.1 | ||||||||||
226,000 | L | Denbury Resources, Inc. | 811,340 | 0.1 | ||||||||||
34,592 | @ | Dril-Quip, Inc. | 2,021,210 | 0.3 | ||||||||||
142,900 | @,L | EP Energy Corp. | 740,222 | 0.1 | ||||||||||
16,100 | Green Plains Renewable Energy, Inc. | 317,492 | 0.0 | |||||||||||
52,300 | @ | Helix Energy Solutions Group, Inc. | 353,548 | 0.1 | ||||||||||
27,600 | @ | Matrix Service Co. | 455,124 | 0.1 | ||||||||||
314,394 | Patterson-UTI Energy, Inc. | 6,702,880 | 1.0 | |||||||||||
13,300 | @ | PHI, Inc. | 237,804 | 0.0 | ||||||||||
6,100 | @ | Pioneer Energy Services Corp. | 28,060 | 0.0 | ||||||||||
55,400 | @ | Renewable Energy Group, Inc. | 489,182 | 0.1 | ||||||||||
2,500 | @ | Rex Stores Corp. | 149,575 | 0.0 | ||||||||||
72,100 | @ | RigNet, Inc. | 965,419 | 0.1 | ||||||||||
26,246 | Superior Energy Services | 483,189 | 0.1 | |||||||||||
351,550 | @ | Synergy Resources Corp. | 2,341,323 | 0.3 | ||||||||||
5,900 | World Fuel Services Corp. | 280,191 | 0.0 | |||||||||||
22,861,031 | 3.3 | |||||||||||||
Financials: 23.3% | ||||||||||||||
2,300 | Agree Realty Corp. | 110,952 | 0.0 |
See Accompanying Notes to Financial Statements
61 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
23,900 | American Assets Trust, Inc. | 1,014,316 | 0.2 | |||||||||||
9,077 | American Campus Communities, Inc. | 479,901 | 0.1 | |||||||||||
74,000 | American Equity Investment Life Holding Co. | 1,054,500 | 0.2 | |||||||||||
19,600 | Armada Hoffler Properties, Inc. | 269,304 | 0.0 | |||||||||||
302,900 | Ashford Hospitality Trust, Inc. | 1,626,573 | 0.2 | |||||||||||
14,900 | Aspen Insurance Holdings Ltd. | 691,062 | 0.1 | |||||||||||
269,933 | Associated Banc-Corp. | 4,629,351 | 0.7 | |||||||||||
30,800 | Banc of California, Inc. | 557,480 | 0.1 | |||||||||||
127,926 | BankUnited, Inc. | 3,929,887 | 0.6 | |||||||||||
10,700 | @ | Bats Global Markets, Inc. | 274,883 | 0.0 | ||||||||||
27,500 | BBCN Bancorp, Inc. | 410,300 | 0.1 | |||||||||||
133,550 | BGC Partners, Inc. | 1,163,220 | 0.2 | |||||||||||
39,700 | Bluerock Residential Growth REIT, Inc. | 516,100 | 0.1 | |||||||||||
268,900 | Capstead Mortgage Corp. | 2,608,330 | 0.4 | |||||||||||
89,900 | Cash America International, Inc. | 3,831,538 | 0.6 | |||||||||||
16,000 | Cathay General Bancorp. | 451,200 | 0.1 | |||||||||||
18,400 | Chatham Lodging Trust | 404,432 | 0.1 | |||||||||||
16,100 | Chesapeake Lodging Trust | 374,325 | 0.1 | |||||||||||
102,600 | CNO Financial Group, Inc. | 1,791,396 | 0.3 | |||||||||||
34,000 | Commerce Bancshares, Inc. | 1,628,600 | 0.2 | |||||||||||
3,547 | Community Trust Bancorp., Inc. | 122,939 | 0.0 | |||||||||||
17,400 | Coresite Realty Corp. | 1,543,206 | 0.2 | |||||||||||
46,500 | Cousins Properties, Inc. | 483,600 | 0.1 | |||||||||||
6,600 | @ | CU Bancorp | 150,018 | 0.0 | ||||||||||
19,400 | CubeSmart | 599,072 | 0.1 | |||||||||||
37,880 | @ | Customers Bancorp, Inc. | 951,924 | 0.1 | ||||||||||
5,100 | CyrusOne, Inc. | 283,866 | 0.0 | |||||||||||
16,856 | DCT Industrial Trust, Inc. | 809,762 | 0.1 | |||||||||||
19,625 | DDR Corp. | 355,997 | 0.1 | |||||||||||
33,000 | DiamondRock Hospitality Co. | 297,990 | 0.0 | |||||||||||
37,900 | Dime Community Bancshares | 644,679 | 0.1 | |||||||||||
84,022 | East-West Bancorp., Inc. | 2,871,872 | 0.4 | |||||||||||
11,500 | Easterly Government Properties, Inc. | 226,895 | 0.0 | |||||||||||
75,917 | EastGroup Properties, Inc. | 5,232,200 | 0.8 | |||||||||||
99,099 | Eaton Vance Corp. | 3,502,159 | 0.5 | |||||||||||
16,000 | Education Realty Trust, Inc. | 738,240 | 0.1 | |||||||||||
8,000 | EPR Properties | 645,440 | 0.1 | |||||||||||
5,300 | Equity One, Inc. | 170,554 | 0.0 | |||||||||||
6,300 | Evercore Partners, Inc. | 278,397 | 0.0 | |||||||||||
64,303 | Fidelity Southern Corp. | 1,007,628 | 0.2 | |||||||||||
9,900 | Financial Institutions, Inc. | 258,093 | 0.0 | |||||||||||
22,500 | First American Financial Corp. | 904,950 | 0.1 | |||||||||||
156,700 | @ | First BanCorp/Puerto Rico | 622,099 | 0.1 | ||||||||||
9,700 | First Business Financial Services, Inc. | 227,659 | 0.0 | |||||||||||
46,300 | First Commonwealth Financial Corp. | 425,960 | 0.1 | |||||||||||
11,800 | First Community Bancshares, Inc. | 264,792 | 0.0 | |||||||||||
172,582 | First Financial Bancorp. | 3,356,720 | 0.5 | |||||||||||
233,360 | First Horizon National Corp. | 3,215,701 | 0.5 | |||||||||||
86,875 | First Industrial Realty Trust, Inc. | 2,416,862 | 0.4 | |||||||||||
9,100 | First Merchants Corp. | 226,863 | 0.0 | |||||||||||
18,800 | @ | First NBC Bank Holding Co. | 315,652 | 0.1 | ||||||||||
40,537 | First Republic Bank/San Francisco CA | 2,837,185 | 0.4 | |||||||||||
73,300 | @ | Flagstar Bancorp, Inc. | 1,789,253 | 0.3 | ||||||||||
24,700 | @ | FNFV Group | 283,309 | 0.0 | ||||||||||
10,500 | @ | Franklin Financial Network, Inc. | 329,280 | 0.1 | ||||||||||
6,400 | Franklin Street Properties Corp. | 78,528 | 0.0 | |||||||||||
102,100 | Fulton Financial Corp. | 1,378,350 | 0.2 | |||||||||||
107,911 | Glacier Bancorp., Inc. | 2,868,274 | 0.4 | |||||||||||
10,900 | Government Properties Income Trust | 251,354 | 0.0 | |||||||||||
58,300 | Gramercy Property Trust | 537,526 | 0.1 | |||||||||||
139,448 | Great Western Bancorp, Inc. | 4,398,190 | 0.6 | |||||||||||
85,481 | Greenhill & Co., Inc. | 1,376,244 | 0.2 | |||||||||||
67,350 | Hanmi Financial Corp. | 1,582,051 | 0.2 | |||||||||||
12,600 | HCI Group, Inc. | 343,728 | 0.1 | |||||||||||
138,962 | HFF, Inc. | 4,013,223 | 0.6 | |||||||||||
14,600 | Highwoods Properties, Inc. | 770,880 | 0.1 | |||||||||||
27,600 | @ | Hilltop Holdings, Inc. | 579,324 | 0.1 | ||||||||||
2,300 | Home Bancorp, Inc. | 63,181 | 0.0 | |||||||||||
83,200 | @ | HomeStreet, Inc. | 1,657,344 | 0.2 | ||||||||||
3,600 | Horace Mann Educators Corp. | 121,644 | 0.0 | |||||||||||
9,900 | Houlihan Lokey, Inc. | 221,463 | 0.0 | |||||||||||
11,900 | Hudson Pacific Properties, Inc. | 347,242 | 0.1 | |||||||||||
269,100 | Huntington Bancshares, Inc. | 2,405,754 | 0.4 | |||||||||||
61,473 | Iberiabank Corp. | 3,671,782 | 0.5 | |||||||||||
14,600 | IDT Corp. | 207,174 | 0.0 | |||||||||||
16,200 | @ | Infrareit Inc. | 284,148 | 0.0 | ||||||||||
39,400 | @ | Insmed Inc. | 388,484 | 0.1 | ||||||||||
28,900 | @ | Intl. FCStone, Inc. | 788,681 | 0.1 | ||||||||||
200,330 | Janus Capital Group, Inc. | 2,788,594 | 0.4 | |||||||||||
76,100 | Lazard Ltd. | 2,266,258 | 0.3 | |||||||||||
26,800 | LTC Properties, Inc. | 1,386,364 | 0.2 | |||||||||||
10,200 | Maiden Holdings Ltd. | 124,848 | 0.0 | |||||||||||
8,400 | MainSource Financial Group, Inc. | 185,220 | 0.0 | |||||||||||
2,300 | MarketAxess Holdings, Inc. | 334,420 | 0.1 | |||||||||||
14,800 | Meta Financial Group, Inc. | 754,208 | 0.1 | |||||||||||
39,697 | Mid-America Apartment Communities, Inc. | 4,223,761 | 0.6 | |||||||||||
98,765 | Moelis & Co. | 2,222,213 | 0.3 | |||||||||||
6,900 | National General Holdings Corp. | 147,798 | 0.0 |
See Accompanying Notes to Financial Statements
62 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
115,446 | National Retail Properties, Inc. | 5,970,867 | 0.9 | |||||||||||
6,113 | NBT Bancorp., Inc. | 175,015 | 0.0 | |||||||||||
49,600 | PacWest Bancorp | 1,973,088 | 0.3 | |||||||||||
6,500 | Parkway Properties, Inc. | 108,745 | 0.0 | |||||||||||
17,300 | @ | PennyMac Financial Services, Inc. | 216,077 | 0.0 | ||||||||||
8,200 | @ | Piper Jaffray Cos. | 309,140 | 0.0 | ||||||||||
101,500 | Popular, Inc. | 2,973,950 | 0.4 | |||||||||||
21,300 | Preferred Bank/Los Angeles CA | 615,038 | 0.1 | |||||||||||
4,000 | Premier Financial Bancorp, Inc. | 67,400 | 0.0 | |||||||||||
10,400 | PrivateBancorp, Inc. | 457,912 | 0.1 | |||||||||||
92,789 | ProAssurance Corp. | 4,968,851 | 0.7 | |||||||||||
3,700 | PS Business Parks, Inc. | 392,496 | 0.1 | |||||||||||
18,300 | RAIT Financial Trust | 57,279 | 0.0 | |||||||||||
5,800 | Ramco-Gershenson Properties | 113,738 | 0.0 | |||||||||||
120,784 | @ | Realogy Holdings Corp. | 3,505,152 | 0.5 | ||||||||||
44,700 | Redwood Trust, Inc. | 617,307 | 0.1 | |||||||||||
109,900 | Retail Opportunity Investments | 2,381,533 | 0.3 | |||||||||||
44,900 | Rexford Industrial Realty, Inc. | 946,941 | 0.1 | |||||||||||
254,567 | RLJ Lodging Trust | 5,460,462 | 0.8 | |||||||||||
7,300 | Selective Insurance Group | 278,933 | 0.0 | |||||||||||
11,400 | Sierra Bancorp. | 190,266 | 0.0 | |||||||||||
8,300 | Southern National Bancorp of Virginia, Inc. | 100,845 | 0.0 | |||||||||||
1,100 | Sovran Self Storage, Inc. | 115,412 | 0.0 | |||||||||||
41,500 | Stewart Information Services Corp. | 1,718,515 | 0.3 | |||||||||||
2,900 | @ | Stifel Financial Corp. | 91,205 | 0.0 | ||||||||||
4,300 | Stonegate Bank | 138,761 | 0.0 | |||||||||||
98,000 | Summit Hotel Properties, Inc. | 1,297,520 | 0.2 | |||||||||||
5,200 | Sun Communities, Inc. | 398,528 | 0.1 | |||||||||||
76,303 | Sunstone Hotel Investors, Inc. | 920,977 | 0.1 | |||||||||||
3,100 | @ | SVB Financial Group | 294,996 | 0.0 | ||||||||||
229,200 | TCF Financial Corp. | 2,899,380 | 0.4 | |||||||||||
40,600 | The Geo Group, Inc. | 1,387,708 | 0.2 | |||||||||||
4,415 | TowneBank | 95,585 | 0.0 | |||||||||||
31,400 | Trico Bancshares | 866,640 | 0.1 | |||||||||||
30,300 | @ | Tristate Capital Holdings, Inc. | 416,019 | 0.1 | ||||||||||
12,400 | @ | Triumph Bancorp, Inc. | 198,400 | 0.0 | ||||||||||
213,888 | Umpqua Holdings Corp. | 3,308,847 | 0.5 | |||||||||||
8,100 | United Fire Group, Inc. | 343,683 | 0.1 | |||||||||||
21,700 | Universal Insurance Holdings, Inc. | 403,186 | 0.1 | |||||||||||
2,608 | Validus Holdings Ltd. | 126,723 | 0.0 | |||||||||||
17,400 | @ | Walker & Dunlop, Inc. | 396,372 | 0.1 | ||||||||||
3,700 | Washington Federal, Inc. | 89,762 | 0.0 | |||||||||||
92,094 | @ | Western Alliance Bancorp. | 3,006,869 | 0.4 | ||||||||||
132,900 | Wilshire Bancorp., Inc. | 1,384,818 | 0.2 | |||||||||||
45,600 | Xenia Hotels & Resorts, Inc. | 765,168 | 0.1 | |||||||||||
161,522,828 | 23.3 | |||||||||||||
Health Care: 12.3% | ||||||||||||||
8,700 | @ | Acceleron Pharma, Inc. | 295,626 | 0.0 | ||||||||||
27,600 | @,L | Achillion Pharmaceuticals, Inc. | 215,280 | 0.0 | ||||||||||
22,100 | @ | Acorda Therapeutics, Inc. | 563,660 | 0.1 | ||||||||||
11,100 | @,L | Adamas Pharmaceuticals, Inc. | 168,054 | 0.0 | ||||||||||
20,800 | @,L | Aduro Biotech, Inc. | 235,248 | 0.0 | ||||||||||
2,000 | @ | Adverum Biotechnologies, Inc. | 6,320 | 0.0 | ||||||||||
3,300 | @,L | Agios Pharmaceuticals, Inc. | 138,254 | 0.0 | ||||||||||
22,100 | @,L | AMAG Pharmaceuticals, Inc. | 528,632 | 0.1 | ||||||||||
15,000 | @ | American Renal Associates Holdings, Inc. | 434,550 | 0.1 | ||||||||||
38,900 | @,L | Amicus Therapeutics, Inc. | 212,394 | 0.0 | ||||||||||
16,900 | @ | Amphastar Pharmaceuticals, Inc. | 272,428 | 0.0 | ||||||||||
27,623 | @ | Amsurg Corp. | 2,141,887 | 0.3 | ||||||||||
24,500 | @ | Angiodynamics, Inc. | 352,065 | 0.1 | ||||||||||
26,800 | @ | Applied Genetic Technologies Corp./DE | 378,684 | 0.1 | ||||||||||
14,200 | @,L | Bellicum Pharmaceuticals, Inc. | 184,032 | 0.0 | ||||||||||
15,200 | @,L | Bluebird Bio, Inc. | 658,008 | 0.1 | ||||||||||
25,900 | @,L | Blueprint Medicines Corp. | 524,475 | 0.1 | ||||||||||
6,600 | @ | Cambrex Corp. | 341,418 | 0.1 | ||||||||||
37,100 | @,L | Cara Therapeutics, Inc. | 178,451 | 0.0 | ||||||||||
193,080 | @ | Catalent, Inc. | 4,438,909 | 0.6 | ||||||||||
79,900 | @,L | Celldex Therapeutics, Inc. | 350,761 | 0.1 | ||||||||||
73,552 | @ | Centene Corp. | 5,249,406 | 0.8 | ||||||||||
23,700 | @ | Civitas Solutions, Inc. | 493,671 | 0.1 | ||||||||||
16,500 | @,L | Clovis Oncology, Inc. | 226,380 | 0.0 | ||||||||||
16,900 | @,L | Coherus Biosciences, Inc. | 285,441 | 0.0 | ||||||||||
18,500 | @,L | Corvus Pharmaceuticals, Inc. | 263,810 | 0.0 | ||||||||||
64,850 | @ | Cotiviti Holdings, Inc. | 1,370,281 | 0.2 | ||||||||||
189,900 | @ | Cross Country Healthcare, Inc. | 2,643,408 | 0.4 | ||||||||||
16,800 | @ | Cynosure, Inc. | 817,236 | 0.1 | ||||||||||
18,700 | @ | Dimension Therapeutics, Inc. | 112,200 | 0.0 | ||||||||||
44,500 | @,L | Epizyme, Inc. | 455,680 | 0.1 | ||||||||||
15,700 | @,L | Esperion Therapeutics, Inc. | 155,116 | 0.0 | ||||||||||
14,600 | @ | FibroGen, Inc. | 239,586 | 0.0 | ||||||||||
12,100 | @,L | Flex Pharma, Inc. | 123,541 | 0.0 | ||||||||||
15,500 | @,L | Global Blood Therapeutics, Inc. | 257,145 | 0.0 | ||||||||||
22,200 | @ | Greatbatch, Inc. | 686,646 | 0.1 | ||||||||||
42,340 | @ | HealthEquity, Inc. | 1,286,501 | 0.2 | ||||||||||
140,748 | Healthsouth Corp. | 5,463,837 | 0.8 | |||||||||||
57,900 | @,L | HeartWare International, Inc. | 3,343,725 | 0.5 | ||||||||||
21,400 | @ | ICU Medical, Inc. | 2,412,850 | 0.4 | ||||||||||
76,364 | @ | Idexx Laboratories, Inc. | 7,091,161 | 1.0 | ||||||||||
11,100 | @,L | Immune Design Corp. | 90,576 | 0.0 | ||||||||||
53,400 | @,L | Infinity Pharmaceuticals, Inc. | 71,022 | 0.0 | ||||||||||
30,800 | @ | Inogen, Inc. | 1,543,388 | 0.2 | ||||||||||
6,400 | @,L | Intellia Therapeutics, Inc. | 136,640 | 0.0 | ||||||||||
18,600 | @ | Intra-Cellular Therapies, Inc. | 722,052 | 0.1 |
See Accompanying Notes to Financial Statements
63 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
39,900 | @,L | Karyopharm Therapeutics, Inc. | 267,729 | 0.0 | ||||||||||
55,800 | Kindred Healthcare, Inc. | 629,982 | 0.1 | |||||||||||
1,800 | @ | Loxo Oncology, Inc. | 41,724 | 0.0 | ||||||||||
26,800 | @ | MacroGenics, Inc. | 723,332 | 0.1 | ||||||||||
42,619 | @ | Magellan Health Services, Inc. | 2,803,052 | 0.4 | ||||||||||
13,200 | @,L | Medicines Co. | 443,916 | 0.1 | ||||||||||
75,600 | @ | Medidata Solutions, Inc. | 3,543,372 | 0.5 | ||||||||||
61,800 | @ | Molina Healthcare, Inc. | 3,083,820 | 0.4 | ||||||||||
18,400 | @ | Neurocrine Biosciences, Inc. | 836,280 | 0.1 | ||||||||||
23,900 | @ | NuVasive, Inc. | 1,427,308 | 0.2 | ||||||||||
9,600 | @ | Ophthotech Corp. | 489,888 | 0.1 | ||||||||||
100,200 | @ | OraSure Technologies, Inc. | 592,182 | 0.1 | ||||||||||
17,300 | @ | Orthofix International NV | 733,520 | 0.1 | ||||||||||
20,650 | Owens & Minor, Inc. | 771,897 | 0.1 | |||||||||||
6,400 | @ | Pacira Pharmaceuticals, Inc./DE | 215,872 | 0.0 | ||||||||||
2,400 | @ | Penumbra, Inc. | 142,800 | 0.0 | ||||||||||
28,300 | @ | PharMerica Corp. | 697,878 | 0.1 | ||||||||||
13,300 | @ | Press Ganey Holdings, Inc. | 523,355 | 0.1 | ||||||||||
13,600 | @,L | Puma Biotechnology, Inc. | 405,144 | 0.1 | ||||||||||
99,100 | @ | Raptor Pharmaceutical Corp. | 532,167 | 0.1 | ||||||||||
26,200 | @,L | Reata Pharmaceuticals, Inc. | 517,450 | 0.1 | ||||||||||
18,500 | @,L | Revance Therapeutics, Inc. | 251,600 | 0.0 | ||||||||||
14,800 | @ | Sage Therapeutics, Inc. | 445,924 | 0.1 | ||||||||||
32,700 | @ | Selecta Biosciences, Inc. | 457,473 | 0.1 | ||||||||||
6,000 | @ | Seres Therapeutics, Inc. | 174,300 | 0.0 | ||||||||||
10,100 | @,L | Spark Therapeutics Inc. | 516,413 | 0.1 | ||||||||||
24,800 | @ | Surgical Care Affiliates, Inc. | 1,182,216 | 0.2 | ||||||||||
109,600 | @,L | Synergy Pharmaceuticals, Inc. | 416,480 | 0.1 | ||||||||||
11,300 | @ | Ultragenyx Pharmaceutical, Inc. | 552,683 | 0.1 | ||||||||||
70,700 | @,L | Vitae Pharmaceuticals, Inc. | 762,853 | 0.1 | ||||||||||
21,400 | @,L | Voyager Therapeutics, Inc. | 235,186 | 0.0 | ||||||||||
48,571 | @ | WellCare Health Plans, Inc. | 5,210,697 | 0.8 | ||||||||||
90,419 | West Pharmaceutical Services, Inc. | 6,860,994 | 1.0 | |||||||||||
25,600 | @ | Xencor, Inc. | 486,144 | 0.1 | ||||||||||
85,136,066 | 12.3 | |||||||||||||
Industrials: 18.7% | ||||||||||||||
32,700 | AAR Corp. | 763,218 | 0.1 | |||||||||||
28,400 | ABM Industries, Inc. | 1,036,032 | 0.2 | |||||||||||
291,100 | @ | ACCO Brands Corp. | 3,007,063 | 0.4 | ||||||||||
168,672 | Allison Transmission Holdings, Inc. | 4,761,611 | 0.7 | |||||||||||
110,267 | Altra Industrial Motion Corp. | 2,975,004 | 0.4 | |||||||||||
34,300 | @ | American Woodmark Corp. | 2,276,834 | 0.3 | ||||||||||
96,100 | Applied Industrial Technologies, Inc. | 4,337,954 | 0.6 | |||||||||||
109,300 | ArcBest Corp. | 1,776,125 | 0.3 | |||||||||||
23,025 | @ | Atlas Air Worldwide Holdings, Inc. | 953,696 | 0.1 | ||||||||||
11,800 | Barnes Group, Inc. | 390,816 | 0.1 | |||||||||||
61,800 | Barrett Business Services, Inc. | 2,553,576 | 0.4 | |||||||||||
130,240 | Brady Corp. | 3,980,134 | 0.6 | |||||||||||
10,000 | Columbus McKinnon Corp. | 141,500 | 0.0 | |||||||||||
9,500 | @ | CRA International, Inc. | 239,590 | 0.0 | ||||||||||
133,462 | Douglas Dynamics, Inc. | 3,433,977 | 0.5 | |||||||||||
155,000 | @,L | Eclipse Resouces Corp | 517,700 | 0.1 | ||||||||||
29,500 | EMCOR Group, Inc. | 1,453,170 | 0.2 | |||||||||||
14,600 | EnerSys | 868,262 | 0.1 | |||||||||||
25,900 | @ | Engility Holdings, Inc. | 547,008 | 0.1 | ||||||||||
52,600 | Essendant, Inc. | 1,607,456 | 0.2 | |||||||||||
31,600 | Federal Signal Corp. | 407,008 | 0.1 | |||||||||||
33,181 | G&K Services, Inc. | 2,540,669 | 0.4 | |||||||||||
97,254 | @,L | Generac Holdings, Inc. | 3,400,000 | 0.5 | ||||||||||
217,200 | General Cable Corp. | 2,760,612 | 0.4 | |||||||||||
111,500 | Global Brass & Copper Holdings, Inc. | 3,042,835 | 0.4 | |||||||||||
10,600 | L | Greenbrier Cos., Inc. | 308,778 | 0.0 | ||||||||||
70,500 | @ | Hawaiian Holdings, Inc. | 2,676,180 | 0.4 | ||||||||||
11,800 | HEICO Corp. | 633,070 | 0.1 | |||||||||||
137,939 | Herman Miller, Inc. | 4,122,997 | 0.6 | |||||||||||
4,100 | Hurco Cos, Inc. | 114,103 | 0.0 | |||||||||||
7,800 | Hyster-Yale Materials Handling, Inc. | 464,022 | 0.1 | |||||||||||
7,200 | Insperity, Inc. | 556,056 | 0.1 | |||||||||||
32,800 | Interface, Inc. | 500,200 | 0.1 | |||||||||||
18,900 | Joy Global, Inc. | 399,546 | 0.1 | |||||||||||
14,900 | Kadant, Inc. | 767,499 | 0.1 | |||||||||||
99,655 | KAR Auction Services, Inc. | 4,159,600 | 0.6 | |||||||||||
4,000 | Kelly Services, Inc. | 75,880 | 0.0 | |||||||||||
6,400 | Kennametal, Inc. | 141,504 | 0.0 | |||||||||||
24,000 | Kimball International, Inc. | 273,120 | 0.0 | |||||||||||
161,431 | Knight Transportation, Inc. | 4,290,836 | 0.6 | |||||||||||
66,900 | Landstar System, Inc. | 4,593,354 | 0.7 | |||||||||||
39,500 | Lincoln Electric Holdings, Inc. | 2,333,660 | 0.3 | |||||||||||
64,900 | @ | Mastec, Inc. | 1,448,568 | 0.2 | ||||||||||
3,200 | Matson, Inc. | 103,328 | 0.0 | |||||||||||
211,400 | @ | Meritor, Inc. | 1,522,080 | 0.2 | ||||||||||
6,400 | @ | Moog, Inc. | 345,088 | 0.1 | ||||||||||
46,000 | @ | NCI Building Systems, Inc. | 735,540 | 0.1 | ||||||||||
7,500 | Park-Ohio Holdings Corp. | 212,100 | 0.0 | |||||||||||
15,500 | Powell Industries, Inc. | 609,770 | 0.1 | |||||||||||
19,440 | @ | Proto Labs, Inc. | 1,118,966 | 0.2 | ||||||||||
146,600 | Quad/Graphics, Inc. | 3,414,314 | 0.5 | |||||||||||
61,297 | @ | RBC Bearings, Inc. | 4,444,033 | 0.6 | ||||||||||
6,700 | Regal-Beloit Corp. | 368,835 | 0.1 | |||||||||||
139,615 | @ | Rexnord Corp. | 2,740,642 | 0.4 | ||||||||||
24,400 | @ | RPX Corp. | 223,748 | 0.0 | ||||||||||
98,000 | @,L | Seadrill LTD | 317,520 | 0.0 | ||||||||||
5,800 | @ | SiteOne Landscape Supply, Inc. | 197,142 | 0.0 | ||||||||||
71,000 | Skywest, Inc. | 1,878,660 | 0.3 | |||||||||||
2,200 | Standex International Corp. | 181,786 | 0.0 | |||||||||||
60,100 | Steelcase, Inc. | 815,557 | 0.1 | |||||||||||
106,323 | Toro Co. | 9,377,689 | 1.4 | |||||||||||
19,600 | @ | Trimas Corp. | 352,800 | 0.1 |
See Accompanying Notes to Financial Statements
64 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
19,200 | @ | TriNet Group, Inc. | 399,168 | 0.1 | ||||||||||
63,500 | @ | TrueBlue, Inc. | 1,201,420 | 0.2 | ||||||||||
26,100 | @ | Tutor Perini Corp. | 614,655 | 0.1 | ||||||||||
24,300 | Universal Forest Products, Inc. | 2,252,367 | 0.3 | |||||||||||
5,200 | Universal Truckload Services, Inc. | 67,080 | 0.0 | |||||||||||
42,994 | US Ecology, Inc. | 1,975,574 | 0.3 | |||||||||||
122,900 | @ | Vectrus, Inc. | 3,501,421 | 0.5 | ||||||||||
7,600 | Viad Corp. | 235,600 | 0.0 | |||||||||||
1,500 | VSE Corp. | 100,200 | 0.0 | |||||||||||
166,300 | @ | Wabash National Corp. | 2,112,010 | 0.3 | ||||||||||
14,600 | @ | WageWorks, Inc. | 873,226 | 0.1 | ||||||||||
71,425 | Waste Connections, Inc. | 5,146,171 | 0.7 | |||||||||||
26,405 | Watsco, Inc. | 3,714,919 | 0.5 | |||||||||||
31,100 | West Corp. | 611,426 | 0.1 | |||||||||||
75,300 | @ | YRC Worldwide, Inc. | 662,640 | 0.1 | ||||||||||
130,058,298 | 18.7 | |||||||||||||
Information Technology: 12.9% | ||||||||||||||
3,300 | @,L | Acacia Communications, Inc. | 131,802 | 0.0 | ||||||||||
24,100 | @ | Advanced Energy Industries, Inc. | 914,836 | 0.1 | ||||||||||
15,600 | @ | Alpha & Omega Semiconductor Ltd. | 217,308 | 0.0 | ||||||||||
58,800 | @ | Amkor Technology, Inc. | 338,100 | 0.1 | ||||||||||
48,800 | @ | Aspen Technology, Inc. | 1,963,712 | 0.3 | ||||||||||
111,400 | @ | AVG Technologies | 2,115,486 | 0.3 | ||||||||||
68,443 | @ | Benchmark Electronics, Inc. | 1,447,570 | 0.2 | ||||||||||
3,800 | @ | Blackhawk Network Holdings, Inc. | 127,262 | 0.0 | ||||||||||
59,700 | Cabot Microelectronics Corp. | 2,527,698 | 0.4 | |||||||||||
18,800 | @ | Carbonite, Inc. | 182,924 | 0.0 | ||||||||||
15,500 | @ | Cirrus Logic, Inc. | 601,245 | 0.1 | ||||||||||
60,000 | Cohu, Inc. | 651,000 | 0.1 | |||||||||||
40,800 | Comtech Telecommunications | 523,872 | 0.1 | |||||||||||
118,948 | @ | CoreLogic, Inc. | 4,577,119 | 0.7 | ||||||||||
18,000 | @ | Cornerstone OnDemand, Inc. | 685,080 | 0.1 | ||||||||||
198,031 | Cypress Semiconductor Corp. | 2,089,227 | 0.3 | |||||||||||
81,550 | @ | Emcore Corp. | 484,407 | 0.1 | ||||||||||
22,200 | @ | Euronet Worldwide, Inc. | 1,536,018 | 0.2 | ||||||||||
4,800 | EVERTEC, Inc. | 74,592 | 0.0 | |||||||||||
108,963 | @ | Everyday Health, Inc. | 858,628 | 0.1 | ||||||||||
17,600 | @ | ExlService Holdings, Inc. | 922,416 | 0.1 | ||||||||||
550,700 | @ | Extreme Networks, Inc. | 1,866,873 | 0.3 | ||||||||||
17,096 | Factset Research Systems, Inc. | 2,759,636 | 0.4 | |||||||||||
16,509 | FEI Co. | 1,764,482 | 0.3 | |||||||||||
29,300 | @ | First Solar, Inc. | 1,420,464 | 0.2 | ||||||||||
63,300 | @ | Five9, Inc. | 753,270 | 0.1 | ||||||||||
104,200 | @,L | GrubHub, Inc. | 3,237,494 | 0.5 | ||||||||||
54,565 | @ | Guidewire Software, Inc. | 3,369,934 | 0.5 | ||||||||||
59,991 | @ | Imperva, Inc. | 2,580,213 | 0.4 | ||||||||||
94,200 | @ | Insight Enterprises, Inc. | 2,449,200 | 0.4 | ||||||||||
73,600 | @ | Instructure, Inc. | 1,398,400 | 0.2 | ||||||||||
132,100 | IXYS Corp. | 1,354,025 | 0.2 | |||||||||||
57,475 | @ | Kimball Electronics, Inc. | 715,564 | 0.1 | ||||||||||
5,000 | Littelfuse, Inc. | 590,950 | 0.1 | |||||||||||
8,700 | @ | Manhattan Associates, Inc. | 557,931 | 0.1 | ||||||||||
16,800 | Methode Electronics, Inc. | 575,064 | 0.1 | |||||||||||
169,780 | Monotype Imaging Holdings, Inc. | 4,181,681 | 0.6 | |||||||||||
9,300 | @ | Nanometrics, Inc. | 193,347 | 0.0 | ||||||||||
29,000 | @ | NeoPhotonics Corp. | 276,370 | 0.0 | ||||||||||
38,728 | @,L | NetSuite, Inc. | 2,819,398 | 0.4 | ||||||||||
21,800 | @ | PDF Solutions, Inc. | 304,982 | 0.0 | ||||||||||
55,500 | Pegasystems, Inc. | 1,495,725 | 0.2 | |||||||||||
95,800 | @ | Planet Payment, Inc. | 430,142 | 0.1 | ||||||||||
17,960 | @ | PTC, Inc. | 674,937 | 0.1 | ||||||||||
130,402 | @ | Q2 Holdings, Inc. | 3,653,864 | 0.5 | ||||||||||
57,400 | @ | �� | QLIK Technologies, Inc. | 1,697,892 | 0.3 | |||||||||
6,200 | @ | Qualys, Inc. | 184,822 | 0.0 | ||||||||||
17,400 | @ | Rapid7, Inc. | 218,892 | 0.0 | ||||||||||
145,400 | @ | Rovi Corp. | 2,274,056 | 0.3 | ||||||||||
129,700 | @ | Sanmina Corp. | 3,477,257 | 0.5 | ||||||||||
11,200 | Science Applications International Corp. | 653,520 | 0.1 | |||||||||||
161,600 | @ | Sigma Designs, Inc. | 1,039,088 | 0.2 | ||||||||||
31,244 | @ | Splunk, Inc. | 1,692,800 | 0.3 | ||||||||||
28,400 | @ | SYKES Enterprises, Inc. | 822,464 | 0.1 | ||||||||||
98,500 | @ | Take-Two Interactive Software, Inc. | 3,735,120 | 0.5 | ||||||||||
15,400 | @ | Tech Data Corp. | 1,106,490 | 0.2 | ||||||||||
21,800 | @,L | Twilio, Inc. | 795,700 | 0.1 | ||||||||||
21,900 | @ | Tyler Technologies, Inc. | 3,650,949 | 0.5 | ||||||||||
161,500 | @ | Ultra Clean Holdings | 918,935 | 0.1 | ||||||||||
170,520 | @,L | Unisys Corp. | 1,241,386 | 0.2 | ||||||||||
8,900 | @ | Vasco Data Security Intl. | 145,871 | 0.0 | ||||||||||
12,900 | @ | Web.com Group, Inc. | 234,522 | 0.0 | ||||||||||
24,889 | @ | WebMD Health Corp. | 1,446,300 | 0.2 | ||||||||||
60,800 | @ | Xactly Corp. | 778,848 | 0.1 | ||||||||||
135,800 | @ | Xcerra Corp. | 780,850 | 0.1 | ||||||||||
89,290,010 | 12.9 | |||||||||||||
Materials: 5.0% | ||||||||||||||
6,400 | AEP Industries, Inc. | 514,944 | 0.1 | |||||||||||
110,179 | Aptargroup, Inc. | 8,718,464 | 1.3 | |||||||||||
19,200 | @ | Berry Plastics Group, Inc. | 745,920 | 0.1 | ||||||||||
27,200 | @ | Boise Cascade Co. | 624,240 | 0.1 | ||||||||||
39,700 | Commercial Metals Co. | 670,930 | 0.1 | |||||||||||
118,816 | @ | Crown Holdings, Inc. | 6,020,407 | 0.9 | ||||||||||
6,500 | FutureFuel Corp. | 70,720 | 0.0 | |||||||||||
27,344 | @ | GCP Applied Technologies, Inc. | 712,038 | 0.1 | ||||||||||
71,400 | Graphic Packaging Holding Co. | 895,356 | 0.1 | |||||||||||
35,900 | Innophos Holdings, Inc. | 1,515,339 | 0.2 | |||||||||||
2,400 | Innospec, Inc. | 110,376 | 0.0 | |||||||||||
25,500 | Minerals Technologies, Inc. | 1,448,400 | 0.2 | |||||||||||
28,800 | @ | Omnova Solutions, Inc. | 208,800 | 0.0 | ||||||||||
12,110 | Quaker Chemical Corp. | 1,080,212 | 0.2 | |||||||||||
69,300 | @ | Ryerson Holding Corp. | 1,212,750 | 0.2 | ||||||||||
39,500 | Schweitzer-Mauduit International, Inc. | 1,393,560 | 0.2 | |||||||||||
96,168 | Silgan Holdings, Inc. | 4,948,805 | 0.7 | |||||||||||
71,700 | @,L | Trinseo SA | 3,078,081 | 0.4 | ||||||||||
8,650 | Worthington Industries, Inc. | 365,895 | 0.1 | |||||||||||
34,335,237 | 5.0 | |||||||||||||
Telecommunication Services: 0.6% | ||||||||||||||
12,200 | @ | 8x8, Inc. | 178,242 | 0.0 | ||||||||||
129,500 | Inteliquent, Inc. | 2,575,755 | 0.4 |
See Accompanying Notes to Financial Statements
65 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Telecommunication Services: (continued) | ||||||||||||||
85,200 | @ | RingCentral, Inc. | 1,680,144 | 0.2 | ||||||||||
4,434,141 | 0.6 | |||||||||||||
Utilities: 3.4% | ||||||||||||||
1,078 | AGL Resources, Inc. | 71,116 | 0.0 | |||||||||||
4,200 | American States Water Co. | 184,044 | 0.0 | |||||||||||
22,600 | Atlantic Power Corp. | 56,048 | 0.0 | |||||||||||
4,900 | Consolidated Water Co., Ltd. | 63,994 | 0.0 | |||||||||||
31,600 | @,L | Dynegy, Inc. | 544,784 | 0.1 | ||||||||||
3,100 | El Paso Electric Co. | 146,537 | 0.0 | |||||||||||
13,300 | Idacorp, Inc. | 1,081,955 | 0.2 | |||||||||||
6,700 | MGE Energy, Inc. | 378,650 | 0.0 | |||||||||||
27,400 | New Jersey Resources Corp. | 1,056,270 | 0.1 | |||||||||||
83,813 | NorthWestern Corp. | 5,286,086 | 0.8 | |||||||||||
202,055 | Portland General Electric Co. | 8,914,667 | 1.3 | |||||||||||
6,400 | Southwest Gas Corp. | 503,744 | 0.1 | |||||||||||
39,200 | Spark Energy, Inc. | 1,295,560 | 0.2 | |||||||||||
248,300 | @ | Talen Energy Corp. | 3,364,465 | 0.5 | ||||||||||
131,700 | TerraForm Global, Inc. | 429,342 | 0.1 | |||||||||||
4,600 | Westar Energy, Inc. | 258,014 | 0.0 | |||||||||||
23,635,276 | 3.4 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $572,735,371) | 671,571,999 | 96.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 7.4% | ||||||||||||||
Securities Lending Collateralcc: 4.4% | ||||||||||||||
6,862,204 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $6,862,283, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $6,999,530, due 01/01/30-06/20/46) | 6,862,204 | 1.0 | |||||||||||
7,180,535 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $7,180,627, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $7,324,146, due 07/15/16-09/20/65) | 7,180,535 | 1.1 | |||||||||||
7,180,535 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $7,180,633, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $7,324,146, due 07/07/16-02/01/49) | 7,180,535 | 1.0 | |||||||||||
7,180,535 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $7,180,618, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $7,324,146, due 12/01/16-02/20/66) | 7,180,535 | 1.0 | |||||||||||
1,829,663 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,829,687, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,881,056, due 04/15/18-01/15/29) | 1,829,663 | 0.3 | |||||||||||
30,233,472 | 4.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.0% | ||||||||||||||
21,072,926 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $21,072,926) | 21,072,926 | 3.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $51,306,398) | 51,306,398 | 7.4 | ||||||||||||
Total Investments in Securities (Cost $624,041,769) | $ | 722,878,397 | 104.2 | |||||||||||
Liabilities in Excess of Other Assets | (29,076,934 | ) | (4.2 | ) | ||||||||||
Net Assets | $ | 693,801,463 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | Non-income producing security. |
See Accompanying Notes to Financial Statements
66 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
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, 2016. |
Cost for federal income tax purposes is $626,964,287.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 141,302,860 | ||
Gross Unrealized Depreciation | (45,388,750 | ) | ||
Net Unrealized Appreciation | $ | 95,914,110 |
See Accompanying Notes to Financial Statements
67 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.8% | ||||||||||||||
Brazil: 0.6% | ||||||||||||||
185,491 | @ | Petroleo Brasileiro SA ADR | 1,077,703 | 0.6 | ||||||||||
China: 2.8% | ||||||||||||||
873,000 | China Life Insurance Co., Ltd. | 1,882,295 | 1.0 | |||||||||||
74,000 | China Mobile Ltd. | 855,012 | 0.5 | |||||||||||
11,144 | China Telecom Corp., Ltd. ADR | 501,369 | 0.3 | |||||||||||
2,372,100 | Kunlun Energy Co. Ltd. | 1,974,020 | 1.0 | |||||||||||
5,212,696 | 2.8 | |||||||||||||
Denmark: 0.5% | ||||||||||||||
27,630 | L | FLSmidth & Co. A/S | 986,638 | 0.5 | ||||||||||
France: 7.5% | ||||||||||||||
77,752 | AXA S.A. | 1,537,367 | 0.8 | |||||||||||
63,490 | BNP Paribas | 2,784,399 | 1.5 | |||||||||||
21,874 | Cie Generale des Etablissements Michelin | 2,061,428 | 1.1 | |||||||||||
240,730 | Credit Agricole SA | 2,023,810 | 1.0 | |||||||||||
32,080 | Sanofi | 2,665,306 | 1.4 | |||||||||||
3,490 | Technip S.A. | 188,897 | 0.1 | |||||||||||
62,950 | Total S.A. | 3,018,845 | 1.6 | |||||||||||
14,280,052 | 7.5 | |||||||||||||
Germany: 5.5% | ||||||||||||||
265,400 | L | Deutsche Lufthansa AG | 3,120,459 | 1.6 | ||||||||||
25,280 | Merck KGaA | 2,569,547 | 1.4 | |||||||||||
80,110 | Metro AG | 2,463,883 | 1.3 | |||||||||||
21,680 | Siemens AG | 2,224,837 | 1.2 | |||||||||||
10,378,726 | 5.5 | |||||||||||||
Ireland: 0.6% | ||||||||||||||
13,240 | Medtronic PLC | 1,148,835 | 0.6 | |||||||||||
Israel: 2.3% | ||||||||||||||
87,753 | Teva Pharmaceutical Industries Ltd. ADR | 4,407,833 | 2.3 | |||||||||||
Italy: 1.9% | ||||||||||||||
124,685 | ENI S.p.A. | 2,008,331 | 1.1 | |||||||||||
707,349 | UniCredit SpA | 1,555,647 | 0.8 | |||||||||||
3,563,978 | 1.9 | |||||||||||||
Japan: 4.4% | ||||||||||||||
170,000 | Konica Minolta Holdings, Inc. | 1,238,375 | 0.6 | |||||||||||
258,800 | Nissan Motor Co., Ltd. | 2,309,614 | 1.2 | |||||||||||
52,500 | SoftBank Group Corp. | 2,968,984 | 1.6 | |||||||||||
696,000 | @ | Toshiba Corp. | 1,895,906 | 1.0 | ||||||||||
8,412,879 | 4.4 | |||||||||||||
Netherlands: 5.2% | ||||||||||||||
429,839 | Aegon NV | 1,703,169 | 0.9 | |||||||||||
28,070 | Akzo Nobel NV | 1,743,739 | 0.9 | |||||||||||
52,100 | @ | Qiagen NV | 1,135,382 | 0.6 | ||||||||||
2,558 | Royal Dutch Shell PLC - Class A | 70,256 | 0.0 | |||||||||||
187,540 | Royal Dutch Shell PLC - Class B | 5,181,491 | 2.8 | |||||||||||
9,834,037 | 5.2 | |||||||||||||
Portugal: 1.2% | ||||||||||||||
160,190 | Galp Energia SGPS SA | 2,227,985 | 1.2 | |||||||||||
Russia: 1.0% | ||||||||||||||
141,743 | MMC Norilsk Nickel PJSC ADR | 1,895,104 | 1.0 | |||||||||||
Singapore: 2.1% | ||||||||||||||
139,980 | DBS Group Holdings Ltd. | 1,650,493 | 0.9 | |||||||||||
775,700 | Singapore Telecommunications Ltd. | 2,395,842 | 1.2 | |||||||||||
4,046,335 | 2.1 | |||||||||||||
South Korea: 7.2% | ||||||||||||||
29,705 | @ | Hyundai Motor Co. | 3,513,848 | 1.9 | ||||||||||
76,364 | KB Financial Group, Inc. | 2,171,484 | 1.1 | |||||||||||
6,303 | Samsung Electronics Co., Ltd. | 7,849,449 | 4.2 | |||||||||||
13,534,781 | 7.2 | |||||||||||||
Spain: 1.1% | ||||||||||||||
228,268 | @ | Telefonica S.A. | 2,167,143 | 1.1 | ||||||||||
Sweden: 1.8% | ||||||||||||||
103,564 | Telefonaktiebolaget LM Ericsson | 795,636 | 0.4 | |||||||||||
122,730 | Getinge AB | 2,533,884 | 1.4 | |||||||||||
3,329,520 | 1.8 | |||||||||||||
Switzerland: 4.1% | ||||||||||||||
168,443 | Credit Suisse Group AG | 1,794,326 | 1.0 | |||||||||||
1,270,565 | Glencore PLC | 2,618,801 | 1.4 | |||||||||||
9,160 | Roche Holding AG | 2,417,139 | 1.3 | |||||||||||
64,950 | UBS Group AG | 842,765 | 0.4 | |||||||||||
7,673,031 | 4.1 | |||||||||||||
Thailand: 0.7% | ||||||||||||||
276,600 | Bangkok Bank PCL | 1,252,173 | 0.7 | |||||||||||
Turkey: 1.0% | ||||||||||||||
214,182 | @ | Turkcell Iletisim Hizmet AS ADR | 1,959,765 | 1.0 | ||||||||||
United Kingdom: 12.1% | ||||||||||||||
322,979 | BAE Systems PLC | 2,261,046 | 1.2 | |||||||||||
824,740 | Barclays PLC | 1,533,931 | 0.8 | |||||||||||
552,759 | BP PLC | 3,235,601 | 1.7 | |||||||||||
149,491 | Sky PLC | 1,698,741 | 0.9 | |||||||||||
80,360 | CRH PLC - London | 2,356,458 | 1.3 | |||||||||||
19,555 | GlaxoSmithKline PLC | 419,946 | 0.2 | |||||||||||
444,710 | HSBC Holdings PLC | 2,723,546 | 1.4 | |||||||||||
157,576 | Kingfisher PLC | 676,806 | 0.4 | |||||||||||
651,074 | @ | Serco Group PLC | 968,939 | 0.5 | ||||||||||
477,647 | Standard Chartered PLC | 3,623,914 | 1.9 | |||||||||||
919,919 | @ | Tesco PLC | 2,160,529 | 1.1 | ||||||||||
402,465 | Vodafone Group PLC | 1,227,065 | 0.7 | |||||||||||
22,886,522 | 12.1 | |||||||||||||
United States: 35.2% | ||||||||||||||
54,970 | American International Group, Inc. | 2,907,363 | 1.5 | |||||||||||
14,881 | @ | Allergan plc | 3,438,850 | 1.8 |
See Accompanying Notes to Financial Statements
68 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
3,550 | @ | Alphabet, Inc. - Class A | 2,497,531 | 1.3 | ||||||||||
27,370 | Amgen, Inc. | 4,164,345 | 2.2 | |||||||||||
43,910 | Apache Corp. | 2,444,470 | 1.3 | |||||||||||
10,090 | Apple, Inc. | 964,604 | 0.5 | |||||||||||
41,950 | Baker Hughes, Inc. | 1,893,203 | 1.0 | |||||||||||
41,260 | Capital One Financial Corp. | 2,620,423 | 1.4 | |||||||||||
316,000 | @,L | Chesapeake Energy Corp. | 1,352,480 | 0.7 | ||||||||||
9,540 | Chevron Corp. | 1,000,078 | 0.5 | |||||||||||
106,710 | Cisco Systems, Inc. | 3,061,510 | 1.6 | |||||||||||
100,620 | Citigroup, Inc. | 4,265,282 | 2.3 | |||||||||||
45,760 | Comcast Corp. – Class A | 2,983,094 | 1.6 | |||||||||||
33,630 | Eli Lilly & Co. | 2,648,363 | 1.4 | |||||||||||
20,430 | Gilead Sciences, Inc. | 1,704,271 | 0.9 | |||||||||||
54,080 | Halliburton Co. | 2,449,283 | 1.3 | |||||||||||
93,170 | Hewlett Packard Enterprise Co. | 1,702,216 | 0.9 | |||||||||||
93,170 | HP, Inc. | 1,169,284 | 0.6 | |||||||||||
45,870 | JPMorgan Chase & Co. | 2,850,362 | 1.5 | |||||||||||
43,590 | @ | Michael Kors Holdings Ltd. | 2,156,833 | 1.1 | ||||||||||
76,610 | Microsoft Corp. | 3,920,134 | 2.1 | |||||||||||
63,850 | Morgan Stanley | 1,658,823 | 0.9 | |||||||||||
195,600 | @,L | Navistar International Corp. | 2,286,564 | 1.2 | ||||||||||
90,880 | Oracle Corp. | 3,719,718 | 2.0 | |||||||||||
62,340 | SunTrust Bank | 2,560,927 | 1.4 | |||||||||||
86,570 | Twenty-First Century Fox, Inc. - Class A | 2,341,719 | 1.2 | |||||||||||
16,970 | United Parcel Service, Inc. - Class B | 1,828,008 | 1.0 | |||||||||||
66,589,738 | 35.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $196,772,978) | 186,865,474 | 98.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.6% | ||||||||||||||
U.S. Government Agency Obligations: 0.5% | ||||||||||||||
1,000,000 | Freddie Mac Discount Notes, 07/01/16 | |||||||||||||
(Cost $1,000,000) | 1,000,000 | 0.5 | ||||||||||||
Securities Lending Collateralcc: 4.1% | ||||||||||||||
1,826,239 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,826,263, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,862,764, due 07/15/16-09/20/65) | 1,826,239 | 1.0 | |||||||||||
1,826,239 | Citigroup, Inc., Repurchase Agreement dated 06/30/16, 0.44%, due 07/01/16 (Repurchase Amount $1,826,261, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,862,764, due 04/30/17-03/15/57) | 1,826,239 | 0.9 | |||||||||||
1,826,239 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $1,826,264, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,862,764, due 07/07/16-02/01/49) | 1,826,239 | 1.0 | |||||||||||
384,381 | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $384,386, collateralized by various U.S. Government Agency Obligations, 1.000%-8.000%, Market Value plus accrued interest $392,069, due 06/01/22-11/20/45) | 384,381 | 0.2 | |||||||||||
1,826,239 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $1,826,260, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,862,764, due 12/01/16-02/20/66) | 1,826,239 | 1.0 | |||||||||||
7,689,337 | 4.1 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $8,689,337) | 8,689,337 | 4.6 | ||||||||||||
Total Investments in Securities (Cost $205,462,315) | $ | 195,554,811 | 103.4 | |||||||||||
Liabilities in Excess of Other Assets | (6,451,701 | ) | (3.4 | ) | ||||||||||
Net Assets | $ | 189,103,110 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
See Accompanying Notes to Financial Statements
69 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
@ | 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, 2016. |
Cost for federal income tax purposes is $207,822,158.
Net unrealized depreciation consists of:
Gross Unrealized Appreciation | $ | 23,940,320 | ||
Gross Unrealized Depreciation | (36,207,667 | ) | ||
Net Unrealized Depreciation | $ | (12,267,347 | ) |
See Accompanying Notes to Financial Statements
70 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 24.3% | ||||||||||||||
Communications: 1.7% | ||||||||||||||
2,500,000 | Cisco Systems, Inc., 1.400%, 02/28/18 | 2,523,255 | 0.4 | |||||||||||
2,530,000 | Comcast Corp., 5.700%, 05/15/18 | 2,749,328 | 0.5 | |||||||||||
4,485,000 | # | NBCUniversal Enterprise, Inc., 1.662%, 04/15/18 | 4,535,165 | 0.8 | ||||||||||
9,807,748 | 1.7 | |||||||||||||
Consumer, Cyclical: 2.0% | ||||||||||||||
4,350,000 | # | American Honda Finance Corp., 1.600%, 02/16/18 | 4,392,752 | 0.8 | ||||||||||
1,850,000 | # | BMW US Capital LLC, 1.500%, 04/11/19 | 1,859,947 | 0.3 | ||||||||||
290,000 | Lowe's Cos, Inc., 1.150%, 04/15/19 | 290,563 | 0.0 | |||||||||||
960,000 | # | Nissan Motor Acceptance Corp., 2.000%, 03/08/19 | 972,011 | 0.2 | ||||||||||
885,000 | PACCAR Financial Corp., 1.300%, 05/10/19 | 888,902 | 0.2 | |||||||||||
2,900,000 | Toyota Motor Credit Corp., 1.550%, 07/13/18 | 2,928,748 | 0.5 | |||||||||||
11,332,923 | 2.0 | |||||||||||||
Consumer, Non-cyclical: 7.8% | ||||||||||||||
6,320,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 6,431,188 | 1.1 | |||||||||||
2,000,000 | # | BAT International Finance PLC, 1.850%, 06/15/18 | 2,022,438 | 0.4 | ||||||||||
2,900,000 | Coca-Cola Co, 1.650%, 11/01/18 | 2,944,654 | 0.5 | |||||||||||
5,700,000 | Gilead Sciences, Inc., 1.850%, 09/04/18 | 5,802,919 | 1.0 | |||||||||||
1,595,000 | Kimberly-Clark Corp., 1.400%, 02/15/19 | 1,615,957 | 0.3 | |||||||||||
4,835,000 | Medtronic, Inc., 1.375%, 04/01/18 | 4,866,848 | 0.8 | |||||||||||
2,900,000 | Merck & Co., Inc., 1.100%, 01/31/18 | 2,916,684 | 0.5 | |||||||||||
4,250,000 | Pfizer, Inc., 1.500%, 06/15/18 | 4,293,652 | 0.7 | |||||||||||
4,300,000 | Philip Morris International, Inc., 1.250%, 11/09/17 | 4,316,525 | 0.8 | |||||||||||
3,690,000 | Philip Morris International, Inc., 1.375%, 02/25/19 | 3,720,132 | 0.7 | |||||||||||
2,900,000 | Procter & Gamble Co, 1.600%, 11/15/18 | 2,962,767 | 0.5 | |||||||||||
2,825,000 | Sanofi, 1.250%, 04/10/18 | 2,844,134 | 0.5 | |||||||||||
44,737,898 | 7.8 | |||||||||||||
Energy: 0.5% | ||||||||||||||
2,880,000 | # | Schlumberger Holdings Corp., 1.900%, 12/21/17 | 2,899,290 | 0.5 | ||||||||||
Financial: 9.0% | ||||||||||||||
5,700,000 | # | AIG Global Funding, 1.650%, 12/15/17 | 5,726,169 | 1.0 | ||||||||||
4,250,000 | Bank of America NA, 2.050%, 12/07/18 | 4,312,407 | 0.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
5,800,000 | Bank of New York Mellon Corp., 1.350%, 03/06/18 | 5,835,438 | 1.0 | |||||||||||
2,500,000 | Berkshire Hathaway Finance Corp., 1.300%, 05/15/18 | 2,516,420 | 0.4 | |||||||||||
5,700,000 | Branch Banking & Trust Co., 2.300%, 10/15/18 | 5,844,472 | 1.0 | |||||||||||
2,900,000 | HSBC USA, Inc., 1.625%, 01/16/18 | 2,895,485 | 0.5 | |||||||||||
5,700,000 | JPMorgan Chase & Co., 2.350%, 01/28/19 | 5,842,716 | 1.0 | |||||||||||
5,700,000 | # | Metropolitan Life Global Funding I, 1.500%, 01/10/18 | 5,734,143 | 1.0 | ||||||||||
630,000 | # | Principal Life Global Funding II, 1.500%, 04/18/19 | 632,708 | 0.1 | ||||||||||
2,500,000 | Toronto-Dominion Bank, 1.950%, 01/22/19 | 2,538,800 | 0.4 | |||||||||||
5,700,000 | US Bancorp, 1.950%, 11/15/18 | 5,814,120 | 1.0 | |||||||||||
2,765,000 | Visa, Inc., 1.200%, 12/14/17 | 2,782,765 | 0.5 | |||||||||||
1,700,000 | Wells Fargo & Co., 2.150%, 01/15/19 | 1,736,198 | 0.3 | |||||||||||
52,211,841 | 9.0 | |||||||||||||
Industrial: 0.8% | ||||||||||||||
1,435,000 | Caterpillar Financial Services Corp., 1.350%, 05/18/19 | 1,442,253 | 0.3 | |||||||||||
1,300,000 | General Electric Co., 1.625%, 04/02/18 | 1,318,789 | 0.2 | |||||||||||
1,935,000 | # | Siemens Financieringsmaatschappij NV, 1.450%, 05/25/18 | 1,950,416 | 0.3 | ||||||||||
4,711,458 | 0.8 | |||||||||||||
Technology: 1.3% | ||||||||||||||
5,050,000 | Apple, Inc., 1.700%, 02/22/19 | 5,142,253 | 0.9 | |||||||||||
2,500,000 | Oracle Corp., 1.200%, 10/15/17 | 2,509,360 | 0.4 | |||||||||||
7,651,613 | 1.3 | |||||||||||||
Utilities: 1.2% | ||||||||||||||
3,700,000 | Duke Energy Carolinas LLC, 7.000%, 11/15/18 | 4,199,289 | 0.7 | |||||||||||
2,600,000 | Virginia Electric & Power Co., 5.950%, 09/15/17 | 2,753,637 | 0.5 | |||||||||||
6,952,926 | 1.2 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $139,059,389) | 140,305,697 | 24.3 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 54.0% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 54.0% | ||||||||||||||
9,562,504 | 0.125%, due 07/15/24 | 9,671,640 | 1.7 | |||||||||||
1,025,312 | 0.250%, due 01/15/25 | 1,042,128 | 0.2 | |||||||||||
12,481,377 | 0.375%, due 07/15/23 | 12,923,267 | 2.2 | |||||||||||
8,434,655 | 0.375%, due 07/15/25 | 8,694,012 | 1.5 | |||||||||||
20,954,458 | 0.625%, due 01/15/24 | 21,964,944 | 3.8 | |||||||||||
15,414,238 | 0.625%, due 01/15/26 | 16,247,269 | 2.8 | |||||||||||
2,509,159 | 0.625%, due 02/15/43 | 2,449,730 | 0.4 | |||||||||||
20,636,864 | 0.750%, due 02/15/42 | 20,740,316 | 3.6 | |||||||||||
4,313,132 | 0.750%, due 02/15/45 | 4,344,946 | 0.8 | |||||||||||
3,882,604 | 1.000%, due 02/15/46 | 4,200,061 | 0.7 | |||||||||||
2,545,993 | 1.375%, due 02/15/44 | 2,950,717 | 0.5 |
See Accompanying Notes to Financial Statements |
71 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. TREASURY OBLIGATIONS: (continued) | ||||||||||||||
Treasury Inflation Indexed Protected Securities: (continued) | ||||||||||||||
25,552,898 | S | 1.750%, due 01/15/28 | 29,918,355 | 5.2 | ||||||||||
18,323,296 | 2.000%, due 01/15/26 | 21,584,989 | 3.7 | |||||||||||
11,342,347 | 2.125%, due 02/15/40 | 14,865,790 | 2.6 | |||||||||||
20,934,214 | 2.125%, due 02/15/41 | 27,679,637 | 4.8 | |||||||||||
14,351,454 | 2.375%, due 01/15/25 | 17,156,345 | 3.0 | |||||||||||
18,451,359 | 2.375%, due 01/15/27 | 22,678,843 | 3.9 | |||||||||||
7,366,184 | 2.500%, due 01/15/29 | 9,348,483 | 1.6 | |||||||||||
3,646,205 | 3.375%, due 04/15/32 | 5,348,669 | 0.9 | |||||||||||
18,942,308 | 3.625%, due 04/15/28 | 26,249,891 | 4.5 | |||||||||||
22,221,353 | 3.875%, due 04/15/29 | 32,057,057 | 5.6 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $304,344,060) | 312,117,089 | 54.0 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 4.6% | ||||||||||||||
EUR | 6,916,167 | Deutsche Bundesrepublik Inflation Linked Bond, 0.100%, 04/15/23 | 8,271,877 | 1.4 | ||||||||||
EUR | 605,900 | Hellenic Republic Government Bond, 25.050%, 10/15/42 | 1,950 | 0.0 | ||||||||||
EUR | 879,317 | # | Italy Buoni Poliennali Del Tesoro, 1.250%, 09/15/32 | 1,029,119 | 0.2 | |||||||||
EUR | 32,089 | Italy Buoni Poliennali Del Tesoro, 2.100%, 09/15/16 | 35,854 | 0.0 | ||||||||||
EUR | 2,766,351 | # | Italy Buoni Poliennali Del Tesoro, 2.350%, 09/15/24 | 3,530,789 | 0.6 | |||||||||
EUR | 960,747 | Italy Buoni Poliennali Del Tesoro, 2.550%, 09/15/41 | 1,382,152 | 0.2 | ||||||||||
EUR | 3,519,183 | Italy Buoni Poliennali Del Tesoro, 2.600%, 09/15/23 | 4,573,961 | 0.8 | ||||||||||
NZD | 1,236,000 | New Zealand Government Bond, 2.500%, 09/20/35 | 998,655 | 0.2 | ||||||||||
NZD | 7,848,000 | New Zealand Government Bond, 3.000%, 09/20/30 | 6,717,421 | 1.2 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $26,580,122) | 26,541,778 | 4.6 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 13.2% | ||||||||||||||
Federal Home Loan Bank: 1.3% | ||||||||||||||
6,955,000 | 2.875%, due 09/13/24 | 7,552,852 | 1.3 | |||||||||||
Federal Home Loan Mortgage Corporation: 4.1%## | ||||||||||||||
8,270,000 | 1.250%, due 10/02/19 | 8,370,514 | 1.4 | |||||||||||
1,515,000 | 1.375%, due 05/01/20 | 1,538,772 | 0.3 | |||||||||||
12,960,000 | 2.375%, due 01/13/22 | 13,739,038 | 2.4 | |||||||||||
23,648,324 | 4.1 | |||||||||||||
Federal National Mortgage Association: 5.9%## | ||||||||||||||
22,885,000 | 1.750%, due 09/12/19 | 23,529,670 | 4.1 | |||||||||||
10,140,000 | 1.875%, due 12/28/20 | 10,491,422 | 1.8 | |||||||||||
34,021,092 | 5.9 | |||||||||||||
Other U.S. Agency Obligations: 1.9% | ||||||||||||||
11,230,000 | 1.300%, due 12/14/18 | 11,372,149 | 1.9 | |||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $74,443,370) | 76,594,417 | 13.2 |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: 0.6% | ||||||||||||||
Exchange-Traded Options: 0.1% | ||||||||||||||
614 | @ | 90-Day Eurodollar, Strike @ 98.250, Exp. 09/16/16 | 3,837 | 0.0 | ||||||||||
614 | @ | 90-Day Eurodollar, Strike @ 98.750, Exp. 09/16/16 | 11,513 | 0.0 | ||||||||||
278 | @ | U.S. Treasury 10-Year Note, Strike @ 133.500, Exp. 08/26/16 | 238,908 | 0.1 | ||||||||||
254,258 | 0.1 | |||||||||||||
Options on Currencies: 0.2% | ||||||||||||||
7,845,000 | @ | Call AUD vs. Put USD, Strike @ 0.748, Exp. 07/20/16 Counterparty: JPMorgan Chase & Co. | 55,782 | 0.0 | ||||||||||
5,150,000 | @ | Call EUR vs. Put USD, Strike @ 1.138, Exp. 07/29/16 Counterparty: Deutsche Bank AG | 14,976 | 0.0 | ||||||||||
3,985,000 | @ | Call GBP vs. Put JPY, Strike @ 166.000, Exp. 07/14/16 Counterparty: Barclays Bank PLC | 2 | 0.0 | ||||||||||
11,515,000 | @ | Call USD vs. Put CAD, Strike @ 1.420, Exp. 11/03/16 Counterparty: Barclays Bank PLC | 32,380 | 0.0 | ||||||||||
11,515,000 | @ | Call USD vs. Put CAD, Strike @ 1.315, Exp. 11/03/16 Counterparty: Barclays Bank PLC | 177,635 | 0.1 | ||||||||||
11,540,000 | @ | Call USD vs. Put JPY, Strike @ 110.000, Exp. 08/05/16 Counterparty: HSBC Bank PLC | 15,458 | 0.0 | ||||||||||
11,515,000 | @ | Call USD vs. Put MXN, Strike @ 18.290, Exp. 11/03/16 Counterparty: Barclays Bank PLC | 442,735 | 0.1 | ||||||||||
11,515,000 | @ | Call USD vs. Put MXN, Strike @ 19.870, Exp. 11/03/16 Counterparty: Barclays Bank PLC | 141,564 | 0.0 | ||||||||||
7,845,000 | @ | Put AUD vs. Call USD, Strike @ 0.703, Exp. 07/20/16 Counterparty: JPMorgan Chase & Co. | 3,653 | 0.0 | ||||||||||
13,630,000 | @ | Put CHF vs. Call NOK, Strike @ 7.720, Exp. 08/02/16 Counterparty: Deutsche Bank AG | 397 | 0.0 | ||||||||||
5,170,000 | @ | Put EUR vs. Call JPY, Strike @ 113.000, Exp. 09/22/16 Counterparty: Deutsche Bank AG | 112,690 | 0.0 | ||||||||||
10,140,000 | @ | Put EUR vs. Call USD, Strike @ 1.088, Exp. 11/03/16 Counterparty: BNP Paribas Bank | 152,555 | 0.0 | ||||||||||
10,335,000 | @ | Put EUR vs. Call USD, Strike @ 1.105, Exp. 07/08/16 Counterparty: BNP Paribas Bank | 40,869 | 0.0 |
See Accompanying Notes to Financial Statements |
72 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: (continued) | ||||||||||||||
Options on Currencies: (continued) | ||||||||||||||
5,150,000 | @ | Put EUR vs. Call USD, Strike @ 1.093, Exp. 07/29/16 Counterparty: Deutsche Bank AG | 29,131 | 0.0 | ||||||||||
10,140,000 | @ | Put EUR vs. Call USD, Strike @ 1.020, Exp. 11/03/16 Counterparty: BNP Paribas Bank | 41,739 | 0.0 | ||||||||||
4,315,000 | @ | Put GBP vs. Call USD, Strike @ 1.310, Exp. 08/29/16 Counterparty: Deutsche Bank AG | 89,752 | 0.0 | ||||||||||
4,315,000 | @ | Put GBP vs. Call USD, Strike @ 1.198, Exp. 08/29/16 Counterparty: Deutsche Bank AG | 11,549 | 0.0 | ||||||||||
5,770,000 | @ | Put USD vs. Call JPY, Strike @ 97.000, Exp. 08/05/16 Counterparty: HSBC Bank PLC | 16,527 | 0.0 | ||||||||||
1,379,394 | 0.2 | |||||||||||||
Options on Inflation Rate Caps: 0.0% | ||||||||||||||
7,240,000 | @ | Inflation Rate Cap on US CPI Urban Consumers NSA (CPURNSA), Portfolio receives maximum of CPURNSA minus 2.000% or $0, Exp. 11/10/16 Counterparty: Deutsche Bank AG | 221 | 0.0 | ||||||||||
18,080,000 | @ | Inflation Rate Cap on US CPI Urban Consumers NSA (CPURNSA), Portfolio receives maximum of CPURNSA minus 2.000% or $0, Exp. 11/06/16 Counterparty: Deutsche Bank AG | 339 | 0.0 | ||||||||||
560 | 0.0 | |||||||||||||
OTC Interest Rate Swaptions: 0.3% | ||||||||||||||
4,100,000 | @ | Receive a fixed rate equal to 2.680% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 01/12/21 Counterparty: Deutsche Bank AG | 869,162 | 0.1 | ||||||||||
4,100,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.680%, Exp. 01/12/21 Counterparty: Deutsche Bank AG | 308,914 | 0.1 | ||||||||||
5,000,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 4.000%, Exp. 11/21/17 Counterparty: Barclays Bank PLC | 8,902 | 0.0 |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: (continued) | ||||||||||||||
OTC Interest Rate Swaptions: (continued) | ||||||||||||||
10,100,000 | @ | Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 2.500%, Exp. 06/08/22 Counterparty: Deutsche Bank AG | 467,798 | 0.1 | ||||||||||
1,654,776 | 0.3 | |||||||||||||
Total Purchased Options | ||||||||||||||
(Cost $4,776,802) | 3,288,988 | 0.6 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $549,203,743) | 558,847,969 | 96.7 |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.3% | ||||||||||||||
Mutual Funds: 3.3% | ||||||||||||||
19,299,817 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $19,299,817) | 19,299,817 | 3.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $19,299,817) | 19,299,817 | 3.3 | ||||||||||||
Total Investments in Securities (Cost $568,503,560) | $ | 578,147,786 | 100.0 | |||||||||||
Assets in Excess of Other Liabilities | 94,909 | – | ||||||||||||
Net Assets | $ | 578,242,695 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
@ | 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 |
NZD | New Zealand Dollar |
Cost for federal income tax purposes is $570,103,502.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 13,064,369 | ||
Gross Unrealized Depreciation | (5,020,085 | ) | ||
Net Unrealized Appreciation | $ | 8,044,284 |
See Accompanying Notes to Financial Statements |
73 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
N.A.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N- CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Investors Trust
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 7, 2016
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 7, 2016
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 7, 2016