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: 811-07651
Voya Variable Portfolios, Inc.
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Incorporated, 300 E. Lombard Street, Baltimore, MD 21201
(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: December 31, 2015
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1)
| | 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
January 12, 2016
| | Index | | | | Description | | |
| | Barclays Global Inflation Linked U.S. TIPS Index | | | | The index measures the performance of the US Treasury Inflation Protected Securities (TIPS) market. | | |
| | Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Barclays U.S. Aggregate Bond Index | | | | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Barclays U.S. Corporate Investment Grade Bond Index | | | | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | iMoney Net First Tier Retail Index | | | | An unmanaged index that includes the most broadly based money market funds. | | |
| | MSCI All Country World IndexSM | | | | A free-float adjusted market capitalization index that is designed to measure equity performance in the global developed and emerging markets. | | |
| | MSCI EAFE® Index | | | | An unmanaged index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | 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. | | |
| | Russell 2000® Index | | | | An unmanaged index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An unmanaged index that measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | Russell Midcap® Index | | | | An unmanaged index that measures the performance of the 800 smallest companies in the Russell 1000® Index, which represents approximately 26% of the total market capitalization of the Russell 1000® Index. | | |
| | 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. | | |
| | S&P Target Risk Growth Index | | | | Seeks to provide increased exposure to equities, while also using some fixed-income exposure to dampen risk. | | |
| | Shanghai Stock Exchange Composite Index | | | | A capitalization-weighted index. The index tracks the daily price performance of all A-shares and B-shares listed on the Shanghai Stock Exchange. The index was developed on December 19, 1990 with a base value of 100. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 56.7% | |
| Corporate Bonds/Notes | | | 9.5% | |
| U.S. Government Agency Obligations | | | 6.5% | |
| Exchange-Traded Funds | | | 5.8% | |
| Mutual Funds | | | 4.0% | |
| Collateralized Mortgage Obligations | | | 3.6% | |
| U.S. Treasury Obligations | | | 3.4% | |
| Foreign Government Bonds | | | 1.8% | |
| Asset-Backed Securities | | | 1.6% | |
| Preferred Stock | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 7.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Voya High Yield Bond Fund - Class P | | | 3.0% | |
| PowerShares Senior Loan Portfolio | | | 2.0% | |
| iShares MSCI Emerging Markets Index Fund | | | 1.5% | |
| Apple, Inc. | | | 1.3% | |
| Microsoft Corp. | | | 1.0% | |
| iShares Barclays 20+ Year Treasury Bond Fund | | | 1.0% | |
| SPDR Barclays Capital High Yield Bond ETF | | | 1.0% | |
| Credit Suisse Commodity Return Strategy Fund - Class I | | | 1.0% | |
| United States Treasury Note, 1.250%, 12/15/18 | | | 1.0% | |
| Amazon.com, Inc. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -1.86% | | | | | | 6.39% | | | | | | 4.48% | | | |
| | Class S | | | | | -2.14% | | | | | | 6.13% | | | | | | 4.21% | | | |
| | S&P Target Risk Growth Index | | | | | -0.69% | | | | | | 6.91% | | | | | | 5.32% | | | |
| | Barclays U.S. Aggregate Bond Index | | | | | 0.55% | | | | | | 3.25% | | | | | | 4.51% | | | |
| | MSCI EAFE® Index | | | | | -0.81% | | | | | | 3.60% | | | | | | 3.03% | | | |
| | Russell 3000® Index | | | | | 0.48% | | | | | | 12.18% | | | | | | 7.35% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global Value Advantage Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 21.2% | |
| Health Care | | | 13.1% | |
| Consumer Discretionary | | | 13.0% | |
| Information Technology | | | 12.4% | |
| Consumer Staples | | | 10.7% | |
| Industrials | | | 9.5% | |
| Energy | | | 6.4% | |
| Materials | | | 4.5% | |
| Telecommunication Services | | | 3.9% | |
| Utilities | | | 3.3% | |
| Assets in Excess of Other Liabilities* | | | 2.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 3.1% | |
| Microsoft Corp. | | | 2.7% | |
| Wells Fargo & Co. | | | 2.3% | |
| JPMorgan Chase & Co. | | | 2.2% | |
| Roche Holding AG | | | 2.0% | |
| Cisco Systems, Inc. | | | 1.9% | |
| Home Depot, Inc. | | | 1.9% | |
| Intel Corp. | | | 1.8% | |
| Kimberly-Clark Corp. | | | 1.8% | |
| Bristol-Myers Squibb Co. | | | 1.7% | |
| Portfolio holdings are subject to change daily. | |
Voya Global Value Advantage Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and S January 28, 2008 | | | Since Inception of Classes I, S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | -2.85% | | | | | | 4.87% | | | | | | 0.88% | | | | | | — | | | |
| | Class I | | | | | — | | | | | | — | | | | | | — | | | | | | -6.64% | | | |
| | Class S | | | | | -2.47% | | | | | | 5.16% | | | | | | 1.15% | | | | | | — | | | |
| | Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | -7.04% | | | |
| | Class T | | | | | — | | | | | | — | | | | | | — | | | | | | -7.04% | | | |
| | MSCI ACW Index | | | | | -2.36% | | | | | | 6.09% | | | | | | 3.38% | | | | | | -5.51% | | | |
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Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 19.5% | |
| Financials | | | 16.0% | |
| Health Care | | | 15.1% | |
| Consumer Discretionary | | | 14.2% | |
| Consumer Staples | | | 10.2% | |
| Industrials | | | 7.9% | |
| Energy | | | 6.6% | |
| Utilities | | | 3.2% | |
| Materials | | | 2.8% | |
| Telecommunication Services | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 4.5% | |
| Microsoft Corp. | | | 4.0% | |
| Pfizer, Inc. | | | 2.6% | |
| Merck & Co., Inc. | | | 2.5% | |
| General Electric Co. | | | 2.5% | |
| Wells Fargo & Co. | | | 2.4% | |
| Cisco Systems, Inc. | | | 2.4% | |
| AT&T, Inc. | | | 2.3% | |
| Intel Corp. | | | 2.1% | |
| Amazon.com, Inc. | | | 2.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 20, 2006 | | | Since Inception of Class S2 February 27, 2009 | | | |||||||||||||||
| | Class ADV | | | | | -1.82% | | | | | | 9.99% | | | | | | — | | | | | | 5.09% | | | | | | — | | | |
| | Class I | | | | | -1.42% | | | | | | 10.49% | | | | | | 6.47% | | | | | | — | | | | | | — | | | |
| | Class S | | | | | -1.64% | | | | | | 10.22% | | | | | | 6.19% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | -1.78% | | | | | | 10.07% | | | | | | — | | | | | | — | | | | | | 16.08% | | | |
| | S&P 500® Index | | | | | 1.38% | | | | | | 12.57% | | | | | | 7.31% | | | | | | 6.35% | | | | | | 18.63% | | | |
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Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| Investment Type Allocation as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 33.4% | |
| U.S. Government Agency Obligations | | | 32.6% | |
| Mutual Funds | | | 12.7% | |
| Collateralized Mortgage Obligations | | | 12.1% | |
| Asset-Backed Securities | | | 8.1% | |
| U.S. Treasury Obligations | | | 6.4% | |
| Foreign Government Bonds | | | 0.2% | |
| Municipal Bonds | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (5.6)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Bond, 2.875%, 08/15/45 | | | 3.1% | |
| Ginnie Mae, 3.500%, 11/20/41 | | | 3.1% | |
| Freddie Mac, 3.500%, 07/15/41 | | | 2.8% | |
| Voya Investment Grade Credit Fund - Class P | | | 2.6% | |
| Voya Securitized Credit Fund - Class P | | | 2.5% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 2.4% | |
| Voya High Yield Bond Fund - Class P | | | 2.0% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 1.6% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.2% | |
| Freddie Mac, 3.000%, 09/01/45 | | | 1.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 20, 2006 | | | Since Inception of Class S2 February 27, 2009 | | | |||||||||||||||
| | Class ADV | | | | | -0.02% | | | | | | 4.22% | | | | | | — | | | | | | 3.99% | | | | | | — | | | |
| | Class I | | | | | 0.60% | | | | | | 4.75% | | | | | | 4.55% | | | | | | — | | | | | | — | | | |
| | Class S | | | | | 0.26% | | | | | | 4.48% | | | | | | 4.28% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | 0.17% | | | | | | 4.32% | | | | | | — | | | | | | — | | | | | | 6.60% | | | |
| | Barclays U.S. Aggregate Bond Index | | | | | 0.55% | | | | | | 3.25% | | | | | | 4.51% | | | | | | 4.49% | | | | | | 4.39% | | | |
| | | | |
Portfolio Managers’ Report | Voya Money Market Portfolio |
| Investment Type Allocation as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Asset Backed Commercial Paper | | | 22.0% | |
| Treasury Debt | | | 21.8% | |
| Certificates of Deposit | | | 20.0% | |
| Other Note | | | 10.4% | |
| Investment Companies | | | 9.2% | |
| Financial Company Commercial Paper | | | 7.7% | |
| Other Commercial Paper | | | 7.4% | |
| Government Agency Debt | | | 5.8% | |
| Liabilities in Excess of Other Assets | | | (4.3)% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Bill, 0.281%, 03/24/16 | | | 17.0% | |
| BlackRock Liquidity Funds, TempCash, Institutional, 0.272%, 01/04/16 | | | 4.6% | |
| BlackRock Liquidity Funds, TempFund, Institutional, 0.284%, 01/04/16 | | | 4.6% | |
| Sumitomo Mitsui Trust NY, 0.249%, 01/05/16 | | | 4.4% | |
| Crown Point Capital Co., 0.305%, 01/04/16 | | | 4.3% | |
| Concord Minutement Capital Co., 0.305%, 01/04/16 | | | 4.3% | |
| United States Treasury Bill, 0.046%, 01/14/16 | | | 4.2% | |
| Norinchukin Bank NY, 0.460%, 03/01/16 | | | 4.1% | |
| Wells Fargo Bank NA, 0.499%, 09/21/16 | | | 3.1% | |
| Thunder Bay Funding LLC, 0.517%, 01/14/16 | | | 2.9% | |
| Portfolio holdings are subject to change daily. | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 26.2% | |
| Information Technology | | | 17.5% | |
| Industrials | | | 15.5% | |
| Consumer Discretionary | | | 12.9% | |
| Health Care | | | 12.8% | |
| Materials | | | 4.4% | |
| Consumer Staples | | | 2.6% | |
| Utilities | | | 2.3% | |
| Energy | | | 1.9% | |
| Exchange-Traded Funds | | | 1.8% | |
| Assets in Excess of Other Liabilities* | | | 2.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| iShares Russell 2000 ETF | | | 1.8% | |
| Healthsouth Corp. | | | 1.1% | |
| Clarcor, Inc. | | | 1.1% | |
| Littelfuse, Inc. | | | 1.1% | |
| j2 Global, Inc. | | | 1.1% | |
| STERIS PLC | | | 1.0% | |
| Webster Financial Corp. | | | 1.0% | |
| Investors Bancorp, Inc. | | | 1.0% | |
| MB Financial, Inc. | | | 1.0% | |
| Orbital ATK, Inc. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 16, 2008 | | | Since Inception of Class R6 November 24, 2015 | | | |||||||||||||||
| | Class ADV | | | | | -1.26% | | | | | | 9.67% | | | | | | — | | | | | | 14.49% | | | | | | — | | | |
| | Class I | | | | | -0.79% | | | | | | 10.21% | | | | | | 8.20% | | | | | | — | | | | | | — | | | |
| | Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | -3.99% | | | |
| | Class S | | | | | -1.02% | | | | | | 9.95% | | | | | | 7.90% | | | | | | — | | | | | | — | | | |
| | Russell 2000® Index | | | | | -4.41% | | | | | | 9.19% | | | | | | 6.80% | | | | | | 14.49% | | | | | | -4.25% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 969.10 | | | | | | 0.62% | | | | | $ | 3.08 | | | | | $ | 1,000.00 | | | | | $ | 1,022.08 | | | | | | 0.62% | | | | | $ | 3.16 | | |
Class S | | | | | 1,000.00 | | | | | | 967.50 | | | | | | 0.87 | | | | | | 4.31 | | | | | | 1,000.00 | | | | | | 1,020.82 | | | | | | 0.87 | | | | | | 4.43 | | |
Voya Global Value Advantage Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 931.60 | | | | | | 1.11% | | | | | $ | 5.40 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.11% | | | | | $ | 5.65 | | |
Class I | | | | | 1,000.00 | | | | | | 935.10 | | | | | | 0.61 | | | | | | 2.98 | | | | | | 1,000.00 | | | | | | 1,022.13 | | | | | | 0.61 | | | | | | 3.11 | | |
Class S | | | | | 1,000.00 | | | | | | 933.10 | | | | | | 0.86 | | | | | | 4.19 | | | | | | 1,000.00 | | | | | | 1,020.87 | | | | | | 0.86 | | | | | | 4.38 | | |
Class S2 | | | | | 1,000.00 | | | | | | 932.20 | | | | | | 1.01 | | | | | | 4.92 | | | | | | 1,000.00 | | | | | | 1,020.11 | | | | | | 1.01 | | | | | | 5.14 | | |
Class T | | | | | 1,000.00 | | | | | | 932.20 | | | | | | 1.21 | | | | | | 5.89 | | | | | | 1,000.00 | | | | | | 1,019.11 | | | | | | 1.21 | | | | | | 6.16 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 967.40 | | | | | | 1.03% | | | | | $ | 5.11 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 969.60 | | | | | | 0.58 | | | | | | 2.88 | | | | | | 1,000.00 | | | | | | 1,022.28 | | | | | | 0.58 | | | | | | 2.96 | | |
Class S | | | | | 1,000.00 | | | | | | 968.60 | | | | | | 0.83 | | | | | | 4.12 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Class S2 | | | | | 1,000.00 | | | | | | 967.80 | | | | | | 0.98 | | | | | | 4.86 | | | | | | 1,000.00 | | | | | | 1,020.27 | | | | | | 0.98 | | | | | | 4.99 | | |
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 999.60 | | | | | | 0.98% | | | | | $ | 4.94 | | | | | $ | 1,000.00 | | | | | $ | 1,020.27 | | | | | | 0.98% | | | | | | 4.99 | | |
Class I | | | | | 1,000.00 | | | | | | 1,003.40 | | | | | | 0.48 | | | | | | 2.42 | | | | | | 1,000.00 | | | | | | 1,022.79 | | | | | | 0.48 | | | | | | 2.45 | | |
Class S | | | | | 1,000.00 | | | | | | 1,001.50 | | | | | | 0.73 | | | | | | 3.68 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.73 | | | | | | 3.72 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,000.70 | | | | | | 0.88 | | | | | | 4.44 | | | | | | 1,000.00 | | | | | | 1,020.77 | | | | | | 0.88 | | | | | | 4.48 | | |
Voya Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,000.00 | | | | | | 0.22% | | | | | $ | 1.11 | | | | | $ | 1,000.00 | | | | | $ | 1,024.10 | | | | | | 0.22% | | | | | $ | 1.12 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.00 | | | | | | 0.22 | | | | | | 1.11 | | | | | | 1,000.00 | | | | | | 1,024.10 | | | | | | 0.22 | | | | | | 1.12 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | ||||||||||||||||||||||||
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 937.80 | | | | | | 1.34% | | | | | $ | 6.54 | | | | | $ | 1,000.00 | | | | | $ | 1,018.45 | | | | | | 1.34% | | | | | $ | 6.82 | | |
Class I | | | | | 1,000.00 | | | | | | 940.40 | | | | | | 0.84 | | | | | | 4.11 | | | | | | 1,000.00 | | | | | | 1,020.97 | | | | | | 0.84 | | | | | | 4.28 | | |
Class R6(1) | | | | | 1,000.00 | | | | | | 960.10 | | | | | | 0.84 | | | | | | 0.86 | | | | | | 1,000.00 | | | | | | 1,020.97 | | | | | | 0.84 | | | | | | 4.28 | | |
Class S | | | | | 1,000.00 | | | | | | 939.30 | | | | | | 1.09 | | | | | | 5.33 | | | | | | 1,000.00 | | | | | | 1,019.71 | | | | | | 1.09 | | | | | | 5.55 | | |
| | | | | | | | | | | | | | |
Voya Balanced Portfolio, Inc., Voya Variable Funds, Voya Variable Portfolios, Inc., Voya Intermediate Bond Portfolio, and Voya Money Market Portfolio
February 25, 2016
| | | Voya Balanced Portfolio | | | Voya Global Value Advantage Portfolio | | | Voya Growth and Income Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 398,212,046 | | | | | $ | 786,004,573 | | | | | $ | 3,601,399,172 | | |
Investments in affiliated underlying funds at fair value** | | | | | 13,431,216 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 14,484,129 | | | | | | 12,164,936 | | | | | | 42,867,000 | | |
Total investments at fair value | | | | $ | 426,127,391 | | | | | $ | 798,169,509 | | | | | $ | 3,644,266,172 | | |
Cash | | | | | 29,041,140 | | | | | | 362 | | | | | | 25,074 | | |
Cash collateral for futures | | | | | 2,743,450 | | | | | | 168,300 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 550,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 161,047 | | | | | | 283,910 | | | | | | — | | |
Foreign cash collateral for futures***** | | | | | 4,604 | | | | | | — | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investments in affiliated underlying funds sold | | | | | 5,216,170 | | | | | | — | | | | | | — | | |
Investment securities sold | | | | | — | | | | | | — | | | | | | 31,225,834 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 2,088,914 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 43,969 | | | | | | 2,409,038 | | | | | | 2,621,132 | | |
Dividends | | | | | 451,127 | | | | | | 1,654,263 | | | | | | 7,899,703 | | |
Interest | | | | | 818,353 | | | | | | — | | | | | | — | | |
Foreign currency settlement (Note 14) | | | | | 18,617 | | | | | | 1,358,167 | | | | | | 486,453 | | |
Foreign tax reclaims | | | | | 86,404 | | | | | | 446,851 | | | | | | 73,971 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 799,184 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 909 | | | | | | 1,681 | | | | | | 8,014 | | |
Other assets | | | | | 122,240 | | | | | | 36,972 | | | | | | 496,560 | | |
Total assets | | | | | 468,273,519 | | | | | | 804,529,053 | | | | | | 3,687,102,913 | | |
LIABILITIES: | | | | | |||||||||||||||
Payable for investments in affiliated underlying funds purchased | | | | | 4,750,482 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 9,285,358 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 2,009,235 | | | | | | 305,205 | | | | | | 3,674,178 | | |
Payable for foreign cash collateral for futures****** | | | | | 26,117 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 7,648,866 | | | | | | 1,010,936 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 794,081 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 13,224 | | | | | | — | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | 300,000 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 211,925 | | | | | | 378,126 | | | | | | 1,756,649 | | |
Payable for distribution and shareholder service fees | | | | | 866 | | | | | | 158,222 | | | | | | 584,612 | | |
Payable for directors/trustees fees | | | | | 2,442 | | | | | | 3,690 | | | | | | 20,173 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 122,240 | | | | | | 36,972 | | | | | | 496,560 | | |
Other accrued expenses and liabilities | | | | | 138,727 | | | | | | 203,225 | | | | | | 393,324 | | |
Total liabilities | | | | | 25,303,563 | | | | | | 2,096,376 | | | | | | 6,925,496 | | |
NET ASSETS | | | | $ | 442,969,956 | | | | | $ | 802,432,677 | | | | | $ | 3,680,177,417 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 444,204,673 | | | | | $ | 1,025,029,473 | | | | | $ | 3,036,721,589 | | |
Undistributed net investment income | | | | | 7,368,281 | | | | | | 19,417,497 | | | | | | (515,229) | | |
Accumulated net realized gain (loss) | | | | | (6,944,145) | | | | | | (198,967,731) | | | | | | 39,758,990 | | |
Net unrealized appreciation (depreciation) | | | | | (1,658,853) | | | | | | (43,046,562) | | | | | | 604,212,067 | | |
NET ASSETS | | | | $ | 442,969,956 | | | | | $ | 802,432,677 | | | | | $ | 3,680,177,417 | | |
+ Including securities loaned at value | | | | $ | 7,455,134 | | | | | $ | 961,437 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 398,731,125 | | | | | $ | 829,027,566 | | | | | $ | 2,997,187,105 | | |
** Cost of investments in affiliated underlying funds | | | | $ | 14,472,597 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 14,484,150 | | | | | $ | 12,164,936 | | | | | $ | 42,867,000 | | |
**** Cost of foreign currencies | | | | $ | 157,243 | | | | | $ | 299,564 | | | | | $ | — | | |
***** Cost of foreign cash collateral for futures | | | | $ | 4,604 | | | | | $ | — | | | | | $ | — | | |
****** Cost of payable for foreign cash collateral for futures | | | | $ | 26,116 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Value Advantage Portfolio | | | Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 23,879,799 | | | | | $ | 1,145,071,946 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | n/a | | | | | | 2,697,322 | | | | | | 41,180,010 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.85 | | | | | $ | 27.81 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 438,912,314 | | | | | $ | 165,749,028 | | | | | $ | 1,872,684,388 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 31,136,599 | | | | | | 18,547,293 | | | | | | 66,564,352 | | |
Net asset value and redemption price per share | | | | $ | 14.10 | | | | | $ | 8.94 | | | | | $ | 28.13 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 4,057,642 | | | | | $ | 558,518,897 | | | | | $ | 662,075,115 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 200,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 289,674 | | | | | | 62,568,174 | | | | | | 23,793,786 | | |
Net asset value and redemption price per share | | | | $ | 14.01 | | | | | $ | 8.93 | | | | | $ | 27.83 | | |
Class S2 | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 288,345 | | | | | $ | 345,968 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | n/a | | | | | | 32,759 | | | | | | 12,535 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.80 | | | | | $ | 27.60 | | |
Class T | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 53,996,608 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 6,137,233 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.80 | | | | | | n/a | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Money Market Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 4,428,798,142 | | | | | $ | — | | | | | $ | 591,379,589 | | |
Investments in affiliated underlying funds at fair value** | | | | | 603,339,880 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 107,624,679 | | | | | | — | | | | | | 22,428,258 | | |
Total investments at fair value | | | | $ | 5,139,762,701 | | | | | $ | — | | | | | $ | 613,807,847 | | |
Short-term investments at amortized cost | | | | | — | | | | | | 564,570,652 | | | | | | — | | |
Cash | | | | | 260,358 | | | | | | 64 | | | | | | 816 | | |
Cash collateral for futures | | | | | 8,407,334 | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 13,492,000 | | | | | | — | | | | | | — | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 773,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 1,071 | | | | | | — | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | 136,197,127 | | | | | | — | | | | | ��� | 4,780,602 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 278,534,422 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 548,416 | | | | | | 28,010 | | | | | | 496,675 | | |
Dividends | | | | | 4,054 | | | | | | 5,073 | | | | | | 729,288 | | |
Interest | | | | | 25,686,153 | | | | | | 128,329 | | | | | | — | | |
Foreign currency settlement (Note 14) | | | | | 33,363 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 312,243 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 10,483 | | | | | | 1,206 | | | | | | 1,296 | | |
Other assets | | | | | 361,420 | | | | | | 190,628 | | | | | | 52,866 | | |
Total assets | | | | | 5,604,384,145 | | | | | | 564,923,962 | | | | | | 619,869,390 | | |
LIABILITIES: | | | | | |||||||||||||||
Payable for investment securities purchased | | | | | 35,321,726 | | | | | | 15,667,435 | | | | | | 3,690,118 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 742,292,947 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 4,787,209 | | | | | | 7,633,837 | | | | | | 660,553 | | |
Payable upon receipt of securities loaned | | | | | 50,760,874 | | | | | | — | | | | | | 10,859,258 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 310,821 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 396,993 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 1,844,868 | | | | | | 142,094 | | | | | | 419,013 | | |
Payable for distribution and shareholder service fees | | | | | 825,469 | | | | | | 12 | | | | | | 26,068 | | |
Payable for directors/trustees fees | | | | | 23,700 | | | | | | 2,880 | | | | | | 3,169 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 361,420 | | | | | | 190,628 | | | | | | 52,860 | | |
Other accrued expenses and liabilities | | | | | 490,869 | | | | | | 70,154 | | | | | | 76,604 | | |
Total liabilities | | | | | 837,416,896 | | | | | | 23,707,040 | | | | | | 15,787,643 | | |
NET ASSETS | | | | $ | 4,766,967,249 | | | | | $ | 541,216,922 | | | | | $ | 604,081,747 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 4,999,080,824 | | | | | $ | 541,252,728 | | | | | $ | 485,234,233 | | |
Undistributed (distributions in excess of) net investment income | | | | | 455,801 | | | | | | (139,822) | | | | | | 2,366,567 | | |
Accumulated net realized gain (loss) | | | | | (177,200,767) | | | | | | 104,016 | | | | | | 50,983,464 | | |
Net unrealized appreciation (depreciation) | | | | | (55,368,609) | | | | | | — | | | | | | 65,497,483 | | |
NET ASSETS | | | | $ | 4,766,967,249 | | | | | $ | 541,216,922 | | | | | $ | 604,081,747 | | |
+ Including securities loaned at value | | | | $ | 49,605,746 | | | | | $ | — | | | | | $ | 10,571,531 | | |
* Cost of investments in securities | | | | $ | 4,430,071,114 | | | | | $ | — | | | | | $ | 525,882,106 | | |
** Cost of investments in affiliates | | | | $ | 654,858,746 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 107,604,549 | | | | | $ | — | | | | | $ | 22,428,258 | | |
**** Cost of foreign currencies | | | | $ | 1,069 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Money Market Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | |||||||||||||||
Net assets | | | | $ | 319,731,744 | | | | | | n/a | | | | | $ | 5,615,426 | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 25,776,553 | | | | | | n/a | | | | | | 295,699 | | |
Net asset value and redemption price per share | | | | $ | 12.40 | | | | | | n/a | | | | | $ | 18.99 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 1,248,125,162 | | | | | $ | 541,132,217 | | | | | $ | 487,778,093 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 99,720,766 | | | | | | 540,909,888 | | | | | | 24,717,872 | | |
Net asset value and redemption price per share | | | | $ | 12.52 | | | | | $ | 1.00 | | | | | $ | 19.73 | | |
Class R6 | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 2,902 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 147 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 19.74 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 3,169,893,722 | | | | | $ | 84,705 | | | | | $ | 110,685,326 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 254,765,926 | | | | | | 84,669 | | | | | | 5,725,107 | | |
Net asset value and redemption price per share | | | | $ | 12.44 | | | | | $ | 1.00 | | | | | $ | 19.33 | | |
Class S2 | | | | | |||||||||||||||
Net assets | | | | $ | 29,216,621 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 2,355,684 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 12.40 | | | | | | n/a | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Value Advantage Portfolio | | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Dividends from affiliated underlying funds | | | | $ | 632,142 | | | | | $ | — | | | | | $ | — | | | | | $ | 26,953,893 | | |
Dividends, net of foreign taxes withheld* | | | | | 7,470,022 | | | | | | 22,586,359 | | | | | | 100,552,221 | | | | | | 54,911 | | |
Interest | | | | | 4,125,824 | | | | | | — | | | | | | 5,732 | | | | | | 144,022,394 | | |
Securities lending income, net | | | | | 104,015 | | | | | | 244,493 | | | | | | 45,881 | | | | | | 762,588 | | |
Total investment income | | | | | 12,332,003 | | | | | | 22,830,852 | | | | | | 100,603,834 | | | | | | 171,793,786 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees(1) | | | | | 2,760,767 | | | | | | 3,663,856 | | | | | | 22,802,768 | | | | | | 22,006,481 | | |
Distribution and shareholder service fees: | | | |||||||||||||||||||||||
Class ADV | | | | | — | | | | | | 106,421 | | | | | | 6,284,159 | | | | | | 1,219,807 | | |
Class S | | | | | 11,528 | | | | | | 1,176,584 | | | | | | 1,837,115 | | | | | | 8,373,462 | | |
Class S2 | | | | | — | | | | | | 1,411 | | | | | | 1,318 | | | | | | 128,288 | | |
Class T | | | | | — | | | | | | 393,074 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 597 | | | | | | 1,234 | | | | | | 11,463 | | | | | | 10,409 | | |
Administrative service fees(1) | | | | | 168,681 | | | | | | 150,032 | | | | | | 1,404,051 | | | | | | 1,545,046 | | |
Shareholder reporting expense | | | | | 50,832 | | | | | | 79,880 | | | | | | 259,551 | | | | | | 273,269 | | |
Registration fees | | | | | — | | | | | | — | | | | | | — | | | | | | 1,124 | | |
Professional fees | | | | | 36,630 | | | | | | 34,605 | | | | | | 145,118 | | | | | | 186,555 | | |
Custody and accounting expense | | | | | 191,851 | | | | | | 196,525 | | | | | | 391,640 | | | | | | 584,373 | | |
Directors/Trustees fees | | | | | 14,647 | | | | | | 22,136 | | | | | | 121,034 | | | | | | 142,197 | | |
Miscellaneous expense | | | | | 28,144 | | | | | | 52,306 | | | | | | 181,461 | | | | | | 198,436 | | |
Interest expense | | | | | 82 | | | | | | 1,077 | | | | | | 3,459 | | | | | | 2,259 | | |
Total expenses | | | | | 3,263,759 | | | | | | 5,879,141 | | | | | | 33,443,137 | | | | | | 34,671,706 | | |
Net waived and reimbursed fees | | | | | (219,712) | | | | | | (78,897) | | | | | | (2,444,243) | | | | | | (2,159,236) | | |
Net expenses | | | | | 3,044,047 | | | | | | 5,800,244 | | | | | | 30,998,894 | | | | | | 32,512,470 | | |
Net investment income | | | | | 9,287,956 | | | | | | 17,030,608 | | | | | | 69,604,940 | | | | | | 139,281,316 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 19,861,946 | | | | | | (14,187,804) | | | | | | 328,877,989 | | | | | | 3,762,927 | | |
Capital gain distributions from affiliated underlying funds | | | | | — | | | | | | — | | | | | | — | | | | | | 2,059,344 | | |
Sale of investments in affiliated underlying funds | | | | | — | | | | | | — | | | | | | — | | | | | | (3,048,728) | | |
Foreign currency related transactions | | | | | (2,063,343) | | | | | | 1,259,232 | | | | | | 512,373 | | | | | | (451,608) | | |
Futures | | | | | 1,289,627 | | | | | | (1,055,216) | | | | | | 639,644 | | | | | | (12,551,943) | | |
Swaps | | | | | (385,276) | | | | | | — | | | | | | — | | | | | | (2,433,480) | | |
Written options | | | | | 852,591 | | | | | | — | | | | | | — | | | | | | 8,610,846 | | |
Net realized gain (loss) | | | | | 19,555,545 | | | | | | (13,983,788) | | | | | | 330,030,006 | | | | | | (4,052,642) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (36,730,219) | | | | | | (45,729,258) | | | | | | (453,782,172) | | | | | | (87,149,393) | | |
Affiliated underlying funds | | | | | (1,021,872) | | | | | | — | | | | | | — | | | | | | (28,738,431) | | |
Foreign currency related transactions | | | | | 514,266 | | | | | | (22,518) | | | | | | 2,758 | | | | | | 237,429 | | |
Futures | | | | | 136,245 | | | | | | 33,472 | | | | | | (726,481) | | | | | | (3,691,479) | | |
Swaps | | | | | 10,175 | | | | | | — | | | | | | — | | | | | | 1,501,202 | | |
Written options | | | | | (3,447) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (37,094,852) | | | | | | (45,718,304) | | | | | | (454,505,895) | | | | | | (117,840,672) | | |
Net realized and unrealized loss | | | | | (17,539,307) | | | | | | (59,702,092) | | | | | | (124,475,889) | | | | | | (121,893,314) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (8,251,351) | | | | | $ | (42,671,484) | | | | | $ | (54,870,949) | | | | | $ | 17,388,002 | | |
* Foreign taxes withheld | | | | $ | 197,581 | | | | | $ | 1,478,653 | | | | | $ | 332,538 | | | | | $ | — | | |
| | | Voya Money Market Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 36,250 | | | | | $ | 7,836,344 | | |
Interest, net of foreign taxes withheld* | | | | | 1,252,593 | | | | | | — | | |
Securities lending income, net | | | | | — | | | | | | 208,356 | | |
Total investment income | | | | | 1,288,843 | | | | | | 8,044,700 | | |
EXPENSES: | | | | ||||||||||
Investment management fees(1) | | | | | 1,821,007 | | | | | | 5,177,602 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 28,936 | | |
Class S | | | | | 264 | | | | | | 284,372 | | |
Class S2(2) | | | | | — | | | | | | 11 | | |
Transfer agent fees | | | | | 778 | | | | | | 1,043 | | |
Administrative service fees(1) | | | | | 194,439 | | | | | | 210,498 | | |
Shareholder reporting expense | | | | | 48,642 | | | | | | 42,708 | | |
Professional fees | | | | | 28,869 | | | | | | 35,657 | | |
Custody and accounting expense | | | | | 65,039 | | | | | | 80,020 | | |
Directors/Trustees fees | | | | | 17,281 | | | | | | 19,017 | | |
Miscellaneous expense | | | | | 27,748 | | | | | | 45,185 | | |
Interest expense | | | | | 524 | | | | | | 104 | | |
Total expenses | | | | | 2,204,591 | | | | | | 5,925,153 | | |
Net waived and reimbursed fees | | | | | (917,499) | | | | | | (295,260) | | |
Net expenses | | | | | 1,287,092 | | | | | | 5,629,893 | | |
Net investment income | | | | | 1,751 | | | | | | 2,414,807 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 105,348 | | | | | | 58,475,504 | | |
Foreign currency related transactions | | | | | — | | | | | | 6 | | |
Net realized gain | | | | | 105,348 | | | | | | 58,475,510 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | — | | | | | | (66,215,338) | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | (66,215,338) | | |
Net realized and unrealized gain (loss) | | | | | 105,348 | | | | | | (7,739,828) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 107,099 | | | | | $ | (5,325,021) | | |
* Foreign taxes withheld | | | | $ | 47 | | | | | $ | 12,824 | | |
| | | Voya Balanced Portfolio | | | Voya Global Value Advantage Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 9,287,956 | | | | | $ | 11,612,453 | | | | | $ | 17,030,608 | | | | | $ | 4,050,134 | | | ||||
Net realized gain (loss) | | | | | 19,555,545 | | | | | | 36,367,262 | | | | | | (13,983,788) | | | | | | 11,266,385 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (37,094,852) | | | | | | (15,716,533) | | | | | | (45,718,304) | | | | | | (6,805,584) | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | (8,251,351) | | | | | | 32,263,182 | | | | | | (42,671,484) | | | | | | 8,510,935 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | ||||||||||||||||||||||||||||
Net investment income: | | ||||||||||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (34,754) | | | ||||
Class I | | | | | (9,483,192) | | | | | | (8,604,651) | | | | | | (1,130,563) | | | | | | — | | | ||||
Class S | | | | | (77,986) | | | | | | (78,141) | | | | | | (2,463,069) | | | | | | (5,096,647) | | | ||||
Class S2 | | | | | — | | | | | | — | | | | | | (1,762) | | | | | | — | | | ||||
Class T | | | | | — | | | | | | — | | | | | | (416,187) | | | | | | — | | | ||||
Total distributions | | | | | (9,561,178) | | | | | | (8,682,792) | | | | | | (4,011,581) | | | | | | (5,131,401) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 3,063,612 | | | | | | 7,209,160 | | | | | | 128,410,776 | | | | | | 7,948,827 | | | ||||
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | — | | | | | | 817,995,808 | | | | | | — | | | ||||
Reinvestment of distributions | | | | | 9,561,178 | | | | | | 8,682,792 | | | | | | 4,011,581 | | | | | | 5,131,401 | | | ||||
| | | | | 12,624,790 | | | | | | 15,891,952 | | | | | | 950,418,165 | | | | | | 13,080,228 | | | ||||
Cost of shares redeemed | | | | | (63,852,104) | | | | | | (71,405,477) | | | | | | (271,062,713) | | | | | | (27,339,058) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (51,227,314) | | | | | | (55,513,525) | | | | | | 679,355,452 | | | | | | (14,258,830) | | | ||||
Net increase (decrease) in net assets | | | | | (69,039,843) | | | | | | (31,933,135) | | | | | | 632,672,387 | | | | | | (10,879,296) | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 512,009,799 | | | | | | 543,942,934 | | | | | | 169,760,290 | | | | | | 180,639,586 | | | ||||
End of year or period | | | | $ | 442,969,956 | | | | | $ | 512,009,799 | | | | | $ | 802,432,677 | | | | | $ | 169,760,290 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 7,368,281 | | | | | $ | 9,875,019 | | | | | $ | 19,417,497 | | | | | $ | 3,983,197 | | | ||||
|
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 69,604,940 | | | | | $ | 77,340,845 | | | | | $ | 139,281,316 | | | | | $ | 135,438,503 | | | ||||
Net realized gain (loss) | | | | | 330,030,006 | | | | | | 526,847,895 | | | | | | (4,052,642) | | | | | | 87,219,936 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (454,505,895) | | | | | | (164,946,310) | | | | | | (117,840,672) | | | | | | 19,693,504 | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | (54,870,949) | | | | | | 439,242,430 | | | | | | 17,388,002 | | | | | | 242,351,943 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | ||||||||||||||||||||||||||||
Net investment income: | | ||||||||||||||||||||||||||||
Class ADV | | | | | (18,114,051) | | | | | | (20,253,935) | | | | | | (9,986,767) | | | | | | (5,558,145) | | | ||||
Class I | | | | | (38,458,104) | | | | | | (41,711,859) | | | | | | (43,838,685) | | | | | | (31,200,782) | | | ||||
Class S | | | | | (11,901,355) | | | | | | (13,490,161) | | | | | | (105,043,748) | | | | | | (106,574,035) | | | ||||
Class S2 | | | | | (6,176) | | | | | | (3,255) | | | | | | (938,671) | | | | | | (161,042) | | | ||||
Net realized gains: | | ||||||||||||||||||||||||||||
Class ADV | | | | | (56,976,573) | | | | | | (149,931,317) | | | | | | — | | | | | | — | | | ||||
Class I | | | | | (92,161,552) | | | | | | (235,869,791) | | | | | | — | | | | | | — | | | ||||
Class S | | | | | (32,932,122) | | | | | | (87,990,084) | | | | | | — | | | | | | — | | | ||||
Class S2 | | | | | (17,319) | | | | | | (34,844) | | | | | | — | | | | | | — | | | ||||
Total distributions | | | | | (250,567,252) | | | | | | (549,285,246) | | | | | | (159,807,871) | | | | | | (143,494,004) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 23,163,960 | | | | | | 46,421,375 | | | | | | 470,317,531 | | | | | | 215,719,028 | | | ||||
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | — | | | | | | 567,665,007 | | | | | | 2,882,928,925 | | | ||||
Reinvestment of distributions | | | | | 250,385,786 | | | | | | 548,990,972 | | | | | | 159,799,747 | | | | | | 143,483,422 | | | ||||
| | | | | 273,549,746 | | | | | | 595,412,347 | | | | | | 1,197,782,285 | | | | | | 3,242,131,375 | | | ||||
Cost of shares redeemed | | | | | (571,660,467) | | | | | | (692,572,215) | | | | | | (921,955,938) | | | | | | (733,223,928) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (298,110,721) | | | | | | (97,159,868) | | | | | | 275,826,347 | | | | | | 2,508,907,447 | | | ||||
Net increase (decrease) in net assets | | | | | (603,548,922) | | | | | | (207,202,684) | | | | | | 133,406,478 | | | | | | 2,607,765,386 | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 4,283,726,339 | | | | | | 4,490,929,023 | | | | | | 4,633,560,771 | | | | | | 2,025,795,385 | | | ||||
End of year or period | | | | $ | 3,680,177,417 | | | | | $ | 4,283,726,339 | | | | | $ | 4,766,967,249 | | | | | $ | 4,633,560,771 | | | ||||
Undistributed (distributions in excess of) net investment income at end of year or period | | | | $ | (515,229) | | | | | $ | (508,154) | | | | | $ | 455,801 | | | | | $ | 5,199,732 | | | ||||
|
| | | Voya Money Market Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 1,751 | | | | | $ | — | | | | | $ | 2,414,807 | | | | | $ | 1,863,729 | | | ||||
Net realized gain | | | | | 105,348 | | | | | | 65,891 | | | | | | 58,475,510 | | | | | | 94,017,009 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (66,215,338) | | | | | | (55,993,316) | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | 107,099 | | | | | | 65,891 | | | | | | (5,325,021) | | | | | | 39,887,422 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | ||||||||||||||||||||||||||||
Net investment income: | | ||||||||||||||||||||||||||||
Class I | | | | | (1,751) | | | | | | — | | | | | | (2,508,306) | | | | | | (1,995,917) | | | ||||
Class S | | | | | — | | | | | | — | | | | | | (277,274) | | | | | | (116,064) | | | ||||
Net realized gains: | | ||||||||||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (833,677) | | | | | | (780,154) | | | ||||
Class I | | | | | (67,210) | | | | | | (109,900) | | | | | | (72,451,613) | | | | | | (61,891,884) | | | ||||
Class S | | | | | (13) | | | | | | (16) | | | | | | (16,327,083) | | | | | | (13,010,836) | | | ||||
Class S2(1) | | | | | — | | | | | | — | | | | | | — | | | | | | (3,725) | | | ||||
Total distributions | | | | | (68,974) | | | | | | (109,916) | | | | | | (92,397,953) | | | | | | (77,798,580) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 85,417,851 | | | | | | 70,333,921 | | | | | | 66,263,407 | | | | | | 60,263,113 | | | ||||
Reinvestment of distributions | | | | | 68,974 | | | | | | 109,916 | | | | | | 92,397,953 | | | | | | 77,798,580 | | | ||||
| | | | | 85,486,825 | | | | | | 70,443,837 | | | | | | 158,661,360 | | | | | | 138,061,693 | | | ||||
Cost of shares redeemed | | | | | (161,158,873) | | | | | | (222,207,656) | | | | | | (98,689,613) | | | | | | (164,207,275) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (75,672,048) | | | | | | (151,763,819) | | | | | | 59,971,747 | | | | | | (26,145,582) | | | ||||
Net decrease in net assets | | | | | (75,633,923) | | | | | | (151,807,844) | | | | | | (37,751,227) | | | | | | (64,056,740) | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 616,850,845 | | | | | | 768,658,689 | | | | | | 641,832,974 | | | | | | 705,889,714 | | | ||||
End of year or period | | | | $ | 541,216,922 | | | | | $ | 616,850,845 | | | | | $ | 604,081,747 | | | | | $ | 641,832,974 | | | ||||
Undistributed (distributions in excess of) net investment income at end of year or period | | | | $ | (139,822) | | | | | $ | (139,822) | | | | | $ | 2,366,567 | | | | | $ | 2,737,334 | | | ||||
|
| | | | | | | | | 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 Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | 0.62 | | | 0.62 | | | 1.90 | | | | | 438,912 | | | | | | 193 | | |
12-31-14 | | | | | 14.01 | | | | | | 0.31• | | | | | | 0.55 | | | | | | 0.86 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 14.64 | | | | | | 6.22 | | | | | | 0.63 | | | | 0.63 | | | 0.63 | | | 2.18 | | | | | 507,213 | | | | | | 192 | | |
12-31-13 | | | | | 12.27 | | | | | | 0.28• | | | | | | 1.74 | | | | | | 2.02 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.01 | | | | | | 16.71 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 2.13 | | | | | 538,114 | | | | | | 210 | | |
12-31-12 | | | | | 11.13 | | | | | | 0.30• | | | | | | 1.20 | | | | | | 1.50 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.27 | | | | | | 13.64 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 2.57 | | | | | 520,249 | | | | | | 234 | | |
12-31-11 | | | | | 11.58 | | | | | | 0.29• | | | | | | (0.43) | | | | | | (0.14) | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 11.13 | | | | | | (1.40) | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 2.51 | | | | | 524,887 | | | | | | 259 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | 0.87 | | | 0.87 | | | 1.65 | | | | | 4,058 | | | | | | 193 | | |
12-31-14 | | | | | 13.92 | | | | | | 0.28• | | | | | | 0.55 | | | | | | 0.83 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.55 | | | | | | 5.99 | | | | | | 0.88 | | | | 0.88 | | | 0.88 | | | 1.94 | | | | | 4,797 | | | | | | 192 | | |
12-31-13 | | | | | 12.20 | | | | | | 0.24• | | | | | | 1.73 | | | | | | 1.97 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 13.92 | | | | | | 16.33 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 1.88 | | | | | 5,829 | | | | | | 210 | | |
12-31-12 | | | | | 11.05 | | | | | | 0.27• | | | | | | 1.21 | | | | | | 1.48 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 12.20 | | | | | | 13.49 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 2.32 | | | | | 5,567 | | | | | | 234 | | |
12-31-11 | | | | | 11.50 | | | | | | 0.26• | | | | | | (0.43) | | | | | | (0.17) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.05 | | | | | | (1.66) | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.25 | | | | | 5,953 | | | | | | 259 | | |
Voya Global Value Advantage Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(a) | | | | | | 1.11 | | | | 1.11 | | | 1.11 | | | 2.26 | | | | | 23,880 | | | | | | 83 | | |
12-31-14 | | | | | 8.94 | | | | | | 0.19 | | | | | | 0.22 | | | | | | 0.41 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.11 | | | | | | 4.65 | | | | | | 1.12 | | | | 1.12 | | | 1.12 | | | 2.03 | | | | | 1,279 | | | | | | 88 | | |
12-31-13 | | | | | 8.15 | | | | | | 0.23• | | | | | | 0.85 | | | | | | 1.08 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.94 | | | | | | 13.46 | | | | | | 1.27 | | | | 1.28 | | | 1.28 | | | 2.70 | | | | | 1,312 | | | | | | 122 | | |
12-31-12 | | | | | 7.38 | | | | | | 0.25• | | | | | | 0.81 | | | | | | 1.06 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.15 | | | | | | 14.74 | | | | | | 1.33 | | | | 1.34 | | | 1.34 | | | 3.25 | | | | | 1,485 | | | | | | 23 | | |
12-31-11 | | | | | 7.93 | | | | | | 0.27• | | | | | | (0.56) | | | | | | (0.29) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 7.38 | | | | | | (4.18) | | | | | | 1.34 | | | | 1.34 | | | 1.34 | | | 3.48 | | | | | 812 | | | | | | 25 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-05-15(5) - 12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(a) | | | | | | 0.61 | | | | 0.61 | | | 0.61 | | | 2.78 | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(a) | | | | | | 0.86 | | | | 0.86 | | | 0.86 | | | 2.38 | | | | | 558,519 | | | | | | 83 | | |
12-31-14 | | | | | 9.03 | | | | | | 0.21• | | | | | | 0.22 | | | | | | 0.43 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.20 | | | | | | 4.87 | | | | | | 0.87 | | | | 0.87 | | | 0.87 | | | 2.28 | | | | | 168,482 | | | | | | 88 | | |
12-31-13 | | | | | 8.23 | | | | | | 0.25• | | | | | | 0.85 | | | | | | 1.10 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.03 | | | | | | 13.63 | | | | | | 1.02 | | | | 1.03 | | | 1.03 | | | 2.96 | | | | | 179,327 | | | | | | 122 | | |
12-31-12 | | | | | 7.44 | | | | | | 0.27• | | | | | | 0.83 | | | | | | 1.10 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 8.23 | | | | | | 15.12 | | | | | | 1.08 | | | | 1.09 | | | 1.09 | | | 3.54 | | | | | 180,208 | | | | | | 23 | | |
12-31-11 | | | | | 7.96 | | | | | | 0.30• | | | | | | (0.57) | | | | | | (0.27) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 7.44 | | | | | | (3.87) | | | | | | 1.09 | | | | 1.09 | | | 1.09 | | | 3.76 | | | | | 173,576 | | | | | | 25 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.11 | | | | 1.01 | | | 1.01 | | | 1.86 | | | | | 288 | | | | | | 83 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.36 | | | | 1.21 | | | 1.21 | | | 2.21 | | | | | 53,997 | | | | | | 83 | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | 1.03 | | | 1.03 | | | 1.46 | | | | | 1,145,072 | | | | | | 53 | | |
12-31-14 | | | | | 31.36 | | | | | | 0.49• | | | | | | 2.77 | | | | | | 3.26 | | | | | | 0.52 | | | | | | 3.82 | | | | | | — | | | | | | 4.34 | | | | | | — | | | | | | 30.28 | | | | | | 10.19 | | | | | | 1.08 | | | | 1.03 | | | 1.03 | | | 1.49 | | | | | 1,348,687 | | | | | | 87 | | |
12-31-13 | | | | | 24.31 | | | | | | 0.22• | | | | | | 7.09 | | | | | | 7.31 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 31.36 | | | | | | 30.07 | | | | | | 1.09 | | | | 1.04 | | | 1.04 | | | 0.80 | | | | | 1,441,995 | | | | | | 49 | | |
12-31-12 | | | | | 21.39 | | | | | | 0.29• | | | | | | 2.97 | | | | | | 3.26 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 24.31 | | | | | | 15.24 | | | | | | 1.09 | | | | 1.04 | | | 1.04 | | | 1.23 | | | | | 1,251,577 | | | | | | 57 | | |
12-31-11 | | | | | 21.74 | | | | | | 0.22 | | | | | | (0.38) | | | | | | (0.16) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 21.39 | | | | | | (0.72) | | | | | | 1.08 | | | | 1.03 | | | 1.03 | | | 1.03 | | | | | 1,221,084 | | | | | | 75 | | |
| | | | | | | | | 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 Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | 0.58 | | | 0.58 | | | 1.91 | | | | | 1,872,684 | | | | | | 53 | | |
12-31-14 | | | | | 31.67 | | | | | | 0.64• | | | | | | 2.82 | | | | | | 3.46 | | | | | | 0.68 | | | | | | 3.82 | | | | | | — | | | | | | 4.50 | | | | | | — | | | | | | 30.63 | | | | | | 10.72 | | | | | | 0.58 | | | | 0.58 | | | 0.58 | | | 1.94 | | | | | 2,140,398 | | | | | | 87 | | |
12-31-13 | | | | | 24.54 | | | | | | 0.35• | | | | | | 7.17 | | | | | | 7.52 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 31.67 | | | | | | 30.66 | | | | | | 0.59 | | | | 0.59 | | | 0.59 | | | 1.25 | | | | | 2,182,314 | | | | | | 49 | | |
12-31-12 | | | | | 21.59 | | | | | | 0.40• | | | | | | 3.00 | | | | | | 3.40 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 24.54 | | | | | | 15.78 | | | | | | 0.59 | | | | 0.59 | | | 0.59 | | | 1.68 | | | | | 1,865,425 | | | | | | 57 | | |
12-31-11 | | | | | 21.94 | | | | | | 0.31• | | | | | | (0.37) | | | | | | (0.06) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 21.59 | | | | | | (0.27) | | | | | | 0.58 | | | | 0.58 | | | 0.58 | | | 1.39 | | | | | 1,873,712 | | | | | | 75 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | 0.83 | | | 0.83 | | | 1.66 | | | | | 662,075 | | | | | | 53 | | |
12-31-14 | | | | | 31.38 | | | | | | 0.56• | | | | | | 2.78 | | | | | | 3.34 | | | | | | 0.59 | | | | | | 3.82 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.31 | | | | | | 10.44 | | | | | | 0.83 | | | | 0.83 | | | 0.83 | | | 1.70 | | | | | 794,327 | | | | | | 87 | | |
12-31-13 | | | | | 24.32 | | | | | | 0.28• | | | | | | 7.10 | | | | | | 7.38 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 31.38 | | | | | | 30.34 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 1.00 | | | | | 865,453 | | | | | | 49 | | |
12-31-12 | | | | | 21.40 | | | | | | 0.34• | | | | | | 2.97 | | | | | | 3.31 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 24.32 | | | | | | 15.47 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 1.42 | | | | | 772,713 | | | | | | 57 | | |
12-31-11 | | | | | 21.77 | | | | | | 0.24• | | | | | | (0.35) | | | | | | (0.11) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 21.40 | | | | | | (0.51) | | | | | | 0.83 | | | | 0.83 | | | 0.83 | | | 1.13 | | | | | 795,131 | | | | | | 75 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | 0.98 | | | 0.98 | | | 1.56 | | | | | 346 | | | | | | 53 | | |
12-31-14 | | | | | 31.05 | | | | | | 0.54• | | | | | | 2.70 | | | | | | 3.24 | | | | | | 0.36 | | | | | | 3.82 | | | | | | — | | | | | | 4.18 | | | | | | — | | | | | | 30.11 | | | | | | 10.24 | | | | | | 1.08 | | | | 0.98 | | | 0.98 | | | 1.68 | | | | | 314 | | | | | | 87 | | |
12-31-13 | | | | | 24.08 | | | | | | 0.22 | | | | | | 7.04 | | | | | | 7.26 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 31.05 | | | | | | 30.17 | | | | | | 1.09 | | | | 0.99 | | | 0.99 | | | 0.85 | | | | | 1,167 | | | | | | 49 | | |
12-31-12 | | | | | 21.23 | | | | | | 0.35• | | | | | | 2.90 | | | | | | 3.25 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 24.08 | | | | | | 15.30 | | | | | | 1.09 | | | | 0.99 | | | 0.99 | | | 1.47 | | | | | 728 | | | | | | 57 | | |
12-31-11 | | | | | 21.52 | | | | | | 0.41• | | | | | | (0.54) | | | | | | (0.13) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 21.23 | | | | | | (0.59) | | | | | | 1.08 | | | | 0.98 | | | 0.98 | | | 1.99 | | | | | 217 | | | | | | 75 | | |
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | 0.98 | | | 0.98 | | | 2.62 | | | | | 319,732 | | | | | | 346 | | |
12-31-14 | | | | | 12.42 | | | | | | 0.38• | | | | | | 0.39 | | | | | | 0.77 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.81 | | | | | | 6.21 | | | | | | 0.97 | | | | 0.97 | | | 0.97 | | | 2.97 | | | | | 191,895 | | | | | | 428 | | |
12-31-13 | | | | | 12.88 | | | | | | 0.39 | | | | | | (0.47) | | | | | | (0.08) | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.42 | | | | | | (0.62) | | | | | | 0.99 | | | | 0.99 | | | 0.99 | | | 3.05 | | | | | 37,058 | | | | | | 389 | | |
12-31-12 | | | | | 12.34 | | | | | | 0.42• | | | | | | 0.67 | | | | | | 1.09 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.88 | | | | | | 8.85 | | | | | | 1.00 | | | | 1.00 | | | 1.00 | | | 3.25 | | | | | 34,473 | | | | | | 425 | | |
12-31-11 | | | | | 12.04 | | | | | | 0.47• | | | | | | 0.38 | | | | | | 0.85 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.34 | | | | | | 7.04 | | | | | | 1.00 | | | | 1.00 | | | 1.00 | | | 3.76 | | | | | 16,953 | | | | | | 456 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | 0.48 | | | 0.48 | | | 3.14 | | | | | 1,248,125 | | | | | | 346 | | |
12-31-14 | | | | | 12.50 | | | | | | 0.44 | | | | | | 0.39 | | | | | | 0.83 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.90 | | | | | | 6.67 | | | | | | 0.47 | | | | 0.47 | | | 0.47 | | | 3.46 | | | | | 958,412 | | | | | | 428 | | |
12-31-13 | | | | | 12.96 | | | | | | 0.45 | | | | | | (0.47) | | | | | | (0.02) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.50 | | | | | | (0.12) | | | | | | 0.49 | | | | 0.49 | | | 0.49 | | | 3.57 | | | | | 846,916 | | | | | | 389 | | |
12-31-12 | | | | | 12.40 | | | | | | 0.49• | | | | | | 0.67 | | | | | | 1.16 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 12.96 | | | | | | 9.39 | | | | | | 0.50 | | | | 0.50 | | | 0.50 | | | 3.78 | | | | | 1,001,255 | | | | | | 425 | | |
12-31-11 | | | | | 12.07 | | | | | | 0.54• | | | | | | 0.37 | | | | | | 0.91 | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 12.40 | | | | | | 7.54 | | | | | | 0.50 | | | | 0.50 | | | 0.50 | | | 4.31 | | | | | 1,205,691 | | | | | | 456 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | 0.73 | | | 0.73 | | | 2.90 | | | | | 3,169,894 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.42• | | | | | | 0.38 | | | | | | 0.80 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.83 | | | | | | 6.48 | | | | | | 0.72 | | | | 0.72 | | | 0.72 | | | 3.21 | | | | | 3,477,973 | | | | | | 428 | | |
12-31-13 | | | | | 12.89 | | | | | | 0.44 | | | | | | (0.49) | | | | | | (0.05) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.43 | | | | | | (0.38) | | | | | | 0.74 | | | | 0.74 | | | 0.74 | | | 3.31 | | | | | 1,140,317 | | | | | | 389 | | |
12-31-12 | | | | | 12.34 | | | | | | 0.45• | | | | | | 0.67 | | | | | | 1.12 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 12.89 | | | | | | 9.08 | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 3.52 | | | | | 1,221,680 | | | | | | 425 | | |
12-31-11 | | | | | 12.01 | | | | | | 0.51• | | | | | | 0.37 | | | | | | 0.88 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.34 | | | | | | 7.30 | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 4.09 | | | | | 1,247,149 | | | | | | 456 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | 0.88 | | | 0.88 | | | 2.75 | | | | | 29,217 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.37• | | | | | | 0.40 | | | | | | 0.77 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.79 | | | | | | 6.17 | | | | | | 0.97 | | | | 0.87 | | | 0.87 | | | 2.87 | | | | | 5,281 | | | | | | 428 | | |
12-31-13 | | | | | 12.92 | | | | | | 0.44 | | | | | | (0.50) | | | | | | (0.06) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.43 | | | | | | (0.44) | | | | | | 0.99 | | | | 0.89 | | | 0.89 | | | 3.45 | | | | | 1,505 | | | | | | 389 | | |
12-31-12 | | | | | 12.37 | | | | | | 0.41 | | | | | | 0.69 | | | | | | 1.10 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.92 | | | | | | 8.93 | | | | | | 1.00 | | | | 0.90 | | | 0.90 | | | 3.37 | | | | | 1,277 | | | | | | 425 | | |
12-31-11 | | | | | 12.08 | | | | | | 0.52• | | | | | | 0.34 | | | | | | 0.86 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 12.37 | | | | | | 7.14 | | | | | | 1.00 | | | | 0.90 | | | 0.90 | | | 4.20 | | | | | 1,001 | | | | | | 456 | | |
| | | | | | | | | 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 Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | 0.22 | | | 0.22 | | | 0.00* | | | | | 541,132 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | 0.19 | | | 0.19 | | | 0.00 | | | | | 616,745 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | 0.23 | | | 0.23 | | | 0.00 | | | | | 768,521 | | | | | | — | | |
12-31-12 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.03 | | | | | | 0.34 | | | | 0.34 | | | 0.34 | | | 0.03 | | | | | 975,469 | | | | | | — | | |
12-31-11 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | 0.26 | | | 0.26 | | | 0.00* | | | | | 1,176,157 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.63 | | | | 0.22 | | | 0.22 | | | 0.00 | | | | | 85 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | 0.19 | | | 0.19 | | | 0.00 | | | | | 106 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | 0.23 | | | 0.23 | | | 0.00 | | | | | 138 | | | | | | — | | |
12-31-12 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 1.00 | | | | | | 0.00 | | | | | | 0.59 | | | | 0.36 | | | 0.36 | | | 0.01 | | | | | 134 | | | | | | — | | |
12-31-11 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | 0.26 | | | 0.26 | | | 0.00 | | | | | 314 | | | | | | — | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | 1.34 | | | 1.34 | | | (0.07) | | | | | 5,615 | | | | | | 45 | | |
12-31-14 | | | | | 23.94 | | | | | | (0.03) | | | | | | 1.26 | | | | | | 1.23 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 22.49 | | | | | | 6.00 | | | | | | 1.34 | | | | 1.34 | | | 1.34 | | | (0.18) | | | | | 5,861 | | | | | | 30 | | |
12-31-13 | | | | | 19.13 | | | | | | (0.02) | | | | | | 6.64 | | | | | | 6.62 | | | | | | 0.01 | | | | | | 1.80 | | | | | | — | | | | | | 1.81 | | | | | | — | | | | | | 23.94 | | | | | | 37.04 | | | | | | 1.34 | | | | 1.34 | | | 1.34 | | | (0.13) | | | | | 7,233 | | | | | | 36 | | |
12-31-12 | | | | | 17.39 | | | | | | 0.01 | | | | | | 2.41 | | | | | | 2.42 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 19.13 | | | | | | 14.01 | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | 0.06 | | | | | 6,213 | | | | | | 49 | | |
12-31-11 | | | | | 17.98 | | | | | | (0.02)• | | | | | | (0.51) | | | | | | (0.53) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 17.39 | | | | | | (2.99) | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | (0.10) | | | | | 5,938 | | | | | | 61 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | 0.84 | | | 0.84 | | | 0.43 | | | | | 487,778 | | | | | | 45 | | |
12-31-14 | | | | | 24.63 | | | | | | 0.08 | | | | | | 1.31 | | | | | | 1.39 | | | | | | 0.09 | | | | | | 2.68 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 23.25 | | | | | | 6.54 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 0.33 | | | | | 520,298 | | | | | | 30 | | |
12-31-13 | | | | | 19.63 | | | | | | 0.08• | | | | | | 6.84 | | | | | | 6.92 | | | | | | 0.12 | | | | | | 1.80 | | | | | | — | | | | | | 1.92 | | | | | | — | | | | | | 24.63 | | | | | | 37.76 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 0.38 | | | | | 571,880 | | | | | | 36 | | |
12-31-12 | | | | | 17.82 | | | | | | 0.10• | | | | | | 2.47 | | | | | | 2.57 | | | | | | 0.08 | | | | | | 0.68 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 19.63 | | | | | | 14.52 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.55 | | | | | 472,254 | | | | | | 49 | | |
12-31-11 | | | | | 18.34 | | | | | | 0.07 | | | | | | (0.52) | | | | | | (0.45) | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 17.82 | | | | | | (2.49) | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.38 | | | | | 483,473 | | | | | | 61 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
11-24-15(5) - 12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | 0.84 | | | 0.84 | | | 0.99 | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | 1.09 | | | 1.09 | | | 0.18 | | | | | 110,685 | | | | | | 45 | | |
12-31-14 | | | | | 24.24 | | | | | | 0.02 | | | | | | 1.28 | | | | | | 1.30 | | | | | | 0.02 | | | | | | 2.68 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 22.84 | | | | | | 6.26 | | | | | | 1.09 | | | | 1.09 | | | 1.09 | | | 0.08 | | | | | 115,635 | | | | | | 30 | | |
12-31-13 | | | | | 19.35 | | | | | | 0.03 | | | | | | 6.72 | | | | | | 6.75 | | | | | | 0.06 | | | | | | 1.80 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 24.24 | | | | | | 37.37 | | | | | | 1.09 | | | | 1.09 | | | 1.09 | | | 0.12 | | | | | 126,746 | | | | | | 36 | | |
12-31-12 | | | | | 17.57 | | | | | | 0.05• | | | | | | 2.44 | | | | | | 2.49 | | | | | | 0.03 | | | | | | 0.68 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 19.35 | | | | | | 14.26 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.28 | | | | | 101,041 | | | | | | 49 | | |
12-31-11 | | | | | 18.09 | | | | | | 0.02 | | | | | | (0.50) | | | | | | (0.48) | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 17.57 | | | | | | (2.68) | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.12 | | | | | 108,502 | | | | | | 61 | | |
| | | | | | | | | | | | | | | | | | |
| | | Buy | | | Sell | | ||||||
Balanced | | | | $ | 55,779,929 | | | | | $ | 33,901,911 | | |
Intermediate Bond | | | | | 43,263,651 | | | | | | 102,027,596 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 82,555,463 | | | | | $ | 36,885,630 | | |
Intermediate Bond | | | | | 463,478,344 | | | | | | 572,586,633 | | |
Growth and Income | | | | | 32,777,738 | | | | | | — | | |
Global Value Advantage | | | | | 4,895,910 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 442,980,064 | | | | | $ | 491,456,223 | | |
Global Value Advantage | | | | | 535,661,820 | | | | | | 644,391,234 | | |
Growth and Income | | | | | 2,088,135,783 | | | | | | 2,549,298,510 | | |
Intermediate Bond | | | | | 1,663,286,884 | | | | | | 1,894,136,587 | | |
Small Company | | | | | 276,138,480 | | | | | | 307,110,861 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 434,311,105 | | | | | $ | 433,470,307 | | |
Intermediate Bond | | | | | 15,869,705,468 | | | | | | 15,742,274,955 | | |
Portfolio | | | Fee | |
Balanced | | | 0.500% | |
Global Value Advantage | | | 0.46% on the first $500 million; 0.43% on the next $500 million; 0.41% thereafter | |
Growth and Income | | | 0.500% on the first $10 billion; 0.450% on the next $5 billion; 0.425% thereafter | |
Intermediate Bond | | | 0.400% on first $4 billion; 0.380% on next $3 billion; 0.360% thereafter | |
Money Market | | | 0.250% | |
Small Company | | | 0.750% | |
Portfolio | | | Fee | |
Balanced(1) | | | 0.60% | |
Global Value Advantage | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Growth and Income(1) | | | 0.600% on the first $10 billion; | |
| | | 0.550% on the next $5 billion; | |
| | | 0.525% thereafter | |
Intermediate Bond(1) | | | 0.50% on first $4 billion; | |
| | | 0.48% on next $3 billion; | |
| | | 0.46% thereafter | |
Money Market(1) | | | 0.35% | |
Small Company(1) | | | 0.85% | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2016 | | | 2017 | | | 2018 | | | Total | | ||||||||||||
Money Market | | | | $ | 951,763 | | | | | $ | 1,043,344 | | | | | $ | 658,101 | | | | | $ | 2,653,208 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Intermediate Bond | | | | | 7.75% | | |
| Money Market | | | | | 6.27 | | | ||
| Small Company | | | | | 7.28 | | | ||
Voya Insurance and Annuity Company | | | Global Value Advantage | | | | | 69.38 | | |
| Growth and Income | | | | | 45.28 | | | ||
| Intermediate Bond | | | | | 62.62 | | | ||
| Small Company | | | | | 15.35 | | | ||
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.92 | | |
| Global Value Advantage | | | | | 20.32 | | | ||
| Growth and Income | | | | | 48.21 | | | ||
| Intermediate Bond | | | | | 25.30 | | | ||
| Money Market | | | | | 91.63 | | | ||
| Small Company | | | | | 51.66 | | | ||
Voya Solution 2025 Portfolio | | | Small Company | | | | | 5.02 | | |
| | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Global Value Advantage(1) | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.05% | | | | | | 0.55% | | | | | | N/A | | | | | | 0.80% | | | | | | 0.95% | | | | | | N/A | | |
Small Company | | | | | 1.45% | | | | | | 0.95% | | | | | | 0.95% | | | | | | 1.20% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 4 | | | | | $ | 670,000 | | | | | | 1.12% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Global Value | | | | | |||||||||||||||
Advantage | | | | | 13 | | | | | | 2,674,769 | | | | | | 1.13 | | |
Growth and Income | | | | | 5 | | | | | | 22,545,800 | | | | | | 1.12 | | |
Intermediate Bond | | | | | 35 | | | | | | 2,066,443 | | | | | | 1.14 | | |
Money Market | | | | | 1 | | | | | | 17,079,000 | | | | | | 1.12 | | |
| | | Number of Contracts | | | Cost | | ||||||||
Balance at 12/31/2014 | | | | | — | | | | | $ | — | | | ||
Options Purchased | | | | | 100 | | | | | | 14,625 | | | ||
Options Expired | | | | | (100) | | | | | | (14,625) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | USD Notional | | | Cost | | ||||||||
Balance at 12/31/2014 | | | | | 2,843,000 | | | | | $ | 13,078 | | | ||
Options Purchased | | | | | 22,734,058 | | | | | | 209,624 | | | ||
Options Terminated in Closing Sell Transactions | | | | | (5,184,686) | | | | | | (59,935) | | | ||
Options Expired | | | | | (20,392,372) | | | | | | (162,767) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | USD Notional | | | Cost | | ||||||||
Balance at 12/31/2014 | | | | | 27,549,598 | | | | | $ | 124,003 | | | ||
Options Purchased | | | | | 362,364,000 | | | | | | 4,484,951 | | | ||
Options Terminated in Closing Sell Transactions | | | | | (260,794,000) | | | | | | (4,126,591) | | | ||
Options Expired | | | | | (129,119,598) | | | | | | (482,363) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | Number of Contracts | | | Premiums Received | | ||||||
Balance at 12/31/2014 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 100 | | | | | | 21,000 | | |
| | | Number of Contracts | | | Premiums Received | | ||||||||
Options Expired | | | | | (100) | | | | | | (21,000) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | USD Notional | | | Premiums Received | | ||||||||
Balance at 12/31/2014 | | | | | — | | | | | $ | — | | | ||
Options Written | | | | | 23,138,686 | | | | | | 90,727 | | | ||
Options Terminated in Closing Purchase Transactions | | | | | (11,863,686) | | | | | | (52,424) | | | ||
Options Expired | | | | | (11,275,000) | | | | | | (38,303) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | EUR Notional | | | USD Notional | | | Premiums Received | | ||||||||||||
Balance at 12/31/2014 | | | | | — | | | | | | 29,492,000 | | | | | $ | 85,907 | | | |||
Options Written | | | | | 314,396,000 | | | | | | 510,856,000 | | | | | | 3,388,842 | | | |||
Options Terminated in Closing Purchase Transactions | | | | | (157,198,000) | | | | | | (448,073,000) | | | | | | (3,050,235) | | | |||
Options Expired | | | | | (157,198,000) | | | | | | (92,275,000) | | | | | | (424,514) | | | |||
Balance at 12/31/2015 | | | | | — | | | | | | — | | | | | $ | — | | | |||
|
| | | USD Notional | | | Cost | | ||||||||
Balance at 12/31/2014 | | | | | 993,819,485 | | | | | $ | 4,869,715 | | | ||
Options Purchased | | | | | 3,659,844,000 | | | | | | 16,403,654 | | | ||
Options Terminated in Closing Sell Transactions | | | | | (1,903,289,000) | | | | | | (9,721,395) | | | ||
Options Expired | | | | | (2,750,374,485) | | | | | | (11,551,974) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | USD Notional | | | Premiums Received | | ||||||||
Balance at 12/31/2014 | | | | | — | | | | | $ | — | | | ||
Options Written | | | | | 5,143,954,000 | | | | | | 18,594,480 | | | ||
Options Terminated in Closing Purchase Transactions | | | | | (4,045,408,000) | | | | | | (17,427,275) | | | ||
Options Expired | | | | | (1,098,546,000) | | | | | | (1,167,205) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 202,625 | | | | | | — | | | | | | 636,456 | | | | | | (4,345,705) | | | | | | (3,506,624) | | | | | | 2,953,398 | | | | | | — | | | | | | 9,483,192 | | | | | | (63,085,408) | | | | | | (50,648,818) | | |
12/31/2014 | | | | | 490,372 | | | | | | — | | | | | | 612,403 | | | | | | (4,861,806) | | | | | | (3,759,031) | | | | | | 6,967,759 | | | | | | — | | | | | | 8,604,651 | | | | | | (69,819,472) | | | | | | (54,247,062) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 7,630 | | | | | | — | | | | | | 5,259 | | | | | | (52,988) | | | | | | (40,099) | | | | | | 110,214 | | | | | | — | | | | | | 77,986 | | | | | | (766,696) | | | | | | (578,496) | | |
12/31/2014 | | | | | 16,786 | | | | | | — | | | | | | 5,585 | | | | | | (111,231) | | | | | | (88,860) | | | | | | 241,401 | | | | | | — | | | | | | 78,141 | | | | | | (1,586,005) | | | | | | (1,266,463) | | |
Global Value Advantage | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,646,676 | | | | | | 702,530 | | | | | | — | | | | | | (792,289) | | | | | | 2,556,917 | | | | | | 24,874,315 | | | | | | 6,554,145 | | | | | | — | | | | | | (7,296,576) | | | | | | 24,131,884 | | |
12/31/2014 | | | | | 28,485 | | | | | | — | | | | | | 3,901 | | | | | | (38,773) | | | | | | (6,387) | | | | | | 259,356 | | | | | | — | | | | | | 34,754 | | | | | | (352,057) | | | | | | (57,947) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
3/5/2015(1) - 12/31/2015 | | | | | 7,966,142 | | | | | | 13,499,724 | | | | | | 113,968 | | | | | | (3,032,541) | | | | | | 18,547,293 | | | | | | 75,699,383 | | | | | | 128,332,301 | | | | | | 1,130,563 | | | | | | (28,447,844) | | | | | | 176,714,403 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,610,281 | | | | | | 59,963,891 | | | | | | 248,043 | | | | | | (18,562,769) | | | | | | 44,259,446 | | | | | | 24,509,289 | | | | | | 567,994,045 | | | | | | 2,463,069 | | | | | | (174,600,717) | | | | | | 420,365,686 | | |
12/31/2014 | | | | | 832,547 | | | | | | — | | | | | | 566,924 | | | | | | (2,946,785) | | | | | | (1,547,314) | | | | | | 7,689,471 | | | | | | — | | | | | | 5,096,647 | | | | | | (26,987,001) | | | | | | (14,200,883) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
3/5/2015(1) - 12/31/2015 | | | | | 4,490 | | | | | | 1,501,436 | | | | | | 180 | | | | | | (1,473,347) | | | | | | 32,759 | | | | | | 41,593 | | | | | | 14,128,522 | | | | | | 1,762 | | | | | | (13,863,380) | | | | | | 308,497 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
3/5/2015(1) - 12/31/2015 | | | | | 353,809 | | | | | | 10,731,841 | | | | | | 42,425 | | | | | | (4,990,842) | | | | | | 6,137,233 | | | | | | 3,286,196 | | | | | | 100,986,795 | | | | | | 416,187 | | | | | | (46,854,196) | | | | | | 57,834,982 | | |
Growth and Income | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 324,618 | | | | | | — | | | | | | 2,653,379 | | | | | | (6,332,093) | | | | | | (3,354,096) | | | | | | 9,477,145 | | | | | | — | | | | | | 75,090,624 | | | | | | (193,620,550) | | | | | | (109,052,781) | | |
12/31/2014 | | | | | 400,469 | | | | | | — | | | | | | 5,534,480 | | | | | | (7,386,574) | | | | | | (1,451,625) | | | | | | 13,212,287 | | | | | | — | | | | | | 170,185,252 | | | | | | (241,956,332) | | | | | | (58,558,793) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 290,105 | | | | | | — | | | | | | 4,555,997 | | | | | | (8,170,773) | | | | | | (3,324,671) | | | | | | 8,980,255 | | | | | | — | | | | | | 130,438,190 | | | | | | (250,938,958) | | | | | | (111,520,513) | | |
12/31/2014 | | | | | 799,962 | | | | | | — | | | | | | 8,918,861 | | | | | | (8,742,866) | | | | | | 975,957 | | | | | | 25,620,199 | | | | | | — | | | | | | 277,287,376 | | | | | | (288,762,379) | | | | | | 14,145,196 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 146,571 | | | | | | — | | | | | | 1,583,103 | | | | | | (4,145,273) | | | | | | (2,415,599) | | | | | | 4,428,772 | | | | | | — | | | | | | 44,833,477 | | | | | | (126,860,972) | | | | | | (77,598,723) | | |
12/31/2014 | | | | | 227,145 | | | | | | — | | | | | | 3,298,025 | | | | | | (4,897,593) | | | | | | (1,372,423) | | | | | | 7,362,201 | | | | | | — | | | | | | 101,480,245 | | | | | | (160,678,902) | | | | | | (51,836,456) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 9,093 | | | | | | — | | | | | | 836 | | | | | | (7,833) | | | | | | 2,096 | | | | | | 277,788 | | | | | | — | | | | | | 23,495 | | | | | | (239,987) | | | | | | 61,296 | | |
12/31/2014 | | | | | 6,900 | | | | | | — | | | | | | 1,246 | | | | | | (35,280) | | | | | | (27,134) | | | | | | 226,688 | | | | | | — | | | | | | 38,099 | | | | | | (1,174,602) | | | | | | (909,815) | | |
Intermediate Bond | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,033,309 | | | | | | 11,624,777 | | | | | | 802,976 | | | | | | (2,669,949) | | | | | | 10,791,113 | | | | | | 13,340,754 | | | | | | 149,184,469 | | | | | | 9,986,767 | | | | | | (34,328,099) | | | | | | 138,183,891 | | |
12/31/2014 | | | | | 1,008,851 | | | | | | 12,168,090 | | | | | | 434,533 | | | | | | (1,609,142) | | | | | | 12,002,332 | | | | | | 13,074,243 | | | | | | 154,197,567 | | | | | | 5,558,145 | | | | | | (20,800,864) | | | | | | 152,029,091 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 23,872,350 | | | | | | 12,071,020 | | | | | | 3,491,776 | | | | | | (13,997,676) | | | | | | 25,437,470 | | | | | | 310,214,545 | | | | | | 156,568,603 | | | | | | 43,830,561 | | | | | | (181,744,538) | | | | | | 328,869,171 | | |
12/31/2014 | | | | | 5,701,375 | | | | | | 7,270,005 | | | | | | 2,419,543 | | | | | | (8,856,545) | | | | | | 6,534,378 | | | | | | 74,750,108 | | | | | | 92,812,192 | | | | | | 31,190,200 | | | | | | (115,079,220) | | | | | | 83,673,280 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 9,216,475 | | | | | | 20,259,748 | | | | | | 8,416,637 | | | | | | (54,273,223) | | | | | | (16,380,363) | | | | | | 118,762,167 | | | | | | 260,842,115 | | | | | | 105,043,748 | | | | | | (700,912,894) | | | | | | (216,264,864) | | |
12/31/2014 | | | | | 9,546,315 | | | | | | 203,703,912 | | | | | | 8,318,881 | | | | | | (42,127,562) | | | | | | 179,441,546 | | | | | | 123,095,452 | | | | | | 2,585,587,889 | | | | | | 106,574,035 | | | | | | (547,039,572) | | | | | | 2,268,217,804 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,168,538 | | | | | | 83,377 | | | | | | 75,471 | | | | | | (384,423) | | | | | | 1,942,963 | | | | | | 28,000,065 | | | | | | 1,069,820 | | | | | | 938,671 | | | | | | (4,970,407) | | | | | | 25,038,149 | | |
12/31/2014 | | | | | 368,717 | | | | | | 3,875,395 | | | | | | 12,601 | | | | | | (3,965,115) | | | | | | 291,598 | | | | | | 4,799,225 | | | | | | 50,331,277 | | | | | | 161,042 | | | | | | (50,304,272) | | | | | | 4,987,272 | | |
Money Market | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 85,417,420 | | | | | | — | | | | | | 68,961 | | | | | | (161,137,105) | | | | | | (75,650,724) | | | | | | 85,417,419 | | | | | | — | | | | | | 68,961 | | | | | | (161,137,104) | | | | | | (75,650,724) | | |
12/31/2014 | | | | | 70,331,752 | | | | | | — | | | | | | 109,900 | | | | | | (222,173,820) | | | | | | (151,732,168) | | | | | | 70,331,752 | | | | | | — | | | | | | 109,900 | | | | | | (222,173,820) | | | | | | (151,732,168) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | | |
12/31/2014 | | | | | 2,169 | | | | | | — | | | | | | 16 | | | | | | (33,837) | | | | | | (31,652) | | | | | | 2,169 | | | | | | — | | | | | | 16 | | | | | | (33,836) | | | | | | (31,651) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Small Company | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 42,791 | | | | | | — | | | | | | 42,062 | | | | | | (49,749) | | | | | | 35,104 | | | | | | 879,068 | | | | | | — | | | | | | 833,677 | | | | | | (1,057,372) | | | | | | 655,373 | | |
12/31/2014 | | | | | 31,232 | | | | | | — | | | | | | 37,382 | | | | | | (110,097) | | | | | | (41,483) | | | | | | 701,029 | | | | | | — | | | | | | 780,154 | | | | | | (2,416,034) | | | | | | (934,851) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,254,931 | | | | | | — | | | | | | 3,651,238 | | | | | | (3,567,784) | | | | | | 2,338,385 | | | | | | 47,197,903 | | | | | | — | | | | | | 74,959,919 | | | | | | (75,492,777) | | | | | | 46,665,045 | | |
12/31/2014 | | | | | 2,074,599 | | | | | | — | | | | | | 2,971,526 | | | | | | (5,881,293) | | | | | | (835,168) | | | | | | 48,553,568 | | | | | | — | | | | | | 63,887,801 | | | | | | (133,003,794) | | | | | | (20,562,425) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
11/24/2015(1) - 12/31/2015 | | | | | 147 | | | | | | — | | | | | | — | | | | | | — | | | | | | 147 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 898,027 | | | | | | — | | | | | | 824,447 | | | | | | (1,060,078) | | | | | | 662,396 | | | | | | 18,183,436 | | | | | | — | | | | | | 16,604,357 | | | | | | (22,100,391) | | | | | | 12,687,402 | | |
12/31/2014 | | | | | 493,548 | | | | | | — | | | | | | 620,364 | | | | | | (1,279,303) | | | | | | (165,391) | | | | | | 11,001,481 | | | | | | — | | | | | | 13,126,900 | | | | | | (28,787,447) | | | | | | (4,659,066) | | |
Class S2(2) | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (1,782) | | | | | | (1,782) | | | | | | — | | | | | | — | | | | | | — | | | | | | (39,073) | | | | | | (39,073) | | |
12/31/2014 | | | | | 319 | | | | | | — | | | | | | 177 | | | | | | —* | | | | | | 496 | | | | | | 7,035 | | | | | | — | | | | | | 3,725 | | | | | | — | | | | | | 10,760 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 362,868 | | | | | $ | (362,868) | | | | | $ | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 203,080 | | | | | | (203,080) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 3,150,835 | | | | | | (3,150,835) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 174,097 | | | | | | (174,097) | | | | | | — | | |
Goldman Sachs & Company | | | | | 457,233 | | | | | | (457,233) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 13,909 | | | | | | (13,909) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 1,149,708 | | | | | | (1,149,708) | | | | | | — | | |
Jefferies LLC | | | | | 180,029 | | | | | | (180,029) | | | | | | — | | |
JP Morgan Clearing Corp | | | | | 263,860 | | | | | | (263,860) | | | | | | — | | |
Merrill Lynch International | | | | | 81,728 | | | | | | (81,728) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 31,126 | | | | | | (31,126) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 122,020 | | | | | | (122,020) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
National Financial Services LLC | | | | | 55,271 | | | | | | (55,271) | | | | | | — | | | |||
RBC Capital Markets, LLC | | | | | 50,397 | | | | | | (50,397) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 300,607 | | | | | | (300,607) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 264,268 | | | | | | (264,268) | | | | | | — | | | |||
UBS AG | | | | | 119,293 | | | | | | (119,293) | | | | | | — | | | |||
UBS Securities LLC. | | | | | 56,793 | | | | | | (56,793) | | | | | | — | | | |||
Wells Fargo Securities LLC | | | | | 418,015 | | | | | | (418,015) | | | | | | — | | | |||
Total | | | | $ | 7,455,134 | | | | | $ | (7,455,134) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Goldman Sachs & Co. | | | | $ | 961,437 | | | | | $ | (961,437) | | | | | $ | — | | | |||
Total | | | | $ | 961,437 | | | | | $ | (961,437) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Barclays Capital Inc. | | | | $ | 1,454,714 | | | | | $ | (1,454,714) | | | | | $ | — | | | |||
Citigroup Global Markets Inc. | | | | | 31,311,245 | | | | | | (31,311,245) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 179,524 | | | | | | (179,524) | | | | | | — | | | |||
HSBC Securities (USA) Inc. | | | | | 411,991 | | | | | | (411,991) | | | | | | — | | | |||
J.P. Morgan Securities LLC | | | | | 733,492 | | | | | | (733,492) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 5,297,867 | | | | | | (5,297,867) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 5,327,044 | | | | | | (5,327,044) | | | | | | — | | | |||
RBC Capital Markets, LLC | | | | | 2,344,117 | | | | | | (2,344,117) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 1,169,162 | | | | | | (1,169,162) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 1,376,589 | | | | | | (1,376,589) | | | | | | — | | | |||
Total | | | | $ | 49,605,746 | | | | | $ | (49,605,746) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 225,799 | | | | | $ | (225,799) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
BMO Capital Markets Corp | | | | | 13,167 | | | | | | (13,167) | | | | | | — | | | |||
Deutsche Bank Securities Inc. | | | | | 583,203 | | | | | | (583,203) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 2,228,254 | | | | | | (2,228,254) | | | | | | — | | | |||
Jefferies LLC | | | | | 256,725 | | | | | | (256,725) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 1,014,959 | | | | | | (1,014,959) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 1,392,721 | | | | | | (1,392,721) | | | | | | — | | | |||
RBC Dominion Securities Inc | | | | | 1,904,774 | | | | | | (1,904,774) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 1,578,479 | | | | | | (1,578,479) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 456,576 | | | | | | (456,576) | | | | | | — | | | |||
UBS Securities LLC. | | | | | 916,875 | | | | | | (916,875) | | | | | | — | | | |||
Total | | | | $ | 10,571,531 | | | | | $ | (10,571,531) | | | | | $ | — | | | |||
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/ (Losses) | | |||||||||
Balanced | | | | $ | (9,425) | | | | | $ | (2,233,516) | | | | | $ | 2,242,941 | | |
Global Value Advantage | | | | | (2,454,040) | | | | | | 1,737,620 | | | | | | 716,420 | | |
Growth and Income(1) | | | | | (16,215,038) | | | | | | (1,132,329) | | | | | | 17,347,367 | | |
Intermediate Bond(2) | | | | | — | | | | | | 15,799,346 | | | | | | (15,799,346) | | |
Small Company | | | | | — | | | | | | 6 | | | | | | (6) | | |
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 9,561,178 | | | | | $ | — | | | | | $ | 8,682,792 | | | | | $ | — | | |
Global Value Advantage | | | | | 4,011,581 | | | | | | — | | | | | | 5,131,401 | | | | | | — | | |
Growth and Income | | | | | 68,479,686 | | | | | | 182,087,566 | | | | | | 84,492,933 | | | | | | 464,792,313 | | |
Intermediate Bond | | | | | 159,807,871 | | | | | | — | | | | | | 143,494,004 | | | | | | — | | |
Money Market | | | | | 59,269 | | | | | | 9,705 | | | | | | 109,916 | | | | | | — | | |
Small Company | | | | | 11,222,450 | | | | | | 81,175,503 | | | | | | 14,880,846 | | | | | | 62,917,734 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||||||||||||||||||
Balanced | | | | $ | 7,676,062 | | | | | $ | — | | | | | $ | — | | | | | $ | (3,888,063) | | | | | $ | (4,893,731) | | | | | | Short-term | | | | | | 2017 | | | |||||||
Global Value Advantage | | | | | 19,356,238 | | | | | | — | | | | | | — | | | | | | (45,067,231) | | | | | | (114,056,757) | | | | | | Short-term | | | | | | 2016 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (16,197,601) | | | | | | Short-term | | | | | | 2017 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (6,695,973) | | | | | | Short-term | | | | | | 2018 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (59,900,001) | | | | | | Short-term | | | | | | None | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (196,850,332)* | | | | | | | | | | | | | | | |||||||
Growth and Income | | | | | — | | | | | | 93,107,624 | | | | | | — | | | | | | 586,095,417 | | | | | | (35,231,984)* | | | | | | Short-term | | | | | | 2016 | | | |||||||
Intermediate Bond | | | | | 2,802,409 | | | | | | — | | | | | | (19,905,658) | | | | | | (56,396,730) | | | | | | (152,830,543) | | | | | | Short-term | | | | | | 2017 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (4,304,116) | | | | | | Long-term | | | | | | None | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (157,134,659)* | | | | | | | | | | | | | | | |||||||
Money Market | | | | | 104,857 | | | | | | 2,379 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | |||||||
Small Company | | | | | 2,560,187 | | | | | | 55,066,254 | | | | | | — | | | | | | 63,360,702 | | | | | | (1,570,776) | | | | | | Short-term | | | | | | 2016 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (520,509) | | | | | | Short-term | | | | | | 2017 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (2,091,285)* | | | | | | | | | | | | | | | |||||||
|
| Net investment income | | | | $ | 19,127,226 | | |
| Net realized and unrealized loss on investments | | | | $ | (71,422,278) | | |
| Net decrease in net assets resulting from operations | | | | $ | (52,295,052) | | |
Acquired Portfolios | | | Total Net Assets of Acquired Portfolios (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Capital Loss Carryforwards (000s) | | | Acquired Unrealized Appreciation/ (Depreciation) (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
Acquired 1 Portfolio | | | | $ | 534,681 | | | | | $ | 169,240 | | | | | $ | 154,807 | | | | | $ | (12,803) | | | | | | 1.8507 | | |
Acquired 2 Portfolio | | | | $ | 111,826 | | | | | $ | 169,240 | | | | | $ | 7,894* | | | | | $ | 4,632 | | | | | | 0.9631 | | |
| Net investment income | | | | $ | 18,044,431 | | |
| Net realized and unrealized loss on investments | | | | $ | (56,943,168) | | |
| Net decrease in net assets resulting from operations | | | | $ | (38,898,737) | | |
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 Depreciation (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
| $ | 171,489 | | | | | $ | 734,035 | | | | | $ | — | | | | | $ | (2,082) | | | | | | 1.0286 | | |
| Net investment income | | | | $ | 148,621,340 | | |
| Net realized and unrealized loss on investments | | | | $ | (127,152,986) | | |
| Net increase in net assets resulting from operations | | | | $ | 21,468,354 | | |
Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolios’ Unrealized Depreciation (000s) | | | Portfolio’s Conversion Ratio | | |||||||||||||||
| $ | 567,665 | | | | | $ | 4,449,177 | | | | | $ | — | | | | | $ | (1,127) | | | | | | 0.8214 | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
Money Market | | | | | | | | | | | | | | | | |
Class I | | | | $ | 0.0001 | | | | February 1, 2016 | | | | | Daily | | |
Class S | | | | $ | 0.0000 | | | | February 1, 2016 | | | | | Daily | | |
Voya Balanced Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 56.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 8.2% | | ||||||||||||
| | | 5,932 | @ | | Amazon.com, Inc. | | | | $ | 4,009,379 | | | | | | 0.9 | | | |
| | | 31,909 | | | | Comcast Corp. - Class A | | | | | 1,800,625 | | | | | | 0.4 | | |
| | | 25,415 | @ | | Dish Network Corp. - Class A | | | | | 1,453,230 | | | | | | 0.3 | | | |
| | | 22,701 | | | | Home Depot, Inc. | | | | | 3,002,207 | | | | | | 0.7 | | |
| | | 26,409 | @ | | Jarden Corp. | | | | | 1,508,482 | | | | | | 0.3 | | | |
| | | 25,594 | | | | McDonald’s Corp. | | | | | 3,023,675 | | | | | | 0.7 | | |
| | | 31,289 | | | | Nike, Inc. | | | | | 1,955,563 | | | | | | 0.5 | | |
| | | 680,981 | | | | Other Securities(a) | | | | | 19,468,929 | | | | | | 4.4 | | |
| | | | | | | | | | | | 36,222,090 | | | | | | 8.2 | | |
| | | | | | | Consumer Staples: 4.9% | | ||||||||||||
| | | 23,030 | | | | Coca-Cola Enterprises, Inc. | | | | | 1,133,997 | | | | | | 0.2 | | |
| | | 16,688 | | | | CVS Health Corp. | | | | | 1,631,586 | | | | | | 0.4 | | |
| | | 18,404 | | | | Nestle S.A. | | | | | 1,366,226 | | | | | | 0.3 | | |
| | | 33,675 | | | | PepsiCo, Inc. | | | | | 3,364,806 | | | | | | 0.8 | | |
| | | 405,749 | | | | Other Securities(a) | | | | | 14,355,405 | | | | | | 3.2 | | |
| | | | | | | | | | | | 21,852,020 | | | | | | 4.9 | | |
| | | | | | | Energy: 2.9% | | ||||||||||||
| | | 18,533 | | | | Chevron Corp. | | | | | 1,667,229 | | | | | | 0.4 | | |
| | | 42,409 | | | | Halliburton Co. | | | | | 1,443,602 | | | | | | 0.3 | | |
| | | 13,984 | @ | | Royal Dutch Shell PLC - Class A ADR | | | | | 640,327 | | | | | | 0.1 | | | |
| | | 34,525 | | | | Royal Dutch Shell PLC - Class A | | | | | 781,967 | | | | | | 0.2 | | |
| | | 9,941 | | | | Royal Dutch Shell PLC - Class B | | | | | 226,566 | | | | | | 0.0 | | |
| | | 15,647 | L | | Total S.A. ADR | | | | | 703,333 | | | | | | 0.2 | | | |
| | | 17,033 | | | | Total S.A. | | | | | 763,617 | | | | | | 0.2 | | |
| | | 196,673 | | | | Other Securities(a) | | | | | 6,603,174 | | | | | | 1.5 | | |
| | | | | | | | | | | | 12,829,815 | | | | | | 2.9 | | |
| | | | | | | Financials: 11.7% | | ||||||||||||
| | | 1,984 | #,@ | | Amundi SA | | | | | 93,101 | | | | | | 0.0 | | | |
| | | 36,166 | | | | Citigroup, Inc. | | | | | 1,871,591 | | | | | | 0.5 | | |
| | | 39,075 | | | | JPMorgan Chase & Co. | | | | | 2,580,122 | | | | | | 0.6 | | |
| | | 58,666 | | | | Wells Fargo & Co. | | | | | 3,189,084 | | | | | | 0.7 | | |
| | | 2,279,878 | | | | Other Securities(a) | | | | | 43,899,983 | | | | | | 9.9 | | |
| | | | | | | | | | | | 51,633,881 | | | | | | 11.7 | | |
| | | | | | | Health Care: 7.5% | | ||||||||||||
| | | 9,605 | | | | Amgen, Inc. | | | | | 1,559,180 | | | | | | 0.4 | | |
| | | 39,181 | | | | Bristol-Myers Squibb Co. | | | | | 2,695,261 | | | | | | 0.6 | | |
| | | 18,522 | | | | Gilead Sciences, Inc. | | | | | 1,874,241 | | | | | | 0.4 | | |
| | | 57,967 | | | | Merck & Co., Inc. | | | | | 3,061,817 | | | | | | 0.7 | | |
| | | 68,307 | | | | Pfizer, Inc. | | | | | 2,204,950 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 22,946 | | | | UnitedHealth Group, Inc. | | | | $ | 2,699,367 | | | | | | 0.6 | | |
| | | 239,195 | | | | Other Securities(a) | | | | | 19,177,228 | | | | | | 4.3 | | |
| | | | | | | | | | | | 33,272,044 | | | | | | 7.5 | | |
| | | | | | | Industrials: 6.6% | | ||||||||||||
| | | 16,083 | | | | Danaher Corp. | | | | | 1,493,789 | | | | | | 0.4 | | |
| | | 29,181 | | | | Delta Air Lines, Inc. | | | | | 1,479,185 | | | | | | 0.3 | | |
| | | 89,781 | | | | General Electric Co. | | | | | 2,796,678 | | | | | | 0.6 | | |
| | | 7,401 | | | | Roper Technologies, Inc. | | | | | 1,404,636 | | | | | | 0.3 | | |
| | | 599,887 | | | | Other Securities(a) | | | | | 21,922,241 | | | | | | 5.0 | | |
| | | | | | | | | | | | 29,096,529 | | | | | | 6.6 | | |
| | | | | | | Information Technology: 9.5% | | ||||||||||||
| | | 17,561 | @ | | Adobe Systems, Inc. | | | | | 1,649,680 | | | | | | 0.4 | | | |
| | | 5,148 | @ | | Alphabet, Inc. - Class A | | | | | 4,005,195 | | | | | | 0.9 | | | |
| | | 55,703 | | | | Apple, Inc. | | | | | 5,863,298 | | | | | | 1.3 | | |
| | | 78,263 | | | | Cisco Systems, Inc. | | | | | 2,125,232 | | | | | | 0.5 | | |
| | | 13,777 | @ | | Facebook, Inc. | | | | | 1,441,901 | | | | | | 0.3 | | | |
| | | 61,231 | | | | Intel Corp. | | | | | 2,109,408 | | | | | | 0.5 | | |
| | | 83,440 | | | | Microsoft Corp. | | | | | 4,629,251 | | | | | | 1.0 | | |
| | | 32,909 | | | | Visa, Inc. - Class A | | | | | 2,552,093 | | | | | | 0.6 | | |
| | | 539,806 | | | | Other Securities(a) | | | | | 17,879,967 | | | | | | 4.0 | | |
| | | | | | | | | | | | 42,256,025 | | | | | | 9.5 | | |
| | | | | | | Materials: 2.4% | | ||||||||||||
| | | 298,515 | | | | Other Securities | | | | | 10,595,259 | | | | | | 2.4 | | |
| | | | | | | Telecommunication Services: 1.0% | | ||||||||||||
| | | 54,944 | | | | AT&T, Inc. | | | | | 1,890,623 | | | | | | 0.4 | | |
| | | 533,769 | | | | Other Securities | | | | | 2,435,458 | | | | | | 0.6 | | |
| | | | | | | | | | | | 4,326,081 | | | | | | 1.0 | | |
| | | | | | | Utilities: 2.0% | | ||||||||||||
| | | 17,486 | | | | DTE Energy Co. | | | | | 1,402,202 | | | | | | 0.3 | | |
| | | 28,381 | | | | PG&E Corp. | | | | | 1,509,586 | | | | | | 0.4 | | |
| | | 349,370 | | | | Other Securities | | | | | 5,922,172 | | | | | | 1.3 | | |
| | | | | | | | | | | | 8,833,960 | | | | | | 2.0 | | |
| | | | | | | Total Common Stock (Cost $245,115,796) | | | | | 250,917,704 | | | | | | 56.7 | | |
| EXCHANGE-TRADED FUNDS: 5.8% | | ||||||||||||||||||
| | | 37,981 | | | | iShares Barclays 20+ Year Treasury Bond Fund | | | | | 4,581,268 | | | | | | 1.0 | | |
| | | 205,700 | | | | iShares MSCI Emerging Markets Index Fund | | | | | 6,621,483 | | | | | | 1.5 | | |
| | | 3,798 | | | | iShares Russell 1000 Value Index Fund | | | | | 371,673 | | | | | | 0.1 | | |
| | | 4,500 | | | | iShares S&P MidCap 400 Index Fund | | | | | 627,210 | | | | | | 0.2 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| EXCHANGE-TRADED FUNDS: (continued) | | |||||||||||||||||||||
| | | 403,515 | | | | PowerShares Senior Loan Portfolio | | | | $ | 9,038,736 | | | | | | 2.0 | | | |||
| | | 133,500 | | | | SPDR Barclays Capital High Yield Bond ETF | | | | | 4,526,985 | | | | | | 1.0 | | | |||
| | | | | | | Total Exchange-Traded Funds (Cost $29,696,546) | | | | | 25,767,355 | | | | | | 5.8 | | | |||
| MUTUAL FUNDS: 4.0% | | |||||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 3.0% | | |||||||||||||||
| | | 1,790,829 | | | | Voya High Yield Bond Fund - Class P | | | | | 13,431,216 | | | | | | 3.0 | | | |||
| | | | | | | Unaffiliated Investment Companies: 1.0% | | |||||||||||||||
| | | 965,993 | @ | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 4,356,627 | | | | | | 1.0 | | | ||||
| | | | | | | Total Mutual Funds (Cost $20,072,597) | | | | | 17,787,843 | | | | | | 4.0 | | | |||
| PREFERRED STOCK: 0.0% | | |||||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.0% | | |||||||||||||||
| | | 1,165 | | | | Other Securities | | | | | 168,203 | | | | | | 0.0 | | | |||
| | | | | | | Total Preferred Stock (Cost $289,361) | | | | | 168,203 | | | | | | 0.0 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 9.5% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.5% | | ||||||||||||
| | | 340,000 | # | | Anglo American Capital PLC, 2.625%, 09/27/17 | | | | | 297,620 | | | | | | 0.1 | | | |
| | | 200,000 | # | | BHP Billiton Finance USA Ltd., 6.750%, 10/19/75 | | | | | 193,500 | | | | | | 0.1 | | | |
| | | 67,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 66,698 | | | | | | 0.0 | | | |
| | | 25,000 | # | | Georgia-Pacific LLC, 3.600%, 03/01/25 | | | | | 24,770 | | | | | | 0.0 | | | |
| | | 38,000 | # | | Glencore Funding LLC, 2.500%, 01/15/19 | | | | | 31,752 | | | | | | 0.0 | | | |
| | | 84,000 | #,L | | Glencore Funding LLC, 2.875%, 04/16/20 | | | | | 65,583 | | | | | | 0.0 | | | |
| | | 75,000 | # | | NOVA Chemicals Corp., 5.250%, 08/01/23 | | | | | 74,531 | | | | | | 0.0 | | | |
| | | 1,544,000 | | | | Other Securities(a) | | | | | 1,359,774 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,114,228 | | | | | | 0.5 | | |
| | | | | | | Communications: 1.4% | | ||||||||||||
| | | 209,000 | | | | AT&T, Inc., 3.000%-5.350%, 06/30/22-06/15/44 | | | | | 201,293 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 131,000 | # | | CCO Safari II LLC, 4.464%, 07/23/22 | | | | $ | 130,691 | | | | | | 0.0 | | | |
| | | 32,000 | # | | CCO Safari II LLC, 4.908%, 07/23/25 | | | | | 32,017 | | | | | | 0.0 | | | |
| | | 33,000 | # | | CommScope, Inc., 5.000%, 06/15/21 | | | | | 31,762 | | | | | | 0.0 | | | |
| | | 40,000 | # | | CommScope, Inc., 5.500%, 06/15/24 | | | | | 38,150 | | | | | | 0.0 | | | |
| | | 64,000 | # | | Cox Communications, Inc., 3.850%, 02/01/25 | | | | | 58,790 | | | | | | 0.0 | | | |
| | | 142,000 | # | | COX Communications, Inc., 2.950%, 06/30/23 | | | | | 125,305 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | Millicom International Cellular SA, 4.750%, 05/22/20 | | | | | 180,000 | | | | | | 0.0 | | | |
| | | 20,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 19,825 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Numericable Group SA, 6.000%, 05/15/22 | | | | | 194,500 | | | | | | 0.0 | | | |
| | | 170,000 | # | | Sinclair Television Group, Inc., 5.625%, 08/01/24 | | | | | 165,962 | | | | | | 0.0 | | | |
| | | 209,000 | # | | Sirius XM Radio, Inc., 5.875%, 10/01/20 | | | | | 219,450 | | | | | | 0.1 | | | |
| | | 200,000 | # | | SoftBank Group Corp., 4.500%, 04/15/20 | | | | | 199,500 | | | | | | 0.1 | | | |
| | | 400,000 | # | | Telefonica Chile SA, 3.875%, 10/12/22 | | | | | 395,284 | | | | | | 0.1 | | | |
| | | 110,000 | # | | West Corp., 5.375%, 07/15/22 | | | | | 95,288 | | | | | | 0.0 | | | |
| | | 4,276,000 | | | | Other Securities | | | | | 4,265,370 | | | | | | 1.0 | | |
| | | | | | | | | | | | 6,353,187 | | | | | | 1.4 | | |
| | | | | | | Consumer, Cyclical: 0.4% | | ||||||||||||
| | | 1,801,000 | | | | Other Securities(a) | | | | | 1,803,135 | | | | | | 0.4 | | |
| | | | | | | Consumer, Non-cyclical: 1.5% | | ||||||||||||
| | | 60,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 61,631 | | | | | | 0.0 | | | |
| | | 310,000 | | | | Coca-Cola Co/The, 0.875%-1.875%, 10/27/17-10/27/20 | | | | | 307,974 | | | | | | 0.1 | | |
| | | 267,000 | | | | Gilead Sciences, Inc., 2.550%-3.650%, 09/01/20-03/01/26 | | | | | 269,314 | | | | | | 0.1 | | |
| | | 80,000 | # | | HJ Heinz Co., 2.800%, 07/02/20 | | | | | 79,896 | | | | | | 0.0 | | | |
| | | 126,000 | # | | Kraft Heinz Foods Co., 3.950%, 07/15/25 | | | | | 127,466 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 200,000 | # | | Imperial Tobacco Finance PLC, 2.950%, 07/21/20 | | | | $ | 200,667 | | | | | | 0.1 | | | |
| | | 95,000 | # | | JBS USA LLC/JBS USA Finance, Inc., 5.875%, 07/15/24 | | | | | 86,450 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Marfrig Overseas Ltd., 9.500%, 05/04/20 | | | | | 98,500 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 40,088 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | | | | | 100,250 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | | 98,250 | | | | | | 0.0 | | | |
| | | 67,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 67,229 | | | | | | 0.0 | | | |
| | | 4,883,000 | | | | Other Securities | | | | | 4,892,348 | | | | | | 1.1 | | |
| | | | | | | | | | | | 6,430,063 | | | | | | 1.5 | | |
| | | | | | | Diversified: 0.0% | | ||||||||||||
| | | 90,000 | | | | Other Securities | | | | | 88,614 | | | | | | 0.0 | | |
| | | | | | | Energy: 1.0% | | ||||||||||||
| | | 21,000 | # | | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | | | | | 19,070 | | | | | | 0.0 | | | |
| | | 25,000 | # | | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 20,875 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Kinder Morgan Finance Co. LLC, 6.000%, 01/15/18 | | | | | 80,706 | | | | | | 0.0 | | | |
| | | 400,000 | # | | Reliance Industries Ltd., 5.875%, 12/31/49 | | | | | 393,500 | | | | | | 0.1 | | | |
| | | 150,000 | # | | YPF SA, 8.500%, 07/28/25 | | | | | 143,625 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | YPF SA, 8.875%, 12/19/18 | | | | | 202,750 | | | | | | 0.1 | | | |
| | | 3,828,000 | | | | Other Securities(a) | | | | | 3,465,900 | | | | | | 0.8 | | |
| | | | | | | | | | | | 4,326,426 | | | | | | 1.0 | | |
| | | | | | | Financial: 3.0% | | ||||||||||||
| | | 210,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 208,539 | | | | | | 0.1 | | | |
| | | 200,000 | # | | ABN AMRO Bank NV, 4.750%, 07/28/25 | | | | | 199,730 | | | | | | 0.0 | | | |
| | | 95,000 | # | | Alliance Data Systems Corp., 5.375%, 08/01/22 | | | | | 90,725 | | | | | | 0.0 | | | |
| | | 150,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 147,641 | | | | | | 0.0 | | | |
| | | 561,000 | | | | Bank of America Corp., 2.625%-4.750%, 10/19/20-04/21/45 | | | | | 568,033 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 200,000 | # | | Bank of Tokyo-Mitsubishi UFJ Ltd./The, 2.300%, 03/05/20 | | | | $ | 197,422 | | | | | | 0.0 | | | |
| | | 197,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 210,343 | | | | | | 0.1 | | | |
| | | 32,000 | # | | BNP Paribas SA, 4.375%, 09/28/25 | | | | | 31,405 | | | | | | 0.0 | | | |
| | | 200,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 202,050 | | | | | | 0.0 | | | |
| | | 200,000 | # | | BPCE SA, 5.700%, 10/22/23 | | | | | 210,585 | | | | | | 0.1 | | | |
| | | 200,000 | # | | Credit Agricole SA, 4.375%, 03/17/25 | | | | | 194,053 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 215,960 | | | | | | 0.0 | | | |
| | | 132,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/20 | | | | | 130,891 | | | | | | 0.1 | | | |
| | | 52,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | | | | | 50,334 | | | | | | 0.0 | | | |
| | | 77,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 77,083 | | | | | | 0.0 | | | |
| | | 250,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 249,367 | | | | | | 0.1 | | |
| | | 100,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 109,327 | | | | | | 0.0 | | | |
| | | 200,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 199,343 | | | | | | 0.1 | | | |
| | | 181,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 198,874 | | | | | | 0.1 | | | |
| | | 739,000 | | | | JPMorgan Chase & Co., 1.625%-6.125%, 05/15/18-12/29/49 | | | | | 741,432 | | | | | | 0.2 | | |
| | | 45,000 | # | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 44,863 | | | | | | 0.0 | | | |
| | | 400,000 | # | | Mizuho Bank Ltd., 3.200%, 03/26/25 | | | | | 391,950 | | | | | | 0.1 | | | |
| | | 80,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 79,391 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 69,891 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Santander UK Group Holdings PLC, 4.750%, 09/15/25 | | | | | 198,328 | | | | | | 0.1 | | | |
| | | 70,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.250%, 10/28/25 | | | | | 65,835 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 73,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | $ | 70,981 | | | | | | 0.0 | | | |
| | | 59,000 | # | | Skandinaviska Enskilda Banken AB, 2.625%, 11/17/20 | | | | | 58,858 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Swedbank AB, 2.200%, 03/04/20 | | | | | 197,856 | | | | | | 0.0 | | | |
| | | 41,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 41,064 | | | | | | 0.0 | | | |
| | | 437,000 | | | | Wells Fargo & Co., 3.900%-5.900%, 06/03/26-12/29/49 | | | | | 434,801 | | | | | | 0.1 | | |
| | | 99,000 | | | | Wells Fargo & Co., 2.550%, 12/07/20 | | | | | 98,571 | | | | | | 0.0 | | |
| | | 7,430,000 | | | | Other Securities | | | | | 7,530,781 | | | | | | 1.7 | | |
| | | | | | | | | | | | 13,516,307 | | | | | | 3.0 | | |
| | | | | | | Industrial: 0.4% | | ||||||||||||
| | | 80,000 | # | | AP Moeller - Maersk A/S, 2.550%, 09/22/19 | | | | | 79,269 | | | | | | 0.0 | | | |
| | | 25,000 | # | | Building Materials Corp. of America, 6.000%, 10/15/25 | | | | | 25,625 | | | | | | 0.0 | | | |
| | | 45,000 | #,L | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 45,759 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Sanmina Corp., 4.375%, 06/01/19 | | | | | 100,750 | | | | | | 0.0 | | | |
| | | 150,000 | # | | Siemens Financieringsmaatschappij NV, 2.900%, 05/27/22 | | | | | 150,255 | | | | | | 0.1 | | | |
| | | 60,000 | # | | Siemens Financieringsmaatschappij NV, 3.250%, 05/27/25 | | | | | 60,083 | | | | | | 0.0 | | | |
| | | 1,244,000 | | | | Other Securities | | | | | 1,233,289 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,695,030 | | | | | | 0.4 | | |
| | | | | | | Technology: 0.7% | | ||||||||||||
| | | 55,000 | # | | Activision Blizzard, Inc., 5.625%, 09/15/21 | | | | | 57,750 | | | | | | 0.0 | | | |
| | | 85,000 | # | | Audatex North America, Inc., 6.000%, 06/15/21 | | | | | 85,956 | | | | | | 0.0 | | | |
| | | 119,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 118,956 | | | | | | 0.1 | | | |
| | | 90,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 90,026 | | | | | | 0.0 | | | |
| | | 30,000 | # | | HP Enterprise Co., 3.600%, 10/15/20 | | | | | 30,104 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 30,000 | # | | HP Enterprise Co., 4.400%, 10/15/22 | | | | $ | 29,932 | | | | | | 0.0 | | | |
| | | 7,000 | # | | HP Enterprise Co., 4.900%, 10/15/25 | | | | | 6,888 | | | | | | 0.0 | | | |
| | | 165,000 | | | | Intel Corp., 2.450%-3.700%, 07/29/20-07/29/25 | | | | | 169,156 | | | | | | 0.0 | | |
| | | 200,000 | # | | NXP BV/NXP Funding LLC, 5.750%, 02/15/21 | | | | | 208,750 | | | | | | 0.1 | | | |
| | | 60,000 | # | | Seagate HDD Cayman, 4.875%, 06/01/27 | | | | | 46,163 | | | | | | 0.0 | | | |
| | | 2,193,000 | | | | Other Securities | | | | | 2,162,889 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,006,570 | | | | | | 0.7 | | |
| | | | | | | Utilities: 0.6% | | ||||||||||||
| | | 200,000 | # | | Abu Dhabi National Energy Co., 5.875%, 12/13/21 | | | | | 221,000 | | | | | | 0.1 | | | |
| | | 225,000 | # | | Calpine Corp., 6.000%, 01/15/22 | | | | | 233,368 | | | | | | 0.1 | | | |
| | | 58,000 | # | | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | | | | | 64,779 | | | | | | 0.0 | | | |
| | | 86,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 97,491 | | | | | | 0.0 | | | |
| | | 219,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 215,876 | | | | | | 0.1 | | | |
| | | 27,000 | # | | Electricite de France SA, 3.625%, 10/13/25 | | | | | 26,462 | | | | | | 0.0 | | | |
| | | 27,000 | # | | Electricite de France SA, 4.950%, 10/13/45 | | | | | 26,316 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | | | | | 206,000 | | | | | | 0.0 | | | |
| | | 37,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 37,326 | | | | | | 0.0 | | | |
| | | 1,442,000 | | | | Other Securities | | | | | 1,504,688 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,633,306 | | | | | | 0.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $42,586,699) | | | | | 41,966,866 | | | | | | 9.5 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 3.6% | | ||||||||||||||||||
| | | 100,000 | # | | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | | | | | 100,074 | | | | | | 0.0 | | | |
| | | 190,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF, 2.331%, 01/15/28 | | | | | 187,803 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 72,395 | | | | Banc of America Alternative Loan Trust 2004-1 4A1, 4.750%, 02/25/19 | | | | $ | 72,870 | | | | | | 0.0 | | |
| | | 250,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.558%, 06/10/49 | | | | | 253,654 | | | | | | 0.1 | | |
| | | 120,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 B, 5.558%, 06/10/49 | | | | | 118,725 | | | | | | 0.0 | | |
| | | 180,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 5.809%, 02/10/51 | | | | | 182,763 | | | | | | 0.0 | | |
| | | 30,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 5.809%, 02/10/51 | | | | | 30,076 | | | | | | 0.0 | | | |
| | | 498,633 | ^ | | Banc of America Commercial Mortgage Trust 2015-UBS7 XA, 0.944%, 09/15/48 | | | | | 31,726 | | | | | | 0.0 | | | |
| | | 190,000 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2004-4 G, 5.402%, 07/10/42 | | | | | 190,225 | | | | | | 0.1 | | | |
| | | 74,000 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.762%, 03/11/41 | | | | | 79,912 | | | | | | 0.0 | | | |
| | | 36,558 | | | | Banc of America Mortgage 2005-J Trust 2A4, 2.947%, 11/25/35 | | | | | 34,023 | | | | | | 0.0 | | |
| | | 3,700,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 186,695 | | | | | | 0.0 | | | |
| | | 196,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 5.911%, 06/11/41 | | | | | 206,255 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6, 5.406%, 11/11/41 | | | | | 75,233 | | | | | | 0.0 | | | |
| | | 210,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6, 5.667%, 11/11/41 | | | | | 226,009 | | | | | | 0.1 | | | |
| | | 140,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.761%, 02/13/42 | | | | | 145,312 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 260,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.620%, 04/12/38 | | | | $ | 260,243 | | | | | | 0.1 | | | |
| | | 110,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.620%, 04/12/38 | | | | | 112,764 | | | | | | 0.0 | | | |
| | | 209,449 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 221,052 | | | | | | 0.1 | | | |
| | | 50,000 | # | | Citigroup Commercial Mortgage Trust 2012-GC8 D, 4.877%, 09/10/45 | | | | | 48,084 | | | | | | 0.0 | | | |
| | | 110,000 | # | | COMM 2004-LNB2 H Mortgage Trust H, 6.067%, 03/10/39 | | | | | 118,910 | | | | | | 0.1 | | | |
| | | 1,806,585 | #,^ | | COMM 2012 - LTRT XA Mortgage Trust, 1.060%, 10/05/30 | | | | | 93,020 | | | | | | 0.0 | | | |
| | | 623,218 | ^ | | COMM 2013-LC6 XA Mortgage Trust, 1.742%, 01/10/46 | | | | | 42,718 | | | | | | 0.0 | | | |
| | | 745,057 | ^ | | Commercial Mortgage Pass Through Certificates, 1.394%, 04/10/47 | | | | | 52,782 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.047%, 06/10/36 | | | | | 81,120 | | | | | | 0.0 | | | |
| | | 931,031 | ^ | | Commercial Mortgage Trust, 1.828%, 08/15/45 | | | | | 77,963 | | | | | | 0.0 | | | |
| | | 2,380,000 | #,^ | | Commercial Mortgage Trust, 0.595%, 10/15/45 | | | | | 89,482 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1 K, 5.415%, 02/25/21 | | | | | 69,951 | | | | | | 0.1 | | | |
| | | 9,575 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 9,563 | | | | | | 0.0 | | | |
| | | 30,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 29,931 | | | | | | 0.0 | | |
| | | 50,000 | # | | Credit Suisse First Boston Mortgage Securities Corp., 6.258%, 05/15/36 | | | | | 55,115 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 36,093 | # | | Credit Suisse Mortgage Capital Certificates 2009-3R 30A1, 2.380%, 07/27/37 | | | | $ | 36,214 | | | | | | 0.0 | | | |
| | | 509,662 | #,^ | | DBUBS 2011-LC1 XA Mortgage Trust, 1.127%, 11/10/46 | | | | | 10,758 | | | | | | 0.0 | | | |
| | | 80,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.322%, 07/25/24 | | | | | 73,088 | | | | | | 0.1 | | |
| | | 440,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.322%, 11/25/24 | | | | | 448,805 | | | | | | 0.1 | | |
| | | 70,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.422%, 05/25/25 | | | | | 66,596 | | | | | | 0.0 | | |
| | | 66,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.722%, 02/25/25 | | | | | 64,049 | | | | | | 0.0 | | |
| | | 60,000 | | | | Fannie Mae Connecticut Avenue Securities, 5.422%, 11/25/24 | | | | | 60,206 | | | | | | 0.0 | | |
| | | 1,911,340 | ^ | | Fannie Mae Series 2011-M3 X, 0.002%, 07/25/21 | | | | | 22,639 | | | | | | 0.0 | | | |
| | | 121,781 | ^ | | First Horizon Alternative Mortgage Securities, 6.278%, 12/25/36 | | | | | 32,696 | | | | | | 0.0 | | | |
| | | 1,774,632 | ^ | | Freddie Mac Series K704 X1, 1.966%, 08/25/18 | | | | | 77,106 | | | | | | 0.0 | | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 4.972%, 10/25/24 | | | | | 198,657 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.172%, 10/25/24 | | | | | 100,505 | | | | | | 0.0 | | |
| | | 290,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DN1 M3, 4.572%, 01/25/25 | | | | | 286,253 | | | | | | 0.1 | | |
| | | 30,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M2, 2.622%, 03/25/25 | | | | | 29,937 | | | | | | 0.0 | | |
| | | 110,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 4.222%, 03/25/25 | | | | | 106,200 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 280,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes, 4.022%-5.222%, 04/25/24-05/25/28 | | | | $ | 267,489 | | | | | | 0.1 | | |
| | | 7,286,175 | #,^ | | FREMF Mortgage Trust, 0.100%, 12/25/44 | | | | | 34,529 | | | | | | 0.0 | | | |
| | | 942,632 | ^ | | GS Mortgage Securities Corp. II, 2.519%, 05/10/45 | | | | | 84,875 | | | | | | 0.0 | | | |
| | | 100,000 | # | | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | | | | | 90,702 | | | | | | 0.0 | | | |
| | | 100,000 | # | | GS Mortgage Securities Trust 2010-C2, 5.188%, 12/10/43 | | | | | 101,735 | | | | | | 0.1 | | | |
| | | 90,000 | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-LDP8 B, 5.520%, 05/15/45 | | | | | 90,253 | | | | | | 0.0 | | |
| | | 1,050,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.356%, 12/15/47 | | | | | 22,305 | | | | | | 0.0 | | | |
| | | 40,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.587%, 05/15/41 | | | | | 41,130 | | | | | | 0.0 | | | |
| | | 3,095,888 | ^ | | JP Morgan Chase Commercial Mortgage Securities Corp., 0.600%, 01/15/46 | | | | | 52,959 | | | | | | 0.0 | | | |
| | | 30,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | | | | | 29,787 | | | | | | 0.0 | | |
| | | 40,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.366%, 06/12/41 | | | | | 38,901 | | | | | | 0.0 | | |
| | | 30,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.549%, 05/15/45 | | | | | 30,001 | | | | | | 0.0 | | |
| | | 1,461,718 | ^ | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.746%, 06/15/45 | | | | | 92,015 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 137,276 | | | | JP Morgan Mortgage Trust 2005-A4 B1, 2.535%, 07/25/35 | | | | $ | 122,368 | | | | | | 0.1 | | |
| | | 2,964,927 | ^ | | JPMBB Commercial Mortgage Securities Trust 2013-C14, 0.969%, 08/15/46 | | | | | 103,995 | | | | | | 0.1 | | | |
| | | 1,279,680 | ^ | | JPMBB Commercial Mortgage Securities Trust, 1.263%, 04/15/47 | | | | | 58,994 | | | | | | 0.0 | | | |
| | | 1,337,591 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | | | | | 9,874 | | | | | | 0.0 | | | |
| | | 190,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.284%, 02/15/40 | | | | | 188,804 | | | | | | 0.1 | | | |
| | | 30,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 29,967 | | | | | | 0.0 | | | |
| | | 60,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR14, 5.990%, 09/15/39 | | | | | 60,702 | | | | | | 0.0 | | | |
| | | 60,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR15, 5.990%, 09/15/39 | | | �� | | 60,518 | | | | | | 0.0 | | | |
| | | 60,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR16, 5.990%, 09/15/39 | | | | | 59,957 | | | | | | 0.0 | | | |
| | | 7,247,667 | #,^ | | LB-UBS Commercial Mortgage Trust, 0.652%, 11/15/38 | | | | | 33,900 | | | | | | 0.0 | | | |
| | | 90,000 | # | | LB-UBS Commercial Mortgage Trust, 5.066%, 10/15/36 | | | | | 93,042 | | | | | | 0.0 | | | |
| | | 180,000 | # | | LB-UBS Commercial Mortgage Trust, 5.990%, 09/15/39 | | | | | 183,156 | | | | | | 0.1 | | | |
| | | 82,429 | # | | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | | | | | 81,950 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Merrill Lynch Mortgage Trust 2005-MKB2 E, 6.067%, 09/12/42 | | | | | 105,132 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.438%, 09/15/47 | | | | | 105,566 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.438%, 09/15/47 | | | | | 103,147 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 130,000 | # | | Morgan Stanley Capital I Trust 2011-C1, 5.438%, 09/15/47 | | | | $ | 141,589 | | | | | | 0.0 | | | |
| | | 0 | # | | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | | | | | — | | | | | | — | | | |
| | | 200,000 | # | | Morgan Stanley Re-REMIC Trust, 0.250%, 07/27/49 | | | | | 181,660 | | | | | | 0.1 | | | |
| | | 165,529 | # | | Springleaf Mortgage Loan Trust 2013-3A A, 1.870%, 09/25/57 | | | | | 165,452 | | | | | | 0.0 | | | |
| | | 125,414 | # | | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | | | | | 128,448 | | | | | | 0.0 | | | |
| | | 942,307 | #,^ | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.089%, 08/10/49 | | | | | 87,121 | | | | | | 0.0 | | | |
| | | 109,348 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.852%, 06/25/37 | | | | | 79,666 | | | | | | 0.0 | | |
| | | 947,923 | #,^ | | Wells Fargo Commercial Mortgage Trust 2012-LC5 XA, 2.061%, 10/15/45 | | | | | 83,211 | | | | | | 0.0 | | | |
| | | 275,310 | | | | Wells Fargo Mortgage Backed Securities Trust 2005-AR14 A1, 2.740%, 08/25/35 | | | | | 272,743 | | | | | | 0.1 | | |
| | | 95,238 | | | | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust 1A6, 2.736%, 09/25/35 | | | | | 91,018 | | | | | | 0.0 | | |
| | | 83,701 | | | | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 2.733%, 10/25/36 | | | | | 79,910 | | | | | | 0.0 | | |
| | | 18,761 | | | | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A2, 2.733%, 10/25/36 | | | | | 17,911 | | | | | | 0.0 | | |
| | | 96,909 | | | | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust 2A1, 2.738%, 05/25/36 | | | | | 92,521 | | | | | | 0.1 | | |
| | | 89,350 | | | | Wells Fargo Mortgage Backed Securities 2006-AR8 Trust 3A2, 2.808%, 04/25/36 | | | | | 86,949 | | | | | | 0.0 | | |
| | | 40,720 | | | | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.792%, 07/25/37 | | | | | 34,901 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 104,920 | | | | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust A1, 2.767%, 12/28/37 | | | | $ | 97,248 | | | | | | 0.1 | | |
| | | 84,400 | | | | Wells Fargo Mortgage Backed Securities Trust, 5.788%, 04/25/36 | | | | | 81,944 | | | | | | 0.0 | | |
| | | 712,192 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.164%, 08/15/45 | | | | | 59,369 | | | | | | 0.0 | | | |
| | | 593,862 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12, 1.441%, 03/15/48 | | | | | 39,833 | | | | | | 0.0 | | | |
| | | 8,064,234 | | | | Other Securities | | | | | 6,836,207 | | | | | | 1.6 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $15,974,147) | | | | | 16,133,216 | | | | | | 3.6 | | |
| U.S. TREASURY OBLIGATIONS: 3.4% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.9% | | ||||||||||||
| | | 1,726,000 | | | | 2.250%, due 11/15/25 | | | | | 1,722,306 | | | | | | 0.4 | | |
| | | 2,466,000 | | | | 2.875%, due 08/15/45 | | | | | 2,390,960 | | | | | | 0.5 | | |
| | | | | | | | | | | | 4,113,266 | | | | | | 0.9 | | |
| | | | | | | U.S. Treasury Notes: 2.5% | | ||||||||||||
| | | 3,668,000 | L | | 0.875%, due 11/30/17 | | | | | 3,658,027 | | | | | | 0.8 | | | |
| | | 4,363,000 | | | | 1.250%, due 12/15/18 | | | | | 4,354,640 | | | | | | 1.0 | | |
| | | 1,458,000 | | | | 2.000%, due 11/30/22 | | | | | 1,450,214 | | | | | | 0.4 | | |
| | | 1,311,000 | | | | 1.750%, due 12/31/20 | | | | | 1,310,202 | | | | | | 0.3 | | |
| | | | | | | | | | | | 10,773,083 | | | | | | 2.5 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $14,890,263) | | | | | 14,886,349 | | | | | | 3.4 | | |
| ASSET-BACKED SECURITIES: 1.6% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 40,000 | # | | MMCA Automobile Trust, 2.260%, 10/15/20 | | | | | 39,722 | | | | | | 0.0 | | | |
| | | 120,000 | # | | Oscar US Funding Trust 2014-1, 2.550%, 12/15/21 | | | | | 122,046 | | | | | | 0.0 | | | |
| | | 160,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | | | | | 162,867 | | | | | | 0.1 | | | |
| | | 110,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | | | | | 112,543 | | | | | | 0.0 | | | |
| | | 30,000 | # | | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | | | | | 30,005 | | | | | | 0.0 | | | |
| | | 490,000 | | | | Other Securities | | | | | 491,640 | | | | | | 0.1 | | |
| | | | | | | | | | | | 958,823 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 1.4% | | ||||||||||||
| | | 200,000 | #,^ | | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | | | | $ | — | | | | | | — | | | |
| | | 500,000 | # | | ARES XII CLO Ltd., 2.393%, 11/25/20 | | | | | 490,931 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Atrium V, 4.070%, 07/20/20 | | | | | 241,742 | | | | | | 0.1 | | | |
| | | 22,044 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 21,908 | | | | | | 0.0 | | | |
| | | 121,963 | # | | Black Diamond CLO 2005-1A C, 1.340%, 06/20/17 | | | | | 121,615 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.216%, 03/17/21 | | | | | 241,045 | | | | | | 0.0 | | | |
| | | 500,000 | # | | Carlyle High Yield Partners IX Ltd., 0.902%, 08/01/21 | | | | | 477,542 | | | | | | 0.1 | | | |
| | | 200,000 | # | | CIFC Funding 2006-II Ltd., 2.014%, 03/01/21 | | | | | 196,103 | | | | | | 0.1 | | | |
| | | 96,297 | # | | CIFC Funding 2006-II Ltd., 4.414%, 03/01/21 | | | | | 94,254 | | | | | | 0.0 | | | |
| | | 250,000 | # | | ColumbusNova CLO IV Ltd. 2007-2A C, 2.571%, 10/15/21 | | | | | 246,583 | | | | | | 0.1 | | | |
| | | 56,233 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 56,324 | | | | | | 0.0 | | | |
| | | 100,000 | # | | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | | | | | 97,262 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.773%, 10/28/19 | | | | | 250,059 | | | | | | 0.1 | | | |
| | | 96,066 | # | | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | | | | | 95,105 | | | | | | 0.0 | | | |
| | | 99,148 | # | | HERO Funding Trust 2015-3, 4.280%, 09/20/41 | | | | | 99,474 | | | | | | 0.0 | | | |
| | | 330,000 | # | | Kingsland III Ltd., 1.032%, 08/24/21 | | | | | 314,818 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Madison Park Funding Ltd. 2007-6A C, 1.320%, 07/26/21 | | | | | 237,227 | | | | | | 0.0 | | | |
| | | 66,793 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 66,261 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Momentum Capital Fund Ltd., 1.715%, 09/18/21 | | | | | 245,750 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | |||||||||||||||
| | | 250,000 | # | | MSIM Peconic Bay Ltd., 2.317%, 07/20/19 | | | | $ | 246,665 | | | | | | 0.1 | | | ||||
| | | 500,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.320%, 03/25/20 | | | | | 484,463 | | | | | | 0.1 | | | ||||
| | | 300,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | | 283,910 | | | | | | 0.1 | | | ||||
| | | 100,000 | # | | Purchasing Power Funding 2015-A A2, 4.750%, 12/25/49 | | | | | 99,587 | | | | | | 0.0 | | | ||||
| | | 91,418 | # | | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | | | | | 89,673 | | | | | | 0.0 | | | ||||
| | | 100,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 99,357 | | | | | | 0.0 | | | ||||
| | | 250,000 | # | | St James River CLO Ltd. 2007-1A D, 2.792%, 06/11/21 | | | | | 242,876 | | | | | | 0.1 | | | ||||
| | | 100,000 | # | | Telos CLO 2006-1A E Ltd., 4.571%, 10/11/21 | | | | | 99,859 | | | | | | 0.0 | | | ||||
| | | 50,000 | # | | Trade MAPS 1 Ltd., 2.543%, 12/10/18 | | | | | 49,675 | | | | | | 0.0 | | | ||||
| | | 1,030,040 | | | | Other Securities | | | | | 864,156 | | | | | | 0.2 | | | |||
| | | | | | | | | | | | 6,154,224 | | | | | | 1.4 | | | |||
| | | | | | | Total Asset-Backed Securities (Cost $7,159,384) | | | | | 7,113,047 | | | | | | 1.6 | | | |||
| FOREIGN GOVERNMENT BONDS: 1.8% | | |||||||||||||||||||||
| | | EUR1,175,000 | # | | Austria Government Bond, 1.650%, 10/21/24 | | | | | 1,378,768 | | | | | | 0.3 | | | ||||
| | | 200,000 | # | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 193,500 | | | | | | 0.0 | | | ||||
| | | 200,000 | # | | El Fondo MIVIVIENDA SA, 3.500%, 01/31/23 | | | | | 187,600 | | | | | | 0.0 | | | ||||
| | | 10,000 | # | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 10,431 | | | | | | 0.0 | | | ||||
| | | EUR1,400,000 | # | | Spain Government Bond, 1.600%, 04/30/25 | | | | | 1,513,461 | | | | | | 0.4 | | | ||||
| | | EUR410,000 | # | | Spain Government Bond, 2.750%, 10/31/24 | | | | | 486,473 | | | | | | 0.1 | | | ||||
| | | GBP10,124,996 | | | | Other Securities(a) | | | | | 4,438,112 | | | | | | 1.0 | | | |||
| | | | | | | Total Foreign Government Bonds (Cost $8,961,514) | | | | | 8,208,345 | | | | | | 1.8 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 6.5% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 2.4%## | | ||||||||||||
| | | 14,476,593 | ^,W | | 0.010%-20.613%, due 12/15/17-10/01/45 | | | | $ | 10,710,310 | | | | | | 2.4 | | | |
| | | | | | | Federal National Mortgage Association: 3.0%## | | ||||||||||||
| | | 21,617,982 | ^,W | | 0.922%-7.500%, due 06/01/16-11/01/45 | | | | | 13,214,726 | | | | | | 3.0 | | | |
| | | | | | | Government National Mortgage Association: 1.1% | | ||||||||||||
| | | 9,470,018 | ^ | | 0.630%, due 07/20/39 | | | | | 219,960 | | | | | | 0.1 | | | |
| | | 3,762,397 | ^ | | 0.681%, due 12/16/43 | | | | | 188,886 | | | | | | 0.0 | | | |
| | | 1,320,000 | W | | 3.500%, due 11/20/41 | | | | | 1,372,903 | | | | | | 0.3 | | | |
| | | 1,723,122 | ^ | | 4.500%, due 05/16/35 | | | | | 46,410 | | | | | | 0.0 | | | |
| | | 160,000 | ^ | | 5.000%, due 09/20/40 | | | | | 80,134 | | | | | | 0.0 | | | |
| | | 2,703,846 | W | | 3.000%-7.000%, due 05/16/32-10/20/60 | | | | | 2,861,006 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 4,769,299 | | | | | | 1.1 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $28,457,415) | | | | | 28,694,335 | | | | | | 6.5 | | |
| | | | | | | Total Long-Term Investments (Cost $413,203,722) | | | | | 411,643,262 | | | | | | 92.9 | | |
| SHORT-TERM INVESTMENTS: 3.3% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.7% | | ||||||||||||
| | | 382,382 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $382,395, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $390,043, due 02/29/16-02/15/45) | | | | | 382,382 | | | | | | 0.1 | | |
| | | 1,816,621 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $1,816,689, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $1,852,953, due 01/15/16-04/01/51) | | | | | 1,816,621 | | | | | | 0.4 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 1,816,621 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,816,695, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,852,954, due 03/31/21-02/15/44) | | | | $ | 1,816,621 | | | | | | 0.4 | | |
| | | 1,816,621 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $1,816,683, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $1,852,953, due 04/01/24-04/20/65) | | | | | 1,816,621 | | | | | | 0.4 | | |
| | | 1,816,621 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,816,687, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,852,953, due 01/15/16-10/20/65) | | | | | 1,816,621 | | | | | | 0.4 | | |
| | | | | | | | | | | | 7,648,866 | | | | | | 1.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | U.S. Treasury Notes: 0.1% | | ||||||||||||
| | | 50,000 | | | | United States Treasury Note, 1.500%, due 07/31/16 (Cost $50,284) | | | | | 50,263 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 1.6% | | |||||||||||||||
| | | 6,785,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $6,785,000) | | | | $ | 6,785,000 | | | | | | 1.5 | | | |||
| | | | | | | Total Short-Term Investments (Cost $14,484,150) | | | | | 14,484,129 | | | | | | 3.3 | | | |||
| | | | | | | Total Investments in Securities (Cost $427,687,872) | | | | $ | 426,127,391 | | | | | | 96.2 | | | |||
| | | | | | | Assets in Excess of Other Liabilities | | | | | 16,842,565 | | | | | | 3.8 | | | |||
| | | | | | | Net Assets | | | | $ | 442,969,956 | | | | | | 100.0 | | | |||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Gross Unrealized Appreciation | | | | $ | 20,778,111 | | | |
| Gross Unrealized Depreciation | | | | | (24,646,794) | | | |
| Net Unrealized Depreciation | | | | $ | (3,868,683) | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | 30,086,984 | | | | | $ | 6,135,106 | | | | | $ | — | | | | | $ | 36,222,090 | | | ||||
Consumer Staples | | | | | 15,995,373 | | | | | | 5,856,647 | | | | | | — | | | | | | 21,852,020 | | | ||||
Energy | | | | | 10,875,289 | | | | | | 1,954,526 | | | | | | — | | | | | | 12,829,815 | | | ||||
Financials | | | | | 39,065,867 | | | | | | 12,568,014 | | | | | | — | | | | | | 51,633,881 | | | ||||
Health Care | | | | | 27,182,003 | | | | | | 6,090,041 | | | | | | — | | | | | | 33,272,044 | | | ||||
Industrials | | | | | 23,156,412 | | | | | | 5,940,117 | | | | | | — | | | | | | 29,096,529 | | | ||||
Information Technology | | | | | 39,806,820 | | | | | | 2,449,205 | | | | | | — | | | | | | 42,256,025 | | | ||||
Materials | | | | | 7,779,664 | | | | | | 2,815,595 | | | | | | — | | | | | | 10,595,259 | | | ||||
Telecommunication Services | | | | | 1,890,623 | | | | | | 2,435,458 | | | | | | — | | | | | | 4,326,081 | | | ||||
Utilities | | | | | 6,952,977 | | | | | | 1,880,983 | | | | | | — | | | | | | 8,833,960 | | | ||||
Total Common Stock | | | | | 202,792,012 | | | | | | 48,125,692 | | | | | | — | | | | | | 250,917,704 | | | ||||
Exchange-Traded Funds | | | | | 25,767,354 | | | | | | — | | | | | | — | | | | | | 25,767,354 | | | ||||
Mutual Funds | | | | | 17,787,843 | | | | | | — | | | | | | — | | | | | | 17,787,843 | | | ||||
Preferred Stock | | | | | — | | | | | | 168,203 | | | | | | — | | | | | | 168,203 | | | ||||
Corporate Bonds/Notes | | | | | — | | | | | | 41,966,866 | | | | | | — | | | | | | 41,966,866 | | | ||||
Collateralized Mortgage Obligations | | | | | — | | | | | | 16,133,216 | | | | | | — | | | | | | 16,133,216 | | | ||||
Short-Term Investments | | | | | 6,785,000 | | | | | | 7,699,129 | | | | | | — | | | | | | 14,484,129 | | | ||||
U.S. Government Agency Obligations | | | | | — | | | | | | 28,694,335 | | | | | | — | | | | | | 28,694,335 | | | ||||
U.S. Treasury Obligations | | | | | — | | | | | | 14,886,349 | | | | | | — | | | | | | 14,886,349 | | | ||||
Foreign Government Bonds | | | | | — | | | | | | 8,208,345 | | | | | | — | | | | | | 8,208,345 | | | ||||
Asset-Backed Securities | | | | | — | | | | | | 7,013,460 | | | | | | 99,587 | | | | | | 7,113,047 | | | ||||
Total Investments, at fair value | | | | $ | 253,132,209 | | | | | $ | 172,895,595 | | | | | $ | 99,587 | | | | | $ | 426,127,391 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 2,290,814 | | | | | | — | | | | | | 2,290,814 | | | ||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 799,184 | | | | | | — | | | | | | 799,184 | | | ||||
Futures | | | | | 24,862 | | | | | | — | | | | | | — | | | | | | 24,862 | | | ||||
Total Assets | | | | $ | 253,157,071 | | | | | $ | 175,985,593 | | | | | $ | 99,587 | | | | | $ | 429,242,251 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (2,324,056) | | | | | $ | — | | | | | $ | (2,324,056) | | | ||||
Forward Foreign Currency Contracts | | | | | — | | | | | | (794,081) | | | | | | — | | | | | | (794,081) | | | ||||
Futures | | | | | (89,355) | | | | | | — | | | | | | — | | | | | | (89,355) | | | ||||
Total Liabilities | | | | $ | (89,355) | | | | | $ | (3,118,137) | | | | | $ | — | | | | | $ | (3,207,492) | | | ||||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Issuer | | | Beginning Fair Value at 12/31/14 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2015 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund - Class P | | | | $ | 1,113,245 | | | | | $ | 13,339,843 | | | | | $ | — | | | | | $ | (1,021,872) | | | | | $ | 13,431,216 | | | | | $ | 632,142 | | | | | $ | — | | | | | $ | — | | | ||||||||
| | | | $ | 1,113,245 | | | | | $ | 13,339,843 | | | | | $ | — | | | | | $ | (1,021,872) | | | | | $ | 13,431,216 | | | | | $ | 632,142 | | | | | $ | — | | | | | $ | — | | | ||||||||
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | Canadian Dollar | | | | | 312,222 | | | | | | Buy | | | | | | 01/15/16 | | | | | $ | 224,000 | | | | | $ | 225,648 | | | | | $ | 1,648 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 3,426,573 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 396,000 | | | | | | 387,067 | | | | | | (8,933) | | |
Barclays Bank PLC | | | New Zealand Dollar | | | | | 129,918 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 86,000 | | | | | | 88,789 | | | | | | 2,789 | | |
Barclays Bank PLC | | | Brazilian Real | | | | | 5,294 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 1,327 | | | | | | 1,309 | | | | | | (18) | | |
Barclays Bank PLC | | | Turkish Lira | | | | | 211,898 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 69,872 | | | | | | 71,282 | | | | | | 1,410 | | |
Barclays Bank PLC | | | South Korean Won | | | | | 649,483,611 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 569,373 | | | | | | 552,455 | | | | | | (16,918) | | |
Barclays Bank PLC | | | Malaysian Ringgit | | | | | 352,023 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 81,676 | | | | | | 81,634 | | | | | | (42) | | |
Citigroup, Inc. | | | EU Euro | | | | | 62,654 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 69,000 | | | | | | 68,108 | | | | | | (892) | | |
Citigroup, Inc. | | | New Zealand Dollar | | | | | 168,743 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 113,000 | | | | | | 115,323 | | | | | | 2,323 | | |
Citigroup, Inc. | | | Canadian Dollar | | | | | 192,050 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 141,000 | | | | | | 138,798 | | | | | | (2,202) | | |
Citigroup, Inc. | | | EU Euro | | | | | 2,107,118 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 2,299,000 | | | | | | 2,290,562 | | | | | | (8,438) | | |
Citigroup, Inc. | | | EU Euro | | | | | 1,261,426 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 1,383,000 | | | | | | 1,371,244 | | | | | | (11,756) | | |
Citigroup, Inc. | | | EU Euro | | | | | 67,711 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 72,000 | | | | | | 73,606 | | | | | | 1,606 | | |
Citigroup, Inc. | | | EU Euro | | | | | 1,462,028 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 1,548,252 | | | | | | 1,589,311 | | | | | | 41,059 | | |
Citigroup, Inc. | | | Colombian Peso | | | | | 995,085 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 297 | | | | | | 311 | | | | | | 14 | | |
Citigroup, Inc. | | | Australian Dollar | | | | | 546,500 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 388,329 | | | | | | 397,729 | | | | | | 9,400 | | |
Citigroup, Inc. | | | Canadian Dollar | | | | | 140,223 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 107,000 | | | | | | 101,345 | | | | | | (5,655) | | |
Citigroup, Inc. | | | Swiss Franc | | | | | 274,517 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 278,983 | | | | | | 274,376 | | | | | | (4,607) | | |
Citigroup, Inc. | | | Hong Kong Sar Dollar | | | | | 83,689 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 10,802 | | | | | | 10,801 | | | | | | (1) | | |
Citigroup, Inc. | | | Thai Baht | | | | | 4,334,011 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 120,889 | | | | | | 120,357 | | | | | | (532) | | |
Deutsche Bank AG | | | New Zealand Dollar | | | | | 194,769 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 133,000 | | | | | | 133,110 | | | | | | 110 | | |
Deutsche Bank AG | | | EU Euro | | | | | 242,182 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 265,000 | | | | | | 263,266 | | | | | | (1,734) | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 347,677 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 251,000 | | | | | | 253,210 | | | | | | 2,210 | | |
Deutsche Bank AG | | | Swiss Franc | | | | | 110,021 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 111,000 | | | | | | 109,897 | | | | | | (1,103) | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 470,244 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 339,000 | | | | | | 342,475 | | | | | | 3,475 | | |
Deutsche Bank AG | | | EU Euro | | | | | 368,838 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 403,000 | | | | | | 400,948 | | | | | | (2,052) | | |
Deutsche Bank AG | | | British Pound | | | | | 87,087 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 131,000 | | | | | | 128,388 | | | | | | (2,612) | | |
Deutsche Bank AG | | | New Zealand Dollar | | | | | 418,266 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 277,000 | | | | | | 285,853 | | | | | | 8,853 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 343,397 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 249,000 | | | | | | 250,093 | | | | | | 1,093 | | |
Deutsche Bank AG | | | EU Euro | | | | | 4,253,404 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 4,603,000 | | | | | | 4,623,702 | | | | | | 20,702 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 238,577 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 174,000 | | | | | | 173,754 | | | | | | (246) | | |
Deutsche Bank AG | | | EU Euro | | | | | 3,840,456 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 4,088,000 | | | | | | 4,174,802 | | | | | | 86,802 | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 1,129,854 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 131,000 | | | | | | 127,629 | | | | | | (3,371) | | |
Deutsche Bank AG | | | British Pound | | | | | 66,687 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 101,388 | | | | | | 98,317 | | | | | | (3,071) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 4,970,660 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 579,518 | | | | | | 561,405 | | | | | | (18,113) | | |
Deutsche Bank AG | | | New Zealand Dollar | | | | | 145,665 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 95,693 | | | | | | 99,454 | | | | | | 3,761 | | |
Deutsche Bank AG | | | Swedish Krona | | | | | 1,061,072 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 123,090 | | | | | | 125,794 | | | | | | 2,704 | | |
Deutsche Bank AG | | | Mexican Peso | | | | | 12,322,594 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 709,811 | | | | | | 711,506 | | | | | | 1,695 | | |
Deutsche Bank AG | | | Japanese Yen | | | | | 71,271,675 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 591,000 | | | | | | 593,286 | | | | | | 2,286 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Deutsche Bank AG | | | Singapore Dollar | | | | | 110,734 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 78,775 | | | | | | 78,027 | | | | | | (748) | | | ||||||
Goldman Sachs & Co. | | | Canadian Dollar | | | | | 206,869 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 150,000 | | | | | | 149,508 | | | | | | (492) | | | ||||||
Goldman Sachs & Co. | | | Japanese Yen | | | | | 55,676,985 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 455,000 | | | | | | 463,332 | | | | | | 8,332 | | | ||||||
JPMorgan Chase & Co. | | | British Pound | | | | | 181,562 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 280,000 | | | | | | 267,680 | | | | | | (12,320) | | | ||||||
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 441,837 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 314,000 | | | | | | 321,558 | | | | | | 7,558 | | | ||||||
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 2,082,500 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 1,589,012 | | | | | | 1,505,105 | | | | | | (83,907) | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 544,879 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 601,000 | | | | | | 592,526 | | | | | | (8,474) | | | ||||||
JPMorgan Chase & Co. | | | Indonesian Rupiah | | | | | 841,602,000 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 59,815 | | | | | | 60,352 | | | | | | 537 | | | ||||||
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 1,099,857,093 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 9,122,948 | | | | | | 9,155,529 | | | | | | 32,581 | | | ||||||
JPMorgan Chase & Co. | | | British Pound | | | | | 224,642 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 333,000 | | | | | | 331,180 | | | | | | (1,820) | | | ||||||
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 533,154 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 382,000 | | | | | | 385,319 | | | | | | 3,319 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 206,857 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 224,000 | | | | | | 224,866 | | | | | | 866 | | | ||||||
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 31,374,592 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 256,000 | | | | | | 261,093 | | | | | | 5,093 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,253,575 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 1,373,000 | | | | | | 1,362,710 | | | | | | (10,290) | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 204,267 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 223,000 | | | | | | 222,051 | | | | | | (949) | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,209,555 | | | | | | Buy | | | | | | 01/20/16 | | | | | | 1,313,000 | | | | | | 1,315,024 | | | | | | 2,024 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 2,107,739 | | | | | | Buy | | | | | | 01/20/16 | | | | | | 2,288,000 | | | | | | 2,291,528 | | | | | | 3,528 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,264,828 | | | | | | Buy | | | | | | 01/20/16 | | | | | | 1,373,000 | | | | | | 1,375,117 | | | | | | 2,117 | | | ||||||
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 12,786,993 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 106,000 | | | | | | 106,411 | | | | | | 411 | | | ||||||
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 375,496 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 253,000 | | | | | | 256,623 | | | | | | 3,623 | | | ||||||
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 200,623 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 146,000 | | | | | | 146,112 | | | | | | 112 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 2,115,218 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 2,301,000 | | | | | | 2,299,367 | | | | | | (1,633) | | | ||||||
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 416,957 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 312,000 | | | | | | 301,342 | | | | | | (10,658) | | | ||||||
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 981,813 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 735,114 | | | | | | 709,574 | | | | | | (25,540) | | | ||||||
JPMorgan Chase & Co. | | | Danish Krone | | | | | 849,772 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 120,687 | | | | | | 123,785 | | | | | | 3,098 | | | ||||||
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 1,220,214,461 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 9,929,315 | | | | | | 10,154,360 | | | | | | 225,045 | | | ||||||
JPMorgan Chase & Co. | | | Russian Ruble | | | | | 2,847,623 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 39,398 | | | | | | 38,297 | | | | | | (1,101) | | | ||||||
Morgan Stanley | | | New Zealand Dollar | | | | | 325,838 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 216,000 | | | | | | 222,686 | | | | | | 6,686 | | | ||||||
Morgan Stanley | | | Danish Krone | | | | | 849,772 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 125,770 | | | | | | 123,836 | | | | | | (1,934) | | | ||||||
Morgan Stanley | | | EU Euro | | | | | 6,980,661 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 7,699,427 | | | | | | 7,591,086 | | | | | | (108,341) | | | ||||||
Morgan Stanley | | | New Zealand Dollar | | | | | 155,382 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 104,000 | | | | | | 106,088 | | | | | | 2,088 | | | ||||||
Morgan Stanley | | | New Zealand Dollar | | | | | 259,036 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 178,000 | | | | | | 177,031 | | | | | | (969) | | | ||||||
Morgan Stanley | | | Norwegian Krone | | | | | 5,368,695 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 616,000 | | | | | | 606,450 | | | | | | (9,550) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 165,569 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 247,000 | | | | | | 244,091 | | | | | | (2,909) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 1,534,100 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 2,287,000 | | | | | | 2,261,657 | | | | | | (25,343) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 920,326 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 1,372,000 | | | | | | 1,356,797 | | | | | | (15,203) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 70,481 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 105,000 | | | | | | 103,908 | | | | | | (1,092) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 73,278 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 111,000 | | | | | | 108,031 | | | | | | (2,969) | | | ||||||
Morgan Stanley | | | Australian Dollar | | | | | 1,914,063 | | | | | | Buy | | | | | | 01/20/16 | | | | | | 1,373,000 | | | | | | 1,393,643 | | | | | | 20,643 | | | ||||||
Morgan Stanley | | | British Pound | | | | | 77,757 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 118,000 | | | | | | 114,634 | | | | | | (3,366) | | | ||||||
Morgan Stanley | | | Australian Dollar | | | | | 521,576 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 382,000 | | | | | | 379,860 | | | | | | (2,140) | | | ||||||
Morgan Stanley | | | EU Euro | | | | | 111,166 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 121,000 | | | | | | 120,844 | | | | | | (156) | | | ||||||
Morgan Stanley | | | Norwegian Krone | | | | | 1,123,407 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 130,000 | | | | | | 126,900 | | | | | | (3,100) | | | ||||||
Morgan Stanley | | | Swiss Franc | | | | | 381,372 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 372,226 | | | | | | 380,944 | | | | | | 8,718 | | | ||||||
Morgan Stanley | | | Norwegian Krone | | | | | 704,669 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 81,067 | | | | | | 79,600 | | | | | | (1,467) | | | ||||||
Morgan Stanley | | | Chilean Peso | | | | | 4,391,763 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 6,126 | | | | | | 6,150 | | | | | | 24 | | | ||||||
Morgan Stanley | | | Czech Koruna | | | | | 1,154,548 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 47,221 | | | | | | 46,523 | | | | | | (698) | | | ||||||
Morgan Stanley | | | Hungarian Forint | | | | | 401,990 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 1,396 | | | | | | 1,384 | | | | | | (12) | | | ||||||
Morgan Stanley | | | Israeli New Shekel | | | | | 191,464 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 49,737 | | | | | | 49,275 | | | | | | (462) | | | ||||||
Morgan Stanley | | | Peruvian Nuevo Sol | | | | | 11,796 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 3,450 | | | | | | 3,416 | | | | | | (34) | | | ||||||
Morgan Stanley | | | Polish Zloty | | | | | 422,687 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 106,543 | | | | | | 107,611 | | | | | | 1,068 | | | ||||||
Morgan Stanley | | | South African Rand | | | | | 969,568 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 63,895 | | | | | | 61,908 | | | | | | (1,987) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 99,451 | | | ||||||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | EU Euro | | | | | 285,387 | | | | | | Sell | | | | | | 01/15/16 | | | | | $ | 315,000 | | | | | $ | 310,232 | | | | | $ | 4,768 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 733,969 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 86,000 | | | | | | 82,909 | | | | | | 3,091 | | |
Barclays Bank PLC | | | EU Euro | | | | | 4,314,923 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 4,605,000 | | | | | | 4,690,576 | | | | | | (85,576) | | |
Barclays Bank PLC | | | Romanian New Leu | | | | | 4,811 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 1,172 | | | | | | 1,157 | | | | | | 15 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 1,046,623 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 123,000 | | | | | | 118,210 | | | | | | 4,790 | | |
Citigroup, Inc. | | | Australian Dollar | | | | | 540,199 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 388,000 | | | | | | 393,423 | | | | | | (5,423) | | |
Citigroup, Inc. | | | Canadian Dollar | | | | | 203,293 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 148,000 | | | | | | 146,923 | | | | | | 1,077 | | |
Citigroup, Inc. | | | Japanese Yen | | | | | 56,559,532 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 461,000 | | | | | | 470,676 | | | | | | (9,676) | | |
Citigroup, Inc. | | | New Zealand Dollar | | | | | 198,962 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 133,202 | | | | | | 135,843 | | | | | | (2,641) | | |
Citigroup, Inc. | | | Norwegian Krone | | | | | 2,008,269 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 236,000 | | | | | | 226,822 | | | | | | 9,178 | | |
Citigroup, Inc. | | | Swedish Krona | | | | | 1,061,072 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 124,601 | | | | | | 125,794 | | | | | | (1,193) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 1,527,178 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 174,000 | | | | | | 172,511 | | | | | | 1,489 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 192,547 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 137,000 | | | | | | 140,230 | | | | | | (3,230) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 1,828,111 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 210,000 | | | | | | 206,504 | | | | | | 3,496 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 198,986 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 144,000 | | | | | | 144,920 | | | | | | (920) | | |
Deutsche Bank AG | | | Japanese Yen | | | | | 276,061,579 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 2,249,000 | | | | | | 2,297,325 | | | | | | (48,325) | | |
Deutsche Bank AG | | | Swiss Franc | | | | | 98,929 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 100,000 | | | | | | 98,818 | | | | | | 1,182 | | |
Deutsche Bank AG | | | Danish Krone | | | | | 849,772 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 124,287 | | | | | | 123,836 | | | | | | 451 | | |
Deutsche Bank AG | | | Swiss Franc | | | | | 17,050 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 17,189 | | | | | | 17,041 | | | | | | 148 | | |
Deutsche Bank AG | | | EU Euro | | | | | 7,525,539 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 8,205,020 | | | | | | 8,183,611 | | | | | | 21,409 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 988,337 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 703,194 | | | | | | 719,287 | | | | | | (16,093) | | |
Goldman Sachs & Co. | | | Japanese Yen | | | | | 17,790,966 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 148,000 | | | | | | 148,053 | | | | | | (53) | | |
Goldman Sachs & Co. | | | Canadian Dollar | | | | | 2,042,555 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 1,550,481 | | | | | | 1,476,234 | | | | | | 74,247 | | |
HSBC Bank PLC | | | Thai Baht | | | | | 5,104,190 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 142,000 | | | | | | 141,800 | | | | | | 200 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 102,085 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 68,000 | | | | | | 69,700 | | | | | | (1,700) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 184,638 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 187,000 | | | | | | 184,543 | | | | | | 2,457 | | |
JPMorgan Chase & Co. | | | British Pound | | | | | 91,512 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 141,000 | | | | | | 134,918 | | | | | | 6,082 | | |
JPMorgan Chase & Co. | | | South Korean Won | | | | | 476,852,400 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 402,000 | | | | | | 406,211 | | | | | | (4,211) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 257,057 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 187,000 | | | | | | 187,213 | | | | | | (213) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 270,408 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 295,000 | | | | | | 293,949 | | | | | | 1,051 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 117,401 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 119,000 | | | | | | 117,269 | | | | | | 1,731 | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,264,064 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 1,372,000 | | | | | | 1,374,113 | | | | | | (2,113) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 2,107,081 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 2,287,000 | | | | | | 2,290,522 | | | | | | (3,522) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,209,706 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 1,313,000 | | | | | | 1,315,022 | | | | | | (2,022) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 310,569 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 223,000 | | | | | | 224,453 | | | | | | (1,453) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 188,602 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 127,000 | | | | | | 128,895 | | | | | | (1,895) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 410,850 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 295,000 | | | | | | 299,219 | | | | | | (4,219) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 286,660 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 194,000 | | | | | | 195,910 | | | | | | (1,910) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 363,398 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 365,000 | | | | | | 362,991 | | | | | | 2,009 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 403,137 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 272,000 | | | | | | 275,514 | | | | | | (3,514) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 322,233 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 232,000 | | | | | | 234,680 | | | | | | (2,680) | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 118,527,971 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 979,000 | | | | | | 986,364 | | | | | | (7,364) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 164,344 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 121,000 | | | | | | 118,775 | | | | | | 2,225 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 197,069 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 199,000 | | | | | | 196,848 | | | | | | 2,152 | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 11,424,119 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 93,000 | | | | | | 95,069 | | | | | | (2,069) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 129,724 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 96,000 | | | | | | 93,754 | | | | | | 2,246 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 257,548 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 258,000 | | | | | | 257,259 | | | | | | 741 | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 213,003 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 231,000 | | | | | | 231,547 | | | | | | (547) | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 16,113,806 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 131,000 | | | | | | 134,096 | | | | | | (3,096) | | |
JPMorgan Chase & Co. | | | British Pound | | | | | 45,478 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 68,000 | | | | | | 67,047 | | | | | | 953 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 174,808 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 172,000 | | | | | | 174,612 | | | | | | (2,612) | | |
JPMorgan Chase & Co. | | | British Pound | | | | | 77,986 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 117,471 | | | | | | 114,972 | | | | | | 2,499 | | |
Morgan Stanley | | | New Zealand Dollar | | | | | 740,940 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 486,351 | | | | | | 506,376 | | | | | | (20,025) | | |
Morgan Stanley | | | Japanese Yen | | | | | 1,171,128,768 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 9,637,957 | | | | | | 9,748,817 | | | | | | (110,860) | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Morgan Stanley | | | Canadian Dollar | | | | | 180,168 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 138,000 | | | | | | 130,214 | | | | | | 7,786 | | |
Morgan Stanley | | | British Pound | | | | | 156,736 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 241,504 | | | | | | 231,079 | | | | | | 10,425 | | |
Morgan Stanley | | | Norwegian Krone | | | | | 1,915,768 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 225,262 | | | | | | 216,374 | | | | | | 8,888 | | |
Morgan Stanley | | | Swiss Franc | | | | | 72,829 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 74,000 | | | | | | 72,791 | | | | | | 1,209 | | |
Morgan Stanley | | | EU Euro | | | | | 278,936 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 303,000 | | | | | | 303,220 | | | | | | (220) | | |
Morgan Stanley | | | Norwegian Krone | | | | | 4,032,427 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 463,000 | | | | | | 455,504 | | | | | | 7,496 | | |
Morgan Stanley | | | British Pound | | | | | 139,692 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 207,000 | | | | | | 205,942 | | | | | | 1,058 | | |
Morgan Stanley | | | EU Euro | | | | | 473,339 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 519,000 | | | | | | 514,547 | | | | | | 4,453 | | |
Morgan Stanley | | | British Pound | | | | | 914,168 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 1,373,000 | | | | | | 1,347,718 | | | | | | 25,282 | | |
Morgan Stanley | | | British Pound | | | | | 71,329 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 107,000 | | | | | | 105,157 | | | | | | 1,843 | | |
Morgan Stanley | | | Japanese Yen | | | | | 12,453,005 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 102,000 | | | | | | 103,631 | | | | | | (1,631) | | |
Morgan Stanley | | | EU Euro | | | | | 1,209,165 | | | | | | Sell | | | | | | 01/20/16 | | | | | | 1,313,000 | | | | | | 1,314,600 | | | | | | (1,600) | | |
Morgan Stanley | | | British Pound | | | | | 920,999 | | | | | | Sell | | | | | | 01/20/16 | | | | | | 1,373,000 | | | | | | 1,357,808 | | | | | | 15,192 | | |
Morgan Stanley | | | British Pound | | | | | 1,534,774 | | | | | | Sell | | | | | | 01/20/16 | | | | | | 2,288,000 | | | | | | 2,262,684 | | | | | | 25,316 | | |
Morgan Stanley | | | EU Euro | | | | | 424,601 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 465,000 | | | | | | 461,567 | | | | | | 3,433 | | |
Morgan Stanley | | | Japanese Yen | | | | | 20,290,301 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 167,000 | | | | | | 168,851 | | | | | | (1,851) | | |
Morgan Stanley | | | British Pound | | | | | 57,392 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 87,000 | | | | | | 84,610 | | | | | | 2,390 | | |
Morgan Stanley | | | Canadian Dollar | | | | | 192,908 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 142,000 | | | | | | 139,418 | | | | | | 2,582 | | |
Morgan Stanley | | | EU Euro | | | | | 214,586 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 234,000 | | | | | | 233,267 | | | | | | 733 | | |
Morgan Stanley | | | Japanese Yen | | | | | 8,006,925 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 65,000 | | | | | | 66,632 | | | | | | (1,632) | | |
Morgan Stanley | | | Australian Dollar | | | | | 16,015 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 11,560 | | | | | | 11,664 | | | | | | (104) | | |
Morgan Stanley | | | Swedish Krona | | | | | 1,659,381 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 190,714 | | | | | | 196,642 | | | | | | (5,928) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (94,348) | | |
| | | | | | | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
30-year German Government Bond | | | | | 7 | | | | | | 03/08/16 | | | | | $ | 1,151,744 | | | | | $ | (8,970) | | | ||||
Australia 10-Year Bond | | | | | 2 | | | | | | 03/15/16 | | | | | | 184,932 | | | | | | 915 | | | ||||
Australia 3-Year Bond | | | | | 5 | | | | | | 03/15/16 | | | | | | 406,130 | | | | | | 758 | | | ||||
Canada 10-Year Bond | | | | | 6 | | | | | | 03/21/16 | | | | | | 611,361 | | | | | | 11,742 | | | ||||
Euro-Bobl 5-Year | | | | | 27 | | | | | | 03/08/16 | | | | | | 3,834,172 | | | | | | (5,905) | | | ||||
Euro-Schatz | | | | | 28 | | | | | | 03/08/16 | | | | | | 3,393,156 | | | | | | 528 | | | ||||
Japanese Government Bonds 10-Year Mini | | | | | 3 | | | | | | 03/11/16 | | | | | | 372,045 | | | | | | 777 | | | ||||
Long Gilt | | | | | 8 | | | | | | 03/29/16 | | | | | | 1,377,147 | | | | | | (8,378) | | | ||||
S&P 500 E-Mini | | | | | 293 | | | | | | 03/18/16 | | | | | | 29,818,610 | | | | | | (17,855) | | | ||||
Short Gilt | | | | | 3 | | | | | | 03/29/16 | | | | | | 457,565 | | | | | | (319) | | | ||||
U.S. Treasury 10-Year Note | | | | | 3 | | | | | | 03/21/16 | | | | | | 377,719 | | | | | | (2,341) | | | ||||
U.S. Treasury 2-Year Note | | | | | 64 | | | | | | 03/31/16 | | | | | | 13,903,000 | | | | | | (21,197) | | | ||||
U.S. Treasury 5-Year Note | | | | | 58 | | | | | | 03/31/16 | | | | | | 6,862,578 | | | | | | (12,446) | | | ||||
U.S. Treasury Long Bond | | | | | 4 | | | | | | 03/21/16 | | | | | | 615,000 | | | | | | (2,157) | | | ||||
U.S. Treasury Ultra Long Bond | | | | | 21 | | | | | | 03/21/16 | | | | | | 3,332,437 | | | | | | 10,142 | | | ||||
| | | | | | | | | | | | | | | | $ | 66,697,596 | | | | | $ | (54,706) | | | ||||
Short Contracts | | | | | | ||||||||||||||||||||||||
Euro-Bund | | | | | (18) | | | | | | 03/08/16 | | | | | | (3,089,168) | | | | | | (9,787) | | | ||||
| | | | | | | | | | | | | | | | $ | (3,089,168) | | | | | $ | (9,787) | | | ||||
|
Voya Balanced Portfolio | as of December 31, 2015 (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 Investment Grade Index Series 25, Version 1 | | | | | Sell | | | | | | 1.000 | | | | Intercontinental Exchange | | | | | 12/20/20 | | | | | | USD5,800,000 | | | | | $ | 31,685 | | | | | $ | (16,010) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 31,685 | | | | | $ | (16,010) | | | ||||||
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 1.848% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 07/06/45 | | | | | | EUR200,000 | | | | | $ | (12,664) | | | | | $ | (12,371) | | |
Receive a fixed rate equal to 1.622% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 07/09/45 | | | | | | EUR200,000 | | | | | | 597 | | | | | | 146 | | |
Receive a fixed rate equal to 1.488% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/05/45 | | | | | | EUR400,000 | | | | | | (13,237) | | | | | | (13,852) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.534% | | | Chicago Mercantile Exchange | | | | | 08/06/45 | | | | | | EUR200,000 | | | | | | 4,132 | | | | | | 4,436 | | |
Receive a fixed rate equal to 1.448% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/25/45 | | | | | | EUR800,000 | | | | | | (35,110) | | | | | | (37,120) | | |
Receive a fixed rate equal to 1.409% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/26/45 | | | | | | EUR400,000 | | | | | | (21,684) | | | | | | (22,969) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.557% | | | Chicago Mercantile Exchange | | | | | 08/27/45 | | | | | | EUR1,200,000 | | | | | | 17,629 | | | | | | 18,687 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.615% | | | Chicago Mercantile Exchange | | | | | 09/11/45 | | | | | | EUR1,700,000 | | | | | | (1,535) | | | | | | (1,353) | | |
Receive a fixed rate equal to 1.682% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/18/45 | | | | | | EUR2,100,000 | | | | | | 39,338 | | | | | | 40,418 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.675% | | | Chicago Mercantile Exchange | | | | | 09/21/45 | | | | | | EUR300,000 | | | | | | (5,096) | | | | | | (5,225) | | |
Receive a fixed rate equal to 1.573% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/22/45 | | | | | | EUR600,000 | | | | | | (6,231) | | | | | | (6,577) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.612% | | | Chicago Mercantile Exchange | | | | | 09/23/45 | | | | | | EUR610,000 | | | | | | 36 | | | | | | 191 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.564% | | | Chicago Mercantile Exchange | | | | | 09/24/45 | | | | | | EUR1,500,000 | | | | | | 19,207 | | | | | | 20,012 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.530% | | | Chicago Mercantile Exchange | | | | | 09/25/45 | | | | | | EUR1,100,000 | | | | | | 24,129 | | | | | | 25,025 | | |
Receive a fixed rate equal to 1.552% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/25/45 | | | | | | EUR1,200,000 | | | | | | (19,398) | | | | | | (20,147) | | |
Receive a fixed rate equal to 1.516% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/28/45 | | | | | | EUR200,000 | | | | | | (5,134) | | | | | | (5,323) | | |
Receive a fixed rate equal to 1.509% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/28/45 | | | | | | EUR700,000 | | | | | | (19,302) | | | | | | (20,005) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.593% | | | Chicago Mercantile Exchange | | | | | 11/06/45 | | | | | | EUR1,200,000 | | | | | | 5,898 | | | | | | 7,131 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.662% | | | Chicago Mercantile Exchange | | | | | 11/11/45 | | | | | | EUR1,200,000 | | | | | | (16,222) | | | | | | (14,731) | | |
Receive a fixed rate equal to 1.548% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/20/45 | | | | | | EUR2,130,000 | | | | | | (36,497) | | | | | | (38,128) | | |
Receive a fixed rate equal to 1.539% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/20/45 | | | | | | EUR1,500,000 | | | | | | (29,137) | | | | | | (30,243) | | |
Receive a fixed rate equal to 1.496% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/23/45 | | | | | | EUR900,000 | | | | | | (28,022) | | | | | | (28,567) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.481% | | | Chicago Mercantile Exchange | | | | | 11/27/45 | | | | | | EUR900,000 | | | | | | 31,505 | | | | | | 32,002 | | |
Receive a fixed rate equal to 1.478% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 12/01/45 | | | | | | EUR2,110,000 | | | | | | (75,775) | | | | | | (76,899) | | |
Receive a floating rate equal to the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.237% | | | Chicago Mercantile Exchange | | | | | 10/03/17 | | | | | | EUR1,500,000 | | | | | | (7,740) | | | | | | (7,966) | | |
Receive a fixed rate equal to 0.524% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 07/06/20 | | | | | | EUR1,100,000 | | | | | | 14,332 | | | | | | 14,195 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.451% | | | Chicago Mercantile Exchange | | | | | 07/09/20 | | | | | | EUR1,100,000 | | | | | | (10,299) | | | | | | (10,095) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.393% | | | Chicago Mercantile Exchange | | | | | 08/05/20 | | | | | | EUR1,900,000 | | | | | | (11,455) | | | | | | (11,226) | | |
Receive a fixed rate equal to 0.393% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/06/20 | | | | | | EUR1,200,000 | | | | | | 7,213 | | | | | | 7,068 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.365% | | | Chicago Mercantile Exchange | | | | | 08/25/20 | | | | | | EUR3,600,000 | | | | | | (15,276) | | | | | | (14,616) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.372% | | | Chicago Mercantile Exchange | | | | | 08/26/20 | | | | | | EUR1,800,000 | | | | | | (8,252) | | | | | | (7,963) | | |
Receive a fixed rate equal to 0.434% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/27/20 | | | | | | EUR6,100,000 | | | | | | 47,037 | | | | | | 47,221 | | |
Receive a fixed rate equal to 0.393% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/11/20 | | | | | | EUR4,300,000 | | | | | | 22,905 | | | | | | 22,799 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.429% | | | Chicago Mercantile Exchange | | | | | 09/18/20 | | | | | | EUR6,000,000 | | | | | | (42,248) | | | | | | (42,517) | | |
Receive a fixed rate equal to 0.434% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/21/20 | | | | | | EUR500,000 | | | | | | 3,622 | | | | | | 3,652 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.381% | | | Chicago Mercantile Exchange | | | | | 09/22/20 | | | | | | EUR2,400,000 | | | | | | (10,778) | | | | | | (10,673) | | |
Receive a fixed rate equal to 0.394% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/23/20 | | | | | | EUR2,760,000 | | | | | | 14,201 | | | | | | 14,139 | | |
Receive a fixed rate equal to 0.355% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/25/20 | | | | | | EUR3,400,000 | | | | | | 10,631 | | | | | | 10,390 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.369% | | | Chicago Mercantile Exchange | | | | | 09/25/20 | | | | | | EUR1,600,000 | | | | | | (6,150) | | | | | | (6,076) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.360% | | | Chicago Mercantile Exchange | | | | | 09/28/20 | | | | | | EUR900,000 | | | | | | (2,994) | | | | | | (2,935) | | |
Receive a fixed rate equal to 1.043% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/11/25 | | | | | | EUR2,200,000 | | | | | | 17,570 | | | | | | 17,736 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.100% | | | Chicago Mercantile Exchange | | | | | 09/18/25 | | | | | | EUR1,400,000 | | | | | | (19,193) | | | | | | (19,586) | | |
Receive a fixed rate equal to 1.101% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/21/25 | | | | | | EUR500,000 | | | | | | 6,849 | | | | | | 6,990 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.012% | | | Chicago Mercantile Exchange | | | | | 09/22/25 | | | | | | EUR1,300,000 | | | | | | (5,797) | | | | | | (5,710) | | |
Receive a fixed rate equal to 0.976% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/24/25 | | | | | | EUR3,200,000 | | | | | | 2,106 | | | | | | 1,670 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.990% | | | Chicago Mercantile Exchange | | | | | 09/25/25 | | | | | | EUR800,000 | | | | | | (1,660) | | | | | | (1,589) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.965% | | | Chicago Mercantile Exchange | | | | | 09/28/25 | | | | | | EUR1,000,000 | | | | | | 642 | | | | | | 823 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.976% | | | Chicago Mercantile Exchange | | | | | 10/15/25 | | | | | | EUR3,100,000 | | | | | | 224 | | | | | | 719 | | |
Receive a fixed rate equal to 0.900% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 10/26/25 | | | | | | EUR3,300,000 | | | | | | (27,728) | | | | | | (29,320) | | |
Receive a fixed rate equal to 0.902% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 10/27/25 | | | | | | EUR5,600,000 | | | | | | (45,426) | | | | | | (48,111) | | |
Receive a fixed rate equal to 0.943% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/06/25 | | | | | | EUR1,900,000 | | | | | | (7,993) | | | | | | (8,902) | | |
Receive a fixed rate equal to 0.996% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/11/25 | | | | | | EUR2,600,000 | | | | | | 3,234 | | | | | | 1,835 | | |
Receive a fixed rate equal to 0.955% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/12/25 | | | | | | EUR1,500,000 | | | | | | (4,622) | | | | | | (5,338) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.878% | | | Chicago Mercantile Exchange | | | | | 11/20/25 | | | | | | EUR5,425,000 | | | | | | 61,929 | | | | | | 63,806 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.885% | | | Chicago Mercantile Exchange | | | | | 11/20/25 | | | | | | EUR3,500,000 | | | | | | 36,082 | | | | | | 37,341 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.857% | | | Chicago Mercantile Exchange | | | | | 11/23/25 | | | | | | EUR2,400,000 | | | | | | 33,126 | | | | | | 33,901 | | |
Receive a fixed rate equal to 0.832% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/27/25 | | | | | | EUR2,400,000 | | | | | | (39,603) | | | | | | (40,177) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.832% | | | Chicago Mercantile Exchange | | | | | 12/01/25 | | | | | | EUR5,411,000 | | | | | | 89,524 | | | | | | 91,006 | | |
Receive a fixed rate equal to 1.555% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 10/15/45 | | | | | | EUR1,800,000 | | | | | | (27,473) | | | | | | (28,409) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.524% | | | Chicago Mercantile Exchange | | | | | 10/19/45 | | | | | | EUR500,000 | | | | | | 11,760 | | | | | | 12,265 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.498% | | | Chicago Mercantile Exchange | | | | | 10/26/45 | | | | | | EUR1,600,000 | | | | | | 48,954 | | | | | | 50,767 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.527% | | | Chicago Mercantile Exchange | | | | | 10/27/45 | | | | | | EUR2,100,000 | | | | | | 47,813 | | | | | | 49,983 | | |
Receive a fixed rate equal to 0.754% and pay a floating rate based on the 6-month JPY-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/21/24 | | | | | | JPY259,000,000 | | | | | | 76,576 | | | | | | 82,474 | | |
Receive a fixed rate equal to 1.289% and pay a floating rate based on the 6-month JPY-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 02/04/45 | | | | | | JPY183,000,000 | | | | | | 33,498 | | | | | | 31,742 | | |
Receive a floating rate based on the 6-month JPY-LIBOR-BBA and pay a fixed rate equal to 1.443% | | | Chicago Mercantile Exchange | | | | | 02/24/45 | | | | | | JPY83,385,931 | | | | | | (42,910) | | | | | | (42,621) | | |
Receive a fixed rate equal to 0.558% and pay a floating rate based on the 6-month JPY-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 02/24/45 | | | | | | JPY192,978,870 | | | | | | 27,107 | | | | | | 26,812 | | |
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | | | USD612,000 | | | | | | (5,834) | | | | | | (5,834) | | |
Receive a fixed rate equal to 2.928% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/15/35 | | | | | | USD1,000,000 | | | | | | 59,019 | | | | | | 59,019 | | |
Receive a fixed rate equal to 2.510% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/35 | | | | | | USD729,000 | | | | | | (6,488) | | | | | | (6,488) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.593% | | | Chicago Mercantile Exchange | | | | | 10/13/40 | | | | | | USD221,000 | | | | | | 1,374 | | | | | | 1,374 | | |
Receive a fixed rate equal to 2.832% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/09/45 | | | | | | USD400,000 | | | | | | 14,830 | | | | | | 14,830 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.901% | | | Chicago Mercantile Exchange | | | | | 07/13/45 | | | | | | USD800,000 | | | | | | (41,498) | | | | | | (41,498) | | |
Receive a fixed rate equal to 2.896% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/21/45 | | | | | | USD296,000 | | | | | | 15,047 | | | | | | 15,047 | | |
Receive a fixed rate equal to 2.860% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/24/45 | | | | | | USD444,000 | | | | | | 19,179 | | | | | | 19,179 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.782% | | | Chicago Mercantile Exchange | | | | | 07/29/45 | | | | | | USD700,000 | | | | | | (18,587) | | | | | | (18,587) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.799% | | | Chicago Mercantile Exchange | | | | | 07/30/45 | | | | | | USD400,000 | | | | | | (12,037) | | | | | | (12,037) | | |
Receive a fixed rate equal to 2.808% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/31/45 | | | | | | USD1,800,000 | | | | | | 58,154 | | | | | | 58,154 | | |
Voya Balanced Portfolio | as of December 31, 2015 (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 2.687% | | | Chicago Mercantile Exchange | | | | | 09/25/45 | | | | | | USD300,000 | | | | | | (1,624) | | | | | | (1,624) | | |
Receive a fixed rate equal to 2.613% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/28/45 | | | | | | USD500,000 | | | | | | (5,265) | | | | | | (5,265) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.619% | | | Chicago Mercantile Exchange | | | | | 10/13/45 | | | | | | USD1,071,000 | | | | | | 9,930 | | | | | | 9,930 | | |
Receive a fixed rate equal to 0.771% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/09/16 | | | | | | USD17,800,000 | | | | | | 776 | | | | | | 776 | | |
Receive a floating rate equal to the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.119% | | | Chicago Mercantile Exchange | | | | | 08/08/17 | | | | | | USD5,000,000 | | | | | | (6,657) | | | | | | (6,657) | | |
Receive a fixed rate equal to 1.178% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/15/18 | | | | | | USD10,400,000 | | | | | | (18,959) | | | | | | (18,959) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.166% | | | Chicago Mercantile Exchange | | | | | 05/20/18 | | | | | | USD5,200,000 | | | | | | 11,382 | | | | | | 11,382 | | |
Receive a fixed rate equal to 1.208% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/21/18 | | | | | | USD3,100,000 | | | | | | (3,702) | | | | | | (3,702) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.231% | | | Chicago Mercantile Exchange | | | | | 05/27/18 | | | | | | USD6,100,000 | | | | | | 4,832 | | | | | | 4,832 | | |
Receive a fixed rate equal to 1.224% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/27/18 | | | | | | USD4,300,000 | | | | | | (4,174) | | | | | | (4,174) | | |
Receive a fixed rate equal to 1.206% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/01/18 | | | | | | USD3,100,000 | | | | | | (4,569) | | | | | | (4,569) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.257% | | | Chicago Mercantile Exchange | | | | | 06/04/18 | | | | | | USD3,100,000 | | | | | | 984 | | | | | | 984 | | |
Receive a fixed rate equal to 1.323% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/10/18 | | | | | | USD2,500,000 | | | | | | 2,752 | | | | | | 2,752 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.347% | | | Chicago Mercantile Exchange | | | | | 06/11/18 | | | | | | USD3,100,000 | | | | | | (5,202) | | | | | | (5,202) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.374% | | | Chicago Mercantile Exchange | | | | | 06/12/18 | | | | | | USD1,263,000 | | | | | | (2,908) | | | | | | (2,908) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.267% | | | Chicago Mercantile Exchange | | | | | 06/19/18 | | | | | | USD6,384,000 | | | | | | 3,263 | | | | | | 3,263 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.283% | | | Chicago Mercantile Exchange | | | | | 06/26/18 | | | | | | USD2,200,000 | | | | | | 615 | | | | | | 615 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.301% | | | Chicago Mercantile Exchange | | | | | 07/03/18 | | | | | | USD2,200,000 | | | | | | (115) | | | | | | (115) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.249% | | | Chicago Mercantile Exchange | | | | | 07/06/18 | | | | | | USD2,200,000 | | | | | | 2,771 | | | | | | 2,771 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.230% | | | Chicago Mercantile Exchange | | | | | 07/14/18 | | | | | | USD3,100,000 | | | | | | 5,851 | | | | | | 5,851 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.277% | | | Chicago Mercantile Exchange | | | | | 07/15/18 | | | | | | USD10,500,000 | | | | | | 7,360 | | | | | | 7,360 | | |
Receive a fixed rate equal to 1.285% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/27/18 | | | | | | USD20,400,000 | | | | | | (12,742) | | | | | | (12,742) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.036% | | | Chicago Mercantile Exchange | | | | | 10/13/18 | | | | | | USD3,984,000 | | | | | | 35,924 | | | | | | 35,924 | | |
Receive a fixed rate equal to 1.525% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/11/19 | | | | | | USD7,000,000 | | | | | | 11,343 | | | | | | 11,343 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.465% | | | Chicago Mercantile Exchange | | | | | 05/18/19 | | | | | | USD4,000,000 | | | | | | 1,731 | | | | | | 1,731 | | |
Receive a fixed rate equal to 1.460% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/01/19 | | | | | | USD2,700,000 | | | | | | (2,307) | | | | | | (2,307) | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 1.640% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/09/19 | | | | | | USD3,100,000 | | | | | | 15,671 | | | | | | 15,671 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.659% | | | Chicago Mercantile Exchange | | | | | 06/09/19 | | | | | | USD3,100,000 | | | | | | (17,659) | | | | | | (17,659) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.686% | | | Chicago Mercantile Exchange | | | | | 06/15/19 | | | | | | USD3,100,000 | | | | | | (20,138) | | | | | | (20,138) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.682% | | | Chicago Mercantile Exchange | | | | | 06/15/19 | | | | | | USD3,100,000 | | | | | | (19,665) | | | | | | (19,665) | | |
Receive a fixed rate equal to 1.609% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/17/19 | | | | | | USD3,100,000 | | | | | | 11,953 | | | | | | 11,953 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.418% | | | Chicago Mercantile Exchange | | | | | 07/09/19 | | | | | | USD1,900,000 | | | | | | 5,915 | | | | | | 5,915 | | |
Receive a fixed rate equal to 1.462% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/13/19 | | | | | | USD3,900,000 | | | | | | (6,638) | | | | | | (6,638) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.557% | | | Chicago Mercantile Exchange | | | | | 07/21/19 | | | | | | USD1,583,000 | | | | | | (2,405) | | | | | | (2,405) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.581% | | | Chicago Mercantile Exchange | | | | | 07/24/19 | | | | | | USD2,374,500 | | | | | | (5,550) | | | | | | (5,550) | | |
Receive a fixed rate equal to 1.493% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/29/19 | | | | | | USD4,000,000 | | | | | | (3,164) | | | | | | (3,164) | | |
Receive a fixed rate equal to 1.502% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/30/19 | | | | | | USD2,400,000 | | | | | | (1,156) | | | | | | (1,155) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.534% | | | Chicago Mercantile Exchange | | | | | 07/31/19 | | | | | | USD9,200,000 | | | | | | (5,841) | | | | | | (5,841) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.794% | | | Chicago Mercantile Exchange | | | | | 08/08/19 | | | | | | USD3,500,000 | | | | | | (33,857) | | | | | | (33,857) | | |
Receive a fixed rate equal to 1.301% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/25/19 | | | | | | USD1,600,000 | | | | | | (14,452) | | | | | | (14,452) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.261% | | | Chicago Mercantile Exchange | | | | | 09/28/19 | | | | | | USD2,300,000 | | | | | | 24,420 | | | | | | 24,420 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.668% | | | Chicago Mercantile Exchange | | | | | 10/30/19 | | | | | | USD17,090,000 | | | | | | (70,108) | | | | | | (70,108) | | |
Receive a fixed rate equal to 2.000% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 11/05/19 | | | | | | USD20,300,000 | | | | | | 333,368 | | | | | | 333,368 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.882% | | | Chicago Mercantile Exchange | | | | | 06/30/20 | | | | | | USD5,230,000 | | | | | | (49,227) | | | | | | (49,227) | | |
Receive a fixed rate equal to 1.780% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/06/20 | | | | | | USD1,700,000 | | | | | | 8,163 | | | | | | 8,163 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.453% | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | | | USD715,000 | | | | | | 8,489 | | | | | | 8,489 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.603% | | | Chicago Mercantile Exchange | | | | | 11/05/20 | | | | | | USD7,247,000 | | | | | | 38,989 | | | | | | 38,989 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.690% | | | Chicago Mercantile Exchange | | | | | 12/22/20 | | | | | | USD4,652,000 | | | | | | 10,368 | | | | | | 10,368 | | |
Receive a fixed rate equal to 1.785% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/22 | | | | | | USD1,701,000 | | | | | | (18,286) | | | | | | (18,286) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.507% | | | Chicago Mercantile Exchange | | | | | 10/09/24 | | | | | | USD1,800,000 | | | | | | (55,609) | | | | | | (55,609) | | |
Receive a fixed rate equal to 2.408% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/30/24 | | | | | | USD5,170,000 | | | | | | 117,979 | | | | | | 117,979 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.760% | | | Chicago Mercantile Exchange | | | | | 11/05/24 | | | | | | USD10,760,000 | | | | | | (554,991) | | | | | | (554,991) | | |
Voya Balanced Portfolio | as of December 31, 2015 (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 2.189% | | | Chicago Mercantile Exchange | | | | | 05/05/25 | | | | | | USD7,000,000 | | | | | | (11,439) | | | | | | (11,439) | | |
Receive a fixed rate equal to 2.168% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/05/25 | | | | | | USD7,000,000 | | | | | | (1,288) | | | | | | (1,288) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.464% | | | Chicago Mercantile Exchange | | | | | 06/15/25 | | | | | | USD3,065,333 | | | | | | (76,708) | | | | | | (76,708) | | |
Receive a fixed rate equal to 2.488% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/16/25 | | | | | | USD3,800,000 | | | | | | 103,073 | | | | | | 103,073 | | |
Receive a fixed rate equal to 2.455% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/17/25 | | | | | | USD3,800,000 | | | | | | 92,161 | | | | | | 92,161 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.467% | | | Chicago Mercantile Exchange | | | | | 06/19/25 | | | | | | USD692,000 | | | | | | (17,416) | | | | | | (17,416) | | |
Receive a fixed rate equal to 2.382% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/23/25 | | | | | | USD950,000 | | | | | | (16,760) | | | | | | (16,760) | | |
Receive a fixed rate equal to 2.528% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/15/25 | | | | | | USD2,698,000 | | | | | | 81,780 | | | | | | 81,780 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.543% | | | Chicago Mercantile Exchange | | | | | 07/15/25 | | | | | | USD900,000 | | | | | | (28,447) | | | | | | (28,447) | | |
Receive a fixed rate equal to 2.232% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/14/25 | | | | | | USD1,300,000 | | | | | | 4,232 | | | | | | 4,232 | | |
Receive a fixed rate equal to 2.099% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/25 | | | | | | USD58,000 | | | | | | (538) | | | | | | (538) | | |
Receive a fixed rate equal to 2.760% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/11/25 | | | | | | USD2,633,000 | | | | | | 2,373 | | | | | | 2,373 | | |
Receive a fixed rate equal to 2.729% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/16/25 | | | | | | USD2,638,000 | | | | | | (1,351) | | | | | | (1,351) | | |
Receive a fixed rate equal to 2.719% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/22/25 | | | | | | USD5,359,000 | | | | | | (5,457) | | | | | | (5,457) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 3.294% | | | Chicago Mercantile Exchange | | | | | 06/10/35 | | | | | | USD1,900,000 | | | | | | (38,286) | | | | | | (38,286) | | |
Receive a fixed rate equal to 3.285% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/15/35 | | | | | | USD3,800,000 | | | | | | 74,005 | | | | | | 74,005 | | |
Receive a fixed rate equal to 2.805% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/16/35 | | | | | | USD2,945,000 | | | | | | 116,312 | | | | | | 116,312 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.834% | | | Chicago Mercantile Exchange | | | | | 06/16/35 | | | | | | USD3,800,000 | | | | | | (167,724) | | | | | | (167,724) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.810% | | | Chicago Mercantile Exchange | | | | | 06/17/35 | | | | | | USD3,800,000 | | | | | | (153,544) | | | | | | (153,544) | | |
Receive a fixed rate equal to 2.815% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/19/35 | | | | | | USD793,000 | | | | | | 32,579 | | | | | | 32,579 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.753% | | | Chicago Mercantile Exchange | | | | | 06/23/35 | | | | | | USD950,000 | | | | | | 29,491 | | | | | | 29,491 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.715% | | | Chicago Mercantile Exchange | | | | | 05/11/45 | | | | | | USD1,300,000 | | | | | | (15,673) | | | | | | (15,673) | | |
Receive a fixed rate equal to 2.810% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/18/45 | | | | | | USD700,000 | | | | | | 22,894 | | | | | | 22,894 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.659% | | | Chicago Mercantile Exchange | | | | | 06/01/45 | | | | | | USD1,100,000 | | | | | | (175) | | | | | | (175) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.926% | | | Chicago Mercantile Exchange | | | | | 06/09/45 | | | | | | USD600,000 | | | | | | (34,489) | | | | | | (34,489) | | |
Receive a fixed rate equal to 2.905% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/09/45 | | | | | | USD600,000 | | | | | | 31,840 | | | | | | 31,840 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Receive a fixed rate equal to 2.980% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/15/45 | | | | | | USD600,000 | | | | | | 41,455 | | | | | | 41,455 | | | ||||
Receive a fixed rate equal to 2.959% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/15/45 | | | | | | USD600,000 | | | | | | 38,805 | | | | | | 38,805 | | | ||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.891% | | | Chicago Mercantile Exchange | | | | | 06/17/45 | | | | | | USD600,000 | | | | | | (29,998) | | | | | | (29,998) | | | ||||
| | | | | | | | | | | | | | | | | | | $ | (20,510) | | | | | $ | (17,232) | | | ||||
|
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 | | | | $ | 799,184 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 24,862 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 2,290,814 | | | |
Total Asset Derivatives | | | | | | | $ | 3,114,860 | | | |
Liability Derivatives | | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 794,081 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 71,501 | | | |
Equity contracts | | | Net Assets — Unrealized depreciation** | | | | | 17,854 | | | |
Credit contracts | | | Net Assets — Unrealized depreciation*** | | | | | 16,010 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 2,308,046 | | | |
Total Liability Derivatives | | | | | | | $ | 3,207,492 | | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (62,905) | | | | | $ | — | | | | | $ | (62,905) | | | ||||||
Equity contracts | | | | | — | | | | | | — | | | | | | 1,499,283 | | | | | | — | | | | | | — | | | | | | 1,499,283 | | | ||||||
Foreign exchange contracts | | | | | (123,260) | | | | | | (2,070,850) | | | | | | — | | | | | | — | | | | | | 61,825 | | | | | | (2,132,285) | | | ||||||
Interest rate contracts | | | | | (685,302) | | | | | | — | | | | | | (209,656) | | | | | | (322,371) | | | | | | 790,766 | | | | | | (426,563) | | | ||||||
Total | | | | $ | (808,562) | | | | | $ | (2,070,850) | | | | | $ | 1,289,627 | | | | | $ | (385,276) | | | | | $ | 852,591 | | | | | $ | (1,122,470) | | | ||||||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (63,416) | | | | | $ | — | | | | | $ | (63,416) | | | ||||||
Equity contracts | | | | | — | | | | | | — | | | | | | 321,354 | | | | | | — | | | | | | — | | | | | | 321,354 | | | ||||||
Foreign exchange contracts | | | | | 13,078 | | | | | | 478,936 | | | | | | — | | | | | | — | | | | | | — | | | | | | 492,014 | | | ||||||
Interest rate contracts | | | | | 123,558 | | | | | | — | | | | | | (185,109) | | | | | | 73,591 | | | | | | (3,447) | | | | | | 8,593 | | | ||||||
Total | | | | $ | 136,636 | | | | | $ | 478,936 | | | | | $ | 136,245 | | | | | $ | 10,175 | | | | | $ | (3,447) | | | | | $ | 758,545 | | | ||||||
|
| | | Barclays Bank PLC | | | Citigroup, Inc. | | | Deutsche Bank AG | | | Goldman Sachs & Co. | | | HSBC Bank PLC | | | JPMorgan Chase & Co. | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 18,511 | | | | | $ | 64,657 | | | | | $ | 161,866 | | | | | $ | 82,579 | | | | | $ | 200 | | | | | $ | 314,058 | | | | | $ | 157,313 | | | | | $ | 799,184 | | | ||||||||
Total Assets | | | | $ | 18,511 | | | | | $ | 64,657 | | | | | $ | 161,866 | | | | | $ | 82,579 | | | | | $ | 200 | | | | | $ | 314,058 | | | | | $ | 157,313 | | | | | $ | 799,184 | | | ||||||||
Liabilities: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 111,487 | | | | | $ | 53,016 | | | | | $ | 101,618 | | | | | $ | 545 | | | | | $ | — | | | | | $ | 201,832 | | | | | $ | 325,583 | | | | | $ | 794,081 | | | ||||||||
Total Liabilities | | | | $ | 111,487 | | | | | $ | 53,016 | | | | | $ | 101,618 | | | | | $ | 545 | | | | | $ | — | | | | | $ | 201,832 | | | | | $ | 325,583 | | | | | $ | 794,081 | | | ||||||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (92,976) | | | | | $ | 11,641 | | | | | $ | 60,248 | | | | | $ | 82,034 | | | | | $ | 200 | | | | | $ | 112,226 | | | | | $ | (168,270) | | | | | $ | 5,103 | | | ||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | ||||||||
Net Exposure(1)(2) | | | | $ | (92,976) | | | | | $ | 11,641 | | | | | $ | 60,248 | | | | | $ | 82,034 | | | | | $ | 200 | | | | | $ | 112,226 | | | | | $ | (168,270) | | | | | $ | 5,103 | | | ||||||||
|
Voya Global Value Advantage | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.4% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 13.0% | | ||||||||||||
| | | 19,062 | @ | | Amazon.com, Inc. | | | | $ | 12,883,815 | | | | | | 1.6 | | | |
| | | 112,557 | | | | Home Depot, Inc. | | | | | 14,885,663 | | | | | | 1.9 | | |
| | | 114,654 | | | | McDonald’s Corp. | | | | | 13,545,224 | | | | | | 1.7 | | |
| | | 157,690 | | | | Nike, Inc. | | | | | 9,855,625 | | | | | | 1.2 | | |
| | | 80,340 | | | | Renault S.A. | | | | | 8,041,715 | | | | | | 1.0 | | |
| | | 190,500 | | | | Toyota Motor Corp. | | | | | 11,730,804 | | | | | | 1.5 | | |
| | | 1,148,227 | | | | Other Securities | | | | | 33,040,255 | | | | | | 4.1 | | |
| | | | | | | | | | | | 103,983,101 | | | | | | 13.0 | | |
| | | | | | | Consumer Staples: 10.7% | | ||||||||||||
| | | 381,881 | | | | Diageo PLC | | | | | 10,428,376 | | | | | | 1.3 | | |
| | | 113,709 | | | | Kimberly-Clark Corp. | | | | | 14,475,156 | | | | | | 1.8 | | |
| | | 149,719 | | | | Kraft Heinz Co. | | | | | 10,893,555 | | | | | | 1.4 | | |
| | | 155,373 | | | | Nestle S.A. | | | | | 11,534,154 | | | | | | 1.4 | | |
| | | 129,357 | | | | PepsiCo, Inc. | | | | | 12,925,351 | | | | | | 1.6 | | |
| | | 141,332 | | | | Philip Morris International, Inc. | | | | | 12,424,496 | | | | | | 1.5 | | |
| | | 147,804 | | | | Other Securities | | | | | 13,466,690 | | | | | | 1.7 | | |
| | | | | | | | | | | | 86,147,778 | | | | | | 10.7 | | |
| | | | | | | Energy: 6.4% | | ||||||||||||
| | | 158,501 | | | | Occidental Petroleum Corp. | | | | | 10,716,253 | | | | | | 1.3 | | |
| | | 206,541 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 9,457,512 | | | | | | 1.2 | | |
| | | 257,786 | | | | Total S.A. | | | | | 11,556,967 | | | | | | 1.4 | | |
| | | 528,928 | | | | Other Securities | | | | | 19,886,508 | | | | | | 2.5 | | |
| | | | | | | | | | | | 51,617,240 | | | | | | 6.4 | | |
| | | | | | | Financials: 20.6% | | ||||||||||||
| | | 391,811 | | | | Admiral Group PLC | | | | | 9,574,202 | | | | | | 1.2 | | |
| | | 173,967 | #,@ | | Amundi SA | | | | | 8,163,595 | | | | | | 1.0 | | | |
| | | 212,212 | | | | BB&T Corp. | | | | | 8,023,736 | | | | | | 1.0 | | |
| | | 1,373,416 | | | | Challenger Ltd. | | | | | 8,655,773 | | | | | | 1.1 | | |
| | | 2,475,364 | | | | Intesa Sanpaolo SpA - ISP | | | | | 8,220,728 | | | | | | 1.0 | | |
| | | 268,537 | | | | JPMorgan Chase & Co. | | | | | 17,731,498 | | | | | | 2.2 | | |
| | | 282,800 | | | | NKSJ Holdings, Inc. | | | | | 9,285,652 | | | | | | 1.2 | | |
| | | 45,402 | | | | Simon Property Group, Inc. | | | | | 8,827,965 | | | | | | 1.1 | | |
| | | 2,569,000 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 9,729,655 | | | | | | 1.2 | | |
| | | 336,144 | | | | Wells Fargo & Co. | | | | | 18,272,788 | | | | | | 2.3 | | |
| | | 39,227 | | | | Zurich Insurance Group AG | | | | | 10,077,417 | | | | | | 1.2 | | |
| | | 3,582,306 | | | | Other Securities | | | | | 48,929,568 | | | | | | 6.1 | | |
| | | | | | | | | | | | 165,492,577 | | | | | | 20.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care: 13.1% | | ||||||||||||
| | | 170,183 | | | | AstraZeneca PLC | | | | $ | 11,495,479 | | | | | | 1.4 | | |
| | | 200,485 | | | | Bristol-Myers Squibb Co. | | | | | 13,791,363 | | | | | | 1.7 | | |
| | | 122,352 | | | | Gilead Sciences, Inc. | | | | | 12,380,799 | | | | | | 1.6 | | |
| | | 168,599 | | | | Medtronic PLC | | | | | 12,968,635 | | | | | | 1.6 | | |
| | | 152,999 | | | | Novartis AG | | | | | 13,160,863 | | | | | | 1.7 | | |
| | | 388,317 | | | | Pfizer, Inc. | | | | | 12,534,873 | | | | | | 1.6 | | |
| | | 58,921 | | | | Roche Holding AG | | | | | 16,327,505 | | | | | | 2.0 | | |
| | | 102,878 | | | | UnitedHealth Group, Inc. | | | | | 12,102,568 | | | | | | 1.5 | | |
| | | | | | | | | | | | 104,762,085 | | | | | | 13.1 | | |
| | | | | | | Industrials: 9.5% | | ||||||||||||
| | | 91,494 | | | | Boeing Co. | | | | | 13,229,118 | | | | | | 1.6 | | |
| | | 426,021 | | | | General Electric Co. | | | | | 13,270,554 | | | | | | 1.6 | | |
| | | 499,300 | | | | LIXIL Group Corp. | | | | | 11,089,306 | | | | | | 1.4 | | |
| | | 352,347 | | | | Koninklijke Philips NV | | | | | 8,993,448 | | | | | | 1.1 | | |
| | | 469,600 | | | | Mitsubishi Corp. | | | | | 7,810,914 | | | | | | 1.0 | | |
| | | 104,799 | | | | Siemens AG | | | | | 10,138,925 | | | | | | 1.3 | | |
| | | 4,972,865 | | | | Other Securities | | | | | 11,890,148 | | | | | | 1.5 | | |
| | | | | | | | | | | | 76,422,413 | | | | | | 9.5 | | |
| | | | | | | Information Technology: 12.4% | | ||||||||||||
| | | 234,731 | | | | Apple, Inc. | | | | | 24,707,785 | | | | | | 3.1 | | |
| | | 556,171 | | | | Cisco Systems, Inc. | | | | | 15,102,824 | | | | | | 1.9 | | |
| | | 428,121 | | | | Intel Corp. | | | | | 14,748,768 | | | | | | 1.8 | | |
| | | 216,098 | | | | Microchip Technology, Inc. | | | | | 10,057,201 | | | | | | 1.2 | | |
| | | 386,400 | | | | Microsoft Corp. | | | | | 21,437,472 | | | | | | 2.7 | | |
| | | 407,116 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. - SP ADR | | | | | 9,261,889 | | | | | | 1.2 | | |
| | | 571,000 | | | | Other Securities | | | | | 4,318,758 | | | | | | 0.5 | | |
| | | | | | | | | | | | 99,634,697 | | | | | | 12.4 | | |
| | | | | | | Materials: 4.5% | | ||||||||||||
| | | 111,989 | | | | BASF SE | | | | | 8,531,151 | | | | | | 1.1 | | |
| | | 699,046 | | | | BHP Billiton Ltd. | | | | | 8,996,396 | | | | | | 1.1 | | |
| | | 255,652 | | | | International Paper Co. | | | | | 9,638,080 | | | | | | 1.2 | | |
| | | 168,408 | | | | Koninklijke DSM NV | | | | | 8,444,939 | | | | | | 1.1 | | |
| | | | | | | | | | | | 35,610,566 | | | | | | 4.5 | | |
| | | | | | | Telecommunication Services: 3.9% | | ||||||||||||
| | | 273,244 | | | | AT&T, Inc. | | | | | 9,402,326 | | | | | | 1.2 | | |
| | | 719,500 | | | | China Mobile Ltd. | | | | | 8,098,768 | | | | | | 1.0 | | |
| | | 3,303,123 | | | | Other Securities | | | | | 13,794,520 | | | | | | 1.7 | | |
| | | | | | | | | | | | 31,295,614 | | | | | | 3.9 | | |
Voya Global Value Advantage | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Utilities: 3.3% | | |||||||||||||||
| | | 425,419 | L | | Gas Natural SDG S.A. | | | | $ | 8,675,296 | | | | | | 1.1 | | | ||||
| | | 225,275 | | | | PG&E Corp. | | | | | 11,982,377 | | | | | | 1.5 | | | |||
| | | 75,820 | | | | Other Securities | | | | | 6,080,006 | | | | | | 0.7 | | | |||
| | | | | | | | | | | | 26,737,679 | | | | | | 3.3 | | | |||
| | | | | | | Total Common Stock (Cost $822,503,915) | | | | | 781,703,750 | | | | | | 97.4 | | | |||
| PREFERRED STOCK: 0.6% | | |||||||||||||||||||||
| | | | | | | Financials: 0.6% | | |||||||||||||||
| | | 646,226 | | | | Other Securities | | | | | 4,300,823 | | | | | | 0.6 | | | |||
| | | | | | | Total Preferred Stock (Cost $6,523,651) | | | | | 4,300,823 | | | | | | 0.6 | | | |||
| | | | | | | Total Long-Term Investments (Cost $829,027,566) | | | | | 786,004,573 | | | | | | 98.0 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.5% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.1% | | ||||||||||||
| | | 1,000,000 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,000,036, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,020,000, due 01/15/16-10/20/65) | | | | | 1,000,000 | | | | | | 0.1 | | |
| | | 10,936 | | | | Royal Bank of Scotland PLC, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $10,936, collateralized by various U.S. Government Securities, 0.074%-3.250%, Market Value plus accrued interest $11,155, due 07/31/16-11/15/23) | | | | | 10,936 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,010,936 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 1.4% | | |||||||||||||||
| | | 11,154,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $11,154,000) | | | | $ | 11,154,000 | | | | | | 1.4 | | | |||
| | | | | | | Total Short-Term Investments (Cost $12,164,936) | | | | | 12,164,936 | | | | | | 1.5 | | | |||
| | | | | | | Total Investments in Securities (Cost $841,192,502) | | | | $ | 798,169,509 | | | | | | 99.5 | | | |||
| | | | | | | Assets in Excess of Other Liabilities | | | | | 4,263,168 | | | | | | 0.5 | | | |||
| | | | | | | Net Assets | | | | $ | 802,432,677 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 25,577,252 | | | |
| Gross Unrealized Depreciation | | | | | (70,587,442) | | | |
| Net Unrealized Depreciation | | | | $ | (45,010,190) | | | |
|
Voya Global Value Advantage | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | 64,157,821 | | | | | $ | 39,825,280 | | | | | $ | — | | | | | $ | 103,983,101 | | | ||||
Consumer Staples | | | | | 57,858,051 | | | | | | 28,289,727 | | | | | | — | | | | | | 86,147,778 | | | ||||
Energy | | | | | 36,073,021 | | | | | | 15,544,219 | | | | | | — | | | | | | 51,617,240 | | | ||||
Financials | | | | | 83,867,969 | | | | | | 81,624,608 | | | | | | — | | | | | | 165,492,577 | | | ||||
Health Care | | | | | 63,778,238 | | | | | | 40,983,847 | | | | | | — | | | | | | 104,762,085 | | | ||||
Industrials | | | | | 26,499,672 | | | | | | 49,922,741 | | | | | | — | | | | | | 76,422,413 | | | ||||
Information Technology | | | | | 95,315,939 | | | | | | 4,318,758 | | | | | | — | | | | | | 99,634,697 | | | ||||
Materials | | | | | 9,638,080 | | | | | | 25,972,486 | | | | | | — | | | | | | 35,610,566 | | | ||||
Telecommunication Services | | | | | 9,402,326 | | | | | | 21,893,288 | | | | | | — | | | | | | 31,295,614 | | | ||||
Utilities | | | | | 18,062,383 | | | | | | 8,675,296 | | | | | | — | | | | | | 26,737,679 | | | ||||
Total Common Stock | | | | | 464,653,500 | | | | | | 317,050,250 | | | | | | — | | | | | | 781,703,750 | | | ||||
Preferred Stock | | | | | 4,300,823 | | | | | | — | | | | | | — | | | | | | 4,300,823 | | | ||||
Short-Term Investments | | | | | 11,154,000 | | | | | | 1,010,936 | | | | | | — | | | | | | 12,164,936 | | | ||||
Total Investments, at fair value | | | | $ | 480,108,323 | | | | | $ | 318,061,186 | | | | | $ | — | | | | | $ | 798,169,509 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | | 33,472 | | | | | | — | | | | | | — | | | | | | 33,472 | | | ||||
Total Assets | | | | $ | 480,141,795 | | | | | $ | 318,061,186 | | | | | $ | — | | | | | $ | 798,202,981 | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 99 | | | | | | 03/18/16 | | | | | $ | 3,898,125 | | | | | $ | 33,472 | | | ||||
| | | | | | | | | | | | | | | | $ | 3,898,125 | | | | | $ | 33,472 | | | ||||
|
Voya Global Value Advantage | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 33,472 | | |
Total Asset Derivatives | | | | | | | $ | 33,472 | | |
| | | | | | | | | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (1,055,216) | | | |
Total | | | | $ | (1,055,216) | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 33,472 | | | |
Total | | | | $ | 33,472 | | | |
|
Voya Growth and Income Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 14.2% | | ||||||||||||
| | | 115,046 | | | | Amazon.com, Inc. | | | | $ | 77,758,441 | | | | | | 2.1 | | |
| | | 1,174,173 | | | | Coach, Inc. | | | | | 38,430,682 | | | | | | 1.0 | | |
| | | 1,017,875 | | | | Comcast Corp. - Class A | | | | | 57,438,686 | | | | | | 1.6 | | |
| | | 615,786 | | | | Delphi Automotive PLC | | | | | 52,791,334 | | | | | | 1.4 | | |
| | | 659,328 | | | | Dish Network Corp. - Class A | | | | | 37,700,375 | | | | | | 1.0 | | |
| | | 545,719 | | | | Hasbro, Inc. | | | | | 36,759,632 | | | | | | 1.0 | | |
| | | 537,563 | | | | Home Depot, Inc. | | | | | 71,092,707 | | | | | | 1.9 | | |
| | | 598,239 | | | | McDonald’s Corp. | | | | | 70,675,955 | | | | | | 1.9 | | |
| | | 796,482 | | | | Nike, Inc. | | | | | 49,780,125 | | | | | | 1.4 | | |
| | | 1,454,337 | | | | Other Securities | | | | | 31,122,812 | | | | | | 0.9 | | |
| | | | | | | | | | | | 523,550,749 | | | | | | 14.2 | | |
| | | | | | | Consumer Staples: 10.2% | | ||||||||||||
| | | 726,076 | | | | CVS Health Corp. | | | | | 70,988,451 | | | | | | 1.9 | | |
| | | 551,445 | | | | Dr Pepper Snapple Group, Inc. | | | | | 51,394,674 | | | | | | 1.4 | | |
| | | 577,137 | | | | Kimberly-Clark Corp. | | | | | 73,469,540 | | | | | | 2.0 | | |
| | | 715,521 | | | | Kraft Heinz Co. | | | | | 52,061,308 | | | | | | 1.4 | | |
| | | 748,194 | | | | PepsiCo, Inc. | | | | | 74,759,544 | | | | | | 2.0 | | |
| | | 607,622 | | | | Philip Morris International, Inc. | | | | | 53,416,050 | | | | | | 1.5 | | |
| | | | | | | | | | | | 376,089,567 | | | | | | 10.2 | | |
| | | | | | | Energy: 6.6% | | ||||||||||||
| | | 567,371 | | | | EOG Resources, Inc. | | | | | 40,164,193 | | | | | | 1.1 | | |
| | | 769,626 | | | | Occidental Petroleum Corp. | | | | | 52,034,414 | | | | | | 1.4 | | |
| | | 685,065 | | | | Valero Energy Corp. | | | | | 48,440,946 | | | | | | 1.3 | | |
| | | 2,404,737 | | | | Other Securities | | | | | 103,145,243 | | | | | | 2.8 | | |
| | | | | | | | | | | | 243,784,796 | | | | | | 6.6 | | |
| | | | | | | Financials: 16.0% | | ||||||||||||
| | | 748,142 | | | | Allstate Corp. | | | | | 46,452,137 | | | | | | 1.3 | | |
| | | 1,209,376 | | | | BB&T Corp. | | | | | 45,726,506 | | | | | | 1.2 | | |
| | | 1,102,470 | | | | Citigroup, Inc. | | | | | 57,052,822 | | | | | | 1.5 | | |
| | | 873,316 | @ | | Discover Financial Services | | | | | 46,827,204 | | | | | | 1.3 | | | |
| | | 1,074,120 | | | | JPMorgan Chase & Co. | | | | | 70,924,144 | | | | | | 1.9 | | |
| | | 454,062 | | | | Prudential Financial, Inc. | | | | | 36,965,187 | | | | | | 1.0 | | |
| | | 217,779 | | | | Simon Property Group, Inc. | | | | | 42,344,949 | | | | | | 1.2 | | |
| | | 1,352,740 | | | | Unum Group | | | | | 45,032,715 | | | | | | 1.2 | | |
| | | 1,614,376 | | | | Wells Fargo & Co. | | | | | 87,757,479 | | | | | | 2.4 | | |
| | | 3,466,570 | | | | Other Securities | | | | | 110,888,500 | | | | | | 3.0 | | |
| | | | | | | | | | | | 589,971,643 | | | | | | 16.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care: 15.1% | | |||||||||||||||
| | | 441,030 | | | | Amgen, Inc. | | | | $ | 71,592,400 | | | | | | 1.9 | | | |||
| | | 1,116,418 | | | | Bristol-Myers Squibb Co. | | | | | 76,798,394 | | | | | | 2.1 | | | |||
| | | 752,622 | | | | Gilead Sciences, Inc. | | | | | 76,157,820 | | | | | | 2.1 | | | |||
| | | 921,675 | @ | | Medtronic PLC | | | | | 70,895,241 | | | | | | 1.9 | | | ||||
| | | 1,755,629 | | | | Merck & Co., Inc. | | | | | 92,732,324 | | | | | | 2.5 | | | |||
| | | 2,950,092 | | | | Pfizer, Inc. | | | | | 95,228,970 | | | | | | 2.6 | | | |||
| | | 615,593 | | | | UnitedHealth Group, Inc. | | | | | 72,418,360 | | | | | | 2.0 | | | |||
| | | | | | | | | | | | 555,823,509 | | | | | | 15.1 | | | |||
| | | | | | | Industrials: 7.9% | | |||||||||||||||
| | | 459,880 | | | | Boeing Co. | | | | | 66,494,049 | | | | | | 1.8 | | | |||
| | | 524,190 | | | | Deere & Co. | | | | | 39,979,971 | | | | | | 1.1 | | | |||
| | | 375,504 | | | | General Dynamics Corp. | | | | | 51,579,230 | | | | | | 1.4 | | | |||
| | | 2,940,785 | | | | General Electric Co. | | | | | 91,605,453 | | | | | | 2.5 | | | |||
| | | 173,805 | @ | | TransDigm Group, Inc. | | | | | 39,705,752 | | | | | | 1.1 | | | ||||
| | | | | | | | | | | | 289,364,455 | | | | | | 7.9 | | | |||
| | | | | | | Information Technology: 19.5% | | |||||||||||||||
| | | 1,225,859 | | | | Activision Blizzard, Inc. | | | | | 47,453,002 | | | | | | 1.3 | | | |||
| | | 1,572,591 | | | | Apple, Inc. | | | | | 165,530,929 | | | | | | 4.5 | | | |||
| | | 660,273 | | | | Automatic Data Processing, Inc. | | | | | 55,938,329 | | | | | | 1.5 | | | |||
| | | 3,200,763 | | | | Cisco Systems, Inc. | | | | | 86,916,719 | | | | | | 2.4 | | | |||
| | | 795,733 | | | | Fidelity National Information Services, Inc. | | | | | 48,221,420 | | | | | | 1.3 | | | |||
| | | 2,271,171 | | | | Intel Corp. | | | | | 78,241,841 | | | | | | 2.1 | | | |||
| | | 822,262 | | | | Microchip Technology, Inc. | | | | | 38,268,073 | | | | | | 1.1 | | | |||
| | | 2,641,609 | | | | Microsoft Corp. | | | | | 146,556,467 | | | | | | 4.0 | | | |||
| | | 759,485 | | | | TE Connectivity Ltd. | | | | | 49,070,326 | | | | | | 1.3 | | | |||
| | | | | | | | | | | | 716,197,106 | | | | | | 19.5 | | | |||
| | | | | | | Materials: 2.8% | | |||||||||||||||
| | | 1,044,088 | | | | Dow Chemical Co. | | | | | 53,749,650 | | | | | | 1.4 | | | |||
| | | 1,335,065 | | | | International Paper Co. | | | | | 50,331,951 | | | | | | 1.4 | | | |||
| | | | | | | | | | | | 104,081,601 | | | | | | 2.8 | | | |||
| | | | | | | Telecommunication Services: 2.3% | | |||||||||||||||
| | | 2,448,221 | | | | AT&T, Inc. | | | | | 84,243,285 | | | | | | 2.3 | | | |||
| | | | | | | Utilities: 3.2% | | |||||||||||||||
| | | 521,978 | | | | DTE Energy Co. | | | | | 41,857,416 | | | | | | 1.1 | | | |||
| | | 876,112 | | | | PG&E Corp. | | | | | 46,600,397 | | | | | | 1.3 | | | |||
| | | 512,007 | | | | Other Securities | | | | | 29,834,648 | | | | | | 0.8 | | | |||
| | | | | | | | | | | | 118,292,461 | | | | | | 3.2 | | | |||
| | | | | | | Total Common Stock (Cost $2,997,187,105) | | | | | 3,601,399,172 | | | | | | 97.8 | | | |||
|
Voya Growth and Income Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| CORPORATE BONDS/NOTES: —% | | |||||||||||||||||||||
| | | | | | | Utilities: –% | | |||||||||||||||
| | | 30,000,000 | | | | Other Securities | | | | $ | — | | | | | | — | | | |||
| | | | | | | Total Corporate Bonds/Notes (Cost $–) | | | | | — | | | | | | — | | | |||
| | | | | | | Total Long-Term Investments (Cost $2,997,187,105) | | | | | 3,601,399,172 | | | | | | 97.8 | | | |||
|
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: 1.2% | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 1.2% | | |||||||||||||||
| | | 42,867,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $42,867,000) | | | | | 42,867,000 | | | | | | 1.2 | | | |||
| | | | | | | Total Short-Term Investments (Cost $42,867,000) | | | | | 42,867,000 | | | | | | 1.2 | | | |||
| | | | | | | Total Investments in Securities (Cost $3,040,054,105) | | | | $ | 3,644,266,172 | | | | | | 99.0 | | | |||
| | | | | | | Assets in Excess of Other Liabilities | | | | | 35,911,245 | | | | | | 1.0 | | | |||
| | | | | | | Net Assets | | | | $ | 3,680,177,417 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 731,734,231 | | | |
| Gross Unrealized Depreciation | | | | | (145,638,814) | | | |
| Net Unrealized Appreciation | | | | $ | 586,095,417 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock* | | | | $ | 3,601,399,172 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,601,399,172 | | | ||||
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | ||||
Short-Term Investments | | | | | 42,867,000 | | | | | | — | | | | | | — | | | | | | 42,867,000 | | | ||||
Total Investments, at fair value | | | | $ | 3,644,266,172 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,644,266,172 | | | ||||
|
Voya Growth and Income Portfolio | as of December 31, 2015 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 639,644 | | | |
Total | | | | $ | 639,644 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (726,481) | | | |
Total | | | | $ | (726,481) | | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 33.4% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.7% | | ||||||||||||
| | | 2,587,000 | # | | Anglo American Capital PLC, 2.625%, 09/27/17 | | | | $ | 2,264,536 | | | | | | 0.0 | | | |
| | | 2,440,000 | # | | BHP Billiton Finance USA Ltd., 6.750%, 10/19/75 | | | | | 2,360,700 | | | | | | 0.0 | | | |
| | | 4,500,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 4,479,691 | | | | | | 0.1 | | | |
| | | 2,737,000 | # | | Georgia-Pacific LLC, 3.600%, 03/01/25 | | | | | 2,711,883 | | | | | | 0.1 | | | |
| | | 6,047,000 | #,L | | Glencore Funding LLC, 2.875%, 04/16/20 | | | | | 4,721,195 | | | | | | 0.1 | | | |
| | | 21,252,000 | | | | Other Securities(a) | | | | | 19,541,052 | | | | | | 0.4 | | |
| | | | | | | | | | | | 36,079,057 | | | | | | 0.7 | | |
| | | | | | | Communications: 3.0% | | ||||||||||||
| | | 4,297,000 | # | | CCO Safari II LLC, 4.464%, 07/23/22 | | | | | 4,286,863 | | | | | | 0.1 | | | |
| | | 3,235,000 | # | | CCO Safari II LLC, 4.908%, 07/23/25 | | | | | 3,236,705 | | | | | | 0.1 | | | |
| | | 2,793,000 | # | | Cox Communications, Inc., 3.850%, 02/01/25 | | | | | 2,565,655 | | | | | | 0.0 | | | |
| | | 2,350,000 | # | | Sable International Finance Ltd., 8.750%, 02/01/20 | | | | | 2,473,375 | | | | | | 0.0 | | | |
| | | 2,500,000 | # | | Sirius XM Radio, Inc., 5.875%, 10/01/20 | | | | | 2,625,000 | | | | | | 0.1 | | | |
| | | 14,887,000 | | | | Time Warner Cable, Inc., 4.050%-5.875%, 12/15/23-12/15/43 | | | | | 14,840,584 | | | | | | 0.3 | | |
| | | 3,980,000 | | | | Time Warner, Inc., 4.850%-6.500%, 11/15/36-07/15/45 | | | | | 3,966,736 | | | | | | 0.1 | | |
| | | 11,888,000 | | | | Verizon Communications, Inc., 5.150%, 09/15/23 | | | | | 13,091,101 | | | | | | 0.3 | | |
| | | 23,348,000 | | | | Verizon Communications, Inc., 3.000%-6.550%, 11/01/21-08/21/54 | | | | | 23,252,148 | | | | | | 0.5 | | |
| | | 74,673,000 | | | | Other Securities | | | | | 73,188,963 | | | | | | 1.5 | | |
| | | | | | | | | | | | 143,527,130 | | | | | | 3.0 | | |
| | | | | | | Consumer, Cyclical: 1.6% | | ||||||||||||
| | | 2,105,000 | # | | Carlson Wagonlit BV, 6.875%, 06/15/19 | | | | | 2,162,887 | | | | | | 0.0 | | | |
| | | 17,522,000 | L | | McDonald’s Corp., 3.375%-4.875%, 05/26/25-12/09/45 | | | | | 17,444,654 | | | | | | 0.4 | | | |
| | | 59,227,659 | | | | Other Securities | | | | | 57,899,040 | | | | | | 1.2 | | |
| | | | | | | | | | | | 77,506,581 | | | | | | 1.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 6.5% | | ||||||||||||
| | | 14,450,000 | | | | AstraZeneca PLC, 1.750%-2.375%, 11/16/18-11/16/20 | | | | $ | 14,397,574 | | | | | | 0.3 | | |
| | | 4,120,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 4,231,977 | | | | | | 0.1 | | | |
| | | 8,810,000 | | | | Coca-Cola Co/The, 0.875%, 10/27/17 | | | | | 8,779,975 | | | | | | 0.2 | | |
| | | 11,030,000 | | | | Coca-Cola Co/The, 1.875%, 10/27/20 | | | | | 10,929,517 | | | | | | 0.2 | | |
| | | 10,950,000 | | | | Gilead Sciences, Inc., 3.650%, 03/01/26 | | | | | 11,061,011 | | | | | | 0.2 | | |
| | | 8,329,000 | | | | Gilead Sciences, Inc., 2.550%-3.500%, 09/01/20-02/01/25 | | | | | 8,387,514 | | | | | | 0.2 | | |
| | | 5,880,000 | # | | HJ Heinz Co., 2.800%, 07/02/20 | | | | | 5,872,368 | | | | | | 0.1 | | | |
| | | 5,019,000 | # | | Kraft Heinz Foods Co., 3.950%, 07/15/25 | | | | | 5,077,376 | | | | | | 0.1 | | | |
| | | 3,770,000 | # | | Imperial Tobacco Finance PLC, 2.950%, 07/21/20 | | | | | 3,782,573 | | | | | | 0.1 | | | |
| | | 4,260,000 | # | | Imperial Tobacco Finance PLC, 3.750%, 07/21/22 | | | | | 4,283,558 | | | | | | 0.1 | | | |
| | | 19,211,000 | | | | Laboratory Corp. of America Holdings, 2.200%-3.200%, 08/23/17-02/01/22 | | | | | 19,038,533 | | | | | | 0.4 | | |
| | | 18,810,000 | | | | Medtronic, Inc., 3.150%-4.375%, 03/15/22-03/15/35 | | | | | 19,044,841 | | | | | | 0.4 | | |
| | | 11,072,000 | | | | Merck & Co., Inc., 2.350%, 02/10/22 | | | | | 10,880,731 | | | | | | 0.2 | | |
| | | 4,980,000 | | | | Merck & Co., Inc., 2.750%, 02/10/25 | | | | | 4,854,335 | | | | | | 0.1 | | |
| | | 2,830,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 2,836,234 | | | | | | 0.1 | | | |
| | | 6,887,000 | # | | Roche Holdings, Inc., 3.000%, 11/10/25 | | | | | 6,816,753 | | | | | | 0.1 | | | |
| | | 5,000,000 | # | | Valeant Pharmaceuticals International, 5.625%, 12/01/21 | | | | | 4,625,000 | | | | | | 0.1 | | | |
| | | 3,222,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 3,232,987 | | | | | | 0.1 | | | |
| | | 160,226,000 | | | | Other Securities | | | | | 160,101,964 | | | | | | 3.4 | | |
| | | | | | | | | | | | 308,234,821 | | | | | | 6.5 | | |
| | | | | | | Diversified: 0.1% | | ||||||||||||
| | | 200,000 | # | | Nemak SA de CV, 5.500%, 02/28/23 | | | | | 201,500 | | | | | | 0.0 | | | |
| | | 6,320,000 | | | | Other Securities | | | | | 6,222,685 | | | | | | 0.1 | | |
| | | | | | | | | | | | 6,424,185 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy: 2.7% | | ||||||||||||
| | | 2,522,000 | # | | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | | | | $ | 2,290,160 | | | | | | 0.0 | | | |
| | | 13,360,000 | | | | Shell International Finance BV, 2.250%-4.375%, 11/10/20-05/11/45 | | | | | 13,048,197 | | | | | | 0.3 | | |
| | | 131,376,000 | | | | Other Securities(a) | | | | | 113,002,911 | | | | | | 2.4 | | |
| | | | | | | | | | | | 128,341,268 | | | | | | 2.7 | | |
| | | | | | | Financial: 12.6% | | ||||||||||||
| | | 5,820,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 5,779,516 | | | | | | 0.1 | | | |
| | | 2,546,000 | # | | ABN AMRO Bank NV, 4.750%, 07/28/25 | | | | | 2,542,563 | | | | | | 0.1 | | | |
| | | 9,320,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 9,173,406 | | | | | | 0.2 | | | |
| | | 27,180,000 | | | | Bank of America Corp., 2.625%-4.750%, 10/19/20-04/21/45 | | | | | 27,417,707 | | | | | | 0.6 | | |
| | | 3,983,000 | # | | Banque Federative du Credit Mutuel SA, 2.750%, 10/15/20 | | | | | 4,003,720 | | | | | | 0.1 | | | |
| | | 6,475,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 6,913,552 | | | | | | 0.1 | | | |
| | | 3,247,000 | # | | BNP Paribas SA, 4.375%, 09/28/25 | | | | | 3,186,609 | | | | | | 0.1 | | | |
| | | 3,335,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,369,177 | | | | | | 0.1 | | | |
| | | 27,924,000 | | | | Citigroup, Inc., 1.800%-6.675%, 02/05/18-09/13/43 | | | | | 28,705,376 | | | | | | 0.6 | | |
| | | 13,870,000 | | | | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | | | | | 13,662,435 | | | | | | 0.3 | | |
| | | 1,370,000 | # | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | | | | | 1,696,402 | | | | | | 0.0 | | | |
| | | 5,034,000 | # | | Credit Agricole SA, 4.375%, 03/17/25 | | | | | 4,884,324 | | | | | | 0.1 | | | |
| | | 12,611,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 13,617,358 | | | | | | 0.3 | | | |
| | | 1,961,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | | | | | 1,898,164 | | | | | | 0.1 | | | |
| | | 5,703,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 5,709,170 | | | | | | 0.1 | | | |
| | | 6,922,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 6,904,467 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 13,673,000 | | | | Deutsche Bank AG/London, 1.875%, 02/13/18 | | | | $ | 13,563,329 | | | | | | 0.3 | | |
| | | 13,071,000 | | | | Goldman Sachs Group, Inc./The, 2.750%-4.250%, 09/15/20-10/21/25 | | | | | 13,038,843 | | | | | | 0.3 | | |
| | | 25,099,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 07/19/18-05/22/45 | | | | | 26,208,052 | | | | | | 0.5 | | |
| | | 5,994,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 6,553,042 | | | | | | 0.1 | | | |
| | | 3,400,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 3,388,831 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | International Lease Finance Corp., 6.750%, 09/01/16 | | | | | 3,086,250 | | | | | | 0.0 | | | |
| | | 3,437,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 3,776,404 | | | | | | 0.1 | | | |
| | | 35,437,000 | | | | JPMorgan Chase & Co., 2.550%-6.125%, 10/29/20-12/29/49 | | | | | 35,634,484 | | | | | | 0.7 | | |
| | | 5,649,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 2.650%, 10/19/20 | | | | | 5,649,248 | | | | | | 0.1 | | | |
| | | 2,908,000 | # | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 2,899,169 | | | | | | 0.0 | | | |
| | | 3,974,000 | # | | Mizuho Bank Ltd., 3.200%, 03/26/25 | | | | | 3,894,019 | | | | | | 0.1 | | | |
| | | 26,033,000 | | | | Morgan Stanley, 2.800%-4.000%, 06/16/20-04/23/27 | | | | | 26,362,130 | | | | | | 0.5 | | |
| | | 5,950,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 5,904,726 | | | | | | 0.1 | | | |
| | | 2,661,000 | # | | Nordea Bank AB, 6.125%, 12/29/49 | | | | | 2,608,312 | | | | | | 0.1 | | | |
| | | 5,330,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 5,321,696 | | | | | | 0.1 | | | |
| | | 2,757,000 | # | | RBS Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | | 2,770,782 | | | | | | 0.1 | | | |
| | | 600,000 | # | | Royal Bank of Scotland Group PLC, 6.990%, 10/29/49 | | | | | 697,500 | | | | | | 0.0 | | | |
| | | 9,026,000 | | | | Santander Bank NA, 2.000%, 01/12/18 | | | | | 8,964,849 | | | | | | 0.2 | | |
| | | 3,598,000 | # | | Santander UK Group Holdings PLC, 4.750%, 09/15/25 | | | | | 3,567,917 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 4,940,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.250%, 10/28/25 | | | | $ | 4,646,090 | | | | | | 0.1 | | | |
| | | 4,782,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 4,649,696 | | | | | | 0.1 | | | |
| | | 4,365,000 | # | | Skandinaviska Enskilda Banken AB, 2.625%, 11/17/20 | | | | | 4,354,485 | | | | | | 0.1 | | | |
| | | 3,049,000 | #,L | | Societe Generale SA, 4.250%, 04/14/25 | | | | | 2,884,409 | | | | | | 0.1 | | | |
| | | 5,698,000 | # | | Societe Generale SA, 4.750%, 11/24/25 | | | | | 5,525,584 | | | | | | 0.1 | | | |
| | | 6,475,000 | | | | UBS AG/Stamford CT, 7.625%, 08/17/22 | | | | | 7,391,245 | | | | | | 0.1 | | |
| | | 3,101,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 3,105,881 | | | | | | 0.1 | | | |
| | | 14,864,000 | | | | Visa, Inc., 2.800%, 12/14/22 | | | | | 14,904,415 | | | | | | 0.3 | | |
| | | 12,060,000 | | | | Visa, Inc., 3.150%-4.150%, 12/14/25-12/14/35 | | | | | 12,152,042 | | | | | | 0.3 | | |
| | | 4,725,000 | # | | WEA Finance LLC/Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 4,691,396 | | | | | | 0.1 | | | |
| | | 3,328,000 | # | | WEA Finance LLC/Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | | | | | 3,315,799 | | | | | | 0.1 | | | |
| | | 25,023,000 | | | | Wells Fargo & Co., 3.900%-5.900%, 06/03/26-12/29/49 | | | | | 24,866,678 | | | | | | 0.5 | | |
| | | 197,026,400 | | | | Other Securities | | | | | 196,454,625 | | | | | | 4.1 | | |
| | | | | | | | | | | | 602,295,874 | | | | | | 12.6 | | |
| | | | | | | Industrial: 1.7% | | ||||||||||||
| | | 4,853,000 | # | | AP Moeller - Maersk A/S, 2.550%, 09/22/19 | | | | | 4,808,624 | | | | | | 0.1 | | | |
| | | 1,310,000 | # | | Building Materials Corp. of America, 6.000%, 10/15/25 | | | | | 1,342,750 | | | | | | 0.0 | | | |
| | | 308,000 | #,L | | Cemex SAB de CV, 6.125%, 05/05/25 | | | | | 264,110 | | | | | | 0.0 | | | |
| | | 15,607,000 | | | | Lockheed Martin Corp., 2.500%-3.800%, 11/23/20-03/01/45 | | | | | 15,060,241 | | | | | | 0.3 | | |
| | | 2,180,000 | #,L | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 2,216,788 | | | | | | 0.1 | | | |
| | | 4,925,000 | # | | Rolls-Royce PLC, 2.375%, 10/14/20 | | | | | 4,818,778 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 4,450,000 | # | | Siemens Financieringsmaatschappij NV, 3.250%, 05/27/25 | | | | $ | 4,456,110 | | | | | | 0.1 | | | |
| | | 45,801,260 | | | | Other Securities | | | | | 46,175,148 | | | | | | 1.0 | | |
| | | | | | | | | | | | 79,142,549 | | | | | | 1.7 | | |
| | | | | | | Technology: 2.9% | | ||||||||||||
| | | 13,940,000 | | | | Apple, Inc., 1.550%, 02/07/20 | | | | | 13,721,101 | | | | | | 0.3 | | |
| | | 9,185,000 | | | | Apple, Inc., 2.150%-4.450%, 02/09/22-05/06/44 | | | | | 8,914,337 | | | | | | 0.2 | | |
| | | 5,155,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 5,153,072 | | | | | | 0.1 | | | |
| | | 3,867,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 3,868,129 | | | | | | 0.1 | | | |
| | | 2,020,000 | # | | HP Enterprise Co., 3.600%, 10/15/20 | | | | | 2,027,020 | | | | | | 0.0 | | | |
| | | 2,470,000 | # | | HP Enterprise Co., 4.400%, 10/15/22 | | | | | 2,464,393 | | | | | | 0.1 | | | |
| | | 770,000 | # | | HP Enterprise Co., 4.900%, 10/15/25 | | | | | 757,653 | | | | | | 0.0 | | | |
| | | 13,820,000 | | | | International Business Machines Corp., 1.125%-2.875%, 02/06/18-11/09/22 | | | | | 13,734,181 | | | | | | 0.3 | | |
| | | 13,880,000 | | | | Microsoft Corp., 2.000%, 11/03/20 | | | | | 13,894,824 | | | | | | 0.3 | | |
| | | 15,420,000 | | | | Microsoft Corp., 1.300%-4.200%, 11/03/18-11/03/35 | | | | | 15,168,054 | | | | | | 0.3 | | |
| | | 15,797,000 | | | | Oracle Corp., 2.950%-4.125%, 07/15/23-05/15/45 | | | | | 15,539,727 | | | | | | 0.3 | | |
| | | 4,170,000 | # | | Seagate HDD Cayman, 4.875%, 06/01/27 | | | | | 3,208,348 | | | | | | 0.1 | | | |
| | | 38,490,000 | | | | Other Securities | | | | | 37,986,894 | | | | | | 0.8 | | |
| | | | | | | | | | | | 136,437,733 | | | | | | 2.9 | | |
| | | | | | | Utilities: 1.6% | | ||||||||||||
| | | 4,390,000 | # | | Calpine Corp., 6.000%, 01/15/22 | | | | | 4,553,264 | | | | | | 0.1 | | | |
| | | 2,192,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 2,484,897 | | | | | | 0.0 | | | |
| | | 9,063,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 8,933,717 | | | | | | 0.2 | | | |
| | | 1,725,000 | # | | Electricite de France SA, 3.625%, 10/13/25 | | | | | 1,690,638 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 1,725,000 | # | | Electricite de France SA, 4.950%, 10/13/45 | | | | $ | 1,681,309 | | | | | | 0.0 | | | |
| | | 4,622,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 4,662,738 | | | | | | 0.1 | | | |
| | | 50,633,000 | | | | Other Securities | | | | | 51,230,855 | | | | | | 1.1 | | |
| | | | | | | | | | | | 75,237,418 | | | | | | 1.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,620,546,151) | | | | | 1,593,226,616 | | | | | | 33.4 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 12.1% | | ||||||||||||||||||
| | | 10,052,161 | | | | Alternative Loan Trust 2005-10CB 1A1, 0.922%, 05/25/35 | | | | | 8,224,539 | | | | | | 0.2 | | |
| | | 8,159,842 | | | | Alternative Loan Trust 2005-51 3A2A, 1.547%, 11/20/35 | | | | | 6,947,886 | | | | | | 0.1 | | |
| | | 4,471,223 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 4,172,319 | | | | | | 0.1 | | |
| | | 2,388,315 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 2,042,260 | | | | | | 0.0 | | |
| | | 3,056,333 | | | | Alternative Loan Trust 2006-18CB A11, 0.922%, 07/25/36 | | | | | 1,964,974 | | | | | | 0.0 | | |
| | | 3,833,075 | | | | Alternative Loan Trust 2007-21CB, 0.822%, 09/25/37 | | | | | 2,439,850 | | | | | | 0.1 | | |
| | | 3,851,592 | | | | Alternative Loan Trust 2007-23CB, 0.922%, 09/25/37 | | | | | 2,454,173 | | | | | | 0.1 | | |
| | | 2,500,000 | # | | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | | | | | 2,501,856 | | | | | | 0.0 | | | |
| | | 2,690,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF, 2.331%, 01/15/28 | | | | | 2,658,900 | | | | | | 0.1 | | | |
| | | 5,390,000 | # | | BAMLL Re-REMIC Trust 2015-FRR11, 1.890%, 09/27/44 | | | | | 4,981,823 | | | | | | 0.1 | | | |
| | | 3,299,394 | # | | Banc of America Re-REMIC Trust 2010-UBER5, 5.651%, 02/17/51 | | | | | 3,338,473 | | | | | | 0.1 | | | |
| | | 3,240,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.558%, 06/10/49 | | | | | 3,287,360 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,860,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 B, 5.558%, 06/10/49 | | | | $ | 4,808,373 | | | | | | 0.1 | | |
| | | 5,010,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 5.809%, 02/10/51 | | | | | 5,086,890 | | | | | | 0.1 | | |
| | | 2,190,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 5.809%, 02/10/51 | | | | | 2,195,560 | | | | | | 0.0 | | | |
| | | 5,040,243 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2004-4 G, 5.402%, 07/10/42 | | | | | 5,046,222 | | | | | | 0.1 | | | |
| | | 2,270,000 | | | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2005-6 F, 5.424%, 09/10/47 | | | | | 2,263,213 | | | | | | 0.0 | | |
| | | 2,295,251 | | | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.424%, 09/10/47 | | | | | 2,294,181 | | | | | | 0.1 | | |
| | | 2,246,000 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.762%, 03/11/41 | | | | | 2,425,438 | | | | | | 0.1 | | | |
| | | 39,850 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.762%, 03/11/41 | | | | | 39,817 | | | | | | 0.0 | | | |
| | | 1,115,540 | | | | Banc of America Mortgage 2005-J Trust 2A4, 2.947%, 11/25/35 | | | | | 1,038,180 | | | | | | 0.0 | | |
| | | 227,210 | | | | Banc of America Mortgage Securities, Inc., 2.748%, 07/25/33 | | | | | 227,910 | | | | | | 0.0 | | |
| | | 1,433,421 | | | | Banc of America Funding Corp., 2.754%-6.000%, 05/25/35-08/25/37 | | | | | 1,391,279 | | | | | | 0.0 | | |
| | | 20,280,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 1,023,290 | | | | | | 0.0 | | | |
| | | 144,859 | # | | BCAP, LLC Trust, 5.283%, 03/26/37 | | | | | 140,769 | | | | | | 0.0 | | | |
| | | 5,426,665 | | | | Bear Stearns ALT-A Trust 2005-10 22A1, 2.608%, 01/25/36 | | | | | 4,702,079 | | | | | | 0.1 | | |
| | | 5,000,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 5.911%, 06/11/41 | | | | | 5,261,604 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | $ | 1,389,222 | | | | | | 0.0 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 1,375,724 | | | | | | 0.0 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 1,338,690 | | | | | | 0.0 | | | |
| | | 3,950,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.177%, 10/12/42 | | | | | 3,945,608 | | | | | | 0.1 | | |
| | | 3,860,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 5.882%, 06/11/50 | | | | | 3,831,519 | | | | | | 0.1 | | |
| | | 7,099,576 | | | | Bear Stearns Adjustable Rate Mortgage Trust, 2.660%-3.556%, 01/25/34-07/25/36 | | | | | 6,662,479 | | | | | | 0.2 | | |
| | | 6,769,693 | | | | Bear Stearns Alternative-A Trust, 2.601%-2.760%, 05/25/35-11/25/36 | | | | | 5,420,286 | | | | | | 0.1 | | |
| | | 547,688 | | | | Bear Stearns Structured Products, Inc., 2.566%-2.693%, 01/26/36-12/26/46 | | | | | 436,454 | | | | | | 0.0 | | |
| | | 1,060,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.997%, 06/11/41 | | | | | 1,045,147 | | | | | | 0.0 | | | |
| | | 4,162,789 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 4,393,408 | | | | | | 0.1 | | | |
| | | 2,730,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 4.722%, 07/25/25 | | | | | 2,730,000 | | | | | | 0.1 | | | |
| | | 8,355,000 | # | | Citigroup Commercial Mortgage Trust 2012-GC8 D, 4.877%, 09/10/45 | | | | | 8,034,854 | | | | | | 0.2 | | | |
| | | 1,029,535 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 2.783%, 08/25/35 | | | | | 1,019,098 | | | | | | 0.0 | | |
| | | 657,624 | | | | Citimortgage Alternative Loan Trust, 6.000%, 02/25/37 | | | | | 585,080 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,805,126 | | | | Citicorp Mortgage Securities, Inc., 5.500%-6.000%, 08/25/36-01/25/37 | | | | $ | 2,878,615 | | | | | | 0.1 | | |
| | | 16,095,372 | | | | Citigroup Mortgage Loan Trust, Inc., 2.570%-5.500%, 08/25/35-09/25/37 | | | | | 15,624,835 | | | | | | 0.3 | | |
| | | 47,914,891 | ^ | | COMM 2012-CCRE5 XA Mortgage Trust, 1.837%, 12/10/45 | | | | | 3,734,606 | | | | | | 0.1 | | | |
| | | 55,761,035 | ^ | | Commercial Mortgage Pass Through Certificates, 1.413%, 03/10/47 | | | | | 4,209,211 | | | | | | 0.1 | | | |
| | | 6,884,000 | | | | Commercial Mortgage Trust 2007-GG11 AJ, 6.049%, 12/10/49 | | | | | 6,991,818 | | | | | | 0.1 | | |
| | | 83,372,254 | ^ | | Commercial Mortgage Trust, 1.402%, 08/10/46 | | | | | 5,010,306 | | | | | | 0.1 | | | |
| | | 65,166,000 | #,^ | | Commercial Mortgage Trust, 0.595%, 10/15/45 | | | | | 2,450,079 | | | | | | 0.1 | | | |
| | | 1,826,367 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.922%, 11/25/35 | | | | | 1,160,876 | | | | | | 0.0 | | |
| | | 1,368,338 | ^ | | Countrywide Alternative Loan Trust, 4.578%, 05/25/35 | | | | | 154,111 | | | | | | 0.0 | | | |
| | | 2,466,251 | # | | Countrywide Commercial Mortgage Trust 2007-MF1 A, 6.072%, 11/12/43 | | | | | 2,527,907 | | | | | | 0.1 | | | |
| | | 314,428 | # | | Countrywide Home Loan Mortgage Pass-through Trust, 0.762%, 06/25/35 | | | | | 275,849 | | | | | | 0.0 | | | |
| | | 10,907,197 | | | | Countrywide Alternative Loan Trust, 0.542%-5.500%, 12/25/35-06/25/36 | | | | | 9,779,767 | | | | | | 0.2 | | |
| | | 11,848,111 | | | | Countrywide Home Loan Mortgage Pass-through Trust, 0.622%-2.671%, 11/25/34-04/25/46 | | | | | 10,953,092 | | | | | | 0.2 | | |
| | | 3,082,975 | | | | Credit Suisse Commercial Mortgage Trust Series 2006-C4, 5.460%, 09/15/39 | | | | | 3,141,913 | | | | | | 0.1 | | |
| | | 950,000 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1 K, 5.415%, 02/25/21 | | | | | 949,335 | | | | | | 0.0 | | | |
| | | 3,270,000 | | | | Credit Suisse Commercial Mortgage Trust Series 2007-C4, 5.949%, 09/15/39 | | | | | 3,303,710 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 162,772 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | $ | 162,564 | | | | | | 0.0 | | | |
| | | 1,760,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 1,755,948 | | | | | | 0.0 | | |
| | | 450,000 | # | | DBUBS 2011-LC2 Mortgage Trust, 5.453%, 07/10/44 | | | | | 470,730 | | | | | | 0.0 | | | |
| | | 1,343,000 | # | | DBUBS 2011-LC3 Mortgage Trust, 5.465%, 08/10/44 | | | | | 1,400,889 | | | | | | 0.0 | | | |
| | | 3,865,552 | # | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1, 4.240%, 06/27/37 | | | | | 3,870,162 | | | | | | 0.1 | | | |
| | | 3,810,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.322%, 07/25/24 | | | | | 3,480,805 | | | | | | 0.1 | | |
| | | 7,150,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.322%, 11/25/24 | | | | | 7,293,073 | | | | | | 0.2 | | |
| | | 4,810,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.422%, 05/25/25 | | | | | 4,576,107 | | | | | | 0.1 | | |
| | | 4,758,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.722%, 02/25/25 | | | | | 4,617,373 | | | | | | 0.1 | | |
| | | 590,000 | | | | Fannie Mae Connecticut Avenue Securities, 5.422%, 11/25/24 | | | | | 592,021 | | | | | | 0.0 | | |
| | | 119,094,480 | ^ | | Fannie Mae Series 2011-M3 X, 0.002%, 07/25/21 | | | | | 1,410,650 | | | | | | 0.0 | | | |
| | | 22,303,564 | ^ | | First Horizon Alternative Mortgage Securities, 4.278%, 01/25/36 | | | | | 2,757,604 | | | | | | 0.1 | | | |
| | | 3,192,211 | ^ | | First Horizon Alternative Mortgage Securities, 6.278%, 12/25/36 | | | | | 857,063 | | | | | | 0.0 | | | |
| | | 17,841,405 | ^ | | Freddie Mac Series K015 X3, 2.801%, 08/25/39 | | | | | 2,361,397 | | | | | | 0.0 | | | |
| | | 3,760,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.172%, 10/25/24 | | | | | 3,778,979 | | | | | | 0.1 | | |
| | | 6,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DN1 M3, 4.572%, 01/25/25 | | | | | 5,922,479 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,180,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 4.222%, 03/25/25 | | | | $ | 4,035,618 | | | | | | 0.1 | | |
| | | 13,770,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes, 5.222%, 05/25/28 | | | | | 13,688,383 | | | | | | 0.3 | | |
| | | 650,657,404 | #,^ | | FREMF Mortgage Trust, 0.100%, 12/25/44 | | | | | 3,083,466 | | | | | | 0.1 | | | |
| | | 98,515,523 | ^ | | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.329%, 11/10/45 | | | | | 9,552,873 | | | | | | 0.2 | | | |
| | | 16,001,770 | ^ | | GS Mortgage Securities Corp. II, 1.519%, 11/10/46 | | | | | 1,036,116 | | | | | | 0.0 | | | |
| | | 21,353,512 | ^ | | GS Mortgage Securities Corp. II, 2.519%, 05/10/45 | | | | | 1,922,683 | | | | | | 0.1 | | | |
| | | 4,920,000 | | | | GS Mortgage Securities Trust 2006-GG6 D, 5.666%, 04/10/38 | | | | | 4,915,552 | | | | | | 0.1 | | |
| | | 2,290,000 | | | | GS Mortgage Securities Trust 2006-GG6, 5.666%, 04/10/38 | | | | | 2,288,192 | | | | | | 0.1 | | |
| | | 4,400,000 | # | | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | | | | | 3,990,869 | | | | | | 0.1 | | | |
| | | 7,600,000 | # | | GS Mortgage Securities Trust 2010-C2, 5.188%, 12/10/43 | | | | | 7,731,874 | | | | | | 0.1 | | | |
| | | 4,115,009 | | | | HomeBanc Mortgage Trust 2005-3 A2, 0.732%, 07/25/35 | | | | | 3,869,164 | | | | | | 0.1 | | |
| | | 3,858,252 | | | | HomeBanc Mortgage Trust 2006-2 A1, 0.602%, 12/25/36 | | | | | 3,428,735 | | | | | | 0.1 | | |
| | | 3,628,524 | | | | HomeBanc Mortgage Trust 2006-2 A2, 0.642%, 12/25/36 | | | | | 3,233,675 | | | | | | 0.0 | | |
| | | 11,207,588 | | | | Homebanc Mortgage Trust, 0.662%, 07/25/35 | | | | | 10,489,722 | | | | | | 0.2 | | |
| | | 716,762 | | | | Homebanc Mortgage Trust, 1.282%, 08/25/29 | | | | | 675,971 | | | | | | 0.0 | | |
| | | 23,450,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.356%, 12/15/47 | | | | | 498,141 | | | | | | 0.0 | | | |
| | | 1,290,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.587%, 05/15/41 | | | | | 1,326,441 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 90,536,984 | ^ | | JP Morgan Chase Commercial Mortgage Securities Corp., 0.600%, 01/15/46 | | | | $ | 1,548,762 | | | | | | 0.0 | | | |
| | | 4,240,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CIBC6, 5.379%, 07/12/37 | | | | | 4,189,909 | | | | | | 0.1 | | | |
| | | 2,165,350 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.482%, 10/15/37 | | | | | 2,163,429 | | | | | | 0.1 | | | |
| | | 3,829,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.366%, 06/12/41 | | | | | 3,723,838 | | | | | | 0.1 | | |
| | | 1,000,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1 G, 5.763%, 03/15/46 | | | | | 992,130 | | | | | | 0.0 | | | |
| | | 1,250,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.549%, 05/15/45 | | | | | 1,250,039 | | | | | | 0.0 | | |
| | | 41,336,764 | ^ | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.746%, 06/15/45 | | | | | 2,602,133 | | | | | | 0.1 | | | |
| | | 5,468,365 | | | | JP Morgan Mortgage Trust 2005-S3, 6.000%, 01/25/36 | | | | | 4,683,015 | | | | | | 0.1 | | |
| | | 55,082 | | | | JP Morgan Mortgage Trust, 5.750%, 01/25/36 | | | | | 48,450 | | | | | | 0.0 | | |
| | | 2,770,274 | ^ | | JPMBB Commercial Mortgage Securities Trust 2015-C28, 1.205%, 10/15/48 | | | | | 191,756 | | | | | | 0.0 | | | |
| | | 5,805,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%-5.097%, 01/12/37 | | | | | 5,773,806 | | | | | | 0.1 | | |
| | | 390,874 | | | | JPMorgan Mortgage Trust, 2.710%-2.726%, 02/25/ 35-07/25/35 | | | | | 397,843 | | | | | | 0.0 | | |
| | | 38,805,818 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | | | | | 286,461 | | | | | | 0.0 | | | |
| | | 1,310,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.284%, 02/15/40 | | | | | 1,301,754 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,290,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | | | | $ | 4,568,431 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3, 5.013%, 07/15/40 | | | | | 962,564 | | | | | | 0.0 | | |
| | | 2,600,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 2,597,099 | | | | | | 0.1 | | | |
| | | 2,460,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 AJ, 5.840%, 06/15/38 | | | | | 2,500,970 | | | | | | 0.1 | | |
| | | 2,100,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 D, 5.840%, 06/15/38 | | | | | 2,123,780 | | | | | | 0.0 | | |
| | | 5,977,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 5.840%, 06/15/38 | | | | | 5,954,498 | | | | | | 0.1 | | |
| | | 525,913 | | | | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | | | | | 553,994 | | | | | | 0.0 | | |
| | | 29,357,865 | #,^ | | LB-UBS Commercial Mortgage Trust, 0.652%, 11/15/38 | | | | | 144,737 | | | | | | 0.0 | | | |
| | | 153,382,200 | #,^ | | LB-UBS Commercial Mortgage Trust, 0.652%, 11/15/38 | | | | | 717,430 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | LB-UBS Commercial Mortgage Trust, 4.913%, 10/15/36 | | | | | 1,528,415 | | | | | | 0.0 | | | |
| | | 3,390,000 | # | | LB-UBS Commercial Mortgage Trust, 5.066%, 10/15/36 | | | | | 3,504,566 | | | | | | 0.1 | | | |
| | | 4,830,000 | # | | LB-UBS Commercial Mortgage Trust, 5.990%, 09/15/39 | | | | | 4,914,694 | | | | | | 0.1 | | | |
| | | 4,730,000 | # | | LB-UBS Commercial Mortgage Trust, 5.990%, 09/15/39 | | | | | 4,815,448 | | | | | | 0.1 | | | |
| | | 2,802,360 | # | | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | | | | | 2,786,058 | | | | | | 0.1 | | | |
| | | 3,930,000 | # | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5, 4.688%, 08/15/45 | | | | | 3,802,072 | | | | | | 0.1 | | | |
| | | 2,900,000 | | | | Morgan Stanley Capital I Trust 2007-HQ12 C, 5.723%, 04/12/49 | | | | | 2,893,415 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,220,000 | # | | Morgan Stanley Capital I Trust 2008-TOP29, 6.268%, 01/11/43 | | | | $ | 1,249,250 | | | | | | 0.0 | | | |
| | | 3,505,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.438%, 09/15/47 | | | | | 3,700,082 | | | | | | 0.1 | | | |
| | | 3,325,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.438%, 09/15/47 | | | | | 3,429,627 | | | | | | 0.1 | | | |
| | | 718,400 | # | | Morgan Stanley Capital I, Inc., 5.910%, 11/15/31 | | | | | 723,005 | | | | | | 0.0 | | | |
| | | 1,160,000 | # | | Morgan Stanley Dean Witter Capital I, 7.491%, 07/15/33 | | | | | 1,278,245 | | | | | | 0.0 | | | |
| | | 2,200,711 | | | | Morgan Stanley Mortgage Loan Trust 2006-3AR 2A1, 2.862%, 03/25/36 | | | | | 1,796,714 | | | | | | 0.0 | | |
| | | 4,740,000 | # | | Morgan Stanley Re-REMIC Trust, 0.250%, 07/27/49 | | | | | 4,305,342 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Morgan Stanley Capital I Trust 2005-TOP19, 5.772%, 06/12/47 | | | | | 1,005,102 | | | | | | 0.0 | | | |
| | | 35,586 | # | | Nomura Asset Acceptance Corp., 7.000%, 02/19/30 | | | | | 35,123 | | | | | | 0.0 | | | |
| | | 1,574,735 | # | | N-Star Real Estate CDO Ltd. 2013-1A A, 2.272%, 08/25/29 | | | | | 1,574,262 | | | | | | 0.0 | | | |
| | | 2,539,379 | # | | RBSSP Resecuritization Trust, 0.471%, 02/26/37 | | | | | 2,401,707 | | | | | | 0.0 | | | |
| | | 33,315,267 | #,^ | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.089%, 08/10/49 | | | | | 3,080,150 | | | | | | 0.1 | | | |
| | | 5,390,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2005-C22, 5.565%, 12/15/44 | | | | | 5,375,119 | | | | | | 0.1 | | |
| | | 2,640,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C23, 5.625%, 01/15/45 | | | | | 2,633,969 | | | | | | 0.1 | | |
| | | 5,102,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 D, 5.767%, 05/15/43 | | | | | 5,100,975 | | | | | | 0.1 | | |
| | | 12,452,000 | | | | Wachovia Bank Commercial Mortgage Trust Series, 5.767%, 05/15/43 | | | | | 12,510,793 | | | | | | 0.3 | | |
| | | 8,540,000 | | | | Wachovia Bank Commercial Mortgage Trust Series, 5.952%, 02/15/51 | | | | | 8,551,585 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,250,000 | | | | Wachovia Bank Commercial Mortgage Trust, 5.413%, 12/15/43 | | | | $ | 2,256,292 | | | | | | 0.0 | | |
| | | 562,502 | | | | WaMu Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35 | | | | | 528,283 | | | | | | 0.0 | | |
| | | 1,614,987 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.431%, 10/25/36 | | | | | 1,455,656 | | | | | | 0.0 | | |
| | | 2,803,264 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust, 2.258%, 12/25/36 | | | | | 2,421,711 | | | | | | 0.1 | | |
| | | 6,106,281 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.397%, 08/25/46 | | | | | 5,272,121 | | | | | | 0.1 | | |
| | | 6,860,466 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 1.972%, 04/25/37 | | | | | 5,852,058 | | | | | | 0.1 | | |
| | | 4,185,479 | | | | WaMu Mortgage Pass-Through Certificates, 2.224%, 07/25/37 | | | | | 3,589,282 | | | | | | 0.1 | | |
| | | 5,347,427 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 4,791,376 | | | | | | 0.1 | | |
| | | 5,070,089 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 0.522%, 12/25/36 | | | | | 3,381,049 | | | | | | 0.1 | | |
| | | 6,516,162 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.217%, 08/25/46 | | | | | 4,427,273 | | | | | | 0.1 | | |
| | | 1,835,981 | | | | WaMu Mortgage Pass Through Certificates, 1.657%-1.867%, 10/25/36-06/25/42 | | | | | 1,555,052 | | | | | | 0.0 | | |
| | | 2,436,775 | | | | Washington Mutual Mortgage Pass-through Certificates, 1.062%-4.294%, 02/27/34-08/25/46 | | | | | 2,235,811 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||||||||
| | | 4,569,592 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.852%, 06/25/37 | | | | $ | 3,329,216 | | | | | | 0.1 | | | |||
| | | 2,428,584 | | | | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust 1A6, 2.736%, 09/25/35 | | | | | 2,320,965 | | | | | | 0.1 | | | |||
| | | 1,090,496 | | | | Wells Fargo Mortgage Backed Securities 2006-AR10 Trust, 2.710%, 07/25/36 | | | | | 1,066,897 | | | | | | 0.0 | | | |||
| | | 2,254,426 | | | | Wells Fargo Mortgage Backed Securities 2006-AR6 Trust 3A1, 2.801%, 03/25/36 | | | | | 2,198,053 | | | | | | 0.0 | | | |||
| | | 2,630,888 | | | | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.792%, 07/25/37 | | | | | 2,254,907 | | | | | | 0.1 | | | |||
| | | 2,757,798 | #,^ | | Wells Fargo Mortgage Backed Securities Trust, 1.524%, 06/15/45 | | | | | 199,040 | | | | | | 0.0 | | | ||||
| | | 5,674,772 | | | | Wells Fargo Mortgage Backed Securities Trust, 2.741%-5.788%, 05/25/ 35-04/25/36 | | | | | 5,499,960 | | | | | | 0.1 | | | |||
| | | 523,616 | | | | Wells Fargo Mortgage-Backed Securities Trust, 2.736%-2.823%, 10/25/33-01/25/35 | | | | | 532,511 | | | | | | 0.0 | | | |||
| | | 84,449,034 | | | | Other Securities | | | | | 69,923,261 | | | | | | 1.5 | | | |||
| | | | | | | Total Collateralized Mortgage Obligations (Cost $571,523,768) | | | | | 576,751,456 | | | | | | 12.1 | | | |||
| MUNICIPAL BONDS: 0.1% | | |||||||||||||||||||||
| | | | | | | California: 0.1% | | |||||||||||||||
| | | 2,800,000 | | | | Other Securities | | | | | 3,629,086 | | | | | | 0.1 | | | |||
| | | | | | | Total Municipal Bonds (Cost $2,810,473) | | | | | 3,629,086 | | | | | | 0.1 | | | |||
| FOREIGN GOVERNMENT BONDS: 0.2% | | |||||||||||||||||||||
| | | 300,000 | # | | Banco Nacional de Desenvolvimento Economico e Social, 3.375%, 09/26/16 | | | | | 297,750 | | | | | | 0.0 | | | ||||
| | | 7,526,000 | | | | Other Securities | | | | | 7,549,208 | | | | | | 0.2 | | | |||
| | | | | | | Total Foreign Government Bonds (Cost $7,854,687) | | | | | 7,846,958 | | | | | | 0.2 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: 6.4% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 4.1% | | ||||||||||||
| | | 47,661,000 | | | | 2.250%, due 11/15/25 | | | | $ | 47,559,005 | | | | | | 1.0 | | |
| | | 152,582,000 | | | | 2.875%, due 08/15/45 | | | | | 147,938,930 | | | | | | 3.1 | | |
| | | 231,000 | | | | Other Securities | | | | | 206,899 | | | | | | 0.0 | | |
| | | | | | | | | | | | 195,704,834 | | | | | | 4.1 | | |
| | | | | | | U.S. Treasury Notes: 2.3% | | ||||||||||||
| | | 31,050,100 | L | | 0.875%, due 11/30/17 | | | | | 30,965,675 | | | | | | 0.6 | | | |
| | | 25,564,000 | | | | 1.250%, due 12/15/18 | | | | | 25,515,019 | | | | | | 0.5 | | |
| | | 21,981,000 | | | | 1.750%, due 12/31/20 | | | | | 21,967,614 | | | | | | 0.5 | | |
| | | 33,757,000 | | | | 2.000%, due 11/30/22 | | | | | 33,576,738 | | | | | | 0.7 | | |
| | | | | | | | | | | | 112,025,046 | | | | | | 2.3 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $307,785,583) | | | | | 307,729,880 | | | | | | 6.4 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 32.6% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 13.2%## | | ||||||||||||
| | | 16,303,000 | W | | 0.010%, due 12/15/42 | | | | | 16,277,344 | | | | | | 0.3 | | | |
| | | 41,700,000 | W | | 2.500%, due 02/01/31 | | | | | 41,991,845 | | | | | | 0.9 | | | |
| | | 52,900,744 | | | | 3.000%, due 09/01/45 | | | | | 52,873,039 | | | | | | 1.1 | | |
| | | 129,247,000 | W | | 3.500%, due 07/15/41 | | | | | 133,054,982 | | | | | | 2.8 | | | |
| | | 28,038,008 | | | | 3.500%, due 01/01/45 | | | | | 28,894,252 | | | | | | 0.6 | | |
| | | 5,000,000 | ^ | | 4.000%, due 11/15/38 | | | | | 1,134,826 | | | | | | 0.0 | | | |
| | | 1,769,118 | ^ | | 4.000%, due 04/15/43 | | | | | 319,212 | | | | | | 0.0 | | | |
| | | 25,578,137 | | | | 4.000%, due 09/01/45 | | | | | 27,053,869 | | | | | | 0.6 | | |
| | | 12,580,661 | | | | 4.000%, due 09/01/45 | | | | | 13,316,218 | | | | | | 0.3 | | |
| | | 23,592,266 | | | | 4.000%, due 10/01/45 | | | | | 24,953,442 | | | | | | 0.5 | | |
| | | 5,821,311 | ^ | | 4.500%, due 12/15/40 | | | | | 920,164 | | | | | | 0.0 | | | |
| | | 22,615,886 | | | | 4.500%, due 04/15/41 | | | | | 25,849,573 | | | | | | 0.6 | | |
| | | 6,402,224 | ^ | | 4.500%, due 08/15/42 | | | | | 1,045,587 | | | | | | 0.0 | | | |
| | | 2,913,457 | ^ | | 5.000%, due 02/15/40 | | | | | 557,000 | | | | | | 0.0 | | | |
| | | 3,788,434 | ^ | | 5.000%, due 12/15/43 | | | | | 717,776 | | | | | | 0.0 | | | |
| | | 741,977 | ^ | | 5.142%, due 03/15/33 | | | | | 813,301 | | | | | | 0.0 | | | |
| | | 2,708,170 | ^ | | 5.500%, due 12/15/18 | | | | | 116,804 | | | | | | 0.0 | | | |
| | | 19,858,413 | ^ | | 5.620%, due 08/15/43 | | | | | 4,348,029 | | | | | | 0.1 | | | |
| | | 3,535,921 | ^ | | 5.670%, due 05/15/36 | | | | | 314,988 | | | | | | 0.0 | | | |
| | | 5,126,356 | ^ | | 5.720%, due 07/15/40 | | | | | 734,137 | | | | | | 0.0 | | | |
| | | 25,385,491 | ^ | | 5.720%, due 01/15/41 | | | | | 3,895,873 | | | | | | 0.1 | | | |
| | | 11,924,043 | ^ | | 5.770%, due 09/15/44 | | | | | 2,318,535 | | | | | | 0.1 | | | |
| | | 36,075,201 | ^ | | 5.820%, due 03/15/44 | | | | | 5,620,592 | | | | | | 0.1 | | | |
| | | 23,649,447 | ^ | | 5.820%, due 03/15/44 | | | | | 3,730,875 | | | | | | 0.1 | | | |
| | | 15,028,646 | ^ | | 5.870%, due 07/15/39 | | | | | 2,159,666 | | | | | | 0.1 | | | |
| | | 15,799,311 | ^ | | 5.870%, due 10/15/39 | | | | | 2,515,854 | | | | | | 0.1 | | | |
| | | 872,560 | ^ | | 6.000%, due 04/15/33 | | | | | 226,071 | | | | | | 0.0 | | | |
| | | 3,207,710 | ^ | | 6.155%, due 06/15/36 | | | | | 498,113 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
| | | 11,749,258 | ^ | | 6.220%, due 05/15/41 | | | | $ | 2,404,320 | | | | | | 0.1 | | | |
| | | 27,634,617 | ^ | | 6.220%, due 11/15/41 | | | | | 6,203,156 | | | | | | 0.1 | | | |
| | | 3,918,704 | ^ | | 6.270%, due 09/15/33 | | | | | 704,567 | | | | | | 0.0 | | | |
| | | 9,104,244 | ^ | | 6.270%, due 03/15/35 | | | | | 1,188,868 | | | | | | 0.0 | | | |
| | | 5,651,805 | ^ | | 6.270%, due 12/15/39 | | | | | 632,105 | | | | | | 0.0 | | | |
| | | 15,185,331 | ^ | | 6.270%, due 01/15/40 | | | | | 2,263,134 | | | | | | 0.1 | | | |
| | | 21,058,127 | ^ | | 6.270%, due 09/15/42 | | | | | 4,568,371 | | | | | | 0.1 | | | |
| | | 13,825,730 | ^ | | 6.370%, due 11/15/25 | | | | | 1,773,533 | | | | | | 0.0 | | | |
| | | 12,019,335 | ^ | | 6.370%, due 04/15/40 | | | | | 2,002,057 | | | | | | 0.0 | | | |
| | | 12,982,814 | ^ | | 6.400%, due 10/15/35 | | | | | 2,462,270 | | | | | | 0.1 | | | |
| | | 2,705,319 | ^ | | 23.355%, due 01/15/36 | | | | | 1,448,821 | | | | | | 0.0 | | | |
| | | 193,221,860 | | | | 0.681%-18.869%, due 10/01/17-09/01/45 | | | | | 205,760,340 | | | | | | 4.3 | | |
| | | | | | | | | | | | 627,663,509 | | | | | | 13.2 | | |
| | | | | | | Federal National Mortgage Association: 12.4%## | | ||||||||||||
| | | 19,103,000 | W | | 2.500%, due 01/15/28 | | | | | 19,255,504 | | | | | | 0.4 | | | |
| | | 8,777,995 | ^ | | 3.000%, due 10/25/32 | | | | | 976,323 | | | | | | 0.0 | | | |
| | | 12,492,000 | W | | 3.000%, due 09/25/42 | | | | | 12,493,089 | | | | | | 0.3 | | | |
| | | 21,546,926 | | | | 3.000%, due 07/01/43 | | | | | 21,598,580 | | | | | | 0.5 | | |
| | | 16,237,925 | | | | 3.000%, due 04/01/45 | | | | | 16,265,634 | | | | | | 0.3 | | |
| | | 19,058,000 | W | | 3.500%, due 06/25/42 | | | | | 19,664,070 | | | | | | 0.4 | | | |
| | | 718,427 | ^ | | 3.500%, due 08/25/43 | | | | | 133,345 | | | | | | 0.0 | | | |
| | | 719,780 | ^ | | 4.000%, due 11/01/18 | | | | | 28,347 | | | | | | 0.0 | | | |
| | | 20,540,037 | | | | 4.000%, due 12/01/39 | | | | | 21,752,026 | | | | | | 0.5 | | |
| | | 28,863,000 | W | | 4.000%, due 08/25/40 | | | | | 30,544,271 | | | | | | 0.6 | | | |
| | | 7,533,521 | ^ | | 4.000%, due 09/25/41 | | | | | 1,003,206 | | | | | | 0.0 | | | |
| | | 1,040,544 | ^ | | 4.000%, due 08/25/43 | | | | | 205,141 | | | | | | 0.0 | | | |
| | | 24,388,210 | | | | 4.000%, due 07/01/45 | | | | | 25,872,045 | | | | | | 0.6 | | |
| | | 1,838,849 | ^ | | 5.000%, due 05/25/18 | | | | | 67,059 | | | | | | 0.0 | | | |
| | | 23,145,468 | ^ | | 5.000%, due 01/25/41 | | | | | 2,983,252 | | | | | | 0.1 | | | |
| | | 8,208,625 | ^ | | 5.000%, due 04/25/42 | | | | | 1,654,406 | | | | | | 0.0 | | | |
| | | 9,745,927 | | | | 5.500%, due 06/01/38 | | | | | 10,890,919 | | | | | | 0.2 | | |
| | | 7,759,286 | ^ | | 5.500%, due 11/25/40 | | | | | 1,630,752 | | | | | | 0.0 | | | |
| | | 25,583,179 | ^ | | 5.648%, due 11/25/40 | | | | | 3,503,586 | | | | | | 0.1 | | | |
| | | 23,700,744 | ^ | | 5.678%, due 10/25/42 | | | | | 4,736,757 | | | | | | 0.1 | | | |
| | | 29,651,527 | ^ | | 5.678%, due 12/25/42 | | | | | 5,755,341 | | | | | | 0.1 | | | |
| | | 618,899 | ^ | | 5.728%, due 03/25/42 | | | | | 99,249 | | | | | | 0.0 | | | |
| | | 15,508,198 | ^ | | 5.728%, due 11/25/42 | | | | | 3,489,737 | | | | | | 0.1 | | | |
| | | 14,501,205 | ^ | | 5.728%, due 02/25/43 | | | | | 3,461,031 | | | | | | 0.1 | | | |
| | | 18,851,417 | ^ | | 5.778%, due 06/25/33 | | | | | 3,924,075 | | | | | | 0.1 | | | |
| | | 10,693,436 | ^ | | 5.998%, due 06/25/40 | | | | | 1,821,578 | | | | | | 0.0 | | | |
| | | 1,585,959 | ^ | | 6.000%, due 08/25/33 | | | | | 404,416 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | 5,326,556 | ^ | | 6.028%, due 02/25/42 | | | | $ | 813,465 | | | | | | 0.0 | | | |
| | | 4,731,030 | ^ | | 6.178%, due 09/25/40 | | | | | 928,465 | | | | | | 0.0 | | | |
| | | 6,397,429 | ^ | | 6.178%, due 10/25/40 | | | | | 1,138,131 | | | | | | 0.0 | | | |
| | | 12,478,061 | ^ | | 6.198%, due 06/25/40 | | | | | 1,995,112 | | | | | | 0.0 | | | |
| | | 11,845,660 | ^ | | 6.258%, due 10/25/35 | | | | | 2,156,313 | | | | | | 0.1 | | | |
| | | 1,750,205 | ^ | | 6.278%, due 08/25/26 | | | | | 236,793 | | | | | | 0.0 | | | |
| | | 6,483,137 | ^ | | 6.318%, due 01/25/37 | | | | | 1,357,330 | | | | | | 0.0 | | | |
| | | 15,357,129 | ^ | | 6.328%, due 10/25/35 | | | | | 2,719,331 | | | | | | 0.1 | | | |
| | | 338,870,646 | | | | 0.397%-31.342%, due 06/01/16-11/01/45 | | | | | 365,007,702 | | | | | | 7.7 | | |
| | | | | | | | | | | | 590,566,381 | | | | | | 12.4 | | |
| | | | | | | Government National Mortgage Association: 7.0% | | ||||||||||||
| | | 44,720,000 | W | | 3.000%, due 01/15/43 | | | | | 45,329,669 | | | | | | 1.0 | | | |
| | | 139,737,000 | W | | 3.500%, due 11/20/41 | | | | | 145,337,400 | | | | | | 3.1 | | | |
| | | 10,167,023 | ^ | | 4.000%, due 08/16/26 | | | | | 1,215,200 | | | | | | 0.0 | | | |
| | | 9,939,455 | | | | 4.000%, due 10/20/45 | | | | | 10,575,365 | | | | | | 0.2 | | |
| | | 5,392,942 | ^ | | 4.500%, due 12/20/37 | | | | | 300,210 | | | | | | 0.0 | | | |
| | | 3,869,963 | ^ | | 4.500%, due 05/20/40 | | | | | 487,888 | | | | | | 0.0 | | | |
| | | 2,804,770 | ^ | | 5.000%, due 11/20/39 | | | | | 450,121 | | | | | | 0.0 | | | |
| | | 10,472,849 | ^ | | 5.000%, due 01/20/40 | | | | | 2,646,102 | | | | | | 0.1 | | | |
| | | 6,756,118 | ^ | | 5.000%, due 03/20/40 | | | | | 1,101,501 | | | | | | 0.0 | | | |
| | | 3,373,463 | ^ | | 5.000%, due 10/20/40 | | | | | 470,159 | | | | | | 0.0 | | | |
| | | 9,927,315 | ^ | | 5.198%, due 06/20/44 | | | | | 1,905,374 | | | | | | 0.0 | | | |
| | | 21,983,149 | ^ | | 5.256%, due 04/16/44 | | | | | 3,369,713 | | | | | | 0.1 | | | |
| | | 6,451,429 | ^ | | 5.448%, due 06/20/40 | | | | | 993,551 | | | | | | 0.0 | | | |
| | | 28,878,512 | ^ | | 5.500%, due 11/20/43 | | | | | 6,076,019 | | | | | | 0.1 | | | |
| | | 27,501,313 | ^ | | 5.500%, due 12/16/43 | | | | | 5,617,572 | | | | | | 0.1 | | | |
| | | 23,833,083 | ^ | | 5.648%, due 07/20/39 | | | | | 3,771,955 | | | | | | 0.1 | | | |
| | | 28,321,556 | ^ | | 5.756%, due 05/16/40 | | | | | 4,061,895 | | | | | | 0.1 | | | |
| | | 23,704,568 | ^ | | 5.798%, due 05/20/37 | | | | | 4,014,769 | | | | | | 0.1 | | | |
| | | 4,191,208 | ^ | | 5.798%, due 06/20/38 | | | | | 388,763 | | | | | | 0.0 | | | |
| | | 8,382,283 | ^ | | 5.798%, due 04/20/39 | | | | | 1,432,492 | | | | | | 0.0 | | | |
| | | 28,517,830 | ^ | | 5.856%, due 12/16/39 | | | | | 4,175,766 | | | | | | 0.1 | | | |
| | | 29,431,942 | ^ | | 5.856%, due 04/16/44 | | | | | 4,689,115 | | | | | | 0.1 | | | |
| | | 4,769,989 | ^ | | 5.898%, due 05/20/39 | | | | | 467,391 | | | | | | 0.0 | | | |
| | | 3,963,407 | ^ | | 5.998%, due 04/20/38 | | | | | 653,569 | | | | | | 0.0 | | | |
| | | 26,263,798 | ^ | | 6.000%, due 05/16/44 | | | | | 7,091,225 | | | | | | 0.2 | | | |
| | | 3,069,042 | ^ | | 6.156%, due 05/16/38 | | | | | 553,839 | | | | | | 0.0 | | | |
| | | 8,907,619 | ^ | | 6.156%, due 01/16/39 | | | | | 1,457,568 | | | | | | 0.0 | | | |
| | | 12,903,442 | ^ | | 6.218%, due 08/20/40 | | | | | 2,740,113 | | | | | | 0.1 | | | |
| | | 12,302,664 | ^ | | 6.268%, due 06/20/41 | | | | | 2,317,304 | | | | | | 0.0 | | | |
| | | 5,456,266 | ^ | | 6.306%, due 09/16/40 | | | | | 1,013,434 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| | | 2,320,438 | ^ | | 6.426%, due 02/16/35 | | | | $ | 420,148 | | | | | | 0.0 | | | |
| | | 3,683,395 | ^ | | 6.598%, due 04/20/36 | | | | | 254,431 | | | | | | 0.0 | | | |
| | | 64,429,806 | | | | 0.745%-24.037%, due 03/16/32-10/20/60 | | | | | 69,940,376 | | | | | | 1.5 | | |
| | | | | | | | | | | | 335,319,997 | | | | | | 7.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $1,532,447,023) | | | | | 1,553,549,887 | | | | | | 32.6 | | |
| ASSET-BACKED SECURITIES: 8.1% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 1.4% | | ||||||||||||
| | | 2,680,000 | | | | AmeriCredit Automobile Receivables Trust 2012-5, 2.350%, 12/10/18 | | | | | 2,693,214 | | | | | | 0.1 | | |
| | | 4,855,000 | | | | AmeriCredit Automobile Receivables Trust 2013-1, 2.090%, 02/08/19 | | | | | 4,855,414 | | | | | | 0.1 | | |
| | | 4,270,000 | | | | AmeriCredit Automobile Receivables Trust 2013-4, 3.310%, 10/08/19 | | | | | 4,341,909 | | | | | | 0.1 | | |
| | | 5,470,000 | | | | AmeriCredit Automobile Receivables Trust 2013-5, 2.860%, 12/08/19 | | | | | 5,505,312 | | | | | | 0.1 | | |
| | | 2,570,000 | # | | MMCA Automobile Trust, 1.920%, 12/16/19 | | | | | 2,559,600 | | | | | | 0.1 | | | |
| | | 2,360,000 | # | | MMCA Automobile Trust, 2.260%, 10/15/20 | | | | | 2,343,587 | | | | | | 0.0 | | | |
| | | 3,135,000 | | | | Santander Drive Auto Receivables Trust 2013-2, 2.570%, 03/15/19 | | | | | 3,156,362 | | | | | | 0.1 | | |
| | | 2,775,000 | | | | Santander Drive Auto Receivables Trust 2013-4, 3.920%, 01/15/20 | | | | | 2,839,946 | | | | | | 0.0 | | |
| | | 10,500,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | | | | | 10,688,138 | | | | | | 0.2 | | | |
| | | 7,030,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | | | | | 7,192,550 | | | | | | 0.2 | | | |
| | | 6,130,000 | | | | Santander Drive Auto Receivables Trust 2014-3, 2.650%, 08/17/20 | | | | | 6,103,321 | | | | | | 0.1 | | |
| | | 1,850,000 | # | | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | | | | | 1,850,336 | | | | | | 0.0 | | | |
| | | 14,020,000 | | | | Other Securities | | | | | 13,945,128 | | | | | | 0.3 | | |
| | | | | | | | | | | | 68,074,817 | | | | | | 1.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Home Equity Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2, 1.337%, 03/25/35 | | | | $ | 2,086,870 | | | | | | 0.0 | | |
| | | 13,785,395 | | | | Other Securities | | | | | 12,730,872 | | | | | | 0.3 | | |
| | | | | | | | | | | | 14,817,742 | | | | | | 0.3 | | |
| | | | | | | Other Asset-Backed Securities: 6.4% | | ||||||||||||
| | | 3,000,000 | # | | 1776 CLO Ltd. 2006-1A D, 2.094%, 05/08/20 | | | | | 2,674,446 | | | | | | 0.1 | | | |
| | | 2,300,000 | # | | American Homes 4 Rent 2015-SFR1 E, 5.639%, 04/17/45 | | | | | 2,239,588 | | | | | | 0.1 | | | |
| | | 2,590,613 | #,^ | | American Homes 4 Rent 2015-SFR1 XS, 04/17/52 | | | | | — | | | | | | — | | | |
| | | 2,000,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/15 | | | | | 1,960,144 | | | | | | 0.0 | | | |
| | | 2,200,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class D, 5.036%, 10/17/25 | | | | | 2,182,358 | | | | | | 0.0 | | | |
| | | 12,785,000 | #,^ | | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 2,500,000 | # | | Apidos Cinco CDO Ltd., 2.559%, 05/14/20 | | | | | 2,476,160 | | | | | | 0.1 | | | |
| | | 3,500,000 | # | | ARES XII CLO Ltd., 1.571%, 10/11/21 | | | | | 3,327,688 | | | | | | 0.1 | | | |
| | | 3,150,000 | # | | ARES XII CLO Ltd., 2.393%, 11/25/20 | | | | | 3,092,868 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | ARES XII CLO Ltd., 3.643%, 11/25/20 | | | | | 1,499,760 | | | | | | 0.0 | | | |
| | | 6,750,000 | # | | Atrium V, 1.060%, 07/20/20 | | | | | 6,531,800 | | | | | | 0.2 | | | |
| | | 1,750,000 | # | | Atrium V, 4.070%, 07/20/20 | | | | | 1,692,192 | | | | | | 0.0 | | | |
| | | 1,719,451 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 1,708,790 | | | | | | 0.0 | | | |
| | | 243,927 | # | | Black Diamond CLO 2005-1A C, 1.340%, 06/20/17 | | | | | 243,230 | | | | | | 0.0 | | | |
| | | 10,000,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.216%, 03/17/21 | | | | | 9,641,810 | | | | | | 0.2 | | | |
| | | 9,264,042 | # | | Callidus Debt Partners CLO Fund VI Ltd. 6A A1T, 0.576%, 10/23/21 | | | | | 9,073,526 | | | | | | 0.2 | | | |
| | | 1,750,000 | # | | Callidus Debt Partners CLO Fund VI Ltd., 3.316%, 10/23/21 | | | | | 1,694,429 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 3,000,000 | # | | Canaras Summit CLO Ltd., 1.050%, 06/19/21 | | | | $ | 2,902,521 | | | | | | 0.1 | | | |
| | | 7,000,000 | # | | Canaras Summit CLO Ltd., 1.370%, 06/19/21 | | | | | 6,679,505 | | | | | | 0.1 | | | |
| | | 4,250,000 | # | | Carlyle High Yield Partners IX Ltd., 0.902%, 08/01/21 | | | | | 4,059,107 | | | | | | 0.1 | | | |
| | | 10,400,000 | # | | CIFC Funding 2006-II Ltd., 2.014%, 03/01/21 | | | | | 10,197,366 | | | | | | 0.2 | | | |
| | | 5,344,486 | # | | CIFC Funding 2006-II Ltd., 4.414%, 03/01/21 | | | | | 5,231,082 | | | | | | 0.1 | | | |
| | | 4,200,000 | # | | CIFC Funding Ltd, 1.512%, 08/14/24 | | | | | 4,195,191 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | Clydesdale CLO 2006 Ltd, 1.042%, 12/19/18 | | | | | 2,897,412 | | | | | | 0.1 | | | |
| | | 8,450,000 | # | | ColumbusNova CLO IV Ltd. 2007-2A C, 2.571%, 10/15/21 | | | | | 8,334,497 | | | | | | 0.2 | | | |
| | | 6,500,000 | # | | Cornerstone CLO Ltd., 2.721%, 07/15/21 | | | | | 6,280,618 | | | | | | 0.1 | | | |
| | | 1,423,451 | # | | Denali Capital CLO VI Ltd., 2.017%, 04/21/20 | | | | | 1,421,231 | | | | | | 0.0 | | | |
| | | 4,367,393 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 4,374,484 | | | | | | 0.1 | | | |
| | | 4,900,000 | # | | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | | | | | 4,765,827 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Flagship CLO V, 0.920%, 09/20/19 | | | | | 975,403 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Flagship CLO V, 1.270%, 09/20/19 | | | | | 1,451,377 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Flagship CLO V, 2.120%, 09/20/19 | | | | | 1,442,118 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Fraser Sullivan CLO II Ltd. 2006-2A E, 4.070%, 12/20/20 | | | | | 1,471,114 | | | | | | 0.0 | | | |
| | | 2,265,740 | # | | Fraser Sullivan CLO II Ltd., 0.970%, 12/20/20 | | | | | 2,253,920 | | | | | | 0.1 | | | |
| | | 6,500,000 | # | | Fraser Sullivan CLO II Ltd., 1.290%, 12/20/20 | | | | | 6,395,070 | | | | | | 0.1 | | | |
| | | 3,250,000 | # | | Fraser Sullivan CLO II Ltd., 2.070%, 12/20/20 | | | | | 3,163,365 | | | | | | 0.1 | | | |
| | | 1,600,000 | # | | Gale Force 3 CLO Ltd. 2007-3A D, 1.715%, 04/19/21 | | | | | 1,509,717 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,875,000 | # | | GoldenTree Loan Opportunities III Ltd., 1.579%, 05/01/22 | | | | $ | 2,761,935 | | | | | | 0.0 | | | |
| | | 4,125,000 | # | | GoldenTree Loan Opportunities V Ltd., 3.565%, 10/18/21 | | | | | 4,095,279 | | | | | | 0.1 | | | |
| | | 2,150,000 | # | | GSC Group CDO Fund VIII Ltd, 1.065%, 04/17/21 | | | | | 2,134,552 | | | | | | 0.0 | | | |
| | | 5,000,000 | # | | Gulf Stream - Compass CLO 2007-1A B Ltd., 1.223%, 10/28/19 | | | | | 4,938,305 | | | | | | 0.1 | | | |
| | | 5,050,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.773%, 10/28/19 | | | | | 5,051,197 | | | | | | 0.1 | | | |
| | | 3,825,000 | # | | Gulf Stream - Compass CLO, 2.323%, 10/28/19 | | | | | 3,824,227 | | | | | | 0.1 | | | |
| | | 1,900,000 | # | | Gulf Stream-Rashinban CLO 2006-1A C Ltd., 1.087%, 11/26/20 | | | | | 1,858,783 | | | | | | 0.0 | | | |
| | | 6,811,059 | # | | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | | | | | 6,742,948 | | | | | | 0.1 | | | |
| | | 6,821,406 | # | | HERO Funding Trust 2015-3, 4.280%, 09/20/41 | | | | | 6,843,787 | | | | | | 0.2 | | | |
| | | 1,579,465 | # | | Hillmark Funding, 0.628%, 05/21/21 | | | | | 1,550,310 | | | | | | 0.0 | | | |
| | | 2,900,000 | # | | Invitation Homes Trust 2014-SFR2 E, 3.501%, 06/17/32 | | | | | 2,787,814 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Jersey Street CLO Ltd., 1.867%, 10/20/18 | | | | | 1,960,122 | | | | | | 0.0 | | | |
| | | 4,250,000 | # | | Kingsland III Ltd., 1.032%, 08/24/21 | | | | | 4,054,479 | | | | | | 0.1 | | | |
| | | 4,100,000 | # | | KKR Financial CLO 2007-1 Ltd., 2.612%, 05/15/21 | | | | | 4,074,625 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | Landmark IX CDO Ltd., 1.771%, 04/15/21 | | | | | 1,660,530 | | | | | | 0.0 | | | |
| | | 5,500,000 | # | | Madison Park Funding II Ltd. 2006-2A D, 5.353%, 03/25/20 | | | | | 5,449,087 | | | | | | 0.1 | | | |
| | | 2,500,000 | # | | Madison Park Funding II Ltd., 5.793%, 03/25/20 | | | | | 2,588,163 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Madison Park Funding III Ltd. 2006-3A D, 3.770%, 10/25/20 | | | | | 1,470,769 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Madison Park Funding Ltd., 2.403%, 03/25/20 | | | | | 973,701 | | | | | | 0.0 | | | |
| | | 4,000,000 | # | | Madison Park Funding Ltd., 5.570%, 07/26/21 | | | | | 3,971,828 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | |||||||||||||||
| | | 4,850,830 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | $ | 4,812,193 | | | | | | 0.1 | | | ||||
| | | 2,900,000 | # | | Momentum Capital Fund Ltd., 1.715%, 09/18/21 | | | | | 2,850,703 | | | | | | 0.1 | | | ||||
| | | 7,170,000 | # | | MSIM Peconic Bay Ltd., 2.317%, 07/20/19 | | | | | 7,074,359 | | | | | | 0.1 | | | ||||
| | | 12,750,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.320%, 03/25/20 | | | | | 12,353,794 | | | | | | 0.3 | | | ||||
| | | 4,650,000 | # | | Muir Grove CLO Ltd., 3.320%, 03/25/20 | | | | | 4,631,874 | | | | | | 0.1 | | | ||||
| | | 2,500,000 | # | | Ocean Trails CLO I, 1.071%, 10/12/20 | | | | | 2,381,263 | | | | | | 0.1 | | | ||||
| | | 8,200,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | | 7,760,219 | | | | | | 0.2 | | | ||||
| | | 4,580,000 | # | | Purchasing Power Funding 2015-A A2, 4.750%, 12/25/49 | | | | | 4,561,098 | | | | | | 0.1 | | | ||||
| | | 1,500,000 | # | | Regatta Funding Ltd. 2007-1A B2L, 3.812%, 06/15/20 | | | | | 1,478,774 | | | | | | 0.0 | | | ||||
| | | 1,750,000 | # | | Sierra CLO II Ltd., 1.720%, 01/22/21 | | | | | 1,688,313 | | | | | | 0.0 | | | ||||
| | | 676,490 | # | | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | | | | | 663,583 | | | | | | 0.0 | | | ||||
| | | 2,874,527 | # | | SpringCastle America Funding LLC, 2.700%, 05/25/23 | | | | | 2,869,158 | | | | | | 0.1 | | | ||||
| | | 4,630,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 4,600,211 | | | | | | 0.1 | | | ||||
| | | 2,500,000 | # | | St James River CLO Ltd. 2007-1A D, 2.792%, 06/11/21 | | | | | 2,428,760 | | | | | | 0.1 | | | ||||
| | | 4,000,000 | # | | Telos CLO 2006-1A D Ltd., 2.021%, 10/11/21 | | | | | 3,910,340 | | | | | | 0.1 | | | ||||
| | | 1,400,000 | # | | Telos CLO 2006-1A E Ltd., 4.571%, 10/11/21 | | | | | 1,398,022 | | | | | | 0.0 | | | ||||
| | | 2,010,000 | # | | Trade MAPS 1 Ltd., 2.543%, 12/10/18 | | | | | 1,996,935 | | | | | | 0.0 | | | ||||
| | | 39,137,367 | | | | Other Securities | | | | | 36,879,946 | | | | | | 0.8 | | | |||
| | | | | | | | | | | | 303,171,700 | | | | | | 6.4 | | | |||
| | | | | | | Total Asset-Backed Securities (Cost $387,103,429) | | | | | 386,064,259 | | | | | | 8.1 | | | |||
|
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| MUTUAL FUNDS: 12.7% | | |||||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 12.7% | | |||||||||||||||
| | | 8,151,813 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 75,893,382 | | | | | | 1.6 | | | |||
| | | 12,657,839 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 114,426,869 | | | | | | 2.4 | | | |||
| | | 8,165,367 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 56,096,074 | | | | | | 1.2 | | | |||
| | | 2,203,045 | | | | Voya Floating Rate Fund - Class P | | | | | 21,237,355 | | | | | | 0.4 | | | |||
| | | 12,852,264 | | | | Voya High Yield Bond Fund - Class P | | | | | 96,391,981 | | | | | | 2.0 | | | |||
| | | 11,701,855 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 121,933,330 | | | | | | 2.6 | | | |||
| | | 11,736,089 | | | | Voya Securitized Credit Fund - Class P | | | | | 117,360,889 | | | | | | 2.5 | | | |||
| | | | | | | Total Mutual Funds (Cost $654,858,746) | | | | | 603,339,880 | | | | | | 12.7 | | | |||
| | | | | | | Total Long-Term Investments (Cost $5,084,929,860) | | | | | 5,032,138,022 | | | | | | 105.6 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.2% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 1.0% | | ||||||||||||
| | | 10,000,000 | | | | Duke Energy Corp., 0.490%, 02/01/16 | | | | | 9,995,700 | | | | | | 0.2 | | |
| | | 10,109,000 | | | | Hewlett Packard, 0.220%, 01/06/16 | | | | | 10,108,638 | | | | | | 0.2 | | |
| | | 5,000,000 | | | | Hewlett Packard, 0.330%, 01/25/16 | | | | | 4,998,882 | | | | | | 0.1 | | |
| | | 5,000,000 | | | | Hewlett Packard, 0.340%, 01/27/16 | | | | | 4,998,751 | | | | | | 0.1 | | |
| | | 10,000,000 | | | | Thomson Reuters Corp., 0.500%, 02/29/16 | | | | | 9,991,833 | | | | | | 0.2 | | |
| | | 5,000,000 | | | | United Healthcare Corp., 0.520%, 03/21/16 | | | | | 4,994,251 | | | | | | 0.1 | | |
| | | 5,000,000 | | | | United Healthcare Group Inc., 0.510%, 03/15/16 | | | | | 4,994,750 | | | | | | 0.1 | | |
| | | | | | | | | | | | 50,082,805 | | | | | | 1.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.1% | | ||||||||||||
| | | 9,632,689 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $9,633,016, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $9,825,343, due 06/09/16-05/20/45) | | | | $ | 9,632,689 | | | | | | 0.2 | | |
| | | 12,055,816 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $12,056,305, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $12,296,935, due 03/31/ 21-02/15/44) | | | | | 12,055,816 | | | | | | 0.2 | | |
| | | 12,055,816 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $12,056,226, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $12,296,932, due 04/01/24-04/20/65) | | | | | 12,055,816 | | | | | | 0.3 | | |
| | | 12,055,816 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $12,056,252, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10. 500%, Market Value plus accrued interest $12,296,932, due 01/15/16-10/20/65) | | | | | 12,055,816 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 4,960,737 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $4,960,960, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $5,063,596, due 01/15/17- 02/15/42) | | | | $ | 4,960,737 | | | | | | 0.1 | | |
| | | | | | | | | | | | 50,760,874 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | | Mutual Funds: 0.1% | | |||||||||||||||
| | | 6,781,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $6,781,000) | | | | | 6,781,000 | | | | | | 0.1 | | | |||
| | | | | | | Total Short-Term Investments (Cost $107,604,549) | | | | | 107,624,679 | | | | | | 2.2 | | | |||
| | | | | | | Total Investments in Securities (Cost $5,192,534,409) | | | | $ | 5,139,762,701 | | | | | | 107.8 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (372,795,452) | | | | | | (7.8) | | | |||
| | | | | | | Net Assets | | | | $ | 4,766,967,249 | | | | | | 100.0 | | | |||
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Gross Unrealized Appreciation | | | | $ | 58,180,295 | | | |
| Gross Unrealized Depreciation | | | | | (112,872,161) | | | |
| Net Unrealized Depreciation | | | | $ | (54,691,866) | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Mutual Funds | | | | $ | 603,339,880 | | | | | $ | — | | | | | $ | — | | | | | $ | 603,339,880 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,593,226,616 | | | | | | — | | | | | | 1,593,226,616 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 576,751,456 | | | | | | — | | | | | | 576,751,456 | | |
Municipal Bonds | | | | | — | | | | | | 3,629,086 | | | | | | — | | | | | | 3,629,086 | | |
Short-Term Investments | | | | | 6,781,000 | | | | | | 100,843,679 | | | | | | — | | | | | | 107,624,679 | | |
Foreign Government Bonds | | | | | — | | | | | | 7,846,958 | | | | | | — | | | | | | 7,846,958 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 307,729,880 | | | | | | — | | | | | | 307,729,880 | | |
Asset-Backed Securities | | | | | — | | | | | | 381,503,161 | | | | | | 4,561,098 | | | | | | 386,064,259 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,553,549,887 | | | | | | — | | | | | | 1,553,549,887 | | |
Total Investments, at fair value | | | | $ | 610,120,880 | | | | | $ | 4,525,080,723 | | | | | $ | 4,561,098 | | | | | $ | 5,139,762,701 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 4,252,086 | | | | | | — | | | | | | 4,252,086 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 312,243 | | | | | | — | | | | | | 312,243 | | |
Futures | | | | | 422,878 | | | | | | — | | | | | | — | | | | | | 422,878 | | |
Total Assets | | | | $ | 610,543,758 | | | | | $ | 4,529,645,052 | | | | | $ | 4,561,098 | | | | | $ | 5,144,749,908 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (6,101,685) | | | | | $ | — | | | | | $ | (6,101,685) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (310,821) | | | | | | — | | | | | | (310,821) | | |
Futures | | | | | (1,171,606) | | | | | | — | | | | | | — | | | | | | (1,171,606) | | |
Total Liabilities | | | | $ | (1,171,606) | | | | | $ | (6,412,506) | | | | | $ | — | | | | | $ | (7,584,112) | | |
| | | | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
Issuer | | | Beginning Fair Value at 12/31/14 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/15 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 67,321,662 | | | | | $ | 11,831,369 | | | | | $ | — | | | | | $ | (3,259,649) | | | | | $ | 75,893,382 | | | | | $ | 3,499,890 | | | | | $ | — | | | | | $ | — | | | ||||||||
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 127,656,962 | | | | | | 19,677,803 | | | | | | (30,545,122) | | | | | | (2,362,774) | | | | | | 114,426,869 | | | | | | 6,167,267 | | | | | | (2,019,122) | | | | | | — | | | ||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 55,850,342 | | | | | | 8,800,000 | | | | | | — | | | | | | (8,554,268) | | | | | | 56,096,074 | | | | | | — | | | | | | — | | | | | | — | | | ||||||||
Voya Floating Rate Fund - Class P | | | | | 21,006,226 | | | | | | 1,020,336 | | | | | | — | | | | | | (789,206) | | | | | | 21,237,355 | | | | | | 1,020,335 | | | | | | — | | | | | | — | | | ||||||||
Voya High Yield Bond Fund - Class P | | | | | 97,142,654 | | | | | | 21,759,276 | | | | | | (16,029,606) | | | | | | (6,480,343) | | | | | | 96,391,981 | | | | | | 6,404,266 | | | | | | (1,029,606) | | | | | | — | | | ||||||||
Voya Investment Grade Credit Fund - Class P | | | | | 111,937,388 | | | | | | 15,163,457 | | | | | | — | | | | | | (5,167,515) | | | | | | 121,933,330 | | | | | | 4,599,160 | | | | | | — | | | | | | 346,545 | | | ||||||||
Voya Securitized Credit Fund - Class P | | | | | 102,238,782 | | | | | | 17,246,783 | | | | | | — | | | | | | (2,124,676) | | | | | | 117,360,889 | | | | | | 5,262,975 | | | | | | — | | | | | | 1,712,799 | | | ||||||||
| | | | $ | 583,154,016 | | | | | $ | 95,499,023 | | | | | $ | (46,574,728) | | | | | $ | (28,738,431) | | | | | $ | 603,339,880 | | | | | $ | 26,953,893 | | | | | $ | (3,048,728) | | | | | $ | 2,059,344 | | | ||||||||
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Deutsche Bank AG | | | Singapore Dollar | | | | | 1,301,141 | | | | | | Buy | | | | | | 01/29/16 | | | | | $ | 925,616 | | | | | $ | 916,830 | | | | | $ | (8,786) | | | ||||||
Morgan Stanley | | | EU Euro | | | | | 2,431,423 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 2,681,775 | | | | | | 2,644,039 | | | | | | (37,736) | | | ||||||
Morgan Stanley | | | Czech Koruna | | | | | 19,403,537 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 793,607 | | | | | | 781,883 | | | | | | (11,724) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (58,246) | | | ||||||
Barclays Bank PLC | | | Romanian New Leu | | | | | 2,063,414 | | | | | | Sell | | | | | | 03/11/16 | | | | | $ | 502,554 | | | | | $ | 496,278 | | | | | $ | 6,276 | | | ||||||
Barclays Bank PLC | | | Turkish Lira | | | | | 11,701,978 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,858,663 | | | | | | 3,936,550 | | | | | | (77,887) | | | ||||||
Barclays Bank PLC | | | Brazilian Real | | | | | 10,946,559 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 2,744,186 | | | | | | 2,706,905 | | | | | | 37,281 | | | ||||||
Barclays Bank PLC | | | Malaysian Ringgit | | | | | 20,214,909 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 4,690,234 | | | | | | 4,687,805 | | | | | | 2,429 | | | ||||||
Citigroup, Inc. | | | Colombian Peso | | | | | 6,651,495,118 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 1,984,484 | | | | | | 2,079,649 | | | | | | (95,165) | | | ||||||
Citigroup, Inc. | | | Thai Baht | | | | | 142,019,697 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 3,961,376 | | | | | | 3,943,942 | | | | | | 17,434 | | | ||||||
Deutsche Bank AG | | | Mexican Peso | | | | | 78,679,027 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 4,532,103 | | | | | | 4,542,925 | | | | | | (10,822) | | | ||||||
HSBC Bank PLC | | | Philippine Peso | | | | | 30,666,070 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 650,988 | | | | | | 651,765 | | | | | | (777) | | | ||||||
JPMorgan Chase & Co. | | | Indonesian Rupiah | | | | | 50,194,746,125 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 3,567,501 | | | | | | 3,599,515 | | | | | | (32,014) | | | ||||||
JPMorgan Chase & Co. | | | Russian Ruble | | | | | 225,086,922 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,114,140 | | | | | | 3,027,109 | | | | | | 87,031 | | | ||||||
Morgan Stanley | | | Hungarian Forint | | | | | 884,306,740 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,070,504 | | | | | | 3,043,807 | | | | | | 26,697 | | | ||||||
Morgan Stanley | | | Polish Zloty | | | | | 13,782,743 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,474,110 | | | | | | 3,508,933 | | | | | | (34,823) | | | ||||||
Morgan Stanley | | | South African Rand | | | | | 56,586,342 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,729,055 | | | | | | 3,613,088 | | | | | | 115,967 | | | ||||||
Morgan Stanley | | | Chilean Peso | | | | | 200,391,584 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 279,525 | | | | | | 280,612 | | | | | | (1,087) | | | ||||||
Morgan Stanley | | | Peruvian Nuevo Sol | | | | | 6,689,361 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 1,956,526 | | | | | | 1,937,398 | | | | | | 19,128 | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 59,668 | | | ||||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | 2,601 | | | | | | 03/21/16 | | | | | $ | 327,482,156 | | | | | $ | (1,069,146) | | | ||||
U.S. Treasury 2-Year Note | | | | | 552 | | | | | | 03/31/16 | | | | | | 119,913,378 | | | | | | (35,826) | | | ||||
U.S. Treasury 5-Year Note | | | | | 1,612 | | | | | | 03/31/16 | | | | | | 190,732,340 | | | | | | (66,634) | | | ||||
U.S. Treasury Ultra Long Bond | | | | | 799 | | | | | | 03/21/16 | | | | | | 126,791,312 | | | | | | 417,684 | | | ||||
| | | | | | | | | | | | | | | | $ | 764,919,186 | | | | | $ | (753,922) | | | ||||
Short Contracts | | | | | | ||||||||||||||||||||||||
U.S. Treasury Long Bond | | | | | (686) | | | | | | 03/21/16 | | | | | | (105,472,500) | | | | | | 5,194 | | | ||||
| | | | | | | | | | | | | | | | $ | (105,472,500) | | | | | $ | 5,194 | | | ||||
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 (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 Investment Grade Index Series 25, Version 1 | | | Sell | | | | | 1.000 | | | | Intercontinental Exchange | | | | | 12/20/20 | | | | | | USD241,170,000 | | | | | $ | 1,317,512 | | | | | $ | (665,712) | | | |||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,317,512 | | | | | $ | (665,712) | | | |||||
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | USD 50,908,000 | | | | $ | (485,304) | | | | | $ | (485,304) | | | |||
Receive a fixed rate equal to 2.510% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/35 | | | | USD 29,003,000 | | | | | (258,125) | | | | | | (258,125) | | | |||
Receive a fixed rate equal to 2.593% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/40 | | | | USD 40,443,000 | | | | | (254,488) | | | | | | (254,488) | | | |||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.619% | | | Chicago Mercantile Exchange | | | | | 10/13/45 | | | | USD 35,916,000 | | | | | 332,994 | | | | | | 332,994 | | | |||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.668% | | | Chicago Mercantile Exchange | | | | | 10/30/19 | | | | USD 444,148,000 | | | | | (1,822,025) | | | | | | (1,822,025) | | | |||
Receive a fixed rate equal to 1.459% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | USD 225,664,000 | | | | | (2,616,031) | | | | | | (2,616,031) | | | |||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.603% | | | Chicago Mercantile Exchange | | | | | 11/05/20 | | | | USD 497,453,000 | | | | | 2,676,303 | | | | | | 2,676,303 | | | |||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.780% | | | Chicago Mercantile Exchange | | | | | 10/13/22 | | | | USD 112,415,000 | | | | | 1,242,789 | | | | | | 1,242,789 | | | |||
| | | | | | | | | | | | | | | | $ | (1,183,887) | | | | | $ | (1,183,887) | | | |||
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Asset Derivatives | | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 312,243 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 422,878 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 4,252,086 | | | |
Total Asset Derivatives | | | | | | | $ | 4,987,207 | | | |
Liability Derivatives | | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 310,821 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 1,171,606 | | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 665,712 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 5,435,973 | | | |
Total Liability Derivatives | | | | | | | $ | 7,584,112 | | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,611,459) | | | | | $ | — | | | | | $ | (1,611,459) | | | ||||||
Foreign exchange contracts | | | | | — | | | | | | (591,885) | | | | | | — | | | | | | — | | | | | | — | | | | | | (591,885) | | | ||||||
Interest rate contracts | | | | | (11,608,465) | | | | | | — | | | | | | (12,551,943) | | | | | | (822,021) | | | | | | 8,610,846 | | | | | | (16,371,583) | | | ||||||
Total | | | | $ | (11,608,465) | | | | | $ | (591,885) | | | ��� | | $ | (12,551,943) | | | | | $ | (2,433,480) | | | | | $ | 8,610,846 | | | | | $ | (18,574,927) | | | ||||||
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (3,104,183) | | | | | $ | (3,104,183) | | | |||||
Foreign exchange contracts | | | | | — | | | | | | 279,544 | | | | | | — | | | | | | — | | | | | | 279,544 | | | |||||
Interest rate contracts | | | | | 4,856,184 | | | | | | — | | | | | | (3,691,479) | | | | | | 4,605,385 | | | | | | 5,770,090 | | | |||||
Total | | | | $ | 4,856,184 | | | | | $ | 279,544 | | | | | $ | (3,691,479) | | | | | $ | 1,501,202 | | | | | $ | 2,945,451 | | | |||||
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| | | Barclays Bank PLC | | | Citigroup, Inc. | | | Deutsche Bank AG | | | HSBC Bank PLC | | | JPMorgan Chase & Co. | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||||||||||
Assets: | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 45,986 | | | | | $ | 17,434 | | | | | $ | — | | | | | $ | — | | | | | $ | 87,031 | | | | | $ | 161,792 | | | | | $ | 312,243 | | | |||||||
Total Assets | | | | $ | 45,986 | | | | | $ | 17,434 | | | | | $ | — | | | | | $ | — | | | | | $ | 87,031 | | | | | $ | 161,792 | | | | | $ | 312,243 | | | |||||||
Liabilities: | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 77,887 | | | | | $ | 95,165 | | | | | $ | 19,608 | | | | | $ | 777 | | | | | $ | 32,014 | | | | | $ | 85,370 | | | | | $ | 310,821 | | | |||||||
Total Liabilities | | | | $ | 77,887 | | | | | $ | 95,165 | | | | | $ | 19,608 | | | | | $ | 777 | | | | | $ | 32,014 | | | | | $ | 85,370 | | | | | $ | 310,821 | | | |||||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (31,901) | | | | | $ | (77,731) | | | | | $ | (19,608) | | | | | $ | (777) | | | | | $ | 55,017 | | | | | $ | 76,422 | | | | | | 1,422 | | | |||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | |||||||
Net Exposure(1) | | | | $ | (31,901) | | | | | $ | (77,731) | | | | | $ | (19,608) | | | | | $ | (777) | | | | | $ | 55,017 | | | | | $ | 76,422 | | | | | $ | 1,422 | | | |||||||
|
Voya Money Market Portfolio | as of December 31, 2015 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| Asset Backed Commercial Paper: 22.0% | | ||||||||||||||||||
| | | 2,550,000 | | | | Barton Capital LLC, 0.213%, due 01/05/16 | | | | $ | 2,549,940 | | | | | | 0.5 | | |
| | | 3,850,000 | | | | Barton Capital LLC, 0.254%, due 01/04/16 | | | | | 3,849,920 | | | | | | 0.7 | | |
| | | 5,200,000 | # | | Barton Capital LLC, 0.263%, due 05/06/16 | | | | | 5,200,000 | | | | | | 1.0 | | | |
| | | 11,900,000 | # | | Barton Capital LLC, 0.265%, due 02/16/16 | | | | | 11,900,000 | | | | | | 2.2 | | | |
| | | 23,250,000 | | | | Concord Minutement Capital Co., 0.305%, due 01/04/16 | | | | | 23,249,419 | | | | | | 4.3 | | |
| | | 23,450,000 | | | | Crown Point Capital Co., 0.305%, due 01/04/16 | | | | | 23,449,414 | | | | | | 4.3 | | |
| | | 500,000 | | | | Jupiter Securitization Company LLC, 0.407%, due 02/18/16 | | | | | 499,733 | | | | | | 0.1 | | |
| | | 8,690,000 | | | | Jupiter Securitization Company LLC, 0.427%, due 01/04/16 | | | | | 8,689,702 | | | | | | 1.6 | | |
| | | 2,250,000 | | | | Old Line Funding LLC, 0.376%, due 02/25/16 | | | | | 2,248,728 | | | | | | 0.4 | | |
| | | 7,700,000# | | | | Old Line Funding LLC, 0.537%, due 01/06/16 | | | | | 7,700,000 | | | | | | 1.4 | | |
| | | 13,450,000# | | | | Old Line Funding LLC, 0.550%, due 02/16/16 | | | | | 13,450,000 | | | | | | 2.5 | | |
| | | 250,000 | | | | Thunder Bay Funding LLC, 0.459%, due 03/07/16 | | | | | 249,817 | | | | | | 0.1 | | |
| | | 15,750,000 | # | | Thunder Bay Funding LLC, 0.517%, due 01/14/16 | | | | | 15,750,000 | | | | | | 2.9 | | | |
| | | | | | | Total Asset Backed Commercial Paper (Cost $118,786,673) | | | | | 118,786,673 | | | | | | 22.0 | | |
| Certificates of Deposit: 20.0% | | ||||||||||||||||||
| | | 8,800,000 | | | | Bank of Tokyo-Mitsubishi UFJ NY, 0.250%, due 01/04/16 | | | | | 8,800,000 | | | | | | 1.6 | | |
| | | 14,750,000 | | | | Bank of Tokyo-Mitsubishi UFJ NY, 0.250%, due 01/05/16 | | | | | 14,750,000 | | | | | | 2.7 | | |
| | | 15,000,000 | | | | Mizuho Bank Ltd./NY, 0.270%, due 01/11/16 | | | | | 15,000,000 | | | | | | 2.8 | | |
| | | 7,500,000 | | | | Mizuho Bank Ltd./NY, 0.300%, due 02/03/16 | | | | | 7,499,656 | | | | | | 1.4 | | |
| | | 1,300,000 | | | | Mizuho Bank Ltd./NY, 0.330%, due 01/04/16 | | | | | 1,300,008 | | | | | | 0.2 | | |
| | | 21,950,000 | | | | Norinchukin Bank NY, 0.460%, due 03/01/16 | | | | | 21,950,000 | | | | | | 4.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| Certificates of Deposit: (continued) | | |||||||||||||||||||||
| | | 13,500,000 | | | | Royal Bank of Canada NY, 0.421%, due 01/04/16 | | | | $ | 13,500,000 | | | | | | 2.5 | | | |||
| | | 11,300,000 | | | | Societe Generale NY, 0.350%, due 01/05/16 | | | | | 11,300,144 | | | | | | 2.1 | | | |||
| | | 14,100,000 | | | | Westpac Banking Corp./NY, 0.330%, due 01/05/16 | | | | | 14,099,952 | | | | | | 2.6 | | | |||
| | | | | | | Total Certificates of Deposit (Cost $108,199,760) | | | | | 108,199,760 | | | | | | 20.0 | | | |||
| Financial Company Commercial Paper: 7.7% | | |||||||||||||||||||||
| | | 14,500,000 | | | | Australia & New Zealand Banking Group, 0.455%, due 09/19/16 | | | | | 14,500,000 | | | | | | 2.7 | | | |||
| | | 750,000 | | | | Skandinaviska Enskilda Banken AB, 0.447%, due 02/12/16 | | | | | 749,615 | | | | | | 0.1 | | | |||
| | | 1,250,000 | | | | Societe Generale, 0.345%, due 01/13/16 | | | | | 1,249,858 | | | | | | 0.2 | | | |||
| | | 23,550,000 | | | | Sumitomo Mitsui Trust NY, 0.249%, due 01/05/16 | | | | | 23,549,359 | | | | | | 4.4 | | | |||
| | | 1,500,000 | | | | UBS Finance Delaware LLC, 0.305%, due 01/04/16 | | | | | 1,499,963 | | | | | | 0.3 | | | |||
| | | | | | | Total Financial Company Commercial Paper (Cost $41,548,795) | | | | | 41,548,795 | | | | | | 7.7 | | | |||
| Government Agency Debt: 5.8% | | |||||||||||||||||||||
| | | 675,000 | Z | | Fannie Mae Discount Notes, 0.284%, due 02/26/16 | | | | | 674,722 | | | | | | 0.1 | | | ||||
| | | 900,000 | Z | | Fannie Mae Discount Notes, 0.406%, due 02/02/16 | | | | | 899,840 | | | | | | 0.2 | | | ||||
| | | 15,000,000 | Z | | Fannie Mae Discount Notes, 0.562%, due 06/29/16 | | | | | 14,958,750 | | | | | | 2.7 | | | ||||
| | | 15,000,000 | Z | | Federal Home Loan Bank Discount Notes, 0.335%, due 02/26/16 | | | | | 14,992,712 | | | | | | 2.8 | | | ||||
| | | | | | | Total Government Agency Debt (Cost $31,526,024) | | | | | 31,526,024 | | | | | | 5.8 | | | |||
| Investment Companies: 9.2% | | |||||||||||||||||||||
| | | 25,000,000 | | | | BlackRock Liquidity Funds, TempCash, Institutional, 0.272%, due 01/04/16 | | | | | 25,000,000 | | | | | | 4.6 | | | |||
| | | 24,981,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional, 0.284%, due 01/04/16 | | | | | 24,981,000 | | | | | | 4.6 | | | |||
| | | | | | | Total Investment Companies (Cost $49,981,000) | | | | | 49,981,000 | | | | | | 9.2 | | | |||
|
Voya Money Market Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| Other Commercial Paper: 7.4% | | |||||||||||||||||||||
| | | 7,750,000 | | | | Cargill Global Fund PLC, 0.345%, due 01/11/16 | | | | $ | 7,749,268 | | | | | | 1.4 | | | |||
| | | 8,000,000 | | | | Exxon Mobil Corp., 0.278%, due 01/06/16 | | | | | 7,999,711 | | | | | | 1.5 | | | |||
| | | 9,000,000 | | | | Exxon Mobil Corp., 0.376%, due 01/11/16 | | | | | 8,999,075 | | | | | | 1.6 | | | |||
| | | 15,500,000 | | | | KFW, 0.274%, due 01/14/16 | | | | | 15,498,489 | | | | | | 2.9 | | | |||
| | | | | | | Total Other Commercial Paper (Cost $40,246,543) | | | | | 40,246,543 | | | | | | 7.4 | | | |||
| Other Note: 10.4% | | |||||||||||||||||||||
| | | 4,750,000 | | | | General Electric Capital Corp., 0.474%, due 01/08/16 | | | | | 4,750,164 | | | | | | 0.9 | | | |||
| | | 11,600,000 | | | | JPMorgan Chase Bank NA, 0.480%, due 09/22/16 | | | | | 11,600,114 | | | | | | 2.1 | | | |||
| | | 12,000,000# | | | | Svenska Handelsbanken AB, 0.484%, due 09/02/16 | | | | | 12,000,000 | | | | | | 2.2 | | | |||
| | | 2,850,000 | | | | Svenska Handelsbanken AB, 0.795%, due 03/21/16 | | | | | 2,852,289 | | | | | | 0.5 | | | |||
| | | 8,500,000 | | | | Toyota Motor Credit Corp., 0.302%, due 06/13/16 | | | | | 8,500,000 | | | | | | 1.6 | | | |||
| | | 16,750,000 | | | | Wells Fargo Bank NA, 0.499%, due 09/21/16 | | | | | 16,750,000 | | | | | | 3.1 | | | |||
| | | | | | | Total Other Note (Cost $56,452,567) | | | | | 56,452,567 | | | | | | 10.4 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| Treasury Debt: 21.8% | | |||||||||||||||||||||
| | | 22,587,000 | | | | United States Treasury Bill, 0.046%, due 01/14/16 | | | | $ | 22,586,633 | | | | | | 4.2 | | | |||
| | | 3,000,000 | | | | United States Treasury Bill, 0.239%, due 03/31/16 | | | | | 2,998,237 | | | | | | 0.6 | | | |||
| | | 92,303,000 | | | | United States Treasury Bill, 0.281%, due 03/24/16 | | | | | 92,244,420 | | | | | | 17.0 | | | |||
| | | | | | | Total Treasury Debt (Cost $117,829,290) | | | | | 117,829,290 | | | | | | 21.8 | | | |||
| | | | | | | Total Investments in Securities (Cost $564,570,652) | | | | $ | 564,570,652 | | | | | | 104.3 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (23,353,730) | | | | | | (4.3) | | | |||
| | | | | | | Net Assets | | | | $ | 541,216,922 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | — | | | |
| Gross Unrealized Depreciation | | | | | — | | | |
| Net Unrealized Depreciation | | | | $ | — | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Government Agency Debt | | | | $ | — | | | | | $ | 31,526,024 | | | | | $ | — | | | | | $ | 31,526,024 | | | ||||
Other Commercial Paper | | | | | — | | | | | | 40,246,543 | | | | | | — | | | | | | 40,246,543 | | | ||||
Treasury Debt | | | | | — | | | | | | 117,829,290 | | | | | | — | | | | | | 117,829,290 | | | ||||
Other Note | | | | | — | | | | | | 56,452,567 | | | | | | — | | | | | | 56,452,567 | | | ||||
Certificates of Deposit | | | | | — | | | | | | 108,199,760 | | | | | | — | | | | | | 108,199,760 | | | ||||
Financial Company Commercial Paper | | | | | — | | | | | | 41,548,795 | | | | | | ��� | | | | | | 41,548,795 | | | ||||
Investment Companies | | | | | 49,981,000 | | | | | | — | | | | | | — | | | | | | 49,981,000 | | | ||||
Asset Backed Commercial Paper | | | | | — | | | | | | 118,786,673 | | | | | | — | | | | | | 118,786,673 | | | ||||
Total Investments, at fair value | | | | $ | 49,981,000 | | | | | $ | 514,589,652 | | | | | $ | — | | | | | $ | 564,570,652 | | | ||||
|
Voya Small Company Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.1% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.9% | | ||||||||||||
| | | 101,225 | | | | Cheesecake Factory | | | | $ | 4,667,484 | | | | | | 0.8 | | |
| | | 54,675 | @ | | Helen of Troy Ltd. | | | | | 5,153,119 | | | | | | 0.8 | | | |
| | | 69,575 | | | | Jack in the Box, Inc. | | | | | 5,337,098 | | | | | | 0.9 | | |
| | | 81,225 | @ | | Marriott Vacations Worldwide Corp. | | | | | 4,625,764 | | | | | | 0.8 | | | |
| | | 72,650 | | Monro Muffler Brake, Inc. | | | | | 4,810,883 | | | | | | 0.8 | | | ||
| | | 101,440 | @ | | Papa John’s International, Inc. | | | | | 5,667,453 | | | | | | 0.9 | | | |
| | | 42,070 | @ | | Vail Resorts, Inc. | | | | | 5,384,539 | | | | | | 0.9 | | | |
| | | 1,879,286 | | | | Other Securities | | | | | 42,187,240 | | | | | | 7.0 | | |
| | | | | | | | | | | | 77,833,580 | | | | | | 12.9 | | |
| | | | | | | Consumer Staples: 2.6% | | ||||||||||||
| | | 120,100 | @ | | Pinnacle Foods, Inc. | | | | | 5,099,446 | | | | | | 0.9 | | | |
| | | 308,005 | | | | Other Securities | | | | | 10,477,973 | | | | | | 1.7 | | |
| | | | | | | | | | | | 15,577,419 | | | | | | 2.6 | | |
| | | | | | | Energy: 1.9% | | ||||||||||||
| | | 1,079,685 | | | | Other Securities(a) | | | | | 11,834,798 | | | | | | 1.9 | | |
| | | | | | | Financials: 26.2% | | ||||||||||||
| | | 265,600 | @ | | Colony Capital, Inc. | | | | | 5,173,888 | | | | | | 0.9 | | | |
| | | 137,387 | | | | DCT Industrial Trust, Inc. | | | | | 5,134,152 | | | | | | 0.8 | | |
| | | 140,804 | | | | First American Financial Corp. | | | | | 5,054,864 | | | | | | 0.8 | | |
| | | 183,358 | @ | | Great Western Bancorp, Inc. | | | | | 5,321,049 | | | | | | 0.9 | | | |
| | | 112,450 | | | | Highwoods Properties, Inc. | | | | | 4,902,820 | | | | | | 0.8 | | |
| | | 465,350 | | | | Investors Bancorp, Inc. | | | | | 5,788,954 | | | | | | 1.0 | | |
| | | 197,500 | | | | Kennedy-Wilson Holdings, Inc. | | | | | 4,755,800 | | | | | | 0.8 | | |
| | | 178,150 | | MB Financial, Inc. | | | | | 5,766,715 | | | | | | 1.0 | | | ||
| | | 132,775 | | | | PrivateBancorp, Inc. | | | | | 5,446,431 | | | | | | 0.9 | | |
| | | 365,475 | @ | | Radian Group, Inc. | | | | | 4,893,710 | | | | | | 0.8 | | | |
| | | 231,050 | | | | Starwood Property Trust, Inc. | | | | | 4,750,388 | | | | | | 0.8 | | |
| | | 317,725 | | | | Sterling Bancorp/DE | | | | | 5,153,500 | | | | | | 0.8 | | |
| | | 253,985 | @ | | Talmer Bancorp, Inc. | | | | | 4,599,668 | | | | | | 0.8 | | | |
| | | 162,825 | @ | | Webster Financial Corp. | | | | | 6,055,462 | | | | | | 1.0 | | | |
| | | 2,494,022 | | | | Other Securities | | | | | 85,235,272 | | | | | | 14.1 | | |
| | | | | | | | | | | | 158,032,673 | | | | | | 26.2 | | |
| | | | | | | Health Care: 12.8% | | ||||||||||||
| | | 59,924 | | | | Charles River Laboratories International, Inc. | | | | | 4,817,290 | | | | | | 0.8 | | |
| | | 93,900 | | | | Greatbatch, Inc. | | | | | 4,929,750 | | | | | | 0.8 | | |
| | | 193,644 | | | | Healthsouth Corp. | | | | | 6,740,748 | | | | | | 1.1 | | |
| | | 102,650 | | | | Hill-Rom Holdings, Inc. | | | | | 4,933,359 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care (continued) | | |||||||||||||||
| | | 80,630 | | | | STERIS PLC | | | | $ | 6,074,664 | | | | | | 1.0 | | | |||
| | | 65,100 | @ | | WellCare Health Plans, Inc. | | | | | 5,091,471 | | | | | | 0.9 | | | ||||
| | | 1,380,196 | | | | Other Securities(a) | | | | | 44,943,861 | | | | | | 7.4 | | | |||
| | | | | | | | | | | | 77,531,143 | | | | | | 12.8 | | | |||
| | | | | | | Industrials: 15.5% | | |||||||||||||||
| | | 188,250 | @ | | ABM Industries, Inc. | | | | | 5,359,478 | | | | | | 0.9 | | | ||||
| | | 204,825 | @ | | Actuant Corp. | | | | | 4,907,607 | | | | | | 0.8 | | | ||||
| | | 111,516 | @ | | Atlas Air Worldwide Holdings, Inc. | | | | | 4,610,071 | | | | | | 0.8 | | | ||||
| | | 140,200 | | | | Barnes Group, Inc. | | | | | 4,961,678 | | | | | | 0.8 | | | |||
| | | 132,100 | | | | Clarcor, Inc. | | | | | 6,562,728 | | | | | | 1.1 | | | |||
| | | 106,075 | | | | On Assignment, Inc. | | | | | 4,768,071 | | | | | | 0.8 | | | |||
| | | 64,075 | | | | Orbital ATK, Inc. | | | | | 5,724,461 | | | | | | 0.9 | | | |||
| | | 179,350 | | Tetra Tech, Inc. | | | | | 4,666,687 | | | | | | 0.8 | | | |||||
| | | 68,825 | | | | Toro Co. | | | | | 5,029,043 | | | | | | 0.8 | | | |||
| | | 106,000 | | | | Watts Water Technologies, Inc. | | | | | 5,265,020 | | | | | | 0.9 | | | |||
| | | 1,294,267 | | | | Other Securities | | | | | 41,838,098 | | | | | | 6.9 | | | |||
| | | | | | | | | | | | 93,692,942 | | | | | | 15.5 | | | |||
| | | | | | | Information Technology: 17.5% | | |||||||||||||||
| | | 128,512 | @ | | Blackhawk Network Holdings, Inc. | | | | | 5,681,515 | | | | | | 0.9 | | | ||||
| | | 146,991 | @ | | Cardtronics, Inc. | | | | | 4,946,247 | | | | | | 0.8 | | | ||||
| | | 136,700 | @ | | Commvault Systems, Inc. | | | | | 5,379,145 | | | | | | 0.9 | | | ||||
| | | 142,906 | @ | | Cornerstone OnDemand, Inc. | | | | | 4,934,544 | | | | | | 0.8 | | | ||||
| | | 76,700 | @ | | j2 Global, Inc. | | | | | 6,313,944 | | | | | | 1.1 | | | ||||
| | | 59,225 | @ | | Littelfuse, Inc. | | | | | 6,337,667 | | | | | | 1.1 | | | ||||
| | | 191,794 | @ | | Q2 Holdings, Inc. | | | | | 5,057,608 | | | | | | 0.8 | | | ||||
| | | 165,200 | @ | | QLIK Technologies, Inc. | | | | | 5,230,232 | | | | | | 0.9 | | | ||||
| | | 57,400 | | | | WEX, Inc. | | | | | 5,074,160 | | | | | | 0.8 | | | |||
| | | 2,138,946 | | | | Other Securities(a) | | | | | 56,802,057 | | | | | | 9.4 | | | |||
| | | | | | | | | | | | 105,757,119 | | | | | | 17.5 | | | |||
| | | | | | | Materials: 4.4% | | |||||||||||||||
| | | 337,600 | | | | Commercial Metals Co. | | | | | 4,621,744 | | | | | | 0.8 | | | |||
| | | 142,150 | | | | HB Fuller Co. | | | | | 5,184,210 | | | | | | 0.9 | | | |||
| | | 596,350 | | | | Other Securities | | | | | 16,555,582 | | | | | | 2.7 | | | |||
| | | | | | | | | | | | 26,361,536 | | | | | | 4.4 | | | |||
| | | | | | | Utilities: 2.3% | | |||||||||||||||
| | | 324,500 | | | | Other Securities | | | | | 14,038,989 | | | | | | 2.3 | | | |||
| | | | | | | Total Common Stock (Cost $514,675,286) | | | | | 580,660,199 | | | | | | 96.1 | | | |||
|
Voya Small Company Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| EXCHANGE-TRADED FUNDS: 1.8% | | |||||||||||||||||||||
| | | 95,275 | | | | iShares Russell 2000 ETF | | | | $ | 10,719,390 | | | | | | 1.8 | | | |||
| | | | | | | Total Exchange-Traded Funds (Cost $11,206,820) | | | | | 10,719,390 | | | | | | 1.8 | | | |||
| | | | | | | Total Long-Term Investments (Cost $525,882,106) | | | | | 591,379,589 | | | | | | 97.9 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.8% | | ||||||||||||
| | | 2,060,849 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,060,919, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $2,102,066, due 06/09/16-05/20/45) | | | | | 2,060,849 | | | | | | 0.4 | | |
| | | 2,579,092 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $2,579,188, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $2,630,674, due 01/15/16-04/01/51) | | | | | 2,579,092 | | | | | | 0.4 | | |
| | | 2,579,092 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $2,579,197, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $2,630,674, due 03/31/21-02/15/44) | | | | | 2,579,092 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 2,579,092 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,579,185, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,630,674, due 01/15/16-10/20/65) | | | | $ | 2,579,092 | | | | | | 0.4 | | |
| | | 1,061,133 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,061,181, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,083,135, due 01/15/17-02/15/42) | | | | | 1,061,133 | | | | | | 0.2 | | |
| | | | | | | | | | | | 10,859,258 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | | Mutual Funds: 1.9% | | |||||||||||||||
| | | 11,569,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $11,569,000) | | | | | 11,569,000 | | | | | | 1.9 | | | |||
| | | | | | | Total Short-Term Investments (Cost $22,428,258) | | | | | 22,428,258 | | | | | | 3.7 | | | |||
| | | | | | | Total Investments in Securities (Cost $548,310,364) | | | | $ | 613,807,847 | | | | | | 101.6 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (9,726,100) | | | | | | (1.6) | | | |||
| | | | | | | Net Assets | | | | $ | 604,081,747 | | | | | | 100.0 | | | |||
|
Voya Small Company Portfolio | as of December 31, 2015 (continued) |
| Gross Unrealized Appreciation | | | | $ | 99,823,375 | | | |
| Gross Unrealized Depreciation | | | | | (36,462,673) | | | |
| Net Unrealized Appreciation | | | | $ | 63,360,702 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Common Stock* | | | | $ | 580,660,199 | | | | | $ | — | | | | | $ | — | | | | | $ | 580,660,199 | | | ||||
Exchange-Traded Funds | | | | | 10,719,390 | | | | | | — | | | | | | — | | | | | | 10,719,390 | | | ||||
Short-Term Investments | | | | | 11,569,000 | | | | | | 10,859,258 | | | | | | — | | | | | | 22,428,258 | | | ||||
Total Investments, at fair value | | | | $ | 602,948,589 | | | | | $ | 10,859,258 | | | | | $ | — | | | | | $ | 613,807,847 | | | ||||
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Balanced Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2832 | | |
Class S | | | NII | | | | $ | 0.2421 | | |
Voya Global Value Advantage Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.0559 | | |
Class S | | | NII | | | | $ | 0.0472 | | |
Class S2 | | | NII | | | | $ | 0.0559 | | |
Class T | | | NII | | | | $ | 0.0559 | | |
Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4710 | | |
Class I | | | NII | | | | $ | 0.6182 | | |
Class S | | | NII | | | | $ | 0.5354 | | |
Class S2 | | | NII | | | | $ | 0.5283 | | |
All Classes | | | LTCG | | | | $ | 1.4815 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Intermediate Bond Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4080 | | |
Class I | | | NII | | | | $ | 0.4566 | | |
Class S | | | NII | | | | $ | 0.4227 | | |
Class S2 | | | NII | | | | $ | 0.4117 | | |
Voya Money Market Portfolio | | | ||||||||
Class I | | | NII | | | | $ | 0.0000* | | |
Class S | | | NII | | | | $ | — | | |
All Classes | | | STCG | | | | $ | 0.0001 | | |
All Classes | | | LTCG | | | | $ | 0.0000* | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.1162 | | |
Class R6(1) | | | NII | | | | $ | — | | |
Class S | | | NII | | | | $ | 0.0570 | | |
All Classes | | | STCG | | | | $ | 0.3160 | | |
All Classes | | | LTCG | | | | $ | 3.0404 | | |
| Voya Balanced Portfolio | | | | | 45.59% | | |
| Voya Global Value Advantage Portfolio | | | | | 58.30% | | |
| Voya Growth and Income Portfolio | | | | | 100.00% | | |
| Voya Intermediate Bond Portfolio | | | | | 0.05% | | |
| Voya Small Company Portfolio | | | | | 56.22% | | |
| Voya Growth and Income Portfolio | | | | $ | 182,087,566 | | |
| Voya Money Market Portfolio | | | | $ | 9,705 | | |
| Voya Small Company Portfolio | | | | $ | 81,175,503 | | |
| Name, Address and Age | | | Position(s) Held with the Company/Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
| Independent Directors/Trustees*: | | | | | | | ||||||||||
| Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Director/Trustee | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
| John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Chairperson Director/Trustee | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
| Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (35 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
| Peter S. Drotch 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | First Marblehead Corporation (September 2003– Present). | |
| Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258-2034 Age: 65 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
| Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 71 | | | Director/Trustee | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
| Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
| Name, Address and Age | | | Position(s) Held with the Company/Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
| Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
| Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
| Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director/Trustee | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 – September 2012). | | | 151 | | | None. | |
| Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director/Trustee | | | May 2013 – Present | | | Retired. Formerly, President, Springwell Corporation, a corporate finance firm (March 1989 – August 2011). | | | 151 | | | UGI Corporation (February 2006 – Present) and UGI Utilities, Inc. (February 2006 – Present). | |
| Director/Trustee who is an “interested person”: | | |||||||||||||||
| Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director/Trustee | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management, LLC (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | |
| Name, Address and Age | | | Position(s) Held With the Company/Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
| Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
| Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Managing Director and Chief Operating Officer | | | April 2012 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (April 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013); Executive Vice President and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (January 2007 – April 2012) and Chief Compliance Officer, Voya Family of Funds (March 2011 – February 2012). | |
| Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 65 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
| Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investments, LLC and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). Formerly, Assistant General Counsel and Assistant Secretary, The Northwestern Mutual Life Insurance Company (June 2004 – January 2012). | |
| Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
| Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
| Julius A. Drelick, III 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Senior Vice President | | | September 2012 – Present | | | Senior Vice President and Chief Compliance Officer of Directed Services LLC and Voya Investments, LLC (January 2014 – Present); and Senior Vice President – Fund Compliance, Voya Funds Services, LLC (June 2012 – Present). Formerly, Vice President – Platform Product Management & Project Management, Voya Investments, LLC (April 2007 – June 2012). | |
| Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
| Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). Formerly, Assistant Vice President – Director, Voya Funds Services, LLC (March 2003 – March 2012). | |
| Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
| Name, Address and Age | | | Position(s) Held With the Company/Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
| Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Money Laundering Reporting Officer, Voya Investments Distributor, LLC (April 2010 – Present); Anti-Money Laundering Compliance Officer, Voya Financial, Inc. (January 2013 – Present); and Money Laundering Reporting Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
| Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
| Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). Formerly, Treasurer, Voya Family of Funds (November 1999 – February 2012). | |
| Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
| Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Investment Management – Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). Formerly Managing Paralegal, Registration Statements (June 2003 – July 2012). | |
| Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2013 – Present). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
| Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Secretary | | | September 2003 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
| Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
| Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Assistant Secretary | | | September 2003 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
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
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
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. | | |
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President and Chief Executive Officer
January 12, 2016
| | Index | | | | Description | | |
| | Barclays Global Inflation Linked U.S. TIPS Index | | | | The index measures the performance of the US Treasury Inflation Protected Securities (TIPS) market. | | |
| | Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Barclays U.S. Aggregate Bond Index | | | | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Barclays U.S. Corporate Investment Grade Bond Index | | | | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | Russell 2000® Index | | | | An unmanaged index that measures the performance of securities of small U.S. companies. | | |
| | Russell Midcap® Index | | | | An unmanaged index that measures the performance of the 800 smallest companies in the Russell 1000® Index, which represents approximately 26% of the total market capitalization of the Russell 1000® Index. | | |
| | 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. | | |
| | S&P MidCap 400 Index | | | | An unmanaged index that measures the performance of the mid-size company segment of the U.S. market. | | |
| | S&P SmallCap 600 Index | | | | An unmanaged index used to measure stock market performance composed of companies with a weighted average market value of approximately $630 million. | | |
| | Shanghai Stock Exchange Composite Index | | | | A capitalization-weighted index. The index tracks the daily price performance of all A-shares and B-shares listed on the Shanghai Stock Exchange. The index was developed on December 19, 1990 with a base value of 100. | | |
Voya Index Plus LargeCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 20.5% | |
| Financials | | | 15.8% | |
| Health Care | | | 14.7% | |
| Consumer Discretionary | | | 13.7% | |
| Industrials | | | 10.1% | |
| Consumer Staples | | | 9.6% | |
| Energy | | | 6.2% | |
| Utilities | | | 3.1% | |
| Materials | | | 2.6% | |
| Telecommunication Services | | | 2.6% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 4.0% | |
| Microsoft Corp. | | | 2.7% | |
| Amazon.com, Inc. | | | 2.2% | |
| Alphabet, Inc. - Class A | | | 2.0% | |
| JPMorgan Chase & Co. | | | 2.0% | |
| Wells Fargo & Co. | | | 2.0% | |
| Pfizer, Inc. | | | 1.8% | |
| Home Depot, Inc. | | | 1.6% | |
| Intel Corp. | | | 1.6% | |
| AT&T, Inc. | | | 1.6% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus LargeCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 0.84% | | | | | | 11.78% | | | | | | 6.35% | | | |
| | Class S | | | | | 0.63% | | | | | | 11.50% | | | | | | 6.09% | | | |
| | S&P 500® Index | | | | | 1.38% | | | | | | 12.57% | | | | | | 7.31% | | | |
| | | | |
Voya Index Plus MidCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 26.2% | |
| Information Technology | | | 16.3% | |
| Industrials | | | 15.7% | |
| Consumer Discretionary | | | 13.5% | |
| Health Care | | | 9.6% | |
| Materials | | | 5.9% | |
| Utilities | | | 4.5% | |
| Consumer Staples | | | 4.2% | |
| Energy | | | 2.7% | |
| Assets in Excess of Other Liabilities* | | | 1.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| LKQ Corp. | | | 1.3% | |
| Jarden Corp. | | | 1.3% | |
| Hologic, Inc. | | | 1.2% | |
| Mettler Toledo International, Inc. | | | 1.2% | |
| Signature Bank | | | 1.2% | |
| Ansys, Inc. | | | 1.2% | |
| Mid-America Apartment Communities, Inc. | | | 1.2% | |
| Waste Connections, Inc. | | | 1.1% | |
| Everest Re Group Ltd. | | | 1.1% | |
| Ultimate Software Group, Inc. | | | 1.1% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus MidCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -1.79% | | | | | | 10.99% | | | | | | 6.91% | | | |
| | Class S | | | | | -2.06% | | | | | | 10.71% | | | | | | 6.64% | | | |
| | S&P MidCap 400 Index | | | | | -2.18% | | | | | | 10.68% | | | | | | 8.18% | | | |
| | | | |
Voya Index Plus SmallCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 22.9% | |
| Industrials | | | 17.0% | |
| Information Technology | | | 15.4% | |
| Consumer Discretionary | | | 14.0% | |
| Health Care | | | 13.7% | |
| Materials | | | 4.6% | |
| Utilities | | | 4.0% | |
| Energy | | | 3.1% | |
| Consumer Staples | | | 2.3% | |
| Telecommunication Services | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 1.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Pool Corp. | | | 1.1% | |
| PrivateBancorp, Inc. | | | 1.0% | |
| Microsemi Corp. | | | 1.0% | |
| NuVasive, Inc. | | | 1.0% | |
| Littelfuse, Inc. | | | 1.0% | |
| Evercore Partners, Inc. | | | 0.9% | |
| Healthcare Realty Trust, Inc. | | | 0.9% | |
| Curtiss-Wright Corp. | | | 0.9% | |
| On Assignment, Inc. | | | 0.9% | |
| Helen of Troy Ltd. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus SmallCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -3.21% | | | | | | 10.19% | | | | | | 5.85% | | | |
| | Class S | | | | | -3.47% | | | | | | 9.93% | | | | | | 5.59% | | | |
| | S&P SmallCap 600® Index | | | | | -1.97% | | | | | | 11.48% | | | | | | 8.01% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 996.40 | | | | | | 0.44% | | | | | $ | 2.21 | | | | | $ | 1,000.00 | | | | | $ | 1,022.99 | | | | | | 0.44% | | | | | $ | 2.24 | | |
Class S | | | | | 1,000.00 | | | | | | 995.50 | | | | | | 0.69 | | | | | | 3.47 | | | | | | 1,000.00 | | | | | | 1,021.73 | | | | | | 0.69 | | | | | | 3.52 | | |
Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 941.90 | | | | | | 0.49% | | | | | $ | 2.40 | | | | | $ | 1,000.00 | | | | | $ | 1,022.74 | | | | | | 0.49% | | | | | $ | 2.50 | | |
Class S | | | | | 1,000.00 | | | | | | 940.70 | | | | | | 0.74 | | | | | | 3.62 | | | | | | 1,000.00 | | | | | | 1,021.48 | | | | | | 0.74 | | | | | | 3.77 | | |
Voya Index Plus SmallCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 932.10 | | | | | | 0.50% | | | | | $ | 2.43 | | | | | $ | 1,000.00 | | | | | $ | 1,022.68 | | | | | | 0.50% | | | | | $ | 2.55 | | |
Class S | | | | | 1,000.00 | | | | | | 931.00 | | | | | | 0.75 | | | | | | 3.65 | | | | | | 1,000.00 | | | | | | 1,021.42 | | | | | | 0.75 | | | | | | 3.82 | | |
Voya Variable Portfolios, Inc.
February 16, 2016
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 667,064,908 | | | | | $ | 607,195,483 | | | | | $ | 271,367,737 | | |
Short-term investments at fair value** | | | | | 16,456,571 | | | | | | 27,868,875 | | | | | | 15,844,362 | | |
Total investments at fair value | | | | $ | 683,521,479 | | | | | $ | 635,064,358 | | | | | $ | 287,212,099 | | |
Cash | | | | | 7,173 | | | | | | 869 | | | | | | 187 | | |
Cash collateral for futures | | | | | 251,160 | | | | | | 237,600 | | | | | | 85,000 | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | — | | | | | | 38,449 | | | | | | — | | |
Fund shares sold | | | | | 36,941 | | | | | | 391,955 | | | | | | 507,310 | | |
Dividends | | | | | 859,592 | | | | | | 666,172 | | | | | | 227,062 | | |
Prepaid expenses | | | | | 1,453 | | | | | | 1,351 | | | | | | 606 | | |
Other assets | | | | | 136,237 | | | | | | 72,678 | | | | | | 35,665 | | |
Total assets | | | | | 684,814,035 | | | | | | 636,473,432 | | | | | | 288,067,929 | | |
LIABILITIES: | | | | | |||||||||||||||
Payable for fund shares redeemed | | | | | 1,914,369 | | | | | | 637,101 | | | | | | 83,658 | | |
Payable upon receipt of securities loaned | | | | | 7,443,856 | | | | | | 19,432,267 | | | | | | 12,460,803 | | |
Payable for investment management fees | | | | | 234,771 | | | | | | 241,400 | | | | | | 108,175 | | |
Payable for distribution and shareholder service fees | | | | | 23,619 | | | | | | 21,987 | | | | | | 16,320 | | |
Payable for directors fees | | | | | 3,646 | | | | | | 3,390 | | | | | | 1,516 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 136,237 | | | | | | 72,678 | | | | | | 35,665 | | |
Other accrued expenses and liabilities | | | | | 111,063 | | | | | | 93,382 | | | | | | 45,125 | | |
Total liabilities | | | | | 9,867,561 | | | | | | 20,502,205 | | | | | | 12,751,262 | | |
NET ASSETS | | | | $ | 674,946,474 | | | | | $ | 615,971,227 | | | | | $ | 275,316,667 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 621,035,384 | | | | | $ | 524,155,184 | | | | | $ | 245,380,736 | | |
Undistributed net investment income | | | | | 12,202,655 | | | | | | 6,042,190 | | | | | | 2,201,048 | | |
Accumulated net realized gain (loss) | | | | | (27,091,150) | | | | | | 59,228,380 | | | | | | 7,735,812 | | |
Net unrealized appreciation | | | | | 68,799,585 | | | | | | 26,545,473 | | | | | | 19,999,071 | | |
NET ASSETS | | | | $ | 674,946,474 | | | | | $ | 615,971,227 | | | | | $ | 275,316,667 | | |
+ Including securities loaned at value | | | | $ | 7,256,755 | | | | | $ | 18,971,718 | | | | | $ | 12,162,780 | | |
* Cost of investments in securities | | | | $ | 598,246,217 | | | | | $ | 580,605,299 | | | | | $ | 251,347,228 | | |
** Cost of short-term investments | | | | $ | 16,456,571 | | | | | $ | 27,868,875 | | | | | $ | 15,844,362 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 565,256,702 | | | | | $ | 513,582,618 | | | | | $ | 199,425,333 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 25,323,106 | | | | | | 24,767,917 | | | | | | 9,076,893 | | |
Net asset value and redemption price per share | | | | $ | 22.32 | | | | | $ | 20.74 | | | | | $ | 21.97 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 109,689,772 | | | | | $ | 102,388,609 | | | | | $ | 75,891,334 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,954,688 | | | | | | 5,005,000 | | | | | | 3,491,260 | | |
Net asset value and redemption price per share | | | | $ | 22.14 | | | | | $ | 20.46 | | | | | $ | 21.74 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | |||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 15,880,199 | | | | | $ | 9,362,853 | | | | | $ | 3,705,116 | | |
Securities lending income, net | | | | | 55,522 | | | | | | 388,752 | | | | | | 259,844 | | |
Total investment income | | | | | 15,935,721 | | | | | | 9,751,605 | | | | | | 3,964,960 | | |
EXPENSES: | | | | | |||||||||||||||
Investment management fees(1) | | | | | 3,030,336 | | | | | | 3,158,278 | | | | | | 1,411,181 | | |
Distribution and shareholder service fees: | | | | | |||||||||||||||
Class S | | | | | 299,887 | | | | | | 287,639 | | | | | | 212,862 | | |
Transfer agent fees | | | | | 860 | | | | | | 683 | | | | | | 429 | | |
Administrative service fees(1) | | | | | 251,132 | | | | | | 231,547 | | | | | | 104,203 | | |
Shareholder reporting expense | | | | | 66,430 | | | | | | 73,000 | | | | | | 33,580 | | |
Professional fees | | | | | 61,190 | | | | | | 61,191 | | | | | | 34,395 | | |
Custody and accounting expense | | | | | 82,490 | | | | | | 78,475 | | | | | | 41,245 | | |
Directors fees | | | | | 21,876 | | | | | | 20,339 | | | | | | 9,092 | | |
Miscellaneous expense | | | | | 42,292 | | | | | | 34,409 | | | | | | 19,315 | | |
Interest expense | | | | | 22 | | | | | | 197 | | | | | | 51 | | |
Total expenses | | | | | 3,856,515 | | | | | | 3,945,758 | | | | | | 1,866,353 | | |
Net waived and reimbursed fees | | | | | (328,153) | | | | | | (305,091) | | | | | | (136,387) | | |
Net expenses | | | | | 3,528,362 | | | | | | 3,640,667 | | | | | | 1,729,966 | | |
Net investment income | | | | | 12,407,359 | | | | | | 6,110,938 | | | | | | 2,234,994 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | |||||||||||||||
Net realized gain (loss) on: | | | | | |||||||||||||||
Investments | �� | | | | 51,046,547 | | | | | | 60,350,886 | | | | | | 31,117,082 | | |
Futures | | | | | 223,616 | | | | | | (171,722) | | | | | | 46,114 | | |
Net realized gain | | | | | 51,270,163 | | | | | | 60,179,164 | | | | | | 31,163,196 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | |||||||||||||||
Investments | | | | | (57,546,005) | | | | | | (76,460,716) | | | | | | (42,238,577) | | |
Futures | | | | | (128,611) | | | | | | (226,095) | | | | | | (162,032) | | |
Net change in unrealized appreciation (depreciation) | | | | | (57,674,616) | | | | | | (76,686,811) | | | | | | (42,400,609) | | |
Net realized and unrealized loss | | | | | (6,404,453) | | | | | | (16,507,647) | | | | | | (11,237,413) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 6,002,906 | | | | | $ | (10,396,709) | | | | | $ | (9,002,419) | | |
* Foreign taxes withheld | | | | $ | 52,336 | | | | | $ | — | | | | | $ | 970 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 12,407,359 | | | | | $ | 11,296,677 | | | | | $ | 6,110,938 | | | | | $ | 5,960,671 | | | ||||
Net realized gain | | | | | 51,270,163 | | | | | | 89,023,369 | | | | | | 60,179,164 | | | | | | 94,429,299 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (57,674,616) | | | | | | (5,374,025) | | | | | | (76,686,811) | | | | | | (36,203,378) | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | 6,002,906 | | | | | | 94,946,021 | | | | | | (10,396,709) | | | | | | 64,186,592 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||||||
Class I | | | | | (9,833,495) | | | | | | (9,040,215) | | | | | | (5,175,436) | | | | | | (4,524,218) | | | ||||
Class S | | | | | (1,620,104) | | | | | | (1,721,169) | | | | | | (760,762) | | | | | | (701,737) | | | ||||
Net realized gains: | | | | | | ||||||||||||||||||||||||
Class I | | | | | — | | | | | | — | | | | | | (76,949,367) | | | | | | (24,423,502) | | | ||||
Class S | | | | | — | | | | | | — | | | | | | (16,110,252) | | | | | | (5,528,242) | | | ||||
Total distributions | | | | | (11,453,599) | | | | | | (10,761,384) | | | | | | (98,995,817) | | | | | | (35,177,699) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 7,722,329 | | | | | | 32,926,545 | | | | | | 10,401,332 | | | | | | 10,163,257 | | | ||||
Reinvestment of distributions | | | | | 11,453,599 | | | | | | 10,761,384 | | | | | | 98,995,817 | | | | | | 35,177,699 | | | ||||
| | | | | 19,175,928 | | | | | | 43,687,929 | | | | | | 109,397,149 | | | | | | 45,340,956 | | | ||||
Cost of shares redeemed | | | | | (107,976,335) | | | | | | (97,050,073) | | | | | | (84,382,459) | | | | | | (97,019,449) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (88,800,407) | | | | | | (53,362,144) | | | | | | 25,014,690 | | | | | | (51,678,493) | | | ||||
Net increase (decrease) in net assets | | | | | (94,251,100) | | | | | | 30,822,493 | | | | | | (84,377,836) | | | | | | (22,669,600) | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 769,197,574 | | | | | | 738,375,081 | | | | | | 700,349,063 | | | | | | 723,018,663 | | | ||||
End of year or period | | | | $ | 674,946,474 | | | | | $ | 769,197,574 | | | | | $ | 615,971,227 | | | | | $ | 700,349,063 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 12,202,655 | | | | | $ | 11,283,295 | | | | | $ | 6,042,190 | | | | | $ | 5,931,676 | | | ||||
|
| | | Voya Index Plus SmallCap Portfolio | | |||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||
FROM OPERATIONS: | | | | ||||||||||||
Net investment income | | | | $ | 2,234,994 | | | | | $ | 2,500,738 | | | ||
Net realized gain | | | | | 31,163,196 | | | | | | 31,893,649 | | | ||
Net change in unrealized appreciation (depreciation) | | | | | (42,400,609) | | | | | | (18,152,905) | | | ||
Increase (decrease) in net assets resulting from operations | | | | | (9,002,419) | | | | | | 16,241,482 | | | ||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | ||||||||||||
Net investment income: | | | | ||||||||||||
Class I | | | | | (1,956,235) | | | | | | (1,491,399) | | | ||
Class S | | | | | (544,211) | | | | | | (406,155) | | | ||
Total distributions | | | | | (2,500,446) | | | | | | (1,897,554) | | | ||
FROM CAPITAL SHARE TRANSACTIONS: | | | | ||||||||||||
Net proceeds from sale of shares | | | | | 5,950,928 | | | | | | 6,075,360 | | | ||
Reinvestment of distributions | | | | | 2,500,446 | | | | | | 1,897,554 | | | ||
| | | | | 8,451,374 | | | | | | 7,972,914 | | | ||
Cost of shares redeemed | | | | | (40,482,272) | | | | | | (53,142,438) | | | ||
Net decrease in net assets resulting from capital share transactions | | | | | (32,030,898) | | | | | | (45,169,524) | | | ||
Net decrease in net assets | | | | | (43,533,763) | | | | | | (30,825,596) | | | ||
NET ASSETS: | | | | ||||||||||||
Beginning of year or period | | | | | 318,850,430 | | | | | | 349,676,026 | | | ||
End of year or period | | | | $ | 275,316,667 | | | | | $ | 318,850,430 | | | ||
Undistributed net investment income at end of year or period | | | | $ | 2,201,048 | | | | | $ | 2,466,500 | | | ||
|
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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) | | | 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 Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 22.48 | | | | | | 0.39• | | | | | | (0.19) | | | | | | 0.20 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 22.32 | | | | | | 0.84 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.74 | | | | | | 565,257 | | | | | | 66 | | |
12-31-14 | | | | | 20.05 | | | | | | 0.33• | | | | | | 2.41 | | | | | | 2.74 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 22.48 | | | | | | 13.86 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.58 | | | | | | 639,454 | | | | | | 72 | | |
12-31-13 | | | | | 15.37 | | | | | | 0.28• | | | | | | 4.72 | | | | | | 5.00 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 20.05 | | | | | | 32.92 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.60 | | | | | | 601,491 | | | | | | 80 | | |
12-31-12 | | | | | 13.64 | | | | | | 0.27• | | | | | | 1.70 | | | | | | 1.97 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 15.37 | | | | | | 14.45 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.84 | | | | | | 516,227 | | | | | | 166 | | |
12-31-11 | | | | | 13.89 | | | | | | 0.21• | | | | | | (0.20) | | | | | | 0.01 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 13.64 | | | | | | (0.09) | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.54 | | | | | | 544,124 | | | | | | 130 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 22.29 | | | | | | 0.33• | | | | | | (0.18) | | | | | | 0.15 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 22.14 | | | | | | 0.63 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.49 | | | | | | 109,690 | | | | | | 66 | | |
12-31-14 | | | | | 19.89 | | | | | | 0.28• | | | | | | 2.38 | | | | | | 2.66 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 22.29 | | | | | | 13.54 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.33 | | | | | | 129,744 | | | | | | 72 | | |
12-31-13 | | | | | 15.24 | | | | | | 0.24• | | | | | | 4.68 | | | | | | 4.92 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 19.89 | | | | | | 32.67 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.35 | | | | | | 136,884 | | | | | | 80 | | |
12-31-12 | | | | | 13.53 | | | | | | 0.23• | | | | | | 1.68 | | | | | | 1.91 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 15.24 | | | | | | 14.11 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.59 | | | | | | 127,156 | | | | | | 166 | | |
12-31-11 | | | | | 13.78 | | | | | | 0.18• | | | | | | (0.21) | | | | | | (0.03) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 13.53 | | | | | | (0.34) | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.28 | | | | | | 132,939 | | | | | | 130 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 24.58 | | | | | | 0.22 | | | | | | (0.45) | | | | | | (0.23) | | | | | | 0.23 | | | | | | 3.38 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.74 | | | | | | (1.79) | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.94 | | | | | | 513,583 | | | | | | 90 | | |
12-31-14 | | | | | 23.62 | | | | | | 0.21• | | | | | | 1.95 | | | | | | 2.16 | | | | | | 0.19 | | | | | | 1.01 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 24.58 | | | | | | 9.56 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.89 | | | | | | 577,230 | | | | | | 72 | | |
12-31-13 | | | | | 17.76 | | | | | | 0.17• | | | | | | 5.92 | | | | | | 6.09 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 23.62 | | | | | | 34.56 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.81 | | | | | | 588,001 | | | | | | 66 | | |
12-31-12 | | | | | 15.22 | | | | | | 0.21• | | | | | | 2.48 | | | | | | 2.69 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 17.76 | | | | | | 17.70 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.24 | | | | | | 491,445 | | | | | | 164 | | |
12-31-11 | | | | | 15.51 | | | | | | 0.14 | | | | | | (0.30) | | | | | | (0.16) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 15.22 | | | | | | (1.15) | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.83 | | | | | | 482,378 | | | | | | 101 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 24.29 | | | | | | 0.15• | | | | | | (0.44) | | | | | | (0.29) | | | | | | 0.16 | | | | | | 3.38 | | | | | | — | | | | | | 3.54 | | | | | | — | | | | | | 20.46 | | | | | | (2.06) | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 102,389 | | | | | | 90 | | |
12-31-14 | | | | | 23.35 | | | | | | 0.15• | | | | | | 1.93 | | | | | | 2.08 | | | | | | 0.13 | | | | | | 1.01 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 24.29 | | | | | | 9.30 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.63 | | | | | | 123,119 | | | | | | 72 | | |
12-31-13 | | | | | 17.56 | | | | | | 0.12• | | | | | | 5.85 | | | | | | 5.97 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 23.35 | | | | | | 34.23 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.56 | | | | | | 135,017 | | | | | | 66 | | |
12-31-12 | | | | | 15.05 | | | | | | 0.17• | | | | | | 2.44 | | | | | | 2.61 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 17.56 | | | | | | 17.38 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.99 | | | | | | 117,845 | | | | | | 164 | | |
12-31-11 | | | | | 15.34 | | | | | | 0.09• | | | | | | (0.29) | | | | | | (0.20) | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 15.05 | | | | | | (1.39) | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.58 | | | | | | 117,222 | | | | | | 101 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 22.90 | | | | | | 0.19• | | | | | | (0.92) | | | | | | (0.73) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 21.97 | | | | | | (3.21) | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.81 | | | | | | 199,425 | | | | | | 46 | | |
12-31-14 | | | | | 21.86 | | | | | | 0.18• | | | | | | 1.00 | | | | | | 1.18 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 22.90 | | | | | | 5.44 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.84 | | | | | | 226,277 | | | | | | 40 | | |
12-31-13 | | | | | 15.48 | | | | | | 0.13• | | | | | | 6.43 | | | | | | 6.56 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 21.86 | | | | | | 42.70 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.70 | | | | | | 243,564 | | | | | | 55 | | |
12-31-12 | | | | | 13.85 | | | | | | 0.16• | | | | | | 1.55 | | | | | | 1.71 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 15.48 | | | | | | 12.38 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.06 | | | | | | 176,644 | | | | | | 144 | | |
12-31-11 | | | | | 14.06 | | | | | | 0.08 | | | | | | (0.17) | | | | | | (0.09) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 13.85 | | | | | | (0.74) | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.52 | | | | | | 186,300 | | | | | | 115 | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | 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 Index Plus SmallCap Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 22.66 | | | | | | 0.13• | | | | | | (0.91) | | | | | | (0.78) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 21.74 | | | | | | (3.47) | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.55 | | | | | | 75,891 | | | | | | 46 | | |
12-31-14 | | | | | 21.62 | | | | | | 0.13• | | | | | | 1.00 | | | | | | 1.13 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 22.66 | | | | | | 5.24 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.59 | | | | | | 92,574 | | | | | | 40 | | |
12-31-13 | | | | | 15.32 | | | | | | 0.08• | | | | | | 6.36 | | | | | | 6.44 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 21.62 | | | | | | 42.28 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.45 | | | | | | 106,112 | | | | | | 55 | | |
12-31-12 | | | | | 13.70 | | | | | | 0.12• | | | | | | 1.54 | | | | | | 1.66 | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 15.32 | | | | | | 12.14 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.82 | | | | | | 87,102 | | | | | | 144 | | |
12-31-11 | | | | | 13.91 | | | | | | 0.05 | | | | | | (0.18) | | | | | | (0.13) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 13.70 | | | | | | (0.98) | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.26 | | | | | | 90,025 | | | | | | 115 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 471,925,131 | | | | | $ | 555,070,289 | | |
Index Plus MidCap | | | | | 599,190,363 | | | | | | 667,951,864 | | |
Index Plus SmallCap | | | | | 136,503,798 | | | | | | 168,405,722 | | |
| Index Plus LargeCap | | | 0.35% | |
| Index Plus MidCap | | | 0.40% | |
| Index Plus SmallCap | | | 0.40% | |
| Index Plus LargeCap(1) | | | 0.45% | |
| Index Plus MidCap(1) | | | 0.50% | |
| Index Plus SmallCap(1) | | | 0.50% | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 15.57% | | |
| | | Index Plus MidCap | | | | | 15.25 | | |
| | | Index Plus SmallCap | | | | | 25.91 | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 77.84 | | |
| | | Index Plus MidCap | | | | | 78.93 | | |
| | | Index Plus SmallCap | | | | | 65.57 | | |
Portfolio | | | Class I | | | Class S | | ||||||
Index Plus LargeCap | | | | | 0.55% | | | | | | 0.80% | | |
Index Plus MidCap | | | | | 0.60% | | | | | | 0.85% | | |
Index Plus SmallCap | | | | | 0.60% | | | | | | 0.85% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus LargeCap | | | | | 1 | | | | | $ | 705,000 | | | | | | 1.11% | | |
Index Plus MidCap | | | | | 4 | | | | | | 1,575,500 | | | | | | 1.14 | | |
Index Plus SmallCap | | | | | 2 | | | | | | 817,000 | | | | | | 1.13 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Index Plus LargeCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 281,977 | | | | | | — | | | | | | 429,410 | | | | | | (3,834,876) | | | | | | (3,123,489) | | | | | | 6,238,383 | | | | | | — | | | | | | 9,833,495 | | | | | | (85,608,944) | | | | | | (69,537,066) | | |
12/31/2014 | | | | | 1,446,183 | | | | | | — | | | | | | 447,757 | | | | | | (3,442,278) | | | | | | (1,548,338) | | | | | | 31,875,889 | | | | | | — | | | | | | 9,040,215 | | | | | | (72,052,277) | | | | | | (31,136,173) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 65,979 | | | | | | — | | | | | | 71,213 | | | | | | (1,002,079) | | | | | | (864,887) | | | | | | 1,483,946 | | | | | | — | | | | | | 1,620,104 | | | | | | (22,367,391) | | | | | | (19,263,341) | | |
12/31/2014 | | | | | 50,102 | | | | | | — | | | | | | 85,844 | | | | | | (1,198,176) | | | | | | (1,062,230) | | | | | | 1,050,656 | | | | | | — | | | | | | 1,721,169 | | | | | | (24,997,796) | | | | | | (22,225,971) | | |
Index Plus MidCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 359,898 | | | | | | — | | | | | | 3,727,862 | | | | | | (2,799,056) | | | | | | 1,288,704 | | | | | | 8,083,037 | | | | | | — | | | | | | 82,124,803 | | | | | | (63,045,403) | | | | | | 27,162,437 | | |
12/31/2014 | | | | | 349,312 | | | | | | — | | | | | | 1,280,873 | | | | | | (3,044,828) | | | | | | (1,414,643) | | | | | | 8,254,099 | | | | | | — | | | | | | 28,947,720 | | | | | | (71,823,634) | | | | | | (34,621,815) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 106,835 | | | | | | — | | | | | | 774,966 | | | | | | (945,262) | | | | | | (63,461) | | | | | | 2,318,295 | | | | | | — | | | | | | 16,871,014 | | | | | | (21,337,056) | | | | | | (2,147,747) | | |
12/31/2014 | | | | | 82,857 | | | | | | — | | | | | | 278,497 | | | | | | (1,075,070) | | | | | | (713,716) | | | | | | 1,909,158 | | | | | | — | | | | | | 6,229,979 | | | | | | (25,195,815) | | | | | | (17,056,678) | | |
Index Plus SmallCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 210,461 | | | | | | — | | | | | | 84,430 | | | | | | (1,097,809) | | | | | | (802,918) | | | | | | 4,767,988 | | | | | | — | | | | | | 1,956,235 | | | | | | (25,111,023) | | | | | | (18,386,800) | | |
12/31/2014 | | | | | 238,367 | | | | | | — | | | | | | 69,888 | | | | | | (1,572,091) | | | | | | (1,263,836) | | | | | | 5,223,155 | | | | | | — | | | | | | 1,491,399 | | | | | | (34,190,742) | | | | | | (27,476,188) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 53,577 | | | | | | — | | | | | | 23,702 | | | | | | (671,983) | | | | | | (594,704) | | | | | | 1,182,940 | | | | | | — | | | | | | 544,211 | | | | | | (15,371,249) | | | | | | (13,644,098) | | |
12/31/2014 | | | | | 39,954 | | | | | | — | | | | | | 19,213 | | | | | | (880,275) | | | | | | (821,108) | | | | | | 852,205 | | | | | | — | | | | | | 406,155 | | | | | | (18,951,696) | | | | | | (17,693,336) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Goldman, Sachs & Co. | | | | $ | 19,480 | | | | | $ | (19,480) | | | | | $ | — | | | |||
Janney Montgomery Scott LLC | | | | | 5,311,600 | | | | | | (5,311,600) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 993,382 | | | | | | (993,382) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 932,292 | | | | | | (932,292) | | | | | | — | | | |||
Total | | | | $ | 7,256,755 | | | | | $ | (7,256,755) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Barclays Capital Inc. | | | | $ | 872,982 | | | | | $ | (872,982) | | | | | $ | — | | | |||
BNP Paribas Prime Brokerage, Inc. | | | | | 123,214 | | | | | | (123,214) | | | | | | — | | | |||
Deutsche Bank Securities Inc. | | | | | 1,284,363 | | | | | | (1,284,363) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 3,646,287 | | | | | | (3,646,287) | | | | | | — | | | |||
Janney Montgomery Scott LLC | | | | | 1,965,015 | | | | | | (1,965,015) | | | | | | — | | | |||
Jefferies LLC | | | | | 64,960 | | | | | | (64,960) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 2,512,998 | | | | | | (2,512,998) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 51,938 | | | | | | (51,938) | | | | | | — | | | |||
National Financial Services LLC | | | | | 474,521 | | | | | | (474,521) | | | | | | — | | | |||
Nomura Securities International, Inc. | | | | | 71,456 | | | | | | (71,456) | | | | | | — | | | |||
RBC Capital Markets, LLC | | | | | 33,438 | | | | | | (33,438) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 3,402,659 | | | | | | (3,402,659) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 994,200 | | | | | | (994,200) | | | | | | — | | | |||
UBS Securities LLC. | | | | | 200,099 | | | | | | (200,099) | | | | | | — | | | |||
Wells Fargo Securities LLC | | | | | 3,273,587 | | | | | | (3,273,587) | | | | | | — | | | |||
Total | | | | $ | 18,971,718 | | | | | $ | (18,971,718) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Barclays Capital Inc. | | | | $ | 1,613,454 | | | | | $ | (1,613,454) | | | | | $ | — | | | |||
BMO Capital Markets Corp | | | | | 9,566 | | | | | | (9,566) | | | | | | — | | | |||
Deutsche Bank Securities Inc. | | | | | 78,194 | | | | | | (78,194) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 999,593 | | | | | | (999,593) | | | | | | — | | | |||
Janney Montgomery Scott LLC | | | | | 386 | | | | | | (386) | | | | | | — | | | |||
Jefferies LLC | | | | | 112,230 | | | | | | (112,230) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 4,571,478 | | | | | | (4,571,478) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 2,090,215 | | | | | | (2,090,215) | | | | | | — | | | |||
National Financial Services LLC | | | | | 1,475,207 | | | | | | (1,475,207) | | | | | | — | | | |||
Nomura Securities International, Inc. | | | | | 28,854 | | | | | | (28,854) | | | | | | — | | | |||
RBC Dominion Securities Inc | | | | | 313,315 | | | | | | (313,315) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 123,826 | | | | | | (123,826) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 409,177 | | | | | | (409,177) | | | | | | — | | | |||
UBS Securities LLC. | | | | | 337,285 | | | | | | (337,285) | | | | | | — | | | |||
Total | | | | $ | 12,162,780 | | | | | $ | (12,162,780) | | | | | $ | — | | | |||
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | |||||||||
Index Plus LargeCap | | | | $ | (18) | | | | | $ | (34,400) | | | | | $ | 34,418 | | |
Index Plus MidCap | | | | | — | | | | | | (64,226) | | | | | | 64,226 | | |
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 11,453,599 | | | | | $ | — | | | | | $ | 10,761,384 | | | | | $ | — | | |
Index Plus MidCap | | | | | 17,813,399 | | | | | | 81,182,418 | | | | | | 5,225,955 | | | | | | 29,951,744 | | |
Index Plus SmallCap | | | | | 2,500,446 | | | | | | — | | | | | | 1,897,554 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Short-term Capital Loss Carryforwards | | | Expiration | | |||||||||||||||
Index Plus LargeCap | | | | $ | 12,331,710 | | | | | $ | — | | | | | $ | 68,089,709 | | | | | $ | (26,381,274) | | | | | | 2017 | | |
Index Plus MidCap | | | | | 6,109,762 | | | | | | 59,552,794 | | | | | | 26,221,059 | | | | | | — | | | | | | — | | |
Index Plus SmallCap | | | | | 2,235,897 | | | | | | 7,945,783 | | | | | | 19,789,100 | | | | | | — | | | | | | — | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.9% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 13.7% | | ||||||||||||
| | | 22,013 | | | | Amazon.com, Inc. | | | | $ | 14,878,367 | | | | | | 2.2 | | |
| | | 181,463 | | | | Comcast Corp. – Class A | | | | | 10,239,957 | | | | | | 1.5 | | |
| | | 84,000 | | | | Home Depot, Inc. | | | | | 11,109,000 | | | | | | 1.6 | | |
| | | 75,917 | | | | McDonald’s Corp. | | | | | 8,968,834 | | | | | | 1.3 | | |
| | | 126,270 | | | | Nike, Inc. | | | | | 7,891,875 | | | | | | 1.2 | | |
| | | 818,257 | | | | Other Securities(a) | | | | | 39,473,423 | | | | | | 5.9 | | |
| | | | | | | | | | | | 92,561,456 | | | | | | 13.7 | | |
| | | | | | | Consumer Staples: 9.6% | | ||||||||||||
| | | 132,588 | | | | Altria Group, Inc. | | | | | 7,717,948 | | | | | | 1.2 | | |
| | | 76,094 | | | | Coca-Cola Co. | | | | | 3,268,998 | | | | | | 0.5 | | |
| | | 53,610 | | | | Coca-Cola Enterprises, Inc. | | | | | 2,639,756 | | | | | | 0.4 | | |
| | | 91,991 | | | | CVS Health Corp. | | | | | 8,993,960 | | | | | | 1.3 | | |
| | | 51,705 | | | | Dr Pepper Snapple Group, Inc. | | | | | 4,818,906 | | | | | | 0.7 | | |
| | | 103,000 | | | | PepsiCo, Inc. | | | | | 10,291,760 | | | | | | 1.5 | | |
| | | 76,453 | | | | Procter & Gamble Co. | | | | | 6,071,133 | | | | | | 0.9 | | |
| | | 117,657 | @ | | Wal-Mart Stores, Inc. | | | | | 7,212,374 | | | | | | 1.1 | | | |
| | | 236,993 | | | | Other Securities | | | | | 13,760,439 | | | | | | 2.0 | | |
| | | | | | | | | | | | 64,775,274 | | | | | | 9.6 | | |
| | | | | | | Energy: 6.2% | | ||||||||||||
| | | 80,039 | | | | Chevron Corp. | | | | | 7,200,308 | | | | | | 1.1 | | |
| | | 117,740 | | | | Exxon Mobil Corp. | | | | | 9,177,833 | | | | | | 1.3 | | |
| | | 86,501 | | | | Valero Energy Corp. | | | | | 6,116,486 | | | | | | 0.9 | | |
| | | 448,933 | | | | Other Securities | | | | | 19,512,279 | | | | | | 2.9 | | |
| | | | | | | | | | | | 42,006,906 | | | | | | 6.2 | | |
| | | | | | | Financials: 15.8% | | ||||||||||||
| | | 46,928 | | | | Berkshire Hathaway, Inc. – Class B | | | | | 6,196,373 | | | | | | 0.9 | | |
| | | 197,000 | | | | Citigroup, Inc. | | | | | 10,194,750 | | | | | | 1.5 | | |
| | | 105,143 | @ | | Discover Financial Services | | | | | 5,637,768 | | | | | | 0.8 | | | |
| | | 201,965 | | | | JPMorgan Chase & Co. | | | | | 13,335,749 | | | | | | 2.0 | | |
| | | 51,777 | | | | Mid-America Apartment Communities, Inc. | | | | | 4,701,869 | | | | | | 0.7 | | |
| | | 244,534 | | | | Wells Fargo & Co. | | | | | 13,292,868 | | | | | | 2.0 | | |
| | | 1,620,044 | | | | Other Securities(a) | | | | | 52,990,866 | | | | | | 7.9 | | |
| | | | | | | | | | | | 106,350,243 | | | | | | 15.8 | | |
| | | | | | | Health Care: 14.7% | | ||||||||||||
| | | 49,991 | | | | Amgen, Inc. | | | | | 8,115,039 | | | | | | 1.2 | | |
| | | 65,579 | | | | Cardinal Health, Inc. | | | | | 5,854,237 | | | | | | 0.9 | | |
| | | 103,431 | | | | Gilead Sciences, Inc. | | | | | 10,466,183 | | | | | | 1.6 | | |
| | | 76,105 | | | | Johnson & Johnson | | | | | 7,817,506 | | | | | | 1.2 | | |
| | | 61,746 | @ | | Medtronic PLC | | | | | 4,749,502 | | | | | | 0.7 | | | |
| | | 191,420 | | | | Merck & Co., Inc. | | | | | 10,110,805 | | | | | | 1.5 | | |
| | | 384,064 | | | | Pfizer, Inc. | | | | | 12,397,586 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care (continued) | | |||||||||||||||
| | | 76,585 | | | | UnitedHealth Group, Inc. | | | | $ | 9,009,459 | | | | | | 1.3 | | | |||
| | | 39,400 | | | | Waters Corp. | | | | | 5,302,452 | | | | | | 0.8 | | | |||
| | | 213,271 | | | | Other Securities | | | | | 25,153,802 | | | | | | 3.7 | | | |||
| | | | | | | | | | | | 98,976,571 | | | | | | 14.7 | | | |||
| | | | | | | Industrials: 10.1% | | |||||||||||||||
| | | 57,644 | | | | Boeing Co. | | | | | 8,334,746 | | | | | | 1.2 | | | |||
| | | 73,752 | | | | Danaher Corp. | | | | | 6,850,086 | | | | | | 1.0 | | | |||
| | | 116,703 | | | | Delta Air Lines, Inc. | | | | | 5,915,675 | | | | | | 0.9 | | | |||
| | | 46,400 | | | | General Dynamics Corp. | | | | | 6,373,504 | | | | | | 0.9 | | | |||
| | | 271,815 | | | | General Electric Co. | | | | | 8,467,037 | | | | | | 1.3 | | | |||
| | | 28,038 | | | | Roper Technologies, Inc. | | | | | 5,321,332 | | | | | | 0.8 | | | |||
| | | 122,794 | | | | Southwest Airlines Co. | | | | | 5,287,510 | | | | | | 0.8 | | | |||
| | | 392,616 | | | | Other Securities | | | | | 21,805,018 | | | | | | 3.2 | | | |||
| | | | | | | | | | | | 68,354,908 | | | | | | 10.1 | | | |||
| | | | | | | Information Technology: 20.5% | | |||||||||||||||
| | | 17,200 | | | | Alphabet, Inc. - Class A | | | | | 13,381,772 | | | | | | 2.0 | | | |||
| | | 11,864 | | | | Alphabet, Inc. - Class C | | | | | 9,003,353 | | | | | | 1.3 | | | |||
| | | 258,326 | | | | Apple, Inc. | | | | | 27,191,395 | | | | | | 4.0 | | | |||
| | | 381,944 | | | | Cisco Systems, Inc. | | | | | 10,371,689 | | | | | | 1.5 | | | |||
| | | 62,568 | | | | Facebook, Inc. | | | | | 6,548,367 | | | | | | 1.0 | | | |||
| | | 322,000 | | | | Intel Corp. | | | | | 11,092,900 | | | | | | 1.6 | | | |||
| | | 112,385 | L | | Microchip Technology, Inc. | | | | | 5,230,398 | | | | | | 0.8 | | | ||||
| | | 323,511 | | | | Microsoft Corp. | | | | | 17,948,390 | | | | | | 2.7 | | | |||
| | | 653,581 | | | | Other Securities | | | | | 37,458,222 | | | | | | 5.6 | | | |||
| | | | | | | | | | | | 138,226,486 | | | | | | 20.5 | | | |||
| | | | | | | Materials: 2.6% | | |||||||||||||||
| | | 148,123 | | | | International Paper Co. | | | | | 5,584,237 | | | | | | 0.8 | | | |||
| | | 190,611 | | | | Other Securities | | | | | 12,135,588 | | | | | | 1.8 | | | |||
| | | | | | | | | | | | 17,719,825 | | | | | | 2.6 | | | |||
| | | | | | | Telecommunication Services: 2.6% | | |||||||||||||||
| | | 308,560 | | | | AT&T, Inc. | | | | | 10,617,549 | | | | | | 1.6 | | | |||
| | | 144,880 | | | | Verizon Communications, Inc. | | | | | 6,696,354 | | | | | | 1.0 | | | |||
| | | | | | | | | | | | 17,313,903 | | | | | | 2.6 | | | |||
| | | | | | | Utilities: 3.1% | | |||||||||||||||
| | | 99,890 | | | | American Electric Power Co., Inc. | | | | | 5,820,590 | | | | | | 0.9 | | | |||
| | | 63,666 | | | | DTE Energy Co. | | | | | 5,105,377 | | | | | | 0.7 | | | |||
| | | 85,260 | | | | PG&E Corp. | | | | | 4,534,979 | | | | | | 0.7 | | | |||
| | | 129,978 | | | | Other Securities | | | | | 5,318,390 | | | | | | 0.8 | | | |||
| | | | | | | | | | | | 20,779,336 | | | | | | 3.1 | | | |||
| | | | | | | Total Common Stock (Cost $598,246,217) | | | | | 667,064,908 | | | | | | 98.9 | | | |||
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2015 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 2.4% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 1.1% | | ||||||||||||
| | 1,767,931 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $1,767,997, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $1,803,290, due 01/15/16-04/01/51) | | | | $ | 1,767,931 | | | | | | 0.3 | | |
| | 1,767,931 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $1,767,991, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $1,803,290, due 11/15/42-02/20/45) | | | | | 1,767,931 | | | | | | 0.3 | | |
| | 1,767,931 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,768,003, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,803,290, due 03/31/21-02/15/44) | | | | | 1,767,931 | | | | | | 0.2 | | |
| | 1,767,931 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,767,995, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,803,289, due 01/15/16-10/20/65) | | | | | 1,767,931 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | 372,132 | | | | Royal Bank of Scotland PLC, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $372,144, collateralized by various U.S. Government Securities, 0.074%-3.250%, Market Value plus accrued interest $379,577, due 07/31/16-11/15/23) | | | | $ | 372,132 | | | | | | 0.0 | | |
| | | | | | | | | | | 7,443,856 | | | | | | 1.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | Mutual Funds: 1.3% | | |||||||||||||||
| | 9,012,715 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $9,012,715) | | | | | 9,012,715 | | | | | | 1.3 | | | |||
| | | | | | Total Short-Term Investments (Cost $16,456,571) | | | | | 16,456,571 | | | | | | 2.4 | | | |||
| | | | | | Total Investments in Securities (Cost $614,702,788) | | | | $ | 683,521,479 | | | | | | 101.3 | | | |||
| | | | | | Liabilities in Excess of Other Assets | | | | | (8,575,005) | | | | | | (1.3) | | | |||
| | | | | | Net Assets | | | | $ | 674,946,474 | | | | | | 100.0 | | | |||
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2015 (continued) |
| Gross Unrealized Appreciation | | | | $ | 95,128,970 | | | |
| Gross Unrealized Depreciation | | | | | (27,039,261) | | | |
| Net Unrealized Appreciation | | | | $ | 68,089,709 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Common Stock* | | | | $ | 667,064,908 | | | | | $ | — | | | | | $ | — | | | | | $ | 667,064,908 | | | ||||
Short-Term Investments | | | | | 9,012,715 | | | | | | 7,443,856 | | | | | | — | | | | | | 16,456,571 | | | ||||
Total Investments, at fair value | | | | $ | 676,077,623 | | | | | $ | 7,443,856 | | | | | $ | — | | | | | $ | 683,521,479 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | $ | (19,106) | | | | | $ | — | | | | | $ | — | | | | | $ | (19,106) | | | ||||
Total Liabilities | | | | $ | (19,106) | | | | | $ | — | | | | | $ | — | | | | | $ | (19,106) | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
S&P 500 E-Mini | | | | | 69 | | | | | | 03/18/16 | | | | | $ | 7,022,130 | | | | | $ | (19,106) | | | ||||
| | | | | | | | | | | | | | | | $ | 7,022,130 | | | | | $ | (19,106) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 19,106 | | | |
Total Liability Derivatives | | | | | | | $ | 19,106 | | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2015 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 223,616 | | | |
Total | | | | $ | 223,616 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (128,611) | | | |
Total | | | | $ | (128,611) | | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2015 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.6% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 13.5% | | ||||||||||||
| | 72,027 | | | | AMC Networks, Inc. | | | | $ | 5,378,976 | | | | | | 0.9 | | |
| | 47,519 | | | | Domino’s Pizza, Inc. | | | | | 5,286,489 | | | | | | 0.9 | | |
| | 79,668 | | | | Foot Locker, Inc. | | | | | 5,185,590 | | | | | | 0.8 | | |
| | 269,848 | | | | Gentex Corp. | | | | | 4,320,267 | | | | | | 0.7 | | |
| | 63,407 | | | | Jack in the Box, Inc. | | | | | 4,863,951 | | | | | | 0.8 | | |
| | 137,721 | @ | | Jarden Corp. | | | | | 7,866,624 | | | | | | 1.3 | | | |
| | 270,819 | | | | LKQ Corp. | | | | | 8,024,367 | | | | | | 1.3 | | |
| | 1,052,292 | | | | Other Securities(a) | | | | | 42,155,435 | | | | | | 6.8 | | |
| | | | | | | | | | | 83,081,699 | | | | | | 13.5 | | |
| | | | | | Consumer Staples: 4.2% | | ||||||||||||
| | 250,590 | | | | Flowers Foods, Inc. | | | | | 5,385,179 | | | | | | 0.9 | | |
| | 449,210 | | | | Other Securities(a) | | | | | 20,749,062 | | | | | | 3.3 | | |
| | | | | | | | | | | 26,134,241 | | | | | | 4.2 | | |
| | | | | | Energy: 2.7% | | ||||||||||||
| | 72,698 | @ | | Dril-Quip, Inc. | | | | | 4,305,903 | | | | | | 0.7 | | | |
| | 834,884 | | | | Other Securities(a) | | | | | 12,404,022 | | | | | | 2.0 | | |
| | | | | | | | | | | 16,709,925 | | | | | | 2.7 | | |
| | | | | | Financials: 26.2% | | ||||||||||||
| | 36,062 | | | | Everest Re Group Ltd. | | | | | 6,602,592 | | | | | | 1.1 | | |
| | 146,865 | | | | First American Financial Corp. | | | | | 5,272,453 | | | | | | 0.9 | | |
| | 182,027 | | | | Liberty Property Trust | | | | | 5,651,938 | | | | | | 0.9 | | |
| | 78,766 | | | | Mid-America Apartment Communities, Inc. | | | | | 7,152,740 | | | | | | 1.2 | | |
| | 133,144 | | | | PacWest Bancorp | | | | | 5,738,506 | | | | | | 0.9 | | |
| | 42,240 | | | | RenaissanceRe Holdings Ltd. | | | | | 4,781,146 | | | | | | 0.8 | | |
| | 81,305 | | | | SEI Investments Co. | | | | | 4,260,382 | | | | | | 0.7 | | |
| | 47,721 | | | | Signature Bank | | | | | 7,318,970 | | | | | | 1.2 | | |
| | 105,488 | @ | | Stifel Financial Corp. | | | | | 4,468,472 | | | | | | 0.7 | | | |
| | 46,925 | @ | | SVB Financial Group | | | | | 5,579,383 | | | | | | 0.9 | | | |
| | 65,306 | @ | | Taubman Centers, Inc. | | | | | 5,010,276 | | | | | | 0.8 | | | |
| | 148,994 | @ | | Weingarten Realty Investors | | | | | 5,152,213 | | | | | | 0.8 | | | |
| | 412,017 | | | | WP GLIMCHER, Inc. | | | | | 4,371,500 | | | | | | 0.7 | | |
| | 2,840,448 | | | | Other Securities(a) | | | | | 89,875,448 | | | | | | 14.6 | | |
| | | | | | | | | | | 161,236,019 | | | | | | 26.2 | | |
| | | | | | Health Care: 9.6% | | ||||||||||||
| | 99,192 | @ | | Centene Corp. | | | | | 6,527,825 | | | | | | 1.1 | | | |
| | 196,031 | | | | Hologic, Inc. | | | | | 7,584,439 | | | | | | 1.2 | | |
| | 21,858 | @ | | Mettler Toledo International, Inc. | | | | | 7,412,704 | | | | | | 1.2 | | | |
| | 80,955 | | | | STERIS PLC | | | | | 6,099,150 | | | | | | 1.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | Health Care (continued) | | |||||||||||||||
| | 475,636 | | | | Other Securities(a) | | | | $ | 31,748,800 | | | | | | 5.1 | | | |||
| | | | | | | | | | | 59,372,918 | | | | | | 9.6 | | | |||
| | | | | | Industrials: 15.7% | | |||||||||||||||
| | 55,598 | | | | Alaska Air Group, Inc. | | | | | 4,476,195 | | | | | | 0.7 | | | |||
| | 60,607 | | | | Carlisle Cos., Inc. | | | | | 5,375,235 | | | | | | 0.9 | | | |||
| | 61,337 | | | | Hubbell, Inc. | | | | | 6,197,490 | | | | | | 1.0 | | | |||
| | 230,256 | | | | JetBlue Airways Corp. | | | | | 5,215,298 | | | | | | 0.9 | | | |||
| | 100,228 | | | | Lincoln Electric Holdings, Inc. | | | | | 5,200,831 | | | | | | 0.8 | | | |||
| | 67,837 | @ | | Manpower, Inc. | | | | | 5,717,981 | | | | | | 0.9 | | | ||||
| | 72,360 | | | | Orbital ATK, Inc. | | | | | 6,464,642 | | | | | | 1.1 | | | |||
| | 22,568 | | | | Roper Technologies, Inc. | | | | | 4,283,181 | | | | | | 0.7 | | | |||
| | 49,268 | | | | Teledyne Technologies, Inc. | | | | | 4,370,072 | | | | | | 0.7 | | | |||
| | 65,188 | | | | Toro Co. | | | | | 4,763,287 | | | | | | 0.8 | | | |||
| | 123,934 | | | | Waste Connections, Inc. | | | | | 6,979,963 | | | | | | 1.1 | | | |||
| | 1,199,463 | | | | Other Securities(a) | | | | | 37,374,155 | | | | | | 6.1 | | | |||
| | | | | | | | | | | 96,418,330 | | | | | | 15.7 | | | |||
| | | | | | Information Technology: 16.3% | | |||||||||||||||
| | 78,519 | @ | | Ansys, Inc. | | | | | 7,263,008 | | | | | | 1.2 | | | ||||
| | 155,437 | | | | Fortinet, Inc. | | | | | 4,844,971 | | | | | | 0.8 | | | |||
| | 142,498 | | | | Ingram Micro, Inc. | | | | | 4,329,089 | | | | | | 0.7 | | | |||
| | 213,505 | | | | Integrated Device Technology, Inc. | | | | | 5,625,857 | | | | | | 0.9 | | | |||
| | 78,019 | | | | Manhattan Associates, Inc. | | | | | 5,162,517 | | | | | | 0.8 | | | |||
| | 33,248 | | | | Tyler Technologies, Inc. | | | | | 5,795,791 | | | | | | 1.0 | | | |||
| | 33,671 | | | | Ultimate Software Group, Inc. | | | | | 6,583,017 | | | | | | 1.1 | | | |||
| | 2,156,750 | | | | Other Securities(a) | | | | | 60,567,851 | | | | | | 9.8 | | | |||
| | | | | | | | | | | 100,172,101 | | | | | | 16.3 | | | |||
| | | | | | Materials: 5.9% | | |||||||||||||||
| | 326,066 | | | | Commercial Metals Co. | | | | | 4,463,844 | | | | | | 0.7 | | | |||
| | 104,099 | | | | Packaging Corp. of America | | | | | 6,563,442 | | | | | | 1.1 | | | |||
| | 318,359 | @ | | Steel Dynamics, Inc. | | | | | 5,689,075 | | | | | | 0.9 | | | ||||
| | 650,856 | | | | Other Securities | | | | | 19,512,127 | | | | | | 3.2 | | | |||
| | | | | | | | | | | 36,228,488 | | | | | | 5.9 | | | |||
| | | | | | Utilities: 4.5% | | |||||||||||||||
| | 173,236 | | | | OGE Energy Corp. | | | | | 4,554,374 | | | | | | 0.8 | | | |||
| | 102,622 | | | | ONE Gas, Inc. | | | | | 5,148,546 | | | | | | 0.8 | | | |||
| | 149,748 | @ | | UGI Corp. | | | | | 5,055,492 | | | | | | 0.8 | | | ||||
| | 471,187 | | | | Other Securities | | | | | 13,083,350 | | | | | | 2.1 | | | |||
| | | | | | | | | | | 27,841,762 | | | | | | 4.5 | | | |||
| | | | | | Total Common Stock (Cost $580,605,299) | | | | | 607,195,483 | | | | | | 98.6 | | | |||
|
Voya Index Plus MidCap Portfolio | as of December 31, 2015 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 4.5% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 3.1% | | ||||||||||||
| | 3,687,618 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $3,687,743, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $3,761,371, due 06/09/16-05/20/45) | | | | $ | 3,687,618 | | | | | | 0.6 | | |
| | 4,615,205 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $4,615,392, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $4,707,510, due 03/31/21-02/15/44) | | | | | 4,615,205 | | | | | | 0.8 | | |
| | 4,615,205 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $4,615,362, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $4,707,509, due 04/01/24-04/20/65) | | | | | 4,615,205 | | | | | | 0.7 | | |
| | 4,615,205 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $4,615,372, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,707,509, due 01/15/16-10/20/65) | | | | | 4,615,205 | | | | | | 0.7 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | 1,899,034 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,899,119, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,938,410, due 01/15/17-02/15/42) | | | | $ | 1,899,034 | | | | | | 0.3 | | |
| | | | | | | | | | | 19,432,267 | | | | | | 3.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | Mutual Funds: 1.4% | | |||||||||||||||
| | 8,436,608 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $8,436,608) | | | | | 8,436,608 | | | | | | 1.4 | | | |||
| | | | | | Total Short-Term Investments (Cost $27,868,875) | | | | | 27,868,875 | | | | | | 4.5 | | | |||
| | | | | | Total Investments in Securities (Cost $608,474,174) | | | | $ | 635,064,358 | | | | | | 103.1 | | | |||
| | | | | | Liabilities in Excess of Other Assets | | | | | (19,093,131) | | | | | | (3.1) | | | |||
| | | | | | Net Assets | | | | $ | 615,971,227 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 66,482,481 | | | |
| Gross Unrealized Depreciation | | | | | (40,261,422) | | | |
| Net Unrealized Appreciation | | | | $ | 26,221,059 | | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Common Stock* | | | | $ | 607,195,483 | | | | | $ | — | | | | | $ | — | | | | | $ | 607,195,483 | | | ||||
Short-Term Investments | | | | | 8,436,608 | | | | | | 19,432,267 | | | | | | — | | | | | | 27,868,875 | | | ||||
Total Investments, at fair value | | | | $ | 615,632,091 | | | | | $ | 19,432,267 | | | | | $ | — | | | | | $ | 635,064,358 | | | ||||
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Futures | | | | $ | (44,710) | | | | | $ | — | | | | | $ | — | | | | | $ | (44,710) | | | ||||
Total Liabilities | | | | $ | (44,710) | | | | | $ | — | | | | | $ | — | | | | | $ | (44,710) | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 44 | | | | | | 03/18/16 | | | | | $ | 6,131,400 | | | | | $ | (44,710) | | | ||||
| | | | | | | | | | | | | | | | $ | 6,131,400 | | | | | $ | (44,710) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 44,710 | | | |
Total Liability Derivatives | | | | | | | $ | 44,710 | | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2015 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (171,722) | | | |
Total | | | | $ | (171,722) | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (226,095) | | | |
Total | | | | $ | (226,095) | | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2015 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.5% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 14.0% | | ||||||||||||
| | 38,485 | | | | Childrens Place Retail Stores, Inc. | | | | $ | 2,124,372 | | | | | | 0.8 | | |
| | 25,997 | @ | | Helen of Troy Ltd. | | | | | 2,450,217 | | | | | | 0.9 | | | |
| | 80,112 | | | | La-Z-Boy, Inc. | | | | | 1,956,335 | | | | | | 0.7 | | |
| | 33,964 | | | | Marriott Vacations Worldwide Corp. | | | | | 1,934,250 | | | | | | 0.7 | | |
| | 35,543 | | | | Monro Muffler Brake, Inc. | | | | | 2,353,658 | | | | | | 0.9 | | |
| | 37,195 | | | | Papa John’s International, Inc. | | | | | 2,078,085 | | | | | | 0.7 | | |
| | 38,562 | | | | Pool Corp. | | | | | 3,115,038 | | | | | | 1.1 | | |
| | 31,440 | | | | Sturm Ruger & Co., Inc. | | | | | 1,874,138 | | | | | | 0.7 | | |
| | 793,692 | | | | Other Securities(a) | | | | | 20,665,168 | | | | | | 7.5 | | |
| | | | | | | | | | | 38,551,261 | | | | | | 14.0 | | |
| | | | | | Consumer Staples: 2.3% | | ||||||||||||
| | 29,671 | L | | Sanderson Farms, Inc. | | | | | 2,300,096 | | | | | | 0.9 | | | |
| | 108,436 | | | | Other Securities(a) | | | | | 3,944,588 | | | | | | 1.4 | | |
| | | | | | | | | | | 6,244,684 | | | | | | 2.3 | | |
| | | | | | Energy: 3.1% | | ||||||||||||
| | 730,086 | | | | Other Securities(a) | | | | | 8,679,441 | | | | | | 3.1 | | |
| | | | | | Financials: 22.9% | | ||||||||||||
| | 39,092 | | | | Coresite Realty Corp. | | | | | 2,217,298 | | | | | | 0.8 | | |
| | 46,052 | | | | Evercore Partners, Inc. | | | | | 2,490,032 | | | | | | 0.9 | | |
| | 87,757 | | | | Healthcare Realty Trust, Inc. | | | | | 2,485,278 | | | | | | 0.9 | | |
| | 74,933 | | | | MB Financial, Inc. | | | | | 2,425,581 | | | | | | 0.9 | | |
| | 70,322 | | | | PrivateBancorp, Inc. | | | | | 2,884,608 | | | | | | 1.0 | | |
| | 26,518 | | | | PS Business Parks, Inc. | | | | | 2,318,469 | | | | | | 0.8 | | |
| | 70,829 | | | | Selective Insurance Group | | | | | 2,378,438 | | | | | | 0.9 | | |
| | 137,676 | | | | Sterling Bancorp/DE | | | | | 2,233,105 | | | | | | 0.8 | | |
| | 112,462 | | | | Talmer Bancorp, Inc. | | | | | 2,036,687 | | | | | | 0.7 | | |
| | 1,696,617 | | | | Other Securities(a) | | | | | 41,742,225 | | | | | | 15.2 | | |
| | | | | | | | | | | 63,211,721 | | | | | | 22.9 | | |
| | | | | | Health Care: 13.7% | | ||||||||||||
| | 24,577 | @ | | Abiomed, Inc. | | | | | 2,218,812 | | | | | | 0.8 | | | |
| | 53,155 | @ | | Air Methods Corp. | | | | | 2,228,789 | | | | | | 0.8 | | | |
| | 68,771 | @ | | AMN Healthcare Services, Inc. | | | | | 2,135,339 | | | | | | 0.8 | | | |
| | 48,168 | @ | | Cynosure, Inc. | | | | | 2,151,665 | | | | | | 0.8 | | | |
| | 38,206 | @ | | Greatbatch, Inc. | | | | | 2,005,815 | | | | | | 0.7 | | | |
| | 90,914 | @ | | Luminex Corp. | | | | | 1,944,650 | | | | | | 0.7 | | | |
| | 50,835 | @ | | Masimo Corp. | | | | | 2,110,161 | | | | | | 0.8 | | | |
| | 51,691 | @ | | NuVasive, Inc. | | | | | 2,797,000 | | | | | | 1.0 | | | |
| | 70,682 | @ | | Omnicell, Inc. | | | | | 2,196,797 | | | | | | 0.8 | | | |
| | 747,725 | | | | Other Securities(a) | | | | | 17,983,444 | | | | | | 6.5 | | |
| | | | | | | | | | | 37,772,472 | | | | | | 13.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | Industrials: 17.0% | | |||||||||||||||
| | 72,669 | | | | ABM Industries, Inc. | | | | $ | 2,068,886 | | | | | | 0.8 | | | |||
| | 89,477 | | | | Actuant Corp. | | | | | 2,143,869 | | | | | | 0.8 | | | |||
| | 48,944 | @ | | Atlas Air Worldwide Holdings, Inc. | | | | | 2,023,345 | | | | | | 0.7 | | | ||||
| | 58,918 | | | | Barnes Group, Inc. | | | | | 2,085,108 | | | | | | 0.8 | | | |||
| | 36,185 | | | | Curtiss-Wright Corp. | | | | | 2,478,672 | | | | | | 0.9 | | | |||
| | 54,586 | @ | | On Assignment, Inc. | | | | | 2,453,641 | | | | | | 0.9 | | | ||||
| | 63,065 | | | | Simpson Manufacturing Co., Inc. | | | | | 2,153,670 | | | | | | 0.8 | | | |||
| | 86,569 | | | | Tetra Tech, Inc. | | | | | 2,252,525 | | | | | | 0.8 | | | |||
| | 75,806 | @ | | TrueBlue, Inc. | | | | | 1,952,763 | | | | | | 0.7 | | | ||||
| | 29,332 | | | | Universal Forest Products, Inc. | | | | | 2,005,429 | | | | | | 0.7 | | | |||
| | 40,727 | | | | Watts Water Technologies, Inc. | | | | | 2,022,910 | | | | | | 0.7 | | | |||
| | 648,038 | | | | Other Securities(a) | | | | | 23,215,297 | | | | | | 8.4 | | | |||
| | | | | | | | | | | 46,856,115 | | | | | | 17.0 | | | |||
| | | | | | Information Technology: 15.4% | | |||||||||||||||
| | 72,287 | @ | | Advanced Energy Industries, Inc. | | | | | 2,040,662 | | | | | | 0.7 | | | ||||
| | 62,728 | @ | | Bottomline Technologies de, Inc. | | | | | 1,864,903 | | | | | | 0.7 | | | ||||
| | 61,781 | @ | | Cardtronics, Inc. | | | | | 2,078,931 | | | | | | 0.8 | | | ||||
| | 35,222 | @ | | Coherent, Inc. | | | | | 2,293,304 | | | | | | 0.8 | | | ||||
| | 24,372 | | | | Littelfuse, Inc. | | | | | 2,608,048 | | | | | | 1.0 | | | |||
| | 87,632 | | | | Microsemi Corp. | | | | | 2,855,927 | | | | | | 1.0 | | | |||
| | 66,358 | | | | MKS Instruments, Inc. | | | | | 2,388,888 | | | | | | 0.9 | | | |||
| | 38,242 | | | | Power Integrations, Inc. | | | | | 1,859,708 | | | | | | 0.7 | | | |||
| | 63,275 | @ | | SYKES Enterprises, Inc. | | | | | 1,947,605 | | | | | | 0.7 | | | ||||
| | 923,103 | | | | Other Securities | | | | | 22,413,560 | | | | | | 8.1 | | | |||
| | | | | | | | | | | 42,351,536 | | | | | | 15.4 | | | |||
| | | | | | Materials: 4.6% | | |||||||||||||||
| | 63,741 | | | | HB Fuller Co. | | | | | 2,324,634 | | | | | | 0.9 | | | |||
| | 590,541 | | | | Other Securities(a) | | | | | 10,306,566 | | | | | | 3.7 | | | |||
| | | | | | | | | | | 12,631,200 | | | | | | 4.6 | | | |||
| | | | | | Telecommunication Services: 1.5% | | |||||||||||||||
| | 142,778 | | | | Other Securities | | | | | 4,124,754 | | | | | | 1.5 | | | |||
| | | | | | Utilities: 4.0% | | |||||||||||||||
| | 50,139 | | | | American States Water Co. | | | | | 2,103,331 | | | | | | 0.8 | | | |||
| | 59,124 | | | | El Paso Electric Co. | | | | | 2,276,274 | | | | | | 0.8 | | | |||
| | 131,190 | | | | Other Securities | | | | | 6,564,948 | | | | | | 2.4 | | | |||
| | | | | | | | | | | 10,944,553 | | | | | | 4.0 | | | |||
| | | | | | Total Common Stock (Cost $251,347,228) | | | | | 271,367,737 | | | | | | 98.5 | | | |||
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 4.5% | | ||||||||||||
| | | 2,364,698 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,364,778, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $2,411,992, due 06/09/16-05/20/45) | | | | $ | 2,364,698 | | | | | | 0.8 | | |
| | | 2,959,466 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $2,959,586, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $3,018,656, due 03/31/21-02/15/44) | | | | | 2,959,466 | | | | | | 1.1 | | |
| | | 2,959,466 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,959,567, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $3,018,655, due 04/01/24-04/20/65) | | | | | 2,959,466 | | | | | | 1.1 | | |
| | | 2,959,466 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,959,573, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $3,018,655, due 01/15/16-10/20/65) | | | | | 2,959,466 | | | | | | 1.1% | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 1,217,707 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,217,762, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,242,956, due 01/15/17-02/15/42) | | | | $ | 1,217,707 | | | | | | 0.4 | | |
| | | | | | | | | | | | 12,460,803 | | | | | | 4.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | | Mutual Funds: 1.3% | | |||||||||||||||
| | | 3,383,559 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $3,383,559) | | | | | 3,383,559 | | | | | | 1.3 | | | |||
| | | | | | | Total Short-Term Investments (Cost $15,844,362) | | | | | 15,844,362 | | | | | | 5.8 | | | |||
| | | | | | | Total Investments in Securities (Cost $267,191,590) | | | | $ | 287,212,099 | | | | | | 104.3 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,895,432) | | | | | | (4.3) | | | |||
| | | | | | | Net Assets | | | | $ | 275,316,667 | | | | | | 100.0 | | | |||
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2015 (continued) |
| Gross Unrealized Appreciation | | | | $ | 42,066,526 | | | |
| Gross Unrealized Depreciation | | | | | (22,277,426) | | | |
| Net Unrealized Appreciation | | | | $ | 19,789,100 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock* | | | | $ | 271,367,737 | | | | | $ | — | | | | | $ | — | | | | | $ | 271,367,737 | | | ||||
Short-Term Investments | | | | | 3,383,559 | | | | | | 12,460,803 | | | | | | — | | | | | | 15,844,362 | | | ||||
Total Investments, at fair value | | | | $ | 274,751,296 | | | | | $ | 12,460,803 | | | | | $ | — | | | | | $ | 287,212,099 | | | ||||
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Futures | | | | $ | (21,438) | | | | | $ | — | | | | | $ | — | | | | | $ | (21,438) | | | ||||
Total Liabilities | | | | $ | (21,438) | | | | | $ | — | | | | | $ | — | | | | | $ | (21,438) | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
Russell 2000® Mini Index | | | | | 20 | | | | | | 03/18/16 | | | | | $ | 2,263,000 | | | | | $ | (21,438) | | | ||||
| | | | | | | | | | | | | | | | $ | 2,263,000 | | | | | $ | (21,438) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 21,438 | | | |
Total Liability Derivatives | | | | | | | $ | 21,438 | | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2015 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 46,114 | | | |
Total | | | | $ | 46,114 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (162,032) | | | |
Total | | | | $ | (162,032) | | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Index Plus LargeCap Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.3584 | | |
Class S | | | NII | | | | $ | 0.2975 | | |
Voya Index Plus MidCap Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2276 | | |
Class S | | | NII | | | | $ | 0.1598 | | |
All Classes | | | STCG | | | | $ | 0.4319 | | |
All Classes | | | LTCG | | | | $ | 2.9521 | | |
Voya Index Plus SmallCap Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2046 | | |
Class S | | | NII | | | | $ | 0.1413 | | |
| Voya Index Plus LargeCap Portfolio | | | | | 100.00% | | |
| Voya Index Plus MidCap Portfolio | | | | | 43.21% | | |
| Voya Index Plus SmallCap Portfolio | | | | | 100.00% | | |
| Voya Index Plus MidCap Portfolio | | | | $ | 81,182,418 | | |
Name, Address and Age | | | Position(s) Held with the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director(2) | | | Other Board Positions Held by Director | |
Independent Directors*: | | | | | | | | | | | | | | | | |
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Director | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Chairperson Director | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (35 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Peter S. Drotch 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | First Marblehead Corporation (September 2003 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258-2034 Age: 65 | | | Director | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 71 | | | Director | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Director | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director(2) | | | Other Board Positions Held by Director | | | ||
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 – September 2012). | | | 151 | | | None. | | | ||
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director | | | May 2013 – Present | | | Retired. Formerly, President, Springwell Corporation, a corporate finance firm (March 1989 – August 2011). | | | 151 | | | UGI Corporation (February 2006 – Present) and UGI Utilities, Inc. (February 2006 – Present). | | | ||
Director who is an “interested person”: | | | | | | | | | | | | | | | | | |||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management, LLC (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served (1) | | | Principal Occupation(s) – During the Past 5 Years | |
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Managing Director and Chief Operating Officer | | | April 2012 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (April 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013); Executive Vice President and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (January 2007 – April 2012) and Chief Compliance Officer, Voya Family of Funds (March 2011 – February 2012). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 65 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investments, LLC and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). Formerly, Assistant General Counsel and Assistant Secretary, The Northwestern Mutual Life Insurance Company (June 2004 – January 2012). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Julius A. Drelick, III 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Senior Vice President | | | September 2012 – Present | | | Senior Vice President and Chief Compliance Officer of Directed Services LLC and Voya Investments, LLC (January 2014 – Present); and Senior Vice President – Fund Compliance, Voya Funds Services, LLC (June 2012 – Present). Formerly, Vice President – Platform Product Management & Project Management, Voya Investments, LLC (April 2007 – June 2012). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). Formerly, Assistant Vice President – Director, Voya Funds Services, LLC (March 2003 – March 2012). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served (1) | | | Principal Occupation(s) – During the Past 5 Years | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Money Laundering Reporting Officer, Voya Investments Distributor, LLC (April 2010 – Present); Anti-Money Laundering Compliance Officer, Voya Financial, Inc. (January 2013 – Present); and Money Laundering Reporting Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). Formerly, Treasurer, Voya Family of Funds (November 1999 – February 2012). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Investment Management – Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). Formerly Managing Paralegal, Registration Statements (June 2003 – July 2012). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2013 – Present). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Secretary | | | September 2003 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Assistant Secretary | | | September 2003 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
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
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
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. | | |
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President and Chief Executive Officer
January 12, 2016
| | Index | | | | Description | | |
| | Barclays Global Inflation Linked U.S. TIPS Index | | | | The index measures the performance of the US Treasury Inflation Protected Securities (TIPS) market. | | |
| | Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150million, 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. | | |
| | EURO STOXX 50® Index | | | | Covers 50 stocks from 12 euro zone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. | | |
| | FTSE 100 Index® | | | | A share index of the 100 most highly capitalized U.K. companies listed on the London Stock Exchange. | | |
| | Hang Seng Index | | | | A free float-adjusted market capitalization-weighted stock market index in Hong Kong. | | |
| | MSCI EAFE® Index | | | | An unmanaged index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Emerging Markets Index | | | | An unmanaged index that measures the performance of securities listed on exchanges in developing nations throughout the world. It includes the reinvestment of dividends and distributions net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | 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. | | |
| | Russell 2000® Index | | | | An unmanaged index that measures the performance of securities of small U.S. companies. | | |
| | Russell Midcap® Growth Index | | | | An unmanaged index that measures the performance of those companies included in the Russell Midcap® Index with relatively higher price-to-book ratios and higher forecasted growth values. | | |
| | Russell Midcap® Index | | | | An unmanaged index that measures the performance of the 800 smallest companies in the Russell 1000® Index, which represents approximately 26% of the total market capitalization of the Russell 1000® Index. | | |
| | Russell Top 200® Growth Index | | | | Measures the performance of the especially large cap segment of the U.S. equity universe represented by stocks in the largest 200 by market cap that exhibit growth characteristics. It includes Russell Top 200® Index companies with higher price-to-book ratios and higher forecasted growth values. | | |
| | Russell Top 200® Index | | | | An unmanaged index used to measure stock market performance composed of companies with a weighted average market value of approximately $630 million. | | |
| | Russell Top 200® Value Index | | | | Measures the performance of the especially large cap segment of the U.S. equity universe represented by stocks in the largest 200 by market cap that exhibit value characteristics. It includes Russell Top 200® Index companies with lower price-to-book ratios and lower forecasted growth values. | | |
| | Index | | | | Description | | |
| | 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. | | |
| | Standard & Poor’s ASX 200 Index | | | | An investable benchmark for the Australian equity market and it addresses the needs of investment managers seeking to benchmark against a portfolio characterized by sufficient size and liquidity. The Index measures the performance of the 200 largest index-eligible stocks listed on the Australian Securities Exchange by float-adjusted market capitalization. Representative, liquid, and tradable, it is widely considered Australia’s preeminent benchmark index. The Index is float adjusted, covering approximately 80% of Australian equity market capitalization. | | |
| | Shanghai Stock Exchange Composite Index | | | | A capitalization-weighted index. The index tracks the daily price performance of all A-shares and B-shares listed on the Shanghai Stock Exchange. The index was developed on December 19, 1990 with a base value of 100. | | |
| | Tokyo Stock Price Index | | | | A composite index for the Tokyo Stock Exchange tracking all domestic stocks from the first section of the exchange. | | |
Portfolio Managers’ Report | Voya Australia Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 47.2% | |
| Materials | | | 11.6% | |
| Industrials | | | 7.6% | |
| Consumer Staples | | | 6.9% | |
| Health Care | | | 6.7% | |
| Telecommunication Services | | | 5.3% | |
| Consumer Discretionary | | | 4.6% | |
| Energy | | | 3.9% | |
| Utilities | | | 2.2% | |
| Information Technology | | | 0.9% | |
| Assets in Excess of Other Liabilities* | | | 3.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Commonwealth Bank of Australia | | | 10.2% | |
| Westpac Banking Corp. | | | 7.8% | |
| Australia & New Zealand Banking Group Ltd. | | | 5.7% | |
| National Australia Bank Ltd. | | | 5.6% | |
| Telstra Corp., Ltd. | | | 4.8% | |
| BHP Billiton Ltd. | | | 4.0% | |
| CSL Ltd. | | | 3.5% | |
| Wesfarmers Ltd. | | | 3.3% | |
| Woolworths Ltd. | | | 2.2% | |
| Macquarie Group Ltd. | | | 2.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Australia Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||
| | | | | 1 Year | | | Since Inception of Class I March 2, 2011 | | | ||||||
| | Class I | | | | | -9.26% | | | | | | -1.13% | | | |
| | S&P ASX 200 Index | | | | | -8.82% | | | | | | -0.38% | | | |
| | | | |
Portfolio Managers’ Report | Voya Emerging Markets Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 27.8% | |
| Information Technology | | | 20.9% | |
| Consumer Discretionary | | | 9.9% | |
| Consumer Staples | | | 8.3% | |
| Energy | | | 7.1% | |
| Telecommunication Services | | | 6.8% | |
| Industrials | | | 6.7% | |
| Materials | | | 6.1% | |
| Utilities | | | 3.0% | |
| Health Care | | | 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. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Samsung Electronics Co., Ltd. | | | 3.4% | |
| Taiwan Semiconductor Manufacturing Co., Ltd. | | | 3.1% | |
| Tencent Holdings Ltd. | | | 2.9% | |
| China Mobile Ltd. | | | 2.0% | |
| China Construction Bank | | | 1.7% | |
| Naspers Ltd. | | | 1.6% | |
| Industrial & Commercial Bank of China | | | 1.3% | |
| Alibaba Group Holding Ltd. ADR | | | 1.2% | |
| Bank of China Ltd. | | | 1.0% | |
| Hon Hai Precision Industry Co., Ltd. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Emerging Markets Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||
| | | | | 1 Year | | | Since Inception of Classes I and S December 19, 2011 | | | ||||||
| | Class I | | | | | -15.28% | | | | | | -2.01% | | | |
| | Class S | | | | | -15.43% | | | | | | -2.23% | | | |
| | MSCI EM Index | | | | | -14.92% | | | | | | -0.29% | | | |
| | | | |
Portfolio Managers’ Report | Voya Euro STOXX 50® Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 26.0% | |
| Industrials | | | 12.1% | |
| Consumer Staples | | | 11.3% | |
| Health Care | | | 11.2% | |
| Consumer Discretionary | | | 10.6% | |
| Energy | | | 6.4% | |
| Telecommunication Services | | | 6.0% | |
| Information Technology | | | 6.0% | |
| Utilities | | | 5.1% | |
| Materials | | | 4.7% | |
| Assets in Excess of Other Liabilities | | | 0.6% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Total S.A. | | | 4.7% | |
| Bayer AG | | | 4.4% | |
| Sanofi | | | 4.4% | |
| Anheuser-Busch InBev Worldwide, Inc. | | | 4.1% | |
| Daimler AG | | | 3.6% | |
| Allianz SE | | | 3.5% | |
| SAP SE | | | 3.3% | |
| Siemens AG | | | 3.3% | |
| Banco Santander SA | | | 3.1% | |
| BASF SE | | | 3.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Euro STOXX 50® Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | -4.64% | | | | | | 1.72% | | | | | | 2.23% | | | |
| | Class I | | | | | -4.21% | | | | | | 2.20% | | | | | | 2.73% | | | |
| | EURO STOXX 50® Index | | | | | -4.47% | | | | | | 2.00% | | | | | | 2.53% | | | |
| | | | |
Portfolio Managers’ Report | Voya FTSE 100 Index® Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 23.1% | |
| Consumer Staples | | | 18.2% | |
| Energy | | | 12.1% | |
| Consumer Discretionary | | | 10.9% | |
| Health Care | | | 10.2% | |
| Industrials | | | 6.8% | |
| Telecommunication Services | | | 6.3% | |
| Materials | | | 5.4% | |
| Utilities | | | 4.5% | |
| Information Technology | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| HSBC Holdings PLC | | | 6.4% | |
| British American Tobacco PLC | | | 4.3% | |
| GlaxoSmithKline PLC | | | 4.1% | |
| BP PLC | | | 4.0% | |
| Royal Dutch Shell PLC - Class A | | | 3.7% | |
| Vodafone Group PLC | | | 3.6% | |
| AstraZeneca PLC | | | 3.5% | |
| Lloyds Banking Group Plc | | | 2.9% | |
| Diageo PLC | | | 2.9% | |
| Reckitt Benckiser Group PLC | | | 2.5% | |
| Portfolio holdings are subject to change daily. | |
Voya FTSE 100 Index® Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | -7.22% | | | | | | 2.56% | | | | | | 5.81% | | | |
| | Class I | | | | | -6.72% | | | | | | 3.07% | | | | | | 6.33% | | | |
| | FTSE 100 Index® | | | | | -6.72% | | | | | | 3.62% | | | | | | 6.79% | | | |
| | | | |
Portfolio Managers’ Report | Voya Hang Seng Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 56.3% | |
| Information Technology | | | 10.7% | |
| Telecommunication Services | | | 8.2% | |
| Industrials | | | 6.7% | |
| Energy | | | 6.0% | |
| Utilities | | | 4.9% | |
| Consumer Discretionary | | | 2.6% | |
| Consumer Staples | | | 2.4% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Tencent Holdings Ltd. | | | 9.9% | |
| HSBC Holdings PLC | | | 9.8% | |
| AIA Group Ltd. | | | 7.7% | |
| China Mobile Ltd. | | | 7.4% | |
| China Construction Bank | | | 6.2% | |
| Industrial & Commercial Bank of China | | | 4.7% | |
| CK Hutchison Holdings Ltd. | | | 3.9% | |
| Bank of China Ltd. | | | 3.8% | |
| Hong Kong Exchanges and Clearing Ltd. | | | 3.1% | |
| Ping An Insurance Group Co. of China Ltd. | | | 3.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Hang Seng Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S May 4, 2009 | | | |||||||||
| | Class ADV | | | | | -5.52% | | | | | | 1.03% | | | | | | 6.03% | | | |
| | Class I | | | | | -5.00% | | | | | | 1.54% | | | | | | 6.55% | | | |
| | Class S | | | | | -5.23% | | | | | | 1.28% | | | | | | 6.28% | | | |
| | Hang Seng Index | | | | | -3.86% | | | | | | 2.67% | | | | | | 8.18% | | | |
| | | | |
Portfolio Managers’ Report | Voya International Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 25.5% | |
| Consumer Discretionary | | | 13.0% | |
| Industrials | | | 12.9% | |
| Consumer Staples | | | 11.9% | |
| Health Care | | | 11.7% | |
| Materials | | | 6.3% | |
| Information Technology | | | 5.2% | |
| Telecommunication Services | | | 4.9% | |
| Energy | | | 4.5% | |
| Utilities | | | 3.6% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Nestle S.A. | | | 1.9% | |
| Novartis AG | | | 1.6% | |
| Roche Holding AG | | | 1.6% | |
| Toyota Motor Corp. | | | 1.4% | |
| HSBC Holdings PLC | | | 1.2% | |
| Novo Nordisk A/S | | | 0.9% | |
| Commonwealth Bank of Australia | | | 0.9% | |
| Bayer AG | | | 0.8% | |
| British American Tobacco PLC | | | 0.8% | |
| Sanofi | | | 0.8% | |
| Portfolio holdings are subject to change daily. | |
Voya International Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -1.43% | | | | | | 2.87% | | | | | | 0.30% | | | | | | — | | | |
| | Class I | | | | | -0.88% | | | | | | 3.38% | | | | | | 0.80% | | | | | | — | | | |
| | Class S | | | | | -1.07% | | | | | | 3.12% | | | | | | 0.54% | | | | | | — | | | |
| | Class S2 | | | | | -1.25% | | | | | | 2.95% | | | | | | — | | | | | | 10.79% | | | |
| | MSCI EAFE® Index | | | | | -0.81% | | | | | | 3.60% | | | | | | 1.09% | | | | | | 11.42% | | | |
| | | | |
Portfolio Managers’ Report | Voya Japan TOPIX Index® Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 20.5% | |
| Consumer Discretionary | | | 20.2% | |
| Financials | | | 17.5% | |
| Information Technology | | | 10.4% | |
| Consumer Staples | | | 8.6% | |
| Health Care | | | 7.0% | |
| Materials | | | 6.4% | |
| Telecommunication Services | | | 5.3% | |
| Utilities | | | 2.1% | |
| Energy | | | 0.8% | |
| Assets in Excess of Other Liabilities* | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Toyota Motor Corp. | | | 4.0% | |
| Mitsubishi UFJ Financial Group, Inc. | | | 2.6% | |
| Nippon Telegraph & Telephone Corp. | | | 1.6% | |
| Sumitomo Mitsui Financial Group, Inc. | | | 1.5% | |
| Honda Motor Co., Ltd. | | | 1.5% | |
| SoftBank Group Corp. | | | 1.5% | |
| Mizuho Financial Group, Inc. | | | 1.5% | |
| KDDI Corp. | | | 1.4% | |
| Japan Tobacco, Inc. | | | 1.3% | |
| Takeda Pharmaceutical Co., Ltd. | | | 1.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Japan TOPIX Index® Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | 10.50% | | | | | | 3.90% | | | | | | 4.80% | | | |
| | Class I | | | | | 11.01% | | | | | | 4.42% | | | | | | 5.32% | | | |
| | TOPIX Index® | | | | | 10.95% | | | | | | 5.35% | | | | | | 6.06% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 30.5% | |
| Consumer Discretionary | | | 19.6% | |
| Health Care | | | 18.1% | |
| Consumer Staples | | | 12.1% | |
| Industrials | | | 8.6% | |
| Financials | | | 2.9% | |
| Materials | | | 2.8% | |
| Telecommunication Services | | | 2.6% | |
| Energy | | | 0.5% | |
| Utilities | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 2.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 7.8% | |
| Amazon.com, Inc. | | | 3.3% | |
| Microsoft Corp. | | | 3.3% | |
| Facebook, Inc. | | | 2.9% | |
| Alphabet, Inc. - Class A | | | 2.9% | |
| Alphabet, Inc. - Class C | | | 2.9% | |
| Walt Disney Co. | | | 2.3% | |
| Verizon Communications, Inc. | | | 2.2% | |
| Home Depot, Inc. | | | 2.2% | |
| Coca-Cola Co. | | | 2.2% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Growth Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I and S May 1, 2009 | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | 0.98% | | | |
| | Class I | | | | | 7.60% | | | | | | 13.90% | | | | | | 16.56% | | | | | | — | | | |
| | Class S | | | | | 7.37% | | | | | | 13.61% | | | | | | 16.26% | | | | | | — | | | |
| | Russell Top 200® Growth Index | | | | | 8.18% | | | | | | 14.43% | | | | | | 17.14% | | | | | | 1.43% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 21.7% | |
| Health Care | | | 16.2% | |
| Financials | | | 14.8% | |
| Consumer Discretionary | | | 12.0% | |
| Consumer Staples | | | 10.2% | |
| Industrials | | | 9.5% | |
| Energy | | | 6.8% | |
| Telecommunication Services | | | 2.8% | |
| Materials | | | 2.1% | |
| Utilities | | | 1.7% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 4.1% | |
| Microsoft Corp. | | | 3.0% | |
| Exxon Mobil Corp. | | | 2.2% | |
| General Electric Co. | | | 2.0% | |
| Johnson & Johnson | | | 1.9% | |
| Amazon.com, Inc. | | | 1.7% | |
| Wells Fargo & Co. | | | 1.7% | |
| Berkshire Hathaway, Inc. – Class B | | | 1.7% | |
| JPMorgan Chase & Co. | | | 1.6% | |
| Facebook, Inc. | | | 1.5% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 1.52% | | | | | | 11.93% | | | | | | 7.46% | | | | | | — | | | |
| | Class I | | | | | 2.09% | | | | | | 12.53% | | | | | | 8.02% | | | | | | — | | | |
| | Class S | | | | | 1.79% | | | | | | 12.20% | | | | | | 7.74% | | | | | | — | | | |
| | Class S2 | | | | | 1.64% | | | | | | 12.05% | | | | | | — | | | | | | 17.10% | | | |
| | Russell Top 200® Index | | | | | 2.36% | | | | | | 12.87% | | | | | | 8.38% | | | | | | 18.13% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Value Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 28.0% | |
| Health Care | | | 14.2% | |
| Energy | | | 13.9% | |
| Information Technology | | | 12.1% | |
| Industrials | | | 10.5% | |
| Consumer Staples | | | 8.2% | |
| Consumer Discretionary | | | 3.8% | |
| Utilities | | | 3.7% | |
| Telecommunication Services | | | 2.9% | |
| Materials | | | 1.3% | |
| Assets in Excess of Other Liabilities* | | | 1.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Exxon Mobil Corp. | | | 4.7% | |
| General Electric Co. | | | 4.2% | |
| Wells Fargo & Co. | | | 3.6% | |
| Johnson & Johnson | | | 3.5% | |
| JPMorgan Chase & Co. | | | 3.5% | |
| Berkshire Hathaway, Inc. – Class B | | | 3.3% | |
| Procter & Gamble Co. | | | 3.1% | |
| Pfizer, Inc. | | | 2.8% | |
| Microsoft Corp. | | | 2.8% | |
| AT&T, Inc. | | | 2.6% | |
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Value Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I and S May 1, 2009 | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | -3.92% | | | |
| | Class I | | | | | -3.50% | | | | | | 10.89% | | | | | | 13.77% | | | | | | — | | | |
| | Class S | | | | | -3.77% | | | | | | 10.60% | | | | | | 13.50% | | | | | | — | | | |
| | Russell Top 200® Value Index | | | | | -3.41% | | | | | | 11.27% | | | | | | 14.18% | | | | | | -3.55% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Consumer Discretionary | | | 25.1% | |
| Information Technology | | | 19.6% | |
| Industrials | | | 15.6% | |
| Health Care | | | 13.5% | |
| Financials | | | 10.8% | |
| Consumer Staples | | | 8.3% | |
| Materials | | | 4.8% | |
| Energy | | | 0.8% | |
| Telecommunication Services | | | 0.4% | |
| Utilities | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Crown Castle International Corp. | | | 1.0% | |
| Southwest Airlines Co. | | | 1.0% | |
| McGraw-Hill Cos., Inc. | | | 0.9% | |
| Intuit, Inc. | | | 0.9% | |
| Aon PLC | | | 0.9% | |
| O’Reilly Automotive, Inc. | | | 0.8% | |
| Delphi Automotive PLC | | | 0.8% | |
| LinkedIn Corp. | | | 0.8% | |
| Zoetis, Inc. | | | 0.8% | |
| L Brands, Inc. | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Mid Cap Growth Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I, S and S2 May 1, 2009 | | | |||||||||
| | Class I | | | | | -0.59% | | | | | | 11.18% | | | | | | 16.82% | | | |
| | Class S | | | | | -0.79% | | | | | | 10.93% | | | | | | 16.55% | | | |
| | Class S2 | | | | | -0.96% | | | | | | 10.77% | | | | | | 16.38% | | | |
| | Russell Midcap® Growth Index | | | | | -0.20% | | | | | | 11.54% | | | | | | 17.20% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
�� | Financials | | | 22.7% | |
| Consumer Discretionary | | | 16.7% | |
| Information Technology | | | 14.7% | |
| Industrials | | | 12.7% | |
| Health Care | | | 9.8% | |
| Consumer Staples | | | 6.2% | |
| Utilities | | | 6.0% | |
| Materials | | | 5.2% | |
| Energy | | | 4.3% | |
| Telecommunication Services | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 0.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Crown Castle International Corp. | | | 0.5% | |
| Southwest Airlines Co. | | | 0.5% | |
| Intercontinental Exchange, Inc. | | | 0.5% | |
| McGraw-Hill Cos., Inc. | | | 0.4% | |
| Intuit, Inc. | | | 0.4% | |
| Aon PLC | | | 0.5% | |
| O’Reilly Automotive, Inc. | | | 0.4% | |
| Synchrony Financial | | | 0.4% | |
| Delphi Automotive PLC | | | 0.4% | |
| Boston Scientific Corp. | | | 0.4% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Mid Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -3.33% | | | | | | 10.50% | | | | | | 8.69% | | | | | | — | | | |
| | Class I | | | | | -2.82% | | | | | | 11.04% | | | | | | 9.23% | | | | | | — | | | |
| | Class S | | | | | -3.06% | | | | | | 10.77% | | | | | | 8.95% | | | | | | — | | | |
| | Class S2 | | | | | -3.23% | | | | | | 10.61% | | | | | | — | | | | | | 19.88% | | | |
| | Russell Midcap® Index | | | | | -2.44% | | | | | | 11.44% | | | | | | 9.61% | | | | | | 20.78% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Small Cap Index Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 25.1% | |
| Information Technology | | | 17.2% | |
| Health Care | | | 15.8% | |
| Consumer Discretionary | | | 13.2% | |
| Industrials | | | 12.1% | |
| Utilities | | | 3.6% | |
| Materials | | | 3.6% | |
| Consumer Staples | | | 3.4% | |
| Energy | | | 2.6% | |
| Telecommunication Services | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 2.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| STERIS PLC | | | 0.4% | |
| Tyler Technologies, Inc. | | | 0.3% | |
| Dyax, Corp. | | | 0.3% | |
| CubeSmart | | | 0.3% | |
| Manhattan Associates, Inc. | | | 0.3% | |
| Neurocrine Biosciences, Inc. | | | 0.3% | |
| Anacor Pharmaceuticals, Inc. | | | 0.3% | |
| Casey’s General Stores, Inc. | | | 0.3% | |
| Piedmont Natural Gas Co. | | | 0.3% | |
| Vail Resorts, Inc. | | | 0.2% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Small Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | -5.03% | | | | | | 8.60% | | | | | | 8.34% | | | | | | — | | | |
| | Class I | | | | | -4.55% | | | | | | 9.15% | | | | | | 8.87% | | | | | | — | | | |
| | Class S | | | | | -4.78% | | | | | | 8.89% | | | | | | 8.59% | | | | | | — | | | |
| | Class S2 | | | | | -4.94% | | | | | | 8.72% | | | | | | — | | | | | | 17.92% | | | |
| | Russell 2000® Index | | | | | -4.41% | | | | | | 9.19% | | | | | | 9.06% | | | | | | 18.59% | | | |
| | | | |
Portfolio Managers’ Report | Voya U.S. Bond Index Portfolio |
| Investment Type Allocation as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 40.2% | |
| U.S. Government Agency Obligations | | | 32.9% | |
| Corporate Bonds/Notes | | | 25.2% | |
| Foreign Government Bonds | | | 3.6% | |
| Collateralized Mortgage Obligations | | | 1.2% | |
| Municipal Bonds | | | 0.9% | |
| Asset-Backed Securities | | | 0.6% | |
| Liabilities in Excess of Other Assets* | | | (4.6)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 1.750%, 12/31/20 | | | 2.3% | |
| Ginnie Mae, 3.500%, 11/20/41 | | | 2.2% | |
| Fannie Mae, 3.500%, 06/25/42 | | | 2.0% | |
| Freddie Mac, 3.500%, 07/15/41 | | | 1.9% | |
| United States Treasury Note, 1.250%, 12/15/18 | | | 1.7% | |
| United States Treasury Note, 0.625%, 07/15/16 | | | 1.4% | |
| United States Treasury Note/Bond, 2.875%, 08/15/45 | | | 1.4% | |
| United States Treasury Note, 1.875%, 09/30/17 | | | 1.3% | |
| United States Treasury Note/Bond, 2.250%, 11/15/25 | | | 1.3% | |
| Fannie Mae, 3.000%, 05/01/43 | | | 1.3% | |
| Portfolio holdings are subject to change daily. | |
Voya U.S. Bond Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Class I March 7, 2008 | | | Since Inception of Classes ADV and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | |||||||||||||||
| | Class ADV | | | | | -0.34% | | | | | | 2.33% | | | | | | — | | | | | | 3.29% | | | | | | — | | | |
| | Class I | | | | | 0.23% | | | | | | 2.83% | | | | | | 3.80% | | | | | | — | | | | | | — | | | |
| | Class S | | | | | -0.01% | | | | | | 2.58% | | | | | | — | | | | | | 3.53% | | | | | | — | | | |
| | Class S2 | | | | | -0.26% | | | | | | 2.43% | | | | | | — | | | | | | — | | | | | | 3.60% | | | |
| | Barclays U.S. Aggregate Bond | | | | | 0.55% | | | | | | 3.25% | | | | | | 4.24% | | | | | | 4.21% | | | | | | 4.39% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | ||||||||||||||||||||||||
Voya Australia Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 930.40 | | | | | | 0.45% | | | | | $ | 2.19 | | | | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.29 | | |
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 823.30 | | | | | | 0.57% | | | | | $ | 2.62 | | | | | $ | 1,000.00 | | | | | $ | 1,022.33 | | �� | | | | 0.57% | | | | | $ | 2.91 | | |
Class S | | | | | 1,000.00 | | | | | | 822.80 | | | | | | 0.82 | | | | | | 3.77 | | | | | | 1,000.00 | | | | | | 1,021.07 | | | | | | 0.82 | | | | | | 4.18 | | |
Voya Euro STOXX 50® Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 924.30 | | | | | | 0.94% | | | | | $ | 4.56 | | | | | $ | 1,000.00 | | | | | $ | 1,020.47 | | | | | | 0.94% | | | | | $ | 4.79 | | |
Class I | | | | | 1,000.00 | | | | | | 925.90 | | | | | | 0.44 | | | | | | 2.14 | | | | | | 1,000.00 | | | | | | 1,022.99 | | | | | | 0.44 | | | | | | 2.24 | | |
Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 906.20 | | | | | | 0.92% | | | | | $ | 4.42 | | | | | $ | 1,000.00 | | | | | $ | 1,020.57 | | | | | | 0.92% | | | | | $ | 4.69 | | |
Class I | | | | | 1,000.00 | | | | | | 908.70 | | | | | | 0.42 | | | | | | 2.02 | | | | | | 1,000.00 | | | | | | 1,023.09 | | | | | | 0.42 | | | | | | 2.14 | | |
Voya Hang Seng Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 835.30 | | | | | | 1.19% | | | | | $ | 5.50 | | | | | $ | 1,000.00 | | | | | $ | 1,019.21 | | | | | | 1.19% | | | | | $ | 6.06 | | |
Class I | | | | | 1,000.00 | | | | | | 837.50 | | | | | | 0.69 | | | | | | 3.20 | | | | | | 1,000.00 | | | | | | 1,021.73 | | | | | | 0.69 | | | | | | 3.52 | | |
Class S | | | | | 1,000.00 | | | | | | 836.60 | | | | | | 0.94 | | | | | | 4.35 | | | | | | 1,000.00 | | | | | | 1,020.47 | | | | | | 0.94 | | | | | | 4.79 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | ||||||||||||||||||||||||
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 930.50 | | | | | | 0.97% | | | | | $ | 4.72 | | | | | $ | 1,000.00 | | | | | $ | 1,020.32 | | | | | | 0.97% | | | | | $ | 4.94 | | |
Class I | | | | | 1,000.00 | | | | | | 932.80 | | | | | | 0.48 | | | | | | 2.34 | | | | | | 1,000.00 | | | | | | 1,022.79 | | | | | | 0.48 | | | | | | 2.45 | | |
Class S | | | | | 1,000.00 | | | | | | 931.40 | | | | | | 0.73 | | | | | | 3.55 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.73 | | | | | | 3.72 | | |
Class S2 | | | | | 1,000.00 | | | | | | 931.20 | | | | | | 0.88 | | | | | | 4.28 | | | | | | 1,000.00 | | | | | | 1,020.77 | | | | | | 0.88 | | | | | | 4.48 | | |
Voya Japan TOPIX Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 959.80 | | | | | | 0.91% | | | | | $ | 4.50 | | | | | $ | 1,000.00 | | | | | $ | 1,020.62 | | | | | | 0.91% | | | | | $ | 4.63 | | |
Class I | | | | | 1,000.00 | | | | | | 962.00 | | | | | | 0.41 | | | | | | 2.03 | | | | | | 1,000.00 | | | | | | 1,023.14 | | | | | | 0.41 | | | | | | 2.09 | | |
Voya RussellTM Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV(1) | | | | $ | 1,000.00 | | | | | $ | 1,009.80 | | | | | | 0.93% | | | | | $ | 4.38 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Class I | | | | | 1,000.00 | | | | | | 1,038.90 | | | | | | 0.43 | | | | | | 2.21 | | | | | | 1,000.00 | | | | | | 1,023.04 | | | | | | 0.43 | | | | | | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 1,037.40 | | | | | | 0.68 | | | | | | 3.49 | | | | | | 1,000.00 | | | | | | 1,021.78 | | | | | | 0.68 | | | | | | 3.47 | | |
Voya RussellTM Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,005.80 | | | | | | 0.87% | | | | | $ | 4.40 | | | | | $ | 1,000.00 | | | | | $ | 1,020.82 | | | | | | 0.87% | | | | | $ | 4.43 | | |
Class I | | | | | 1,000.00 | | | | | | 1,008.80 | | | | | | 0.37 | | | | | | 1.87 | | | | | | 1,000.00 | | | | | | 1,023.34 | | | | | | 0.37 | | | | | | 1.89 | | |
Class S | | | | | 1,000.00 | | | | | | 1,007.00 | | | | | | 0.62 | | | | | | 3.14 | | | | | | 1,000.00 | | | | | | 1,022.08 | | | | | | 0.62 | | | | | | 3.16 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,006.30 | | | | | | 0.77 | | | | | | 3.89 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.77 | | | | | | 3.92 | | |
Voya RussellTM Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV(1) | | | | $ | 1,000.00 | | | | | $ | 960.80 | | | | | | 0.92% | | | | | $ | 4.23 | | | | | $ | 1,000.00 | | | | | $ | 1,020.57 | | | | | | 0.92% | | | | | $ | 4.69 | | |
Class I | | | | | 1,000.00 | | | | | | 975.60 | | | | | | 0.42 | | | | | | 2.09 | | | | | | 1,000.00 | | | | | | 1,023.09 | | | | | | 0.42 | | | | | | 2.14 | | |
Class S | | | | | 1,000.00 | | | | | | 974.40 | | | | | | 0.67 | | | | | | 3.33 | | | | | | 1,000.00 | | | | | | 1,021.83 | | | | | | 0.67 | | | | | | 3.41 | | |
Voya RussellTM Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 956.30 | | | | | | 0.45% | | | | | $ | 2.22 | | | | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.29 | | |
Class S | | | | | 1,000.00 | | | | | | 955.10 | | | | | | 0.70 | | | | | | 3.45 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.70 | | | | | | 3.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 954.70 | | | | | | 0.85 | | | | | | 4.19 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Voya RussellTM Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 948.70 | | | | | | 0.93% | | | | | $ | 4.57 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Class I | | | | | 1,000.00 | | | | | | 951.00 | | | | | | 0.43 | | | | | | 2.11 | | | | | | 1,000.00 | | | | | | 1,023.04 | | | | | | 0.43 | | | | | | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 950.00 | | | | | | 0.68 | | | | | | 3.34 | | | | | | 1,000.00 | | | | | | 1,021.78 | | | | | | 0.68 | | | | | | 3.47 | | |
Class S2 | | | | | 1,000.00 | | | | | | 948.90 | | | | | | 0.83 | | | | | | 4.08 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Voya RussellTM Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 910.20 | | | | | | 0.95% | | | | | $ | 4.57 | | | | | $ | 1,000.00 | | | | | $ | 1,020.42 | | | | | | 0.95% | | | | | $ | 4.84 | | |
Class I | | | | | 1,000.00 | | | | | | 912.90 | | | | | | 0.45 | | | | | | 2.17 | | | | | | 1,000.00 | | | | | | 1,022.94 | | | | | | 0.45 | | | | | | 2.29 | | |
Class S | | | | | 1,000.00 | | | | | | 911.60 | | | | | | 0.70 | | | | | | 3.37 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.70 | | | | | | 3.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 910.50 | | | | | | 0.85 | | | | | | 4.09 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,002.50 | | | | | | 0.90% | | | | | $ | 4.54 | | | | | $ | 1,000.00 | | | | | $ | 1,020.67 | | | | | | 0.90% | | | | | $ | 4.58 | | |
Class I | | | | | 1,000.00 | | | | | | 1,005.20 | | | | | | 0.40 | | | | | | 2.02 | | | | | | 1,000.00 | | | | | | 1,023.19 | | | | | | 0.40 | | | | | | 2.04 | | |
Class S | | | | | 1,000.00 | | | | | | 1,003.40 | | | | | | 0.65 | | | | | | 3.28 | | | | | | 1,000.00 | | | | | | 1,021.93 | | | | | | 0.65 | | | | | | 3.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,002.20 | | | | | | 0.80 | | | | | | 4.04 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Variable Portfolios, Inc.
February 19, 2016
| | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | |||||||||||||
ASSETS: | | | | | | ||||||||||||||||||||
Investments in securities at fair value+* | | | | $ | 110,782,897 | | | | | $ | 508,441,419 | | | | | $ | 426,687,776 | | | | | $ | 337,744,077 | | |
Short-term investments at fair value** | | | | | 4,467,857 | | | | | | 12,085,321 | | | | | | — | | | | | | 571,416 | | |
Total investments at fair value | | | | $ | 115,250,754 | | | | | $ | 520,526,740 | | | | | $ | 426,687,776 | | | | | $ | 338,315,493 | | |
Cash | | | | | — | | | | | | 815 | | | | | | 1,803,502 | | | | | | 1,415,992 | | |
Cash collateral for futures | | | | | 307,658 | | | | | | 178,500 | | | | | | 326,691 | | | | | | 508,654 | | |
Foreign currencies at value*** | | | | | 382,440 | | | | | | 706,890 | | | | | | — | | | | | | 724,820 | | |
Foreign cash collateral for futures**** | | | | | 251,324 | | | | | | — | | | | | | 342,386 | | | | | | 208,753 | | |
Receivables: | | | | | | ||||||||||||||||||||
Fund shares sold | | | | | 82 | | | | | | 2,348,749 | | | | | | 29,669 | | | | | | 35,198 | | |
Dividends | | | | | 235,115 | | | | | | 1,190,329 | | | | | | 254,813 | | | | | | 823,818 | | |
Foreign currency settlement (Note 14) | | | | | 6,566 | | | | | | 5,915 | | | | | | 3,860 | | | | | | 5,996 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 159,616 | | | | | | 4,016 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 17,321 | | | | | | — | | | | | | 13,237 | | | | | | 2,782 | | |
Prepaid expenses | | | | | 230 | | | | | | 1,216 | | | | | | 988 | | | | | | 800 | | |
Other assets | | | | | 2,270 | | | | | | 4,195 | | | | | | 8,655 | | | | | | 7,012 | | |
Total assets | | | | | 116,453,760 | | | | | | 524,963,349 | | | | | | 429,631,193 | | | | | | 342,053,334 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | 48,584 | | | | | | 293,469 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 25,024 | | | | | | 3,935,762 | | | | | | 95,521 | | | | | | 80,677 | | |
Payable upon receipt of securities loaned | | | | | 1,798,857 | | | | | | 9,157,321 | | | | | | — | | | | | | 571,416 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 65,858 | | | | | | 70,630 | | |
Payable for investment management fees | | | | | 33,047 | | | | | | 175,843 | | | | | | 129,942 | | | | | | 102,594 | | |
Payable for distribution and shareholder service fees | | | | | — | | | | | | — | | | | | | 13,682 | | | | | | 2,790 | | |
Payable to custodian due to bank overdraft | | | | | 153,638 | | | | | | — | | | | | | — | | | | | | — | | |
Payable to custodian due to foreign currency overdraft***** | | | | | — | | | | | | — | | | | | | 27,284 | | | | | | — | | |
Payable for directors fees | | | | | 822 | | | | | | 2,945 | | | | | | 2,298 | | | | | | 1,960 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 2,270 | | | | | | 4,195 | | | | | | 8,655 | | | | | | 7,012 | | |
Other accrued expenses and liabilities | | | | | 54,213 | | | | | | 421,242 | | | | | | 183,557 | | | | | | 87,547 | | |
Total liabilities | | | | | 2,116,455 | | | | | | 13,990,777 | | | | | | 526,797 | | | | | | 924,626 | | |
NET ASSETS | | | | $ | 114,337,305 | | | | | $ | 510,972,572 | | | | | $ | 429,104,396 | | | | | $ | 341,128,708 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 151,468,534 | | | | | $ | 650,086,607 | | | | | $ | 423,152,504 | | | | | $ | 306,911,855 | | |
Undistributed net investment income | | | | | 7,312,488 | | | | | | 11,450,798 | | | | | | 11,869,992 | | | | | | 14,123,925 | | |
Accumulated net realized gain (loss) | | | | | (28,477,227) | | | | | | (41,633,374) | | | | | | (51,183,360) | | | | | | 5,604,435 | | |
Net unrealized appreciation (depreciation) | | | | | (15,966,490) | | | | | | (108,931,459) | | | | | | 45,265,260 | | | | | | 14,488,493 | | |
NET ASSETS | | | | $ | 114,337,305 | | | | | $ | 510,972,572 | | | | | $ | 429,104,396 | | | | | $ | 341,128,708 | | |
+ Including securities loaned at value | | | | $ | 1,697,307 | | | | | $ | 8,610,804 | | | | | $ | — | | | | | $ | 543,659 | | |
* Cost of investments in securities | | | | $ | 127,046,976 | | | | | $ | 617,387,142 | | | | | $ | 381,331,978 | | | | | $ | 323,252,583 | | |
** Cost of short-term investments | | | | $ | 4,467,857 | | | | | $ | 12,085,321 | | | | | $ | — | | | | | $ | 571,416 | | |
*** Cost of foreign currencies | | | | $ | 379,612 | | | | | $ | 712,634 | | | | | $ | — | | | | | $ | 729,372 | | |
**** Cost of foreign cash collateral for futures | | | | $ | 251,324 | | | | | $ | — | | | | | $ | 342,386 | | | | | $ | 208,753 | | |
***** Cost of foreign currency overdraft | | | | $ | — | | | | | $ | — | | | | | $ | 25,633 | | | | | $ | — | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 31,758,300 | | | | | $ | 6,484,194 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 3,295,986 | | | | | | 678,316 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 9.64 | | | | | $ | 9.56 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 114,337,305 | | | | | $ | 510,961,833 | | | | | $ | 397,346,096 | | | | | $ | 334,644,514 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 14,487,506 | | | | | | 57,708,754 | | | | | | 40,786,331 | | | | | | 34,679,726 | | |
Net asset value and redemption price per share | | | | $ | 7.89 | | | | | $ | 8.85 | | | | | $ | 9.74 | | | | | $ | 9.65 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 10,739 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,218 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.82 | | | | | | n/a | | | | | | n/a | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
ASSETS: | | | | | | ||||||||||||||||||||
Investments in securities at fair value+* | | | | $ | 70,682,166 | | | | | $ | 1,358,600,969 | | | | | $ | 382,058,125 | | | | | $ | 546,235,775 | | |
Short-term investments at fair value** | | | | | 1,027,000 | | | | | | 19,509,962 | | | | | | 4,493,840 | | | | | | 15,672,846 | | |
Total investments at fair value | | | | $ | 71,709,166 | | | | | $ | 1,378,110,931 | | | | | $ | 386,551,965 | | | | | $ | 561,908,621 | | |
Cash | | | | | — | | | | | | 86 | | | | | | 2,779,533 | | | | | | 680 | | |
Cash collateral for futures | | | | | 290,657 | | | | | | 261,020 | | | | | | 1,044,977 | | | | | | 605,444 | | |
Foreign currencies at value*** | | | | | 269,265 | | | | | | 194,646 | | | | | | 1,148,843 | | | | | | — | | |
Foreign cash collateral for futures**** | | | | | 114,270 | | | | | | — | | | | | | 337,260 | | | | | | — | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | 68,734 | | | | | | 440,313 | | | | | | — | | |
Fund shares sold | | | | | 47,100 | | | | | | 4,645,616 | | | | | | 273 | | | | | | 58,607 | | |
Dividends | | | | | 218 | | | | | | 1,414,751 | | | | | | 431,501 | | | | | | 568,419 | | |
Foreign currency settlement (Note 14) | | | | | 736 | | | | | | 1,026,922 | | | | | | 1,086 | | | | | | 52,557 | | |
Foreign tax reclaims | | | | | — | | | | | | 1,270,796 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 521 | | | | | | — | | | | | | 30,386 | | | | | | — | | |
Prepaid expenses | | | | | 176 | | | | | | 3,024 | | | | | | 836 | | | | | | 1,036 | | |
Reimbursement due from manager | | | | | — | | | | | | 87,350 | | | | | | — | | | | | | — | | |
Other assets | | | | | 1,878 | | | | | | 45,179 | | | | | | 5,916 | | | | | | 6,710 | | |
Total assets | | | | | 72,433,987 | | | | | | 1,387,129,055 | | | | | | 392,772,889 | | | | | | 563,202,074 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | — | | | | | | 68,802 | | | | | | 1,455,783 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 9,625 | | | | | | 7,534,881 | | | | | | 129,927 | | | | | | 2,025,801 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 12,093,962 | | | | | | 4,493,840 | | | | | | 1,699,791 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 111 | | | | | | — | | | | | | 61,546 | | | | | | — | | |
Payable for investment management fees | | | | | 31,010 | | | | | | 540,180 | | | | | | 115,667 | | | | | | 190,560 | | |
Payable for distribution and shareholder service fees | | | | | 7,115 | | | | | | 354,383 | | | | | | 10,408 | | | | | | 59,166 | | |
Payable to custodian due to bank overdraft | | | | | 57,506 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for directors fees | | | | | 512 | | | | | | 7,543 | | | | | | 1,894 | | | | | | 2,740 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 1,878 | | | | | | 45,179 | | | | | | 5,916 | | | | | | 6,710 | | |
Other accrued expenses and liabilities | | | | | 66,983 | | | | | | 478,331 | | | | | | 96,399 | | | | | | 68,482 | | |
Total liabilities | | | | | 174,740 | | | | | | 21,123,261 | | | | | | 6,371,380 | | | | | | 4,053,250 | | |
NET ASSETS | | | | $ | 72,259,247 | | | | | $ | 1,366,005,794 | | | | | $ | 386,401,509 | | | | | $ | 559,148,824 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 59,048,025 | | | | | $ | 1,462,648,837 | | | | | $ | 316,878,684 | | | | | $ | 401,892,548 | | |
Undistributed net investment income | | | | | 4,271,409 | | | | | | 36,957,895 | | | | | | 4,665,636 | | | | | | 6,704,852 | | |
Accumulated net realized gain (loss) | | | | | (2,797,680) | | | | | | (151,106,702) | | | | | | 8,778,471 | | | | | | (102,401,225) | | |
Net unrealized appreciation | | | | | 11,737,493 | | | | | | 17,505,764 | | | | | | 56,078,718 | | | | | | 252,952,649 | | |
NET ASSETS | | | | $ | 72,259,247 | | | | | $ | 1,366,005,794 | | | | | $ | 386,401,509 | | | | | $ | 559,148,824 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 11,321,596 | | | | | $ | 4,265,285 | | | | | $ | 1,665,063 | | |
* Cost of investments in securities | | | | $ | 58,923,603 | | | | | $ | 1,341,144,720 | | | | | $ | 325,847,312 | | | | | $ | 293,266,630 | | |
** Cost of short-term investments | | | | $ | 1,027,000 | | | | | $ | 19,509,962 | | | | | $ | 4,493,840 | | | | | $ | 15,672,846 | | |
*** Cost of foreign currencies | | | | $ | 269,244 | | | | | $ | 194,926 | | | | | $ | 1,137,372 | | | | | $ | — | | |
**** Cost of foreign cash collateral for futures | | | | $ | 114,270 | | | | | $ | — | | | | | $ | 337,260 | | | | | $ | — | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 1,192,296 | | | | | $ | 803,989,850 | | | | | $ | 23,399,232 | | | | | $ | 3,070 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 250,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 90,740 | | | | | | 91,028,246 | | | | | | 2,187,700 | | | | | | 119 | | |
Net asset value and redemption price per share | | | | $ | 13.14 | | | | | $ | 8.83 | | | | | $ | 10.70 | | | | | $ | 25.76 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 40,318,581 | | | | | $ | 473,680,564 | | | | | $ | 363,002,277 | | | | | $ | 283,735,995 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,043,436 | | | | | | 52,502,036 | | | | | | 33,480,014 | | | | | | 10,953,672 | | |
Net asset value and redemption price per share | | | | $ | 13.25 | | | | | $ | 9.02 | | | | | $ | 10.84 | | | | | $ | 25.90 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 30,748,370 | | | | | $ | 86,836,945 | | | | | | n/a | | | | | $ | 275,409,759 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,328,118 | | | | | | 9,694,319 | | | | | | n/a | | | | | | 10,686,155 | | |
Net asset value and redemption price per share | | | | $ | 13.21 | | | | | $ | 8.96 | | | | | | n/a | | | | | $ | 25.77 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 1,498,435 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 167,671 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.94 | | | | | | n/a | | | | | | n/a | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||
ASSETS: | | | | | | ||||||||||||||||||||
Investments in securities at fair value+* | | | | $ | 768,419,120 | | | | | $ | 401,963,978 | | | | | $ | 361,421,575 | | | | | $ | 1,899,634,281 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | — | | | | | | — | | | | | | 2,542,804 | | |
Short-term investments at fair value*** | | | | | 20,672,803 | | | | | | 1,066,275 | | | | | | 24,258,473 | | | | | | 74,964,336 | | |
Total investments at fair value | | | | $ | 789,091,923 | | | | | $ | 403,030,253 | | | | | $ | 385,680,048 | | | | | $ | 1,977,141,421 | | |
Cash | | | | | 405 | | | | | | 5,192 | | | | | | 767 | | | | | | 844 | | |
Cash collateral for futures | | | | | 740,815 | | | | | | 211,120 | | | | | | 156,600 | | | | | | 894,998 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | 4,123,533 | | | | | | — | | | | | | 11,633 | | |
Fund shares sold | | | | | 96,035 | | | | | | 92,849 | | | | | | 39,069 | | | | | | 860,668 | | |
Dividends | | | | | 1,006,900 | | | | | | 650,978 | | | | | | 289,131 | | | | | | 2,700,960 | | |
Foreign currency settlement (Note 14) | | | | | 24,372 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign tax reclaims | | | | | — | | | | | | 650 | | | | | | — | | | | | | 153 | | |
Prepaid expenses | | | | | 1,617 | | | | | | 794 | | | | | | 784 | | | | | | 4,302 | | |
Reimbursement due from manager | | | | | 5,651 | | | | | | — | | | | | | — | | | | | | 16,249 | | |
Other assets | | | | | 54,492 | | | | | | 2,723 | | | | | | 5,045 | | | | | | 33,552 | | |
Total assets | | | | | 791,022,210 | | | | | | 408,118,092 | | | | | | 386,171,444 | | | | | | 1,981,664,780 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for fund shares redeemed | | | | | 3,130,077 | | | | | | 294,233 | | | | | | 164,766 | | | | | | 9,291,891 | | |
Payable upon receipt of securities loaned | | | | | 1,408,803 | | | | | | 119,275 | | | | | | 20,665,473 | | | | | | 55,386,336 | | |
Payable for investment management fees | | | | | 235,948 | | | | | | 125,863 | | | | | | 125,157 | | | | | | 674,554 | | |
Payable for distribution and shareholder service fees | | | | | 135,436 | | | | | | 67,152 | | | | | | 63,955 | | | | | | 134,882 | | |
Payable for directors fees | | | | | 4,083 | | | | | | 1,402 | | | | | | 2,009 | | | | | | 10,973 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 54,492 | | | | | | 2,723 | | | | | | 5,045 | | | | | | 33,552 | | |
Other accrued expenses and liabilities | | | | | 72,274 | | | | | | 36,449 | | | | | | 68,049 | | | | | | 198,854 | | |
Total liabilities | | | | | 5,041,113 | | | | | | 647,097 | | | | | | 21,094,454 | | | | | | 65,731,042 | | |
NET ASSETS | | | | $ | 785,981,097 | | | | | $ | 407,470,995 | | | | | $ | 365,076,990 | | | | | $ | 1,915,933,738 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 511,648,887 | | | | | $ | 360,803,966 | | | | | $ | 276,066,769 | | | | | $ | 905,530,106 | | |
Undistributed net investment income | | | | | 13,612,123 | | | | | | 5,963,657 | | | | | | 2,048,933 | | | | | | 24,203,749 | | |
Accumulated net realized gain (loss) | | | | | (159,872,453) | | | | | | (662,307) | | | | | | (31,238,229) | | | | | | 223,875,556 | | |
Net unrealized appreciation | | | | | 420,592,540 | | | | | | 41,365,679 | | | | | | 118,199,517 | | | | | | 762,324,327 | | |
NET ASSETS | | | | $ | 785,981,097 | | | | | $ | 407,470,995 | | | | | $ | 365,076,990 | | | | | $ | 1,915,933,738 | | |
+ Including securities loaned at value | | | | $ | 1,379,981 | | | | | $ | 116,765 | | | | | $ | 20,160,584 | | | | | $ | 53,735,087 | | |
* Cost of investments in securities | | | | $ | 347,812,842 | | | | | $ | 360,530,856 | | | | | $ | 243,205,521 | | | | | $ | 1,137,147,722 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,523,089 | | |
*** Cost of short-term investments | | | | $ | 20,672,803 | | | | | $ | 1,066,275 | | | | | $ | 24,258,473 | | | | | $ | 74,964,336 | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 32,065,487 | | | | | $ | 2,912 | | | | | | n/a | | | | | $ | 139,302,020 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,040,835 | | | | | | 156 | | | | | | n/a | | | | | | 9,305,855 | | |
Net asset value and redemption price per share | | | | $ | 15.71 | | | | | $ | 18.64 | | | | | | n/a | | | | | $ | 14.97 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 186,400,655 | | | | | $ | 93,397,503 | | | | | $ | 67,930,237 | | | | | $ | 1,434,790,558 | | |
Shares authorized | | | | | 400,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 11,653,457 | | | | | | 4,975,619 | | | | | | 2,525,821 | | | | | | 93,523,217 | | |
Net asset value and redemption price per share | | | | $ | 16.00 | | | | | $ | 18.77 | | | | | $ | 26.89 | | | | | $ | 15.34 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 566,224,518 | | | | | $ | 314,070,580 | | | | | $ | 295,781,196 | | | | | $ | 323,348,096 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 35,646,705 | | | | | | 16,832,569 | | | | | | 11,033,452 | | | | | | 21,286,573 | | |
Net asset value and redemption price per share | | | | $ | 15.88 | | | | | $ | 18.66 | | | | | $ | 26.81 | | | | | $ | 15.19 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 1,290,437 | | | | | | n/a | | | | | $ | 1,365,557 | | | | | $ | 18,493,064 | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 80,402 | | | | | | n/a | | | | | | 51,075 | | | | | | 1,230,341 | | |
Net asset value and redemption price per share | | | | $ | 16.05 | | | | | | n/a | | | | | $ | 26.74 | | | | | $ | 15.03 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
ASSETS: | | | | ||||||||||
Investments in securities at fair value+* | | | | $ | 723,333,824 | | | | | $ | 3,834,373,438 | | |
Short-term investments at fair value** | | | | | 69,584,639 | | | | | | 253,015,711 | | |
Total investments at fair value | | | | $ | 792,918,463 | | | | | $ | 4,087,389,149 | | |
Cash | | | | | 210 | | | | | | 6,765,307 | | |
Cash collateral for futures | | | | | 644,231 | | | | | | 353,220 | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 916,000 | | |
Foreign currencies at value*** | | | | | 1,210 | | | | | | — | | |
Receivables: | | | | ||||||||||
Investment securities sold | | | | | — | | | | | | 259,263 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 81,856,761 | | |
Fund shares sold | | | | | 1,018,515 | | | | | | 309,920 | | |
Dividends | | | | | 1,084,538 | | | | | | 1,193 | | |
Interest | | | | | — | | | | | | 20,902,511 | | |
Prepaid expenses | | | | | 1,638 | | | | | | 7,519 | | |
Reimbursement due from manager | | | | | 10,476 | | | | | | 12,660 | | |
Other assets | | | | | 20,880 | | | | | | 69,587 | | |
Total assets | | | | | 795,700,161 | | | | | | 4,198,843,090 | | |
LIABILITIES: | | | | ||||||||||
Payable for investment securities purchased | | | | | — | | | | | | 6,096,243 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 424,575,134 | | |
Payable for fund shares redeemed | | | | | 3,683,631 | | | | | | 13,203,555 | | |
Payable upon receipt of securities loaned | | | | | 50,267,639 | | | | | | 85,792,943 | | |
Payable for investment management fees | | | | | 274,376 | | | | | | 1,192,116 | | |
Payable for distribution and shareholder service fees | | | | | 92,548 | | | | | | 64,962 | | |
Payable for directors fees | | | | | 4,592 | | | | | | 18,656 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 20,880 | | | | | | 69,587 | | |
Other accrued expenses and liabilities | | | | | 86,183 | | | | | | 382,491 | | |
Total liabilities | | | | | 54,429,849 | | | | | | 531,395,687 | | |
NET ASSETS | | | | $ | 741,270,312 | | | | | $ | 3,667,447,403 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 437,218,902 | | | | | $ | 3,636,383,028 | | |
Undistributed net investment income | | | | | 8,855,851 | | | | | | 1,924,658 | | |
Accumulated net realized gain | | | | | 84,234,471 | | | | | | 692,292 | | |
Net unrealized appreciation | | | | | 210,961,088 | | | | | | 28,447,425 | | |
NET ASSETS | | | | $ | 741,270,312 | | | | | $ | 3,667,447,403 | | |
+ Including securities loaned at value | | | | $ | 48,605,363 | | | | | $ | 84,024,526 | | |
* Cost of investments in securities | | | | $ | 512,203,860 | | | | | $ | 3,806,099,076 | | |
** Cost of short-term investments | | | | $ | 69,584,639 | | | | | $ | 252,975,077 | | |
*** Cost of foreign currencies | | | | $ | 1,210 | | | | | $ | — | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
Class ADV | | | | ||||||||||
Net assets | | | | $ | 80,198,640 | | | | | $ | 25,746,923 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 5,776,157 | | | | | | 2,457,309 | | |
Net asset value and redemption price per share | | | | $ | 13.88 | | | | | $ | 10.48 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 392,954,584 | | | | | $ | 3,390,991,747 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 27,571,708 | | | | | | 322,470,734 | | |
Net asset value and redemption price per share | | | | $ | 14.25 | | | | | $ | 10.52 | | |
Class S | | | | ||||||||||
Net assets | | | | $ | 259,170,851 | | | | | $ | 248,289,825 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 18,341,362 | | | | | | 23,675,071 | | |
Net asset value and redemption price per share | | | | $ | 14.13 | | | | | $ | 10.49 | | |
Class S2 | | | | ||||||||||
Net assets | | | | $ | 8,946,237 | | | | | $ | 2,418,908 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 642,005 | | | | | | 230,528 | | |
Net asset value and redemption price per share | | | | $ | 13.93 | | | | | $ | 10.49 | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 7,552,060 | | | | | $ | 14,422,071 | | | | | $ | 13,550,773 | | | | | $ | 15,681,731 | | |
Interest | | | | | 2,577 | | | | | | 425 | | | | | | — | | | | | | 113 | | |
Securities lending income, net | | | | | 45,898 | | | | | | 284,678 | | | | | | 609,723 | | | | | | 97,950 | | |
Total investment income | | | | | 7,600,535 | | | | | | 14,707,174 | | | | | | 14,160,496 | | | | | | 15,779,794 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees(1) | | | | | 1,087,969 | | | | | | 3,615,895 | | | | | | 3,061,208 | | | | | | 2,606,021 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV(2) | | | | | — | | | | | | 6 | | | | | | 172,733 | | | | | | 34,244 | | |
Class S | | | | | — | | | | | | 13 | | | | | | — | | | | | | — | | |
Class S2(3) | | | | | — | | | | | | 6 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 266 | | | | | | 1,468 | | | | | | 656 | | | | | | 563 | | |
Administrative service fees(1) | | | | | 63,561 | | | | | | 212,253 | | | | | | 155,471 | | | | | | 137,783 | | |
Shareholder reporting expense | | | | | 8,905 | | | | | | 20,980 | | | | | | 14,965 | | | | | | 3,617 | | |
Professional fees | | | | | 17,621 | | | | | | 67,317 | | | | | | 29,200 | | | | | | 29,251 | | |
Custody and accounting expense | | | | | 103,697 | | | | | | 695,926 | | | | | | 175,445 | | | | | | 99,049 | | |
Directors fees | | | | | 4,935 | | | | | | 17,668 | | | | | | 13,786 | | | | | | 11,759 | | |
License fee | | | | | 15,002 | | | | | | 176,680 | | | | | | 137,855 | | | | | | 94,990 | | |
Miscellaneous expense | | | | | 16,191 | | | | | | 36,143 | | | | | | 43,887 | | | | | | 18,704 | | |
Interest expense | | | | | 759 | | | | | | 3,773 | | | | | | 562 | | | | | | 674 | | |
Total expenses | | | | | 1,318,906 | | | | | | 4,848,128 | | | | | | 3,805,768 | | | | | | 3,036,655 | | |
Net waived and reimbursed fees | | | | | (575,759) | | | | | | (1,472,364) | | | | | | (1,608,331) | | | | | | (1,371,895) | | |
Net expenses | | | | | 743,147 | | | | | | 3,375,764 | | | | | | 2,197,437 | | | | | | 1,664,760 | | |
Net investment income | | | | | 6,857,388 | | | | | | 11,331,410 | | | | | | 11,963,059 | | | | | | 14,115,034 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (18,415,420) | | | | | | (24,476,204) | | | | | | 8,702,797 | | | | | | 8,894,536 | | |
Foreign currency related transactions | | | | | (273,429) | | | | | | (351,049) | | | | | | (199,917) | | | | | | (550,537) | | |
Futures | | | | | (258,520) | | | | | | (2,122,532) | | | | | | 427,176 | | | | | | 159,881 | | |
Net realized gain (loss) | | | | | (18,947,369) | | | | | | (26,949,785) | | | | | | 8,930,056 | | | | | | 8,503,880 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (8,217,837) | | | | | | (69,029,139) | | | | | | (34,405,677) | | | | | | (44,049,254) | | |
Foreign currency related transactions | | | | | 65,933 | | | | | | (44,020) | | | | | | 65,811 | | | | | | (80,362) | | |
Futures | | | | | 273,504 | | | | | | (154,512) | | | | | | (128,076) | | | | | | (134,759) | | |
Net change in unrealized appreciation (depreciation) | | | | | (7,878,400) | | | | | | (69,227,671) | | | | | | (34,467,942) | | | | | | (44,264,375) | | |
Net realized and unrealized loss | | | | | (26,825,769) | | | | | | (96,177,456) | | | | | | (25,537,886) | | | | | | (35,760,495) | | |
Decrease in net assets resulting from operations | | | | $ | (19,968,381) | | | | | $ | (84,846,046) | | | | | $ | (13,574,827) | | | | | $ | (21,645,461) | | |
* Foreign taxes withheld | | | | $ | 120,416 | | | | | $ | 1,851,948 | | | | | $ | 1,905,915 | | | | | $ | 206,927 | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 3,423,928 | | | | | $ | 44,227,590 | | | | | $ | 6,185,958 | | | | | $ | 9,710,761 | | |
Interest | | | | | — | | | | | | 30,837 | | | | | | 210 | | | | | | — | | |
Securities lending income, net | | | | | 1,055 | | | | | | 928,364 | | | | | | 76,146 | | | | | | 3,986 | | |
Total investment income | | | | | 3,424,983 | | | | | | 45,186,791 | | | | | | 6,262,314 | | | | | | 9,714,747 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees(1) | | | | | 678,659 | | | | | | 6,405,619 | | | | | | 2,524,161 | | | | | | 2,548,521 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | 7,263 | | | | | | 4,465,342 | | | | | | 100,277 | | | | | | 7 | | |
Class S | | | | | 91,685 | | | | | | 230,081 | | | | | | — | | | | | | 661,040 | | |
Class S2 | | | | | — | | | | | | 8,630 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 363 | | | | | | 3,203 | | | | | | 558 | | | | | | 985 | | |
Administrative service fees(1) | | | | | 38,168 | | | | | | 522,782 | | | | | | 127,059 | | | | | | 181,690 | | |
Shareholder reporting expense | | | | | 6,570 | | | | | | 86,051 | | | | | | 10,930 | | | | | | 39,420 | | |
Professional fees | | | | | 13,797 | | | | | | 97,104 | | | | | | 22,112 | | | | | | 48,310 | | |
Custody and accounting expense | | | | | 100,079 | | | | | | 700,855 | | | | | | 124,801 | | | | | | 66,851 | | |
Directors fees | | | | | 3,072 | | | | | | 45,255 | | | | | | 11,362 | | | | | | 16,439 | | |
License fee | | | | | 45,962 | | | | | | 452,543 | | | | | | 22,727 | | | | | | — | | |
Miscellaneous expense | | | | | 8,083 | | | | | | 91,201 | | | | | | 31,008 | | | | | | 16,606 | | |
Interest expense | | | | | 483 | | | | | | 1,126 | | | | | | 564 | | | | | | 210 | | |
Total expenses | | | | | 994,184 | | | | | | 13,109,792 | | | | | | 2,975,559 | | | | | | 3,580,079 | | |
Net waived and reimbursed fees | | | | | (184,445) | | | | | | (1,224,253) | | | | | | (1,325,603) | | | | | | (547,958) | | |
Net expenses | | | | | 809,739 | | | | | | 11,885,539 | | | | | | 1,649,956 | | | | | | 3,032,121 | | |
Net investment income | | | | | 2,615,244 | | | | | | 33,301,252 | | | | | | 4,612,358 | | | | | | 6,682,626 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 4,682,235 | | | | | | (12,302,949) | | | | | | 11,787,785 | | | | | | 25,679,817 | | |
Foreign currency related transactions | | | | | 876 | | | | | | 612,095 | | | | | | (497,686) | | | | | | 52,557 | | |
Futures | | | | | (287,796) | | | | | | (550,411) | | | | | | 1,895,902 | | | | | | 49,533 | | |
Net realized gain (loss) | | | | | 4,395,315 | | | | | | (12,241,265) | | | | | | 13,186,001 | | | | | | 25,781,907 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (10,768,412) | | | | | | (28,013,745) | | | | | | 28,603,006 | | | | | | 6,124,476 | | |
Foreign currency related transactions | | | | | 481 | | | | | | 1,316 | | | | | | 54,070 | | | | | | — | | |
Futures | | | | | (50,759) | | | | | | 134,858 | | | | | | (91,962) | | | | | | (346,531) | | |
Net change in unrealized appreciation (depreciation) | | | | | (10,818,690) | | | | | | (27,877,571) | | | | | | 28,565,114 | | | | | | 5,777,945 | | |
Net realized and unrealized gain (loss) | | | | | (6,423,375) | | | | | | (40,118,836) | | | | | | 41,751,115 | | | | | | 31,559,852 | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (3,808,131) | | | | | $ | (6,817,584) | | | | | $ | 46,363,473 | | | | | $ | 38,242,478 | | |
* Foreign taxes withheld | | | | $ | 154,797 | | | | | $ | 3,572,594 | | | | | $ | 687,315 | | | | | $ | — | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 17,547,215 | | | | | $ | 7,290,709 | | | | | $ | 4,516,257 | | | | | | 34,540,970 | | |
Interest | | | | | — | | | | | | — | | | | | | — | | | | | | 53 | | |
Dividends from affiliates | | | | | — | | | | | | — | | | | | | — | | | | | | 2,431 | | |
Securities lending income, net | | | | | 8,113 | | | | | | 4,286 | | | | | | 174,865 | | | | | | 877,512 | | |
Total investment income | | | | | 17,555,328 | | | | | | 7,294,995 | | | | | | 4,691,122 | | | | | | 35,420,966 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees(1) | | | | | 2,577,507 | | | | | | 1,276,679 | | | | | | 1,864,122 | | | | | | 8,083,126 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV(2) | | | | | 173,476 | | | | | | 7 | | | | | | 18 | | | | | | 710,640 | | |
Class S | | | | | 1,477,941 | | | | | | 535,758 | | | | | | 805,361 | | | | | | 915,129 | | |
Class S2 | | | | | 17,126 | | | | | | — | | | | | | 9,567 | | | | | | 98,219 | | |
Transfer agent fees | | | | | 1,159 | | | | | | 2,823 | | | | | | 873 | | | | | | 3,145 | | |
Administrative service fees(1) | | | | | 280,637 | | | | | | 70,556 | | | | | | 145,545 | | | | | | 773,536 | | |
Shareholder reporting expense | | | | | 45,115 | | | | | | 17,520 | | | | | | 25,550 | | | | | | 80,695 | | |
Professional fees | | | | | 51,081 | | | | | | 26,235 | | | | | | 38,690 | | | | | | 111,540 | | |
Custody and accounting expense | | | | | 100,670 | | | | | | 31,725 | | | | | | 73,000 | | | | | | 243,775 | | |
Directors fees | | | | | 24,498 | | | | | | 8,413 | | | | | | 12,058 | | | | | | 65,840 | | |
Miscellaneous expense | | | | | 40,151 | | | | | | 9,722 | | | | | | 29,283 | | | | | | 108,930 | | |
Interest expense | | | | | 263 | | | | | | 566 | | | | | | 50 | | | | | | 3,128 | | |
Total expenses | | | | | 4,789,624 | | | | | | 1,980,004 | | | | | | 3,004,117 | | | | | | 11,197,703 | | |
Net waived and reimbursed fees | | | | | (89,362) | | | | | | (280,415) | | | | | | (403,844) | | | | | | (17,462) | | |
Net expenses | | | | | 4,700,262 | | | | | | 1,699,589 | | | | | | 2,600,273 | | | | | | 11,180,241 | | |
Net investment income | | | | | 12,855,066 | | | | | | 5,595,406 | | | | | | 2,090,849 | | | | | | 24,240,725 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 46,337,559 | | | | | | 9,708,167 | | | | | | 46,558,289 | | | | | | 234,355,820 | | |
Affiliates | | | | | — | | | | | | — | | | | | | — | | | | | | (59,407) | | |
Foreign currency related transactions | | | | | 24,372 | | | | | | — | | | | | | — | | | | | | — | | |
Futures | | | | | 1,126,970 | | | | | | 117,923 | | | | | | 546,605 | | | | | | 639,499 | | |
Net realized gain | | | | | 47,488,901 | | | | | | 9,826,090 | | | | | | 47,104,894 | | | | | | 234,935,912 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (44,867,407) | | | | | | (29,103,978) | | | | | | (49,199,929) | | | | | | (313,106,424) | | |
Affiliated underlying funds | | | | | — | | | | | | — | | | | | | — | | | | | | (534,547) | | |
Futures | | | | | (541,444) | | | | | | (194,679) | | | | | | (163,087) | | | | | | (1,028,144) | | |
Net change in unrealized appreciation (depreciation) | | | | | (45,408,851) | | | | | | (29,298,657) | | | | | | (49,363,016) | | | | | | (314,669,115) | | |
Net realized and unrealized gain (loss) | | | | | 2,080,050 | | | | | | (19,472,567) | | | | | | (2,258,122) | | | | | | (79,733,203) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 14,935,116 | | | | | $ | (13,877,161) | | | | | $ | (167,273) | | | | | $ | (55,492,478) | | |
* Foreign taxes withheld | | | | $ | 3,790 | | | | | $ | 3,429 | | | | | $ | 3,202 | | | | | $ | 16,059 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 12,138,401 | | | | | $ | 12,265 | | |
Interest, net of foreign taxes withheld* | | | | | — | | | | | | 88,663,020 | | |
Securities lending income, net | | | | | 2,068,826 | | | | | | 316,502 | | |
Total investment income | | | | | 14,207,227 | | | | | | 88,991,787 | | |
EXPENSES: | | | | ||||||||||
Investment management fees(1) | | | | | 3,626,458 | | | | | | 12,885,065 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 407,999 | | | | | | 114,226 | | |
Class S | | | | | 722,886 | | | | | | 617,321 | | |
Class S2 | | | | | 47,663 | | | | | | 12,038 | | |
Transfer agent fees | �� | | | | 1,966 | | | | | | 4,729 | | |
Administrative service fees(1) | | | | | 322,983 | | | | | | 1,247,244 | | |
Shareholder reporting expense | | | | | 53,475 | | | | | | 136,138 | | |
Professional fees | | | | | 60,638 | | | | | | 204,181 | | |
Custody and accounting expense | | | | | 126,450 | | | | | | 430,163 | | |
Directors fees | | | | | 27,556 | | | | | | 111,936 | | |
Miscellaneous expense | | | | | 52,361 | | | | | | 158,991 | | |
Interest expense | | | | | 636 | | | | | | 1,354 | | |
Total expenses | | | | | 5,451,071 | | | | | | 15,923,386 | | |
Net waived and reimbursed fees | | | | | (131,593) | | | | | | (188,972) | | |
Net expenses | | | | | 5,319,478 | | | | | | 15,734,414 | | |
Net investment income | | | | | 8,887,749 | | | | | | 73,257,373 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 86,337,769 | | | | | | 10,804,865 | | |
Foreign currency related transactions | | | | | (120) | | | | | | — | | |
Futures | | | | | (256,782) | | | | | | 226,038 | | |
Swaps | | | | | — | | | | | | 155,826 | | |
Net realized gain | | | | | 86,080,867 | | | | | | 11,186,729 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | (141,686,334) | | | | | | (79,195,918) | | |
Futures | | | | | (420,491) | | | | | | 132,429 | | |
Swaps | | | | | — | | | | | | (80,611) | | |
Net change in unrealized appreciation (depreciation) | | | | | (142,106,825) | | | | | | (79,144,100) | | |
Net realized and unrealized loss | | | | | (56,025,958) | | | | | | (67,957,371) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (47,138,209) | | | | | $ | 5,300,002 | | |
* Foreign taxes withheld | | | | $ | 6,269 | | | | | $ | 2 | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 6,857,388 | | | | | $ | 8,314,397 | | | | | $ | 11,331,410 | | | | | $ | 12,604,857 | | | ||||
Net realized (loss) | | | | | (18,947,369) | | | | | | (1,042,523) | | | | | | (26,949,785) | | | | | | (9,072,597) | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (7,878,400) | | | | | | (15,356,337) | | | | | | (69,227,671) | | | | | | (28,852,231) | | | ||||
Decrease in net assets resulting from operations | | | | | (19,968,381) | | | | | | (8,084,463) | | | | | | (84,846,046) | | | | | | (25,319,971) | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | (133) | | | | | | (105) | | | | | | (54) | | | | | | (33) | | | ||||
Class I | | | | | (9,771,538) | | | | | | (7,992,562) | | | | | | (12,673,939) | | | | | | (8,397,538) | | | ||||
Class S | | | | | — | | | | | | — | | | | | | (60) | | | | | | (40) | | | ||||
Class S2 | | | | | — | | | | | | — | | | | | | (56) | | | | | | (37) | | | ||||
Total distributions | | | | | (9,771,671) | | | | | | (7,992,667) | | | | | | (12,674,109) | | | | | | (8,397,648) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 8,146,407 | | | | | | 31,929,453 | | | | | | 126,131,106 | | | | | | 228,468,026 | | | ||||
Reinvestment of distributions | | | | | 9,771,538 | | | | | | 7,992,562 | | | | | | 12,673,940 | | | | | | 8,397,538 | | | ||||
| | | | | 17,917,945 | | | | | | 39,922,015 | | | | | | 138,805,046 | | | | | | 236,865,564 | | | ||||
Cost of shares redeemed | | | | | (64,431,361) | | | | | | (37,180,306) | | | | | | (166,101,590) | | | | | | (173,824,044) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (46,513,416) | | | | | | 2,741,709 | | | | | | (27,296,544) | | | | | | 63,041,520 | | | ||||
Net increase (decrease) in net assets | | | | | (76,253,468) | | | | | | (13,335,421) | | | | | | (124,816,699) | | | | | | 29,323,901 | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 190,590,773 | | | | | | 203,926,194 | | | | | | 635,789,271 | | | | | | 606,465,370 | | | ||||
End of year or period | | | | $ | 114,337,305 | | | | | $ | 190,590,773 | | | | | $ | 510,972,572 | | | | | $ | 635,789,271 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 7,312,488 | | | | | $ | 9,847,837 | | | | | $ | 11,450,798 | | | | | $ | 12,678,472 | | | ||||
|
| | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 11,963,059 | | | | | $ | 15,640,848 | | | | | $ | 14,115,034 | | | | | $ | 28,413,775 | | | ||||
Net realized gain | | | | | 8,930,056 | | | | | | 14,441,872 | | | | | | 8,503,880 | | | | | | 9,693,240 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (34,467,942) | | | | | | (74,947,468) | | | | | | (44,264,375) | | | | | | (65,085,205) | | | ||||
Decrease in net assets resulting from operations | | | | | (13,574,827) | | | | | | (44,864,748) | | | | | | (21,645,461) | | | | | | (26,978,190) | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | (1,063,805) | | | | | | (1,000,682) | | | | | | (419,841) | | | | | | (238,950) | | | ||||
Class I | | | | | (13,860,998) | | | | | | (16,844,821) | | | | | | (27,476,747) | | | | | | (16,476,434) | | | ||||
Net realized gains: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (180,746) | | | | | | (532,058) | | | ||||
Class I | | | | | — | | | | | | — | | | | | | (10,875,058) | | | | | | (33,333,385) | | | ||||
Total distributions | | | | | (14,924,803) | | | | | | (17,845,503) | | | | | | (38,952,392) | | | | | | (50,580,827) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 73,079,264 | | | | | | 77,279,833 | | | | | | 25,353,598 | | | | | | 58,290,148 | | | ||||
Reinvestment of distributions | | | | | 14,924,803 | | | | | | 17,845,503 | | | | | | 38,952,393 | | | | | | 50,580,827 | | | ||||
| | | | | 88,004,067 | | | | | | 95,125,336 | | | | | | 64,305,991 | | | | | | 108,870,975 | | | ||||
Cost of shares redeemed | | | | | (94,636,688) | | | | | | (101,715,780) | | | | | | (81,682,682) | | | | | | (83,428,489) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (6,632,621) | | | | | | (6,590,444) | | | | | | (17,376,691) | | | | | | 25,442,486 | | | ||||
Net decrease in net assets | | | | | (35,132,251) | | | | | | (69,300,695) | | | | | | (77,974,544) | | | | | | (52,116,531) | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 464,236,647 | | | | | | 533,537,342 | | | | | | 419,103,252 | | | | | | 471,219,783 | | | ||||
End of year or period | | | | $ | 429,104,396 | | | | | $ | 464,236,647 | | | | | $ | 341,128,708 | | | | | $ | 419,103,252 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 11,869,992 | | | | | $ | 15,031,653 | | | | | $ | 14,123,925 | | | | | $ | 27,895,584 | | | ||||
|
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 2,615,244 | | | | | $ | 3,343,997 | | | | | $ | 33,301,252 | | | | | $ | 40,395,467 | | | ||||
Net realized gain (loss) | | | | | 4,395,315 | | | | | | 1,011,494 | | | | | | (12,241,265) | | | | | | (14,171,010) | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (10,818,690) | | | | | | (455,140) | | | | | | (27,877,571) | | | | | | (100,341,227) | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | (3,808,131) | | | | | | 3,900,351 | | | | | | (6,817,584) | | | | | | (74,116,770) | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | (37,556) | | | | | | (40,226) | | | | | | (24,237,441) | | | | | | (8,654,053) | | | ||||
Class I | | | | | (2,322,850) | | | | | | (2,121,591) | | | | | | (15,085,728) | | | | | | (3,966,540) | | | ||||
Class S | | | | | (1,065,471) | | | | | | (853,855) | | | | | | (2,530,530) | | | | | | (704,877) | | | ||||
Class S2 | | | | | — | | | | | | — | | | | | | (34,160) | | | | | | (13,516) | | | ||||
Total distributions | | | | | (3,425,877) | | | | | | (3,015,672) | | | | | | (41,887,859) | | | | | | (13,338,986) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 12,924,697 | | | | | | 20,959,100 | | | | | | 158,808,286 | | | | | | 260,233,264 | | | ||||
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | — | | | | | | — | | | | | | 1,058,745,439 | | | ||||
Reinvestment of distributions | | | | | 3,425,878 | | | | | | 3,015,672 | | | | | | 41,887,859 | | | | | | 13,338,986 | | | ||||
| | | | | 16,350,575 | | | | | | 23,974,772 | | | | | | 200,696,145 | | | | | | 1,332,317,689 | | | ||||
Cost of shares redeemed | | | | | (47,055,223) | | | | | | (36,354,731) | | | | | | (333,453,970) | | | | | | (374,633,359) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (30,704,648) | | | | | | (12,379,959) | | | | | | (132,757,825) | | | | | | 957,684,330 | | | ||||
Net increase (decrease) in net assets | | | | | (37,938,656) | | | | | | (11,495,280) | | | | | | (181,463,268) | | | | | | 870,228,574 | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 110,197,903 | | | | | | 121,693,183 | | | | | | 1,547,469,062 | | | | | | 677,240,488 | | | ||||
End of year or period | | | | $ | 72,259,247 | | | | | $ | 110,197,903 | | | | | $ | 1,366,005,794 | | | | | $ | 1,547,469,062 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 4,271,409 | | | | | $ | 3,422,653 | | | | | $ | 36,957,895 | | | | | $ | 42,736,671 | | | ||||
|
| | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | |||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | |||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||
Net investment income | | | | $ | 4,612,358 | | | | | $ | 5,212,650 | | | | | $ | 6,682,626 | | | | | $ | 5,826,036 | ||||
Net realized gain | | | | | 13,186,001 | | | | | | 4,089,522 | | | | | | 25,781,907 | | | | | | 29,077,435 | ||||
Net change in unrealized appreciation (depreciation) | | | | | 28,565,114 | | | | | | (28,745,507) | | | | | | 5,777,945 | | | | | | 25,616,117 | ||||
Increase (decrease) in net assets resulting from operations | | | | | 46,363,473 | | | | | | (19,443,335) | | | | | | 38,242,478 | | | | | | 60,519,588 | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||||
Class ADV | | | | | (186,307) | | | | | | (129,908) | | | | | | — | | | | | | — | ||||
Class I | | | | | (4,208,992) | | | | | | (5,481,044) | | | | | | (3,321,385) | | | | | | (3,525,724) | ||||
Class S | | | | | — | | | | | | — | | | | | | (2,504,465) | | | | | | (2,253,990) | ||||
Net realized gains: | | | | | | ||||||||||||||||||||||
Class ADV | | | | | (247,998) | | | | | | (950,899) | | | | | | — | | | | | | — | ||||
Class I | | | | | (4,136,589) | | | | | | (27,240,581) | | | | | | — | | | | | | — | ||||
Total distributions | | | | | (8,779,886) | | | | | | (33,802,432) | | | | | | (5,825,850) | | | | | | (5,779,714) | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 91,430,730 | | | | | | 51,239,234 | | | | | | 84,854,377 | | | | | | 100,338,979 | ||||
Reinvestment of distributions | | | | | 8,779,886 | | | | | | 33,802,432 | | | | | | 5,825,850 | | | | | | 5,779,714 | ||||
| | | | | 100,210,616 | | | | | | 85,041,666 | | | | | | 90,680,227 | | | | | | 106,118,693 | ||||
Cost of shares redeemed | | | | | (113,518,234) | | | | | | (70,830,898) | | | | | | (106,086,409) | | | | | | (96,661,889) | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (13,307,618) | | | | | | 14,210,768 | | | | | | (15,406,182) | | | | | | 9,456,804 | ||||
Net increase (decrease) in net assets | | | | | 24,275,969 | | | | | | (39,034,999) | | | | | | 17,010,446 | | | | | | 64,196,678 | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||
Beginning of year or period | | | | | 362,125,540 | | | | | | 401,160,539 | | | | | | 542,138,378 | | | | | | 477,941,700 | ||||
End of year or period | | | | $ | 386,401,509 | | | | | $ | 362,125,540 | | | | | $ | 559,148,824 | | | | | $ | 542,138,378 | ||||
Undistributed net investment income at end of year or period | | | | $ | 4,665,636 | | | | | $ | 4,381,207 | | | | | $ | 6,704,852 | | | | | $ | 5,818,905 | ||||
|
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 12,855,066 | | | | | $ | 12,041,579 | | | | | $ | 5,595,406 | | | | | $ | 3,131,464 | | | ||||
Net realized gain | | | | | 47,488,901 | | | | | | 16,572,025 | | | | | | 9,826,090 | | | | | | 5,794,343 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (45,408,851) | | | | | | 66,919,394 | | | | | | (29,298,657) | | | | | | 12,638,306 | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | 14,935,116 | | | | | | 95,532,998 | | | | | | (13,877,161) | | | | | | 21,564,113 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | (422,251) | | | | | | (411,173) | | | | | | — | | | | | | — | | | ||||
Class I | | | | | (3,100,399) | | | | | | (2,772,734) | | | | | | (797,333) | | | | | | (765,924) | | | ||||
Class S | | | | | (8,446,304) | | | | | | (8,038,695) | | | | | | (2,305,935) | | | | | | (1,828,672) | | | ||||
Class S2 | | | | | (52,561) | | | | | | (47,422) | | | | | | — | | | | | | — | | | ||||
Net realized gains: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | ||||
Class I | | | | | — | | | | | | — | | | | | | (630,529) | | | | | | (735,139) | | | ||||
Class S | | | | | — | | | | | | — | | | | | | (2,086,592) | | | | | | (2,000,512) | | | ||||
Total distributions | | | | | (12,021,515) | | | | | | (11,270,024) | | | | | | (5,820,389) | | | | | | (5,330,247) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 100,609,958 | | | | | | 115,400,174 | | | | | | 271,114,610 | | | | | | 58,971,291 | | | ||||
Reinvestment of distributions | | | | | 12,021,515 | | | | | | 11,270,024 | | | | | | 5,820,390 | | | | | | 5,330,247 | | | ||||
| | | | | 112,631,473 | | | | | | 126,670,198 | | | | | | 276,935,000 | | | | | | 64,301,538 | | | ||||
Cost of shares redeemed | | | | | (179,044,698) | | | | | | (134,318,530) | | | | | | (57,452,955) | | | | | | (35,048,667) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (66,413,225) | | | | | | (7,648,332) | | | | | | 219,482,045 | | | | | | 29,252,871 | | | ||||
Net increase (decrease) in net assets | | | | | (63,499,624) | | | | | | 76,614,642 | | | | | | 199,784,495 | | | | | | 45,486,737 | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 849,480,721 | | | | | | 772,866,079 | | | | | | 207,686,500 | | | | | | 162,199,763 | | | ||||
End of year or period | | | | $ | 785,981,097 | | | | | $ | 849,480,721 | | | | | $ | 407,470,995 | | | | | $ | 207,686,500 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 13,612,123 | | | | | $ | 11,991,815 | | | | | $ | 5,963,657 | | | | | $ | 3,101,190 | | | ||||
|
| | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 2,090,849 | | | | | $ | 2,588,598 | | | | | $ | 24,240,725 | | | | | $ | 25,808,917 | | | ||||
Net realized gain | | | | | 47,104,894 | | | | | | 24,728,997 | | | | | | 234,935,912 | | | | | | 172,741,637 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (49,363,016) | | | | | | 21,099,528 | | | | | | (314,669,115) | | | | | | 77,688,156 | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | (167,273) | | | | | | 48,417,123 | | | | | | (55,492,478) | | | | | | 276,238,710 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | (36) | | | | | | (2) | | | | | | (1,231,943) | | | | | | (782,106) | | | ||||
Class I | | | | | (463,018) | | | | | | (523,892) | | | | | | (20,928,767) | | | | | | (19,811,937) | | | ||||
Class S | | | | | (2,118,371) | | | | | | (713,505) | | | | | | (4,004,346) | | | | | | (2,844,338) | | | ||||
Class S2 | | | | | (9,312) | | | | | | (1,972) | | | | | | (172,194) | | | | | | (125,988) | | | ||||
Net realized gains: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (11,014,196) | | | | | | (3,375,063) | | | ||||
Class I | | | | | — | | | | | | — | | | | | | (129,234,654) | | | | | | (58,040,604) | | | ||||
Class S | | | | | — | | | | | | — | | | | | | (29,820,784) | | | | | | (10,249,867) | | | ||||
Class S2 | | | | | — | | | | | | — | | | | | | (1,487,788) | | | | | | (515,856) | | | ||||
Total distributions | | | | | (2,590,737) | | | | | | (1,239,371) | | | | | | (197,894,672) | | | | | | (95,745,759) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 80,357,388 | | | | | | 134,246,547 | | | | | | 196,641,369 | | | | | | 226,658,986 | | | ||||
Reinvestment of distributions | | | | | 2,590,702 | | | | | | 1,239,369 | | | | | | 197,894,672 | | | | | | 95,745,759 | | | ||||
| | | | | 82,948,090 | | | | | | 135,485,916 | | | | | | 394,536,041 | | | | | | 322,404,745 | | | ||||
Cost of shares redeemed | | | | | (142,711,268) | | | | | | (90,995,203) | | | | | | (532,383,997) | | | | | | (568,992,226) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (59,763,178) | | | | | | 44,490,713 | | | | | | (137,847,956) | | | | | | (246,587,481) | | | ||||
Net increase (decrease) in net assets | | | | | (62,521,188) | | | | | | 91,668,465 | | | | | | (391,235,106) | | | | | | (66,094,530) | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 427,598,178 | | | | | | 335,929,713 | | | | | | 2,307,168,844 | | | | | | 2,373,263,374 | | | ||||
End of year or period | | | | $ | 365,076,990 | | | | | $ | 427,598,178 | | | | | $ | 1,915,933,738 | | | | | $ | 2,307,168,844 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 2,048,933 | | | | | $ | 2,566,449 | | | | | $ | 24,203,749 | | | | | $ | 26,249,768 | | | ||||
|
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 8,887,749 | | | | | $ | 9,236,936 | | | | | $ | 73,257,373 | | | | | $ | 70,960,887 | | | ||||
Net realized gain | | | | | 86,080,867 | | | | | | 85,495,469 | | | | | | 11,186,729 | | | | | | 49,855,532 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (142,106,825) | | | | | | (51,082,700) | | | | | | (79,144,100) | | | | | | 101,453,509 | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | (47,138,209) | | | | | | 43,649,705 | | | | | | 5,300,002 | | | | | | 222,269,928 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | (539,601) | | | | | | (457,141) | | | | | | (428,123) | | | | | | (239,938) | | | ||||
Class I | | | | | (6,150,451) | | | | | | (6,355,628) | | | | | | (76,668,973) | | | | | | (73,018,279) | | | ||||
Class S | | | | | (2,455,955) | | | | | | (2,422,533) | | | | | | (5,073,615) | | | | | | (3,891,510) | | | ||||
Class S2 | | | | | (66,055) | | | | | | (60,425) | | | | | | (44,735) | | | | | | (39,819) | | | ||||
Net realized gains: | | | | | | ||||||||||||||||||||||||
Class ADV | | | | | (7,081,772) | | | | | | (4,093,826) | | | | | | (45,419) | | | | | | — | | | ||||
Class I | | | | | (49,533,155) | | | | | | (36,974,169) | | | | | | (7,523,817) | | | | | | — | | | ||||
Class S | | | | | (25,785,726) | | | | | | (17,913,144) | | | | | | (512,228) | | | | | | — | | | ||||
Class S2 | | | | | (859,795) | | | | | | (601,965) | | | | | | (5,046) | | | | | | — | | | ||||
Total distributions | | | | | (92,472,510) | | | | | | (68,878,831) | | | | | | (90,301,956) | | | | | | (77,189,546) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 120,211,794 | | | | | | 120,295,161 | | | | | | 859,941,130 | | | | | | 580,251,370 | | | ||||
Reinvestment of distributions | | | | | 92,472,510 | | | | | | 68,878,831 | | | | | | 90,301,957 | | | | | | 77,189,546 | | | ||||
| | | | | 212,684,304 | | | | | | 189,173,992 | | | | | | 950,243,087 | | | | | | 657,440,916 | | | ||||
Cost of shares redeemed | | | | | (289,830,985) | | | | | | (271,172,490) | | | | | | (1,072,935,325) | | | | | | (938,236,439) | | | ||||
Net decrease in net assets resulting from capital share transactions | | | | | (77,146,681) | | | | | | (81,998,498) | | | | | | (122,692,238) | | | | | | (280,795,523) | | | ||||
Net decrease in net assets | | | | | (216,757,400) | | | | | | (107,227,624) | | | | | | (207,694,192) | | | | | | (135,715,141) | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 958,027,712 | | | | | | 1,065,255,336 | | | | | | 3,875,141,595 | | | | | | 4,010,856,736 | | | ||||
End of year or period | | | | $ | 741,270,312 | | | | | $ | 958,027,712 | | | | | $ | 3,667,447,403 | | | | | $ | 3,875,141,595 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 8,855,851 | | | | | $ | 9,194,159 | | | | | $ | 1,924,658 | | | | | $ | 3,368,879 | | | ||||
|
| | | | | | | | | 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 Australia Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.16 | | | | | | 0.36• | | | | | | (1.14) | | | | | | (0.78) | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.89 | | | | | | (9.26) | | | | | | 0.80 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 4.17 | | | | | | 114,337 | | | | | | 8 | | |
12-31-14 | | | | | 10.01 | | | | | | 0.40 | | | | | | (0.85) | | | | | | (0.45) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 9.16 | | | | | | (4.95) | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 4.12 | | | | | | 190,588 | | | | | | 12 | | |
12-31-13 | | | | | 10.34 | | | | | | 0.44 | | | | | | (0.20) | | | | | | 0.24 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.01 | | | | | | 1.91 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 4.27 | | | | | | 203,923 | | | | | | 13 | | |
12-31-12 | | | | | 8.76 | | | | | | 0.41• | | | | | | 1.56 | | | | | | 1.97 | | | | | | 0.35 | | | | | | 0.04 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.34 | | | | | | 22.91 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 4.42 | | | | | | 194,327 | | | | | | 10 | | |
03-02-11(5) - 12-31-11 | | | | | 10.00 | | | | | | 0.31• | | | | | | (1.55) | | | | | | (1.24) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.76 | | | | | | (12.40) | | | | | | 0.82 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 3.83 | | | | | | 189,709 | | | | | | 22 | | |
Voya Emerging Markets Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 10.65 | | | | | | 0.20• | | | | | | (1.78) | | | | | | (1.58) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.85 | | | | | | (15.28) | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.92 | | | | | | 510,962 | | | | | | 19 | | |
12-31-14 | | | | | 11.18 | | | | | | 0.21 | | | | | | (0.58) | | | | | | (0.37) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.65 | | | | | | (3.37) | | | | | | 0.81 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 2.05 | | | | | | 635,780 | | | | | | 21 | | |
12-31-13 | | | | | 12.00 | | | | | | 0.22• | | | | | | (0.98) | | | | | | (0.76) | | | | | | 0.01 | | | | | | 0.05 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 11.18 | | | | | | (6.30) | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 2.03 | | | | | | 606,455 | | | | | | 19 | | |
12-31-12 | | | | | 10.32 | | | | | | 0.16• | | | | | | 1.53 | | | | | | 1.69 | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 12.00 | | | | | | 16.38 | | | | | | 0.90 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.39 | | | | | | 112,257 | | | | | | 61 | | |
12-19-11(5) - 12-31-11 | | | | | 10.00 | | | | | | 0.00* | | | | | | 0.32 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.32 | | | | | | 3.20 | | | | | | 0.97 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 0.35 | | | | | | 61,384 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 10.61 | | | | | | 0.17• | | | | | | (1.76) | | | | | | (1.59) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.82 | | | | | | (15.43) | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.73 | | | | | | 11 | | | | | | 19 | | |
12-31-14 | | | | | 11.14 | | | | | | 0.21 | | | | | | (0.61) | | | | | | (0.40) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 10.61 | | | | | | (3.59) | | | | | | 1.06 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.84 | | | | | | 3 | | | | | | 21 | | |
12-31-13 | | | | | 11.97 | | | | | | 0.15 | | | | | | (0.93) | | | | | | (0.78) | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 11.14 | | | | | | (6.52) | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.38 | | | | | | 3 | | | | | | 19 | | |
12-31-12 | | | | | 10.31 | | | | | | 0.20 | | | | | | 1.47 | | | | | | 1.67 | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 11.97 | | | | | | 16.20 | | | | | | 1.15 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.80 | | | | | | 4 | | | | | | 61 | | |
12-19-11(5) - 12-31-11 | | | | | 10.00 | | | | | | 0.00* | | | | | | 0.31 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.31 | | | | | | 3.10 | | | | | | 1.22 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.11 | | | | | | 3 | | | | | | — | | |
Voya Euro STOXX 50® Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 10.39 | | | | | | 0.24• | | | | | | (0.69) | | | | | | (0.45) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.64 | | | | | | (4.64) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.26 | | | | | | 31,758 | | | | | | 15 | | |
12-31-14 | | | | | 11.88 | | | | | | 0.30• | | | | | | (1.40) | | | | | | (1.10) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.39 | | | | | | (9.66) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.63 | | | | | | 28,159 | | | | | | 13 | | |
12-31-13 | | | | | 9.90 | | | | | | 0.21• | | | | | | 2.21 | | | | | | 2.42 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.88 | | | | | | 25.45 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.97 | | | | | | 36,736 | | | | | | 17 | | |
12-31-12 | | | | | 8.41 | | | | | | 0.21• | | | | | | 1.58 | | | | | | 1.79 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.90 | | | | | | 21.83 | | | | | | 1.31 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 2.33 | | | | | | 9,377 | | | | | | 20 | | |
12-31-11 | | | | | 10.49 | | | | | | 0.47• | | | | | | (2.16) | | | | | | (1.69) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 8.41 | | | | | | (17.27) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 4.54 | | | | | | 3,241 | | | | | | 34 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 10.49 | | | | | | 0.28• | | | | | | (0.68) | | | | | | (0.40) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 9.74 | | | | | | (4.21) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.63 | | | | | | 397,346 | | | | | | 15 | | |
12-31-14 | | | | | 11.96 | | | | | | 0.37• | | | | | | (1.41) | | | | | | (1.04) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.49 | | | | | | (9.18) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.19 | | | | | | 436,078 | | | | | | 13 | | |
12-31-13 | | | | | 9.94 | | | | | | 0.32• | | | | | | 2.17 | | | | | | 2.49 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 11.96 | | | | | | 26.09 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.09 | | | | | | 496,801 | | | | | | 17 | | |
12-31-12 | | | | | 8.50 | | | | | | 0.28• | | | | | | 1.56 | | | | | | 1.84 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 9.94 | | | | | | 22.42 | | | | | | 0.81 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 3.23 | | | | | | 679,952 | | | | | | 20 | | |
12-31-11 | | | | | 10.57 | | | | | | 0.38• | | | | | | (2.05) | | | | | | (1.67) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 8.50 | | | | | | (16.99) | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.68 | | | | | | 672,579 | | | | | | 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) | | | 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 FTSE 100 Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 11.29 | | | | | | 0.32 | | | | | | (1.01) | | | | | | (0.69) | | | | | | 0.73 | | | | | | 0.31 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 9.56 | | | | | | (7.22) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.06 | | | | | | 6,484 | | | | | | 8 | | |
12-31-14 | | | | | 13.59 | | | | | | 0.69• | | | | | | (1.47) | | | | | | (0.78) | | | | | | 0.47 | | | | | | 1.05 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 11.29 | | | | | | (6.85) | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 5.53 | | | | | | 6,675 | | | | | | 13 | | |
12-31-13 | | | | | 12.25 | | | | | | 0.30• | | | | | | 1.89 | | | | | | 2.19 | | | | | | 0.57 | | | | | | 0.28 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 13.59 | | | | | | 18.86 | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 2.43 | | | | | | 6,057 | | | | | | 8 | | |
12-31-12 | | | | | 11.48 | | | | | | 0.37• | | | | | | 1.34 | | | | | | 1.71 | | | | | | 0.31 | | | | | | 0.63 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 12.25 | | | | | | 15.24 | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 3.15 | | | | | | 2,642 | | | | | | 7 | | |
12-31-11 | | | | | 12.46 | | | | | | 0.36• | | | | | | (0.81) | | | | | | (0.45) | | | | | | 0.35 | | | | | | 0.18 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 11.48 | | | | | | (4.13) | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 2.90 | | | | | | 2,562 | | | | | | 12 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 11.39 | | | | | | 0.39• | | | | | | (1.03) | | | | | | (0.64) | | | | | | 0.79 | | | | | | 0.31 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 9.65 | | | | | | (6.72) | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.61 | | | | | | 334,645 | | | | | | 8 | | |
12-31-14 | | | | | 13.68 | | | | | | 0.81 | | | | | | (1.53) | | | | | | (0.72) | | | | | | 0.52 | | | | | | 1.05 | | | | | | — | | | | | | 1.57 | | | | | | — | | | | | | 11.39 | | | | | | (6.39) | | | | | | 0.76 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 6.45 | | | | | | 412,428 | | | | | | 13 | | |
12-31-13 | | | | | 12.31 | | | | | | 0.42• | | | | | | 1.84 | | | | | | 2.26 | | | | | | 0.61 | | | | | | 0.28 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 13.68 | | | | | | 19.44 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.35 | | | | | | 465,162 | | | | | | 8 | | |
12-31-12 | | | | | 11.59 | | | | | | 0.43• | | | | | | 1.34 | | | | | | 1.77 | | | | | | 0.42 | | | | | | 0.63 | | | | | | — | | | | | | 1.05 | | | | | | — | | | | | | 12.31 | | | | | | 15.74 | | | | | | 0.76 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 3.63 | | | | | | 543,630 | | | | | | 7 | | |
12-31-11 | | | | | 12.53 | | | | | | 0.41• | | | | | | (0.80) | | | | | | (0.39) | | | | | | 0.37 | | | | | | 0.18 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 11.59 | | | | | | (3.61) | | | | | | 0.76 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 3.35 | | | | | | 534,948 | | | | | | 12 | | |
Voya Hang Seng Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 14.22 | | | | | | 0.31• | | | | | | (1.02) | | | | | | (0.71) | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 13.14 | | | | | | (5.52) | | | | | | 1.37 | | | | | | 1.19 | | | | | | 1.19 | | | | | | 2.09 | | | | | | 1,192 | | | | | | 7 | | |
12-31-14 | | | | | 14.10 | | | | | | 0.35• | | | | | | 0.08 | | | | | | 0.43 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 14.22 | | | | | | 3.23 | | | | | | 1.37 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 2.47 | | | | | | 1,647 | | | | | | 11 | | |
12-31-13 | | | | | 14.12 | | | | | | 0.27• | | | | | | 0.21 | | | | | | 0.48 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 14.10 | | | | | | 3.60 | | | | | | 1.36 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 1.94 | | | | | | 1,816 | | | | | | 9 | | |
12-31-12 | | | | | 11.10 | | | | | | 0.21• | | | | | | 2.90 | | | | | | 3.11 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 14.12 | | | | | | 28.14 | | | | | | 1.34 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.69 | | | | | | 1,607 | | | | | | 9 | | |
12-31-11 | | | | | 13.98 | | | | | | 0.23• | | | | | | (2.77) | | | | | | (2.54) | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.10 | | | | | | (18.71) | | | | | | 1.37 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.85 | | | | | | 1,874 | | | | | | 15 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 14.34 | | | | | | 0.40• | | | | | | (1.02) | | | | | | (0.62) | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 13.25 | | | | | | (5.00) | | | | | | 0.87 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 2.65 | | | | | | 40,319 | | | | | | 7 | | |
12-31-14 | | | | | 14.22 | | | | | | 0.42• | | | | | | 0.07 | | | | | | 0.49 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 14.34 | | | | | | 3.69 | | | | | | 0.87 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 2.96 | | | | | | 73,751 | | | | | | 11 | | |
12-31-13 | | | | | 14.23 | | | | | | 0.32• | | | | | | 0.24 | | | | | | 0.56 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 14.22 | | | | | | 4.15 | | | | | | 0.86 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 2.31 | | | | | | 79,094 | | | | | | 9 | | |
12-31-12 | | | | | 11.20 | | | | | | 0.31• | | | | | | 2.89 | | | | | | 3.20 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.23 | | | | | | 28.70 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 2.49 | | | | | | 97,820 | | | | | | 9 | | |
12-31-11 | | | | | 14.04 | | | | | | 0.27• | | | | | | (2.76) | | | | | | (2.49) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 11.20 | | | | | | (18.23) | | | | | | 0.87 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.11 | | | | | | 94,207 | | | | | | 15 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 14.30 | | | | | | 0.35• | | | | | | (1.01) | | | | | | (0.66) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 13.21 | | | | | | (5.23) | | | | | | 1.12 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.40 | | | | | | 30,748 | | | | | | 7 | | |
12-31-14 | | | | | 14.17 | | | | | | 0.36• | | | | | | 0.10 | | | | | | 0.46 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 14.30 | | | | | | 3.41 | | | | | | 1.12 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.57 | | | | | | 34,800 | | | | | | 11 | | |
12-31-13 | | | | | 14.19 | | | | | | 0.28• | | | | | | 0.24 | | | | | | 0.52 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.17 | | | | | | 3.84 | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.06 | | | | | | 40,783 | | | | | | 9 | | |
12-31-12 | | | | | 11.16 | | | | | | 0.29• | | | | | | 2.87 | | | | | | 3.16 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 14.19 | | | | | | 28.41 | | | | | | 1.09 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 2.29 | | | | | | 54,629 | | | | | | 9 | | |
12-31-11 | | | | | 14.00 | | | | | | 0.26• | | | | | | (2.77) | | | | | | (2.51) | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 11.16 | | | | | | (18.45) | | | | | | 1.12 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 1.97 | | | | | | 46,295 | | | | | | 15 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.19 | | | | | | 0.19• | | | | | | (0.30) | | | | | | (0.11) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.83 | | | | | | (1.43)(a) | | | | | | 1.06 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.03 | | | | | | 803,990 | | | | | | 2 | | |
12-31-14 | | | | | 9.89 | | | | | | 0.24• | | | | | | (0.86) | | | | | | (0.62) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.19 | | | | | | (6.34) | | | | | | 1.04 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.47 | | | | | | 917,139 | | | | | | 6 | | |
12-31-13 | | | | | 8.35 | | | | | | 0.17• | | | | | | 1.55 | | | | | | 1.72 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.89 | | | | | | 20.89 | | | | | | 1.06 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 1.92 | | | | | | 11,587 | | | | | | 3 | | |
12-31-12 | | | | | 7.25 | | | | | | 0.17• | | | | | | 1.13 | | | | | | 1.30 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.35 | | | | | | 18.12 | | | | | | 1.09 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 2.28 | | | | | | 6,036 | | | | | | 6 | | |
12-31-11 | | | | | 8.47 | | | | | | 0.19• | | | | | | (1.22) | | | | | | (1.03) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 7.25 | | | | | | (12.63) | | | | | | 1.07 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.31 | | | | | | 3,036 | | | | | | 9 | | |
| | | | | | | | | 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 International Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.37 | | | | | | 0.24• | | | | | | (0.29) | | | | | | (0.05) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.02 | | | | | | (0.88)(a) | | | | | | 0.56 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.51 | | | | | | 473,681 | | | | | | 2 | | |
12-31-14 | | | | | 10.04 | | | | | | 0.32• | | | | | | (0.91) | | | | | | (0.59) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.37 | | | | | | (5.94) | | | | | | 0.54 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.19 | | | | | | 535,838 | | | | | | 6 | | |
12-31-13 | | | | | 8.46 | | | | | | 0.22• | | | | | | 1.57 | | | | | | 1.79 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.04 | | | | | | 21.45 | | | | | | 0.56 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 2.41 | | | | | | 540,135 | | | | | | 3 | | |
12-31-12 | | | | | 7.33 | | | | | | 0.20 | | | | | | 1.15 | | | | | | 1.35 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.46 | | | | | | 18.72 | | | | | | 0.59 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 2.69 | | | | | | 349,512 | | | | | | 6 | | |
12-31-11 | | | | | 8.54 | | | | | | 0.22• | | | | | | (1.22) | | | | | | (1.00) | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 7.33 | | | | | | (12.17) | | | | | | 0.57 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 2.73 | | | | | | 249,268 | | | | | | 9 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.30 | | | | | | 0.21• | | | | | | (0.28) | | | | | | (0.07) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 8.96 | | | | | | (1.07)(a) | | | | | | 0.81 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.25 | | | | | | 86,837 | | | | | | 2 | | |
12-31-14 | | | | | 9.97 | | | | | | 0.32• | | | | | | (0.93) | | | | | | (0.61) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.30 | | | | | | (6.18) | | | | | | 0.79 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 3.18 | | | | | | 92,340 | | | | | | 6 | | |
12-31-13 | | | | | 8.41 | | | | | | 0.20• | | | | | | 1.55 | | | | | | 1.75 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.97 | | | | | | 21.09 | | | | | | 0.81 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 2.24 | | | | | | 122,813 | | | | | | 3 | | |
12-31-12 | | | | | 7.28 | | | | | | 0.19 | | | | | | 1.14 | | | | | | 1.33 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.41 | | | | | | 18.50 | | | | | | 0.84 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 2.50 | | | | | | 86,454 | | | | | | 6 | | |
12-31-11 | | | | | 8.49 | | | | | | 0.21• | | | | | | (1.23) | | | | | | (1.02) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 7.28 | | | | | | (12.44) | | | | | | 0.82 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 2.55 | | | | | | 74,367 | | | | | | 9 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.26 | | | | | | 0.19• | | | | | | (0.28) | | | | | | (0.09) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.94 | | | | | | (1.25)(a) | | | | | | 1.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.99 | | | | | | 1,498 | | | | | | 2 | | |
12-31-14 | | | | | 9.93 | | | | | | 0.29• | | | | | | (0.91) | | | | | | (0.62) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.26 | | | | | | (6.29) | | | | | | 1.04 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.93 | | | | | | 2,152 | | | | | | 6 | | |
12-31-13 | | | | | 8.40 | | | | | | 0.19• | | | | | | 1.54 | | | | | | 1.73 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.93 | | | | | | 20.89 | | | | | | 1.06 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 2.06 | | | | | | 2,705 | | | | | | 3 | | |
12-31-12 | | | | | 7.30 | | | | | | 0.15• | | | | | | 1.17 | | | | | | 1.32 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.40 | | | | | | 18.29 | | | | | | 1.09 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.93 | | | | | | 1,797 | | | | | | 6 | | |
12-31-11 | | | | | 8.52 | | | | | | 0.12• | | | | | | (1.16) | | | | | | (1.04) | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 7.30 | | | | | | (12.60) | | | | | | 1.07 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.60 | | | | | | 192 | | | | | | 9 | | |
Voya Japan TOPIX Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.87 | | | | | | 0.07• | | | | | | 0.97 | | | | | | 1.04 | | | | | | 0.09 | | | | | | 0.12 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.70 | | | | | | 10.50 | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.69 | | | | | | 23,399 | | | | | | 16 | | |
12-31-14 | | | | | 11.40 | | | | | | 0.08• | | | | | | (0.71) | | | | | | (0.63) | | | | | | 0.11 | | | | | | 0.79 | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 9.87 | | | | | | (5.42) | | | | | | 1.25 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.80 | | | | | | 10,613 | | | | | | 6 | | |
12-31-13 | | | | | 9.35 | | | | | | 0.10• | | | | | | 2.21 | | | | | | 2.31 | | | | | | 0.21 | | | | | | 0.05 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 11.40 | | | | | | 24.80 | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 14,855 | | | | | | 5 | | |
12-31-12 | | | | | 9.38 | | | | | | 0.16• | | | | | | 0.54 | | | | | | 0.70 | | | | | | 0.09 | | | | | | 0.64 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 9.35 | | | | | | 7.60 | | | | | | 1.25 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.68 | | | | | | 5,739 | | | | | | 9 | | |
12-31-11 | | | | | 11.12 | | | | | | 0.10• | | | | | | (1.60) | | | | | | (1.50) | | | | | | 0.16 | | | | | | 0.08 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.38 | | | | | | (13.72) | | | | | | 1.32 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 10,069 | | | | | | 45 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.98 | | | | | | 0.14 | | | | | | 0.96 | | | | | | 1.10 | | | | | | 0.12 | | | | | | 0.12 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.84 | | | | | | 11.01 | | | | | | 0.76 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.25 | | | | | | 363,002 | | | | | | 16 | | |
12-31-14 | | | | | 11.52 | | | | | | 0.14 | | | | | | (0.73) | | | | | | (0.59) | | | | | | 0.16 | | | | | | 0.79 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 9.98 | | | | | | (4.98) | | | | | | 0.75 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.38 | | | | | | 351,513 | | | | | | 6 | | |
12-31-13 | | | | | 9.42 | | | | | | 0.15• | | | | | | 2.23 | | | | | | 2.38 | | | | | | 0.23 | | | | | | 0.05 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.52 | | | | | | 25.44 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.45 | | | | | | 386,305 | | | | | | 5 | | |
12-31-12 | | | | | 9.47 | | | | | | 0.19 | | | | | | 0.57 | | | | | | 0.76 | | | | | | 0.17 | | | | | | 0.64 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 9.42 | | | | | | 8.19 | | | | | | 0.75 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.91 | | | | | | 425,451 | | | | | | 9 | | |
12-31-11 | | | | | 11.19 | | | | | | 0.16• | | | | | | (1.62) | | | | | | (1.46) | | | | | | 0.18 | | | | | | 0.08 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.47 | | | | | | (13.29) | | | | | | 0.82 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 1.54 | | | | | | 423,885 | | | | | | 45 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
07-13-15(5) - 12-31-15 | | | | | 25.51 | | | | | | 0.10• | | | | | | 0.15 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 25.76 | | | | | | 0.98 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.86 | | | | | | 3 | | | | | | 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) | | | 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 Russell™ Large Cap Growth Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 24.35 | | | | | | 0.35 | | | | | | 1.49 | | | | | | 1.84 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 25.90 | | | | | | 7.60 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 283,736 | | | | | | 19 | | |
12-31-14 | | | | | 21.82 | | | | | | 0.31 | | | | | | 2.51 | | | | | | 2.82 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 24.35 | | | | | | 13.10 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.29 | | | | | | 280,622 | | | | | | 21 | | |
12-31-13 | | | | | 16.78 | | | | | | 0.28• | | | | | | 5.04 | | | | | | 5.32 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 21.82 | | | | | | 32.00 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.46 | | | | | | 269,977 | | | | | | 10 | | |
12-31-12 | | | | | 14.82 | | | | | | 0.25• | | | | | | 1.90 | | | | | | 2.15 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 16.78 | | | | | | 14.50 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.50 | | | | | | 228,977 | | | | | | 17 | | |
12-31-11 | | | | | 14.39 | | | | | | 0.19• | | | | | | 0.42 | | | | | | 0.61 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 14.82 | | | | | | 4.21 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.27 | | | | | | 221,400 | | | | | | 16 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 24.23 | | | | | | 0.28 | | | | | | 1.50 | | | | | | 1.78 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 25.77 | | | | | | 7.37 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 275,410 | | | | | | 19 | | |
12-31-14 | | | | | 21.73 | | | | | | 0.24• | | | | | | 2.50 | | | | | | 2.74 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 24.23 | | | | | | 12.76 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.05 | | | | | | 261,517 | | | | | | 21 | | |
12-31-13 | | | | | 16.71 | | | | | | 0.23• | | | | | | 5.02 | | | | | | 5.25 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 21.73 | | | | | | 31.68 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.21 | | | | | | 207,941 | | | | | | 10 | | |
12-31-12 | | | | | 14.76 | | | | | | 0.21• | | | | | | 1.89 | | | | | | 2.10 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 16.71 | | | | | | 14.26 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.26 | | | | | | 164,697 | | | | | | 17 | | |
12-31-11 | | | | | 14.34 | | | | | | 0.15 | | | | | | 0.42 | | | | | | 0.57 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 14.76 | | | | | | 3.92 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.03 | | | | | | 153,812 | | | | | | 16 | | |
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 15.66 | | | | | | 0.20• | | | | | | 0.04 | | | | | | 0.24 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.71 | | | | | | 1.52 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.27 | | | | | | 32,065 | | | | | | 6 | | |
12-31-14 | | | | | 14.12 | | | | | | 0.18 | | | | | | 1.54 | | | | | | 1.72 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 15.66 | | | | | | 12.33 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.22 | | | | | | 35,656 | | | | | | 5 | | |
12-31-13 | | | | | 10.90 | | | | | | 0.16• | | | | | | 3.23 | | | | | | 3.39 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.12 | | | | | | 31.39 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.30 | | | | | | 32,824 | | | | | | 6 | | |
12-31-12 | | | | | 9.65 | | | | | | 0.16• | | | | | | 1.29 | | | | | | 1.45 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.90 | | | | | | 15.05 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.50 | | | | | | 17,492 | | | | | | 3 | | |
12-31-11 | | | | | 9.58 | | | | | | 0.12• | | | | | | 0.07 | | | | | | 0.19 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 9.65 | | | | | | 1.92 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.26 | | | | | | 8,964 | | | | | | 9 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 15.93 | | | | | | 0.29 | | | | | | 0.04 | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 16.00 | | | | | | 2.09 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.78 | | | | | | 186,401 | | | | | | 6 | | |
12-31-14 | | | | | 14.34 | | | | | | 0.26 | | | | | | 1.57 | | | | | | 1.83 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 15.93 | | | | | | 12.91 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.72 | | | | | | 188,647 | | | | | | 5 | | |
12-31-13 | | | | | 11.04 | | | | | | 0.23• | | | | | | 3.27 | | | | | | 3.50 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.34 | | | | | | 32.05 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.80 | | | | | | 168,428 | | | | | | 6 | | |
12-31-12 | | | | | 9.78 | | | | | | 0.19 | | | | | | 1.33 | | | | | | 1.52 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 11.04 | | | | | | 15.56 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.96 | | | | | | 128,779 | | | | | | 3 | | |
12-31-11 | | | | | 9.68 | | | | | | 0.17• | | | | | | 0.09 | | | | | | 0.26 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.78 | | | | | | 2.57 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.76 | | | | | | 98,853 | | | | | | 9 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 15.82 | | | | | | 0.24• | | | | | | 0.05 | | | | | | 0.29 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.88 | | | | | | 1.79 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.53 | | | | | | 566,225 | | | | | | 6 | | |
12-31-14 | | | | | 14.25 | | | | | | 0.22 | | | | | | 1.55 | | | | | | 1.77 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 15.82 | | | | | | 12.59 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.47 | | | | | | 620,477 | | | | | | 5 | | |
12-31-13 | | | | | 10.98 | | | | | | 0.19• | | | | | | 3.25 | | | | | | 3.44 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.25 | | | | | | 31.67 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.54 | | | | | | 568,259 | | | | | | 6 | | |
12-31-12 | | | | | 9.72 | | | | | | 0.18 | | | | | | 1.31 | | | | | | 1.49 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.98 | | | | | | 15.38 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.70 | | | | | | 461,214 | | | | | | 3 | | |
12-31-11 | | | | | 9.64 | | | | | | 0.15• | | | | | | 0.06 | | | | | | 0.21 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 9.72 | | | | | | 2.13 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.50 | | | | | | 397,371 | | | | | | 9 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 15.99 | | | | | | 0.22• | | | | | | 0.04 | | | | | | 0.26 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 16.05 | | | | | | 1.64 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.37 | | | | | | 1,290 | | | | | | 6 | | |
12-31-14 | | | | | 14.41 | | | | | | 0.20• | | | | | | 1.58 | | | | | | 1.78 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 15.99 | | | | | | 12.48 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.33 | | | | | | 4,700 | | | | | | 5 | | |
12-31-13 | | | | | 11.13 | | | | | | 0.18• | | | | | | 3.29 | | | | | | 3.47 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.41 | | | | | | 31.51 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.42 | | | | | | 3,355 | | | | | | 6 | | |
12-31-12 | | | | | 9.87 | | | | | | 0.17• | | | | | | 1.32 | | | | | | 1.49 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 11.13 | | | | | | 15.17 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.59 | | | | | | 618 | | | | | | 3 | | |
12-31-11 | | | | | 9.81 | | | | | | 0.14• | | | | | | 0.07 | | | | | | 0.21 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.87 | | | | | | 2.01 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.47 | | | | | | 289 | | | | | | 9 | | |
| | | | | | | | | 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 Russell™ Large Cap Value Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
07-13-15(5) - 12-31-15 | | | | | 19.40 | | | | | | 0.16• | | | | | | (0.92) | | | | | | (0.76) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.64 | | | | | | (3.92) | | | | | | 1.02 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.84 | | | | | | 3 | | | | | | 23 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 20.03 | | | | | | 0.41• | | | | | | (1.08) | | | | | | (0.67) | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 18.77 | | | | | | (3.50) | | | | | | 0.52 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.18 | | | | | | 93,398 | | | | | | 23 | | |
12-31-14 | | | | | 18.37 | | | | | | 0.36• | | | | | | 1.87 | | | | | | 2.23 | | | | | | 0.29 | | | | | | 0.28 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.03 | | | | | | 12.42 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.89 | | | | | | 51,205 | | | | | | 12 | | |
12-31-13 | | | | | 14.30 | | | | | | 0.31• | | | | | | 4.14 | | | | | | 4.45 | | | | | | 0.27 | | | | | | 0.11 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 18.37 | | | | | | 31.58 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.91 | | | | | | 49,681 | | | | | | 17 | | |
12-31-12 | | | | | 12.51 | | | | | | 0.30• | | | | | | 1.75 | | | | | | 2.05 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 14.30 | | | | | | 16.47 | | | | | | 0.61 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 2.21 | | | | | | 43,907 | | | | | | 28 | | |
12-31-11 | | | | | 12.60 | | | | | | 0.26• | | | | | | (0.14) | | | | | | 0.12 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 12.51 | | | | | | 0.83 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 2.04 | | | | | | 41,335 | | | | | | 20 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 19.93 | | | | | | 0.37• | | | | | | (1.10) | | | | | | (0.73) | | | | | | 0.28 | | | | | | 0.26 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 18.66 | | | | | | (3.77) | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.94 | | | | | | 314,071 | | | | | | 23 | | |
12-31-14 | | | | | 18.28 | | | | | | 0.31• | | | | | | 1.88 | | | | | | 2.19 | | | | | | 0.26 | | | | | | 0.28 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 19.93 | | | | | | 12.22 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.64 | | | | | | 156,482 | | | | | | 12 | | |
12-31-13 | | | | | 14.24 | | | | | | 0.27• | | | | | | 4.12 | | | | | | 4.39 | | | | | | 0.24 | | | | | | 0.11 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 18.28 | | | | | | 31.28 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.66 | | | | | | 112,469 | | | | | | 17 | | |
12-31-12 | | | | | 12.47 | | | | | | 0.27• | | | | | | 1.73 | | | | | | 2.00 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 14.24 | | | | | | 16.11 | | | | | | 0.86 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 1.97 | | | | | | 76,203 | | | | | | 28 | | |
12-31-11 | | | | | 12.57 | | | | | | 0.22• | | | | | | (0.14) | | | | | | 0.08 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.47 | | | | | | 0.56 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.79 | | | | | | 49,250 | | | | | | 20 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 27.28 | | | | | | 0.20 | | | | | | (0.35) | | | | | | (0.15) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 26.89 | | | | | | (0.59) | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.72 | | | | | | 67,930 | | | | | | 31 | | |
12-31-14 | | | | | 24.60 | | | | | | 0.22 | | | | | | 2.57 | | | | | | 2.79 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 27.28 | | | | | | 11.41 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 0.85 | | | | | | 111,456 | | | | | | 35 | | |
12-31-13 | | | | | 18.37 | | | | | | 0.14 | | | | | | 6.29 | | | | | | 6.43 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 24.60 | | | | | | 35.24 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.65 | | | | | | 5,456 | | | | | | 24 | | |
12-31-12 | | | | | 15.96 | | | | | | 0.18 | | | | | | 2.33 | | | | | | 2.51 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 18.37 | | | | | | 15.74 | | | | | | 0.60 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.03 | | | | | | 3,905 | | | | | | 20 | | |
12-31-11 | | | | | 16.38 | | | | | | 0.09 | | | | | | (0.40) | | | | | | (0.31) | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 15.96 | | | | | | (2.00) | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.53 | | | | | | 4,020 | | | | | | 24 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 27.19 | | | | | | 0.13 | | | | | | (0.33) | | | | | | (0.20) | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 26.81 | | | | | | (0.79) | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.47 | | | | | | 295,781 | | | | | | 31 | | |
12-31-14 | | | | | 24.53 | | | | | | 0.14 | | | | | | 2.58 | | | | | | 2.72 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 27.19 | | | | | | 11.09 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.53 | | | | | | 313,923 | | | | | | 35 | | |
12-31-13 | | | | | 18.32 | | | | | | 0.08 | | | | | | 6.28 | | | | | | 6.36 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 24.53 | | | | | | 34.90 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.39 | | | | | | 328,358 | | | | | | 24 | | |
12-31-12 | | | | | 15.91 | | | | | | 0.14 | | | | | | 2.33 | | | | | | 2.47 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 18.32 | | | | | | 15.50 | | | | | | 0.85 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.80 | | | | | | 272,387 | | | | | | 20 | | |
12-31-11 | | | | | 16.33 | | | | | | 0.06 | | | | | | (0.41) | | | | | | (0.35) | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 15.91 | | | | | | (2.20) | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.34 | | | | | | 267,999 | | | | | | 24 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 27.12 | | | | | | 0.08 | | | | | | (0.33) | | | | | | (0.25) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 26.74 | | | | | | (0.96) | | | | | | 1.05 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.30 | | | | | | 1,366 | | | | | | 31 | | |
12-31-14 | | | | | 24.46 | | | | | | 0.11 | | | | | | 2.57 | | | | | | 2.68 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 27.12 | | | | | | 10.98 | | | | | | 1.08 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.39 | | | | | | 2,211 | | | | | | 35 | | |
12-31-13 | | | | | 18.28 | | | | | | 0.05 | | | | | | 6.27 | | | | | | 6.32 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 24.46 | | | | | | 34.72 | | | | | | 1.09 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.24 | | | | | | 2,109 | | | | | | 24 | | |
12-31-12 | | | | | 15.88 | | | | | | 0.11 | | | | | | 2.32 | | | | | | 2.43 | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | 0.03 | | | | | | — | | | | | | 18.28 | | | | | | 15.30 | | | | | | 1.10 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.64 | | | | | | 1,484 | | | | | | 20 | | |
12-31-11 | | | | | 16.30 | | | | | | 0.04 | | | | | | (0.42) | | | | | | (0.38) | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 15.88 | | | | | | (2.34) | | | | | | 1.09 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.18 | | | | | | 1,476 | | | | | | 24 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | 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 Russell™ Mid Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 16.92 | | | | | | 0.11 | | | | | | (0.57) | | | | | | (0.46) | | | | | | 0.15 | | | | | | 1.34 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 14.97 | | | | | | (3.33) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.71 | | | | | | 139,302 | | | | | | 11 | | |
12-31-14 | | | | | 15.70 | | | | | | 0.11 | | | | | | 1.75 | | | | | | 1.86 | | | | | | 0.12 | | | | | | 0.52 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 16.92 | | | | | | 12.22 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.70 | | | | | | 129,172 | | | | | | 9 | | |
12-31-13 | | | | | 12.25 | | | | | | 0.10 | | | | | | 3.90 | | | | | | 4.00 | | | | | | 0.13 | | | | | | 0.42 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 15.70 | | | | | | 33.51 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.69 | | | | | | 94,802 | | | | | | 14 | | |
12-31-12 | | | | | 10.99 | | | | | | 0.13 | | | | | | 1.66 | | | | | | 1.79 | | | | | | 0.10 | | | | | | 0.43 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 12.25 | | | | | | 16.42 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.12 | | | | | | 46,214 | | | | | | 10 | | |
12-31-11 | | | | | 11.45 | | | | | | 0.09 | | | | | | (0.33) | | | | | | (0.24) | | | | | | 0.13 | | | | | | 0.09 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.99 | | | | | | (2.31) | | | | | | 0.95 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.81 | | | | | | 25,606 | | | | | | 12 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 17.28 | | | | | | 0.19 | | | | | | (0.57) | | | | | | (0.38) | | | | | | 0.22 | | | | | | 1.34 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 15.34 | | | | | | (2.82) | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.18 | | | | | | 1,434,791 | | | | | | 11 | | |
12-31-14 | | | | | 16.01 | | | | | | 0.19 | | | | | | 1.78 | | | | | | 1.97 | | | | | | 0.18 | | | | | | 0.52 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 17.28 | | | | | | 12.70 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.17 | | | | | | 1,794,154 | | | | | | 9 | | |
12-31-13 | | | | | 12.45 | | | | | | 0.16 | | | | | | 3.99 | | | | | | 4.15 | | | | | | 0.17 | | | | | | 0.42 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 16.01 | | | | | | 34.20 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.17 | | | | | | 1,951,563 | | | | | | 14 | | |
12-31-12 | | | | | 11.14 | | | | | | 0.18 | | | | | | 1.70 | | | | | | 1.88 | | | | | | 0.14 | | | | | | 0.43 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 12.45 | | | | | | 17.04 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.54 | | | | | | 1,455,088 | | | | | | 10 | | |
12-31-11 | | | | | 11.57 | | | | | | 0.15 | | | | | | (0.34) | | | | | | (0.19) | | | | | | 0.15 | | | | | | 0.09 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.14 | | | | | | (1.88) | | | | | | 0.45 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.26 | | | | | | 1,311,921 | | | | | | 12 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 17.13 | | | | | | 0.15 | | | | | | (0.57) | | | | | | (0.42) | | | | | | 0.18 | | | | | | 1.34 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 15.19 | | | | | | (3.06) | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 323,348 | | | | | | 11 | | |
12-31-14 | | | | | 15.88 | | | | | | 0.14 | | | | | | 1.77 | | | | | | 1.91 | | | | | | 0.14 | | | | | | 0.52 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 17.13 | | | | | | 12.44 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 365,134 | | | | | | 9 | | |
12-31-13 | | | | | 12.36 | | | | | | 0.13 | | | | | | 3.95 | | | | | | 4.08 | | | | | | 0.14 | | | | | | 0.42 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 15.88 | | | | | | 33.88 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 309,018 | | | | | | 14 | | |
12-31-12 | | | | | 11.07 | | | | | | 0.16 | | | | | | 1.67 | | | | | | 1.83 | | | | | | 0.11 | | | | | | 0.43 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 12.36 | | | | | | 16.69 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.31 | | | | | | 193,939 | | | | | | 10 | | |
12-31-11 | | | | | 11.50 | | | | | | 0.12 | | | | | | (0.34) | | | | | | (0.22) | | | | | | 0.12 | | | | | | 0.09 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 11.07 | | | | | | (2.07) | | | | | | 0.70 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.01 | | | | | | 149,956 | | | | | | 12 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 16.97 | | | | | | 0.13 | | | | | | (0.57) | | | | | | (0.44) | | | | | | 0.16 | | | | | | 1.34 | | | | | | — | | | | | | 1.50 | | | | | | — | | | | | | 15.03 | | | | | | (3.23) | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.80 | | | | | | 18,493 | | | | | | 11 | | |
12-31-14 | | | | | 15.74 | | | | | | 0.14 | | | | | | 1.74 | | | | | | 1.88 | | | | | | 0.13 | | | | | | 0.52 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 16.97 | | | | | | 12.30 | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.78 | | | | | | 18,708 | | | | | | 9 | | |
12-31-13 | | | | | 12.27 | | | | | | 0.12 | | | | | | 3.92 | | | | | | 4.04 | | | | | | 0.15 | | | | | | 0.42 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 15.74 | | | | | | 33.74 | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.81 | | | | | | 17,880 | | | | | | 14 | | |
12-31-12 | | | | | 11.02 | | | | | | 0.15 | | | | | | 1.65 | | | | | | 1.80 | | | | | | 0.12 | | | | | | 0.43 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.27 | | | | | | 16.48 | | | | | | 0.94 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.29 | | | | | | 6,791 | | | | | | 10 | | |
12-31-11 | | | | | 11.48 | | | | | | 0.11 | | | | | | (0.34) | | | | | | (0.23) | | | | | | 0.14 | | | | | | 0.09 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 11.02 | | | | | | (2.18) | | | | | | 0.95 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.01 | | | | | | 2,570 | | | | | | 12 | | |
Voya Russell™ Small Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 16.12 | | | | | | 0.09 | | | | | | (0.79) | | | | | | (0.70) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.88 | | | | | | (5.03) | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.62 | | | | | | 80,199 | | | | | | 13 | | |
12-31-14 | | | | | 16.59 | | | | | | 0.09 | | | | | | 0.55 | | | | | | 0.64 | | | | | | 0.11 | | | | | | 1.00 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 16.12 | | | | | | 4.38 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.56 | | | | | | 74,405 | | | | | | 12 | | |
12-31-13 | | | | | 12.64 | | | | | | 0.09 | | | | | | 4.54 | | | | | | 4.63 | | | | | | 0.16 | | | | | | 0.52 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 16.59 | | | | | | 38.04 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.59 | | | | | | 63,291 | | | | | | 13 | | |
12-31-12 | | | | | 11.58 | | | | | | 0.15 | | | | | | 1.61 | | | | | | 1.76 | | | | | | 0.07 | | | | | | 0.63 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 12.64 | | | | | | 15.53 | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 1.23 | | | | | | 33,777 | | | | | | 15 | | |
12-31-11 | | | | | 12.20 | | | | | | 0.05 | | | | | | (0.58) | | | | | | (0.53) | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 11.58 | | | | | | (4.45) | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.46 | | | | | | 21,501 | | | | | | 15 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 16.50 | | | | | | 0.17 | | | | | | (0.81) | | | | | | (0.64) | | | | | | 0.18 | | | | | | 1.43 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 14.25 | | | | | | (4.55) | | | | | | 0.47 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.09 | | | | | | 392,955 | | | | | | 13 | | |
12-31-14 | | | | | 16.93 | | | | | | 0.19 | | | | | | 0.55 | | | | | | 0.74 | | | | | | 0.17 | | | | | | 1.00 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 16.50 | | | | | | 4.93 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.04 | | | | | | 590,477 | | | | | | 12 | | |
12-31-13 | | | | | 12.86 | | | | | | 0.16 | | | | | | 4.63 | | | | | | 4.79 | | | | | | 0.20 | | | | | | 0.52 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 16.93 | | | | | | 38.75 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.07 | | | | | | 655,515 | | | | | | 13 | | |
12-31-12 | | | | | 11.76 | | | | | | 0.21 | | | | | | 1.64 | | | | | | 1.85 | | | | | | 0.12 | | | | | | 0.63 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 12.86 | | | | | | 16.04 | | | | | | 0.47 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.65 | | | | | | 553,728 | | | | | | 15 | | |
12-31-11 | | | | | 12.34 | | | | | | 0.11 | | | | | | (0.58) | | | | | | (0.47) | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 11.76 | | | | | | (3.92) | | | | | | 0.47 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.90 | | | | | | 504,085 | | | | | | 15 | | |
| | | | | | | | | 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 Russell™ Small Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 16.37 | | | | | | 0.13 | | | | | | (0.80) | | | | | | (0.67) | | | | | | 0.14 | | | | | | 1.43 | | | | | | — | | | | | | 1.57 | | | | | | — | | | | | | 14.13 | | | | | | (4.78) | | | | | | 0.72 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.85 | | | | | | 259,171 | | | | | | 13 | | |
12-31-14 | | | | | 16.81 | | | | | | 0.13 | | | | | | 0.57 | | | | | | 0.70 | | | | | | 0.14 | | | | | | 1.00 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 16.37 | | | | | | 4.66 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.79 | | | | | | 283,518 | | | | | | 12 | | |
12-31-13 | | | | | 12.78 | | | | | | 0.12 | | | | | | 4.60 | | | | | | 4.72 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 16.81 | | | | | | 38.38 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.84 | | | | | | 332,999 | | | | | | 13 | | |
12-31-12 | | | | | 11.68 | | | | | | 0.17 | | | | | | 1.64 | | | | | | 1.81 | | | | | | 0.08 | | | | | | 0.63 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 12.78 | | | | | | 15.84 | | | | | | 0.72 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.41 | | | | | | 199,428 | | | | | | 15 | | |
12-31-11 | | | | | 12.27 | | | | | | 0.08 | | | | | | (0.58) | | | | | | (0.50) | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 11.68 | | | | | | (4.19) | | | | | | 0.72 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.62 | | | | | | 172,182 | | | | | | 15 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 16.16 | | | | | | 0.10 | | | | | | (0.79) | | | | | | (0.69) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.93 | | | | | | (4.94) | | | | | | 0.97 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 8,946 | | | | | | 13 | | |
12-31-14 | | | | | 16.59 | | | | | | 0.10 | | | | | | 0.57 | | | | | | 0.67 | | | | | | 0.10 | | | | | | 1.00 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 16.16 | | | | | | 4.55 | | | | | | 0.96 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.63 | | | | | | 9,627 | | | | | | 12 | | |
12-31-13 | | | | | 12.64 | | | | | | 0.10 | | | | | | 4.54 | | | | | | 4.64 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 16.59 | | | | | | 38.16 | | | | | | 0.96 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 13,451 | | | | | | 13 | | |
12-31-12 | | | | | 11.59 | | | | | | 0.17 | | | | | | 1.61 | | | | | | 1.78 | | | | | | 0.10 | | | | | | 0.63 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 12.64 | | | | | | 15.67 | | | | | | 0.97 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.40 | | | | | | 5,962 | | | | | | 15 | | |
12-31-11 | | | | | 12.22 | | | | | | 0.08 | | | | | | (0.60) | | | | | | (0.52) | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 11.59 | | | | | | (4.38) | | | | | | 0.97 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.64 | | | | | | 2,178 | | | | | | 15 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 10.73 | | | | | | 0.15 | | | | | | (0.19) | | | | | | (0.04) | | | | | | 0.19 | | | | | | 0.02 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.48 | | | | | | (0.34) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.49 | | | | | | 25,747 | | | | | | 213 | | |
12-31-14 | | | | | 10.35 | | | | | | 0.14 | | | | | | 0.40 | | | | | | 0.54 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.73 | | | | | | 5.22 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.31 | | | | | | 18,505 | | | | | | 209 | | |
12-31-13 | | | | | 10.94 | | | | | | 0.11 | | | | | | (0.43) | | | | | | (0.32) | | | | | | 0.16 | | | | | | 0.11 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.35 | | | | | | (3.02) | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.07 | | | | | | 12,857 | | | | | | 197 | | |
12-31-12 | | | | | 11.04 | | | | | | 0.14 | | | | | | 0.22 | | | | | | 0.36 | | | | | | 0.20 | | | | | | 0.26 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.94 | | | | | | 3.35 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.27 | | | | | | 11,313 | | | | | | 145 | | |
12-31-11 | | | | | 10.71 | | | | | | 0.17• | | | | | | 0.54 | | | | | | 0.71 | | | | | | 0.20 | | | | | | 0.18 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 11.04 | | | | | | 6.75 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.54 | | | | | | 9,397 | | | | | | 284 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 10.76 | | | | | | 0.22 | | | | | | (0.20) | | | | | | 0.02 | | | | | | 0.24 | | | | | | 0.02 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.98 | | | | | | 3,390,992 | | | | | | 213 | | |
12-31-14 | | | | | 10.38 | | | | | | 0.19 | | | | | | 0.40 | | | | | | 0.59 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.76 | | | | | | 5.71 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.80 | | | | | | 3,613,513 | | | | | | 209 | | |
12-31-13 | | | | | 10.97 | | | | | | 0.17 | | | | | | (0.44) | | | | | | (0.27) | | | | | | 0.21 | | | | | | 0.11 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 10.38 | | | | | | (2.54) | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.57 | | | | | | 3,794,207 | | | | | | 197 | | |
12-31-12 | | | | | 11.07 | | | | | | 0.20 | | | | | | 0.21 | | | | | | 0.41 | | | | | | 0.25 | | | | | | 0.26 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 10.97 | | | | | | 3.85 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.78 | | | | | | 3,752,746 | | | | | | 145 | | |
12-31-11 | | | | | 10.74 | | | | | | 0.23 | | | | | | 0.53 | | | | | | 0.76 | | | | | | 0.25 | | | | | | 0.18 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 11.07 | | | | | | 7.20 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.05 | | | | | | 3,479,437 | | | | | | 284 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 10.73 | | | | | | 0.18 | | | | | | (0.18) | | | | | | 0.00* | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.49 | | | | | | (0.01) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.74 | | | | | | 248,290 | | | | | | 213 | | |
12-31-14 | | | | | 10.35 | | | | | | 0.16 | | | | | | 0.40 | | | | | | 0.56 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 10.73 | | | | | | 5.47 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.56 | | | | | | 240,485 | | | | | | 209 | | |
12-31-13 | | | | | 10.94 | | | | | | 0.14 | | | | | | (0.44) | | | | | | (0.30) | | | | | | 0.18 | | | | | | 0.11 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.35 | | | | | | (2.80) | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.33 | | | | | | 201,854 | | | | | | 197 | | |
12-31-12 | | | | | 11.04 | | | | | | 0.17 | | | | | | 0.22 | | | | | | 0.39 | | | | | | 0.23 | | | | | | 0.26 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 10.94 | | | | | | 3.59 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.53 | | | | | | 263,816 | | | | | | 145 | | |
12-31-11 | | | | | 10.71 | | | | | | 0.19 | | | | | | 0.54 | | | | | | 0.73 | | | | | | 0.22 | | | | | | 0.18 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.04 | | | | | | 6.96 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.79 | | | | | | 317,638 | | | | | | 284 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 10.74 | | | | | | 0.17 | | | | | | (0.20) | | | | | | (0.03) | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.49 | | | | | | (0.26) | | | | | | 0.91 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.58 | | | | | | 2,419 | | | | | | 213 | | |
12-31-14 | | | | | 10.36 | | | | | | 0.15 | | | | | | 0.40 | | | | | | 0.55 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.74 | | | | | | 5.31 | | | | | | 0.91 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.41 | | | | | | 2,639 | | | | | | 209 | | |
12-31-13 | | | | | 10.95 | | | | | | 0.14 | | | | | | (0.45) | | | | | | (0.31) | | | | | | 0.17 | | | | | | 0.11 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.36 | | | | | | (2.91) | | | | | | 0.90 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.18 | | | | | | 1,938 | | | | | | 197 | | |
12-31-12 | | | | | 11.05 | | | | | | 0.14• | | | | | | 0.23 | | | | | | 0.37 | | | | | | 0.21 | | | | | | 0.26 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 10.95 | | | | | | 3.48 | | | | | | 0.91 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.31 | | | | | | 615 | | | | | | 145 | | |
12-31-11 | | | | | 10.72 | | | | | | 0.17• | | | | | | 0.56 | | | | | | 0.73 | | | | | | 0.22 | | | | | | 0.18 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.05 | | | | | | 6.87 | | | | | | 0.94 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.59 | | | | | | 207 | | | | | | 284 | | |
| | | Buy | | | Sell | | ||||||
Australia Index | | | | $ | 2,797,607 | | | | | $ | 994,185 | | |
Emerging Markets Index | | | | | — | | | | | | 308,417 | | |
Euro STOXX 50® Index | | | | | 5,773,100 | | | | | | 1,618,374 | | |
FTSE 100 Index® | | | | | 5,939,558 | | | | | | 1,714,181 | | |
Hang Seng Index | | | | | 2,115,109 | | | | | | 464,384 | | |
Japan TOPIX Index® | | | | | 7,401,504 | | | | | | 2,210,973 | | |
| Australia Index | | | | $ | 3,414,756 | | |
| Emerging Markets Index | | | | | 11,016,380 | | |
| Euro STOXX 50® Index | | | | | 5,524,126 | | |
| FTSE 100 Index® | | | | | 7,146,228 | | |
| Hang Seng Index | | | | | 2,650,870 | | |
| International Index | | | | | 14,921,330 | | |
| Japan TOPIX Index® | | | | | 7,634,118 | | |
| Russell™ Large Cap Growth Index | | | | | 11,019,440 | | |
| Russell™ Large Cap Index | | | | | 18,633,042 | | |
| Russell™ Large Cap Value Index | | | | | 6,207,227 | | |
| Russell™ Mid Cap Growth Index | | | | | 6,465,888 | | |
| Russell™ Mid Cap Index | | | | | 27,737,022 | | |
| Russell™ Small Cap Index | | | | | 23,984,422 | | |
| U.S. Bond Index | | | | | 63,766,625 | | |
| | | Purchases | | | Sales | | ||||||
Australia Index | | | | $ | 13,713,502 | | | | | $ | 63,663,564 | | |
Emerging Markets Index | | | | | 110,775,977 | | | | | | 130,795,869 | | |
Euro STOXX 50® Index | | | | | 68,259,276 | | | | | | 76,834,564 | | |
FTSE 100 Index® | | | | | 30,544,562 | | | | | | 63,798,284 | | |
Hang Seng Index | | | | | 7,026,769 | | | | | | 37,934,698 | | |
International Index | | | | | 34,215,735 | | | | | | 145,613,656 | | |
Japan TOPIX Index® | | | | | 58,487,060 | | | | | | 69,934,323 | | |
Russell™ Large Cap Growth Index | | | | | 100,667,602 | | | | | | 114,127,409 | | |
Russell™ Large Cap Index | | | | | 45,600,108 | | | | | | 102,809,348 | | |
Russell™ Large Cap Value Index | | | | | 286,312,709 | | | | | | 62,290,847 | | |
Russell™ Mid Cap Growth Index | | | | | 123,281,193 | | | | | | 185,331,023 | | |
Russell™ Mid Cap Index | | | | | 248,679,307 | | | | | | 549,758,652 | | |
Russell™ Small Cap Index | | | | | 113,005,245 | | | | | | 286,985,468 | | |
U.S. Bond Index | | | | | 173,972,835 | | | | | | 202,902,324 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 8,081,253,858 | | | | | $ | 8,152,088,415 | | |
| Australia Index(1) | | | 0.60% | |
| Emerging Markets Index(2) | | | 0.55% | |
| Euro STOXX 50® Index(1) | | | 0.60% | |
| FTSE 100 Index®(1) | | | 0.60% | |
| Hang Seng Index(3) | | | 0.60% on the first $250 million; 0.50% on the next $250 million; and 0.45% thereafter | |
| International Index(4) | | | 0.38% on the first $500 million; 0.36% on the next $500 million; and 0.34% on the next $500 million; and 0.32% thereafter | |
| Japan TOPIX Index®(1) | | | 0.60% | |
| Russell™ Large Cap Growth Index(5)(6) | | | 0.40% on the first $500 million; 0.38% on the next $500 million; and 0.36% thereafter | |
| Russell™ Large Cap Index | | | 0.25% on the first $1 billion; 0.23% on the next $1 billion; and 0.21% thereafter | |
| Russell™ Large Cap Value Index(5)(7) | | | 0.40% on the first $250 million; 0.30% on the next $250 million; and 0.25% thereafter | |
| Russell™ Mid Cap Growth Index(5)(6) | | | 0.40% on the first $500 million; 0.38% on the next $500 million; and 0.36% thereafter | |
| Russell™ Mid Cap Index | | | 0.31% on the first $2 billion; 0.24% on the next $2 billion; and 0.18% thereafter | |
| Russell™ Small Cap Index | | | 0.33% on the first $1 billion; 0.31% on the next $1 billion; and 0.29% thereafter | |
| U.S. Bond Index(8) | | | 0.32% on the first $500 million; 0.30% on the next $500 million; 0.28% on the next $1 billion; 0.26% on the next $2 billion; 0.24% on the next $2 billion; and 0.22% thereafter | |
| Australia Index(1) | | | 0.70% | |
| Emerging Markets Index(2) | | | 0.65% | |
| Euro STOXX 50® Index(1) | | | 0.70% | |
| FTSE 100 Index®(1) | | | 0.70% | |
| Hang Seng Index(3) | | | 0.70% on the first $250 million; 0.60% on the next $250 million; and 0.55% thereafter | |
| International Index | | | 0.48% on the first $500 million; 0.46% on the next $500 million; 0.44% on the next $500 million; and 0.42% thereafter | |
| Japan TOPIX Index®(1) | | | 0.70% | |
| Russell™ Large Cap Growth Index(4) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
| Russell™ Large Cap Index | | | 0.35% on the first $1 billion; 0.33% on the next $1 billion; and 0.31% thereafter | |
| Russell™ Large Cap Value Index(4) | | | 0.50% on the first $250 million; 0.40% on the next $250 million; and 0.35% thereafter | |
| Russell™ Mid Cap Growth Index(4) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
| Russell™ Mid Cap Index | | | 0.41% on the first $2 billion; 0.34% on the next $2 billion; and 0.28% thereafter | |
| Russell™ Small Cap Index | | | 0.43% on the first $1 billion; 0.41% on the next $1 billion; and 0.39% thereafter | |
| U.S. Bond Index | | | 0.42% on the first $500 million; 0.40% on the next $500 million; 0.38% on the next $1 billion; 0.36% on the next $2 billion; 0.34% on the next $2 billion; and 0.32% thereafter | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 29.65% | | |
| | | Russell™ Large Cap Value Index | | | | | 7.18 | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 9.28 | | |
Voya Index Solution 2025 Portfolio | | | International Index | | | | | 5.32 | | |
Voya Index Solution 2035 Portfolio | | | International Index | | | | | 5.50 | | |
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 5.91 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 6.18 | | |
| | | Russell™ Large Cap Index | | | | | 11.37 | | |
| | | Russell™ Large Cap Value Index | | | | | 8.05 | | |
| | | Russell™ Mid Cap Index | | | | | 8.09 | | |
| | | Russell™ Small Cap Index | | | | | 10.29 | | |
Voya Insurance and Annuity Company | | | Euro STOXX 50® Index | | | | | 7.07 | | |
| | | Hang Seng Index | | | | | 41.07 | | |
| | | International Index | | | | | 58.83 | | |
| | | Japan TOPIX Index® | | | | | 5.82 | | |
| | | Russell™ Large Cap Growth Index | | | | | 43.04 | | |
| | | Russell™ Large Cap Index | | | | | 54.25 | | |
| | | Russell™ Large Cap Value Index | | | | | 66.84 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 75.40 | | |
| | | Russell™ Mid Cap Index | | | | | 10.04 | | |
| | | Russell™ Small Cap Index | | | | | 24.76 | | |
| | | U.S. Bond Index | | | | | 6.38 | | |
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 6.90 | | |
Voya Retirement Growth Portfolio | | | Australia Index | | | | | 55.05 | | |
| | | Emerging Markets Index | | | | | 41.06 | | |
| | | Euro STOXX 50® Index | | | | | 50.92 | | |
| | | FTSE 100 Index® | | | | | 53.98 | | |
| | | Hang Seng Index | | | | | 30.70 | | |
| | | Japan TOPIX Index® | | | | | 51.65 | | |
| | | Russell™ Mid Cap Index | | | | | 28.36 | | |
| | | Russell™ Small Cap Index | | | | | 14.67 | | |
| | | U.S. Bond Index | | | | | 25.21 | | |
Voya Retirement Insurance and Annuity Company | | | International Index | | | | | 7.32 | | |
| | | Russell™ Large Cap Growth Index | | | | | 10.69 | | |
| | | Russell™ Large Cap Index | | | | | 30.63 | | |
| | | Russell™ Large Cap Value Index | | | | | 14.10 | | |
| | | Russell™ Mid Cap Index | | | | | 20.37 | | |
| | | Russell™ Small Cap Index | | | | | 29.09 | | |
Voya Retirement Moderate Growth Portfolio | | | Australia Index | | | | | 30.17 | | |
| | | Emerging Markets Index | | | | | 23.73 | | |
| | | Euro STOXX 50® Index | | | | | 27.89 | | |
| | | FTSE 100 Index® | | | | | 29.56 | | |
| | | Hang Seng Index | | | | | 16.83 | | |
| | | Japan TOPIX Index® | | | | | 28.28 | | |
| | | Russell™ Mid Cap Index | | | | | 17.05 | | |
| | | Russell™ Small Cap Index | | | | | 10.18 | | |
| | | U.S. Bond Index | | | | | 24.50 | | |
Voya Retirement Moderate Portfolio | | | Australia Index | | | | | 13.26 | | |
| | | Emerging Markets Index | | | | | 10.47 | | |
| | | Euro STOXX 50® Index | | | | | 12.30 | | |
| | | FTSE 100 Index® | | | | | 13.06 | | |
| | | Hang Seng Index | | | | | 7.39 | | |
| | | Japan TOPIX Index® | | | | | 12.50 | | |
| | | Russell™ Mid Cap Index | | | | | 7.23 | | |
| | | U.S. Bond Index | | | | | 16.22 | | |
Voya Solution Moderately Aggressive Portfolio | | | Russell™ Mid Cap Growth Index | | | | | 5.15 | | |
Portfolio | | | Accrued Expenses | | | Amount | | ||||||
Voya Euro STOXX 50® Index | | | | | Custody | | | | | $ | 63,630 | | |
| | | | | License | | | | | | 80,429 | | |
Voya Hang Seng Index | | | | | Custody | | | | | $ | 37,212 | | |
| | | | | License | | | | | | 16,705 | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | ||||||||||||
Hang Seng Index | | | | | 1.25% | | | | | | 0.75% | | | | | | 1.00% | | | | | | N/A | | |
International Index(1) | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.75% | | | | | | 0.90% | | |
Russell™ Large Cap Growth Index(2) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Large Cap Index | | | | | 0.87% | | | | | | 0.37% | | | | | | 0.62% | | | | | | 0.77% | | |
Russell™ Large Cap Value Index(2) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Mid Cap Growth Index | | | | | N/A | | | | | | 0.50% | | | | | | 0.75% | | | | | | 0.90% | | |
Russell™ Mid Cap Index | | | | | 0.93% | | | | | | 0.43% | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Small Cap Index | | | | | 0.95% | | | | | | 0.45% | | | | | | 0.70% | | | | | | 0.85% | | |
U.S. Bond Index(3) | | | | | 0.90% | | | | | | 0.40% | | | | | | 0.65% | | | | | | 0.80% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2016 | | | 2017 | | | 2018 | | | Total | | ||||||||||||
International Index | | | | $ | 296,569 | | | | | $ | 800,829 | | | | | $ | 1,133,211 | | | | | $ | 2,230,609 | | |
Russell™ Large Cap Index | | | | | 62,087 | | | | | | 75,677 | | | | | | 85,937 | | | | | | 223,701 | | |
Russell™ Mid Cap Index | | | | | 16,446 | | | | | | — | | | | | | — | | | | | | 16,446 | | |
Russell™ Small Cap Index | | | | | 45,921 | | | | | | 71,822 | | | | | | 122,060 | | | | | | 239,803 | | |
U.S. Bond Index | | | | | — | | | | | | — | | | | | | 186,564 | | | | | | 186,564 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Australia Index | | | | | 9 | | | | | $ | 561,889 | | | | | | 1.12% | | |
Emerging Markets Index | | | | | 38 | | | | | | 2,958,763 | | | | | | 1.14 | | |
Euro STOXX 50® Index | | | | | 4 | | | | | | 3,872,250 | | | | | | 1.12 | | |
FTSE 100 Index® | | | | | 10 | | | | | | 1,514,600 | | | | | | 1.12 | | |
Hang Seng Index | | | | | 8 | | | | | | 616,750 | | | | | | 1.11 | | |
International Index | | | | | 9 | | | | | | 3,865,111 | | | | | | 1.13 | | |
Japan TOPIX Index® | | | | | 7 | | | | | | 1,984,000 | | | | | | 1.12 | | |
Russell™ Large Cap Growth Index | | | | | 1 | | | | | | 4,299,000 | | | | | | 1.14 | | |
Russell™ Large Cap Index | | | | | 4 | | | | | | 1,258,000 | | | | | | 1.14 | | |
Russell™ Large Cap Value Index | | | | | 5 | | | | | | 3,170,000 | | | | | | 1.12 | | |
Russell™ Mid Cap Index | | | | | 18 | | | | | | 5,400,111 | | | | | | 1.13 | | |
Russell™ Small Cap Index | | | | | 11 | | | | | | 1,192,182 | | | | | | 1.12 | | |
U.S. Bond Index | | | | | 20 | | | | | | 1,893,050 | | | | | | 1.13 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Australia Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV(2) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (300) | | | | | | (300) | | | | | | — | | | | | | — | | | | | | — | | | | | | (2,625) | | | | | | (2,625) | | |
12/31/2014 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 925,130 | | | | | | — | | | | | | 1,064,438 | | | | | | (8,316,299) | | | | | | (6,326,731) | | | | | | 8,146,407 | | | | | | — | | | | | | 9,771,538 | | | | | | (64,428,736) | | | | | | (46,510,791) | | |
12/31/2014 | | | | | 3,324,972 | | | | | | — | | | | | | 778,244 | | | | | | (3,662,441) | | | | | | 440,775 | | | | | | 31,929,453 | | | | | | — | | | | | | 7,992,562 | | | | | | (37,180,306) | | | | | | 2,741,709 | | |
Emerging Markets Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV(2) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 114 | | | | | | — | | | | | | —* | | | | | | (414) | | | | | | (300) | | | | | | 1,312 | | | | | | — | | | | | | 1 | | | | | | (4,575) | | | | | | (3,262) | | |
12/31/2014 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 13,423,214 | | | | | | — | | | | | | 1,099,214 | | | | | | (16,498,349) | | | | | | (1,975,921) | | | | | | 126,119,760 | | | | | | — | | | | | | 12,673,939 | | | | | | (166,092,380) | | | | | | (27,298,681) | | |
12/31/2014 | | | | | 20,366,082 | | | | | | — | | | | | | 764,107 | | | | | | (15,672,627) | | | | | | 5,457,562 | | | | | | 228,468,026 | | | | | | — | | | | | | 8,397,538 | | | | | | (173,824,044) | | | | | | 63,041,520 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,039 | | | | | | — | | | | | | — | | | | | | (121) | | | | | | 918 | | | | | | 10,034 | | | | | | — | | | | | | — | | | | | | (1,311) | | | | | | 8,723 | | |
12/31/2014 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Class S2(2) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (300) | | | | | | (300) | | | | | | — | | | | | | — | | | | | | — | | | | | | (3,324) | | | | | | (3,324) | | |
12/31/2014 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Euro STOXX 50® Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,500,367 | | | | | | — | | | | | | 97,418 | | | | | | (1,012,303) | | | | | | 585,482 | | | | | | 16,173,041 | | | | | | — | | | | | | 1,063,805 | | | | | | (10,367,711) | | | | | | 6,869,135 | | |
12/31/2014 | | | | | 1,336,805 | | | | | | — | | | | | | 83,530 | | | | | | (1,803,290) | | | | | | (382,955) | | | | | | 15,602,799 | | | | | | — | | | | | | 1,000,682 | | | | | | (20,340,400) | | | | | | (3,736,919) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 5,943,517 | | | | | | — | | | | | | 1,260,091 | | | | | | (7,984,734) | | | | | | (781,126) | | | | | | 56,906,223 | | | | | | — | | | | | | 13,860,998 | | | | | | (84,268,977) | | | | | | (13,501,756) | | |
12/31/2014 | | | | | 5,705,261 | | | | | | — | | | | | | 1,397,910 | | | | | | (7,078,150) | | | | | | 25,021 | | | | | | 61,677,034 | | | | | | — | | | | | | 16,844,821 | | | | | | (81,375,380) | | | | | | (2,853,525) | | |
FTSE 100 Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 210,350 | | | | | | — | | | | | | 55,100 | | | | | | (178,495) | | | | | | 86,955 | | | | | | 2,289,437 | | | | | | — | | | | | | 600,588 | | | | | | (1,895,736) | | | | | | 994,289 | | |
12/31/2014 | | | | | 319,337 | | | | | | — | | | | | | 61,386 | | | | | | (235,216) | | | | | | 145,507 | | | | | | 4,061,215 | | | | | | — | | | | | | 771,009 | | | | | | (2,870,545) | | | | | | 1,961,679 | | �� |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,377,470 | | | | | | — | | | | | | 3,496,062 | | | | | | (7,394,890) | | | | | | (1,521,358) | | | | | | 23,064,161 | | | | | | — | | | | | | 38,351,805 | | | | | | (79,786,946) | | | | | | (18,370,980) | | |
12/31/2014 | | | | | 4,604,145 | | | | | | — | | | | | | 3,940,650 | | | | | | (6,346,742) | | | | | | 2,198,053 | | | | | | 54,228,933 | | | | | | — | | | | | | 49,809,818 | | | | | | (80,557,944) | | | | | | 23,480,807 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Hang Seng Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 3,393 | | | | | | — | | | | | | 2,253 | | | | | | (30,713) | | | | | | (25,067) | | | | | | 44,408 | | | | | | — | | | | | | 37,556 | | | | | | (450,668) | | | | | | (368,704) | | |
12/31/2014 | | | | | 101,635 | | | | | | — | | | | | | 3,068 | | | | | | (117,674) | | | | | | (12,971) | | | | | | 1,501,443 | | | | | | — | | | | | | 40,226 | | | | | | (1,680,908) | | | | | | (139,239) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 36,699 | | | | | | — | | | | | | 138,678 | | | | | | (2,274,054) | | | | | | (2,098,677) | | | | | | 515,483 | | | | | | — | | | | | | 2,322,850 | | | | | | (32,556,435) | | | | | | (29,718,102) | | |
12/31/2014 | | | | | 475,521 | | | | | | — | | | | | | 160,848 | | | | | | (1,055,296) | | | | | | (418,927) | | | | | | 6,637,812 | | | | | | — | | | | | | 2,121,591 | | | | | | (15,053,271) | | | | | | (6,293,868) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 795,162 | | | | | | — | | | | | | 63,686 | | | | | | (963,770) | | | | | | (104,922) | | | | | | 12,364,806 | | | | | | — | | | | | | 1,065,472 | | | | | | (14,048,120) | | | | | | (617,842) | | |
12/31/2014 | | | | | 883,102 | | | | | | — | | | | | | 64,834 | | | | | | (1,392,894) | | | | | | (444,958) | | | | | | 12,819,845 | | | | | | — | | | | | | 853,855 | | | | | | (19,620,552) | | | | | | (5,946,852) | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 3,190,804 | | | | | | — | | | | | | 2,465,660 | | | | | | (14,468,677) | | | | | | (8,812,213) | | | | | | 29,615,105 | | | | | | — | | | | | | 24,237,441 | | | | | | (136,156,788) | | | | | | (82,304,242) | | |
12/31/2014 | | | | | 4,454,498 | | | | | | 109,979,612 | | | | | | 863,686 | | | | | | (16,629,107) | | | | | | 98,668,689 | | | | | | 42,472,687 | | | | | | 1,058,745,439 | | | | | | 8,654,053 | | | | | | (162,556,267) | | | | | | 947,315,912 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 12,205,136 | | | | | | — | | | | | | 1,507,066 | | | | | | (18,387,860) | | | | | | (4,675,658) | | | | | | 116,013,326 | | | | | | — | | | | | | 15,085,728 | | | | | | (178,499,174) | | | | | | (47,400,120) | | |
12/31/2014 | | | | | 20,402,523 | | | | | | — | | | | | | 389,258 | | | | | | (17,424,222) | | | | | | 3,367,559 | | | | | | 203,550,636 | | | | | | — | | | | | | 3,966,540 | | | | | | (172,627,018) | | | | | | 34,890,158 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,337,201 | | | | | | — | | | | | | 254,324 | | | | | | (1,823,705) | | | | | | (232,180) | | | | | | 12,500,822 | | | | | | — | | | | | | 2,530,530 | | | | | | (17,429,213) | | | | | | (2,397,861) | | |
12/31/2014 | | | | | 1,424,879 | | | | | | — | | | | | | 69,514 | | | | | | (3,887,500) | | | | | | (2,393,107) | | | | | | 13,854,671 | | | | | | — | | | | | | 704,877 | | | | | | (38,696,714) | | | | | | (24,137,166) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 74,277 | | | | | | — | | | | | | 3,437 | | | | | | (142,488) | | | | | | (64,774) | | | | | | 679,033 | | | | | | — | | | | | | 34,160 | | | | | | (1,368,795) | | | | | | (655,602) | | |
12/31/2014 | | | | | 36,137 | | | | | | — | | | | | | 1,338 | | | | | | (77,536) | | | | | | (40,061) | | | | | | 355,270 | | | | | | — | | | | | | 13,516 | | | | | | (753,360) | | | | | | (384,574) | | |
Japan TOPIX Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,981,402 | | | | | | — | | | | | | 39,021 | | | | | | (908,135) | | | | | | 1,112,288 | | | | | | 21,974,384 | | | | | | — | | | | | | 434,305 | | | | | | (9,688,524) | | | | | | 12,720,165 | | |
12/31/2014 | | | | | 756,537 | | | | | | — | | | | | | 110,625 | | | | | | (1,095,012) | | | | | | (227,850) | | | | | | 8,006,762 | | | | | | — | | | | | | 1,080,807 | | | | | | (11,365,249) | | | | | | (2,277,680) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 6,881,974 | | | | | | — | | | | | | 741,635 | | | | | | (9,363,288) | | | | | | (1,739,679) | | | | | | 69,456,346 | | | | | | — | | | | | | 8,345,581 | | | | | | (103,829,710) | | | | | | (26,027,783) | | |
12/31/2014 | | | | | 4,027,931 | | | | | | — | | | | | | 3,321,992 | | | | | | (5,678,030) | | | | | | 1,671,893 | | | | | | 43,232,472 | | | | | | — | | | | | | 32,721,625 | | | | | | (59,465,649) | | | | | | 16,488,448 | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
7/13/2015(1) - 12/31/2015 | | | | | 119 | | | | | | — | | | | | | — | | | | | | (1) | | | | | | 118 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | (25) | | | | | | 2,975 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 573,002 | | | | | | — | | | | | | 130,969 | | | | | | (1,276,849) | | | | | | (572,878) | | | | | | 14,517,153 | | | | | | — | | | | | | 3,321,385 | | | | | | (32,191,545) | | | | | | (14,353,007) | | |
12/31/2014 | | | | | 397,187 | | | | | | — | | | | | | 161,582 | | | | | | (1,403,436) | | | | | | (844,667) | | | | | | 9,105,712 | | | | | | — | | | | | | 3,525,724 | | | | | | (31,882,901) | | | | | | (19,251,465) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,759,605 | | | | | | — | | | | | | 99,108 | | | | | | (2,963,825) | | | | | | (105,112) | | | | | | 70,334,224 | | | | | | — | | | | | | 2,504,465 | | | | | | (73,894,839) | | | | | | (1,056,150) | | |
12/31/2014 | | | | | 4,035,593 | | | | | | — | | | | | | 103,632 | | | | | | (2,917,958) | | | | | | 1,221,267 | | | | | | 91,233,257 | | | | | | — | | | | | | 2,253,990 | | | | | | (64,755,952) | | | | | | 28,731,295 | | |
Russell™ Large Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 542,242 | | | | | | — | | | | | | 26,557 | | | | | | (805,496) | | | | | | (236,697) | | �� | | | | 8,528,434 | | | | | | — | | | | | | 422,251 | | | | | | (12,734,493) | | | | | | (3,783,808) | | |
12/31/2014 | | | | | 506,710 | | | | | | — | | | | | | 28,915 | | | | | | (583,243) | | | | | | (47,618) | | | | | | 7,441,609 | | | | | | — | | | | | | 411,173 | | | | | | (8,486,071) | | | | | | (633,289) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,458,063 | | | | | | — | | | | | | 192,094 | | | | | | (1,840,785) | | | | | | (190,628) | | | | | | 23,200,049 | | | | | | — | | | | | | 3,100,399 | | | | | | (29,285,215) | | | | | | (2,984,767) | | |
12/31/2014 | | | | | 1,623,545 | | | | | | — | | | | | | 192,284 | | | | | | (1,715,507) | | | | | | 100,322 | | | | | | 24,199,917 | | | | | | — | | | | | | 2,772,734 | | | | | | (25,501,832) | | | | | | 1,470,819 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 4,287,561 | | | | | | — | | | | | | 526,249 | | | | | | (8,386,818) | | | | | | (3,573,008) | | | | | | 68,143,524 | | | | | | — | | | | | | 8,446,304 | | | | | | (132,935,847) | | | | | | (56,346,019) | | |
12/31/2014 | | | | | 5,495,583 | | | | | | — | | | | | | 560,188 | | | | | | (6,716,355) | | | | | | (660,584) | | | | | | 82,105,305 | | | | | | — | | | | | | 8,038,695 | | | | | | (99,547,346) | | | | | | (9,403,346) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 45,872 | | | | | | — | | | | | | 3,237 | | | | | | (262,718) | | | | | | (213,609) | | | | | | 737,951 | | | | | | — | | | | | | 52,561 | | | | | | (4,089,143) | | | | | | (3,298,631) | | |
12/31/2014 | | | | | 110,966 | | | | | | — | | | | | | 3,268 | | | | | | (52,998) | | | | | | 61,236 | | | | | | 1,653,343 | | | | | | — | | | | | | 47,422 | | | | | | (783,281) | | | | | | 917,484 | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
7/13/2015(1) - 12/31/2015 | | | | | 155 | | | | | | — | | | | | | — | | | | | | — | | | | | | 155 | | | | | | 2,982 | | | | | | — | | | | | | — | | | | | | — | | | | | | 2,982 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,881,619 | | | | | | — | | | | | | 72,887 | | | | | | (534,730) | | | | | | 2,419,776 | | | | | | 55,635,588 | | | | | | — | | | | | | 1,427,863 | | | | | | (10,211,743) | | | | | | 46,851,708 | | |
12/31/2014 | | | | | 172,564 | | | | | | — | | | | | | 81,757 | | | | | | (403,464) | | | | | | (149,143) | | | | | | 3,270,211 | | | | | | — | | | | | | 1,501,063 | | | | | | (7,615,120) | | | | | | (2,843,846) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Russell™ Large Cap Value Index (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 11,217,125 | | | | | | — | | | | | | 225,258 | | | | | | (2,462,077) | | | | | | 8,980,306 | | | | | | 215,476,040 | | | | | | — | | | | | | 4,392,527 | | | | | | (47,241,212) | | | | | | 172,627,355 | | |
12/31/2014 | | | | | 2,946,015 | | | | | | — | | | | | | 209,359 | | | | | | (1,454,733) | | | | | | 1,700,641 | | | | | | 55,701,063 | | | | | | — | | | | | | 3,829,184 | | | | | | (27,384,162) | | | | | | 32,146,085 | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV(2) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (300) | | | | | | (300) | | | | | | — | | | | | | — | | | | | | — | | | | | | (8,570) | | | | | | (8,570) | | |
12/31/2014 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,219,827 | | | | | | — | | | | | | 16,218 | | | | | | (2,796,224) | | | | | | (1,560,179) | | | | | | 34,314,823 | | | | | | — | | | | | | 463,018 | | | | | | (79,840,302) | | | | | | (45,062,461) | | |
12/31/2014 | | | | | 4,840,571 | | | | | | — | | | | | | 21,245 | | | | | | (997,569) | | | | | | 3,864,247 | | | | | | 116,692,748 | | | | | | — | | | | | | 523,892 | | | | | | (25,881,643) | | | | | | 91,334,997 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,663,306 | | | | | | — | | | | | | 74,329 | | | | | | (2,247,785) | | | | | | (510,150) | | | | | | 45,852,070 | | | | | | — | | | | | | 2,118,372 | | | | | | (61,844,380) | | | | | | (13,873,938) | | |
12/31/2014 | | | | | 678,655 | | | | | | — | | | | | | 28,981 | | | | | | (2,551,613) | | | | | | (1,843,977) | | | | | | 17,435,996 | | | | | | — | | | | | | 713,505 | | | | | | (64,874,642) | | | | | | (46,725,141) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 6,700 | | | | | | — | | | | | | 327 | | | | | | (37,509) | | | | | | (30,482) | | | | | | 190,495 | | | | | | — | | | | | | 9,312 | | | | | | (1,018,016) | | | | | | (818,209) | | |
12/31/2014 | | | | | 4,676 | | | | | | — | | | | | | 80 | | | | | | (9,400) | | | | | | (4,644) | | | | | | 117,803 | | | | | | — | | | | | | 1,972 | | | | | | (238,918) | | | | | | (119,143) | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,958,276 | | | | | | — | | | | | | 762,524 | | | | | | (1,050,715) | | | | | | 1,670,085 | | | | | | 31,935,997 | | | | | | — | | | | | | 12,246,138 | | | | | | (16,696,839) | | | | | | 27,485,296 | | |
12/31/2014 | | | | | 1,970,592 | | | | | | — | | | | | | 268,032 | | | | | | (640,018) | | | | | | 1,598,606 | | | | | | 31,805,389 | | | | | | — | | | | | | 4,157,168 | | | | | | (10,258,622) | | | | | | 25,703,935 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 6,608,845 | | | | | | — | | | | | | 9,156,306 | | | | | | (26,040,289) | | | | | | (10,275,138) | | | | | | 107,770,246 | | | | | | — | | | | | | 150,163,421 | | | | | | (428,495,498) | | | | | | (170,561,831) | | |
12/31/2014 | | | | | 5,486,772 | | | | | | — | | | | | | 4,930,497 | | | | | | (28,520,332) | | | | | | (18,103,063) | | | | | | 90,007,360 | | | | | | — | | | | | | 77,852,541 | | | | | | (470,334,161) | | | | | | (302,474,260) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 3,042,808 | | | | | | — | | | | | | 2,078,988 | | | | | | (5,145,684) | | | | | | (23,888) | | | | | | 51,035,649 | | | | | | — | | | | | | 33,825,131 | | | | | | (81,704,213) | | | | | | 3,156,567 | | |
12/31/2014 | | | | | 6,072,468 | | | | | | — | | | | | | 835,090 | | | | | | (5,055,299) | | | | | | 1,852,259 | | | | | | 99,250,157 | | | | | | — | | | | | | 13,094,206 | | | | | | (81,598,447) | | | | | | 30,745,916 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 366,112 | | | | | | — | | | | | | 103,040 | | | | | | (341,230) | | | | | | 127,922 | | | | | | 5,899,477 | | | | | | — | | | | | | 1,659,982 | | | | | | (5,487,447) | | | | | | 2,072,012 | | |
12/31/2014 | | | | | 346,577 | | | | | | — | | | | | | 41,303 | | | | | | (421,223) | | | | | | (33,343) | | | | | | 5,596,080 | | | | | | — | | | | | | 641,844 | | | | | | (6,800,996) | | | | | | (563,072) | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,331,194 | | | | | | — | | | | | | 510,816 | | | | | | (680,227) | | | | | | 1,161,783 | | | | | | 20,208,664 | | | | | | — | | | | | | 7,621,373 | | | | | | (10,198,463) | | | | | | 17,631,574 | | |
12/31/2014 | | | | | 988,089 | | | | | | — | | | | | | 303,398 | | | | | | (493,103) | | | | | | 798,384 | | | | | | 15,636,888 | | | | | | — | | | | | | 4,550,967 | | | | | | (7,701,033) | | | | | | 12,486,822 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 3,028,387 | | | | | | — | | | | | | 3,648,991 | | | | | | (14,886,066) | | | | | | (8,208,688) | | | | | | 46,161,963 | | | | | | — | | | | | | 55,683,606 | | | | | | (214,848,299) | | | | | | (113,002,730) | | |
12/31/2014 | | | | | 3,752,135 | | | | | | — | | | | | | 2,832,013 | | | | | | (9,524,339) | | | | | | (2,940,191) | | | | | | 60,600,999 | | | | | | — | | | | | | 43,329,797 | | | | | | (153,739,037) | | | | | | (49,808,241) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 3,328,431 | | | | | | — | | | | | | 1,862,908 | | | | | | (4,167,169) | | | | | | 1,024,170 | | | | | | 52,064,043 | | | | | | — | | | | | | 28,241,681 | | | | | | (62,765,052) | | | | | | 17,540,672 | | |
12/31/2014 | | | | | 2,621,760 | | | | | | — | | | | | | 1,336,994 | | | | | | (6,455,028) | | | | | | (2,496,274) | | | | | | 41,988,629 | | | | | | — | | | | | | 20,335,677 | | | | | | (103,453,228) | | | | | | (41,128,922) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 118,054 | | | | | | — | | | | | | 61,888 | | | | | | (133,541) | | | | | | 46,401 | | | | | | 1,777,124 | | | | | | — | | | | | | 925,850 | | | | | | (2,019,171) | | | | | | 683,803 | | |
12/31/2014 | | | | | 130,459 | | | | | | — | | | | | | 44,071 | | | | | | (389,488) | | | | | | (214,958) | | | | | | 2,068,645 | | | | | | — | | | | | | 662,390 | | | | | | (6,279,192) | | | | | | (3,548,157) | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,135,490 | | | | | | — | | | | | | 44,573 | | | | | | (448,047) | | | | | | 732,016 | | | | | | 12,142,535 | | | | | | — | | | | | | 473,543 | | | | | | (4,775,931) | | | | | | 7,840,147 | | |
12/31/2014 | | | | | 747,242 | | | | | | — | | | | | | 22,613 | | | | | | (287,381) | | | | | | 482,474 | | | | | | 7,924,084 | | | | | | — | | | | | | 239,938 | | | | | | (3,046,342) | | | | | | 5,117,680 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 71,627,699 | | | | | | — | | | | | | 7,895,208 | | | | | | (92,825,157) | | | | | | (13,302,250) | | | | | | 767,383,182 | | | | | | — | | | | | | 84,192,790 | | | | | | (995,549,422) | | | | | | (143,973,450) | | |
12/31/2014 | | | | | 44,982,966 | | | | | | — | | | | | | 6,865,484 | | | | | | (81,696,836) | | | | | | (29,848,386) | | | | | | 479,830,423 | | | | | | — | | | | | | 73,018,279 | | | | | | (870,252,634) | | | | | | (317,403,932) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 7,459,533 | | | | | | — | | | | | | 525,000 | | | | | | (6,715,267) | | | | | | 1,269,266 | | | | | | 79,652,698 | | | | | | — | | | | | | 5,585,842 | | | | | | (71,622,657) | | | | | | 13,615,883 | | |
12/31/2014 | | | | | 8,602,034 | | | | | | — | | | | | | 366,689 | | | | | | (6,065,053) | | | | | | 2,903,670 | | | | | | 91,462,216 | | | | | | — | | | | | | 3,891,510 | | | | | | (64,479,947) | | | | | | 30,873,779 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 70,810 | | | | | | — | | | | | | 4,676 | | | | | | (90,721) | | | | | | (15,235) | | | | | | 762,715 | | | | | | — | | | | | | 49,782 | | | | | | (987,315) | | | | | | (174,818) | | |
12/31/2014 | | | | | 97,815 | | | | | | — | | | | | | 3,752 | | | | | | (42,978) | | | | | | 58,589 | | | | | | 1,034,647 | | | | | | — | | | | | | 39,819 | | | | | | (457,516) | | | | | | 616,950 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 24,795 | | | | | $ | (24,795) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 84,486 | | | | | | (84,486) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | |||||||||||
Credit Suisse Securities (Europe) Limited | | | | | 149,155 | | | | | | (149,155) | | | | | | — | |||
Credit Suisse Securities (USA) LLC | | | | | 73,189 | | | | | | (73,189) | | | | | | — | |||
Deutsche Bank, AG | | | | | 6,138 | | | | | | (6,138) | | | | | | — | |||
Goldman, Sachs & Co. | | | | | 269,233 | | | | | | (269,233) | | | | | | — | |||
JP Morgan Clearing Corp | | | | | 117,774 | | | | | | (117,774) | | | | | | — | |||
JP Morgan Securities, Plc. | | | | | 17,166 | | | | | | (17,166) | | | | | | — | |||
Merrill Lynch International | | | | | 149,289 | | | | | | (149,289) | | | | | | — | |||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 14,086 | | | | | | (14,086) | | | | | | — | |||
Morgan Stanley & Co. LLC | | | | | 370,421 | | | | | | (370,421) | | | | | | — | |||
Scotia Capital (USA) INC | | | | | 49,089 | | | | | | (49,089) | | | | | | — | |||
UBS AG | | | | | 9,024 | | | | | | (9,024) | | | | | | — | |||
UBS Securities LLC. | | | | | 363,460 | | | | | | (363,460) | | | | | | — | |||
Total | | | | $ | 1,697,307 | | | | | $ | (1,697,307) | | | | | $ | — | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Barclays Capital Inc. | | | | $ | 46,205 | | | | | $ | (46,205) | | | | | $ | — | | | |||
Citigroup Global Markets Limited | | | | | 226,802 | | | | | | (226,802) | | | | | | — | | | |||
Commerz Markets LLC | | | | | 18,879 | | | | | | (18,879) | | | | | | — | | | |||
Commerzbank AG | | | | | 148,849 | | | | | | (148,849) | | | | | | — | | | |||
Credit Suisse Securities (Europe) Limited | | | | | 565,111 | | | | | | (565,111) | | | | | | — | | | |||
Credit Suisse Securities (USA) LLC | | | | | 408,695 | | | | | | (408,695) | | | | | | — | | | |||
Deutsche Bank Securities Inc. | | | | | 551,030 | | | | | | (551,030) | | | | | | — | | | |||
Deutsche Bank, AG | | | | | 347,873 | | | | | | (347,873) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 500,382 | | | | | | (500,382) | | | | | | — | | | |||
HSBC Bank PLC | | | | | 1,280,916 | | | | | | (1,280,916) | | | | | | — | | | |||
Janney Montgomery Scott LLC | | | | | 33,926 | | | | | | (33,926) | | | | | | — | | | |||
JP Morgan Securities, Plc. | | | | | 615,440 | | | | | | (615,440) | | | | | | — | | | |||
Macquarie Bank Limited | | | | | 83,258 | | | | | | (83,258) | | | | | | — | | | |||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 451,653 | | | | | | (451,653) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 1,919,821 | | | | | | (1,919,821) | | | | | | — | | | |||
Nomura Securities International, Inc. | | | | | 115,038 | | | | | | (115,038) | | | | | | — | | | |||
RBC Capital Markets, LLC | | | | | 84,599 | | | | | | (84,599) | | | | | | — | | | |||
RBC Dominion Securities Inc | | | | | 6,492 | | | | | | (6,492) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 383,427 | | | | | | (383,427) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 798,652 | | | | | | (798,652) | | | | | | — | | | |||
UBS Securities LLC. | | | | | 23,757 | | | | | | (23,757) | | | | | | — | | | |||
Total | | | | $ | 8,610,804 | | | | | $ | (8,610,804) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Morgan Stanley & Co. International PLC | | | | $ | 543,659 | | | | | $ | (543,659) | | | | | $ | — | | | |||
Total | | | | $ | 543,659 | | | | | $ | (543,659) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
ABN AMRO Bank N.V. | | | | $ | 19,384 | | | | | $ | (19,384) | | | | | $ | — | | | |||
Barclays Capital Inc. | | | | | 97,540 | | | | | | (97,540) | | | | | | — | | | |||
BNP Paribas Prime Brokerage, Inc. | | | | | 397,090 | | | | | | (397,090) | | | �� | | | — | | | |||
Citigroup Global Markets Limited | | | | | 1,378,466 | | | | | | (1,378,466) | | | | | | — | | | |||
Credit Suisse Securities (Europe) Limited | | | | | 1,732,252 | | | | | | (1,732,252) | | | | | | — | | | |||
Credit Suisse Securities (USA) LLC | | | | | 694,332 | | | | | | (694,332) | | | | | | — | | | |||
Deutsche Bank Securities Inc. | | | | | 200,551 | | | | | | (200,551) | | | | | | — | | | |||
Deutsche Bank, AG | | | | | 165,231 | | | | | | (165,231) | | | | | | — | | | |||
Goldman Sachs International | | | | | 256,196 | | | | | | (256,196) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 198,610 | | | | | | (198,610) | | | | | | — | | | |||
HSBC Bank PLC | | | | | 602,562 | | | | | | (602,562) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 124,782 | | | | | | (124,782) | | | | | | — | | | |||
JP Morgan Securities, Plc. | | | | | 1,629,472 | | | | | | (1,629,472) | | | | | | — | | | |||
Merrill Lynch International | | | | | 2,075,207 | | | | | | (2,075,207) | | | | | | — | | | |||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 85,611 | | | | | | (85,611) | | | | | | — | | | |||
Morgan Stanley & Co. International PLC | | | | | 420,461 | | | | | | (420,461) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 804,354 | | | | | | (804,354) | | | | | | — | | | |||
Nomura International PLC | | | | | 248,673 | | | | | | (248,673) | | | | | | — | | | |||
UBS AG | | | | | 190,822 | | | | | | (190,822) | | | | | | — | | | |||
Total | | | | $ | 11,321,596 | | | | | $ | (11,321,596) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 810 | | | | | $ | (810) | | | | | $ | — | | |
Barclays Capital Securities Ltd. | | | | | 475,938 | | | | | | (475,938) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 126,677 | | | | | | (126,677) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | |||||||||||
Credit Suisse Securities (Europe) Limited | | | | | 32,121 | | | | | | (32,121) | | | | | | — | |||
Credit Suisse Securities (USA) LLC | | | | | 233,222 | | | | | | (233,222) | | | | | | — | |||
Deutsche Bank Securities Inc. | | | | | 407,731 | | | | | | (407,731) | | | | | | — | |||
Deutsche Bank, AG | | | | | 1,036,403 | | | | | | (1,036,403) | | | | | | — | |||
Goldman, Sachs & Co. | | | | | 663,306 | | | | | | (663,306) | | | | | | — | |||
HSBC Bank PLC | | | | | 23,426 | | | | | | (23,426) | | | | | | — | |||
Merrill Lynch International | | | | | 199,212 | | | | | | (199,212) | | | | | | — | |||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 132,371 | | | | | | (132,371) | | | | | | — | |||
Mizuho Securities USA Inc. | | | | | 44,339 | | | | | | (44,339) | | | | | | — | |||
Morgan Stanley & Co. LLC | | | | | 396,857 | | | | | | (396,857) | | | | | | — | |||
Nomura International PLC | | | | | 160,527 | | | | | | (160,527) | | | | | | — | |||
Nomura Securities International, Inc. | | | | | 152,841 | | | | | | (152,841) | | | | | | — | |||
UBS AG | | | | | 36,930 | | | | | | (36,930) | | | | | | — | |||
UBS Securities LLC. | | | | | 142,573 | | | | | | (142,573) | | | | | | — | |||
Total | | | | $ | 4,265,285 | | | | | $ | (4,265,285) | | | | | $ | — | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Deutsche Bank Securities Inc. | | | | $ | 38,332 | | | | | $ | (38,332) | | | | | $ | — | | | |||
Janney Montgomery Scott LLC | | | | | 2,581 | | | | | | (2,581) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 1,616,393 | | | | | | (1,616,393) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 7,756 | | | | | | (7,756) | | | | | | — | | | |||
Total | | | | $ | 1,665,063 | | | | | $ | (1,665,063) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Deutsche Bank Securities Inc. | | | | $ | 166,199 | | | | | $ | (166,199) | | | | | $ | — | | | |||
JP Morgan Clearing Corp | | | | | 1,213,783 | | | | | | (1,213,783) | | | | | | — | | | |||
Total | | | | $ | 1,379,981 | | | | | $ | (1,379,981) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Deutsche Bank Securities Inc. | | | | $ | 116,765 | | | | | $ | (116,765) | | | | | $ | — | | | |||
|
Russell™ Large Cap Value Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | |||||||||||
Total | | | | $ | 116,765 | | | | | $ | (116,765) | | | | | $ | — | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Citigroup Global Markets Inc. | | | | $ | 3,246 | | | | | $ | (3,246) | | | | | $ | — | | | |||
Deutsche Bank Securities Inc. | | | | | 76,407 | | | | | | (76,407) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 4,067,565 | | | | | | (4,067,565) | | | | | | — | | | |||
HSBC Bank PLC | | | | | 161,326 | | | | | | (161,326) | | | | | | — | | | |||
Janney Montgomery Scott LLC | | | | | 86,095 | | | | | | (86,095) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 845,622 | | | | | | (845,622) | | | | | | — | | | |||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 902,875 | | | | | | (902,875) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 3,249,306 | | | | | | (3,249,306) | | | | | | — | | | |||
National Financial Services LLC | | | | | 1,604,724 | | | | | | (1,604,724) | | | | | | — | | | |||
Nomura Securities International, Inc. | | | | | 503,162 | | | | | | (503,162) | | | | | | — | | | |||
RBC Dominion Securities Inc | | | | | 3,837,188 | | | | | | (3,837,188) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 2,273,937 | | | | | | (2,273,937) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 919,178 | | | | | | (919,178) | | | | | | — | | | |||
UBS Securities LLC. | | | | | 116,000 | | | | | | (116,000) | | | | | | — | | | |||
Wells Fargo Securities LLC | | | | | 1,513,952 | | | | | | (1,513,952) | | | | | | — | | | |||
Total | | | | $ | 20,160,584 | | | | | $ | (20,160,584) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 231,241 | | | | | $ | (231,241) | | | | | $ | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 648,904 | | | | | | (648,904) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,565 | | | | | | (1,565) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 101,489 | | | | | | (101,489) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,897,763 | | | | | | (1,897,763) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 4,239,450 | | | | | | (4,239,450) | | | | | | — | | |
HSBC Bank PLC | | | | | 2,837,741 | | | | | | (2,837,741) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 496,028 | | | | | | (496,028) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | |||||||||||
JP Morgan Clearing Corp | | | | | 12,177,221 | | | | | | (12,177,221) | | | | | | — | |||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 3,867,641 | | | | | | (3,867,641) | | | | | | — | |||
Morgan Stanley & Co. LLC | | | | | 6,922,309 | | | | | | (6,922,309) | | | | | | — | |||
National Financial Services LLC | | | | | 4,206,322 | | | | | | (4,206,322) | | | | | | — | |||
Nomura Securities International, Inc. | | | | | 735,205 | | | | | | (735,205) | | | | | | — | |||
RBC Dominion Securities Inc | | | | | 7,279,971 | | | | | | (7,279,971) | | | | | | — | |||
Scotia Capital (USA) INC | | | | | 4,530,606 | | | | | | (4,530,606) | | | | | | — | |||
SG Americas Securities, LLC | | | | | 3,476,954 | | | | | | (3,476,954) | | | | | | — | |||
Wells Fargo Securities LLC | | | | | 84,678 | | | | | | (84,678) | | | | | | — | |||
Total | | | | $ | 53,735,087 | | | | | $ | (53,735,087) | | | | | $ | — | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Barclays Capital Inc. | | | | $ | 2,358,678 | | | | | $ | (2,358,678) | | | | | $ | — | | | |||
BMO Capital Markets Corp | | | | | 227,176 | | | | | | (227,176) | | | | | | — | | | |||
BNP Paribas Prime Brokerage, Inc. | | | | | 39,593 | | | | | | (39,593) | | | | | | — | | | |||
Citigroup Global Markets Inc. | | | | | 348,928 | | | | | | (348,928) | | | | | | — | | | |||
Deutsche Bank Securities Inc. | | | | | 910,153 | | | | | | (910,153) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 7,054,188 | | | | | | (7,054,188) | | | | | | — | | | |||
HSBC Bank PLC | | | | | 1,543,747 | | | | | | (1,543,747) | | | | | | — | | | |||
Janney Montgomery Scott LLC | | | | | 60,554 | | | | | | (60,554) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 10,229,965 | | | | | | (10,229,965) | | | | | | — | | | |||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 85,624 | | | | | | (85,624) | | | | | | — | | | |||
Mizuho Securities USA Inc. | | | | | 15,535 | | | | | | (15,535) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 7,565,438 | | | | | | (7,565,438) | | | | | | — | | | |||
National Financial Services LLC | | | | | 833,367 | | | | | | (833,367) | | | | | | — | | | |||
RBC Dominion Securities Inc | | | | | 9,875,326 | | | | | | (9,875,326) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 2,415,947 | | | | | | (2,415,947) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 3,583,421 | | | | | | (3,583,421) | | | | | | — | | | |||
Wells Fargo Securities LLC | | | | | 1,457,723 | | | | | | (1,457,723) | | | | | | — | | | |||
Total | | | | $ | 48,605,363 | | | | | $ | (48,605,363) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 2,148,294 | | | | | $ | (2,148,294) | | | | | $ | — | | |
U.S. Bond Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | |||||||||||
Citigroup Global Markets Inc. | | | | | 35,843,860 | | | | | | (35,843,860) | | | | | | — | |||
Credit Suisse Securities (USA) LLC | | | | | 111,825 | | | | | | (111,825) | | | | | | — | |||
Goldman, Sachs & Co. | | | | | 1,526,389 | | | | | | (1,526,389) | | | | | | — | |||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 37,620,239 | | | | | | (37,620,239) | | | | | | — | |||
Morgan Stanley & Co. LLC | | | | | 148,887 | | | | | | (148,887) | | | | | | — | |||
Scotia Capital (USA) INC | | | | | 2,133,909 | | | | | | (2,133,909) | | | | | | — | |||
SG Americas Securities, LLC | | | | | 4,154,312 | | | | | | (4,154,312) | | | | | | — | |||
UBS Securities LLC. | | | | | 148,770 | | | | | | (148,770) | | | | | | — | |||
Wells Fargo Securities LLC | | | | | 188,041 | | | | | | (188,041) | | | | | | — | |||
Total | | | | $ | 84,024,526 | | | | | $ | (84,024,526) | | | | | $ | — | |||
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | |||||||||
Australia Index | | | | $ | — | | | | | $ | 378,934 | | | | | $ | (378,934) | | |
Emerging Markets Index | | | | | — | | | | | | 115,025 | | | | | | (115,025) | | |
Euro STOXX 50® Index | | | | | — | | | | | | (199,917) | | | | | | 199,917 | | |
FTSE 100 Index® | | | | | — | | | | | | 9,895 | | | | | | (9,895) | | |
Hang Seng Index | | | | | — | | | | | | 1,659,389 | | | | | | (1,659,389) | | |
International Index(1) | | | | | (48,442,419) | | | | | | 2,807,831 | | | | | | 45,634,588 | | |
Japan TOPIX Index® | | | | | (70,040) | | | | | | 67,370 | | | | | | 2,670 | | |
Russell™ Large Cap Growth Index | | | | | — | | | | | | 29,171 | | | | | | (29,171) | | |
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | |||||||||
Russell™ Large Cap Index | | | | | — | | | | | | 786,757 | | | | | | (786,757) | | |
Russell™ Large Cap Value Index | | | | | — | | | | | | 370,329 | | | | | | (370,329) | | |
Russell™ Mid Cap Growth Index | | | | | — | | | | | | (17,628) | | | | | | 17,628 | | |
Russell™ Mid Cap Index | | | | | — | | | | | | 50,506 | | | | | | (50,506) | | |
Russell™ Small Cap Index | | | | | — | | | | | | (13,995) | | | | | | 13,995 | | |
U.S. Bond Index | | | | | — | | | | | | 7,513,852 | | | | | | (7,513,852) | | |
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Australia Index | | | | $ | 9,771,671 | | | | | $ | — | | | | | $ | 7,992,667 | | | | | $ | — | | |
Emerging Markets Index | | | | | 12,674,109 | | | | | | — | | | | | | 8,397,648 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 14,924,803 | | | | | | — | | | | | | 17,845,503 | | | | | | — | | |
FTSE 100 Index® | | | | | 27,896,588 | | | | | | 11,055,804 | | | | | | 17,437,022 | | | | | | 33,143,805 | | |
Hang Seng Index | | | | | 3,425,877 | | | | | | — | | | | | | 3,015,672 | | | | | | — | | |
International Index | | | | | 41,887,859 | | | | | | — | | | | | | 13,338,986 | | | | | | — | | |
Japan TOPIX Index® | | | | | 5,000,193 | | | | | | 3,779,693 | | | | | | 8,379,694 | | | | | | 25,422,738 | | |
Russell™ Large Cap Growth Index | | | | | 5,825,850 | | | | | | — | | | | | | 5,779,714 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 12,021,515 | | | | | | — | | | | | | 11,270,024 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 3,103,268 | | | | | | 2,717,121 | | | | | | 2,594,596 | | | | | | 2,735,651 | | |
Russell™ Mid Cap Growth Index | | | | | 2,590,737 | | | | | | — | | | | | | 1,239,371 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 52,298,538 | | | | | | 145,596,134 | | | | | | 35,543,704 | | | | | | 60,202,055 | | |
Russell™ Small Cap Index | | | | | 12,603,777 | | | | | | 79,868,733 | | | | | | 17,246,488 | | | | | | 51,632,343 | | |
U.S. Bond Index | | | | | 90,301,956 | | | | | | — | | | | | | 77,189,546 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Australia Index | | | | $ | 7,332,467 | | | | | $ | — | | | | | $ | (20,540,669) | | | | | $ | (637,030) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (23,283,338) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (23,920,368) | | | | | | | | | | | |
Emerging Markets Index | | | | | 11,453,503 | | | | | | — | | | | | | (124,934,408) | | | | | | (8,075,588) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (17,553,397) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (25,628,985) | | | | | | | | | | | |
Euro STOXX 50® Index | | | | | 11,828,910 | | | | | | — | | | | | | 19,885,712 | | | | | | (805,470) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | | (419,693) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (24,526,028) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (25,751,191) | | | | | |||||||
FTSE 100 Index® | | | | | 14,127,088 | | | | | | 10,239,801 | | | | | | 9,859,128 | | | | | | — | | | | | | — | | | | — | |
Hang Seng Index | | | | | 4,273,870 | | | | | | 1,269,791 | | | | | | 7,670,022 | | | | | | — | | | | | | — | | | | — | |
International Index | | | | | 36,110,124 | | | | | | — | | | | | | 4,272,002 | | | | | | (14,301,357) | | | | | | Short-term | | | | 2016 | |
| | | | | | | | | | | | | | | | | | | | | | | (91,978,946) | | | | | | Short-term | | | | 2017 | |
| | | | | | | | | | | | | | | | | | | | | | | (1,826,920) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | | (6,956,048) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (21,920,041) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (136,983,312)* | | | | | |||||||
Japan TOPIX Index® | | | | | 6,514,485 | | | | | | 12,025,470 | | | | | | 50,990,582 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Growth Index | | | | | 6,713,257 | | | | | | — | | | | | | 252,744,685 | | | | | | (102,193,261) | | | | | | Short-term | | | | 2016 | |
Russell™ Large Cap Index | | | | | 13,644,430 | | | | | | — | | | | | | 416,424,917 | | | | | | (21,456,590) | | | | | | Short-term | | | | 2016 | |
| | | | | | | | | | | | | | | | | | | | | | | (125,559,316) | | | | | | Short-term | | | | 2017 | |
| | | | | | | | | | | | | | | | | | | | | | | (8,688,924) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | $ | (155,704,830)* | | | | | |||||||
Russell™ Large Cap Value Index | | | | | 5,969,102 | | | | | | 6,035,158 | | | | | | 37,765,245 | | | | | | (3,099,362)* | | | | | | Short-term | | | | 2016 | |
Russell™ Mid Cap Growth Index | | | | | 2,055,262 | | | | | | — | | | | | | 116,595,788 | | | | | | (29,634,500) | | | | | | Short-term | | | | 2016 | |
Russell™ Mid Cap Index | | | | | 27,236,760 | | | | | | 229,915,047 | | | | | | 753,287,485 | | | | | | — | | | | | | — | | | | — | |
Russell™ Small Cap Index | | | | | 11,463,953 | | | | | | 82,934,573 | | | | | | 209,671,445 | | | | | | — | | | | | | — | | | | — | |
U.S. Bond Index | | | | | 6,803,309 | | | | | | 238,289 | | | | | | 24,099,721 | | | | | | — | | | | | | — | | | | — | |
| Net investment income | | | | $ | 36,483,562 | | |
| Net realized and unrealized loss on investments | | | | $ | (153,818,419) | | |
| Net decrease in net assets resulting from operations | | | | $ | (117,334,857) | | |
| 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 Depreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $1,058,745 | | | | $ | 624,495 | | | | | $ | — | | | | | $ | (32,588) | | | | | | 1.8740 | | |
Voya Australia Index Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.9% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 4.6% | | ||||||||||||
| | | 66,273 | | | | Aristocrat Leisure Ltd. | | | | $ | 489,352 | | | | | | 0.4 | | |
| | | 161,704 | | | | Tattersall’s Ltd. | | | | | 513,390 | | | | | | 0.5 | | |
| | | 1,800,127 | | | | Other Securities(a) | | | | | 4,257,611 | | | | | | 3.7 | | |
| | | | | | | | | | | | 5,260,353 | | | | | | 4.6 | | |
| | | | | | | Consumer Staples: 6.9% | | ||||||||||||
| | | 80,583 | @ | | Treasury Wine Estates Ltd. | | | | | 483,831 | | | | | | 0.4 | | | |
| | | 124,416 | | | | Wesfarmers Ltd. | | | | | 3,750,895 | | | | | | 3.3 | | |
| | | 140,686 | | | | Woolworths Ltd. | | | | | 2,496,119 | | | | | | 2.2 | | |
| | | 333,669 | | | | Other Securities(a) | | | | | 1,197,894 | | | | | | 1.0 | | |
| | | | | | | | | | | | 7,928,739 | | | | | | 6.9 | | |
| | | | | | | Energy: 3.9% | | ||||||||||||
| | | 29,888 | | | | Caltex Australia Ltd. | | | | | 816,948 | | | | | | 0.7 | | |
| | | 129,474 | | | | Oil Search Ltd. | | | | | 630,194 | | | | | | 0.6 | | |
| | | 193,015 | @ | | Origin Energy Ltd. | | | | | 652,916 | | | | | | 0.6 | | | |
| | | 78,435 | | | | Woodside Petroleum Ltd. | | | | | 1,634,109 | | | | | | 1.4 | | |
| | | 511,881 | | | | Other Securities(a) | | | | | 683,147 | | | | | | 0.6 | | |
| | | | | | | | | | | | 4,417,314 | | | | | | 3.9 | | |
| | | | | | | Financials: 47.2% | | ||||||||||||
| | | 327,406 | | | | AMP Ltd. | | | | | 1,379,514 | | | | | | 1.2 | | |
| | | 21,428 | | | | ASX Ltd. | | | | | 659,242 | | | | | | 0.6 | | |
| | | 322,316 | | | | Australia & New Zealand Banking Group Ltd. | | | | | 6,504,256 | | | | | | 5.7 | | |
| | | 188,973 | | | | Commonwealth Bank of Australia | | | | | 11,683,133 | | | | | | 10.2 | | |
| | | 106,285 | | | | Dexus Property Group | | | | | 576,507 | | | | | | 0.5 | | |
| | | 174,407 | | | | Goodman Group | | | | | 790,315 | | | | | | 0.7 | | |
| | | 198,677 | | | | GPT Group | | | | | 688,056 | | | | | | 0.6 | | |
| | | 269,142 | | | | Insurance Australia Group Ltd. | | | | | 1,080,875 | | | | | | 0.9 | | |
| | | 58,707 | | | | Lend Lease Corp., Ltd. | | | | | 605,711 | | | | | | 0.5 | | |
| | | 37,669 | | | | Macquarie Group Ltd. | | | | | 2,253,467 | | | | | | 2.0 | | |
| | | 304,854 | | | | Medibank Pvt Ltd. | | | | | 475,362 | | | | | | 0.4 | | |
| | | 404,257 | | | | Mirvac Group | | | | | 578,709 | | | | | | 0.5 | | |
| | | 291,948 | | | | National Australia Bank Ltd. | | | | | 6,370,824 | | | | | | 5.6 | | |
| | | 151,092 | | | | QBE Insurance Group Ltd. | | | | | 1,374,206 | | | | | | 1.2 | | |
| | | 589,371 | | | | Scentre Group | | | | | 1,787,645 | | | | | | 1.6 | | |
| | | 263,179 | | | | Stockland | | | | | 781,241 | | | | | | 0.7 | | |
| | | 142,420 | | | | Suncorp Group Ltd. | | | | | 1,250,445 | | | | | | 1.1 | | |
| | | 361,655 | | | | Vicinity Centres | | | | | 733,680 | | | | | | 0.6 | | |
| | | 211,608 | | | | Westfield Corp. | | | | | 1,455,843 | | | | | | 1.3 | | |
| | | 369,241 | | | | Westpac Banking Corp. | | | | | 8,950,300 | | | | | | 7.8 | | |
| | | 1,174,719 | | | | Other Securities(a) | | | | | 4,008,829 | | | | | | 3.5 | | |
| | | | | | | | | | | | 53,988,160 | | | | | | 47.2 | | |
| | | | | | | Health Care: 6.7% | | ||||||||||||
| | | 51,455 | | | | CSL Ltd. | | | | | 3,922,904 | | | | | | 3.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care (continued) | | |||||||||||||||
| | | 14,272 | | | | Ramsay Health Care Ltd. | | | | $ | 701,784 | | | | | | 0.6 | | | |||
| | | 45,738 | | | | Sonic Healthcare Ltd. | | | | | 592,176 | | | | | | 0.5 | | | |||
| | | 712,933 | | | | Other Securities(a) | | | | | 2,395,158 | | | | | | 2.1 | | | |||
| | | | | | | | | | | | 7,612,022 | | | | | | 6.7 | | | |||
| | | | | | �� | Industrials: 7.6% | | |||||||||||||||
| | | 107,968 | | | | Asciano Group | | | | | 686,426 | | | | | | 0.6 | | | |||
| | | 232,365 | | | | Aurizon Holdings Ltd. | | | | | 737,664 | | | | | | 0.6 | | | |||
| | | 174,773 | | | | Brambles Ltd. | | | | | 1,463,703 | | | | | | 1.3 | | | |||
| | | 228,292 | | | | Qantas Airways Ltd. | | | | | 676,672 | | | | | | 0.6 | | | |||
| | | 245,323 | | | | Sydney Airport | | | | | 1,129,053 | | | | | | 1.0 | | | |||
| | | 223,694 | | | | Transurban Group - Stapled Security | | | | | 1,695,588 | | | | | | 1.5 | | | |||
| | | 1,180,645 | | | | Other Securities(a) | | | | | 2,289,840 | | | | | | 2.0 | | | |||
| | | | | | | | | | | | 8,678,946 | | | | | | 7.6 | | | |||
| | | | | | | Information Technology: 0.9% | | |||||||||||||||
| | | 56,366 | | | | Computershare Ltd. | | | | | 474,293 | | | | | | 0.4 | | | |||
| | | 119,395 | | | | Other Securities(a) | | | | | 560,834 | | | | | | 0.5 | | | |||
| | | | | | | | | | | | 1,035,127 | | | | | | 0.9 | | | |||
| | | | | | | Materials: 11.6% | | |||||||||||||||
| | | 128,200 | | | | Amcor Ltd. | | | | | 1,245,491 | | | | | | 1.1 | | | |||
| | | 355,239 | | | | BHP Billiton Ltd. | | | | | 4,571,760 | | | | | | 4.0 | | | |||
| | | 185,483 | | | | Incitec Pivot Ltd. | | | | | 530,005 | | | | | | 0.5 | | | |||
| | | 49,081 | | | | James Hardie Industries SE | | | | | 618,809 | | | | | | 0.5 | | | |||
| | | 84,498 | | | | Newcrest Mining Ltd. | | | | | 799,537 | | | | | | 0.7 | | | |||
| | | 40,759 | | | | Orica Ltd. | | | | | 456,651 | | | | | | 0.4 | | | |||
| | | 46,956 | | | | Rio Tinto Ltd. | | | | | 1,518,532 | | | | | | 1.3 | | | |||
| | | 589,034 | @ | | South32 Ltd. - AUD | | | | | 452,496 | | | | | | 0.4 | | | ||||
| | | 1,379,594 | | | | Other Securities(a) | | | | | 3,020,349 | | | | | | 2.7 | | | |||
| | | | | | | | | | | | 13,213,630 | | | | | | 11.6 | | | |||
| | | | | | | Telecommunication Services: 5.3% | | |||||||||||||||
| | | 1,353,314 | | | | Telstra Corp., Ltd. | | | | | 5,499,446 | | | | | | 4.8 | | | |||
| | | 100,655 | | | | Other Securities | | | | | 587,580 | | | | | | 0.5 | | | |||
| | | | | | | | | | | | 6,087,026 | | | | | | 5.3 | | | |||
| | | | | | | Utilities: 2.2% | | |||||||||||||||
| | | 74,523 | | | | AGL Energy Ltd. | | | | | 975,141 | | | | | | 0.8 | | | |||
| | | 123,351 | | | | APA Group | | | | ��� | 776,168 | | | | | | 0.7 | | | |||
| | | 582,459 | | | | Other Securities | | | | | 810,271 | | | | | | 0.7 | | | |||
| | | | | | | | | | | | 2,561,580 | | | | | | 2.2 | | | |||
| | | | | | | Total Common Stock (Cost $127,046,976) | | | | | 110,782,897 | | | | | | 96.9 | | | |||
|
Voya Australia Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.9% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.6% | | ||||||||||||
| | | 1,000,000 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,000,041, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,020,000, due 03/31/21-02/15/44) | | | | $ | 1,000,000 | | | | | | 0.9 | | |
| | | 798,857 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $798,886, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $814,834, due 01/15/16-10/20/65) | | | | | 798,857 | | | | | | 0.7 | | |
| | | | | | | | | | | | 1,798,857 | | | | | | 1.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.3% | | ||||||||||||
| | | 2,669,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $2,669,000) | | | | | 2,669,000 | | | | | | 2.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||
| | | Total Short-Term Investments (Cost $4,467,857) | | | | $ | 4,467,857 | | | | | | 3.9 | | | ||
| | | Total Investments in Securities (Cost $131,514,833) | | | | $ | 115,250,754 | | | | | | 100.8 | | | ||
| | | Liabilities in Excess of Other Assets | | | | | (913,449) | | | | | | (0.8) | | | ||
| | | Net Assets | | | | $ | 114,337,305 | | | | | | 100.0 | | | ||
|
| Gross Unrealized Appreciation | | | | $ | 7,555,445 | | | |
| Gross Unrealized Depreciation | | | | | (28,376,383) | | | |
| Net Unrealized Depreciation | | | | $ | (20,820,938) | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 79,571 | | | | | $ | 5,180,782 | | | | | $ | — | | | | | $ | 5,260,353 | | |
Consumer Staples | | | | | — | | | | | | 7,928,739 | | | | | | — | | | | | | 7,928,739 | | |
Energy | | | | | — | | | | | | 4,417,314 | | | | | | — | | | | | | 4,417,314 | | |
Financials | | | | | — | | | | | | 53,988,160 | | | | | | — | | | | | | 53,988,160 | | |
Voya Australia Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Health Care | | | | | — | | | | | | 7,612,022 | | | | | | — | | | | | | 7,612,022 | | | ||||
Industrials | | | | | — | | | | | | 8,678,946 | | | | | | — | | | | | | 8,678,946 | | | ||||
Information Technology | | | | | — | | | | | | 1,035,127 | | | | | | — | | | | | | 1,035,127 | | | ||||
Materials | | | | | — | | | | | | 13,213,630 | | | | | | — | | | | | | 13,213,630 | | | ||||
Telecommunication Services | | | | | — | | | | | | 6,087,026 | | | | | | — | | | | | | 6,087,026 | | | ||||
Utilities | | | | | — | | | | | | 2,561,580 | | | | | | — | | | | | | 2,561,580 | | | ||||
Total Common Stock | | | | | 79,571 | | | | | | 110,703,326 | | | | | | — | | | | | | 110,782,897 | | | ||||
Short-Term Investments | | | | | 2,669,000 | | | | | | 1,798,857 | | | | | | — | | | | | | 4,467,857 | | | ||||
Total Investments, at fair value | | | | $ | 2,748,571 | | | | | $ | 112,502,183 | | | | | $ | — | | | | | $ | 115,250,754 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 17,321 | | | | | | — | | | | | | 17,321 | | | ||||
Futures | | | | | 277,694 | | | | | | — | | | | | | — | | | | | | 277,694 | | | ||||
Total Assets | | | | $ | 3,026,265 | | | | | $ | 112,519,504 | | | | | $ | — | | | | | $ | 115,545,769 | | | ||||
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Bank of America | | | Australian Dollar | | | | | 4,200,000 | | | | | | Buy | | | | | | 03/16/16 | | | | | $ | 3,032,152 | | | | | $ | 3,049,473 | | | | | $ | 17,321 | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 17,321 | | | ||||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
ASX SPI 200® Index | | | | | 38 | | | | | | 03/17/16 | | | | | $ | 3,639,229 | | | | | $ | 277,694 | | | ||||
| | | | | | | | | | | | | | | | $ | 3,639,229 | | | | | $ | 277,694 | | | ||||
|
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 | | | | $ | 17,321 | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 277,694 | | | |
Total Asset Derivatives | | | | | | | $ | 295,015 | | | |
|
Voya Australia Index Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | (364,251) | | | | | $ | — | | | | | $ | (364,251) | | | |||
Equity contracts | | | | | — | | | | | | (258,520) | | | | | | (258,520) | | | |||
Total | | | | $ | (364,251) | | | | | $ | (258,520) | | | | | $ | (622,771) | | | |||
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | 25,950 | | | | | $ | — | | | | | $ | 25,950 | | | |||
Equity contracts | | | | | — | | | | | | 273,504 | | | | | | 273,504 | | | |||
Total | | | | $ | 25,950 | | | | | $ | 273,504 | | | | | $ | 299,454 | | | |||
|
| | | Bank of America | | ||||
Assets: | | | | | | | | |
Forward foreign currency contracts | | | | $ | 17,321 | | | |
Total Assets | | | | $ | 17,321 | | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 17,321 | | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | |
Net Exposure(1) | | | | $ | 17,321 | | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 97.0% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 9.7% | | ||||||||||||
| | 300,900 | | | | Grupo Televisa S.A. | | | | $ | 1,647,098 | | | | | | 0.3 | | |
| | 12,330 | | | | Grupo Televisa SAB ADR | | | | | 335,499 | | | | | | 0.1 | | |
| | 10,169 | | | | Hyundai Mobis | | | | | 2,127,655 | | | | | | 0.4 | | |
| | 22,556 | | | | Hyundai Motor Co. | | | | | 2,844,849 | | | | | | 0.6 | | |
| | 39,494 | | | | Kia Motors Corp. | | | | | 1,761,036 | | | | | | 0.3 | | |
| | 59,119 | | | | Naspers Ltd. | | | | | 8,080,641 | | | | | | 1.6 | | |
| | 353,603 | | | | Steinhoff International Holdings NV | | | | | 1,795,110 | | | | | | 0.3 | | |
| | 17,813,366 | | | | Other Securities(a) | | | | | 30,992,800 | | | | | | 6.1 | | |
| | | | | | | | | | | 49,584,688 | | | | | | 9.7 | | |
| | | | | | Consumer Staples: 8.2% | | ||||||||||||
| | 636,900 | | | | AMBEV SA | | | | | 2,873,596 | | | | | | 0.6 | | |
| | 4,757 | | | | Amorepacific Corp. | | | | | 1,669,361 | | | | | | 0.3 | | |
| | 4,254 | | | | Amorepacific Group | | | | | 531,455 | | | | | | 0.1 | | |
| | 3,557 | @ | | Fomento Economico Mexicano SAB de CV ADR | | | | | 328,489 | | | | | | 0.1 | | | |
| | 239,200 | | | | Fomento Economico Mexicano SAB de CV UBD | | | | | 2,243,285 | | | | | | 0.4 | | |
| | 328,378 | | | | ITC Ltd. | | | | | 1,623,769 | | | | | | 0.3 | | |
| | 788,400 | | | | Wal-Mart de Mexico SAB de CV | | | | | 1,989,470 | | | | | | 0.4 | | |
| | 17,467,464 | | | | Other Securities(a) | | | | | 30,563,129 | | | | | | 6.0 | | |
| | | | | | | | | | | 41,822,554 | | | | | | 8.2 | | |
| | | | | | Energy: 6.8% | | ||||||||||||
| | 3,771,600 | | | | China Petroleum & Chemical Corp. | | | | | 2,264,940 | | | | | | 0.5 | | |
| | 2,649,000 | | | | CNOOC Ltd. | | | | | 2,757,016 | | | | | | 0.6 | | |
| | 192,958 | @ | | Gazprom PAO ADR | | | | | 708,156 | | | | | | 0.1 | | | |
| | 1,333,813 | | | | Gazprom PAO | | | | | 2,486,731 | | | | | | 0.5 | | |
| | 53,597 | | | | Lukoil OAO | | | | | 1,722,974 | | | | | | 0.3 | | |
| | 3,118,000 | | | | PetroChina Co., Ltd. | | | | | 2,041,170 | | | | | | 0.4 | | |
| | 30,667 | @ | | Petroleo Brasileiro SA ADR | | | | | 104,268 | | | | | | 0.0 | | | |
| | 443,200 | @ | | Petroleo Brasileiro SA | | | | | 960,057 | | | | | | 0.2 | | | |
| | 36,870 | | | | Reliance Industries Ltd. | | | | | 564,531 | | | | | | 0.1 | | |
| | 78,406 | | | | Reliance Industries Ltd. GDR | | | | | 2,399,224 | | | | | | 0.5 | | |
| | 81,994 | | | | Sasol Ltd. | | | | | 2,213,658 | | | | | | 0.4 | | |
| | 10,642,060 | | | | Other Securities(a) | | | | | 16,477,579 | | | | | | 3.2 | | |
| | | | | | | | | | | 34,700,304 | | | | | | 6.8 | | |
| | | | | | Financials: 26.9% | | ||||||||||||
| | 80,404 | @ | | Banco Bradesco SA ADR | | | | | 386,743 | | | | | | 0.1 | | | |
| | 109,800 | | | | Banco Bradesco SA | | | | | 568,948 | | | | | | 0.1 | | |
| | 1,835,700 | | | | Bank Central Asia Tbk PT | | | | | 1,758,746 | | | | | | 0.3 | | |
| | 11,734,000 | | | | Bank of China Ltd. | | | | | 5,206,533 | | | | | | 1.0 | | |
| | 1,199,611 | | | | Cathay Financial Holding Co., Ltd. | | | | | 1,680,585 | | | | | | 0.3 | | |
| | 12,442,000 | | | | China Construction Bank | | | | | 8,487,287 | | | | | | 1.7 | | |
| | 1,093,000 | | | | China Life Insurance Co., Ltd. | | | | | 3,508,747 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Financials (continued) | | ||||||||||||
| | 472,273 | | | | China Life Insurance Co., Ltd. (TWD) | | | | $ | 360,641 | | | | | | 0.1 | | |
| | 598,000 | | | | China Overseas Land & Investment Ltd. | | | | | 2,081,855 | | | | | | 0.4 | | |
| | 90,600 | # | | Dalian Wanda Commercial Properties Co. Ltd. | | | | | 525,843 | | | | | | 0.1 | | | |
| | 373,000 | | | | Grupo Financiero Banorte | | | | | 2,055,834 | | | | | | 0.4 | | |
| | 221,094 | | | | Housing Development Finance Corp. | | | | | 4,205,173 | | | | | | 0.8 | | |
| | 128,400 | #,@ | | Huatai Securities Co. Ltd. | | | | | 296,824 | | | | | | 0.1 | | | |
| | 10,903,000 | | | | Industrial & Commercial Bank of China | | | | | 6,535,461 | | | | | | 1.3 | | |
| | 88,278 | @ | | Itau Unibanco Holding S.A. ADR | | | | | 574,690 | | | | | | 0.1 | | | |
| | 773,500 | | | | Ping An Insurance Group Co. of China Ltd. | | | | | 4,265,624 | | | | | | 0.8 | | |
| | 376,200 | | | | Public Bank BHD | | | | | 1,620,977 | | | | | | 0.3 | | |
| | 8,267 | | | | Samsung Securities Co. Ltd. | | | | | 290,140 | | | | | | 0.1 | | |
| | 62,932 | | | | Shinhan Financial Group Co., Ltd. | | | | | 2,113,996 | | | | | | 0.4 | | |
| | 904,786,389 | | | | Other Securities(a) | | | | | 90,811,460 | | | | | | 17.8 | | |
| | | | | | | | | | | 137,336,107 | | | | | | 26.9 | | |
| | | | | | Health Care: 2.9% | | ||||||||||||
| | 142,947 | | | | Sun Pharmaceutical Industries Ltd. | | | | | 1,768,287 | | | | | | 0.3 | | |
| | 7,768,253 | | | | Other Securities | | | | | 13,275,205 | | | | | | 2.6 | | |
| | | | | | | | | | | 15,043,492 | | | | | | 2.9 | | |
| | | | | | Industrials: 6.7% | | ||||||||||||
| | 18,096,278 | | | | Other Securities(a) | | | | | 34,290,686 | | | | | | 6.7 | | |
| | | | | | Information Technology: 20.3% | | ||||||||||||
| | 74,121 | @ | | Alibaba Group Holding Ltd. ADR | | | | | 6,023,814 | | | | | | 1.2 | | | |
| | 20,390 | @ | | Baidu, Inc. ADR | | | | | 3,854,526 | | | | | | 0.8 | | | |
| | 2,124,512 | | | | Hon Hai Precision Industry Co., Ltd. | | | | | 5,199,314 | | | | | | 1.0 | | |
| | 85,446 | | | | SK Hynix, Inc. | | | | | 2,207,323 | | | | | | 0.4 | | |
| | 56,220 | | | | Infosys Ltd. | | | | | 936,824 | | | | | | 0.2 | | |
| | 212,983 | | | | Infosys Ltd. ADR | | | | | 3,567,465 | | | | | | 0.7 | | |
| | 222,820 | | | | MediaTek, Inc. | | | | | 1,685,299 | | | | | | 0.3 | | |
| | 4,207 | | | | NAVER Corp. | | | | | 2,345,989 | | | | | | 0.5 | | |
| | 8,198 | | | | Samsung SDI Co., Ltd. | | | | | 788,114 | | | | | | 0.2 | | |
| | 4,660 | | | | Samsung SDS Co. Ltd. | | | | | 1,002,305 | | | | | | 0.2 | | |
| | 16,327 | | | | Samsung Electronics Co., Ltd. | | | | | 17,414,089 | | | | | | 3.4 | | |
| | 3,645,000 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 15,725,409 | | | | | | 3.1 | | |
| | 70,723 | | | | Tata Consultancy Services Ltd. | | | | | 2,600,030 | | | | | | 0.5 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Information Technology (continued) | | ||||||||||||
| | 768,900 | | | | Tencent Holdings Ltd. | | | | $ | 15,055,051 | | | | | | 2.9 | | |
| | 20,162,403 | | | | Other Securities(a) | | | | | 25,234,678 | | | | | | 4.9 | | |
| | | | | | | | | | | 103,640,230 | | | | | | 20.3 | | |
| | | | | | Materials: 5.9% | | ||||||||||||
| | 6,905 | | | | LG Chem Ltd. | | | | | 1,906,354 | | | | | | 0.4 | | |
| | 14,892,558 | | | | Other Securities(a) | | | | | 28,397,947 | | | | | | 5.5 | | |
| | | | | | | | | | | 30,304,301 | | | | | | 5.9 | | |
| | | | | | Telecommunication Services: 6.7% | | ||||||||||||
| | 42,880 | @ | | America Movil SAB de CV ADR | | | | | 602,893 | | | | | | 0.1 | | | |
| | 3,807,500 | | | | America Movil SAB de CV | | | | | 2,677,589 | | | | | | 0.5 | | |
| | 910,000 | | | | China Mobile Ltd. | | | | | 10,243,056 | | | | | | 2.0 | | |
| | 560,000 | | | | Chunghwa Telecom Co., Ltd. | | | | | 1,686,999 | | | | | | 0.4 | | |
| | 246,407 | | | | MTN Group Ltd. | | | | | 2,122,638 | | | | | | 0.4 | | |
| | 7,503,700 | | | | Telekomunikasi Indonesia Persero Tbk PT | | | | | 1,680,658 | | | | | | 0.3 | | |
| | 10,092,657 | | | | Other Securities | | | | | 15,043,353 | | | | | | 3.0 | | |
| | | | | | | | | | | 34,057,186 | | | | | | 6.7 | | |
| | | | | | Utilities: 2.9% | | ||||||||||||
| | 1,292,000 | # | | CGN Power Co. Ltd. | | | | | 481,040 | | | | | | 0.1 | | | |
| | 33,115,181 | | | | Other Securities | | | | | 14,637,070 | | | | | | 2.8 | | |
| | | | | | | | | | | 15,118,110 | | | | | | 2.9 | | |
| | | | | | Total Common Stock (Cost $592,459,913) | | | | | 495,897,658 | | | | | | 97.0 | | |
PREFERRED STOCK: 2.5% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 0.2% | | ||||||||||||
| | 3,779 | | | | Hyundai Motor Co. | | | | | 330,428 | | | | | | 0.0 | | |
| | 5,772 | | | | Hyundai Motor Co.- Series 2 | | | | | 513,751 | | | | | | 0.1 | | |
| | 88,450 | | | | Other Securities | | | | | 433,726 | | | | | | 0.1 | | |
| | | | | | | | | | | 1,277,905 | | | | | | 0.2 | | |
| | | | | | Consumer Staples: 0.1% | | ||||||||||||
| | 1,447 | | | | Amorepacific Corp. | | | | | 281,979 | | | | | | 0.1 | | |
| | | | | | Energy: 0.3% | | ||||||||||||
| | 520,100 | @ | | Petroleo Brasileiro SA | | | | | 880,802 | | | | | | 0.2 | | | |
| | 241 | | | | Other Securities | | | | | 639,937 | | | | | | 0.1 | | |
| | | | | | | | | | | 1,520,739 | | | | | | 0.3 | | |
| | | | | | Financials: 0.9% | | ||||||||||||
| | 292,280 | | | | Banco Bradesco SA | | | | | 1,424,369 | | | | | | 0.3 | | |
| | 358,373 | | | | Itau Unibanco Holding S.A. | | | | | 2,385,077 | | | | | | 0.4 | | |
| | 517,163 | | | | Other Securities | | | | | 1,009,613 | | | | | | 0.2 | | |
| | | | | | | | | | | 4,819,059 | | | | | | 0.9 | | |
| | | | | | Information Technology: 0.6% | | ||||||||||||
| | 3,062 | | | | Samsung Electronics Co., Ltd. | | | | | 2,830,476 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
PREFERRED STOCK: (continued) | | |||||||||||||||||||||
| | | | | | Materials: 0.2% | | |||||||||||||||
| | 1,171 | | | | LG Chem Ltd. | | | | $ | 244,647 | | | | | | 0.0 | | | |||
| | 373,200 | | | | Other Securities | | | | | 776,518 | | | | | | 0.2 | | | |||
| | | | | | | | | | | 1,021,165 | | | | | | 0.2 | | | |||
| | | | | | Telecommunication Services: 0.1% | | |||||||||||||||
| | 56,400 | | | | Other Securities | | | | | 509,649 | | | | | | 0.1 | | | |||
| | | | | | Utilities: 0.1% | | |||||||||||||||
| | 144,859 | | | | Other Securities | | | | | 266,349 | | | | | | 0.1 | | | |||
| | | | | | Total Preferred Stock (Cost $24,927,229) | | | | | 12,527,321 | | | | | | 2.5 | | | |||
RIGHTS: 0.0% | | |||||||||||||||||||||
| | | | | | Financials: 0.0% | | |||||||||||||||
| | 13,170 | @ | | Banco Bradesco SA | | | | | 7,935 | | | | | | 0.0 | | | ||||
| | 7,498 | | | | Other Securities | | | | | 8,505 | | | | | | 0.0 | | | |||
| | | | | | Total Rights (Cost $—) | | | | | 16,440 | | | | | | 0.0 | | | |||
| | | | | | Total Long-Term Investments (Cost $617,387,142) | | | | | 508,441,419 | | | | | | 99.5 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.8% | | ||||||||||||
| | | 2,174,882 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $2,174,963, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $2,218,379, due 01/15/16-04/01/51) | | | | | 2,174,882 | | | | | | 0.4 | | |
| | | 2,174,882 | | | | HSBC Securities USA, Repurchase Agreement dated 12/31/15, 0.28%, due 01/04/16 (Repurchase Amount $2,174,949, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $2,218,386, due 01/15/16-11/15/43) | | | | | 2,174,882 | | | | | | 0.5 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 2,174,882 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,174,956, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $2,218,380, due 11/15/42-02/20/45) | | | | $ | 2,174,882 | | | | | | 0.4 | | |
| | | 2,174,882 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,174,961, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,218,380, due 01/15/16- 10/20/65) | | | | | 2,174,882 | | | | | | 0.4 | | |
| | | 457,793 | | | | Royal Bank of Scotland PLC, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $457,808, collateralized by various U.S. Government Securities, 0.074%-3.250%, Market Value plus accrued interest $466,951, due 07/31/16- 11/15/23) | | | | | 457,793 | | | | | | 0.1 | | |
| | | | | | | | | | | | 9,157,321 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 0.6% | | |||||||||||||||
| | | 2,928,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $2,928,000) | | | | $ | 2,928,000 | | | | | | 0.6 | | | |||
| | | | | | | Total Short-Term Investments (Cost $12,085,321) | | | | | 12,085,321 | | | | | | 2.4 | | | |||
| | | | | | | Total Investments in Securities (Cost $629,472,463) | | | | $ | 520,526,740 | | | | | | 101.9 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (9,554,168) | | | | | | (1.9) | | | |||
| | | | | | | Net Assets | | | | $ | 510,972,572 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 34,283,361 | | | |
| Gross Unrealized Depreciation | | | | | (159,200,972) | | | |
| Net Unrealized Depreciation | | | | $ | (124,917,611) | | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | 9,348,896 | | | | | $ | 40,235,792 | | | | | $ | — | | | | | $ | 49,584,688 | | | ||||
Consumer Staples | | | | | 14,274,976 | | | | | | 27,547,578 | | | | | | — | | | | | | 41,822,554 | | | ||||
Energy | | | | | 6,880,088 | | | | | | 27,820,216 | | | | | | — | | | | | | 34,700,304 | | | ||||
Financials | | | | | 15,532,415 | | | | | | 121,226,025 | | | | | | 577,667 | | | | | | 137,336,107 | | | ||||
Health Care | | | | | 1,411,428 | | | | | | 13,367,978 | | | | | | 264,086 | | | | | | 15,043,492 | | | ||||
Industrials | | | | | 4,816,849 | | | | | | 29,473,837 | | | | | | — | | | | | | 34,290,686 | | | ||||
Information Technology | | | | | 17,354,839 | | | | | | 86,174,605 | | | | | | 110,786 | | | | | | 103,640,230 | | | ||||
Materials | | | | | 7,508,541 | | | | | | 22,795,760 | | | | | | — | | | | | | 30,304,301 | | | ||||
Telecommunication Services | | | | | 5,624,650 | | | | | | 28,432,536 | | | | | | — | | | | | | 34,057,186 | | | ||||
Utilities | | | | | 3,310,899 | | | | | | 11,807,211 | | | | | | — | | | | | | 15,118,110 | | | ||||
Total Common Stock | | | | | 86,063,581 | | | | | | 408,881,538 | | | | | | 952,539 | | | | | | 495,897,658 | | | ||||
Preferred Stock | | | | | 7,686,103 | | | | | | 4,841,218 | | | | | | — | | | | | | 12,527,321 | | | ||||
Rights | | | | | 8,505 | | | | | | 7,935 | | | | | | — | | | | | | 16,440 | | | ||||
Short-Term Investments | | | | | 2,928,000 | | | | | | 9,157,321 | | | | | | — | | | | | | 12,085,321 | | | ||||
Total Investments, at fair value | | | | $ | 96,686,189 | | | | | $ | 422,888,012 | | | | | $ | 952,539 | | | | | $ | 520,526,740 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | | 32,501 | | | | | | — | | | | | | — | | | | | | 32,501 | | | ||||
Total Assets | | | | $ | 96,718,690 | | | | | $ | 422,888,012 | | | | | $ | 952,539 | | | | | $ | 520,559,241 | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 105 | | | | | | 03/18/16 | | | | | $ | 4,134,375 | | | | | $ | 32,501 | | | ||||
| | | | | | | | | | | | | | | | $ | 4,134,375 | | | | | $ | 32,501 | | | ||||
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Asset Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 32,501 | | | |
Total Asset Derivatives | | | | | | | $ | 32,501 | | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | 69,286 | | | | | $ | — | | | | | $ | 69,286 | | | |||
Equity contracts | | | | | — | | | | | | (2,122,532) | | | | | $ | (2,122,532) | | | |||
Total | | | | $ | 69,286 | | | | | $ | (2,122,532) | | | | | $ | (2,053,246) | | | |||
|
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (154,512) | | | |
Total | | | | $ | (154,512) | | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2015 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.3% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 9.5% | | ||||||||||||
| | 59,445 | | | | Bayerische Motoren Werke AG | | | | $ | 6,262,654 | | | | | | 1.4 | | |
| | 184,785 | | | | Daimler AG | | | | | 15,439,610 | | | | | | 3.6 | | |
| | 194,848 | | | | Industria de Diseno Textil SA | | | | | 6,693,869 | | | | | | 1.6 | | |
| | 50,439 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 7,922,508 | | | | | | 1.8 | | |
| | 217,103 | | | | Vivendi SA | | | | | 4,662,757 | | | | | | 1.1 | | |
| | | | | | | | | | | 40,981,398 | | | | | | 9.5 | | |
| | | | | | Consumer Staples: 11.3% | | ||||||||||||
| | 142,259 | | | | Anheuser-Busch InBev Worldwide, Inc. | | | | | 17,703,835 | | | | | | 4.1 | | |
| | 102,873 | | | | Carrefour S.A. | | | | | 2,968,889 | | | | | | 0.7 | | |
| | 113,174 | | | | Danone | | | | | 7,647,603 | | | | | | 1.8 | | |
| | 45,277 | | | | L’Oreal S.A. | | | | | 7,615,852 | | | | | | 1.8 | | |
| | 289,368 | | | | Unilever NV | | | | | 12,611,913 | | | | | | 2.9 | | |
| | | | | | | | | | | 48,548,092 | | | | | | 11.3 | | |
| | | | | | Energy: 6.4% | | ||||||||||||
| | 470,980 | | | | ENI S.p.A. | | | | | 6,997,952 | | | | | | 1.7 | | |
| | 452,177 | | | | Total S.A. | | | | | 20,271,833 | | | | | | 4.7 | | |
| | | | | | | | | | | 27,269,785 | | | | | | 6.4 | | |
| | | | | | Financials: 26.0% | | ||||||||||||
| | 84,730 | | | | Allianz SE | | | | | 14,936,118 | | | | | | 3.5 | | |
| | 250,318 | | | | Assicurazioni Generali S.p.A. | | | | | 4,572,506 | | | | | | 1.1 | | |
| | 389,174 | | | | AXA S.A. | | | | | 10,633,681 | | | | | | 2.5 | | |
| | 2,677,353 | | | | Banco Santander SA | | | | | 13,170,964 | | | | | | 3.1 | | |
| | 1,181,249 | | | | Banco Bilbao Vizcaya Argentaria S.A. | | | | | 8,631,181 | | | | | | 2.0 | | |
| | 207,296 | | | | BNP Paribas | | | | | 11,728,316 | | | | | | 2.7 | | |
| | 255,723 | | | | Deutsche Bank AG | | | | | 6,210,183 | | | | | | 1.4 | | |
| | 717,406 | | | | ING Groep NV | | | | | 9,706,581 | | | | | | 2.3 | | |
| | 2,660,793 | | | | Intesa Sanpaolo SpA - ISP | | | | | 8,836,541 | | | | | | 2.0 | | |
| | 27,930 | | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 5,564,723 | | | | | | 1.3 | | |
| | 149,454 | | | | Societe Generale | | | | | 6,887,198 | | | | | | 1.6 | | |
| | 18,289 | | | | Unibail-Rodamco SE | | | | | 4,644,173 | | | | | | 1.1 | | |
| | 1,107,416 | | | | UniCredit SpA | | | | | 6,122,594 | | | | | | 1.4 | | |
| | | | | | | | | | | 111,644,759 | | | | | | 26.0 | | |
| | | | | | Health Care: 11.2% | | ||||||||||||
| | 153,320 | | | | Bayer AG | | | | | 19,148,296 | | | | | | 4.4 | | |
| | 40,077 | | | | Essilor International SA | | | | | 4,995,062 | | | | | | 1.2 | | |
| | 74,220 | | | | Fresenius SE & Co. KGaA | | | | | 5,286,885 | | | | | | 1.2 | | |
| | 220,348 | | | | Sanofi | | | | | 18,778,545 | | | | | | 4.4 | | |
| | | | | | | | | | | 48,208,788 | | | | | | 11.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | Industrials: 12.1% | | |||||||||||||||
| | 92,311 | | | | Cie de Saint-Gobain | | | | $ | 4,000,344 | | | | | | 0.9 | | | |||
| | 177,526 | | | | Deutsche Post AG | | | | | 4,963,264 | | | | | | 1.2 | | | |||
| | 108,197 | | | | Airbus Group SE | | | | | 7,291,151 | | | | | | 1.7 | | | |||
| | 176,596 | | | | Koninklijke Philips NV | | | | | 4,507,508 | | | | | | 1.1 | | | |||
| | 63,379 | | | | Safran S.A. | | | | | 4,354,336 | | | | | | 1.0 | | | |||
| | 108,944 | | | | Schneider Electric SE | | | | | 6,188,483 | | | | | | 1.4 | | | |||
| | 143,887 | | | | Siemens AG | | | | | 13,920,548 | | | | | | 3.3 | | | |||
| | 103,312 | | | | Vinci S.A. | | | | | 6,621,793 | | | | | | 1.5 | | | |||
| | | | | | | | | | | 51,847,427 | | | | | | 12.1 | | | |||
| | | | | | Information Technology: 6.0% | | |||||||||||||||
| | 68,797 | | | | ASML Holding NV | | | | | 6,112,749 | | | | | | 1.5 | | | |||
| | 738,256 | | | | Nokia OYJ | | | | | 5,222,836 | | | | | | 1.2 | | | |||
| | 179,141 | | | | SAP SE | | | | | 14,215,485 | | | | | | 3.3 | | | |||
| | | | | | | | | | | 25,551,070 | | | | | | 6.0 | | | |||
| | | | | | Materials: 4.7% | | |||||||||||||||
| | 63,794 | | | | Air Liquide SA | | | | | 7,161,975 | | | | | | 1.7 | | | |||
| | 170,290 | | | | BASF SE | | | | | 12,972,431 | | | | | | 3.0 | | | |||
| | | | | | | | | | | 20,134,406 | | | | | | 4.7 | | | |||
| | | | | | Telecommunication Services: 6.0% | | |||||||||||||||
| | 587,710 | | | | Deutsche Telekom AG | | | | | 10,555,710 | | | | | | 2.4 | | | |||
| | 377,961 | | | | Orange SA | | | | | 6,321,707 | | | | | | 1.5 | | | |||
| | 798,152 | | | | Telefonica S.A. | | | | | 8,854,687 | | | | | | 2.1 | | | |||
| | | | | | | | | | | 25,732,104 | | | | | | 6.0 | | | |||
| | | | | | Utilities: 5.1% | | |||||||||||||||
| | 370,904 | | | | E.ON AG | | | | | 3,561,442 | | | | | | 0.8 | | | |||
| | 1,298,845 | | | | Enel S.p.A. | | | | | 5,446,482 | | | | | | 1.3 | | | |||
| | 301,203 | | | | Engie SA | | | | | 5,335,303 | | | | | | 1.2 | | | |||
| | 1,061,667 | | | | Iberdrola S.A. | | | | | 7,526,169 | | | | | | 1.8 | | | |||
| | | | | | | | | | | 21,869,396 | | | | | | 5.1 | | | |||
| | | | | | Total Common Stock (Cost $375,633,923) | | | | | 421,787,225 | | | | | | 98.3 | | | |||
PREFERRED STOCK: 1.1% | | |||||||||||||||||||||
| | | | | | Consumer Discretionary: 1.1% | | |||||||||||||||
| | 33,942 | | | | Volkswagen AG | | | | | 4,900,551 | | | | | | 1.1 | | | |||
| | | | | | Total Preferred Stock (Cost $5,698,055) | | | | | 4,900,551 | | | | | | 1.1 | | | |||
| | | | | | Total Investments in Securities (Cost $381,331,978) | | | | $ | 426,687,776 | | | | | | 99.4 | | | |||
| | | | | | Assets in Excess of Other Liabilities | | | | | 2,416,620 | | | | | | 0.6 | | | |||
| | | | | | Net Assets | | | | $ | 429,104,396 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 67,795,372 | | | |
| Gross Unrealized Depreciation | | | | | (47,894,852) | | | |
| Net Unrealized Appreciation | | | | $ | 19,900,520 | | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | 40,981,398 | | | | | $ | — | | | | | $ | 40,981,398 | | | ||||
Consumer Staples | | | | | 12,611,913 | | | | | | 35,936,179 | | | | | | — | | | | | | 48,548,092 | | | ||||
Energy | | | | | — | | | | | | 27,269,785 | | | | | | — | | | | | | 27,269,785 | | | ||||
Financials | | | | | 9,706,581 | | | | | | 101,938,178 | | | | | | — | | | | | | 111,644,759 | | | ||||
Health Care | | | | | — | | | | | | 48,208,788 | | | | | | — | | | | | | 48,208,788 | | | ||||
Industrials | | | | | — | | | | | | 51,847,427 | | | | | | — | | | | | | 51,847,427 | | | ||||
Information Technology | | | | | — | | | | | | 25,551,070 | | | | | | — | | | | | | 25,551,070 | | | ||||
Materials | | | | | — | | | | | | 20,134,406 | | | | | | — | | | | | | 20,134,406 | | | ||||
Telecommunication Services | | | | | — | | | | | | 25,732,104 | | | | | | — | | | | | | 25,732,104 | | | ||||
Utilities | | | | | — | | | | | | 21,869,396 | | | | | | — | | | | | | 21,869,396 | | | ||||
Total Common Stock | | | | | 22,318,494 | | | | | | 399,468,731 | | | | | | — | | | | | | 421,787,225 | | | ||||
Preferred Stock | | | | | — | | | | | | 4,900,551 | | | | | | — | | | | | | 4,900,551 | | | ||||
Total Investments, at fair value | | | | $ | 22,318,494 | | | | | $ | 404,369,282 | | | | | $ | — | | | | | $ | 426,687,776 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 13,237 | | | | | | — | | | | | | 13,237 | | | ||||
Total Assets | | | | $ | 22,318,494 | | | | | $ | 404,382,519 | | | | | $ | — | | | | | $ | 426,701,013 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (65,858) | | | | | $ | — | | | | | $ | (65,858) | | | ||||
Futures | | | | | (23,109) | | | | | | — | | | | | | — | | | | | | (23,109) | | | ||||
Total Liabilities | | | | $ | (23,109) | | | | | $ | (65,858) | | | | | $ | — | | | | | $ | (88,967) | | | ||||
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Morgan Stanley | | | EU Euro | | | | | 4,300,000 | | | | | | Buy | | | | | | 03/16/16 | | | | | $ | 4,747,629 | | | | | $ | 4,681,771 | | | | | $ | (65,858) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (65,858) | | | ||||||
Barclays Bank PLC | | | EU Euro | | | | | 1,000,000 | | | | | | Sell | | | | | | 03/16/16 | | | | | $ | 1,095,448 | | | | | $ | 1,088,784 | | | | | $ | 6,664 | | | ||||||
Societe Generale | | | EU Euro | | | | | 1,300,000 | | | | | | Sell | | | | | | 03/16/16 | | | | | | 1,421,992 | | | | | | 1,415,419 | | | | | | 6,573 | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 13,237 | | | ||||||
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2015 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | 60 | | | | | 03/18/16 | | | | | $ | 2,140,039 | | | | | $ | (23,109) | | | |||
EURO STOXX 50® | | | | | | | | | | | | | $ | 2,140,039 | | | | | $ | (23,109) | | | |||
|
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 | | | | $ | 13,237 | | | |
Total Asset Derivatives | | | | | | | $ | 13,237 | | | |
Liability Derivatives | | | | ||||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 65,858 | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 23,109 | | | |
Total Liability Derivatives | | | | | | | $ | 88,967 | | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | (274,124) | | | | | $ | — | | | | | $ | (274,124) | | | |||
Equity contracts | | | | | — | | | | | | 427,176 | | | | | | 427,176 | | | |||
Total | | | | $ | (274,124) | | | | | $ | 427,176 | | | | | $ | 153,052 | | | |||
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | 65,767 | | | | | $ | — | | | | | $ | 65,767 | | | |||
Equity contracts | | | | | — | | | | | | (128,076) | | | | | | (128,076) | | | |||
Total | | | | $ | 65,767 | | | | | $ | (128,076) | | | | | $ | (62,309) | | | |||
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2015 (continued) |
| | | Barclays Bank PLC | | | Morgan Stanley | | | Societe Generale | | | Totals | | ||||||||||||||||
Assets: | | | | | | | | | | | |||||||||||||||||||
Forward foreign currency contracts | | | | $ | 6,664 | | | | | $ | — | | | | | $ | 6,573 | | | | | $ | 13,237 | | | ||||
Total Assets | | | | $ | 6,664 | | | | | $ | — | | | | | $ | 6,573 | | | | | $ | 13,237 | | | ||||
Liabilities: | | | | | | | | | | | |||||||||||||||||||
Forward foreign currency contracts | | | | $ | — | | | | | $ | 65,858 | | | | | $ | — | | | | | $ | 65,858 | | | ||||
Total Liabilities | | | | $ | — | | | | | $ | 65,858 | | | | | $ | — | | | | | $ | 65,858 | | | ||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 6,664 | | | | | $ | (65,858) | | | | | $ | 6,573 | | | | | | (52,621) | | | ||||
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | ||||
Net Exposure(1) | | | | $ | 6,664 | | | | | $ | (65,858) | | | | | $ | 6,573 | | | | | $ | (52,621) | | | ||||
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 10.9% | | ||||||||||||
| | | 149,409 | | | | Sky PLC | | | | $ | 2,449,239 | | | | | | 0.7 | | |
| | | 234,764 | | | | Compass Group PLC | | | | | 4,068,067 | | | | | | 1.2 | | |
| | | 533,409 | | | | ITV PLC | | | | | 2,171,708 | | | | | | 0.6 | | |
| | | 101,110 | # | | Merlin Entertainments PLC | | | | | 677,953 | | | | | | 0.2 | | | |
| | | 20,980 | | | | Next PLC | | | | | 2,252,654 | | | | | | 0.7 | | |
| | | 159,408 | | | | Relx PLC | | | | | 2,811,323 | | | | | | 0.8 | | |
| | | 25,999 | | | | Whitbread PLC | | | | | 1,685,175 | | | | | | 0.5 | | |
| | | 184,661 | | | | WPP PLC | | | | | 4,247,557 | | | | | | 1.2 | | |
| | | 1,958,036 | | | | Other Securities | | | | | 16,941,145 | | | | | | 5.0 | | |
| | | | | | | | | | | | 37,304,821 | | | | | | 10.9 | | |
| | | | | | | Consumer Staples: 18.2% | | ||||||||||||
| | | 49,653 | | | | Associated British Foods PLC | | | | | 2,443,297 | | | | | | 0.7 | | |
| | | 265,593 | | | | British American Tobacco PLC | | | | | 14,749,537 | | | | | | 4.3 | | |
| | | 358,878 | | | | Diageo PLC | | | | | 9,800,212 | | | | | | 2.9 | | |
| | | 137,273 | | | | Imperial Tobacco Group PLC | | | | | 7,250,481 | | | | | | 2.1 | | |
| | | 90,582 | | | | Reckitt Benckiser Group PLC | | | | | 8,381,271 | | | | | | 2.5 | | |
| | | 134,700 | | | | SABMiller PLC | | | | | 8,058,345 | | | | | | 2.4 | | |
| | | 1,157,399 | @ | | Tesco PLC | | | | | 2,543,140 | | | | | | 0.7 | | | |
| | | 171,901 | | | | Unilever PLC | | | | | 7,373,248 | | | | | | 2.2 | | |
| | | 229,345 | | | | Other Securities(a) | | | | | 1,365,253 | | | | | | 0.4 | | |
| | | | | | | | | | | | 61,964,784 | | | | | | 18.2 | | |
| | | | | | | Energy: 12.1% | | ||||||||||||
| | | 484,922 | | | | BG Group PLC | | | | | 7,029,393 | | | | | | 2.1 | | |
| | | 2,598,535 | | | | BP PLC | | | | | 13,503,847 | | | | | | 4.0 | | |
| | | 561,657 | | | | Royal Dutch Shell PLC - Class A | | | | | 12,721,135 | | | | | | 3.7 | | |
| | | 345,906 | | | | Royal Dutch Shell PLC - Class B | | | | | 7,883,566 | | | | | | 2.3 | | |
| | | | | | | | | | | | 41,137,941 | | | | | | 12.1 | | |
| | | | | | | Financials: 23.1% | | ||||||||||||
| | | 576,417 | | | | Aviva PLC | | | | | 4,375,305 | | | | | | 1.3 | | |
| | | 2,386,169 | | | | Barclays PLC | | | | | 7,680,574 | | | | | | 2.3 | | |
| | | 145,940 | | | | British Land Co. PLC | | | | | 1,688,663 | | | | | | 0.5 | | |
| | | 2,780,712 | | | | HSBC Holdings PLC | | | | | 21,951,670 | | | | | | 6.4 | | |
| | | 112,092 | | | | Land Securities Group PLC | | | | | 1,943,130 | | | | | | 0.6 | | |
| | | 846,046 | | | | Legal & General Group PLC | | | | | 3,338,435 | | | | | | 1.0 | | |
| | | 9,119,911 | | | | Lloyds Banking Group Plc | | | | | 9,813,037 | | | | | | 2.9 | | |
| | | 44,459 | | | | London Stock Exchange Group PLC | | | | | 1,798,737 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 696,351 | | | | Old Mutual PLC | | | | $ | 1,831,874 | | | | | | 0.5 | | |
| | | 363,574 | | | | Prudential PLC | | | | | 8,191,185 | | | | | | 2.4 | | |
| | | 461,745 | | | | Royal Bank of Scotland Group PLC | | | | | 2,052,497 | | | | | | 0.6 | | |
| | | 382,452 | | | | Standard Chartered PLC | | | | | 3,173,281 | | | | | | 0.9 | | |
| | | 1,312,873 | | | | Other Securities | | | | | 11,075,934 | | | | | | 3.2 | | |
| | | | | | | | | | | | 78,914,322 | | | | | | 23.1 | | |
| | | | | | | Health Care: 10.2% | | ||||||||||||
| | | 179,808 | | | | AstraZeneca PLC | | | | | 12,145,626 | | | | | | 3.5 | | |
| | | 692,722 | | | | GlaxoSmithKline PLC | | | | | 13,990,186 | | | | | | 4.1 | | |
| | | 83,757 | | | | Shire PLC | | | | | 5,746,385 | | | | | | 1.7 | | |
| | | 127,761 | | | | Smith & Nephew PLC | | | | | 2,276,979 | | | | | | 0.7 | | |
| | | 19,181 | | | | Other Securities | | | | | 650,230 | | | | | | 0.2 | | |
| | | | | | | | | | | | 34,809,406 | | | | | | 10.2 | | |
| | | | | | | Industrials: 6.8% | | ||||||||||||
| | | 450,659 | | | | BAE Systems PLC | | | | | 3,318,004 | | | | | | 1.0 | | |
| | | 94,309 | | | | Capita Group PLC | | | | | 1,678,004 | | | | | | 0.5 | | |
| | | 138,715 | | | | Experian PLC | | | | | 2,451,720 | | | | | | 0.7 | | |
| | | 261,085 | | | | International Consolidated Airlines Group SA | | | | | 2,347,447 | | | | | | 0.7 | | |
| | | 25,779,870 | @ | | Rolls-Royce Holdings PLC | | | | | 2,256,637 | | | | | | 0.6 | | | |
| | | 37,088 | | | | Wolseley PLC | | | | | 2,014,368 | | | | | | 0.6 | | |
| | | 482,149 | | | | Other Securities | | | | | 9,100,823 | | | | | | 2.7 | | |
| | | | | | | | | | | | 23,167,003 | | | | | | 6.8 | | |
| | | | | | | Information Technology: 1.5% | | ||||||||||||
| | | 201,113 | | | | ARM Holdings PLC | | | | | 3,065,388 | | | | | | 0.9 | | |
| | | 148,184 | #,@ | | Worldpay Group PLC | | | | | 671,310 | | | | | | 0.2 | | | |
| | | 153,460 | | | | Other Securities | | | | | 1,363,510 | | | | | | 0.4 | | |
| | | | | | | | | | | | 5,100,208 | | | | | | 1.5 | | |
| | | | | | | Materials: 5.4% | | ||||||||||||
| | | 300,937 | | | | BHP Billiton PLC | | | | | 3,356,015 | | | | | | 1.0 | | |
| | | 116,098 | | | | CRH PLC - London | | | | | 3,361,256 | | | | | | 1.0 | | |
| | | 1,661,329 | | | | Glencore PLC | | | | | 2,201,488 | | | | | | 0.6 | | |
| | | 175,109 | | | | Rio Tinto PLC | | | | | 5,098,376 | | | | | | 1.5 | | |
| | | 355,655 | | | | Other Securities | | | | | 4,398,594 | | | | | | 1.3 | | |
| | | | | | | | | | | | 18,415,729 | | | | | | 5.4 | | |
| | | | | | | Telecommunication Services: 6.3% | | ||||||||||||
| | | 1,192,482 | | | | BT Group PLC | | | | | 8,280,139 | | | | | | 2.4 | | |
| | | 3,785,290 | | | | Vodafone Group PLC | | | | | 12,274,885 | | | | | | 3.6 | | |
| | | 63,822 | | | | Other Securities | | | | | 1,069,946 | | | | | | 0.3 | | |
| | | | | | | | | | | | 21,624,970 | | | | | | 6.3 | | |
Voya FTSE 100 Index® Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Utilities: 4.5% | | |||||||||||||||
| | | 719,841 | | | | Centrica PLC | | | | $ | 2,311,403 | | | | | | 0.7 | | | |||
| | | 537,455 | | | | National Grid PLC | | | | | 7,412,401 | | | | | | 2.2 | | | |||
| | | 140,690 | | | | SSE PLC | | | | | 3,159,038 | | | | | | 0.9 | | | |||
| | | 131,069 | | | | Other Securities | | | | | 2,422,051 | | | | | | 0.7 | | | |||
| | | | | | | | | | | | 15,304,893 | | | | | | 4.5 | | | |||
| | | | | | | Total Common Stock (Cost $323,252,583) | | | | | 337,744,077 | | | | | | 99.0 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: 0.2% | | |||||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.2% | | |||||||||||||||
| | | 571,416 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $571,439, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $582,844, due 03/31/21-02/ 15/44) (Cost $571,416) | | | | | 571,416 | | | | | | 0.2 | | | |||
| | | | | | | Total Short-Term Investments (Cost $571,416) | | | | | 571,416 | | | | | | 0.2 | | | |||
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||
| | | Total Investments in Securities (Cost $323,823,999) | | | | $ | 338,315,493 | | | | | | 99.2 | | | ||
| | | Assets in Excess of Other Liabilities | | | | | 2,813,215 | | | | | | 0.8 | | | ||
| | | Net Assets | | | | $ | 341,128,708 | | | | | | 100.0 | | | ||
|
| Gross Unrealized Appreciation | | | | $ | 70,406,223 | | | |
| Gross Unrealized Depreciation | | | | | (60,519,872) | | | |
| Net Unrealized Appreciation | | | | $ | 9,886,351 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | 37,304,821 | | | | | $ | — | | | | | $ | 37,304,821 | | |
Consumer Staples | | | | | — | | | | | | 61,964,784 | | | | | | — | | | | | | 61,964,784 | | |
Energy | | | | | — | | | | | | 41,137,941 | | | | | | — | | | | | | 41,137,941 | | |
Financials | | | | | — | | | | | | 78,914,322 | | | | | | — | | | | | | 78,914,322 | | |
Health Care | | | | | — | | | | | | 34,809,406 | | | | | | — | | | | | | 34,809,406 | | |
Industrials | | | | | — | | | | | | 23,167,003 | | | | | | — | | | | | | 23,167,003 | | |
Information Technology | | | | | 671,310 | | | | | | 4,428,898 | | | | | | — | | | | | | 5,100,208 | | |
Voya FTSE 100 Index® Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Materials | | | | | — | | | | | | 18,415,729 | | | | | | — | | | | | | 18,415,729 | | | ||||
Telecommunication Services | | | | | — | | | | | | 21,624,970 | | | | | | — | | | | | | 21,624,970 | | | ||||
Utilities | | | | | — | | | | | | 15,304,893 | | | | | | — | | | | | | 15,304,893 | | | ||||
Total Common Stock | | | | | 671,310 | | | | | | 337,072,767 | | | | | | — | | | | | | 337,744,077 | | | ||||
Short-Term Investments | | | | | — | | | | | | 571,416 | | | | | | — | | | | | | 571,416 | | | ||||
Total Investments, at fair value | | | | $ | 671,310 | | | | | $ | 337,644,183 | | | | | $ | — | | | | | $ | 338,315,493 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 2,782 | | | | | | — | | | | | | 2,782 | | | ||||
Futures | | | | | 92,069 | | | | | | — | | | | | | — | | | | | | 92,069 | | | ||||
Total Assets | | | | $ | 763,379 | | | | | $ | 337,646,965 | | | | | $ | — | | | | | $ | 338,410,344 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (70,630) | | | | | $ | — | | | | | $ | (70,630) | | | ||||
Total Liabilities | | | | $ | — | | | | | $ | (70,630) | | | | | $ | — | | | | | $ | (70,630) | | | ||||
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Bank of America | | | British Pound | | | | | 1,800,000 | | | | | | Buy | | | | | | 03/16/16 | | | | | $ | 2,724,527 | | | | | $ | 2,653,897 | | | | | $ | (70,630) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (70,630) | | | ||||||
The Bank of New York | | | British Pound | | | | | 400,000 | | | | | | Sell | | | | | | 03/16/16 | | | | | $ | 592,537 | | | | | $ | 589,755 | | | | | $ | 2,782 | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 2,782 | | | ||||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
FTSE 100 Index | | | | | 40 | | | | | | 03/18/16 | | | | | $ | 3,654,858 | | | | | $ | 92,069 | | | ||||
| | | | | | | | | | | | | | | | $ | 3,654,858 | | | | | $ | 92,069 | | | ||||
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Asset Derivatives | | | | ||||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 2,782 | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 92,069 | | | |
Total Asset Derivatives | | | | | | | $ | 94,851 | | | |
Liability Derivatives | | | | ||||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 70,630 | | | |
Total Liability Derivatives | | | | | | | $ | 70,630 | | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | (462,312) | | | | | $ | — | | | | | $ | (462,312) | | | |||
Equity contracts | | | | | — | | | | | | 159,881 | | | | | | 159,881 | | | |||
Total | | | | $ | (462,312) | | | | | $ | 159,881 | | | | | $ | (302,431) | | | |||
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | (60,230) | | | | | $ | — | | | | | $ | (60,230) | | | |||
Equity contracts | | | | | — | | | | | | (134,759) | | | | | | (134,759) | | | |||
Total | | | | $ | (60,230) | | | | | $ | (134,759) | | | | | $ | (194,989) | | | |||
|
| | | Bank of America | | | The Bank of New York | | | Totals | | ||||||||||||
Assets: | | | | | | | | | | |||||||||||||
Forward foreign currency contracts | | | | $ | — | | | | | $ | 2,782 | | | | | $ | 2,782 | | | |||
Total Assets | | | | $ | — | | | | | $ | 2,782 | | | | | $ | 2,782 | | | |||
Liabilities: | | | | | | | | | | |||||||||||||
Forward foreign currency contracts | | | | $ | 70,630 | | | | | $ | — | | | | | $ | 70,630 | | | |||
Total Liabilities | | | | $ | 70,630 | | | | | $ | — | | | | | $ | 70,630 | | | |||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (70,630) | | | | | $ | 2,782 | | | | | | (67,848) | | | |||
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | |||
Net Exposure(1) | | | | $ | (70,630) | | | | | $ | 2,782 | | | | | $ | (67,848) | | | |||
|
PORTFOLIO OF INVESTMENTS |
Voya Hang Seng Index Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 2.6% | | ||||||||||||
| | | 523,000 | | | | Belle International Holdings Ltd. | | | | $ | 391,312 | | | | | | 0.5 | | |
| | | 182,000 | | | | Galaxy Entertainment Group Ltd. | | | | | 570,265 | | | | | | 0.8 | | |
| | | 457,028 | | | | Li & Fung Ltd. | | | | | 309,082 | | | | | | 0.4 | | |
| | | 187,600 | | | | Sands China Ltd. | | | | | 636,000 | | | | | | 0.9 | | |
| | | | | | | | | | | | 1,906,659 | | | | | | 2.6 | | |
| | | | | | | Consumer Staples: 2.4% | | ||||||||||||
| | | 213,000 | | | | China Mengniu Diary Co., Ltd. | | | | | 345,772 | | | | | | 0.5 | | |
| | | 95,286 | | | | China Resources Enterprise | | | | | 203,310 | | | | | | 0.3 | | |
| | | 61,500 | | | | Hengan International Group Co., Ltd. | | | | | 577,370 | | | | | | 0.8 | | |
| | | 152,000 | | | | Tingyi Cayman Islands Holding Corp. | | | | | 215,944 | | | | | | 0.3 | | |
| | | 558,000 | | | | Want Want China Holdings Ltd. | | | | | 414,140 | | | | | | 0.5 | | |
| | | | | | | | | | | | 1,756,536 | | | | | | 2.4 | | |
| | | | | | | Energy: 6.0% | | ||||||||||||
| | | 1,978,438 | | | | China Petroleum & Chemical Corp. | | | | | 1,188,102 | | | | | | 1.6 | | |
| | | 263,341 | | | | China Shenhua Energy Co., Ltd. | | | | | 411,207 | | | | | | 0.6 | | |
| | | 1,384,714 | | | | CNOOC Ltd. | | | | | 1,441,177 | | | | | | 2.0 | | |
| | | 250,000 | | | | Kunlun Energy Co. Ltd. | | | | | 221,978 | | | | | | 0.3 | | |
| | | 1,634,604 | | | | PetroChina Co., Ltd. | | | | | 1,070,078 | | | | | | 1.5 | | |
| | | | | | | | | | | | 4,332,542 | | | | | | 6.0 | | |
| | | | | | | Financials: 56.3% | | ||||||||||||
| | | 933,800 | | | | AIA Group Ltd. | | | | | 5,579,533 | | | | | | 7.7 | | |
| | | 6,157,746 | | | | Bank of China Ltd. | | | | | 2,732,274 | | | | | | 3.8 | | |
| | | 678,451 | | | | Bank of Communications Co., Ltd. | | | | | 475,782 | | | | | | 0.7 | | |
| | | 112,584 | | | | Bank of East Asia Ltd. | | | | | 417,628 | | | | | | 0.6 | | |
| | | 286,629 | | | | BOC Hong Kong Holdings Ltd. | | | | | 872,218 | | | | | | 1.2 | | |
| | | 209,536 | | | | Cheung Kong Property Holdings Ltd. | | | | | 1,355,485 | | | | | | 1.9 | | |
| | | 6,522,107 | | | | China Construction Bank | | | | | 4,449,043 | | | | | | 6.2 | | |
| | | 576,911 | | | | China Life Insurance Co., Ltd. | | | | | 1,851,999 | | | | | | 2.6 | | |
| | | 304,991 | | | | China Overseas Land & Investment Ltd. | | | | | 1,061,784 | | | | | | 1.5 | | |
| | | 214,444 | | | | China Resources Land Ltd. | | | | | 620,537 | | | | | | 0.9 | | |
| | | 174,706 | | | | Hang Lung Properties Ltd. | | | | | 395,859 | | | | | | 0.5 | | |
| | | 59,243 | | | | Hang Seng Bank Ltd. | | | | | 1,122,854 | | | | | | 1.5 | | |
| | | 77,172 | | | | Henderson Land Development Co., Ltd. | | | | | 470,750 | | | | | | 0.6 | | |
| | | 88,941 | | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 2,265,753 | | | | | | 3.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 897,628 | | | | HSBC Holdings PLC | | | | $ | 7,097,192 | | | | | | 9.8 | | |
| | | 5,718,340 | | | | Industrial & Commercial Bank of China | | | | | 3,427,679 | | | | | | 4.7 | | |
| | | 174,500 | | | | Link REIT | | | | | 1,040,349 | | | | | | 1.4 | | |
| | | 418,100 | | | | New World Development Ltd. | | | | | 410,549 | | | | | | 0.6 | | |
| | | 403,932 | | | | Ping An Insurance Group Co. of China Ltd. | | | | | 2,227,566 | | | | | | 3.1 | | |
| | | 235,265 | | | | Sino Land Co. | | | | | 342,724 | | | | | | 0.5 | | |
| | | 111,555 | | | | Sun Hung Kai Properties Ltd. | | | | | 1,340,845 | | | | | | 1.9 | | |
| | | 45,591 | | | | Swire Pacific Ltd. | | | | | 509,257 | | | | | | 0.7 | | |
| | | 105,637 | | | | Wharf Holdings Ltd. | | | | | 582,427 | | | | | | 0.8 | | |
| | | | | | | | | | | | 40,650,087 | | | | | | 56.3 | | |
| | | | | | | Industrials: 6.7% | | ||||||||||||
| | | 91,818 | | | | Cathay Pacific Airways Ltd. | | | | | 157,987 | | | | | | 0.2 | | |
| | | 100,571 | | | | China Merchants Holdings International Co., Ltd. | | | | | 318,093 | | | | | | 0.4 | | |
| | | 563,811 | | | | Citic Pacific Ltd. | | | | | 994,135 | | | | | | 1.4 | | |
| | | 209,536 | | | | CK Hutchison Holdings Ltd. | | | | | 2,816,568 | | | | | | 3.9 | | |
| | | 113,143 | | | | MTR Corp. | | | | | 558,680 | | | | | | 0.8 | | |
| | | | | | | | | | | | 4,845,463 | | | | | | 6.7 | | |
| | | | | | | Information Technology: 10.7% | | ||||||||||||
| | | 560,000 | | | | Lenovo Group Ltd. | | | | | 565,148 | | | | | | 0.8 | | |
| | | 364,475 | | | | Tencent Holdings Ltd. | | | | | 7,136,416 | | | | | | 9.9 | | |
| | | | | | | | | | | | 7,701,564 | | | | ��� | | 10.7 | | |
| | | | | | | Telecommunication Services: 8.2% | | ||||||||||||
| | | 476,101 | | | | China Mobile Ltd. | | | | | 5,359,043 | | | | | | 7.4 | | |
| | | 463,110 | | | | China Unicom Hong Kong Ltd. | | | | | 559,438 | | | | | | 0.8 | | |
| | | | | | | | | | | | 5,918,481 | | | | | | 8.2 | | |
| | | | | | | Utilities: 4.9% | | ||||||||||||
| | | 149,654 | | | | China Resources Power Holdings Co. | | | | | 289,537 | | | | | | 0.4 | | |
| | | 146,931 | | | | CLP Holdings Ltd. | | | | | 1,245,388 | | | | | | 1.7 | | |
| | | 537,561 | | | | Hong Kong & China Gas | | | | | 1,052,029 | | | | | | 1.4 | | |
| | | 107,322 | | | | Power Assets Holdings Ltd. | | | | | 983,880 | | | | | | 1.4 | | |
| | | | | | | | | | | | 3,570,834 | | | | | | 4.9 | | |
| | | | | | | Total Common Stock (Cost $58,923,603) | | | | | 70,682,166 | | | | | | 97.8 | | |
| SHORT-TERM INVESTMENTS: 1.4% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.4% | | ||||||||||||
| | | 1,027,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $1,027,000) | | | | | 1,027,000 | | | | | | 1.4 | | |
PORTFOLIO OF INVESTMENTS |
Voya Hang Seng Index Portfolio | as of December 31, 2015 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||
| | | Total Short-Term Investments (Cost $1,027,000) | | | | $ | 1,027,000 | | | | | | 1.4 | | | ||
| | | Total Investments in Securities (Cost $59,950,603) | | | | $ | 71,709,166 | | | | | | 99.2 | | | ||
| | | Assets in Excess of Other Liabilities | | | | | 550,081 | | | | | | 0.8 | | | ||
| | | Net Assets | | | | $ | 72,259,247 | | | | | | 100.0 | | | ||
|
| Gross Unrealized Appreciation | | | | $ | 14,333,129 | | | |
| Gross Unrealized Depreciation | | | | | (6,642,037) | | | |
| Net Unrealized Appreciation | | | | $ | 7,691,092 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | 1,906,659 | | | | | $ | — | | | | | $ | 1,906,659 | | | ||||
Consumer Staples | | | | | — | | | | | | 1,756,536 | | | | | | — | | | | | | 1,756,536 | | | ||||
Energy | | | | | — | | | | | | 4,332,542 | | | | | | — | | | | | | 4,332,542 | | | ||||
Financials | | | | | — | | | | | | 40,650,087 | | | | | | — | | | | | | 40,650,087 | | | ||||
Industrials | | | | | — | | | | | | 4,845,463 | | | | | | — | | | | | | 4,845,463 | | | ||||
Information Technology | | | | | — | | | | | | 7,701,564 | | | | | | — | | | | | | 7,701,564 | | | ||||
Telecommunication Services | | | | | — | | | | | | 5,918,481 | | | | | | — | | | | | | 5,918,481 | | | ||||
Utilities | | | | | — | | | | | | 3,570,834 | | | | | | — | | | | | | 3,570,834 | | | ||||
Total Common Stock | | | | | — | | | | | | 70,682,166 | | | | | | — | | | | | | 70,682,166 | | | ||||
Short-Term Investments | | | | | 1,027,000 | | | | | | — | | | | | | — | | | | | | 1,027,000 | | | ||||
Total Investments, at fair value | | | | $ | 1,027,000 | | | | | $ | 70,682,166 | | | | | $ | — | | | | | $ | 71,709,166 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 521 | | | | | | — | | | | | | 521 | | | ||||
Total Assets | | | | $ | 1,027,000 | | | | | $ | 70,682,687 | | | | | $ | — | | | | | $ | 71,709,687 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (111) | | | | | $ | — | | | | | $ | (111) | | | ||||
Futures | | | | | (21,499) | | | | | | — | | | | | | — | | | | | | (21,499) | | | ||||
Total Liabilities | | | | $ | (21,499) | | | | | $ | (111) | | | | | $ | — | | | | | $ | (21,610) | | | ||||
|
PORTFOLIO OF INVESTMENTS |
Voya Hang Seng Index Portfolio | as of December 31, 2015 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Morgan Stanley | | | Hong Kong Sar Dollar | | | | | 14,300,000 | | | | | | Buy | | | | | | 03/16/16 | | | | | $ | 1,845,696 | | | | | $ | 1,846,217 | | | | | $ | 521 | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 521 | | | ||||||
Morgan Stanley | | | Hong Kong Sar Dollar | | | | | 3,000,000 | | | | | | Sell | | | | | | 03/16/16 | | | | | $ | 387,207 | | | | | $ | 387,318 | | | | | $ | (111) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (111) | | | ||||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
Hang Seng Index | | | | | 12 | | | | | | 01/28/16 | | | | | $ | 1,696,247 | | | | | $ | (21,499) | | | ||||
| | | | | | | | | | | | | | | | $ | 1,696,247 | | | | | $ | (21,499) | | | ||||
|
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 | | | | $ | 521 | | | |
Total Asset Derivatives | | | | | | | $ | 521 | | | |
Liability Derivatives | | | | ||||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 111 | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 21,499 | | | |
Total Liability Derivatives | | | | | | | $ | 21,610 | | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | (1,911) | | | | | $ | — | | | | | $ | (1,911) | | | |||
Equity contracts | | | | | — | | | | | | (287,796) | | | | | | (287,796) | | | |||
Total | | | | $ | (1,911) | | | | | $ | (287,796) | | | | | $ | (289,707) | | | |||
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | 551 | | | | | $ | — | | | | | $ | 551 | | | |||
Equity contracts | | | | | — | | | | | | (50,759) | | | | | | (50,759) | | | |||
Total | | | | $ | 551 | | | | | $ | (50,759) | | | | | $ | (50,208) | | | |||
|
PORTFOLIO OF INVESTMENTS |
Voya Hang Seng Index Portfolio | as of December 31, 2015 (continued) |
| | | Morgan Stanley | | ||||
Assets: | | | | | | | | |
Forward foreign currency contracts | | | | $ | 521 | | | |
Total Assets | | | | $ | 521 | | | |
Liabilities: | | | ||||||
Forward foreign currency contracts | | | | $ | 111 | | | |
Total Liabilities | | | | $ | 111 | | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 410 | | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | |
Net Exposure(1) | | | | $ | 410 | | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya International Index Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.7% | | ||||||||||||
| | | 106,861 | | | | Daimler AG | | | | $ | 8,928,712 | | | | | | 0.7 | | |
| | | 180,042 | | | | Honda Motor Co., Ltd. | | | | | 5,754,420 | | | | | | 0.4 | | |
| | | 46,504 | # | | Merlin Entertainments PLC | | | | | 311,814 | | | | | | 0.0 | | | |
| | | 73,415 | | | | Mitsubishi Motors Corp. | | | | | 621,130 | | | | | | 0.0 | | |
| | | 303,562 | | | | Toyota Motor Corp. | | | | | 18,693,051 | | | | | | 1.4 | | |
| | | 9,258,518 | | | | Other Securities(a) | | | | | 138,794,147 | | | | | | 10.2 | | |
| | | | | | | | | | | | 173,103,274 | | | | | | 12.7 | | |
| | | | | | | Consumer Staples: 11.7% | | ||||||||||||
| | | 89,300 | | | | Anheuser-Busch InBev Worldwide, Inc. | | | | | 11,113,198 | | | | | | 0.8 | | |
| | | 206,115 | | | | British American Tobacco PLC | | | | | 11,446,465 | | | | | | 0.8 | | |
| | | 277,266 | | | | Diageo PLC | | | | | 7,571,558 | | | | | | 0.6 | | |
| | | 105,919 | | | | Imperial Tobacco Group PLC | | | | | 5,594,426 | | | | | | 0.4 | | |
| | | 92,180 | | | | Koninklijke Ahold NV | | | | | 1,944,404 | | | | | | 0.1 | | |
| | | 352,535 | | | | Nestle S.A. | | | | | 26,170,525 | | | | | | 1.9 | | |
| | | 70,770 | | | | Reckitt Benckiser Group PLC | | | | | 6,548,128 | | | | | | 0.5 | | |
| | | 107,117 | | | | SABMiller PLC | | | | | 6,408,209 | | | | | | 0.5 | | |
| | | 180,277 | | | | Unilever NV | | | | | 7,857,254 | | | | | | 0.6 | | |
| | | 141,375 | | | | Unilever PLC | | | | | 6,063,915 | | | | | | 0.5 | | |
| | | 570,500 | #,@ | | WH Group Ltd. | | | | | 317,523 | | | | | | 0.0 | | | |
| | | 4,103,682 | | | | Other Securities(a) | | | | | 67,971,568 | | | | | | 5.0 | | |
| | | | | | | | | | | | 159,007,173 | | | | | | 11.7 | | |
| | | | | | | Energy: 4.5% | | ||||||||||||
| | | 377,544 | | | | BG Group PLC | | | | | 5,472,850 | | | | | | 0.4 | | |
| | | 2,025,190 | | | | BP PLC | | | | | 10,524,336 | | | | | | 0.8 | | |
| | | 434,541 | | | | Royal Dutch Shell PLC - Class A | | | | | 9,842,047 | | | | | | 0.7 | | |
| | | 267,384 | | | | Royal Dutch Shell PLC - Class B | | | | | 6,093,966 | | | | | | 0.4 | | |
| | | 241,371 | | | | Total S.A. | | | | | 10,821,056 | | | | | | 0.8 | | |
| | | 1,902,757 | | | | Other Securities(a) | | | | | 18,737,265 | | | | | | 1.4 | | |
| | | | | | | | | | | | 61,491,520 | | | | | | 4.5 | | |
| | | | | | | Financials: 25.5% | | ||||||||||||
| | | 1,353,299 | | | | AIA Group Ltd. | | | | | 8,086,074 | | | | | | 0.6 | | |
| | | 50,886 | | | | Allianz SE | | | | | 8,970,132 | | | | | | 0.7 | | |
| | | 313,018 | | | | Australia & New Zealand Banking Group Ltd. | | | | | 6,316,625 | | | | | | 0.5 | | |
| | | 213,688 | | | | AXA S.A. | | | | | 5,838,751 | | | | | | 0.4 | | |
| | | 1,604,136 | | | | Banco Santander SA | | | | | 7,891,383 | | | | | | 0.6 | | |
| | | 1,862,535 | | | | Barclays PLC | | | | | 5,995,107 | | | | | | 0.4 | | |
| | | 117,838 | | | | BNP Paribas | | | | | 6,666,995 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 189,364 | | | | Commonwealth Bank of Australia | | | | $ | 11,707,307 | | | | | | 0.9 | | |
| | | 2,169,338 | | | | HSBC Holdings PLC | | | | | 17,125,323 | | | | | | 1.2 | | |
| | | 431,504 | | | | ING Groep NV | | | | | 5,838,296 | | | | | | 0.4 | | |
| | | 6,317,341 | | | | Lloyds Banking Group Plc | | | | | 6,797,467 | | | | | | 0.5 | | |
| | | 137,327 | | | | Mitsubishi Estate Co., Ltd. | | | | | 2,855,486 | | | | | | 0.2 | | |
| | | 1,414,106 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 8,759,325 | | | | | | 0.6 | | |
| | | 59,976 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 308,651 | | | | | | 0.0 | | |
| | | 291,683 | | | | National Australia Bank Ltd. | | | | | 6,365,041 | | | | | | 0.5 | | |
| | | 284,832 | | | | Prudential PLC | | | | | 6,417,157 | | | | | | 0.5 | | |
| | | 140,251 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 5,293,220 | | | | | | 0.4 | | |
| | | 382,859 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,450,014 | | | | | | 0.1 | | |
| | | 409,178 | | | | UBS Group AG | | | | | 7,937,837 | | | | | | 0.6 | | |
| | | 369,162 | | | | Westpac Banking Corp. | | | | | 8,948,385 | | | | | | 0.7 | | |
| | | 35,821,135 | | | | Other Securities(a) | | | | | 208,277,432 | | | | | | 15.2 | | |
| | | | | | | | | | | | 347,846,008 | | | | | | 25.5 | | |
| | | | | | | Health Care: 11.7% | | ||||||||||||
| | | 140,068 | | | | AstraZeneca PLC | | | | | 9,461,279 | | | | | | 0.7 | | |
| | | 91,855 | | | | Bayer AG | | | | | 11,471,867 | | | | | | 0.8 | | |
| | | 539,607 | | | | GlaxoSmithKline PLC | | | | | 10,897,882 | | | | | | 0.8 | | |
| | | 251,716 | | | | Novartis AG | | | | | 21,652,428 | | | | | | 1.6 | | |
| | | 217,387 | | | | Novo Nordisk A/S | | | | | 12,586,318 | | | | | | 0.9 | | |
| | | 77,833 | | | | Roche Holding AG | | | | | 21,568,179 | | | | | | 1.6 | | |
| | | 131,257 | | | | Sanofi | | | | | 11,186,013 | | | | | | 0.8 | | |
| | | 97,441 | | | | Teva Phaemaceutical Industries Ltd. | | | | | 6,357,140 | | | | | | 0.5 | | |
| | | 1,454,837 | | | | Other Securities(a) | | | | | 54,357,879 | | | | | | 4.0 | | |
| | | | | | | | | | | | 159,538,985 | | | | | | 11.7 | | |
| | | | | | | Industrials: 12.9% | | ||||||||||||
| | | 7,070 | #,@ | | Aena SA | | | | | 809,584 | | | | | | 0.0 | | | |
| | | 105,919 | | | | Koninklijke Philips NV | | | | | 2,703,519 | | | | | | 0.2 | | |
| | | 144,493 | | | | Mitsubishi Corp. | | | | | 2,403,370 | | | | | | 0.2 | | |
| | | 216,361 | | | | Mitsubishi Electric Corp. | | | | | 2,271,108 | | | | | | 0.2 | | |
| | | 342,193 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,496,240 | | | | | | 0.1 | | |
| | | 14,490 | | | | Mitsubishi Logistics Corp. | | | | | 190,923 | | | | | | 0.0 | | |
| | | 87,325 | | | | Siemens AG | | | | | 8,448,379 | | | | | | 0.6 | | |
| | | 32,551,927 | | | | Other Securities(a) | | | | | 158,295,901 | | | | | | 11.6 | | |
| | | | | | | | | | | | 176,619,024 | | | | | | 12.9 | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya International Index Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Information Technology: 5.2% | | |||||||||||||||
| | | 64,248 | #,@ | | Auto Trader Group PLC | | | | $ | 418,891 | | | | | | 0.0 | | | ||||
| | | 108,341 | | | | SAP SE | | | | | 8,597,249 | | | | | | 0.6 | | | |||
| | | 3,923,966 | | | | Other Securities(a) | | | | | 62,314,134 | | | | | | 4.6 | | | |||
| | | | | | | | | | | | 71,330,274 | | | | | | 5.2 | | | |||
| | | | | | | Materials: 6.3% | | |||||||||||||||
| | | 101,205 | | | | BASF SE | | | | | 7,709,642 | | | | | | 0.6 | | | |||
| | | 349,699 | | | | BHP Billiton Ltd. | | | | | 4,500,463 | | | | | | 0.3 | | | |||
| | | 233,634 | | | | BHP Billiton PLC | | | | | 2,605,459 | | | | | | 0.2 | | | |||
| | | 19,888 | | | | Koninklijke DSM NV | | | | | 997,298 | | | | | | 0.1 | | | |||
| | | 47,523 | | | | Rio Tinto Ltd. | | | | | 1,536,869 | | | | | | 0.1 | | | |||
| | | 135,941 | | | | Rio Tinto PLC | | | | | 3,957,983 | | | | | | 0.3 | | | |||
| | | 6,578,322 | | | | Other Securities(a) | | | | | 64,868,282 | | | | | | 4.7 | | | |||
| | | | | | | | | | | | 86,175,996 | | | | | | 6.3 | | | |||
| | | | | | | Telecommunication Services: 4.9% | | |||||||||||||||
| | | 932,554 | | | | BT Group PLC | | | | | 6,475,298 | | | | | | 0.5 | | | |||
| | | 358,726 | | | | Deutsche Telekom AG | | | | | 6,442,986 | | | | | | 0.5 | | | |||
| | | 361,732 | @ | | Koninklijke KPN NV | | | | | 1,368,210 | | | | | | 0.1 | | | ||||
| | | 106,046 | | | | SoftBank Group Corp. | | | | | 5,352,185 | | | | | | 0.4 | | | |||
| | | 515,519 | | | | Telefonica S.A. | | | | | 5,719,160 | | | | | | 0.4 | | | |||
| | | 2,943,456 | | | | Vodafone Group PLC | | | | | 9,544,998 | | | | | | 0.7 | | | |||
| | | 5,631,176 | | | | Other Securities(a) | | | | | 32,022,372 | | | | | | 2.3 | | | |||
| | | | | | | | | | | | 66,925,209 | | | | | | 4.9 | | | |||
| | | | | | | Utilities: 3.6% | | |||||||||||||||
| | | 418,370 | | | | National Grid PLC | | | | | 5,770,020 | | | | | | 0.4 | | | |||
| | | 6,278,068 | | | | Other Securities | | | | | 43,814,182 | | | | | | 3.2 | | | |||
| | | | | | | | | | | | 49,584,202 | | | | | | 3.6 | | | |||
| | | | | | | Total Common Stock (Cost $1,333,218,014) | | | | | 1,351,621,665 | | | | | | 99.0 | | | |||
| PREFERRED STOCK: 0.5% | | |||||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.3% | | |||||||||||||||
| | | 43,576 | | | | Other Securities | | | | | 4,367,379 | | | | | | 0.3 | | | |||
| | | | | | | Consumer Staples: 0.2% | | |||||||||||||||
| | | 19,580 | | | | Other Securities | | | | | 2,185,179 | | | | | | 0.2 | | | |||
| | | | | | | Materials: 0.0% | | |||||||||||||||
| | | 7,773 | | | | Other Securities | | | | | 366,005 | | | | | | 0.0 | | | |||
| | | | | | | Total Preferred Stock (Cost $7,865,309) | | | | | 6,918,563 | | | | | | 0.5 | | | |||
|
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| RIGHTS: 0.0% | | |||||||||||||||||||||
| | | | | | | Energy: 0.0% | | |||||||||||||||
| | | 120,648 | | | | Other Securities | | | | $ | 60,182 | | | | | | 0.0 | | | |||
| | | | | | | Financials: 0.0% | | |||||||||||||||
| | | 110,776 | | | | Other Securities | | | | | 559 | | | | | | 0.0 | | | |||
| | | | | | | Total Rights (Cost $61,397) | | | | | 60,741 | | | | | | 0.0 | | | |||
| | | | | | | Total Long-Term Investments (Cost $1,341,144,720) | | | | | 1,358,600,969 | | | | | | 99.5 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.9% | | ||||||||||||
| | | 2,295,133 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,295,211, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $2,341,036, due 06/09/16-05/20/45) | | | | | 2,295,133 | | | | | | 0.2 | | |
| | | 2,872,342 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $2,872,458, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $2,929,789, due 03/31/21-02/15/44) | | | | | 2,872,342 | | | | | | 0.2 | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya International Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 2,872,342 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,872,440, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $2,929,789, due 04/01/24-04/20/65) | | | | $ | 2,872,342 | | | | | | 0.2 | | |
| | | 2,872,342 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,872,446, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,929,789, due 01/15/16-10/20/65) | | | | | 2,872,342 | | | | | | 0.2 | | |
| | | 1,181,803 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,181,856, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,206,307, due 01/15/17-02/15/42) | | | | | 1,181,803 | | | | | | 0.1 | | |
| | | | | | | | | | | | 12,093,962 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 0.5% | | |||||||||||||||
| | | 7,416,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $7,416,000) | | | | $ | 7,416,000 | | | | | | 0.5 | | | |||
| | | | | | | Total Short-Term Investments (Cost $19,509,962) | | | | | 19,509,962 | | | | | | 1.4 | | | |||
| | | | | | | Total Investments in Securities (Cost $1,360,654,682) | | | | $ | 1,378,110,931 | | | | | | 100.9 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (12,105,137) | | | | | | (0.9) | | | |||
| | | | | | | Net Assets | | | | $ | 1,366,005,794 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 167,184,185 | | | |
| Gross Unrealized Depreciation | | | | | (162,790,545) | | | |
| Net Unrealized Appreciation | | | | $ | 4,393,640 | | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya International Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | 519,805 | | | | | $ | 172,583,469 | | | | | $ | — | | | | | $ | 173,103,274 | | | ||||
Consumer Staples | | | | | 8,676,763 | | | | | | 150,330,410 | | | | | | — | | | | | | 159,007,173 | | | ||||
Energy | | | | | — | | | | | | 61,491,520 | | | | | | — | | | | | | 61,491,520 | | | ||||
Financials | | | | | 7,257,210 | | | | | | 340,588,798 | | | | | | — | | | | | | 347,846,008 | | | ||||
Health Care | | | | | — | | | | | | 159,538,985 | | | | | | — | | | | | | 159,538,985 | | | ||||
Industrials | | | | | 591,216 | | | | | | 176,027,808 | | | | | | — | | | | | | 176,619,024 | | | ||||
Information Technology | | | | | 3,380,200 | | | | | | 67,950,074 | | | | | | — | | | | | | 71,330,274 | | | ||||
Materials | | | | | — | | | | | | 86,175,996 | | | | | | — | | | | | | 86,175,996 | | | ||||
Telecommunication Services | | | | | 409,879 | | | | | | 66,515,330 | | | | | | — | | | | | | 66,925,209 | | | ||||
Utilities | | | | | — | | | | | | 49,584,202 | | | | | | — | | | | | | 49,584,202 | | | ||||
Total Common Stock | | | | | 20,835,073 | | | | | | 1,330,786,592 | | | | | | — | | | | | | 1,351,621,665 | | | ||||
Preferred Stock | | | | | — | | | | | | 6,918,563 | | | | | | — | | | | | | 6,918,563 | | | ||||
Rights | | | | | 60,182 | | | | | | 559 | | | | | | — | | | | | | 60,741 | | | ||||
Short-Term Investments | | | | | 7,416,000 | | | | | | 12,093,962 | | | | | | — | | | | | | 19,509,962 | | | ||||
Total Investments, at fair value | | | | $ | 28,311,255 | | | | | $ | 1,349,799,676 | | | | | $ | — | | | | | $ | 1,378,110,931 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | | 171,202 | | | | | | — | | | | | | — | | | | | | 171,202 | | | ||||
Total Assets | | | | $ | 28,482,457 | | | | | $ | 1,349,799,676 | | | | | $ | — | | | | | $ | 1,378,282,133 | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
Mini MSCI EAFE Index | | | | | 120 | | | | | | 03/18/16 | | | | | $ | 10,189,200 | | | | | $ | 171,202 | | | ||||
| | | | | | | | | | | | | | | | $ | 10,189,200 | | | | | $ | 171,202 | | | ||||
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya International Index Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Asset Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 171,202 | | | |
Total Asset Derivatives | | | | | | | $ | 171,202 | | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (550,411) | | | |
Total | | | | $ | (550,411) | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 134,858 | | | |
Total | | | | $ | 134,858 | | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 20.2% | | ||||||||||||
| | | 72,200 | | | | Bridgestone Corp. | | | | $ | 2,476,562 | | | | | | 0.6 | | |
| | | 50,500 | | | | Denso Corp. | | | | | 2,413,168 | | | | | | 0.6 | | |
| | | 64,500 | | | | Fuji Heavy Industries Ltd. | | | | | 2,657,160 | | | | | | 0.7 | | |
| | | 183,500 | | | | Honda Motor Co., Ltd. | | | | | 5,864,942 | | | | | | 1.5 | | |
| | | 75,500 | | | | Mitsubishi Motors Corp. | | | | | 638,770 | | | | | | 0.2 | | |
| | | 287,000 | | | | Nissan Motor Co., Ltd. | | | | | 3,005,103 | | | | | | 0.8 | | |
| | | 233,250 | | | | Panasonic Corp. | | | | | 2,364,575 | | | | | | 0.6 | | |
| | | 143,612 | | | | Sony Corp. | | | | | 3,529,523 | | | | | | 0.9 | | |
| | | 252,260 | | | | Toyota Motor Corp. | | | | | 15,533,924 | | | | | | 4.0 | | |
| | | 3,628,485 | | | | Other Securities(a) | | | | | 39,710,701 | | | | | | 10.3 | | |
| | | | | | | | | | | ��� | 78,194,428 | | | | | | 20.2 | | |
| | | | | | | Consumer Staples: 8.6% | | ||||||||||||
| | | 134,800 | | | | Japan Tobacco, Inc. | | | | | 4,949,016 | | | | | | 1.3 | | |
| | | 57,400 | | | | Kao Corp. | | | | | 2,949,714 | | | | | | 0.7 | | |
| | | 84,100 | | | | Seven & I Holdings Co., Ltd. | | | | | 3,850,482 | | | | | | 1.0 | | |
| | | 1,184,522 | | | | Other Securities(a) | | | | | 21,584,317 | | | | | | 5.6 | | |
| | | | | | | | | | | | 33,333,529 | | | | | | 8.6 | | |
| | | | | | | Energy: 0.8% | | ||||||||||||
| | | 515,010 | | | | Other Securities(a) | | | | | 3,335,969 | | | | | | 0.8 | | |
| | | | | | | Financials: 17.5% | | ||||||||||||
| | | 129,000 | | | | Dai-ichi Life Insurance Co., Ltd. | | | | | 2,146,262 | | | | | | 0.5 | | |
| | | 67,360 | | | | Daiwa House Industry Co., Ltd. | | | | | 1,936,354 | | | | | | 0.5 | | |
| | | 150,000 | | | | Mitsubishi Estate Co., Ltd. | | | | | 3,119,000 | | | | | | 0.8 | | |
| | | 1,612,300 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 9,986,988 | | | | | | 2.6 | | |
| | | 52,000 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 267,604 | | | | | | 0.1 | | |
| | | 107,000 | | | | Mitsui Fudosan Co., Ltd. | | | | | 2,685,474 | | | | | | 0.7 | | |
| | | 60,211 | | | | MS&AD Insurance Group Holdings, Inc. | | | | | 1,765,668 | | | | | | 0.5 | | |
| | | 2,832,700 | | | | Mizuho Financial Group, Inc. | | | | | 5,665,401 | | | | | | 1.5 | | |
| | | 388,900 | | | | Nomura Holdings, Inc. | | | | | 2,166,195 | | | | | | 0.6 | | |
| | | 142,800 | | | | ORIX Corp. | | | | | 2,003,265 | | | | | | 0.5 | | |
| | | 59,100 | | | | Osaka Securities Exchange Co. Ltd. | | | | | 923,838 | | | | | | 0.2 | | |
| | | 159,352 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 6,014,112 | | | | | | 1.5 | | |
| | | 422,440 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,599,920 | | | | | | 0.4 | | |
| | | 81,500 | | | | Tokio Marine Holdings, Inc. | | | | | 3,147,907 | | | | | | 0.8 | | |
| | | 3,574,304 | | | | Other Securities(a) | | | | | 24,353,023 | | | | | | 6.3 | | |
| | | | | | | | | | | | 67,781,011 | | | | | | 17.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care: 7.0% | | ||||||||||||
| | | 239,600 | | | | Astellas Pharma, Inc. | | | | $ | 3,410,889 | | | | | | 0.9 | | |
| | | 26,300 | | | | Eisai Co., Ltd. | | | | | 1,739,766 | | | | | | 0.5 | | |
| | | 9,700 | | | | Ono Pharmaceutical Co., Ltd. | | | | | 1,729,623 | | | | | | 0.4 | | |
| | | 45,900 | | | | Otsuka Holdings Co. Ltd. | | | | | 1,630,778 | | | | | | 0.4 | | |
| | | 83,700 | | | | Takeda Pharmaceutical Co., Ltd. | | | | | 4,173,238 | | | | | | 1.1 | | |
| | | 569,540 | | | | Other Securities(a) | | | | | 14,243,298 | | | | | | 3.7 | | |
| | | | | | | | | | | | 26,927,592 | | | | | | 7.0 | | |
| | | | | | | Industrials: 20.5% | | ||||||||||||
| | | 18,300 | | | | Central Japan Railway Co. | | | | | 3,248,871 | | | | | | 0.8 | | |
| | | 29,800 | | | | Daikin Industries Ltd. | | | | | 2,170,086 | | | | | | 0.6 | | |
| | | 37,300 | | | | East Japan Railway Co. | | | | | 3,512,390 | | | | | | 0.9 | | |
| | | 20,900 | | | | Fanuc Ltd. | | | | | 3,600,858 | | | | | | 0.9 | | |
| | | 158,800 | | | | Itochu Corp. | | | | | 1,878,358 | | | | | | 0.5 | | |
| | | 105,600 | | | | Komatsu Ltd. | | | | | 1,727,875 | | | | | | 0.5 | | |
| | | 103,000 | @ | | Kubota Corp. | | | | | 1,591,211 | | | | | | 0.4 | | | |
| | | 151,700 | | | | Mitsubishi Corp. | | | | | 2,523,244 | | | | | | 0.7 | | |
| | | 212,000 | | | | Mitsubishi Electric Corp. | | | | | 2,225,331 | | | | | | 0.6 | | |
| | | 352,000 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,539,121 | | | | | | 0.4 | | |
| | | 15,000 | | | | Mitsubishi Logistics Corp. | | | | | 197,643 | | | | | | 0.1 | | |
| | | 177,200 | | | | Mitsui & Co., Ltd. | | | | | 2,105,498 | | | | | | 0.5 | | |
| | | 23,714 | | | | Nidec Corp. | | | | | 1,719,644 | | | | | | 0.4 | | |
| | | 6,400 | | | | SMC Corp. | | | | | 1,662,297 | | | | | | 0.4 | | |
| | | 7,025,374 | | | | Other Securities(a) | | | | | 49,595,491 | | | | | | 12.8 | | |
| | | | | | | | | | | | 79,297,918 | | | | | | 20.5 | | |
| | | | | | | Information Technology: 10.4% | | ||||||||||||
| | | 110,366 | | | | Canon, Inc. | | | | | 3,338,575 | | | | | | 0.9 | | |
| | | 49,100 | | | | Fuji Photo Film Co., Ltd. | | | | | 2,049,066 | | | | | | 0.5 | | |
| | | 510,146 | | | | Hitachi Ltd. | | | | | 2,890,679 | | | | | | 0.7 | | |
| | | 47,500 | | | | Hoya Corp. | | | | | 1,942,398 | | | | | | 0.5 | | |
| | | 4,600 | | | | Keyence Corp. | | | | | 2,528,184 | | | | | | 0.7 | | |
| | | 21,420 | | | | Murata Manufacturing Co., Ltd. | | | | | 3,081,937 | | | | | | 0.8 | | |
| | | 12,600 | | | | Nintendo Co., Ltd. | | | | | 1,732,627 | | | | | | 0.4 | | |
| | | 5,500 | | | | Otsuka Corp. | | | | | 270,181 | | | | | | 0.1 | | |
| | | 2,013,077 | | | | Other Securities(a) | | | | | 22,227,753 | | | | | | 5.8 | | |
| | | | | | | | | | | | 40,061,400 | | | | | | 10.4 | | |
| | | | | | | Materials: 6.4% | | ||||||||||||
| | | 93,865 | | | | Nippon Steel Corp. | | | | | 1,856,872 | | | | | | 0.5 | | |
| | | 1,400 | | | | Osaka Steel Co., Ltd. | | | | | 25,465 | | | | | | 0.0 | | |
| | | 38,400 | | | | Shin-Etsu Chemical Co., Ltd. | | | | | 2,087,649 | | | | | | 0.5 | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Materials (continued) | | |||||||||||||||
| | | 3,738,530 | | | | Other Securities(a) | | | | $ | 20,705,893 | | | | | | 5.4 | | | |||
| | | | | | | | | | | | 24,675,879 | | | | | | 6.4 | | | |||
| | | | | | | Telecommunication Services: 5.3% | | |||||||||||||||
| | | 204,300 | | | | KDDI Corp. | | | | | 5,305,711 | | | | | | 1.4 | | | |||
| | | 155,400 | | | | Nippon Telegraph & Telephone Corp. | | | | | 6,184,627 | | | | | | 1.6 | | | |||
| | | 155,100 | | | | NTT DoCoMo, Inc. | | | | | 3,181,349 | | | | | | 0.8 | | | |||
| | | 112,750 | | | | SoftBank Group Corp. | | | | | 5,690,538 | | | | | | 1.5 | | | |||
| | | 7,300 | | | | Other Securities(a) | | | | | 16,271 | | | | | | 0.0 | | | |||
| | | | | | | | | | | | 20,378,496 | | | | | | 5.3 | | | |||
| | | | | | | Utilities: 2.1% | | |||||||||||||||
| | | 212,000 | | | | Osaka Gas Co., Ltd. | | | | | 765,731 | | | | | | 0.2 | | | |||
| | | 837,150 | | | | Other Securities | | | | | 7,306,172 | | | | | | 1.9 | | | |||
| | | | | | | | | | | | 8,071,903 | | | | | | 2.1 | | | |||
| | | | | | | Total Common Stock (Cost $325,847,312) | | | | | 382,058,125 | | | | | | 98.8 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.2% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.2% | | ||||||||||||
| | | 224,652 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $224,659, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $229,153, due 02/29/16-02/15/45) | | | | | 224,652 | | | | | | 0.0 | | |
| | | 1,067,297 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $1,067,337, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $1,088,643, due 01/15/16-04/01/51) | | | | | 1,067,297 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 1,067,297 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $1,067,333, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $1,088,643, due 11/15/42-02/20/45) | | | | $ | 1,067,297 | | | | | | 0.3 | | |
| | | 1,067,297 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,067,340, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,088,643, due 03/31/21-02/15/44) | | | | | 1,067,297 | | | | | | 0.3 | | |
| | | 1,067,297 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,067,336, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,088,643, due 01/15/16-10/20/65) | | | | | 1,067,297 | | | | | | 0.3 | | |
| | | | | | | | | | | | 4,493,840 | | | | | | 1.2 | | |
| | | | | | | Total Short-Term Investments (Cost $4,493,840) | | | | | 4,493,840 | | | | | | 1.2 | | |
| | | | | | | Total Investments in Securities (Cost $330,341,152) | | | | $ | 386,551,965 | | | | | | 100.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (150,456) | | | | | | — | | |
| | | | | | | Net Assets | | | | $ | 386,401,509 | | | | | | 100.0 | | |
| | | | | | | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2015 (continued) |
| Net unrealized appreciation consists of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 79,747,421 | | |
| Gross Unrealized Depreciation | | | | | (28,656,072) | | |
| Net Unrealized Appreciation | | | | $ | 51,091,349 | | |
| | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | 23,319 | | | | | $ | 78,171,109 | | | | | $ | — | | | | | $ | 78,194,428 | | | ||||
Consumer Staples | | | | | — | | | | | | 33,333,529 | | | | | | — | | | | | | 33,333,529 | | | ||||
Energy | | | | | — | | | | | | 3,335,969 | | | | | | — | | | | | | 3,335,969 | | | ||||
Financials | | | | | 1,641,861 | | | | | | 66,139,150 | | | | | | — | | | | | | 67,781,011 | | | ||||
Health Care | | | | | — | | | | | | 26,927,592 | | | | | | — | | | | | | 26,927,592 | | | ||||
Industrials | | | | | — | | | | | | 79,297,918 | | | | | | — | | | | | | 79,297,918 | | | ||||
Information Technology | | | | | — | | | | | | 40,061,400 | | | | | | — | | | | | | 40,061,400 | | | ||||
Materials | | | | | — | | | | | | 24,675,879 | | | | | | — | | | | | | 24,675,879 | | | ||||
Telecommunication Services | | | | | — | | | | | | 20,378,496 | | | | | | — | | | | | | 20,378,496 | | | ||||
Utilities | | | | | — | | | | | | 8,071,903 | | | | | | — | | | | | | 8,071,903 | | | ||||
Total Common Stock | | | | | 1,665,180 | | | | | | 380,392,945 | | | | | | — | | | | | | 382,058,125 | | | ||||
Short-Term Investments | | | | | — | | | | | | 4,493,840 | | | | | | — | | | | | | 4,493,840 | | | ||||
Total Investments, at fair value | | | | $ | 1,665,180 | | | | | $ | 384,886,785 | | | | | $ | — | | | | | $ | 386,551,965 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 30,386 | | | | | | — | | | | | | 30,386 | | | ||||
Total Assets | | | | $ | 1,665,180 | | | | | $ | 384,917,171 | | | | | $ | — | | | | | $ | 386,582,351 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (61,546) | | | | | $ | — | | | | | $ | (61,546) | | | ||||
Futures | | | | | (111,019) | | | | | | — | | | | | | — | | | | | | (111,019) | | | ||||
Total Liabilities | | | | $ | (111,019) | | | | | $ | (61,546) | | | | | $ | — | | | | | $ | (172,565) | | | ||||
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2015 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Morgan Stanley | | | Japanese Yen | | | | | 1,100,000,000 | | | | | | Buy | | | | | | 03/16/16 | | | | | $ | 9,137,524 | | | | | $ | 9,167,910 | | | | | $ | 30,386 | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 30,386 | | | ||||||
Bank of America | | | Japanese Yen | | | | | 350,000,000 | | | | | | Sell | | | | | | 03/16/16 | | | | | $ | 2,857,127 | | | | | $ | 2,917,063 | | | | | $ | (59,936) | | | ||||||
Morgan Stanley | | | Japanese Yen | | | | | 210,000,000 | | | | | | Sell | | | | | | 03/16/16 | | | | | | 1,748,627 | | | | | | 1,750,237 | | | | | | (1,610) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (61,546) | | | ||||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
Tokyo Price Index (TOPIX) | | | | | 33 | | | | | | 03/10/16 | | | | | $ | 4,248,721 | | | | | $ | (111,019) | | | ||||
| | | | | | | | | | | | | | | | $ | 4,248,721 | | | | | $ | (111,019) | | | ||||
|
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 | | | | $ | 30,386 | | | |
Total Asset Derivatives | | | | | | | $ | 30,386 | | | |
Liability Derivatives | | | | ||||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 61,546 | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 111,019 | | | |
Total Liability Derivatives | | | | | | | $ | 172,565 | | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | (273,672) | | | | | $ | — | | | | | $ | (273,672) | | | |||
Equity contracts | | | | | — | | | | | | 1,895,902 | | | | | | 1,895,902 | | | |||
Total | | | | $ | (273,672) | | | | | $ | 1,895,902 | | | | | $ | 1,622,230 | | | |||
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | ||||||||||||
Foreign exchange contracts | | | | $ | 21,217 | | | | | $ | — | | | | | $ | 21,217 | | | |||
Equity contracts | | | | | — | | | | | | (91,962) | | | | | | (91,962) | | | |||
Total | | | | $ | 21,217 | | | | | $ | (91,962) | | | | | $ | (70,745) | | | |||
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2015 (continued) |
| | | Bank of America | | | Morgan Stanley | | | Totals | | ||||||||||||
Assets: | | | | | | | | | | |||||||||||||
Forward foreign currency contracts | | | | $ | — | | | | | $ | 30,386 | | | | | $ | 30,386 | | | |||
Total Assets | | | | $ | — | | | | | $ | 30,386 | | | | | $ | 30,386 | | | |||
Liabilities: | | | | | | | | | | |||||||||||||
Forward foreign currency contracts | | | | $ | 59,936 | | | | | $ | 1,610 | | | | | $ | 61,546 | | | |||
Total Liabilities | | | | $ | 59,936 | | | | | $ | 1,610 | | | | | $ | 61,546 | | | |||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (59,936) | | | | | $ | 28,776 | | | | | | (31,160) | | | |||
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | |||
Net Exposure(1) | | | | $ | (59,936) | | | | | $ | 28,776 | | | | | $ | (31,160) | | | |||
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 19.6% | | ||||||||||||
| | | 27,488 | @ | | Amazon.com, Inc. | | | | $ | 18,578,864 | | | | | | 3.3 | | | |
| | | 163,062 | | | | Comcast Corp. - Class A | | | | | 9,201,589 | | | | | | 1.6 | | |
| | | 93,674 | | | | Home Depot, Inc. | | | | | 12,388,386 | | | | | | 2.2 | | |
| | | 68,631 | | | | Lowe’s Cos, Inc. | | | | | 5,218,701 | | | | | | 0.9 | | |
| | | 69,122 | | | | McDonald’s Corp. | | | | | 8,166,073 | | | | | | 1.5 | | |
| | | 30,603 | @ | | Netflix, Inc. | | | | | 3,500,371 | | | | | | 0.6 | | | |
| | | 97,794 | | | | Nike, Inc. | | | | | 6,112,125 | | | | | | 1.1 | | |
| | | 3,739 | @ | | Priceline.com, Inc. | | | | | 4,767,038 | | | | | | 0.9 | | | |
| | | 108,206 | | | | Starbucks Corp. | | | | | 6,495,606 | | | | | | 1.2 | | |
| | | 20,386 | | | | Time Warner Cable, Inc. | | | | | 3,783,438 | | | | | | 0.7 | | |
| | | 30,579 | | | | Time Warner, Inc. | | | | | 1,977,544 | | | | | | 0.4 | | |
| | | 49,065 | | | | TJX Cos., Inc. | | | | | 3,479,199 | | | | | | 0.6 | | |
| | | 122,359 | | | | Walt Disney Co. | | | | | 12,857,484 | | | | | | 2.3 | | |
| | | 256,277 | | | | Other Securities(a) | | | | | 12,868,977 | | | | | | 2.3 | | |
| | | | | | | | | | | | 109,395,395 | | | | | | 19.6 | | |
| | | | | | | Consumer Staples: 12.1% | | ||||||||||||
| | | 133,448 | | | | Altria Group, Inc. | | | | | 7,768,008 | | | | | | 1.4 | | |
| | | 282,774 | | | | Coca-Cola Co. | | | | | 12,147,971 | | | | | | 2.2 | | |
| | | 57,208 | | | | Colgate-Palmolive Co. | | | | | 3,811,197 | | | | | | 0.7 | | |
| | | 31,728 | | | | Costco Wholesale Corp. | | | | | 5,124,072 | | ��� | | | | 0.9 | | |
| | | 75,428 | | | | CVS Health Corp. | | | | | 7,374,595 | | | | | | 1.3 | | |
| | | 106,443 | | | | PepsiCo, Inc. | | | | | 10,635,785 | | | | | | 1.9 | | |
| | | 55,634 | | | | Philip Morris International, Inc. | | | | | 4,890,785 | | | | | | 0.9 | | |
| | | 260,856 | | | | Other Securities | | | | | 16,048,078 | | | | | | 2.8 | | |
| | | | | | | | | | | | 67,800,491 | | | | | | 12.1 | | |
| | | | | | | Energy: 0.5% | | ||||||||||||
| | | 71,355 | | | | Other Securities | | | | | 2,552,397 | | | | | | 0.5 | | |
| | | | | | | Financials: 2.9% | | ||||||||||||
| | | 22,447 | | | | Simon Property Group, Inc. | | | | | 4,364,594 | | | | | | 0.8 | | |
| | | 153,951 | | | | Other Securities | | | | | 11,849,560 | | | | | | 2.1 | | |
| | | | | | | | | | | | 16,214,154 | | | | | | 2.9 | | |
| | | | | | | Health Care: 18.1% | | ||||||||||||
| | | 119,368 | | | | AbbVie, Inc. | | | | | 7,071,360 | | | | | | 1.3 | | |
| | | 12,792 | @ | | Allergan plc | | | | | 3,997,500 | | | | | | 0.7 | | | |
| | | 54,830 | | | | Amgen, Inc. | | | | | 8,900,554 | | | | | | 1.6 | | |
| | | 16,063 | @ | | Biogen, Inc. | | | | | 4,920,900 | | | | | | 0.9 | | | |
| | | 120,211 | | | | Bristol-Myers Squibb Co. | | | | | 8,269,315 | | | | | | 1.5 | | |
| | | 57,197 | @ | | Celgene Corp. | | | | | 6,849,913 | | | | | | 1.2 | | | |
| | | 70,562 | | | | Eli Lilly & Co. | | | | | 5,945,554 | | | | | | 1.0 | | |
| | | 40,933 | @ | | Express Scripts Holding Co. | | | | | 3,577,954 | | | | | | 0.6 | | | |
| | | 105,978 | | | | Gilead Sciences, Inc. | | | | | 10,723,914 | | | | | | 1.9 | | |
| | | 16,673 | | | | McKesson Corp. | | | | | 3,288,416 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care (continued) | | |||||||||||||||
| | | 65,213 | | | | UnitedHealth Group, Inc. | | | | $ | 7,671,657 | | | | | | 1.4 | | | |||
| | | 272,728 | | | | Other Securities | | | | | 30,000,048 | | | | | | 5.4 | | | |||
| | | | | | | | | | | | 101,217,085 | | | | | | 18.1 | | | |||
| | | | | | | Industrials: 8.6% | | |||||||||||||||
| | | 45,745 | | | | 3M Co. | | | | | 6,891,027 | | | | | | 1.2 | | | |||
| | | 49,868 | | | | Boeing Co. | | | | | 7,210,414 | | | | | | 1.3 | | | |||
| | | 56,372 | | | | Honeywell International, Inc. | | | | | 5,838,448 | | | | | | 1.0 | | | |||
| | | 63,142 | | | | Union Pacific Corp. | | | | | 4,937,704 | | | | | | 0.9 | | | |||
| | | 50,591 | | | | United Parcel Service, Inc. - Class B | | | | | 4,868,372 | | | | | | 0.9 | | | |||
| | | 249,876 | | | | Other Securities | | | | | 18,392,095 | | | | | | 3.3 | | | |||
| | | | | | | | | | | | 48,138,060 | | | | | | 8.6 | | | |||
| | | | | | | Information Technology: 30.5% | | |||||||||||||||
| | | 45,297 | | | | Accenture PLC | | | | | 4,733,537 | | | | | | 0.8 | | | |||
| | | 36,076 | @ | | Adobe Systems, Inc. | | | | | 3,388,980 | | | | | | 0.6 | | | ||||
| | | 20,788 | @ | | Alphabet, Inc. - Class A | | | | | 16,173,272 | | | | | | 2.9 | | | ||||
| | | 21,213 | @ | | Alphabet, Inc. - Class C | | | | | 16,098,121 | | | | | | 2.9 | | | ||||
| | | 415,447 | | | | Apple, Inc. | | | | | 43,729,951 | | | | | | 7.8 | | | |||
| | | 156,055 | @ | | Facebook, Inc. | | | | | 16,332,716 | | | | | | 2.9 | | | ||||
| | | 36,343 | | | | International Business Machines Corp. | | | | | 5,001,524 | | | | | | 0.9 | | | |||
| | | 72,089 | | | | Mastercard, Inc. | | | | | 7,018,585 | | | | | | 1.3 | | | |||
| | | 330,769 | | | | Microsoft Corp. | | | | | 18,351,064 | | | | | | 3.3 | | | |||
| | | 137,092 | | | | Oracle Corp. | | | | | 5,007,971 | | | | | | 0.9 | | | |||
| | | 87,464 | @ | | PayPal Holdings, Inc. | | | | | 3,166,197 | | | | | | 0.6 | | | ||||
| | | 47,307 | @ | | Salesforce.com, Inc. | | | | | 3,708,869 | | | | | | 0.7 | | | ||||
| | | 75,024 | | | | Texas Instruments, Inc. | | | | | 4,112,065 | | | | | | 0.7 | | | |||
| | | 141,157 | | | | Visa, Inc. - Class A | | | | | 10,946,725 | | | | | | 2.0 | | | |||
| | | 244,149 | | | | Other Securities(a) | | | | | 12,563,986 | | | | | | 2.2 | | | |||
| | | | | | | | | | | | 170,333,563 | | | | | | 30.5 | | | |||
| | | | | | | Materials: 2.8% | | |||||||||||||||
| | | 176,196 | | | | Other Securities(a) | | | | | 15,606,712 | | | | | | 2.8 | | | |||
| | | | | | | Telecommunication Services: 2.6% | | |||||||||||||||
| | | 272,937 | | | | Verizon Communications, Inc. | | | | | 12,615,148 | | | | | | 2.2 | | | |||
| | | 64,435 | | | | Other Securities | | | | | 2,217,209 | | | | | | 0.4 | | | |||
| | | | | | | | | | | | 14,832,357 | | | | | | 2.6 | | | |||
| | | | | | | Utilities: 0.0% | | |||||||||||||||
| | | 2,152 | | | | Other Securities | | | | | 145,561 | | | | | | 0.0 | | | |||
| | | | | | | Total Common Stock (Cost $293,266,630) | | | | | 546,235,775 | | | | | | 97.7 | | | |||
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.3% | | ||||||||||||
| | | 1,000,000 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,000,041, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,020,000, due 03/31/21-02/15/44) | | | | $ | 1,000,000 | | | | | | 0.2 | | |
| | | 699,791 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $699,816, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $713,787, due 01/15/16-10/20/65) | | | | | 699,791 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,699,791 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.5% | | ||||||||||||
| | | 13,973,055 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $13,973,055) | | | | | 13,973,055 | | | | | | 2.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||
| | | Total Short-Term Investments (Cost $15,672,846) | | | | $ | 15,672,846 | | | | | | 2.8 | | | ||
| | | Total Investments in Securities (Cost $308,939,476) | | | | $ | 561,908,621 | | | | | | 100.5 | | | ||
| | | Liabilities in Excess of Other Assets | | | | | (2,759,797) | | | | | | (0.5) | | | ||
| | | Net Assets | | | | $ | 559,148,824 | | | | | | 100.0 | | | ||
|
| Gross Unrealized Appreciation | | | | $ | 258,313,028 | | | |
| Gross Unrealized Depreciation | | | | | (5,568,343) | | | |
| Net Unrealized Appreciation | | | | $ | 252,744,685 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock* | | | | $ | 546,235,775 | | | | | $ | — | | | | | $ | — | | | | | $ | 546,235,775 | | | ||||
Short-Term Investments | | | | | 13,973,055 | | | | | | 1,699,791 | | | | | | — | | | | | | 15,672,846 | | | ||||
Total Investments, at fair value | | | | $ | 560,208,830 | | | | | $ | 1,699,791 | | | | | $ | — | | | | | $ | 561,908,621 | | | ||||
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | $ | (16,496) | | | | | $ | — | | | | | $ | — | | | | | $ | (16,496) | | | ||||
Total Liabilities | | | | $ | (16,496) | | | | | $ | — | | | | | $ | — | | | | | $ | (16,496) | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
S&P 500 E-Mini | | | | | 149 | | | | | | 03/18/16 | | | | | $ | 15,163,730 | | | | | $ | (16,496) | | | ||||
| | | | | | | | | | | | | | | | $ | 15,163,730 | | | | | $ | (16,496) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 16,496 | | | |
Total Liability Derivatives | | | | | | | $ | 16,496 | | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 49,533 | | | |
Total | | | | $ | 49,533 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (346,531) | | | |
Total | | | | $ | (346,531) | | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.0% | | ||||||||||||
| | | 20,254 | @ | | Amazon.com, Inc. | | | | $ | 13,689,476 | | | | | | 1.7 | | | |
| | | 133,050 | | | | Comcast Corp. - Class A | | | | | 7,508,012 | | | | | | 0.9 | | |
| | | 69,019 | | | | Home Depot, Inc. | | | | | 9,127,763 | | | | | | 1.2 | | |
| | | 50,929 | | | | McDonald’s Corp. | | | | | 6,016,752 | | | | | | 0.8 | | |
| | | 72,056 | | | | Nike, Inc. | | | | | 4,503,500 | | | | | | 0.6 | | |
| | | 79,727 | | | | Starbucks Corp. | | | | | 4,786,012 | | | | | | 0.6 | | |
| | | 14,983 | | | | Time Warner Cable, Inc. | | | | | 2,780,695 | | | | | | 0.3 | | |
| | | 43,710 | | | | Time Warner, Inc. | | | | | 2,826,726 | | | | | | 0.4 | | |
| | | 90,155 | | | | Walt Disney Co. | | | | | 9,473,487 | | | | | | 1.2 | | |
| | | 722,925 | | | | Other Securities(a) | | | | | 33,970,074 | | | | | | 4.3 | | |
| | | | | | | | | | | | 94,682,497 | | | | | | 12.0 | | |
| | | | | | | Consumer Staples: 10.2% | | ||||||||||||
| | | 104,490 | | | | Altria Group, Inc. | | | | | 6,082,363 | | | | | | 0.8 | | |
| | | 208,348 | | | | Coca-Cola Co. | | | | | 8,950,630 | | | | | | 1.1 | | |
| | | 59,952 | | | | CVS Health Corp. | | | | | 5,861,507 | | | | | | 0.7 | | |
| | | 78,428 | | | | PepsiCo, Inc. | | | | | 7,836,526 | | | | | | 1.0 | | |
| | | 82,311 | | | | Philip Morris International, Inc. | | | | | 7,235,960 | | | | | | 0.9 | | |
| | | 144,150 | | | | Procter & Gamble Co. | | | | | 11,446,952 | | | | | | 1.5 | | |
| | | 83,928 | | | | Wal-Mart Stores, Inc. | | | | | 5,144,786 | | | | | | 0.7 | | |
| | | 425,570 | | | | Other Securities | | | | | 27,683,587 | | | | | | 3.5 | | |
| | | | | | | | | | | | 80,242,311 | | | | | | 10.2 | | |
| | | | | | | Energy: 6.8% | | ||||||||||||
| | | 99,916 | | | | Chevron Corp. | | | | | 8,988,443 | | | | | | 1.2 | | |
| | | 222,156 | | | | Exxon Mobil Corp. | | | | | 17,317,060 | | | | | | 2.2 | | |
| | | 67,465 | | | | Schlumberger Ltd. | | | | | 4,705,684 | | | | | | 0.6 | | |
| | | 525,056 | | | | Other Securities | | | | | 22,291,742 | | | | | | 2.8 | | |
| | | | | | | | | | | | 53,302,929 | | | | | | 6.8 | | |
| | | | | | | Financials: 14.8% | | ||||||||||||
| | | 558,009 | | | | Bank of America Corp. | | | | | 9,391,291 | | | | | | 1.2 | | |
| | | 98,820 | @ | | Berkshire Hathaway, Inc. - Class B | | | | | 13,048,193 | | | | | | 1.7 | | | |
| | | 161,214 | | | | Citigroup, Inc. | | | | | 8,342,825 | | | | | | 1.1 | | |
| | | 197,182 | | | | JPMorgan Chase & Co. | | | | | 13,019,927 | | | | | | 1.6 | | |
| | | 247,539 | | | | Wells Fargo & Co. | | | | | 13,456,220 | | | | | | 1.7 | | |
| | | 870,029 | | | | Other Securities | | | | | 58,751,116 | | | | | | 7.5 | | |
| | | | | | | | | | | | 116,009,572 | | | | | | 14.8 | | |
| | | | | | | Health Care: 16.2% | | ||||||||||||
| | | 87,950 | | | | AbbVie, Inc. | | | | | 5,210,158 | | | | | | 0.7 | | |
| | | 20,852 | @ | | Allergan plc | | | | | 6,516,250 | | | | | | 0.8 | | | |
| | | 40,399 | | | | Amgen, Inc. | | | | | 6,557,970 | | | | | | 0.8 | | |
| | | 88,572 | | | | Bristol-Myers Squibb Co. | | | | | 6,092,868 | | | | | | 0.8 | | |
| | | 42,143 | @ | | Celgene Corp. | | | | | 5,047,046 | | | | | | 0.6 | | | |
| | | 78,085 | | | | Gilead Sciences, Inc. | | | | | 7,901,421 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care (continued) | | |||||||||||||||
| | | 147,341 | | | | Johnson & Johnson | | | | $ | 15,134,867 | | | | | | 1.9 | | | |||
| | | 75,719 | | | | Medtronic PLC | | | | | 5,824,305 | | | | | | 0.7 | | | |||
| | | 150,113 | | | | Merck & Co., Inc. | | | | | 7,928,969 | | | | | | 1.0 | | | |||
| | | 327,176 | | | | Pfizer, Inc. | | | | | 10,561,241 | | | | | | 1.4 | | | |||
| | | 50,578 | | | | UnitedHealth Group, Inc. | | | | | 5,949,996 | | | | | | 0.8 | | | |||
| | | 445,848 | | | | Other Securities | | | | | 44,520,495 | | | | | | 5.7 | | | |||
| | | | | | | | | | | | 127,245,586 | | | | | | 16.2 | | | |||
| | | | | | | Industrials: 9.5% | | |||||||||||||||
| | | 33,705 | | | | 3M Co. | | | | | 5,077,321 | | | | | | 0.6 | | | |||
| | | 36,743 | | | | Boeing Co. | | | | | 5,312,671 | | | | | | 0.7 | | | |||
| | | 499,694 | | | | General Electric Co. | | | | | 15,565,468 | | | | | | 2.0 | | | |||
| | | 47,300 | | | | United Technologies Corp. | | | | | 4,544,111 | | | | | | 0.6 | | | |||
| | | 539,903 | | | | Other Securities | | | | | 43,948,095 | | | | | | 5.6 | | | |||
| | | | | | | | | | | | 74,447,666 | | | | | | 9.5 | | | |||
| | | | | | | Information Technology: 21.7% | | |||||||||||||||
| | | 15,317 | @ | | Alphabet, Inc. - Class A | | | | | 11,916,779 | | | | | | 1.5 | | | ||||
| | | 15,630 | @ | | Alphabet, Inc. - Class C | | | | | 11,861,294 | | | | | | 1.5 | | | ||||
| | | 306,102 | | | | Apple, Inc. | | | | | 32,220,297 | | | | | | 4.1 | | | |||
| | | 270,229 | | | | Cisco Systems, Inc. | | | | | 7,338,068 | | | | | | 0.9 | | | |||
| | | 114,982 | @ | | Facebook, Inc. | | | | | 12,034,016 | | | | | | 1.5 | | | ||||
| | | 48,247 | | | | International Business Machines Corp. | | | | | 6,639,752 | | | | | | 0.9 | | | |||
| | | 252,064 | | | | Intel Corp. | | | | | 8,683,605 | | | | | | 1.1 | | | |||
| | | 53,115 | | | | Mastercard, Inc. | | | | | 5,171,276 | | | | | | 0.7 | | | |||
| | | 429,824 | | | | Microsoft Corp. | | | | | 23,846,636 | | | | | | 3.0 | | | |||
| | | 168,349 | | | | Oracle Corp. | | | | | 6,149,789 | | | | | | 0.8 | | | |||
| | | 104,005 | | | | Visa, Inc. - Class A | | | | | 8,065,588 | | | | | | 1.0 | | | |||
| | | 928,504 | | | | Other Securities | | | | | 36,650,311 | | | | | | 4.7 | | | |||
| | | | | | | | | | | | 170,577,411 | | | | | | 21.7 | | | |||
| | | | | | | Materials: 2.1% | | |||||||||||||||
| | | 221,215 | | | | Other Securities(a) | | | | | 16,525,307 | | | | | | 2.1 | | | |||
| | | | | | | Telecommunication Services: 2.8% | | |||||||||||||||
| | | 323,441 | | | | AT&T, Inc. | | | | | 11,129,605 | | | | | | 1.4 | | | |||
| | | 216,703 | | | | Verizon Communications, Inc. | | | | | 10,016,012 | | | | | | 1.3 | | | |||
| | | 14,664 | | | | Other Securities | | | | | 573,656 | | | | | | 0.1 | | | |||
| | | | | | | | | | | | 21,719,273 | | | | | | 2.8 | | | |||
| | | | | | | Utilities: 1.7% | | |||||||||||||||
| | | 240,073 | | | | Other Securities | | | | | 13,666,568 | | | | | | 1.7 | | | |||
| | | | | | | Total Common Stock | | | | |||||||||||||
| | | | | | | (Cost $347,812,842) | | | | | 768,419,120 | | | | | | 97.8 | | | |||
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.2% | | ||||||||||||
| | | 1,000,000 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,000,041, collateralized by various U.S. Government Securities, 1.500%- 3.625%, Market Value plus accrued interest $1,020,000, due 03/31/21-02/15/44) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | 408,803 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $408,818, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $416,979, due 01/15/16-10/20/65) | | | | | 408,803 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,408,803 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 2.4% | | |||||||||||||||
| | | 19,264,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $19,264,000) | | | | $ | 19,264,000 | | | | | | 2.4 | | | |||
| | | | | | | Total Short-Term Investments | | | | |||||||||||||
| | | | | | | (Cost $20,672,803) | | | | | 20,672,803 | | | | | | 2.6 | | | |||
| | | | | | | Total Investments in Securities | | | | |||||||||||||
| | | | | | | (Cost $368,485,645) | | | | $ | 789,091,923 | | | | | | 100.4 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (3,110,826) | | | | | | (0.4) | | | |||
| | | | | | | Net Assets | | | | $ | 785,981,097 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 428,036,086 | | |
| Gross Unrealized Depreciation | | | | | (11,611,169) | | |
| Net Unrealized Appreciation | | | | $ | 416,424,917 | | |
| | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock* | | | | $ | 768,419,120 | | | | | $ | — | | | | | $ | — | | | | | $ | 768,419,120 | | | ||||
Short-Term Investments | | | | | 19,264,000 | | | | | | 1,408,803 | | | | | | — | | | | | | 20,672,803 | | | ||||
Total Investments, at fair value | | | | $ | 787,683,120 | | | | | $ | 1,408,803 | | | | | $ | — | | | | | $ | 789,091,923 | | | ||||
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | $ | (13,738) | | | | | $ | — | | | | | $ | — | | | | | $ | (13,738) | | | ||||
Total Liabilities | | | | $ | (13,738) | | | | | $ | — | | | | | $ | — | | | | | $ | (13,738) | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
S&P 500 E-Mini | | | | | 207 | | | | | | 03/18/16 | | | | | $ | 21,066,390 | | | | | $ | (13,738) | | | ||||
| | | | | | | | | | | | | | | | $ | 21,066,390 | | | | | $ | (13,738) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 13,738 | | | |
Total Liability Derivatives | | | | | | | $ | 13,738 | | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 1,126,970 | | | |
Total | | | | $ | 1,126,970 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (541,444) | | | |
Total | | | | $ | (541,444) | | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2015 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.6% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 3.8% | | ||||||||||||
| | 227,595 | | | | Ford Motor Co. | | | | $ | 3,206,814 | | | | | | 0.8 | | |
| | 93,682 | | | | General Motors Co. | | | | | 3,186,125 | | | | | | 0.8 | | |
| | 34,128 | | | | Target Corp. | | | | | 2,478,034 | | | | | | 0.6 | | |
| | 146,807 | | | | Other Securities | | | | | 6,650,681 | | | | | | 1.6 | | |
| | | | | | | | | | | 15,521,654 | | | | | | 3.8 | | |
| | | | | | Consumer Staples: 8.2% | | ||||||||||||
| | 94,824 | | | | Mondelez International, Inc. | | | | | 4,251,908 | | | | | | 1.0 | | |
| | 45,331 | | | | Philip Morris International, Inc. | | | | | 3,985,048 | | | | | | 1.0 | | |
| | 158,148 | | | | Procter & Gamble Co. | | | | | 12,558,533 | | | | | | 3.1 | | |
| | 42,546 | | | | Walgreens Boots Alliance, Inc. | | | | | 3,623,005 | | | | | | 0.9 | | |
| | 92,078 | | | | Wal-Mart Stores, Inc. | | | | | 5,644,381 | | | | | | 1.4 | | |
| | 58,607 | | | | Other Securities | | | | | 3,180,921 | | | | | | 0.8 | | |
| | | | | | | | | | | 33,243,796 | | | | | | 8.2 | | |
| | | | | | Energy: 13.9% | | ||||||||||||
| | 109,617 | | | | Chevron Corp. | | | | | 9,861,145 | | | | | | 2.4 | | |
| | 71,867 | | | | ConocoPhillips | | | | | 3,355,470 | | | | | | 0.8 | | |
| | 243,723 | | | | Exxon Mobil Corp. | | | | | 18,998,208 | | | | | | 4.7 | | |
| | 44,775 | | | | Occidental Petroleum Corp. | | | | | 3,027,238 | | | | | | 0.8 | | |
| | 31,575 | | | | Phillips 66 | | | | | 2,582,835 | | | | | | 0.6 | | |
| | 65,057 | | | | Schlumberger Ltd. | | | | | 4,537,726 | | | | | | 1.1 | | |
| | 380,325 | | | | Other Securities | | | | | 14,103,979 | | | | | | 3.5 | | |
| | | | | | | | | | | 56,466,601 | | | | | | 13.9 | | |
| | | | | | Financials: 28.0% | | ||||||||||||
| | 19,037 | @ | | ACE Ltd. | | | | | 2,224,473 | | | | | | 0.5 | | | |
| | 72,108 | | | | American International Group, Inc. | | | | | 4,468,533 | | | | | | 1.1 | | |
| | 40,603 | | | | American Express Co. | | | | | 2,823,938 | | | | | | 0.7 | | |
| | 612,176 | | | | Bank of America Corp. | | | | | 10,302,922 | | | | | | 2.5 | | |
| | 58,317 | | | | Bank of New York Mellon Corp. | | | | | 2,403,827 | | | | | | 0.6 | | |
| | 101,368 | @ | | Berkshire Hathaway, Inc. – Class B | | | | | 13,384,631 | | | | | | 3.3 | | | |
| | 31,853 | | | | Capital One Financial Corp. | | | | | 2,299,149 | | | | | | 0.6 | | |
| | 176,869 | | | | Citigroup, Inc. | | | | | 9,152,971 | | | | | | 2.3 | | |
| | 25,183 | | | | Goldman Sachs Group, Inc. | | | | | 4,538,732 | | | | | | 1.1 | | |
| | 216,326 | | | | JPMorgan Chase & Co. | | | | | 14,284,006 | | | | | | 3.5 | | |
| | 54,604 | | | | Metlife, Inc. | | | | | 2,632,459 | | | | | | 0.6 | | |
| | 89,365 | | | | Morgan Stanley | | | | | 2,842,701 | | | | | | 0.7 | | |
| | 30,193 | | | | PNC Financial Services Group, Inc. | | | | | 2,877,695 | | | | | | 0.7 | | |
| | 97,649 | | | | US Bancorp | | | | | 4,166,683 | | | | | | 1.0 | | |
| | 271,573 | | | | Wells Fargo & Co. | | | | | 14,762,708 | | | | | | 3.6 | | |
| | 301,620 | | | | Other Securities | | | | | 21,102,782 | | | | | | 5.2 | | |
| | | | | | | | | | | 114,268,210 | | | | | | 28.0 | | |
| | | | | | Health Care: 14.2% | | ||||||||||||
| | 86,785 | | | | Abbott Laboratories | | | | | 3,897,514 | | | | | | 1.0 | | |
| | 12,537 | @ | | Allergan plc | | | | | 3,917,813 | | | | | | 1.0 | | | |
| | 140,794 | | | | Johnson & Johnson | | | | | 14,462,360 | | | | | | 3.5 | | |
| | 83,070 | | | | Medtronic PLC | | | | | 6,389,744 | | | | | | 1.6 | | |
| | 145,911 | | | | Merck & Co., Inc. | | | | | 7,707,019 | | | | | | 1.9 | | |
| | 358,940 | | | | Pfizer, Inc. | | | | | 11,586,583 | | | | | | 2.8 | | |
| | 108,437 | | | | Other Securities | | | | | 9,877,389 | | | | | | 2.4 | | |
| | | | | | | | | | | 57,838,422 | | | | | | 14.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | Industrials: 10.5% | | |||||||||||||||
| | 28,051 | | | | Danaher Corp. | | | | $ | 2,605,377 | | | | | | 0.6 | | | |||
| | 548,205 | | | | General Electric Co. | | | | | 17,076,586 | | | | | | 4.2 | | | |||
| | 47,118 | | | | United Technologies Corp. | | | | | 4,526,626 | | | | | | 1.1 | | | |||
| | 230,558 | | | | Other Securities | | | | | 18,630,796 | | | | | | 4.6 | | | |||
| | | | | | | | | | | 42,839,385 | | | | | | 10.5 | | | |||
| | | | | | Information Technology: 12.1% | | |||||||||||||||
| | 296,460 | | | | Cisco Systems, Inc. | | | | | 8,050,371 | | | | | | 2.0 | | | |||
| | 103,921 | | | | EMC Corp. | | | | | 2,668,691 | | | | | | 0.6 | | | |||
| | 23,556 | | | | International Business Machines Corp. | | | | | 3,241,777 | | | | | | 0.8 | | | |||
| | 257,174 | | | | Intel Corp. | | | | | 8,859,644 | | | | | | 2.2 | | | |||
| | 204,187 | | | | Microsoft Corp. | | | | | 11,328,295 | | | | | | 2.8 | | | |||
| | 73,880 | | | | Oracle Corp. | | | | | 2,698,836 | | | | | | 0.6 | | | |||
| | 74,305 | | | | Qualcomm, Inc. | | | | | 3,714,136 | | | | | | 0.9 | | | |||
| | 428,892 | | | | Other Securities | | | | | 8,950,498 | | | | | | 2.2 | | | |||
| | | | | | | | | | | 49,512,248 | | | | | | 12.1 | | | |||
| | | | | | Materials: 1.3% | | |||||||||||||||
| | 56,675 | | | | Dow Chemical Co. | | | | | 2,917,629 | | | | | | 0.7 | | | |||
| | 43,667 | | | | Other Securities(a) | | | | | 2,614,556 | | | | | | 0.6 | | | |||
| | | | | | | | | | | 5,532,185 | | | | | | 1.3 | | | |||
| | | | | | Telecommunication Services: 2.9% | | |||||||||||||||
| | 302,685 | | | | AT&T, Inc. | | | | | 10,415,391 | | | | | | 2.6 | | | |||
| | 33,121 | | | | Other Securities | | | | | 1,417,231 | | | | | | 0.3 | | | |||
| | | | | | | | | | | 11,832,622 | | | | | | 2.9 | | | |||
| | | | | | Utilities: 3.7% | | |||||||||||||||
| | 40,311 | | | | Duke Energy Corp. | | | | | 2,877,802 | | | | | | 0.7 | | | |||
| | 25,889 | | | | NextEra Energy, Inc. | | | | | 2,689,608 | | | | | | 0.7 | | | |||
| | 52,943 | | | | Southern Co. | | | | | 2,477,203 | | | | | | 0.6 | | | |||
| | 143,015 | | | | Other Securities | | | | | 6,864,242 | | | | | | 1.7 | | | |||
| | | | | | | | | | | 14,908,855 | | | | | | 3.7 | | | |||
| | | | | | Total Common Stock (Cost $360,530,856) | | | | | 401,963,978 | | | | | | 98.6 | | | |||
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 0.3% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 0.0% | | ||||||||||||
| | 119,275 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $119,280, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $121,661, due 03/31/21-02/15/44) (Cost $119,275) | | | | | 119,275 | | | | | | 0.0 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2015 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Mutual Funds: 0.3% | | ||||||||||||
| | 947,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $947,000) | | | | $ | 947,000 | | | | | | 0.3 | | |
| | | | | | Total Short-Term Investments (Cost $1,066,275) | | | | | 1,066,275 | | | | | | 0.3 | | |
| | | | | | Total Investments in Securities (Cost $361,597,131) | | | | $ | 403,030,253 | | | | | | 98.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 4,440,742 | | | | | | 1.1 | | |
| | | | | | Net Assets | | | | $ | 407,470,995 | | | | | | 100.0 | | |
| | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 53,226,076 | | |
| Gross Unrealized Depreciation | | | | | (15,460,831) | | |
| Net Unrealized Appreciation | | | | $ | 37,765,245 | | |
| | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock* | | | | $ | 401,963,978 | | | | | $ | — | | | | | $ | — | | | | | $ | 401,963,978 | | | ||||
Short-Term Investments | | | | | 947,000 | | | | | | 119,275 | | | | | | — | | | | | | 1,066,275 | | | ||||
Total Investments, at fair value | | | | $ | 402,910,978 | | | | | $ | 119,275 | | | | | $ | — | | | | | $ | 403,030,253 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | $ | (67,443) | | | | | $ | — | | | | | $ | — | | | | | $ | (67,443) | | | ||||
Total Liabilities | | | | $ | (67,443) | | | | | $ | — | | | | | $ | — | | | | | $ | (67,443) | | | ||||
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2015 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
S&P 500 E-Mini | | | | | 58 | | | | | | 03/18/16 | | | | | $ | 5,902,660 | | | | | $ | (67,443) | | | ||||
| | | | | | | | | | | | | | | | $ | 5,902,660 | | | | | $ | (67,443) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 67,443 | | | |
Total Liability Derivatives | | | | | | | $ | 67,443 | | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 117,923 | | | |
Total | | | | $ | 117,923 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (194,679) | | | |
Total | | | | $ | (194,679) | | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 25.1% | | ||||||||||||
| | | 3,791 | @ | | Autozone, Inc. | | | | $ | 2,812,581 | | | | | | 0.8 | | | |
| | | 9,095 | @,L | | Charter Communications, Inc. | | | | | 1,665,294 | | | | | | 0.5 | | | |
| | | 3,768 | @ | | Chipotle Mexican Grill, Inc. | | | | | 1,808,075 | | | | | | 0.5 | | | |
| | | 35,034 | | | | Delphi Automotive PLC | | | | | 3,003,465 | | | | | | 0.8 | | |
| | | 36,850 | | | | Dollar General Corp. | | | | | 2,648,409 | | | | | | 0.7 | | |
| | | 27,936 | @ | | Dollar Tree, Inc. | | | | | 2,157,218 | | | | | | 0.6 | | | |
| | | 30,025 | | | | L Brands, Inc. | | | | | 2,876,995 | | | | | | 0.8 | | |
| | | 33,209 | | | | McGraw-Hill Cos., Inc. | | | | | 3,273,743 | | | | | | 0.9 | | |
| | | 29,644 | | | | Omnicom Group, Inc. | | | | | 2,242,865 | | | | | | 0.6 | | |
| | | 12,254 | @ | | O’Reilly Automotive, Inc. | | | | | 3,105,409 | | | | | | 0.8 | | | |
| | | 50,207 | | | | Ross Stores, Inc. | | | | | 2,701,639 | | | | | | 0.7 | | |
| | | 21,675 | @,L | | Under Armour, Inc. | | | | | 1,747,222 | | | | | | 0.5 | | | |
| | | 1,640,983 | | | | Other Securities(a) | | | | | 61,602,681 | | | | | | 16.9 | | |
| | | | | | | | | | | | 91,645,596 | | | | | | 25.1 | | |
| | | | | | | Consumer Staples: 8.3% | | ||||||||||||
| | | 3,107 | | | | Brown-Forman Corp. - Class A | | | | | 342,112 | | | | | | 0.1 | | |
| | | 13,182 | | | | Brown-Forman Corp. - Class B | | | | | 1,308,709 | | | | | | 0.4 | | |
| | | 19,849 | | | | Constellation Brands, Inc. | | | | | 2,827,292 | | | | | | 0.8 | | |
| | | 23,264 | | | | Dr Pepper Snapple Group, Inc. | | | | | 2,168,205 | | | | | | 0.6 | | |
| | | 27,271 | | | | Kellogg Co. | | | | | 1,970,875 | | | | | | 0.5 | | |
| | | 24,577 | | | | Mead Johnson Nutrition Co. | | | | | 1,940,354 | | | | | | 0.5 | | |
| | | 18,153 | @ | | Monster Beverage Corp. | | | | | 2,704,071 | | | | | | 0.7 | | | |
| | | 364,535 | | | | Other Securities(a) | | | | | 16,976,887 | | | | | | 4.7 | | |
| | | | | | | | | | | | 30,238,505 | | | | | | 8.3 | | |
| | | | | | | Energy: 0.8% | | ||||||||||||
| | | 117,634 | | | | Other Securities(a) | | | | | 2,873,779 | | | | | | 0.8 | | |
| | | | | | | Financials: 10.8% | | ||||||||||||
| | | 18,333 | | | | Ameriprise Financial, Inc. | | | | | 1,950,998 | | | | | | 0.5 | | |
| | | 34,197 | | | | Aon PLC | | | | | 3,153,305 | | | | | | 0.9 | | |
| | | 16,995 | | | | Boston Properties, Inc. | | | | | 2,167,542 | | | | | | 0.6 | | |
| | | 40,497 | | | | Crown Castle International Corp. | | | | | 3,500,966 | | | | | | 1.0 | | |
| | | 7,472 | | | | Equinix, Inc. | | | | | 2,259,533 | | | | | | 0.6 | | |
| | | 21,539 | | | | Moody’s Corp. | | | | | 2,161,223 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 31,618 | | | | T. Rowe Price Group, Inc. | | | | $ | 2,260,371 | | | | | | 0.6 | | |
| | | 440,694 | | | | Other Securities(a) | | | | | 21,894,878 | | | | | | 6.0 | | |
| | | | | | | | | | | | 39,348,816 | | | | | | 10.8 | | |
| | | | | | | Health Care: 13.5% | | ||||||||||||
| | | 24,951 | | | | AmerisourceBergen Corp. | | | | | 2,587,668 | | | | | | 0.7 | | |
| | | 19,455 | @ | | BioMarin Pharmaceutical, Inc. | | | | | 2,038,106 | | | | | | 0.5 | | | |
| | | 36,359 | @ | | Cerner Corp. | | | | | 2,187,721 | | | | | | 0.6 | | | |
| | | 9,009 | | | | CR Bard, Inc. | | | | | 1,706,665 | | | | | | 0.5 | | |
| | | 26,101 | @ | | Edwards Lifesciences Corp. | | | | | 2,061,457 | | | | | | 0.6 | | | |
| | | 18,983 | @ | | Incyte Corp., Ltd. | | | | | 2,058,706 | | | | | | 0.6 | | | |
| | | 4,473 | @ | | Intuitive Surgical, Inc. | | | | | 2,442,974 | | | | | | 0.7 | | | |
| | | 60,663 | | | | Zoetis, Inc. | | | | | 2,906,971 | | | | | | 0.8 | | |
| | | 515,553 | | | | Other Securities(a) | | | | | 31,136,081 | | | | | | 8.5 | | |
| | | | | | | | | | | | 49,126,349 | | | | | | 13.5 | | |
| | | | | | | Industrials: 15.6% | | ||||||||||||
| | | 14,440 | @ | | Equifax, Inc. | | | | | 1,608,183 | | | | | | 0.4 | | | |
| | | 38,916 | | | | Paccar, Inc. | | | | | 1,844,618 | | | | | | 0.5 | | |
| | | 16,329 | | | | Rockwell Automation, Inc. | | | | | 1,675,519 | | | | | | 0.5 | | |
| | | 81,087 | | | | Southwest Airlines Co. | | | | | 3,491,606 | | | | | | 1.0 | | |
| | | 46,350 | @ | | United Continental Holdings, Inc. | | | | | 2,655,855 | | | | | | 0.7 | | | |
| | | 808,301 | | | | Other Securities(a) | | | | | 45,830,300 | | | | | | 12.5 | | |
| | | | | | | | | | | | 57,106,081 | | | | | | 15.6 | | |
| | | | | | | Information Technology: 19.6% | | ||||||||||||
| | | 7,529 | @ | | Alliance Data Systems Corp. | | | | | 2,082,295 | | | | | | 0.6 | | | |
| | | 37,483 | | | | Amphenol Corp. | | | | | 1,957,737 | | | | | | 0.5 | | |
| | | 34,810 | | | | Analog Devices, Inc. | | | | | 1,925,689 | | | | | | 0.5 | | |
| | | 38,173 | @ | | Electronic Arts, Inc. | | | | | 2,623,249 | | | | | | 0.7 | | | |
| | | 28,731 | @ | | Fiserv, Inc. | | | | | 2,627,737 | | | | | | 0.7 | | | |
| | | 33,448 | | | | Intuit, Inc. | | | | | 3,227,732 | | | | | | 0.9 | | |
| | | 13,277 | @ | | LinkedIn Corp. | | | | | 2,988,387 | | | | | | 0.8 | | | |
| | | 34,328 | | | | Paychex, Inc. | | | | | 1,815,608 | | | | | | 0.5 | | |
| | | 22,243 | @ | | Red Hat, Inc. | | | | | 1,841,943 | | | | | | 0.5 | | | |
| | | 18,662 | @ | | ServiceNow, Inc. | | | | | 1,615,383 | | | | | | 0.5 | | | |
| | | 23,187 | | | | Skyworks Solutions, Inc. | | | | | 1,781,457 | | | | | | 0.5 | | |
| | | 1,166,564 | | | | Other Securities(a) | | | | | 47,177,033 | | | | | | 12.9 | | |
| | | | | | | | | | | | 71,664,250 | | | | | | 19.6 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Materials: 4.8% | | |||||||||||||||
| | | 48,518 | | | | International Paper Co. | | | | $ | 1,829,129 | | | | | | 0.5 | | | |||
| | | 9,826 | | | | Sherwin-Williams Co. | | | | | 2,550,830 | | | | | | 0.7 | | | |||
| | | 255,060 | | | | Other Securities(a) | | | | | 13,243,427 | | | | | | 3.6 | | | |||
| | | | | | | | | | | | 17,623,386 | | | | | | 4.8 | | | |||
| | | | | | | Telecommunication Services: 0.4% | | |||||||||||||||
| | | 26,941 | | | | Other Securities | | | | | 1,438,787 | | | | | | 0.4 | | | |||
| | | | | | | Utilities: 0.1% | | |||||||||||||||
| | | 12,684 | | | | Other Securities(a) | | | | | 356,026 | | | | | | 0.1 | | | |||
| | | | | | | Total Common Stock (Cost $243,205,521) | | | | | 361,421,575 | | | | | | 99.0 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 5.6% | | ||||||||||||
| | | 3,921,701 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $3,921,834, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $4,000,135, due 06/09/16-05/20/45) | | | | | 3,921,701 | | | | | | 1.1 | | |
| | | 4,908,091 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $4,908,274, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $5,006,253, due 01/15/16-04/01/51) | | | | | 4,908,091 | | | | | | 1.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 4,908,091 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $4,908,290, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $5,006,254, due 03/31/21-02/15/44) | | | | $ | 4,908,091 | | | | | | 1.3 | | |
| | | 4,908,091 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $4,908,268, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $5,006,253, due 01/15/16-10/20/65) | | | | | 4,908,091 | | | | | | 1.3 | | |
| | | 2,019,499 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $2,019,590, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $2,061,372, due 01/15/17-02/15/42) | | | | | 2,019,499 | | | | | | 0.6 | | |
| | | | | | | | | | | | 20,665,473 | | | | | | 5.6 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 1.0% | | |||||||||||||||
| | | 3,593,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $3,593,000) | | | | $ | 3,593,000 | | | | | | 1.0 | | | |||
| | | | | | | Total Short-Term Investments (Cost $24,258,473) | | | | | 24,258,473 | | | | | | 6.6 | | | |||
| | | | | | | Total Investments in Securities (Cost $267,463,994) | | | | $ | 385,680,048 | | | | | | 105.6 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (20,603,058) | | | | | | (5.6) | | | |||
| | | | | | | Net Assets | | | | $ | 365,076,990 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 133,370,839 | | | |
| Gross Unrealized Depreciation | | | | | (16,775,051) | | | |
| Net Unrealized Appreciation | | | | $ | 116,595,788 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock* | | | | $ | 361,421,575 | | | | | $ | — | | | | | $ | — | | | | | $ | 361,421,575 | | | ||||
Short-Term Investments | | | | | 3,593,000 | | | | | | 20,665,473 | | | | | | — | | | | | | 24,258,473 | | | ||||
Total Investments, at fair value | | | | $ | 365,014,575 | | | | | $ | 20,665,473 | | | | | $ | — | | | | | $ | 385,680,048 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | $ | (16,537) | | | | | $ | — | | | | | $ | — | | | | | $ | (16,537) | | | ||||
Total Liabilities | | | | $ | (16,537) | | | | | $ | — | | | | | $ | — | | | | | $ | (16,537) | | | ||||
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2015 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 29 | | | | | | 03/18/16 | | | | | $ | 4,041,150 | | | | | $ | (16,537) | | | ||||
| | | | | | | | | | | | | | | | $ | 4,041,150 | | | | | $ | (16,537) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 16,537 | | | |
Total Liability Derivatives | | | | | | | $ | 16,537 | | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 546,605 | | | |
Total | | | | $ | 546,605 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (163,087) | | | |
Total | | | | $ | (163,087) | | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 99.3% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 16.7% | | ||||||||||||
| | 9,995 | @ | | Autozone, Inc. | | | | $ | 7,415,390 | | | | | | 0.4 | | | |
| | 92,379 | | | | Delphi Automotive PLC | | | | | 7,919,652 | | | | | | 0.4 | | |
| | 97,167 | | | | Dollar General Corp. | | | | | 6,983,392 | | | | | | 0.4 | | |
| | 79,170 | | | | L Brands, Inc. | | | | | 7,586,069 | | | | | | 0.4 | | |
| | 87,567 | | | | McGraw-Hill Cos., Inc. | | | | | 8,632,355 | | | | | | 0.4 | | |
| | 78,165 | | | | Omnicom Group, Inc. | | | | | 5,913,964 | | | | | | 0.3 | | |
| | 32,311 | @ | | O’Reilly Automotive, Inc. | | | | | 8,188,254 | | | | | | 0.4 | | | |
| | 132,388 | | | | Ross Stores, Inc. | | | | | 7,123,798 | | | | | | 0.4 | | |
| | 7,002,736 | | | | Other Securities(a) | | | | | 260,245,130 | | | | | | 13.6 | | |
| | | | | | | | | | | 320,008,004 | | | | | | 16.7 | | |
| | | | | | Consumer Staples: 6.2% | | ||||||||||||
| | 52,338 | | | | Constellation Brands, Inc. | | | | | 7,455,025 | | | | | | 0.4 | | |
| | 47,866 | @ | | Monster Beverage Corp. | | | | | 7,130,119 | | | | | | 0.4 | | | |
| | 189,967 | | | | Sysco Corp. | | | | | 7,788,647 | | | | | | 0.4 | | |
| | 1,942,861 | | | | Other Securities(a) | | | | | 96,678,173 | | | | | | 5.0 | | |
| | | | | | | | | | | 119,051,964 | | | | | | 6.2 | | |
| | | | | | Energy: 4.3% | | ||||||||||||
| | 47,767 | | | | Pioneer Natural Resources Co. | | | | | 5,989,026 | | | | | | 0.3 | | |
| | 3,581,367 | | | | Other Securities(a) | | | | | 76,696,127 | | | | | | 4.0 | | |
| | | | | | | | | | | 82,685,153 | | | | | | 4.3 | | |
| | | | | | Financials: 22.7% | | ||||||||||||
| | 58,031 | | | | Ameriprise Financial, Inc. | | | | | 6,175,659 | | | | | | 0.3 | | |
| | 90,172 | | | | Aon PLC | | | | | 8,314,760 | | | | | | 0.5 | | |
| | 42,292 | | | | AvalonBay Communities, Inc. | | | | | 7,787,226 | | | | | | 0.4 | | |
| | 49,081 | | | | Boston Properties, Inc. | | | | | 6,259,791 | | | | | | 0.3 | | |
| | 106,783 | | | | Crown Castle International Corp. | | | | | 9,231,390 | | | | | | 0.5 | | |
| | 19,702 | | | | Equinix, Inc. | | | | | 5,957,885 | | | | | | 0.3 | | |
| | 134,352 | | | | Hartford Financial Services Group, Inc. | | | | | 5,838,938 | | | | | | 0.3 | | |
| | 35,613 | | | | Intercontinental Exchange, Inc. | | | | | 9,126,187 | | | | | | 0.5 | | |
| | 51,084 | | | | M&T Bank Corp. | | | | | 6,190,359 | | | | | | 0.3 | | |
| | 187,715 | | | | Progressive Corp. | | | | | 5,969,337 | | | | | | 0.3 | | |
| | 167,663 | | | | ProLogis, Inc. | | | | | 7,196,096 | | | | | | 0.4 | | |
| | 165,158 | | | | SunTrust Bank | | | | | 7,075,369 | | | | | | 0.4 | | |
| | 266,738 | @ | | Synchrony Financial | | | | | 8,111,503 | | | | | | 0.4 | | | |
| | 83,371 | | | | T. Rowe Price Group, Inc. | | | | | 5,960,193 | | | | | | 0.3 | | |
| | 105,862 | | | | Ventas, Inc. | | | | | 5,973,793 | | | | | | 0.3 | | |
| | 60,236 | | | | Vornado Realty Trust | | | | | 6,021,190 | | | | | | 0.3 | | |
| | 68,892 | ** | | Voya Financial, Inc. | | | | | 2,542,804 | | | | | | 0.2 | | | |
| | 112,179 | | | | Welltower, Inc. | | | | | 7,631,537 | | | | | | 0.4 | | |
| | 10,147,799 | | | | Other Securities(a) | | | | | 312,766,540 | | | | | | 16.3 | | |
| | | | | | | | | | | 434,130,557 | | | | | | 22.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care: 9.8% | | |||||||||||||||
| | | 65,790 | | | | AmerisourceBergen Corp. | | | | $ | 6,823,081 | | | | | | 0.4 | | | |||
| | | 428,933 | @ | | Boston Scientific Corp. | | | | | 7,909,524 | | | | | | 0.4 | | | ||||
| | | 11,793 | @ | | Intuitive Surgical, Inc. | | | | | 6,440,865 | | | | | | 0.3 | | | ||||
| | | 46,798 | | | | Perrigo Co. PLC | | | | | 6,771,671 | | | | | | 0.3 | | | |||
| | | 159,958 | | | | Zoetis, Inc. | | | | | 7,665,187 | | | | | | 0.4 | | | |||
| | | 2,386,288 | | | | Other Securities(a) | | | | | 152,809,621 | | | | | | 8.0 | | | |||
| | | | | | | | | | | | 188,419,949 | | | | | | 9.8 | | | |||
| | | | | | | Industrials: 12.7% | | |||||||||||||||
| | | 32,161 | | | | Roper Technologies, Inc. | | | | | 6,103,836 | | | | | | 0.3 | | | |||
| | | 213,814 | | | | Southwest Airlines Co. | | | | | 9,206,831 | | | | | | 0.5 | | | |||
| | | 122,217 | @ | | United Continental Holdings, Inc. | | | | | 7,003,034 | | | | | | 0.4 | | | ||||
| | | 4,432,607 | | | | Other Securities(a) | | | | | 220,836,706 | | | | | | 11.5 | | | |||
| | | | | | | | | | | | 243,150,407 | | | | | | 12.7 | | | |||
| | | | | | | Information Technology: 14.7% | | |||||||||||||||
| | | 161,436 | | | | Activision Blizzard, Inc. | | | | | 6,249,187 | | | | | | 0.3 | | | |||
| | | 367,651 | | | | Applied Materials, Inc. | | | | | 6,864,044 | | | | | | 0.4 | | | |||
| | | 100,655 | @ | | Electronic Arts, Inc. | | | | | 6,917,012 | | | | | | 0.4 | | | ||||
| | | 75,758 | @ | | Fiserv, Inc. | | | | | 6,928,827 | | | | | | 0.4 | | | ||||
| | | 88,197 | | | | Intuit, Inc. | | | | | 8,511,010 | | | | | | 0.4 | | | |||
| | | 35,008 | @ | | LinkedIn Corp. | | | | | 7,879,601 | | | | | | 0.4 | | | ||||
| | | 6,453,592 | | | | Other Securities(a) | | | | | 238,177,439 | | | | | | 12.4 | | | |||
| | | | | | | | | | | | 281,527,120 | | | | | | 14.7 | | | |||
| | | | | | | Materials: 5.2% | | |||||||||||||||
| | | 25,908 | | | | Sherwin-Williams Co. | | | | | 6,725,717 | | | | | | 0.4 | | | |||
| | | 2,768,867 | | | | Other Securities(a) | | | | | 92,237,628 | | | | | | 4.8 | | | |||
| | | | | | | | | | | | 98,963,345 | | | | | | 5.2 | | | |||
| | | | | | | Telecommunication Services: 1.0% | | |||||||||||||||
| | | 1,006,748 | | | | Other Securities(a) | | | | | 18,697,940 | | | | | | 1.0 | | | |||
| | | | | | | Utilities: 6.0% | | |||||||||||||||
| | | 93,703 | | | | Consolidated Edison, Inc. | | | | | 6,022,292 | | | | | | 0.3 | | | |||
| | | 104,240 | | | | Edison International | | | | | 6,172,050 | | | | | | 0.3 | | | |||
| | | 213,753 | | | | PPL Corp. | | | | | 7,295,390 | | | | | | 0.4 | | | |||
| | | 161,845 | | | | Public Service Enterprise Group, Inc. | | | | | 6,261,783 | | | | | | 0.3 | | | |||
| | | 79,211 | | | | Sempra Energy | | | | | 7,446,626 | | | | | | 0.4 | | | |||
| | | 162,181 | @ | | Xcel Energy, Inc. | | | | | 5,823,920 | | | | | | 0.3 | | | ||||
| | | 2,285,856 | | | | Other Securities(a) | | | | | 76,520,585 | | | | | | 4.0 | | | |||
| | | | | | | | | | | | 115,542,646 | | | | | | 6.0 | | | |||
| | | | | | | Total Common Stock (Cost $1,139,670,811) | | | | | 1,902,177,085 | | | | | | 99.3 | | | |||
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 3.9% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 2.9% | | ||||||||||||
| | 10,510,426 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $10,510,783, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $10,720,635, due 06/09/16-05/20/45) | | | | $ | 10,510,426 | | | | | | 0.5 | | |
| | 13,154,383 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $13,154,916, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $13,417,473, due 03/31/21-02/15/44) | | | | | 13,154,383 | | | | | | 0.7 | | |
| | 13,154,383 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $13,154,830, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $13,417,471, due 04/01/24-04/20/65) | | | | | 13,154,383 | | | | | | 0.7 | | |
| | 13,154,383 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $13,154,859, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $13,417,471, due 01/15/16-10/20/65) | | | | | 13,154,383 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 5,412,761 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $5,413,004, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $5,524,992, due 01/15/17- 02/15/42) | | | | $ | 5,412,761 | | | | | | 0.3 | | |
| | | | | | | | | | | | 55,386,336 | | | | | | 2.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | Mutual Funds: 1.0% | | |||||||||||||||
| | 19,578,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $19,578,000) | | | | | 19,578,000 | | | | | | 1.0 | | | |||
| | | | | | Total Short-Term Investments (Cost $74,964,336) | | | | | 74,964,336 | | | | | | 3.9 | | | |||
| | | | | | Total Investments in Securities (Cost $1,214,635,147) | | | | $ | 1,977,141,421 | | | | | | 103.2 | | | |||
| | | | | | Liabilities in Excess of Other Assets | | | | | (61,207,683) | | | | | | (3.2) | | | |||
| | | | | | Net Assets | | | | $ | 1,915,933,738 | | | | | | 100.0 | | | |||
|
| Net unrealized appreciation consists of: | | | ||||||
| Gross Unrealized Appreciation | | | | $ | 873,003,243 | | | |
| Gross Unrealized Depreciation | | | | | (119,715,758) | | | |
| Net Unrealized Appreciation | | | | $ | 753,287,485 | | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock* | | | | $ | 1,902,177,085 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,902,177,085 | | | ||||
Short-Term Investments | | | | | 19,578,000 | | | | | | 55,386,336 | | | | | | — | | | | | | 74,964,336 | | | ||||
Total Investments, at fair value | | | | $ | 1,921,755,085 | | | | | $ | 55,386,336 | | | | | $ | — | | | | | $ | 1,977,141,421 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | $ | (181,947) | | | | | $ | — | | | | | $ | — | | | | | $ | (181,947) | | | ||||
Total Liabilities | | | | $ | (181,947) | | | | | $ | — | | | | | $ | — | | | | | $ | (181,947) | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 167 | | | | | | 03/18/16 | | | | | $ | 23,271,450 | | | | | $ | (181,947) | | | ||||
| | | | | | | | | | | | | | | | $ | 23,271,450 | | | | | $ | (181,947) | | | ||||
|
Issuer | | | Beginning Fair Value at 12/31/14 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2015 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 2,035,893 | | | | | $ | 1,656,262 | | | | | $ | (614,804) | | | | | $ | (534,547) | | | | | $ | 2,542,804 | | | | | $ | 2,431 | | | | | $ | (59,407) | | | | | $ | — | | | ||||||||
| | | | $ | 2,035,893 | | | | | $ | 1,656,262 | | | | | $ | (614,804) | | | | | $ | (534,547) | | | | | $ | 2,542,804 | | | | | $ | 2,431 | | | | | $ | (59,407) | | | | | $ | — | | | ||||||||
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 181,947 | | | |
Total Liability Derivatives | | | | | | | $ | 181,947 | | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 639,499 | | | |
Total | | | | $ | 639,499 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (1,028,144) | | | |
Total | | | | $ | (1,028,144) | | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 13.2% | | ||||||||||||
| | | 32,244 | @ | | Burlington Stores, Inc. | | | | $ | 1,383,268 | | | | | | 0.2 | | | |
| | | 35,873 | | | | CalAtlantic Group, Inc. | | | | | 1,360,304 | | | | | | 0.2 | | |
| | | 18,454 | | | | Pool Corp. | | | | | 1,490,714 | | | | | | 0.2 | | |
| | | 15,460 | | | | Vail Resorts, Inc. | | | | | 1,978,725 | | | | | | 0.2 | | |
| | | 4,155,666 | | | | Other Securities(a) | | | | | 91,699,387 | | | | | | 12.4 | | |
| | | | | | | | | | | | 97,912,398 | | | | | | 13.2 | | |
| | | | | | | Consumer Staples: 3.4% | | ||||||||||||
| | | 16,547 | | | | Casey’s General Stores, Inc. | | | | | 1,993,086 | | | | | | 0.3 | | |
| | | 26,382 | @ | | Post Holdings, Inc. | | | | | 1,627,769 | | | | | | 0.2 | | | |
| | | 18,310 | @ | | TreeHouse Foods, Inc. | | | | | 1,436,603 | | | | | | 0.2 | | | |
| | | 685,493 | | | | Other Securities(a) | | | | | 20,112,094 | | | | | | 2.7 | | |
| | | | | | | | | | | | 25,169,552 | | | | | | 3.4 | | |
| | | | | | | Energy: 2.6% | | ||||||||||||
| | | 2,547,249 | | | | Other Securities(a) | | | | | 19,252,347 | | | | | | 2.6 | | |
| | | | | | | Financials: 25.1% | | ||||||||||||
| | | 33,275 | | | | Bank of the Ozarks, Inc. | | | | | 1,645,781 | | | | | | 0.2 | | |
| | | 83,866 | | | | CNO Financial Group, Inc. | | | | | 1,601,002 | | | | | | 0.2 | | |
| | | 69,452 | | | | CubeSmart | | | | | 2,126,620 | | | | | | 0.3 | | |
| | | 23,519 | | | | EPR Properties | | | | | 1,374,686 | | | | | | 0.2 | | |
| | | 44,491 | | | | First American Financial Corp. | | | | | 1,597,227 | | | | | | 0.2 | | |
| | | 177,538 | | | | Gramercy Property Trust | | | | | 1,370,593 | | | | | | 0.2 | | |
| | | 36,790 | | | | Highwoods Properties, Inc. | | | | | 1,604,044 | | | | | | 0.2 | | |
| | | 138,556 | | | | Investors Bancorp, Inc. | | | | | 1,723,637 | | | | | | 0.2 | | |
| | | 16,368 | | | | MarketAxess Holdings, Inc. | | | | | 1,826,505 | | | | | | 0.3 | | |
| | | 29,490 | | | | Prosperity Bancshares, Inc. | | | | | 1,411,391 | | | | | | 0.2 | | |
| | | 14,321 | | | | Sovran Self Storage, Inc. | | | | | 1,536,786 | | | | | | 0.2 | | |
| | | 20,018 | | | | Sun Communities, Inc. | | | | | 1,371,834 | | | | | | 0.2 | | |
| | | 87,552 | | | | Umpqua Holdings Corp. | | | | | 1,392,077 | | | | | | 0.2 | | |
| | | 38,242 | | | | Webster Financial Corp. | | | | | 1,422,220 | | | | | | 0.2 | | |
| | | 8,414,276 | | | | Other Securities(a) | | | | | 163,985,420 | | | | | | 22.1 | | |
| | | | | | | | | | | | 185,989,823 | | | | | | 25.1 | | |
| | | | | | | Health Care: 15.8% | | ||||||||||||
| | | 17,981 | @ | | Abiomed, Inc. | | | | | 1,623,325 | | | | | | 0.2 | | | |
| | | 23,189 | @ | | Amsurg Corp. | | | | | 1,762,364 | | | | | | 0.2 | | | |
| | | 17,717 | @ | | Anacor Pharmaceuticals, Inc. | | | | | 2,001,489 | | | | | | 0.3 | | | |
| | | 64,411 | @ | | Dyax, Corp. | | | | | 2,423,142 | | | | | | 0.3 | | | |
| | | 36,805 | @ | | Neurocrine Biosciences, Inc. | | | | | 2,082,059 | | | | | | 0.3 | | | |
| | | 23,447 | @ | | Parexel International Corp. | | | | | 1,597,210 | | | | | | 0.2 | | | |
| | | 36,536 | | | | STERIS PLC | | | | | 2,752,622 | | | | | | 0.4 | | |
| | | 31,104 | @ | | Team Health Holdings, Inc. | | | | | 1,365,154 | | | | | | 0.2 | | | |
| | | 16,514 | @ | | Ultragenyx Pharmaceutical, Inc. | | | | | 1,852,540 | | | | | | 0.3 | | | |
| | | 18,923 | @ | | WellCare Health Plans, Inc. | | | | | 1,479,968 | | | | | | 0.2 | | | |
| | | 30,140 | | | | West Pharmaceutical Services, Inc. | | | | | 1,815,031 | | | | | | 0.2 | | |
| | | 6,397,604 | | | | Other Securities(a) | | | | | 96,478,113 | | | | | | 13.0 | | |
| | | | | | | | | | | | 117,233,017 | | | | | | 15.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Industrials: 12.1% | | |||||||||||||||
| | | 19,794 | @ | | Curtiss-Wright Corp. | | | | $ | 1,355,889 | | | | | | 0.2 | | | ||||
| | | 27,367 | | | | Woodward, Inc. | | | | | 1,359,045 | | | | | | 0.2 | | | |||
| | | 3,633,972 | | | | Other Securities(a) | | | | | 87,195,971 | | | | | | 11.7 | | | |||
| | | | | | | | | | | | 89,910,905 | | | | | | 12.1 | | | |||
| | | | | | | Information Technology: 17.2% | | |||||||||||||||
| | | 36,133 | @ | | Aspen Technology, Inc. | | | | | 1,364,382 | | | | | | 0.2 | | | ||||
| | | 20,716 | | | | Blackbaud, Inc. | | | | | 1,364,356 | | | | | | 0.2 | | | |||
| | | 23,054 | @ | | Cavium, Inc. | | | | | 1,514,878 | | | | | | 0.2 | | | ||||
| | | 20,832 | @ | | EPAM Systems, Inc. | | | | | 1,637,812 | | | | | | 0.2 | | | ||||
| | | 22,354 | @ | | Euronet Worldwide, Inc. | | | | | 1,619,100 | | | | | | 0.2 | | | ||||
| | | 17,437 | | | | FEI Co. | | | | | 1,391,298 | | | | | | 0.2 | | | |||
| | | 29,564 | @ | | Guidewire Software, Inc. | | | | | 1,778,570 | | | | | | 0.3 | | | ||||
| | | 15,825 | | | | Heartland Payment Systems, Inc. | | | | | 1,500,527 | | | | | | 0.2 | | | |||
| | | 61,581 | @ | | Integrated Device Technology, Inc. | | | | | 1,622,659 | | | | | | 0.2 | | | ||||
| | | 20,274 | | | | j2 Global, Inc. | | | | | 1,668,956 | | | | | | 0.2 | | | |||
| | | 31,679 | @ | | Manhattan Associates, Inc. | | | | | 2,096,199 | | | | | | 0.3 | | | ||||
| | | 28,398 | | | | MAXIMUS, Inc. | | | | | 1,597,388 | | | | | | 0.2 | | | |||
| | | 14,291 | @ | | Tyler Technologies, Inc. | | | | | 2,491,207 | | | | | | 0.3 | | | ||||
| | | 5,605,974 | | | | Other Securities(a) | | | | | 106,136,238 | | | | | | 14.3 | | | |||
| | | | | | | | | | | | 127,783,570 | | | | | | 17.2 | | | |||
| | | | | | | Materials: 3.6% | | |||||||||||||||
| | | 49,584 | @ | | Berry Plastics Group, Inc. | | | | | 1,793,949 | | | | | | 0.3 | | | ||||
| | | 1,604,562 | | | | Other Securities(a) | | | | | 24,526,623 | | | | | | 3.3 | | | |||
| | | | | | | | | | | | 26,320,572 | | | | | | 3.6 | | | |||
| | | | | | | Telecommunication Services: 1.0% | | |||||||||||||||
| | | 915,527 | | | | Other Securities(a) | | | | | 7,129,386 | | | | | | 1.0 | | | |||
| | | | | | | Utilities: 3.6% | | |||||||||||||||
| | | 21,043 | | | | Idacorp, Inc. | | | | | 1,430,924 | | | | | | 0.2 | | | |||
| | | 33,292 | | | | Piedmont Natural Gas Co. | | | | | 1,898,310 | | | | | | 0.3 | | | |||
| | | 761,486 | | | | Other Securities(a) | | | | | 23,303,013 | | | | | | 3.1 | | | |||
| | | | | | | | | | | | 26,632,247 | | | | | | 3.6 | | | |||
| | | | | | | Total Common Stock (Cost $512,203,860) | | | | | 723,333,817 | | | | | | 97.6 | | | |||
| WARRANTS: 0.0% | | |||||||||||||||||||||
| | | | | | | Energy: 0.0% | | |||||||||||||||
| | | 11,987 | | | | Other Securities | | | | | 7 | | | | | | 0.0 | | | |||
| | | | | | | Total Warrants (Cost $—) | | | | | 7 | | | | | | 0.0 | | | |||
| | | | | | | Total Long-Term Investments (Cost $512,203,860) | | | | | 723,333,824 | | | | | | 97.6 | | | |||
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 9.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 6.8% | | ||||||||||||
| | | 9,886,543 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $9,886,879, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $10,084,275, due 06/09/16-05/20/45) | | | | $ | 9,886,543 | | | | | | 1.3 | | |
| | | 11,938,675 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $11,939,159, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $12,177,451, due 03/31/21-02/15/44) | | | | | 11,938,675 | | | | | | 1.6 | | |
| | | 11,591,256 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $11,591,650, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $11,823,081, due 04/01/24-04/20/65) | | | | | 11,591,256 | | | | | | 1.6 | | |
| | | 11,938,675 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $11,939,107, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $12,177,449, due 01/15/16-10/20/65) | | | | | 11,938,675 | | | | | | 1.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 4,912,490 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $4,912,711, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $5,014,348, due 01/15/17-02/15/42) | | | | $ | 4,912,490 | | | | | | 0.7 | | |
| | | | | | | | | | | | 50,267,639 | | | | | | 6.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | | Mutual Funds: 2.6% | | |||||||||||||||
| | | 19,317,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $19,317,000) | | | | | 19,317,000 | | | | | | 2.6 | | | |||
| | | | | | | Total Short-Term Investments (Cost $69,584,639) | | | | | 69,584,639 | | | | | | 9.4 | | | |||
| | | | | | | Total Investments in Securities (Cost $581,788,499) | | | | $ | 792,918,463 | | | | | | 107.0 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (51,648,151) | | | | | | (7.0) | | | |||
| | | | | | | Net Assets | | | | $ | 741,270,312 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 283,755,824 | | | |
| Gross Unrealized Depreciation | | | | | (74,084,379) | | | |
| Net Unrealized Appreciation | | | | $ | 209,671,445 | | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | 97,912,398 | | | | | $ | — | | | | | $ | — | | | | | $ | 97,912,398 | | | ||||
Consumer Staples | | | | | 25,169,552 | | | | | | — | | | | | | — | | | | | | 25,169,552 | | | ||||
Energy | | | | | 19,252,347 | | | | | | — | | | | | | — | | | | | | 19,252,347 | | | ||||
Financials | | | | | 185,989,823 | | | | | | — | | | | | | — | | | | | | 185,989,823 | | | ||||
Health Care | | | | | 117,233,017 | | | | | | — | | | | | | — | | | | | | 117,233,017 | | | ||||
Industrials | | | | | 89,687,571 | | | | | | 223,334 | | | | | | — | | | | | | 89,910,905 | | | ||||
Information Technology | | | | | 127,783,570 | | | | | | — | | | | | | — | | | | | | 127,783,570 | | | ||||
Materials | | | | | 26,320,572 | | | | | | — | | | | | | — | | | | | | 26,320,572 | | | ||||
Telecommunication Services | | | | | 7,022,620 | | | | | | — | | | | | | 106,766 | | | | | | 7,129,386 | | | ||||
Utilities | | | | | 26,632,247 | | | | | | — | | | | | | — | | | | | | 26,632,247 | | | ||||
Total Common Stock | | | | | 723,003,717 | | | | | | 223,334 | | | | | | 106,766 | | | | | | 723,333,817 | | | ||||
Warrants | | | | | — | | | | | | 7 | | | | | | — | | | | | | 7 | | | ||||
Short-Term Investments | | | | | 19,317,000 | | | | | | 50,267,639 | | | | | | — | | | | | | 69,584,639 | | | ||||
Total Investments, at fair value | | | | $ | 742,320,717 | | | | | $ | 50,490,980 | | | | | $ | 106,766 | | | | | $ | 792,918,463 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | $ | (168,876) | | | | | $ | — | | | | | $ | — | | | | | $ | (168,876) | | | ||||
Total Liabilities | | | | $ | (168,876) | | | | | $ | — | | | | | $ | — | | | | | $ | (168,876) | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | 189 | | | | | | 03/18/16 | | | | | $ | 21,385,350 | | | | | $ | (168,876) | | | ||||
Russell 2000® Mini Index | | | | | | | | | | | | | | | | $ | 21,385,350 | | | | | $ | (168,876) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Liability Derivatives | | | | ||||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 168,876 | | | |
Total Liability Derivatives | | | | | | | $ | 168,876 | | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2015 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (256,782) | | | |
Total | | | | $ | (256,782) | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (420,491) | | | |
Total | | | | $ | (420,491) | | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2015 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES:25.2% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.4% | | ||||||||||||
| | | 4,365,000 | | | | Rio Tinto Finance USA Ltd., 6.500%, 07/15/18 | | | | $ | 4,731,787 | | | | | | 0.1 | | |
| | | 500,000 | | | | Rio Tinto Finance USA Ltd, 3.750%, 06/15/25 | | | | | 455,114 | | | | | | 0.0 | | |
| | | 1,240,000 | | | | Rio Tinto Finance USA PLC, 1.375%-2.250%, 06/17/16-12/14/18 | | | | | 1,226,881 | | | | | | 0.1 | | |
| | | 5,600,000 | L | | Southern Copper Corp., 5.375%-6.750%, 04/16/20-04/23/45 | | | | | 5,704,889 | | | | | | 0.1 | | | |
| | | 41,925,000 | | | | Other Securities(a) | | | | | 39,109,685 | | | | | | 1.1 | | |
| | | | | | | | | | | | 51,228,356 | | | | | | 1.4 | | |
| | | | | | | Communications: 3.3% | | ||||||||||||
| | | 12,455,000 | | | | AT&T, Inc., 1.400%-6.500%, 06/01/17-05/15/46 | | | | | 12,698,193 | | | | | | 0.3 | | |
| | | 500,000 | # | | CCO Safari II LLC, 4.464%, 07/23/22 | | | | | 498,820 | | | | | | 0.0 | | | |
| | | 500,000 | # | | CCO Safari II LLC, 4.908%, 07/23/25 | | | | | 500,264 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | CCO Safari II LLC, 6.484%, 10/23/45 | | | | | 1,002,972 | | | | | | 0.1 | | | |
| | | 5,500,000 | | | | Cisco Systems, Inc., 1.100%-5.500%, 03/03/17-01/15/40 | | | | | 5,847,941 | | | | | | 0.2 | | |
| | | 7,585,000 | | | | Comcast Corp., 3.375%-6.500%, 11/15/17-08/15/45 | | | | | 7,892,261 | | | | | | 0.2 | | |
| | | 300,000 | # | | Cox Communications, Inc., 3.250%, 12/15/22 | | | | | 273,113 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | NBCUniversal Enterprise, Inc., 1.974%, 04/15/19 | | | | | 1,500,009 | | | | | | 0.0 | | | |
| | | 6,105,000 | | | | Telefonica Emisiones SAU, 3.192%-5.462%, 02/16/16-02/16/21 | | | | | 6,430,739 | | | | | | 0.2 | | |
| | | 7,225,000 | | | | Time Warner Cable, Inc., 4.125%-5.850%, 05/01/17-12/15/43 | | | | | 7,265,609 | | | | | | 0.2 | | |
| | | 7,425,000 | | | | Time Warner, Inc., 2.100%-6.500%, 06/01/19-07/15/45 | | | | | 7,902,665 | | | | | | 0.2 | | |
| | | 22,000,000 | | | | Verizon Communications, Inc., 1.100%-6.550%, 11/01/17-08/21/54 | | | | | 22,276,246 | | | | | | 0.6 | | |
| | | 7,900,000 | | | | Viacom, Inc., 2.200%-5.850%, 12/15/16-04/01/44 | | | | | 7,585,479 | | | | | | 0.2 | | |
| | | 39,535,000 | | | | Other Securities(a) | | | | | 40,759,471 | | | | | | 1.1 | | |
| | | | | | | | | | | | 122,433,782 | | | | | | 3.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical: 1.8% | | ||||||||||||
| | | 500,000 | # | | Daimler Finance North America LLC, 1.450%, 08/01/16 | | | | $ | 500,741 | | | | | | 0.0 | | | |
| | | 500,000 | # | | Daimler Finance North America LLC, 2.375%, 08/01/18 | | | | | 500,948 | | | | | | 0.0 | | | |
| | | 300,000 | | | | Ford Motor Co., 4.750%, 01/15/43 | | | | | 283,827 | | | | | | 0.0 | | |
| | | 5,500,000 | | | | Ford Motor Credit Co. LLC, 1.700%-7.450%, 05/09/16-07/16/31 | | | | | 5,641,776 | | | | | | 0.1 | | |
| | | 2,050,000 | | | | Ford Motor Credit Co., LLC, 4.250%-5.875%, 08/02/21-09/20/22 | | | | | 2,219,924 | | | | | | 0.1 | | |
| | | 1,000,000 | # | | Hyundai Capital America, 1.875%, 08/09/16 | | | | | 1,001,445 | | | | | | 0.0 | | | |
| | | 500,000 | # | | Hyundai Capital America, 2.400%, 10/30/18 | | | | | 498,696 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Hyundai Capital America, 2.875%, 08/09/18 | | | | | 1,011,013 | | | | | | 0.1 | | | |
| | | 4,125,000 | # | | Hyundai Capital America, 3.750%, 04/06/16 | | | | | 4,147,721 | | | | | | 0.1 | | | |
| | | 750,000 | # | | Nissan Motor Acceptance Corp., 1.000%, 03/15/16 | | | | | 750,118 | | | | | | 0.1 | | | |
| | | 400,000 | # | | Nissan Motor Acceptance Corp., 1.950%, 09/12/17 | | | | | 400,840 | | | | | | 0.0 | | | |
| | | 46,500,289 | | | | Other Securities | | | | | 48,275,208 | | | | | | 1.3 | | |
| | | | | | | | | | | | 65,232,257 | | | | | | 1.8 | | |
| | | | | | | Consumer, Non-cyclical: 3.7% | | ||||||||||||
| | | 6,311,000 | | | | Amgen, Inc., 3.625%-6.375%, 11/15/21-05/01/45 | | | | | 6,544,171 | | | | | | 0.2 | | |
| | | 6,695,000 | | | | Celgene Corp., 1.900%-5.000%, 08/15/17-08/15/45 | | | | | 6,855,249 | | | | | | 0.2 | | |
| | | 5,500,000 | | | | Cigna Corp., 4.000%-5.125%, 06/15/20-02/15/22 | | | | | 5,837,326 | | | | | | 0.1 | | |
| | | 500,000 | # | | ERAC USA Finance LLC, 2.350%, 10/15/19 | | | | | 493,405 | | | | | | 0.0 | | | |
| | | 500,000 | # | | ERAC USA Finance LLC, 3.850%, 11/15/24 | | | | | 501,331 | | | | | | 0.0 | | | |
| | | 500,000 | # | | HJ Heinz Co., 5.000%, 07/15/35 | | | | | 513,874 | | | | | | 0.0 | | | |
| | | 500,000 | # | | HJ Heinz Co., 5.200%, 07/15/45 | | | | | 524,086 | | | | | | 0.0 | | | |
| | | 5,850,000 | | | | UnitedHealth Group, Inc., 1.625%-6.000%, 02/15/18-07/15/45 | | | | | 6,014,333 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 105,871,000 | | | | Other Securities | | | | $ | 109,664,928 | | | | | | 3.0 | | |
| | | | | | | | | | | | 136,948,703 | | | | | | 3.7 | | |
| | | | | | | Energy: 2.8% | | ||||||||||||
| | | 2,450,000 | | | | Enterprise Products Operating LLC, 3.700%-4.900%, 02/15/25-05/15/46 | | | | | 2,057,465 | | | | | | 0.1 | | |
| | | 5,105,000 | | | | Enterprise Products Operating, LLC, 3.200%-4.450%, 02/01/16-02/15/43 | | | | | 5,036,266 | | | | | | 0.1 | | |
| | | 667,000 | | | | Kinder Morgan Energy Partners LP, 3.950%, 09/01/22 | | | | | 581,735 | | | | | | 0.0 | | |
| | | 4,225,000 | | | | Kinder Morgan Energy Partners L.P., 3.500%-6.950%, 03/01/21-09/01/44 | | | | | 3,684,874 | | | | | | 0.1 | | |
| | | 1,800,000 | L | | Kinder Morgan, Inc./DE, 3.050%-5.550%, 12/01/19-02/15/46 | | | | | 1,474,728 | | | | | | 0.0 | | | |
| | | 6,420,000 | | | | ONEOK Partners L.P., 2.000%-6.200%, 02/01/16-09/15/43 | | | | | 6,124,546 | | | | | | 0.2 | | |
| | | 500,000 | | | | Total Capital Canada Ltd., 2.750%, 07/15/23 | | | | | 480,824 | | | | | | 0.0 | | |
| | | 3,500,000 | | | | Total Capital S.A., 4.450%, 06/24/20 | | | | | 3,772,429 | | | | | | 0.1 | | |
| | | 500,000 | | | | Total Capital SA, 2.125%, 08/10/18 | | | | | 501,803 | | | | | | 0.0 | | |
| | | 1,500,000 | | | | Total Capital International SA, 0.750%-2.750%, 01/25/16-06/19/21 | | | | | 1,498,930 | | | | | | 0.1 | | |
| | | 85,413,000 | | | | Other Securities(a) | | | | | 76,832,829 | | | | | | 2.1 | | |
| | | | | | | | | | | | 102,046,429 | | | | | | 2.8 | | |
| | | | | | | Financial: 7.3% | | ||||||||||||
| | | 6,325,000 | | | | American Express Co., 7.000%, 03/19/18 | | | | | 7,018,093 | | | | | | 0.2 | | |
| | | 500,000 | | | | American Express Credit Corp., 2.125%, 07/27/18 | | | | | 504,436 | | | | | | 0.0 | | |
| | | 500,000 | # | | American Honda Finance Corp., 1.500%, 09/11/17 | | | | | 500,697 | | | | | | 0.0 | | | |
| | | 16,010,000 | | | | Bank of America Corp., 2.000%-5.700%, 03/17/16-10/22/26 | | | | | 16,369,998 | | | | | | 0.5 | | |
| | | 10,609,000 | | | | Citigroup, Inc., 2.500%-8.125%, 07/29/19-05/06/44 | | | | | 11,310,794 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 5,500,000 | | | | Credit Suisse New York, 6.000%, 02/15/18 | | | | $ | 5,914,552 | | | | | | 0.2 | | |
| | | 7,801,000 | # | | GE Capital International Funding Co., 4.418%, 11/15/35 | | | | | 7,979,393 | | | | | | 0.2 | | | |
| | | 14,140,000 | | | | Goldman Sachs Group, Inc., 2.550%-6.750%, 04/01/18-05/22/45 | | | | | 15,391,652 | | | | | | 0.4 | | |
| | | 3,500,000 | # | | Hyundai Capital Services, Inc., 4.375%, 07/27/16 | | | | | 3,549,634 | | | | | | 0.1 | | | |
| | | 17,875,000 | | | | JPMorgan Chase & Co., 1.625%-5.500%, 05/15/18-10/15/40 | | | | | 19,154,543 | | | | | | 0.5 | | |
| | | 7,695,000 | | | | MetLife, Inc., 3.048%-6.750%, 06/01/16-03/01/45 | | | | | 7,786,478 | | | | | | 0.2 | | |
| | | 14,800,000 | | | | Morgan Stanley, 2.125%-6.625%, 04/01/18-09/08/26 | | | | | 15,894,620 | | | | | | 0.4 | | |
| | | 500,000 | # | | UBS Group Funding Jersey Ltd., 2.950%, 09/24/20 | | | | | 495,927 | | | | | | 0.0 | | | |
| | | 12,983,000 | | | | Wells Fargo & Co., 3.450%-5.606%, 04/01/21-01/15/44 | | | | | 14,164,126 | | | | | | 0.4 | | |
| | | 137,603,000 | | | | Other Securities(a) | | | | | 141,512,424 | | | | | | 3.9 | | |
| | | | | | | | | | | | 267,547,367 | | | | | | 7.3 | | |
| | | | | | | Industrial: 1.7% | | ||||||||||||
| | | 500,000 | | | | Burlington Northern Santa Fe LLC, 4.700%, 09/01/45 | | | | | 500,559 | | | | | | 0.0 | | |
| | | 5,900,000 | | | | Burlington Northern Santa Fe, LLC, 3.000%-4.900%, 09/15/21-04/01/44 | | | | | 5,952,771 | | | | | | 0.2 | | |
| | | 55,623,000 | | | | Other Securities | | | | | 56,325,659 | | | | | | 1.5 | | |
| | | | | | | | | | | | 62,778,989 | | | | | | 1.7 | | |
| | | | | | | Technology: 1.0% | | ||||||||||||
| | | 1,500,000 | | | | Apple Inc., 1.000%, 05/03/18 | | | | | 1,488,732 | | | | | | 0.0 | | |
| | | 5,650,000 | | | | Apple, Inc., 1.050%-4.450%, 05/05/17-05/13/45 | | | | | 5,514,970 | | | | | | 0.2 | | |
| | | 500,000 | # | | HP Enterprise Co., 3.600%, 10/15/20 | | | | | 501,738 | | | | | | 0.0 | | | |
| | | 500,000 | # | | HP Enterprise Co., 4.400%, 10/15/22 | | | | | 498,865 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 5,750,000 | | | | Microsoft Corp., 1.000%-4.875%, 05/01/18-11/03/45 | | | | $ | 5,799,201 | | | | | | 0.1 | | |
| | | 7,600,000 | | | | Oracle Corp., 1.200%-5.375%, 10/15/17-05/15/45 | | | | | 7,683,550 | | | | | | 0.2 | | |
| | | 17,396,000 | | | | Other Securities(a) | | | | | 17,091,827 | | | | | | 0.5 | | |
| | | | | | | | | | | | 38,578,883 | | | | | | 1.0 | | |
| | | | | | | Utilities: 2.2% | | ||||||||||||
| | | 1,500,000 | # | | Exelon Corp., 4.950%, 06/15/35 | | | | | 1,508,652 | | | | | | 0.1 | | | |
| | | 750,000 | # | | Exelon Corp., 5.100%, 06/15/45 | | | | | 751,127 | | | | | | 0.0 | | | |
| | | 5,260,000 | | | | Exelon Generation Co., LLC, 5.200%, 10/01/19 | | | | | 5,672,474 | | | | | | 0.2 | | |
| | | 5,005,000 | | | | Kentucky Utilities Co., 5.125%, 11/01/40 | | | | | 5,613,983 | | | | | | 0.1 | | |
| | | 250,000 | # | | Monongahela Power Co., 5.400%, 12/15/43 | | | | | 279,484 | | | | | | 0.0 | | | |
| | | 5,850,000 | | | | Pacific Gas & Electric Co., 3.250%-4.750%, 0/01/20-03/15/45 | | | | | 6,029,306 | | | | | | 0.2 | | |
| | | 57,875,340 | | | | Other Securities(a) | | | | | 59,286,692 | | | | | | 1.6 | | |
| | | | | | | | | | | | 79,141,718 | | | | | | 2.2 | | |
| | | | | | | Total Corporate Bonds/Notes | | | | ||||||||||
| | | | | | | (Cost $927,995,391) | | | | | 925,936,484 | | | | | | 25.2 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 1.2% | | ||||||||||||||||||
| | | 925,175 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust, 5.886%, 11/15/44 | | | | | 960,467 | | | | | | 0.0 | | |
| | | 4,994,000 | | | | Citigroup Commercial Mortgage Trust, 4.023%-5.710%, 03/10/47-12/10/49 | | | | | 5,222,662 | | | | | | 0.2 | | |
| | | 1,215,000 | # | | Core Industrial Trust 2015-CALW A, 3.040%, 02/10/34 | | | | | 1,211,070 | | | | | | 0.0 | | | |
| | | 613,594 | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-CB16 A4, 5.552%, 05/12/45 | | | | | 621,028 | | | | | | 0.0 | | |
| | | 5,108,122 | | | | JPMorgan Chase Commercial Mortgage Securities Corp., 5.336%-5.695%, 05/15/47-02/12/51 | | | | | 5,240,153 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,200,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust, 3.134%, 12/15/48 | | | | $ | 3,212,030 | | | | | | 0.1 | | |
| | | 2,000,000 | # | | Morgan Stanley Capital I Trust 2011-C3 E, 5.178%, 07/15/49 | | | | | 2,043,542 | | | | | | 0.0 | | | |
| | | 153,992 | | | | Morgan Stanley Capital I, 5.331%, 03/15/44 | | | | | 153,864 | | | | | | 0.0 | | |
| | | 313,398 | # | | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | | | | | 312,931 | | | | | | 0.0 | | | |
| | | 23,788,716 | | | | Other Securities | | | | | 24,264,211 | | | | | | 0.7 | | |
| | | | | | | Total Collateralized Mortgage Obligations | | | | ||||||||||
| | | | | | | (Cost $40,237,979) | | | | | 43,241,958 | | | | | | 1.2 | | |
| MUNICIPAL BONDS: 0.9% | | ||||||||||||||||||
| | | | | | | California: 0.2% | | ||||||||||||
| | | 4,335,000 | | | | State of California, 7.550%, 04/01/39 | | | | | 6,301,660 | | | | | | 0.2 | | |
| | | | | | | Connecticut: 0.1% | | ||||||||||||
| | | 3,735,000 | | | | Other Securities | | | | | 4,370,099 | | | | | | 0.1 | | |
| | | | | | | New Jersey: 0.2% | | ||||||||||||
| | | 5,760,000 | | | | Other Securities | | | | | 7,194,510 | | | | | | 0.2 | | |
| | | | | | | New York: 0.2% | | ||||||||||||
| | | 3,495,000 | | | | Other Securities | | | | | 4,628,498 | | | | | | 0.2 | | |
| | | | | | | Ohio: 0.1% | | ||||||||||||
| | | 3,355,000 | | | | Other Securities | | | | | 4,601,450 | | | | | | 0.1 | | |
| | | | | | | Washington: 0.1% | | ||||||||||||
| | | 3,900,000 | | | | Other Securities | | | | | 4,585,542 | | | | | | 0.1 | | |
| | | | | | | Total Municipal Bonds | | | | ||||||||||
| | | | | | | (Cost $27,067,115) | | | | | 31,681,759 | | | | | | 0.9 | | |
| ASSET-BACKED SECURITIES: 0.6% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 1,000,000 | # | | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | | | | | 991,034 | | | | | | 0.0 | | | |
| | | 2,100,000 | # | | Hyundai Auto Lease Securitization Trust 2015-A A4, 1.650%, 08/15/19 | | | | | 2,098,016 | | | | | | 0.1 | | | |
| | | 7,860,000 | | | | Other Securities | | | | | 7,845,189 | | | | | | 0.2 | | |
| | | | | | | | | | | | 10,934,239 | | | | | | 0.3 | | |
| | | | | | | Collateralized Mortgage Obligations: 0.0% | | ||||||||||||
| | | 820,000 | # | | Ford Credit Auto Owner Trust 2014-REV2 A, 2.310%, 04/15/26 | | | | | 819,452 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||||||||
| | | | | | | Credit Card Asset-Backed Securities: 0.3% | | |||||||||||||||
| | | 9,248,000 | | | | Other Securities | | | | $ | 9,507,625 | | | | | | 0.3 | | | |||
| | | | | | | Other Asset-Backed Securities: 0.0% | | |||||||||||||||
| | | 654,311 | | | | Other Securities | | | | | 654,729 | | | | | | 0.0 | | | |||
| | | | | | | Total Asset-Backed Securities | | | | |||||||||||||
| | | | | | | (Cost $22,156,363) | | | | | 21,916,045 | | | | | | 0.6 | | | |||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 32.9% | | |||||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 8.3%## | | |||||||||||||||
| | | 21,246,000 | | | | 1.000%, due 09/29/17 | | | | | 21,194,330 | | | | | | 0.6 | | | |||
| | | 21,801,000 | W | | 3.000%, due 12/15/42 | | | | | 21,766,692 | | | | | | 0.6 | | | ||||
| | | 68,495,000 | W | | 3.500%, due 07/15/41 | | | | | 70,513,057 | | | | | | 1.9 | | | ||||
| | | 179,366,416 | W | | 1.000%-6.750%, due 05/27/16-10/01/45 | | | | | 190,106,978 | | | | | | 5.2 | | | ||||
| | | | | | | | | | | | 303,581,057 | | | | | | 8.3 | | | |||
| | | | | | | Federal National Mortgage Association: 15.5%## | | |||||||||||||||
| | | 20,400,000 | | | | 2.230%, due 12/06/22 | | | | | 19,862,970 | | | | | | 0.6 | | | |||
| | | 28,876,000 | W | | 2.500%, due 01/15/28 | | | | | 29,106,524 | | | | | | 0.8 | | | ||||
| | | 19,140,000 | W | | 3.000%, due 09/25/42 | | | | | 19,141,670 | | | | | | 0.5 | | | ||||
| | | 46,196,407 | | | | 3.000%, due 05/01/43 | | | | | 46,310,864 | | | | | | 1.3 | | | |||
| | | 15,628,433 | | | | 3.000%, due 07/01/43 | | | | | 15,665,898 | | | | | | 0.4 | | | |||
| | | 71,953,000 | W | | 3.500%, due 06/25/42 | | | | | 74,241,201 | | | | | | 2.0 | | | ||||
| | | 22,534,597 | | | | 3.500%, due 11/01/42 | | | | | 23,290,848 | | | | | | 0.6 | | | |||
| | | 19,140,035 | | | | 4.000%, due 06/01/45 | | | | | 20,322,263 | | | | | | 0.6 | | | |||
| | | 299,682,867 | W | | 1.375%-7.250%, due 03/15/16-11/01/45 | | | | | 320,273,221 | | | | | | 8.7 | | | ||||
| | | | | | | | | | | | 568,215,459 | | | | | | 15.5 | | | |||
| | | | | | | Government National Mortgage Association: 8.2% | | |||||||||||||||
| | | 24,470,000 | W | | 3.000%, due 01/15/43 | | | | | 24,803,600 | | | | | | 0.7 | | | ||||
| | | 30,460,663 | | | | 3.000%, due 08/20/45 | | | | | 30,924,670 | | | | | | 0.8 | | | |||
| | | 78,735,000 | W | | 3.500%, due 11/20/41 | | | | | 81,890,553 | | | | | | 2.2 | | | ||||
| | | 36,776,510 | | | | 4.000%, due 08/20/45 | | | | | 39,095,092 | | | | | | 1.1 | | | |||
| | | 17,793,710 | | | | 4.000%, due 10/20/45 | | | | | 18,932,123 | | | | | | 0.5 | | | |||
| | | 100,010,379 | | | | 1.750%-6.000%, due 10/15/36-05/16/51 | | | | | 106,937,947 | | | | | | 2.9 | | | |||
| | | | | | | | | | | | 302,583,985 | | | | | | 8.2 | | | |||
| | | | | | | Other U.S. Agency Obligations: 0.9% | | |||||||||||||||
| | | 22,990,000 | | | | 1.100%, due 11/06/18 | | | | | 22,811,896 | | | | | | 0.6 | | | |||
| | | 6,585,000 | | | | 1.875%-7.125%, due 08/25/16-01/15/38 | | | | | 8,558,120 | | | | | | 0.3 | | | |||
| | | | | | | | | | | | 31,370,016 | | | | | | 0.9 | | | |||
| | | | | | | Total U.S. Government Agency Obligations | | | | |||||||||||||
| | | | | | | (Cost $1,194,570,731) | | | | | 1,205,750,517 | | | | | | 32.9 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: 3.6% | | ||||||||||||||||||
| | | 5,775,000 | | | | Export-Import Bank of Korea, 2.625%-4.000%, 10/20/16-08/12/26 | | | | $ | 5,897,918 | | | | | | 0.2 | | |
| | | 10,010,000 | L | | Brazil Government International Bond, 6.000%, 01/17/17 | | | | | 10,310,300 | | | | | | 0.3 | | | |
| | | 10,000,000 | | | | KFW, 2.625%, 01/25/22 | | | | | 10,277,610 | | | | | | 0.3 | | |
| | | 12,080,000 | | | | Mexico Government International Bond, 4.750%, 03/08/44 | | | | | 11,035,080 | | | | | | 0.3 | | |
| | | 125,000 | #,L | | Petroleos Mexicanos, 4.250%, 01/15/25 | | | | | 109,687 | | | | | | 0.0 | | | |
| | | 500,000 | # | | Petroleos Mexicanos, 5.500%, 06/27/44 | | | | | 378,670 | | | | | | 0.0 | | | |
| | | 7,395,000 | | | | Province of British Columbia Canada, 2.100%, 05/18/16 | | | | | 7,429,986 | | | | | | 0.2 | | |
| | | 14,308,000 | | | | Province of Ontario Canada, 1.875%-4.400%, 04/14/20-05/21/20 | | | | | 15,556,776 | | | | | | 0.4 | | |
| | | 67,824,000 | | | | Other Securities(a) | | | | | 71,214,796 | | | | | | 1.9 | | |
| | | | | | | Total Foreign Government Bonds | | | | ||||||||||
| | | | | | | (Cost $134,208,656) | | | | | 132,210,823 | | | | | | 3.6 | | |
| U.S. TREASURY OBLIGATIONS: 40.2% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 6.0% | | ||||||||||||
| | | 20,000,000 | | | | 2.125%, due 05/15/25 | | | | | 19,740,180 | | | | | | 0.5 | | |
| | | 47,125,000 | L | | 2.250%, due 11/15/25 | | | | | 47,024,153 | | | | | | 1.3 | | | |
| | | 51,546,000 | | | | 2.875%, due 08/15/45 | | | | | 49,977,455 | | | | | | 1.4 | | |
| | | 18,645,000 | | | | 3.500%, due 02/15/39 | | | | | 20,591,296 | | | | | | 0.6 | | |
| | | 13,888,000 | | | | 3.625%, due 08/15/43 | | | | | 15,615,639 | | | | | | 0.4 | | |
| | | 14,092,000 | | | | 3.625%, due 02/15/44 | | | | | 15,825,922 | | | | | | 0.4 | | |
| | | 46,023,000 | | | | 2.750%-6.000%, due 02/15/26-11/15/44 | | | | | 51,401,993 | | | | | | 1.4 | | |
| | | | | | | | | | | | 220,176,638 | | | | | | 6.0 | | |
| | | | | | | U.S. Treasury Notes: 34.2% | | ||||||||||||
| | | 45,703,000 | L | | 0.875%, due 11/30/17 | | | | | 45,578,734 | | | | | | 1.2 | | | |
| | | 60,452,000 | | | | 1.250%, due 12/15/18 | | | | | 60,336,174 | | | | | | 1.7 | | |
| | | 83,850,000 | | | | 1.750%, due 12/31/20 | | | | | 83,798,935 | | | | | | 2.3 | | |
| | | 36,914,000 | | | | 2.000%, due 11/30/22 | | | | | 36,716,879 | | | | | | 1.0 | | |
| | | 14,825,000 | | | | 1.375%-1.500%, due 07/31/16-10/31/20 | | | | | 14,677,130 | | | | | | 0.4 | | |
| | | 51,172,000 | | | | 0.625%, due 07/15/16 | | | | | 51,182,234 | | | | | | 1.4 | | |
| | | 16,290,000 | | | | 0.625%, due 11/15/16 | | | | | 16,270,599 | | | | | | 0.5 | | |
| | | 29,512,000 | | | | 0.625%, due 06/30/17 | | | | | 29,368,099 | | | | | | 0.8 | | |
| | | 20,000,000 | | | | 0.625%, due 09/30/17 | | | | | 19,864,980 | | | | | | 0.5 | | |
| | | 21,817,000 | | | | 0.750%, due 02/28/18 | | | | | 21,636,421 | | | | | | 0.6 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | 27,497,000 | | | | 1.000%, due 08/31/19 | | | | $ | 26,963,476 | | | | | | 0.7 | | |
| | | 29,467,000 | | | | 1.250%, due 11/30/18 | | | | | 29,426,129 | | | | | | 0.8 | | |
| | | 16,756,000 | | | | 1.375%, due 09/30/18 | | | | | 16,814,529 | | | | | | 0.5 | | |
| | | 19,814,000 | | | | 1.500%, due 12/31/18 | | | | | 19,910,851 | | | | | | 0.5 | | |
| | | 19,814,000 | | | | 1.625%, due 07/31/19 | | | | | 19,889,788 | | | | | | 0.5 | | |
| | | 22,705,000 | | | | 1.750%, due 09/30/19 | | | | | 22,865,933 | | | | | | 0.6 | | |
| | | 28,376,000 | | | | 1.750%, due 10/31/20 | | | | | 28,343,850 | | | | | | 0.8 | | |
| | | 18,000,000 | | | | 1.750%, due 09/30/22 | | | | | 17,645,346 | | | | | | 0.5 | | |
| | | 48,163,000 | | | | 1.875%, due 09/30/17 | | | | | 48,859,244 | | | | | | 1.3 | | |
| | | 24,900,000 | | | | 2.000%, due 11/30/20 | | | | | 25,163,467 | | | | | | 0.7 | | |
| | | 20,498,000 | | | | 2.125%, due 01/31/21 | | | | | 20,809,939 | | | | | | 0.6 | | |
| | | 26,457,000 | | | | 2.250%, due 11/15/24 | | | | | 26,445,623 | | | | | | 0.7 | | |
| | | 42,155,000 | | | | 2.375%, due 07/31/17 | | | | | 43,063,272 | | | | | | 1.2 | | |
| | | 19,590,000 | | | | 2.375%, due 12/31/20 | | | | | 20,151,371 | | | | | | 0.6 | | |
| | | 18,650,000 | | | | 2.625%, due 04/30/18 | | | | | 19,287,793 | | | | | | 0.5 | | |
| | | 26,255,000 | | | | 2.750%, due 02/15/19 | | | | | 27,375,091 | | | | | | 0.8 | | |
| | | 36,569,500 | | | | 2.750%, due 11/15/23 | | | | | 38,171,902 | | | | | | 1.0 | | |
| | | 42,052,000 | | | | 2.750%, due 02/15/24 | | | | | 43,806,830 | | | | | | 1.2 | | |
| | | 377,680,500 | | | | 0.500%-8.125%, due 06/15/16-05/15/24 | | | | | 379,034,595 | | | | | | 10.3 | | |
| | | | | | | | | | | | 1,253,459,214 | | | | | | 34.2 | | |
| | | | | | | Total U.S. Treasury Obligations | | | | ||||||||||
| | | | | | | (Cost $1,459,862,841) | | | | | 1,473,635,852 | | | | | | 40.2 | | |
| | | | | | | Total Long-Term Investments | | | | ||||||||||
| | | | | | | (Cost $3,806,099,076) | | | | | 3,834,373,438 | | | | | | 104.6 | | |
| SHORT-TERM INVESTMENTS: 6.9% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 4.5% | | ||||||||||||
| | | 10,000,000 | | | | Campbell Soup Co., 0.370%, 01/20/16 | | | | | 9,997,972 | | | | | | 0.3 | | |
| | | 15,000,000 | | | | Duke Energy Corp., 0.430%, 01/11/16 | | | | | 14,998,050 | | | | | | 0.4 | | |
| | | 10,000,000 | | | | Duke Energy Corp., 0.470%, 01/21/16 | | | | | 9,997,300 | | | | | | 0.3 | | |
| | | 5,000,000 | | | | Duke Energy Corp., 0.490%, 02/01/16 | | | | | 4,997,850 | | | | | | 0.1 | | |
| | | 20,000,000 | | | | Hewlett Packard, 0.220%, 01/06/16 | | | | | 19,999,284 | | | | | | 0.5 | | |
| | | 7,500,000 | | | | Hewlett Packard, 0.330%, 01/25/16 | | | | | 7,498,323 | | | | | | 0.2 | | |
| | | 5,500,000 | | | | Hewlett Packard, 0.340%, 01/27/16 | | | | | 5,498,626 | | | | | | 0.2 | | |
| | | 4,000,000 | | | | McDonalds Corp., 0.440%, 02/16/16 | | | | | 3,997,739 | | | | | | 0.1 | | |
| | | 10,000,000 | | | | Monsanto Co., 0.500%, 02/16/16 | | | | | 9,993,550 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Commercial Paper (continued) | | ||||||||||||
| | | 10,650,000 | | | | Monsanto Co., 0.540%, 03/15/16 | | | | $ | 10,638,130 | | | | | | 0.3 | | |
| | | 5,000,000 | | | | St. Jude Medical Inc., 0.520%, 01/04/16 | | | | | 4,999,789 | | | | | | 0.2 | | |
| | | 10,000,000 | | | | Thomson Reuters Corp., 0.460%, 02/08/16 | | | | | 9,995,060 | | | | | | 0.3 | | |
| | | 10,000,000 | | | | Thomson Reuters Corp., 0.500%, 02/29/16 | | | | | 9,991,833 | | | | | | 0.2 | | |
| | | 10,000,000 | | | | Thomson Reuters Corp., 0.420%, 01/14/16 | | | | | 9,998,390 | | | | | | 0.3 | | |
| | | 5,000,000 | | | | United Healthcare Group Inc., 0.510%, 03/15/16 | | | | | 4,994,750 | | | | | | 0.1 | | |
| | | 8,000,000 | | | | United Healthcare Group Inc., 0.520%, 03/16/16 | | | | | 7,991,454 | | | | | | 0.2 | | |
| | | 8,000,000 | | | | United Healthcare Group Inc., 0.500%, 03/17/16 | | | | | 7,991,325 | | | | | | 0.2 | | |
| | | 10,000,000 | | | | United Technologies Corp., 0.400%, 01/06/16 | | | | | 9,999,343 | | | | | | 0.3 | | |
| | | | | | | | | | | | 163,578,768 | | | | | | 4.5 | | |
| | | | | | | Securities Lending Collateralcc: 2.3% | | ||||||||||||
| | | 16,280,529 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $16,281,082, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $16,606,141, due 06/09/16-05/20/45) | | | | | 16,280,529 | | | | | | 0.4 | | |
| | | 20,376,022 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $20,376,781, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $20,783,543, due 01/15/16-04/01/51) | | | | | 20,376,022 | | | | | | 0.6 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 20,376,022 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $20,376,848, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $20,783,547, due 03/31/21-02/15/44) | | | | $ | 20,376,022 | | | | | | 0.5 | | |
| | | 20,376,022 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $20,376,759, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $20,783,543, due 01/15/16-10/20/65) | | | | | 20,376,022 | | | | | | 0.6 | | |
| | | 8,384,348 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $8,384,725, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $8,558,193, due 01/15/17-02/15/42) | | | | | 8,384,348 | | | | | | 0.2 | | |
| | | | | | | | | | | | 85,792,943 | | | | | | 2.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 3,644,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $3,644,000) | | | | | 3,644,000 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments | | | | ||||||||||
| | | (Cost $252,975,077) | | | | $ | 253,015,711 | | | | | | 6.9 | | |
| | | Total Investments in Securities | | | | ||||||||||
| | | (Cost $4,059,074,153) | | | | $ | 4,087,389,149 | | | | | | 111.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (419,941,746) | | | | | | (11.5) | | |
| | | Net Assets | | | | $ | 3,667,447,403 | | | | | | 100.0 | | |
| | | | |
| Gross Unrealized Appreciation | | | | $ | 66,122,360 | | |
| Gross Unrealized Depreciation | | | | | (42,022,639) | | |
| Net Unrealized Appreciation | | | | $ | 24,099,721 | | |
| | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2015 (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 December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 925,936,484 | | | | | $ | — | | | | | $ | 925,936,484 | | | ||||
Collateralized Mortgage Obligations | | | | | — | | | | | | 43,241,958 | | | | | | — | | | | | | 43,241,958 | | | ||||
Municipal Bonds | | | | | — | | | | | | 31,681,759 | | | | | | — | | | | | | 31,681,759 | | | ||||
Short-Term Investments | | | | | 3,644,000 | | | | | | 249,371,711 | | | | | | — | | | | | | 253,015,711 | | | ||||
U.S. Treasury Obligations | | | | | — | | | | | | 1,473,635,852 | | | | | | — | | | | | | 1,473,635,852 | | | ||||
U.S. Government Agency Obligations | | | | | — | | | | | | 1,205,750,517 | | | | | | — | | | | | | 1,205,750,517 | | | ||||
Asset-Backed Securities | | | | | — | | | | | | 21,916,045 | | | | | | — | | | | | | 21,916,045 | | | ||||
Foreign Government Bonds | | | | | — | | | | | | 132,210,823 | | | | | | — | | | | | | 132,210,823 | | | ||||
Total Investments, at fair value | | | | $ | 3,644,000 | | | | | $ | 4,083,745,149 | | | | | $ | — | | | | | $ | 4,087,389,149 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | | 132,429 | | | | | | — | | | | | | — | | | | | | 132,429 | | | ||||
Total Assets | | | | $ | 3,776,429 | | | | | $ | 4,083,745,149 | | | | | $ | — | | | | | $ | 4,087,521,578 | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Short Contracts | | | | | | ||||||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | (172) | | | | | | 03/31/16 | | | | | $ | (37,364,313) | | | | | $ | 58,694 | | | ||||
U.S. Treasury 5-Year Note | | | | | (190) | | | | | | 03/31/16 | | | | | | (22,480,859) | | | | | | 73,735 | | | ||||
| | | | | | | | | | | | | | | | $ | (59,845,172) | | | | | $ | 132,429 | | | ||||
|
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* | | | | $ | 132,429 | | | |
Total Asset Derivatives | | | | | | | $ | 132,429 | | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit Contracts | | | | $ | — | | | | | $ | 155,826 | | | | | $ | 155,826 | | | |||
Interest Rate Contracts | | | | | 226,038 | | | | | | — | | | | | | 226,038 | | | |||
Total | | | | $ | 226,038 | | | | | $ | 155,826 | | | | | $ | 381,864 | | | |||
|
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit Contracts | | | | $ | — | | | | | $ | (80,611) | | | | | $ | (80,611) | | | |||
Interest Rate Contracts | | | | | 132,429 | | | | | | — | | | | | | 132,429 | | | |||
Total | | | | $ | 132,429 | | | | | $ | (80,611) | | | | | $ | 51,818 | | | |||
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Australia Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.4907 | | |
Voya Emerging Markets Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2245 | | |
Class S | | | NII | | | | $ | 0.2000 | | |
Voya Euro STOXX 50® Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3036 | | |
Class I | | | NII | | | | $ | 0.3486 | | |
Voya FTSE 100 Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.7296 | | |
Class I | | | NII | | | | $ | 0.7936 | | |
All Classes | | | LTCG | | | | $ | 0.3141 | | |
Voya Hang Seng Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3744 | | |
Class I | | | NII | | | | $ | 0.4714 | | |
Class S | | | NII | | | | $ | 0.4329 | | |
Voya International Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2545 | | |
Class I | | | NII | | | | $ | 0.2966 | | |
Class S | | | NII | | | | $ | 0.2670 | | |
Class S2 | | | NII | | | | $ | 0.2268 | | |
Voya Japan TOPIX Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.0919 | | |
Class I | | | NII | | | | $ | 0.1249 | | |
All Classes | | | STCG | | | | $ | 0.0169 | | |
All Classes | | | LTCG | | | | $ | 0.1056 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | |||||||||
Class ADV(1) | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.2943 | | |
Class S | | | NII | | | | $ | 0.2408 | | |
Voya Russell™ Large Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1901 | | |
Class I | | | NII | | | | $ | 0.2648 | | |
Class S | | | NII | | | | $ | 0.2259 | | |
Class S2 | | | NII | | | | $ | 0.2038 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Russell™ Large Cap Value Index Portfolio | | |||||||||
Class ADV(1) | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.3260 | | |
Class S | | | NII | | | | $ | 0.2849 | | |
All Classes | | | LTCG | | | | $ | 0.2578 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2441 | | |
Class S | | | NII | | | | $ | 0.1769 | | |
Class S2 | | | NII | | | | $ | 0.1263 | | |
Voya Russell™ Mid Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1496 | | |
Class I | | | NII | | | | $ | 0.2166 | | |
Class S | | | NII | | | | $ | 0.1796 | | |
Class S2 | | | NII | | | | $ | 0.1548 | | |
All Classes | | | STCG | | | | $ | 0.2024 | | |
All Classes | | | LTCG | | | | $ | 1.1351 | | |
Voya Russell™ Small Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1077 | | |
Class I | | | NII | | | | $ | 0.1762 | | |
Class S | | | NII | | | | $ | 0.1349 | | |
Class S2 | | | NII | | | | $ | 0.1086 | | |
All Classes | | | STCG | | | | $ | 0.0593 | | |
All Classes | | | LTCG | | | | $ | 1.3697 | | |
Voya U.S. Bond Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1923 | | |
Class I | | | NII | | | | $ | 0.2434 | | |
Class S | | | NII | | | | $ | 0.2171 | | |
Class S2 | | | NII | | | | $ | 0.2002 | | |
All Classes | | | STCG | | | | $ | 0.0228 | | |
| Voya Emerging Markets Index Portfolio | | | | | 0.08% | | |
| Voya Russell™ Large Cap Growth Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Large Cap Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Mid Cap Growth Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | | 56.20% | | |
| Voya Russell™ Small Cap Index Portfolio | | | | | 74.25% | | |
| Voya FTSE 100 Index® Portfolio | | | | $ | 11,055,804 | | |
| Voya Japan TOPIX Index® Portfolio | | | | $ | 3,779,693 | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | $ | 2,717,121 | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | $ | 145,596,134 | | |
| Voya Russell™ Small Cap Index Portfolio | | | | $ | 79,868,733 | | |
| | | Creditable Foreign Taxes Paid | | | Per Share Amount | | | Portion of Ordinary Income Distribution Derived from Foreign Sourced Income* | | |||||||||
Voya Emerging Markets Index Portfolio | | | | $ | 1,428,592 | | | | | $ | 0.0247 | | | | | | 99.60% | | |
Voya Euro STOXX 50® Index Portfolio | | | | $ | 347,284 | | | | | $ | 0.0079 | | | | | | 97.02% | | |
Voya FTSE 100 Index® Portfolio | | | | $ | 6,036 | | | | | $ | 0.0002 | | | | | | 100.00% | | |
Voya Hang Seng Index Portfolio | | | | $ | 118,961 | | | | | $ | 0.0218 | | | | | | 68.28% | | |
Voya International Index Portfolio | | | | $ | 1,489,160 | | | | | $ | 0.0097 | | | | | | 94.67% | | |
Voya Japan TOPIX Index® Portfolio | | | | $ | 660,512 | | | | | $ | 0.0185 | | | | | | 77.74% | | |
Name, Address and Age | | | Position(s) Held with the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) − During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director(2) | | | Other Board Positions Held by Director | |
Independent Directors*: | | | | | | | ||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Director | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Chairperson Director | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (35 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Peter S. Drotch 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | First Marblehead Corporation (September 2003 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258-2034 Age: 65 | | | Director | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 71 | | | Director | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Director | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 –Present). | | | 151 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) − During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director(2) | | | Other Board Positions Held by Director | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director | | | May 2013 – Present | | | Consultant (May 2001 –Present). | | | 151 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 − September 2012). | | | 151 | | | None. | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director | | | May 2013 – Present | | | Retired. Formerly, President, Springwell Corporation, a corporate finance firm (March 1989 –August 2011). | | | 151 | | | UGI Corporation (February 2006 – Present) and UGI Utilities, Inc. (February 2006 – Present). | |
Director who is an “interested person”: | | |||||||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 –Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management, LLC (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Managing Director and Chief Operating Officer | | | April 2012 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (April 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013); Executive Vice President and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (January 2007 – April 2012) and Chief Compliance Officer, Voya Family of Funds (March 2011 – February 2012). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 65 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 –Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investments, LLC and Chief Compliance Officer, Voya Family of Funds (February 2012 –Present). Formerly, Assistant General Counsel and Assistant Secretary, The Northwestern Mutual Life Insurance Company (June 2004 – January 2012). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Julius A. Drelick, III 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Senior Vice President | | | September 2012 – Present | | | Senior Vice President and Chief Compliance Officer of Directed Services LLC and Voya Investments, LLC (January 2014 –Present); and Senior Vice President – Fund Compliance, Voya Funds Services, LLC (June 2012 – Present). Formerly, Vice President – Platform Product Management & Project Management, Voya Investments, LLC (April 2007 – June 2012). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). Formerly, Assistant Vice President – Director, Voya Funds Services, LLC (March 2003 – March 2012). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 –Present) and Voya Funds Services, LLC (September 2004 –Present). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 –Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Money Laundering Reporting Officer, Voya Investments Distributor, LLC (April 2010 – Present); Anti-Money Laundering Compliance Officer, Voya Financial, Inc. (January 2013 – Present); and Money Laundering Reporting Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 –Present). Formerly Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 –Present) and Voya Investments, LLC (August 1997 – Present). Formerly, Treasurer, Voya Family of Funds (November 1999 – February 2012). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 –Present); Vice President, Voya Investment Management – Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). Formerly Managing Paralegal, Registration Statements (June 2003 – July 2012). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2013 – Present). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 –February 2013). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Secretary | | | September 2003 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Assistant Secretary | | | September 2003 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
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
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
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
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Exhibit 99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that Colleen D. Baldwin, Peter S. Drotch, Patrick W. Kenny, Joseph E. Obermeyer, and Roger B. Vincent are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Drotch, Mr. Kenny, Mr. Obermeyer and Mr. Vincent are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements, for services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $399,815 for year ended December 31, 2015 and $380,923 for year ended December 31, 2014. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $50,500 for year ended December 31, 2015 and $47,850 for year ended December 31, 2014. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $101,525 in the year ended December 31, 2015 and $84,265 in the year ended December 31, 2014. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $2,650 in the year ended December 31, 2015 and $15,858 in the year ended December 31, 2014. |
(e) (1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. | Statement of Principles |
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. | Audit Services |
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. | Audit-related Services |
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. | Tax Services |
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult
outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. | Other Services |
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. | Pre-approval of Fee levels and Budgeted Amounts |
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. | Procedures |
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. | Delegation |
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. | Additional Requirements |
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 20, 2014
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2015 through December 31, 2015
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $13,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $525 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2015 through December 31, 2015
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,525 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2015 through December 31, 2015
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Assistance and advice regarding year-end reporting for 1099’s, as requested | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax training courses | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, and similar routine tax consultations. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2015 through December 31, 2015
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | √
| √
| Not to exceed $5,300 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: | January 1, 2015 to December 31, 2015 |
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e) (2) | Percentage of services referred to in 4(b) — (4)(d) that were approved by the audit committee 100% of the services were approved by the audit committee. |
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50%. |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant's fiscal years ended December 31, 2015 and December 31, 2014; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2015 | 2014 | ||||||
Voya Variable Portfolios, Inc. | $ | 154,675 | $ | 147,973 | ||||
Voya Investments, LLC (1) | $ | 145,625 | $ | 184,250 |
(1) Each Registrant's investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
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.
Report of Independent Registered Public Accounting Firm
The Shareholders and Board of Directors
Voya Variable Portfolios, Inc.
We have audited the accompanying statements of assets and liabilities, including the summary portfolios of investments, of Voya Australia Index Portfolio, Voya Emerging Markets Index Portfolio, Voya FTSE 100 Index® Portfolio, Voya International Index Portfolio, Voya Japan TOPIX® Index Portfolio, Voya Russell™ Large Cap Growth Index Portfolio, Voya Russell™ Large Cap Index Portfolio, Voya Russell™ Large Cap Value Index Portfolio, Voya Russell™ Mid Cap Growth Index Portfolio, Voya Russell™ Mid Cap Index Portfolio, Voya Russell™ Small Cap Index Portfolio, Voya U.S. Bond Index Portfolio, Voya Index Plus LargeCap Portfolio, Voya Index Plus MidCap Portfolio, Voya Index Plus SmallCap Portfolio, Voya Global Value Advantage Portfolio, and Voya Small Company Portfolio, and including the portfolios of investments of Voya Euro STOXX 50® Index Portfolio, and Voya Hang Seng Index Portfolio, each a series of Voya Variable Portfolios, Inc., as of December 31, 2015, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended (collectively, the "financial statements"), the financial highlights for each of the years in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolios of investments of Voya Australia Index Portfolio, Voya Emerging Markets Index Portfolio, Voya FTSE 100 Index® Portfolio, Voya International Index Portfolio, Voya Japan TOPIX® Index Portfolio, Voya Russell™ Large Cap Growth Index Portfolio, Voya Russell™ Large Cap Index Portfolio, Voya Russell™ Large Cap Value Index Portfolio, Voya Russell™ Mid Cap Growth Index Portfolio, Voya Russell™ Mid Cap Index Portfolio, Voya Russell™ Small Cap Index Portfolio, Voya U.S. Bond Index Portfolio, Voya Index Plus LargeCap Portfolio, Voya Index Plus MidCap Portfolio, Voya Index Plus SmallCap Portfolio, Voya Global Value Advantage Portfolio, and Voya Small Company Portfolio, as of December 31, 2015 (included in Item 6 of this Form N-CSR). These financial statements, financial highlights, and portfolios of investments are the responsibility of management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolios of investments based on our audits.
We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights, and portfolios of investments are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and portfolios of investments. Our procedures included confirmation of securities owned as of December 31, 2015, by correspondence with the custodian, transfer agent, and brokers, or by other appropriate auditing procedures when replies from brokers were not received. An audit also includes assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, the financial statements, financial highlights, and portfolios of investments referred to above present fairly, in all material respects, the financial position of the aforementioned funds of Voya Variable Portfolios, Inc. as of December 31, 2015, and the results of their operations for the year then ended, the changes in their net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Boston, Massachusetts
February 25, 2016
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.9% | ||||||||||||||
Consumer Discretionary: 4.6% | ||||||||||||||
97,252 | L | APN News & Media Ltd. | 36,823 | 0.0 | ||||||||||
17,901 | @ | APN Outdoor Group Ltd. | 79,571 | 0.1 | ||||||||||
7,637 | ARB Corp. Ltd. | 89,220 | 0.1 | |||||||||||
49,167 | Ardent Leisure Group | 80,463 | 0.1 | |||||||||||
66,273 | Aristocrat Leisure Ltd. | 489,352 | 0.4 | |||||||||||
25,222 | Automotive Holdings Group Ltd. | 82,568 | 0.1 | |||||||||||
10,088 | Breville Group Ltd. | 54,511 | 0.0 | |||||||||||
26,676 | Burson Group Ltd. | 81,318 | 0.1 | |||||||||||
7,291 | Corporate Travel Management Ltd. | 69,267 | 0.1 | |||||||||||
41,928 | Crown Ltd. | 378,954 | 0.3 | |||||||||||
6,986 | Domino's Pizza Enterprises Ltd. | 291,479 | 0.3 | |||||||||||
265,501 | John Fairfax Holdings Ltd. | 176,586 | 0.2 | |||||||||||
6,273 | L | Flight Centre Ltd. | 180,917 | 0.2 | ||||||||||
9,479 | G.U.D. Holdings Ltd. | 58,259 | 0.0 | |||||||||||
40,897 | L | G8 Education Ltd. | 105,756 | 0.1 | ||||||||||
66,448 | Harvey Norman Holdings Ltd. | 200,867 | 0.2 | |||||||||||
11,999 | Invocare Ltd. | 104,388 | 0.1 | |||||||||||
10,809 | L | JB Hi-Fi Ltd. | 152,970 | 0.1 | ||||||||||
29,560 | Mantra Group Ltd. | 108,216 | 0.1 | |||||||||||
90,518 | @,L | Myer Holdings Ltd. | 78,286 | 0.1 | ||||||||||
33,990 | L | Navitas Ltd. | 114,819 | 0.1 | ||||||||||
3,731 | @ | News Corp. | 52,178 | 0.0 | ||||||||||
75,108 | Nine Entertainment Co. Holdings Ltd. | 103,454 | 0.1 | |||||||||||
103,556 | Pacific Brands Ltd. | 59,070 | 0.0 | |||||||||||
10,236 | Premier Investments Ltd. | 105,095 | 0.1 | |||||||||||
5,395 | REA Group Ltd. | 214,656 | 0.2 | |||||||||||
13,726 | Retail Food Group Ltd. | 45,992 | 0.0 | |||||||||||
107,695 | Seven West Media Ltd. | 60,308 | 0.1 | |||||||||||
16,349 | Sky Network Television Ltd. | 50,357 | 0.0 | |||||||||||
19,877 | SKYCITY Entertainment Group Ltd. | 59,267 | 0.1 | |||||||||||
37,467 | L | Slater & Gordon Ltd. | 22,271 | 0.0 | ||||||||||
65,748 | Southern Cross Media Group Ltd. | 54,293 | 0.0 | |||||||||||
86,432 | Star Entertainment Grp Ltd./The | 317,156 | 0.3 | |||||||||||
15,362 | Super Retail Group Ltd. | 126,908 | 0.1 | |||||||||||
91,493 | TABCORP Holdings Ltd. | 311,517 | 0.3 | |||||||||||
161,704 | Tattersall's Ltd. | 513,390 | 0.4 | |||||||||||
258,679 | L | Ten Network Holdings Ltd. | 31,818 | 0.0 | ||||||||||
24,785 | Trade Me Ltd. | 70,431 | 0.1 | |||||||||||
8,866 | Village Roadshow Ltd. | 47,602 | 0.0 | |||||||||||
5,260,353 | 4.6 | |||||||||||||
Consumer Staples: 6.9% | ||||||||||||||
44,924 | @ | Asaleo Care Ltd. | 51,863 | 0.0 | ||||||||||
39,635 | Australian Agricultural Co. Ltd. | 38,664 | 0.0 | |||||||||||
16,765 | Bega Cheese Ltd. | 89,986 | 0.1 | |||||||||||
1,397 | Blackmores Ltd. | 220,894 | 0.2 | |||||||||||
58,473 | Coca-Cola Amatil Ltd. | 394,279 | 0.3 | |||||||||||
27,817 | @ | Costa Group Holdings Ltd. | 54,931 | 0.1 | ||||||||||
20,303 | GrainCorp Ltd. | 126,800 | 0.1 | |||||||||||
100,434 | L | Metcash Ltd. | 117,262 | 0.1 | ||||||||||
7,888 | Select Harvests Ltd. | 48,573 | 0.0 | |||||||||||
16,033 | Tassal Group Ltd. | 54,642 | 0.1 | |||||||||||
80,583 | @ | Treasury Wine Estates Ltd. | 483,831 | 0.4 | ||||||||||
124,416 | Wesfarmers Ltd. | 3,750,895 | 3.3 | |||||||||||
140,686 | Woolworths Ltd. | 2,496,119 | 2.2 | |||||||||||
7,928,739 | 6.9 | |||||||||||||
Energy: 3.9% | ||||||||||||||
61,681 | Australian Worldwide Exploration Ltd. | 22,351 | 0.0 | |||||||||||
113,671 | Beach Petroleum Ltd. | 40,439 | 0.1 | |||||||||||
29,888 | Caltex Australia Ltd. | 816,948 | 0.7 | |||||||||||
24,442 | Karoon Gas Australia Ltd. | 31,234 | 0.0 | |||||||||||
55,748 | L | Liquefied Natural Gas Ltd. | 32,158 | 0.0 | ||||||||||
129,474 | Oil Search Ltd. | 630,194 | 0.6 | |||||||||||
193,015 | @ | Origin Energy Ltd. | 652,916 | 0.6 | ||||||||||
165,938 | @ | Santos Ltd. | 441,970 | 0.4 | ||||||||||
66,060 | Whitehaven Coal Ltd. | 33,343 | 0.0 | |||||||||||
78,435 | Woodside Petroleum Ltd. | 1,634,108 | 1.4 | |||||||||||
24,341 | WorleyParsons Ltd. | 81,653 | 0.1 | |||||||||||
4,417,314 | 3.9 | |||||||||||||
Financials: 47.2% | ||||||||||||||
30,384 | Abacus Property Group | 70,459 | 0.1 | |||||||||||
327,406 | AMP Ltd. | 1,379,514 | 1.2 | |||||||||||
21,428 | ASX Ltd. | 659,242 | 0.6 | |||||||||||
322,316 | Australia & New Zealand Banking Group Ltd. | 6,504,256 | 5.7 | |||||||||||
41,835 | Aveo Group | 95,369 | 0.1 | |||||||||||
41,599 | Bank of Queensland Ltd. | 419,635 | 0.4 | |||||||||||
49,580 | Bendigo Bank Ltd. | 428,859 | 0.4 | |||||||||||
18,171 | BT Investment Management Ltd. | 168,994 | 0.1 | |||||||||||
53,748 | BWP Trust | 123,101 | 0.1 | |||||||||||
62,439 | Challenger Ltd. | 393,514 | 0.3 | |||||||||||
72,917 | @ | Chapter Hall Units Contingent | – | – | ||||||||||
34,713 | Charter Hall Group | 114,031 | 0.1 | |||||||||||
36,644 | Charter Hall Retail REIT | 110,687 | 0.1 | |||||||||||
188,973 | Commonwealth Bank of Australia | 11,683,133 | 10.2 | |||||||||||
35,329 | Cover-More Group Ltd. | 56,563 | 0.0 | |||||||||||
142,657 | Cromwell Property Group | 108,716 | 0.1 | |||||||||||
106,285 | Dexus Property Group | 576,507 | 0.5 | |||||||||||
30,131 | @ | FlexiGroup Ltd./Australia | 65,759 | 0.1 | ||||||||||
26,343 | Gateway Lifestyle | 57,946 | 0.0 | |||||||||||
34,690 | L | Genworth Mortgage Insurance Australia Ltd. | 69,140 | 0.1 | ||||||||||
174,407 | Goodman Group | 790,315 | 0.7 | |||||||||||
198,677 | GPT Group | 688,056 | 0.6 | |||||||||||
19,106 | Growthpoint Properties Australia Ltd. | 42,696 | 0.0 |
See Accompanying Notes to Financial Statements
1 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
80,511 | Henderson Group PLC | 366,821 | 0.3 | |||||||||||
68,273 | Investa Office Fund | 197,635 | 0.2 | |||||||||||
269,142 | Insurance Australia Group Ltd. | 1,080,875 | 0.9 | |||||||||||
29,366 | L | IOOF Holdings Ltd. | 202,202 | 0.2 | ||||||||||
58,707 | Lend Lease Corp., Ltd. | 605,711 | 0.5 | |||||||||||
37,669 | Macquarie Group Ltd. | 2,253,467 | 2.0 | |||||||||||
14,406 | Magellan Financial Group Ltd. | 283,153 | 0.2 | |||||||||||
304,854 | Medibank Pvt Ltd. | 475,362 | 0.4 | |||||||||||
404,257 | Mirvac Group | 578,709 | 0.5 | |||||||||||
291,948 | National Australia Bank Ltd. | 6,370,824 | 5.6 | |||||||||||
33,849 | National Storage REIT | 37,793 | 0.0 | |||||||||||
26,685 | Ozforex Group Ltd. | 63,465 | 0.1 | |||||||||||
5,249 | Perpetual Ltd. | 176,691 | 0.2 | |||||||||||
23,805 | Platinum Asset Management Ltd. | 139,102 | 0.1 | |||||||||||
151,092 | QBE Insurance Group Ltd. | 1,374,206 | 1.2 | |||||||||||
589,371 | Scentre Group | 1,787,645 | 1.6 | |||||||||||
80,219 | Shopping Centres Australasia Property Group | 123,783 | 0.1 | |||||||||||
82,070 | Steadfast Group Ltd. | 92,717 | 0.1 | |||||||||||
263,179 | Stockland | 781,241 | 0.7 | |||||||||||
142,420 | Suncorp Group Ltd. | 1,250,445 | 1.1 | |||||||||||
361,655 | Vicinity Centres | 733,679 | 0.6 | |||||||||||
211,608 | Westfield Corp. | 1,455,842 | 1.3 | |||||||||||
369,241 | Westpac Banking Corp. | 8,950,300 | 7.8 | |||||||||||
53,988,160 | 47.2 | |||||||||||||
Health Care: 6.7% | ||||||||||||||
17,015 | Ansell Ltd. | 263,684 | 0.2 | |||||||||||
41,296 | Australian Pharmaceutical Industries Ltd. | 57,851 | 0.1 | |||||||||||
6,259 | Cochlear Ltd. | 433,131 | 0.4 | |||||||||||
51,455 | CSL Ltd. | 3,922,904 | 3.4 | |||||||||||
14,883 | Estia Health Ltd. | 78,591 | 0.1 | |||||||||||
8,891 | Fisher & Paykel Healthcare Corp. Ltd. | 53,998 | 0.0 | |||||||||||
10,685 | L | Greencross Ltd. | 51,873 | 0.0 | ||||||||||
191,734 | Healthscope Ltd. | 369,478 | 0.3 | |||||||||||
27,435 | Japara Healthcare Ltd. | 63,625 | 0.1 | |||||||||||
80,096 | Mayne Pharma Group Ltd. | 81,836 | 0.1 | |||||||||||
25,245 | L | Mesoblast Ltd. | 33,751 | 0.0 | ||||||||||
55,630 | Primary Health Care Ltd. | 94,128 | 0.1 | |||||||||||
14,272 | Ramsay Health Care Ltd. | 701,784 | 0.6 | |||||||||||
14,694 | Regis Healthcare Ltd. | 62,119 | 0.1 | |||||||||||
83,596 | @ | ResMed, Inc. | 450,578 | 0.4 | ||||||||||
120,295 | Sigma Pharmaceuticals Ltd. | 75,314 | 0.1 | |||||||||||
6,335 | Sirtex Medical Ltd. | 183,574 | 0.2 | |||||||||||
45,738 | Sonic Healthcare Ltd. | 592,176 | 0.5 | |||||||||||
8,844 | Virtus Health Ltd. | 41,627 | 0.0 | |||||||||||
7,612,022 | 6.7 | |||||||||||||
Industrials: 7.6% | ||||||||||||||
54,211 | ALS Ltd. | 147,534 | 0.1 | |||||||||||
107,968 | Asciano Group | 686,426 | 0.6 | |||||||||||
232,365 | Aurizon Holdings Ltd. | 737,663 | 0.7 | |||||||||||
35,009 | Austal Ltd. | 39,801 | 0.0 | |||||||||||
174,773 | Brambles Ltd. | 1,463,703 | 1.3 | |||||||||||
56,978 | Broadspectrum Ltd. | 57,569 | 0.1 | |||||||||||
12,693 | Cabcharge Australia Ltd. | 27,394 | 0.0 | |||||||||||
11,202 | CIMIC Group Ltd. | 196,503 | 0.2 | |||||||||||
5,177 | Credit Corp. Group Ltd. | 39,078 | 0.0 | |||||||||||
48,336 | Downer EDI Ltd. | 125,737 | 0.1 | |||||||||||
30,153 | GWA Group Ltd. | 43,202 | 0.0 | |||||||||||
44,879 | Macquarie Atlas Roads Group | 132,229 | 0.1 | |||||||||||
8,599 | McMillan Shakespeare Ltd. | 82,817 | 0.1 | |||||||||||
17,369 | Mineral Resources Ltd. | 50,232 | 0.0 | |||||||||||
10,081 | L | Monadelphous Group Ltd. | 47,832 | 0.0 | ||||||||||
27,186 | Programmed Maintenance Services Ltd. | 48,706 | 0.0 | |||||||||||
228,292 | Qantas Airways Ltd. | 676,672 | 0.6 | |||||||||||
89,993 | Qube Logistics Holdings Ltd. | 156,222 | 0.1 | |||||||||||
34,523 | Recall Holdings Ltd. | 173,671 | 0.2 | |||||||||||
23,433 | SAI Global Ltd. | 71,073 | 0.1 | |||||||||||
38,088 | Seek Ltd. | 423,925 | 0.4 | |||||||||||
10,099 | Seven Group Holdings Ltd. | 40,356 | 0.0 | |||||||||||
122,113 | Spotless Group Holdings Ltd. | 95,681 | 0.1 | |||||||||||
245,323 | Sydney Airport | 1,129,053 | 1.0 | |||||||||||
175,470 | Transpacific Industries Group Ltd. | 100,219 | 0.1 | |||||||||||
223,694 | Transurban Group - Stapled Security | 1,695,588 | 1.5 | |||||||||||
93,624 | Veda Group Ltd. | 190,060 | 0.2 | |||||||||||
231,429 | @ | Virgin Australia Holdings Ltd. | – | – | ||||||||||
8,678,946 | 7.6 | |||||||||||||
Information Technology: 0.9% | ||||||||||||||
12,333 | Altium Ltd. | 41,712 | 0.0 | |||||||||||
23,712 | L | carsales.com Ltd. | 200,818 | 0.2 | ||||||||||
56,366 | Computershare Ltd. | 474,293 | 0.4 | |||||||||||
14,244 | L | Iress Market Technology Ltd. | 103,130 | 0.1 | ||||||||||
21,527 | iSentia Group Ltd. | 75,511 | 0.1 | |||||||||||
25,342 | @ | MYOB Group Ltd. | 59,913 | 0.0 | ||||||||||
22,237 | Technology One Ltd. | 79,750 | 0.1 | |||||||||||
1,035,127 | 0.9 | |||||||||||||
Materials: 11.6% | ||||||||||||||
49,432 | Adelaide Brighton Ltd. | 169,942 | 0.1 | |||||||||||
274,883 | Alumina Ltd. | 229,401 | 0.2 | |||||||||||
128,200 | Amcor Ltd. | 1,245,491 | 1.1 | |||||||||||
355,239 | BHP Billiton Ltd. | 4,571,760 | 4.0 | |||||||||||
62,845 | BlueScope Steel Ltd. | 200,632 | 0.2 | |||||||||||
82,313 | Boral Ltd. | 351,933 | 0.3 | |||||||||||
57,382 | CSR Ltd. | 119,764 | 0.1 | |||||||||||
42,372 | DuluxGroup Ltd. | 203,875 | 0.2 | |||||||||||
110,343 | Evolution Mining Ltd. | 112,121 | 0.1 | |||||||||||
22,030 | Fletcher Building Ltd. | 109,848 | 0.1 | |||||||||||
188,331 | L | Fortescue Metals Group Ltd. | 253,444 | 0.2 | ||||||||||
46,529 | Iluka Resources Ltd. | 205,817 | 0.2 | |||||||||||
185,483 | Incitec Pivot Ltd. | 530,005 | 0.5 | |||||||||||
45,398 | Independence Group NL | 83,313 | 0.1 | |||||||||||
49,081 | James Hardie Industries SE | 618,809 | 0.5 |
See Accompanying Notes to Financial Statements
2 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
84,498 | Newcrest Mining Ltd. | 799,537 | 0.7 | |||||||||||
63,798 | Northern Star Resources Ltd | 129,735 | 0.1 | |||||||||||
19,889 | Nufarm Ltd. | 120,115 | 0.1 | |||||||||||
40,759 | Orica Ltd. | 456,651 | 0.4 | |||||||||||
134,165 | Orora Ltd. | 217,903 | 0.2 | |||||||||||
34,981 | OZ Minerals Ltd. | 102,267 | 0.1 | |||||||||||
18,966 | Pact Group Holdings Ltd. | 68,835 | 0.1 | |||||||||||
45,410 | Regis Resources Ltd. | 76,882 | 0.1 | |||||||||||
46,956 | Rio Tinto Ltd. | 1,518,532 | 1.3 | |||||||||||
17,340 | Sandfire Resources NL | 70,308 | 0.1 | |||||||||||
18,487 | L | Sims Group Ltd. | 96,736 | 0.1 | ||||||||||
589,034 | @ | South32 Ltd. - AUD | 452,496 | 0.4 | ||||||||||
20,909 | L | Syrah Resources Ltd. | 58,934 | 0.0 | ||||||||||
23,791 | Western Areas Ltd | 38,544 | 0.0 | |||||||||||
13,213,630 | 11.6 | |||||||||||||
Telecommunication Services: 5.3% | ||||||||||||||
19,945 | M2 Group Ltd | 165,112 | 0.1 | |||||||||||
23,982 | Telecom Corp. of New Zealand Ltd. | 54,156 | 0.1 | |||||||||||
1,353,314 | Telstra Corp., Ltd. | 5,499,446 | 4.8 | |||||||||||
34,560 | TPG Telecom Ltd. | 247,437 | 0.2 | |||||||||||
22,168 | Vocus Communications Ltd. | 120,875 | 0.1 | |||||||||||
6,087,026 | 5.3 | |||||||||||||
Utilities: 2.2% | ||||||||||||||
74,523 | AGL Energy Ltd. | 975,141 | 0.8 | |||||||||||
123,351 | APA Group | 776,168 | 0.7 | |||||||||||
188,230 | AusNet Services | 202,639 | 0.2 | |||||||||||
223,544 | DUET Group | 370,222 | 0.3 | |||||||||||
170,685 | Spark Infrastructure Group - Stapled Security | 237,410 | 0.2 | |||||||||||
2,561,580 | 2.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $127,046,976) | 110,782,897 | 96.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.9% | ||||||||||||||
Securities Lending Collateralcc: 1.6% | ||||||||||||||
1,000,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,000,041, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,020,000, due 03/31/21-02/15/44) | 1,000,000 | 0.9 | |||||||||||
798,857 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $798,886, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $814,834, due 01/15/16-10/20/65) | 798,857 | 0.7 | |||||||||||
1,798,857 | 1.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.3% | ||||||||||||||
2,669,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $2,669,000) | 2,669,000 | 2.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,467,857) | 4,467,857 | 3.9 | ||||||||||||
Total Investments in Securities (Cost $131,514,833) | $ | 115,250,754 | 100.8 | |||||||||||
Liabilities in Excess of Other Assets | (913,449 | ) | (0.8 | ) | ||||||||||
Net Assets | $ | 114,337,305 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $136,071,692.
Net unrealized depreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 7,555,445 | ||
Gross Unrealized Depreciation | (28,376,383 | ) | ||
Net Unrealized Depreciation | $ | (20,820,938 | ) |
See Accompanying Notes to Financial Statements
3 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.0% | ||||||||||||||
Consumer Discretionary: 9.7% | ||||||||||||||
1,610,000 | L | Alibaba Pictures Group Ltd. | 394,764 | 0.1 | ||||||||||
156,000 | Anta Sports Products Ltd. | 426,483 | 0.1 | |||||||||||
40,706 | Arcelik A/S | 194,866 | 0.0 | |||||||||||
3,008,000 | Astra International Tbk PT | 1,295,704 | 0.3 | |||||||||||
277,800 | Astro Malaysia Holdings Bhd | 178,044 | 0.0 | |||||||||||
13,600 | B2W Cia Digital | 52,355 | 0.0 | |||||||||||
12,751 | Bajaj Auto Ltd. | 486,465 | 0.1 | |||||||||||
148,500 | BEC World PCL | 125,222 | 0.0 | |||||||||||
706,000 | Belle International Holdings Ltd. | 528,234 | 0.1 | |||||||||||
16,808 | Bharat Forge Ltd. | 225,778 | 0.0 | |||||||||||
1,141 | @ | Bosch Ltd. | 320,911 | 0.1 | ||||||||||
458,000 | Brilliance China Automotive Holdings Ltd. | 572,842 | 0.1 | |||||||||||
97,500 | Byd Co., Ltd. | 531,847 | 0.1 | |||||||||||
4,123 | CCC SA | 145,141 | 0.0 | |||||||||||
13,376 | Cheil Communications, Inc. | 233,942 | 0.0 | |||||||||||
232,650 | Cheng Shin Rubber Industry Co. Ltd. | 376,021 | 0.1 | |||||||||||
126,600 | Chongqing Changan Automobile Co. Ltd. | 278,737 | 0.1 | |||||||||||
1,311 | @ | CJ E&M Corp. | 89,488 | 0.0 | ||||||||||
20,698 | @,L | Ctrip.com International Ltd. ADR | 958,938 | 0.2 | ||||||||||
32,539 | Cyfrowy Polsat SA | 172,964 | 0.0 | |||||||||||
386,000 | Dongfeng Motor Group Co., Ltd. | 511,341 | 0.1 | |||||||||||
28,240 | @ | Eclat Textile Co. Ltd | 388,052 | 0.1 | ||||||||||
28,600 | El Puerto de Liverpool SAB de CV | 348,670 | 0.1 | |||||||||||
46,000 | Estacio Participacoes SA | 162,199 | 0.0 | |||||||||||
47,350 | Feng TAY Enterprise Co., Ltd. | 240,799 | 0.0 | |||||||||||
4,548 | @ | Folli Follie Group | 85,506 | 0.0 | ||||||||||
9,692 | Ford Otomotiv Sanayi A/S | 100,534 | 0.0 | |||||||||||
32,244 | Foschini Group Ltd. | 253,369 | 0.1 | |||||||||||
825,000 | Geely Automobile Holdings Ltd. | 435,936 | 0.1 | |||||||||||
354,300 | Genting Bhd | 604,264 | 0.1 | |||||||||||
470,700 | Genting Malaysia BHD | 479,520 | 0.1 | |||||||||||
44,000 | Giant Manufacturing Co., Ltd. | 291,676 | 0.1 | |||||||||||
801,700 | Global Mediacom Tbk PT | 63,458 | 0.0 | |||||||||||
1,901,000 | GOME Electrical Appliances Holdings Ltd. | 315,122 | 0.1 | |||||||||||
470,500 | @ | Great Wall Motor Co. Ltd. | 543,440 | 0.1 | ||||||||||
300,900 | Grupo Televisa S.A. | 1,647,098 | 0.3 | |||||||||||
12,330 | Grupo Televisa SAB ADR | 335,499 | 0.1 | |||||||||||
310,000 | Guangzhou Automobile Group Co. Ltd. | 275,418 | 0.1 | |||||||||||
188,000 | Haier Electronics Group Co. Ltd. | 379,480 | 0.1 | |||||||||||
11,719 | Hankook Tire Co. Ltd. | 467,421 | 0.1 | |||||||||||
6,187 | Hanon Systems Corp. | 271,709 | 0.1 | |||||||||||
1,405 | Hanssem Co. Ltd. | 275,301 | 0.1 | |||||||||||
7,769 | Hero Honda Motors Ltd | 315,246 | 0.1 | |||||||||||
507,351 | Home Product Center PCL | 95,457 | 0.0 | |||||||||||
38,000 | Hotai Motor Co. Ltd. | 437,027 | 0.1 | |||||||||||
5,135 | Hotel Shilla Co. Ltd. | 336,236 | 0.1 | |||||||||||
2,451 | Hyundai Department Store Co. Ltd. | 262,692 | 0.1 | |||||||||||
10,169 | Hyundai Mobis | 2,127,656 | 0.4 | |||||||||||
22,556 | Hyundai Motor Co. | 2,844,849 | 0.6 | |||||||||||
2,516 | Hyundai Wia Corp. | 237,889 | 0.0 | |||||||||||
26,617 | Imperial Holdings Ltd. | 206,325 | 0.0 | |||||||||||
21,802 | @ | JD.com, Inc. ADR | 703,441 | 0.1 | ||||||||||
71,400 | Jollibee Foods Corp. | 331,453 | 0.1 | |||||||||||
16,813 | Jumbo SA | 176,719 | 0.0 | |||||||||||
17,717 | Kangwon Land, Inc. | 578,255 | 0.1 | |||||||||||
39,494 | Kia Motors Corp. | 1,761,037 | 0.3 | |||||||||||
212,304 | Kroton Educacional SA | 511,408 | 0.1 | |||||||||||
15,494 | LG Electronics, Inc. | 704,428 | 0.1 | |||||||||||
96,800 | Lojas Renner SA | 418,396 | 0.1 | |||||||||||
1,688 | Lotte Shopping Co. Ltd. | 332,061 | 0.1 | |||||||||||
199 | LPP SA | 281,209 | 0.1 | |||||||||||
21,949 | Mahindra & Mahindra Ltd. | 421,337 | 0.1 | |||||||||||
34,768 | Mahindra & Mahindra Ltd. GDR | 664,412 | 0.1 | |||||||||||
14,085 | Maruti Suzuki India Ltd. | 980,897 | 0.2 | |||||||||||
364,300 | Matahari Department Store Tbk PT | 461,180 | 0.1 | |||||||||||
663,000 | Media Nusantara Citra Tbk PT | 88,269 | 0.0 | |||||||||||
31,850 | Merida Industry Co. Ltd. | 170,816 | 0.0 | |||||||||||
283,200 | Minor International PCL | 283,625 | 0.1 | |||||||||||
47,948 | Motherson Sumi Systems Ltd. | 211,715 | 0.0 | |||||||||||
36,918 | Mr Price Group Ltd. | 477,439 | 0.1 | |||||||||||
59,119 | Naspers Ltd. | 8,080,641 | 1.6 | |||||||||||
9,167 | @ | New Oriental Education & Technology Group ADR | 287,569 | 0.1 | ||||||||||
34,742 | OPAP S.A. | 304,872 | 0.1 | |||||||||||
6,664 | Paradise Co. Ltd | 99,161 | 0.0 | |||||||||||
337,000 | POU Chen Corp. | 439,758 | 0.1 | |||||||||||
2,524 | @,L | Qunar Cayman Islands Ltd. ADR | 133,116 | 0.0 | ||||||||||
93,081 | Ruentex Industries Ltd. | 173,065 | 0.0 | |||||||||||
69,227 | SACI Falabella | 441,217 | 0.1 | |||||||||||
88,000 | Shenzhou International Group Holdings Ltd. | 504,309 | 0.1 | |||||||||||
1,137 | Shinsegae Co., Ltd. | 221,215 | 0.0 | |||||||||||
353,603 | Steinhoff International Holdings NV | 1,795,110 | 0.3 | |||||||||||
925,200 | @ | Surya Citra Media Tbk PT | 206,306 | 0.0 | ||||||||||
2,114 | @ | TAL Education Group ADR | 98,238 | 0.0 | ||||||||||
48,596 | Tata Motors Ltd. | 287,229 | 0.1 | |||||||||||
15,688 | @ | Tata Motors Ltd. ADR | 462,325 | 0.1 | ||||||||||
32,668 | Tata Motors Ltd. | 142,400 | 0.0 | |||||||||||
17,402 | Tofas Truk Otomobil Fabrika | 112,973 | 0.0 |
See Accompanying Notes to Financial Statements
4 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
64,763 | Truworths International Ltd. | 381,778 | 0.1 | |||||||||||
46,989 | Tsogo Sun Holdings Ltd. | 73,838 | 0.0 | |||||||||||
103,800 | UMW Holdings Bhd | 189,878 | 0.0 | |||||||||||
28,184 | @ | Vipshop Holdings Ltd. ADR | 430,370 | 0.1 | ||||||||||
144,803 | Woolworths Holdings Ltd./South Africa | 936,770 | 0.2 | |||||||||||
8,108 | Coway Co., Ltd. | 577,306 | 0.1 | |||||||||||
159,000 | Yulon Motor Co., Ltd. | 144,740 | 0.0 | |||||||||||
87,147 | Zee Telefilms Ltd. | 574,472 | 0.1 | |||||||||||
49,584,688 | 9.7 | |||||||||||||
Consumer Staples: 8.2% | ||||||||||||||
52,931 | @ | Ambev SA ADR | 236,072 | 0.0 | ||||||||||
636,900 | AMBEV SA | 2,873,596 | 0.6 | |||||||||||
4,757 | Amorepacific Corp. | 1,669,361 | 0.3 | |||||||||||
4,254 | Amorepacific Group | 531,455 | 0.1 | |||||||||||
30,244 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 195,880 | 0.0 | |||||||||||
60,300 | @ | Arca Continental SAB de CV | 366,254 | 0.1 | ||||||||||
45,900 | Astra Agro Lestari Tbk PT | 52,321 | 0.0 | |||||||||||
1,300 | BGF retail Co. Ltd. | 188,203 | 0.0 | |||||||||||
31,989 | BIM Birlesik Magazalar AS | 563,075 | 0.1 | |||||||||||
81,900 | BRF - Brasil Foods SA | 1,146,859 | 0.2 | |||||||||||
15,814 | @ | BRF SA ADR | 218,549 | 0.0 | ||||||||||
21,100 | British American Tobacco Malaysia Bhd | 275,204 | 0.1 | |||||||||||
197,365 | Cencosud SA | 394,139 | 0.1 | |||||||||||
477,500 | Charoen Pokphand Foods PCL | 241,222 | 0.1 | |||||||||||
1,190,900 | Charoen Pokphand Indonesia Tbk PT | 221,918 | 0.0 | |||||||||||
962,000 | L | China Huishan Dairy Holdings Co. Ltd | 367,902 | 0.1 | ||||||||||
401,000 | China Mengniu Diary Co., Ltd. | 650,960 | 0.1 | |||||||||||
186,000 | China Resources Enterprise | 396,866 | 0.1 | |||||||||||
23,700 | Cia Brasileira de Distribuicao Grupo Pao de Acucar | 250,763 | 0.1 | |||||||||||
21,621 | Cia Cervecerias Unidas SA | 239,230 | 0.1 | |||||||||||
1,163 | CJ CheilJedang Corp. | 371,992 | 0.1 | |||||||||||
71,200 | Coca-Cola Femsa SAB de CV | 511,862 | 0.1 | |||||||||||
11,808 | Coca-Cola Icecek AS | 150,371 | 0.0 | |||||||||||
671,400 | CP ALL PCL | 729,077 | 0.1 | |||||||||||
74,194 | Dabur India Ltd. | 309,998 | 0.1 | |||||||||||
4,875 | Dongsuh Cos, Inc. | 128,789 | 0.0 | |||||||||||
3,096 | E-Mart Co. Ltd. | 496,783 | 0.1 | |||||||||||
41,732 | Embotelladora Andina SA | 124,143 | 0.0 | |||||||||||
12,431 | Eurocash SA | 153,193 | 0.0 | |||||||||||
3,557 | @ | Fomento Economico Mexicano SAB de CV ADR | 328,489 | 0.1 | ||||||||||
239,200 | Fomento Economico Mexicano SAB de CV UBD | 2,243,285 | 0.4 | |||||||||||
1,277 | GlaxoSmithKline Consumer Healthcare Ltd | 123,658 | 0.0 | |||||||||||
17,873 | Godrej Consumer Products Ltd. | 355,418 | 0.1 | |||||||||||
29,900 | Gruma SA de CV | 419,410 | 0.1 | |||||||||||
252,900 | @ | Grupo Bimbo SAB de CV | 674,273 | 0.1 | ||||||||||
54,500 | Grupo Comercial Chedraui, S.A. de C.V. | 145,274 | 0.0 | |||||||||||
93,900 | Grupo Lala SAB de CV | 218,316 | 0.0 | |||||||||||
1,744 | GS Retail Co. Ltd. | 79,455 | 0.0 | |||||||||||
76,500 | Gudang Garam Tbk PT | 303,622 | 0.1 | |||||||||||
109,000 | Hengan International Group Co., Ltd. | 1,023,307 | 0.2 | |||||||||||
110,647 | Hindustan Lever Ltd. | 1,441,991 | 0.3 | |||||||||||
54,100 | @ | HM Sampoerna Tbk PT | 368,257 | 0.1 | ||||||||||
55,100 | Hypermarcas SA | 302,362 | 0.1 | |||||||||||
6,560,000 | Imperial Pacific International Holdings Ltd. | 142,617 | 0.0 | |||||||||||
164,500 | Indofood CBP Sukses Makmur TBK PT | 159,139 | 0.0 | |||||||||||
713,900 | Indofood Sukses Makmur Tbk PT | 265,728 | 0.1 | |||||||||||
441,300 | IOI Corp. Bhd | 457,048 | 0.1 | |||||||||||
328,378 | ITC Ltd. | 1,623,770 | 0.3 | |||||||||||
111,900 | JBS SA | 349,312 | 0.1 | |||||||||||
229,500 | Kimberly-Clark de Mexico SA de CV | 537,580 | 0.1 | |||||||||||
16,550 | KT&G Corp. | 1,470,718 | 0.3 | |||||||||||
68,200 | Kuala Lumpur Kepong BHD | 362,746 | 0.1 | |||||||||||
1,402 | LG Household & Health Care Ltd. | 1,244,952 | 0.2 | |||||||||||
37 | Lotte Chilsung Beverage Co., Ltd. | 70,021 | 0.0 | |||||||||||
118 | Lotte Confectionery Co. Ltd. | 228,778 | 0.1 | |||||||||||
3,600 | M Dias Branco SA | 60,512 | 0.0 | |||||||||||
38,454 | @ | Magnit PJSC GDR | 1,546,309 | 0.3 | ||||||||||
71,372 | Marico Ltd. | 243,617 | 0.1 | |||||||||||
17,999 | Massmart Holdings Ltd. | 116,521 | 0.0 | |||||||||||
25,300 | Natura Cosmeticos S.A. | 150,217 | 0.0 | |||||||||||
3,507 | Nestle India Ltd. | 308,303 | 0.1 | |||||||||||
549 | Orion Corp. | 542,282 | 0.1 | |||||||||||
62 | Ottogi Corp. | 64,254 | 0.0 | |||||||||||
39,142 | L | Pick n Pay Stores Ltd. | 164,414 | 0.0 | ||||||||||
16,334 | Pioneer Foods Group Ltd. | 167,549 | 0.0 | |||||||||||
78,900 | PPB Group Bhd | 291,283 | 0.1 | |||||||||||
89,000 | President Chain Store Corp. | 555,469 | 0.1 | |||||||||||
33,600 | Raia Drogasil SA | 301,328 | 0.1 | |||||||||||
67,708 | Shoprite Holdings Ltd. | 627,455 | 0.1 | |||||||||||
25,077 | Spar Group Ltd. | 298,373 | 0.1 | |||||||||||
59,692 | Standard Foods Corp. | 148,561 | 0.0 | |||||||||||
376,500 | L | Sun Art Retail Group Ltd. | 283,273 | 0.1 | ||||||||||
312,400 | Thai Union Group PCL-F | 148,395 | 0.0 | |||||||||||
25,133 | L | Tiger Brands Ltd. | 514,805 | 0.1 | ||||||||||
282,000 | Tingyi Cayman Islands Holding Corp. | 400,632 | 0.1 | |||||||||||
52,000 | Tsingtao Brewery Co., Ltd. | 234,246 | 0.1 | |||||||||||
27,757 | Ulker Biskuvi Sanayi AS | 167,526 | 0.0 | |||||||||||
225,000 | Unilever Indonesia Tbk PT | 600,619 | 0.1 | |||||||||||
729,209 | Uni-President Enterprises Corp. | 1,215,544 | 0.2 |
See Accompanying Notes to Financial Statements
5 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
9,723 | United Breweries Ltd. | 138,858 | 0.0 | |||||||||||
8,965 | United Spirits Ltd. | 404,852 | 0.1 | |||||||||||
127,170 | Universal Robina Corp. | 501,817 | 0.1 | |||||||||||
788,400 | Wal-Mart de Mexico SAB de CV | 1,989,470 | 0.4 | |||||||||||
863,000 | Want Want China Holdings Ltd. | 640,507 | 0.1 | |||||||||||
41,822,554 | 8.2 | |||||||||||||
Energy: 6.8% | ||||||||||||||
1,358,700 | Adaro Energy Tbk PT | 50,208 | 0.0 | |||||||||||
128,400 | Banpu PCL | 56,784 | 0.0 | |||||||||||
28,835 | @ | Bharat Petroleum Corp. Ltd. | 387,315 | 0.1 | ||||||||||
70,879 | Cairn India Ltd. | 147,411 | 0.0 | |||||||||||
438,000 | China Coal Energy Co. - Class H | 167,261 | 0.0 | |||||||||||
278,000 | China Oilfield Services Ltd. | 238,887 | 0.0 | |||||||||||
3,771,600 | China Petroleum & Chemical Corp. | 2,264,940 | 0.4 | |||||||||||
497,500 | China Shenhua Energy Co., Ltd. | 776,847 | 0.2 | |||||||||||
2,649,000 | CNOOC Ltd. | 2,757,016 | 0.5 | |||||||||||
98,223 | Coal India Ltd. | 487,299 | 0.1 | |||||||||||
13,700 | Cosan SA Industria e Comercio | 87,264 | 0.0 | |||||||||||
703,149 | Ecopetrol SA | 245,864 | 0.1 | |||||||||||
68,162 | Empresas COPEC SA | 585,191 | 0.1 | |||||||||||
147,300 | Energy Absolute PCL-Foreign | 91,647 | 0.0 | |||||||||||
15,595 | Exxaro Resources Ltd. | 44,302 | 0.0 | |||||||||||
174,000 | Formosa Petrochemical Corp. | 416,197 | 0.1 | |||||||||||
39,000 | Formosa Taffeta Co., Ltd. | 35,454 | 0.0 | |||||||||||
192,958 | @ | Gazprom PAO ADR | 708,156 | 0.1 | ||||||||||
1,333,813 | Gazprom PAO | 2,486,731 | 0.5 | |||||||||||
8,593 | Grupa Lotos SA | 59,108 | 0.0 | |||||||||||
7,739 | GS Holdings Corp. | 331,607 | 0.1 | |||||||||||
1,630,800 | IRPC PCL | 193,395 | 0.0 | |||||||||||
464,000 | Kunlun Energy Co. Ltd. | 411,990 | 0.1 | |||||||||||
53,597 | Lukoil OAO | 1,722,974 | 0.3 | |||||||||||
21,894 | @ | Lukoil PJSC ADR | 711,226 | 0.1 | ||||||||||
5,504 | L | MOL Hungarian Oil & Gas PLC | 268,445 | 0.1 | ||||||||||
14,121 | NovaTek OAO GDR | 1,163,074 | 0.2 | |||||||||||
120,131 | Oil & Natural Gas Corp., Ltd. | 438,104 | 0.1 | |||||||||||
3,118,000 | PetroChina Co., Ltd. | 2,041,170 | 0.4 | |||||||||||
30,667 | @ | Petroleo Brasileiro SA ADR | 104,268 | 0.0 | ||||||||||
443,200 | @ | Petroleo Brasileiro SA | 960,057 | 0.2 | ||||||||||
39,600 | Petronas Dagangan BHD | 229,290 | 0.1 | |||||||||||
49,587 | L | Polski Koncern Naftowy Orlen | 853,604 | 0.2 | ||||||||||
271,114 | Polskie Gornictwo Naftowe I Gazownictwo SA | 353,849 | 0.1 | |||||||||||
208,800 | PTT Exploration & Production PCL | 331,106 | 0.1 | |||||||||||
150,200 | PTT PCL | 1,011,489 | 0.2 | |||||||||||
24,136 | Qatar Gas Transport Co. Ltd. | 154,558 | 0.0 | |||||||||||
36,870 | Reliance Industries Ltd. | 564,531 | 0.1 | |||||||||||
78,406 | Reliance Industries Ltd. GDR | 2,399,224 | 0.5 | |||||||||||
179,786 | Rosneft OAO | 624,846 | 0.1 | |||||||||||
525,700 | Sapurakencana Petroleum Bhd | 246,636 | 0.1 | |||||||||||
81,994 | Sasol Ltd. | 2,213,658 | 0.4 | |||||||||||
9,747 | @ | SK Innovation Co. Ltd. | 1,068,963 | 0.2 | ||||||||||
6,778 | S-Oil Corp. | 454,033 | 0.1 | |||||||||||
1,081,123 | Surgutneftegas | 654,394 | 0.1 | |||||||||||
1,059,451 | Surgutneftegas OAO | 493,517 | 0.1 | |||||||||||
207,595 | Tatneft OAO | 904,336 | 0.2 | |||||||||||
141,100 | Thai Oil PCL | 257,185 | 0.1 | |||||||||||
19,518 | Tupras Turkiye Petrol Rafine | 465,510 | 0.1 | |||||||||||
55,600 | Ultrapar Participacoes SA | 849,547 | 0.2 | |||||||||||
280,000 | L | Yanzhou Coal Mining Co., Ltd. | 129,836 | 0.0 | ||||||||||
34,700,304 | 6.8 | |||||||||||||
Financials: 26.9% | ||||||||||||||
276,547 | Abu Dhabi Commercial Bank PJSC | 493,400 | 0.1 | |||||||||||
265,182 | L | African Bank Investments Ltd. | – | – | ||||||||||
3,313,000 | Agricultural Bank of China Ltd. | 1,348,228 | 0.3 | |||||||||||
326,313 | Akbank TAS | 748,244 | 0.1 | |||||||||||
510,499 | Aldar Properties PJSC | 319,317 | 0.1 | |||||||||||
7,013 | @ | Alior Bank SA | 118,890 | 0.0 | ||||||||||
175,300 | Alliance Financial Group Bhd | 145,143 | 0.0 | |||||||||||
200,360 | Alpha Bank AE | 536,944 | 0.1 | |||||||||||
312,000 | AMMB Holdings Bhd | 328,334 | 0.1 | |||||||||||
32,430 | Ayala Corp. | 519,747 | 0.1 | |||||||||||
1,082,000 | Ayala Land, Inc. | 790,912 | 0.2 | |||||||||||
80,404 | @ | Banco Bradesco SA ADR | 386,743 | 0.1 | ||||||||||
109,800 | Banco Bradesco SA | 568,948 | 0.1 | |||||||||||
3,671,514 | Banco de Chile | 374,012 | 0.1 | |||||||||||
5,442 | Banco de Credito e Inversiones | 205,296 | 0.0 | |||||||||||
126,100 | Banco do Brasil S.A. | 469,817 | 0.1 | |||||||||||
64,500 | Banco Santander Brasil S.A. | 261,505 | 0.1 | |||||||||||
9,552,722 | Banco Santander Chile S.A. | 428,589 | 0.1 | |||||||||||
15,864 | @ | BanColombia SA ADR | 424,362 | 0.1 | ||||||||||
36,200 | Bangkok Bank PCL - Foreign Reg | 154,578 | 0.0 | |||||||||||
1,835,700 | Bank Central Asia Tbk PT | 1,758,746 | 0.3 | |||||||||||
368,000 | Bank Danamon Indonesia Tbk PT | 85,103 | 0.0 | |||||||||||
4,846 | L | Bank Handlowy w Warszawie | 88,540 | 0.0 | ||||||||||
1,400,500 | Bank Mandiri Persero TBK PT | 929,988 | 0.2 | |||||||||||
81,325 | Bank Millennium SA | 115,194 | 0.0 | |||||||||||
11,734,000 | Bank of China Ltd. | 5,206,533 | 1.0 | |||||||||||
1,318,000 | Bank of Communications Co., Ltd. | 924,283 | 0.2 | |||||||||||
117,780 | Bank of the Philippine Islands | 209,776 | 0.0 | |||||||||||
19,495 | Bank Pekao S.A. | 712,012 | 0.1 | |||||||||||
1,670,600 | Bank Rakyat Indonesia | 1,371,062 | 0.3 |
See Accompanying Notes to Financial Statements
6 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
5,379 | Bank Zachodni WBK SA | 387,588 | 0.1 | |||||||||||
47,870 | Barclays Africa Group Ltd. | 444,152 | 0.1 | |||||||||||
14,540 | Barwa Real Estate Co. | 159,083 | 0.0 | |||||||||||
105,500 | BB Seguridade Participacoes SA | 648,800 | 0.1 | |||||||||||
233,500 | BDO Unibank, Inc. | 519,035 | 0.1 | |||||||||||
257,000 | BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros | 707,420 | 0.1 | |||||||||||
1,124,700 | Bank Negara Indonesia Persero Tbk PT | 402,663 | 0.1 | |||||||||||
75,100 | BR Malls Participacoes S.A. | 210,707 | 0.0 | |||||||||||
52,845 | L | Brait SE | 570,132 | 0.1 | ||||||||||
2,255 | BRE Bank SA | 180,085 | 0.0 | |||||||||||
34,269 | @ | BNK Financial Group, Inc. | 244,130 | 0.0 | ||||||||||
1,108,600 | Bumi Serpong Damai PT | 142,994 | 0.0 | |||||||||||
5,167 | L | Capitec Bank Holdings Ltd. | 179,687 | 0.0 | ||||||||||
1,199,611 | Cathay Financial Holding Co., Ltd. | 1,680,585 | 0.3 | |||||||||||
190,200 | Central Pattana PCL | 247,138 | 0.1 | |||||||||||
35,745 | CETIP SA - Balcao Organizado de Ativos e Derivativos | 338,815 | 0.1 | |||||||||||
175,128 | Chailease Holding Co. Ltd. | 301,403 | 0.1 | |||||||||||
699,559 | Chang Hwa Commercial Bank | 333,152 | 0.1 | |||||||||||
1,225,000 | China Cinda Asset Management Co. Ltd. | 450,872 | 0.1 | |||||||||||
1,247,000 | China Citic Bank | 803,708 | 0.2 | |||||||||||
12,442,000 | China Construction Bank | 8,487,287 | 1.7 | |||||||||||
2,053,000 | China Development Financial Holding Corp. | 512,074 | 0.1 | |||||||||||
520,000 | China Everbright Bank Co. Ltd. | 251,788 | 0.1 | |||||||||||
140,000 | China Everbright Ltd. | 319,764 | 0.1 | |||||||||||
489,000 | China Galaxy Securities Co. Ltd. | 444,420 | 0.1 | |||||||||||
498,000 | China Jinmao Holdings Group Ltd | 169,631 | 0.0 | |||||||||||
1,093,000 | China Life Insurance Co., Ltd. | 3,508,747 | 0.7 | |||||||||||
472,273 | China Life Insurance Co., Ltd. (TWD) | 360,641 | 0.1 | |||||||||||
683,380 | China Merchants Bank Co., Ltd. | 1,599,684 | 0.3 | |||||||||||
875,000 | China Minsheng Banking Corp. Ltd. | 863,186 | 0.2 | |||||||||||
598,000 | China Overseas Land & Investment Ltd. | 2,081,855 | 0.4 | |||||||||||
389,600 | China Pacific Insurance Group Co., Ltd. | 1,594,388 | 0.3 | |||||||||||
410,444 | China Resources Land Ltd. | 1,187,703 | 0.2 | |||||||||||
243,228 | China Taiping Insurance Holdings Co., Ltd. | 746,591 | 0.1 | |||||||||||
195,500 | China Vanke Co. Ltd. | 577,667 | 0.1 | |||||||||||
2,253,676 | CTBC Financial Holding Co. Ltd. | 1,153,885 | 0.2 | |||||||||||
358,000 | Chongqing Rural Commercial Bank Co. Ltd. | 215,022 | 0.0 | |||||||||||
768,000 | CIMB Group Holdings Bhd | 809,769 | 0.2 | |||||||||||
319,500 | CITIC Securities Co. Ltd. | 740,329 | 0.1 | |||||||||||
19,074 | Commercial Bank of Qatar | 239,644 | 0.0 | |||||||||||
158,686 | Commercial International Bank | 771,943 | 0.2 | |||||||||||
152,700 | Compartamos SAB de CV | 295,486 | 0.1 | |||||||||||
36,340 | Coronation Fund Managers Ltd | 124,462 | 0.0 | |||||||||||
144 | Corp Financiera Colombiana SA | 1,746 | 0.0 | |||||||||||
3,464 | Corp Financiera Colombiana SA | 41,989 | 0.0 | |||||||||||
13,258 | Corp Financiera Colombiana SA | 162,379 | 0.0 | |||||||||||
24,181,477 | Corpbanca | 194,459 | 0.0 | |||||||||||
876,133 | @ | Country Garden Holdings Co. Ltd. | 357,075 | 0.1 | ||||||||||
10,256 | @ | Credicorp Ltd. | 998,114 | 0.2 | ||||||||||
25,600 | Daewoo Securities Co., Ltd. | 202,647 | 0.0 | |||||||||||
90,600 | # | Dalian Wanda Commercial Properties Co. Ltd. | 525,843 | 0.1 | ||||||||||
24,920 | DGB Financial Group, Inc. | 212,294 | 0.0 | |||||||||||
56,852 | Discovery Holdings Ltd. | 487,598 | 0.1 | |||||||||||
14,217 | Doha Bank QSC | 173,278 | 0.0 | |||||||||||
6,775 | Dongbu Insurance Co., Ltd. | 405,358 | 0.1 | |||||||||||
272,245 | Dubai Financial Market | 90,233 | 0.0 | |||||||||||
146,538 | Dubai Islamic Bank PJSC | 245,241 | 0.1 | |||||||||||
1,073,551 | E.Sun Financial Holding Co., Ltd. | 623,285 | 0.1 | |||||||||||
242,506 | @ | Emaar Malls Group PJSC | 181,500 | 0.0 | ||||||||||
540,029 | Emaar Properties PJSC | 830,354 | 0.2 | |||||||||||
299,649 | Emlak Konut Gayrimenkul Yatirim Ortakligi AS | 266,758 | 0.1 | |||||||||||
272,048 | Eurobank Ergasias SA | 304,776 | 0.1 | |||||||||||
693,000 | L | Evergrande Real Estate Group Ltd. | 606,704 | 0.1 | ||||||||||
111,403 | Ezdan Holding Group QSC | 484,572 | 0.1 | |||||||||||
285,000 | Far East Horizon Ltd. | 264,046 | 0.1 | |||||||||||
353,900 | Fibra Uno Administracion SA de CV | 780,102 | 0.2 | |||||||||||
1,296,927 | @ | First Financial Holding Co., Ltd. | 602,395 | 0.1 | ||||||||||
136,535 | First Gulf Bank PJSC | 468,871 | 0.1 | |||||||||||
493,907 | FirstRand Ltd. | 1,349,826 | 0.3 | |||||||||||
141,276 | Fortress Income Fund Ltd. | 146,894 | 0.0 | |||||||||||
103,608 | Fortress Income Fund Ltd. | 232,471 | 0.0 | |||||||||||
987,000 | Fubon Financial Holding Co., Ltd. | 1,342,546 | 0.3 | |||||||||||
158,800 | @ | GF Securities Co. Ltd. | 396,084 | 0.1 | ||||||||||
206,000 | L | Goldin Properties Holdings Ltd. | 236,495 | 0.0 | ||||||||||
339,810 | Growthpoint Properties Ltd. | 510,026 | 0.1 | |||||||||||
476,270 | Grupo Aval Acciones y Valores | 163,533 | 0.0 |
See Accompanying Notes to Financial Statements
7 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
38,758 | Grupo de Inversiones Suramericana SA | 435,867 | 0.1 | |||||||||||
373,000 | Grupo Financiero Banorte | 2,055,834 | 0.4 | |||||||||||
343,600 | Grupo Financiero Inbursa SA | 620,033 | 0.1 | |||||||||||
275,800 | Grupo Financiero Santander Mexico SAB de CV | 484,084 | 0.1 | |||||||||||
11,030 | @ | GT Capital Holdings, Inc. | 309,012 | 0.1 | ||||||||||
158,400 | Guangzhou R&F Properties Co., Ltd. | 194,217 | 0.0 | |||||||||||
140,411 | Haci Omer Sabanci Holding AS | 398,039 | 0.1 | |||||||||||
488,400 | Haitong Securities Co. Ltd. | 856,491 | 0.2 | |||||||||||
43,380 | Hana Financial Group, Inc. | 866,859 | 0.2 | |||||||||||
33,077 | Hanwha Life Insurance Co. Ltd. | 208,468 | 0.0 | |||||||||||
110,300 | Highwealth Construction Corp. | 126,692 | 0.0 | |||||||||||
103,472 | @ | Hong Leong Bank BHD | 322,419 | 0.1 | ||||||||||
31,392 | Hong Leong Financial Group Bhd | 101,818 | 0.0 | |||||||||||
221,094 | Housing Development Finance Corp. | 4,205,173 | 0.8 | |||||||||||
912,902 | Hua Nan Financial Holdings Co. Ltd. | 422,573 | 0.1 | |||||||||||
128,400 | #,@ | Huatai Securities Co. Ltd. | 296,824 | 0.1 | ||||||||||
29,909 | Hyprop Investments Ltd. | 200,177 | 0.0 | |||||||||||
10,107 | Hyundai Marine & Fire Insurance Co., Ltd. | 309,679 | 0.1 | |||||||||||
37,161 | @ | ICICI Bank Ltd. ADR | 290,971 | 0.1 | ||||||||||
90,448 | ICICI Bank Ltd. | 357,246 | 0.1 | |||||||||||
41,187 | @ | Indiabulls Housing Finance Ltd. | 456,795 | 0.1 | ||||||||||
10,903,000 | Industrial & Commercial Bank of China | 6,535,461 | 1.3 | |||||||||||
41,798 | Industrial Bank Of Korea | 437,059 | 0.1 | |||||||||||
37,853 | Investec Ltd. | 267,402 | 0.1 | |||||||||||
231,532 | IOI Properties Group Bhd | 121,051 | 0.0 | |||||||||||
88,278 | @ | Itau Unibanco Holding S.A. ADR | 574,690 | 0.1 | ||||||||||
5,200 | Kasikornbank PCL | 21,582 | 0.0 | |||||||||||
253,900 | Kasikornbank PCL - Foreign | 1,049,454 | 0.2 | |||||||||||
56,934 | KB Financial Group, Inc. | 1,604,048 | 0.3 | |||||||||||
2,355 | Komercni Banka AS | 467,540 | 0.1 | |||||||||||
5,848 | Korea Investment Holdings Co., Ltd. | 244,378 | 0.0 | |||||||||||
539,200 | Krung Thai Bank PCL | 248,677 | 0.1 | |||||||||||
17,552 | Liberty Holdings Ltd. | 130,630 | 0.0 | |||||||||||
46,002 | LIC Housing Finance Ltd. | 354,162 | 0.1 | |||||||||||
3,009,300 | Lippo Karawaci Tbk PT | 225,218 | 0.0 | |||||||||||
222,500 | Longfor Properties Co., Ltd. | 330,925 | 0.1 | |||||||||||
42,192 | Mahindra & Mahindra Financial Services Ltd. | 153,669 | 0.0 | |||||||||||
692,100 | Malayan Banking BHD | 1,351,542 | 0.3 | |||||||||||
56,414 | Masraf Al Rayan | 581,003 | 0.1 | |||||||||||
1,677,826 | @ | Mega Financial Holdings Co., Ltd. | 1,081,717 | 0.2 | ||||||||||
1,634,000 | Megaworld Corp. | 147,210 | 0.0 | |||||||||||
1,919,000 | Metro Pacific Investments Corp. | 211,703 | 0.0 | |||||||||||
21,310 | @ | Metropolitan Bank & Trust Company | 36,349 | 0.0 | ||||||||||
9,212 | Mirae Asset Securities Co., Ltd. | 167,607 | 0.0 | |||||||||||
160,012 | MMI Holdings Ltd. | 226,912 | 0.0 | |||||||||||
190,595 | Moscow Exchange MICEX-RTS PJ | 238,294 | 0.0 | |||||||||||
12,300 | Multiplan Empreendimentos Imobiliarios SA | 118,142 | 0.0 | |||||||||||
106,875 | National Bank of Abu Dhabi PJSC | 231,616 | 0.1 | |||||||||||
807,740 | National Bank of Greece SA | 298,598 | 0.1 | |||||||||||
29,509 | Nedbank Group Ltd. | 360,481 | 0.1 | |||||||||||
116,600 | New China Life Insurance Co. Ltd. | 487,258 | 0.1 | |||||||||||
23,553 | New Europe Property Investments PLC | 270,803 | 0.1 | |||||||||||
384,000 | New World China Land Ltd. | 306,321 | 0.1 | |||||||||||
22,360 | NH Investment & Securities Co., Ltd | 189,191 | 0.0 | |||||||||||
33,449 | OTP Bank Nyrt | 687,757 | 0.1 | |||||||||||
959,000 | People's Insurance Co. Group of China Ltd. | 466,913 | 0.1 | |||||||||||
579,496 | PICC Property & Casualty Co., Ltd. | 1,143,645 | 0.2 | |||||||||||
773,500 | Ping An Insurance Group Co. of China Ltd. | 4,265,624 | 0.8 | |||||||||||
965,363 | Piraeus Bank SA | 288,486 | 0.1 | |||||||||||
19,200 | Porto Seguro SA | 139,720 | 0.0 | |||||||||||
38,403 | Power Finance Corp. Ltd. | 116,229 | 0.0 | |||||||||||
129,412 | Powszechna Kasa Oszczednosci Bank Polski S.A. | 898,849 | 0.2 | |||||||||||
11,694 | PSG Group Ltd. | 169,060 | 0.0 | |||||||||||
376,200 | Public Bank BHD | 1,620,977 | 0.3 | |||||||||||
85,366 | Powszechny Zaklad Ubezpieczen SA | 736,452 | 0.1 | |||||||||||
12,677 | Qatar Insurance Co. SAQ | 285,420 | 0.1 | |||||||||||
9,836 | Qatar Islamic Bank SAQ | 287,351 | 0.1 | |||||||||||
26,852 | Qatar National Bank | 1,287,921 | 0.3 | |||||||||||
611,590 | Redefine Properties Ltd. | 383,907 | 0.1 | |||||||||||
72,465 | Remgro Ltd. | 1,147,083 | 0.2 | |||||||||||
37,228 | Resilient REIT Ltd. | 276,976 | 0.1 | |||||||||||
74,600 | @ | RHB Capital Bhd | 98,314 | 0.0 | ||||||||||
106,814 | RMB Holdings Ltd. | 382,965 | 0.1 | |||||||||||
94,723 | RMI Holdings | 236,788 | 0.0 | |||||||||||
90,000 | Robinsons Land Corp. | 52,610 | 0.0 | |||||||||||
130,360 | @ | Ruentex Development Co. Ltd. | 169,378 | 0.0 | ||||||||||
47,580 | Rural Electrification Corp. Ltd. | 162,174 | 0.0 | |||||||||||
8,267 | Samsung Securities Co. Ltd. | 290,140 | 0.1 | |||||||||||
5,799 | Samsung Card Co. | 151,817 | 0.0 | |||||||||||
5,320 | Samsung Fire & Marine Insurance Co. Ltd. | 1,390,681 | 0.3 | |||||||||||
11,992 | Samsung Life Insurance Co. Ltd. | 1,120,649 | 0.2 | |||||||||||
254,225 | Sanlam Ltd. | 994,449 | 0.2 | |||||||||||
123,890 | @ | Sberbank PAO ADR | 717,323 | 0.1 |
See Accompanying Notes to Financial Statements
8 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
1,075,042 | Sberbank PAO | 1,488,631 | 0.3 | |||||||||||
72,300 | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. | 294,333 | 0.1 | |||||||||||
200,500 | Shimao Property Holdings Ltd. | 353,433 | 0.1 | |||||||||||
1,272,860 | Shin Kong Financial Holding Co., Ltd. | 275,753 | 0.1 | |||||||||||
62,932 | Shinhan Financial Group Co., Ltd. | 2,113,996 | 0.4 | |||||||||||
22,276 | Shriram Transport Finance Co. Ltd. | 288,016 | 0.1 | |||||||||||
476,000 | Shui On Land Ltd. | 130,091 | 0.0 | |||||||||||
228,600 | Siam Commercial Bank PCL | 754,071 | 0.1 | |||||||||||
535,000 | Sino-Ocean Land Holdings Ltd. | 341,123 | 0.1 | |||||||||||
1,459,226 | SinoPac Financial Holdings Co., Ltd. | 414,332 | 0.1 | |||||||||||
1,271,800 | SM Prime Holdings, Inc. | 584,851 | 0.1 | |||||||||||
315,500 | Soho China Ltd. | 152,251 | 0.0 | |||||||||||
178,383 | Standard Bank Group Ltd. | 1,307,590 | 0.3 | |||||||||||
84,935 | State Bank of India | 287,018 | 0.1 | |||||||||||
14,055 | State Bank of India Ltd. GDR | 472,682 | 0.1 | |||||||||||
22,600 | Sul America SA | 106,309 | 0.0 | |||||||||||
1,646,200 | Summarecon Agung Tbk PT | 194,282 | 0.0 | |||||||||||
260,000 | Sunac China Holdings Ltd. | 199,777 | 0.0 | |||||||||||
1,163,317 | Taishin Financial Holdings Co., Ltd. | 401,941 | 0.1 | |||||||||||
718,594 | Taiwan Business Bank | 178,434 | 0.0 | |||||||||||
1,082,422 | Taiwan Cooperative Financial Holding Co. Ltd. | 450,859 | 0.1 | |||||||||||
162,110 | Talaat Moustafa Group | 133,735 | 0.0 | |||||||||||
1,922,900 | TMB Bank PCL | 128,567 | 0.0 | |||||||||||
346,372 | Turkiye Garanti Bankasi A/S | 843,821 | 0.2 | |||||||||||
92,790 | Turkiye Halk Bankasi AS | 329,798 | 0.1 | |||||||||||
240,281 | Turkiye Is Bankasi | 378,097 | 0.1 | |||||||||||
127,802 | Turkiye Vakiflar Bankasi Tao | 167,489 | 0.0 | |||||||||||
791,237,930 | VTB Bank OJSC | 863,642 | 0.2 | |||||||||||
49,099 | @ | Woori Bank | 367,225 | 0.1 | ||||||||||
126,154 | Yapi Ve Kredi Bankasi | 141,969 | 0.0 | |||||||||||
1,377,586 | Yuanta Financial Holding Co., Ltd. | 505,309 | 0.1 | |||||||||||
1,192,000 | Yuexiu Property Co. Ltd | 205,207 | 0.0 | |||||||||||
137,336,107 | 26.9 | |||||||||||||
Health Care: 2.9% | ||||||||||||||
12,641 | Apollo Hospitals Enterprise Ltd. | 279,479 | 0.1 | |||||||||||
50,652 | Aspen Pharmacare Holdings Ltd. | 1,011,250 | 0.2 | |||||||||||
39,654 | Aurobindo Pharma Ltd | 523,018 | 0.1 | |||||||||||
593,300 | Bangkok Dusit Medical Services PCL-F | 366,620 | 0.1 | |||||||||||
54,800 | Bumrungrad Hospital PCL-Foreign | 319,965 | 0.1 | |||||||||||
12,694 | Cadila Healthcare Ltd. | 62,720 | 0.0 | |||||||||||
10,193 | Celltrion, Inc. | 727,213 | 0.1 | |||||||||||
154,000 | China Medical System Holdings Ltd. | 225,697 | 0.0 | |||||||||||
572,000 | China Pharmaceutical Group Ltd. | 583,159 | 0.1 | |||||||||||
51,087 | Cipla Ltd. | 500,798 | 0.1 | |||||||||||
14,190 | Divis Laboratories Ltd. | 247,236 | 0.1 | |||||||||||
7,084 | Dr. Reddys Laboratories Ltd. | 332,565 | 0.1 | |||||||||||
9,766 | @ | Dr. Reddy's Laboratories Ltd. ADR | 452,068 | 0.1 | ||||||||||
21,300 | Glenmark Pharmaceuticals Ltd. | 295,720 | 0.1 | |||||||||||
787 | @ | Hanmi Pharm Co. Ltd. | 482,073 | 0.1 | ||||||||||
1,665 | Hanmi Science Co. Ltd. | 180,517 | 0.0 | |||||||||||
19,100 | Hartalega Holdings Bhd | 26,425 | 0.0 | |||||||||||
362,700 | IHH Healthcare Bhd | 555,856 | 0.1 | |||||||||||
3,062,000 | Kalbe Farma Tbk PT | 291,332 | 0.1 | |||||||||||
151,245 | Life Healthcare Group Holdings Ltd. | 343,316 | 0.1 | |||||||||||
33,121 | Lupin Ltd. | 916,388 | 0.2 | |||||||||||
208,000 | @ | Luye Pharma Group Ltd | 216,407 | 0.0 | ||||||||||
73,379 | Mediclinic International Ltd. | 564,427 | 0.1 | |||||||||||
155,133 | Netcare Ltd. | 339,770 | 0.1 | |||||||||||
9,000 | @ | OBI Pharma, Inc. | 178,760 | 0.0 | ||||||||||
35,800 | Odontoprev SA | 85,513 | 0.0 | |||||||||||
10,242 | Piramal Healthcare Ltd. | 155,489 | 0.1 | |||||||||||
38,100 | Qualicorp SA | 136,076 | 0.0 | |||||||||||
20,807 | Richter Gedeon Nyrt | 392,722 | 0.1 | |||||||||||
292,000 | Shandong Weigao Group Medical Polymer Co., Ltd. | 199,663 | 0.0 | |||||||||||
62,000 | Shanghai Fosun Pharmaceutical Group Co. Ltd. | 179,367 | 0.0 | |||||||||||
99,600 | Shanghai Pharmaceuticals Holding Co. Ltd. | 214,679 | 0.0 | |||||||||||
663,000 | Sihuan Pharmaceutical Holdings Group Ltd | 264,086 | 0.0 | |||||||||||
684,000 | Sino Biopharmaceutical Ltd. | 618,416 | 0.1 | |||||||||||
182,000 | Sinopharm Group Co. | 726,585 | 0.1 | |||||||||||
142,947 | Sun Pharmaceutical Industries Ltd. | 1,768,287 | 0.3 | |||||||||||
1,213 | Yuhan Corp. | 279,830 | 0.1 | |||||||||||
15,043,492 | 2.9 | |||||||||||||
Industrials: 6.7% | ||||||||||||||
313,790 | Aboitiz Equity Ventures, Inc. | 384,934 | 0.1 | |||||||||||
4,997 | @ | Aditya Birla Nuvo Ltd. | 162,878 | 0.0 | ||||||||||
278,000 | Air China Ltd. | 218,034 | 0.0 | |||||||||||
64,400 | Airports of Thailand PCL | 615,706 | 0.1 | |||||||||||
57,600 | AKR Corporindo Tbk PT | 29,786 | 0.0 | |||||||||||
411,600 | Alfa SA de CV | 814,387 | 0.2 | |||||||||||
248,300 | Alliance Global Group, Inc. | 84,632 | 0.0 | |||||||||||
354,630 | Arabtec Holding Co. | 119,130 | 0.0 | |||||||||||
92,765 | Ashok Leyland Ltd. | 122,727 | 0.0 | |||||||||||
344,000 | AviChina Industry & Technology Co. Ltd. | 268,794 | 0.1 | |||||||||||
34,375 | Barloworld Ltd. | 138,272 | 0.0 | |||||||||||
226,000 | Beijing Capital International Airport Co., Ltd. | 242,736 | 0.1 | |||||||||||
81,000 | Beijing Enterprises Holdings Ltd. | 488,290 | 0.1 |
See Accompanying Notes to Financial Statements
9 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
92,996 | Bharat Heavy Electricals Ltd. | 236,753 | 0.1 | |||||||||||
46,595 | Bidvest Group Ltd. | 988,988 | 0.2 | |||||||||||
671,400 | BTS Group Holdings PCL | 169,434 | 0.0 | |||||||||||
65,000 | @ | CAR, Inc. | 107,110 | 0.0 | ||||||||||
427,000 | China Airlines Ltd. | 155,630 | 0.0 | |||||||||||
653,000 | China Communications Construction Co., Ltd. | 661,625 | 0.1 | |||||||||||
180,000 | China Conch Venture Holdings Ltd. | 372,391 | 0.1 | |||||||||||
414,500 | L | China COSCO Holdings Co., Ltd. | 187,230 | 0.0 | ||||||||||
370,000 | China Everbright International Ltd. | 473,111 | 0.1 | |||||||||||
71,600 | China International Marine Containers Group Co. Ltd. | 130,336 | 0.0 | |||||||||||
181,556 | China Merchants Holdings International Co., Ltd. | 574,238 | 0.1 | |||||||||||
291,500 | China Railway Construction Corp. Ltd. | 358,769 | 0.1 | |||||||||||
596,000 | China Railway Group Ltd. | 449,497 | 0.1 | |||||||||||
563,000 | L | China Shipping Container Lines Co., Ltd. | 155,691 | 0.0 | ||||||||||
280,000 | China Southern Airlines Co., Ltd. | 215,852 | 0.0 | |||||||||||
288,000 | China State Construction International Holdings Ltd. | 498,042 | 0.1 | |||||||||||
130,600 | CCR SA | 414,289 | 0.1 | |||||||||||
644,000 | Citic Pacific Ltd. | 1,135,528 | 0.2 | |||||||||||
2,227 | CJ Corp. | 473,031 | 0.1 | |||||||||||
5,848 | Container Corp. Of India Ltd. | 115,907 | 0.0 | |||||||||||
284,000 | COSCO Pacific Ltd. | 312,182 | 0.1 | |||||||||||
659,000 | @,L | CRRC Corp. Ltd | 809,556 | 0.2 | ||||||||||
4,225 | Daelim Industrial Co., Ltd. | 238,568 | 0.1 | |||||||||||
7,384 | Daewoo International Corp. | 101,682 | 0.0 | |||||||||||
652,542 | Dialog Group BHD | 242,525 | 0.1 | |||||||||||
739,550 | DMCI Holdings, Inc. | 216,251 | 0.0 | |||||||||||
754 | Doosan Corp. | 56,655 | 0.0 | |||||||||||
7,483 | Doosan Heavy Industries and Construction Co. Ltd. | 130,209 | 0.0 | |||||||||||
25,081 | DP World Ltd. | 508,764 | 0.1 | |||||||||||
1,732 | Eicher Motors Ltd. | 439,669 | 0.1 | |||||||||||
103,100 | Embraer SA | 786,752 | 0.1 | |||||||||||
67,621 | Enka Insaat Ve Sanayi AS | 104,730 | 0.0 | |||||||||||
319,449 | Eva Airways Corp. | 180,402 | 0.0 | |||||||||||
202,620 | Evergreen Marine Corp. | 81,485 | 0.0 | |||||||||||
511,685 | Far Eastern New Century Corp. | 399,751 | 0.1 | |||||||||||
283,300 | Gamuda BHD | 306,878 | 0.1 | |||||||||||
2,833 | Glovis Co. Ltd. | 461,588 | 0.1 | |||||||||||
47,600 | Grupo Aeroportuario del Pacifico SA de CV | 419,947 | 0.1 | |||||||||||
32,430 | Grupo Aeroportuario del Sureste SA de CV | 458,926 | 0.1 | |||||||||||
84,300 | Grupo Carso SAB de CV | 347,188 | 0.1 | |||||||||||
8,067 | GS Engineering & Construction Corp. | 133,659 | 0.0 | |||||||||||
94,000 | Haitian International Holdings Ltd. | 136,381 | 0.0 | |||||||||||
17,100 | HAP Seng Consolidated Bhd | 25,763 | 0.0 | |||||||||||
33,875 | Hiwin Technologies Corp. | 132,632 | 0.0 | |||||||||||
8,806 | Hyundai Development Co-Engineering & Construction | 287,764 | 0.1 | |||||||||||
11,441 | Hyundai Engineering & Construction Co. Ltd. | 274,656 | 0.1 | |||||||||||
6,056 | @ | Hyundai Heavy Industries | 447,620 | 0.1 | ||||||||||
499,800 | IJM Corp. Bhd | 392,950 | 0.1 | |||||||||||
22,516 | Industries Qatar QSC | 684,806 | 0.1 | |||||||||||
90,290 | International Container Terminal Services, Inc. | 134,488 | 0.0 | |||||||||||
249,400 | Jasa Marga Persero Tbk PT | 93,824 | 0.0 | |||||||||||
381,000 | JG Summit Holdings, Inc. | 592,910 | 0.1 | |||||||||||
188,000 | Jiangsu Expressway Co. Ltd. | 252,317 | 0.1 | |||||||||||
847 | KCC Corp. | 298,796 | 0.1 | |||||||||||
3,453 | KEPCO Plant Service & Engineering Co. Ltd. | 261,198 | 0.1 | |||||||||||
93,490 | KOC Holding AS | 350,142 | 0.1 | |||||||||||
6,824 | Korea Aerospace Industries Ltd | 450,471 | 0.1 | |||||||||||
928 | Korea Express Co., Ltd. | 150,340 | 0.0 | |||||||||||
5,700 | Korean Air Lines Co. Ltd. | 133,805 | 0.0 | |||||||||||
46,152 | @ | Lan Airlines SA | 242,419 | 0.0 | ||||||||||
13,314 | Larsen & Toubro Ltd. | 255,914 | 0.1 | |||||||||||
31,720 | L | Larsen & Toubro Ltd. GDR | 612,726 | 0.1 | ||||||||||
14,208 | LG Corp. | 854,078 | 0.2 | |||||||||||
25,710 | Localiza Rent a Car SA | 161,295 | 0.0 | |||||||||||
149,400 | Malaysia Airports Holdings Bhd | 194,572 | 0.0 | |||||||||||
177,300 | MISC Bhd | 385,455 | 0.1 | |||||||||||
117,838 | Adani Ports & Special Economic Zone, Ltd. | 463,311 | 0.1 | |||||||||||
115,800 | @ | OHL Mexico SAB de CV | 121,212 | 0.0 | ||||||||||
39,800 | Promotora y Operadora de Infraestructura SAB de CV | 468,169 | 0.1 | |||||||||||
2,849 | S-1 Corp. | 242,246 | 0.0 | |||||||||||
11,177 | Samsung C&T Corp. | 1,319,300 | 0.3 | |||||||||||
23,538 | Samsung Heavy Industries Co., Ltd. | 214,404 | 0.0 | |||||||||||
480,000 | Shanghai Electric Group Co., Ltd. | 252,832 | 0.1 | |||||||||||
91,000 | Shanghai Industrial Holdings Ltd. | 237,563 | 0.1 | |||||||||||
11,677 | Siemens India Ltd. | 211,298 | 0.0 | |||||||||||
473,100 | Sime Darby Bhd | 850,082 | 0.2 | |||||||||||
190,000 | Sinopec Engineering Group Co. Ltd. | 161,621 | 0.0 | |||||||||||
260,000 | Sinotrans Ltd. | 138,401 | 0.0 | |||||||||||
13,724 | SK Networks Co. Ltd. | 63,665 | 0.0 | |||||||||||
25,298 | SM Investments Corp. | 462,131 | 0.1 | |||||||||||
27,777 | TAV Havalimanlari Holding AS | 173,147 | 0.0 | |||||||||||
316,000 | Teco Electric and Machinery Co. Ltd. | 251,799 | 0.1 | |||||||||||
84,156 | Turk Hava Yollari | 212,863 | 0.0 |
See Accompanying Notes to Financial Statements
10 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
262,400 | United Tractors Tbk PT | 319,502 | 0.1 | |||||||||||
89,980 | Weg S.A. | 340,019 | 0.1 | |||||||||||
157,000 | Weichai Power Co. Ltd. | 172,898 | 0.0 | |||||||||||
190,800 | Westports Holdings Bhd | 182,563 | 0.0 | |||||||||||
116,000 | ENN Energy Holdings Ltd. | 615,335 | 0.1 | |||||||||||
216,000 | Zhejiang Expressway Co., Ltd. | 258,086 | 0.1 | |||||||||||
78,000 | Zhuzhou CSR Times Electric Co., Ltd. | 449,792 | 0.1 | |||||||||||
34,290,686 | 6.7 | |||||||||||||
Information Technology: 20.3% | ||||||||||||||
4,026 | @,L | 58.com, Inc. ADR | 265,555 | 0.1 | ||||||||||
109,000 | AAC Technologies Holdings, Inc. | 709,083 | 0.1 | |||||||||||
481,462 | Acer, Inc. | 176,371 | 0.0 | |||||||||||
927,000 | Advanced Semiconductor Engineering, Inc. | 1,064,865 | 0.2 | |||||||||||
47,269 | Advantech Co. Ltd. | 302,701 | 0.1 | |||||||||||
74,121 | @ | Alibaba Group Holding Ltd. ADR | 6,023,814 | 1.2 | ||||||||||
103,000 | Asustek Computer, Inc. | 850,458 | 0.2 | |||||||||||
1,304,000 | AU Optronics Corp. | 384,438 | 0.1 | |||||||||||
20,390 | @ | Baidu, Inc. ADR | 3,854,526 | 0.8 | ||||||||||
98,000 | Catcher Technology Co., Ltd. | 816,969 | 0.2 | |||||||||||
81,559 | Chicony Electronics Co. Ltd. | 178,401 | 0.0 | |||||||||||
1,304,439 | InnoLux Display Corp. | 392,076 | 0.1 | |||||||||||
133,220 | Cielo SA | 1,131,086 | 0.2 | |||||||||||
650,000 | Compal Electronics, Inc. | 363,740 | 0.1 | |||||||||||
4,296 | Daum Kakao Corp. | 420,896 | 0.1 | |||||||||||
66,100 | Delta Electronics Thailand PCL-Foreign | 139,673 | 0.0 | |||||||||||
294,703 | Delta Electronics, Inc. | 1,386,160 | 0.3 | |||||||||||
131,544 | Foxconn Technology Co., Ltd. | 277,100 | 0.1 | |||||||||||
1,510,000 | @,L | GCL Poly Energy Holdings Ltd. | 224,512 | 0.0 | ||||||||||
1,908,000 | L | Hanergy Thin Film Power Group Ltd. | 110,786 | 0.0 | ||||||||||
84,326 | HCL Technologies Ltd. | 1,087,548 | 0.2 | |||||||||||
6,000 | Hermes Microvision, Inc. | 215,806 | 0.0 | |||||||||||
2,124,512 | Hon Hai Precision Industry Co., Ltd. | 5,199,314 | 1.0 | |||||||||||
108,000 | HTC Corp. | 255,181 | 0.1 | |||||||||||
85,446 | SK Hynix, Inc. | 2,207,323 | 0.4 | |||||||||||
56,220 | Infosys Ltd. | 936,824 | 0.2 | |||||||||||
212,983 | Infosys Ltd. ADR | 3,567,465 | 0.7 | |||||||||||
343,000 | Inotera Memories, Inc. | 289,320 | 0.1 | |||||||||||
368,000 | Inventec Co., Ltd. | 239,905 | 0.1 | |||||||||||
114,000 | Kingsoft Corp. Ltd | 276,830 | 0.1 | |||||||||||
15,000 | Largan Precision Co. Ltd. | 1,026,372 | 0.2 | |||||||||||
992,000 | Lenovo Group Ltd. | 1,001,120 | 0.2 | |||||||||||
34,440 | LG Display Co., Ltd. | 713,333 | 0.1 | |||||||||||
2,161 | LG Innotek Co. Ltd. | 179,630 | 0.0 | |||||||||||
334,947 | Lite-On Technology Corp. | 323,018 | 0.1 | |||||||||||
222,820 | MediaTek, Inc. | 1,685,299 | 0.3 | |||||||||||
2,191 | NCSoft Corp. | 394,984 | 0.1 | |||||||||||
5,752 | @ | Neteasecom ADR | 1,042,492 | 0.2 | ||||||||||
4,207 | NAVER Corp. | 2,345,989 | 0.5 | |||||||||||
90,000 | Novatek Microelectronics Corp., Ltd. | 350,377 | 0.1 | |||||||||||
278,000 | Pegatron Corp. | 604,641 | 0.1 | |||||||||||
21,000 | Phison Electronics Corp. | 147,482 | 0.0 | |||||||||||
103,000 | Powertech Technology, Inc. | 203,094 | 0.0 | |||||||||||
5,331 | @,L | Qihoo 360 Technology Co. Ltd. ADR | 388,150 | 0.1 | ||||||||||
377,000 | Quanta Computer, Inc. | 604,801 | 0.1 | |||||||||||
72,340 | Radiant Opto-Electronics Corp. | 164,622 | 0.0 | |||||||||||
75,760 | Realtek Semiconductor Corp. | 180,352 | 0.0 | |||||||||||
8,198 | Samsung SDI Co., Ltd. | 788,114 | 0.2 | |||||||||||
4,660 | Samsung SDS Co. Ltd. | 1,002,305 | 0.2 | |||||||||||
9,197 | Samsung Electro-Mechanics Co. Ltd. | 488,657 | 0.1 | |||||||||||
16,327 | Samsung Electronics Co., Ltd. | 17,414,089 | 3.4 | |||||||||||
3,940,000 | Semiconductor Manufacturing International Corp. | 400,679 | 0.1 | |||||||||||
331,000 | Siliconware Precision Industries Co. | 522,708 | 0.1 | |||||||||||
40,000 | Simplo Technology Co. Ltd. | 127,037 | 0.0 | |||||||||||
5,298 | SK C&C Co. Ltd. | 1,079,442 | 0.2 | |||||||||||
64,019 | SONDA SA | 113,454 | 0.0 | |||||||||||
17,110 | @ | SouFun Holdings Ltd. ADR ADR | 126,443 | 0.0 | ||||||||||
210,000 | Synnex Technology International Corp. | 203,747 | 0.0 | |||||||||||
3,645,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 15,725,409 | 3.1 | |||||||||||
70,723 | Tata Consultancy Services Ltd. | 2,600,030 | 0.5 | |||||||||||
34,203 | Tech Mahindra Ltd. | 268,540 | 0.1 | |||||||||||
768,900 | Tencent Holdings Ltd. | 15,055,051 | 3.0 | |||||||||||
21,000 | Totvs S.A. | 164,709 | 0.0 | |||||||||||
125,000 | Travelsky Technology Ltd. | 204,663 | 0.0 | |||||||||||
1,797,000 | United Microelectronics Corp. | 656,690 | 0.1 | |||||||||||
142,000 | Vanguard International Semiconductor Corp. | 183,380 | 0.0 | |||||||||||
41,345 | Wipro Ltd. | 348,464 | 0.1 | |||||||||||
36,298 | @,L | Wipro Ltd. ADR | 418,879 | 0.1 | ||||||||||
361,848 | Wistron Corp. | 203,010 | 0.0 | |||||||||||
227,000 | WPG Holdings Ltd | 215,495 | 0.0 | |||||||||||
8,564 | @ | Youku.com, Inc. ADR | 232,341 | 0.0 | ||||||||||
415 | @,L | YY, Inc. ADR | 25,925 | 0.0 | ||||||||||
46,000 | Zhen Ding Technology Holding Ltd. | 104,882 | 0.0 | |||||||||||
115,240 | ZTE Corp. | 261,605 | 0.1 | |||||||||||
103,640,230 | 20.3 | |||||||||||||
Materials: 5.9% | ||||||||||||||
5,540 | ACC Ltd. | 113,609 | 0.0 | |||||||||||
254,000 | Alrosa PAO | 194,629 | 0.0 | |||||||||||
634,000 | Aluminum Corp. of China Ltd. | 208,118 | 0.0 | |||||||||||
109,698 | Ambuja Cements Ltd. | 335,466 | 0.1 | |||||||||||
7,928 | Anglo American Platinum Ltd. | 95,483 | 0.0 | |||||||||||
61,583 | AngloGold Ashanti Ltd. | 422,349 | 0.1 | |||||||||||
179,500 | Anhui Conch Cement Co., Ltd. | 479,817 | 0.1 |
See Accompanying Notes to Financial Statements
11 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
345,356 | Asia Cement Corp. | 287,371 | 0.1 | |||||||||||
43,881 | Asian Paints Ltd. | 584,570 | 0.1 | |||||||||||
14,600 | Braskem SA | 101,928 | 0.0 | |||||||||||
71,321 | Cementos Argos SA | 218,378 | 0.1 | |||||||||||
1,964,719 | Cemex SA de CV | 1,075,012 | 0.2 | |||||||||||
440,000 | L | China National Building Material Co., Ltd. | 209,313 | 0.0 | ||||||||||
1,758,535 | @ | China Steel Corp. | 958,714 | 0.2 | ||||||||||
34,749 | @ | Cia de Minas Buenaventura SAA ADR | 148,726 | 0.0 | ||||||||||
79,100 | Cia Siderurgica Nacional S.A. | 79,975 | 0.0 | |||||||||||
182,167 | Empresas CMPC SA | 393,072 | 0.1 | |||||||||||
199,980 | Eregli Demir ve Celik Fabrikalari TAS | 208,103 | 0.0 | |||||||||||
38,600 | Fibria Celulose SA | 506,276 | 0.1 | |||||||||||
479,600 | Formosa Chemicals & Fibre Co. | 1,075,844 | 0.2 | |||||||||||
616,600 | Formosa Plastics Corp. | 1,439,408 | 0.3 | |||||||||||
322,468 | @ | Fosun International | 501,080 | 0.1 | ||||||||||
120,226 | Gold Fields Ltd. | 328,785 | 0.1 | |||||||||||
45,162 | Grupo Argos SA/Colombia | 230,469 | 0.1 | |||||||||||
538,800 | Grupo Mexico SA de CV Series B | 1,150,161 | 0.2 | |||||||||||
16,206 | Hanwha Chemical Corp. | 369,238 | 0.1 | |||||||||||
6,748 | Hanwha Corp. | 223,734 | 0.0 | |||||||||||
175,936 | Hindalco Industries Ltd | 224,281 | 0.0 | |||||||||||
2,396 | Lotte Chemical Corp. | 488,897 | 0.1 | |||||||||||
3,451 | Hyosung Corp. | 341,316 | 0.1 | |||||||||||
11,467 | Hyundai Steel Co. | 483,215 | 0.1 | |||||||||||
88,267 | Impala Platinum Holdings Ltd. | 142,791 | 0.0 | |||||||||||
217,500 | Indocement Tunggal Prakarsa TBK PT | 348,785 | 0.1 | |||||||||||
250,800 | Indorama Ventures PCL | 146,868 | 0.0 | |||||||||||
18,305 | Industrias Penoles SAB de CV | 188,228 | 0.0 | |||||||||||
202,000 | Jiangxi Copper Co., Ltd. | 238,424 | 0.1 | |||||||||||
14,355 | Jsw Steel Ltd. | 223,218 | 0.0 | |||||||||||
21,842 | KGHM Polska Miedz SA | 352,316 | 0.1 | |||||||||||
84,800 | Klabin SA | 502,638 | 0.1 | |||||||||||
1,265 | Korea Zinc Co., Ltd. | 503,848 | 0.1 | |||||||||||
1,665 | Kumho Petrochemical Co. Ltd | 72,987 | 0.0 | |||||||||||
48,700 | Lafarge Malaysia Bhd | 100,723 | 0.0 | |||||||||||
6,905 | LG Chem Ltd. | 1,906,354 | 0.4 | |||||||||||
163,800 | Mexichem SA de CV | 365,911 | 0.1 | |||||||||||
8,085 | MMC Norilsk Nickel OJSC | 1,013,337 | 0.2 | |||||||||||
16,149 | Mondi Ltd. | 319,576 | 0.1 | |||||||||||
704,890 | Nan Ya Plastics Corp. | 1,302,223 | 0.3 | |||||||||||
261,000 | Nine Dragons Paper Holdings Ltd. | 153,265 | 0.0 | |||||||||||
2,662 | OCI Co. Ltd | 167,839 | 0.0 | |||||||||||
431,000 | Petronas Chemicals Group Bhd | 728,027 | 0.1 | |||||||||||
10,211 | POSCO | 1,430,370 | 0.3 | |||||||||||
265,300 | PTT Global Chemical PCL | 366,793 | 0.1 | |||||||||||
88,152 | Sappi Ltd. | 370,381 | 0.1 | |||||||||||
433,100 | Semen Gresik Persero Tbk PT | 354,878 | 0.1 | |||||||||||
102,812 | Sesa Goa Ltd. | 139,131 | 0.0 | |||||||||||
30,431 | Severstal PAO | 254,078 | 0.1 | |||||||||||
1,243 | @ | Shree Cement Ltd | 215,415 | 0.0 | ||||||||||
60,000 | Siam Cement PCL - Foreign Reg | 757,249 | 0.2 | |||||||||||
566,000 | Sinopec Shanghai Petrochemical Co. Ltd. | 223,857 | 0.0 | |||||||||||
14,838 | Sociedad Quimica y Minera de Chile SA | 278,684 | 0.1 | |||||||||||
24,791 | @,L | Southern Copper Corp. | 647,541 | 0.1 | ||||||||||
58,800 | Suzano Papel e Celulose | 277,781 | 0.1 | |||||||||||
57,521 | Synthos SA | 55,653 | 0.0 | |||||||||||
476,000 | Taiwan Cement Corp. | 394,059 | 0.1 | |||||||||||
135,000 | Taiwan Fertilizer Co., Ltd. | 176,107 | 0.0 | |||||||||||
47,500 | Tata Steel Ltd. | 185,272 | 0.0 | |||||||||||
8,387 | Titan Cement Co. SA | 160,180 | 0.0 | |||||||||||
5,374 | Ultratech Cement Ltd | 225,291 | 0.0 | |||||||||||
47,265 | UPL Ltd. | 311,269 | 0.1 | |||||||||||
49,471 | @,L | Vale SA ADR | 126,151 | 0.0 | ||||||||||
189,400 | Vale SA | 623,793 | 0.1 | |||||||||||
7,860 | @ | Vedanta Ltd. ADR | 43,702 | 0.0 | ||||||||||
7,700 | Zaklady Azotowe w Tarnowie-Moscicach SA | 195,314 | 0.0 | |||||||||||
904,000 | L | Zijin Mining Group Co., Ltd. | 236,657 | 0.1 | ||||||||||
30,304,301 | 5.9 | |||||||||||||
Telecommunication Services: 6.7% | ||||||||||||||
158,100 | Advanced Info Service PCL | 665,227 | 0.1 | |||||||||||
388,000 | Alibaba Health Information Technology Ltd. | 266,688 | 0.1 | |||||||||||
42,880 | @ | America Movil SAB de CV ADR | 602,893 | 0.1 | ||||||||||
3,807,500 | America Movil SAB de CV | 2,677,589 | 0.5 | |||||||||||
229,000 | Asia Pacific Telecom Co. Ltd. | 80,777 | 0.0 | |||||||||||
383,100 | Axiata Group Bhd | 570,910 | 0.1 | |||||||||||
177,701 | Bharti Airtel Ltd. | 910,531 | 0.2 | |||||||||||
75,063 | Bharti Infratel Ltd. | 484,299 | 0.1 | |||||||||||
392,000 | China Communications Services Corp., Ltd. | 146,632 | 0.0 | |||||||||||
910,000 | China Mobile Ltd. | 10,243,056 | 2.0 | |||||||||||
2,116,000 | China Telecom Corp., Ltd. | 987,044 | 0.2 | |||||||||||
908,000 | China Unicom Hong Kong Ltd. | 1,096,867 | 0.2 | |||||||||||
560,000 | Chunghwa Telecom Co., Ltd. | 1,686,999 | 0.3 | |||||||||||
516,600 | Digi.Com BHD | 648,615 | 0.1 | |||||||||||
231,890 | Emirates Telecommunications Group Co. PJSC | 1,016,452 | 0.2 | |||||||||||
18,852 | Empresa Nacional de Telecomunicaciones SA | 168,712 | 0.0 | |||||||||||
236,000 | Far EasTone Telecommunications Co., Ltd. | 485,028 | 0.1 | |||||||||||
5,280 | Globe Telecom, Inc. | 207,414 | 0.1 | |||||||||||
38,154 | Hellenic Telecommunications Organization S.A. | 381,849 | 0.1 | |||||||||||
160,284 | Idea Cellular Ltd. | 346,840 | 0.1 | |||||||||||
3,993 | KT Corp. | 95,685 | 0.0 | |||||||||||
33,766 | LG Uplus Corp. | 298,163 | 0.1 | |||||||||||
279,000 | Maxis Bhd | 440,838 | 0.1 | |||||||||||
14,177 | @ | MegaFon PJSC GDR | 164,923 | 0.0 |
See Accompanying Notes to Financial Statements
12 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Telecommunication Services: (continued) | ||||||||||||||
78,308 | @ | Mobile TeleSystems PJSC ADR | 483,943 | 0.1 | ||||||||||
246,407 | MTN Group Ltd. | 2,122,638 | 0.4 | |||||||||||
13,314 | Ooredoo QSC | 274,173 | 0.1 | |||||||||||
280,463 | Global Telecom Holding | 74,518 | 0.0 | |||||||||||
14,965 | Philippine Long Distance Telephone Co. | 654,241 | 0.1 | |||||||||||
143,278 | @ | Reliance Communications Ltd. | 190,613 | 0.0 | ||||||||||
133,454 | Rostelecom OJSC | 165,261 | 0.0 | |||||||||||
23,881 | Sistema JSFC GDR | 140,594 | 0.0 | |||||||||||
1,363 | SK Telecom Co., Ltd. | 249,454 | 0.1 | |||||||||||
252,000 | Taiwan Mobile Co., Ltd. | 765,291 | 0.2 | |||||||||||
177,000 | Telekom Malaysia BHD | 278,915 | 0.1 | |||||||||||
107,726 | Orange Polska SA | 180,154 | 0.0 | |||||||||||
7,503,700 | Telekomunikasi Indonesia Persero Tbk PT | 1,680,658 | 0.3 | |||||||||||
31,561 | Telkom SA Ltd. | 131,127 | 0.0 | |||||||||||
127,300 | Tim Participacoes SA | 220,734 | 0.1 | |||||||||||
314,100 | @ | Tower Bersama Infrastructure Tbk PT | 132,870 | 0.0 | ||||||||||
1,319,802 | @ | True Corp. PCL | 244,274 | 0.1 | ||||||||||
61,898 | Turk Telekomunikasyon AS | 115,764 | 0.0 | |||||||||||
127,130 | Turkcell Iletisim Hizmet AS | 430,942 | 0.1 | |||||||||||
55,644 | Vodacom Group Pty Ltd. | 548,411 | 0.1 | |||||||||||
54,910 | Vodafone Qatar | 190,771 | 0.1 | |||||||||||
409,600 | XL Axiata Tbk PT | 107,809 | 0.0 | |||||||||||
34,057,186 | 6.7 | |||||||||||||
Utilities: 2.9% | ||||||||||||||
224,900 | @ | Aboitiz Power Corp. | 199,306 | 0.0 | ||||||||||
361,836 | AES Gener SA | 160,573 | 0.0 | |||||||||||
449,189 | Aguas Andinas SA | 230,490 | 0.1 | |||||||||||
636,000 | Beijing Enterprises Water Group Ltd. | 443,600 | 0.1 | |||||||||||
24,287 | CEZ AS | 433,135 | 0.1 | |||||||||||
1,292,000 | # | CGN Power Co. Ltd. | 481,040 | 0.1 | ||||||||||
264,000 | China Gas Holdings Ltd. | 379,336 | 0.1 | |||||||||||
471,000 | China Longyuan Power Group Corp. | 354,182 | 0.1 | |||||||||||
456,000 | China Power International Development Ltd. | 262,489 | 0.1 | |||||||||||
140,000 | China Resources Gas Group Ltd. | 417,243 | 0.1 | |||||||||||
282,000 | China Resources Power Holdings Co. | 545,588 | 0.1 | |||||||||||
52,800 | Cia de Saneamento Basico do Estado de Sao Paulo | 252,639 | 0.1 | |||||||||||
16,700 | Cia Paranaense de Energia | 102,574 | 0.0 | |||||||||||
1,147,867 | Colbun SA | 274,104 | 0.1 | |||||||||||
27,134 | CPFL Energia S.A. | 104,112 | 0.0 | |||||||||||
382,000 | Datang International Power Generation Co., Ltd. | 115,644 | 0.0 | |||||||||||
29,100 | EDP - Energias do Brasil S.A. | 88,560 | 0.0 | |||||||||||
30,800 | Centrais Eletricas Brasileiras SA | 81,277 | 0.0 | |||||||||||
486,472 | Empresa Nacional de Electricidad S.A. | 603,222 | 0.1 | |||||||||||
30,346 | Enea SA | 87,079 | 0.0 | |||||||||||
35,465 | Energa SA | 114,170 | 0.0 | |||||||||||
1,698,100 | Energy Development Corp. | 223,044 | 0.0 | |||||||||||
2,911,603 | Enersis SA | 702,958 | 0.1 | |||||||||||
20,000 | Equatorial Energia SA | 173,093 | 0.0 | |||||||||||
60,377 | GAIL India Ltd. | 341,393 | 0.1 | |||||||||||
78,800 | Glow Energy PCL | 160,932 | 0.0 | |||||||||||
432,000 | Guangdong Investment Ltd. | 610,083 | 0.1 | |||||||||||
226,000 | Huadian Power International Co. | 146,239 | 0.0 | |||||||||||
516,000 | Huaneng Power International, Inc. | 441,846 | 0.1 | |||||||||||
590,000 | Huaneng Renewables Corp. Ltd. | 175,096 | 0.0 | |||||||||||
58,725 | Interconexion Electrica SA ESP | 136,523 | 0.0 | |||||||||||
38,168 | Korea Electric Power Corp. | 1,617,072 | 0.3 | |||||||||||
4,431 | Korea Gas Corp. | 138,256 | 0.0 | |||||||||||
176,938 | NTPC Ltd. | 390,163 | 0.1 | |||||||||||
1,683,100 | Perusahaan Gas Negara PT | 331,848 | 0.1 | |||||||||||
102,500 | Petronas Gas BHD | 542,187 | 0.1 | |||||||||||
126,568 | PGE Polska Grupa Energetyczna SA | 410,343 | 0.1 | |||||||||||
4,890 | Qatar Electricity & Water Co. | 290,653 | 0.1 | |||||||||||
17,099,910 | @ | RusHydro JSC | 159,120 | 0.0 | ||||||||||
173,025 | Tata Power Co. Ltd. | 176,737 | �� | 0.0 | ||||||||||
174,955 | Tauron Polska Energia SA | 128,182 | 0.0 | |||||||||||
510,800 | Tenaga Nasional BHD | 1,581,534 | 0.3 | |||||||||||
23,800 | Tractebel Energia S.A. | 201,469 | 0.1 | |||||||||||
685,300 | YTL Corp. Bhd | 250,040 | 0.1 | |||||||||||
171,295 | YTL Power International | 58,936 | 0.0 | |||||||||||
15,118,110 | 2.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $592,459,913) | 495,897,658 | 97.0 | ||||||||||||
PREFERRED STOCK: 2.5% | ||||||||||||||
Consumer Discretionary: 0.2% | ||||||||||||||
3,779 | Hyundai Motor Co. | 330,428 | 0.0 | |||||||||||
5,772 | Hyundai Motor Co.- Series 2 | 513,751 | 0.1 | |||||||||||
88,450 | Lojas Americanas SA | 433,726 | 0.1 | |||||||||||
1,277,905 | 0.2 | |||||||||||||
Consumer Staples: 0.1% | ||||||||||||||
1,447 | Amorepacific Corp. | 281,979 | 0.1 | |||||||||||
Energy: 0.3% | ||||||||||||||
241 | AK Transneft OAO | 639,937 | 0.1 | |||||||||||
520,100 | @ | Petroleo Brasileiro SA | 880,802 | 0.2 | ||||||||||
1,520,739 | 0.3 | |||||||||||||
Financials: 0.9% | ||||||||||||||
292,280 | Banco Bradesco SA | 1,424,369 | 0.3 | |||||||||||
11,954 | Grupo de Inversiones Suramericana SA | 131,044 | 0.0 | |||||||||||
358,373 | Itau Unibanco Holding S.A. | 2,385,077 | 0.4 | |||||||||||
505,209 | Investimentos Itau SA | 878,569 | 0.2 | |||||||||||
4,819,059 | 0.9 |
See Accompanying Notes to Financial Statements
13 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
Information Technology: 0.6% | ||||||||||||||
3,062 | Samsung Electronics Co., Ltd. | 2,830,476 | 0.6 | |||||||||||
Materials: 0.2% | ||||||||||||||
134,500 | Gerdau SA | 158,085 | 0.1 | |||||||||||
1,171 | LG Chem Ltd. | 244,647 | 0.0 | |||||||||||
238,700 | Vale SA | 618,433 | 0.1 | |||||||||||
1,021,165 | 0.2 | |||||||||||||
Telecommunication Services: 0.1% | ||||||||||||||
56,400 | Telefonica Brasil SA | 509,649 | 0.1 | |||||||||||
Utilities: 0.1% | ||||||||||||||
122,059 | Cia Energetica de Minas Gerais | 189,124 | 0.1 | |||||||||||
22,800 | Cia Energetica de Sao Paulo | 77,225 | 0.0 | |||||||||||
266,349 | 0.1 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $24,927,229) | 12,527,321 | 2.5 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Financials: 0.0% | ||||||||||||||
3,596 | @ | Banco Bradesco SA | 1,742 | 0.0 | ||||||||||
9,574 | @ | Banco Bradesco SA | 6,193 | 0.0 | ||||||||||
7,498 | @ | BNK Financial Group, Inc. | 8,505 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $–) | 16,440 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $617,387,142) | 508,441,419 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.4% | ||||||||||||||
Securities Lending Collateralcc: 1.8% | ||||||||||||||
2,174,882 | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $2,174,963, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $2,218,379, due 01/15/16-04/01/51) | 2,174,882 | 0.4 | |||||||||||
2,174,882 | HSBC Securities USA, Repurchase Agreement dated 12/31/15, 0.28%, due 01/04/16 (Repurchase Amount $2,174,949, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $2,218,386, due 01/15/16-11/15/43) | 2,174,882 | 0.5 | |||||||||||
2,174,882 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,174,956, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $2,218,380, due 11/15/42-02/20/45) | 2,174,882 | 0.4 | |||||||||||
2,174,882 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,174,961, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,218,380, due 01/15/16-10/20/65) | 2,174,882 | 0.4 | |||||||||||
457,793 | Royal Bank of Scotland PLC, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $457,808, collateralized by various U.S. Government Securities, 0.074%-3.250%, Market Value plus accrued interest $466,951, due 07/31/16-11/15/23) | 457,793 | 0.1 | |||||||||||
9,157,321 | 1.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
2,928,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $2,928,000) | 2,928,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $12,085,321) | 12,085,321 | 2.4 | ||||||||||||
Total Investments in Securities (Cost $629,472,463) | $ | 520,526,740 | 101.9 | |||||||||||
Liabilities in Excess of Other Assets | (9,554,168 | ) | (1.9 | ) | ||||||||||
Net Assets | $ | 510,972,572 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
See Accompanying Notes to Financial Statements
14 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
@ | 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 December 31, 2015. |
Cost for federal income tax purposes is $645,444,351. | ||||
Net unrealized depreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 34,283,361 | ||
Gross Unrealized Depreciation | (159,200,972 | ) | ||
Net Unrealized Depreciation | $ | (124,917,611 | ) |
See Accompanying Notes to Financial Statements
15 |
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.0% | ||||||||||||||
Consumer Discretionary: 10.9% | ||||||||||||||
141,884 | Barratt Developments PLC | 1,307,428 | 0.4 | |||||||||||
17,937 | Berkeley Group Holdings PLC | 975,124 | 0.3 | |||||||||||
149,409 | Sky PLC | 2,449,239 | 0.7 | |||||||||||
63,125 | Burberry Group PLC | 1,110,629 | 0.3 | |||||||||||
26,001 | Carnival PLC | 1,481,184 | 0.4 | |||||||||||
234,764 | Compass Group PLC | 4,068,067 | 1.2 | |||||||||||
141,758 | Dixons Carphone PLC | 1,043,215 | 0.3 | |||||||||||
244,173 | GKN PLC | 1,108,031 | 0.3 | |||||||||||
33,683 | InterContinental Hotels Group PLC | 1,312,923 | 0.4 | |||||||||||
533,409 | ITV PLC | 2,171,708 | 0.6 | |||||||||||
332,315 | Kingfisher PLC | 1,609,572 | 0.5 | |||||||||||
234,445 | Marks & Spencer Group PLC | 1,560,990 | 0.5 | |||||||||||
101,110 | # | Merlin Entertainments PLC | 677,953 | 0.2 | ||||||||||
20,980 | Next PLC | 2,252,654 | 0.7 | |||||||||||
115,855 | Pearson PLC | 1,252,453 | 0.4 | |||||||||||
43,581 | Persimmon PLC | 1,300,175 | 0.4 | |||||||||||
159,408 | Relx PLC | 2,811,323 | 0.8 | |||||||||||
35,823 | Sports Direct International PLC | 304,429 | 0.1 | |||||||||||
460,307 | Taylor Wimpey PLC | 1,376,033 | 0.4 | |||||||||||
67,149 | TUI AG - TUI - GBP | 1,198,959 | 0.3 | |||||||||||
25,999 | Whitbread PLC | 1,685,175 | 0.5 | |||||||||||
184,661 | WPP PLC | 4,247,557 | 1.2 | |||||||||||
37,304,821 | 10.9 | |||||||||||||
Consumer Staples: 18.2% | ||||||||||||||
49,653 | Associated British Foods PLC | 2,443,297 | 0.7 | |||||||||||
265,593 | British American Tobacco PLC | 14,749,537 | 4.3 | |||||||||||
28,126 | Coca-Cola HBC AG | 598,965 | 0.2 | |||||||||||
358,878 | Diageo PLC | 9,800,212 | 2.9 | |||||||||||
137,273 | Imperial Tobacco Group PLC | 7,250,481 | 2.1 | |||||||||||
201,219 | L | J Sainsbury PLC | 766,287 | 0.2 | ||||||||||
90,582 | Reckitt Benckiser Group PLC | 8,381,271 | 2.5 | |||||||||||
134,700 | SABMiller PLC | 8,058,345 | 2.4 | |||||||||||
1,157,399 | @ | Tesco PLC | 2,543,140 | 0.7 | ||||||||||
171,901 | Unilever PLC | 7,373,249 | 2.2 | |||||||||||
61,964,784 | 18.2 | |||||||||||||
Energy: 12.1% | ||||||||||||||
484,922 | BG Group PLC | 7,029,393 | 2.1 | |||||||||||
2,598,535 | BP PLC | 13,503,847 | 4.0 | |||||||||||
561,657 | Royal Dutch Shell PLC - Class A | 12,721,135 | 3.7 | |||||||||||
345,906 | Royal Dutch Shell PLC - Class B | 7,883,566 | 2.3 | |||||||||||
41,137,941 | 12.1 | |||||||||||||
Financials: 23.1% | ||||||||||||||
137,299 | 3i Group PLC | 972,606 | 0.3 | |||||||||||
140,837 | Aberdeen Asset Management PLC | 600,142 | 0.2 | |||||||||||
28,236 | Admiral Group PLC | 689,968 | 0.2 | |||||||||||
576,417 | Aviva PLC | 4,375,305 | 1.3 | |||||||||||
2,386,169 | Barclays PLC | 7,680,574 | 2.2 | |||||||||||
145,940 | British Land Co. PLC | 1,688,663 | 0.5 | |||||||||||
133,570 | Capital Shopping Centres Group PLC | 624,032 | 0.2 | |||||||||||
195,916 | Direct Line Insurance Group PLC | 1,174,349 | 0.3 | |||||||||||
111,747 | Hammerson PLC | 987,890 | 0.3 | |||||||||||
31,089 | Hargreaves Lansdown PLC | 690,199 | 0.2 | |||||||||||
2,780,712 | HSBC Holdings PLC | 21,951,670 | 6.4 | |||||||||||
112,092 | Land Securities Group PLC | 1,943,130 | 0.6 | |||||||||||
846,046 | Legal & General Group PLC | 3,338,435 | 1.0 | |||||||||||
9,119,911 | Lloyds Banking Group Plc | 9,813,037 | 2.9 | |||||||||||
44,459 | London Stock Exchange Group PLC | 1,798,737 | 0.5 | |||||||||||
696,351 | Old Mutual PLC | 1,831,874 | 0.5 | |||||||||||
20,828 | Provident Financial PLC | 1,032,714 | 0.3 | |||||||||||
363,574 | Prudential PLC | 8,191,185 | 2.4 | |||||||||||
461,745 | Royal Bank of Scotland Group PLC | 2,052,497 | 0.6 | |||||||||||
144,708 | RSA Insurance Group PLC | 908,243 | 0.3 | |||||||||||
16,103 | Schroders PLC | 705,299 | 0.2 | |||||||||||
73,847 | St. James's Place PLC | 1,094,543 | 0.3 | |||||||||||
382,452 | Standard Chartered PLC | 3,173,282 | 0.9 | |||||||||||
278,693 | Standard Life PLC | 1,595,948 | 0.5 | |||||||||||
78,914,322 | 23.1 | |||||||||||||
Health Care: 10.2% | ||||||||||||||
179,808 | AstraZeneca PLC | 12,145,626 | 3.5 | |||||||||||
692,722 | GlaxoSmithKline PLC | 13,990,186 | 4.1 | |||||||||||
19,181 | Hikma Pharmaceuticals PLC | 650,230 | 0.2 | |||||||||||
83,757 | Shire PLC | 5,746,385 | 1.7 | |||||||||||
127,761 | Smith & Nephew PLC | 2,276,979 | 0.7 | |||||||||||
34,809,406 | 10.2 | |||||||||||||
Industrials: 6.8% | ||||||||||||||
71,717 | Ashtead Group PLC | 1,180,314 | 0.3 | |||||||||||
71,556 | Babcock International Group | 1,070,853 | 0.3 | |||||||||||
450,659 | BAE Systems PLC | 3,318,004 | 1.0 | |||||||||||
47,307 | Bunzl PLC | 1,312,509 | 0.4 | |||||||||||
94,309 | Capita Group PLC | 1,678,004 | 0.5 | |||||||||||
12,570 | DCC PLC | 1,050,129 | 0.3 | |||||||||||
35,399 | easyJet PLC | 907,883 | 0.3 | |||||||||||
138,715 | Experian PLC | 2,451,720 | 0.7 | |||||||||||
261,085 | International Consolidated Airlines Group SA | 2,347,447 | 0.7 | |||||||||||
22,904 | Intertek Group PLC | 936,930 | 0.3 | |||||||||||
25,517,899 | @ | Rolls-Royce Holdings PLC | 37,619 | 0.0 | ||||||||||
261,971 | @ | Rolls-Royce Holdings PLC | 2,219,018 | 0.7 | ||||||||||
129,661 | Royal Mail PLC | 849,269 | 0.2 | |||||||||||
55,860 | Smiths Group PLC | 772,487 | 0.2 | |||||||||||
35,175 | Travis Perkins PLC | 1,020,449 | 0.3 | |||||||||||
37,088 | Wolseley PLC | 2,014,368 | 0.6 | |||||||||||
23,167,003 | 6.8 |
See Accompanying Notes to Financial Statements
16 |
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: 1.5% | ||||||||||||||
201,113 | ARM Holdings PLC | 3,065,388 | 0.9 | |||||||||||
153,460 | Sage Group PLC | 1,363,510 | 0.4 | |||||||||||
148,184 | #,@ | Worldpay Group PLC | 671,310 | 0.2 | ||||||||||
5,100,208 | 1.5 | |||||||||||||
Materials: 5.4% | ||||||||||||||
186,182 | Anglo American PLC | 816,825 | 0.2 | |||||||||||
50,570 | Antofagasta PLC | 347,863 | 0.1 | |||||||||||
300,937 | BHP Billiton PLC | 3,356,015 | 1.0 | |||||||||||
116,098 | CRH PLC - London | 3,361,256 | 1.0 | |||||||||||
24,149 | Fresnillo PLC | 251,082 | 0.1 | |||||||||||
1,661,329 | Glencore PLC | 2,201,488 | 0.7 | |||||||||||
29,198 | Johnson Matthey PLC | 1,142,170 | 0.3 | |||||||||||
52,327 | Mondi PLC | 1,025,654 | 0.3 | |||||||||||
13,229 | Randgold Resources Ltd. | 815,000 | 0.2 | |||||||||||
175,109 | Rio Tinto PLC | 5,098,376 | 1.5 | |||||||||||
18,415,729 | 5.4 | |||||||||||||
Telecommunication Services: 6.3% | ||||||||||||||
1,192,482 | BT Group PLC | 8,280,139 | 2.4 | |||||||||||
63,822 | Inmarsat PLC | 1,069,946 | 0.3 | |||||||||||
3,785,290 | Vodafone Group PLC | 12,274,885 | 3.6 | |||||||||||
21,624,970 | 6.3 | |||||||||||||
Utilities: 4.5% | ||||||||||||||
719,841 | Centrica PLC | 2,311,404 | 0.7 | |||||||||||
537,455 | National Grid PLC | 7,412,401 | 2.2 | |||||||||||
140,690 | SSE PLC | 3,159,038 | 0.9 | |||||||||||
33,923 | Severn Trent PLC | 1,084,409 | 0.3 | |||||||||||
97,146 | United Utilities Group PLC | 1,337,641 | 0.4 | |||||||||||
15,304,893 | 4.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $323,252,583) | 337,744,077 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.2% | ||||||||||||||
Securities Lending Collateralcc: 0.2% | ||||||||||||||
571,416 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $571,439, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $582,844, due 03/31/21-02/15/44) | |||||||||||||
(Cost $571,416) | 571,416 | 0.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $571,416) | 571,416 | 0.2 | ||||||||||||
Total Investments in Securities (Cost $323,823,999) | $ | 338,315,493 | 99.2 | |||||||||||
Assets in Excess of Other Liabilities | 2,813,215 | 0.8 | ||||||||||||
Net Assets | $ | 341,128,708 | 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. |
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 December 31, 2015. |
Cost for federal income tax purposes is $328,429,142. | ||||
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 70,406,223 | ||
Gross Unrealized Depreciation | (60,519,872 | ) | ||
Net Unrealized Appreciation | $ | 9,886,351 |
See Accompanying Notes to Financial Statements
17 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.0% | ||||||||||||||
Consumer Discretionary: 12.7% | ||||||||||||||
21,379 | Accor S.A. | 925,928 | 0.1 | |||||||||||
23,174 | Adidas AG | 2,249,259 | 0.2 | |||||||||||
21,411 | Aisin Seiki Co., Ltd. | 921,495 | 0.1 | |||||||||||
39,972 | @ | Altice NV - A | 574,292 | 0.0 | ||||||||||
10,208 | @ | Altice NV - B | 148,787 | 0.0 | ||||||||||
48,024 | Aristocrat Leisure Ltd. | 354,603 | 0.0 | |||||||||||
18,849 | L | Asics Corp. | 391,070 | 0.0 | ||||||||||
95,669 | Barratt Developments PLC | 881,568 | 0.1 | |||||||||||
36,722 | Bayerische Motoren Werke AG | 3,868,739 | 0.3 | |||||||||||
7,037 | Benesse Holdings, Inc. | 202,652 | 0.0 | |||||||||||
71,043 | Bridgestone Corp. | 2,436,876 | 0.2 | |||||||||||
117,286 | Sky PLC | 1,922,652 | 0.1 | |||||||||||
50,405 | Burberry Group PLC | 886,832 | 0.1 | |||||||||||
21,011 | Carnival PLC | 1,196,921 | 0.1 | |||||||||||
23,987 | @,L | Casio Computer Co., Ltd. | 560,738 | 0.0 | ||||||||||
6,321 | Christian Dior S.A. | 1,073,706 | 0.1 | |||||||||||
57,761 | Cie Financiere Richemont SA | 4,134,125 | 0.3 | |||||||||||
21,089 | Cie Generale des Etablissements Michelin | 2,007,316 | 0.2 | |||||||||||
183,564 | Compass Group PLC | 3,180,857 | 0.2 | |||||||||||
12,295 | Continental AG | 2,974,299 | 0.2 | |||||||||||
43,281 | Crown Ltd. | 391,183 | 0.0 | |||||||||||
16,911 | Daihatsu Motor Co., Ltd. | 228,130 | 0.0 | |||||||||||
106,861 | Daimler AG | 8,928,712 | 0.7 | |||||||||||
53,267 | Denso Corp. | 2,545,390 | 0.2 | |||||||||||
24,703 | @ | Dentsu, Inc. | 1,351,556 | 0.1 | ||||||||||
116,139 | Dixons Carphone PLC | 854,682 | 0.1 | |||||||||||
13,642 | Don Quijote Holdings Co. Ltd. | 479,090 | 0.0 | |||||||||||
4,580 | @ | Dufry Group | 544,939 | 0.0 | ||||||||||
27,826 | Electrolux AB | 671,369 | 0.1 | |||||||||||
18,209 | Eutelsat Communications | 545,189 | 0.0 | |||||||||||
5,942 | Fast Retailing Co., Ltd. | 2,078,580 | 0.2 | |||||||||||
101,133 | @ | Fiat Chrysler Automobiles NV | 1,404,528 | 0.1 | ||||||||||
6,299 | L | Flight Centre Ltd. | 181,667 | 0.0 | ||||||||||
64,335 | Fuji Heavy Industries Ltd. | 2,650,362 | 0.2 | |||||||||||
272,159 | Galaxy Entertainment Group Ltd. | 852,762 | 0.1 | |||||||||||
732,812 | Genting International PLC | 395,408 | 0.0 | |||||||||||
192,785 | GKN PLC | 874,838 | 0.1 | |||||||||||
3,100 | Hakuhodo DY Holdings, Inc. | 33,541 | 0.0 | |||||||||||
103,918 | Hennes & Mauritz AB | 3,696,393 | 0.3 | |||||||||||
2,946 | Hermes International | 995,827 | 0.1 | |||||||||||
180,042 | Honda Motor Co., Ltd. | 5,754,419 | 0.4 | |||||||||||
7,801 | Hugo Boss AG | 643,657 | 0.1 | |||||||||||
47,890 | Husqvarna AB - B Shares | 316,045 | 0.0 | |||||||||||
18,391 | Iida Group Holdings Co. Ltd. | 340,859 | 0.0 | |||||||||||
122,455 | Industria de Diseno Textil SA | 4,206,857 | 0.3 | |||||||||||
28,012 | InterContinental Hotels Group PLC | 1,091,874 | 0.1 | |||||||||||
40,766 | Isetan Mitsukoshi Holdings Ltd. | 531,631 | 0.0 | |||||||||||
65,668 | Isuzu Motors Ltd. | 707,418 | 0.1 | |||||||||||
436,163 | ITV PLC | 1,775,783 | 0.1 | |||||||||||
29,152 | J Front Retailing Co., Ltd. | 423,801 | 0.0 | |||||||||||
12,070 | Jardine Cycle & Carriage Ltd. | 295,078 | 0.0 | |||||||||||
7,986 | JC Decaux SA | 306,143 | 0.0 | |||||||||||
2,812 | Kabel Deutschland Holding AG | 347,465 | 0.0 | |||||||||||
265,877 | Kingfisher PLC | 1,287,779 | 0.1 | |||||||||||
11,500 | Koito Manufacturing Co., Ltd. | 471,585 | 0.0 | |||||||||||
13,879 | Lagardere SCA | 414,171 | 0.0 | |||||||||||
668,194 | Li & Fung Ltd. | 451,891 | 0.0 | |||||||||||
18,822 | Luxottica Group S.p.A. | 1,226,544 | 0.1 | |||||||||||
30,994 | LVMH Moet Hennessy Louis Vuitton SE | 4,868,261 | 0.4 | |||||||||||
184,112 | Marks & Spencer Group PLC | 1,225,861 | 0.1 | |||||||||||
28,519 | Marui Group Co., Ltd. | 464,079 | 0.0 | |||||||||||
61,066 | Mazda Motor Corp. | 1,260,082 | 0.1 | |||||||||||
46,504 | # | Merlin Entertainments PLC | 311,814 | 0.0 | ||||||||||
106,068 | MGM China Holdings Ltd. | 131,829 | 0.0 | |||||||||||
73,415 | Mitsubishi Motors Corp. | 621,130 | 0.1 | |||||||||||
20,693 | Namco Bandai Holdings, Inc. | 437,184 | 0.0 | |||||||||||
16,840 | Next PLC | 1,808,136 | 0.1 | |||||||||||
20,985 | NGK Spark Plug Co., Ltd. | 552,503 | 0.0 | |||||||||||
38,569 | Nikon Corp. | 516,573 | 0.0 | |||||||||||
273,092 | Nissan Motor Co., Ltd. | 2,859,476 | 0.2 | |||||||||||
8,406 | Nitori Co., Ltd. | 705,952 | 0.1 | |||||||||||
7,600 | NOK Corp. | 177,542 | 0.0 | |||||||||||
12,178 | Nokian Renkaat OYJ | 434,772 | 0.0 | |||||||||||
11,300 | Numericable-SFR | 410,508 | 0.0 | |||||||||||
22,480 | Oriental Land Co., Ltd. | 1,359,960 | 0.1 | |||||||||||
246,131 | Panasonic Corp. | 2,495,156 | 0.2 | |||||||||||
12,570 | Pandora A/S | 1,584,874 | 0.1 | |||||||||||
92,868 | Pearson PLC | 1,003,951 | 0.1 | |||||||||||
35,921 | Persimmon PLC | 1,071,650 | 0.1 | |||||||||||
47,690 | Peugeot S.A. | 835,959 | 0.1 | |||||||||||
8,589 | Kering | 1,468,512 | 0.1 | |||||||||||
25,593 | ProSiebenSat.1 Media AG | 1,291,207 | 0.1 | |||||||||||
21,915 | Publicis Groupe | 1,457,253 | 0.1 | |||||||||||
92,970 | Rakuten, Inc. | 1,070,806 | 0.1 | |||||||||||
5,999 | REA Group Ltd. | 238,688 | 0.0 | |||||||||||
116,498 | Relx NV | 1,962,104 | 0.2 | |||||||||||
127,446 | Relx PLC | 2,247,641 | 0.2 | |||||||||||
21,256 | Renault S.A. | 2,127,641 | 0.2 | |||||||||||
4,266 | Rinnai Corp. | 377,983 | 0.0 | |||||||||||
4,449 | RTL Group SA | 373,173 | 0.0 | |||||||||||
2,200 | Ryohin Keikaku Co., Ltd. | 445,525 | 0.0 | |||||||||||
279,202 | Sands China Ltd. | 946,549 | 0.1 | |||||||||||
5,288 | Sankyo Co., Ltd. | 197,389 | 0.0 | |||||||||||
5,380 | L | Sanrio Co., Ltd. | 126,394 | 0.0 | ||||||||||
6,507 | @ | Schibsted ASA | 207,377 | 0.0 | ||||||||||
7,332 | Schibsted ASA | 241,052 | 0.0 | |||||||||||
20,410 | Sega Sammy Holdings, Inc. | 190,902 | 0.0 |
See Accompanying Notes to Financial Statements
18 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
51,519 | Sekisui Chemical Co., Ltd. | 672,646 | 0.1 | |||||||||||
65,585 | Sekisui House Ltd. | 1,102,730 | 0.1 | |||||||||||
169 | @ | SES S.A. - France | 4,687 | 0.0 | ||||||||||
35,495 | SES S.A. - Luxembourg | 983,561 | 0.1 | |||||||||||
127,385 | Shangri-La Asia Ltd. | 124,033 | 0.0 | |||||||||||
2,661 | Shimamura Co., Ltd. | 311,627 | 0.0 | |||||||||||
8,655 | Shimano, Inc. | 1,329,049 | 0.1 | |||||||||||
202,327 | Singapore Press Holdings Ltd. | 560,808 | 0.0 | |||||||||||
208,365 | SJM Holdings Ltd. | 147,657 | 0.0 | |||||||||||
10,710 | Sodexo SA | 1,046,340 | 0.1 | |||||||||||
139,070 | Sony Corp. | 3,417,895 | 0.3 | |||||||||||
31,131 | Sports Direct International PLC | 264,556 | 0.0 | |||||||||||
17,088 | Stanley Electric Co., Ltd. | 374,869 | 0.0 | |||||||||||
19,059 | Sumitomo Rubber Industries, Inc. | 247,831 | 0.0 | |||||||||||
41,044 | Suzuki Motor Corp. | 1,247,073 | 0.1 | |||||||||||
3,549 | L | Swatch Group AG - BR | 1,232,444 | 0.1 | ||||||||||
5,458 | Swatch Group AG - Reg | 368,582 | 0.0 | |||||||||||
88,886 | TABCORP Holdings Ltd. | 302,641 | 0.0 | |||||||||||
33,689 | Takashimaya Co., Ltd. | 303,386 | 0.0 | |||||||||||
179,369 | Tattersall's Ltd. | 569,474 | 0.0 | |||||||||||
311,722 | Taylor Wimpey PLC | 931,856 | 0.1 | |||||||||||
161,500 | Techtronic Industries Co., Ltd. | 653,792 | 0.1 | |||||||||||
6,287 | Telenet Group Holding NV | 339,779 | 0.0 | |||||||||||
14,800 | Toho Co., Ltd. | 409,549 | 0.0 | |||||||||||
19,205 | Toyota Industries Corp. | 1,026,957 | 0.1 | |||||||||||
303,562 | Toyota Motor Corp. | 18,693,051 | 1.4 | |||||||||||
53,458 | TUI AG - TUI - GBP | 954,503 | 0.1 | |||||||||||
27,226 | USS Co., Ltd. | 409,093 | 0.0 | |||||||||||
8,929 | Valeo SA | 1,376,633 | 0.1 | |||||||||||
132,066 | @ | Vivendi SA | 2,836,403 | 0.2 | ||||||||||
3,398 | Volkswagen AG | 522,162 | 0.0 | |||||||||||
20,943 | Whitbread PLC | 1,357,460 | 0.1 | |||||||||||
101,853 | William Hill PLC | 594,427 | 0.1 | |||||||||||
36,795 | @ | Wolters Kluwer NV | 1,235,713 | 0.1 | ||||||||||
144,865 | WPP PLC | 3,332,173 | 0.3 | |||||||||||
177,679 | Wynn Macau Ltd. | 206,426 | 0.0 | |||||||||||
85,937 | Yamada Denki Co., Ltd. | 371,207 | 0.0 | |||||||||||
19,807 | Yamaha Corp. | 478,426 | 0.0 | |||||||||||
29,204 | Yamaha Motor Co., Ltd. | 654,617 | 0.1 | |||||||||||
12,769 | L | Yokohama Rubber Co., Ltd. | 196,104 | 0.0 | ||||||||||
88,949 | Yue Yuen Industrial Holdings | 301,317 | 0.0 | |||||||||||
7,898 | @ | Zalando SE | 312,428 | 0.1 | ||||||||||
173,103,274 | 12.7 | |||||||||||||
Consumer Staples: 11.7% | ||||||||||||||
75,880 | Aeon Co., Ltd. | 1,169,129 | 0.1 | |||||||||||
63,428 | Ajinomoto Co., Inc. | 1,501,704 | 0.1 | |||||||||||
89,300 | Anheuser-Busch InBev Worldwide, Inc. | 11,113,198 | 0.8 | |||||||||||
10,023 | Aryzta AG | 507,052 | 0.0 | |||||||||||
43,058 | Asahi Group Holdings, Ltd. | 1,347,905 | 0.1 | |||||||||||
39,383 | Associated British Foods PLC | 1,937,937 | 0.1 | |||||||||||
258 | Barry Callebaut AG | 280,245 | 0.0 | |||||||||||
11,475 | Beiersdorf AG | 1,042,984 | 0.1 | |||||||||||
206,115 | British American Tobacco PLC | 11,446,465 | 0.8 | |||||||||||
8,501 | Calbee, Inc. | 358,989 | 0.0 | |||||||||||
12,013 | Carlsberg A/S | 1,064,252 | 0.1 | |||||||||||
61,524 | Carrefour S.A. | 1,775,567 | 0.1 | |||||||||||
6,370 | Casino Guichard Perrachon S.A. | 292,644 | 0.0 | |||||||||||
67,564 | Coca-Cola Amatil Ltd. | 455,579 | 0.0 | |||||||||||
22,111 | Coca-Cola HBC AG | 470,871 | 0.0 | |||||||||||
8,261 | Colruyt S.A. | 424,975 | 0.0 | |||||||||||
11,540 | Delhaize Group | 1,123,155 | 0.1 | |||||||||||
277,266 | Diageo PLC | 7,571,558 | 0.6 | |||||||||||
71,006 | Distribuidora Internacional de Alimentacion SA | 418,802 | 0.0 | |||||||||||
6,838 | FamilyMart Co., Ltd. | 318,206 | 0.0 | |||||||||||
761,469 | Golden Agri-Resources Ltd. | 181,887 | 0.0 | |||||||||||
64,909 | Danone | 4,386,151 | 0.3 | |||||||||||
7,195 | L | ICA Gruppen AB | 261,296 | 0.0 | ||||||||||
11,828 | Heineken Holding NV | 910,604 | 0.1 | |||||||||||
25,466 | Heineken NV | 2,170,147 | 0.2 | |||||||||||
11,758 | Henkel AG & Co. KGaA | 1,124,690 | 0.1 | |||||||||||
105,919 | Imperial Tobacco Group PLC | 5,594,426 | 0.4 | |||||||||||
140,792 | J Sainsbury PLC | 536,168 | 0.0 | |||||||||||
121,102 | Japan Tobacco, Inc. | 4,446,111 | 0.3 | |||||||||||
27,926 | Jeronimo Martins SGPS SA | 363,386 | 0.0 | |||||||||||
55,775 | Kao Corp. | 2,866,207 | 0.2 | |||||||||||
7,297 | Kerry Group PLC - KYG | 603,755 | 0.1 | |||||||||||
10,984 | Kerry Group PLC - KYGA | 916,947 | 0.1 | |||||||||||
16,834 | Kikkoman Corp. | 583,255 | 0.1 | |||||||||||
91,456 | Kirin Brewery Co., Ltd. | 1,241,711 | 0.1 | |||||||||||
92,180 | Koninklijke Ahold NV | 1,944,404 | 0.1 | |||||||||||
2,500 | Kose Corp. | 231,152 | 0.0 | |||||||||||
7,664 | Lawson, Inc. | 622,094 | 0.1 | |||||||||||
106 | Lindt & Spruengli AG - PC | 661,939 | 0.1 | |||||||||||
11 | Lindt & Spruengli AG - Reg | 819,509 | 0.1 | |||||||||||
27,908 | L'Oreal S.A. | 4,694,286 | 0.4 | |||||||||||
13,988 | MEIJI Holdings Co., Ltd. | 1,155,404 | 0.1 | |||||||||||
18,500 | Metro AG | 589,364 | 0.1 | |||||||||||
352,535 | Nestle S.A. | 26,170,525 | 1.9 | |||||||||||
20,419 | NH Foods Ltd. | 400,210 | 0.0 | |||||||||||
27,867 | Nisshin Seifun Group, Inc. | 455,194 | 0.0 | |||||||||||
6,917 | Nissin Food Products Co., Ltd. | 367,042 | 0.0 | |||||||||||
23,676 | Pernod Ricard SA | 2,700,131 | 0.2 | |||||||||||
70,770 | Reckitt Benckiser Group PLC | 6,548,128 | 0.5 | |||||||||||
2,550 | Remy Cointreau SA | 182,646 | 0.0 | |||||||||||
107,117 | SABMiller PLC | 6,408,209 | 0.5 | |||||||||||
83,071 | Seven & I Holdings Co., Ltd. | 3,803,369 | 0.3 | |||||||||||
40,062 | @ | Shiseido Co., Ltd. | 831,232 | 0.1 | ||||||||||
15,334 | Suntory Beverage & Food Ltd. | 671,263 | 0.1 | |||||||||||
65,832 | Svenska Cellulosa AB SCA | 1,907,819 | 0.1 | |||||||||||
20,606 | Swedish Match AB | 728,163 | 0.1 | |||||||||||
54,897 | Tate & Lyle PLC | 483,554 | 0.0 | |||||||||||
908,936 | Tesco PLC | 1,997,195 | 0.2 | |||||||||||
11,488 | Toyo Suisan Kaisha Ltd. | 400,386 | 0.0 | |||||||||||
87,169 | @ | Treasury Wine Estates Ltd. | 523,374 | 0.0 | ||||||||||
43,378 | Uni-Charm Corp. | 885,851 | 0.1 |
See Accompanying Notes to Financial Statements
19 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
180,277 | Unilever NV | 7,857,253 | 0.6 | |||||||||||
141,375 | Unilever PLC | 6,063,915 | 0.5 | |||||||||||
124,531 | Wesfarmers Ltd. | 3,754,362 | 0.3 | |||||||||||
570,500 | #,@ | WH Group Ltd. | 317,523 | 0.0 | ||||||||||
227,976 | Wilmar International Ltd. | 470,390 | 0.0 | |||||||||||
242,180 | L | WM Morrison Supermarkets PLC | 527,684 | 0.0 | ||||||||||
141,607 | Woolworths Ltd. | 2,512,460 | 0.2 | |||||||||||
10,485 | Yakult Honsha Co., Ltd. | 513,185 | 0.0 | |||||||||||
159,007,173 | 11.7 | |||||||||||||
Energy: 4.5% | ||||||||||||||
38,952 | Amec PLC | 245,892 | 0.0 | |||||||||||
377,544 | BG Group PLC | 5,472,850 | 0.4 | |||||||||||
2,025,190 | BP PLC | 10,524,336 | 0.8 | |||||||||||
31,768 | Caltex Australia Ltd. | 868,336 | 0.1 | |||||||||||
277,957 | ENI S.p.A. | 4,129,962 | 0.3 | |||||||||||
45,304 | Galp Energia SGPS SA | 528,640 | 0.0 | |||||||||||
44 | Idemitsu Kosan Co., Ltd. | 703 | 0.0 | |||||||||||
103,816 | Inpex Corp. | 1,012,093 | 0.1 | |||||||||||
266,466 | JX Holdings, Inc. | 1,118,379 | 0.1 | |||||||||||
24,453 | Lundin Petroleum AB | 352,842 | 0.0 | |||||||||||
15,398 | Neste Oyj | 459,570 | 0.0 | |||||||||||
143,018 | Oil Search Ltd. | 696,118 | 0.1 | |||||||||||
17,834 | OMV AG | 506,225 | 0.0 | |||||||||||
200,906 | @ | Origin Energy Ltd. | 679,609 | 0.1 | ||||||||||
30,009 | Petrofac Ltd. | 351,999 | 0.0 | |||||||||||
120,664 | Repsol YPF S.A. | 1,328,429 | 0.1 | |||||||||||
434,541 | Royal Dutch Shell PLC - Class A | 9,842,047 | 0.7 | |||||||||||
267,384 | Royal Dutch Shell PLC - Class B | 6,093,966 | 0.5 | |||||||||||
31,659 | @,L | Saipem S.p.A. | 255,894 | 0.0 | ||||||||||
180,321 | @ | Santos Ltd. | 480,278 | 0.0 | ||||||||||
22,519 | Showa Shell Sekiyu KK | 183,759 | 0.0 | |||||||||||
125,282 | Statoil ASA | 1,747,280 | 0.1 | |||||||||||
11,972 | L | Technip S.A. | 595,374 | 0.1 | ||||||||||
51,001 | Tenaris S.A. | 603,924 | 0.1 | |||||||||||
37,470 | TonenGeneral Sekiyu KK | 316,322 | 0.0 | |||||||||||
241,371 | Total S.A. | 10,821,056 | 0.8 | |||||||||||
41,792 | @,L | Transocean Ltd - RIGN | 522,421 | 0.0 | ||||||||||
84,152 | Woodside Petroleum Ltd. | 1,753,216 | 0.1 | |||||||||||
61,491,520 | 4.5 | |||||||||||||
Financials: 25.5% | ||||||||||||||
115,338 | 3i Group PLC | 817,038 | 0.1 | |||||||||||
105,166 | Aberdeen Asset Management PLC | 448,138 | 0.0 | |||||||||||
45,443 | Acom Co., Ltd. | 213,992 | 0.0 | |||||||||||
22,488 | Admiral Group PLC | 549,512 | 0.0 | |||||||||||
205,435 | Aegon NV | 1,161,836 | 0.1 | |||||||||||
13,598 | AEON Financial Service Co., Ltd. | 303,762 | 0.0 | |||||||||||
12,042 | Aeon Mall Co., Ltd. | 206,546 | 0.0 | |||||||||||
23,012 | Ageas | 1,068,082 | 0.1 | |||||||||||
1,353,299 | AIA Group Ltd. | 8,086,074 | 0.6 | |||||||||||
50,886 | Allianz SE | 8,970,132 | 0.7 | |||||||||||
340,299 | AMP Ltd. | 1,433,839 | 0.1 | |||||||||||
142,682 | Aozora Bank Ltd. | 497,935 | 0.0 | |||||||||||
249,297 | Ascendas Real Estate Investment Trust | 399,538 | 0.0 | |||||||||||
128,766 | Assicurazioni Generali S.p.A. | 2,352,141 | 0.2 | |||||||||||
23,550 | ASX Ltd. | 724,526 | 0.1 | |||||||||||
313,018 | Australia & New Zealand Banking Group Ltd. | 6,316,625 | 0.5 | |||||||||||
447,471 | Aviva PLC | 3,396,538 | 0.3 | |||||||||||
213,688 | AXA S.A. | 5,838,751 | 0.4 | |||||||||||
5,722 | Baloise Holding AG | 725,197 | 0.1 | |||||||||||
270,704 | @ | Banca Monte dei Paschi di Siena SpA | 358,364 | 0.0 | ||||||||||
4,040,826 | @,L | Banco Comercial Portugues SA | 214,137 | 0.0 | ||||||||||
558,867 | Banco de Sabadell SA | 990,480 | 0.1 | |||||||||||
41,944 | Banco Popolare SC | 578,005 | 0.0 | |||||||||||
189,940 | L | Banco Popular Espanol SA - Interim | 625,834 | 0.1 | ||||||||||
– | Banco Popular Espanol S.A. | – | – | |||||||||||
1,604,136 | Banco Santander SA | 7,891,383 | 0.6 | |||||||||||
139,262 | Bank Hapoalim BM | 718,871 | 0.1 | |||||||||||
173,356 | Bank Leumi Le-Israel BM | 601,080 | 0.0 | |||||||||||
136,152 | L | Bank of East Asia Ltd. | 505,053 | 0.0 | ||||||||||
43,557 | Bank of Kyoto Ltd. | 403,933 | 0.0 | |||||||||||
42,609 | Bank of Queensland Ltd. | 429,823 | 0.0 | |||||||||||
136,809 | Bank of Yokohama Ltd. | 838,585 | 0.1 | |||||||||||
546,447 | Bankia SA | 635,913 | 0.1 | |||||||||||
75,624 | Bankinter S.A. | 536,277 | 0.0 | |||||||||||
1,862,535 | Barclays PLC | 5,995,107 | 0.4 | |||||||||||
708,642 | Banco Bilbao Vizcaya Argentaria S.A. | 5,177,924 | 0.4 | |||||||||||
53,801 | Bendigo Bank Ltd. | 465,369 | 0.0 | |||||||||||
874,585 | @ | BGP Holdings PLC | – | – | ||||||||||
117,838 | BNP Paribas | 6,666,995 | 0.5 | |||||||||||
422,917 | BOC Hong Kong Holdings Ltd. | 1,286,946 | 0.1 | |||||||||||
113,242 | British Land Co. PLC | 1,310,316 | 0.1 | |||||||||||
160,000 | CapitaCommercial Trust | 151,805 | 0.0 | |||||||||||
101,444 | Capital Shopping Centres Group PLC | 473,941 | 0.0 | |||||||||||
309,696 | CapitaLand Ltd. | 727,937 | 0.1 | |||||||||||
296,801 | CapitaMall Trust | 402,726 | 0.0 | |||||||||||
34,959 | Challenger Ltd. | 220,324 | 0.0 | |||||||||||
306,199 | Cheung Kong Property Holdings Ltd. | 1,980,797 | 0.1 | |||||||||||
81,266 | Chiba Bank Ltd. | 576,682 | 0.0 | |||||||||||
22,006 | Chugoku Bank Ltd. | 293,642 | 0.0 | |||||||||||
50,681 | City Developments Ltd. | 272,644 | 0.0 | |||||||||||
112,565 | Commerzbank AG | 1,161,517 | 0.1 | |||||||||||
189,364 | Commonwealth Bank of Australia | 11,707,307 | 0.9 | |||||||||||
118,801 | Credit Agricole SA | 1,399,975 | 0.1 | |||||||||||
17,524 | Credit Saison Co., Ltd. | 345,262 | 0.0 | |||||||||||
186,105 | @ | Credit Suisse Group AG | 4,009,067 | 0.3 | ||||||||||
268,509 | L | CaixaBank SA | 934,581 | 0.1 | ||||||||||
122,383 | Dai-ichi Life Insurance Co., Ltd. | 2,036,170 | 0.2 | |||||||||||
7,881 | Daito Trust Construction Co., Ltd. | 910,338 | 0.1 | |||||||||||
66,254 | Daiwa House Industry Co., Ltd. | 1,904,561 | 0.1 | |||||||||||
190,121 | Daiwa Securities Group, Inc. | 1,162,342 | 0.1 | |||||||||||
78,987 | Danske Bank A/S | 2,119,403 | 0.2 | |||||||||||
197,620 | DBS Group Holdings Ltd. | 2,316,008 | 0.2 | |||||||||||
152,570 | Deutsche Bank AG | 3,705,133 | 0.3 | |||||||||||
21,984 | Deutsche Boerse AG | 1,932,430 | 0.1 | |||||||||||
39,336 | Deutsche Wohnen AG | 1,087,718 | 0.1 | |||||||||||
110,927 | Dexus Property Group | 601,686 | 0.0 |
See Accompanying Notes to Financial Statements
20 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
159,585 | Direct Line Insurance Group PLC | 956,576 | 0.1 | |||||||||||
109,251 | DnB NOR ASA | 1,346,106 | 0.1 | |||||||||||
31,436 | Erste Bank der Oesterreichischen Sparkassen AG | 983,640 | 0.1 | |||||||||||
4,527 | Eurazeo SA | 312,225 | 0.0 | |||||||||||
11,951 | Exor S.p.A. | 542,419 | 0.0 | |||||||||||
251,541 | First Pacific Co. | 166,630 | 0.0 | |||||||||||
3,247 | Fonciere Des Regions | 290,418 | 0.0 | |||||||||||
94,719 | Fukuoka Financial Group, Inc. | 469,676 | 0.0 | |||||||||||
3,130 | Gecina S.A. | 380,521 | 0.0 | |||||||||||
22,766 | Gjensidige Forsikring ASA | 364,373 | 0.0 | |||||||||||
376,197 | Global Logistic Properties Ltd. | 568,118 | 0.0 | |||||||||||
210,380 | Goodman Group | 953,324 | 0.1 | |||||||||||
3,216,856 | Governor & Co. of the Bank of Ireland | 1,177,875 | 0.1 | |||||||||||
206,363 | GPT Group | 714,674 | 0.1 | |||||||||||
8,756 | Groupe Bruxelles Lambert S.A. | 749,232 | 0.1 | |||||||||||
52,145 | Gunma Bank Ltd. | 303,183 | 0.0 | |||||||||||
57,047 | Hachijuni Bank Ltd. | 349,127 | 0.0 | |||||||||||
87,058 | Hammerson PLC | 769,629 | 0.1 | |||||||||||
253,823 | Hang Lung Properties Ltd. | 575,127 | 0.0 | |||||||||||
87,536 | Hang Seng Bank Ltd. | 1,659,101 | 0.1 | |||||||||||
7,265 | Hannover Rueck SE | 829,591 | 0.1 | |||||||||||
26,655 | Hargreaves Lansdown PLC | 591,761 | 0.0 | |||||||||||
134,029 | Henderson Land Development Co., Ltd. | 817,579 | 0.1 | |||||||||||
18,000 | Hiroshima Bank Ltd. | 102,308 | 0.0 | |||||||||||
50,000 | Hokugin Financial Group, Inc. | 101,927 | 0.0 | |||||||||||
125,488 | Hong Kong Exchanges and Clearing Ltd. | 3,196,780 | 0.2 | |||||||||||
38,433 | @ | Hongkong Land Holdings Ltd. - HKHGF | 263,266 | 0.0 | ||||||||||
2,169,338 | HSBC Holdings PLC | 17,125,323 | 1.3 | |||||||||||
77,644 | Hysan Development Co., Ltd. | 317,227 | 0.0 | |||||||||||
3,958 | Icade | 265,662 | 0.0 | |||||||||||
64,008 | ICAP PLC | 480,452 | 0.0 | |||||||||||
8,717 | Industrivarden AB | 149,130 | 0.0 | |||||||||||
431,504 | ING Groep NV | 5,838,296 | 0.4 | |||||||||||
267,858 | Insurance Australia Group Ltd. | 1,075,719 | 0.1 | |||||||||||
1,447,254 | Intesa Sanpaolo SpA - ISP | 4,806,356 | 0.4 | |||||||||||
58,136 | Intesa Sanpaolo SpA - ISPR | 177,591 | 0.0 | |||||||||||
65,024 | Investec PLC - INVP - GBP | 458,487 | 0.0 | |||||||||||
50,854 | Investor AB | 1,868,894 | 0.1 | |||||||||||
35,356 | Iyo Bank Ltd. | 343,508 | 0.0 | |||||||||||
25,100 | Japan Post Bank Co. Ltd. | 365,448 | 0.0 | |||||||||||
31,900 | Japan Post Holdings Co. Ltd. | 494,975 | 0.1 | |||||||||||
98 | Japan Prime Realty Investment Corp. | 334,661 | 0.0 | |||||||||||
144 | Japan Real Estate Investment Corp. | 698,794 | 0.1 | |||||||||||
276 | Japan Retail Fund Investment Corp. | 530,990 | 0.0 | |||||||||||
87,344 | Joyo Bank Ltd. | 413,037 | 0.0 | |||||||||||
25,191 | Julius Baer Group Ltd. | 1,218,669 | 0.1 | |||||||||||
28,494 | KBC Groep NV | 1,781,630 | 0.1 | |||||||||||
72,560 | Kerry Properties Ltd. | 197,463 | 0.0 | |||||||||||
27,530 | Kinnevik Investment AB | 847,959 | 0.1 | |||||||||||
20,009 | Klepierre | 889,401 | 0.1 | |||||||||||
18,400 | Kyushu Financial Group, Inc. | 129,662 | 0.0 | |||||||||||
89,970 | Land Securities Group PLC | 1,559,642 | 0.1 | |||||||||||
667,216 | Legal & General Group PLC | 2,632,785 | 0.2 | |||||||||||
66,564 | Lend Lease Corp., Ltd. | 686,776 | 0.1 | |||||||||||
261,032 | Link REIT | 1,556,242 | 0.1 | |||||||||||
6,317,341 | Lloyds Banking Group Plc | 6,797,467 | 0.5 | |||||||||||
35,529 | London Stock Exchange Group PLC | 1,437,444 | 0.1 | |||||||||||
33,187 | Macquarie Group Ltd. | 1,985,341 | 0.1 | |||||||||||
107,391 | Corp. Mapfre S.A. | 268,819 | 0.0 | |||||||||||
250,000 | Medibank Pvt Ltd. | 389,827 | 0.0 | |||||||||||
71,750 | Mediobanca S.p.A. | 687,803 | 0.1 | |||||||||||
443,942 | Mirvac Group | 635,520 | 0.1 | |||||||||||
137,327 | Mitsubishi Estate Co., Ltd. | 2,855,486 | 0.2 | |||||||||||
1,414,106 | Mitsubishi UFJ Financial Group, Inc. | 8,759,325 | 0.6 | |||||||||||
59,976 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 308,651 | 0.0 | |||||||||||
105,619 | Mitsui Fudosan Co., Ltd. | 2,650,814 | 0.2 | |||||||||||
57,554 | MS&AD Insurance Group Holdings, Inc. | 1,687,752 | 0.1 | |||||||||||
2,599,261 | Mizuho Financial Group, Inc. | 5,198,523 | 0.4 | |||||||||||
18,707 | Muenchener Rueckversicherungs-Gesellschaft AG | 3,727,149 | 0.3 | |||||||||||
291,683 | National Australia Bank Ltd. | 6,365,041 | 0.5 | |||||||||||
108,870 | Natixis SA | 615,891 | 0.0 | |||||||||||
579,094 | New World Development Ltd. | 568,635 | 0.0 | |||||||||||
162 | Nippon Prologis REIT, Inc. | 293,047 | 0.0 | |||||||||||
164 | Nippon Building Fund, Inc. | 783,682 | 0.1 | |||||||||||
38,113 | NKSJ Holdings, Inc. | 1,251,429 | 0.1 | |||||||||||
27,024 | @ | NN Group NV | 953,490 | 0.1 | ||||||||||
406,226 | Nomura Holdings, Inc. | 2,262,701 | 0.2 | |||||||||||
13,745 | Nomura Real Estate Holdings, Inc. | 255,000 | 0.0 | |||||||||||
345 | @ | Nomura Real Estate Master Fund, Inc. | 428,828 | 0.0 | ||||||||||
332,019 | Nordea Bank AB | 3,642,833 | 0.3 | |||||||||||
556,825 | Old Mutual PLC | 1,464,827 | 0.1 | |||||||||||
148,363 | ORIX Corp. | 2,081,305 | 0.2 | |||||||||||
61,814 | Osaka Securities Exchange Co. Ltd. | 966,262 | 0.1 | |||||||||||
339,922 | Oversea-Chinese Banking Corp. | 2,101,543 | 0.2 | |||||||||||
2,448 | Pargesa Holding SA | 154,655 | 0.0 | |||||||||||
1,946 | Partners Group | 699,848 | 0.1 | |||||||||||
12,137 | Provident Financial PLC | 601,788 | 0.0 | |||||||||||
284,832 | Prudential PLC | 6,417,157 | 0.5 | |||||||||||
155,058 | QBE Insurance Group Ltd. | 1,410,277 | 0.1 | |||||||||||
12,113 | L | Raiffeisen International Bank Holding AG | 177,520 | 0.0 |
See Accompanying Notes to Financial Statements
21 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
255,813 | Resona Holdings, Inc. | 1,242,288 | 0.1 | |||||||||||
367,746 | Royal Bank of Scotland Group PLC | 1,634,664 | 0.1 | |||||||||||
118,534 | RSA Insurance Group PLC | 743,965 | 0.1 | |||||||||||
48,715 | Sampo OYJ | 2,473,870 | 0.2 | |||||||||||
23,870 | Softbank Investment Corp. | 257,579 | 0.0 | |||||||||||
607,115 | Scentre Group | 1,841,465 | 0.1 | |||||||||||
13,306 | Schroders PLC | 582,793 | 0.0 | |||||||||||
18,398 | Scor S.A. | 688,415 | 0.1 | |||||||||||
88,090 | Segro PLC | 557,479 | 0.0 | |||||||||||
67,407 | Seven Bank Ltd. | 295,613 | 0.0 | |||||||||||
188,940 | Shinsei Bank Ltd. | 347,704 | 0.0 | |||||||||||
66,181 | Shizuoka Bank Ltd. | 641,826 | 0.1 | |||||||||||
26,664 | Hulic Co. Ltd. | 234,124 | 0.0 | |||||||||||
106,551 | Singapore Exchange Ltd. | 576,273 | 0.0 | |||||||||||
344,626 | Sino Land Co. | 502,036 | 0.0 | |||||||||||
165,325 | Skandinaviska Enskilda Banken AB | 1,738,641 | 0.1 | |||||||||||
81,108 | Societe Generale | 3,737,651 | 0.3 | |||||||||||
21,398 | Sony Financial Holdings, Inc. | 382,751 | 0.0 | |||||||||||
42,033 | St. James's Place PLC | 623,003 | 0.1 | |||||||||||
360,882 | @ | Standard Chartered PLC | 2,994,311 | 0.2 | ||||||||||
223,007 | Standard Life PLC | 1,277,060 | 0.1 | |||||||||||
280,377 | Stockland | 832,293 | 0.1 | |||||||||||
140,251 | Sumitomo Mitsui Financial Group, Inc. | 5,293,220 | 0.4 | |||||||||||
382,859 | Sumitomo Mitsui Trust Holdings, Inc. | 1,450,014 | 0.1 | |||||||||||
39,496 | Sumitomo Realty & Development Co., Ltd. | 1,127,322 | 0.1 | |||||||||||
191,471 | Sun Hung Kai Properties Ltd. | 2,301,402 | 0.2 | |||||||||||
144,370 | Suncorp Group Ltd. | 1,267,566 | 0.1 | |||||||||||
109,000 | Suntec Real Estate Investment Trust | 118,709 | 0.0 | |||||||||||
21,761 | Suruga Bank Ltd. | 448,464 | 0.0 | |||||||||||
165,733 | Svenska Handelsbanken AB | 2,201,180 | 0.2 | |||||||||||
99,294 | Swedbank AB | 2,186,809 | 0.2 | |||||||||||
69,120 | Swire Pacific Ltd. | 772,079 | 0.1 | |||||||||||
135,825 | Swire Properties Ltd. | 390,543 | 0.0 | |||||||||||
3,539 | Swiss Life Holding AG | 953,229 | 0.1 | |||||||||||
6,697 | @ | Swiss Prime Site AG | 523,014 | 0.0 | ||||||||||
39,472 | Swiss Re Ltd. | 3,855,084 | 0.3 | |||||||||||
69,111 | T&D Holdings, Inc. | 911,818 | 0.1 | |||||||||||
75,688 | Tokio Marine Holdings, Inc. | 2,923,421 | 0.2 | |||||||||||
23,411 | Tokyo Tatemono Co., Ltd. | 254,801 | 0.0 | |||||||||||
54,335 | Tokyu Fudosan Holdings Corp. | 340,564 | 0.0 | |||||||||||
6,685 | Tryg A/S | 132,842 | 0.0 | |||||||||||
409,178 | UBS Group AG | 7,937,837 | 0.6 | |||||||||||
11,034 | Unibail-Rodamco SE | 2,801,892 | 0.2 | |||||||||||
533,271 | UniCredit SpA | 2,948,306 | 0.2 | |||||||||||
101,428 | Unione di Banche Italiane SCPA | 677,690 | 0.1 | |||||||||||
100,871 | UnipolSai SpA | 256,628 | 0.0 | |||||||||||
149,356 | United Overseas Bank Ltd. | 2,059,144 | 0.2 | |||||||||||
302 | United Urban Investment Corp. | 409,982 | 0.0 | |||||||||||
394,260 | Vicinity Centres | 799,824 | 0.1 | |||||||||||
52,435 | Vonovia SE | 1,619,888 | 0.1 | |||||||||||
3,641 | Wendel | 433,007 | 0.0 | |||||||||||
225,967 | Westfield Corp. | 1,554,631 | 0.1 | |||||||||||
369,162 | Westpac Banking Corp. | 8,948,385 | 0.7 | |||||||||||
159,857 | Wharf Holdings Ltd. | 881,368 | 0.1 | |||||||||||
105,504 | Wheelock & Co., Ltd. | 442,714 | 0.0 | |||||||||||
23,000 | Yamaguchi Financial Group, Inc. | 272,486 | 0.0 | |||||||||||
16,754 | Zurich Insurance Group AG | 4,304,103 | 0.3 | |||||||||||
347,846,008 | 25.5 | |||||||||||||
Health Care: 11.7% | ||||||||||||||
11,550 | Actelion Ltd. - Reg | 1,604,799 | 0.1 | |||||||||||
21,568 | Alfresa Holdings Corp. | 425,974 | 0.0 | |||||||||||
233,620 | Astellas Pharma, Inc. | 3,325,759 | 0.3 | |||||||||||
140,068 | AstraZeneca PLC | 9,461,279 | 0.7 | |||||||||||
91,855 | Bayer AG | 11,471,867 | 0.8 | |||||||||||
25,706 | Chugai Pharmaceutical Co., Ltd. | 896,024 | 0.1 | |||||||||||
7,040 | Cochlear Ltd. | 487,178 | 0.0 | |||||||||||
12,805 | L | Coloplast A/S | 1,033,839 | 0.1 | ||||||||||
51,278 | CSL Ltd. | 3,909,410 | 0.3 | |||||||||||
73,493 | Daiichi Sankyo Co., Ltd. | 1,516,874 | 0.1 | |||||||||||
18,409 | L | Dainippon Sumitomo Pharma Co., Ltd. | 216,885 | 0.0 | ||||||||||
28,079 | Eisai Co., Ltd. | 1,857,448 | 0.1 | |||||||||||
23,332 | Essilor International SA | 2,908,022 | 0.2 | |||||||||||
43,004 | Fresenius SE & Co. KGaA | 3,063,287 | 0.2 | |||||||||||
24,946 | Fresenius Medical Care AG & Co. KGaA | 2,096,338 | 0.2 | |||||||||||
350 | Galenica AG | 547,592 | 0.0 | |||||||||||
22,967 | Getinge AB | 601,627 | 0.1 | |||||||||||
539,607 | GlaxoSmithKline PLC | 10,897,882 | 0.8 | |||||||||||
16,305 | Grifols SA | 753,651 | 0.1 | |||||||||||
92,884 | Healthscope Ltd. | 178,991 | 0.0 | |||||||||||
5,429 | Hisamitsu Pharmaceutical Co., Inc. | 227,924 | 0.0 | |||||||||||
26,714 | Kyowa Hakko Kogyo Co., Ltd. | 420,336 | 0.0 | |||||||||||
6,339 | Lonza Group AG | 1,030,943 | 0.1 | |||||||||||
22,100 | M3, Inc. | 458,226 | 0.0 | |||||||||||
14,589 | Merck KGaA | 1,412,527 | 0.1 | |||||||||||
3,932 | Miraca Holdings, Inc. | 173,014 | 0.0 | |||||||||||
25,613 | Mitsubishi Tanabe Pharma Corp. | 441,277 | 0.0 | |||||||||||
251,716 | Novartis AG | 21,652,428 | 1.6 | |||||||||||
217,387 | Novo Nordisk A/S | 12,586,318 | 0.9 | |||||||||||
28,757 | Olympus Corp. | 1,132,125 | 0.1 | |||||||||||
9,418 | Ono Pharmaceutical Co., Ltd. | 1,679,339 | 0.1 | |||||||||||
11,104 | Orion Oyj | 384,181 | 0.0 | |||||||||||
43,346 | Otsuka Holdings Co. Ltd. | 1,540,037 | 0.1 | |||||||||||
26,103 | Qiagen NV | 707,504 | 0.1 | |||||||||||
16,464 | Ramsay Health Care Ltd. | 809,570 | 0.1 | |||||||||||
77,833 | Roche Holding AG | 21,568,179 | 1.6 | |||||||||||
45,693 | Ryman Healthcare Ltd. | 265,180 | 0.0 | |||||||||||
131,257 | Sanofi | 11,186,013 | 0.8 | |||||||||||
44,645 | Santen Pharmaceutical Co., Ltd. | 735,009 | 0.1 | |||||||||||
33,632 | Shionogi & Co., Ltd. | 1,521,183 | 0.1 | |||||||||||
65,479 | Shire PLC | 4,492,371 | 0.3 | |||||||||||
101,057 | Smith & Nephew PLC | 1,801,056 | 0.1 | |||||||||||
46,615 | Sonic Healthcare Ltd. | 603,530 | 0.1 |
See Accompanying Notes to Financial Statements
22 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
6,312 | Sonova Holding AG - Reg | 801,962 | 0.1 | |||||||||||
9,317 | Suzuken Co., Ltd. | 354,066 | 0.0 | |||||||||||
17,438 | Sysmex Corp. | 1,118,555 | 0.1 | |||||||||||
87,962 | Takeda Pharmaceutical Co., Ltd. | 4,385,738 | 0.3 | |||||||||||
34,264 | Terumo Corp. | 1,061,959 | 0.1 | |||||||||||
97,441 | Teva Phaemaceutical Industries Ltd. | 6,357,140 | �� | 0.5 | ||||||||||
13,885 | UCB S.A. | 1,253,310 | 0.1 | |||||||||||
1,294 | William Demant Holding | 123,259 | 0.0 | |||||||||||
159,538,985 | 11.7 | |||||||||||||
Industrials: 12.9% | ||||||||||||||
245,387 | @ | ABB Ltd. | 4,379,573 | 0.3 | ||||||||||
49,211 | Abertis Infraestructuras S.A. | 769,634 | 0.1 | |||||||||||
19,741 | ACS Actividades de Construccion y Servicios S.A. | 577,575 | 0.0 | |||||||||||
18,573 | Adecco S.A. | 1,271,187 | 0.1 | |||||||||||
7,070 | #,@ | Aena SA | 809,584 | 0.1 | ||||||||||
5,180 | @ | AerCap Holdings NV | 223,569 | 0.0 | ||||||||||
3,387 | @ | Aeroports de Paris | 394,142 | 0.0 | ||||||||||
29,629 | Aggreko PLC | 398,859 | 0.0 | |||||||||||
33,979 | Alfa Laval AB | 620,323 | 0.1 | |||||||||||
141,895 | All Nippon Airways Co., Ltd. | 409,382 | 0.0 | |||||||||||
25,213 | L | Alstom SA | 770,132 | 0.1 | ||||||||||
40,389 | Amada Holdings Co., Ltd. | 385,420 | 0.0 | |||||||||||
8,945 | Andritz AG | 435,340 | 0.0 | |||||||||||
423 | AP Moller - Maersk A/S - Class A | 544,703 | 0.0 | |||||||||||
726 | AP Moller - Maersk A/S - Class B | 946,925 | 0.1 | |||||||||||
112,107 | Asahi Glass Co., Ltd. | 642,244 | 0.1 | |||||||||||
79,488 | Asciano Group | 505,360 | 0.0 | |||||||||||
54,691 | Ashtead Group PLC | 900,101 | 0.1 | |||||||||||
109,706 | Assa Abloy AB | 2,296,444 | 0.2 | |||||||||||
44,228 | Atlantia S.p.A | 1,170,210 | 0.1 | |||||||||||
75,537 | Atlas Copco - A | 1,852,530 | 0.1 | |||||||||||
42,626 | Atlas Copco - B | 979,989 | 0.1 | |||||||||||
119,731 | Auckland International Airport Ltd. | 469,716 | 0.0 | |||||||||||
234,372 | Aurizon Holdings Ltd. | 744,035 | 0.1 | |||||||||||
28,935 | Babcock International Group | 433,019 | 0.0 | |||||||||||
347,756 | BAE Systems PLC | 2,560,374 | 0.2 | |||||||||||
82,988 | Bollore Investissement | 386,696 | 0.0 | |||||||||||
20,996 | Bouygues S.A. | 832,509 | 0.1 | |||||||||||
177,616 | Brambles Ltd. | 1,487,513 | 0.1 | |||||||||||
17,294 | Brenntag AG | 901,156 | 0.1 | |||||||||||
37,134 | Bunzl PLC | 1,030,265 | 0.1 | |||||||||||
28,039 | Bureau Veritas SA | 558,859 | 0.0 | |||||||||||
75,289 | Capita Group PLC | 1,339,588 | 0.1 | |||||||||||
135,879 | Cathay Pacific Airways Ltd. | 233,801 | 0.0 | |||||||||||
15,728 | Central Japan Railway Co. | 2,792,254 | 0.2 | |||||||||||
51,850 | L | Cie de Saint-Gobain | 2,246,946 | 0.2 | ||||||||||
13,084 | CIMIC Group Ltd. | 229,516 | 0.0 | |||||||||||
298,699 | CK Hutchison Holdings Ltd. | 4,015,091 | 0.3 | |||||||||||
110,890 | CNH Industrial NV | 759,483 | 0.1 | |||||||||||
134,751 | Cobham PLC | 562,707 | 0.0 | |||||||||||
256,402 | ComfortDelgro Corp., Ltd. | 549,027 | 0.0 | |||||||||||
68,748 | Dai Nippon Printing Co., Ltd. | 679,824 | 0.1 | |||||||||||
26,298 | Daikin Industries Ltd. | 1,915,065 | 0.1 | |||||||||||
26,607 | Deutsche Lufthansa AG | 419,091 | 0.0 | |||||||||||
105,380 | Deutsche Post AG | 2,946,209 | 0.2 | |||||||||||
22,274 | DSV A/S | 876,786 | 0.1 | |||||||||||
37,233 | East Japan Railway Co. | 3,506,081 | 0.3 | |||||||||||
18,274 | easyJet PLC | 468,676 | 0.0 | |||||||||||
24,374 | Edenred | 460,746 | 0.0 | |||||||||||
65,734 | Airbus Group SE | 4,429,666 | 0.3 | |||||||||||
110,441 | Experian PLC | 1,951,991 | 0.1 | |||||||||||
21,493 | Fanuc Ltd. | 3,703,026 | 0.3 | |||||||||||
49,478 | Ferrovial SA | 1,118,863 | 0.1 | |||||||||||
48,679 | Finmeccanica S.p.A. | 676,849 | 0.1 | |||||||||||
3,751 | Fraport AG Frankfurt Airport Services Worldwide | 239,210 | 0.0 | |||||||||||
67,617 | Fuji Electric Holdings Co., Ltd. | 283,577 | 0.0 | |||||||||||
184,790 | Group 4 Securicor PLC | 613,837 | 0.1 | |||||||||||
19,929 | GEA Group AG | 805,153 | 0.1 | |||||||||||
4,333 | Geberit AG - Reg | 1,467,599 | 0.1 | |||||||||||
56,566 | Groupe Eurotunnel S.A. | 703,746 | 0.1 | |||||||||||
141,788 | Hankyu Hanshin Holdings, Inc. | 921,606 | 0.1 | |||||||||||
29,836 | Hexagon AB | 1,103,718 | 0.1 | |||||||||||
29,132 | Hino Motors Ltd. | 336,692 | 0.0 | |||||||||||
12,410 | Hitachi Construction Machinery Co., Ltd. | 193,004 | 0.0 | |||||||||||
2,700 | Hoshizaki Electric Co., Ltd. | 167,846 | 0.0 | |||||||||||
693,673 | Hutchison Port Holdings Trust | 367,647 | 0.0 | |||||||||||
158,424 | IHI Corp. | 437,329 | 0.0 | |||||||||||
31,108 | IMI PLC | 394,740 | 0.0 | |||||||||||
95,507 | @ | International Consolidated Airlines Group SA | 856,052 | 0.1 | ||||||||||
18,726 | Intertek Group PLC | 766,021 | 0.1 | |||||||||||
12,943 | ISS A/S | 466,553 | 0.0 | |||||||||||
176,016 | Itochu Corp. | 2,081,997 | 0.2 | |||||||||||
14,678 | Japan Airlines Co. Ltd. | 525,368 | 0.0 | |||||||||||
3,600 | L | Japan Airport Terminal Co., Ltd. | 159,369 | 0.0 | ||||||||||
24,639 | JGC Corp. | 377,130 | 0.0 | |||||||||||
30,992 | LIXIL Group Corp. | 688,323 | 0.1 | |||||||||||
24,765 | JTEKT Corp. | 405,356 | 0.0 | |||||||||||
98,909 | Kajima Corp. | 588,652 | 0.1 | |||||||||||
29,520 | Kamigumi Co., Ltd. | 254,162 | 0.0 | |||||||||||
170,535 | Kawasaki Heavy Industries Ltd. | 630,961 | 0.1 | |||||||||||
23,000 | Keihan Electric Railway Co., Ltd. | 154,037 | 0.0 | |||||||||||
57,217 | Keihin Electric Express Railway Co., Ltd. | 472,798 | 0.0 | |||||||||||
72,343 | Keio Corp. | 624,734 | 0.1 | |||||||||||
34,996 | Keisei Electric Railway Co., Ltd. | 446,488 | 0.0 | |||||||||||
169,604 | Keppel Corp., Ltd. | 774,781 | 0.1 | |||||||||||
221,972 | Kintetsu Group Holdings Co., Ltd. | 902,491 | 0.1 | |||||||||||
104,183 | Komatsu Ltd. | 1,704,689 | 0.1 | |||||||||||
36,125 | L | Kone OYJ | 1,529,579 | 0.1 | ||||||||||
105,919 | Koninklijke Philips NV | 2,703,519 | 0.2 |
See Accompanying Notes to Financial Statements
23 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
9,060 | Boskalis Westminster NV | 369,579 | 0.0 | |||||||||||
8,090 | Koninklijke Vopak NV | 348,396 | 0.0 | |||||||||||
122,222 | @ | Kubota Corp. | 1,888,165 | 0.1 | ||||||||||
5,741 | Kuehne & Nagel International AG | 786,512 | 0.1 | |||||||||||
11,248 | Kurita Water Industries Ltd. | 235,549 | 0.0 | |||||||||||
29,889 | Legrand S.A. | 1,690,689 | 0.1 | |||||||||||
3,800 | Mabuchi Motor Co., Ltd. | 205,941 | 0.0 | |||||||||||
13,904 | Makita Corp. | 801,241 | 0.1 | |||||||||||
3,805 | MAN SE | 382,374 | 0.0 | |||||||||||
181,256 | Marubeni Corp. | 931,855 | 0.1 | |||||||||||
95,958 | Meggitt PLC | 529,812 | 0.0 | |||||||||||
115,373 | Melrose Industries PLC | 494,196 | 0.0 | |||||||||||
12,260 | Metso OYJ | 274,628 | 0.0 | |||||||||||
32,000 | Minebea Co., Ltd. | 273,983 | 0.0 | |||||||||||
144,493 | Mitsubishi Corp. | 2,403,370 | 0.2 | |||||||||||
216,361 | Mitsubishi Electric Corp. | 2,271,108 | 0.2 | |||||||||||
342,193 | Mitsubishi Heavy Industries Ltd. | 1,496,240 | 0.1 | |||||||||||
14,490 | Mitsubishi Logistics Corp. | 190,923 | 0.0 | |||||||||||
187,001 | Mitsui & Co., Ltd. | 2,221,953 | 0.2 | |||||||||||
124,930 | Mitsui OSK Lines Ltd. | 315,108 | 0.0 | |||||||||||
150,644 | MTR Corp. | 743,852 | 0.1 | |||||||||||
13,521 | @ | Nabtesco Corp. | 274,681 | 0.0 | ||||||||||
102,000 | Nagoya Railroad Co., Ltd. | 424,535 | 0.0 | |||||||||||
30,769 | NGK Insulators Ltd. | 693,539 | 0.1 | |||||||||||
24,692 | Nidec Corp. | 1,790,565 | 0.1 | |||||||||||
101,220 | Nippon Express Co., Ltd. | 475,656 | 0.0 | |||||||||||
192,030 | Nippon Yusen KK | 465,422 | 0.0 | |||||||||||
527,011 | Noble Group Ltd. | 147,308 | 0.0 | |||||||||||
55,549 | NSK Ltd. | 603,591 | 0.1 | |||||||||||
128,604 | L | NWS Holdings Ltd. | 191,973 | 0.0 | ||||||||||
77,015 | Obayashi Corp. | 710,633 | 0.1 | |||||||||||
6,786 | @ | OCI | 167,558 | 0.0 | ||||||||||
76,654 | Odakyu Electric Railway Co., Ltd. | 825,319 | 0.1 | |||||||||||
92,433 | Orkla ASA | 729,197 | 0.1 | |||||||||||
10,412 | Osram Licht AG | 435,005 | 0.0 | |||||||||||
11,799 | Park24 Co., Ltd. | 285,859 | 0.0 | |||||||||||
23,718 | Prysmian S.p.A. | 518,220 | 0.0 | |||||||||||
51,328 | Qantas Airways Ltd. | 152,140 | 0.0 | |||||||||||
14,909 | Randstad Holdings NV | 928,409 | 0.1 | |||||||||||
11,800 | Recruit Holdings Co. Ltd. | 346,847 | 0.0 | |||||||||||
30,576 | Rexel SA | 407,145 | 0.0 | |||||||||||
19,437,614 | @ | Rolls-Royce Holdings PLC | 28,655 | 0.0 | ||||||||||
205,836 | @ | Rolls-Royce Holdings PLC | 1,743,528 | 0.1 | ||||||||||
74,647 | Royal Mail PLC | 488,932 | 0.0 | |||||||||||
34,875 | Safran S.A. | 2,396,022 | 0.2 | |||||||||||
119,441 | Sandvik AB | 1,041,168 | 0.1 | |||||||||||
4,939 | Schindler Holding AG - Part Cert | 826,289 | 0.1 | |||||||||||
2,262 | Schindler Holding AG - Reg | 381,461 | 0.0 | |||||||||||
60,465 | Schneider Electric SE | 3,434,669 | 0.3 | |||||||||||
23,906 | Secom Co., Ltd. | 1,620,104 | 0.1 | |||||||||||
37,506 | Securitas AB | 573,501 | 0.0 | |||||||||||
39,012 | Seek Ltd. | 434,209 | 0.0 | |||||||||||
11,000 | Seibu Holdings, Inc. | 224,646 | 0.0 | |||||||||||
115,094 | SembCorp Industries Ltd. | 246,702 | 0.0 | |||||||||||
89,438 | L | SembCorp Marine Ltd. | 110,048 | 0.0 | ||||||||||
596 | SGS S.A. | 1,132,698 | 0.1 | |||||||||||
71,692 | Shimizu Corp. | 584,593 | 0.0 | |||||||||||
87,325 | Siemens AG | 8,448,379 | 0.6 | |||||||||||
71,560 | Singapore Airlines Ltd. | 563,855 | 0.0 | |||||||||||
41,062 | Skanska AB | 796,340 | 0.1 | |||||||||||
46,369 | SKF AB - B Shares | 748,920 | 0.1 | |||||||||||
6,136 | SMC Corp. | 1,593,727 | 0.1 | |||||||||||
45,512 | Smiths Group PLC | 629,385 | 0.1 | |||||||||||
238,873 | Snam Rete Gas S.p.A. | 1,246,670 | 0.1 | |||||||||||
3,513 | Societe BIC S.A. | 578,085 | 0.0 | |||||||||||
4,600 | Sohgo Security Services Co., Ltd. | 215,735 | 0.0 | |||||||||||
189,406 | Singapore Technologies Engineering Ltd. | 400,383 | 0.0 | |||||||||||
1,570 | Sulzer AG | 147,570 | 0.0 | |||||||||||
126,155 | Sumitomo Corp. | 1,286,192 | 0.1 | |||||||||||
84,733 | Sumitomo Electric Industries Ltd. | 1,196,500 | 0.1 | |||||||||||
68,982 | Sumitomo Heavy Industries | 309,237 | 0.0 | |||||||||||
126,308 | Sydney Airport | 581,309 | 0.0 | |||||||||||
120,809 | Taisei Corp. | 795,765 | 0.1 | |||||||||||
10,923 | Thales S.A. | 817,588 | 0.1 | |||||||||||
13,878 | THK Co., Ltd. | 257,216 | 0.0 | |||||||||||
49,570 | TNT Express NV | 419,307 | 0.0 | |||||||||||
118,927 | Tobu Railway Co., Ltd. | 586,598 | 0.0 | |||||||||||
132,389 | Tokyu Corp. | 1,046,190 | 0.1 | |||||||||||
66,432 | Toppan Printing Co., Ltd. | 612,049 | 0.1 | |||||||||||
451,619 | Toshiba Corp. | 928,179 | 0.1 | |||||||||||
16,434 | Toto Ltd. | 577,360 | 0.0 | |||||||||||
25,754 | Toyota Tsusho Corp. | 602,458 | 0.1 | |||||||||||
212,629 | Transurban Group - Stapled Security | 1,611,716 | 0.1 | |||||||||||
29,333 | Travis Perkins PLC | 850,969 | 0.1 | |||||||||||
25,393 | Vestas Wind Systems A/S | 1,773,417 | 0.1 | |||||||||||
53,405 | Vinci S.A. | 3,422,999 | 0.3 | |||||||||||
172,584 | Volvo AB - B Shares | 1,600,295 | 0.1 | |||||||||||
16,971 | Wartsila OYJ | 774,865 | 0.1 | |||||||||||
24,551 | Weir Group PLC | 360,627 | 0.0 | |||||||||||
18,821 | West Japan Railway Co. | 1,300,965 | 0.1 | |||||||||||
28,539 | Wolseley PLC | 1,550,045 | 0.1 | |||||||||||
39,401 | Yamato Holdings Co., Ltd. | 834,834 | 0.1 | |||||||||||
18,791 | Zardoya Otis SA | 219,770 | 0.0 | |||||||||||
21,831 | Zodiac Aerospace | 519,806 | 0.0 | |||||||||||
176,619,024 | 12.9 | |||||||||||||
Information Technology: 5.2% | ||||||||||||||
313,995 | Alcatel-Lucent | 1,244,983 | 0.1 | |||||||||||
16,200 | Alps Electric Co., Ltd. | 439,312 | 0.0 | |||||||||||
50,069 | Amadeus IT Holding S.A. | 2,206,785 | 0.2 | |||||||||||
157,617 | ARM Holdings PLC | 2,402,417 | 0.2 | |||||||||||
26,300 | ASM Pacific Technology Ltd. | 205,337 | 0.0 | |||||||||||
38,336 | ASML Holding NV | 3,406,229 | 0.3 | |||||||||||
9,338 | Atos SE | 783,953 | 0.1 | |||||||||||
64,248 | #,@ | Auto Trader Group PLC | 418,890 | 0.0 | ||||||||||
27,686 | Brother Industries Ltd. | 318,050 | 0.0 | |||||||||||
116,493 | Canon, Inc. | 3,523,917 | 0.3 | |||||||||||
17,078 | Cap Gemini SA | 1,584,601 | 0.1 | |||||||||||
6,750 | @ | Check Point Software Technologies | 549,315 | 0.0 | ||||||||||
31,467 | Citizen Holdings Co., Ltd. | 226,162 | 0.0 | |||||||||||
58,883 | Computershare Ltd. | 495,473 | 0.0 |
See Accompanying Notes to Financial Statements
24 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
15,438 | Dassault Systemes SA | 1,233,979 | 0.1 | |||||||||||
339,562 | Telefonaktiebolaget LM Ericsson | 3,273,821 | 0.3 | |||||||||||
51,560 | Fuji Photo Film Co., Ltd. | 2,151,728 | 0.2 | |||||||||||
211,135 | Fujitsu Ltd. | 1,053,800 | 0.1 | |||||||||||
9,392 | L | Gemalto NV | 563,542 | 0.1 | ||||||||||
42,596 | L | GungHo Online Entertainment, Inc. | 115,718 | 0.0 | ||||||||||
17,442 | Hamamatsu Photonics KK | 478,176 | 0.0 | |||||||||||
3,680 | Hirose Electric Co., Ltd. | 445,546 | 0.0 | |||||||||||
532,956 | Hitachi Ltd. | 3,019,929 | 0.2 | |||||||||||
45,637 | Hoya Corp. | 1,866,215 | 0.1 | |||||||||||
127,801 | Infineon Technologies AG | 1,863,184 | 0.1 | |||||||||||
5,262 | Ingenico Group SA | 664,179 | 0.1 | |||||||||||
17,323 | Kakaku.com, Inc. | 340,737 | 0.0 | |||||||||||
5,122 | @ | Keyence Corp. | 2,815,078 | 0.2 | ||||||||||
11,566 | Konami Corp. | 275,323 | 0.0 | |||||||||||
52,623 | Konica Minolta Holdings, Inc. | 527,029 | 0.0 | |||||||||||
36,594 | Kyocera Corp. | 1,699,445 | 0.1 | |||||||||||
4,200 | Mixi, Inc. | 157,094 | 0.0 | |||||||||||
7,480 | @,L | Mobileye NV | 316,254 | 0.0 | ||||||||||
22,448 | Murata Manufacturing Co., Ltd. | 3,229,847 | 0.2 | |||||||||||
302,207 | NEC Corp. | 957,549 | 0.1 | |||||||||||
11,200 | Nexon Co. Ltd. | 182,199 | 0.0 | |||||||||||
7,777 | NICE Systems Ltd. | 446,865 | 0.0 | |||||||||||
11,694 | Nintendo Co., Ltd. | 1,608,043 | 0.1 | |||||||||||
45,414 | Nippon Electric Glass Co., Ltd. | 228,894 | 0.0 | |||||||||||
410,227 | Nokia OYJ | 2,902,175 | 0.2 | |||||||||||
14,506 | Nomura Research Institute Ltd. | 557,085 | 0.1 | |||||||||||
14,884 | NTT Data Corp. | 719,584 | 0.1 | |||||||||||
15,070 | NXP Semiconductor NV - NXPI - US | 1,269,648 | 0.1 | |||||||||||
5,300 | Obic Co., Ltd. | 280,554 | 0.0 | |||||||||||
22,323 | Omron Corp. | 744,403 | 0.1 | |||||||||||
5,861 | Otsuka Corp. | 287,915 | 0.0 | |||||||||||
81,732 | Ricoh Co., Ltd. | 841,578 | 0.1 | |||||||||||
11,450 | Rohm Co., Ltd. | 579,952 | 0.1 | |||||||||||
130,261 | Sage Group PLC | 1,157,385 | 0.1 | |||||||||||
108,341 | SAP SE | 8,597,249 | 0.6 | |||||||||||
30,216 | Seiko Epson Corp. | 465,301 | 0.0 | |||||||||||
28,172 | Shimadzu Corp. | 471,597 | 0.0 | |||||||||||
72,292 | L | STMicroelectronics NV | 483,980 | 0.0 | ||||||||||
14,112 | TDK Corp. | 903,788 | 0.1 | |||||||||||
19,265 | Tokyo Electron Ltd. | 1,167,167 | 0.1 | |||||||||||
12,453 | Trend Micro, Inc. | 505,307 | 0.0 | |||||||||||
14,162 | United Internet AG | 778,619 | 0.1 | |||||||||||
164,444 | Yahoo! Japan Corp. | 668,449 | 0.1 | |||||||||||
25,742 | Yaskawa Electric Corp. | 350,263 | 0.0 | |||||||||||
23,173 | Yokogawa Electric Corp. | 278,677 | 0.0 | |||||||||||
71,330,274 | 5.2 | |||||||||||||
Materials: 6.3% | ||||||||||||||
38,602 | Air Liquide SA | 4,333,739 | 0.3 | |||||||||||
20,043 | Air Water, Inc. | 322,357 | 0.0 | |||||||||||
27,816 | Akzo Nobel NV | 1,858,638 | 0.1 | |||||||||||
290,935 | Alumina Ltd. | 242,797 | 0.0 | |||||||||||
131,431 | Amcor Ltd. | 1,276,881 | 0.1 | |||||||||||
158,173 | Anglo American PLC | 693,943 | 0.1 | |||||||||||
43,524 | Antofagasta PLC | 299,395 | 0.0 | |||||||||||
116,775 | L | ArcelorMittal | 492,700 | 0.0 | ||||||||||
7,673 | Arkema SA | 537,102 | 0.0 | |||||||||||
143,653 | Asahi Kasei Corp. | 971,397 | 0.1 | |||||||||||
101,205 | BASF SE | 7,709,642 | 0.6 | |||||||||||
349,699 | BHP Billiton Ltd. | 4,500,463 | 0.3 | |||||||||||
233,634 | BHP Billiton PLC | 2,605,459 | 0.2 | |||||||||||
30,261 | Boliden AB | 506,999 | 0.0 | |||||||||||
99,008 | Boral Ltd. | 423,313 | 0.0 | |||||||||||
9,262 | Chr Hansen Holding A/S | 579,342 | 0.1 | |||||||||||
31,412 | CRH PLC - Dublin | 905,894 | 0.1 | |||||||||||
60,857 | CRH PLC - London | 1,761,925 | 0.1 | |||||||||||
16,093 | Croda International | 721,050 | 0.1 | |||||||||||
33,384 | Daicel Corp. | 496,817 | 0.0 | |||||||||||
941 | EMS-Chemie Holding AG | 414,131 | 0.0 | |||||||||||
16,017 | Evonik Industries AG | 529,797 | 0.0 | |||||||||||
81,134 | Fletcher Building Ltd. | 406,599 | 0.0 | |||||||||||
183,287 | L | Fortescue Metals Group Ltd. | 246,657 | 0.0 | ||||||||||
24,474 | Fresnillo PLC | 254,461 | 0.0 | |||||||||||
1,053 | Givaudan | 1,911,155 | 0.2 | |||||||||||
1,292,932 | Glencore PLC | 1,713,312 | 0.1 | |||||||||||
15,582 | HeidelbergCement AG | 1,269,902 | 0.1 | |||||||||||
25,910 | Hitachi Metals Ltd. | 319,683 | 0.0 | |||||||||||
27,623 | LafargeHolcim Ltd. | 1,383,217 | 0.1 | |||||||||||
49,610 | Iluka Resources Ltd. | 219,446 | 0.0 | |||||||||||
3,929 | Imerys SA | 274,447 | 0.0 | |||||||||||
203,741 | Incitec Pivot Ltd. | 582,176 | 0.1 | |||||||||||
50,293 | Israel Chemicals Ltd. | 204,154 | 0.0 | |||||||||||
54,118 | James Hardie Industries SE | 682,315 | 0.1 | |||||||||||
54,902 | JFE Holdings, Inc. | 862,093 | 0.1 | |||||||||||
23,189 | Johnson Matthey PLC | 907,110 | 0.1 | |||||||||||
20,435 | JSR Corp. | 318,466 | 0.0 | |||||||||||
20,042 | K+S AG | 510,896 | 0.0 | |||||||||||
13,000 | Kaneka Corp. | 135,125 | 0.0 | |||||||||||
28,553 | Kansai Paint Co., Ltd. | 432,799 | 0.0 | |||||||||||
377,769 | Kobe Steel Ltd. | 410,452 | 0.0 | |||||||||||
19,888 | Koninklijke DSM NV | 997,298 | 0.1 | |||||||||||
42,467 | Kuraray Co., Ltd. | 514,394 | 0.0 | |||||||||||
20,344 | LafargeHolcim Ltd. | 1,029,105 | 0.1 | |||||||||||
10,403 | Lanxess | 478,720 | 0.0 | |||||||||||
20,791 | Linde AG | 3,003,452 | 0.2 | |||||||||||
154,148 | Mitsubishi Chemical Holdings Corp. | 978,026 | 0.1 | |||||||||||
46,678 | Mitsubishi Gas Chemical Co., Inc. | 238,689 | 0.0 | |||||||||||
130,515 | Mitsubishi Materials Corp. | 411,076 | 0.0 | |||||||||||
99,074 | Mitsui Chemicals, Inc. | 439,394 | 0.0 | |||||||||||
33,504 | Mondi PLC | 656,707 | 0.1 | |||||||||||
89,995 | Newcrest Mining Ltd. | 851,551 | 0.1 | |||||||||||
17,717 | Nippon Paint Co., Ltd. | 428,787 | 0.0 | |||||||||||
84,180 | Nippon Steel Corp. | 1,665,279 | 0.1 | |||||||||||
18,442 | Nitto Denko Corp. | 1,346,371 | 0.1 | |||||||||||
156,038 | Norsk Hydro ASA | 580,009 | 0.1 | |||||||||||
27,177 | Novozymes A/S | 1,301,205 | 0.1 | |||||||||||
96,826 | OJI Paper Co., Ltd. | 389,143 | 0.0 | |||||||||||
43,625 | Orica Ltd. | 488,761 | 0.0 | |||||||||||
10,498 | Randgold Resources Ltd. | 646,751 | 0.1 | |||||||||||
80,610 | Rexam PLC | 719,005 | 0.1 | |||||||||||
47,523 | Rio Tinto Ltd. | 1,536,869 | 0.1 | |||||||||||
135,941 | Rio Tinto PLC | 3,957,983 | 0.3 | |||||||||||
45,389 | Shin-Etsu Chemical Co., Ltd. | 2,467,612 | 0.2 | |||||||||||
254 | Sika AG | 917,904 | 0.1 | |||||||||||
7,801 | Solvay S.A. | 832,598 | 0.1 | |||||||||||
370,088 | @ | South32 Ltd. - AUD | 284,301 | 0.0 |
See Accompanying Notes to Financial Statements
25 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
242,587 | @ | South32 Ltd. - GBP | 186,700 | 0.0 | ||||||||||
62,276 | Stora Enso OYJ (Euro Denominated Security) | 563,112 | 0.1 | |||||||||||
172,171 | Sumitomo Chemical Co., Ltd. | 988,795 | 0.1 | |||||||||||
58,561 | Sumitomo Metal Mining Co., Ltd. | 710,867 | 0.1 | |||||||||||
12,690 | Symrise AG | 840,063 | 0.1 | |||||||||||
10,392 | Syngenta AG | 4,067,461 | 0.3 | |||||||||||
137,001 | Taiheiyo Cement Corp. | 400,085 | 0.0 | |||||||||||
16,725 | Taiyo Nippon Sanso Corp. | 151,257 | 0.0 | |||||||||||
106,509 | Teijin Ltd. | 362,968 | 0.0 | |||||||||||
41,116 | ThyssenKrupp AG | 815,062 | 0.1 | |||||||||||
161,903 | Toray Industries, Inc. | 1,504,487 | 0.1 | |||||||||||
19,885 | Toyo Seikan Kaisha Ltd. | 368,850 | 0.0 | |||||||||||
10,826 | Umicore | 454,004 | 0.0 | |||||||||||
57,512 | UPM-Kymmene OYJ | 1,067,734 | 0.1 | |||||||||||
13,220 | Voestalpine AG | 404,378 | 0.0 | |||||||||||
20,948 | Yara International ASA | 900,937 | 0.1 | |||||||||||
86,175,996 | 6.3 | |||||||||||||
Telecommunication Services: 4.9% | ||||||||||||||
18,013 | Proximus SADP | 586,163 | 0.1 | |||||||||||
230,545 | Bezeq Israeli Telecommunication Corp., Ltd. | 507,513 | 0.0 | |||||||||||
932,554 | BT Group PLC | 6,475,298 | 0.5 | |||||||||||
358,726 | Deutsche Telekom AG | 6,442,986 | 0.5 | |||||||||||
17,002 | Elisa OYJ | 639,701 | 0.1 | |||||||||||
210,984 | Orange SA | 3,528,880 | 0.3 | |||||||||||
320,867 | HKT Trust / HKT Ltd. | 409,879 | 0.0 | |||||||||||
3,028 | Iliad SA | 721,813 | 0.1 | |||||||||||
51,643 | Inmarsat PLC | 865,771 | 0.1 | |||||||||||
194,501 | KDDI Corp. | 5,051,229 | 0.4 | |||||||||||
361,732 | @ | Koninklijke KPN NV | 1,368,210 | 0.1 | ||||||||||
7,228 | Millicom International Cellular S.A. | 414,743 | 0.0 | |||||||||||
82,898 | Nippon Telegraph & Telephone Corp. | 3,299,184 | 0.2 | |||||||||||
158,154 | NTT DoCoMo, Inc. | 3,243,992 | 0.2 | |||||||||||
234,000 | PCCW Ltd. | 136,786 | 0.0 | |||||||||||
893,050 | Singapore Telecommunications Ltd. | 2,302,520 | 0.2 | |||||||||||
106,046 | SoftBank Group Corp. | 5,352,185 | 0.4 | |||||||||||
2,726 | Swisscom AG | 1,364,102 | 0.1 | |||||||||||
100,627 | TDC A/S | 501,026 | 0.0 | |||||||||||
38,355 | Tele2 AB | 382,495 | 0.0 | |||||||||||
233,509 | Spark New Zealand Ltd. | 525,782 | 0.0 | |||||||||||
1,189,628 | L | Telecom Italia S.p.A. - TIT | 1,507,641 | 0.1 | ||||||||||
705,731 | Telecom Italia S.p.A. - TITR | 724,315 | 0.1 | |||||||||||
53,237 | Telefonica Deutschland Holding AG | 280,810 | 0.0 | |||||||||||
515,519 | Telefonica S.A. | 5,719,160 | 0.4 | |||||||||||
84,764 | Telenor ASA | 1,412,895 | 0.1 | |||||||||||
288,685 | TeliaSonera AB | 1,433,576 | 0.1 | |||||||||||
479,396 | Telstra Corp., Ltd. | 1,948,116 | 0.1 | |||||||||||
32,605 | TPG Telecom Ltd. | 233,440 | 0.0 | |||||||||||
2,943,456 | Vodafone Group PLC | 9,544,998 | 0.7 | |||||||||||
66,925,209 | 4.9 | |||||||||||||
Utilities: 3.6% | ||||||||||||||
80,277 | AGL Energy Ltd. | 1,050,433 | 0.1 | |||||||||||
113,263 | APA Group | 712,691 | 0.1 | |||||||||||
567,529 | Centrica PLC | 1,822,331 | 0.1 | |||||||||||
74,402 | Cheung Kong Infrastructure Holdings Ltd. | 687,391 | 0.1 | |||||||||||
77,142 | Chubu Electric Power Co., Inc. | 1,056,362 | 0.1 | |||||||||||
35,272 | Chugoku Electric Power Co., Inc. | 465,709 | 0.0 | |||||||||||
218,865 | CLP Holdings Ltd. | 1,855,101 | 0.1 | |||||||||||
80,930 | Contact Energy Ltd. | 261,942 | 0.0 | |||||||||||
96,034 | DUET Group | 159,047 | 0.0 | |||||||||||
225,845 | E.ON AG | 2,168,577 | 0.2 | |||||||||||
15,642 | Electric Power Development Co., Ltd. | 557,116 | 0.0 | |||||||||||
27,656 | Electricite de France SA | 407,305 | 0.0 | |||||||||||
24,342 | Enagas | 686,641 | 0.0 | |||||||||||
28,013 | Endesa S.A. | 562,774 | 0.0 | |||||||||||
206,230 | Enel Green Power SpA | 419,179 | 0.0 | |||||||||||
757,724 | Enel S.p.A. | 3,177,385 | 0.2 | |||||||||||
258,319 | EDP - Energias de Portugal SA | 930,817 | 0.1 | |||||||||||
51,060 | Fortum OYJ | 769,296 | 0.1 | |||||||||||
38,464 | Gas Natural SDG S.A. | 784,372 | 0.1 | |||||||||||
166,497 | Engie SA | 2,949,213 | 0.2 | |||||||||||
16,681 | Hokuriku Electric Power Co. | 246,519 | 0.0 | |||||||||||
808,726 | Hong Kong & China Gas | 1,582,710 | 0.1 | |||||||||||
160,345 | Power Assets Holdings Ltd. | 1,469,971 | 0.1 | |||||||||||
604,647 | Iberdrola S.A. | 4,286,349 | 0.3 | |||||||||||
80,662 | Kansai Electric Power Co., Inc. | 967,121 | 0.1 | |||||||||||
50,660 | Kyushu Electric Power Co., Inc. | 552,149 | 0.0 | |||||||||||
131,000 | Meridian Energy Ltd. | 213,632 | 0.0 | |||||||||||
418,370 | National Grid PLC | 5,770,020 | 0.4 | |||||||||||
230,828 | Osaka Gas Co., Ltd. | 833,737 | 0.1 | |||||||||||
12,468 | Red Electrica de Espana | 1,041,453 | 0.1 | |||||||||||
56,436 | RWE AG | 711,514 | 0.1 | |||||||||||
110,468 | SSE PLC | 2,480,436 | 0.2 | |||||||||||
28,088 | Severn Trent PLC | 897,883 | 0.1 | |||||||||||
21,044 | Shikoku Electric Power Co., Inc. | 328,734 | 0.0 | |||||||||||
33,942 | Suez Environnement S.A. | 634,832 | 0.0 | |||||||||||
178,835 | Terna S.p.A | 919,734 | 0.1 | |||||||||||
6,000 | Toho Gas Co., Ltd. | 38,749 | 0.0 | |||||||||||
54,413 | Tohoku Electric Power Co., Inc. | 680,234 | 0.0 | |||||||||||
165,766 | Tokyo Electric Power Co., Inc. | 954,523 | 0.1 | |||||||||||
252,361 | Tokyo Gas Co., Ltd. | 1,185,792 | 0.1 | |||||||||||
81,175 | United Utilities Group PLC | 1,117,730 | 0.1 | |||||||||||
50,017 | Veolia Environnement | 1,186,698 | 0.1 | |||||||||||
49,584,202 | 3.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,333,218,014) | 1,351,621,665 | 99.0 | ||||||||||||
PREFERRED STOCK: 0.5% | ||||||||||||||
Consumer Discretionary: 0.3% | ||||||||||||||
6,079 | Bayerische Motoren Werke AG | 508,604 | 0.0 | |||||||||||
17,171 | Porsche AG | 924,104 | 0.1 | |||||||||||
20,326 | Volkswagen AG | 2,934,671 | 0.2 | |||||||||||
4,367,379 | 0.3 |
See Accompanying Notes to Financial Statements
26 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
Consumer Staples: 0.2% | ||||||||||||||
19,580 | Henkel AG & Co. KGaA | 2,185,179 | 0.2 | |||||||||||
Materials: 0.0% | ||||||||||||||
7,773 | Fuchs Petrolub AG | 366,005 | 0.0 | |||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $7,865,309) | 6,918,563 | 0.5 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Energy: 0.0% | ||||||||||||||
120,648 | @ | Repsol SA | 60,182 | 0.0 | ||||||||||
Financials: 0.0% | ||||||||||||||
9,348 | @ | Ascendas Real Estate Investment Trust | 537 | 0.0 | ||||||||||
101,428 | @ | Unione di Banche Italiane SpA | 22 | 0.0 | ||||||||||
559 | 0.0 | |||||||||||||
Total Rights | ||||||||||||||
(Cost $61,397) | 60,741 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,341,144,720) | 1,358,600,969 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.4% | ||||||||||||||
Securities Lending Collateralcc: 0.9% | ||||||||||||||
2,295,133 | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,295,211, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $2,341,036, due 06/09/16-05/20/45) | 2,295,133 | 0.2 | |||||||||||
2,872,342 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $2,872,458, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $2,929,789, due 03/31/21-02/15/44) | 2,872,342 | 0.2 | |||||||||||
2,872,342 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,872,440, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $2,929,789, due 04/01/24-04/20/65) | 2,872,342 | 0.2 | |||||||||||
2,872,342 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,872,446, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,929,789, due 01/15/16-10/20/65) | 2,872,342 | 0.2 | |||||||||||
1,181,803 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,181,856, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,206,307, due 01/15/17-02/15/42) | 1,181,803 | 0.1 | |||||||||||
12,093,962 | 0.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
7,416,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $7,416,000) | 7,416,000 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $19,509,962) | 19,509,962 | 1.4 | ||||||||||||
Total Investments in Securities (Cost $1,360,654,682) | $ | 1,378,110,931 | 100.9 | |||||||||||
Liabilities in Excess of Other Assets | (12,105,137 | ) | (0.9 | ) | ||||||||||
Net Assets | $ | 1,366,005,794 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
See Accompanying Notes to Financial Statements
27 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
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 December 31, 2015. |
Cost for federal income tax purposes is $1,373,717,291. | ||||
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 167,184,185 | ||
Gross Unrealized Depreciation | (162,790,545 | ) | ||
Net Unrealized Appreciation | $ | 4,393,640 |
See Accompanying Notes to Financial Statements
28 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.8% | ||||||||||||||
Consumer Discretionary: 20.2% | ||||||||||||||
2,700 | ABC-Mart, Inc. | 147,793 | 0.1 | |||||||||||
6,900 | Accordia Golf Co., Ltd. | 66,169 | 0.0 | |||||||||||
700 | Aeon Fantasy Co., Ltd. | 12,370 | 0.0 | |||||||||||
4,300 | Aisan Industry Co., Ltd. | 44,156 | 0.0 | |||||||||||
19,200 | Aisin Seiki Co., Ltd. | 826,337 | 0.2 | |||||||||||
8,000 | Akebono Brake Industry Co., Ltd. | 19,927 | 0.0 | |||||||||||
2,300 | Alpen Co., Ltd. | 38,326 | 0.0 | |||||||||||
4,600 | Alpine Electronics, Inc. | 71,496 | 0.0 | |||||||||||
500 | Amiyaki Tei Co., Ltd. | 19,364 | 0.0 | |||||||||||
800 | Amuse, Inc. | 36,489 | 0.0 | |||||||||||
4,300 | AOKI Holdings, Inc. | 56,095 | 0.0 | |||||||||||
4,100 | Aoyama Trading Co., Ltd. | 157,956 | 0.1 | |||||||||||
1,300 | Arata Corp. | 27,942 | 0.0 | |||||||||||
1,900 | Arc Land Sakamoto Co., Ltd. | 43,930 | 0.0 | |||||||||||
1,200 | Asahi Co., Ltd. | 12,783 | 0.0 | |||||||||||
3,700 | Asatsu-DK, Inc. | 89,539 | 0.0 | |||||||||||
19,300 | L | Asics Corp. | 400,427 | 0.1 | ||||||||||
2,100 | ASKUL Corp. | 84,377 | 0.0 | |||||||||||
18,000 | Atsugi Co., Ltd. | 17,166 | 0.0 | |||||||||||
7,300 | Autobacs Seven Co., Ltd. | 133,054 | 0.1 | |||||||||||
3,600 | Avex Group Holdings, Inc. | 42,707 | 0.0 | |||||||||||
6,200 | Belluna Co., Ltd. | 34,179 | 0.0 | |||||||||||
7,300 | Benesse Holdings, Inc. | 210,225 | 0.1 | |||||||||||
6,400 | Best Denki Co., Ltd. | 6,671 | 0.0 | |||||||||||
11,200 | BIC Camera, Inc. | 95,909 | 0.0 | |||||||||||
72,200 | Bridgestone Corp. | 2,476,562 | 0.7 | |||||||||||
16,000 | Calsonic Kansei Corp. | 141,057 | 0.1 | |||||||||||
1,400 | L | Can Do Co., Ltd. | 18,352 | 0.0 | ||||||||||
5,900 | Canon Sales Co., Inc. | 92,263 | 0.0 | |||||||||||
20,800 | @ | Casio Computer Co., Ltd. | 486,236 | 0.1 | ||||||||||
700 | Central Sports Co., Ltd. | 13,552 | 0.0 | |||||||||||
2,300 | Chiyoda Co., Ltd. | 71,566 | 0.0 | |||||||||||
2,300 | Chofu Seisakusho Co., Ltd. | 54,543 | 0.0 | |||||||||||
2,200 | Chori Co., Ltd. | 30,625 | 0.0 | |||||||||||
9,000 | Clarion Co., Ltd. | 32,510 | 0.0 | |||||||||||
2,700 | Cleanup Corp. | 16,737 | 0.0 | |||||||||||
6,700 | Colowide Co., Ltd. | 101,929 | 0.0 | |||||||||||
4,900 | COOKPAD, Inc. | 104,019 | 0.0 | |||||||||||
1,200 | Corona Corp. | 11,463 | 0.0 | |||||||||||
1,800 | Create Restaurants Holdings, Inc. | 49,835 | 0.0 | |||||||||||
5,200 | CyberAgent, Inc. | 214,253 | 0.1 | |||||||||||
4,300 | Daido Metal Co., Ltd. | 39,519 | 0.0 | |||||||||||
1,900 | Daidoh Ltd. | 7,922 | 0.0 | |||||||||||
24,200 | Daihatsu Motor Co., Ltd. | 326,459 | 0.1 | |||||||||||
1,300 | Daikoku Denki Co., Ltd. | 16,906 | 0.0 | |||||||||||
2,800 | Daikyonishikawa Corp. | 51,821 | 0.0 | |||||||||||
1,500 | Dainichi Co., Ltd. | 8,821 | 0.0 | |||||||||||
1,300 | L | Daisyo Corp. | 16,366 | 0.0 | ||||||||||
9,300 | DCM Holdings Co., Ltd. | 67,450 | 0.0 | |||||||||||
9,800 | Dena Co., Ltd. | 153,236 | 0.1 | |||||||||||
50,500 | Denso Corp. | 2,413,168 | 0.6 | |||||||||||
23,800 | @ | Dentsu, Inc. | 1,302,151 | 0.4 | ||||||||||
4,800 | Descente Ltd. | 60,875 | 0.0 | |||||||||||
13,200 | Don Quijote Holdings Co. Ltd. | 463,567 | 0.1 | |||||||||||
2,600 | Doshisha Co., Ltd. | 52,443 | 0.0 | |||||||||||
4,100 | Doutor Nichires Holdings Co., Ltd. | 63,417 | 0.0 | |||||||||||
2,200 | Dunlop Sports Co. Ltd. | 17,047 | 0.0 | |||||||||||
5,000 | Dynic Corp. | 7,065 | 0.0 | |||||||||||
3,000 | Eagle Industry Co., Ltd. | 54,778 | 0.0 | |||||||||||
8,700 | L | EDION Corp. | 65,690 | 0.0 | ||||||||||
2,600 | Exedy Corp. | 62,838 | 0.0 | |||||||||||
1,600 | Yondoshi Holdings, Inc. | 35,420 | 0.0 | |||||||||||
4,000 | Fast Retailing Co., Ltd. | 1,399,246 | 0.4 | |||||||||||
3,100 | FCC Co., Ltd. | 65,938 | 0.0 | |||||||||||
2,800 | Foster Electric Co., Ltd. | 60,893 | 0.0 | |||||||||||
5,100 | France Bed Holdings Co., Ltd. | 42,286 | 0.0 | |||||||||||
1,200 | F-Tech, Inc. | 12,124 | 0.0 | |||||||||||
2,300 | Fuji Co., Ltd. | 46,684 | 0.0 | |||||||||||
64,500 | Fuji Heavy Industries Ltd. | 2,657,160 | 0.7 | |||||||||||
3,000 | Fuji Kiko Co., Ltd. | 11,948 | 0.0 | |||||||||||
7,000 | L | Fuji Kyuko Co., Ltd. | 67,304 | 0.0 | ||||||||||
21,100 | Fuji Television Network, Inc. | 249,003 | 0.1 | |||||||||||
10,000 | Fujibo Holdings, Inc. | 18,551 | 0.0 | |||||||||||
2,500 | Fujikura Rubber Ltd. | 12,062 | 0.0 | |||||||||||
10,000 | L | Fujita Kanko, Inc. | 50,170 | 0.0 | ||||||||||
7,000 | Fujitsu General Ltd. | 89,030 | 0.0 | |||||||||||
2,400 | Funai Electric Co., Ltd. | 20,131 | 0.0 | |||||||||||
2,000 | Furukawa Battery Co., Ltd. | 13,272 | 0.0 | |||||||||||
9,500 | Futaba Industrial Co., Ltd. | 45,340 | 0.0 | |||||||||||
8,000 | Gakken Holdings Co., Ltd. | 17,842 | 0.0 | |||||||||||
600 | Genki Sushi Co., Ltd. | 11,164 | 0.0 | |||||||||||
4,400 | Geo Corp. | 69,245 | 0.0 | |||||||||||
1,100 | GLOBERIDE, Inc. | 14,513 | 0.0 | |||||||||||
1,100 | Goldwin, Inc. | 56,858 | 0.0 | |||||||||||
1,000 | Gourmet Kineya Co., Ltd. | 8,493 | 0.0 | |||||||||||
5,900 | L | Gulliver International Co., Ltd. | 58,809 | 0.0 | ||||||||||
16,000 | Gunze Ltd. | 46,865 | 0.0 | |||||||||||
9,935 | H2O Retailing Corp. | 194,140 | 0.1 | |||||||||||
30,400 | Hakuhodo DY Holdings, Inc. | 328,914 | 0.1 | |||||||||||
300 | Hakuyosha Co., Ltd. | 669 | 0.0 | |||||||||||
2,000 | Happinet Corp. | 19,503 | 0.0 | |||||||||||
1,500 | Hard Off Corp. Co., Ltd. | 18,855 | 0.0 | |||||||||||
1,400 | Haruyama Trading Co., Ltd. | 8,853 | 0.0 | |||||||||||
27,300 | Haseko Corp. | 301,839 | 0.1 | |||||||||||
6,588 | Heiwa Corp. | 123,275 | 0.0 | |||||||||||
1,856 | Hiday Hidaka Corp. | 53,312 | 0.0 | |||||||||||
2,000 | Hikari Tsushin, Inc. | 136,200 | 0.1 | |||||||||||
5,100 | Hiramatsu, Inc. | 30,832 | 0.0 | |||||||||||
3,700 | HIS Co., Ltd. | 123,595 | 0.1 | |||||||||||
4,800 | Hitachi Koki Co., Ltd. | 34,338 | 0.0 | |||||||||||
183,500 | Honda Motor Co., Ltd. | 5,864,942 | 1.5 | |||||||||||
3,110 | Honeys Co., Ltd. | 26,843 | 0.0 | |||||||||||
3,400 | Hoosiers Holdings Co. Ltd. | 15,332 | 0.0 | |||||||||||
1,000 | L | Ichibanya Co., Ltd. | 49,122 | 0.0 | ||||||||||
7,000 | Ichikoh Industries Ltd. | 13,665 | 0.0 |
See Accompanying Notes to Financial Statements
29 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
16,520 | Iida Group Holdings Co. Ltd. | 306,182 | 0.1 | |||||||||||
1,600 | Ikyu Corp. | 44,895 | 0.0 | |||||||||||
2,500 | Imasen Electric Industrial | 25,674 | 0.0 | |||||||||||
2,000 | Intage, Inc. | 28,304 | 0.0 | |||||||||||
40,000 | Isetan Mitsukoshi Holdings Ltd. | 521,642 | 0.2 | |||||||||||
59,900 | Isuzu Motors Ltd. | 645,281 | 0.2 | |||||||||||
4,300 | Izumi Co., Ltd. | 166,936 | 0.1 | |||||||||||
25,700 | J Front Retailing Co., Ltd. | 373,617 | 0.1 | |||||||||||
3,000 | Janome Sewing Machine Co., Ltd. | 19,531 | 0.0 | |||||||||||
6,000 | Japan Wool Textile Co., Ltd. | 44,082 | 0.0 | |||||||||||
1,400 | Jin Co. Ltd. | 51,638 | 0.0 | |||||||||||
14,700 | Joban Kosan Co. Ltd. | 18,535 | 0.0 | |||||||||||
5,000 | @ | Joshin Denki Co., Ltd. | 44,643 | 0.0 | ||||||||||
3,200 | Joyful Honda Co. Ltd. | 65,121 | 0.0 | |||||||||||
5,500 | JP-Holdings, Inc. | 15,691 | 0.0 | |||||||||||
15,670 | JVC Kenwood Holdings, Inc. | 42,864 | 0.0 | |||||||||||
5,886 | Kadokawa Dwango Corp. | 88,402 | 0.0 | |||||||||||
3,600 | Kappa Create Co., Ltd. | 35,947 | 0.0 | |||||||||||
3,700 | Kasai Kogyo Co., Ltd. | 53,436 | 0.0 | |||||||||||
1,300 | Kawai Musical Instruments Manufacturing Co., Ltd. | 24,308 | 0.0 | |||||||||||
22,000 | KYB Co. Ltd. | 66,564 | 0.0 | |||||||||||
4,700 | Keihin Corp. | 82,412 | 0.0 | |||||||||||
4,400 | Keiyo Co., Ltd. | 18,537 | 0.0 | |||||||||||
120,000 | Kimuratan Corp. | 7,987 | 0.0 | |||||||||||
11,000 | @ | KNT-CT Holdings Co., Ltd. | 21,267 | 0.0 | ||||||||||
5,000 | Kintetsu Department Store Co. Ltd | 13,643 | 0.0 | |||||||||||
7,000 | Kinugawa Rubber Industrial Co., Ltd. | 37,219 | 0.0 | |||||||||||
3,200 | L | Kisoji Co., Ltd. | 57,279 | 0.0 | ||||||||||
2,900 | Kohnan Shoji Co., Ltd. | 40,677 | 0.0 | |||||||||||
12,200 | Koito Manufacturing Co., Ltd. | 500,291 | 0.1 | |||||||||||
3,800 | Kojima Co., Ltd. | 8,740 | 0.0 | |||||||||||
4,000 | Komatsu Seiren Co., Ltd. | 23,064 | 0.0 | |||||||||||
3,500 | Komeri Co., Ltd. | 72,162 | 0.0 | |||||||||||
2,400 | Konaka Co., Ltd. | 13,542 | 0.0 | |||||||||||
2,200 | Kourakuen Corp. | 28,797 | 0.0 | |||||||||||
4,460 | Ks Holdings Corp. | 151,871 | 0.1 | |||||||||||
1,400 | Kura Corp. | 56,214 | 0.0 | |||||||||||
23,000 | Kurabo Industries Ltd. | 39,206 | 0.0 | |||||||||||
1,260 | Kyoritsu Maintenance Co., Ltd. | 108,057 | 0.0 | |||||||||||
500 | LEC, Inc. | 5,563 | 0.0 | |||||||||||
5,200 | Look, Inc. | 7,233 | 0.0 | |||||||||||
2,000 | Mars Engineering Corp. | 33,819 | 0.0 | |||||||||||
22,100 | Marui Group Co., Ltd. | 359,625 | 0.1 | |||||||||||
3,700 | Matsuya Co., Ltd. | 37,906 | 0.0 | |||||||||||
1,700 | Matsuya Foods Co., Ltd. | 40,391 | 0.0 | |||||||||||
62,100 | Mazda Motor Corp. | 1,281,418 | 0.3 | |||||||||||
3,700 | Meiko Network Japan Co., Ltd. | 42,928 | 0.0 | |||||||||||
1,800 | Meiwa Estate Co., Ltd. | 7,744 | 0.0 | |||||||||||
3,000 | Misawa Homes Co., Ltd. | 22,008 | 0.0 | |||||||||||
3,600 | Mitsuba Corp. | 55,656 | 0.0 | |||||||||||
75,500 | Mitsubishi Motors Corp. | 638,771 | 0.2 | |||||||||||
2,000 | Mitsui Home Co., Ltd. | 9,181 | 0.0 | |||||||||||
13,000 | @ | Mizuno Corp. | 62,215 | 0.0 | ||||||||||
1,000 | Monogatari Corp. | 45,506 | 0.0 | |||||||||||
2,900 | MOS Food Services, Inc. | 78,234 | 0.0 | |||||||||||
2,700 | Musashi Seimitsu Industry Co., Ltd. | 55,064 | 0.0 | |||||||||||
1,800 | Nakayamafuku Co., Ltd. | 12,645 | 0.0 | |||||||||||
21,100 | Namco Bandai Holdings, Inc. | 445,782 | 0.1 | |||||||||||
4,800 | Next Co. Ltd | 58,826 | 0.0 | |||||||||||
18,600 | NGK Spark Plug Co., Ltd. | 489,709 | 0.1 | |||||||||||
19,600 | NHK Spring Co., Ltd. | 196,515 | 0.1 | |||||||||||
10,000 | Nice Holdings, Inc. | 14,322 | 0.0 | |||||||||||
4,300 | Nifco, Inc. | 199,156 | 0.1 | |||||||||||
1,300 | Nihon Eslead Corp. | 12,461 | 0.0 | |||||||||||
38,300 | Nikon Corp. | 512,970 | 0.2 | |||||||||||
50 | Nippon Columbia Co. Ltd. | 191 | 0.0 | |||||||||||
1,800 | Nippon Felt Co., Ltd. | 7,625 | 0.0 | |||||||||||
900 | Nippon Piston Ring Co., Ltd. | 15,186 | 0.0 | |||||||||||
18,500 | Nippon Television Network Corp. | 336,496 | 0.1 | |||||||||||
4,600 | Nishimatsuya Chain Co., Ltd. | 39,815 | 0.0 | |||||||||||
287,000 | Nissan Motor Co., Ltd. | 3,005,103 | 0.8 | |||||||||||
10,200 | Nissan Shatai Co., Ltd. | 109,762 | 0.0 | |||||||||||
11,000 | L | Nissei Build Kogyo Co., Ltd. | 35,678 | 0.0 | ||||||||||
2,900 | Nissen Holdings Co., Ltd. | 4,353 | 0.0 | |||||||||||
11,700 | Nisshinbo Industries, Inc. | 123,290 | 0.1 | |||||||||||
3,800 | Nissin Kogyo Co., Ltd. | 55,121 | 0.0 | |||||||||||
8,700 | Nitori Co., Ltd. | 730,642 | 0.2 | |||||||||||
10,300 | NOK Corp. | 240,617 | 0.1 | |||||||||||
2,800 | Noritsu Koki Co., Ltd. | 14,008 | 0.0 | |||||||||||
2,000 | Ohashi Technica, Inc. | 22,065 | 0.0 | |||||||||||
1,500 | Ohsho Food Service Corp. | 51,818 | 0.0 | |||||||||||
14,000 | Onward Kashiyama Co., Ltd. | 86,085 | 0.0 | |||||||||||
23,100 | Oriental Land Co., Ltd. | 1,397,468 | 0.4 | |||||||||||
4,300 | Pacific Industrial Co., Ltd. | 47,479 | 0.0 | |||||||||||
1,000 | Pal Co., Ltd. | 24,001 | 0.0 | |||||||||||
3,500 | Paltac Corp. | 62,199 | 0.0 | |||||||||||
8,000 | PanaHome Corp. | 60,438 | 0.0 | |||||||||||
233,250 | Panasonic Corp. | 2,364,575 | 0.6 | |||||||||||
2,600 | Parco Co., Ltd. | 23,850 | 0.0 | |||||||||||
4,400 | Paris Miki Holdings, Inc. | 17,105 | 0.0 | |||||||||||
1,100 | PIA Corp. | 21,504 | 0.0 | |||||||||||
1,200 | Piolax, Inc. | 67,826 | 0.0 | |||||||||||
33,700 | Pioneer Corp. | 92,773 | 0.0 | |||||||||||
1,900 | Plenus Co., Ltd. | 31,753 | 0.0 | |||||||||||
1,750 | Adastria Co. Ltd | 97,926 | 0.0 | |||||||||||
14,900 | Press Kogyo Co., Ltd. | 64,688 | 0.0 | |||||||||||
99,800 | Rakuten, Inc. | 1,149,472 | 0.3 | |||||||||||
1,300 | Renaissance, Inc. | 14,000 | 0.0 | |||||||||||
8,500 | Resorttrust, Inc. | 224,228 | 0.1 | |||||||||||
2,200 | Right On Co., Ltd. | 25,728 | 0.0 | |||||||||||
14,000 | Riken Corp. | 49,239 | 0.0 | |||||||||||
1,600 | Ringer Hut Co., Ltd. | 36,964 | 0.0 | |||||||||||
4,000 | Rinnai Corp. | 354,414 | 0.1 |
See Accompanying Notes to Financial Statements
30 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
3,940 | Riso Kyoiku Co. Ltd. | 11,567 | 0.0 | |||||||||||
10,000 | Round One Corp. | 45,158 | 0.0 | |||||||||||
3,700 | L | Royal Holdings Co., Ltd. | 68,715 | 0.0 | ||||||||||
2,400 | Ryohin Keikaku Co., Ltd. | 486,027 | 0.1 | |||||||||||
4,000 | Sagami Chain Co., Ltd. | 42,716 | 0.0 | |||||||||||
3,200 | Saizeriya Co., Ltd. | 80,310 | 0.0 | |||||||||||
9,000 | Sakai Ovex Co., Ltd. | 16,828 | 0.0 | |||||||||||
600 | San Holdings, Inc. | 7,543 | 0.0 | |||||||||||
12,000 | Sanden Holdings Corp. | 38,263 | 0.0 | |||||||||||
6,600 | Sangetsu Co., Ltd. | 120,467 | 0.0 | |||||||||||
5,700 | Sankyo Co., Ltd. | 212,768 | 0.1 | |||||||||||
4,700 | Sankyo Seiko Co., Ltd. | 18,181 | 0.0 | |||||||||||
6,000 | L | Sanrio Co., Ltd. | 140,960 | 0.1 | ||||||||||
811,000 | L | Sansui Electric Co., Ltd. | – | – | ||||||||||
10,000 | Sanyo Electric Railway Co. Ltd | 39,187 | 0.0 | |||||||||||
11,000 | Sanyo Shokai Ltd. | 26,245 | 0.0 | |||||||||||
5,200 | Scroll Corp. | 18,314 | 0.0 | |||||||||||
22,300 | Sega Sammy Holdings, Inc. | 208,580 | 0.1 | |||||||||||
14,000 | Seiko Holdings Corp. | 79,044 | 0.0 | |||||||||||
5,200 | Seiren Co., Ltd. | 56,161 | 0.0 | |||||||||||
50,000 | Sekisui Chemical Co., Ltd. | 652,813 | 0.2 | |||||||||||
73,500 | Sekisui House Ltd. | 1,235,811 | 0.3 | |||||||||||
4,500 | Senshukai Co., Ltd. | 29,831 | 0.0 | |||||||||||
178,000 | L | Sharp Corp. | 183,588 | 0.1 | ||||||||||
5,600 | Shimachu Co., Ltd. | 127,370 | 0.1 | |||||||||||
2,400 | Shimamura Co., Ltd. | 281,062 | 0.1 | |||||||||||
8,200 | Shimano, Inc. | 1,259,180 | 0.3 | |||||||||||
900 | Shimojima Co., Ltd. | 8,295 | 0.0 | |||||||||||
5,000 | Shinyei Kaisha | 6,392 | 0.0 | |||||||||||
5,000 | Shiroki Corp. | 15,758 | 0.0 | |||||||||||
1,400 | Shobunsha Publications, Inc. | 8,317 | 0.0 | |||||||||||
13,000 | Shochiku Co., Ltd. | 124,023 | 0.1 | |||||||||||
4,500 | Showa Corp. | 41,754 | 0.0 | |||||||||||
13,800 | Sky Perfect Jsat Corp. | 77,585 | 0.0 | |||||||||||
5,800 | Skylark Co. Ltd. | 74,942 | 0.0 | |||||||||||
143,612 | Sony Corp. | 3,529,523 | 0.9 | |||||||||||
1,900 | St. Marc Holdings Co., Ltd. | 52,798 | 0.0 | |||||||||||
15,000 | Stanley Electric Co., Ltd. | 329,064 | 0.1 | |||||||||||
6,400 | Start Today Co. Ltd. | 206,024 | 0.1 | |||||||||||
3,200 | Starts Corp., Inc. | 61,954 | 0.0 | |||||||||||
1,300 | Studio Alice Co., Ltd. | 22,937 | 0.0 | |||||||||||
5,000 | Suminoe Textile Co., Ltd. | 14,293 | 0.0 | |||||||||||
16,500 | Sumitomo Forestry Co., Ltd. | 222,636 | 0.1 | |||||||||||
19,900 | Sumitomo Rubber Industries, Inc. | 258,767 | 0.1 | |||||||||||
42,800 | Suzuki Motor Corp. | 1,300,427 | 0.4 | |||||||||||
7,000 | T RAD Co., Ltd. | 11,693 | 0.0 | |||||||||||
4,400 | Tachi-S Co., Ltd. | 70,061 | 0.0 | |||||||||||
2,500 | Taiho Kogyo Co., Ltd. | 30,118 | 0.0 | |||||||||||
1,600 | Takamatsu Construction Group Co., Ltd. | 34,199 | 0.0 | |||||||||||
30,000 | Takashimaya Co., Ltd. | 270,165 | 0.1 | |||||||||||
4,000 | L | Takata Corp. | 26,638 | 0.0 | ||||||||||
1,040 | Take And Give Needs Co., Ltd. | 6,280 | 0.0 | |||||||||||
2,000 | Takihyo Co., Ltd. | 8,315 | 0.0 | |||||||||||
1,600 | Tamron Co., Ltd. | 29,518 | 0.0 | |||||||||||
4,000 | TBK Co., Ltd. | 15,907 | 0.0 | |||||||||||
2,900 | TPR Co., Ltd. | 81,566 | 0.0 | |||||||||||
1,800 | T-Gaia Corp. | 20,481 | 0.0 | |||||||||||
3,900 | Toa Corp./Hyogo | 40,746 | 0.0 | |||||||||||
1,100 | Toabo Corp. | 5,854 | 0.0 | |||||||||||
7,000 | Toei Co., Ltd. | 68,523 | 0.0 | |||||||||||
14,500 | Toho Co., Ltd. | 401,247 | 0.1 | |||||||||||
6,000 | Tokai Rika Co., Ltd. | 147,676 | 0.1 | |||||||||||
3,000 | Tokai Rubber Industries, Inc. | 25,009 | 0.0 | |||||||||||
820 | Token Corp. | 63,293 | 0.0 | |||||||||||
12,200 | L | Tokyo Broadcasting System, Inc. | 193,162 | 0.1 | ||||||||||
2,250 | Tokyo Derica Co. Ltd. | 32,823 | 0.0 | |||||||||||
15,000 | Tokyo Dome Corp. | 76,460 | 0.0 | |||||||||||
19,000 | Tokyotokeiba Co., Ltd. | 42,478 | 0.0 | |||||||||||
8,300 | Tomy Co., Ltd. | 54,373 | 0.0 | |||||||||||
4,000 | Nissan Tokyo Sales Holdings Co., Ltd. | 10,201 | 0.0 | |||||||||||
4,000 | Topre Corp. | 91,747 | 0.0 | |||||||||||
3,200 | Toridoll.corp | 58,471 | 0.0 | |||||||||||
10,000 | Toyo Tire & Rubber Co., Ltd. | 197,338 | 0.1 | |||||||||||
7,200 | Toyoda Gosei Co., Ltd. | 163,562 | 0.1 | |||||||||||
7,300 | Toyota Boshoku Corp. | 146,930 | 0.1 | |||||||||||
18,700 | Toyota Industries Corp. | 999,953 | 0.3 | |||||||||||
252,260 | Toyota Motor Corp. | 15,533,924 | 4.0 | |||||||||||
4,700 | TS Tech Co., Ltd. | 121,558 | 0.0 | |||||||||||
9,350 | TSI Holdings Co. Ltd. | 63,856 | 0.0 | |||||||||||
1,600 | Tsutsumi Jewelry Co., Ltd. | 32,944 | 0.0 | |||||||||||
5,600 | TV Asahi Corp. | 96,669 | 0.0 | |||||||||||
2,200 | Tv Tokyo Holdings Corp. | 41,517 | 0.0 | |||||||||||
3,700 | Unipres Corp. | 83,586 | 0.0 | |||||||||||
2,800 | United Arrows Ltd. | 120,711 | 0.0 | |||||||||||
75,000 | Unitika Ltd. | 35,217 | 0.0 | |||||||||||
3,100 | L | U-Shin Ltd. | 19,001 | 0.0 | ||||||||||
26,000 | USS Co., Ltd. | 390,671 | 0.1 | |||||||||||
3,900 | ValueCommerce Co. Ltd. | 16,192 | 0.0 | |||||||||||
3,000 | VT Holdings Co. Ltd. | 17,845 | 0.0 | |||||||||||
13,000 | Wacoal Holdings Corp. | 155,461 | 0.1 | |||||||||||
2,600 | L | WATAMI Co., Ltd. | 17,228 | 0.0 | ||||||||||
1,400 | Wowow, Inc. | 35,359 | 0.0 | |||||||||||
2,500 | Xebio Co., Ltd. | 47,212 | 0.0 | |||||||||||
62,200 | Yamada Denki Co., Ltd. | 268,675 | 0.1 | |||||||||||
20,000 | L | Yamada SxL Home Co. Ltd | 13,375 | 0.0 | ||||||||||
15,000 | Yamaha Corp. | 362,316 | 0.1 | |||||||||||
28,900 | Yamaha Motor Co., Ltd. | 647,802 | 0.2 | |||||||||||
1,500 | Yellow Hat Ltd. | 30,772 | 0.0 | |||||||||||
6,500 | Yokohama Reito Co., Ltd. | 56,909 | 0.0 | |||||||||||
13,000 | L | Yokohama Rubber Co., Ltd. | 199,652 | 0.1 | ||||||||||
5,000 | Yomiuri Land Co., Ltd. | 16,601 | 0.0 | |||||||||||
2,600 | Yorozu Corp. | 59,169 | 0.0 | |||||||||||
5,600 | Yoshinoya D&C Co., Ltd. | 72,416 | 0.0 | |||||||||||
2,400 | Zenrin Co., Ltd. | 48,801 | 0.0 | |||||||||||
11,100 | L | Zensho Holdings Co., Ltd. | 139,625 | 0.1 | ||||||||||
78,194,428 | 20.2 | |||||||||||||
Consumer Staples: 8.6% | ||||||||||||||
3,700 | Aderans Co. Ltd. | 25,506 | 0.0 | |||||||||||
82,945 | Aeon Co., Ltd. | 1,277,984 | 0.3 | |||||||||||
2,300 | Aeon Hokkaido Corp. | 10,518 | 0.0 |
See Accompanying Notes to Financial Statements
31 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
2,500 | Ain Pharmaciez, Inc. | 119,196 | 0.0 | |||||||||||
49,000 | Ajinomoto Co., Inc. | 1,160,111 | 0.3 | |||||||||||
3,000 | Arcs Co., Ltd. | 66,123 | 0.0 | |||||||||||
2,000 | Ariake Japan Co., Ltd. | 110,647 | 0.0 | |||||||||||
2,300 | Artnature, Inc. | 20,203 | 0.0 | |||||||||||
42,800 | Asahi Group Holdings, Ltd. | 1,339,829 | 0.4 | |||||||||||
1,200 | Belc Co., Ltd. | 43,823 | 0.0 | |||||||||||
8,600 | Calbee, Inc. | 363,170 | 0.1 | |||||||||||
2,100 | Cawachi Ltd. | 40,949 | 0.0 | |||||||||||
3,300 | Chubu Shiryo Co., Ltd. | 26,581 | 0.0 | |||||||||||
8,070 | Coca-Cola Central Japan Co., Ltd. | 129,957 | 0.0 | |||||||||||
7,900 | Coca-Cola West Co., Ltd. | 159,903 | 0.1 | |||||||||||
2,220 | Cocokara Fine Holdings, Inc. | 99,667 | 0.0 | |||||||||||
1,000 | L | Cosmos Pharmaceutical Corp. | 157,645 | 0.1 | ||||||||||
2,700 | Create SD Holdings | 66,076 | 0.0 | |||||||||||
800 | Daikokutenbussan Co., Ltd. | 30,145 | 0.0 | |||||||||||
2,700 | Ci:z Holdings Co. Ltd | 46,627 | 0.0 | |||||||||||
1,300 | Dydo Drinco, Inc. | 60,446 | 0.0 | |||||||||||
7,900 | L | Euglena Co. Ltd. | 118,025 | 0.0 | ||||||||||
5,300 | Ezaki Glico Co., Ltd. | 286,326 | 0.1 | |||||||||||
6,300 | FamilyMart Co., Ltd. | 293,170 | 0.1 | |||||||||||
4,600 | Fancl Corp. | 63,626 | 0.0 | |||||||||||
16,380 | Feed One Holdings Co. Ltd. | 17,951 | 0.0 | |||||||||||
5,500 | Fuji Oil Co., Ltd. | 89,319 | 0.0 | |||||||||||
2,000 | Fujicco Co., Ltd. | 34,936 | 0.0 | |||||||||||
19,000 | Fujiya Co., Ltd. | 30,301 | 0.0 | |||||||||||
400 | L | Genky Stores, Inc. | 12,668 | 0.0 | ||||||||||
1,700 | Harashin Narus Holdings Co., Ltd. | 57,071 | 0.0 | |||||||||||
12,000 | L | Hayashikane Sangyo Co., Ltd. | 11,484 | 0.0 | ||||||||||
3,800 | Heiwado Co., Ltd. | 83,397 | 0.0 | |||||||||||
2,400 | Hokuto Corp. | 46,214 | 0.0 | |||||||||||
7,900 | House Foods Corp. | 155,976 | 0.1 | |||||||||||
3,300 | Inageya Co., Ltd. | 35,836 | 0.0 | |||||||||||
7,200 | Ito En Ltd. | 185,224 | 0.1 | |||||||||||
500 | Itochu-Shokuhin Co., Ltd. | 17,280 | 0.0 | |||||||||||
12,000 | @ | Itoham Foods, Inc. | 69,526 | 0.0 | ||||||||||
134,800 | Japan Tobacco, Inc. | 4,949,016 | 1.3 | |||||||||||
12,000 | J-Oil Mills, Inc. | 34,824 | 0.0 | |||||||||||
8,200 | L | Kagome Co., Ltd. | 143,517 | 0.1 | ||||||||||
1,100 | Kameda Seika Co. Ltd. | 46,993 | 0.0 | |||||||||||
57,400 | Kao Corp. | 2,949,714 | 0.8 | |||||||||||
2,800 | Kato Sangyo Co., Ltd. | 64,780 | 0.0 | |||||||||||
11,500 | Kewpie Corp. | 284,071 | 0.1 | |||||||||||
2,600 | KEY Coffee, Inc. | 41,504 | 0.0 | |||||||||||
17,000 | Kikkoman Corp. | 589,006 | 0.2 | |||||||||||
92,700 | Kirin Brewery Co., Ltd. | 1,258,601 | 0.3 | |||||||||||
3,300 | Kobayashi Pharmaceutical Co., Ltd. | 271,028 | 0.1 | |||||||||||
2,200 | Kobe Bussan Co. Ltd. | 69,743 | 0.0 | |||||||||||
3,500 | Kose Corp. | 323,613 | 0.1 | |||||||||||
1,700 | Kusuri No Aoki Co. Ltd. | 82,978 | 0.0 | |||||||||||
18,000 | Kyokuyo Co. Ltd. | 41,318 | 0.0 | |||||||||||
7,600 | Lawson, Inc. | 616,899 | 0.2 | |||||||||||
1,100 | Life Corp. | 27,163 | 0.0 | |||||||||||
25,000 | Lion Corp. | 235,251 | 0.1 | |||||||||||
2,100 | Mandom Corp. | 84,690 | 0.0 | |||||||||||
13,000 | @ | Marudai Food Co., Ltd. | 50,099 | 0.0 | ||||||||||
4,900 | Maruha Nichiro Corp. | 86,440 | 0.0 | |||||||||||
4,300 | Matsumotokiyoshi Holdings Co., Ltd. | 219,423 | 0.1 | |||||||||||
5,400 | Megmilk Snow Brand Co., Ltd. | 138,859 | 0.1 | |||||||||||
13,500 | MEIJI Holdings Co., Ltd. | 1,115,095 | 0.3 | |||||||||||
700 | Meito Sangyo Co., Ltd. | 7,822 | 0.0 | |||||||||||
1,512 | Milbon Co., Ltd. | 61,735 | 0.0 | |||||||||||
1,800 | Ministop Co., Ltd. | 34,896 | 0.0 | |||||||||||
1,700 | Mitsubishi Shokuhin Co. Ltd. | 41,759 | 0.0 | |||||||||||
11,000 | Mitsui Sugar Co., Ltd. | 49,518 | 0.0 | |||||||||||
15,000 | Miyoshi Oil & Fat Co., Ltd. | 16,823 | 0.0 | |||||||||||
22,000 | Morinaga & Co., Ltd. | 115,733 | 0.0 | |||||||||||
22,000 | Morinaga Milk Industry Co., Ltd. | 100,218 | 0.0 | |||||||||||
3,000 | Morozoff Ltd. | 10,878 | 0.0 | |||||||||||
3,000 | Nagatanien Co., Ltd. | 26,868 | 0.0 | |||||||||||
8,000 | Nakamuraya Co., Ltd. | 31,339 | 0.0 | |||||||||||
1,000 | Natori Co., Ltd. | 14,382 | 0.0 | |||||||||||
25,000 | Nichirei Corp. | 184,209 | 0.1 | |||||||||||
620 | L | Nihon Chouzai Co., Ltd. | 24,512 | 0.0 | ||||||||||
18,000 | Nippon Beet Sugar Manufacturing Co., Ltd. | 30,291 | 0.0 | |||||||||||
13,000 | Nippon Flour Mills Co., Ltd. | 93,263 | 0.0 | |||||||||||
17,000 | NH Foods Ltd. | 333,198 | 0.1 | |||||||||||
28,600 | Nippon Suisan Kaisha Ltd. | 160,063 | 0.1 | |||||||||||
15,000 | Nisshin Oillio Group Ltd. | 61,105 | 0.0 | |||||||||||
25,045 | Nisshin Seifun Group, Inc. | 409,098 | 0.1 | |||||||||||
9,600 | Nissin Food Products Co., Ltd. | 509,411 | 0.1 | |||||||||||
1,000 | Noevir Holdings Co. Ltd. | 28,888 | 0.0 | |||||||||||
9,000 | Oenon Holdings, Inc. | 16,697 | 0.0 | |||||||||||
1,000 | OIE Sangyo Co., Ltd. | 7,559 | 0.0 | |||||||||||
4,000 | Okuwa Co., Ltd. | 36,814 | 0.0 | |||||||||||
11,600 | Pigeon Corp. | 281,417 | 0.1 | |||||||||||
2,300 | Pola Orbis Holdings, Inc. | 151,590 | 0.1 | |||||||||||
17,000 | Prima Meat Packers Ltd. | 45,679 | 0.0 | |||||||||||
1,700 | Rock Field Co., Ltd. | 41,617 | 0.0 | |||||||||||
1,100 | S Foods, Inc. | 19,263 | 0.0 | |||||||||||
3,800 | Sakata Seed Corp. | 89,791 | 0.0 | |||||||||||
1,400 | San-A Co., Ltd. | 62,815 | 0.0 | |||||||||||
36,000 | L | Sapporo Holdings Ltd. | 158,039 | 0.1 | ||||||||||
84,100 | Seven & I Holdings Co., Ltd. | 3,850,482 | 1.0 | |||||||||||
39,000 | @ | Shiseido Co., Ltd. | 809,197 | 0.2 | ||||||||||
11,000 | Showa Sangyo Co., Ltd. | 41,999 | 0.0 | |||||||||||
1,200 | Sogo Medical Co., Ltd. | 44,187 | 0.0 | |||||||||||
2,400 | ST Corp. | 22,585 | 0.0 | |||||||||||
1,300 | Starzen Co., Ltd. | 37,077 | 0.0 | |||||||||||
3,800 | Sugi Holdings Co., Ltd. | 209,656 | 0.1 | |||||||||||
4,400 | Sundrug Co., Ltd. | 282,906 | 0.1 | |||||||||||
15,600 | Suntory Beverage & Food Ltd. | 682,908 | 0.2 | |||||||||||
17,200 | Takara Holdings, Inc. | 130,719 | 0.0 | |||||||||||
4,000 | Tobu Store Co., Ltd. | 10,118 | 0.0 | |||||||||||
1,400 | Toho Co., Ltd./Hyogo | 28,636 | 0.0 | |||||||||||
2,900 | Torigoe Co., Ltd. | 18,143 | 0.0 | |||||||||||
11,200 | Toyo Suisan Kaisha Ltd. | 390,349 | 0.1 | |||||||||||
4,300 | Tsuruha Holdings, Inc. | 372,578 | 0.1 | |||||||||||
43,500 | Uni-Charm Corp. | 888,343 | 0.2 |
See Accompanying Notes to Financial Statements
32 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
7,080 | United Super Markets Holdings, Inc. | 60,377 | 0.0 | |||||||||||
21,300 | UNY Co., Ltd. | 133,846 | 0.0 | |||||||||||
4,600 | Valor Co., Ltd. | 108,488 | 0.0 | |||||||||||
1,600 | Warabeya Nichiyo Co., Ltd. | 30,332 | 0.0 | |||||||||||
1,820 | Welcia Holdings Co. Ltd. | 100,866 | 0.0 | |||||||||||
1,500 | Yaizu Suisankagaku Industry Co., Ltd. | 12,905 | 0.0 | |||||||||||
12,300 | Yakult Honsha Co., Ltd. | 602,020 | 0.2 | |||||||||||
14,000 | Yamatane Corp. | 21,242 | 0.0 | |||||||||||
230 | Yamaya Corp. | 4,155 | 0.0 | |||||||||||
16,000 | Yamazaki Baking Co., Ltd. | 359,773 | 0.1 | |||||||||||
2,300 | Yaoko Co., Ltd. | 96,502 | 0.0 | |||||||||||
1,000 | Yomeishu Seizo Co., Ltd. | 16,826 | 0.0 | |||||||||||
1,000 | @ | Yonekyu Corp. | 20,963 | 0.0 | ||||||||||
33,333,529 | 8.6 | |||||||||||||
Energy: 0.8% | ||||||||||||||
9,600 | AOC Holdings, Inc. | 28,042 | 0.0 | |||||||||||
5,300 | Cosmo Energy Holdings Co. Ltd. | 71,180 | 0.0 | |||||||||||
10,500 | Idemitsu Kosan Co., Ltd. | 167,655 | 0.0 | |||||||||||
121,900 | Inpex Corp. | 1,188,392 | 0.3 | |||||||||||
5,700 | Itochu Enex Co., Ltd. | 43,606 | 0.0 | |||||||||||
700 | L | Japan Drilling Co. Ltd. | 15,322 | 0.0 | ||||||||||
4,000 | Japan Oil Transportation Co., Ltd. | 8,042 | 0.0 | |||||||||||
2,900 | Japan Petroleum Exploration Co. | 77,886 | 0.0 | |||||||||||
240,310 | JX Holdings, Inc. | 1,008,601 | 0.3 | |||||||||||
3,800 | Mitsuuroko Co., Ltd. | 18,727 | 0.0 | |||||||||||
2,300 | Modec, Inc. | 31,989 | 0.0 | |||||||||||
24,400 | Nippon Coke & Engineering Co., Ltd. | 20,349 | 0.0 | |||||||||||
2,600 | L | Nippon Gas Co., Ltd. | 63,677 | 0.0 | ||||||||||
1,000 | Sala Corp. | 5,643 | 0.0 | |||||||||||
7,000 | San-Ai Oil Co., Ltd. | 57,082 | 0.0 | |||||||||||
5,100 | Shinko Plantech Co., Ltd. | 41,865 | 0.0 | |||||||||||
21,900 | Showa Shell Sekiyu KK | 178,708 | 0.1 | |||||||||||
5,000 | Sinanen Holdings Co., Ltd. | 19,596 | 0.0 | |||||||||||
32,000 | TonenGeneral Sekiyu KK | 270,144 | 0.1 | |||||||||||
9,000 | Toyo Kanetsu K K | 19,463 | 0.0 | |||||||||||
3,335,969 | 0.8 | |||||||||||||
Financials: 17.5% | ||||||||||||||
32,000 | 77 Bank Ltd. | 172,283 | 0.1 | |||||||||||
40,500 | Acom Co., Ltd. | 190,715 | 0.1 | |||||||||||
13,400 | AEON Financial Service Co., Ltd. | 299,339 | 0.1 | |||||||||||
13,170 | Aeon Mall Co., Ltd. | 225,893 | 0.1 | |||||||||||
700 | Aichi Bank Ltd. | 37,277 | 0.0 | |||||||||||
35,700 | L | Aiful Corp. | 116,880 | 0.0 | ||||||||||
3,700 | Airport Facilities Co., Ltd. | 17,608 | 0.0 | |||||||||||
16,000 | Akita Bank Ltd. | 55,112 | 0.0 | |||||||||||
1,700 | Anicom Holdings, Inc. | 45,307 | 0.0 | |||||||||||
18,000 | Aomori Bank Ltd. | 57,722 | 0.0 | |||||||||||
129,000 | Aozora Bank Ltd. | 450,187 | 0.1 | |||||||||||
9,400 | Ashikaga Holdings Co. Ltd. | 36,637 | 0.0 | |||||||||||
15,000 | Awa Bank Ltd. | 87,399 | 0.0 | |||||||||||
1,300 | Bank of Iwate Ltd. | 54,125 | 0.0 | |||||||||||
38,000 | L | Bank of Kyoto Ltd. | 352,399 | 0.1 | ||||||||||
16,000 | L | Bank of Nagoya Ltd. | 58,575 | 0.0 | ||||||||||
1,500 | Bank of Okinawa Ltd. | 57,789 | 0.0 | |||||||||||
16,000 | Bank of Saga Ltd. | 35,787 | 0.0 | |||||||||||
5,000 | Bank of the Ryukyus Ltd. | 70,389 | 0.0 | |||||||||||
135,000 | Bank of Yokohama Ltd. | 827,496 | 0.2 | |||||||||||
4,900 | Century Leasing System, Inc. | 175,036 | 0.1 | |||||||||||
78,000 | Chiba Bank Ltd. | 553,506 | 0.2 | |||||||||||
8,200 | Chiba Kogyo Bank Ltd. | 45,666 | 0.0 | |||||||||||
14,600 | Chugoku Bank Ltd. | 194,819 | 0.1 | |||||||||||
8,000 | Chukyo Bank Ltd. | 15,273 | 0.0 | |||||||||||
15,700 | Credit Saison Co., Ltd. | 309,325 | 0.1 | |||||||||||
4,800 | Daibiru Corp. | 39,541 | 0.0 | |||||||||||
129,000 | Dai-ichi Life Insurance Co., Ltd. | 2,146,262 | 0.6 | |||||||||||
31,000 | Daikyo, Inc. | 50,283 | 0.0 | |||||||||||
12,000 | Daisan Bank Ltd. | 17,662 | 0.0 | |||||||||||
26,000 | Daishi Bank Ltd. | 114,704 | 0.0 | |||||||||||
13,000 | Daito Bank Ltd. | 22,571 | 0.0 | |||||||||||
8,500 | Daito Trust Construction Co., Ltd. | 981,839 | 0.3 | |||||||||||
67,360 | Daiwa House Industry Co., Ltd. | 1,936,354 | 0.5 | |||||||||||
191,000 | Daiwa Securities Group, Inc. | 1,167,716 | 0.3 | |||||||||||
1,100 | eGuarantee, Inc. | 23,654 | 0.0 | |||||||||||
17,000 | Ehime Bank Ltd. | 35,685 | 0.0 | |||||||||||
14,000 | Eighteenth Bank Ltd. | 40,920 | 0.0 | |||||||||||
11,800 | FIDEA Holdings Co., Ltd. | 26,518 | 0.0 | |||||||||||
6,800 | Financial Products Group Co. Ltd. | 53,074 | 0.0 | |||||||||||
22,000 | Fukui Bank Ltd. | 42,741 | 0.0 | |||||||||||
83,000 | Fukuoka Financial Group, Inc. | 411,565 | 0.1 | |||||||||||
34,000 | Fukushima Bank Ltd. | 27,260 | 0.0 | |||||||||||
1,900 | Fuyo General Lease Co., Ltd. | 89,476 | 0.0 | |||||||||||
2,000 | GCA Savvian Corp. | 20,507 | 0.0 | |||||||||||
1,720 | Goldcrest Co., Ltd. | 31,219 | 0.0 | |||||||||||
45,000 | Gunma Bank Ltd. | 261,641 | 0.1 | |||||||||||
36,000 | Hachijuni Bank Ltd. | 220,320 | 0.1 | |||||||||||
5,100 | Heiwa Real Estate Co., Ltd. | 55,806 | 0.0 | |||||||||||
8,000 | Higashi-Nippon Bank Ltd. | 26,442 | 0.0 | |||||||||||
60,000 | Hiroshima Bank Ltd. | 341,027 | 0.1 | |||||||||||
4,600 | Hitachi Capital Corp. | 123,592 | 0.0 | |||||||||||
22,000 | Hokkoku Bank Ltd. | 73,023 | 0.0 | |||||||||||
28,000 | Hokuetsu Bank Ltd. | 59,049 | 0.0 | |||||||||||
138,000 | Hokugin Financial Group, Inc. | 281,319 | 0.1 | |||||||||||
17,000 | Hyakugo Bank Ltd. | 82,636 | 0.0 | |||||||||||
19,000 | Hyakujushi Bank Ltd. | 70,630 | 0.0 | |||||||||||
3,500 | IBJ Leasing Co., Ltd. | 71,342 | 0.0 | |||||||||||
4,500 | Ichiyoshi Securities Co., Ltd. | 41,202 | 0.0 | |||||||||||
2,500 | @ | IwaiCosmo Holdings, Inc. | 28,819 | 0.0 | ||||||||||
21,500 | Iyo Bank Ltd. | 208,887 | 0.1 | |||||||||||
14,000 | Jaccs Co., Ltd. | 51,132 | 0.0 | |||||||||||
3,000 | Jafco Co., Ltd. | 116,950 | 0.0 | |||||||||||
1,999 | Japan Asia Investment Co., Ltd. | 5,521 | 0.0 |
See Accompanying Notes to Financial Statements
33 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
38,400 | Japan Post Bank Co. Ltd. | 559,092 | 0.1 | |||||||||||
47,400 | Japan Post Holdings Co. Ltd. | 735,480 | 0.2 | |||||||||||
5,700 | Japan Post Insurance Co. Ltd. | 147,722 | 0.0 | |||||||||||
8,111 | Japan Securities Finance Co., Ltd. | 41,347 | 0.0 | |||||||||||
25,400 | Jimoto Holdings, Inc. | 42,093 | 0.0 | |||||||||||
1,400 | Jowa Holdings Co. Ltd | 56,257 | 0.0 | |||||||||||
73,000 | Joyo Bank Ltd. | 345,206 | 0.1 | |||||||||||
25,000 | Juroku Bank Ltd. | 98,920 | 0.0 | |||||||||||
16,400 | kabu.com Securities Co., Ltd. | 51,194 | 0.0 | |||||||||||
2,700 | Kansai Urban Banking Corp. | 30,259 | 0.0 | |||||||||||
4,200 | Keihanshin Building Co. Ltd. | 23,585 | 0.0 | |||||||||||
15,000 | Keiyo Bank Ltd. | 71,029 | 0.0 | |||||||||||
30,800 | Kenedix, Inc. | 110,620 | 0.0 | |||||||||||
800 | Kita-Nippon Bank Ltd. | 21,927 | 0.0 | |||||||||||
8,000 | Kiyo Bank Ltd./The | 115,427 | 0.0 | |||||||||||
7,000 | L | Kosei Securities Co., Ltd. | 9,992 | 0.0 | ||||||||||
3,700 | Kyokuto Securities Co., Ltd. | 46,642 | 0.0 | |||||||||||
28,320 | Kyushu Financial Group, Inc. | 199,568 | 0.1 | |||||||||||
25,600 | Leopalace21 Corp. | 138,566 | 0.1 | |||||||||||
6,400 | Marusan Securities Co., Ltd. | 67,065 | 0.0 | |||||||||||
10,400 | L | Matsui Securities Co., Ltd. | 95,277 | 0.0 | ||||||||||
17,000 | Michinoku Bank Ltd. | 28,754 | 0.0 | |||||||||||
15,000 | Mie Bank Ltd. | 33,203 | 0.0 | |||||||||||
23,000 | Minato Bank Ltd. | 37,936 | 0.0 | |||||||||||
12,100 | Mito Securities Co., Ltd. | 40,982 | 0.0 | |||||||||||
150,000 | Mitsubishi Estate Co., Ltd. | 3,119,000 | 0.8 | |||||||||||
1,612,300 | Mitsubishi UFJ Financial Group, Inc. | 9,986,988 | 2.6 | |||||||||||
52,000 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 267,604 | 0.1 | |||||||||||
107,000 | Mitsui Fudosan Co., Ltd. | 2,685,474 | 0.7 | |||||||||||
60,211 | MS&AD Insurance Group Holdings, Inc. | 1,765,668 | 0.5 | |||||||||||
12,000 | Miyazaki Bank Ltd. | 38,431 | 0.0 | |||||||||||
2,832,700 | Mizuho Financial Group, Inc. | 5,665,401 | 1.5 | |||||||||||
800 | Mone Square Holdings, Inc. | 9,656 | 0.0 | |||||||||||
26,400 | Monex Beans Holdings, Inc. | 68,596 | 0.0 | |||||||||||
3,300 | Musashino Bank Ltd. | 120,354 | 0.0 | |||||||||||
6,000 | Nagano Bank Ltd. | 10,274 | 0.0 | |||||||||||
22,000 | Nanto Bank Ltd. | 68,910 | 0.0 | |||||||||||
67,000 | Nishi-Nippon City Bank Ltd. | 176,589 | 0.1 | |||||||||||
44,850 | NKSJ Holdings, Inc. | 1,472,636 | 0.4 | |||||||||||
388,900 | Nomura Holdings, Inc. | 2,166,194 | 0.6 | |||||||||||
12,700 | Nomura Real Estate Holdings, Inc. | 235,613 | 0.1 | |||||||||||
30,700 | North Pacific Bank Ltd. | 105,970 | 0.0 | |||||||||||
13,000 | NTT Urban Development Corp. | 124,908 | 0.0 | |||||||||||
27,000 | Ogaki Kyoritsu Bank Ltd. | 108,857 | 0.0 | |||||||||||
14,000 | Oita Bank Ltd. | 54,450 | 0.0 | |||||||||||
16,000 | Okasan Securities Group, Inc. | 91,097 | 0.0 | |||||||||||
3,300 | Open House Co. Ltd. | 63,371 | 0.0 | |||||||||||
59,100 | Orient Corp. | 123,964 | 0.0 | |||||||||||
142,800 | ORIX Corp. | 2,003,265 | 0.5 | |||||||||||
59,100 | Osaka Securities Exchange Co. Ltd. | 923,838 | 0.3 | |||||||||||
1,800 | Pocket Card Co., Ltd. | 8,213 | 0.0 | |||||||||||
700 | Relo Holdings, Inc. | 84,494 | 0.0 | |||||||||||
235,700 | Resona Holdings, Inc. | 1,144,615 | 0.3 | |||||||||||
1,800 | Ricoh Leasing Co., Ltd. | 55,915 | 0.0 | |||||||||||
12,000 | San-In Godo Bank Ltd. | 97,594 | 0.0 | |||||||||||
25,160 | Softbank Investment Corp. | 271,499 | 0.1 | |||||||||||
15,930 | Senshu Ikeda Holdings, Inc. | 65,669 | 0.0 | |||||||||||
70,700 | Seven Bank Ltd. | 310,055 | 0.1 | |||||||||||
20,000 | L | Shiga Bank Ltd. | 99,951 | 0.0 | ||||||||||
13,000 | Shikoku Bank Ltd. | 29,442 | 0.0 | |||||||||||
1,200 | Shimizu Bank Ltd. | 29,433 | 0.0 | |||||||||||
177,000 | Shinsei Bank Ltd. | 325,731 | 0.1 | |||||||||||
59,000 | Shizuoka Bank Ltd. | 572,184 | 0.2 | |||||||||||
42,800 | Hulic Co. Ltd. | 375,807 | 0.1 | |||||||||||
19,500 | Sony Financial Holdings, Inc. | 348,801 | 0.1 | |||||||||||
159,352 | Sumitomo Mitsui Financial Group, Inc. | 6,014,112 | 1.6 | |||||||||||
422,440 | Sumitomo Mitsui Trust Holdings, Inc. | 1,599,920 | 0.4 | |||||||||||
1,920 | Sumitomo Real Estate Sales Co., Ltd. | 44,012 | 0.0 | |||||||||||
48,000 | Sumitomo Realty & Development Co., Ltd. | 1,370,049 | 0.4 | |||||||||||
2,300 | Sun Frontier Fudousan Co., Ltd. | 16,876 | 0.0 | |||||||||||
21,400 | Suruga Bank Ltd. | 441,024 | 0.1 | |||||||||||
73,700 | T&D Holdings, Inc. | 972,363 | 0.3 | |||||||||||
7,000 | Taiko Bank Ltd. | 14,398 | 0.0 | |||||||||||
8,000 | Takara Leben Co., Ltd. | 44,394 | 0.0 | |||||||||||
6,000 | TOC Co., Ltd. | 52,554 | 0.0 | |||||||||||
10,000 | Tochigi Bank Ltd. | 57,034 | 0.0 | |||||||||||
16,000 | Toho Bank Ltd. | 57,162 | 0.0 | |||||||||||
18,000 | Tohoku Bank Ltd. | 23,865 | 0.0 | |||||||||||
24,100 | Tokai Tokyo Financial Holdings | 146,375 | 0.1 | |||||||||||
81,500 | Tokio Marine Holdings, Inc. | 3,147,907 | 0.8 | |||||||||||
5,000 | Tokyo Rakutenchi Co., Ltd. | 21,133 | 0.0 | |||||||||||
23,000 | Tokyo Tatemono Co., Ltd. | 250,328 | 0.1 | |||||||||||
16,000 | Tokyo Theatres Co., Inc. | 17,886 | 0.0 | |||||||||||
2,328 | Tokyo TY Financial Group, Inc. | 77,914 | 0.0 | |||||||||||
49,596 | Tokyu Fudosan Holdings Corp. | 310,861 | 0.1 | |||||||||||
11,000 | Tomato Bank Ltd. | 16,024 | 0.0 | |||||||||||
15,600 | TOMONY Holdings, Inc. | 59,394 | 0.0 | |||||||||||
3,600 | Tosei Corp. | 22,712 | 0.0 | |||||||||||
6,000 | Tottori Bank Ltd. | 10,754 | 0.0 | |||||||||||
43,000 | Towa Bank Ltd. | 38,333 | 0.0 | |||||||||||
11,000 | Toyo Securities Co., Ltd. | 33,991 | 0.0 | |||||||||||
10,300 | Tsukuba Bank Ltd. | 34,339 | 0.0 | |||||||||||
14,000 | Yamagata Bank Ltd. | 54,402 | 0.0 | |||||||||||
19,000 | L | Yamaguchi Financial Group, Inc. | 225,097 | 0.1 |
See Accompanying Notes to Financial Statements
34 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
12,000 | Yamanashi Chuo Bank Ltd. | 61,331 | 0.0 | |||||||||||
5,400 | Zenkoku Hosho Co. Ltd. | 178,380 | 0.1 | |||||||||||
67,781,011 | 17.5 | |||||||||||||
Health Care: 7.0% | ||||||||||||||
23,900 | Alfresa Holdings Corp. | 472,032 | 0.1 | |||||||||||
1,600 | As One Corp. | 61,283 | 0.0 | |||||||||||
2,200 | ASKA Pharmaceutical Co., Ltd. | 27,097 | 0.0 | |||||||||||
239,600 | Astellas Pharma, Inc. | 3,410,889 | 0.9 | |||||||||||
1,600 | BML, Inc. | 47,924 | 0.0 | |||||||||||
21,400 | Chugai Pharmaceutical Co., Ltd. | 745,932 | 0.2 | |||||||||||
1,400 | L | CMIC Co., Ltd. | 17,830 | 0.0 | ||||||||||
900 | Create Medic Co., Ltd. | 6,971 | 0.0 | |||||||||||
72,000 | Daiichi Sankyo Co., Ltd. | 1,486,059 | 0.4 | |||||||||||
2,700 | L | Daiken Medical Co. Ltd | 22,998 | 0.0 | ||||||||||
15,400 | L | Dainippon Sumitomo Pharma Co., Ltd. | 181,434 | 0.0 | ||||||||||
1,560 | Daito Pharmaceutical Co. Ltd. | 44,904 | 0.0 | |||||||||||
2,500 | Eiken Chemical Co., Ltd. | 46,127 | 0.0 | |||||||||||
26,300 | Eisai Co., Ltd. | 1,739,766 | 0.5 | |||||||||||
2,100 | EPS Holdings, Inc. | 23,136 | 0.0 | |||||||||||
1,800 | FALCO HOLDINGS Co. Ltd. | 21,937 | 0.0 | |||||||||||
14,000 | Fuso Pharmaceutical Industries Ltd. | 32,430 | 0.0 | |||||||||||
6,200 | Hisamitsu Pharmaceutical Co., Inc. | 260,293 | 0.1 | |||||||||||
1,500 | Hogy Medical Co., Ltd. | 75,478 | 0.0 | |||||||||||
1,400 | JCR Pharmaceuticals Co. Ltd. | 30,439 | 0.0 | |||||||||||
9,000 | Jeol Ltd. | 58,477 | 0.0 | |||||||||||
3,700 | Kaken Pharmaceutical Co., Ltd. | 252,833 | 0.1 | |||||||||||
4,100 | Kissei Pharmaceutical Co., Ltd. | 102,833 | 0.0 | |||||||||||
5,100 | Kyorin Co., Ltd. | 106,264 | 0.0 | |||||||||||
25,000 | Kyowa Hakko Kogyo Co., Ltd. | 393,366 | 0.1 | |||||||||||
18,800 | M3, Inc. | 389,803 | 0.1 | |||||||||||
2,500 | Mani, Inc. | 48,237 | 0.0 | |||||||||||
20,400 | Medipal Holdings Corp. | 347,698 | 0.1 | |||||||||||
5,700 | Miraca Holdings, Inc. | 250,809 | 0.1 | |||||||||||
25,000 | Mitsubishi Tanabe Pharma Corp. | 430,716 | 0.1 | |||||||||||
1,400 | Mochida Pharmaceutical Co., Ltd. | 99,210 | 0.0 | |||||||||||
2,700 | Nagaileben Co., Ltd. | 46,256 | 0.0 | |||||||||||
5,000 | Nichii Gakkan Co. | 36,387 | 0.0 | |||||||||||
5,250 | Nichi-iko Pharmaceutical Co., Ltd. | 125,108 | 0.0 | |||||||||||
9,300 | Nihon Kohden Corp. | 224,957 | 0.1 | |||||||||||
6,500 | @ | Nikkiso Co., Ltd. | 51,392 | 0.0 | ||||||||||
5,000 | Nippon Chemiphar Co., Ltd. | 25,412 | 0.0 | |||||||||||
5,000 | Nippon Shinyaku Co., Ltd. | 184,771 | 0.1 | |||||||||||
14,500 | Nipro Corp. | 158,558 | 0.0 | |||||||||||
1,400 | Nissui Pharmaceutical Co., Ltd. | 16,522 | 0.0 | |||||||||||
30,700 | Olympus Corp. | 1,208,618 | 0.3 | |||||||||||
9,700 | Ono Pharmaceutical Co., Ltd. | 1,729,623 | 0.5 | |||||||||||
45,900 | Otsuka Holdings Co. Ltd. | 1,630,778 | 0.4 | |||||||||||
1,900 | Paramount Bed Holdings Co. Ltd. | 67,415 | 0.0 | |||||||||||
10,500 | Rohto Pharmaceutical Co., Ltd. | 209,482 | 0.1 | |||||||||||
39,300 | Santen Pharmaceutical Co., Ltd. | 647,012 | 0.2 | |||||||||||
3,500 | Sawai Pharmaceutical Co., Ltd. | 239,617 | 0.1 | |||||||||||
3,700 | Seikagaku Corp. | 55,131 | 0.0 | |||||||||||
2,600 | Shin Nippon Biomedical Laboratories Ltd. | 8,910 | 0.0 | |||||||||||
31,200 | Shionogi & Co., Ltd. | 1,411,183 | 0.4 | |||||||||||
4,100 | Ship Healthcare Holdings, Inc. | 101,514 | 0.0 | |||||||||||
9,230 | Suzuken Co., Ltd. | 350,760 | 0.1 | |||||||||||
15,900 | Sysmex Corp. | 1,019,901 | 0.3 | |||||||||||
1,500 | L | Taiko Pharmaceutical Co. Ltd. | 22,674 | 0.0 | ||||||||||
5,200 | Taisho Pharmaceutical Holdings Co. Ltd. | 367,253 | 0.1 | |||||||||||
83,700 | Takeda Pharmaceutical Co., Ltd. | 4,173,237 | 1.1 | |||||||||||
31,400 | Terumo Corp. | 973,194 | 0.3 | |||||||||||
6,700 | Toho Holdings Co., Ltd. | 162,861 | 0.0 | |||||||||||
1,100 | Tokai Corp./Gifu | 31,511 | 0.0 | |||||||||||
1,400 | Torii Pharmaceutical Co., Ltd. | 32,109 | 0.0 | |||||||||||
1,000 | Towa Pharmaceutical Co., Ltd. | 62,185 | 0.0 | |||||||||||
3,000 | Tsukui Corp. | 33,015 | 0.0 | |||||||||||
6,800 | Tsumura & Co. | 188,827 | 0.1 | |||||||||||
5,300 | Vital KSK Holdings, Inc. | 43,163 | 0.0 | |||||||||||
4,000 | ZERIA Pharmaceutical Co., Ltd. | 53,051 | 0.0 | |||||||||||
26,927,592 | 7.0 | |||||||||||||
Industrials: 20.5% | ||||||||||||||
3,600 | Advan Co., Ltd. | 32,575 | 0.0 | |||||||||||
1,800 | Aeon Delight Co., Ltd. | 57,749 | 0.0 | |||||||||||
6,900 | Aica Kogyo Co., Ltd. | 135,588 | 0.1 | |||||||||||
4,800 | Aichi Corp. | 31,816 | 0.0 | |||||||||||
4,400 | Aida Engineering Ltd. | 45,350 | 0.0 | |||||||||||
378,000 | All Nippon Airways Co., Ltd. | 1,090,570 | 0.3 | |||||||||||
31,800 | Amada Holdings Co., Ltd. | 303,457 | 0.1 | |||||||||||
3,000 | Anest Iwata Corp. | 25,451 | 0.0 | |||||||||||
6,000 | Arrk Corp. | 5,433 | 0.0 | |||||||||||
6,700 | Asahi Diamond Industrial Co., Ltd. | 71,648 | 0.0 | |||||||||||
114,000 | Asahi Glass Co., Ltd. | 653,089 | 0.2 | |||||||||||
3,600 | Asahi Kogyosha Co., Ltd. | 14,735 | 0.0 | |||||||||||
9,000 | Asanuma Corp. | 23,112 | 0.0 | |||||||||||
1,500 | Asunaro Aoki Construction Co., Ltd. | 10,006 | 0.0 | |||||||||||
10,000 | Bando Chemical Industries Ltd. | 41,740 | 0.0 | |||||||||||
6,700 | Bunka Shutter Co., Ltd. | 56,717 | 0.0 | |||||||||||
20,000 | Central Glass Co., Ltd. | 91,731 | 0.0 | |||||||||||
18,300 | Central Japan Railway Co. | 3,248,871 | 0.9 | |||||||||||
1,800 | Central Security Patrols Co., Ltd. | 27,184 | 0.0 | |||||||||||
17,000 | Chiyoda Corp. | 129,091 | 0.0 |
See Accompanying Notes to Financial Statements
35 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
1,300 | Chiyoda Integre Co., Ltd. | 30,287 | 0.0 | |||||||||||
3,200 | Chudenko Corp. | 70,529 | 0.0 | |||||||||||
13,000 | Chugai Ro Co., Ltd. | 25,219 | 0.0 | |||||||||||
7,600 | CKD Corp. | 75,542 | 0.0 | |||||||||||
10,700 | COMSYS Holdings Corp. | 150,451 | 0.1 | |||||||||||
4,000 | Cosel Co., Ltd. | 36,040 | 0.0 | |||||||||||
2,100 | CTI Engineering Co., Ltd. | 21,472 | 0.0 | |||||||||||
61,000 | Dai Nippon Printing Co., Ltd. | 603,207 | 0.2 | |||||||||||
4,000 | Dai-Dan Co., Ltd. | 28,047 | 0.0 | |||||||||||
10,900 | Daifuku Co., Ltd. | 185,617 | 0.1 | |||||||||||
14,000 | Daihen Corp. | 65,925 | 0.0 | |||||||||||
7,000 | L | Daiho Corp. | 33,342 | 0.0 | ||||||||||
7,000 | Daiichi Jitsugyo Co., Ltd. | 31,291 | 0.0 | |||||||||||
29,800 | Daikin Industries Ltd. | 2,170,086 | 0.6 | |||||||||||
3,500 | Daiseki Co., Ltd. | 55,794 | 0.0 | |||||||||||
4,800 | Daiwa Industries Ltd. | 37,444 | 0.0 | |||||||||||
2,400 | Denyo Co., Ltd. | 37,469 | 0.0 | |||||||||||
900 | Dream Incubator, Inc. | 20,303 | 0.0 | |||||||||||
6,600 | Duskin Co., Ltd. | 120,082 | 0.0 | |||||||||||
37,300 | East Japan Railway Co. | 3,512,390 | 0.9 | |||||||||||
45,000 | Ebara Corp. | 213,847 | 0.1 | |||||||||||
700 | Ebara Jitsugyo Co. Ltd. | 8,429 | 0.0 | |||||||||||
700 | Endo Lighting Corp. | 7,182 | 0.0 | |||||||||||
20,900 | Fanuc Ltd. | 3,600,858 | 0.9 | |||||||||||
25,600 | L | Fudo Tetra Corp. | 29,967 | 0.0 | ||||||||||
57,000 | Fuji Electric Holdings Co., Ltd. | 239,051 | 0.1 | |||||||||||
6,300 | Fuji Machine Manufacturing Co., Ltd. | 66,228 | 0.0 | |||||||||||
32,000 | Fujikura Ltd. | 172,846 | 0.1 | |||||||||||
5,600 | Fujitec Co., Ltd. | 57,325 | 0.0 | |||||||||||
4,000 | Fukuda Corp. | 40,959 | 0.0 | |||||||||||
1,600 | Fukushima Industries Corp. | 37,807 | 0.0 | |||||||||||
10,000 | L | Fukuyama Transporting Co., Ltd. | 49,634 | 0.0 | ||||||||||
2,500 | FULLCAST Holdings Co., Ltd. | 15,383 | 0.0 | |||||||||||
3,840 | Funai Soken Holdings, Inc. | 54,703 | 0.0 | |||||||||||
31,000 | Furukawa Co., Ltd. | 63,675 | 0.0 | |||||||||||
68,000 | Furukawa Electric Co., Ltd. | 143,936 | 0.1 | |||||||||||
3,000 | Futaba Corp. | 40,291 | 0.0 | |||||||||||
1,000 | Gakujo Co., Ltd. | 10,148 | 0.0 | |||||||||||
1,100 | Gecoss Corp. | 9,418 | 0.0 | |||||||||||
6,800 | Glory Ltd. | 208,772 | 0.1 | |||||||||||
41,000 | GS Yuasa Corp. | 152,373 | 0.1 | |||||||||||
2,300 | Hamakyorex Co., Ltd. | 42,883 | 0.0 | |||||||||||
137,000 | Hankyu Hanshin Holdings, Inc. | 890,485 | 0.2 | |||||||||||
19,000 | Hanwa Co., Ltd. | 82,048 | 0.0 | |||||||||||
15,800 | Hazama Ando Corp. | 85,196 | 0.0 | |||||||||||
4,100 | Hibiya Engineering Ltd. | 56,193 | 0.0 | |||||||||||
29,600 | Hino Motors Ltd. | 342,101 | 0.1 | |||||||||||
3,400 | Hisaka Works Ltd. | 27,084 | 0.0 | |||||||||||
10,100 | Hitachi Construction Machinery Co., Ltd. | 157,078 | 0.1 | |||||||||||
3,900 | Hitachi Transport System Ltd. | 68,009 | 0.0 | |||||||||||
14,600 | Hitachi Zosen Corp. | 80,146 | 0.0 | |||||||||||
3,200 | Hokuetsu Industries Co. Ltd. | 21,598 | 0.0 | |||||||||||
4,400 | Hoshizaki Electric Co., Ltd. | 273,527 | 0.1 | |||||||||||
5,000 | Hosokawa Micron Corp. | 25,550 | 0.0 | |||||||||||
2,000 | Howa Machinery Ltd. | 10,726 | 0.0 | |||||||||||
3,000 | Ichinen Holdings Co., Ltd. | 28,710 | 0.0 | |||||||||||
3,900 | Idec Corp. | 35,229 | 0.0 | |||||||||||
148,000 | IHI Corp. | 408,554 | 0.1 | |||||||||||
13,900 | Iino Kaiun Kaisha Ltd. | 57,499 | 0.0 | |||||||||||
2,800 | Inaba Denki Sangyo Co., Ltd. | 89,463 | 0.0 | |||||||||||
2,200 | Inaba Seisakusho Co., Ltd. | 23,617 | 0.0 | |||||||||||
6,600 | Inabata & Co., Ltd. | 66,627 | 0.0 | |||||||||||
1,330 | Inui Warehouse Co. Ltd. | 10,514 | 0.0 | |||||||||||
33,000 | @,L | Iseki & Co., Ltd. | 51,481 | 0.0 | ||||||||||
158,800 | Itochu Corp. | 1,878,358 | 0.5 | |||||||||||
5,800 | Itoki Corp. | 41,230 | 0.0 | |||||||||||
6,000 | Iwasaki Electric Co., Ltd. | 12,231 | 0.0 | |||||||||||
23,000 | L | Iwatani International Corp. | 118,743 | 0.0 | ||||||||||
38,900 | Japan Airlines Co. Ltd. | 1,392,344 | 0.4 | |||||||||||
6,500 | L | Japan Airport Terminal Co., Ltd. | 287,749 | 0.1 | ||||||||||
5,950 | Japan Bridge Corp. | 11,908 | 0.0 | |||||||||||
16,000 | Japan Pulp & Paper Co., Ltd. | 44,496 | 0.0 | |||||||||||
34,000 | Japan Steel Works Ltd. | 119,354 | 0.0 | |||||||||||
7,000 | Japan Transcity Corp. | 26,115 | 0.0 | |||||||||||
23,000 | JGC Corp. | 352,043 | 0.1 | |||||||||||
2,600 | JK Holdings Co., Ltd. | 10,791 | 0.0 | |||||||||||
30,070 | LIXIL Group Corp. | 667,846 | 0.2 | |||||||||||
22,000 | JTEKT Corp. | 360,098 | 0.1 | |||||||||||
4,100 | L | Juki Corp. | 36,572 | 0.0 | ||||||||||
101,000 | Kajima Corp. | 601,096 | 0.2 | |||||||||||
25,000 | Kamigumi Co., Ltd. | 215,245 | 0.1 | |||||||||||
2,000 | Kanaden Corp. | 16,343 | 0.0 | |||||||||||
3,000 | Kanagawa Chuo Kotsu Co., Ltd. | 17,923 | 0.0 | |||||||||||
3,500 | Kanamoto Co., Ltd. | 88,514 | 0.0 | |||||||||||
10,000 | Kandenko Co., Ltd. | 67,098 | 0.0 | |||||||||||
42,000 | Kanematsu Corp. | 70,658 | 0.0 | |||||||||||
3,400 | Katakura Industries Co., Ltd. | 36,524 | 0.0 | |||||||||||
6,000 | Kato Works Co., Ltd. | 26,172 | 0.0 | |||||||||||
500 | Kawada Technologies, Inc. | 15,618 | 0.0 | |||||||||||
149,000 | Kawasaki Heavy Industries Ltd. | 551,284 | 0.2 | |||||||||||
91,000 | Kawasaki Kisen Kaisha Ltd. | 194,812 | 0.1 | |||||||||||
45,000 | Keihan Electric Railway Co., Ltd. | 301,376 | 0.1 | |||||||||||
56,000 | Keihin Electric Express Railway Co., Ltd. | 462,742 | 0.1 | |||||||||||
57,000 | Keio Corp. | 492,236 | 0.1 | |||||||||||
31,000 | Keisei Electric Railway Co., Ltd. | 395,506 | 0.1 | |||||||||||
3,300 | Kimura Chemical Plants Co., Ltd. | 11,874 | 0.0 | |||||||||||
900 | Kimura Unity Co., Ltd. | 9,781 | 0.0 | |||||||||||
14,400 | Kinden Corp. | 183,616 | 0.1 | |||||||||||
2,000 | King Jim Co., Ltd. | 13,455 | 0.0 | |||||||||||
3,000 | Kinki Sharyo Co., Ltd. | 9,859 | 0.0 |
See Accompanying Notes to Financial Statements
36 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
208,000 | Kintetsu Group Holdings Co., Ltd. | 845,684 | 0.2 | |||||||||||
4,000 | Kintetsu World Express, Inc. | 70,389 | 0.0 | |||||||||||
14,000 | Kitagawa Iron Works Co., Ltd. | 30,934 | 0.0 | |||||||||||
8,000 | Kitano Construction Corp. | 20,806 | 0.0 | |||||||||||
2,200 | Kito Corp. | 19,686 | 0.0 | |||||||||||
7,700 | Kitz Corp. | 34,587 | 0.0 | |||||||||||
4,000 | Kobe Electric Railway Co. Ltd | 12,013 | 0.0 | |||||||||||
11,100 | Kokuyo Co., Ltd. | 120,019 | 0.0 | |||||||||||
3,950 | Komai Tekko, Inc. | 8,006 | 0.0 | |||||||||||
105,600 | Komatsu Ltd. | 1,727,875 | 0.5 | |||||||||||
900 | Komatsu Wall Industry Co., Ltd. | 15,427 | 0.0 | |||||||||||
6,100 | Komori Corp. | 71,372 | 0.0 | |||||||||||
3,700 | Konoike Transport Co. Ltd. | 48,931 | 0.0 | |||||||||||
800 | KRS Corp. | 18,468 | 0.0 | |||||||||||
103,000 | @ | Kubota Corp. | 1,591,211 | 0.4 | ||||||||||
27,000 | Kumagai Gumi Co., Ltd. | 77,519 | 0.0 | |||||||||||
12,000 | Kurita Water Industries Ltd. | 251,297 | 0.1 | |||||||||||
4,400 | Kuroda Electric Co., Ltd. | 81,288 | 0.0 | |||||||||||
11,000 | Kyodo Printing Co., Ltd. | 30,485 | 0.0 | |||||||||||
5,700 | Kyokuto Kaihatsu Kogyo Co. Ltd. | 63,257 | 0.0 | |||||||||||
8,800 | Kyowa Exeo Corp. | 90,346 | 0.0 | |||||||||||
4,000 | Kyudenko Corp. | 71,651 | 0.0 | |||||||||||
6,000 | Mabuchi Motor Co., Ltd. | 325,169 | 0.1 | |||||||||||
15,000 | Maeda Corp. | 101,348 | 0.0 | |||||||||||
3,400 | Maeda Kosen Co. Ltd | 31,054 | 0.0 | |||||||||||
7,000 | @ | Maeda Road Construction Co., Ltd. | 117,342 | 0.0 | ||||||||||
1,600 | Maezawa Kasei Industries Co., Ltd. | 15,130 | 0.0 | |||||||||||
600 | Maezawa Kyuso Industries Co., Ltd. | 7,681 | 0.0 | |||||||||||
10,000 | Makino Milling Machine Co., Ltd. | 75,243 | 0.0 | |||||||||||
13,400 | Makita Corp. | 772,197 | 0.2 | |||||||||||
188,100 | Marubeni Corp. | 967,040 | 0.3 | |||||||||||
700 | Maruka Machinery Co. Ltd. | 10,529 | 0.0 | |||||||||||
10,000 | Maruzen Showa Unyu Co., Ltd. | 35,731 | 0.0 | |||||||||||
1,500 | Matsuda Sangyo Co., Ltd. | 17,878 | 0.0 | |||||||||||
4,000 | Matsui Construction Co., Ltd. | 24,429 | 0.0 | |||||||||||
4,000 | Max Co., Ltd. | 41,246 | 0.0 | |||||||||||
19,000 | Meidensha Corp. | 76,520 | 0.0 | |||||||||||
6,000 | Meisei Industrial Co. Ltd. | 24,871 | 0.0 | |||||||||||
2,900 | Meitec Corp. | 99,308 | 0.0 | |||||||||||
2,400 | Meiwa Corp. | 8,394 | 0.0 | |||||||||||
31,000 | Minebea Co., Ltd. | 265,421 | 0.1 | |||||||||||
8,410 | Mirait Holdings Corp. | 69,289 | 0.0 | |||||||||||
23,000 | MISUMI Group, Inc. | 317,714 | 0.1 | |||||||||||
151,700 | Mitsubishi Corp. | 2,523,244 | 0.7 | |||||||||||
212,000 | Mitsubishi Electric Corp. | 2,225,331 | 0.6 | |||||||||||
352,000 | Mitsubishi Heavy Industries Ltd. | 1,539,121 | 0.4 | |||||||||||
15,000 | Mitsubishi Logistics Corp. | 197,643 | 0.1 | |||||||||||
9,000 | L | Mitsubishi Kakoki Kaisha Ltd. | 17,815 | 0.0 | ||||||||||
1,600 | Mitsubishi Pencil Co., Ltd. | 73,900 | 0.0 | |||||||||||
6,000 | Mitsuboshi Belting Co., Ltd. | 47,831 | 0.0 | |||||||||||
177,200 | Mitsui & Co., Ltd. | 2,105,497 | 0.6 | |||||||||||
83,000 | Mitsui Engineering & Shipbuilding Co., Ltd. | 136,639 | 0.1 | |||||||||||
17,000 | Mitsui Matsushima Co., Ltd. | 18,270 | 0.0 | |||||||||||
103,000 | Mitsui OSK Lines Ltd. | 259,795 | 0.1 | |||||||||||
13,000 | Mitsui-Soko Co., Ltd. | 36,802 | 0.0 | |||||||||||
10,000 | Miura Co., Ltd. | 141,542 | 0.1 | |||||||||||
6,000 | Miyaji Engineering Group, Inc. | 9,302 | 0.0 | |||||||||||
7,100 | MonotaRO Co. Ltd. | 196,455 | 0.1 | |||||||||||
12,300 | @ | DMG Mori Co. Ltd. | 143,074 | 0.1 | ||||||||||
4,500 | Morita Holdings Corp. | 48,773 | 0.0 | |||||||||||
4,600 | Moshi Moshi Hotline, Inc. | 39,469 | 0.0 | |||||||||||
12,000 | @ | Nabtesco Corp. | 243,782 | 0.1 | ||||||||||
1,900 | NAC Co., Ltd. | 15,446 | 0.0 | |||||||||||
21,000 | Nachi-Fujikoshi Corp. | 96,154 | 0.0 | |||||||||||
11,300 | Nagase & Co., Ltd. | 142,447 | 0.1 | |||||||||||
74,000 | Nagoya Railroad Co., Ltd. | 307,996 | 0.1 | |||||||||||
5,844 | Namura Shipbuilding Co., Ltd. | 48,028 | 0.0 | |||||||||||
47,000 | Nankai Electric Railway Co., Ltd. | 278,169 | 0.1 | |||||||||||
800 | NEC Capital Solutions Ltd. | 10,995 | 0.0 | |||||||||||
27,000 | NGK Insulators Ltd. | 608,585 | 0.2 | |||||||||||
10,000 | Nichias Corp. | 65,852 | 0.0 | |||||||||||
1,100 | Nichiden Corp. | 27,210 | 0.0 | |||||||||||
3,400 | Nichiha Corp. | 51,272 | 0.0 | |||||||||||
4,000 | Nichireki Co., Ltd. | 31,672 | 0.0 | |||||||||||
23,714 | Nidec Corp. | 1,719,644 | 0.5 | |||||||||||
3,500 | Nihon M&A Center, Inc. | 168,512 | 0.1 | |||||||||||
600 | Nihon Trim Co., Ltd. | 20,927 | 0.0 | |||||||||||
4,000 | Nikko Co. Ltd./Hyogo | 13,292 | 0.0 | |||||||||||
5,000 | Nippo Corp. | 81,303 | 0.0 | |||||||||||
12,000 | Nippon Carbon Co., Ltd. | 30,136 | 0.0 | |||||||||||
8,300 | L | Nippon Conveyor Co., Ltd. | 11,081 | 0.0 | ||||||||||
4,000 | Nippon Densetsu Kogyo Co., Ltd. | 87,158 | 0.0 | |||||||||||
79,000 | Nippon Express Co., Ltd. | 371,239 | 0.1 | |||||||||||
2,100 | Nippon Hume Corp. | 12,740 | 0.0 | |||||||||||
2,400 | Nippon Kanzai Co., Ltd. | 37,972 | 0.0 | |||||||||||
10,000 | Nippon Koei Co. Ltd. | 36,512 | 0.0 | |||||||||||
6,900 | Nippon Konpo Unyu Soko Co., Ltd. | 137,529 | 0.1 | |||||||||||
27,400 | Nippon Parking Development Co. Ltd. | 31,371 | 0.0 | |||||||||||
10,000 | Nippon Road Co., Ltd. | 49,282 | 0.0 | |||||||||||
2,000 | Nippon Seisen Co., Ltd. | 9,318 | 0.0 | |||||||||||
8,000 | L | Nippon Sharyo Ltd. | 19,166 | 0.0 | ||||||||||
118,000 | Nippon Sheet Glass Co., Ltd. | 95,006 | 0.0 | |||||||||||
9,280 | Nippon Steel & Sumikin Bussan Corp. | 31,698 | 0.0 | |||||||||||
10,000 | Nippon Thompson Co., Ltd. | 43,334 | 0.0 | |||||||||||
171,880 | Nippon Yusen KK | 416,584 | 0.1 |
See Accompanying Notes to Financial Statements
37 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
4,000 | Nippon Yusoki Co., Ltd. | 16,227 | 0.0 | |||||||||||
25,000 | Nishimatsu Construction Co., Ltd. | 94,752 | 0.0 | |||||||||||
28,000 | Nishi-Nippon Railroad Co., Ltd. | 164,591 | 0.1 | |||||||||||
2,100 | Nishio Rent All Co., Ltd. | 57,686 | 0.0 | |||||||||||
1,200 | Nissei ASB Machine Co. Ltd | 20,290 | 0.0 | |||||||||||
2,100 | Nissei Plastic Industrial Co., Ltd. | 16,751 | 0.0 | |||||||||||
3,200 | Nissha Printing Co., Ltd. | 62,146 | 0.0 | |||||||||||
12,000 | Nissin Corp. | 34,482 | 0.0 | |||||||||||
7,000 | Nissin Electric Co., Ltd. | 56,796 | 0.0 | |||||||||||
2,100 | Nitta Corp. | 57,488 | 0.0 | |||||||||||
16,000 | Nitto Boseki Co., Ltd. | 42,981 | 0.0 | |||||||||||
3,100 | Nitto Kogyo Corp. | 54,200 | 0.0 | |||||||||||
1,700 | Nitto Kohki Co., Ltd. | 36,374 | 0.0 | |||||||||||
2,900 | Nittoc Construction Co. Ltd. | 11,714 | 0.0 | |||||||||||
4,300 | Nomura Co., Ltd. | 66,077 | 0.0 | |||||||||||
13,000 | Noritake Co., Ltd. | 29,709 | 0.0 | |||||||||||
5,000 | Noritz Corp. | 76,439 | 0.0 | |||||||||||
12,000 | NS United Kaiun Kaisha Ltd. | 21,356 | 0.0 | |||||||||||
41,800 | NSK Ltd. | 454,196 | 0.1 | |||||||||||
49,000 | NTN Corp. | 206,617 | 0.1 | |||||||||||
1,600 | Obara Corp. | 58,218 | 0.0 | |||||||||||
69,000 | Obayashi Corp. | 636,677 | 0.2 | |||||||||||
3,000 | Obayashi Road Corp. | 20,306 | 0.0 | |||||||||||
66,000 | Odakyu Electric Railway Co., Ltd. | 710,609 | 0.2 | |||||||||||
3,380 | Oiles Corp. | 58,699 | 0.0 | |||||||||||
8,000 | Okamura Corp. | 79,735 | 0.0 | |||||||||||
16,000 | OKK Corp. | 18,839 | 0.0 | |||||||||||
15,000 | Okuma Corp. | 121,308 | 0.0 | |||||||||||
23,000 | Okumura Corp. | 129,508 | 0.0 | |||||||||||
1,900 | Onoken Co., Ltd. | 18,085 | 0.0 | |||||||||||
4,000 | Organo Corp. | 15,709 | 0.0 | |||||||||||
10,100 | OSG Corp. | 190,941 | 0.1 | |||||||||||
1,400 | Outsourcing, Inc. | 36,800 | 0.0 | |||||||||||
2,600 | Oyo Corp. | 29,337 | 0.0 | |||||||||||
10,400 | Park24 Co., Ltd. | 251,965 | 0.1 | |||||||||||
2,800 | Pegasus Sewing Machine Manufacturing Co., Ltd. | 11,242 | 0.0 | |||||||||||
27,200 | Penta-Ocean Construction Co., Ltd. | 113,641 | 0.0 | |||||||||||
3,800 | Pilot Corp. | 155,878 | 0.1 | |||||||||||
1,400 | Prestige International, Inc. | 14,173 | 0.0 | |||||||||||
2,500 | Pronexus, Inc. | 20,506 | 0.0 | |||||||||||
3,400 | PS Mitsubishi Construction Co., Ltd. | 11,064 | 0.0 | |||||||||||
3,100 | Raito Kogyo Co., Ltd. | 30,195 | 0.0 | |||||||||||
10,000 | Rasa Industries Ltd. | 11,201 | 0.0 | |||||||||||
41,100 | Recruit Holdings Co. Ltd. | 1,208,085 | 0.3 | |||||||||||
2,200 | Rheon Automatic Machinery Co., Ltd. | 14,938 | 0.0 | |||||||||||
16,000 | Ryobi Ltd. | 67,642 | 0.0 | |||||||||||
7,000 | Sakai Heavy Industries Ltd. | 12,694 | 0.0 | |||||||||||
800 | Sakai Moving Service Co., Ltd. | 21,714 | 0.0 | |||||||||||
3,800 | Sanix, Inc. | 6,423 | 0.0 | |||||||||||
5,800 | Sanki Engineering Co., Ltd. | 49,953 | 0.0 | |||||||||||
3,400 | Sankyo Tateyama, Inc. | 43,287 | 0.0 | |||||||||||
28,000 | Sankyu, Inc. | 142,851 | 0.1 | |||||||||||
20,600 | Sanwa Holdings Corp. | 162,925 | 0.1 | |||||||||||
5,000 | Sanyo Denki Co. Ltd. | 31,072 | 0.0 | |||||||||||
1,800 | Sata Construction Co., Ltd. | 6,882 | 0.0 | |||||||||||
2,400 | Sato Holding Corp. | 47,306 | 0.0 | |||||||||||
2,300 | Sato Shoji Corp. | 15,077 | 0.0 | |||||||||||
3,300 | SBS Holdings, Inc. | 25,659 | 0.0 | |||||||||||
21,300 | Secom Co., Ltd. | 1,443,496 | 0.4 | |||||||||||
2,000 | Seibu Electric Industry Co., Ltd. | 7,188 | 0.0 | |||||||||||
16,400 | Seibu Holdings, Inc. | 334,926 | 0.1 | |||||||||||
5,800 | Seikitokyu Kogyo Co., Ltd. | 29,281 | 0.0 | |||||||||||
14,800 | Seino Holdings Corp. | 153,984 | 0.1 | |||||||||||
4,700 | Sekisui Jushi Corp. | 64,780 | 0.0 | |||||||||||
9,000 | Senko Co., Ltd. | 60,672 | 0.0 | |||||||||||
6,000 | Shibusawa Warehouse Co., Ltd. | 15,664 | 0.0 | |||||||||||
2,700 | Shibuya Corp. | 40,065 | 0.0 | |||||||||||
3,800 | L | Shima Seiki Manufacturing Ltd. | 60,485 | 0.0 | ||||||||||
70,000 | Shimizu Corp. | 570,796 | 0.2 | |||||||||||
1,900 | Shin Nippon Air Technologies Co. Ltd. | 16,928 | 0.0 | |||||||||||
2,000 | Shin-Keisei Electric Railway Co., Ltd. | 7,211 | 0.0 | |||||||||||
8,000 | Shinmaywa Industries Ltd. | 71,687 | 0.0 | |||||||||||
4,400 | Shinnihon Corp. | 23,875 | 0.0 | |||||||||||
5,000 | Shinsho Corp. | 9,998 | 0.0 | |||||||||||
2,000 | Shinwa Co., Ltd./Nagoya | 27,880 | 0.0 | |||||||||||
2,100 | SHO-BOND Holdings Co., Ltd. | 76,593 | 0.0 | |||||||||||
20,000 | Sinfonia Technology Co. Ltd. | 32,570 | 0.0 | |||||||||||
4,900 | Sintokogio Ltd. | 39,640 | 0.0 | |||||||||||
6,400 | SMC Corp. | 1,662,297 | 0.4 | |||||||||||
2,000 | Soda Nikka Co., Ltd. | 8,641 | 0.0 | |||||||||||
2,900 | Sodick Co., Ltd. | 21,385 | 0.0 | |||||||||||
7,200 | Sohgo Security Services Co., Ltd. | 337,672 | 0.1 | |||||||||||
131,400 | Sojitz Corp. | 275,753 | 0.1 | |||||||||||
37,000 | Sotetsu Holdings, Inc. | 215,288 | 0.1 | |||||||||||
3,800 | Star Micronics Co., Ltd. | 49,585 | 0.0 | |||||||||||
1,000 | Subaru Enterprise Co., Ltd. | 3,646 | 0.0 | |||||||||||
800 | Sugimoto & Co., Ltd. | 9,534 | 0.0 | |||||||||||
8,600 | Sumiseki Holdings, Inc. | 7,807 | 0.0 | |||||||||||
121,400 | Sumitomo Corp. | 1,237,713 | 0.3 | |||||||||||
2,400 | Sumitomo Densetsu Co., Ltd. | 30,964 | 0.0 | |||||||||||
82,000 | Sumitomo Electric Industries Ltd. | 1,157,908 | 0.3 | |||||||||||
59,700 | Sumitomo Heavy Industries | 267,627 | 0.1 | |||||||||||
90,600 | Sumitomo Mitsui Construction Co., Ltd. | 85,017 | 0.0 | |||||||||||
4,000 | Sumitomo Precision Products | 14,409 | 0.0 | |||||||||||
14,000 | Sumitomo Warehouse Co., Ltd. | 74,079 | 0.0 | |||||||||||
42,000 | SWCC Showa Holdings Co., Ltd. | 24,610 | 0.0 | |||||||||||
10,000 | Tadano Ltd. | 121,059 | 0.0 |
See Accompanying Notes to Financial Statements
38 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
4,000 | Taihei Dengyo Kaisha Ltd. | 41,416 | 0.0 | |||||||||||
14,000 | Taiheiyo Kouhatsu, Inc. | 9,713 | 0.0 | |||||||||||
3,300 | Taikisha Ltd. | 78,980 | 0.0 | |||||||||||
119,500 | Taisei Corp. | 787,143 | 0.2 | |||||||||||
1,800 | Takaoka Toko Co. Ltd | 22,764 | 0.0 | |||||||||||
2,100 | L | Takara Printing Co., Ltd. | 23,108 | 0.0 | ||||||||||
10,000 | Takara Standard Co., Ltd. | 76,128 | 0.0 | |||||||||||
6,000 | Takasago Thermal Engineering Co., Ltd. | 87,743 | 0.0 | |||||||||||
3,500 | Takeei Corp. | 30,489 | 0.0 | |||||||||||
1,500 | Takeuchi Manufacturing Co. Ltd. | 30,520 | 0.0 | |||||||||||
7,000 | Takisawa Machine Tool Co., Ltd. | 9,272 | 0.0 | |||||||||||
7,000 | Takuma Co., Ltd. | 57,441 | 0.0 | |||||||||||
4,200 | Tanseisha Co., Ltd. | 33,816 | 0.0 | |||||||||||
4,100 | Tatsuta Electric Wire and Cable Co., Ltd. | 14,780 | 0.0 | |||||||||||
3,100 | TechnoPro Holdings, Inc. | 90,474 | 0.0 | |||||||||||
1,600 | Teikoku Electric Manufacturing Co., Ltd. | 12,717 | 0.0 | |||||||||||
2,500 | Teikoku Sen-I Co., Ltd. | 32,049 | 0.0 | |||||||||||
14,000 | L | Tekken Corp. | 34,647 | 0.0 | ||||||||||
13,500 | Temp Holdings Co., Ltd. | 209,259 | 0.1 | |||||||||||
13,900 | THK Co., Ltd. | 257,624 | 0.1 | |||||||||||
23,000 | Toa Corp. | 60,295 | 0.0 | |||||||||||
4,000 | TOA Road Corp. | 14,594 | 0.0 | |||||||||||
17,200 | L | Tobishima Corp. | 27,452 | 0.0 | ||||||||||
109,000 | Tobu Railway Co., Ltd. | 537,634 | 0.2 | |||||||||||
1,700 | Tocalo Co., Ltd. | 35,078 | 0.0 | |||||||||||
28,000 | Toda Corp. | 149,287 | 0.1 | |||||||||||
4,000 | Toenec Corp. | 26,438 | 0.0 | |||||||||||
8,800 | TOKAI Holdings Corp. | 41,218 | 0.0 | |||||||||||
3,000 | Tokyo Energy & Systems, Inc. | 27,148 | 0.0 | |||||||||||
8,000 | TOKYO KEIKI INC. | 14,654 | 0.0 | |||||||||||
2,500 | Tokyo Sangyo Co. Ltd. | 10,433 | 0.0 | |||||||||||
8,190 | Tokyu Construction Co., Ltd. | 61,310 | 0.0 | |||||||||||
113,000 | Tokyu Corp. | 892,971 | 0.2 | |||||||||||
9,000 | Toli Corp. | 25,479 | 0.0 | |||||||||||
1,900 | Tomoe Corp. | 5,732 | 0.0 | |||||||||||
3,400 | Toppan Forms Co., Ltd. | 40,327 | 0.0 | |||||||||||
58,000 | Toppan Printing Co., Ltd. | 534,364 | 0.2 | |||||||||||
2,200 | Torishima Pump Manufacturing Co., Ltd. | 18,167 | 0.0 | |||||||||||
433,000 | Toshiba Corp. | 889,912 | 0.2 | |||||||||||
16,000 | Toshiba Machine Co., Ltd. | 54,266 | 0.0 | |||||||||||
3,200 | Toshiba Plant Systems & Services Corp. | 35,390 | 0.0 | |||||||||||
5,000 | Tosho Printing Co., Ltd. | 22,031 | 0.0 | |||||||||||
3,400 | Totetsu Kogyo Co., Ltd. | 85,254 | 0.0 | |||||||||||
16,000 | Toto Ltd. | 562,112 | 0.2 | |||||||||||
50 | Totoku Electric Co., Ltd. | 432 | 0.0 | |||||||||||
9,700 | Toyo Construction Co., Ltd. | 44,161 | 0.0 | |||||||||||
13,000 | Toyo Engineering Corp. | 33,401 | 0.0 | |||||||||||
5,000 | Toyo Logistics Co., Ltd. | 10,629 | 0.0 | |||||||||||
1,200 | Toyo Tanso Co., Ltd. | 18,089 | 0.0 | |||||||||||
6,000 | Toyo Wharf & Warehouse Co., Ltd. | 9,208 | 0.0 | |||||||||||
22,300 | Toyota Tsusho Corp. | 521,660 | 0.1 | |||||||||||
800 | Trancom Co. Ltd. | 44,475 | 0.0 | |||||||||||
2,300 | Trusco Nakayama Corp. | 89,494 | 0.0 | |||||||||||
10,000 | Tsubakimoto Chain Co. | 76,999 | 0.0 | |||||||||||
3,000 | Tsubakimoto Kogyo Co., Ltd. | 8,182 | 0.0 | |||||||||||
8,000 | Tsugami Corp. | 34,638 | 0.0 | |||||||||||
5,500 | Tsukishima Kikai Co., Ltd. | 49,880 | 0.0 | |||||||||||
2,100 | Tsurumi Manufacturing Co., Ltd. | 34,493 | 0.0 | |||||||||||
4,000 | Uchida Yoko Co., Ltd. | 15,137 | 0.0 | |||||||||||
4,100 | Ueki Corp. | 9,368 | 0.0 | |||||||||||
1,000 | @ | Union Tool Co. | 27,425 | 0.0 | ||||||||||
12,900 | Ushio, Inc. | 177,890 | 0.1 | |||||||||||
22,000 | L | Wakachiku Construction Co., Ltd. | 25,864 | 0.0 | ||||||||||
3,000 | Wakita & Co. Ltd. | 25,855 | 0.0 | |||||||||||
1,100 | Weathernews, Inc. | 37,531 | 0.0 | |||||||||||
19,700 | West Japan Railway Co. | 1,361,724 | 0.4 | |||||||||||
4,000 | Yahagi Construction Co., Ltd. | 27,274 | 0.0 | |||||||||||
4,700 | YAMABIKO Corp. | 39,445 | 0.0 | |||||||||||
36,100 | Yamato Holdings Co., Ltd. | 764,892 | 0.2 | |||||||||||
9,600 | Yamazen Corp. | 87,914 | 0.0 | |||||||||||
2,100 | Yasuda Logistics Corp. | 15,754 | 0.0 | |||||||||||
5,700 | Yokogawa Bridge Corp. | 65,660 | 0.0 | |||||||||||
1,000 | Yondenko Corp. | 3,673 | 0.0 | |||||||||||
2,400 | L | Yuasa Trading Co., Ltd. | 59,288 | 0.0 | ||||||||||
4,000 | Yuken Kogyo Co., Ltd. | 8,333 | 0.0 | |||||||||||
3,300 | Yusen Logistics Co. Ltd. | 44,056 | 0.0 | |||||||||||
900 | Yushin Precision Equipment Co., Ltd. | 16,826 | 0.0 | |||||||||||
79,297,918 | 20.5 | |||||||||||||
Information Technology: 10.4% | ||||||||||||||
2,300 | A&D Co., Ltd. | 8,236 | 0.0 | |||||||||||
15,600 | L | Advantest Corp. | 129,405 | 0.1 | ||||||||||
3,000 | L | Ai Holdings Corp. | 76,099 | 0.0 | ||||||||||
4,000 | Aichi Tokei Denki Co., Ltd. | 10,818 | 0.0 | |||||||||||
1,500 | Aiphone Co., Ltd. | 24,596 | 0.0 | |||||||||||
1,280 | Alpha Systems, Inc. | 20,602 | 0.0 | |||||||||||
17,200 | Alps Electric Co., Ltd. | 466,430 | 0.1 | |||||||||||
6,500 | Amano Corp. | 87,917 | 0.0 | |||||||||||
11,700 | Anritsu Corp. | 76,659 | 0.0 | |||||||||||
1,600 | Argo Graphics, Inc. | 24,165 | 0.0 | |||||||||||
5,200 | Arisawa Manufacturing Co., Ltd. | 33,376 | 0.0 | |||||||||||
3,000 | Asahi Net, Inc. | 13,010 | 0.0 | |||||||||||
1,400 | Ateam, Inc. | 20,411 | 0.0 | |||||||||||
825 | Axell Corp. | 8,435 | 0.0 | |||||||||||
2,700 | Broadleaf Co. Ltd. | 26,572 | 0.0 | |||||||||||
26,900 | Brother Industries Ltd. | 309,021 | 0.1 | |||||||||||
2,900 | CAC Holdings Corp. | 23,703 | 0.0 | |||||||||||
1,600 | Canon Electronics, Inc. | 26,343 | 0.0 | |||||||||||
110,366 | Canon, Inc. | 3,338,575 | 0.9 | |||||||||||
5,700 | Capcom Co., Ltd. | 137,448 | 0.1 | |||||||||||
3,000 | Computer Institute of Japan Ltd. | 12,294 | 0.0 | |||||||||||
26,300 | Citizen Holdings Co., Ltd. | 189,025 | 0.1 | |||||||||||
6,200 | CMK Corp. | 17,810 | 0.0 | |||||||||||
5,800 | COLOPL, Inc. | 114,364 | 0.0 | |||||||||||
2,700 | Cybernet Systems Co., Ltd. | 9,591 | 0.0 | |||||||||||
3,600 | Cybozu, Inc. | 9,515 | 0.0 |
See Accompanying Notes to Financial Statements
39 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
1,200 | Dai-ichi Seiko Co. Ltd | 15,861 | 0.0 | |||||||||||
18,000 | Dainippon Screen Manufacturing Co., Ltd. | 132,493 | 0.1 | |||||||||||
26,000 | Daiwabo Holdings Co., Ltd. | 51,877 | 0.0 | |||||||||||
5,000 | Denki Kogyo Co., Ltd. | 22,308 | 0.0 | |||||||||||
4,100 | Dexerials Corp | 43,919 | 0.0 | |||||||||||
1,200 | Digital Arts, Inc. | 21,271 | 0.0 | |||||||||||
2,300 | Dip Corp. | 47,108 | 0.0 | |||||||||||
2,600 | Disco Corp. | 244,846 | 0.1 | |||||||||||
2,100 | DTS Corp. | 47,804 | 0.0 | |||||||||||
1,900 | Eizo Nanao Corp. | 45,505 | 0.0 | |||||||||||
500 | enish inc | 2,375 | 0.0 | |||||||||||
900 | Enplas Corp. | 32,377 | 0.0 | |||||||||||
3,900 | ESPEC Corp. | 47,667 | 0.0 | |||||||||||
1,000 | L | Excel Co., Ltd. | 12,803 | 0.0 | ||||||||||
5,400 | L | F N Communications, Inc. | 33,143 | 0.0 | ||||||||||
870 | Faith, Inc. | 9,582 | 0.0 | |||||||||||
3,800 | Fuji Soft, Inc. | 83,347 | 0.0 | |||||||||||
49,100 | Fuji Photo Film Co., Ltd. | 2,049,066 | 0.6 | |||||||||||
198,000 | Fujitsu Ltd. | 988,242 | 0.3 | |||||||||||
2,700 | Furuno Electric Co., Ltd. | 19,377 | 0.0 | |||||||||||
7,700 | GMO internet, Inc. | 101,349 | 0.0 | |||||||||||
1,800 | GMO Payment Gateway, Inc. | 85,479 | 0.0 | |||||||||||
2,600 | Gurunavi, Inc. | 54,011 | 0.0 | |||||||||||
11,500 | Gree, Inc. | 54,603 | 0.0 | |||||||||||
1,400 | Gumi, Inc. | 8,929 | 0.0 | |||||||||||
25,600 | L | GungHo Online Entertainment, Inc. | 69,546 | 0.0 | ||||||||||
16,200 | Hamamatsu Photonics KK | 444,127 | 0.1 | |||||||||||
1,200 | Hearts United Group Co. Ltd | 27,879 | 0.0 | |||||||||||
1,200 | Hioki EE Corp. | 21,817 | 0.0 | |||||||||||
3,365 | Hirose Electric Co., Ltd. | 407,408 | 0.1 | |||||||||||
7,300 | Hitachi High-Technologies Corp. | 197,415 | 0.1 | |||||||||||
5,000 | Hitachi Kokusai Electric, Inc. | 67,972 | 0.0 | |||||||||||
510,146 | Hitachi Ltd. | 2,890,679 | 0.8 | |||||||||||
3,900 | Hitachi Maxell Ltd. | 69,267 | 0.0 | |||||||||||
1,300 | Hochiki Corp. | 11,834 | 0.0 | |||||||||||
10,000 | Hokuriku Electric Industry Co., Ltd. | 14,246 | 0.0 | |||||||||||
4,000 | Horiba Ltd. | 154,452 | 0.1 | |||||||||||
7,700 | Hosiden Corp. | 43,312 | 0.0 | |||||||||||
47,500 | Hoya Corp. | 1,942,398 | 0.5 | |||||||||||
14,600 | Ibiden Co., Ltd. | 209,312 | 0.1 | |||||||||||
1,800 | Icom, Inc. | 37,412 | 0.0 | |||||||||||
3,600 | Ines Corp. | 33,465 | 0.0 | |||||||||||
1,300 | I-Net Corp. | 12,860 | 0.0 | |||||||||||
2,600 | Innotech Corp. | 12,433 | 0.0 | |||||||||||
3,400 | Internet Initiative Japan, Inc. | 67,523 | 0.0 | |||||||||||
2,300 | @ | Information Services International-Dentsu Ltd. | 44,402 | 0.0 | ||||||||||
7,100 | IT Holdings Corp. | 162,227 | 0.1 | |||||||||||
3,900 | Itfor, Inc. | 17,699 | 0.0 | |||||||||||
4,400 | Itochu Techno-Solutions Corp. | 87,667 | 0.0 | |||||||||||
9,000 | Iwatsu Electric Co., Ltd. | 5,582 | 0.0 | |||||||||||
6,000 | Japan Aviation Electronics Industry Ltd. | 86,068 | 0.0 | |||||||||||
2,300 | L | Japan Cash Machine Co., Ltd. | 22,649 | 0.0 | ||||||||||
2,200 | Japan Digital Laboratory Co. | 29,935 | 0.0 | |||||||||||
39,900 | Japan Display, Inc. | 114,962 | 0.0 | |||||||||||
1,200 | Japan Material Co. Ltd | 24,918 | 0.0 | |||||||||||
5,000 | Japan Radio Co., Ltd. | 15,242 | 0.0 | |||||||||||
1,700 | Jastec Co., Ltd. | 14,214 | 0.0 | |||||||||||
3,400 | JBCC Holdings, Inc. | 21,440 | 0.0 | |||||||||||
4,200 | Justsystems Corp. | 32,460 | 0.0 | |||||||||||
2,900 | Kaga Electronics Co., Ltd. | 43,296 | 0.0 | |||||||||||
14,800 | Kakaku.com, Inc. | 291,110 | 0.1 | |||||||||||
1,500 | Kanematsu Electronics Ltd. | 26,578 | 0.0 | |||||||||||
4,600 | Keyence Corp. | 2,528,184 | 0.7 | |||||||||||
3,800 | KLab, Inc. | 25,003 | 0.0 | |||||||||||
4,600 | Koa Corp. | 39,005 | 0.0 | |||||||||||
8,523 | Konami Corp. | 202,886 | 0.1 | |||||||||||
48,300 | Konica Minolta Holdings, Inc. | 483,733 | 0.1 | |||||||||||
33,800 | Kyocera Corp. | 1,569,690 | 0.4 | |||||||||||
2,800 | Lasertec Corp. | 31,797 | 0.0 | |||||||||||
1,000 | L | Livesense, Inc. | 2,907 | 0.0 | ||||||||||
4,700 | Macnica Fuji Electronics Holdings, Inc. | 62,302 | 0.0 | |||||||||||
1,700 | Mamezou Holdings Co. Ltd | 9,133 | 0.0 | |||||||||||
2,000 | Marubun Corp. | 15,885 | 0.0 | |||||||||||
800 | Maruwa Co., Ltd./Aichi | 17,706 | 0.0 | |||||||||||
3,300 | L | Marvelous, Inc. | 25,105 | 0.0 | ||||||||||
2,300 | Megachips Corp. | 20,126 | 0.0 | |||||||||||
1,300 | Melco Holdings, Inc. | 23,899 | 0.0 | |||||||||||
1,700 | Mimasu Semiconductor Industry Co., Ltd. | 16,187 | 0.0 | |||||||||||
8,800 | L | Mitsumi Electric Co., Ltd. | 49,838 | 0.0 | ||||||||||
21,420 | Murata Manufacturing Co., Ltd. | 3,081,937 | 0.8 | |||||||||||
3,200 | Mutoh Holdings Co., Ltd. | 7,060 | 0.0 | |||||||||||
1,600 | Nagano Keiki Co., Ltd. | 9,892 | 0.0 | |||||||||||
269,000 | NEC Corp. | 852,332 | 0.2 | |||||||||||
2,300 | NEC Networks & System Integration Corp. | 40,675 | 0.0 | |||||||||||
10,700 | Net One systems Co., Ltd. | 68,500 | 0.0 | |||||||||||
19,200 | Nexon Co. Ltd. | 312,341 | 0.1 | |||||||||||
5,800 | Nichicon Corp. | 45,342 | 0.0 | |||||||||||
2,000 | Nihon Dempa Kogyo Co., Ltd. | 13,102 | 0.0 | |||||||||||
6,200 | L | Nihon Unisys Ltd. | 68,254 | 0.0 | ||||||||||
12,600 | Nintendo Co., Ltd. | 1,732,627 | 0.5 | |||||||||||
1,900 | L | Nippon Ceramic Co., Ltd. | 30,078 | 0.0 | ||||||||||
25,000 | Nippon Chemi-Con Corp. | 44,108 | 0.0 | |||||||||||
45,000 | Nippon Electric Glass Co., Ltd. | 226,808 | 0.1 | |||||||||||
5,700 | Nippon Signal Co., Ltd. | 62,070 | 0.0 | |||||||||||
3,400 | Nohmi Bosai Ltd. | 42,591 | 0.0 | |||||||||||
12,920 | Nomura Research Institute Ltd. | 496,177 | 0.1 | |||||||||||
3,400 | NS Solutions Corp. | 77,471 | 0.0 | |||||||||||
4,950 | NSD CO., Ltd. | 71,618 | 0.0 | |||||||||||
12,600 | NTT Data Corp. | 609,161 | 0.2 | |||||||||||
1,100 | OBIC Business Consultants Ltd. | 61,606 | 0.0 |
See Accompanying Notes to Financial Statements
40 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
7,100 | Obic Co., Ltd. | 375,836 | 0.1 | |||||||||||
1,100 | Oizumi Corp. | 6,130 | 0.0 | |||||||||||
83,000 | Oki Electric Industry Ltd. | 103,900 | 0.0 | |||||||||||
22,500 | Omron Corp. | 750,306 | 0.2 | |||||||||||
2,100 | Optex Co., Ltd. | 52,051 | 0.0 | |||||||||||
3,400 | Oracle Corp. Japan | 158,304 | 0.1 | |||||||||||
3,000 | L | Origin Electric Co. Ltd. | 8,025 | 0.0 | ||||||||||
4,000 | Osaki Electric Co., Ltd. | 22,570 | 0.0 | |||||||||||
5,500 | Otsuka Corp. | 270,181 | 0.1 | |||||||||||
2,600 | Poletowin Pitcrew Holdings, Inc. | 24,745 | 0.0 | |||||||||||
9,300 | Renesas Electronics Corp. | 58,403 | 0.0 | |||||||||||
61,900 | Ricoh Co., Ltd. | 637,372 | 0.2 | |||||||||||
2,500 | Riso Kagaku Corp. | 40,700 | 0.0 | |||||||||||
10,200 | Rohm Co., Ltd. | 516,639 | 0.2 | |||||||||||
1,500 | @ | Roland DG Corp. | 32,001 | 0.0 | ||||||||||
3,100 | Ryosan Co., Ltd. | 79,579 | 0.0 | |||||||||||
3,900 | Ryoyo Electro Corp. | 44,809 | 0.0 | |||||||||||
16,000 | Sanken Electric Co., Ltd. | 56,054 | 0.0 | |||||||||||
4,300 | Sanshin Electronics Co., Ltd. | 44,826 | 0.0 | |||||||||||
2,800 | Satori Electric Co., Ltd. | 17,050 | 0.0 | |||||||||||
7,000 | Saxa Holdings, Inc. | 13,227 | 0.0 | |||||||||||
28,200 | Seiko Epson Corp. | 434,256 | 0.1 | |||||||||||
5,000 | Shibaura Mechatronics Corp. | 9,387 | 0.0 | |||||||||||
25,000 | Shimadzu Corp. | 418,498 | 0.1 | |||||||||||
14,000 | Shindengen Electric Manufacturing Co., Ltd. | 55,551 | 0.0 | |||||||||||
1,500 | Shinkawa Ltd. | 7,729 | 0.0 | |||||||||||
6,500 | Shinko Electric Industries | 41,671 | 0.0 | |||||||||||
3,800 | Shinko Shoji Co., Ltd. | 41,228 | 0.0 | |||||||||||
1,600 | Siix Corp. | 49,243 | 0.0 | |||||||||||
7,000 | SMK Corp. | 34,546 | 0.0 | |||||||||||
3,100 | SMS Co. Ltd. | 65,082 | 0.0 | |||||||||||
600 | Softbank Technology Corp. | 6,740 | 0.0 | |||||||||||
1,700 | Sourcenext Corp. | 8,803 | 0.0 | |||||||||||
8,100 | Square Enix Holdings Co., Ltd. | 195,813 | 0.1 | |||||||||||
1,800 | SRA Holdings | 43,491 | 0.0 | |||||||||||
17,300 | Sumco Corp. | 130,520 | 0.1 | |||||||||||
4,944 | SCSK Corp. | 198,645 | 0.1 | |||||||||||
2,600 | Systena Corp. | 30,587 | 0.0 | |||||||||||
1,740 | Tachibana Eletech Co., Ltd. | 19,014 | 0.0 | |||||||||||
10,500 | Taiyo Yuden Co., Ltd. | 145,212 | 0.1 | |||||||||||
800 | Takachiho Koheki Co. Ltd | 6,777 | 0.0 | |||||||||||
9,000 | Tamura Corp. | 26,688 | 0.0 | |||||||||||
12,400 | TDK Corp. | 794,145 | 0.2 | |||||||||||
20,000 | Teac Corp. | 8,913 | 0.0 | |||||||||||
5,160 | Koei Tecmo Holdings Co. Ltd | 76,412 | 0.0 | |||||||||||
1,900 | TKC | 50,568 | 0.0 | |||||||||||
5,000 | Toko, Inc. | 15,727 | 0.0 | |||||||||||
17,500 | Tokyo Electron Ltd. | 1,060,235 | 0.3 | |||||||||||
3,400 | Tokyo Seimitsu Co., Ltd. | 75,380 | 0.0 | |||||||||||
5,800 | Topcon Corp. | 97,999 | 0.0 | |||||||||||
17,000 | Toshiba Tec Corp. | 60,688 | 0.0 | |||||||||||
700 | Toukei Computer Co., Ltd. | 12,970 | 0.0 | |||||||||||
3,500 | Towa Corp. | 22,510 | 0.0 | |||||||||||
3,600 | Toyo Corp./Chuo-ku | 32,670 | 0.0 | |||||||||||
2,700 | Transcosmos, Inc. | 69,299 | 0.0 | |||||||||||
10,000 | Trend Micro, Inc. | 405,771 | 0.1 | |||||||||||
2,200 | UKC Holdings Corp. | 49,392 | 0.0 | |||||||||||
3,500 | Ulvac, Inc. | 99,059 | 0.0 | |||||||||||
8,000 | Uniden Corp. | 9,520 | 0.0 | |||||||||||
600 | V Technology Co. Ltd | 22,603 | 0.0 | |||||||||||
17,400 | L | Wacom Co., Ltd. | 69,285 | 0.0 | ||||||||||
146,500 | Yahoo! Japan Corp. | 595,509 | 0.2 | |||||||||||
2,900 | Yamaichi Electronics Co., Ltd. | 22,542 | 0.0 | |||||||||||
6,900 | Yamatake Corp. | 176,807 | 0.1 | |||||||||||
26,400 | Yaskawa Electric Corp. | 359,217 | 0.1 | |||||||||||
21,500 | Yokogawa Electric Corp. | 258,558 | 0.1 | |||||||||||
2,200 | Yokowo Co., Ltd. | 10,728 | 0.0 | |||||||||||
40,061,400 | 10.4 | |||||||||||||
Materials: 6.4% | ||||||||||||||
31,000 | Achilles Corp. | 39,911 | 0.0 | |||||||||||
10,600 | ADEKA Corp. | 150,743 | 0.1 | |||||||||||
13,000 | Aichi Steel Corp. | 60,895 | 0.0 | |||||||||||
18,000 | Air Water, Inc. | 289,498 | 0.1 | |||||||||||
1,000 | Alconix Corp. | 13,327 | 0.0 | |||||||||||
3,100 | Asahi Holdings, Inc. | 48,381 | 0.0 | |||||||||||
133,000 | Asahi Kasei Corp. | 899,360 | 0.2 | |||||||||||
6,000 | Asahi Organic Chemicals Industry Co., Ltd. | 11,116 | 0.0 | |||||||||||
1,800 | Carlit Holdings Co. Ltd. | 7,938 | 0.0 | |||||||||||
15,000 | L | Chuetsu Pulp & Paper Co., Ltd. | 25,313 | 0.0 | ||||||||||
8,000 | Chugoku Marine Paints Ltd. | 58,758 | 0.0 | |||||||||||
18,000 | Dai Nippon Toryo Co., Ltd. | 34,614 | 0.0 | |||||||||||
30,300 | Daicel Corp. | 450,922 | 0.1 | |||||||||||
38,000 | Daido Steel Co., Ltd. | 151,884 | 0.1 | |||||||||||
4,000 | DKS Co. Ltd | 11,692 | 0.0 | |||||||||||
8,000 | Daiken Corp. | 23,552 | 0.0 | |||||||||||
4,000 | Daiki Aluminium Industry Co., Ltd. | 10,435 | 0.0 | |||||||||||
11,000 | Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 51,414 | 0.0 | |||||||||||
10,000 | L | Daio Paper Corp. | 85,754 | 0.0 | ||||||||||
14,000 | Daiso Co., Ltd. | 53,564 | 0.0 | |||||||||||
3,000 | DC Co., Ltd. | 7,497 | 0.0 | |||||||||||
45,000 | Denka Co., Ltd. | 199,398 | 0.1 | |||||||||||
90,000 | Dainippon Ink & Chemicals | 243,529 | 0.1 | |||||||||||
26,000 | Dowa Holdings Co., Ltd. | 186,943 | 0.1 | |||||||||||
1,500 | Earth Chemical Co., Ltd. | 61,559 | 0.0 | |||||||||||
800 | Ebara-Udylite Co., Ltd. | 28,274 | 0.0 | |||||||||||
1,600 | FP Corp. | 57,870 | 0.0 | |||||||||||
2,200 | Fuji Seal International, Inc. | 66,206 | 0.0 | |||||||||||
2,000 | Fujikura Kasei Co., Ltd. | 9,655 | 0.0 | |||||||||||
2,300 | Fujimi, Inc. | 31,839 | 0.0 | |||||||||||
2,200 | Fujimori Kogyo Co., Ltd. | 57,181 | 0.0 | |||||||||||
23,338 | Furukawa-Sky Aluminum Corp. | 54,528 | 0.0 | |||||||||||
15,000 | Godo Steel Ltd. | 29,594 | 0.0 | |||||||||||
5,000 | Gun-Ei Chemical Industry Co., Ltd. | 12,559 | 0.0 | |||||||||||
1,000 | Hakudo Co., Ltd. | 10,080 | 0.0 | |||||||||||
3,000 | Harima Chemicals, Inc. | 14,710 | 0.0 | |||||||||||
10,800 | Hitachi Chemical Co., Ltd. | 171,338 | 0.1 |
See Accompanying Notes to Financial Statements
41 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
22,220 | Hitachi Metals Ltd. | 274,155 | 0.1 | |||||||||||
5,000 | Hokkan Holdings Ltd. | 13,129 | 0.0 | |||||||||||
11,500 | Hokuetsu Kishu Paper Co. Ltd. | 67,768 | 0.0 | |||||||||||
3,700 | Ihara Chemical Industry Co., Ltd. | 50,723 | 0.0 | |||||||||||
45,000 | Ishihara Sangyo Kaisha Ltd. | 38,170 | 0.0 | |||||||||||
2,700 | Japan Pile Corp. | 12,537 | 0.0 | |||||||||||
500 | Japan Pure Chemical Co. Ltd. | 9,366 | 0.0 | |||||||||||
55,647 | JFE Holdings, Inc. | 873,791 | 0.2 | |||||||||||
1,700 | JSP Corp. | 35,355 | 0.0 | |||||||||||
21,100 | JSR Corp. | 328,830 | 0.1 | |||||||||||
29,000 | Kaneka Corp. | 301,433 | 0.1 | |||||||||||
24,000 | Kansai Paint Co., Ltd. | 363,786 | 0.1 | |||||||||||
6,000 | Kanto Denka Kogyo Co., Ltd. | 39,350 | 0.0 | |||||||||||
5,800 | Kimoto Co., Ltd. | 12,825 | 0.0 | |||||||||||
5,000 | Koatsu Gas Kogyo Co., Ltd. | 28,010 | 0.0 | |||||||||||
374,000 | Kobe Steel Ltd. | 406,357 | 0.1 | |||||||||||
1,100 | Kohsoku Corp. | 9,735 | 0.0 | |||||||||||
2,300 | Konishi Co., Ltd. | 51,567 | 0.0 | |||||||||||
7,000 | Krosaki Harima Corp. | 16,127 | 0.0 | |||||||||||
5,200 | Kumiai Chemical Industry Co., Ltd. | 56,341 | 0.0 | |||||||||||
33,500 | Kuraray Co., Ltd. | 405,779 | 0.1 | |||||||||||
19,000 | Kureha Corp. | 73,212 | 0.0 | |||||||||||
12,000 | Kurimoto Ltd. | 22,600 | 0.0 | |||||||||||
1,900 | Kyoei Steel Ltd. | 34,008 | 0.0 | |||||||||||
1,100 | Kyowa Leather Cloth Co., Ltd. | 8,363 | 0.0 | |||||||||||
4,200 | Lintec Corp. | 88,348 | 0.0 | |||||||||||
6,700 | Maruichi Steel Tube Ltd. | 197,794 | 0.1 | |||||||||||
1,800 | MEC Co., Ltd./Japan | 12,883 | 0.0 | |||||||||||
1,000 | Mitani Sekisan Co. Ltd | 13,412 | 0.0 | |||||||||||
136,200 | Mitsubishi Chemical Holdings Corp. | 864,151 | 0.2 | |||||||||||
37,000 | Mitsubishi Gas Chemical Co., Inc. | 189,200 | 0.1 | |||||||||||
134,520 | Mitsubishi Materials Corp. | 423,691 | 0.1 | |||||||||||
51,000 | Mitsubishi Paper Mills Ltd. | 36,756 | 0.0 | |||||||||||
11,000 | Mitsubishi Steel Manufacturing Co., Ltd. | 21,013 | 0.0 | |||||||||||
92,000 | Mitsui Chemicals, Inc. | 408,021 | 0.1 | |||||||||||
65,000 | Mitsui Mining & Smelting Co., Ltd. | 120,530 | 0.0 | |||||||||||
800 | MORESCO Corp. | 11,245 | 0.0 | |||||||||||
4,000 | Nakabayashi Co. Ltd. | 9,979 | 0.0 | |||||||||||
17,000 | Nakayama Steel Works Ltd. | 10,913 | 0.0 | |||||||||||
4,700 | Neturen Co., Ltd. | 36,766 | 0.0 | |||||||||||
7,000 | Nihon Nohyaku Co., Ltd. | 43,768 | 0.0 | |||||||||||
8,900 | Nihon Parkerizing Co., Ltd. | 90,685 | 0.0 | |||||||||||
12,000 | Nihon Yamamura Glass Co., Ltd. | 18,124 | 0.0 | |||||||||||
14,000 | Nippon Carbide Industries Co., Inc. | 19,390 | 0.0 | |||||||||||
5,000 | L | Nippon Concrete Industries Co., Ltd. | 15,018 | 0.0 | ||||||||||
11,000 | Nippon Denko Co., Ltd. | 19,931 | 0.0 | |||||||||||
2,300 | Nippon Fine Chemical Co., Ltd. | 17,145 | 0.0 | |||||||||||
14,000 | Nippon Kayaku Co., Ltd. | 146,950 | 0.1 | |||||||||||
7,000 | Nippon Kinzoku Co., Ltd. | 7,573 | 0.0 | |||||||||||
16,000 | Nippon Koshuha Steel Co., Ltd. | 12,800 | 0.0 | |||||||||||
64,200 | Nippon Light Metal Holdings Co. Ltd. | 113,798 | 0.0 | |||||||||||
16,700 | Nippon Paint Co., Ltd. | 404,174 | 0.1 | |||||||||||
10,529 | Nippon Paper Industries Co. Ltd. | 170,317 | 0.1 | |||||||||||
3,000 | Nippon Pillar Packing Co., Ltd. | 25,848 | 0.0 | |||||||||||
3,300 | Nippon Shokubai Co., Ltd. | 229,631 | 0.1 | |||||||||||
15,000 | Nippon Soda Co., Ltd. | 89,255 | 0.0 | |||||||||||
93,865 | Nippon Steel Corp. | 1,856,872 | 0.5 | |||||||||||
6,000 | Nippon Synthetic Chemical Industry Co., Ltd. | 42,996 | 0.0 | |||||||||||
14,000 | Nippon Valqua Industries Ltd. | 36,337 | 0.0 | |||||||||||
19,000 | L | Nippon Yakin Kogyo Co., Ltd. | 22,146 | 0.0 | ||||||||||
13,000 | Nissan Chemical Industries Ltd. | 295,115 | 0.1 | |||||||||||
10,376 | Nisshin Steel Holdings Co. Ltd. | 109,400 | 0.0 | |||||||||||
6,000 | Nittetsu Mining Co., Ltd. | 26,265 | 0.0 | |||||||||||
16,500 | Nitto Denko Corp. | 1,204,594 | 0.3 | |||||||||||
16,000 | NOF Corp. | 123,084 | 0.0 | |||||||||||
87,000 | OJI Paper Co., Ltd. | 349,652 | 0.1 | |||||||||||
4,900 | Okabe Co., Ltd. | 37,674 | 0.0 | |||||||||||
7,000 | Okamoto Industries, Inc. | 63,574 | 0.0 | |||||||||||
4,000 | Okura Industrial Co., Ltd. | 11,646 | 0.0 | |||||||||||
1,400 | Osaka Steel Co., Ltd. | 25,465 | 0.0 | |||||||||||
2,000 | OSAKA Titanium Technologies Co. | 41,163 | 0.0 | |||||||||||
13,000 | L | Pacific Metals Co., Ltd. | 36,247 | 0.0 | ||||||||||
2,200 | Pack Corp. | 55,258 | 0.0 | |||||||||||
17,000 | Rengo Co., Ltd. | 72,678 | 0.0 | |||||||||||
3,000 | Riken Technos Corp. | 10,379 | 0.0 | |||||||||||
13,000 | Sakai Chemical Industry Co. Ltd. | 43,830 | 0.0 | |||||||||||
4,000 | @ | Sakata INX Corp. | 42,097 | 0.0 | ||||||||||
7,000 | Sanyo Chemical Industries Ltd. | 55,355 | 0.0 | |||||||||||
12,000 | Sanyo Special Steel Co., Ltd. | 56,653 | 0.0 | |||||||||||
1,100 | L | Seiko PMC Corp. | 11,347 | 0.0 | ||||||||||
9,000 | Sekisui Plastics Co., Ltd. | 31,222 | 0.0 | |||||||||||
4,000 | Shikoku Chemicals Corp. | 37,960 | 0.0 | |||||||||||
4,000 | Shinagawa Refractories Co., Ltd. | 8,395 | 0.0 | |||||||||||
38,400 | Shin-Etsu Chemical Co., Ltd. | 2,087,649 | 0.6 | |||||||||||
4,600 | Shin-Etsu Polymer Co., Ltd. | 25,360 | 0.0 | |||||||||||
151,000 | L | Showa Denko KK | 176,858 | 0.1 | ||||||||||
1,600 | Stella Chemifa Corp. | 26,319 | 0.0 | |||||||||||
18,000 | Sumitomo Bakelite Co., Ltd. | 74,916 | 0.0 | |||||||||||
158,000 | Sumitomo Chemical Co., Ltd. | 907,409 | 0.3 | |||||||||||
60,000 | Sumitomo Metal Mining Co., Ltd. | 728,335 | 0.2 |
See Accompanying Notes to Financial Statements
42 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
41,000 | Sumitomo Osaka Cement Co., Ltd. | 150,367 | 0.1 | |||||||||||
5,000 | Sumitomo Seika Chemicals Co., Ltd. | 30,421 | 0.0 | |||||||||||
3,200 | T Hasegawa Co., Ltd. | 41,397 | 0.0 | |||||||||||
133,000 | Taiheiyo Cement Corp. | 388,401 | 0.1 | |||||||||||
800 | Taisei Lamick Co., Ltd. | 20,922 | 0.0 | |||||||||||
1,600 | Taiyo Ink Manufacturing Co., Ltd. | 61,460 | 0.0 | |||||||||||
17,000 | Taiyo Nippon Sanso Corp. | 153,744 | 0.1 | |||||||||||
1,700 | Takasago International Corp. | 40,667 | 0.0 | |||||||||||
5,000 | Takiron Co., Ltd. | 25,903 | 0.0 | |||||||||||
4,000 | Tayca Corp. | 19,381 | 0.0 | |||||||||||
90,000 | Teijin Ltd. | 306,708 | 0.1 | |||||||||||
2,200 | Tenma Corp. | 42,914 | 0.0 | |||||||||||
12,500 | Toagosei Co., Ltd. | 106,874 | 0.0 | |||||||||||
4,000 | L | Toda Kogyo Corp. | 10,604 | 0.0 | ||||||||||
4,400 | Toho Titanium Co., Ltd. | 35,865 | 0.0 | |||||||||||
12,000 | Toho Zinc Co., Ltd. | 27,576 | 0.0 | |||||||||||
23,000 | Tokai Carbon Co., Ltd. | 64,570 | 0.0 | |||||||||||
15,000 | Tokushu Tokai Holdings Co., Ltd. | 45,780 | 0.0 | |||||||||||
32,000 | Tokuyama Corp. | 69,343 | 0.0 | |||||||||||
4,400 | Tokyo Ohka Kogyo Co., Ltd. | 139,821 | 0.1 | |||||||||||
24,000 | Tokyo Rope Manufacturing Co., Ltd. | 39,877 | 0.0 | |||||||||||
9,900 | Tokyo Steel Manufacturing Co., Ltd. | 61,465 | 0.0 | |||||||||||
6,000 | Tokyo Tekko Co., Ltd. | 26,792 | 0.0 | |||||||||||
6,000 | Tomoegawa Co., Ltd. | 10,616 | 0.0 | |||||||||||
6,000 | Tomoku Co., Ltd. | 14,188 | 0.0 | |||||||||||
24,000 | Topy Industries Ltd. | 53,636 | 0.0 | |||||||||||
155,000 | Toray Industries, Inc. | 1,440,341 | 0.4 | |||||||||||
58,000 | Tosoh Corp. | 298,353 | 0.1 | |||||||||||
18,000 | Toyo Ink Manufacturing Co., Ltd. | 73,476 | 0.0 | |||||||||||
7,000 | Toyo Kohan Co., Ltd. | 24,616 | 0.0 | |||||||||||
15,200 | Toyo Seikan Kaisha Ltd. | 281,947 | 0.1 | |||||||||||
77,000 | Toyobo Co., Ltd. | 107,770 | 0.0 | |||||||||||
4,000 | TYK Corp. | 6,179 | 0.0 | |||||||||||
110,000 | Ube Industries Ltd. | 232,453 | 0.1 | |||||||||||
5,000 | Wood One Co., Ltd. | 10,761 | 0.0 | |||||||||||
5,100 | Yamato Kogyo Co., Ltd. | 130,040 | 0.1 | |||||||||||
2,800 | Yodogawa Steel Works Ltd. | 56,151 | 0.0 | |||||||||||
1,100 | Yushiro Chemical Industry Co., Ltd. | 13,120 | 0.0 | |||||||||||
19,000 | Zeon Corp. | 152,873 | 0.1 | |||||||||||
24,675,879 | 6.4 | |||||||||||||
Telecommunication Services: 5.3% | ||||||||||||||
7,300 | L | Japan Communications, Inc. | 16,271 | 0.0 | ||||||||||
204,300 | KDDI Corp. | 5,305,711 | 1.4 | |||||||||||
155,400 | Nippon Telegraph & Telephone Corp. | 6,184,627 | 1.6 | |||||||||||
155,100 | NTT DoCoMo, Inc. | 3,181,349 | 0.8 | |||||||||||
112,750 | SoftBank Group Corp. | 5,690,538 | 1.5 | |||||||||||
20,378,496 | 5.3 | |||||||||||||
Utilities: 2.1% | ||||||||||||||
62,600 | Chubu Electric Power Co., Inc. | 857,228 | 0.2 | |||||||||||
28,600 | Chugoku Electric Power Co., Inc. | 377,616 | 0.1 | |||||||||||
15,700 | Electric Power Development Co., Ltd. | 559,182 | 0.1 | |||||||||||
19,600 | Hokkaido Electric Power Co., Inc. | 201,377 | 0.0 | |||||||||||
6,000 | Hokkaido Gas Co., Ltd. | 14,009 | 0.0 | |||||||||||
20,000 | Hokuriku Electric Power Co. | 295,569 | 0.1 | |||||||||||
2,000 | K&O Energy Group, Inc. | 28,431 | 0.0 | |||||||||||
83,400 | Kansai Electric Power Co., Inc. | 999,949 | 0.3 | |||||||||||
45,400 | Kyushu Electric Power Co., Inc. | 494,820 | 0.1 | |||||||||||
1,950 | Okinawa Electric Power Co., Inc. | 50,604 | 0.0 | |||||||||||
212,000 | Osaka Gas Co., Ltd. | 765,731 | 0.2 | |||||||||||
22,000 | Saibu Gas Co., Ltd. | 50,980 | 0.0 | |||||||||||
18,500 | Shikoku Electric Power Co., Inc. | 288,993 | 0.1 | |||||||||||
6,000 | Shizuoka Gas Co., Ltd. | 38,166 | 0.0 | |||||||||||
52,000 | Toho Gas Co., Ltd. | 335,828 | 0.1 | |||||||||||
51,200 | Tohoku Electric Power Co., Inc. | 640,067 | 0.2 | |||||||||||
173,200 | Tokyo Electric Power Co., Inc. | 997,330 | 0.3 | |||||||||||
229,000 | Tokyo Gas Co., Ltd. | 1,076,023 | 0.3 | |||||||||||
8,071,903 | 2.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $325,847,312) | 382,058,125 | 98.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | ||||||||||||||
Securities Lending Collateralcc: 1.2% | ||||||||||||||
224,652 | Bank of Nova Scotia, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $224,659, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $229,153, due 02/29/16-02/15/45) | 224,652 | 0.0 | |||||||||||
1,067,297 | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $1,067,337, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $1,088,643, due 01/15/16-04/01/51) | 1,067,297 | 0.3 |
See Accompanying Notes to Financial Statements
43 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
1,067,297 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $1,067,333, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $1,088,643, due 11/15/42-02/20/45) | 1,067,297 | 0.3 | |||||||||||
1,067,297 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,067,340, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,088,643, due 03/31/21-02/15/44) | 1,067,297 | 0.3 | |||||||||||
1,067,297 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,067,336, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,088,643, due 01/15/16-10/20/65) | 1,067,297 | 0.3 | |||||||||||
4,493,840 | 1.2 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,493,840) | 4,493,840 | 1.2 | ||||||||||||
Total Investments in Securities (Cost $330,341,152) | $ | 386,551,965 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (150,456 | ) | – | |||||||||||
Net Assets | $ | 386,401,509 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
@ | 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 December 31, 2015. |
Cost for federal income tax purposes is $335,460,616.
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 79,747,421 | ||
Gross Unrealized Depreciation | (28,656,072 | ) | ||
Net Unrealized Appreciation | $ | 51,091,349 |
See Accompanying Notes to Financial Statements
44 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.7% | ||||||||||||||
Consumer Discretionary: 19.6% | ||||||||||||||
27,488 | @ | Amazon.com, Inc. | 18,578,864 | 3.3 | ||||||||||
35,436 | CBS Corp. - Class B | 1,670,099 | 0.3 | |||||||||||
163,062 | Comcast Corp. – Class A | 9,201,589 | 1.6 | |||||||||||
10,612 | Dish Network Corp. - Class A | 606,794 | 0.1 | |||||||||||
93,674 | Home Depot, Inc. | 12,388,386 | 2.2 | |||||||||||
10,387 | Johnson Controls, Inc. | 410,183 | 0.1 | |||||||||||
26,324 | Las Vegas Sands Corp. | 1,154,044 | 0.2 | |||||||||||
68,631 | Lowe's Cos, Inc. | 5,218,701 | 0.9 | |||||||||||
69,122 | McDonald's Corp. | 8,166,073 | 1.5 | |||||||||||
30,603 | @ | Netflix, Inc. | 3,500,371 | 0.6 | ||||||||||
97,794 | Nike, Inc. | 6,112,125 | 1.1 | |||||||||||
3,739 | @ | Priceline.com, Inc. | 4,767,038 | 0.9 | ||||||||||
108,206 | Starbucks Corp. | 6,495,606 | 1.2 | |||||||||||
3,836 | Target Corp. | 278,532 | 0.0 | |||||||||||
7,021 | @,L | Tesla Motors, Inc. | 1,685,110 | 0.3 | ||||||||||
20,386 | Time Warner Cable, Inc. | 3,783,438 | 0.7 | |||||||||||
30,579 | Time Warner, Inc. | 1,977,544 | 0.4 | |||||||||||
49,065 | TJX Cos., Inc. | 3,479,199 | 0.6 | |||||||||||
57,774 | Twenty-First Century Fox, Inc. - Class A | 1,569,142 | 0.3 | |||||||||||
23,711 | Twenty-First Century Fox, Inc. Class B | 645,651 | 0.1 | |||||||||||
24,337 | VF Corp. | 1,514,978 | 0.3 | |||||||||||
749 | Viacom, Inc. | 32,948 | 0.0 | |||||||||||
24,957 | Viacom, Inc. Class B | 1,027,230 | 0.2 | |||||||||||
122,359 | Walt Disney Co. | 12,857,484 | 2.3 | |||||||||||
31,133 | Yum! Brands, Inc. | 2,274,266 | 0.4 | |||||||||||
109,395,395 | 19.6 | |||||||||||||
Consumer Staples: 12.1% | ||||||||||||||
133,448 | Altria Group, Inc. | 7,768,008 | 1.4 | |||||||||||
282,774 | Coca-Cola Co. | 12,147,971 | 2.2 | |||||||||||
57,208 | Colgate-Palmolive Co. | 3,811,197 | 0.7 | |||||||||||
31,728 | Costco Wholesale Corp. | 5,124,072 | 0.9 | |||||||||||
75,428 | CVS Health Corp. | 7,374,596 | 1.3 | |||||||||||
15,102 | Estee Lauder Cos., Inc. | 1,329,882 | 0.2 | |||||||||||
42,915 | General Mills, Inc. | 2,474,479 | 0.4 | |||||||||||
20,787 | Kimberly-Clark Corp. | 2,646,185 | 0.5 | |||||||||||
42,617 | Kraft Heinz Co. | 3,100,813 | 0.6 | |||||||||||
70,586 | Kroger Co. | 2,952,612 | 0.5 | |||||||||||
106,443 | PepsiCo, Inc. | 10,635,785 | 1.9 | |||||||||||
55,634 | Philip Morris International, Inc. | 4,890,785 | 0.9 | |||||||||||
59,447 | Reynolds American, Inc. | 2,743,479 | 0.5 | |||||||||||
9,402 | Walgreens Boots Alliance, Inc. | 800,627 | 0.1 | |||||||||||
67,800,491 | 12.1 | |||||||||||||
Energy: 0.5% | ||||||||||||||
3,419 | EOG Resources, Inc. | 242,031 | 0.1 | |||||||||||
2,954 | Marathon Petroleum Corp. | 153,135 | 0.0 | |||||||||||
11,060 | Schlumberger Ltd. | 771,435 | 0.1 | |||||||||||
53,922 | Williams Cos., Inc. | 1,385,796 | 0.3 | |||||||||||
2,552,397 | 0.5 | |||||||||||||
Financials: 2.9% | ||||||||||||||
12,142 | American Express Co. | 844,476 | 0.2 | |||||||||||
30,462 | American Tower Corp. | 2,953,291 | 0.5 | |||||||||||
8,778 | Bank of New York Mellon Corp. | 361,829 | 0.1 | |||||||||||
8,703 | Berkshire Hathaway, Inc. – Class B | 1,149,144 | 0.2 | |||||||||||
2,873 | Blackrock, Inc. | 978,314 | 0.2 | |||||||||||
58,316 | Charles Schwab Corp. | 1,920,346 | 0.3 | |||||||||||
23,157 | Marsh & McLennan Cos., Inc. | 1,284,055 | 0.2 | |||||||||||
9,520 | Public Storage, Inc. | 2,358,104 | 0.4 | |||||||||||
22,447 | Simon Property Group, Inc. | 4,364,595 | 0.8 | |||||||||||
16,214,154 | 2.9 | |||||||||||||
Health Care: 18.1% | ||||||||||||||
119,368 | AbbVie, Inc. | 7,071,360 | 1.3 | |||||||||||
6,224 | Aetna, Inc. | 672,939 | 0.1 | |||||||||||
15,535 | @ | Alexion Pharmaceuticals, Inc. | 2,963,301 | 0.5 | ||||||||||
12,792 | @ | Allergan plc | 3,997,500 | 0.7 | ||||||||||
54,830 | Amgen, Inc. | 8,900,554 | 1.6 | |||||||||||
3,798 | Anthem, Inc. | 529,593 | 0.1 | |||||||||||
25,032 | Baxalta, Inc. | 976,999 | 0.2 | |||||||||||
25,032 | Baxter International, Inc. | 954,971 | 0.2 | |||||||||||
15,077 | Becton Dickinson & Co. | 2,323,215 | 0.4 | |||||||||||
16,063 | @ | Biogen, Inc. | 4,920,900 | 0.9 | ||||||||||
120,211 | Bristol-Myers Squibb Co. | 8,269,315 | 1.5 | |||||||||||
21,535 | Cardinal Health, Inc. | 1,922,429 | 0.3 | |||||||||||
57,197 | @ | Celgene Corp. | 6,849,913 | 1.2 | ||||||||||
18,530 | Cigna Corp. | 2,711,495 | 0.5 | |||||||||||
70,562 | Eli Lilly & Co. | 5,945,554 | 1.1 | |||||||||||
40,933 | @ | Express Scripts Holding Co. | 3,577,954 | 0.6 | ||||||||||
105,978 | Gilead Sciences, Inc. | 10,723,914 | 1.9 | |||||||||||
1,811 | @ | HCA Holdings, Inc. | 122,478 | 0.0 | ||||||||||
9,987 | Humana, Inc. | 1,782,779 | 0.3 | |||||||||||
10,375 | @ | Illumina, Inc. | 1,991,429 | 0.4 | ||||||||||
25,757 | Johnson & Johnson | 2,645,759 | 0.5 | |||||||||||
16,673 | McKesson Corp. | 3,288,416 | 0.6 | |||||||||||
23,191 | Merck & Co., Inc. | 1,224,949 | 0.2 | |||||||||||
25,658 | @ | Mylan NV | 1,387,328 | 0.2 | ||||||||||
5,648 | @ | Regeneron Pharmaceuticals, Inc. | 3,066,130 | 0.6 | ||||||||||
12,330 | Stryker Corp. | 1,145,950 | 0.2 | |||||||||||
9,658 | Thermo Fisher Scientific, Inc. | 1,369,987 | 0.2 | |||||||||||
65,213 | UnitedHealth Group, Inc. | 7,671,657 | 1.4 | |||||||||||
17,550 | @ | Vertex Pharmaceuticals, Inc. | 2,208,317 | 0.4 | ||||||||||
101,217,085 | 18.1 | |||||||||||||
Industrials: 8.6% | ||||||||||||||
45,745 | 3M Co. | 6,891,027 | 1.2 | |||||||||||
45,455 | American Airlines Group, Inc. | 1,925,019 | 0.3 | |||||||||||
49,868 | Boeing Co. | 7,210,414 | 1.3 | |||||||||||
7,606 | Caterpillar, Inc. | 516,904 | 0.1 | |||||||||||
18,461 | CSX Corp. | 479,063 | 0.1 | |||||||||||
9,716 | Cummins, Inc. | 855,105 | 0.2 | |||||||||||
8,335 | Danaher Corp. | 774,155 | 0.1 | |||||||||||
4,355 | Deere & Co. | 332,156 | 0.1 | |||||||||||
58,772 | Delta Air Lines, Inc. | 2,979,153 | 0.5 |
See Accompanying Notes to Financial Statements
45 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
33,154 | Emerson Electric Co. | 1,585,756 | 0.3 | |||||||||||
7,397 | FedEx Corp. | 1,102,079 | 0.2 | |||||||||||
6,424 | General Dynamics Corp. | 882,401 | 0.2 | |||||||||||
56,372 | Honeywell International, Inc. | 5,838,448 | 1.0 | |||||||||||
21,541 | Illinois Tool Works, Inc. | 1,996,420 | 0.4 | |||||||||||
14,028 | Lockheed Martin Corp. | 3,046,180 | 0.5 | |||||||||||
3,999 | Northrop Grumman Corp. | 755,051 | 0.1 | |||||||||||
1,914 | Precision Castparts Corp. | 444,067 | 0.1 | |||||||||||
63,142 | Union Pacific Corp. | 4,937,704 | 0.9 | |||||||||||
50,591 | United Parcel Service, Inc. - Class B | 4,868,372 | 0.9 | |||||||||||
5,931 | United Technologies Corp. | 569,791 | 0.1 | |||||||||||
2,788 | Waste Management, Inc. | 148,795 | 0.0 | |||||||||||
48,138,060 | 8.6 | |||||||||||||
Information Technology: 30.5% | ||||||||||||||
45,297 | Accenture PLC | 4,733,537 | 0.8 | |||||||||||
36,076 | @ | Adobe Systems, Inc. | 3,388,980 | 0.6 | ||||||||||
20,788 | @ | Alphabet, Inc. - Class A | 16,173,272 | 2.9 | ||||||||||
21,213 | @ | Alphabet, Inc. - Class C | 16,098,121 | 2.9 | ||||||||||
415,447 | Apple, Inc. | 43,729,951 | 7.8 | |||||||||||
27,143 | Automatic Data Processing, Inc. | 2,299,555 | 0.4 | |||||||||||
18,476 | @ | Avago Technologies Ltd. | 2,681,791 | 0.5 | ||||||||||
2,921 | Broadcom Corp. | 168,892 | 0.0 | |||||||||||
43,954 | Cognizant Technology Solutions Corp. | 2,638,119 | 0.5 | |||||||||||
87,464 | eBay, Inc. | 2,403,511 | 0.4 | |||||||||||
11,543 | EMC Corp. | 296,424 | 0.1 | |||||||||||
156,055 | @ | Facebook, Inc. | 16,332,716 | 2.9 | ||||||||||
36,343 | International Business Machines Corp. | 5,001,524 | 0.9 | |||||||||||
24,059 | Intel Corp. | 828,833 | 0.1 | |||||||||||
72,089 | Mastercard, Inc. | 7,018,585 | 1.3 | |||||||||||
6,176 | @ | Micron Technology, Inc. | 87,452 | 0.0 | ||||||||||
330,769 | Microsoft Corp. | 18,351,064 | 3.3 | |||||||||||
137,092 | Oracle Corp. | 5,007,971 | 0.9 | |||||||||||
87,464 | @ | PayPal Holdings, Inc. | 3,166,197 | 0.6 | ||||||||||
16,476 | Qualcomm, Inc. | 823,553 | 0.1 | |||||||||||
47,307 | @ | Salesforce.com, Inc. | 3,708,869 | 0.7 | ||||||||||
75,024 | Texas Instruments, Inc. | 4,112,065 | 0.7 | |||||||||||
141,157 | Visa, Inc. - Class A | 10,946,725 | 2.0 | |||||||||||
5,937 | @,L | VMware, Inc. | 335,856 | 0.1 | ||||||||||
170,333,563 | 30.5 | |||||||||||||
Materials: 2.8% | ||||||||||||||
12,728 | Air Products & Chemicals, Inc. | 1,656,040 | 0.3 | |||||||||||
6,069 | Chemours Co. | 32,530 | 0.0 | |||||||||||
10,616 | Dow Chemical Co. | 546,512 | 0.1 | |||||||||||
19,008 | Ecolab, Inc. | 2,174,135 | 0.4 | |||||||||||
30,110 | Du Pont E I de Nemours & Co. | 2,005,326 | 0.4 | |||||||||||
26,368 | @ | LyondellBasell Industries NV - Class A | 2,291,379 | 0.4 | ||||||||||
31,719 | Monsanto Co. | 3,124,956 | 0.6 | |||||||||||
19,576 | PPG Industries, Inc. | 1,934,500 | 0.3 | |||||||||||
17,290 | Praxair, Inc. | 1,770,496 | 0.3 | |||||||||||
2,712 | @,L | Southern Copper Corp. | 70,838 | 0.0 | ||||||||||
15,606,712 | 2.8 | |||||||||||||
Telecommunication Services: 2.6% | ||||||||||||||
64,435 | AT&T, Inc. | 2,217,209 | 0.4 | |||||||||||
272,937 | Verizon Communications, Inc. | 12,615,148 | 2.2 | |||||||||||
14,832,357 | 2.6 | |||||||||||||
Utilities: 0.0% | ||||||||||||||
2,152 | Dominion Resources, Inc. | 145,561 | 0.0 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $293,266,630) | 546,235,775 | 97.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.8% | ||||||||||||||
Securities Lending Collateralcc: 0.3% | ||||||||||||||
1,000,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,000,041, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,020,000, due 03/31/21-02/15/44) | 1,000,000 | 0.2 | |||||||||||
699,791 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $699,816, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $713,787, due 01/15/16-10/20/65) | 699,791 | 0.1 | |||||||||||
1,699,791 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.5% | ||||||||||||||
13,973,055 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $13,973,055) | 13,973,055 | 2.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $15,672,846) | 15,672,846 | 2.8 |
See Accompanying Notes to Financial Statements
46 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: (continued) | ||||||||||||||
Total Investments in Securities (Cost $308,939,476) | $ | 561,908,621 | 100.5 | |||||||||||
Liabilities in Excess of Other Assets | (2,759,797 | ) | (0.5 | ) | ||||||||||
Net Assets | $ | 559,148,824 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $309,163,936.
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 258,313,028 | ||
Gross Unrealized Depreciation | (5,568,343 | ) | ||
Net Unrealized Appreciation | $ | 252,744,685 |
See Accompanying Notes to Financial Statements
47 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.8% | ||||||||||||||
Consumer Discretionary: 12.0% | ||||||||||||||
20,254 | @ | Amazon.com, Inc. | 13,689,476 | 1.7 | ||||||||||
22,522 | Carnival Corp. | 1,226,999 | 0.1 | |||||||||||
26,087 | CBS Corp. - Class B | 1,229,480 | 0.2 | |||||||||||
133,050 | Comcast Corp. – Class A | 7,508,011 | 0.9 | |||||||||||
11,533 | Dish Network Corp. - Class A | 659,457 | 0.1 | |||||||||||
206,964 | Ford Motor Co. | 2,916,123 | 0.4 | |||||||||||
85,186 | General Motors Co. | 2,897,176 | 0.4 | |||||||||||
69,019 | Home Depot, Inc. | 9,127,763 | 1.2 | |||||||||||
34,714 | Johnson Controls, Inc. | 1,370,856 | 0.2 | |||||||||||
19,383 | Las Vegas Sands Corp. | 849,751 | 0.1 | |||||||||||
50,567 | Lowe's Cos, Inc. | 3,845,115 | 0.5 | |||||||||||
50,929 | McDonald's Corp. | 6,016,752 | 0.8 | |||||||||||
22,491 | Netflix, Inc. | 2,572,521 | 0.3 | |||||||||||
72,056 | Nike, Inc. | 4,503,500 | 0.6 | |||||||||||
2,755 | @ | Priceline.com, Inc. | 3,512,487 | 0.4 | ||||||||||
79,727 | Starbucks Corp. | 4,786,012 | 0.6 | |||||||||||
33,845 | Target Corp. | 2,457,485 | 0.3 | |||||||||||
5,169 | @,L | Tesla Motors, Inc. | 1,240,612 | 0.2 | ||||||||||
17,468 | Thomson Reuters Corp. | 661,164 | 0.1 | |||||||||||
14,983 | Time Warner Cable, Inc. | 2,780,695 | 0.3 | |||||||||||
43,710 | Time Warner, Inc. | 2,826,726 | 0.4 | |||||||||||
36,063 | TJX Cos., Inc. | 2,557,227 | 0.3 | |||||||||||
62,758 | Twenty-First Century Fox, Inc. - Class A | 1,704,507 | 0.2 | |||||||||||
25,646 | Twenty-First Century Fox, Inc. Class B | 698,341 | 0.1 | |||||||||||
17,920 | VF Corp. | 1,115,520 | 0.1 | |||||||||||
563 | Viacom, Inc. | 24,766 | 0.0 | |||||||||||
18,370 | Viacom, Inc. Class B | 756,109 | 0.1 | |||||||||||
90,155 | Walt Disney Co. | 9,473,487 | 1.2 | |||||||||||
22,921 | Yum! Brands, Inc. | 1,674,379 | 0.2 | |||||||||||
94,682,497 | 12.0 | |||||||||||||
Consumer Staples: 10.2% | ||||||||||||||
104,490 | Altria Group, Inc. | 6,082,363 | 0.8 | |||||||||||
32,891 | Archer-Daniels-Midland Co. | 1,206,442 | 0.1 | |||||||||||
208,348 | Coca-Cola Co. | 8,950,630 | 1.1 | |||||||||||
48,063 | Colgate-Palmolive Co. | 3,201,957 | 0.4 | |||||||||||
23,378 | Costco Wholesale Corp. | 3,775,547 | 0.5 | |||||||||||
59,952 | CVS Health Corp. | 5,861,507 | 0.7 | |||||||||||
11,115 | Estee Lauder Cos., Inc. | 978,787 | 0.1 | |||||||||||
31,594 | General Mills, Inc. | 1,821,710 | 0.2 | |||||||||||
19,297 | Kimberly-Clark Corp. | 2,456,508 | 0.3 | |||||||||||
31,382 | Kraft Heinz Co. | 2,283,354 | 0.3 | |||||||||||
51,973 | Kroger Co. | 2,174,031 | 0.3 | |||||||||||
86,428 | Mondelez International, Inc. | 3,875,432 | 0.5 | |||||||||||
78,428 | PepsiCo, Inc. | 7,836,526 | 1.0 | |||||||||||
82,311 | Philip Morris International, Inc. | 7,235,960 | 0.9 | |||||||||||
144,150 | Procter & Gamble Co. | 11,446,952 | 1.5 | |||||||||||
43,769 | Reynolds American, Inc. | 2,019,939 | 0.3 | |||||||||||
45,680 | Walgreens Boots Alliance, Inc. | 3,889,880 | 0.5 | |||||||||||
83,928 | Wal-Mart Stores, Inc. | 5,144,786 | 0.7 | |||||||||||
80,242,311 | 10.2 | |||||||||||||
Energy: 6.8% | ||||||||||||||
26,922 | Anadarko Petroleum Corp. | 1,307,871 | 0.2 | |||||||||||
19,992 | Apache Corp. | 889,044 | 0.1 | |||||||||||
23,045 | Baker Hughes, Inc. | 1,063,527 | 0.1 | |||||||||||
99,916 | Chevron Corp. | 8,988,443 | 1.1 | |||||||||||
65,352 | ConocoPhillips | 3,051,285 | 0.4 | |||||||||||
21,799 | Devon Energy Corp. | 697,568 | 0.1 | |||||||||||
29,094 | EOG Resources, Inc. | 2,059,564 | 0.3 | |||||||||||
222,156 | Exxon Mobil Corp. | 17,317,060 | 2.2 | |||||||||||
45,107 | Halliburton Co. | 1,535,442 | 0.2 | |||||||||||
94,652 | Kinder Morgan, Inc. | 1,412,208 | 0.2 | |||||||||||
28,793 | Marathon Petroleum Corp. | 1,492,629 | 0.2 | |||||||||||
40,720 | Occidental Petroleum Corp. | 2,753,079 | 0.4 | |||||||||||
28,706 | Phillips 66 | 2,348,151 | 0.3 | |||||||||||
67,465 | Schlumberger Ltd. | 4,705,684 | 0.6 | |||||||||||
35,582 | Spectra Energy Corp. | 851,833 | 0.1 | |||||||||||
25,584 | Valero Energy Corp. | 1,809,045 | 0.2 | |||||||||||
39,708 | Williams Cos., Inc. | 1,020,496 | 0.1 | |||||||||||
53,302,929 | 6.8 | |||||||||||||
Financials: 14.8% | ||||||||||||||
17,311 | ACE Ltd. | 2,022,790 | 0.3 | |||||||||||
22,993 | Aflac, Inc. | 1,377,281 | 0.2 | |||||||||||
65,727 | American International Group, Inc. | 4,073,102 | 0.5 | |||||||||||
20,579 | Allstate Corp. | 1,277,750 | 0.2 | |||||||||||
45,916 | American Express Co. | 3,193,458 | 0.4 | |||||||||||
22,424 | American Tower Corp. | 2,174,007 | 0.3 | |||||||||||
558,009 | Bank of America Corp. | 9,391,291 | 1.2 | |||||||||||
59,446 | Bank of New York Mellon Corp. | 2,450,364 | 0.3 | |||||||||||
41,117 | BB&T Corp. | 1,554,634 | 0.2 | |||||||||||
98,820 | @ | Berkshire Hathaway, Inc. – Class B | 13,048,193 | 1.7 | ||||||||||
6,650 | Blackrock, Inc. | 2,264,458 | 0.3 | |||||||||||
28,967 | Capital One Financial Corp. | 2,090,838 | 0.3 | |||||||||||
60,720 | Charles Schwab Corp. | 1,999,510 | 0.2 | |||||||||||
12,182 | Chubb Corp. | 1,615,820 | 0.2 | |||||||||||
161,214 | Citigroup, Inc. | 8,342,825 | 1.1 | |||||||||||
16,993 | CME Group, Inc. | 1,539,566 | 0.2 | |||||||||||
23,450 | @ | Discover Financial Services | 1,257,389 | 0.2 | ||||||||||
19,293 | Equity Residential | 1,574,116 | 0.2 | |||||||||||
20,561 | Franklin Resources, Inc. | 757,056 | 0.1 | |||||||||||
22,955 | Goldman Sachs Group, Inc. | 4,137,180 | 0.5 | |||||||||||
197,182 | JPMorgan Chase & Co. | 13,019,927 | 1.7 | |||||||||||
28,454 | Marsh & McLennan Cos., Inc. | 1,577,774 | 0.2 | |||||||||||
49,660 | Metlife, Inc. | 2,394,109 | 0.3 | |||||||||||
81,254 | Morgan Stanley | 2,584,690 | 0.3 | |||||||||||
27,453 | PNC Financial Services Group, Inc. | 2,616,545 | 0.3 | |||||||||||
24,014 | Prudential Financial, Inc. | 1,954,980 | 0.2 | |||||||||||
7,679 | Public Storage, Inc. | 1,902,088 | 0.2 | |||||||||||
16,501 | Simon Property Group, Inc. | 3,208,454 | 0.4 | |||||||||||
21,826 | State Street Corp. | 1,448,373 | 0.2 | |||||||||||
16,895 | Travelers Cos., Inc. | 1,906,770 | 0.2 | |||||||||||
89,009 | US Bancorp | 3,798,014 | 0.5 |
See Accompanying Notes to Financial Statements
48 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Financials: (Continued) | ||||||||||||||
247,539 | Wells Fargo & Co. | 13,456,220 | 1.7 | |||||||||||
116,009,572 | 14.8 | |||||||||||||
Health Care: 16.2% | ||||||||||||||
79,103 | Abbott Laboratories | 3,552,516 | 0.5 | |||||||||||
87,950 | AbbVie, Inc. | 5,210,158 | 0.7 | |||||||||||
18,508 | Aetna, Inc. | 2,001,085 | 0.3 | |||||||||||
11,439 | @ | Alexion Pharmaceuticals, Inc. | 2,181,989 | 0.3 | ||||||||||
20,852 | @ | Allergan plc | 6,516,250 | 0.8 | ||||||||||
40,399 | Amgen, Inc. | 6,557,970 | 0.8 | |||||||||||
13,961 | Anthem, Inc. | 1,946,722 | 0.2 | |||||||||||
28,853 | Baxalta, Inc. | 1,126,132 | 0.1 | |||||||||||
28,843 | Baxter International, Inc. | 1,100,360 | 0.1 | |||||||||||
11,101 | Becton Dickinson & Co. | 1,710,553 | 0.2 | |||||||||||
11,844 | Biogen, Inc. | 3,628,409 | 0.5 | |||||||||||
88,572 | Bristol-Myers Squibb Co. | 6,092,868 | 0.8 | |||||||||||
17,541 | Cardinal Health, Inc. | 1,565,885 | 0.2 | |||||||||||
42,143 | @ | Celgene Corp. | 5,047,046 | 0.6 | ||||||||||
13,645 | Cigna Corp. | 1,996,673 | 0.3 | |||||||||||
51,990 | Eli Lilly & Co. | 4,380,677 | 0.6 | |||||||||||
35,821 | @ | Express Scripts Holding Co. | 3,131,114 | 0.4 | ||||||||||
78,085 | Gilead Sciences, Inc. | 7,901,421 | 1.0 | |||||||||||
16,995 | @ | HCA Holdings, Inc. | 1,149,372 | 0.1 | ||||||||||
7,939 | Humana, Inc. | 1,417,191 | 0.2 | |||||||||||
7,641 | @ | Illumina, Inc. | 1,466,652 | 0.2 | ||||||||||
147,341 | Johnson & Johnson | 15,134,867 | 1.9 | |||||||||||
12,273 | McKesson Corp. | 2,420,604 | 0.3 | |||||||||||
75,719 | Medtronic PLC | 5,824,305 | 0.7 | |||||||||||
150,113 | Merck & Co., Inc. | 7,928,969 | 1.0 | |||||||||||
22,269 | @ | Mylan NV | 1,204,085 | 0.2 | ||||||||||
327,176 | Pfizer, Inc. | 10,561,241 | 1.3 | |||||||||||
4,159 | @ | Regeneron Pharmaceuticals, Inc. | 2,257,796 | 0.3 | ||||||||||
17,903 | Stryker Corp. | 1,663,905 | 0.2 | |||||||||||
21,101 | Thermo Fisher Scientific, Inc. | 2,993,177 | 0.4 | |||||||||||
50,578 | UnitedHealth Group, Inc. | 5,949,996 | 0.8 | |||||||||||
12,919 | @ | Vertex Pharmaceuticals, Inc. | 1,625,598 | 0.2 | ||||||||||
127,245,586 | 16.2 | |||||||||||||
Industrials: 9.5% | ||||||||||||||
33,705 | 3M Co. | 5,077,321 | 0.6 | |||||||||||
33,492 | American Airlines Group, Inc. | 1,418,386 | 0.2 | |||||||||||
36,743 | Boeing Co. | 5,312,670 | 0.7 | |||||||||||
31,994 | Caterpillar, Inc. | 2,174,312 | 0.3 | |||||||||||
52,357 | CSX Corp. | 1,358,664 | 0.2 | |||||||||||
9,611 | Cummins, Inc. | 845,864 | 0.1 | |||||||||||
31,606 | Danaher Corp. | 2,935,565 | 0.4 | |||||||||||
17,695 | Deere & Co. | 1,349,598 | 0.2 | |||||||||||
43,273 | Delta Air Lines, Inc. | 2,193,508 | 0.3 | |||||||||||
24,756 | Eaton Corp. PLC | 1,288,302 | 0.2 | |||||||||||
35,429 | Emerson Electric Co. | 1,694,569 | 0.2 | |||||||||||
15,040 | FedEx Corp. | 2,240,810 | 0.3 | |||||||||||
15,454 | General Dynamics Corp. | 2,122,761 | 0.3 | |||||||||||
499,694 | General Electric Co. | 15,565,468 | 2.0 | |||||||||||
41,535 | Honeywell International, Inc. | 4,301,780 | 0.5 | |||||||||||
15,857 | Illinois Tool Works, Inc. | 1,469,627 | 0.2 | |||||||||||
14,383 | Lockheed Martin Corp. | 3,123,269 | 0.4 | |||||||||||
16,164 | Norfolk Southern Corp. | 1,367,313 | 0.2 | |||||||||||
9,691 | Northrop Grumman Corp. | 1,829,758 | 0.2 | |||||||||||
7,326 | Precision Castparts Corp. | 1,699,705 | 0.2 | |||||||||||
16,172 | Raytheon Co. | 2,013,899 | 0.2 | |||||||||||
46,523 | Union Pacific Corp. | 3,638,099 | 0.4 | |||||||||||
37,276 | United Parcel Service, Inc. - Class B | 3,587,070 | 0.4 | |||||||||||
47,300 | United Technologies Corp. | 4,544,111 | 0.6 | |||||||||||
24,269 | Waste Management, Inc. | 1,295,237 | 0.2 | |||||||||||
74,447,666 | 9.5 | |||||||||||||
Information Technology: 21.7% | ||||||||||||||
33,375 | Accenture PLC | 3,487,688 | 0.4 | |||||||||||
26,520 | @ | Adobe Systems, Inc. | 2,491,289 | 0.3 | ||||||||||
15,317 | @ | Alphabet, Inc. - Class A | 11,916,779 | 1.5 | ||||||||||
15,630 | @ | Alphabet, Inc. - Class C | 11,861,294 | 1.5 | ||||||||||
306,102 | Apple, Inc. | 32,220,297 | 4.1 | |||||||||||
24,887 | Automatic Data Processing, Inc. | 2,108,427 | 0.3 | |||||||||||
13,603 | @ | Avago Technologies Ltd. | 1,974,475 | 0.3 | ||||||||||
29,285 | Broadcom Corp. | 1,693,259 | 0.2 | |||||||||||
270,229 | Cisco Systems, Inc. | 7,338,068 | 0.9 | |||||||||||
32,361 | Cognizant Technology Solutions Corp. | 1,942,307 | 0.3 | |||||||||||
62,856 | Corning, Inc. | 1,149,008 | 0.2 | |||||||||||
64,401 | eBay, Inc. | 1,769,739 | 0.2 | |||||||||||
102,934 | EMC Corp. | 2,643,345 | 0.3 | |||||||||||
114,982 | @ | Facebook, Inc. | 12,034,016 | 1.5 | ||||||||||
96,339 | Hewlett Packard Enterprise Co. | 1,464,353 | 0.2 | |||||||||||
96,316 | HP, Inc. | 1,140,381 | 0.2 | |||||||||||
48,247 | International Business Machines Corp. | 6,639,752 | 0.8 | |||||||||||
252,064 | Intel Corp. | 8,683,605 | 1.1 | |||||||||||
53,115 | Mastercard, Inc. | 5,171,276 | 0.7 | |||||||||||
57,310 | @ | Micron Technology, Inc. | 811,510 | 0.1 | ||||||||||
429,824 | Microsoft Corp. | 23,846,636 | 3.0 | |||||||||||
168,349 | Oracle Corp. | 6,149,789 | 0.8 | |||||||||||
64,404 | @ | PayPal Holdings, Inc. | 2,331,425 | 0.3 | ||||||||||
79,864 | Qualcomm, Inc. | 3,992,002 | 0.5 | |||||||||||
34,771 | @ | Salesforce.com, Inc. | 2,726,046 | 0.4 | ||||||||||
55,146 | Texas Instruments, Inc. | 3,022,552 | 0.4 | |||||||||||
104,005 | Visa, Inc. - Class A | 8,065,588 | 1.0 | |||||||||||
4,379 | @ | VMware, Inc. | 247,720 | 0.0 | ||||||||||
49,753 | @ | Yahoo!, Inc. | 1,654,785 | 0.2 | ||||||||||
170,577,411 | 21.7 | |||||||||||||
Materials: 2.1% | ||||||||||||||
11,387 | Air Products & Chemicals, Inc. | 1,481,563 | 0.2 | |||||||||||
9,859 | Chemours Co. | 52,844 | 0.0 | |||||||||||
59,294 | Dow Chemical Co. | 3,052,455 | 0.4 | |||||||||||
13,996 | Ecolab, Inc. | 1,600,863 | 0.2 | |||||||||||
47,989 | Du Pont E I de Nemours & Co. | 3,196,067 | 0.4 | |||||||||||
19,428 | @ | LyondellBasell Industries NV - Class A | 1,688,293 | 0.2 | ||||||||||
23,370 | Monsanto Co. | 2,302,412 | 0.3 | |||||||||||
14,412 | PPG Industries, Inc. | 1,424,194 | 0.2 | |||||||||||
15,280 | Praxair, Inc. | 1,564,672 | 0.2 | |||||||||||
6,200 | @,L | Southern Copper Corp. | 161,944 | 0.0 | ||||||||||
16,525,307 | 2.1 |
See Accompanying Notes to Financial Statements
49 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Telecommunication Services: 2.8% | ||||||||||||||
323,441 | AT&T, Inc. | 11,129,605 | 1.4 | |||||||||||
14,664 | @ | T-Mobile US, Inc. | 573,656 | 0.1 | ||||||||||
216,703 | Verizon Communications, Inc. | 10,016,012 | 1.3 | |||||||||||
21,719,273 | 2.8 | |||||||||||||
Utilities: 1.7% | ||||||||||||||
25,973 | American Electric Power Co., Inc. | 1,513,447 | 0.2 | |||||||||||
31,455 | Dominion Resources, Inc. | 2,127,616 | 0.2 | |||||||||||
36,659 | Duke Energy Corp. | 2,617,086 | 0.3 | |||||||||||
48,860 | Exelon Corp. | 1,356,842 | 0.2 | |||||||||||
23,542 | NextEra Energy, Inc. | 2,445,779 | 0.3 | |||||||||||
25,438 | PG&E Corp. | 1,353,047 | 0.2 | |||||||||||
48,146 | Southern Co. | 2,252,751 | 0.3 | |||||||||||
13,666,568 | 1.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $347,812,842) | 768,419,120 | 97.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.6% | ||||||||||||||
Securities Lending Collateralcc: 0.2% | ||||||||||||||
1,000,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,000,041, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,020,000, due 03/31/21-02/15/44) | 1,000,000 | 0.1 | |||||||||||
408,803 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $408,818, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $416,979, due 01/15/16-10/20/65) | 408,803 | 0.1 | |||||||||||
1,408,803 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.4% | ||||||||||||||
19,264,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $19,264,000) | 19,264,000 | 2.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $20,672,803) | 20,672,803 | 2.6 | ||||||||||||
Total Investments in Securities (Cost $368,485,645) | $ | 789,091,923 | 100.4 | |||||||||||
Liabilities in Excess of Other Assets | (3,110,826 | ) | (0.4 | ) | ||||||||||
Net Assets | $ | 785,981,097 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $372,667,006. | ||||
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 428,036,086 | ||
Gross Unrealized Depreciation | (11,611,169 | ) | ||
Net Unrealized Appreciation | $ | 416,424,917 |
See Accompanying Notes to Financial Statements
50 |
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 3.8% | ||||||||||||||
24,762 | Carnival Corp. | 1,349,034 | 0.3 | |||||||||||
14,156 | Comcast Corp. – Class A | 798,823 | 0.2 | |||||||||||
4,147 | Dish Network Corp. - Class A | 237,126 | 0.0 | |||||||||||
227,595 | Ford Motor Co. | 3,206,814 | 0.8 | |||||||||||
93,682 | General Motors Co. | 3,186,125 | 0.8 | |||||||||||
29,809 | Johnson Controls, Inc. | 1,177,157 | 0.3 | |||||||||||
34,128 | Target Corp. | 2,478,034 | 0.6 | |||||||||||
19,219 | Thomson Reuters Corp. | 727,439 | 0.2 | |||||||||||
23,312 | Time Warner, Inc. | 1,507,587 | 0.4 | |||||||||||
22,302 | Twenty-First Century Fox, Inc. - Class A | 605,722 | 0.1 | |||||||||||
9,100 | Twenty-First Century Fox, Inc. Class B | 247,793 | 0.1 | |||||||||||
15,521,654 | 3.8 | |||||||||||||
Consumer Staples: 8.2% | ||||||||||||||
6,763 | Altria Group, Inc. | 393,674 | 0.1 | |||||||||||
36,165 | Archer-Daniels-Midland Co. | 1,326,532 | 0.3 | |||||||||||
6,484 | Colgate-Palmolive Co. | 431,964 | 0.1 | |||||||||||
4,801 | CVS Health Corp. | 469,394 | 0.1 | |||||||||||
4,394 | Kimberly-Clark Corp. | 559,356 | 0.1 | |||||||||||
94,824 | Mondelez International, Inc. | 4,251,908 | 1.1 | |||||||||||
45,331 | Philip Morris International, Inc. | 3,985,048 | 1.0 | |||||||||||
158,148 | Procter & Gamble Co. | 12,558,533 | 3.1 | |||||||||||
42,546 | Walgreens Boots Alliance, Inc. | 3,623,005 | 0.9 | |||||||||||
92,078 | Wal-Mart Stores, Inc. | 5,644,382 | 1.4 | |||||||||||
33,243,796 | 8.2 | |||||||||||||
Energy: 13.9% | ||||||||||||||
29,608 | Anadarko Petroleum Corp. | 1,438,357 | 0.4 | |||||||||||
21,981 | Apache Corp. | 977,495 | 0.2 | |||||||||||
25,335 | Baker Hughes, Inc. | 1,169,210 | 0.3 | |||||||||||
109,617 | Chevron Corp. | 9,861,145 | 2.4 | |||||||||||
71,867 | ConocoPhillips | 3,355,470 | 0.8 | |||||||||||
23,965 | Devon Energy Corp. | 766,880 | 0.2 | |||||||||||
29,248 | EOG Resources, Inc. | 2,070,466 | 0.5 | |||||||||||
243,723 | Exxon Mobil Corp. | 18,998,208 | 4.7 | |||||||||||
49,597 | Halliburton Co. | 1,688,282 | 0.4 | |||||||||||
104,089 | Kinder Morgan, Inc. | 1,553,008 | 0.4 | |||||||||||
29,295 | Marathon Petroleum Corp. | 1,518,653 | 0.4 | |||||||||||
44,775 | Occidental Petroleum Corp. | 3,027,238 | 0.8 | |||||||||||
31,575 | Phillips 66 | 2,582,835 | 0.6 | |||||||||||
65,057 | Schlumberger Ltd. | 4,537,726 | 1.1 | |||||||||||
39,140 | Spectra Energy Corp. | 937,011 | 0.2 | |||||||||||
28,067 | Valero Energy Corp. | 1,984,617 | 0.5 | |||||||||||
56,466,601 | 13.9 | |||||||||||||
Financials: 28.0% | ||||||||||||||
19,037 | @ | ACE Ltd. | 2,224,473 | 0.6 | ||||||||||
25,292 | Aflac, Inc. | 1,514,991 | 0.4 | |||||||||||
72,108 | American International Group, Inc. | 4,468,533 | 1.1 | |||||||||||
22,577 | Allstate Corp. | 1,401,806 | 0.3 | |||||||||||
40,603 | American Express Co. | 2,823,939 | 0.7 | |||||||||||
612,176 | Bank of America Corp. | 10,302,922 | 2.5 | |||||||||||
58,317 | Bank of New York Mellon Corp. | 2,403,827 | 0.6 | |||||||||||
45,224 | BB&T Corp. | 1,709,919 | 0.4 | |||||||||||
101,368 | @ | Berkshire Hathaway, Inc. – Class B | 13,384,631 | 3.3 | ||||||||||
4,988 | Blackrock, Inc. | 1,698,514 | 0.4 | |||||||||||
31,853 | Capital One Financial Corp. | 2,299,149 | 0.6 | |||||||||||
19,568 | Charles Schwab Corp. | 644,374 | 0.2 | |||||||||||
13,393 | Chubb Corp. | 1,776,447 | 0.4 | |||||||||||
176,869 | Citigroup, Inc. | 9,152,971 | 2.3 | |||||||||||
18,689 | CME Group, Inc. | 1,693,223 | 0.4 | |||||||||||
25,797 | @ | Discover Financial Services | 1,383,235 | 0.3 | ||||||||||
21,217 | Equity Residential | 1,731,095 | 0.4 | |||||||||||
22,606 | Franklin Resources, Inc. | 832,353 | 0.2 | |||||||||||
25,183 | Goldman Sachs Group, Inc. | 4,538,732 | 1.1 | |||||||||||
216,326 | JPMorgan Chase & Co. | 14,284,006 | 3.5 | |||||||||||
12,553 | Marsh & McLennan Cos., Inc. | 696,064 | 0.2 | |||||||||||
54,604 | Metlife, Inc. | 2,632,459 | 0.7 | |||||||||||
89,365 | Morgan Stanley | 2,842,701 | 0.7 | |||||||||||
30,193 | PNC Financial Services Group, Inc. | 2,877,695 | 0.7 | |||||||||||
26,407 | Prudential Financial, Inc. | 2,149,794 | 0.5 | |||||||||||
734 | Public Storage, Inc. | 181,812 | 0.0 | |||||||||||
23,997 | State Street Corp. | 1,592,441 | 0.4 | |||||||||||
18,578 | Travelers Cos., Inc. | 2,096,713 | 0.5 | |||||||||||
97,649 | US Bancorp | 4,166,683 | 1.0 | |||||||||||
271,573 | Wells Fargo & Co. | 14,762,708 | 3.6 | |||||||||||
114,268,210 | 28.0 | |||||||||||||
Health Care: 14.2% | ||||||||||||||
86,785 | Abbott Laboratories | 3,897,514 | 1.0 | |||||||||||
15,347 | Aetna, Inc. | 1,659,318 | 0.4 | |||||||||||
12,537 | @ | Allergan plc | 3,917,813 | 1.0 | ||||||||||
12,299 | Anthem, Inc. | 1,714,973 | 0.4 | |||||||||||
11,583 | Baxalta, Inc. | 452,084 | 0.1 | |||||||||||
11,583 | Baxter International, Inc. | 441,891 | 0.1 | |||||||||||
1,854 | Cardinal Health, Inc. | 165,507 | 0.0 | |||||||||||
6,301 | @ | Express Scripts Holding Co. | 550,770 | 0.1 | ||||||||||
17,233 | @ | HCA Holdings, Inc. | 1,165,468 | 0.3 | ||||||||||
646 | Humana, Inc. | 115,317 | 0.0 | |||||||||||
140,794 | Johnson & Johnson | 14,462,360 | 3.6 | |||||||||||
83,070 | Medtronic PLC | 6,389,744 | 1.6 | |||||||||||
145,911 | Merck & Co., Inc. | 7,707,019 | 1.9 | |||||||||||
3,728 | @ | Mylan NV | 201,573 | 0.1 | ||||||||||
358,940 | Pfizer, Inc. | 11,586,583 | 2.8 | |||||||||||
9,706 | Stryker Corp. | 902,076 | 0.2 | |||||||||||
15,383 | Thermo Fisher Scientific, Inc. | 2,182,079 | 0.5 | |||||||||||
2,774 | UnitedHealth Group, Inc. | 326,333 | 0.1 | |||||||||||
57,838,422 | 14.2 | |||||||||||||
Industrials: 10.5% | ||||||||||||||
29,067 | Caterpillar, Inc. | 1,975,393 | 0.5 | |||||||||||
42,739 | CSX Corp. | 1,109,077 | 0.3 | |||||||||||
2,708 | Cummins, Inc. | 238,331 | 0.1 |
See Accompanying Notes to Financial Statements
51 |
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Industrials: (Continued) | ||||||||||||||
28,051 | Danaher Corp. | 2,605,377 | 0.6 | |||||||||||
15,961 | Deere & Co. | 1,217,346 | 0.3 | |||||||||||
27,229 | Eaton Corp. PLC | 1,416,997 | 0.4 | |||||||||||
12,119 | Emerson Electric Co. | 579,652 | 0.1 | |||||||||||
10,553 | FedEx Corp. | 1,572,291 | 0.4 | |||||||||||
11,796 | General Dynamics Corp. | 1,620,299 | 0.4 | |||||||||||
548,205 | General Electric Co. | 17,076,586 | 4.2 | |||||||||||
4,460 | Lockheed Martin Corp. | 968,489 | 0.2 | |||||||||||
17,770 | Norfolk Southern Corp. | 1,503,164 | 0.4 | |||||||||||
7,400 | Northrop Grumman Corp. | 1,397,194 | 0.3 | |||||||||||
6,520 | Precision Castparts Corp. | 1,512,705 | 0.4 | |||||||||||
17,787 | Raytheon Co. | 2,215,015 | 0.5 | |||||||||||
47,118 | United Technologies Corp. | 4,526,626 | 1.1 | |||||||||||
24,449 | Waste Management, Inc. | 1,304,843 | 0.3 | |||||||||||
42,839,385 | 10.5 | |||||||||||||
Information Technology: 12.1% | ||||||||||||||
5,393 | Automatic Data Processing, Inc. | 456,895 | 0.1 | |||||||||||
29,855 | Broadcom Corp. | 1,726,216 | 0.4 | |||||||||||
296,460 | Cisco Systems, Inc. | 8,050,371 | 2.0 | |||||||||||
68,960 | Corning, Inc. | 1,260,589 | 0.3 | |||||||||||
103,921 | EMC Corp. | 2,668,691 | 0.6 | |||||||||||
105,939 | Hewlett Packard Enterprise Co. | 1,610,273 | 0.4 | |||||||||||
105,960 | HP, Inc. | 1,254,567 | 0.3 | |||||||||||
23,556 | International Business Machines Corp. | 3,241,777 | 0.8 | |||||||||||
257,174 | Intel Corp. | 8,859,644 | 2.2 | |||||||||||
58,077 | @ | Micron Technology, Inc. | 822,370 | 0.2 | ||||||||||
204,187 | Microsoft Corp. | 11,328,295 | 2.8 | |||||||||||
73,880 | Oracle Corp. | 2,698,836 | 0.7 | |||||||||||
74,305 | Qualcomm, Inc. | 3,714,136 | 0.9 | |||||||||||
54,708 | @ | Yahoo!, Inc. | 1,819,588 | 0.4 | ||||||||||
49,512,248 | 12.1 | |||||||||||||
Materials: 1.3% | ||||||||||||||
2,216 | Air Products & Chemicals, Inc. | 288,324 | 0.1 | |||||||||||
5,775 | Chemours Co. | 30,954 | 0.0 | |||||||||||
56,675 | Dow Chemical Co. | 2,917,629 | 0.7 | |||||||||||
28,390 | Du Pont E I de Nemours & Co. | 1,890,774 | 0.4 | |||||||||||
2,808 | Praxair, Inc. | 287,539 | 0.1 | |||||||||||
4,478 | @,L | Southern Copper Corp. | 116,965 | 0.0 | ||||||||||
5,532,185 | 1.3 | |||||||||||||
Telecommunication Services: 2.9% | ||||||||||||||
302,685 | AT&T, Inc. | 10,415,391 | 2.6 | |||||||||||
16,003 | @ | T-Mobile US, Inc. | 626,037 | 0.1 | ||||||||||
17,118 | Verizon Communications, Inc. | 791,194 | 0.2 | |||||||||||
11,832,622 | 2.9 | |||||||||||||
Utilities: 3.7% | ||||||||||||||
28,561 | American Electric Power Co., Inc. | 1,664,250 | 0.4 | |||||||||||
32,865 | Dominion Resources, Inc. | 2,222,989 | 0.5 | |||||||||||
40,311 | Duke Energy Corp. | 2,877,802 | 0.7 | |||||||||||
53,608 | Exelon Corp. | 1,488,694 | 0.4 | |||||||||||
25,889 | NextEra Energy, Inc. | 2,689,608 | 0.7 | |||||||||||
27,981 | PG&E Corp. | 1,488,309 | 0.4 | |||||||||||
52,943 | Southern Co. | 2,477,203 | 0.6 | |||||||||||
14,908,855 | 3.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $360,530,856) | 401,963,978 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.3% | ||||||||||||||
Securities Lending Collateralcc: 0.0% | ||||||||||||||
119,275 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $119,280, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $121,661, due 03/31/21-02/15/44) | |||||||||||||
(Cost $119,275) | 119,275 | 0.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.3% | ||||||||||||||
947,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $947,000) | 947,000 | 0.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $1,066,275) | 1,066,275 | 0.3 | ||||||||||||
Total Investments in Securities (Cost $361,597,131) | $ | 403,030,253 | 98.9 | |||||||||||
Assets in Excess of Other Liabilities | 4,440,742 | 1.1 | ||||||||||||
Net Assets | $ | 407,470,995 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $365,265,008. | ||||
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 53,226,076 | ||
Gross Unrealized Depreciation | (15,460,831 | ) | ||
Net Unrealized Appreciation | $ | 37,765,245 |
See Accompanying Notes to Financial Statements
52 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.0% | ||||||||||||||
Consumer Discretionary: 25.1% | ||||||||||||||
1,183 | Aaron's, Inc. | 26,487 | 0.0 | |||||||||||
8,877 | Advance Auto Parts, Inc. | 1,336,077 | 0.4 | |||||||||||
7,243 | AMC Networks, Inc. | 540,907 | 0.2 | |||||||||||
21,388 | ARAMARK Holdings Corp. | 689,763 | 0.2 | |||||||||||
8,813 | @ | Autonation, Inc. | 525,784 | 0.1 | ||||||||||
3,791 | @ | Autozone, Inc. | 2,812,581 | 0.8 | ||||||||||
20,723 | @ | Bed Bath & Beyond, Inc. | 999,885 | 0.3 | ||||||||||
27,454 | BorgWarner, Inc. | 1,186,836 | 0.3 | |||||||||||
7,393 | Brinker International, Inc. | 354,494 | 0.1 | |||||||||||
8,261 | Brunswick Corp. | 417,263 | 0.1 | |||||||||||
588 | @,L | Cabela's, Inc. | 27,477 | 0.0 | ||||||||||
3,584 | Cablevision Systems Corp. | 114,330 | 0.0 | |||||||||||
25,387 | @ | Carmax, Inc. | 1,370,136 | 0.4 | ||||||||||
6,355 | Carter's, Inc. | 565,786 | 0.2 | |||||||||||
9,095 | @,L | Charter Communications, Inc. | 1,665,294 | 0.5 | ||||||||||
3,768 | @ | Chipotle Mexican Grill, Inc. | 1,808,075 | 0.5 | ||||||||||
4,325 | Choice Hotels International, Inc. | 218,023 | 0.1 | |||||||||||
14,012 | Cinemark Holdings, Inc. | 468,421 | 0.1 | |||||||||||
1,741 | @ | Clear Channel Outdoor Holdings, Inc. | 9,732 | 0.0 | ||||||||||
4,756 | Coach, Inc. | 155,664 | 0.0 | |||||||||||
10,155 | L | Coty, Inc - Class A | 260,273 | 0.1 | ||||||||||
7,742 | �� | CST Brands, Inc. | 303,022 | 0.1 | ||||||||||
3,057 | Darden Restaurants, Inc. | 194,547 | 0.1 | |||||||||||
35,034 | Delphi Automotive PLC | 3,003,465 | 0.8 | |||||||||||
7,667 | Dick's Sporting Goods, Inc. | 271,028 | 0.1 | |||||||||||
346 | Dillard's, Inc. | 22,736 | 0.0 | |||||||||||
17,138 | @ | Discovery Communications, Inc. - Class A | 457,242 | 0.1 | ||||||||||
30,182 | @ | Discovery Communications, Inc. - Class C | 761,190 | 0.2 | ||||||||||
36,850 | Dollar General Corp. | 2,648,409 | 0.7 | |||||||||||
27,936 | @ | Dollar Tree, Inc. | 2,157,218 | 0.6 | ||||||||||
6,676 | Domino's Pizza, Inc. | 742,705 | 0.2 | |||||||||||
16,435 | D.R. Horton, Inc. | 526,413 | 0.1 | |||||||||||
541 | DSW, Inc. | 12,908 | 0.0 | |||||||||||
11,640 | L | Dunkin' Brands Group, Inc. | 495,748 | 0.1 | ||||||||||
12,748 | Expedia, Inc. | 1,584,576 | 0.4 | |||||||||||
7,356 | Extended Stay America, Inc. | 116,960 | 0.0 | |||||||||||
14,631 | Foot Locker, Inc. | 952,332 | 0.3 | |||||||||||
4,202 | @,L | Fossil Group, Inc. | 153,625 | 0.0 | ||||||||||
28,820 | Gap, Inc. | 711,854 | 0.2 | |||||||||||
17,961 | Gentex Corp. | 287,556 | 0.1 | |||||||||||
17,156 | Genuine Parts Co. | 1,473,529 | 0.4 | |||||||||||
10,477 | GNC Holdings, Inc. | 324,997 | 0.1 | |||||||||||
10,900 | @,L | GoPro, Inc. | 196,309 | 0.1 | ||||||||||
54,550 | @,L | Groupon, Inc. | 167,469 | 0.1 | ||||||||||
26,768 | H&R Block, Inc. | 891,642 | 0.2 | |||||||||||
48,736 | Hanesbrands, Inc. | 1,434,300 | 0.4 | |||||||||||
12,734 | Harley-Davidson, Inc. | 577,996 | 0.2 | |||||||||||
8,606 | Harman International Industries, Inc. | 810,771 | 0.2 | |||||||||||
10,939 | Hasbro, Inc. | 736,851 | 0.2 | |||||||||||
63,022 | Hilton Worldwide Holdings, Inc. | 1,348,671 | 0.4 | |||||||||||
7,804 | @ | International Game Technology PLC | 126,269 | 0.0 | ||||||||||
49,954 | Interpublic Group of Cos., Inc. | 1,162,929 | 0.3 | |||||||||||
25,609 | @ | Jarden Corp. | 1,462,786 | 0.4 | ||||||||||
15,586 | @ | Kate Spade & Co. | 276,963 | 0.1 | ||||||||||
30,025 | L Brands, Inc. | 2,876,996 | 0.8 | |||||||||||
7,120 | Lear Corp. | 874,550 | 0.2 | |||||||||||
16,663 | Leggett & Platt, Inc. | 700,179 | 0.2 | |||||||||||
8,248 | Lennar Corp. - Class A | 403,410 | 0.1 | |||||||||||
464 | Lennar Corp. - Class B | 18,644 | 0.0 | |||||||||||
26,832 | @ | Liberty Interactive Corp. QVC Group | 733,050 | 0.2 | ||||||||||
17,142 | @ | Liberty Ventures | 773,276 | 0.2 | ||||||||||
11,482 | L | Lions Gate Entertainment Corp. | 371,902 | 0.1 | ||||||||||
17,620 | @ | Live Nation, Inc. | 432,923 | 0.1 | ||||||||||
36,788 | LKQ Corp. | 1,090,028 | 0.3 | |||||||||||
13,496 | Lululemon Athletica, Inc. | 708,135 | 0.2 | |||||||||||
27,502 | Macy's, Inc. | 962,020 | 0.3 | |||||||||||
2,479 | @ | Madison Square Garden Co/The | 401,102 | 0.1 | ||||||||||
23,775 | L | Marriott International, Inc. | 1,593,876 | 0.4 | ||||||||||
33,209 | McGraw-Hill Cos., Inc. | 3,273,743 | 0.9 | |||||||||||
3,841 | @ | MGM Resorts International | 87,268 | 0.0 | ||||||||||
22,332 | @ | Michael Kors Holdings Ltd. | 894,620 | 0.2 | ||||||||||
7,653 | @ | Michaels Cos, Inc. | 169,208 | 0.1 | ||||||||||
5,241 | @ | Mohawk Industries, Inc. | 992,593 | 0.3 | ||||||||||
2,331 | Morningstar, Inc. | 187,436 | 0.1 | |||||||||||
7,507 | MSG Networks, Inc. | 156,146 | 0.0 | |||||||||||
336 | @ | Murphy USA, Inc. | 20,409 | 0.0 | ||||||||||
16,382 | Newell Rubbermaid, Inc. | 722,119 | 0.2 | |||||||||||
16,978 | L | Nordstrom, Inc. | 845,674 | 0.2 | ||||||||||
14,604 | @ | Norwegian Cruise Line Holdings Ltd. | 855,794 | 0.2 | ||||||||||
492 | NVR, Inc. | 808,356 | 0.2 | |||||||||||
11,919 | @ | Office Depot, Inc. | 67,223 | 0.0 | ||||||||||
29,644 | Omnicom Group, Inc. | 2,242,865 | 0.6 | |||||||||||
12,254 | @ | O'Reilly Automotive, Inc. | 3,105,409 | 0.9 | ||||||||||
25,577 | @ | Pandora Media, Inc. | 342,988 | 0.1 | ||||||||||
3,064 | @ | Panera Bread Co. | 596,806 | 0.2 | ||||||||||
1,965 | Penske Auto Group, Inc. | 83,198 | 0.0 | |||||||||||
8,040 | @ | Polaris Industries, Inc. | 691,038 | 0.2 | ||||||||||
407 | Ralph Lauren Corp. | 45,372 | 0.0 | |||||||||||
10,112 | L | Regal Entertainment Group | 190,813 | 0.1 | ||||||||||
50,207 | Ross Stores, Inc. | 2,701,639 | 0.7 | |||||||||||
19,073 | @ | Sally Beauty Holdings, Inc. | 531,946 | 0.1 | ||||||||||
11,054 | Scripps Networks Interactive - Class A | 610,291 | 0.2 | |||||||||||
162 | L | Sears Holding Corp. | 3,331 | 0.0 | ||||||||||
24,448 | Service Corp. International | 636,137 | 0.2 |
See Accompanying Notes to Financial Statements
53 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
12,427 | @ | ServiceMaster Global Holdings, Inc. | 487,635 | 0.1 | ||||||||||
9,741 | @ | Signet Jewelers Ltd. | 1,204,864 | 0.3 | ||||||||||
277,996 | @ | Sirius XM Holdings, Inc. | 1,131,444 | 0.3 | ||||||||||
8,693 | Six Flags Entertainment Corp. | 477,593 | 0.1 | |||||||||||
14,850 | @ | Skechers USA, Inc. | 448,619 | 0.1 | ||||||||||
20,735 | Starwood Hotels & Resorts Worldwide, Inc. | 1,436,521 | 0.4 | |||||||||||
10,435 | Starz | 349,573 | 0.1 | |||||||||||
7,383 | @ | Tempur Sealy International, Inc. | 520,206 | 0.1 | ||||||||||
5,568 | @ | Thor Industries, Inc. | 312,643 | 0.1 | ||||||||||
10,303 | Tiffany & Co. | 786,016 | 0.2 | |||||||||||
7,489 | Toll Brothers, Inc. | 249,384 | 0.1 | |||||||||||
4,769 | @ | TopBuild Corp. | 146,742 | 0.0 | ||||||||||
16,554 | Tractor Supply Co. | 1,415,367 | 0.4 | |||||||||||
13,609 | @ | TripAdvisor, Inc. | 1,160,167 | 0.3 | ||||||||||
5,757 | Tupperware Corp. | 320,377 | 0.1 | |||||||||||
7,795 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 1,442,075 | 0.4 | ||||||||||
21,675 | @,L | Under Armour, Inc. | 1,747,222 | 0.5 | ||||||||||
10,579 | @ | Urban Outfitters, Inc. | 240,672 | 0.1 | ||||||||||
1,021 | @ | Vista Outdoor, Inc. | 45,445 | 0.0 | ||||||||||
4,891 | @ | Visteon Corp. | 560,020 | 0.2 | ||||||||||
736 | Whirlpool Corp. | 108,096 | 0.0 | |||||||||||
11,085 | Williams-Sonoma, Inc. | 647,475 | 0.2 | |||||||||||
14,520 | Wyndham Worldwide Corp. | 1,054,878 | 0.3 | |||||||||||
8,697 | L | Wynn Resorts Ltd. | 601,745 | 0.2 | ||||||||||
91,645,596 | 25.1 | |||||||||||||
Consumer Staples: 8.3% | ||||||||||||||
3,069 | @,L | Blue Buffalo Pet Products, Inc. | 57,421 | 0.0 | ||||||||||
3,107 | Brown-Forman Corp. - Class A | 342,112 | 0.1 | |||||||||||
13,182 | Brown-Forman Corp. - Class B | 1,308,709 | 0.4 | |||||||||||
12,403 | Campbell Soup Co. | 651,778 | 0.2 | |||||||||||
15,880 | Church & Dwight Co., Inc. | 1,347,894 | 0.4 | |||||||||||
12,622 | Clorox Co. | 1,600,848 | 0.4 | |||||||||||
28,269 | Coca-Cola Enterprises, Inc. | 1,391,966 | 0.4 | |||||||||||
7,089 | ConAgra Foods, Inc. | 298,872 | 0.1 | |||||||||||
19,849 | Constellation Brands, Inc. | 2,827,292 | 0.8 | |||||||||||
23,264 | Dr Pepper Snapple Group, Inc. | 2,168,205 | 0.6 | |||||||||||
18,755 | Flowers Foods, Inc. | 403,045 | 0.1 | |||||||||||
12,409 | @ | Hain Celestial Group, Inc. | 501,199 | 0.1 | ||||||||||
7,556 | @,L | Herbalife Ltd. | 405,153 | 0.1 | ||||||||||
17,677 | Hershey Co. | 1,578,026 | 0.4 | |||||||||||
16,237 | Hormel Foods Corp. | 1,284,022 | 0.4 | |||||||||||
1,079 | @ | Ingredion, Inc. | 103,411 | 0.0 | ||||||||||
27,271 | Kellogg Co. | 1,970,875 | 0.5 | |||||||||||
15,680 | Keurig Green Mountain, Inc. | 1,410,886 | 0.4 | |||||||||||
15,505 | McCormick & Co., Inc. | 1,326,608 | 0.4 | |||||||||||
24,577 | Mead Johnson Nutrition Co. | 1,940,354 | 0.5 | |||||||||||
18,153 | @ | Monster Beverage Corp. | 2,704,071 | 0.7 | ||||||||||
1,512 | L | Nu Skin Enterprises, Inc. | 57,290 | 0.0 | ||||||||||
844 | L | Pilgrim's Pride Corp. | 18,644 | 0.0 | ||||||||||
71,065 | @ | Rite Aid Corp. | 557,150 | 0.2 | ||||||||||
3,087 | @ | Spectrum Brands Holdings, Inc. | 314,257 | 0.1 | ||||||||||
18,539 | @,L | Sprouts Farmers Market, Inc. | 492,952 | 0.1 | ||||||||||
22,405 | Sysco Corp. | 918,605 | 0.3 | |||||||||||
1,850 | Tyson Foods, Inc. | 98,660 | 0.0 | |||||||||||
21,183 | WhiteWave Foods Co. | 824,230 | 0.2 | |||||||||||
39,820 | Whole Foods Market, Inc. | 1,333,970 | 0.4 | |||||||||||
30,238,505 | 8.3 | |||||||||||||
Energy: 0.8% | ||||||||||||||
50,032 | Cabot Oil & Gas Corp. | 885,066 | 0.3 | |||||||||||
3,469 | @,L | Continental Resources, Inc. | 79,718 | 0.0 | ||||||||||
660 | CVR Energy, Inc. | 25,971 | 0.0 | |||||||||||
18,178 | @ | FMC Technologies, Inc. | 527,344 | 0.2 | ||||||||||
3,307 | @ | HollyFrontier Corp. | 131,916 | 0.0 | ||||||||||
10,765 | @ | Memorial Resource Development Corp. | 173,855 | 0.1 | ||||||||||
2,127 | Oceaneering International, Inc. | 79,805 | 0.0 | |||||||||||
11,473 | Oneok, Inc. | 282,924 | 0.1 | |||||||||||
1,377 | L | Range Resources Corp. | 33,888 | 0.0 | ||||||||||
895 | RPC, Inc. | 10,695 | 0.0 | |||||||||||
7,223 | @,L | Solar City | 368,518 | 0.1 | ||||||||||
3,339 | L | Targa Resources Corp. | 90,353 | 0.0 | ||||||||||
2,230 | L | Teekay Corp. | 22,010 | 0.0 | ||||||||||
946 | Tesoro Corp. | 99,680 | 0.0 | |||||||||||
1,613 | World Fuel Services Corp. | 62,036 | 0.0 | |||||||||||
2,873,779 | 0.8 | |||||||||||||
Financials: 10.8% | ||||||||||||||
6,619 | Affiliated Managers Group, Inc. | 1,057,451 | 0.3 | |||||||||||
4,379 | Ally Financial, Inc. | 81,625 | 0.0 | |||||||||||
18,333 | Ameriprise Financial, Inc. | 1,950,998 | 0.5 | |||||||||||
260 | Amtrust Financial Services, Inc. | 16,011 | 0.0 | |||||||||||
34,197 | Aon PLC | 3,153,305 | 0.9 | |||||||||||
11,279 | Arthur J. Gallagher & Co. | 461,762 | 0.1 | |||||||||||
4,337 | Artisan Partners Asset Management, Inc. | 156,392 | 0.0 | |||||||||||
16,995 | Boston Properties, Inc. | 2,167,542 | 0.6 | |||||||||||
10,096 | CBOE Holdings, Inc. | 655,230 | 0.2 | |||||||||||
34,705 | @ | CBRE Group, Inc. | 1,200,099 | 0.3 | ||||||||||
1,882 | Columbia Property Trust, Inc. | 44,189 | 0.0 | |||||||||||
1,038 | @,L | Credit Acceptance Corp. | 222,153 | 0.1 | ||||||||||
40,497 | Crown Castle International Corp. | 3,500,966 | 1.0 | |||||||||||
10,193 | Digital Realty Trust, Inc. | 770,795 | 0.2 | |||||||||||
14,251 | Eaton Vance Corp. | 462,160 | 0.1 | |||||||||||
6,454 | Empire State Realty Trust, Inc. | 116,624 | 0.0 | |||||||||||
7,472 | Equinix, Inc. | 2,259,533 | 0.6 | |||||||||||
10,190 | Equity Lifestyle Properties, Inc. | 679,367 | 0.2 | |||||||||||
2,963 | Erie Indemnity Co. | 283,381 | 0.1 | |||||||||||
14,898 | Extra Space Storage, Inc. | 1,314,153 | 0.4 | |||||||||||
8,334 | @ | Federal Realty Investment Trust | 1,217,597 | 0.3 | ||||||||||
11,452 | Federated Investors, Inc. | 328,100 | 0.1 |
See Accompanying Notes to Financial Statements
54 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
1,019 | @ | Four Corners Property Trust, Inc. | 24,619 | 0.0 | ||||||||||
1,462 | @ | Gaming and Leisure Properties, Inc. | 40,644 | 0.0 | ||||||||||
1,517 | Healthcare Trust of America, Inc. | 40,913 | 0.0 | |||||||||||
1,959 | @ | Howard Hughes Corp. | 221,680 | 0.1 | ||||||||||
621 | Interactive Brokers Group, Inc. | 27,076 | 0.0 | |||||||||||
4,794 | Intercontinental Exchange, Inc. | 1,228,510 | 0.3 | |||||||||||
6,571 | Invesco Ltd. | 219,997 | 0.1 | |||||||||||
10,075 | Iron Mountain, Inc. | 272,126 | 0.1 | |||||||||||
3,951 | Jones Lang LaSalle, Inc. | 631,607 | 0.2 | |||||||||||
9,793 | Lamar Advertising Co. | 587,384 | 0.2 | |||||||||||
15,238 | Lazard Ltd. | 685,862 | 0.2 | |||||||||||
3,904 | Legg Mason, Inc. | 153,154 | 0.0 | |||||||||||
5,416 | Leucadia National Corp. | 94,184 | 0.0 | |||||||||||
9,975 | L | LPL Financial Holdings, Inc. | 425,434 | 0.1 | ||||||||||
177 | @ | Markel Corp. | 156,353 | 0.0 | ||||||||||
21,539 | Moody's Corp. | 2,161,223 | 0.6 | |||||||||||
12,458 | MSCI, Inc. - Class A | 898,596 | 0.3 | |||||||||||
23,661 | NorthStar Asset Management Group, Inc./New York | 287,245 | 0.1 | |||||||||||
6,074 | Omega Healthcare Investors, Inc. | 212,469 | 0.1 | |||||||||||
8,795 | Plum Creek Timber Co., Inc. | 419,697 | 0.1 | |||||||||||
2,263 | Post Properties, Inc. | 133,879 | 0.0 | |||||||||||
6,514 | @ | Realogy Holdings Corp. | 238,868 | 0.1 | ||||||||||
610 | @ | Santander Consumer USA Holdings, Inc. | 9,668 | 0.0 | ||||||||||
16,852 | SEI Investments Co. | 883,045 | 0.2 | |||||||||||
5,619 | Signature Bank | 861,786 | 0.2 | |||||||||||
47,827 | SLM Corp. | 311,832 | 0.1 | |||||||||||
3,892 | @ | SVB Financial Group | 462,759 | 0.1 | ||||||||||
31,618 | T. Rowe Price Group, Inc. | 2,260,371 | 0.6 | |||||||||||
11,698 | Tanger Factory Outlet Centers, Inc. | 382,525 | 0.1 | |||||||||||
2,799 | @ | Taubman Centers, Inc. | 214,739 | 0.1 | ||||||||||
27,516 | @ | TD Ameritrade Holding Corp. | 955,080 | 0.3 | ||||||||||
9,653 | Waddell & Reed Financial, Inc. | 276,655 | 0.1 | |||||||||||
19,187 | Welltower, Inc. | 1,305,292 | 0.4 | |||||||||||
5,474 | Weyerhaeuser Co. | 164,111 | 0.0 | |||||||||||
39,348,816 | 10.8 | |||||||||||||
Health Care: 13.5% | ||||||||||||||
6,253 | @ | Acadia Healthcare Co., Inc. | 390,562 | 0.1 | ||||||||||
3,156 | @,L | Agios Pharmaceuticals, Inc. | 204,887 | 0.1 | ||||||||||
9,571 | @,L | Akorn, Inc. | 357,094 | 0.1 | ||||||||||
6,674 | @ | Alere, Inc. | 260,887 | 0.1 | ||||||||||
9,768 | @ | Align Technology, Inc. | 643,223 | 0.2 | ||||||||||
14,933 | @ | Alkermes PLC | 1,185,381 | 0.3 | ||||||||||
6,921 | @ | Allscripts Healthcare Solutions, Inc. | 106,445 | 0.0 | ||||||||||
7,341 | @ | Alnylam Pharmaceuticals, Inc. | 691,082 | 0.2 | ||||||||||
24,951 | AmerisourceBergen Corp. | 2,587,668 | 0.7 | |||||||||||
4,663 | @,L | Athenahealth, Inc. | 750,603 | 0.2 | ||||||||||
19,455 | @ | BioMarin Pharmaceutical, Inc. | 2,038,106 | 0.6 | ||||||||||
1,875 | Bio-Techne Corp. | 168,750 | 0.0 | |||||||||||
4,326 | @ | Bluebird Bio, Inc. | 277,816 | 0.1 | ||||||||||
12,765 | @ | Boston Scientific Corp. | 235,387 | 0.1 | ||||||||||
4,889 | @ | Brookdale Senior Living, Inc. | 90,251 | 0.0 | ||||||||||
13,558 | @ | Bruker BioSciences Corp. | 329,053 | 0.1 | ||||||||||
14,380 | @ | Centene Corp. | 946,348 | 0.3 | ||||||||||
36,359 | @ | Cerner Corp. | 2,187,721 | 0.6 | ||||||||||
5,728 | Charles River Laboratories International, Inc. | 460,474 | 0.1 | |||||||||||
3,984 | Cooper Cos., Inc. | 534,653 | 0.1 | |||||||||||
9,009 | CR Bard, Inc. | 1,706,665 | 0.5 | |||||||||||
6,145 | @ | DaVita, Inc. | 428,368 | 0.1 | ||||||||||
4,369 | Dentsply International, Inc. | 265,854 | 0.1 | |||||||||||
9,593 | DexCom, Inc. | 785,667 | 0.2 | |||||||||||
26,101 | @ | Edwards Lifesciences Corp. | 2,061,457 | 0.6 | ||||||||||
9,901 | @ | Endo International PLC | 606,139 | 0.2 | ||||||||||
22,456 | @ | Envision Healthcare Holdings, Inc. | 583,182 | 0.2 | ||||||||||
1,569 | Health Net, Inc. | 107,414 | 0.0 | |||||||||||
10,146 | @ | Henry Schein, Inc. | 1,604,996 | 0.4 | ||||||||||
6,358 | Hill-Rom Holdings, Inc. | 305,565 | 0.1 | |||||||||||
29,743 | Hologic, Inc. | 1,150,757 | 0.3 | |||||||||||
11,322 | Idexx Laboratories, Inc. | 825,600 | 0.2 | |||||||||||
16,167 | @ | IMS Health Holdings, Inc. | 411,773 | 0.1 | ||||||||||
18,983 | @ | Incyte Corp., Ltd. | 2,058,706 | 0.6 | ||||||||||
3,125 | @,L | Inovalon Holdings, Inc. | 53,125 | 0.0 | ||||||||||
1,947 | @,L | Intercept Pharmaceuticals, Inc. | 290,784 | 0.1 | ||||||||||
5,925 | L | Intrexon Corp. | 178,639 | 0.0 | ||||||||||
4,473 | @ | Intuitive Surgical, Inc. | 2,442,974 | 0.7 | ||||||||||
14,483 | @,L | Ionis Pharmaceuticals, Inc. | 896,932 | 0.2 | ||||||||||
7,386 | @ | Jazz Pharmaceuticals PLC | 1,038,176 | 0.3 | ||||||||||
1,465 | @ | Juno Therapeutics, Inc. | 64,416 | 0.0 | ||||||||||
4,021 | @ | Laboratory Corp. of America Holdings | 497,156 | 0.1 | ||||||||||
534 | @ | LifePoint Hospitals, Inc. | 39,196 | 0.0 | ||||||||||
5,627 | @ | Mallinckrodt PLC - W/I | 419,943 | 0.1 | ||||||||||
19,037 | Medivation, Inc. | 920,248 | 0.3 | |||||||||||
6,529 | Mednax, Inc. | 467,868 | 0.1 | |||||||||||
3,384 | @ | Mettler Toledo International, Inc. | 1,147,616 | 0.3 | ||||||||||
36,946 | @,L | Opko Health, Inc. | 371,307 | 0.1 | ||||||||||
5,753 | Patterson Cos., Inc. | 260,093 | 0.1 | |||||||||||
2,161 | PerkinElmer, Inc. | 115,765 | 0.0 | |||||||||||
3,273 | Perrigo Co. PLC | 473,603 | 0.1 | |||||||||||
4,596 | @ | Premier, Inc. | 162,101 | 0.0 | ||||||||||
3,054 | @ | Puma Biotechnology, Inc. | 239,434 | 0.1 | ||||||||||
9,069 | Quintiles Transnational Holdings, Inc. | 622,677 | 0.2 | |||||||||||
17,043 | Resmed, Inc. | 915,039 | 0.3 | |||||||||||
12,755 | @ | Seattle Genetics, Inc. | 572,444 | 0.2 | ||||||||||
6,721 | @ | Sirona Dental Systems, Inc. | 736,420 | 0.2 | ||||||||||
19,184 | St. Jude Medical, Inc. | 1,184,996 | 0.3 | |||||||||||
12,002 | @ | Tenet Healthcare Corp. | 363,661 | 0.1 |
See Accompanying Notes to Financial Statements
55 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
5,592 | United Therapeutics Corp. | 875,763 | 0.2 | |||||||||||
2,020 | Universal Health Services, Inc. | 241,370 | 0.1 | |||||||||||
12,070 | @ | Varian Medical Systems, Inc. | 975,256 | 0.3 | ||||||||||
9,371 | @ | VCA, Inc. | 515,405 | 0.1 | ||||||||||
8,678 | @,L | Veeva Systems, Inc. | 250,360 | 0.1 | ||||||||||
1,912 | @ | VWR Corp. | 54,129 | 0.0 | ||||||||||
10,034 | Waters Corp. | 1,350,376 | 0.4 | |||||||||||
1,302 | Zimmer Biomet Holdings, Inc. | 133,572 | 0.0 | |||||||||||
60,663 | Zoetis, Inc. | 2,906,971 | 0.8 | |||||||||||
49,126,349 | 13.5 | |||||||||||||
Industrials: 15.6% | ||||||||||||||
5,270 | @ | Acuity Brands, Inc. | 1,232,126 | 0.3 | ||||||||||
2,440 | @ | Aecom Technology Corp. | 73,273 | 0.0 | ||||||||||
663 | Air Lease Corp. | 22,197 | 0.0 | |||||||||||
15,729 | Alaska Air Group, Inc. | 1,266,342 | 0.4 | |||||||||||
11,570 | Allegion Public Ltd. | 762,694 | 0.2 | |||||||||||
11,920 | Allison Transmission Holdings, Inc. | 308,609 | 0.1 | |||||||||||
427 | Amerco, Inc. | 166,316 | 0.1 | |||||||||||
29,305 | @ | Ametek, Inc. | 1,570,455 | 0.4 | ||||||||||
8,979 | AO Smith Corp. | 687,881 | 0.2 | |||||||||||
3,006 | @ | Armstrong World Industries, Inc. | 137,464 | 0.0 | ||||||||||
12,171 | @ | Avis Budget Group, Inc. | 441,686 | 0.1 | ||||||||||
1,296 | @ | Babcock & Wilcox Enterprises, Inc. | 27,047 | 0.0 | ||||||||||
12,837 | BE Aerospace, Inc. | 543,904 | 0.2 | |||||||||||
2,619 | BWX Technologies, Inc. | 83,206 | 0.0 | |||||||||||
1,732 | Carlisle Cos., Inc. | 153,611 | 0.0 | |||||||||||
17,642 | CH Robinson Worldwide, Inc. | 1,094,157 | 0.3 | |||||||||||
10,907 | Cintas Corp. | 993,082 | 0.3 | |||||||||||
4,841 | @ | Clean Harbors, Inc. | 201,628 | 0.1 | ||||||||||
14,559 | @ | Copart, Inc. | 553,388 | 0.2 | ||||||||||
3,920 | @ | CoStar Group, Inc. | 810,225 | 0.2 | ||||||||||
13,977 | Covanta Holding Corp. | 216,504 | 0.1 | |||||||||||
14,867 | Donaldson Co., Inc. | 426,088 | 0.1 | |||||||||||
1,314 | Dun & Bradstreet Corp. | 136,564 | 0.0 | |||||||||||
14,440 | @ | Equifax, Inc. | 1,608,183 | 0.4 | ||||||||||
23,132 | Expeditors International Washington, Inc. | 1,043,253 | 0.3 | |||||||||||
35,667 | L | Fastenal Co. | 1,455,927 | 0.4 | ||||||||||
7,654 | Flowserve Corp. | 322,080 | 0.1 | |||||||||||
6,813 | Fortune Brands Home & Security, Inc. | 378,121 | 0.1 | |||||||||||
2,682 | @ | Genesee & Wyoming, Inc. | 143,997 | 0.0 | ||||||||||
7,096 | Graco, Inc. | 511,409 | 0.1 | |||||||||||
20,622 | @ | HD Supply Holdings, Inc | 619,279 | 0.2 | ||||||||||
49,091 | @ | Hertz Global Holdings, Inc. | 698,565 | 0.2 | ||||||||||
11,652 | Hexcel Corp. | 541,235 | 0.2 | |||||||||||
940 | Hubbell, Inc. | 94,978 | 0.0 | |||||||||||
5,884 | Huntington Ingalls Industries, Inc. | 746,385 | 0.2 | |||||||||||
8,598 | IDEX Corp. | 658,693 | 0.2 | |||||||||||
7,124 | @ | IHS, Inc. | 843,695 | 0.2 | ||||||||||
2,282 | Ingersoll-Rand PLC - Class A | 126,172 | 0.0 | |||||||||||
11,124 | JB Hunt Transport Services, Inc. | 816,057 | 0.2 | |||||||||||
14,138 | JetBlue Airways Corp. | 320,226 | 0.1 | |||||||||||
5,813 | KAR Auction Services, Inc. | 215,255 | 0.1 | |||||||||||
5,423 | Landstar System, Inc. | 318,059 | 0.1 | |||||||||||
4,893 | Lennox International, Inc. | 611,136 | 0.2 | |||||||||||
8,420 | Lincoln Electric Holdings, Inc. | 436,914 | 0.1 | |||||||||||
42,297 | Masco Corp. | 1,197,005 | 0.3 | |||||||||||
6,934 | @ | Middleby Corp. | 747,971 | 0.2 | ||||||||||
1,801 | MSC Industrial Direct Co. | 101,342 | 0.0 | |||||||||||
30,769 | Nielsen NV | 1,433,835 | 0.4 | |||||||||||
7,357 | Nordson Corp. | 471,952 | 0.1 | |||||||||||
8,442 | @ | Old Dominion Freight Line | 498,669 | 0.1 | ||||||||||
38,916 | Paccar, Inc. | 1,844,618 | 0.5 | |||||||||||
7,598 | Parker Hannifin Corp. | 736,854 | 0.2 | |||||||||||
9,530 | Pitney Bowes, Inc. | 196,794 | 0.1 | |||||||||||
3,706 | Quanta Services, Inc. | 75,046 | 0.0 | |||||||||||
289 | Regal-Beloit Corp. | 16,912 | 0.0 | |||||||||||
16,340 | Robert Half International, Inc. | 770,268 | 0.2 | |||||||||||
16,329 | Rockwell Automation, Inc. | 1,675,519 | 0.5 | |||||||||||
16,049 | Rockwell Collins, Inc. | 1,481,323 | 0.4 | |||||||||||
11,594 | Rollins, Inc. | 300,285 | 0.1 | |||||||||||
4,658 | Roper Technologies, Inc. | 884,042 | 0.3 | |||||||||||
13,372 | RR Donnelley & Sons Co. | 196,836 | 0.1 | |||||||||||
7,049 | Snap-On, Inc. | 1,208,410 | 0.3 | |||||||||||
81,087 | Southwest Airlines Co. | 3,491,606 | 1.0 | |||||||||||
15,815 | @ | Spirit Aerosystems Holdings, Inc. | 791,857 | 0.2 | ||||||||||
8,832 | @ | Spirit Airlines, Inc. | 351,955 | 0.1 | ||||||||||
1,726 | Stanley Black & Decker, Inc. | 184,216 | 0.1 | |||||||||||
10,320 | @ | Stericycle, Inc. | 1,244,592 | 0.3 | ||||||||||
7,693 | Textron, Inc. | 323,183 | 0.1 | |||||||||||
6,735 | Toro Co. | 492,126 | 0.1 | |||||||||||
1,507 | @ | Towers Watson & Co. | 193,589 | 0.1 | ||||||||||
6,465 | @ | TransDigm Group, Inc. | 1,476,929 | 0.4 | ||||||||||
3,077 | @ | TransUnion | 84,833 | 0.0 | ||||||||||
44,649 | Tyco International Plc | 1,423,857 | 0.4 | |||||||||||
46,350 | @ | United Continental Holdings, Inc. | 2,655,855 | 0.7 | ||||||||||
11,727 | @ | United Rentals, Inc. | 850,677 | 0.2 | ||||||||||
11,186 | @ | USG Corp. | 271,708 | 0.1 | ||||||||||
158 | Valmont Industries, Inc. | 16,751 | 0.0 | |||||||||||
20,514 | @ | Verisk Analytics, Inc. | 1,577,116 | 0.4 | ||||||||||
6,602 | @ | WABCO Holdings, Inc. | 675,120 | 0.2 | ||||||||||
11,686 | Wabtec Corp. | 831,108 | 0.2 | |||||||||||
3,179 | Watsco, Inc. | 372,356 | 0.1 | |||||||||||
7,606 | L | WW Grainger, Inc. | 1,540,900 | 0.4 | ||||||||||
57,106,081 | 15.6 | |||||||||||||
Information Technology: 19.6% | ||||||||||||||
5,055 | @,L | 3D Systems Corp. | 43,928 | 0.0 | ||||||||||
21,666 | @ | Akamai Technologies, Inc. | 1,140,282 | 0.3 | ||||||||||
7,529 | @ | Alliance Data Systems Corp. | 2,082,296 | 0.6 | ||||||||||
37,483 | Amphenol Corp. | 1,957,737 | 0.5 | |||||||||||
34,810 | Analog Devices, Inc. | 1,925,689 | 0.5 | |||||||||||
2,072 | @ | Ansys, Inc. | 191,660 | 0.1 | ||||||||||
82,542 | Applied Materials, Inc. | 1,541,059 | 0.4 |
See Accompanying Notes to Financial Statements
56 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
4,120 | @,L | Arista Networks, Inc. | 320,701 | 0.1 | ||||||||||
8,353 | @ | ARRIS Group, Inc. | 255,351 | 0.1 | ||||||||||
50,478 | Atmel Corp. | 434,616 | 0.1 | |||||||||||
20,523 | @ | Autodesk, Inc. | 1,250,466 | 0.4 | ||||||||||
2,235 | @ | Black Knight Financial Services, Inc. | 73,889 | 0.0 | ||||||||||
11,507 | Booz Allen Hamilton Holding Corp. | 354,991 | 0.1 | |||||||||||
14,500 | Broadridge Financial Solutions, Inc. ADR | 779,085 | 0.2 | |||||||||||
35,392 | @ | Cadence Design Systems, Inc. | 736,508 | 0.2 | ||||||||||
19,391 | CDK Global, Inc. | 920,491 | 0.3 | |||||||||||
15,949 | CDW Corp./DE | 670,496 | 0.2 | |||||||||||
19,449 | @ | Citrix Systems, Inc. | 1,471,317 | 0.4 | ||||||||||
10,538 | Cognex Corp. | 355,868 | 0.1 | |||||||||||
5,692 | @ | CommScope Holding Co., Inc. | 147,366 | 0.0 | ||||||||||
4,946 | CoreLogic, Inc. | 167,472 | 0.1 | |||||||||||
3,246 | DST Systems, Inc. | 370,239 | 0.1 | |||||||||||
38,173 | @ | Electronic Arts, Inc. | 2,623,249 | 0.7 | ||||||||||
8,702 | F5 Networks, Inc. | 843,746 | 0.2 | |||||||||||
5,051 | Factset Research Systems, Inc. | 821,141 | 0.2 | |||||||||||
14,777 | Fidelity National Information Services, Inc. | 895,486 | 0.3 | |||||||||||
16,684 | @ | FireEye, Inc. | 346,026 | 0.1 | ||||||||||
16,893 | @ | First Data Corp. | 270,626 | 0.1 | ||||||||||
28,731 | @ | Fiserv, Inc. | 2,627,737 | 0.7 | ||||||||||
3,462 | @,L | Fitbit, Inc. | 102,441 | 0.0 | ||||||||||
11,139 | @ | FleetCor Technologies, Inc. | 1,592,097 | 0.4 | ||||||||||
10,801 | Flir Systems, Inc. | 303,184 | 0.1 | |||||||||||
17,273 | Fortinet, Inc. | 538,399 | 0.2 | |||||||||||
10,043 | Gartner, Inc. | 910,900 | 0.3 | |||||||||||
19,248 | @ | Genpact Ltd. | 480,815 | 0.1 | ||||||||||
16,080 | Global Payments, Inc. | 1,037,321 | 0.3 | |||||||||||
2,901 | @,L | GoDaddy, Inc. | 93,006 | 0.0 | ||||||||||
2,536 | Harris Corp. | 220,378 | 0.1 | |||||||||||
8,889 | IAC/InterActiveCorp | 533,785 | 0.2 | |||||||||||
1,069 | Ingram Micro, Inc. | 32,476 | 0.0 | |||||||||||
33,448 | Intuit, Inc. | 3,227,732 | 0.9 | |||||||||||
4,219 | @,L | IPG Photonics Corp. | 376,166 | 0.1 | ||||||||||
4,427 | Jabil Circuit, Inc. | 103,105 | 0.0 | |||||||||||
9,891 | Jack Henry & Associates, Inc. | 772,092 | 0.2 | |||||||||||
8,529 | Juniper Networks, Inc. | 235,400 | 0.1 | |||||||||||
17,186 | @ | Keysight Technologies, Inc. | 486,879 | 0.1 | ||||||||||
9,891 | @ | King Digital Entertainment Plc | 176,851 | 0.1 | ||||||||||
19,404 | KLA-Tencor Corp. | 1,345,667 | 0.4 | |||||||||||
13,675 | L | Lam Research Corp. | 1,086,069 | 0.3 | ||||||||||
699 | Leidos Holdings, Inc. | 39,326 | 0.0 | |||||||||||
8,229 | @ | LendingClub Corp. | 90,930 | 0.0 | ||||||||||
29,056 | Linear Technology Corp. | 1,234,008 | 0.3 | |||||||||||
13,277 | @ | LinkedIn Corp. | 2,988,387 | 0.8 | ||||||||||
3,454 | @,L | Match Group, Inc. | 46,802 | 0.0 | ||||||||||
11,962 | @ | Maxim Integrated Products | 454,556 | 0.1 | ||||||||||
25,371 | Microchip Technology, Inc. | 1,180,766 | 0.3 | |||||||||||
21,440 | Motorola Solutions, Inc. | 1,467,568 | 0.4 | |||||||||||
3,039 | @ | National Instruments Corp. | 87,189 | 0.0 | ||||||||||
10,819 | NetApp, Inc. | 287,028 | 0.1 | |||||||||||
4,832 | @,L | NetSuite, Inc. | 408,884 | 0.1 | ||||||||||
47,916 | @ | ON Semiconductor Corp. | 469,577 | 0.1 | ||||||||||
8,806 | Palo Alto Networks, Inc. | 1,551,089 | 0.4 | |||||||||||
34,328 | Paychex, Inc. | 1,815,608 | 0.5 | |||||||||||
13,909 | @ | PTC, Inc. | 481,669 | 0.1 | ||||||||||
17,150 | @ | Qorvo, Inc. | 872,935 | 0.2 | ||||||||||
14,092 | @ | Rackspace Hosting, Inc. | 356,809 | 0.1 | ||||||||||
22,243 | @ | Red Hat, Inc. | 1,841,943 | 0.5 | ||||||||||
13,877 | Sabre Corp. | 388,140 | 0.1 | |||||||||||
18,662 | @ | ServiceNow, Inc. | 1,615,383 | 0.4 | ||||||||||
23,187 | Skyworks Solutions, Inc. | 1,781,457 | 0.5 | |||||||||||
7,589 | SolarWinds, Inc. | 446,992 | 0.1 | |||||||||||
8,116 | Solera Holdings, Inc. | 445,000 | 0.1 | |||||||||||
15,156 | @ | Splunk, Inc. | 891,324 | 0.3 | ||||||||||
2,916 | @ | Square, Inc. | 38,170 | 0.0 | ||||||||||
8,809 | SS&C Technologies Holdings, Inc. | 601,390 | 0.2 | |||||||||||
30,616 | @,L | SunEdison, Inc. | 155,835 | 0.1 | ||||||||||
496 | @,L | SunPower Corp. | 14,885 | 0.0 | ||||||||||
1,393 | Synopsys, Inc. | 63,535 | 0.0 | |||||||||||
5,996 | @ | Tableau Software, Inc. | 564,943 | 0.2 | ||||||||||
11,991 | @ | Teradata Corp. | 316,802 | 0.1 | ||||||||||
19,989 | Total System Services, Inc. | 995,452 | 0.3 | |||||||||||
1,676 | @ | Trimble Navigation Ltd. | 35,950 | 0.0 | ||||||||||
68,577 | @ | Twitter, Inc. | 1,586,872 | 0.4 | ||||||||||
3,457 | Ultimate Software Group, Inc. | 675,878 | 0.2 | |||||||||||
17,337 | Vantiv, Inc. | 822,121 | 0.2 | |||||||||||
13,756 | @ | VeriFone Holdings, Inc. | 385,443 | 0.1 | ||||||||||
12,515 | @,L | VeriSign, Inc. | 1,093,310 | 0.3 | ||||||||||
62,459 | Western Union Co. | 1,118,641 | 0.3 | |||||||||||
4,673 | WEX, Inc. | 413,093 | 0.1 | |||||||||||
12,831 | @ | Workday, Inc. | 1,022,374 | 0.3 | ||||||||||
7,295 | Xilinx, Inc. | 342,646 | 0.1 | |||||||||||
7,929 | @,L | Yelp, Inc. | 228,355 | 0.1 | ||||||||||
6,257 | @ | Zebra Technologies Corp. | 435,800 | 0.1 | ||||||||||
3,237 | L | Zillow Group, Inc. - A | 84,292 | 0.0 | ||||||||||
6,423 | @,L | Zillow Group, Inc. - C | 150,812 | 0.0 | ||||||||||
71,664,250 | 19.6 | |||||||||||||
Materials: 4.8% | ||||||||||||||
1,868 | Airgas, Inc. | 258,382 | 0.1 | |||||||||||
1,424 | Aptargroup, Inc. | 103,454 | 0.0 | |||||||||||
729 | Ashland, Inc. | 74,868 | 0.0 | |||||||||||
10,241 | Avery Dennison Corp. | 641,701 | 0.2 | |||||||||||
12,315 | @ | Axalta Coating Systems Ltd. | 328,195 | 0.1 | ||||||||||
16,676 | Ball Corp. | 1,212,845 | 0.3 | |||||||||||
1,304 | Bemis Co., Inc. | 58,276 | 0.0 | |||||||||||
1,338 | Celanese Corp. | 90,087 | 0.0 | |||||||||||
28,556 | CF Industries Holdings, Inc. | 1,165,370 | 0.3 | |||||||||||
4,110 | Compass Minerals International, Inc. | 309,360 | 0.1 | |||||||||||
7,478 | Crown Holdings, Inc. | 379,135 | 0.1 | |||||||||||
6,074 | Eagle Materials, Inc. | 367,052 | 0.1 | |||||||||||
4,523 | Eastman Chemical Co. | 305,348 | 0.1 | |||||||||||
11,694 | FMC Corp. | 457,586 | 0.1 | |||||||||||
23,172 | Graphic Packaging Holding Co. | 297,297 | 0.1 | |||||||||||
15,853 | Huntsman Corp. | 180,249 | 0.1 | |||||||||||
9,785 | International Flavors & Fragrances, Inc. | 1,170,677 | 0.3 | |||||||||||
48,518 | International Paper Co. | 1,829,129 | 0.5 |
See Accompanying Notes to Financial Statements
57 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
1,154 | Martin Marietta Materials, Inc. | 157,613 | 0.1 | |||||||||||
1,029 | NewMarket Corp. | 391,771 | 0.1 | |||||||||||
1,260 | @ | Owens-Illinois, Inc. | 21,949 | 0.0 | ||||||||||
11,842 | Packaging Corp. of America | 746,638 | 0.2 | |||||||||||
2,642 | @ | Platform Specialty Products Corp. | 33,897 | 0.0 | ||||||||||
418 | Royal Gold, Inc. | 15,244 | 0.0 | |||||||||||
16,110 | RPM International, Inc. | 709,807 | 0.2 | |||||||||||
4,946 | Scotts Miracle-Gro Co. | 319,066 | 0.1 | |||||||||||
23,955 | Sealed Air Corp. | 1,068,393 | 0.3 | |||||||||||
9,826 | Sherwin-Williams Co. | 2,550,830 | 0.7 | |||||||||||
4,960 | Silgan Holdings, Inc. | 266,451 | 0.1 | |||||||||||
3,308 | @ | Steel Dynamics, Inc. | 59,114 | 0.0 | ||||||||||
2,509 | L | Tahoe Resources, Inc. | 21,753 | 0.0 | ||||||||||
9,829 | Valspar Corp. | 815,316 | 0.2 | |||||||||||
2,121 | Vulcan Materials Co. | 201,431 | 0.1 | |||||||||||
3,034 | WestRock Co. | 138,411 | 0.0 | |||||||||||
8,803 | WR Grace & Co. | 876,691 | 0.2 | |||||||||||
17,623,386 | 4.8 | |||||||||||||
Telecommunication Services: 0.4% | ||||||||||||||
4,203 | @ | Level 3 Communications, Inc. | 228,475 | 0.1 | ||||||||||
7,718 | @ | SBA Communications Corp. | 810,930 | 0.2 | ||||||||||
15,020 | @ | Zayo Group Holdings, Inc. | 399,382 | 0.1 | ||||||||||
1,438,787 | 0.4 | |||||||||||||
Utilities: 0.1% | ||||||||||||||
5,325 | @ | Calpine Corp. | 77,053 | 0.0 | ||||||||||
6,989 | ITC Holdings Corp. | 274,318 | 0.1 | |||||||||||
370 | L | TerraForm Power, Inc. | 4,655 | 0.0 | ||||||||||
356,026 | 0.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $243,205,521) | 361,421,575 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.6% | ||||||||||||||
Securities Lending Collateralcc: 5.6% | ||||||||||||||
3,921,701 | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $3,921,834, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $4,000,135, due 06/09/16-05/20/45) | 3,921,701 | 1.1 | |||||||||||
4,908,091 | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $4,908,274, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $5,006,253, due 01/15/16-04/01/51) | 4,908,091 | 1.3 | |||||||||||
4,908,091 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $4,908,290, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $5,006,254, due 03/31/21-02/15/44) | 4,908,091 | 1.3 | |||||||||||
4,908,091 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $4,908,268, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $5,006,253, due 01/15/16-10/20/65) | 4,908,091 | 1.3 | |||||||||||
2,019,499 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $2,019,590, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $2,061,372, due 01/15/17-02/15/42) | 2,019,499 | 0.6 | |||||||||||
20,665,473 | 5.6 |
See Accompanying Notes to Financial Statements
58 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
3,593,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $3,593,000) | 3,593,000 | 1.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $24,258,473) | 24,258,473 | 6.6 | ||||||||||||
Total Investments in Securities (Cost $267,463,994) | $ | 385,680,048 | 105.6 | |||||||||||
Liabilities in Excess of Other Assets | (20,603,058 | ) | (5.6 | ) | ||||||||||
Net Assets | $ | 365,076,990 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $269,084,260. | ||||
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 133,370,839 | ||
Gross Unrealized Depreciation | (16,775,051 | ) | ||
Net Unrealized Appreciation | $ | 116,595,788 |
See Accompanying Notes to Financial Statements
59 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.3% | ||||||||||||||
Consumer Discretionary: 16.7% | ||||||||||||||
20,680 | Aaron's, Inc. | 463,025 | 0.0 | |||||||||||
23,406 | Advance Auto Parts, Inc. | 3,522,837 | 0.2 | |||||||||||
19,165 | AMC Networks, Inc. | 1,431,242 | 0.1 | |||||||||||
61,978 | ARAMARK Holdings Corp. | 1,998,790 | 0.1 | |||||||||||
23,310 | @ | Autonation, Inc. | 1,390,675 | 0.1 | ||||||||||
9,995 | @ | Autozone, Inc. | 7,415,390 | 0.4 | ||||||||||
54,809 | @ | Bed Bath & Beyond, Inc. | 2,644,534 | 0.1 | ||||||||||
97,101 | @ | Best Buy Co., Inc. | 2,956,725 | 0.2 | ||||||||||
72,391 | BorgWarner, Inc. | 3,129,463 | 0.2 | |||||||||||
19,560 | Brinker International, Inc. | 937,902 | 0.1 | |||||||||||
29,658 | Brunswick Corp. | 1,498,026 | 0.1 | |||||||||||
16,192 | @,L | Cabela's, Inc. | 756,652 | 0.0 | ||||||||||
1,110 | Cable One, Inc. | 481,363 | 0.0 | |||||||||||
64,965 | Cablevision Systems Corp. | 2,072,383 | 0.1 | |||||||||||
66,941 | @ | Carmax, Inc. | 3,612,806 | 0.2 | ||||||||||
16,810 | Carter's, Inc. | 1,496,594 | 0.1 | |||||||||||
23,982 | @,L | Charter Communications, Inc. | 4,391,104 | 0.2 | ||||||||||
9,934 | @ | Chipotle Mexican Grill, Inc. | 4,766,830 | 0.3 | ||||||||||
11,357 | Choice Hotels International, Inc. | 572,506 | 0.0 | |||||||||||
36,912 | Cinemark Holdings, Inc. | 1,233,968 | 0.1 | |||||||||||
12,319 | @ | Clear Channel Outdoor Holdings, Inc. | 68,863 | 0.0 | ||||||||||
88,395 | Coach, Inc. | 2,893,168 | 0.2 | |||||||||||
26,670 | L | Coty, Inc - Class A | 683,552 | 0.0 | ||||||||||
24,593 | CST Brands, Inc. | 962,570 | 0.1 | |||||||||||
40,246 | Darden Restaurants, Inc. | 2,561,255 | 0.1 | |||||||||||
92,379 | Delphi Automotive PLC | 7,919,652 | 0.4 | |||||||||||
29,328 | Dick's Sporting Goods, Inc. | 1,036,745 | 0.1 | |||||||||||
6,803 | Dillard's, Inc. | 447,025 | 0.0 | |||||||||||
49,606 | @ | Discovery Communications, Inc. - Class A | 1,323,488 | 0.1 | ||||||||||
87,729 | @ | Discovery Communications, Inc. - Class C | 2,212,525 | 0.1 | ||||||||||
97,167 | Dollar General Corp. | 6,983,392 | 0.4 | |||||||||||
73,663 | @ | Dollar Tree, Inc. | 5,688,257 | 0.3 | ||||||||||
17,707 | Domino's Pizza, Inc. | 1,969,904 | 0.1 | |||||||||||
105,026 | D.R. Horton, Inc. | 3,363,983 | 0.2 | |||||||||||
23,376 | DSW, Inc. | 557,751 | 0.0 | |||||||||||
30,660 | L | Dunkin' Brands Group, Inc. | 1,305,809 | 0.1 | ||||||||||
38,021 | Expedia, Inc. | 4,726,010 | 0.2 | |||||||||||
19,138 | Extended Stay America, Inc. | 304,294 | 0.0 | |||||||||||
44,744 | Foot Locker, Inc. | 2,912,387 | 0.2 | |||||||||||
13,518 | @,L | Fossil Group, Inc. | 494,218 | 0.0 | ||||||||||
34,165 | GameStop Corp. | 957,987 | 0.1 | |||||||||||
36,127 | Gannett Co., Inc. | 588,509 | 0.0 | |||||||||||
76,455 | Gap, Inc. | 1,888,438 | 0.1 | |||||||||||
37,896 | L | Garmin Ltd. | 1,408,594 | 0.1 | ||||||||||
93,799 | Gentex Corp. | 1,501,722 | 0.1 | |||||||||||
48,695 | Genuine Parts Co. | 4,182,414 | 0.2 | |||||||||||
27,775 | GNC Holdings, Inc. | 861,580 | 0.0 | |||||||||||
86,353 | Goodyear Tire & Rubber Co. | 2,821,153 | 0.1 | |||||||||||
28,614 | @,L | GoPro, Inc. | 515,338 | 0.0 | ||||||||||
1,118 | Graham Holdings Co. | 542,196 | 0.0 | |||||||||||
143,839 | @,L | Groupon, Inc. | 441,586 | 0.0 | ||||||||||
75,490 | H&R Block, Inc. | 2,514,572 | 0.1 | |||||||||||
128,509 | Hanesbrands, Inc. | 3,782,020 | 0.2 | |||||||||||
61,384 | Harley-Davidson, Inc. | 2,786,220 | 0.1 | |||||||||||
22,825 | Harman International Industries, Inc. | 2,150,343 | 0.1 | |||||||||||
35,639 | Hasbro, Inc. | 2,400,643 | 0.1 | |||||||||||
166,178 | Hilton Worldwide Holdings, Inc. | 3,556,209 | 0.2 | |||||||||||
10,860 | @ | Hyatt Hotels Corp. | 510,637 | 0.0 | ||||||||||
30,121 | @ | International Game Technology PLC | 487,358 | 0.0 | ||||||||||
132,115 | Interpublic Group of Cos., Inc. | 3,075,637 | 0.2 | |||||||||||
67,527 | @ | Jarden Corp. | 3,857,142 | 0.2 | ||||||||||
97,620 | L | JC Penney Co., Inc. | 650,149 | 0.0 | ||||||||||
14,865 | John Wiley & Sons, Inc. | 669,371 | 0.0 | |||||||||||
40,933 | @ | Kate Spade & Co. | 727,379 | 0.0 | ||||||||||
60,731 | Kohl's Corp. | 2,892,618 | 0.2 | |||||||||||
79,170 | L Brands, Inc. | 7,586,069 | 0.4 | |||||||||||
24,879 | Lear Corp. | 3,055,888 | 0.2 | |||||||||||
44,082 | Leggett & Platt, Inc. | 1,852,326 | 0.1 | |||||||||||
55,638 | Lennar Corp. - Class A | 2,721,255 | 0.1 | |||||||||||
3,105 | Lennar Corp. - Class B | 124,759 | 0.0 | |||||||||||
8,361 | @ | Liberty Broadband Corp. - A | 431,846 | 0.0 | ||||||||||
21,157 | @ | Liberty Broadband Corp. - C | 1,097,202 | 0.1 | ||||||||||
157,702 | @ | Liberty Interactive Corp. QVC Group | 4,308,419 | 0.2 | ||||||||||
33,301 | @ | Liberty Media Corp. - A | 1,307,064 | 0.1 | ||||||||||
64,157 | @ | Liberty Media Corp. - C | 2,443,099 | 0.1 | ||||||||||
45,453 | @ | Liberty Ventures | 2,050,385 | 0.1 | ||||||||||
30,364 | L | Lions Gate Entertainment Corp. | 983,490 | 0.1 | ||||||||||
46,404 | @ | Live Nation, Inc. | 1,140,146 | 0.1 | ||||||||||
97,323 | LKQ Corp. | 2,883,680 | 0.2 | |||||||||||
35,782 | L | Lululemon Athletica, Inc. | 1,877,482 | 0.1 | ||||||||||
100,579 | Macy's, Inc. | 3,518,253 | 0.2 | |||||||||||
6,525 | @ | Madison Square Garden Co/The | 1,055,745 | 0.1 | ||||||||||
62,691 | Marriott International, Inc. | 4,202,805 | 0.2 | |||||||||||
108,248 | Mattel, Inc. | 2,941,098 | 0.2 | |||||||||||
87,567 | McGraw-Hill Cos., Inc. | 8,632,355 | 0.5 | |||||||||||
142,483 | @ | MGM Resorts International | 3,237,214 | 0.2 | ||||||||||
58,885 | @ | Michael Kors Holdings Ltd. | 2,358,933 | 0.1 | ||||||||||
20,052 | @ | Michaels Cos, Inc. | 443,350 | 0.0 | ||||||||||
19,751 | @ | Mohawk Industries, Inc. | 3,740,642 | 0.2 | ||||||||||
6,073 | Morningstar, Inc. | 488,330 | 0.0 | |||||||||||
19,671 | MSG Networks, Inc. | 409,157 | 0.0 | |||||||||||
14,482 | @ | Murphy USA, Inc. | 879,637 | 0.0 | ||||||||||
85,968 | Newell Rubbermaid, Inc. | 3,789,469 | 0.2 | |||||||||||
123,071 | News Corp - Class A | 1,644,229 | 0.1 | |||||||||||
38,830 | News Corp - Class B | 542,067 | 0.0 | |||||||||||
44,905 | Nordstrom, Inc. | 2,236,718 | 0.1 |
See Accompanying Notes to Financial Statements
60 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Consumer Discretionary: (Continued) | ||||||||||||||
42,036 | @ | Norwegian Cruise Line Holdings Ltd. | 2,463,310 | 0.1 | ||||||||||
1,304 | NVR, Inc. | 2,142,472 | 0.1 | |||||||||||
174,309 | @ | Office Depot, Inc. | 983,103 | 0.1 | ||||||||||
78,165 | Omnicom Group, Inc. | 5,913,964 | 0.3 | |||||||||||
32,311 | @ | O'Reilly Automotive, Inc. | 8,188,254 | 0.4 | ||||||||||
67,896 | @ | Pandora Media, Inc. | 910,485 | 0.0 | ||||||||||
8,102 | @ | Panera Bread Co. | 1,578,108 | 0.1 | ||||||||||
13,658 | Penske Auto Group, Inc. | 578,280 | 0.0 | |||||||||||
21,328 | @ | Polaris Industries, Inc. | 1,833,142 | 0.1 | ||||||||||
116,652 | Pulte Group, Inc. | 2,078,739 | 0.1 | |||||||||||
26,524 | PVH Corp. | 1,953,493 | 0.1 | |||||||||||
19,141 | Ralph Lauren Corp. | 2,133,839 | 0.1 | |||||||||||
26,396 | L | Regal Entertainment Group | 498,093 | 0.0 | ||||||||||
132,388 | Ross Stores, Inc. | 7,123,798 | 0.4 | |||||||||||
55,025 | Royal Caribbean Cruises Ltd. | 5,569,080 | 0.3 | |||||||||||
50,275 | @ | Sally Beauty Holdings, Inc. | 1,402,170 | 0.1 | ||||||||||
29,243 | Scripps Networks Interactive - Class A | 1,614,506 | 0.1 | |||||||||||
4,508 | L | Sears Holding Corp. | 92,684 | 0.0 | ||||||||||
64,836 | Service Corp. International | 1,687,033 | 0.1 | |||||||||||
32,872 | @ | ServiceMaster Global Holdings, Inc. | 1,289,897 | 0.1 | ||||||||||
25,683 | @ | Signet Jewelers Ltd. | 3,176,730 | 0.2 | ||||||||||
735,353 | @ | Sirius XM Holdings, Inc. | 2,992,887 | 0.2 | ||||||||||
22,904 | Six Flags Entertainment Corp. | 1,258,346 | 0.1 | |||||||||||
39,108 | @ | Skechers USA, Inc. | 1,181,453 | 0.1 | ||||||||||
205,549 | Staples, Inc. | 1,946,549 | 0.1 | |||||||||||
54,673 | Starwood Hotels & Resorts Worldwide, Inc. | 3,787,745 | 0.2 | |||||||||||
27,595 | Starz | 924,432 | 0.1 | |||||||||||
72,794 | TEGNA, Inc. | 1,857,703 | 0.1 | |||||||||||
19,525 | @ | Tempur Sealy International, Inc. | 1,375,731 | 0.1 | ||||||||||
14,628 | @ | Thor Industries, Inc. | 821,362 | 0.0 | ||||||||||
36,138 | Tiffany & Co. | 2,756,968 | 0.1 | |||||||||||
56,316 | Toll Brothers, Inc. | 1,875,323 | 0.1 | |||||||||||
12,392 | @ | TopBuild Corp. | 381,302 | 0.0 | ||||||||||
43,649 | Tractor Supply Co. | 3,731,989 | 0.2 | |||||||||||
25,798 | Tribune Co. | 872,230 | 0.0 | |||||||||||
35,885 | @ | TripAdvisor, Inc. | 3,059,196 | 0.2 | ||||||||||
15,947 | Tupperware Corp. | 887,451 | 0.0 | |||||||||||
20,555 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 3,802,675 | 0.2 | ||||||||||
57,153 | @ | Under Armour, Inc. | 4,607,103 | 0.2 | ||||||||||
27,894 | @ | Urban Outfitters, Inc. | 634,589 | 0.0 | ||||||||||
20,436 | @ | Vista Outdoor, Inc. | 909,606 | 0.0 | ||||||||||
12,935 | @ | Visteon Corp. | 1,481,058 | 0.1 | ||||||||||
65,320 | @ | Wendy's Company | 703,496 | 0.0 | ||||||||||
25,162 | Whirlpool Corp. | 3,695,543 | 0.2 | |||||||||||
29,408 | Williams-Sonoma, Inc. | 1,717,721 | 0.1 | |||||||||||
38,407 | Wyndham Worldwide Corp. | 2,790,269 | 0.1 | |||||||||||
26,066 | L | Wynn Resorts Ltd. | 1,803,507 | 0.1 | ||||||||||
320,008,004 | 16.7 | |||||||||||||
Consumer Staples: 6.2% | ||||||||||||||
138,369 | Avon Products, Inc. | 560,395 | 0.0 | |||||||||||
12,448 | @,L | Blue Buffalo Pet Products, Inc. | 232,902 | 0.0 | ||||||||||
8,749 | Brown-Forman Corp. - Class A | 963,352 | 0.0 | |||||||||||
37,375 | Brown-Forman Corp. - Class B | 3,710,590 | 0.2 | |||||||||||
45,946 | Bunge Ltd. | 3,137,193 | 0.2 | |||||||||||
55,707 | Campbell Soup Co. | 2,927,403 | 0.1 | |||||||||||
41,872 | Church & Dwight Co., Inc. | 3,554,095 | 0.2 | |||||||||||
41,969 | Clorox Co. | 5,322,928 | 0.3 | |||||||||||
74,541 | Coca-Cola Enterprises, Inc. | 3,670,399 | 0.2 | |||||||||||
136,631 | ConAgra Foods, Inc. | 5,760,363 | 0.3 | |||||||||||
52,338 | Constellation Brands, Inc. | 7,455,025 | 0.4 | |||||||||||
61,342 | Dr Pepper Snapple Group, Inc. | 5,717,074 | 0.3 | |||||||||||
19,940 | Edgewell Personal Care Co. | 1,562,698 | 0.1 | |||||||||||
19,952 | Energizer Holdings, Inc. | 679,565 | 0.0 | |||||||||||
55,494 | Flowers Foods, Inc. | 1,192,566 | 0.1 | |||||||||||
32,826 | @ | Hain Celestial Group, Inc. | 1,325,842 | 0.1 | ||||||||||
23,349 | @,L | Herbalife Ltd. | 1,251,973 | 0.1 | ||||||||||
46,610 | Hershey Co. | 4,160,875 | 0.2 | |||||||||||
42,813 | Hormel Foods Corp. | 3,385,652 | 0.2 | |||||||||||
22,858 | @ | Ingredion, Inc. | 2,190,711 | 0.1 | ||||||||||
38,285 | JM Smucker Co. | 4,722,072 | 0.2 | |||||||||||
79,899 | Kellogg Co. | 5,774,301 | 0.3 | |||||||||||
41,346 | Keurig Green Mountain, Inc. | 3,720,313 | 0.2 | |||||||||||
40,884 | McCormick & Co., Inc. | 3,498,035 | 0.2 | |||||||||||
64,805 | Mead Johnson Nutrition Co. | 5,116,355 | 0.3 | |||||||||||
44,118 | Molson Coors Brewing Co. | 4,143,563 | 0.2 | |||||||||||
47,866 | @ | Monster Beverage Corp. | 7,130,119 | 0.4 | ||||||||||
18,826 | L | Nu Skin Enterprises, Inc. | 713,317 | 0.0 | ||||||||||
20,437 | L | Pilgrim's Pride Corp. | 451,453 | 0.0 | ||||||||||
37,163 | @ | Pinnacle Foods, Inc. | 1,577,941 | 0.1 | ||||||||||
316,367 | @ | Rite Aid Corp. | 2,480,317 | 0.1 | ||||||||||
8,105 | @ | Spectrum Brands Holdings, Inc. | 825,089 | 0.0 | ||||||||||
48,878 | @ | Sprouts Farmers Market, Inc. | 1,299,666 | 0.1 | ||||||||||
189,967 | Sysco Corp. | 7,788,647 | 0.4 | |||||||||||
94,302 | Tyson Foods, Inc. | 5,029,126 | 0.3 | |||||||||||
56,027 | WhiteWave Foods Co. | 2,180,011 | 0.1 | |||||||||||
114,628 | Whole Foods Market, Inc. | 3,840,038 | 0.2 | |||||||||||
119,051,964 | 6.2 | |||||||||||||
Energy: 4.3% | ||||||||||||||
22,180 | @,L | Antero Resources Corp. | 483,524 | 0.0 | ||||||||||
132,328 | Cabot Oil & Gas Corp. | 2,340,882 | 0.1 | |||||||||||
102,015 | California Resources Corp. | 237,695 | 0.0 | |||||||||||
61,238 | @ | Cameron International Corp. | 3,870,242 | 0.2 | ||||||||||
75,688 | @ | Cheniere Energy, Inc. | 2,819,378 | 0.2 | ||||||||||
187,688 | L | Chesapeake Energy Corp. | 844,596 | 0.1 | ||||||||||
30,257 | Cimarex Energy Co. | 2,704,371 | 0.2 | |||||||||||
117,314 | @ | Cobalt International Energy, Inc. | 633,496 | 0.0 | ||||||||||
127,925 | Columbia Pipeline Group, Inc. | 2,558,500 | 0.1 | |||||||||||
41,319 | @ | Concho Resources, Inc./Midland TX | 3,836,882 | 0.2 |
See Accompanying Notes to Financial Statements
61 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Energy: (Continued) | ||||||||||||||
73,310 | L | Consol Energy, Inc. | 579,149 | 0.0 | ||||||||||
27,422 | @ | Continental Resources, Inc. | 630,158 | 0.0 | ||||||||||
5,002 | CVR Energy, Inc. | 196,829 | 0.0 | |||||||||||
115,803 | L | Denbury Resources, Inc. | 233,922 | 0.0 | ||||||||||
20,543 | Diamond Offshore Drilling | 433,457 | 0.0 | |||||||||||
21,294 | @ | Diamondback Energy, Inc. | 1,424,569 | 0.1 | ||||||||||
12,495 | @ | Dril-Quip, Inc. | 740,079 | 0.0 | ||||||||||
74,691 | Ensco PLC | 1,149,494 | 0.1 | |||||||||||
11,536 | @,L | EP Energy Corp. | 50,528 | 0.0 | ||||||||||
48,742 | EQT Corp. | 2,540,920 | 0.1 | |||||||||||
74,057 | @ | FMC Technologies, Inc. | 2,148,394 | 0.1 | ||||||||||
11,060 | Frank's International N.V. | 184,591 | 0.0 | |||||||||||
28,862 | @,L | Golar LNG Ltd. | 455,731 | 0.0 | ||||||||||
34,604 | Gulfport Energy Corp. | 850,220 | 0.1 | |||||||||||
30,850 | L | Helmerich & Payne, Inc. | 1,652,017 | 0.1 | ||||||||||
80,665 | Hess Corp. | 3,910,639 | 0.2 | |||||||||||
58,519 | @ | HollyFrontier Corp. | 2,334,323 | 0.1 | ||||||||||
50,664 | @ | Kosmos Energy, LLC | 263,453 | 0.0 | ||||||||||
39,400 | @,L | Laredo Petroleum, Inc. | 314,806 | 0.0 | ||||||||||
215,944 | Marathon Oil Corp. | 2,718,735 | 0.2 | |||||||||||
28,832 | @ | Memorial Resource Development Corp. | 465,637 | 0.0 | ||||||||||
56,702 | Murphy Oil Corp. | 1,272,960 | 0.1 | |||||||||||
105,694 | Nabors Industries Ltd. | 899,456 | 0.1 | |||||||||||
124,094 | National Oilwell Varco, Inc. | 4,155,908 | 0.2 | |||||||||||
52,217 | @ | Newfield Exploration Co. | 1,700,185 | 0.1 | ||||||||||
77,414 | L | Noble Corp. PLC | 816,718 | 0.1 | ||||||||||
137,294 | Noble Energy, Inc. | 4,521,091 | 0.2 | |||||||||||
31,466 | Oceaneering International, Inc. | 1,180,604 | 0.1 | |||||||||||
66,952 | Oneok, Inc. | 1,651,036 | 0.1 | |||||||||||
47,038 | @ | Patterson-UTI Energy, Inc. | 709,333 | 0.0 | ||||||||||
30,791 | PBF Energy, Inc. | 1,133,417 | 0.1 | |||||||||||
47,767 | Pioneer Natural Resources Co. | 5,989,026 | 0.3 | |||||||||||
56,617 | QEP Resources, Inc. | 758,668 | 0.0 | |||||||||||
53,863 | L | Range Resources Corp. | 1,325,568 | 0.1 | ||||||||||
23,323 | @ | Rice Energy, Inc. | 254,221 | 0.0 | ||||||||||
40,029 | Rowan Companies PLC | 678,492 | 0.0 | |||||||||||
18,384 | L | RPC, Inc. | 219,689 | 0.0 | ||||||||||
21,667 | SM Energy Co. | 425,973 | 0.0 | |||||||||||
18,852 | @,L | Solar City | 961,829 | 0.1 | ||||||||||
123,034 | @,L | Southwestern Energy Co. | 874,772 | 0.1 | ||||||||||
48,206 | Superior Energy Services | 649,335 | 0.0 | |||||||||||
17,924 | L | Targa Resources Corp. | 485,023 | 0.0 | ||||||||||
15,477 | L | Teekay Corp. | 152,758 | 0.0 | ||||||||||
40,259 | Tesoro Corp. | 4,242,091 | 0.2 | |||||||||||
248,520 | @ | Weatherford International PLC | 2,085,083 | 0.1 | ||||||||||
65,308 | @ | Whiting Petroleum Corp. | 616,508 | 0.0 | ||||||||||
23,096 | World Fuel Services Corp. | 888,272 | 0.1 | |||||||||||
74,899 | WPX Energy, Inc. | 429,920 | 0.0 | |||||||||||
82,685,153 | 4.3 | |||||||||||||
Financials: 22.7% | ||||||||||||||
17,509 | Affiliated Managers Group, Inc. | 2,797,238 | 0.1 | |||||||||||
23,049 | Alexandria Real Estate Equities, Inc. | 2,082,708 | 0.1 | |||||||||||
5,120 | Alleghany Corp. | 2,447,002 | 0.1 | |||||||||||
30,537 | Allied World Assurance Co. Holdings Ltd. | 1,135,671 | 0.1 | |||||||||||
154,052 | Ally Financial, Inc. | 2,871,529 | 0.2 | |||||||||||
35,930 | American Campus Communities, Inc. | 1,485,346 | 0.1 | |||||||||||
113,152 | American Capital Agency Corp. | 1,962,056 | 0.1 | |||||||||||
21,988 | American Financial Group, Inc. | 1,584,895 | 0.1 | |||||||||||
53,008 | American Homes 4 Rent | 883,113 | 0.0 | |||||||||||
2,313 | American National Insurance | 236,550 | 0.0 | |||||||||||
58,031 | Ameriprise Financial, Inc. | 6,175,659 | 0.3 | |||||||||||
13,094 | Amtrust Financial Services, Inc. | 806,328 | 0.0 | |||||||||||
303,209 | Annaly Capital Management, Inc. | 2,844,100 | 0.1 | |||||||||||
90,172 | Aon PLC | 8,314,760 | 0.4 | |||||||||||
50,125 | Apartment Investment & Management Co. | 2,006,504 | 0.1 | |||||||||||
55,897 | Apple Hospitality REIT, Inc. | 1,116,263 | 0.1 | |||||||||||
39,683 | @ | Arch Capital Group Ltd. | 2,767,889 | 0.1 | ||||||||||
53,871 | Arthur J. Gallagher & Co. | 2,205,479 | 0.1 | |||||||||||
11,358 | Artisan Partners Asset Management, Inc. | 409,569 | 0.0 | |||||||||||
19,714 | Aspen Insurance Holdings Ltd. | 952,186 | 0.1 | |||||||||||
48,798 | Associated Banc-Corp. | 914,962 | 0.0 | |||||||||||
21,729 | Assurant, Inc. | 1,750,054 | 0.1 | |||||||||||
45,215 | Assured Guaranty Ltd. | 1,195,032 | 0.1 | |||||||||||
42,292 | AvalonBay Communities, Inc. | 7,787,226 | 0.4 | |||||||||||
32,291 | Axis Capital Holdings Ltd. | 1,815,400 | 0.1 | |||||||||||
13,955 | Bank of Hawaii Corp. | 877,769 | 0.0 | |||||||||||
32,969 | BankUnited, Inc. | 1,188,862 | 0.1 | |||||||||||
65,129 | BioMed Realty Trust, Inc. | 1,542,906 | 0.1 | |||||||||||
9,055 | BOK Financial Corp. | 541,398 | 0.0 | |||||||||||
49,081 | Boston Properties, Inc. | 6,259,791 | 0.3 | |||||||||||
57,693 | Brandywine Realty Trust | 788,086 | 0.0 | |||||||||||
55,174 | Brixmor Property Group, Inc. | 1,424,593 | 0.1 | |||||||||||
36,928 | Brown & Brown, Inc. | 1,185,389 | 0.1 | |||||||||||
27,785 | Camden Property Trust | 2,132,777 | 0.1 | |||||||||||
26,466 | Care Capital Properties, Inc. | 809,066 | 0.0 | |||||||||||
53,562 | CBL & Associates Properties, Inc. | 662,562 | 0.0 | |||||||||||
26,782 | CBOE Holdings, Inc. | 1,738,152 | 0.1 | |||||||||||
91,511 | @ | CBRE Group, Inc. | 3,164,450 | 0.2 | ||||||||||
60,473 | Chimera Investment Corp. | 824,852 | 0.0 | |||||||||||
52,585 | Cincinnati Financial Corp. | 3,111,454 | 0.2 | |||||||||||
55,686 | CIT Group, Inc. | 2,210,734 | 0.1 | |||||||||||
99,777 | Citizens Financial Group, Inc. | 2,613,160 | 0.1 | |||||||||||
8,636 | CNA Financial Corp. | 303,555 | 0.0 | |||||||||||
40,018 | Columbia Property Trust, Inc. | 939,623 | 0.0 |
See Accompanying Notes to Financial Statements
62 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Financials: (Continued) | ||||||||||||||
56,952 | Comerica, Inc. | 2,382,302 | 0.1 | |||||||||||
27,544 | Commerce Bancshares, Inc. | 1,171,722 | 0.1 | |||||||||||
38,659 | @ | Communications Sales & Leasing, Inc. | 722,537 | 0.0 | ||||||||||
30,315 | Corporate Office Properties Trust SBI MD | 661,776 | 0.0 | |||||||||||
37,441 | Corrections Corp. of America | 991,812 | 0.1 | |||||||||||
2,711 | @,L | Credit Acceptance Corp. | 580,208 | 0.0 | ||||||||||
106,783 | Crown Castle International Corp. | 9,231,390 | 0.5 | |||||||||||
17,287 | Cullen/Frost Bankers, Inc. | 1,037,220 | 0.1 | |||||||||||
96,903 | DDR Corp. | 1,631,847 | 0.1 | |||||||||||
46,821 | Digital Realty Trust, Inc. | 3,540,604 | 0.2 | |||||||||||
46,483 | Douglas Emmett, Inc. | 1,449,340 | 0.1 | |||||||||||
110,647 | Duke Realty Corp. | 2,325,800 | 0.1 | |||||||||||
92,756 | @ | E*Trade Financial Corp. | 2,749,288 | 0.1 | ||||||||||
46,156 | East-West Bancorp., Inc. | 1,918,243 | 0.1 | |||||||||||
37,544 | Eaton Vance Corp. | 1,217,552 | 0.1 | |||||||||||
35,734 | Empire State Realty Trust, Inc. | 645,713 | 0.0 | |||||||||||
19,911 | Endurance Specialty Holdings Ltd. | 1,274,105 | 0.1 | |||||||||||
19,702 | Equinix, Inc. | 5,957,885 | 0.3 | |||||||||||
41,348 | @ | Equity Commonwealth | 1,146,580 | 0.1 | ||||||||||
26,952 | Equity Lifestyle Properties, Inc. | 1,796,890 | 0.1 | |||||||||||
7,797 | Erie Indemnity Co. | 745,705 | 0.0 | |||||||||||
20,909 | Essex Property Trust, Inc. | 5,005,824 | 0.3 | |||||||||||
14,216 | L | Everest Re Group Ltd. | 2,602,807 | 0.1 | ||||||||||
39,283 | Extra Space Storage, Inc. | 3,465,153 | 0.2 | |||||||||||
21,974 | @ | Federal Realty Investment Trust | 3,210,401 | 0.2 | ||||||||||
29,989 | Federated Investors, Inc. | 859,185 | 0.0 | |||||||||||
259,129 | Fifth Third Bancorp | 5,208,493 | 0.3 | |||||||||||
74,384 | First Horizon National Corp. | 1,080,056 | 0.1 | |||||||||||
113,171 | First Niagara Financial Group, Inc. | 1,227,905 | 0.1 | |||||||||||
45,510 | First Republic Bank/San Francisco CA | 3,006,391 | 0.2 | |||||||||||
89,728 | FNF Group | 3,110,870 | 0.2 | |||||||||||
69,876 | @ | Forest City Enterprises, Inc. | 1,532,381 | 0.1 | ||||||||||
13,453 | @ | Four Corners Property Trust, Inc. | 325,024 | 0.0 | ||||||||||
28,324 | @ | Gaming and Leisure Properties, Inc. | 787,407 | 0.0 | ||||||||||
184,614 | General Growth Properties, Inc. | 5,023,347 | 0.3 | |||||||||||
159,554 | @ | Genworth Financial, Inc. | 595,136 | 0.0 | ||||||||||
14,097 | @ | Hanover Insurance Group, Inc. | 1,146,650 | 0.1 | ||||||||||
134,352 | Hartford Financial Services Group, Inc. | 5,838,938 | 0.3 | |||||||||||
147,708 | HCP, Inc. | 5,648,354 | 0.3 | |||||||||||
40,057 | Healthcare Trust of America, Inc. | 1,080,337 | 0.1 | |||||||||||
47,979 | @ | Hospitality Properties Trust | 1,254,651 | 0.1 | ||||||||||
242,409 | Host Hotels & Resorts, Inc. | 3,718,554 | 0.2 | |||||||||||
12,657 | @ | Howard Hughes Corp. | 1,432,266 | 0.1 | ||||||||||
258,679 | Huntington Bancshares, Inc. | 2,860,990 | 0.2 | |||||||||||
18,447 | Interactive Brokers Group, Inc. | 804,289 | 0.0 | |||||||||||
35,613 | Intercontinental Exchange, Inc. | 9,126,187 | 0.5 | |||||||||||
137,800 | Invesco Ltd. | 4,613,544 | 0.2 | |||||||||||
67,568 | Iron Mountain, Inc. | 1,825,012 | 0.1 | |||||||||||
14,354 | Jones Lang LaSalle, Inc. | 2,294,630 | 0.1 | |||||||||||
271,406 | @ | Keycorp | 3,579,845 | 0.2 | ||||||||||
28,172 | Kilroy Realty Corp. | 1,782,724 | 0.1 | |||||||||||
132,056 | Kimco Realty Corp. | 3,494,202 | 0.2 | |||||||||||
25,910 | Lamar Advertising Co. | 1,554,082 | 0.1 | |||||||||||
40,436 | Lazard Ltd. | 1,820,024 | 0.1 | |||||||||||
31,134 | Legg Mason, Inc. | 1,221,387 | 0.1 | |||||||||||
105,383 | Leucadia National Corp. | 1,832,610 | 0.1 | |||||||||||
47,816 | Liberty Property Trust | 1,484,687 | 0.1 | |||||||||||
80,952 | Lincoln National Corp. | 4,068,648 | 0.2 | |||||||||||
99,603 | Loews Corp. | 3,824,755 | 0.2 | |||||||||||
26,290 | L | LPL Financial Holdings, Inc. | 1,121,268 | 0.1 | ||||||||||
51,084 | M&T Bank Corp. | 6,190,359 | 0.3 | |||||||||||
50,634 | Macerich Co. | 4,085,657 | 0.2 | |||||||||||
4,462 | @ | Markel Corp. | 3,941,508 | 0.2 | ||||||||||
8,660 | Mercury General Corp. | 403,296 | 0.0 | |||||||||||
118,940 | MFA Mortgage Investments, Inc. | 785,004 | 0.0 | |||||||||||
24,107 | Mid-America Apartment Communities, Inc. | 2,189,157 | 0.1 | |||||||||||
56,793 | @ | Moody's Corp. | 5,698,610 | 0.3 | ||||||||||
32,850 | MSCI, Inc. - Class A | 2,369,470 | 0.1 | |||||||||||
37,125 | Nasdaq, Inc. | 2,159,561 | 0.1 | |||||||||||
42,875 | National Retail Properties, Inc. | 1,717,144 | 0.1 | |||||||||||
115,917 | Navient Corp. | 1,327,250 | 0.1 | |||||||||||
155,152 | New York Community Bancorp., Inc. | 2,532,081 | 0.1 | |||||||||||
74,664 | Northern Trust Corp. | 5,382,528 | 0.3 | |||||||||||
62,017 | NorthStar Asset Management Group, Inc./New York | 752,886 | 0.0 | |||||||||||
19,729 | NorthStar Realty Europe Corp. | 232,999 | 0.0 | |||||||||||
58,366 | NorthStar Realty Finance Corp. | 993,973 | 0.1 | |||||||||||
83,556 | Old Republic International Corp. | 1,556,648 | 0.1 | |||||||||||
58,620 | Omega Healthcare Investors, Inc. | 2,050,528 | 0.1 | |||||||||||
16,733 | @ | OneMain Holdings, Inc. | 695,089 | 0.0 | ||||||||||
43,961 | Outfront Media, Inc. | 959,669 | 0.1 | |||||||||||
35,826 | PacWest Bancorp | 1,544,101 | 0.1 | |||||||||||
56,867 | Paramount Group, Inc. | 1,029,293 | 0.1 | |||||||||||
15,312 | PartnerRe Ltd. | 2,139,699 | 0.1 | |||||||||||
98,896 | People's United Financial, Inc. | 1,597,170 | 0.1 | |||||||||||
46,554 | Piedmont Office Realty Trust, Inc. | 878,940 | 0.0 | |||||||||||
56,190 | Plum Creek Timber Co., Inc. | 2,681,387 | 0.1 | |||||||||||
33,114 | Popular, Inc. | 938,451 | 0.0 | |||||||||||
17,467 | Post Properties, Inc. | 1,033,348 | 0.1 | |||||||||||
94,186 | Principal Financial Group, Inc. | 4,236,486 | 0.2 |
See Accompanying Notes to Financial Statements
63 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Financials: (Continued) | ||||||||||||||
17,602 | ProAssurance Corp. | 854,225 | 0.0 | |||||||||||
187,715 | Progressive Corp. | 5,969,337 | 0.3 | |||||||||||
167,663 | ProLogis, Inc. | 7,196,096 | 0.4 | |||||||||||
40,973 | @ | Raymond James Financial, Inc. | 2,375,205 | 0.1 | ||||||||||
40,590 | Rayonier, Inc. | 901,098 | 0.0 | |||||||||||
47,006 | @ | Realogy Holdings Corp. | 1,723,710 | 0.1 | ||||||||||
79,852 | Realty Income Corp. | 4,122,759 | 0.2 | |||||||||||
30,178 | Regency Centers Corp. | 2,055,725 | 0.1 | |||||||||||
428,831 | Regions Financial Corp. | 4,116,778 | 0.2 | |||||||||||
21,232 | Reinsurance Group of America, Inc. | 1,816,398 | 0.1 | |||||||||||
14,734 | RenaissanceRe Holdings Ltd. | 1,667,741 | 0.1 | |||||||||||
75,632 | Retail Properties of America, Inc. | 1,117,085 | 0.1 | |||||||||||
28,258 | @ | Santander Consumer USA Holdings, Inc. | 447,889 | 0.0 | ||||||||||
44,571 | SEI Investments Co. | 2,335,520 | 0.1 | |||||||||||
75,190 | Senior Housing Properties Trust | 1,115,820 | 0.1 | |||||||||||
16,212 | Signature Bank | 2,486,434 | 0.1 | |||||||||||
31,861 | SL Green Realty Corp. | 3,599,656 | 0.2 | |||||||||||
136,193 | SLM Corp. | 887,978 | 0.0 | |||||||||||
140,752 | Spirit Realty Capital, Inc. | 1,410,335 | 0.1 | |||||||||||
13,504 | Stancorp Financial Group, Inc. | 1,537,836 | 0.1 | |||||||||||
76,186 | Starwood Property Trust, Inc. | 1,566,384 | 0.1 | |||||||||||
165,158 | SunTrust Bank | 7,075,369 | 0.4 | |||||||||||
16,394 | @ | SVB Financial Group | 1,949,247 | 0.1 | ||||||||||
266,738 | @ | Synchrony Financial | 8,111,503 | 0.4 | ||||||||||
42,461 | @ | Synovus Financial Corp. | 1,374,887 | 0.1 | ||||||||||
83,371 | T. Rowe Price Group, Inc. | 5,960,193 | 0.3 | |||||||||||
30,662 | Tanger Factory Outlet Centers, Inc. | 1,002,647 | 0.1 | |||||||||||
19,776 | @ | Taubman Centers, Inc. | 1,517,215 | 0.1 | ||||||||||
54,213 | TCF Financial Corp. | 765,488 | 0.0 | |||||||||||
85,425 | @ | TD Ameritrade Holding Corp. | 2,965,102 | 0.2 | ||||||||||
21,114 | TFS Financial Corp. | 397,577 | 0.0 | |||||||||||
40,347 | Torchmark Corp. | 2,306,235 | 0.1 | |||||||||||
117,282 | Two Harbors Investment Corp. | 949,984 | 0.1 | |||||||||||
82,860 | UDR, Inc. | 3,113,050 | 0.2 | |||||||||||
79,828 | Unum Group | 2,657,474 | 0.1 | |||||||||||
26,940 | Validus Holdings Ltd. | 1,247,053 | 0.1 | |||||||||||
105,862 | Ventas, Inc. | 5,973,793 | 0.3 | |||||||||||
289,600 | VEREIT, Inc. | 2,293,632 | 0.1 | |||||||||||
60,236 | Vornado Realty Trust | 6,021,191 | 0.3 | |||||||||||
68,892 | ** | Voya Financial, Inc. | 2,542,804 | 0.1 | ||||||||||
26,964 | Waddell & Reed Financial, Inc. | 772,788 | 0.0 | |||||||||||
39,483 | @ | Weingarten Realty Investors | 1,365,322 | 0.1 | ||||||||||
112,179 | Welltower, Inc. | 7,631,537 | 0.4 | |||||||||||
165,647 | Weyerhaeuser Co. | 4,966,097 | 0.3 | |||||||||||
1,820 | White Mountains Insurance Group Ltd. | 1,322,794 | 0.1 | |||||||||||
33,382 | WP Carey, Inc. | 1,969,538 | 0.1 | |||||||||||
59,450 | WP GLIMCHER, Inc. | 630,764 | 0.0 | |||||||||||
31,109 | WR Berkley Corp. | 1,703,218 | 0.1 | |||||||||||
98,105 | XL Group Plc | 3,843,754 | 0.2 | |||||||||||
65,193 | Zions Bancorp. | 1,779,769 | 0.1 | |||||||||||
434,130,557 | 22.7 | |||||||||||||
Health Care: 9.8% | ||||||||||||||
16,469 | @ | Acadia Healthcare Co., Inc. | 1,028,654 | 0.1 | ||||||||||
106,540 | Agilent Technologies, Inc. | 4,454,437 | 0.2 | |||||||||||
8,283 | @,L | Agios Pharmaceuticals, Inc. | 537,732 | 0.0 | ||||||||||
25,182 | @ | Akorn, Inc. | 939,540 | 0.1 | ||||||||||
27,122 | @ | Alere, Inc. | 1,060,199 | 0.1 | ||||||||||
25,835 | @ | Align Technology, Inc. | 1,701,235 | 0.1 | ||||||||||
47,553 | @ | Alkermes PLC | 3,774,757 | 0.2 | ||||||||||
57,961 | @ | Allscripts Healthcare Solutions, Inc. | 891,440 | 0.0 | ||||||||||
23,802 | @ | Alnylam Pharmaceuticals, Inc. | 2,240,720 | 0.1 | ||||||||||
65,790 | AmerisourceBergen Corp. | 6,823,081 | 0.4 | |||||||||||
12,335 | @,L | Athenahealth, Inc. | 1,985,565 | 0.1 | ||||||||||
51,298 | @ | BioMarin Pharmaceutical, Inc. | 5,373,979 | 0.3 | ||||||||||
6,610 | Bio-Rad Laboratories, Inc. | 916,543 | 0.0 | |||||||||||
11,832 | Bio-Techne Corp. | 1,064,880 | 0.1 | |||||||||||
11,445 | @ | Bluebird Bio, Inc. | 734,998 | 0.0 | ||||||||||
428,933 | @ | Boston Scientific Corp. | 7,909,525 | 0.4 | ||||||||||
58,714 | @ | Brookdale Senior Living, Inc. | 1,083,860 | 0.1 | ||||||||||
35,640 | @ | Bruker BioSciences Corp. | 864,983 | 0.0 | ||||||||||
38,134 | @ | Centene Corp. | 2,509,599 | 0.1 | ||||||||||
95,873 | @ | Cerner Corp. | 5,768,678 | 0.3 | ||||||||||
15,082 | Charles River Laboratories International, Inc. | 1,212,442 | 0.1 | |||||||||||
37,591 | @ | Community Health Systems, Inc. | 997,289 | 0.1 | ||||||||||
15,488 | Cooper Cos., Inc. | 2,078,490 | 0.1 | |||||||||||
23,755 | CR Bard, Inc. | 4,500,147 | 0.2 | |||||||||||
56,445 | @ | DaVita, Inc. | 3,934,781 | 0.2 | ||||||||||
44,733 | Dentsply International, Inc. | 2,722,003 | 0.1 | |||||||||||
25,371 | DexCom, Inc. | 2,077,885 | 0.1 | |||||||||||
68,824 | @ | Edwards Lifesciences Corp. | 5,435,720 | 0.3 | ||||||||||
72,434 | @ | Endo International PLC | 4,434,410 | 0.2 | ||||||||||
59,162 | @ | Envision Healthcare Holdings, Inc. | 1,536,437 | 0.1 | ||||||||||
24,680 | Health Net, Inc. | 1,689,593 | 0.1 | |||||||||||
26,753 | @ | Henry Schein, Inc. | 4,232,057 | 0.2 | ||||||||||
18,128 | Hill-Rom Holdings, Inc. | 871,232 | 0.0 | |||||||||||
78,670 | Hologic, Inc. | 3,043,742 | 0.2 | |||||||||||
30,020 | Idexx Laboratories, Inc. | 2,189,058 | 0.1 | |||||||||||
42,604 | @ | IMS Health Holdings, Inc. | 1,085,124 | 0.1 | ||||||||||
50,054 | Incyte Corp., Ltd. | 5,428,356 | 0.3 | |||||||||||
8,114 | @ | Inovalon Holdings, Inc. | 137,938 | 0.0 | ||||||||||
5,112 | @,L | Intercept Pharmaceuticals, Inc. | 763,477 | 0.0 | ||||||||||
15,623 | L | Intrexon Corp. | 471,033 | 0.0 | ||||||||||
11,793 | @ | Intuitive Surgical, Inc. | 6,440,865 | 0.3 | ||||||||||
38,301 | @,L | Ionis Pharmaceuticals, Inc. | 2,371,981 | 0.1 | ||||||||||
19,538 | @ | Jazz Pharmaceuticals PLC | 2,746,261 | 0.1 | ||||||||||
3,816 | @ | Juno Therapeutics, Inc. | 167,790 | 0.0 | ||||||||||
32,122 | @ | Laboratory Corp. of America Holdings | 3,971,564 | 0.2 |
See Accompanying Notes to Financial Statements
64 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Health Care: (Continued) | ||||||||||||||
14,176 | @ | LifePoint Hospitals, Inc. | 1,040,518 | 0.1 | ||||||||||
37,425 | @ | Mallinckrodt PLC - W/I | 2,793,028 | 0.1 | ||||||||||
50,355 | Medivation, Inc. | 2,434,161 | 0.1 | |||||||||||
29,924 | Mednax, Inc. | 2,144,354 | 0.1 | |||||||||||
8,949 | @ | Mettler Toledo International, Inc. | 3,034,874 | 0.2 | ||||||||||
96,369 | @,L | Opko Health, Inc. | 968,508 | 0.1 | ||||||||||
27,458 | Patterson Cos., Inc. | 1,241,376 | 0.1 | |||||||||||
36,319 | PerkinElmer, Inc. | 1,945,609 | 0.1 | |||||||||||
46,798 | Perrigo Co. PLC | 6,771,671 | 0.4 | |||||||||||
12,035 | @ | Premier, Inc. | 424,474 | 0.0 | ||||||||||
8,024 | @ | Puma Biotechnology, Inc. | 629,082 | 0.0 | ||||||||||
74,233 | @ | Qiagen NV | 2,052,542 | 0.1 | ||||||||||
45,955 | Quest Diagnostics, Inc. | 3,269,239 | 0.2 | |||||||||||
25,333 | Quintiles Transnational Holdings, Inc. | 1,739,364 | 0.1 | |||||||||||
45,087 | Resmed, Inc. | 2,420,721 | 0.1 | |||||||||||
33,629 | @ | Seattle Genetics, Inc. | 1,509,270 | 0.1 | ||||||||||
17,775 | @ | Sirona Dental Systems, Inc. | 1,947,607 | 0.1 | ||||||||||
89,960 | St. Jude Medical, Inc. | 5,556,829 | 0.3 | |||||||||||
13,287 | Teleflex, Inc. | 1,746,576 | 0.1 | |||||||||||
31,608 | @ | Tenet Healthcare Corp. | 957,722 | 0.1 | ||||||||||
14,788 | United Therapeutics Corp. | 2,315,949 | 0.1 | |||||||||||
29,377 | Universal Health Services, Inc. | 3,510,258 | 0.2 | |||||||||||
31,929 | @ | Varian Medical Systems, Inc. | 2,579,863 | 0.1 | ||||||||||
26,287 | @ | VCA, Inc. | 1,445,785 | 0.1 | ||||||||||
22,601 | @,L | Veeva Systems, Inc. | 652,039 | 0.0 | ||||||||||
9,381 | @ | VWR Corp. | 265,576 | 0.0 | ||||||||||
26,457 | Waters Corp. | 3,560,583 | 0.2 | |||||||||||
54,519 | Zimmer Biomet Holdings, Inc. | 5,593,104 | 0.3 | |||||||||||
159,958 | Zoetis, Inc. | 7,665,187 | 0.4 | |||||||||||
188,419,949 | 9.8 | |||||||||||||
Industrials: 12.7% | ||||||||||||||
13,896 | @ | Acuity Brands, Inc. | 3,248,885 | 0.2 | ||||||||||
54,941 | ADT Corp. | 1,811,954 | 0.1 | |||||||||||
47,921 | @ | Aecom Technology Corp. | 1,439,068 | 0.1 | ||||||||||
24,165 | AGCO Corp. | 1,096,849 | 0.1 | |||||||||||
32,819 | Air Lease Corp. | 1,098,780 | 0.1 | |||||||||||
41,476 | Alaska Air Group, Inc. | 3,339,233 | 0.2 | |||||||||||
30,611 | Allegion Public Ltd. | 2,017,877 | 0.1 | |||||||||||
57,483 | Allison Transmission Holdings, Inc. | 1,488,235 | 0.1 | |||||||||||
2,336 | Amerco, Inc. | 909,872 | 0.0 | |||||||||||
77,272 | @ | Ametek, Inc. | 4,141,006 | 0.2 | ||||||||||
23,817 | AO Smith Corp. | 1,824,620 | 0.1 | |||||||||||
12,563 | @ | Armstrong World Industries, Inc. | 574,506 | 0.0 | ||||||||||
32,092 | @ | Avis Budget Group, Inc. | 1,164,619 | 0.1 | ||||||||||
17,039 | @ | Babcock & Wilcox Enterprises, Inc. | 355,604 | 0.0 | ||||||||||
33,850 | BE Aerospace, Inc. | 1,434,225 | 0.1 | |||||||||||
34,230 | BWX Technologies, Inc. | 1,087,487 | 0.1 | |||||||||||
20,875 | Carlisle Cos., Inc. | 1,851,404 | 0.1 | |||||||||||
46,659 | CH Robinson Worldwide, Inc. | 2,893,791 | 0.2 | |||||||||||
31,225 | L | Chicago Bridge & Iron Co. NV | 1,217,463 | 0.1 | ||||||||||
28,807 | Cintas Corp. | 2,622,877 | 0.1 | |||||||||||
18,770 | @ | Clean Harbors, Inc. | 781,771 | 0.0 | ||||||||||
32,193 | @ | Colfax Corp. | 751,707 | 0.0 | ||||||||||
10,482 | @,L | Copa Holdings S.A. | 505,861 | 0.0 | ||||||||||
38,316 | @ | Copart, Inc. | 1,456,391 | 0.1 | ||||||||||
10,394 | @ | CoStar Group, Inc. | 2,148,336 | 0.1 | ||||||||||
36,663 | Covanta Holding Corp. | 567,910 | 0.0 | |||||||||||
15,420 | Crane Co. | 737,693 | 0.0 | |||||||||||
43,512 | Donaldson Co., Inc. | 1,247,054 | 0.1 | |||||||||||
51,313 | Dover Corp. | 3,146,000 | 0.2 | |||||||||||
11,479 | Dun & Bradstreet Corp. | 1,193,012 | 0.1 | |||||||||||
38,075 | @ | Equifax, Inc. | 4,240,413 | 0.2 | ||||||||||
61,196 | Expeditors International Washington, Inc. | 2,759,940 | 0.1 | |||||||||||
94,048 | L | Fastenal Co. | 3,839,039 | 0.2 | ||||||||||
43,149 | Flowserve Corp. | 1,815,710 | 0.1 | |||||||||||
46,895 | Fluor Corp. | 2,214,382 | 0.1 | |||||||||||
51,005 | Fortune Brands Home & Security, Inc. | 2,830,778 | 0.1 | |||||||||||
14,094 | GATX Corp. | 599,700 | 0.0 | |||||||||||
18,134 | @ | Genesee & Wyoming, Inc. | 973,614 | 0.1 | ||||||||||
18,774 | Graco, Inc. | 1,353,042 | 0.1 | |||||||||||
54,535 | @ | HD Supply Holdings, Inc | 1,637,686 | 0.1 | ||||||||||
130,215 | @ | Hertz Global Holdings, Inc. | 1,852,959 | 0.1 | ||||||||||
30,832 | Hexcel Corp. | 1,432,146 | 0.1 | |||||||||||
18,556 | Hubbell, Inc. | 1,874,898 | 0.1 | |||||||||||
15,561 | Huntington Ingalls Industries, Inc. | 1,973,913 | 0.1 | |||||||||||
25,005 | IDEX Corp. | 1,915,633 | 0.1 | |||||||||||
22,012 | @ | IHS, Inc. | 2,606,881 | 0.1 | ||||||||||
84,694 | Ingersoll-Rand PLC - Class A | 4,682,731 | 0.2 | |||||||||||
28,423 | ITT Corp. | 1,032,323 | 0.1 | |||||||||||
40,180 | @ | Jacobs Engineering Group, Inc. | 1,685,551 | 0.1 | ||||||||||
29,428 | JB Hunt Transport Services, Inc. | 2,158,838 | 0.1 | |||||||||||
100,225 | JetBlue Airways Corp. | 2,270,096 | 0.1 | |||||||||||
31,154 | L | Joy Global, Inc. | 392,852 | 0.0 | ||||||||||
35,368 | Kansas City Southern | 2,640,929 | 0.1 | |||||||||||
45,464 | KAR Auction Services, Inc. | 1,683,532 | 0.1 | |||||||||||
46,307 | KBR, Inc. | 783,514 | 0.0 | |||||||||||
25,412 | Kennametal, Inc. | 487,910 | 0.0 | |||||||||||
17,766 | @ | Kirby Corp. | 934,847 | 0.1 | ||||||||||
26,351 | L-3 Communications Holdings, Inc. | 3,149,208 | 0.2 | |||||||||||
14,209 | Landstar System, Inc. | 833,358 | 0.0 | |||||||||||
12,974 | Lennox International, Inc. | 1,620,453 | 0.1 | |||||||||||
24,077 | Lincoln Electric Holdings, Inc. | 1,249,356 | 0.1 | |||||||||||
22,164 | Macquarie Infrastructure Co. LLC | 1,609,106 | 0.1 | |||||||||||
43,712 | Manitowoc Co., Inc. | 670,979 | 0.0 | |||||||||||
23,553 | @ | Manpower, Inc. | 1,985,282 | 0.1 | ||||||||||
111,529 | Masco Corp. | 3,156,271 | 0.2 | |||||||||||
18,389 | @ | Middleby Corp. | 1,983,621 | 0.1 | ||||||||||
15,230 | MSC Industrial Direct Co. | 856,992 | 0.0 | |||||||||||
117,755 | Nielsen NV | 5,487,383 | 0.3 | |||||||||||
19,386 | Nordson Corp. | 1,243,612 | 0.1 | |||||||||||
34,131 | @ | NOW, Inc./DE | 539,952 | 0.0 | ||||||||||
22,255 | @ | Old Dominion Freight Line | 1,314,603 | 0.1 | ||||||||||
19,362 | Orbital ATK, Inc. | 1,729,801 | 0.1 | |||||||||||
24,915 | Oshkosh Corp. | 972,682 | 0.1 |
See Accompanying Notes to Financial Statements
65 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (Continued) | ||||||||||||||
Industrials: (Continued) | ||||||||||||||
37,752 | Owens Corning, Inc. | 1,775,477 | 0.1 | |||||||||||
113,513 | Paccar, Inc. | 5,380,516 | 0.3 | |||||||||||
44,368 | Parker Hannifin Corp. | 4,302,809 | 0.2 | |||||||||||
57,474 | Pentair PLC | 2,846,687 | 0.1 | |||||||||||
64,271 | Pitney Bowes, Inc. | 1,327,196 | 0.1 | |||||||||||
49,344 | Quanta Services, Inc. | 999,216 | 0.1 | |||||||||||
14,336 | Regal-Beloit Corp. | 838,943 | 0.0 | |||||||||||
77,574 | Republic Services, Inc. | 3,412,480 | 0.2 | |||||||||||
43,216 | Robert Half International, Inc. | 2,037,202 | 0.1 | |||||||||||
43,056 | Rockwell Automation, Inc. | 4,417,976 | 0.2 | |||||||||||
42,318 | Rockwell Collins, Inc. | 3,905,951 | 0.2 | |||||||||||
30,454 | Rollins, Inc. | 788,759 | 0.0 | |||||||||||
32,161 | Roper Technologies, Inc. | 6,103,836 | 0.3 | |||||||||||
66,739 | RR Donnelley & Sons Co. | 982,398 | 0.1 | |||||||||||
16,981 | Ryder System, Inc. | 965,030 | 0.1 | |||||||||||
119,791 | @,L | Seadrill LTD | 406,092 | 0.0 | ||||||||||
18,587 | Snap-On, Inc. | 3,186,369 | 0.2 | |||||||||||
213,814 | Southwest Airlines Co. | 9,206,831 | 0.5 | |||||||||||
45,313 | @ | Spirit Aerosystems Holdings, Inc. | 2,268,822 | 0.1 | ||||||||||
23,417 | @ | Spirit Airlines, Inc. | 933,167 | 0.0 | ||||||||||
13,126 | SPX Corp. | 122,466 | 0.0 | |||||||||||
13,147 | @ | SPX FLOW, Inc. | 366,933 | 0.0 | ||||||||||
49,183 | Stanley Black & Decker, Inc. | 5,249,302 | 0.3 | |||||||||||
27,210 | @ | Stericycle, Inc. | 3,281,526 | 0.2 | ||||||||||
33,736 | Terex Corp. | 623,441 | 0.0 | |||||||||||
88,829 | Textron, Inc. | 3,731,706 | 0.2 | |||||||||||
24,938 | Timken Co. | 712,977 | 0.0 | |||||||||||
17,738 | Toro Co. | 1,296,116 | 0.1 | |||||||||||
22,179 | @ | Towers Watson & Co. | 2,849,114 | 0.2 | ||||||||||
17,047 | @ | TransDigm Group, Inc. | 3,894,387 | 0.2 | ||||||||||
10,398 | @ | TransUnion | 286,673 | 0.0 | ||||||||||
49,352 | @ | Trinity Industries, Inc. | 1,185,435 | 0.1 | ||||||||||
15,794 | Triumph Group, Inc. | 627,812 | 0.0 | |||||||||||
134,704 | Tyco International Plc | 4,295,711 | 0.2 | |||||||||||
122,217 | @ | United Continental Holdings, Inc. | 7,003,034 | 0.4 | ||||||||||
31,103 | @ | United Rentals, Inc. | 2,256,212 | 0.1 | ||||||||||
46,744 | @,L | United States Steel Corp. | 373,017 | 0.0 | ||||||||||
29,418 | @ | USG Corp. | 714,563 | 0.0 | ||||||||||
7,551 | Valmont Industries, Inc. | 800,557 | 0.0 | |||||||||||
54,093 | @ | Verisk Analytics, Inc. | 4,158,670 | 0.2 | ||||||||||
17,508 | @ | WABCO Holdings, Inc. | 1,790,368 | 0.1 | ||||||||||
30,911 | Wabtec Corp. | 2,198,390 | 0.1 | |||||||||||
39,629 | Waste Connections, Inc. | 2,231,905 | 0.1 | |||||||||||
8,329 | Watsco, Inc. | 975,576 | 0.1 | |||||||||||
14,201 | @ | Wesco International, Inc. | 620,300 | 0.0 | ||||||||||
20,089 | L | WW Grainger, Inc. | 4,069,831 | 0.2 | ||||||||||
58,028 | Xylem, Inc. | 2,118,022 | 0.1 | |||||||||||
243,150,407 | 12.7 | |||||||||||||
Information Technology: 14.7% | ||||||||||||||
35,769 | @,L | 3D Systems Corp. | 310,833 | 0.0 | ||||||||||
161,436 | Activision Blizzard, Inc. | 6,249,188 | 0.3 | |||||||||||
57,128 | @ | Akamai Technologies, Inc. | 3,006,647 | 0.2 | ||||||||||
19,852 | @ | Alliance Data Systems Corp. | 5,490,468 | 0.3 | ||||||||||
49,469 | Amdocs Ltd. | 2,699,523 | 0.1 | |||||||||||
98,836 | Amphenol Corp. | 5,162,204 | 0.3 | |||||||||||
100,314 | Analog Devices, Inc. | 5,549,370 | 0.3 | |||||||||||
28,722 | @ | Ansys, Inc. | 2,656,785 | 0.1 | ||||||||||
367,651 | Applied Materials, Inc. | 6,864,044 | 0.4 | |||||||||||
10,811 | @,L | Arista Networks, Inc. | 841,528 | 0.0 | ||||||||||
58,309 | @ | ARRIS Group, Inc. | 1,782,506 | 0.1 | ||||||||||
30,613 | Arrow Electronics, Inc. | 1,658,612 | 0.1 | |||||||||||
133,013 | Atmel Corp. | 1,145,242 | 0.1 | |||||||||||
72,835 | @ | Autodesk, Inc. | 4,437,837 | 0.2 | ||||||||||
43,455 | Avnet, Inc. | 1,861,612 | 0.1 | |||||||||||
6,623 | @ | Black Knight Financial Services, Inc. | 218,956 | 0.0 | ||||||||||
32,540 | Booz Allen Hamilton Holding Corp. | 1,003,859 | 0.1 | |||||||||||
38,450 | Broadridge Financial Solutions, Inc. ADR | 2,065,918 | 0.1 | |||||||||||
133,267 | Brocade Communications Systems, Inc. | 1,223,391 | 0.1 | |||||||||||
95,770 | CA, Inc. | 2,735,191 | 0.1 | |||||||||||
93,863 | @ | Cadence Design Systems, Inc. | 1,953,289 | 0.1 | ||||||||||
51,292 | CDK Global, Inc. | 2,434,831 | 0.1 | |||||||||||
42,286 | CDW Corp./DE | 1,777,703 | 0.1 | |||||||||||
51,283 | @ | Citrix Systems, Inc. | 3,879,559 | 0.2 | ||||||||||
27,876 | Cognex Corp. | 941,373 | 0.0 | |||||||||||
33,669 | @ | CommScope Holding Co., Inc. | 871,690 | 0.0 | ||||||||||
44,514 | Computer Sciences Corp. | 1,454,718 | 0.1 | |||||||||||
28,863 | CoreLogic, Inc. | 977,301 | 0.0 | |||||||||||
33,084 | @,L | Cree, Inc. | 882,350 | 0.0 | ||||||||||
44,514 | CSRA, Inc. | 1,335,420 | 0.1 | |||||||||||
105,750 | Cypress Semiconductor Corp. | 1,037,407 | 0.1 | |||||||||||
15,876 | Dolby Laboratories, Inc. | 534,227 | 0.0 | |||||||||||
11,072 | DST Systems, Inc. | 1,262,872 | 0.1 | |||||||||||
14,134 | @ | EchoStar Corp. | 552,781 | 0.0 | ||||||||||
100,655 | @ | Electronic Arts, Inc. | 6,917,012 | 0.4 | ||||||||||
23,071 | F5 Networks, Inc. | 2,236,964 | 0.1 | |||||||||||
13,397 | Factset Research Systems, Inc. | 2,177,950 | 0.1 | |||||||||||
90,691 | Fidelity National Information Services, Inc. | 5,495,875 | 0.3 | |||||||||||
44,136 | @ | FireEye, Inc. | 915,381 | 0.0 | ||||||||||
57,549 | @ | First Data Corp. | 921,935 | 0.0 | ||||||||||
24,085 | @,L | First Solar, Inc. | 1,589,369 | 0.1 | ||||||||||
75,758 | @ | Fiserv, Inc. | 6,928,827 | 0.4 | ||||||||||
13,457 | @,L | Fitbit, Inc. | 398,193 | 0.0 | ||||||||||
29,372 | @ | FleetCor Technologies, Inc. | 4,198,140 | 0.2 | ||||||||||
44,832 | Flir Systems, Inc. | 1,258,434 | 0.1 | |||||||||||
45,691 | Fortinet, Inc. | 1,424,188 | 0.1 | |||||||||||
26,564 | Gartner, Inc. | 2,409,355 | 0.1 | |||||||||||
50,666 | @ | Genpact Ltd. | 1,265,637 | 0.1 | ||||||||||
42,525 | Global Payments, Inc. | 2,743,288 | 0.1 | |||||||||||
7,552 | @,L | GoDaddy, Inc. | 242,117 | 0.0 | ||||||||||
39,542 | Harris Corp. | 3,436,200 | 0.2 | |||||||||||
23,511 | IAC/InterActiveCorp | 1,411,836 | 0.1 | |||||||||||
49,827 | Ingram Micro, Inc. | 1,513,744 | 0.1 | |||||||||||
88,197 | Intuit, Inc. | 8,511,010 | 0.4 | |||||||||||
11,054 | @,L | IPG Photonics Corp. | 985,575 | 0.0 | ||||||||||
61,992 | Jabil Circuit, Inc. | 1,443,794 | 0.1 | |||||||||||
26,222 | Jack Henry & Associates, Inc. | 2,046,889 | 0.1 | |||||||||||
126,324 | Juniper Networks, Inc. | 3,486,542 | 0.2 |
See Accompanying Notes to Financial Statements
66 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
54,070 | @ | Keysight Technologies, Inc. | 1,531,803 | 0.1 | ||||||||||
25,720 | @ | King Digital Entertainment Plc | 459,874 | 0.0 | ||||||||||
51,165 | KLA-Tencor Corp. | 3,548,293 | 0.2 | |||||||||||
50,655 | L | Lam Research Corp. | 4,023,020 | 0.2 | ||||||||||
21,264 | Leidos Holdings, Inc. | 1,196,313 | 0.1 | |||||||||||
21,359 | @ | LendingClub Corp. | 236,017 | 0.0 | ||||||||||
19,677 | Lexmark International, Inc. | 638,519 | 0.0 | |||||||||||
76,615 | Linear Technology Corp. | 3,253,839 | 0.2 | |||||||||||
35,008 | @ | LinkedIn Corp. | 7,879,601 | 0.4 | ||||||||||
14,943 | @ | Lumentum Holdings, Inc. | 329,045 | 0.0 | ||||||||||
144,321 | Marvell Technology Group Ltd. | 1,272,911 | 0.1 | |||||||||||
11,411 | @,L | Match Group, Inc. | 154,619 | 0.0 | ||||||||||
90,863 | @ | Maxim Integrated Products | 3,452,794 | 0.2 | ||||||||||
66,900 | Microchip Technology, Inc. | 3,113,526 | 0.2 | |||||||||||
56,534 | Motorola Solutions, Inc. | 3,869,752 | 0.2 | |||||||||||
35,812 | @ | National Instruments Corp. | 1,027,446 | 0.1 | ||||||||||
54,016 | @ | NCR Corp. | 1,321,231 | 0.1 | ||||||||||
94,350 | NetApp, Inc. | 2,503,106 | 0.1 | |||||||||||
12,728 | @,L | NetSuite, Inc. | 1,077,043 | 0.1 | ||||||||||
80,972 | @ | Nuance Communications, Inc. | 1,610,533 | 0.1 | ||||||||||
172,127 | Nvidia Corp. | 5,673,306 | 0.3 | |||||||||||
136,801 | @ | ON Semiconductor Corp. | 1,340,650 | 0.1 | ||||||||||
23,219 | Palo Alto Networks, Inc. | 4,089,795 | 0.2 | |||||||||||
103,805 | Paychex, Inc. | 5,490,246 | 0.3 | |||||||||||
36,647 | @ | PTC, Inc. | 1,269,086 | 0.1 | ||||||||||
45,221 | @ | Qorvo, Inc. | 2,301,749 | 0.1 | ||||||||||
37,157 | @ | Rackspace Hosting, Inc. | 940,815 | 0.0 | ||||||||||
58,651 | Red Hat, Inc. | 4,856,889 | 0.3 | |||||||||||
36,190 | Sabre Corp. | 1,012,234 | 0.1 | |||||||||||
66,512 | SanDisk Corp. | 5,054,247 | 0.3 | |||||||||||
49,207 | @ | ServiceNow, Inc. | 4,259,358 | 0.2 | ||||||||||
61,140 | Skyworks Solutions, Inc. | 4,697,386 | 0.2 | |||||||||||
19,960 | SolarWinds, Inc. | 1,175,644 | 0.1 | |||||||||||
21,381 | Solera Holdings, Inc. | 1,172,320 | 0.1 | |||||||||||
40,190 | @ | Splunk, Inc. | 2,363,574 | 0.1 | ||||||||||
9,935 | @ | Square, Inc. | 130,049 | 0.0 | ||||||||||
26,079 | SS&C Technologies Holdings, Inc. | 1,780,413 | 0.1 | |||||||||||
87,407 | @,L | SunEdison, Inc. | 444,902 | 0.0 | ||||||||||
17,496 | @,L | SunPower Corp. | 525,055 | 0.0 | ||||||||||
217,791 | Symantec Corp. | 4,573,611 | 0.2 | |||||||||||
49,619 | Synopsys, Inc. | 2,263,123 | 0.1 | |||||||||||
15,795 | @ | Tableau Software, Inc. | 1,488,205 | 0.1 | ||||||||||
42,552 | @ | Teradata Corp. | 1,124,224 | 0.1 | ||||||||||
68,389 | Teradyne, Inc. | 1,413,601 | 0.1 | |||||||||||
52,864 | Total System Services, Inc. | 2,632,627 | 0.1 | |||||||||||
83,230 | @ | Trimble Navigation Ltd. | 1,785,284 | 0.1 | ||||||||||
180,826 | @ | Twitter, Inc. | 4,184,314 | 0.2 | ||||||||||
9,165 | Ultimate Software Group, Inc. | 1,791,849 | 0.1 | |||||||||||
45,977 | Vantiv, Inc. | 2,180,229 | 0.1 | |||||||||||
36,391 | @ | VeriFone Holdings, Inc. | 1,019,676 | 0.1 | ||||||||||
33,097 | @,L | VeriSign, Inc. | 2,891,354 | 0.1 | ||||||||||
74,913 | Viavi Solutions, Inc. | 456,220 | 0.0 | |||||||||||
71,890 | Western Digital Corp. | 4,316,995 | 0.2 | |||||||||||
165,188 | Western Union Co. | 2,958,517 | 0.2 | |||||||||||
12,313 | WEX, Inc. | 1,088,469 | 0.1 | |||||||||||
33,941 | @ | Workday, Inc. | 2,704,419 | 0.1 | ||||||||||
323,906 | Xerox Corp. | 3,443,121 | 0.2 | |||||||||||
82,761 | Xilinx, Inc. | 3,887,284 | 0.2 | |||||||||||
20,699 | @,L | Yelp, Inc. | 596,131 | 0.0 | ||||||||||
16,475 | @ | Zebra Technologies Corp. | 1,147,484 | 0.1 | ||||||||||
14,075 | L | Zillow Group, Inc. - A | 366,513 | 0.0 | ||||||||||
28,215 | @,L | Zillow Group, Inc. - C | 662,488 | 0.0 | ||||||||||
245,108 | @ | Zynga, Inc. | 656,889 | 0.0 | ||||||||||
281,527,120 | 14.7 | |||||||||||||
Materials: 5.2% | ||||||||||||||
21,742 | Airgas, Inc. | 3,007,354 | 0.2 | |||||||||||
35,981 | Albemarle Corp. | 2,015,296 | 0.1 | |||||||||||
418,987 | Alcoa, Inc. | 4,135,402 | 0.2 | |||||||||||
34,942 | Allegheny Technologies, Inc. | 393,098 | 0.0 | |||||||||||
19,958 | Aptargroup, Inc. | 1,449,949 | 0.1 | |||||||||||
20,228 | Ashland, Inc. | 2,077,416 | 0.1 | |||||||||||
29,192 | Avery Dennison Corp. | 1,829,171 | 0.1 | |||||||||||
32,270 | @ | Axalta Coating Systems Ltd. | 859,996 | 0.0 | ||||||||||
44,106 | Ball Corp. | 3,207,829 | 0.2 | |||||||||||
31,176 | Bemis Co., Inc. | 1,393,255 | 0.1 | |||||||||||
20,382 | Cabot Corp. | 833,216 | 0.0 | |||||||||||
49,028 | Celanese Corp. | 3,301,055 | 0.2 | |||||||||||
75,296 | CF Industries Holdings, Inc. | 3,072,830 | 0.2 | |||||||||||
10,800 | Compass Minerals International, Inc. | 812,916 | 0.0 | |||||||||||
44,546 | Crown Holdings, Inc. | 2,258,482 | 0.1 | |||||||||||
20,437 | Domtar Corp. | 755,147 | 0.0 | |||||||||||
16,008 | Eagle Materials, Inc. | 967,363 | 0.1 | |||||||||||
47,562 | Eastman Chemical Co. | 3,210,911 | 0.2 | |||||||||||
42,832 | FMC Corp. | 1,676,016 | 0.1 | |||||||||||
363,490 | Freeport-McMoRan, Inc. | 2,460,827 | 0.1 | |||||||||||
104,846 | Graphic Packaging Holding Co. | 1,345,174 | 0.1 | |||||||||||
65,700 | Huntsman Corp. | 747,009 | 0.0 | |||||||||||
25,879 | International Flavors & Fragrances, Inc. | 3,096,164 | 0.2 | |||||||||||
134,666 | International Paper Co. | 5,076,908 | 0.3 | |||||||||||
21,590 | Martin Marietta Materials, Inc. | 2,948,762 | 0.2 | |||||||||||
111,470 | Mosaic Co. | 3,075,457 | 0.2 | |||||||||||
2,710 | NewMarket Corp. | 1,031,778 | 0.1 | |||||||||||
169,265 | Newmont Mining Corp. | 3,045,077 | 0.2 | |||||||||||
102,104 | Nucor Corp. | 4,114,791 | 0.2 | |||||||||||
51,591 | @ | Owens-Illinois, Inc. | 898,715 | 0.0 | ||||||||||
31,400 | Packaging Corp. of America | 1,979,770 | 0.1 | |||||||||||
42,146 | @ | Platform Specialty Products Corp. | 540,733 | 0.0 | ||||||||||
23,671 | Reliance Steel & Aluminum Co. | 1,370,788 | 0.1 | |||||||||||
20,736 | Royal Gold, Inc. | 756,242 | 0.0 | |||||||||||
42,717 | RPM International, Inc. | 1,882,111 | 0.1 | |||||||||||
14,430 | Scotts Miracle-Gro Co. | 930,879 | 0.0 | |||||||||||
63,164 | Sealed Air Corp. | 2,817,114 | 0.1 | |||||||||||
25,908 | Sherwin-Williams Co. | 6,725,717 | 0.4 | |||||||||||
13,040 | Silgan Holdings, Inc. | 700,509 | 0.0 | |||||||||||
32,159 | Sonoco Products Co. | 1,314,338 | 0.1 | |||||||||||
77,042 | @ | Steel Dynamics, Inc. | 1,376,741 | 0.1 | ||||||||||
51,293 | L | Tahoe Resources, Inc. | 444,710 | 0.0 | ||||||||||
25,995 | Valspar Corp. | 2,156,285 | 0.1 | |||||||||||
42,443 | Vulcan Materials Co. | 4,030,812 | 0.2 |
See Accompanying Notes to Financial Statements
67 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
12,922 | Westlake Chemical Corp. | 701,923 | 0.0 | |||||||||||
83,590 | WestRock Co. | 3,813,376 | 0.2 | |||||||||||
23,335 | WR Grace & Co. | 2,323,933 | 0.1 | |||||||||||
98,963,345 | 5.2 | |||||||||||||
Telecommunication Services: 1.0% | ||||||||||||||
180,365 | CenturyLink, Inc. | 4,537,983 | 0.2 | |||||||||||
374,725 | Frontier Communications Corp. | 1,749,966 | 0.1 | |||||||||||
92,536 | @ | Level 3 Communications, Inc. | 5,030,257 | 0.3 | ||||||||||
41,418 | @ | SBA Communications Corp. | 4,351,789 | 0.2 | ||||||||||
237,635 | @,L | Sprint Corp. | 860,239 | 0.1 | ||||||||||
30,137 | Telephone & Data Systems, Inc. | 780,247 | 0.0 | |||||||||||
4,203 | @ | United States Cellular Corp. | 171,525 | 0.0 | ||||||||||
45,729 | @ | Zayo Group Holdings, Inc. | 1,215,934 | 0.1 | ||||||||||
18,697,940 | 1.0 | |||||||||||||
Utilities: 6.0% | ||||||||||||||
218,339 | AES Corp. | 2,089,504 | 0.1 | |||||||||||
38,460 | AGL Resources, Inc. | 2,454,132 | 0.1 | |||||||||||
36,233 | Alliant Energy Corp. | 2,262,751 | 0.1 | |||||||||||
77,629 | @ | Ameren Corp. | 3,355,902 | 0.2 | ||||||||||
57,577 | American Water Works Co., Inc. | 3,440,226 | 0.2 | |||||||||||
56,652 | Aqua America, Inc. | 1,688,229 | 0.1 | |||||||||||
32,320 | Atmos Energy Corp. | 2,037,453 | 0.1 | |||||||||||
18,362 | Avangrid, Inc. | 705,101 | 0.0 | |||||||||||
118,721 | @ | Calpine Corp. | 1,717,893 | 0.1 | ||||||||||
137,640 | Centerpoint Energy, Inc. | 2,527,070 | 0.1 | |||||||||||
88,558 | CMS Energy Corp. | 3,195,173 | 0.2 | |||||||||||
93,703 | Consolidated Edison, Inc. | 6,022,292 | 0.3 | |||||||||||
57,375 | DTE Energy Co. | 4,600,901 | 0.2 | |||||||||||
104,240 | Edison International | 6,172,050 | 0.3 | |||||||||||
25,105 | Energen Corp. | 1,029,054 | 0.0 | |||||||||||
57,436 | Entergy Corp. | 3,926,325 | 0.2 | |||||||||||
101,628 | Eversource Energy | 5,190,142 | 0.3 | |||||||||||
135,023 | FirstEnergy Corp. | 4,284,280 | 0.2 | |||||||||||
49,363 | Great Plains Energy, Inc. | 1,348,103 | 0.1 | |||||||||||
34,368 | Hawaiian Electric Industries | 994,954 | 0.0 | |||||||||||
49,658 | ITC Holdings Corp. | 1,949,076 | 0.1 | |||||||||||
62,078 | MDU Resources Group, Inc. | 1,137,269 | 0.1 | |||||||||||
26,923 | National Fuel Gas Co. | 1,150,958 | 0.1 | |||||||||||
101,542 | NiSource, Inc. | 1,981,084 | 0.1 | |||||||||||
100,517 | NRG Energy, Inc. | 1,183,085 | 0.1 | |||||||||||
64,034 | OGE Energy Corp. | 1,683,454 | 0.1 | |||||||||||
80,968 | Pepco Holdings, Inc. | 2,105,978 | 0.1 | |||||||||||
35,518 | Pinnacle West Capital Corp. | 2,290,201 | 0.1 | |||||||||||
213,753 | PPL Corp. | 7,295,390 | 0.4 | |||||||||||
161,845 | Public Service Enterprise Group, Inc. | 6,261,783 | 0.3 | |||||||||||
56,218 | @ | Questar Corp. | 1,095,127 | 0.1 | ||||||||||
45,725 | SCANA Corp. | 2,765,905 | 0.1 | |||||||||||
79,211 | Sempra Energy | 7,446,626 | 0.4 | |||||||||||
75,396 | TECO Energy, Inc. | 2,009,303 | 0.1 | |||||||||||
18,508 | L | TerraForm Power, Inc. | 232,831 | 0.0 | ||||||||||
55,351 | @ | UGI Corp. | 1,868,650 | 0.1 | ||||||||||
26,321 | Vectren Corp. | 1,116,537 | 0.1 | |||||||||||
101,003 | WEC Energy Group, Inc. | 5,182,464 | 0.3 | |||||||||||
45,307 | Westar Energy, Inc. | 1,921,470 | 0.1 | |||||||||||
162,181 | @ | Xcel Energy, Inc. | 5,823,920 | 0.3 | ||||||||||
115,542,646 | 6.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,139,670,811) | 1,902,177,085 | 99.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.9% | ||||||||||||||
Securities Lending Collateralcc: 2.9% | ||||||||||||||
10,510,426 | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $10,510,783, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $10,720,635, due 06/09/16-05/20/45) | 10,510,426 | 0.5 | |||||||||||
13,154,383 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $13,154,916, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $13,417,473, due 03/31/21-02/15/44) | 13,154,383 | 0.7 | |||||||||||
13,154,383 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $13,154,830, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $13,417,471, due 04/01/24-04/20/65) | 13,154,383 | 0.7 |
See Accompanying Notes to Financial Statements
68 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
13,154,383 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $13,154,859, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $13,417,471, due 01/15/16-10/20/65) | 13,154,383 | 0.7 | |||||||||||
5,412,761 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $5,413,004, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $5,524,992, due 01/15/17-02/15/42) | 5,412,761 | 0.3 | |||||||||||
55,386,336 | 2.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
19,578,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $19,578,000) | 19,578,000 | 1.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $74,964,336) | 74,964,336 | 3.9 | ||||||||||||
Total Investments in Securities (Cost $1,214,635,147) | $ | 1,977,141,421 | 103.2 | |||||||||||
Liabilities in Excess of Other Assets | (61,207,683 | ) | (3.2 | ) | ||||||||||
Net Assets | $ | 1,915,933,738 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
** | Investment in affiliate |
Cost for federal income tax purposes is $1,223,853,936. |
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 873,003,243 | ||
Gross Unrealized Depreciation | (119,715,758 | ) | ||
Net Unrealized Appreciation | $ | 753,287,485 |
See Accompanying Notes to Financial Statements
69 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.6% | ||||||||||||||
Consumer Discretionary: 13.2% | ||||||||||||||
10,280 | @,L | 2U, Inc. | 287,634 | 0.0 | ||||||||||
28,191 | Abercrombie & Fitch Co. | 761,157 | 0.1 | |||||||||||
9,229 | AMC Entertainment Holdings, Inc. | 221,496 | 0.0 | |||||||||||
32,360 | @ | American Axle & Manufacturing Holdings, Inc. | 612,898 | 0.1 | ||||||||||
82,040 | American Eagle Outfitters | 1,271,620 | 0.2 | |||||||||||
10,661 | @ | American Public Education, Inc. | 198,401 | 0.0 | ||||||||||
5,686 | @ | America's Car-Mart, Inc. | 151,759 | 0.0 | ||||||||||
36,544 | @ | Apollo Group, Inc. - Class A | 280,293 | 0.0 | ||||||||||
7,373 | Arctic Cat, Inc. | 120,770 | 0.0 | |||||||||||
11,666 | @ | Asbury Automotive Group, Inc. | 786,755 | 0.1 | ||||||||||
71,884 | @ | Ascena Retail Group, Inc. | 708,057 | 0.1 | ||||||||||
9,429 | @ | Ascent Capital Group, Inc. | 157,653 | 0.0 | ||||||||||
15,294 | @ | Barnes & Noble Education, Inc. | 152,175 | 0.0 | ||||||||||
20,058 | Barnes & Noble, Inc. | 174,705 | 0.0 | |||||||||||
6,267 | Bassett Furniture Industries, Inc. | 157,176 | 0.0 | |||||||||||
16,844 | @,L | Beazer Homes USA, Inc. | 193,538 | 0.0 | ||||||||||
49,430 | @ | Belmond Ltd | 469,585 | 0.1 | ||||||||||
20,564 | Big Lots, Inc. | 792,537 | 0.1 | |||||||||||
844 | @ | Biglari Holdings, Inc. | 274,992 | 0.0 | ||||||||||
9,958 | @ | BJ's Restaurants, Inc. | 432,874 | 0.1 | ||||||||||
12,091 | @ | Black Diamond, Inc. | 53,442 | 0.0 | ||||||||||
48,415 | @ | Bloomin Brands, Inc. | 817,729 | 0.1 | ||||||||||
6,733 | @ | Blue Nile, Inc. | 249,996 | 0.0 | ||||||||||
11,417 | Bob Evans Farms, Inc. | 443,550 | 0.1 | |||||||||||
5,049 | @ | Boot Barn Holdings, Inc. | 62,052 | 0.0 | ||||||||||
35,216 | @ | Boyd Gaming Corp. | 699,742 | 0.1 | ||||||||||
14,851 | Bright Horizons Family Solutions, Inc. | 992,047 | 0.1 | |||||||||||
12,704 | L | Buckle, Inc. | 391,029 | 0.1 | ||||||||||
7,925 | @ | Buffalo Wild Wings, Inc. | 1,265,226 | 0.2 | ||||||||||
32,244 | @ | Burlington Stores, Inc. | 1,383,268 | 0.2 | ||||||||||
18,368 | @,L | Caesars Acquisition Co. | 125,086 | 0.0 | ||||||||||
22,467 | @,L | Caesars Entertainment Co. | 177,265 | 0.0 | ||||||||||
35,873 | CalAtlantic Group, Inc. | 1,360,304 | 0.2 | |||||||||||
21,458 | Caleres, Inc. | 575,504 | 0.1 | |||||||||||
38,126 | Callaway Golf Co. | 359,147 | 0.1 | |||||||||||
6,849 | Capella Education Co. | 316,561 | 0.1 | |||||||||||
35,898 | @ | Career Education Corp. | 130,310 | 0.0 | ||||||||||
11,781 | @ | Carmike Cinemas, Inc. | 270,256 | 0.0 | ||||||||||
16,580 | @ | Carrols Restaurant Group, Inc. | 194,649 | 0.0 | ||||||||||
14,787 | Cato Corp. | 544,457 | 0.1 | |||||||||||
5,931 | @ | Cavco Industries, Inc. | 494,112 | 0.1 | ||||||||||
39,758 | @,L | Central European Media Enterprises Ltd. | 106,949 | 0.0 | ||||||||||
20,131 | Cheesecake Factory | 928,240 | 0.1 | |||||||||||
53,921 | Chico's FAS, Inc. | 575,337 | 0.1 | |||||||||||
9,345 | Childrens Place Retail Stores, Inc. | 515,844 | 0.1 | |||||||||||
31,483 | @ | Christopher & Banks Corp. | 51,947 | 0.0 | ||||||||||
5,591 | Churchill Downs, Inc. | 791,071 | 0.1 | |||||||||||
7,826 | @ | Chuy's Holdings, Inc. | 245,267 | 0.0 | ||||||||||
10,410 | Citi Trends, Inc. | 221,213 | 0.0 | |||||||||||
16,246 | ClubCorp Holdings, Inc. | 296,814 | 0.0 | |||||||||||
13,419 | Columbia Sportswear Co. | 654,310 | 0.1 | |||||||||||
11,936 | L | Conn's, Inc. | 280,138 | 0.0 | ||||||||||
8,777 | @ | Container Store Group, Inc. | 71,971 | 0.0 | ||||||||||
24,620 | Cooper Tire & Rubber Co. | 931,867 | 0.1 | |||||||||||
6,633 | @ | Cooper-Standard Holding, Inc. | 514,655 | 0.1 | ||||||||||
10,974 | Core-Mark Holding Co., Inc. | 899,210 | 0.1 | |||||||||||
7,751 | @,L | Cracker Barrel Old Country Store | 983,059 | 0.1 | ||||||||||
37,805 | @ | CROCS, Inc. | 387,123 | 0.1 | ||||||||||
6,613 | CSS Industries, Inc. | 187,677 | 0.0 | |||||||||||
58,324 | @ | Cumulus Media, Inc. | 19,253 | 0.0 | ||||||||||
66,461 | Dana Holding Corp. | 917,162 | 0.1 | |||||||||||
8,074 | @ | Dave & Buster's Entertainment, Inc. | 337,009 | 0.1 | ||||||||||
13,541 | @ | Deckers Outdoor Corp. | 639,135 | 0.1 | ||||||||||
12,933 | @ | Del Frisco's Restaurant Group, Inc. | 207,187 | 0.0 | ||||||||||
47,793 | @ | Denny's Corp. | 469,805 | 0.1 | ||||||||||
25,700 | L | DeVry, Inc. | 650,467 | 0.1 | ||||||||||
17,943 | @,L | Diamond Resorts International, Inc. | 457,726 | 0.1 | ||||||||||
7,800 | DineEquity, Inc. | 660,426 | 0.1 | |||||||||||
12,292 | @ | Dorman Products, Inc. | 583,501 | 0.1 | ||||||||||
32,887 | @ | DreamWorks Animation SKG, Inc. | 847,498 | 0.1 | ||||||||||
11,478 | Drew Industries, Inc. | 698,895 | 0.1 | |||||||||||
5,570 | @,L | El Pollo Loco Holdings, Inc. | 70,349 | 0.0 | ||||||||||
15,723 | @ | Eldorado Resorts, Inc. | 172,953 | 0.0 | ||||||||||
18,452 | @ | Entercom Communications Corp. | 207,216 | 0.0 | ||||||||||
27,279 | Entravision Communications Corp. | 210,321 | 0.0 | |||||||||||
12,916 | @,L | Eros International PLC | 118,181 | 0.0 | ||||||||||
11,719 | Ethan Allen Interiors, Inc. | 326,023 | 0.1 | |||||||||||
22,116 | @ | EVINE Live, Inc. | 39,367 | 0.0 | ||||||||||
27,772 | EW Scripps Co. | 527,668 | 0.1 | |||||||||||
37,383 | @ | Express, Inc. | 645,978 | 0.1 | ||||||||||
12,449 | Federal Mogul Corp. | 85,276 | 0.0 | |||||||||||
11,612 | @ | Fiesta Restaurant Group, Inc. | 390,163 | 0.1 | ||||||||||
22,599 | Finish Line, Inc. | 408,590 | 0.1 | |||||||||||
23,988 | @,L | Five Below, Inc. | 770,015 | 0.1 | ||||||||||
20,724 | @ | Francesca's Holdings Corp. | 360,805 | 0.1 | ||||||||||
17,890 | Fred's, Inc. | 292,859 | 0.0 | |||||||||||
11,185 | @ | FTD Cos, Inc. | 292,711 | 0.0 | ||||||||||
11,581 | @ | Genesco, Inc. | 658,148 | 0.1 | ||||||||||
16,094 | @ | Gentherm, Inc. | 762,856 | 0.1 | ||||||||||
17,976 | @ | G-III Apparel Group Ltd. | 795,618 | 0.1 |
See Accompanying Notes to Financial Statements
70 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
21,818 | @ | Grand Canyon Education, Inc. | 875,338 | 0.1 | ||||||||||
29,862 | @ | Gray Television, Inc. | 486,751 | 0.1 | ||||||||||
8,480 | L | Green Brick Partners, Inc. | 61,056 | 0.0 | ||||||||||
9,861 | Group 1 Automotive, Inc. | 746,478 | 0.1 | |||||||||||
22,780 | Guess?, Inc. | 430,086 | 0.1 | |||||||||||
4,210 | @,L | Habit Restaurants, Inc./The | 97,083 | 0.0 | ||||||||||
27,960 | Harte-Hanks, Inc. | 90,590 | 0.0 | |||||||||||
10,711 | Haverty Furniture Cos., Inc. | 229,644 | 0.0 | |||||||||||
12,188 | @ | Helen of Troy Ltd. | 1,148,719 | 0.2 | ||||||||||
13,394 | L | Hibbett Sporting Goods, Inc. | 405,035 | 0.1 | ||||||||||
9,181 | @ | Horizon Global Corp. | 95,207 | 0.0 | ||||||||||
58,691 | @ | Houghton Mifflin Harcourt Co. | 1,278,290 | 0.2 | ||||||||||
62,063 | @,L | Hovnanian Enterprises, Inc. | 112,334 | 0.0 | ||||||||||
14,509 | HSN, Inc. | 735,171 | 0.1 | |||||||||||
22,489 | @,L | Iconix Brand Group, Inc. | 153,600 | 0.0 | ||||||||||
24,838 | @ | Imax Corp. | 882,743 | 0.1 | ||||||||||
9,381 | @ | Installed Building Products, Inc. | 232,930 | 0.0 | ||||||||||
8,199 | International Speedway Corp. | 276,470 | 0.0 | |||||||||||
21,306 | Interval Leisure Group, Inc. | 332,587 | 0.1 | |||||||||||
12,433 | @ | iRobot Corp. | 440,128 | 0.1 | ||||||||||
11,313 | @ | Isle of Capri Casinos, Inc. | 157,590 | 0.0 | ||||||||||
5,783 | @ | J Alexander's Holdings, Inc. | 63,150 | 0.0 | ||||||||||
15,814 | Jack in the Box, Inc. | 1,213,092 | 0.2 | |||||||||||
10,289 | @,L | Jamba, Inc. | 138,799 | 0.0 | ||||||||||
14,754 | Journal Media Group, Inc. | 177,343 | 0.0 | |||||||||||
17,314 | @ | K12, Inc. | 152,363 | 0.0 | ||||||||||
33,478 | KB Home | 412,784 | 0.1 | |||||||||||
7,741 | Kirkland's, Inc. | 112,245 | 0.0 | |||||||||||
30,051 | @ | Krispy Kreme Doughnuts, Inc. | 452,869 | 0.1 | ||||||||||
36,861 | @ | La Quinta Holdings, Inc. | 501,678 | 0.1 | ||||||||||
7,760 | @,L | Lands' End, Inc. | 181,894 | 0.0 | ||||||||||
22,948 | @ | La-Z-Boy, Inc. | 560,390 | 0.1 | ||||||||||
7,805 | @,L | LGI Homes, Inc. | 189,896 | 0.0 | ||||||||||
13,902 | Libbey, Inc. | 296,391 | 0.0 | |||||||||||
32,745 | @ | Liberty TripAdvisor Holdings, Inc. | 993,483 | 0.1 | ||||||||||
38,773 | @ | LifeLock, Inc. | 556,393 | 0.1 | ||||||||||
7,462 | Lifetime Brands, Inc. | 98,946 | 0.0 | |||||||||||
9,540 | Lithia Motors, Inc. | 1,017,632 | 0.1 | |||||||||||
11,761 | @ | Lumber Liquidators Holdings, Inc. | 204,171 | 0.0 | ||||||||||
18,107 | M/I Homes, Inc. | 396,905 | 0.1 | |||||||||||
9,163 | @ | Malibu Boats, Inc. | 149,998 | 0.0 | ||||||||||
13,260 | Marcus Corp. | 251,542 | 0.0 | |||||||||||
12,805 | @ | MarineMax, Inc. | 235,868 | 0.0 | ||||||||||
11,648 | @ | Marriott Vacations Worldwide Corp. | 663,354 | 0.1 | ||||||||||
8,635 | @,L | Mattress Firm Holding Corp. | 385,380 | 0.1 | ||||||||||
15,369 | MDC Holdings, Inc. | 392,371 | 0.1 | |||||||||||
21,949 | MDC Partners, Inc. | 476,732 | 0.1 | |||||||||||
40,202 | @ | Media General, Inc. | 649,262 | 0.1 | ||||||||||
20,464 | @ | Men's Wearhouse, Inc. | 300,412 | 0.0 | ||||||||||
15,165 | Meredith Corp. | 655,886 | 0.1 | |||||||||||
17,353 | @ | Meritage Homes Corp. | 589,828 | 0.1 | ||||||||||
28,035 | @ | Modine Manufacturing Co. | 253,717 | 0.0 | ||||||||||
13,865 | @ | Monro Muffler Brake, Inc. | 918,140 | 0.1 | ||||||||||
13,044 | @ | Morgans Hotel Group Co. | 43,958 | 0.0 | ||||||||||
8,118 | @ | Motorcar Parts of America, Inc. | 274,470 | 0.0 | ||||||||||
6,944 | @ | Movado Group, Inc. | 178,530 | 0.0 | ||||||||||
2,172 | Nacco Industries, Inc. | 91,658 | 0.0 | |||||||||||
29,418 | National CineMedia, Inc. | 462,157 | 0.1 | |||||||||||
15,084 | @ | Nautilus, Inc. | 252,205 | 0.0 | ||||||||||
19,851 | New Media Investment Group, Inc. | 386,300 | 0.1 | |||||||||||
58,940 | New York Times Co. | 790,975 | 0.1 | |||||||||||
14,149 | Nexstar Broadcasting Group, Inc. | 830,546 | 0.1 | |||||||||||
14,064 | @ | Nutri/System, Inc. | 304,345 | 0.0 | ||||||||||
8,352 | L | Outerwall, Inc. | 305,182 | 0.0 | ||||||||||
6,506 | @ | Overstock.com, Inc. | 79,894 | 0.0 | ||||||||||
5,833 | Oxford Industries, Inc. | 372,262 | 0.1 | |||||||||||
13,338 | @ | Papa John's International, Inc. | 745,194 | 0.1 | ||||||||||
5,169 | @ | Party City Holdco, Inc. | 66,732 | 0.0 | ||||||||||
35,419 | @ | Penn National Gaming, Inc. | 567,412 | 0.1 | ||||||||||
26,604 | @ | PEP Boys-Manny Moe & Jack | 489,780 | 0.1 | ||||||||||
20,223 | @ | Performance Sports Group Ltd | 194,748 | 0.0 | ||||||||||
7,258 | Perry Ellis International, Inc. | 133,692 | 0.0 | |||||||||||
42,898 | @ | Pier 1 Imports, Inc. | 218,351 | 0.0 | ||||||||||
26,329 | @ | Pinnacle Entertainment, Inc. | 819,359 | 0.1 | ||||||||||
18,454 | Pool Corp. | 1,490,714 | 0.2 | |||||||||||
11,598 | @ | Popeyes Louisiana Kitchen, Inc. | 678,483 | 0.1 | ||||||||||
12,164 | @ | Potbelly Corp. | 142,440 | 0.0 | ||||||||||
6,522 | Red Robin Gourmet Burgers, Inc. | 402,668 | 0.1 | |||||||||||
24,997 | @ | Regis Corp. | 353,708 | 0.1 | ||||||||||
23,089 | @ | Rent-A-Center, Inc. | 345,642 | 0.1 | ||||||||||
5,382 | @ | Rentrak Corp. | 255,806 | 0.0 | ||||||||||
13,951 | @,L | Restoration Hardware Holdings, Inc. | 1,108,407 | 0.2 | ||||||||||
17,192 | @ | RetailMeNot, Inc. | 170,545 | 0.0 | ||||||||||
31,010 | @ | Ruby Tuesday, Inc. | 170,865 | 0.0 | ||||||||||
25,082 | @ | Ruth's Hospitality Group, Inc. | 399,305 | 0.1 | ||||||||||
12,960 | Scholastic Corp. | 499,738 | 0.1 | |||||||||||
22,670 | @,L | Scientific Games Corp. | 203,350 | 0.0 | ||||||||||
26,647 | SeaWorld Entertainment, Inc. | 524,679 | 0.1 | |||||||||||
23,841 | @ | Select Comfort Corp. | 510,436 | 0.1 | ||||||||||
12,966 | @,L | Sequential Brands Group, Inc. | 102,561 | 0.0 | ||||||||||
17,291 | @ | Shutterfly, Inc. | 770,487 | 0.1 | ||||||||||
8,725 | @,L | Shutterstock, Inc. | 282,167 | 0.0 | ||||||||||
28,295 | Sinclair Broadcast Group, Inc. | 920,719 | 0.1 | |||||||||||
24,656 | Smith & Wesson Holding Corp. | 541,939 | 0.1 | |||||||||||
14,514 | Sonic Automotive, Inc. | 330,339 | 0.1 | |||||||||||
23,780 | Sonic Corp. | 768,332 | 0.1 |
See Accompanying Notes to Financial Statements
71 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
27,221 | Sotheby's | 701,213 | 0.1 | |||||||||||
8,200 | Speedway Motorsports, Inc. | 169,904 | 0.0 | |||||||||||
16,322 | Stage Stores, Inc. | 148,693 | 0.0 | |||||||||||
10,718 | Standard Motor Products, Inc. | 407,820 | 0.1 | |||||||||||
18,726 | Stein Mart, Inc. | 126,026 | 0.0 | |||||||||||
25,350 | @ | Steven Madden Ltd. | 766,077 | 0.1 | ||||||||||
18,282 | @ | Stoneridge, Inc. | 270,574 | 0.0 | ||||||||||
5,766 | @ | Strayer Education, Inc. | 346,652 | 0.1 | ||||||||||
8,710 | Sturm Ruger & Co., Inc. | 519,203 | 0.1 | |||||||||||
11,959 | Superior Industries International | 220,285 | 0.0 | |||||||||||
6,278 | @ | Taylor Morrison Home Corp. | 100,448 | 0.0 | ||||||||||
26,067 | @ | Tenneco, Inc. | 1,196,736 | 0.2 | ||||||||||
30,506 | Texas Roadhouse, Inc. | 1,091,200 | 0.2 | |||||||||||
10,727 | @ | Tile Shop Holdings, Inc. | 175,923 | 0.0 | ||||||||||
46,594 | Time, Inc. | 730,128 | 0.1 | |||||||||||
10,200 | Tower International, Inc. | 291,414 | 0.0 | |||||||||||
44,027 | @ | Travelport Worldwide Ltd. | 567,948 | 0.1 | ||||||||||
71,599 | @ | TRI Pointe Homes, Inc. | 907,159 | 0.1 | ||||||||||
11,297 | Tribune Publishing Co. | 104,158 | 0.0 | |||||||||||
27,294 | @ | Tuesday Morning Corp. | 177,411 | 0.0 | ||||||||||
22,909 | @ | Tumi Holdings, Inc. | 380,977 | 0.1 | ||||||||||
4,315 | Unifi, Inc. | 121,467 | 0.0 | |||||||||||
8,129 | Universal Electronics, Inc. | 417,424 | 0.1 | |||||||||||
15,460 | Vail Resorts, Inc. | 1,978,725 | 0.3 | |||||||||||
10,247 | @,L | Vera Bradley, Inc. | 161,493 | 0.0 | ||||||||||
12,991 | @ | Vitamin Shoppe, Inc. | 424,806 | 0.1 | ||||||||||
8,055 | @,L | Wayfair, Inc. | 383,579 | 0.1 | ||||||||||
8,990 | @,L | Weight Watchers International, Inc. | 204,972 | 0.0 | ||||||||||
3,500 | Weyco Group, Inc. | 93,660 | 0.0 | |||||||||||
8,224 | @ | William Lyon Homes | 135,696 | 0.0 | ||||||||||
14,273 | Winnebago Industries | 284,033 | 0.0 | |||||||||||
46,496 | @ | Wolverine World Wide, Inc. | 776,948 | 0.1 | ||||||||||
13,616 | L | World Wrestling Entertainment, Inc. | 242,909 | 0.0 | ||||||||||
9,138 | @ | Zoe's Kitchen, Inc. | 255,681 | 0.0 | ||||||||||
10,686 | @ | Zumiez, Inc. | 161,572 | 0.0 | ||||||||||
97,912,398 | 13.2 | |||||||||||||
Consumer Staples: 3.4% | ||||||||||||||
13,782 | Andersons, Inc. | 435,925 | 0.1 | |||||||||||
24,901 | B&G Foods, Inc. | 872,033 | 0.1 | |||||||||||
3,955 | @ | Boston Beer Co., Inc. | 798,554 | 0.1 | ||||||||||
29,168 | @ | Boulder Brands, Inc. | 320,265 | 0.0 | ||||||||||
7,675 | Calavo Growers, Inc. | 376,075 | 0.1 | |||||||||||
13,655 | L | Cal-Maine Foods, Inc. | 632,773 | 0.1 | ||||||||||
16,547 | Casey's General Stores, Inc. | 1,993,086 | 0.3 | |||||||||||
22,617 | @ | Central Garden & Pet Co. | 307,591 | 0.0 | ||||||||||
8,340 | @ | Chefs' Warehouse Holdings, Inc. | 139,111 | 0.0 | ||||||||||
2,528 | Coca-Cola Bottling Co. Consolidated | 461,385 | 0.1 | |||||||||||
74,108 | @ | Darling International, Inc. | 779,616 | 0.1 | ||||||||||
36,772 | Dean Foods Co. | 630,640 | 0.1 | |||||||||||
12,807 | @ | Diamond Foods, Inc. | 493,710 | 0.1 | ||||||||||
13,293 | @ | Elizabeth Arden, Inc. | 131,601 | 0.0 | ||||||||||
15,735 | Fresh Del Monte Produce, Inc. | 611,777 | 0.1 | |||||||||||
18,479 | @ | Fresh Market, Inc. | 432,778 | 0.1 | ||||||||||
9,275 | @,L | Freshpet, Inc. | 78,745 | 0.0 | ||||||||||
36,992 | @ | HRG Group, Inc. | 501,612 | 0.1 | ||||||||||
7,388 | Ingles Markets, Inc. | 325,663 | 0.0 | |||||||||||
4,943 | Inter Parfums, Inc. | 117,742 | 0.0 | |||||||||||
7,432 | J&J Snack Foods Corp. | 867,091 | 0.1 | |||||||||||
4,248 | John B Sanfilippo & Son, Inc. | 229,519 | 0.0 | |||||||||||
7,769 | Lancaster Colony Corp. | 897,009 | 0.1 | |||||||||||
7,208 | MGP Ingredients, Inc. | 187,048 | 0.0 | |||||||||||
4,000 | @ | National Beverage Corp. | 181,760 | 0.0 | ||||||||||
3,333 | Natural Health Trends Corp. | 111,756 | 0.0 | |||||||||||
10,042 | @ | Omega Protein Corp. | 222,932 | 0.0 | ||||||||||
26,382 | @ | Post Holdings, Inc. | 1,627,769 | 0.2 | ||||||||||
22,664 | Prestige Brands Holdings, Inc. | 1,166,743 | 0.2 | |||||||||||
8,814 | Pricesmart, Inc. | 731,474 | 0.1 | |||||||||||
9,836 | @,L | Sanderson Farms, Inc. | 762,487 | 0.1 | ||||||||||
129 | @ | Seaboard Corp. | 373,421 | 0.1 | ||||||||||
5,808 | Seneca Foods Corp. | 168,316 | 0.0 | |||||||||||
19,269 | L | Snyders-Lance, Inc. | 660,927 | 0.1 | ||||||||||
20,722 | SpartanNash Co. | 448,424 | 0.1 | |||||||||||
107,286 | @ | SUPERVALU, Inc. | 727,399 | 0.1 | ||||||||||
8,491 | L | Tootsie Roll Industries, Inc. | 268,231 | 0.0 | ||||||||||
18,310 | @ | TreeHouse Foods, Inc. | 1,436,603 | 0.2 | ||||||||||
21,943 | @ | United Natural Foods, Inc. | 863,676 | 0.1 | ||||||||||
10,429 | @ | Universal Corp. | 584,858 | 0.1 | ||||||||||
2,880 | @ | USANA Health Sciences, Inc. | 367,920 | 0.1 | ||||||||||
32,285 | Vector Group Ltd. | 761,603 | 0.1 | |||||||||||
8,094 | WD-40 Co. | 798,473 | 0.1 | |||||||||||
6,398 | Weis Markets, Inc. | 283,431 | 0.0 | |||||||||||
25,169,552 | 3.4 | |||||||||||||
Energy: 2.6% | ||||||||||||||
32,245 | @ | Abraxas Petroleum Corp. | 34,180 | 0.0 | ||||||||||
10,207 | Alon USA Energy, Inc. | 151,472 | 0.0 | |||||||||||
19,800 | Approach Resources, Inc. | 36,432 | 0.0 | |||||||||||
27,869 | Archrock, Inc. | 209,575 | 0.0 | |||||||||||
5,974 | Ardmore Shipping Corp. | 75,989 | 0.0 | |||||||||||
24,438 | Atwood Oceanics, Inc. | 250,001 | 0.0 | |||||||||||
13,112 | @,L | Basic Energy Services, Inc. | 35,140 | 0.0 | ||||||||||
15,494 | @,L | Bill Barrett Corp. | 60,891 | 0.0 | ||||||||||
23,027 | @,L | Bonanza Creek Energy, Inc. | 121,352 | 0.0 | ||||||||||
15,698 | Bristow Group, Inc. | 406,578 | 0.1 | |||||||||||
18,020 | @,L | C&J Energy Services Ltd. | 85,775 | 0.0 | ||||||||||
25,942 | @ | Callon Petroleum Co. | 216,356 | 0.0 | ||||||||||
8,829 | L | CARBO Ceramics, Inc. | 151,859 | 0.0 | ||||||||||
25,053 | Carrizo Oil & Gas, Inc. | 741,068 | 0.1 | |||||||||||
2,030 | @ | Clayton Williams Energy, Inc. | 60,027 | 0.0 | ||||||||||
38,171 | @,L | Clean Energy Fuels Corp. | 137,416 | 0.0 | ||||||||||
26,059 | @,L | Cloud Peak Energy, Inc. | 54,203 | 0.0 | ||||||||||
6,212 | @ | Contango Oil & Gas Co. | 39,819 | 0.0 | ||||||||||
24,728 | Delek US Holdings, Inc. | 608,309 | 0.1 | |||||||||||
40,033 | DHT Holdings, Inc. | 323,867 | 0.1 |
See Accompanying Notes to Financial Statements
72 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
9,978 | @ | Dorian L.P.G Ltd. | 117,441 | 0.0 | ||||||||||
29,828 | @ | Energy Fuels, Inc./Canada | 87,993 | 0.0 | ||||||||||
19,223 | Energy XXI Bermuda Ltd. | 19,415 | 0.0 | |||||||||||
11,657 | @ | Era Group, Inc. | 129,976 | 0.0 | ||||||||||
85,783 | @,L | EXCO Resources, Inc. | 106,371 | 0.0 | ||||||||||
13,934 | @ | Exterran Corp. | 223,641 | 0.0 | ||||||||||
30,156 | @ | Fairmount Santrol Holdings, Inc. | 70,867 | 0.0 | ||||||||||
22,910 | @ | Forum Energy Technologies, Inc. | 285,459 | 0.1 | ||||||||||
102,593 | @,L | Frontline Ltd. | 306,753 | 0.1 | ||||||||||
19,378 | L | GasLog Ltd. | 160,837 | 0.0 | ||||||||||
40,606 | @,L | Gastar Exploration, Inc. | 53,194 | 0.0 | ||||||||||
7,476 | Geospace Technologies Corp. | 105,187 | 0.0 | |||||||||||
17,416 | Green Plains Renewable Energy, Inc. | 398,826 | 0.1 | |||||||||||
16,808 | @,L | Gulfmark Offshore, Inc. | 78,493 | 0.0 | ||||||||||
38,249 | Halcon Resources Corp. | 48,194 | 0.0 | |||||||||||
43,683 | @ | Helix Energy Solutions Group, Inc. | 229,773 | 0.0 | ||||||||||
14,124 | @ | Hornbeck Offshore Services, Inc. | 140,393 | 0.0 | ||||||||||
84,580 | @ | ION Geophysical Corp. | 42,552 | 0.0 | ||||||||||
17,325 | @,L | Jones Energy, Inc. | 66,701 | 0.0 | ||||||||||
32,829 | @ | Matador Resources Co. | 649,029 | 0.1 | ||||||||||
14,524 | @ | Matrix Service Co. | 298,323 | 0.1 | ||||||||||
102,775 | @ | McDermott International, Inc. | 344,296 | 0.1 | ||||||||||
9,898 | @ | Natural Gas Services Group, Inc. | 220,725 | 0.0 | ||||||||||
43,106 | @ | Newpark Resources | 227,600 | 0.0 | ||||||||||
40,373 | L | Nordic American Tankers Ltd. | 627,396 | 0.1 | ||||||||||
26,984 | L | Northern Oil And Gas, Inc. | 104,158 | 0.0 | ||||||||||
60,086 | @,L | Oasis Petroleum, Inc. | 442,834 | 0.1 | ||||||||||
18,048 | @ | Oil States International, Inc. | 491,808 | 0.1 | ||||||||||
15,774 | @ | Pacific Ethanol, Inc. | 75,400 | 0.0 | ||||||||||
9,318 | Panhandle Oil and Gas, Inc. | 150,579 | 0.0 | |||||||||||
7,257 | @ | Par Petroleum Corp. | 170,830 | 0.0 | ||||||||||
63,989 | @ | Parker Drilling Co. | 116,460 | 0.0 | ||||||||||
35,561 | @ | Parsley Energy, Inc. | 656,100 | 0.1 | ||||||||||
16,931 | @ | PDC Energy, Inc. | 903,777 | 0.1 | ||||||||||
8,992 | L | Peabody Energy Corp. | 69,059 | 0.0 | ||||||||||
8,960 | @ | PHI, Inc. | 147,034 | 0.0 | ||||||||||
27,629 | @ | Pioneer Energy Services Corp. | 59,955 | 0.0 | ||||||||||
19,816 | @ | Renewable Energy Group, Inc. | 184,091 | 0.0 | ||||||||||
3,133 | @ | Rex Stores Corp. | 169,401 | 0.0 | ||||||||||
26,730 | @,L | Rex Energy Corp. | 28,067 | 0.0 | ||||||||||
5,407 | @,L | RigNet, Inc. | 111,871 | 0.0 | ||||||||||
14,779 | @ | Ring Energy, Inc. | 104,192 | 0.0 | ||||||||||
28,211 | @ | RSP Permian, Inc. | 688,066 | 0.1 | ||||||||||
25,906 | @,L | Sanchez Energy Corp. | 111,655 | 0.0 | ||||||||||
224,421 | @ | SandRidge Energy, Inc. | 44,884 | 0.0 | ||||||||||
78,515 | Scorpio Tankers, Inc. | 629,690 | 0.1 | |||||||||||
6,983 | @ | SEACOR Holdings, Inc. | 367,026 | 0.1 | ||||||||||
20,271 | SemGroup Corp. - Class A | 585,021 | 0.1 | |||||||||||
31,796 | @ | Seventy Seven Energy, Inc. | 33,386 | 0.0 | ||||||||||
26,027 | L | Ship Finance International Ltd. | 431,267 | 0.1 | ||||||||||
46,323 | @,L | Solazyme, Inc. | 114,881 | 0.0 | ||||||||||
26,980 | @ | Stone Energy Corp. | 115,744 | 0.0 | ||||||||||
44,046 | @ | Synergy Resources Corp. | 375,272 | 0.1 | ||||||||||
40,023 | Teekay Tankers Ltd. | 275,358 | 0.1 | |||||||||||
19,500 | @ | Tesco Corp. | 141,180 | 0.0 | ||||||||||
40,281 | Tetra Technologies, Inc. | 302,913 | 0.1 | |||||||||||
19,016 | Tidewater, Inc. | 132,351 | 0.0 | |||||||||||
70,224 | @ | Ultra Petroleum Corp. | 175,560 | 0.0 | ||||||||||
19,206 | Unit Corp. | 234,313 | 0.0 | |||||||||||
57,060 | @,L | Uranium Energy Corp. | 60,484 | 0.0 | ||||||||||
23,235 | @ | US Silica Holdings, Inc. | 435,192 | 0.1 | ||||||||||
17,040 | @,L | W&T Offshore, Inc. | 39,362 | 0.0 | ||||||||||
30,075 | Western Refining, Inc. | 1,071,272 | 0.2 | |||||||||||
10,563 | @,L | Westmoreland Coal Co. | 62,110 | 0.0 | ||||||||||
19,252,347 | 2.6 | |||||||||||||
Financials: 25.1% | ||||||||||||||
11,543 | 1st Source Corp. | 356,332 | 0.1 | |||||||||||
31,265 | Acadia Realty Trust | 1,036,435 | 0.1 | |||||||||||
22,476 | @ | Actua Corp. | 257,350 | 0.0 | ||||||||||
10,318 | AG Mortgage Investment Trust, Inc. | 132,483 | 0.0 | |||||||||||
10,404 | Agree Realty Corp. | 353,632 | 0.1 | |||||||||||
22,649 | @ | Alexander & Baldwin, Inc. | 799,736 | 0.1 | ||||||||||
1,242 | Alexander's, Inc. | 477,065 | 0.1 | |||||||||||
6,139 | @ | Altisource Portfolio Solutions SA | 170,726 | 0.0 | ||||||||||
26,165 | Altisource Residential Corp. | 324,708 | 0.0 | |||||||||||
19,121 | @ | Ambac Financial Group, Inc. | 269,415 | 0.0 | ||||||||||
18,605 | American Assets Trust, Inc. | 713,502 | 0.1 | |||||||||||
28,162 | American Capital Mortgage Investment Corp. | 393,142 | 0.1 | |||||||||||
34,149 | American Equity Investment Life Holding Co. | 820,600 | 0.1 | |||||||||||
19,358 | American Residential Properties, Inc. | 365,866 | 0.1 | |||||||||||
18,176 | Ameris Bancorp. | 617,802 | 0.1 | |||||||||||
10,547 | Amerisafe, Inc. | 536,842 | 0.1 | |||||||||||
6,567 | Ames National Corp. | 159,512 | 0.0 | |||||||||||
73,947 | Anworth Mortgage Asset Corp. | 321,669 | 0.0 | |||||||||||
19,175 | Apollo Commercial Real Estate Finance, Inc. | 330,385 | 0.0 | |||||||||||
15,453 | Apollo Residential Mortgage, Inc. | 184,663 | 0.0 | |||||||||||
13,540 | Argo Group International Holdings Ltd. | 810,234 | 0.1 | |||||||||||
15,071 | Armada Hoffler Properties, Inc. | 157,944 | 0.0 | |||||||||||
18,301 | ARMOUR Residential REIT, Inc. | 398,230 | 0.1 | |||||||||||
7,082 | Arrow Financial Corp. | 192,418 | 0.0 | |||||||||||
19,295 | Ashford Hospitality Prime, Inc. | 279,777 | 0.0 | |||||||||||
40,411 | Ashford Hospitality Trust, Inc. | 254,993 | 0.0 | |||||||||||
2,864 | @ | Associated Capital Group, Inc. | 87,352 | 0.0 |
See Accompanying Notes to Financial Statements
73 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
42,716 | Astoria Financial Corp. | 677,049 | 0.1 | |||||||||||
9,387 | Banc of California, Inc. | 137,238 | 0.0 | |||||||||||
4,594 | Bancfirst Corp. | 269,300 | 0.0 | |||||||||||
20,576 | @ | Bancorp, Inc. | 131,069 | 0.0 | ||||||||||
42,327 | Bancorpsouth, Inc. | 1,015,425 | 0.1 | |||||||||||
31,711 | Bank Mutual Corp. | 247,346 | 0.0 | |||||||||||
33,275 | Bank of the Ozarks, Inc. | 1,645,781 | 0.2 | |||||||||||
13,389 | BankFinancial Corp. | 169,103 | 0.0 | |||||||||||
12,278 | Banner Corp. | 563,069 | 0.1 | |||||||||||
32,940 | @ | BBCN Bancorp, Inc. | 567,227 | 0.1 | ||||||||||
30,852 | @ | Beneficial Bancorp, Inc. | 410,949 | 0.1 | ||||||||||
13,044 | Berkshire Hills Bancorp., Inc. | 379,711 | 0.1 | |||||||||||
71,133 | BGC Partners, Inc. | 697,815 | 0.1 | |||||||||||
15,660 | @ | Banco Latinoamericano de Comercio Exterior SA | 406,064 | 0.1 | ||||||||||
16,958 | BNC Bancorp | 430,394 | 0.1 | |||||||||||
26,700 | L | BofI Holding, Inc. | 562,035 | 0.1 | ||||||||||
36,314 | Boston Private Financial Holdings, Inc. | 411,801 | 0.1 | |||||||||||
7,161 | OceanFirst Financial Corp. | 143,435 | 0.0 | |||||||||||
46,647 | @ | Brookline Bancorp., Inc. | 536,440 | 0.1 | ||||||||||
10,118 | Bryn Mawr Bank Corp. | 290,589 | 0.0 | |||||||||||
11,689 | Calamos Asset Management, Inc. | 113,150 | 0.0 | |||||||||||
5,119 | Camden National Corp. | 225,697 | 0.0 | |||||||||||
44,556 | Campus Crest Communities, Inc. | 302,981 | 0.0 | |||||||||||
4,255 | Capital Bank Financial Corp. | 136,075 | 0.0 | |||||||||||
59,887 | Capitol Federal Financial, Inc. | 752,181 | 0.1 | |||||||||||
41,864 | Capstead Mortgage Corp. | 365,891 | 0.1 | |||||||||||
20,928 | Cardinal Financial Corp. | 476,112 | 0.1 | |||||||||||
16,806 | CareTrust REIT, Inc. | 184,026 | 0.0 | |||||||||||
11,494 | Cash America International, Inc. | 344,245 | 0.1 | |||||||||||
34,803 | Cathay General Bancorp. | 1,090,378 | 0.2 | |||||||||||
50,290 | Cedar Shopping Centers, Inc. | 356,053 | 0.1 | |||||||||||
29,364 | Centerstate Banks of Florida, Inc. | 459,547 | 0.1 | |||||||||||
1,673 | @ | Central Pacific Financial Corp. | 36,839 | 0.0 | ||||||||||
6,000 | Charter Financial Corp./MD | 79,260 | 0.0 | |||||||||||
18,518 | Chatham Lodging Trust | 379,249 | 0.1 | |||||||||||
18,573 | Chemical Financial Corp. | 636,497 | 0.1 | |||||||||||
27,112 | Chesapeake Lodging Trust | 682,138 | 0.1 | |||||||||||
7,773 | Citizens & Northern Corp. | 163,233 | 0.0 | |||||||||||
27,622 | @,L | Citizens, Inc. | 205,231 | 0.0 | ||||||||||
9,811 | City Holding Co. | 447,774 | 0.1 | |||||||||||
10,460 | CNB Financial Corp. | 188,594 | 0.0 | |||||||||||
83,866 | CNO Financial Group, Inc. | 1,601,002 | 0.2 | |||||||||||
27,010 | CoBiz Financial, Inc. | 362,474 | 0.1 | |||||||||||
9,450 | Cohen & Steers, Inc. | 288,036 | 0.0 | |||||||||||
43,647 | @ | Colony Capital, Inc. | 850,244 | 0.1 | ||||||||||
28,225 | Columbia Banking System, Inc. | 917,595 | 0.1 | |||||||||||
18,904 | Community Bank System, Inc. | 755,026 | 0.1 | |||||||||||
11,102 | Community Trust Bancorp., Inc. | 388,126 | 0.1 | |||||||||||
4,001 | ConnectOne Bancorp, Inc. | 74,779 | 0.0 | |||||||||||
3,121 | Consolidated-Tomoka Land Co. | 164,508 | 0.0 | |||||||||||
12,016 | Coresite Realty Corp. | 681,548 | 0.1 | |||||||||||
91,444 | Cousins Properties, Inc. | 862,317 | 0.1 | |||||||||||
73,589 | @ | Cowen Group, Inc. | 281,846 | 0.0 | ||||||||||
69,452 | CubeSmart | 2,126,620 | 0.3 | |||||||||||
17,532 | @ | Customers Bancorp, Inc. | 477,221 | 0.1 | ||||||||||
47,065 | CVB Financial Corp. | 796,340 | 0.1 | |||||||||||
26,033 | CyrusOne, Inc. | 974,936 | 0.1 | |||||||||||
70,898 | CYS Investments, Inc. | 505,503 | 0.1 | |||||||||||
34,198 | DCT Industrial Trust, Inc. | 1,277,979 | 0.2 | |||||||||||
738 | Diamond Hill Investment Group, Inc. | 139,482 | 0.0 | |||||||||||
86,761 | @ | DiamondRock Hospitality Co. | 837,244 | 0.1 | ||||||||||
19,710 | Dime Community Bancshares | 344,728 | 0.1 | |||||||||||
28,243 | DuPont Fabros Technology, Inc. | 897,845 | 0.1 | |||||||||||
35,550 | L | Dynex Capital, Inc. | 225,742 | 0.0 | ||||||||||
15,052 | @ | Eagle Bancorp, Inc. | 759,674 | 0.1 | ||||||||||
14,661 | EastGroup Properties, Inc. | 815,298 | 0.1 | |||||||||||
20,465 | Education Realty Trust, Inc. | 775,214 | 0.1 | |||||||||||
9,557 | @ | eHealth, Inc. | 95,379 | 0.0 | ||||||||||
18,258 | @ | Employers Holdings, Inc. | 498,443 | 0.1 | ||||||||||
13,049 | L | Encore Capital Group, Inc. | 379,465 | 0.1 | ||||||||||
16,283 | @ | Enova International, Inc. | 107,631 | 0.0 | ||||||||||
4,049 | @ | Enstar Group Ltd. | 607,512 | 0.1 | ||||||||||
11,199 | Enterprise Financial Services Corp. | 317,492 | 0.0 | |||||||||||
17,125 | @ | Envestnet, Inc. | 511,181 | 0.1 | ||||||||||
23,519 | EPR Properties | 1,374,686 | 0.2 | |||||||||||
24,455 | Equity One, Inc. | 663,953 | 0.1 | |||||||||||
22,361 | @ | Essent Group Ltd. | 489,482 | 0.1 | ||||||||||
39,868 | EverBank Financial Corp. | 637,091 | 0.1 | |||||||||||
14,517 | @ | Evercore Partners, Inc. | 784,934 | 0.1 | ||||||||||
25,056 | @ | Ezcorp, Inc. | 125,029 | 0.0 | ||||||||||
6,564 | FBL Financial Group, Inc. | 417,733 | 0.1 | |||||||||||
7,373 | @ | FCB Financial Holdings, Inc. | 263,880 | 0.0 | ||||||||||
7,237 | Federated National Holding Co. | 213,926 | 0.0 | |||||||||||
76,872 | FelCor Lodging Trust, Inc. | 561,166 | 0.1 | |||||||||||
23,972 | L | Financial Engines, Inc. | 807,137 | 0.1 | ||||||||||
44,491 | First American Financial Corp. | 1,597,227 | 0.2 | |||||||||||
49,363 | @ | First BanCorp/Puerto Rico | 160,430 | 0.0 | ||||||||||
15,160 | First Bancorp. | 284,098 | 0.0 | |||||||||||
12,410 | First Busey Corp. | 256,018 | 0.0 | |||||||||||
13,927 | @ | First Cash Financial Services, Inc. | 521,288 | 0.1 | ||||||||||
3,644 | First Citizens BancShares, Inc. | 940,771 | 0.1 |
See Accompanying Notes to Financial Statements
74 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
44,793 | First Commonwealth Financial Corp. | 406,272 | 0.1 | |||||||||||
6,006 | First Defiance Financial Corp. | 226,907 | 0.0 | |||||||||||
33,120 | First Financial Bancorp. | 598,478 | 0.1 | |||||||||||
31,463 | First Financial Bankshares, Inc. | 949,239 | 0.1 | |||||||||||
7,466 | First Financial Corp. | 253,620 | 0.0 | |||||||||||
47,399 | First Industrial Realty Trust, Inc. | 1,048,940 | 0.1 | |||||||||||
2,162 | First Interstate Bancsystem, Inc. | 62,849 | 0.0 | |||||||||||
16,794 | First Merchants Corp. | 426,903 | 0.1 | |||||||||||
40,845 | First Midwest Bancorp., Inc. | 752,773 | 0.1 | |||||||||||
7,200 | @ | First NBC Bank Holding Co. | 269,208 | 0.0 | ||||||||||
40,638 | First Potomac Realty Trust | 463,273 | 0.1 | |||||||||||
68,628 | @ | FirstMerit Corp. | 1,279,912 | 0.2 | ||||||||||
10,082 | @ | Flagstar Bancorp, Inc. | 232,995 | 0.0 | ||||||||||
17,660 | Flushing Financial Corp. | 382,162 | 0.1 | |||||||||||
65,748 | FNB Corp. | 877,078 | 0.1 | |||||||||||
33,487 | FNFV Group | 376,059 | 0.1 | |||||||||||
21,376 | @ | Forestar Real Estate Group, Inc. | 233,853 | 0.0 | ||||||||||
46,564 | Franklin Street Properties Corp. | 481,937 | 0.1 | |||||||||||
64,204 | Fulton Financial Corp. | 835,294 | 0.1 | |||||||||||
14,907 | GAIN Capital Holdings, Inc. | 120,896 | 0.0 | |||||||||||
2,864 | GAMCO Investors, Inc. | 88,899 | 0.0 | |||||||||||
18,431 | Getty Realty Corp. | 316,092 | 0.0 | |||||||||||
34,871 | Glacier Bancorp., Inc. | 925,128 | 0.1 | |||||||||||
12,767 | Gladstone Commercial Corp. | 186,271 | 0.0 | |||||||||||
22,943 | Government Properties Income Trust | 364,105 | 0.1 | |||||||||||
177,538 | Gramercy Property Trust | 1,370,593 | 0.2 | |||||||||||
7,197 | Great Southern Bancorp., Inc. | 325,736 | 0.0 | |||||||||||
11,295 | @ | Great Western Bancorp, Inc. | 327,781 | 0.0 | ||||||||||
19,330 | @ | Green Dot Corp. | 317,399 | 0.0 | ||||||||||
13,381 | Greenhill & Co., Inc. | 382,830 | 0.1 | |||||||||||
14,615 | @ | Greenlight Capital Re Ltd. | 273,447 | 0.0 | ||||||||||
33,983 | Hancock Holding Co. | 855,352 | 0.1 | |||||||||||
18,923 | Hanmi Financial Corp. | 448,854 | 0.1 | |||||||||||
19,042 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 360,275 | 0.1 | |||||||||||
36,584 | Hatteras Financial Corp. | 481,080 | 0.1 | |||||||||||
4,752 | HCI Group, Inc. | 165,607 | 0.0 | |||||||||||
42,974 | Healthcare Realty Trust, Inc. | 1,217,024 | 0.2 | |||||||||||
8,120 | Heartland Financial USA, Inc. | 254,643 | 0.0 | |||||||||||
15,207 | Heritage Financial Corp. | 286,500 | 0.0 | |||||||||||
11,171 | Heritage Insurance Holdings, Inc. | 243,751 | 0.0 | |||||||||||
25,105 | Hersha Hospitality Trust | 546,285 | 0.1 | |||||||||||
18,792 | @ | HFF, Inc. | 583,867 | 0.1 | ||||||||||
36,790 | Highwoods Properties, Inc. | 1,604,044 | 0.2 | |||||||||||
35,337 | @ | Hilltop Holdings, Inc. | 679,177 | 0.1 | ||||||||||
24,675 | Home Bancshares, Inc. | 999,831 | 0.1 | |||||||||||
12,676 | @ | HomeStreet, Inc. | 275,196 | 0.0 | ||||||||||
14,546 | @ | HomeTrust Bancshares Inc. | 294,556 | 0.0 | ||||||||||
21,190 | @ | Horace Mann Educators Corp. | 703,084 | 0.1 | ||||||||||
27,004 | Hudson Pacific Properties, Inc. | 759,893 | 0.1 | |||||||||||
15,285 | Iberiabank Corp. | 841,745 | 0.1 | |||||||||||
3,326 | @,L | Impac Mortgage Holdings, Inc. | 59,868 | 0.0 | ||||||||||
16,070 | Independent Bank Corp./MI | 244,746 | 0.0 | |||||||||||
11,591 | Independent Bank Corp. | 539,213 | 0.1 | |||||||||||
5,944 | Independent Bank Group, Inc. | 190,208 | 0.0 | |||||||||||
6,859 | @ | Infinity Property & Casualty Corp. | 564,016 | 0.1 | ||||||||||
9,569 | Infrareit Inc. | 177,026 | 0.0 | |||||||||||
49,723 | Inland Real Estate Corp. | 528,058 | 0.1 | |||||||||||
25,571 | @ | Insmed Inc. | 464,114 | 0.1 | ||||||||||
26,511 | International Bancshares Corp. | 681,333 | 0.1 | |||||||||||
10,525 | @ | Intl. FCStone, Inc. | 352,166 | 0.1 | ||||||||||
49,067 | Invesco Mortgage Capital, Inc. | 607,940 | 0.1 | |||||||||||
16,995 | Investment Technology Group, Inc. | 289,255 | 0.0 | |||||||||||
138,556 | Investors Bancorp, Inc. | 1,723,637 | 0.2 | |||||||||||
72,872 | Investors Real Estate Trust | 506,460 | 0.1 | |||||||||||
43,554 | @ | iStar Financial, Inc. | 510,888 | 0.1 | ||||||||||
58,278 | Janus Capital Group, Inc. | 821,137 | 0.1 | |||||||||||
18,290 | @ | KCG Holdings, Inc. | 225,150 | 0.0 | ||||||||||
32,410 | Kearny Financial Corp./MD | 410,635 | 0.1 | |||||||||||
17,316 | Kemper Corp. | 645,021 | 0.1 | |||||||||||
37,382 | Kennedy-Wilson Holdings, Inc. | 900,159 | 0.1 | |||||||||||
30,294 | Kite Realty Group Trust | 785,523 | 0.1 | |||||||||||
6,913 | Ladder Capital Corp. | 85,859 | 0.0 | |||||||||||
47,269 | @,L | Ladenburg Thalmann Financial Services, Inc. | 130,462 | 0.0 | ||||||||||
10,394 | Lakeland Financial Corp. | 484,568 | 0.1 | |||||||||||
47,149 | LaSalle Hotel Properties | 1,186,269 | 0.2 | |||||||||||
20,025 | LegacyTexas Financial Group, Inc. | 501,025 | 0.1 | |||||||||||
2,727 | LendingTree, Inc. | 243,467 | 0.0 | |||||||||||
81,443 | Lexington Realty Trust | 651,544 | 0.1 | |||||||||||
15,991 | LTC Properties, Inc. | 689,852 | 0.1 | |||||||||||
34,625 | Mack-Cali Realty Corp. | 808,494 | 0.1 | |||||||||||
26,600 | Maiden Holdings Ltd. | 396,606 | 0.1 | |||||||||||
16,448 | MainSource Financial Group, Inc. | 376,330 | 0.1 | |||||||||||
5,563 | @ | Marcus & Millichap, Inc. | 162,106 | 0.0 | ||||||||||
16,368 | MarketAxess Holdings, Inc. | 1,826,505 | 0.2 | |||||||||||
31,427 | @ | MB Financial, Inc. | 1,017,292 | 0.1 | ||||||||||
53,979 | @ | MBIA, Inc. | 349,784 | 0.1 | ||||||||||
98,809 | @ | Medical Properties Trust, Inc. | 1,137,292 | 0.2 | ||||||||||
3,103 | Merchants Bancshares, Inc. | 97,713 | 0.0 | |||||||||||
14,781 | Meridian Bancorp, Inc. | 208,412 | 0.0 | |||||||||||
139,741 | @ | MGIC Investment Corp. | 1,233,913 | 0.2 | ||||||||||
1,556 | Moelis & Co. | 45,404 | 0.0 |
See Accompanying Notes to Financial Statements
75 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
44,050 | Monmouth Real Estate Investment Corp. | 460,763 | 0.1 | |||||||||||
58,680 | Monogram Residential Trust, Inc. | 572,717 | 0.1 | |||||||||||
18,150 | National Bank Holdings Corp. | 387,865 | 0.1 | |||||||||||
4,911 | L | National Bankshares, Inc. | 174,537 | 0.0 | ||||||||||
15,488 | National General Holdings Corp. | 338,568 | 0.0 | |||||||||||
15,170 | National Health Investors, Inc. | 923,398 | 0.1 | |||||||||||
4,938 | National Interstate Corp. | 131,845 | 0.0 | |||||||||||
57,326 | National Penn Bancshares, Inc. | 706,830 | 0.1 | |||||||||||
1,432 | National Western Life Group, Inc. | 360,778 | 0.1 | |||||||||||
14,619 | @,L | Nationstar Mortgage Holdings, Inc. | 195,456 | 0.0 | ||||||||||
6,500 | @ | Navigators Group, Inc. | 557,635 | 0.1 | ||||||||||
20,225 | NBT Bancorp., Inc. | 563,873 | 0.1 | |||||||||||
10,230 | Nelnet, Inc. | 343,421 | 0.0 | |||||||||||
95,873 | New Residential Investment Corp. | 1,165,816 | 0.2 | |||||||||||
32,161 | New Senior Investment Group, Inc. | 317,107 | 0.0 | |||||||||||
58,806 | New York Mortgage Trust, Inc. | 313,436 | 0.0 | |||||||||||
68,770 | New York REIT, Inc. | 790,855 | 0.1 | |||||||||||
24,604 | NewBridge Bancorp | 299,677 | 0.0 | |||||||||||
14,867 | @ | NewStar Financial, Inc. | 133,506 | 0.0 | ||||||||||
26,536 | @ | NMI Holdings, Inc. | 179,649 | 0.0 | ||||||||||
32,005 | Northfield Bancorp, Inc./NJ | 509,520 | 0.1 | |||||||||||
48,252 | Northwest Bancshares, Inc. | 646,094 | 0.1 | |||||||||||
46,402 | @,L | Ocwen Financial Corp. | 323,422 | 0.0 | ||||||||||
19,930 | @ | OFG Bancorp | 145,888 | 0.0 | ||||||||||
50,337 | Old National Bancorp. | 682,570 | 0.1 | |||||||||||
22,680 | @ | Old Second Bancorp, Inc. | 177,811 | 0.0 | ||||||||||
13,358 | @ | OM Asset Management Plc | 204,778 | 0.0 | ||||||||||
9,007 | One Liberty Properties, Inc. | 193,290 | 0.0 | |||||||||||
30,386 | Oritani Financial Corp. | 501,369 | 0.1 | |||||||||||
7,560 | Federal Agricultural Mortgage Corp. | 238,669 | 0.0 | |||||||||||
6,577 | L | Park National Corp. | 595,087 | 0.1 | ||||||||||
28,732 | Park Sterling Corp. | 210,318 | 0.0 | |||||||||||
29,674 | Parkway Properties, Inc. | 463,805 | 0.1 | |||||||||||
30,487 | Pebblebrook Hotel Trust | 854,246 | 0.1 | |||||||||||
33,518 | Pennsylvania Real Estate Investment Trust | 733,039 | 0.1 | |||||||||||
9,048 | @ | PennyMac Financial Services, Inc. | 138,977 | 0.0 | ||||||||||
31,262 | Pennymac Mortgage Investment Trust | 477,058 | 0.1 | |||||||||||
11,671 | Peoples Bancorp., Inc. | 219,882 | 0.0 | |||||||||||
5,095 | Peoples Financial Services Corp. | 194,018 | 0.0 | |||||||||||
24,023 | @ | PHH Corp. | 389,173 | 0.1 | ||||||||||
37,451 | Physicians Realty Trust | 631,424 | 0.1 | |||||||||||
17,548 | @ | Pico Holdings, Inc. | 181,095 | 0.0 | ||||||||||
18,090 | Pinnacle Financial Partners, Inc. | 929,102 | 0.1 | |||||||||||
8,728 | @ | Piper Jaffray Cos. | 352,611 | 0.1 | ||||||||||
20,995 | Potlatch Corp. | 634,889 | 0.1 | |||||||||||
20,822 | PRA Group, Inc. | 722,315 | 0.1 | |||||||||||
8,667 | Preferred Apartment Communities, Inc. | 113,364 | 0.0 | |||||||||||
22,568 | Primerica, Inc. | 1,065,887 | 0.1 | |||||||||||
31,736 | PrivateBancorp, Inc. | 1,301,811 | 0.2 | |||||||||||
29,490 | Prosperity Bancshares, Inc. | 1,411,391 | 0.2 | |||||||||||
34,114 | Provident Financial Services, Inc. | 687,397 | 0.1 | |||||||||||
8,989 | PS Business Parks, Inc. | 785,908 | 0.1 | |||||||||||
10,823 | QTS Realty Trust, Inc. | 488,226 | 0.1 | |||||||||||
77,509 | @ | Radian Group, Inc. | 1,037,845 | 0.1 | ||||||||||
56,111 | RAIT Financial Trust | 151,500 | 0.0 | |||||||||||
28,600 | Ramco-Gershenson Properties | 475,046 | 0.1 | |||||||||||
4,765 | RE/MAX Holdings, Inc. | 177,734 | 0.0 | |||||||||||
41,196 | Redwood Trust, Inc. | 543,787 | 0.1 | |||||||||||
17,696 | Renasant Corp. | 608,919 | 0.1 | |||||||||||
20,642 | Resource Capital Corp. | 263,392 | 0.0 | |||||||||||
42,119 | Retail Opportunity Investments | 753,930 | 0.1 | |||||||||||
20,238 | Rexford Industrial Realty, Inc. | 331,094 | 0.0 | |||||||||||
18,984 | RLI Corp. | 1,172,262 | 0.2 | |||||||||||
54,969 | RLJ Lodging Trust | 1,188,979 | 0.2 | |||||||||||
610 | @ | RMR Group, Inc./The | 8,790 | 0.0 | ||||||||||
18,386 | Rouse Properties, Inc. | 267,700 | 0.0 | |||||||||||
19,399 | Ryman Hospitality Properties | 1,001,764 | 0.1 | |||||||||||
15,760 | S&T Bancorp, Inc. | 485,723 | 0.1 | |||||||||||
27,224 | Sabra Healthcare REIT, Inc. | 550,742 | 0.1 | |||||||||||
14,814 | @ | Safeguard Scientifics, Inc. | 214,951 | 0.0 | ||||||||||
7,990 | Safety Insurance Group, Inc. | 450,476 | 0.1 | |||||||||||
16,610 | Sandy Spring Bancorp, Inc. | 447,806 | 0.1 | |||||||||||
597 | Saul Centers, Inc. | 30,608 | 0.0 | |||||||||||
20,516 | Select Income REIT | 406,627 | 0.1 | |||||||||||
26,508 | @ | Selective Insurance Group | 890,139 | 0.1 | ||||||||||
6,196 | ServisFirst Bancshares, Inc. | 294,496 | 0.0 | |||||||||||
21,795 | Silver Bay Realty Trust Corp. | 341,310 | 0.0 | |||||||||||
11,510 | Simmons First National Corp. | 591,154 | 0.1 | |||||||||||
11,713 | South State Corp. | 842,750 | 0.1 | |||||||||||
15,590 | Southside Bancshares, Inc. | 374,472 | 0.1 | |||||||||||
13,764 | Southwest Bancorp., Inc. | 240,595 | 0.0 | |||||||||||
14,321 | Sovran Self Storage, Inc. | 1,536,786 | 0.2 | |||||||||||
23,683 | @,L | St. Joe Co. | 438,372 | 0.1 | ||||||||||
27,319 | STAG Industrial, Inc. | 504,036 | 0.1 | |||||||||||
17,195 | Starwood Waypoint Residential Trust | 389,295 | 0.1 | |||||||||||
7,443 | State Auto Financial Corp. | 153,251 | 0.0 | |||||||||||
22,930 | State Bank Financial Corp. | 482,218 | 0.1 | |||||||||||
52,515 | Sterling Bancorp/DE | 851,793 | 0.1 | |||||||||||
11,844 | Stewart Information Services Corp. | 442,137 | 0.1 |
See Accompanying Notes to Financial Statements
76 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
29,275 | @ | Stifel Financial Corp. | 1,240,089 | 0.2 | ||||||||||
10,540 | Stock Yards Bancorp, Inc. | 398,307 | 0.1 | |||||||||||
13,388 | Store Capital Corp. | 310,602 | 0.0 | |||||||||||
44,838 | @ | Summit Hotel Properties, Inc. | 535,814 | 0.1 | ||||||||||
20,018 | Sun Communities, Inc. | 1,371,834 | 0.2 | |||||||||||
90,335 | Sunstone Hotel Investors, Inc. | 1,128,284 | 0.2 | |||||||||||
33,277 | Symetra Financial Corp. | 1,057,210 | 0.1 | |||||||||||
13,400 | @ | Talmer Bancorp, Inc. | 242,674 | 0.0 | ||||||||||
8,290 | @ | Tejon Ranch Co. | 158,753 | 0.0 | ||||||||||
24,537 | @ | Terreno Realty Corp. | 555,027 | 0.1 | ||||||||||
5,779 | Territorial Bancorp, Inc. | 160,309 | 0.0 | |||||||||||
18,857 | @ | Texas Capital Bancshares, Inc. | 931,913 | 0.1 | ||||||||||
32,142 | The Geo Group, Inc. | 929,225 | 0.1 | |||||||||||
26,791 | @,L | Third Point Reinsurance Ltd. | 359,267 | 0.1 | ||||||||||
19,726 | L | Tiptree Financial, Inc. | 121,118 | 0.0 | ||||||||||
9,763 | Tompkins Financial Corp. | 548,290 | 0.1 | |||||||||||
17,056 | TowneBank | 355,959 | 0.1 | |||||||||||
10,390 | Trico Bancshares | 285,102 | 0.0 | |||||||||||
50,250 | @ | Trustco Bank Corp. | 308,535 | 0.0 | ||||||||||
28,299 | Trustmark Corp. | 652,009 | 0.1 | |||||||||||
18,084 | UMB Financial Corp. | 841,810 | 0.1 | |||||||||||
13,350 | UMH Properties, Inc. | 135,102 | 0.0 | |||||||||||
87,552 | Umpqua Holdings Corp. | 1,392,077 | 0.2 | |||||||||||
22,101 | Union Bankshares Corp. | 557,829 | 0.1 | |||||||||||
27,989 | L | United Bankshares, Inc. | 1,035,313 | 0.1 | ||||||||||
22,872 | United Community Banks, Inc./GA | 445,775 | 0.1 | |||||||||||
29,250 | United Community Financial Corp. | 172,575 | 0.0 | |||||||||||
10,894 | L | United Development Funding IV | 119,834 | 0.0 | ||||||||||
34,216 | United Financial Bancorp, Inc. | 440,702 | 0.1 | |||||||||||
11,945 | United Fire Group, Inc. | 457,613 | 0.1 | |||||||||||
9,137 | United Insurance Holdings Corp. | 156,243 | 0.0 | |||||||||||
9,156 | Universal Health Realty Income Trust | 457,892 | 0.1 | |||||||||||
14,067 | @ | Universal Insurance Holdings, Inc. | 326,073 | 0.0 | ||||||||||
14,960 | Univest Corp. of Pennsylvania | 312,066 | 0.0 | |||||||||||
33,950 | Urban Edge Properties | 796,127 | 0.1 | |||||||||||
14,040 | Urstadt Biddle Properties, Inc. | 270,130 | 0.0 | |||||||||||
87,025 | Valley National Bancorp. | 857,196 | 0.1 | |||||||||||
3,302 | Virtus Investment Partners, Inc. | 387,853 | 0.1 | |||||||||||
11,260 | Walker & Dunlop, Inc. | 324,401 | 0.0 | |||||||||||
18,018 | @,L | Walter Investment Management Corp. | 256,216 | 0.0 | ||||||||||
39,170 | Washington Federal, Inc. | 933,421 | 0.1 | |||||||||||
30,775 | Washington Real Estate Investment Trust | 832,771 | 0.1 | |||||||||||
10,416 | Washington Trust Bancorp, Inc. | 411,640 | 0.1 | |||||||||||
21,149 | Waterstone Financial, Inc. | 298,201 | 0.0 | |||||||||||
38,242 | Webster Financial Corp. | 1,422,220 | 0.2 | |||||||||||
20,494 | WesBanco, Inc. | 615,230 | 0.1 | |||||||||||
13,518 | Westamerica Bancorp. | 631,966 | 0.1 | |||||||||||
36,865 | @ | Western Alliance Bancorp. | 1,321,979 | 0.2 | ||||||||||
17,344 | Western Asset Mortgage Capital Corp. | 177,256 | 0.0 | |||||||||||
5,243 | Westwood Holdings Group, Inc. | 273,108 | 0.0 | |||||||||||
16,101 | Whitestone REIT | 193,373 | 0.0 | |||||||||||
45,617 | Wilshire Bancorp., Inc. | 526,876 | 0.1 | |||||||||||
18,624 | Wintrust Financial Corp. | 903,636 | 0.1 | |||||||||||
49,332 | WisdomTree Investments, Inc. | 773,526 | 0.1 | |||||||||||
3,219 | L | World Acceptance Corp. | 119,425 | 0.0 | ||||||||||
16,776 | WSFS Financial Corp. | 542,871 | 0.1 | |||||||||||
42,982 | Xenia Hotels & Resorts, Inc. | 658,914 | 0.1 | |||||||||||
14,358 | Yadkin Financial Corporation | 361,391 | 0.1 | |||||||||||
185,989,823 | 25.1 | |||||||||||||
Health Care: 15.8% | ||||||||||||||
3,501 | @,L | AAC Holdings, Inc. | 66,729 | 0.0 | ||||||||||
10,454 | Abaxism, Inc. | 582,079 | 0.1 | |||||||||||
17,981 | @ | Abiomed, Inc. | 1,623,325 | 0.2 | ||||||||||
34,014 | @ | Acadia Pharmaceuticals, Inc. | 1,212,599 | 0.2 | ||||||||||
9,178 | @ | Accelerate Diagnostics, Inc. | 197,235 | 0.0 | ||||||||||
9,998 | @ | Acceleron Pharma, Inc. | 487,502 | 0.1 | ||||||||||
38,111 | @ | Accuray, Inc. | 257,249 | 0.0 | ||||||||||
49,089 | @,L | Achillion Pharmaceuticals, Inc. | 529,670 | 0.1 | ||||||||||
20,702 | Acorda Therapeutics, Inc. | 885,632 | 0.1 | |||||||||||
4,732 | @ | Adamas Pharmaceuticals, Inc. | 134,010 | 0.0 | ||||||||||
2,532 | @,L | Adeptus Health, Inc. | 138,045 | 0.0 | ||||||||||
2,000 | @,L | Aduro Biotech, Inc. | 56,280 | 0.0 | ||||||||||
11,773 | @,L | Advaxis, Inc. | 118,436 | 0.0 | ||||||||||
12,629 | @,L | Aegerion Pharmaceuticals, Inc. | 127,553 | 0.0 | ||||||||||
7,798 | @ | Aerie Pharmaceuticals, Inc. | 189,881 | 0.0 | ||||||||||
7,461 | @,L | Affimed NV | 53,122 | 0.0 | ||||||||||
37,210 | @ | Affymetrix, Inc. | 375,449 | 0.1 | ||||||||||
34,474 | @ | Agenus, Inc. | 156,512 | 0.0 | ||||||||||
18,078 | Air Methods Corp. | 758,011 | 0.1 | |||||||||||
12,691 | @ | Akebia Therapeutics, Inc. | 163,968 | 0.0 | ||||||||||
12,251 | @ | Albany Molecular Research, Inc. | 243,182 | 0.0 | ||||||||||
10,499 | @ | Alder Biopharmaceuticals, Inc. | 346,782 | 0.1 | ||||||||||
3,834 | Almost Family, Inc. | 146,574 | 0.0 | |||||||||||
14,792 | @,L | AMAG Pharmaceuticals, Inc. | 446,570 | 0.1 | ||||||||||
13,210 | @ | Amedisys, Inc. | 519,417 | 0.1 | ||||||||||
46,811 | @,L | Amicus Therapeutics, Inc. | 454,067 | 0.1 | ||||||||||
21,981 | @ | AMN Healthcare Services, Inc. | 682,510 | 0.1 | ||||||||||
14,440 | @ | Amphastar Pharmaceuticals, Inc. | 205,481 | 0.0 | ||||||||||
23,189 | @ | Amsurg Corp. | 1,762,364 | 0.2 | ||||||||||
17,717 | @ | Anacor Pharmaceuticals, Inc. | 2,001,489 | 0.3 | ||||||||||
5,804 | @ | Analogic Corp. | 479,410 | 0.1 |
See Accompanying Notes to Financial Statements
77 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
13,527 | @ | Angiodynamics, Inc. | 164,218 | 0.0 | ||||||||||
3,556 | @,L | ANI Pharmaceuticals, Inc. | 160,464 | 0.0 | ||||||||||
7,232 | @ | Anika Therapeutics, Inc. | 275,973 | 0.0 | ||||||||||
93,600 | @,L | Antares Pharma, Inc. | 113,256 | 0.0 | ||||||||||
19,647 | @ | Anthera Pharmaceuticals, Inc. | 91,162 | 0.0 | ||||||||||
15,920 | @ | Aratana Therapeutics, Inc. | 88,834 | 0.0 | ||||||||||
6,203 | @ | Ardelyx, Inc. | 112,398 | 0.0 | ||||||||||
112,702 | @,L | Arena Pharmaceuticals, Inc. | 214,134 | 0.0 | ||||||||||
74,396 | @,L | Ariad Pharmaceuticals, Inc. | 464,975 | 0.1 | ||||||||||
63,079 | @ | Array Biopharma, Inc. | 266,193 | 0.0 | ||||||||||
22,656 | @,L | Arrowhead Research Corp. | 139,334 | 0.0 | ||||||||||
8,434 | @,L | Assembly Biosciences, Inc. | 63,339 | 0.0 | ||||||||||
7,035 | @ | Atara Biotherapeutics, Inc. | 185,794 | 0.0 | ||||||||||
15,908 | @ | AtriCure, Inc. | 356,976 | 0.1 | ||||||||||
685 | Atrion Corp. | 261,122 | 0.0 | |||||||||||
9,441 | @ | Avalanche Biotechnologies, Inc. | 89,878 | 0.0 | ||||||||||
3,660 | @ | Axovant Sciences Ltd. | 65,990 | 0.0 | ||||||||||
44,615 | @,L | BioScrip, Inc. | 78,076 | 0.0 | ||||||||||
34,148 | @,L | BioCryst Pharmaceuticals, Inc. | 352,407 | 0.1 | ||||||||||
22,707 | @,L | BioDelivery Sciences International, Inc. | 108,767 | 0.0 | ||||||||||
12,467 | @ | BioTelemetry, Inc. | 145,615 | 0.0 | ||||||||||
13,741 | @ | Cambrex Corp. | 647,064 | 0.1 | ||||||||||
15,610 | @ | Cantel Medical Corp. | 970,005 | 0.1 | ||||||||||
18,602 | @ | Capital Senior Living Corp. | 388,038 | 0.1 | ||||||||||
6,330 | @ | Cara Therapeutics, Inc. | 106,724 | 0.0 | ||||||||||
15,613 | @ | Cardiovascular Systems, Inc. | 236,069 | 0.0 | ||||||||||
16,739 | @,L | Castlight Health, Inc. | 71,476 | 0.0 | ||||||||||
33,168 | @ | Catalent, Inc. | 830,195 | 0.1 | ||||||||||
42,497 | @ | Catalyst Pharmaceuticals, Inc. | 104,118 | 0.0 | ||||||||||
43,036 | @,L | Celldex Therapeutics, Inc. | 674,804 | 0.1 | ||||||||||
5,721 | @ | Cellular Biomedicine Group, Inc. | 122,944 | 0.0 | ||||||||||
13,947 | L | Cempra, Inc. | 434,170 | 0.1 | ||||||||||
31,280 | @ | Cepheid, Inc. | 1,142,658 | 0.2 | ||||||||||
48,063 | @,L | Cerus Corp. | 303,758 | 0.1 | ||||||||||
7,149 | Chemed Corp. | 1,070,920 | 0.2 | |||||||||||
13,019 | @ | ChemoCentryx, Inc. | 105,454 | 0.0 | ||||||||||
18,987 | @ | Chimerix, Inc. | 169,934 | 0.0 | ||||||||||
12,980 | @ | Clinical Data, Inc. | – | – | ||||||||||
12,006 | @,L | Clovis Oncology, Inc. | 420,210 | 0.1 | ||||||||||
9,128 | @,L | Coherus Biosciences, Inc. | 209,579 | 0.0 | ||||||||||
5,678 | L | Computer Programs & Systems, Inc. | 282,480 | 0.1 | ||||||||||
7,989 | @ | Concert Pharmaceuticals, Inc. | 151,551 | 0.0 | ||||||||||
12,518 | Conmed Corp. | 551,418 | 0.1 | |||||||||||
28,453 | @,L | Corcept Therapeutics, Inc. | 141,696 | 0.0 | ||||||||||
7,700 | @ | Corium International, Inc. | 62,524 | 0.0 | ||||||||||
22,161 | @,L | CorMedix, Inc. | 44,987 | 0.0 | ||||||||||
5,629 | @ | Corvel Corp. | 247,226 | 0.0 | ||||||||||
15,683 | @ | Cross Country Healthcare, Inc. | 257,044 | 0.0 | ||||||||||
17,072 | CryoLife, Inc. | 184,036 | 0.0 | |||||||||||
101,260 | @,L | CTI BioPharma Corp. | 124,550 | 0.0 | ||||||||||
55,931 | @ | Curis, Inc. | 162,759 | 0.0 | ||||||||||
11,521 | @ | Cynosure, Inc. | 514,643 | 0.1 | ||||||||||
18,419 | @,L | Cytokinetics Inc | 192,663 | 0.0 | ||||||||||
35,261 | @,L | CytRx Corp. | 93,442 | 0.0 | ||||||||||
26,705 | Depomed, Inc. | 484,162 | 0.1 | |||||||||||
6,685 | @ | Dermira, Inc. | 231,368 | 0.0 | ||||||||||
8,872 | @ | Dicerna Pharmaceuticals, Inc. | 105,311 | 0.0 | ||||||||||
15,595 | @ | Diplomat Pharmacy, Inc. | 533,661 | 0.1 | ||||||||||
67,432 | @ | Durect Corp. | 149,025 | 0.0 | ||||||||||
64,411 | @ | Dyax, Corp. | 2,423,142 | 0.3 | ||||||||||
15,026 | @ | Dynavax Technologies Corp. | 363,028 | 0.1 | ||||||||||
3,568 | @ | Eagle Pharmaceuticals, Inc./DE | 316,375 | 0.1 | ||||||||||
15,162 | Emergent Biosolutions, Inc. | 606,632 | 0.1 | |||||||||||
7,373 | @ | Enanta Pharmaceuticals, Inc. | 243,456 | 0.0 | ||||||||||
23,200 | @,L | Endocyte, Inc. | 93,032 | 0.0 | ||||||||||
31,729 | @ | Endologix, Inc. | 314,117 | 0.1 | ||||||||||
21,922 | Ensign Group, Inc. | 496,095 | 0.1 | |||||||||||
13,531 | @,L | Epizyme, Inc. | 216,767 | 0.0 | ||||||||||
6,342 | Esperion Therapeutics, Inc. | 141,173 | 0.0 | |||||||||||
41,805 | @,L | Exact Sciences Corp. | 385,860 | 0.1 | ||||||||||
7,368 | @ | Exactech, Inc. | 133,729 | 0.0 | ||||||||||
17,802 | @ | ExamWorks Group, Inc. | 473,533 | 0.1 | ||||||||||
97,358 | @,L | Exelixis, Inc. | 549,099 | 0.1 | ||||||||||
20,691 | @ | FibroGen, Inc. | 630,455 | 0.1 | ||||||||||
9,662 | @ | FivePrime Therapeutics, Inc. | 400,973 | 0.1 | ||||||||||
7,408 | @ | Flexion Therapeutics, Inc. | 142,752 | 0.0 | ||||||||||
15,882 | @ | Fluidigm Corp. | 171,684 | 0.0 | ||||||||||
11,000 | @ | Foamix Pharmaceuticals Ltd. | 89,210 | 0.0 | ||||||||||
4,667 | @,L | Foundation Medicine, Inc. | 98,287 | 0.0 | ||||||||||
5,252 | @ | Furiex Pharmaceuticals, Inc. - CVR | – | – | ||||||||||
72,730 | @,L | Galena Biopharma, Inc. | 106,913 | 0.0 | ||||||||||
22,809 | @ | GenMark Diagnostics, Inc. | 176,998 | 0.0 | ||||||||||
10,254 | @ | Genocea Biosciences, Inc. | 54,039 | 0.0 | ||||||||||
7,278 | @,L | Genomic Health, Inc. | 256,186 | 0.0 | ||||||||||
70,915 | @,L | Geron Corp. | 343,229 | 0.1 | ||||||||||
25,706 | @ | Globus Medical Inc | 715,141 | 0.1 | ||||||||||
11,724 | Greatbatch, Inc. | 615,510 | 0.1 | |||||||||||
22,321 | @ | Haemonetics Corp. | 719,629 | 0.1 | ||||||||||
47,571 | Halozyme Therapeutics, Inc. | 824,405 | 0.1 | |||||||||||
17,831 | @ | Halyard Health, Inc. | 595,734 | 0.1 | ||||||||||
17,968 | @ | Hanger Orthopedic Group, Inc. | 295,574 | 0.1 | ||||||||||
15,223 | @ | HealthEquity, Inc. | 381,641 | 0.1 | ||||||||||
38,828 | Healthsouth Corp. | 1,351,603 | 0.2 | |||||||||||
11,193 | @ | HealthStream, Inc. | 246,246 | 0.0 | ||||||||||
18,240 | @ | Healthways, Inc. | 234,749 | 0.0 | ||||||||||
7,296 | @ | HeartWare International, Inc. | 367,718 | 0.1 |
See Accompanying Notes to Financial Statements
78 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
13,211 | @,L | Heron Therapeutics, Inc. | 352,734 | 0.1 | ||||||||||
2,727 | @ | Heska Corp. | 105,480 | 0.0 | ||||||||||
40,388 | @ | HMS Holdings Corp. | 498,388 | 0.1 | ||||||||||
5,705 | @ | ICU Medical, Inc. | 643,410 | 0.1 | ||||||||||
38,826 | @,L | Idera Pharmaceuticals, Inc. | 119,972 | 0.0 | ||||||||||
9,907 | @,L | Ignyta, Inc. | 132,754 | 0.0 | ||||||||||
5,834 | @ | Immune Design Corp. | 117,147 | 0.0 | ||||||||||
40,961 | @,L | Immunogen, Inc. | 555,841 | 0.1 | ||||||||||
61,662 | @,L | Immunomedics, Inc. | 189,302 | 0.0 | ||||||||||
31,448 | Impax Laboratories, Inc. | 1,344,716 | 0.2 | |||||||||||
5,233 | @ | INC Research Holdings, Inc. | 253,853 | 0.0 | ||||||||||
24,497 | @,L | Infinity Pharmaceuticals, Inc. | 192,301 | 0.0 | ||||||||||
6,693 | @ | Inogen, Inc. | 268,322 | 0.0 | ||||||||||
27,603 | @,L | Inovio Pharmaceuticals, Inc. | 185,492 | 0.0 | ||||||||||
25,110 | @ | Insulet Corp. | 949,409 | 0.1 | ||||||||||
9,732 | L | Insys Therapeutics, Inc. | 278,627 | 0.0 | ||||||||||
11,205 | Integra LifeSciences Holdings Corp. | 759,475 | 0.1 | |||||||||||
7,029 | @ | Intersect ENT, Inc. | 158,152 | 0.0 | ||||||||||
9,749 | @ | Intra-Cellular Therapies, Inc. | 524,399 | 0.1 | ||||||||||
15,623 | Invacare Corp. | 271,684 | 0.0 | |||||||||||
14,550 | L | InVivo Therapeutics Holdings Corp. | 104,760 | 0.0 | ||||||||||
56,535 | @ | Ironwood Pharmaceuticals, Inc. | 655,241 | 0.1 | ||||||||||
7,234 | @ | K2M Group Holdings, Inc. | 142,799 | 0.0 | ||||||||||
10,564 | @ | Karyopharm Therapeutics, Inc. | 139,973 | 0.0 | ||||||||||
41,799 | @,L | Keryx Biopharmaceuticals, Inc. | 211,085 | 0.0 | ||||||||||
35,799 | Kindred Healthcare, Inc. | 426,366 | 0.1 | |||||||||||
12,647 | @ | Kite Pharma, Inc. | 779,308 | 0.1 | ||||||||||
6,082 | @,L | La Jolla Pharmaceutical Co. | 164,214 | 0.0 | ||||||||||
5,567 | Landauer, Inc. | 183,266 | 0.0 | |||||||||||
11,177 | @,L | Lannett Co., Inc. | 448,421 | 0.1 | ||||||||||
9,697 | @ | LDR Holding Corp. | 243,492 | 0.0 | ||||||||||
19,885 | @,L | Lexicon Pharmaceuticals, Inc. | 264,669 | 0.0 | ||||||||||
5,823 | @ | LHC Group, Inc. | 263,724 | 0.0 | ||||||||||
7,951 | @,L | Ligand Pharmaceuticals, Inc. | 862,047 | 0.1 | ||||||||||
23,984 | @,L | Lion Biotechnologies, Inc. | 185,156 | 0.0 | ||||||||||
19,017 | @,L | LivaNova PLC | 1,129,039 | 0.2 | ||||||||||
20,575 | Luminex Corp. | 440,099 | 0.1 | |||||||||||
12,797 | @ | MacroGenics, Inc. | 396,323 | 0.1 | ||||||||||
12,347 | @ | Magellan Health Services, Inc. | 761,316 | 0.1 | ||||||||||
108,006 | @,L | MannKind Corp. | 156,609 | 0.0 | ||||||||||
19,666 | Masimo Corp. | 816,336 | 0.1 | |||||||||||
27,794 | @ | MedAssets, Inc. | 859,946 | 0.1 | ||||||||||
8,612 | @ | Medgenics, Inc. | 51,844 | 0.0 | ||||||||||
28,063 | Medicines Co. | 1,047,872 | 0.2 | |||||||||||
24,335 | @ | Medidata Solutions, Inc. | 1,199,472 | 0.2 | ||||||||||
21,377 | Meridian Bioscience, Inc. | 438,656 | 0.1 | |||||||||||
17,038 | @ | Merit Medical Systems, Inc. | 316,736 | 0.1 | ||||||||||
50,986 | @,L | Merrimack Pharmaceuticals, Inc. | 402,789 | 0.1 | ||||||||||
50,152 | @,L | MiMedx Group Inc. | 469,924 | 0.1 | ||||||||||
5,184 | @ | Mirati Therapeutics, Inc. | 163,814 | 0.0 | ||||||||||
16,170 | Molina Healthcare, Inc. | 972,302 | 0.1 | |||||||||||
26,950 | @ | Momenta Pharmaceuticals, Inc. | 399,938 | 0.1 | ||||||||||
29,890 | @,L | Myriad Genetics, Inc. | 1,290,052 | 0.2 | ||||||||||
5,070 | National Healthcare Corp. | 312,819 | 0.1 | |||||||||||
15,508 | @ | Natus Medical, Inc. | 745,159 | 0.1 | ||||||||||
83,382 | @ | Navidea Biopharmaceuticals, Inc. | 110,898 | 0.0 | ||||||||||
58,848 | @,L | Nektar Therapeutics | 991,589 | 0.1 | ||||||||||
17,282 | @ | Neogen Corp. | 976,779 | 0.1 | ||||||||||
25,412 | @ | NeoGenomics, Inc. | 199,992 | 0.0 | ||||||||||
36,805 | @ | Neurocrine Biosciences, Inc. | 2,082,059 | 0.3 | ||||||||||
6,493 | @ | Nevro Corp. | 438,342 | 0.1 | ||||||||||
9,355 | @,L | NewLink Genetics Corp. | 340,428 | 0.1 | ||||||||||
20,180 | @,L | Northwest Biotherapeutics, Inc. | 64,576 | 0.0 | ||||||||||
116,631 | @,L | Novavax, Inc. | 978,534 | 0.1 | ||||||||||
20,850 | NuVasive, Inc. | 1,128,194 | 0.2 | |||||||||||
30,044 | @ | NxStage Medical, Inc. | 658,264 | 0.1 | ||||||||||
22,472 | @ | Ocata Therapeutics, Inc. | 189,214 | 0.0 | ||||||||||
6,877 | @,L | Ocular Therapeutix, Inc. | 64,437 | 0.0 | ||||||||||
15,996 | @,L | Omeros Corp. | 251,617 | 0.0 | ||||||||||
17,420 | @ | Omnicell, Inc. | 541,414 | 0.1 | ||||||||||
8,652 | @,L | OncoMed Pharmaceuticals, Inc. | 195,016 | 0.0 | ||||||||||
45,026 | @ | Oncothyreon, Inc. | 99,958 | 0.0 | ||||||||||
10,012 | @ | Ophthotech Corp. | 786,242 | 0.1 | ||||||||||
35,261 | @ | OraSure Technologies, Inc. | 227,081 | 0.0 | ||||||||||
41,930 | @,L | Orexigen Therapeutics, Inc. | 72,120 | 0.0 | ||||||||||
43,807 | @,L | Organovo Holdings, Inc. | 109,079 | 0.0 | ||||||||||
8,878 | @ | Orthofix International NV | 348,106 | 0.1 | ||||||||||
9,459 | L | Osiris Therapeutics, Inc. | 98,184 | 0.0 | ||||||||||
6,931 | @ | Otonomy, Inc. | 192,335 | 0.0 | ||||||||||
11,506 | @,L | OvaScience, Inc. | 112,414 | 0.0 | ||||||||||
24,579 | @ | Owens & Minor, Inc. | 884,352 | 0.1 | ||||||||||
9,000 | @ | Oxford Immunotec Global PLC | 103,500 | 0.0 | ||||||||||
38,043 | @ | Pacific Biosciences of California, Inc. | 499,505 | 0.1 | ||||||||||
16,240 | Pacira Pharmaceuticals, Inc./DE | 1,247,070 | 0.2 | |||||||||||
6,658 | @ | Paratek Pharmaceuticals, Inc. | 126,302 | 0.0 | ||||||||||
23,447 | @ | Parexel International Corp. | 1,597,210 | 0.2 | ||||||||||
71,377 | PDL BioPharma, Inc. | 252,675 | 0.0 | |||||||||||
134,571 | @ | Peregrine Pharmaceuticals, Inc. | 157,448 | 0.0 | ||||||||||
23,943 | @ | Pernix Therapeutics Holdings, Inc. | 70,632 | 0.0 | ||||||||||
9,254 | @ | Pfenex, Inc. | 114,565 | 0.0 | ||||||||||
15,364 | @ | PharMerica Corp. | 537,740 | 0.1 | ||||||||||
7,291 | Phibro Animal Health Corp. | 219,678 | 0.0 | |||||||||||
19,630 | @ | Portola Pharmaceuticals, Inc. | 1,009,964 | 0.1 | ||||||||||
13,462 | @,L | Pozen, Inc. | 91,945 | 0.0 | ||||||||||
9,166 | @ | PRA Health Sciences, Inc. | 414,945 | 0.1 | ||||||||||
31,737 | @ | Progenics Pharmaceuticals, Inc. | 194,548 | 0.0 |
See Accompanying Notes to Financial Statements
79 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
13,578 | @ | Prothena Corp. PLC | 924,798 | 0.1 | ||||||||||
6,813 | @ | Providence Service Corp. | 319,666 | 0.1 | ||||||||||
14,593 | @,L | PTC Therapeutics, Inc. | 472,813 | 0.1 | ||||||||||
20,850 | Quality Systems, Inc. | 336,102 | 0.1 | |||||||||||
13,264 | @ | Quidel Corp. | 281,197 | 0.1 | ||||||||||
13,869 | @ | Radius Health, Inc. | 853,498 | 0.1 | ||||||||||
18,180 | @ | RadNet, Inc. | 112,352 | 0.0 | ||||||||||
34,367 | @ | Raptor Pharmaceutical Corp. | 178,708 | 0.0 | ||||||||||
13,377 | @,L | Regulus Therapeutics, Inc. | 116,647 | 0.0 | ||||||||||
13,445 | L | Relypsa, Inc. | 381,031 | 0.1 | ||||||||||
14,286 | @ | Repligen Corp. | 404,151 | 0.1 | ||||||||||
14,866 | @,L | Retrophin, Inc. | 286,765 | 0.1 | ||||||||||
5,920 | @ | Revance Therapeutics, Inc. | 202,227 | 0.0 | ||||||||||
41,161 | @ | Rigel Pharmaceuticals, Inc. | 124,718 | 0.0 | ||||||||||
24,337 | @ | Rockwell Medical Technologies, Inc. | 249,211 | 0.0 | ||||||||||
35,891 | @ | RTI Biologics, Inc. | 142,487 | 0.0 | ||||||||||
5,616 | @ | Sage Therapeutics, Inc. | 327,413 | 0.1 | ||||||||||
10,505 | Sagent Pharmaceuticals, Inc. | 167,135 | 0.0 | |||||||||||
30,539 | @ | Sangamo Biosciences, Inc. | 278,821 | 0.0 | ||||||||||
18,231 | @,L | Sarepta Therapeutics, Inc. | 703,352 | 0.1 | ||||||||||
27,703 | @ | Sciclone Pharmaceuticals, Inc. | 254,868 | 0.0 | ||||||||||
4,276 | @ | SeaSpine Holdings Corp. | 73,462 | 0.0 | ||||||||||
40,668 | Select Medical Holdings Corp. | 484,356 | 0.1 | |||||||||||
73,356 | @,L | Sequenom, Inc. | 120,304 | 0.0 | ||||||||||
14,911 | @,L | Sorrento Therapeutics, Inc. | 129,875 | 0.0 | ||||||||||
3,010 | @,L | Spark Therapeutics Inc. | 136,383 | 0.0 | ||||||||||
19,487 | @,L | Spectranetics Corp. | 293,474 | 0.1 | ||||||||||
32,791 | @ | Spectrum Pharmaceuticals, Inc. | 197,730 | 0.0 | ||||||||||
18,835 | @,L | Staar Surgical Co. | 134,482 | 0.0 | ||||||||||
8,376 | @ | Stemline Therapeutics Inc. | 52,853 | 0.0 | ||||||||||
36,536 | STERIS PLC | 2,752,622 | 0.4 | |||||||||||
10,934 | @ | Sucampo Pharmaceuticals, Inc. | 189,049 | 0.0 | ||||||||||
15,949 | @ | Supernus Pharmaceuticals, Inc. | 214,355 | 0.0 | ||||||||||
7,022 | Surgical Care Affiliates, Inc. | 279,546 | 0.0 | |||||||||||
8,943 | @ | SurModics, Inc. | 181,275 | 0.0 | ||||||||||
45,718 | @,L | Synergy Pharmaceuticals, Inc. | 259,221 | 0.0 | ||||||||||
31,104 | @ | Team Health Holdings, Inc. | 1,365,155 | 0.2 | ||||||||||
16,612 | @,L | Teligent, Inc. | 147,847 | 0.0 | ||||||||||
9,599 | @ | Tesaro, Inc. | 502,220 | 0.1 | ||||||||||
17,479 | @,L | Tetraphase Pharmaceuticals, Inc. | 175,314 | 0.0 | ||||||||||
14,870 | @,L | TG Therapeutics, Inc. | 177,399 | 0.0 | ||||||||||
57,548 | @ | TherapeuticsMD, Inc. | 596,773 | 0.1 | ||||||||||
12,422 | @,L | Theravance Biopharma, Inc. | 203,597 | 0.0 | ||||||||||
38,128 | L | Theravance, Inc. | 401,869 | 0.1 | ||||||||||
42,200 | @ | Threshold Pharmaceuticals, Inc. | 20,252 | 0.0 | ||||||||||
14,492 | @ | Trevena, Inc. | 152,166 | 0.0 | ||||||||||
12,570 | @ | Triple-S Management Corp. | 300,549 | 0.1 | ||||||||||
42,590 | @ | Trius Therapeutics, Inc. - CVR | – | – | ||||||||||
13,104 | @ | Trovagene, Inc. | 70,762 | 0.0 | ||||||||||
16,514 | @ | Ultragenyx Pharmaceutical, Inc. | 1,852,541 | 0.3 | ||||||||||
38,135 | @,L | Unilife Corp. | 18,881 | 0.0 | ||||||||||
25,820 | Universal American Corp./NY | 180,740 | 0.0 | |||||||||||
3,240 | US Physical Therapy, Inc. | 173,923 | 0.0 | |||||||||||
18,817 | @ | Vanda Pharmaceuticals, Inc. | 175,186 | 0.0 | ||||||||||
9,821 | @ | Vascular Solutions, Inc. | 337,744 | 0.1 | ||||||||||
9,039 | @,L | Veracyte, Inc. | 65,081 | 0.0 | ||||||||||
15,744 | @ | Verastem, Inc. | 29,284 | 0.0 | ||||||||||
11,866 | @ | Versartis, Inc. | 147,020 | 0.0 | ||||||||||
6,474 | @ | Vitae Pharmaceuticals, Inc. | 117,179 | 0.0 | ||||||||||
7,991 | @,L | Vital Therapies, Inc. | 92,056 | 0.0 | ||||||||||
41,027 | @,L | Vivus, Inc. | 41,848 | 0.0 | ||||||||||
14,164 | @ | Vocera Communications, Inc. | 172,801 | 0.0 | ||||||||||
18,923 | @ | WellCare Health Plans, Inc. | 1,479,968 | 0.2 | ||||||||||
30,140 | West Pharmaceutical Services, Inc. | 1,815,031 | 0.3 | |||||||||||
36,673 | @ | Wright Medical Group NV | 886,753 | 0.1 | ||||||||||
13,945 | @ | Xencor, Inc. | 203,876 | 0.0 | ||||||||||
30,042 | @,L | Xenoport, Inc. | 164,931 | 0.0 | ||||||||||
53,900 | @,L | XOMA Corp. | 71,687 | 0.0 | ||||||||||
7,573 | @ | Zafgen, Inc. | 47,634 | 0.0 | ||||||||||
14,249 | @,L | Zeltiq Aesthetics, Inc. | 406,524 | 0.1 | ||||||||||
49,869 | @,L | ZIOPHARM Oncology, Inc. | 414,411 | 0.1 | ||||||||||
12,461 | Zogenix, Inc. | 183,675 | 0.0 | |||||||||||
117,233,017 | 15.8 | |||||||||||||
Industrials: 12.1% | ||||||||||||||
18,622 | AAON, Inc. | 432,403 | 0.1 | |||||||||||
17,701 | AAR Corp. | 465,359 | 0.1 | |||||||||||
22,399 | @ | ABM Industries, Inc. | 637,700 | 0.1 | ||||||||||
23,813 | Acacia Research - Acacia Technologies | 102,158 | 0.0 | |||||||||||
54,856 | @ | ACCO Brands Corp. | 391,123 | 0.1 | ||||||||||
12,357 | Aceto Corp. | 333,392 | 0.0 | |||||||||||
27,499 | @ | Actuant Corp. | 658,876 | 0.1 | ||||||||||
13,106 | Advanced Drainage Systems, Inc. | 314,937 | 0.0 | |||||||||||
17,794 | @ | Advisory Board Co. | 882,760 | 0.1 | ||||||||||
21,430 | @ | Aegion Corp. | 413,813 | 0.1 | ||||||||||
31,734 | @ | Aerojet Rocketdyne Holdings, Inc. | 496,954 | 0.1 | ||||||||||
9,760 | @ | Aerovironment, Inc. | 287,627 | 0.0 | ||||||||||
32,822 | @ | Air Transport Services Group, Inc. | 330,846 | 0.0 | ||||||||||
27,964 | Aircastle Ltd. | 584,168 | 0.1 | |||||||||||
5,200 | Alamo Group, Inc. | 270,920 | 0.0 | |||||||||||
13,398 | Albany International Corp. | 489,697 | 0.1 | |||||||||||
5,701 | @ | Allegiant Travel Co. | 956,799 | 0.1 | ||||||||||
14,411 | Altra Holdings, Inc. | 361,428 | 0.1 |
See Accompanying Notes to Financial Statements
80 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
2,960 | L | American Railcar Industries, Inc. | 136,989 | 0.0 | ||||||||||
4,524 | American Science & Engineering, Inc. | 187,203 | 0.0 | |||||||||||
6,428 | @ | American Woodmark Corp. | 514,111 | 0.1 | ||||||||||
12,792 | Apogee Enterprises, Inc. | 556,580 | 0.1 | |||||||||||
17,542 | Applied Industrial Technologies, Inc. | 710,276 | 0.1 | |||||||||||
12,727 | ArcBest Corp. | 272,231 | 0.0 | |||||||||||
7,371 | Argan, Inc. | 238,820 | 0.0 | |||||||||||
9,121 | Astec Industries, Inc. | 371,225 | 0.1 | |||||||||||
8,955 | Astronics Corp. | 364,558 | 0.1 | |||||||||||
11,464 | @ | Atlas Air Worldwide Holdings, Inc. | 473,922 | 0.1 | ||||||||||
11,895 | AZZ, Inc. | 661,005 | 0.1 | |||||||||||
21,828 | Barnes Group, Inc. | 772,493 | 0.1 | |||||||||||
4,172 | Barrett Business Services, Inc. | 181,649 | 0.0 | |||||||||||
21,471 | Beacon Roofing Supply, Inc. | 884,176 | 0.1 | |||||||||||
18,987 | Belden CDT, Inc. | 905,300 | 0.1 | |||||||||||
32,450 | @ | Blount International, Inc. | 318,334 | 0.0 | ||||||||||
11,441 | @ | BMC Stock Holdings, Inc. | 191,637 | 0.0 | ||||||||||
21,546 | @ | Brady Corp. | 495,127 | 0.1 | ||||||||||
19,509 | Briggs & Stratton Corp. | 337,506 | 0.0 | |||||||||||
21,758 | Brink's Co. | 627,936 | 0.1 | |||||||||||
22,467 | Builders FirstSource, Inc. | 248,934 | 0.0 | |||||||||||
11,800 | @ | CAI International, Inc. | 118,944 | 0.0 | ||||||||||
26,407 | @ | CBIZ, Inc. | 260,373 | 0.0 | ||||||||||
13,820 | CEB, Inc. | 848,410 | 0.1 | |||||||||||
13,670 | Celadon Group, Inc. | 135,196 | 0.0 | |||||||||||
14,283 | @ | Chart Industries, Inc. | 256,523 | 0.0 | ||||||||||
8,312 | @ | CIRCOR International, Inc. | 350,351 | 0.1 | ||||||||||
59,121 | @ | Civeo Corp. | 83,952 | 0.0 | ||||||||||
19,045 | Clarcor, Inc. | 946,156 | 0.1 | |||||||||||
12,085 | Columbus McKinnon Corp. | 228,406 | 0.0 | |||||||||||
18,360 | Comfort Systems USA, Inc. | 521,791 | 0.1 | |||||||||||
12,853 | @ | Continental Building Products, Inc. | 224,413 | 0.0 | ||||||||||
6,474 | @ | Covenant Transportation Group, Inc. | 122,294 | 0.0 | ||||||||||
8,223 | Cubic Corp. | 388,537 | 0.1 | |||||||||||
19,794 | @ | Curtiss-Wright Corp. | 1,355,889 | 0.2 | ||||||||||
19,779 | Deluxe Corp. | 1,078,747 | 0.1 | |||||||||||
33,249 | @ | DigitalGlobe, Inc. | 520,679 | 0.1 | ||||||||||
13,513 | Douglas Dynamics, Inc. | 284,719 | 0.0 | |||||||||||
5,069 | @ | DXP Enterprises, Inc. | 115,573 | 0.0 | ||||||||||
14,501 | Dycom Industries, Inc. | 1,014,490 | 0.1 | |||||||||||
12,508 | @ | Echo Global Logistics, Inc. | 255,038 | 0.0 | ||||||||||
25,699 | @ | EMCOR Group, Inc. | 1,234,580 | 0.2 | ||||||||||
10,592 | Encore Wire Corp. | 392,857 | 0.1 | |||||||||||
13,628 | @,L | Enernoc, Inc. | 52,468 | 0.0 | ||||||||||
19,136 | EnerSys | 1,070,276 | 0.1 | |||||||||||
8,320 | @ | Engility Holdings, Inc. | 270,234 | 0.0 | ||||||||||
14,152 | Ennis, Inc. | 272,426 | 0.0 | |||||||||||
13,314 | @,L | Enphase Energy, Inc. | 46,732 | 0.0 | ||||||||||
10,689 | @ | EnPro Industries, Inc. | 468,606 | 0.1 | ||||||||||
13,205 | ESCO Technologies, Inc. | 477,229 | 0.1 | |||||||||||
17,502 | Essendant, Inc. | 568,990 | 0.1 | |||||||||||
11,989 | @ | Esterline Technologies Corp. | 971,109 | 0.1 | ||||||||||
13,127 | Exponent, Inc. | 655,694 | 0.1 | |||||||||||
29,294 | Federal Signal Corp. | 464,310 | 0.1 | |||||||||||
14,612 | Forward Air Corp. | 628,462 | 0.1 | |||||||||||
22,081 | Franklin Electric Co., Inc. | 596,849 | 0.1 | |||||||||||
17,715 | @ | FTI Consulting, Inc. | 614,002 | 0.1 | ||||||||||
11,594 | L | FuelCell Energy, Inc. | 57,506 | 0.0 | ||||||||||
26,921 | @ | Furmanite Corp. | 179,294 | 0.0 | ||||||||||
8,853 | G&K Services, Inc. | 556,854 | 0.1 | |||||||||||
30,020 | @,L | Generac Holdings, Inc. | 893,695 | 0.1 | ||||||||||
20,250 | General Cable Corp. | 271,957 | 0.0 | |||||||||||
16,839 | @ | Gibraltar Industries, Inc. | 428,384 | 0.1 | ||||||||||
28,416 | @,L | Golden Ocean Group Ltd. | 30,405 | 0.0 | ||||||||||
9,134 | Gorman-Rupp Co. | 244,152 | 0.0 | |||||||||||
5,189 | Graham Corp. | 87,279 | 0.0 | |||||||||||
16,570 | Granite Construction, Inc. | 711,019 | 0.1 | |||||||||||
41,440 | @ | Great Lakes Dredge & Dock Corp. | 164,102 | 0.0 | ||||||||||
11,363 | Greenbrier Cos., Inc. | 370,661 | 0.1 | |||||||||||
17,245 | Griffon Corp. | 306,961 | 0.0 | |||||||||||
16,013 | H&E Equipment Services, Inc. | 279,907 | 0.0 | |||||||||||
31,405 | Harsco Corp. | 247,471 | 0.0 | |||||||||||
20,737 | @ | Hawaiian Holdings, Inc. | 732,638 | 0.1 | ||||||||||
8,082 | @ | HC2 Holdings, Inc. | 42,754 | 0.0 | ||||||||||
30,277 | Healthcare Services Group, Inc. | 1,055,759 | 0.1 | |||||||||||
24,406 | Heartland Express, Inc. | 415,390 | 0.1 | |||||||||||
9,027 | Heico Corp. | 490,708 | 0.1 | |||||||||||
15,423 | HEICO Corp. | 758,812 | 0.1 | |||||||||||
11,963 | Heidrick & Struggles International, Inc. | 325,633 | 0.0 | |||||||||||
24,017 | Herman Miller, Inc. | 689,288 | 0.1 | |||||||||||
25,894 | Hillenbrand, Inc. | 767,239 | 0.1 | |||||||||||
19,418 | HNI, Corp. | 700,213 | 0.1 | |||||||||||
16,662 | HUB Group, Inc. | 549,013 | 0.1 | |||||||||||
10,086 | @ | Huron Consulting Group, Inc. | 599,108 | 0.1 | ||||||||||
3,956 | Hyster-Yale Materials Handling, Inc. | 207,492 | 0.0 | |||||||||||
3,750 | Hyster-Yale Materials Handling, Inc. - B shares | 196,687 | 0.0 | |||||||||||
11,481 | @ | ICF International, Inc. | 408,264 | 0.1 | ||||||||||
24,258 | @ | Innerworkings, Inc. | 181,935 | 0.0 | ||||||||||
9,235 | Insperity, Inc. | 444,665 | 0.1 | |||||||||||
12,608 | Insteel Industries, Inc. | 263,759 | 0.0 | |||||||||||
28,821 | Interface, Inc. | 551,634 | 0.1 | |||||||||||
14,144 | John Bean Technologies Corp. | 704,796 | 0.1 | |||||||||||
6,844 | Kadant, Inc. | 277,935 | 0.0 | |||||||||||
13,130 | Kaman Corp. | 535,835 | 0.1 | |||||||||||
10,996 | Kelly Services, Inc. | 177,585 | 0.0 | |||||||||||
14,742 | @,L | Keyw Holding Corp. | 88,747 | 0.0 | ||||||||||
13,405 | Kforce, Inc. | 338,878 | 0.1 | |||||||||||
16,667 | Kimball International, Inc. | 162,837 | 0.0 | |||||||||||
19,685 | KLX, Inc. | 606,101 | 0.1 | |||||||||||
27,085 | Knight Transportation, Inc. | 656,270 | 0.1 | |||||||||||
23,389 | Knoll, Inc. | 439,713 | 0.1 | |||||||||||
21,640 | Korn/Ferry International | 718,015 | 0.1 | |||||||||||
25,749 | @ | Kratos Defense & Security Solutions, Inc. | 105,571 | 0.0 |
See Accompanying Notes to Financial Statements
81 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
5,401 | LB Foster Co. | 73,778 | 0.0 | |||||||||||
6,009 | @ | Lindsay Manufacturing Co. | 435,052 | 0.1 | ||||||||||
5,315 | @ | Lydall, Inc. | 188,576 | 0.0 | ||||||||||
10,645 | Marten Transport Ltd. | 188,416 | 0.0 | |||||||||||
11,972 | @ | Masonite International Corp. | 733,046 | 0.1 | ||||||||||
27,868 | @ | Mastec, Inc. | 484,346 | 0.1 | ||||||||||
19,149 | Matson, Inc. | 816,322 | 0.1 | |||||||||||
14,316 | Matthews International Corp. | 765,190 | 0.1 | |||||||||||
13,467 | McGrath Rentcorp | 339,234 | 0.1 | |||||||||||
44,119 | @ | Meritor, Inc. | 368,394 | 0.1 | ||||||||||
6,665 | Miller Industries, Inc. | 145,164 | 0.0 | |||||||||||
20,901 | Mobile Mini, Inc. | 650,648 | 0.1 | |||||||||||
16,863 | Moog, Inc. | 1,021,898 | 0.1 | |||||||||||
42,834 | @ | MRC Global, Inc. | 552,559 | 0.1 | ||||||||||
13,227 | MSA Safety, Inc. | 574,978 | 0.1 | |||||||||||
22,692 | Mueller Industries, Inc. | 614,953 | 0.1 | |||||||||||
73,284 | @ | Mueller Water Products, Inc. | 630,242 | 0.1 | ||||||||||
6,343 | Multi-Color Corp. | 379,375 | 0.1 | |||||||||||
13,078 | MYR Group, Inc./Delaware | 269,538 | 0.0 | |||||||||||
2,786 | National Presto Industries, Inc. | 230,848 | 0.0 | |||||||||||
27,020 | Navigant Consulting, Inc. | 433,941 | 0.1 | |||||||||||
42,187 | @ | Navios Maritime Holdings, Inc. | 73,827 | 0.0 | ||||||||||
20,510 | @,L | Navistar International Corp. | 181,308 | 0.0 | ||||||||||
9,339 | @ | NCI Building Systems, Inc. | 115,897 | 0.0 | ||||||||||
7,830 | NN, Inc. | 124,810 | 0.0 | |||||||||||
5,120 | @ | Nortek, Inc. | 223,335 | 0.0 | ||||||||||
4,805 | @ | Northwest Pipe Co. | 53,768 | 0.0 | ||||||||||
22,446 | On Assignment, Inc. | 1,008,948 | 0.1 | |||||||||||
14,724 | @ | Orion Marine Group, Inc. | 61,399 | 0.0 | ||||||||||
4,259 | Park-Ohio Holdings Corp. | 156,646 | 0.0 | |||||||||||
4,855 | Patrick Industries, Inc. | 211,192 | 0.0 | |||||||||||
23,691 | @ | PGT, Inc. | 269,840 | 0.0 | ||||||||||
73,600 | @,L | Plug Power, Inc. | 155,296 | 0.0 | ||||||||||
5,440 | Powell Industries, Inc. | 141,603 | 0.0 | |||||||||||
12,964 | @ | PowerSecure International, Inc. | 195,108 | 0.0 | ||||||||||
18,117 | Primoris Services Corp. | 399,117 | 0.1 | |||||||||||
9,900 | @ | Proto Labs, Inc. | 630,531 | 0.1 | ||||||||||
10,636 | Quad/Graphics, Inc. | 98,915 | 0.0 | |||||||||||
18,281 | Quanex Building Products Corp. | 381,159 | 0.1 | |||||||||||
23,778 | @ | Radiant Logistics, Inc. | 81,559 | 0.0 | ||||||||||
17,535 | Raven Industries, Inc. | 273,546 | 0.0 | |||||||||||
10,827 | @ | RBC Bearings, Inc. | 699,316 | 0.1 | ||||||||||
23,043 | @ | Republic Airways Holdings, Inc. | 90,559 | 0.0 | ||||||||||
23,476 | @ | Resources Connection, Inc. | 383,598 | 0.1 | ||||||||||
38,636 | @ | Rexnord Corp. | 700,084 | 0.1 | ||||||||||
15,000 | @ | Roadrunner Transportation Systems, Inc. | 141,450 | 0.0 | ||||||||||
20,600 | @ | RPX Corp. | 226,600 | 0.0 | ||||||||||
17,130 | @ | Rush Enterprises, Inc. - Class A | 374,976 | 0.1 | ||||||||||
10,528 | @ | Saia, Inc. | 234,248 | 0.0 | ||||||||||
6,662 | Scorpio Bulkers, Inc. | 65,885 | 0.0 | |||||||||||
17,333 | Simpson Manufacturing Co., Inc. | 591,922 | 0.1 | |||||||||||
22,664 | Skywest, Inc. | 431,069 | 0.1 | |||||||||||
11,040 | @ | SP Plus Corp. | 263,856 | 0.0 | ||||||||||
6,198 | Standex International Corp. | 515,364 | 0.1 | |||||||||||
32,297 | Steelcase, Inc. | 481,225 | 0.1 | |||||||||||
10,132 | Sun Hydraulics Corp. | 321,488 | 0.0 | |||||||||||
35,519 | @ | Swift Transportation Co. | 490,873 | 0.1 | ||||||||||
15,174 | TAL International Group, Inc. | 241,267 | 0.0 | |||||||||||
23,737 | @,L | Taser International, Inc. | 410,413 | 0.1 | ||||||||||
10,462 | @ | Team, Inc. | 334,366 | 0.0 | ||||||||||
14,230 | Teledyne Technologies, Inc. | 1,262,201 | 0.2 | |||||||||||
8,657 | Tennant Co. | 487,043 | 0.1 | |||||||||||
25,923 | @ | Tetra Tech, Inc. | 674,516 | 0.1 | ||||||||||
9,409 | L | Textainer Group Holdings Ltd. | 132,761 | 0.0 | ||||||||||
17,256 | @ | Thermon Group Holdings, Inc. | 291,972 | 0.0 | ||||||||||
21,964 | Titan International, Inc. | 86,538 | 0.0 | |||||||||||
10,091 | @ | Titan Machinery, Inc. | 110,295 | 0.0 | ||||||||||
14,204 | @ | Trex Co., Inc. | 540,320 | 0.1 | ||||||||||
19,721 | Trimas Corp. | 367,797 | 0.1 | |||||||||||
17,486 | @ | TriNet Group, Inc. | 338,354 | 0.0 | ||||||||||
19,342 | TrueBlue, Inc. | 498,250 | 0.1 | |||||||||||
16,140 | @ | Tutor Perini Corp. | 270,184 | 0.0 | ||||||||||
5,824 | @ | Unifirst Corp. | 606,861 | 0.1 | ||||||||||
12,000 | @ | Univar, Inc. | 204,120 | 0.0 | ||||||||||
8,402 | Universal Forest Products, Inc. | 574,445 | 0.1 | |||||||||||
10,848 | US Ecology, Inc. | 395,301 | 0.1 | |||||||||||
42,645 | @ | UTI Worldwide, Inc. | 299,794 | 0.0 | ||||||||||
4,667 | @ | Vectrus, Inc. | 97,494 | 0.0 | ||||||||||
4,212 | @ | Veritiv Corp. | 152,559 | 0.0 | ||||||||||
13,677 | @ | Viad Corp. | 386,102 | 0.1 | ||||||||||
9,600 | @,L | Virgin America, Inc. | 345,696 | 0.1 | ||||||||||
2,425 | VSE Corp. | 150,786 | 0.0 | |||||||||||
33,158 | @ | Wabash National Corp. | 392,259 | 0.1 | ||||||||||
15,843 | @ | WageWorks, Inc. | 718,797 | 0.1 | ||||||||||
11,429 | Watts Water Technologies, Inc. | 567,678 | 0.1 | |||||||||||
17,372 | Werner Enterprises, Inc. | 406,331 | 0.1 | |||||||||||
20,633 | @ | Wesco Aircraft Holdings, Inc. | 246,977 | 0.0 | ||||||||||
18,371 | West Corp. | 396,262 | 0.1 | |||||||||||
27,367 | Woodward, Inc. | 1,359,045 | 0.2 | |||||||||||
30,515 | @,L | XPO Logistics, Inc. | 831,534 | 0.1 | ||||||||||
14,568 | @ | YRC Worldwide, Inc. | 206,574 | 0.0 | ||||||||||
89,910,905 | 12.1 | |||||||||||||
Information Technology: 17.2% | ||||||||||||||
18,832 | @ | A10 Networks, Inc. | 123,538 | 0.0 | ||||||||||
50,525 | @ | ACI Worldwide, Inc. | 1,081,235 | 0.2 | ||||||||||
34,676 | @ | Acxiom Corp. | 725,422 | 0.1 | ||||||||||
26,711 | Adtran, Inc. | 459,963 | 0.1 | |||||||||||
18,567 | @ | Advanced Energy Industries, Inc. | 524,146 | 0.1 | ||||||||||
265,780 | @,L | Advanced Micro Devices, Inc. | 762,789 | 0.1 | ||||||||||
14,337 | @,L | Aerohive Networks, Inc. | 73,262 | 0.0 | ||||||||||
10,559 | @ | Agilysys, Inc. | 105,484 | 0.0 | ||||||||||
13,498 | @,L | Ambarella Inc | 752,379 | 0.1 | ||||||||||
17,861 | American Software, Inc. | 181,825 | 0.0 | |||||||||||
31,120 | @ | Amkor Technology, Inc. | 189,210 | 0.0 |
See Accompanying Notes to Financial Statements
82 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
19,423 | @,L | Angie's List, Inc. | 181,605 | 0.0 | ||||||||||
11,426 | @ | Anixter International, Inc. | 690,016 | 0.1 | ||||||||||
37,036 | @ | Applied Micro Circuits Corp. | 235,919 | 0.0 | ||||||||||
9,348 | @ | Applied Optoelectronics, Inc. | 160,412 | 0.0 | ||||||||||
36,133 | @ | Aspen Technology, Inc. | 1,364,382 | 0.2 | ||||||||||
15,775 | @ | AVG Technologies | 316,289 | 0.0 | ||||||||||
16,483 | @,L | Avid Technology, Inc. | 120,161 | 0.0 | ||||||||||
5,446 | AVX Corp. | 66,114 | 0.0 | |||||||||||
7,838 | Badger Meter, Inc. | 459,228 | 0.1 | |||||||||||
29,611 | @ | Bankrate, Inc. | 393,826 | 0.1 | ||||||||||
33,605 | @ | Bazaarvoice, Inc. | 147,190 | 0.0 | ||||||||||
21,411 | @ | Benchmark Electronics, Inc. | 442,565 | 0.1 | ||||||||||
3,778 | @ | Benefitfocus, Inc. | 137,481 | 0.0 | ||||||||||
10,080 | Black Box Corp. | 96,062 | 0.0 | |||||||||||
20,716 | Blackbaud, Inc. | 1,364,356 | 0.2 | |||||||||||
23,303 | @ | Blackhawk Network Holdings, Inc. | 1,030,226 | 0.1 | ||||||||||
19,329 | @ | Blucora, Inc. | 189,424 | 0.0 | ||||||||||
17,861 | Bottomline Technologies de, Inc. | 531,008 | 0.1 | |||||||||||
18,467 | @ | Brightcove, Inc. | 114,495 | 0.0 | ||||||||||
13,368 | @ | BroadSoft, Inc. | 472,692 | 0.1 | ||||||||||
31,276 | Brooks Automation, Inc. | 334,028 | 0.1 | |||||||||||
12,377 | @ | Cabot Microelectronics Corp. | 541,865 | 0.1 | ||||||||||
9,694 | CACI International, Inc. | 899,409 | 0.1 | |||||||||||
17,355 | @ | CalAmp Corp. | 345,885 | 0.1 | ||||||||||
26,837 | @ | Calix, Inc. | 211,207 | 0.0 | ||||||||||
25,602 | @ | Callidus Software, Inc. | 475,429 | 0.1 | ||||||||||
19,742 | @ | Cardtronics, Inc. | 664,318 | 0.1 | ||||||||||
7,023 | Cass Information Systems, Inc. | 361,404 | 0.1 | |||||||||||
23,054 | @ | Cavium, Inc. | 1,514,878 | 0.2 | ||||||||||
12,961 | @ | Ceva, Inc. | 302,769 | 0.0 | ||||||||||
9,253 | @ | ChannelAdvisor Corp. | 128,154 | 0.0 | ||||||||||
22,938 | Checkpoint Systems, Inc. | 143,821 | 0.0 | |||||||||||
36,255 | @,L | Chegg, Inc. | 243,996 | 0.0 | ||||||||||
57,255 | @ | Ciber, Inc. | 200,965 | 0.0 | ||||||||||
51,075 | @ | Ciena Corp. | 1,056,742 | 0.1 | ||||||||||
14,173 | @,L | Cimpress NV | 1,149,997 | 0.2 | ||||||||||
26,992 | @ | Cirrus Logic, Inc. | 797,074 | 0.1 | ||||||||||
10,866 | Coherent, Inc. | 707,485 | 0.1 | |||||||||||
15,820 | Cohu, Inc. | 190,947 | 0.0 | |||||||||||
19,354 | @ | Commvault Systems, Inc. | 761,580 | 0.1 | ||||||||||
15,849 | @ | comScore, Inc. | 652,186 | 0.1 | ||||||||||
7,024 | Comtech Telecommunications | 141,112 | 0.0 | |||||||||||
14,771 | @ | Constant Contact, Inc. | 431,904 | 0.1 | ||||||||||
41,344 | Convergys Corp. | 1,029,052 | 0.1 | |||||||||||
23,943 | @ | Cornerstone OnDemand, Inc. | 826,752 | 0.1 | ||||||||||
18,521 | @ | Cray, Inc. | 601,006 | 0.1 | ||||||||||
14,952 | CSG Systems International | 537,973 | 0.1 | |||||||||||
18,501 | CTS Corp. | 326,358 | 0.0 | |||||||||||
9,718 | @ | Cvent, Inc. | 339,255 | 0.1 | ||||||||||
20,462 | Daktronics, Inc. | 178,429 | 0.0 | |||||||||||
14,530 | @,L | Demandware, Inc. | 784,184 | 0.1 | ||||||||||
24,067 | Diebold, Inc. | 724,176 | 0.1 | |||||||||||
3,767 | @,L | Digimarc Corp. | 137,533 | 0.0 | ||||||||||
32,568 | @ | Digital Turbine, Inc. | 43,315 | 0.0 | ||||||||||
16,484 | @ | Diodes, Inc. | 378,802 | 0.1 | ||||||||||
14,999 | @ | DSP Group, Inc. | 141,591 | 0.0 | ||||||||||
9,798 | @ | DTS, Inc. | 221,239 | 0.0 | ||||||||||
51,413 | EarthLink Holdings Corp. | 381,999 | 0.1 | |||||||||||
12,376 | L | Ebix, Inc. | 405,809 | 0.1 | ||||||||||
11,030 | Electro Rent Corp. | 101,476 | 0.0 | |||||||||||
20,105 | @ | Electronics for Imaging, Inc. | 939,708 | 0.1 | ||||||||||
12,816 | @ | Ellie Mae, Inc. | 771,908 | 0.1 | ||||||||||
25,983 | @,L | Endurance International Group Holdings, Inc. | 283,994 | 0.0 | ||||||||||
63,351 | @ | Entegris, Inc. | 840,668 | 0.1 | ||||||||||
20,832 | @ | EPAM Systems, Inc. | 1,637,812 | 0.2 | ||||||||||
18,265 | EPIQ Systems, Inc. | 238,724 | 0.0 | |||||||||||
2,939 | ePlus, Inc. | 274,091 | 0.0 | |||||||||||
22,354 | @ | Euronet Worldwide, Inc. | 1,619,100 | 0.2 | ||||||||||
37,194 | @ | Everi Holdings, Inc. | 163,282 | 0.0 | ||||||||||
26,669 | EVERTEC, Inc. | 446,439 | 0.1 | |||||||||||
19,590 | @ | Exar Corp. | 120,087 | 0.0 | ||||||||||
15,661 | @ | ExlService Holdings, Inc. | 703,649 | 0.1 | ||||||||||
48,110 | @ | Extreme Networks, Inc. | 196,289 | 0.0 | ||||||||||
17,311 | @ | Fabrinet | 412,348 | 0.1 | ||||||||||
13,304 | Fair Isaac Corp. | 1,252,971 | 0.2 | |||||||||||
46,654 | @ | Fairchild Semiconductor International, Inc. | 966,204 | 0.1 | ||||||||||
8,467 | Faro Technologies, Inc. | 249,946 | 0.0 | |||||||||||
17,437 | FEI Co. | 1,391,298 | 0.2 | |||||||||||
45,616 | @ | Finisar Corp. | 663,257 | 0.1 | ||||||||||
16,915 | @ | FleetMatics Group PLC | 859,113 | 0.1 | ||||||||||
28,489 | @ | Formfactor, Inc. | 256,401 | 0.0 | ||||||||||
7,518 | Forrester Research, Inc. | 214,113 | 0.0 | |||||||||||
12,501 | @ | Gigamon, Inc. | 332,152 | 0.1 | ||||||||||
20,388 | @,L | Global Eagle Entertainment, Inc. | 201,230 | 0.0 | ||||||||||
7,696 | @ | Globant SA | 288,677 | 0.0 | ||||||||||
47,783 | @,L | Glu Mobile, Inc. | 116,113 | 0.0 | ||||||||||
25,314 | @,L | Gogo, Inc. | 450,589 | 0.1 | ||||||||||
32,662 | @,L | GrubHub, Inc. | 790,420 | 0.1 | ||||||||||
24,636 | @ | GSI Group, Inc. | 335,542 | 0.1 | ||||||||||
11,596 | @ | GTT Communications, Inc. | 197,828 | 0.0 | ||||||||||
29,564 | @ | Guidewire Software, Inc. | 1,778,570 | 0.2 | ||||||||||
49,490 | Harmonic, Inc. | 201,424 | 0.0 | |||||||||||
15,825 | Heartland Payment Systems, Inc. | 1,500,526 | 0.2 | |||||||||||
7,969 | @ | HubSpot, Inc. | 448,734 | 0.1 | ||||||||||
25,606 | II-VI, Inc. | 475,247 | 0.1 | |||||||||||
17,717 | @ | Immersion Corp. | 206,580 | 0.0 | ||||||||||
11,354 | @ | Imperva, Inc. | 718,822 | 0.1 | ||||||||||
57,530 | @,L | Infinera Corp. | 1,042,444 | 0.1 | ||||||||||
25,394 | @ | Infoblox, Inc. | 466,996 | 0.1 | ||||||||||
17,583 | @ | Inphi Corp. | 475,093 | 0.1 | ||||||||||
18,921 | Insight Enterprises, Inc. | 475,296 | 0.1 | |||||||||||
61,581 | @ | Integrated Device Technology, Inc. | 1,622,659 | 0.2 | ||||||||||
7,784 | @ | Interactive Intelligence Group | 244,573 | 0.0 | ||||||||||
15,676 | InterDigital, Inc. | 768,751 | 0.1 | |||||||||||
35,667 | @ | Internap Network Services Corp. | 228,269 | 0.0 | ||||||||||
49,915 | Intersil Corp. | 636,915 | 0.1 | |||||||||||
20,961 | @ | IntraLinks Holdings, Inc. | 190,116 | 0.0 | ||||||||||
30,648 | @,L | InvenSense, Inc. | 313,529 | 0.0 | ||||||||||
15,924 | @ | Itron, Inc. | 576,130 | 0.1 | ||||||||||
27,015 | @ | Ixia | 335,796 | 0.1 | ||||||||||
10,843 | IXYS Corp. | 136,947 | 0.0 | |||||||||||
20,274 | j2 Global, Inc. | 1,668,956 | 0.2 |
See Accompanying Notes to Financial Statements
83 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
30,833 | @,L | Jive Software, Inc. | 125,799 | 0.0 | ||||||||||
12,744 | @ | Kimball Electronics, Inc. | 140,057 | 0.0 | ||||||||||
36,782 | @ | Knowles Corp. | 490,304 | 0.1 | ||||||||||
34,554 | @ | Kopin Corp. | 93,987 | 0.0 | ||||||||||
52,589 | @ | Lattice Semiconductor Corp. | 340,251 | 0.1 | ||||||||||
37,445 | @ | Lionbridge Technologies | 183,855 | 0.0 | ||||||||||
11,166 | Liquidity Services, Inc. | 72,579 | 0.0 | |||||||||||
9,313 | @ | Littelfuse, Inc. | 996,584 | 0.1 | ||||||||||
31,696 | @ | LivePerson, Inc. | 213,948 | 0.0 | ||||||||||
10,865 | @ | LogMeIn, Inc. | 729,041 | 0.1 | ||||||||||
5,282 | @ | Loral Space & Communications, Inc. | 215,030 | 0.0 | ||||||||||
7,792 | @ | Luxoft Holding, Inc. | 600,997 | 0.1 | ||||||||||
8,991 | @ | M/A-COM Technology Solutions Holdings, Inc. | 367,642 | 0.1 | ||||||||||
31,679 | @ | Manhattan Associates, Inc. | 2,096,199 | 0.3 | ||||||||||
10,700 | Mantech International Corp. | 323,568 | 0.0 | |||||||||||
20,566 | Marchex, Inc. | 80,002 | 0.0 | |||||||||||
22,658 | @ | Marin Software, Inc. | 81,116 | 0.0 | ||||||||||
14,056 | @ | Marketo, Inc. | 403,548 | 0.1 | ||||||||||
36,683 | @ | Mattson Technology, Inc. | 129,491 | 0.0 | ||||||||||
28,398 | MAXIMUS, Inc. | 1,597,387 | 0.2 | |||||||||||
21,878 | @ | MaxLinear, Inc. | 322,263 | 0.0 | ||||||||||
40,382 | Mentor Graphics Corp. | 743,836 | 0.1 | |||||||||||
21,849 | @ | Mercury Computer Systems, Inc. | 401,148 | 0.1 | ||||||||||
16,412 | Methode Electronics, Inc. | 522,394 | 0.1 | |||||||||||
40,209 | Microsemi Corp. | 1,310,411 | 0.2 | |||||||||||
3,868 | @ | MicroStrategy, Inc. | 693,494 | 0.1 | ||||||||||
22,432 | @ | MKS Instruments, Inc. | 807,552 | 0.1 | ||||||||||
19,907 | @,L | MobileIron, Inc. | 71,864 | 0.0 | ||||||||||
13,048 | @ | Model N, Inc. | 145,616 | 0.0 | ||||||||||
12,316 | @ | MoneyGram International, Inc. | 77,221 | 0.0 | ||||||||||
15,767 | Monolithic Power Systems, Inc. | 1,004,516 | 0.1 | |||||||||||
20,019 | Monotype Imaging Holdings, Inc. | 473,249 | 0.1 | |||||||||||
43,061 | @ | Monster Worldwide, Inc. | 246,740 | 0.0 | ||||||||||
7,644 | MTS Systems Corp. | 484,706 | 0.1 | |||||||||||
13,720 | @ | NeoPhotonics Corp. | 148,999 | 0.0 | ||||||||||
14,834 | Netgear, Inc. | 621,693 | 0.1 | |||||||||||
38,487 | @ | Netscout Systems, Inc. | 1,181,551 | 0.2 | ||||||||||
24,149 | L | NeuStar, Inc. | 578,852 | 0.1 | ||||||||||
19,213 | @ | Newport Corp. | 304,910 | 0.0 | ||||||||||
30,700 | NIC, Inc. | 604,176 | 0.1 | |||||||||||
21,799 | @,L | Nimble Storage, Inc. | 200,551 | 0.0 | ||||||||||
3,107 | NVE Corp. | 174,551 | 0.0 | |||||||||||
45,463 | @ | Oclaro, Inc. | 158,211 | 0.0 | ||||||||||
25,401 | @ | Omnivision Technologies, Inc. | 737,137 | 0.1 | ||||||||||
12,884 | @,L | OPOWER, Inc. | 136,055 | 0.0 | ||||||||||
8,263 | @ | OSI Systems, Inc. | 732,598 | 0.1 | ||||||||||
11,510 | Park Electrochemical Corp. | 173,341 | 0.0 | |||||||||||
13,350 | @ | Paycom Software, Inc. | 502,360 | 0.1 | ||||||||||
6,500 | @ | Paylocity Holding Corp. | 263,575 | 0.0 | ||||||||||
18,763 | @ | PDF Solutions, Inc. | 203,391 | 0.0 | ||||||||||
17,000 | Pegasystems, Inc. | 467,500 | 0.1 | |||||||||||
19,816 | Perficient, Inc. | 339,250 | 0.1 | |||||||||||
41,499 | @ | Photronics, Inc. | 516,663 | 0.1 | ||||||||||
14,466 | Plantronics, Inc. | 685,978 | 0.1 | |||||||||||
14,667 | Plexus Corp. | 512,172 | 0.1 | |||||||||||
65,101 | @ | PMC - Sierra, Inc. | 756,474 | 0.1 | ||||||||||
54,980 | Polycom, Inc. | 692,198 | 0.1 | |||||||||||
12,494 | @ | Power Integrations, Inc. | 607,583 | 0.1 | ||||||||||
22,189 | @ | Progress Software Corp. | 532,536 | 0.1 | ||||||||||
17,381 | @ | Proofpoint, Inc. | 1,129,939 | 0.2 | ||||||||||
11,409 | @ | PROS Holdings, Inc. | 262,863 | 0.0 | ||||||||||
12,356 | @,L | Pure Storage, Inc. | 192,383 | 0.0 | ||||||||||
9,093 | @ | Q2 Holdings, Inc. | 239,782 | 0.0 | ||||||||||
38,657 | @ | QLIK Technologies, Inc. | 1,223,881 | 0.2 | ||||||||||
38,696 | @ | QLogic Corp. | 472,091 | 0.1 | ||||||||||
10,888 | @ | Qualys, Inc. | 360,284 | 0.1 | ||||||||||
104,707 | @ | Quantum Corp. | 97,378 | 0.0 | ||||||||||
24,364 | @ | QuinStreet, Inc. | 104,522 | 0.0 | ||||||||||
26,107 | @,L | Quotient Technology, Inc. | 178,050 | 0.0 | ||||||||||
50,955 | @ | Rambus, Inc. | 590,568 | 0.1 | ||||||||||
23,401 | @ | RealD, Inc. | 246,881 | 0.0 | ||||||||||
22,849 | @ | RealPage, Inc. | 512,960 | 0.1 | ||||||||||
14,526 | @,L | Rocket Fuel, Inc. | 50,696 | 0.0 | ||||||||||
13,716 | @ | Rofin-Sinar Technologies, Inc. | 367,314 | 0.1 | ||||||||||
8,459 | @ | Rogers Corp. | 436,231 | 0.1 | ||||||||||
34,629 | @ | Rovi Corp. | 576,919 | 0.1 | ||||||||||
12,630 | @ | Rubicon Project, Inc. | 207,763 | 0.0 | ||||||||||
31,840 | @ | Ruckus Wireless, Inc. | 341,006 | 0.1 | ||||||||||
17,030 | Rudolph Technologies, Inc. | 242,167 | 0.0 | |||||||||||
35,150 | Sanmina Corp. | 723,387 | 0.1 | |||||||||||
13,034 | @ | Scansource, Inc. | 419,955 | 0.1 | ||||||||||
18,958 | Science Applications International Corp. | 867,897 | 0.1 | |||||||||||
17,764 | @ | SciQuest, Inc. | 230,399 | 0.0 | ||||||||||
21,000 | @ | Seachange Intl., Inc. | 141,540 | 0.0 | ||||||||||
27,866 | @ | Semtech Corp. | 527,225 | 0.1 | ||||||||||
29,852 | @ | ServiceSource International, Inc. | 137,618 | 0.0 | ||||||||||
37,798 | @ | ShoreTel, Inc. | 334,512 | 0.1 | ||||||||||
15,638 | @ | Sigma Designs, Inc. | 98,832 | 0.0 | ||||||||||
19,775 | @ | Silicon Graphics International Corp. | 116,673 | 0.0 | ||||||||||
17,053 | @ | Silicon Laboratories, Inc. | 827,753 | 0.1 | ||||||||||
17,030 | @ | Silver Spring Networks, Inc. | 245,402 | 0.0 | ||||||||||
27,357 | Sonus Networks, Inc. | 195,055 | 0.0 | |||||||||||
7,624 | @ | SPS Commerce, Inc. | 535,281 | 0.1 | ||||||||||
6,482 | @ | Stamps.com, Inc. | 710,492 | 0.1 | ||||||||||
21,499 | @,L | Stratasys Ltd. | 504,797 | 0.1 | ||||||||||
16,108 | @ | Super Micro Computer, Inc. | 394,807 | 0.1 | ||||||||||
18,710 | @ | SYKES Enterprises, Inc. | 575,894 | 0.1 | ||||||||||
15,407 | @ | Synaptics, Inc. | 1,237,798 | 0.2 | ||||||||||
15,400 | Synchronoss Technologies, Inc. | 542,542 | 0.1 | |||||||||||
11,601 | @ | SYNNEX Corp. | 1,043,278 | 0.1 | ||||||||||
13,972 | @ | Syntel, Inc. | 632,233 | 0.1 | ||||||||||
34,966 | Take-Two Interactive Software, Inc. | 1,218,215 | 0.2 | |||||||||||
21,033 | @ | Tangoe, Inc. | 176,467 | 0.0 | ||||||||||
13,729 | Tech Data Corp. | 911,331 | 0.1 | |||||||||||
10,161 | TeleTech Holdings, Inc. | 283,594 | 0.0 | |||||||||||
23,085 | Tessera Technologies, Inc. | 692,781 | 0.1 | |||||||||||
9,453 | @,L | Textura Corp. | 203,996 | 0.0 | ||||||||||
48,305 | @ | Tivo, Inc. | 416,872 | 0.1 | ||||||||||
24,457 | @,L | TrueCar, Inc. | 233,320 | 0.0 | ||||||||||
28,434 | @ | TTM Technologies, Inc. | 185,105 | 0.0 |
See Accompanying Notes to Financial Statements
84 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
6,496 | @ | TubeMogul, Inc. | 88,346 | 0.0 | ||||||||||
14,291 | @ | Tyler Technologies, Inc. | 2,491,207 | 0.3 | ||||||||||
13,345 | @ | Ubiquiti Networks, Inc. | 422,903 | 0.1 | ||||||||||
13,845 | @ | Ultratech, Inc. | 274,408 | 0.0 | ||||||||||
22,868 | @ | Unisys Corp. | 252,691 | 0.0 | ||||||||||
17,999 | @ | Universal Display Corp. | 979,866 | 0.1 | ||||||||||
12,950 | @,L | Vasco Data Security Intl. | 216,654 | 0.0 | ||||||||||
18,256 | Veeco Instruments, Inc. | 375,343 | 0.1 | |||||||||||
25,344 | @ | Verint Systems, Inc. | 1,027,953 | 0.1 | ||||||||||
18,435 | @ | Viasat, Inc. | 1,124,719 | 0.2 | ||||||||||
50,331 | @,L | Violin Memory, Inc. | 45,303 | 0.0 | ||||||||||
26,200 | @,L | VirnetX Holding Corp. | 67,334 | 0.0 | ||||||||||
13,866 | @ | Virtusa Corp. | 573,220 | 0.1 | ||||||||||
42,814 | Vishay Intertechnology, Inc. | 515,909 | 0.1 | |||||||||||
7,452 | @ | Vishay Precision Group, Inc. | 84,357 | 0.0 | ||||||||||
20,031 | @ | Web.com Group, Inc. | 400,820 | 0.1 | ||||||||||
16,830 | @ | WebMD Health Corp. | 812,889 | 0.1 | ||||||||||
7,076 | @,L | Wix.com Ltd. | 160,979 | 0.0 | ||||||||||
27,579 | @ | Xcerra Corp. | 166,853 | 0.0 | ||||||||||
19,390 | @ | XO Group, Inc. | 311,403 | 0.0 | ||||||||||
13,293 | @ | Xura, Inc. | 326,742 | 0.1 | ||||||||||
23,045 | @ | Zendesk, Inc. | 609,310 | 0.1 | ||||||||||
39,724 | @ | Zix Corp. | 201,798 | 0.0 | ||||||||||
127,783,570 | 17.2 | |||||||||||||
Materials: 3.6% | ||||||||||||||
13,872 | A Schulman, Inc. | 425,038 | 0.1 | |||||||||||
2,058 | @ | AEP Industries, Inc. | 158,775 | 0.0 | ||||||||||
86,756 | @,L | AK Steel Holding Corp. | 194,333 | 0.0 | ||||||||||
13,761 | American Vanguard Corp. | 192,792 | 0.0 | |||||||||||
31,488 | Axiall Corp. | 484,915 | 0.1 | |||||||||||
13,626 | Balchem Corp. | 828,461 | 0.1 | |||||||||||
49,584 | @ | Berry Plastics Group, Inc. | 1,793,949 | 0.2 | ||||||||||
15,765 | @ | Boise Cascade Co. | 402,480 | 0.1 | ||||||||||
27,819 | Calgon Carbon Corp. | 479,878 | 0.1 | |||||||||||
19,879 | Carpenter Technology Corp. | 601,737 | 0.1 | |||||||||||
18,984 | Century Aluminum Co. | 83,909 | 0.0 | |||||||||||
29,805 | @ | Chemtura Corp. | 812,782 | 0.1 | ||||||||||
9,140 | @ | Clearwater Paper Corp. | 416,144 | 0.1 | ||||||||||
61,763 | L | Cliffs Natural Resources, Inc. | 97,586 | 0.0 | ||||||||||
56,841 | @,L | Coeur d'Alene Mines Corp. | 140,966 | 0.0 | ||||||||||
46,723 | Commercial Metals Co. | 639,638 | 0.1 | |||||||||||
3,642 | @ | Core Molding Technologies, Inc. | 46,727 | 0.0 | ||||||||||
6,339 | Deltic Timber Corp. | 373,177 | 0.1 | |||||||||||
33,835 | @ | Ferro Corp. | 376,245 | 0.1 | ||||||||||
30,512 | @ | Ferroglobe PLC | 328,004 | 0.1 | ||||||||||
24,838 | @,L | Flotek Industries, Inc. | 284,147 | 0.0 | ||||||||||
9,176 | @ | Greif, Inc. - Class A | 282,713 | 0.0 | ||||||||||
6,410 | Hawkins, Inc. | 229,286 | 0.0 | |||||||||||
6,644 | Haynes International, Inc. | 243,768 | 0.0 | |||||||||||
20,817 | HB Fuller Co. | 759,196 | 0.1 | |||||||||||
34,932 | @ | Headwaters, Inc. | 589,303 | 0.1 | ||||||||||
189,828 | Hecla Mining Co. | 358,775 | 0.1 | |||||||||||
32,120 | @,L | Horsehead Holding Corp. | 65,846 | 0.0 | ||||||||||
9,882 | Innophos Holdings, Inc. | 286,380 | 0.0 | |||||||||||
9,913 | Innospec, Inc. | 538,375 | 0.1 | |||||||||||
22,148 | @ | Intrepid Potash, Inc. | 65,337 | 0.0 | ||||||||||
6,984 | Kaiser Aluminum Corp. | 584,281 | 0.1 | |||||||||||
36,502 | KapStone Paper and Packaging Corp. | 824,580 | 0.1 | |||||||||||
5,755 | KMG Chemicals, Inc. | 132,480 | 0.0 | |||||||||||
9,399 | Koppers Holdings, Inc. | 171,532 | 0.0 | |||||||||||
16,893 | @ | Kraton Performance Polymers, Inc. | 280,593 | 0.0 | ||||||||||
20,076 | @ | Landec Corp. | 237,499 | 0.0 | ||||||||||
59,324 | @,L | Louisiana-Pacific Corp. | 1,068,425 | 0.1 | ||||||||||
11,370 | @,L | LSB Industries, Inc. | 82,432 | 0.0 | ||||||||||
8,875 | Materion Corp. | 248,500 | 0.0 | |||||||||||
15,240 | Minerals Technologies, Inc. | 698,906 | 0.1 | |||||||||||
12,057 | Myers Industries, Inc. | 160,599 | 0.0 | |||||||||||
7,502 | @ | Neenah Paper, Inc. | 468,350 | 0.1 | ||||||||||
70,581 | Olin Corp. | 1,218,228 | 0.2 | |||||||||||
28,112 | @ | Omnova Solutions, Inc. | 172,327 | 0.0 | ||||||||||
18,379 | PH Glatfelter Co. | 338,909 | 0.1 | |||||||||||
38,001 | PolyOne Corp. | 1,206,912 | 0.2 | |||||||||||
5,802 | Quaker Chemical Corp. | 448,263 | 0.1 | |||||||||||
20,779 | Rayonier Advanced Materials, Inc. | 203,426 | 0.0 | |||||||||||
10,906 | @ | Real Industry, Inc. | 87,575 | 0.0 | ||||||||||
11,870 | Rentech, Inc. | 41,782 | 0.0 | |||||||||||
13,661 | Schnitzer Steel Industries, Inc. | 196,309 | 0.0 | |||||||||||
13,909 | Schweitzer-Mauduit International, Inc. | 584,039 | 0.1 | |||||||||||
20,927 | @,L | Senomyx, Inc. | 78,895 | 0.0 | ||||||||||
19,417 | Sensient Technologies Corp. | 1,219,776 | 0.2 | |||||||||||
7,849 | Stepan Co. | 390,017 | 0.1 | |||||||||||
55,703 | @ | Stillwater Mining Co | 477,375 | 0.1 | ||||||||||
3,622 | Summit Materials, Inc. | 72,585 | 0.0 | |||||||||||
36,627 | SunCoke Energy, Inc. | 127,096 | 0.0 | |||||||||||
17,066 | TimkenSteel Corp. | 143,013 | 0.0 | |||||||||||
13,047 | Tredegar Corp. | 177,700 | 0.0 | |||||||||||
29,247 | @,L | Tronox Ltd. - CL A | 114,356 | 0.0 | ||||||||||
7,926 | @ | US Concrete Inc. | 417,383 | 0.1 | ||||||||||
25,637 | Wausau Paper Corp. | 262,266 | 0.0 | |||||||||||
21,222 | @ | Worthington Industries, Inc. | 639,631 | 0.1 | ||||||||||
14,979 | @ | Zagg, Inc. | 163,870 | 0.0 | ||||||||||
26,320,572 | 3.6 | |||||||||||||
Telecommunication Services: 1.0% | ||||||||||||||
44,046 | @ | 8x8, Inc. | 504,327 | 0.1 | ||||||||||
4,425 | @ | Atlantic Tele-Network, Inc. | 346,168 | 0.1 | ||||||||||
18,949 | @ | Boingo Wireless, Inc. | 125,442 | 0.0 | ||||||||||
117,413 | @ | Cincinnati Bell, Inc. | 422,687 | 0.1 | ||||||||||
21,607 | Cogent Communications Group, Inc. | 749,547 | 0.1 | |||||||||||
21,100 | Consolidated Communications Holdings, Inc. | 442,045 | 0.1 | |||||||||||
12,379 | @ | Fairpoint Communications, Inc. | 198,930 | 0.0 | ||||||||||
23,224 | @ | General Communication, Inc. | 459,371 | 0.1 | ||||||||||
206,387 | @ | Globalstar, Inc. | 297,197 | 0.0 | ||||||||||
30,613 | @ | inContact, Inc. | 292,048 | 0.0 | ||||||||||
14,556 | Inteliquent, Inc. | 258,660 | 0.0 | |||||||||||
12,181 | @,L | Intelsat SA | 50,673 | 0.0 | ||||||||||
38,208 | @ | Iridium Communications, Inc. | 321,329 | 0.1 |
See Accompanying Notes to Financial Statements
85 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Telecommunication Services: (continued) | ||||||||||||||
40,289 | @ | Leap Wireless International, Inc. - CVR | 106,766 | 0.0 | ||||||||||
11,903 | Lumos Networks Corp. | 133,314 | 0.0 | |||||||||||
5,646 | @ | pdvWireless, Inc. | 155,265 | 0.0 | ||||||||||
112,006 | @ | Pendrell Corp. | 56,126 | 0.0 | ||||||||||
6,386 | Reis, Inc. | 151,540 | 0.0 | |||||||||||
21,745 | @ | RingCentral, Inc. | 512,747 | 0.1 | ||||||||||
11,567 | Shenandoah Telecom Co. | 497,959 | 0.1 | |||||||||||
13,328 | Spok Holdings, Inc. | 244,169 | 0.0 | |||||||||||
3,790 | @,L | Straight Path Communications, Inc. | 64,961 | 0.0 | ||||||||||
84,317 | @ | Vonage Holdings Corp. | 483,980 | 0.1 | ||||||||||
39,462 | L | Windstream Holdings, Inc. | 254,135 | 0.0 | ||||||||||
7,129,386 | 1.0 | |||||||||||||
Utilities: 3.6% | ||||||||||||||
20,326 | L | Abengoa Yield PLC | 392,089 | 0.1 | ||||||||||
18,860 | Allete, Inc. | 958,654 | 0.1 | |||||||||||
18,656 | American States Water Co. | 782,619 | 0.1 | |||||||||||
65,637 | Atlantic Power Corp. | 129,305 | 0.0 | |||||||||||
28,900 | Avista Corp. | 1,022,193 | 0.1 | |||||||||||
20,796 | Black Hills Corp. | 965,558 | 0.1 | |||||||||||
22,615 | California Water Service Group | 526,251 | 0.1 | |||||||||||
5,820 | Chesapeake Utilities Corp. | 330,285 | 0.0 | |||||||||||
25,401 | Cleco Corp. | 1,326,186 | 0.2 | |||||||||||
56,291 | @ | Dynegy, Inc. | 754,299 | 0.1 | ||||||||||
20,575 | @ | El Paso Electric Co. | 792,137 | 0.1 | ||||||||||
23,606 | Empire District Electric Co. | 662,620 | 0.1 | |||||||||||
8,507 | L | Genie Energy Ltd | 94,853 | 0.0 | ||||||||||
21,043 | Idacorp, Inc. | 1,430,924 | 0.2 | |||||||||||
19,018 | Laclede Group, Inc. | 1,129,859 | 0.2 | |||||||||||
18,670 | MGE Energy, Inc. | 866,288 | 0.1 | |||||||||||
38,853 | @ | New Jersey Resources Corp. | 1,280,595 | 0.2 | ||||||||||
15,410 | Northwest Natural Gas Co. | 779,900 | 0.1 | |||||||||||
20,473 | NorthWestern Corp. | 1,110,660 | 0.2 | |||||||||||
15,799 | L | NRG Yield, Inc. - Class A | 219,764 | 0.0 | ||||||||||
24,367 | L | NRG Yield, Inc. - Class C | 359,657 | 0.0 | ||||||||||
20,562 | ONE Gas, Inc. | 1,031,596 | 0.1 | |||||||||||
14,307 | Ormat Technologies, Inc. | 521,776 | 0.1 | |||||||||||
18,383 | Otter Tail Corp. | 489,539 | 0.1 | |||||||||||
21,691 | Pattern Energy Group, Inc. | 453,559 | 0.1 | |||||||||||
33,292 | Piedmont Natural Gas Co. | 1,898,310 | 0.3 | |||||||||||
34,377 | PNM Resources, Inc. | 1,050,905 | 0.1 | |||||||||||
34,142 | Portland General Electric Co. | 1,241,745 | 0.2 | |||||||||||
9,130 | SJW Corp. | 270,705 | 0.0 | |||||||||||
33,163 | South Jersey Industries, Inc. | 779,994 | 0.1 | |||||||||||
21,421 | Southwest Gas Corp. | 1,181,582 | 0.2 | |||||||||||
29,807 | Talen Energy Corp. | 185,698 | 0.0 | |||||||||||
6,300 | Unitil Corp. | 226,044 | 0.0 | |||||||||||
8,981 | @,L | Vivint Solar, Inc. | 85,858 | 0.0 | ||||||||||
20,642 | WGL Holdings, Inc. | 1,300,240 | 0.2 | |||||||||||
26,632,247 | 3.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $512,203,860) | 723,333,817 | 97.6 | ||||||||||||
WARRANTS: 0.0% | ||||||||||||||
Energy: 0.0% | ||||||||||||||
11,987 | @ | Magnum Hunter Resources Corp. | 7 | 0.0 | ||||||||||
Total Warrants | ||||||||||||||
(Cost $–) | 7 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $512,203,860) | 723,333,824 | 97.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 9.4% | ||||||||||||||
Securities Lending Collateralcc: 6.8% | ||||||||||||||
9,886,543 | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $9,886,879, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $10,084,275, due 06/09/16-05/20/45) | 9,886,543 | 1.3 | |||||||||||
11,938,675 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $11,939,159, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $12,177,451, due 03/31/21-02/15/44) | 11,938,675 | 1.6 | |||||||||||
11,591,256 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $11,591,650, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $11,823,081, due 04/01/24-04/20/65) | 11,591,256 | 1.6 |
See Accompanying Notes to Financial Statements
86 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
11,938,675 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $11,939,107, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $12,177,449, due 01/15/16-10/20/65) | 11,938,675 | 1.6 | |||||||||||
4,912,490 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $4,912,711, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $5,014,348, due 01/15/17-02/15/42) | 4,912,490 | 0.7 | |||||||||||
50,267,639 | 6.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.6% | ||||||||||||||
19,317,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $19,317,000) | 19,317,000 | 2.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $69,584,639) | 69,584,639 | 9.4 | ||||||||||||
Total Investments in Securities (Cost $581,788,499) | $ | 792,918,463 | 107.0 | |||||||||||
Liabilities in Excess of Other Assets | (51,648,151 | ) | (7.0 | ) | ||||||||||
Net Assets | $ | 741,270,312 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $583,247,018. |
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 283,755,824 | ||
Gross Unrealized Depreciation | (74,084,379 | ) | ||
Net Unrealized Appreciation | $ | 209,671,445 |
See Accompanying Notes to Financial Statements
87 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 25.2% | ||||||||||||||
Basic Materials: 1.4% | ||||||||||||||
1,000,000 | Agrium, Inc., 3.150%, 10/01/22 | 958,182 | 0.0 | |||||||||||
1,000,000 | Agrium, Inc., 3.500%, 06/01/23 | 956,203 | 0.0 | |||||||||||
500,000 | Agrium, Inc., 4.125%, 03/15/35 | 426,639 | 0.0 | |||||||||||
750,000 | Air Products & Chemicals, Inc., 1.200%, 10/15/17 | 745,937 | 0.0 | |||||||||||
500,000 | Airgas, Inc., 2.900%, 11/15/22 | 485,962 | 0.0 | |||||||||||
1,300,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/39 | 889,338 | 0.0 | |||||||||||
3,700,000 | BHP Billiton Finance USA Ltd., 3.250%, 11/21/21 | 3,481,515 | 0.1 | |||||||||||
500,000 | Cabot Corp., 2.550%, 01/15/18 | 504,125 | 0.0 | |||||||||||
800,000 | Cabot Corp., 3.700%, 07/15/22 | 786,665 | 0.0 | |||||||||||
500,000 | CF Industries, Inc., 3.450%, 06/01/23 | 466,170 | 0.0 | |||||||||||
400,000 | CF Industries, Inc., 5.150%, 03/15/34 | 352,656 | 0.0 | |||||||||||
1,500,000 | CF Industries, Inc., 7.125%, 05/01/20 | 1,694,689 | 0.1 | |||||||||||
500,000 | Dow Chemical Co., 4.250%, 10/01/34 | 452,575 | 0.0 | |||||||||||
500,000 | Dow Chemical Co., 4.625%, 10/01/44 | 453,347 | 0.0 | |||||||||||
3,282,000 | Dow Chemical Co., 8.550%, 05/15/19 | 3,872,264 | 0.1 | |||||||||||
1,000,000 | Eastman Chemical Co., 4.500%, 01/15/21 | 1,055,974 | 0.1 | |||||||||||
400,000 | Eastman Chemical Co., 4.650%, 10/15/44 | 356,177 | 0.0 | |||||||||||
725,000 | Ecolab, Inc., 4.350%, 12/08/21 | 775,177 | 0.0 | |||||||||||
2,279,000 | EI Du Pont de Nemours & Co., 6.000%, 07/15/18 | 2,481,708 | 0.1 | |||||||||||
525,000 | Freeport-McMoRan Copper & Gold, Inc., 2.375%, 03/15/18 | 412,125 | 0.0 | |||||||||||
750,000 | L | Freeport-McMoRan Copper & Gold, Inc., 3.100%, 03/15/20 | 483,750 | 0.0 | ||||||||||
500,000 | Freeport-McMoRan Copper & Gold, Inc., 3.550%, 03/01/22 | 292,500 | 0.0 | |||||||||||
500,000 | Freeport-McMoRan Copper & Gold, Inc., 5.450%, 03/15/43 | 262,500 | 0.0 | |||||||||||
250,000 | Freeport-McMoRan, Inc., 2.300%, 11/14/17 | 214,062 | 0.0 | |||||||||||
200,000 | Freeport-McMoRan, Inc., 4.000%, 11/14/21 | 121,000 | 0.0 | |||||||||||
200,000 | Freeport-McMoRan, Inc., 5.400%, 11/14/34 | 107,000 | 0.0 | |||||||||||
250,000 | Goldcorp, Inc., 3.625%, 06/09/21 | 235,061 | 0.0 | |||||||||||
400,000 | International Paper Co., 3.650%, 06/15/24 | 392,246 | 0.0 | |||||||||||
750,000 | International Paper Co., 3.800%, 01/15/26 | 740,914 | 0.0 | |||||||||||
500,000 | International Paper Co., 5.150%, 05/15/46 | 477,454 | 0.0 | |||||||||||
750,000 | International Paper Co., 5.000%, 09/15/35 | 746,082 | 0.0 | |||||||||||
500,000 | LYB International Finance BV, 4.000%, 07/15/23 | 499,489 | 0.0 | |||||||||||
250,000 | Monsanto Co., 2.125%, 07/15/19 | 249,913 | 0.0 | |||||||||||
1,000,000 | Monsanto Co., 2.200%, 07/15/22 | 923,118 | 0.0 | |||||||||||
400,000 | Monsanto Co., 2.750%, 07/15/21 | 392,307 | 0.0 | |||||||||||
1,000,000 | Monsanto Co., 3.600%, 07/15/42 | 725,734 | 0.0 | |||||||||||
500,000 | Monsanto Co., 3.950%, 04/15/45 | 389,439 | 0.0 | |||||||||||
250,000 | Monsanto Co., 4.200%, 07/15/34 | 215,722 | 0.0 | |||||||||||
250,000 | Mosaic Co., 5.450%, 11/15/33 | 253,331 | 0.0 | |||||||||||
1,500,000 | Newmont Mining Corp., 3.500%, 03/15/22 | 1,339,284 | 0.1 | |||||||||||
500,000 | Newmont Mining Corp., 5.875%, 04/01/35 | 409,124 | 0.0 | |||||||||||
2,000,000 | Potash Corp. of Saskatchewan, Inc., 5.625%, 12/01/40 | 2,109,064 | 0.1 | |||||||||||
1,000,000 | Praxair, Inc., 2.200%, 08/15/22 | 956,799 | 0.0 | |||||||||||
4,365,000 | Rio Tinto Finance USA Ltd., 6.500%, 07/15/18 | 4,731,787 | 0.2 | |||||||||||
500,000 | Rio Tinto Finance USA Ltd, 3.750%, 06/15/25 | 455,114 | 0.0 | |||||||||||
500,000 | Rio Tinto Finance USA PLC, 1.375%, 06/17/16 | 499,758 | 0.0 | |||||||||||
490,000 | Rio Tinto Finance USA PLC, 1.625%, 08/21/17 | 483,183 | 0.0 | |||||||||||
250,000 | Rio Tinto Finance USA PLC, 2.250%, 12/14/18 | 243,941 | 0.0 | |||||||||||
1,539,000 | RPM International, Inc., 3.450%, 11/15/22 | 1,478,759 | 0.1 | |||||||||||
600,000 | Sherwin-Williams Co., 1.350%, 12/15/17 | 595,100 | 0.0 | |||||||||||
5,000,000 | L | Southern Copper Corp., 5.375%, 04/16/20 | 5,211,755 | 0.2 | ||||||||||
250,000 | Southern Copper Corp., 5.875%, 04/23/45 | 192,450 | 0.0 | |||||||||||
350,000 | Southern Copper Corp., 6.750%, 04/16/40 | 300,684 | 0.0 | |||||||||||
1,220,000 | L | Vale Overseas Ltd., 4.625%, 09/15/20 | 1,016,345 | 0.1 | ||||||||||
1,955,000 | L | Vale Overseas Ltd., 6.875%, 11/21/36 | 1,376,398 | 0.1 | ||||||||||
750,000 | Vale SA, 5.625%, 09/11/42 | 499,761 | 0.0 | |||||||||||
51,228,356 | 1.4 | |||||||||||||
Communications: 3.3% | ||||||||||||||
250,000 | 21st Century Fox America, Inc., 4.750%, 09/15/44 | 241,327 | 0.0 |
See Accompanying Notes to Financial Statements
88 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
3,550,000 | 21st Century Fox America, Inc., 6.150%, 03/01/37 | 3,967,679 | 0.1 | |||||||||||
300,000 | Amazon.com, Inc., 1.200%, 11/29/17 | 298,989 | 0.0 | |||||||||||
300,000 | Amazon.com, Inc., 2.500%, 11/29/22 | 290,743 | 0.0 | |||||||||||
5,000,000 | America Movil SAB de CV, 5.000%, 03/30/20 | 5,436,520 | 0.2 | |||||||||||
300,000 | AT&T, Inc., 1.400%, 12/01/17 | 298,768 | 0.0 | |||||||||||
755,000 | AT&T, Inc., 1.700%, 06/01/17 | 757,331 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 2.450%, 06/30/20 | 986,241 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 3.400%, 05/15/25 | 963,118 | 0.0 | |||||||||||
2,000,000 | AT&T, Inc., 4.500%, 05/15/35 | 1,855,716 | 0.1 | |||||||||||
2,250,000 | AT&T, Inc., 4.750%, 05/15/46 | 2,067,624 | 0.1 | |||||||||||
5,150,000 | AT&T, Inc., 6.500%, 09/01/37 | 5,769,396 | 0.2 | |||||||||||
500,000 | British Telecommunications PLC, 1.250%, 02/14/17 | 497,790 | 0.0 | |||||||||||
500,000 | British Telecommunications PLC, 2.350%, 02/14/19 | 501,748 | 0.0 | |||||||||||
300,000 | CBS Corp., 2.300%, 08/15/19 | 296,950 | 0.0 | |||||||||||
300,000 | CBS Corp., 3.700%, 08/15/24 | 292,442 | 0.0 | |||||||||||
250,000 | CBS Corp., 4.000%, 01/15/26 | 244,422 | 0.0 | |||||||||||
2,000,000 | CBS Corp., 4.300%, 02/15/21 | 2,103,332 | 0.1 | |||||||||||
250,000 | CBS Corp., 4.600%, 01/15/45 | 215,291 | 0.0 | |||||||||||
300,000 | CBS Corp., 4.900%, 08/15/44 | 273,756 | 0.0 | |||||||||||
500,000 | # | CCO Safari II LLC, 4.464%, 07/23/22 | 498,820 | 0.0 | ||||||||||
500,000 | # | CCO Safari II LLC, 4.908%, 07/23/25 | 500,263 | 0.0 | ||||||||||
1,000,000 | # | CCO Safari II LLC, 6.484%, 10/23/45 | 1,002,972 | 0.0 | ||||||||||
1,000,000 | Cisco Systems, Inc., 1.100%, 03/03/17 | 1,001,048 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.125%, 03/01/19 | 1,009,062 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.900%, 03/04/21 | 1,029,151 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 3.625%, 03/04/24 | 1,045,123 | 0.0 | |||||||||||
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/40 | 1,763,557 | 0.1 | |||||||||||
500,000 | Comcast Corp., 3.375%, 02/15/25 | 505,473 | 0.0 | |||||||||||
1,250,000 | Comcast Corp., 3.600%, 03/01/24 | 1,294,094 | 0.1 | |||||||||||
750,000 | Comcast Corp., 4.250%, 01/15/33 | 738,276 | 0.0 | |||||||||||
750,000 | Comcast Corp., 4.200%, 08/15/34 | 744,254 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.500%, 01/15/43 | 998,111 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.600%, 08/15/45 | 1,014,864 | 0.0 | |||||||||||
2,000,000 | Comcast Corp., 6.300%, 11/15/17 | 2,176,576 | 0.1 | |||||||||||
335,000 | Comcast Corp., 6.500%, 11/15/35 | 420,612 | 0.0 | |||||||||||
750,000 | Corning, Inc., 1.450%, 11/15/17 | 743,911 | 0.0 | |||||||||||
300,000 | # | Cox Communications, Inc., 3.250%, 12/15/22 | 273,113 | 0.0 | ||||||||||
500,000 | DirecTV Financing Co., Inc., 1.750%, 01/15/18 | 498,306 | 0.0 | |||||||||||
3,120,000 | DirecTV Holdings, LLC, 6.000%, 08/15/40 | 3,200,789 | 0.1 | |||||||||||
750,000 | Discovery Communications LLC, 3.250%, 04/01/23 | 692,578 | 0.0 | |||||||||||
1,800,000 | Discovery Communications, LLC, 4.375%, 06/15/21 | 1,846,769 | 0.1 | |||||||||||
250,000 | eBay, Inc., 1.350%, 07/15/17 | 248,133 | 0.0 | |||||||||||
300,000 | eBay, Inc., 2.875%, 08/01/21 | 295,655 | 0.0 | |||||||||||
300,000 | eBay, Inc., 3.450%, 08/01/24 | 287,341 | 0.0 | |||||||||||
250,000 | eBay, Inc., 4.000%, 07/15/42 | 198,163 | 0.0 | |||||||||||
1,500,000 | Expedia, Inc., 5.950%, 08/15/20 | 1,638,936 | 0.1 | |||||||||||
1,000,000 | L | Expedia, Inc., 7.456%, 08/15/18 | 1,115,062 | 0.1 | ||||||||||
500,000 | Juniper Networks, Inc., 4.500%, 03/15/24 | 498,735 | 0.0 | |||||||||||
300,000 | Motorola Solutions, Inc., 3.500%, 09/01/21 | 282,674 | 0.0 | |||||||||||
100,000 | Motorola Solutions, Inc., 4.000%, 09/01/24 | 86,945 | 0.0 | |||||||||||
1,500,000 | # | NBCUniversal Enterprise, Inc., 1.974%, 04/15/19 | 1,500,009 | 0.1 | ||||||||||
500,000 | NBCUniversal Media, LLC, 2.875%, 01/15/23 | 497,038 | 0.0 | |||||||||||
500,000 | NBCUniversal Media, LLC, 4.450%, 01/15/43 | 490,676 | 0.0 | |||||||||||
1,500,000 | Omnicom Group, Inc., 3.625%, 05/01/22 | 1,516,806 | 0.1 | |||||||||||
250,000 | Orange SA, 2.750%, 02/06/19 | 253,697 | 0.0 | |||||||||||
500,000 | Orange SA, 5.500%, 02/06/44 | 532,018 | 0.0 | |||||||||||
1,500,000 | Qwest Corp., 6.750%, 12/01/21 | 1,575,000 | 0.1 | |||||||||||
250,000 | Rogers Communications, Inc., 5.000%, 03/15/44 | 252,455 | 0.0 | |||||||||||
500,000 | Scripps Networks Interactive, Inc., 3.500%, 06/15/22 | 482,107 | 0.0 | |||||||||||
250,000 | Scripps Networks Interactive, Inc., 3.900%, 11/15/24 | 239,477 | 0.0 | |||||||||||
1,000,000 | Telefonaktiebolaget LM Ericsson, 4.125%, 05/15/22 | 1,027,253 | 0.0 | |||||||||||
750,000 | Telefonica Emisiones SAU, 3.192%, 04/27/18 | 765,060 | 0.0 | |||||||||||
2,655,000 | Telefonica Emisiones SAU, 3.992%, 02/16/16 | 2,662,376 | 0.1 | |||||||||||
700,000 | Telefonica Emisiones SAU, 5.134%, 04/27/20 | 765,314 | 0.0 |
See Accompanying Notes to Financial Statements
89 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
2,000,000 | Telefonica Emisiones SAU, 5.462%, 02/16/21 | 2,237,990 | 0.1 | |||||||||||
750,000 | Time Warner Cable, Inc., 4.125%, 02/15/21 | 766,644 | 0.0 | |||||||||||
1,000,000 | Time Warner Cable, Inc., 4.500%, 09/15/42 | 787,472 | 0.0 | |||||||||||
400,000 | Time Warner Cable, Inc., 5.350%, 12/15/43 | 400,521 | 0.0 | |||||||||||
5,075,000 | Time Warner Cable, Inc., 5.850%, 05/01/17 | 5,310,972 | 0.2 | |||||||||||
500,000 | Time Warner, Inc., 2.100%, 06/01/19 | 497,730 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 3.550%, 06/01/24 | 491,705 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 4.650%, 06/01/44 | 460,355 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 4.850%, 07/15/45 | 477,632 | 0.0 | |||||||||||
3,500,000 | Time Warner, Inc., 4.875%, 03/15/20 | 3,789,303 | 0.1 | |||||||||||
1,925,000 | Time Warner, Inc., 6.500%, 11/15/36 | 2,185,941 | 0.1 | |||||||||||
500,000 | Verizon Communications, Inc., 1.100%, 11/01/17 | 495,625 | 0.0 | |||||||||||
500,000 | Verizon Communications, Inc., 2.550%, 06/17/19 | 506,773 | 0.0 | |||||||||||
776,000 | Verizon Communications, Inc., 2.625%, 02/21/20 | 779,605 | 0.0 | |||||||||||
500,000 | Verizon Communications, Inc., 3.450%, 03/15/21 | 512,393 | 0.0 | |||||||||||
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/34 | 1,527,070 | 0.1 | |||||||||||
655,000 | Verizon Communications, Inc., 4.522%, 09/15/48 | 588,070 | 0.0 | |||||||||||
3,000,000 | Verizon Communications, Inc., 4.500%, 09/15/20 | 3,227,088 | 0.1 | |||||||||||
3,000,000 | Verizon Communications, Inc., 4.750%, 11/01/41 | 2,776,185 | 0.1 | |||||||||||
4,636,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 4,402,939 | 0.1 | |||||||||||
133,000 | Verizon Communications, Inc., 5.012%, 08/21/54 | 122,242 | 0.0 | |||||||||||
1,250,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 1,248,354 | 0.1 | |||||||||||
5,225,000 | Verizon Communications, Inc., 6.350%, 04/01/19 | 5,883,376 | 0.2 | |||||||||||
40,000 | Verizon Communications, Inc., 6.400%, 09/15/33 | 45,699 | 0.0 | |||||||||||
135,000 | Verizon Communications, Inc., 6.550%, 09/15/43 | 160,827 | 0.0 | |||||||||||
400,000 | Viacom, Inc., 2.200%, 04/01/19 | 393,335 | 0.0 | |||||||||||
3,500,000 | Viacom, Inc., 2.500%, 12/15/16 | 3,508,155 | 0.1 | |||||||||||
1,000,000 | Viacom, Inc., 2.500%, 09/01/18 | 998,258 | 0.0 | |||||||||||
1,000,000 | Viacom, Inc., 3.250%, 03/15/23 | 914,998 | 0.0 | |||||||||||
400,000 | Viacom, Inc., 3.875%, 04/01/24 | 375,764 | 0.0 | |||||||||||
200,000 | Viacom, Inc., 4.850%, 12/15/34 | 163,792 | 0.0 | |||||||||||
400,000 | Viacom, Inc., 5.250%, 04/01/44 | 330,896 | 0.0 | |||||||||||
1,000,000 | Viacom, Inc., 5.850%, 09/01/43 | 900,281 | 0.0 | |||||||||||
500,000 | Vodafone Group PLC, 1.500%, 02/19/18 | 494,731 | 0.0 | |||||||||||
500,000 | Vodafone Group PLC, 2.950%, 02/19/23 | 469,507 | 0.0 | |||||||||||
3,965,000 | Vodafone Group PLC, 6.150%, 02/27/37 | 3,922,154 | 0.1 | |||||||||||
300,000 | Walt Disney Co., 1.100%, 12/01/17 | 299,163 | 0.0 | |||||||||||
300,000 | Walt Disney Co., 2.350%, 12/01/22 | 296,617 | 0.0 | |||||||||||
1,000,000 | Walt Disney Co., 5.500%, 03/15/19 | 1,110,799 | 0.0 | |||||||||||
1,000,000 | WPP Finance 2010, 3.625%, 09/07/22 | 1,004,986 | 0.0 | |||||||||||
122,433,782 | 3.3 | |||||||||||||
Consumer, Cyclical: 1.8% | ||||||||||||||
500,000 | AutoZone, Inc., 2.875%, 01/15/23 | 484,228 | 0.0 | |||||||||||
750,000 | AutoZone, Inc., 3.125%, 07/15/23 | 736,936 | 0.0 | |||||||||||
400,000 | BorgWarner, Inc., 4.375%, 03/15/45 | 358,176 | 0.0 | |||||||||||
500,000 | Carnival Corp., 1.200%, 02/05/16 | 500,165 | 0.0 | |||||||||||
400,000 | Coach, Inc., 4.250%, 04/01/25 | 381,053 | 0.0 | |||||||||||
1,772,479 | Continental Airlines 2009-2 Class A Pass Through Trust, 7.250%, 11/10/19 | 1,999,799 | 0.1 | |||||||||||
300,000 | Costco Wholesale Corp., 1.125%, 12/15/17 | 299,827 | 0.0 | |||||||||||
300,000 | Costco Wholesale Corp., 1.700%, 12/15/19 | 297,723 | 0.0 | |||||||||||
100,000 | CVS Caremark Corp., 1.200%, 12/05/16 | 100,039 | 0.0 | |||||||||||
250,000 | CVS Caremark Corp., 2.250%, 12/05/18 | 251,429 | 0.0 | |||||||||||
750,000 | CVS Caremark Corp., 2.750%, 12/01/22 | 731,960 | 0.0 | |||||||||||
250,000 | CVS Caremark Corp., 3.375%, 08/12/24 | 247,994 | 0.0 | |||||||||||
250,000 | CVS Caremark Corp., 4.000%, 12/05/23 | 260,246 | 0.0 | |||||||||||
200,000 | CVS Caremark Corp., 5.300%, 12/05/43 | 217,430 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 2.250%, 08/12/19 | 249,979 | 0.0 | |||||||||||
500,000 | CVS Health Corp., 2.800%, 07/20/20 | 502,978 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 3.500%, 07/20/22 | 1,019,509 | 0.1 | |||||||||||
500,000 | CVS Health Corp., 3.875%, 07/20/25 | 511,365 | 0.0 | |||||||||||
1,250,000 | CVS Health Corp., 4.875%, 07/20/35 | 1,295,165 | 0.1 | |||||||||||
1,000,000 | CVS Health Corp., 5.125%, 07/20/45 | 1,057,496 | 0.1 |
See Accompanying Notes to Financial Statements
90 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
500,000 | # | Daimler Finance North America LLC, 1.450%, 08/01/16 | 500,741 | 0.0 | ||||||||||
500,000 | # | Daimler Finance North America LLC, 2.375%, 08/01/18 | 500,947 | 0.0 | ||||||||||
990,810 | Delta Air Lines 2007-1 Class A Pass Through Trust, 6.821%, 08/10/22 | 1,142,454 | 0.1 | |||||||||||
300,000 | Ford Motor Co., 4.750%, 01/15/43 | 283,827 | 0.0 | |||||||||||
1,000,000 | Ford Motor Credit Co. LLC, 1.700%, 05/09/16 | 1,001,055 | 0.0 | |||||||||||
2,250,000 | Ford Motor Credit Co. LLC, 2.375%, 01/16/18 | 2,245,975 | 0.1 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/21 | 497,227 | 0.0 | |||||||||||
250,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/25 | 249,729 | 0.0 | |||||||||||
1,000,000 | Ford Motor Credit Co. LLC, 4.375%, 08/06/23 | 1,029,550 | 0.1 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 7.450%, 07/16/31 | 618,239 | 0.0 | |||||||||||
750,000 | Ford Motor Credit Co., LLC, 4.250%, 09/20/22 | 768,454 | 0.0 | |||||||||||
1,300,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/21 | 1,451,469 | 0.1 | |||||||||||
600,000 | Ford Motor Credit Co. LLC, 2.500%, 01/15/16 | 600,139 | 0.0 | |||||||||||
1,000,000 | Ford Motor Credit Co. LLC, 4.250%, 02/03/17 | 1,022,009 | 0.1 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.100%, 01/15/19 | 999,474 | 0.0 | |||||||||||
3,350,000 | Home Depot, Inc., 5.875%, 12/16/36 | 4,091,342 | 0.1 | |||||||||||
500,000 | Hyatt Hotels Corp., 3.375%, 07/15/23 | 475,819 | 0.0 | |||||||||||
1,000,000 | # | Hyundai Capital America, 1.875%, 08/09/16 | 1,001,445 | 0.0 | ||||||||||
500,000 | # | Hyundai Capital America, 2.400%, 10/30/18 | 498,696 | 0.0 | ||||||||||
1,000,000 | # | Hyundai Capital America, 2.875%, 08/09/18 | 1,011,013 | 0.1 | ||||||||||
4,125,000 | # | Hyundai Capital America, 3.750%, 04/06/16 | 4,147,720 | 0.1 | ||||||||||
200,000 | Johnson Controls, Inc., 1.400%, 11/02/17 | 198,027 | 0.0 | |||||||||||
400,000 | Johnson Controls, Inc., 3.625%, 07/02/24 | 387,141 | 0.0 | |||||||||||
250,000 | Johnson Controls, Inc., 4.625%, 07/02/44 | 212,649 | 0.0 | |||||||||||
500,000 | Kohl's Corp., 4.250%, 07/17/25 | 488,581 | 0.0 | |||||||||||
1,000,000 | Lowe's Cos, Inc., 1.625%, 04/15/17 | 1,006,423 | 0.0 | |||||||||||
600,000 | Lowe's Cos, Inc., 4.250%, 09/15/44 | 598,136 | 0.0 | |||||||||||
500,000 | Macy's Retail Holdings, Inc., 2.875%, 02/15/23 | 454,155 | 0.0 | |||||||||||
532,000 | Macy's Retail Holdings, Inc., 3.625%, 06/01/24 | 489,160 | 0.0 | |||||||||||
1,000,000 | Macy's Retail Holdings, Inc., 3.875%, 01/15/22 | 987,702 | 0.0 | |||||||||||
500,000 | Macy's Retail Holdings, Inc., 4.500%, 12/15/34 | 419,091 | 0.0 | |||||||||||
2,000,000 | Marriott International, Inc., 3.000%, 03/01/19 | 2,028,894 | 0.1 | |||||||||||
500,000 | Mattel, Inc., 1.700%, 03/15/18 | 493,701 | 0.0 | |||||||||||
500,000 | Mattel, Inc., 2.350%, 05/06/19 | 496,233 | 0.0 | |||||||||||
500,000 | Mattel, Inc., 3.150%, 03/15/23 | 477,835 | 0.0 | |||||||||||
400,000 | McDonald's Corp., 4.600%, 05/26/45 | 386,131 | 0.0 | |||||||||||
325,000 | McDonald's Corp., 6.300%, 10/15/37 | 382,197 | 0.0 | |||||||||||
1,000,000 | McDonald's Corp., 2.100%, 12/07/18 | 1,001,519 | 0.0 | |||||||||||
1,000,000 | McDonald's Corp., 2.750%, 12/09/20 | 1,000,651 | 0.0 | |||||||||||
500,000 | McDonald's Corp., 3.700%, 01/30/26 | 500,757 | 0.0 | |||||||||||
500,000 | McDonald's Corp., 4.700%, 12/09/35 | 499,712 | 0.0 | |||||||||||
1,250,000 | Mohawk Industries, Inc., 3.850%, 02/01/23 | 1,267,586 | 0.1 | |||||||||||
300,000 | Newell Rubbermaid, Inc., 2.050%, 12/01/17 | 294,771 | 0.0 | |||||||||||
300,000 | Newell Rubbermaid, Inc., 2.150%, 10/15/18 | 290,580 | 0.0 | |||||||||||
250,000 | Newell Rubbermaid, Inc., 2.875%, 12/01/19 | 241,485 | 0.0 | |||||||||||
750,000 | # | Nissan Motor Acceptance Corp., 1.000%, 03/15/16 | 750,119 | 0.0 | ||||||||||
400,000 | # | Nissan Motor Acceptance Corp., 1.950%, 09/12/17 | 400,840 | 0.0 | ||||||||||
3,200,000 | Nordstrom, Inc., 4.750%, 05/01/20 | 3,463,411 | 0.1 | |||||||||||
500,000 | NVR, Inc., 3.950%, 09/15/22 | 505,087 | 0.0 | |||||||||||
300,000 | O'Reilly Automotive, Inc., 3.800%, 09/01/22 | 304,245 | 0.0 | |||||||||||
250,000 | Starbucks Corp., 2.000%, 12/05/18 | 252,585 | 0.0 | |||||||||||
500,000 | Starwood Hotels & Resorts Worldwide, Inc., 3.125%, 02/15/23 | 489,715 | 0.0 | |||||||||||
400,000 | Starwood Hotels & Resorts Worldwide, Inc., 4.500%, 10/01/34 | 361,478 | 0.0 | |||||||||||
500,000 | TJX Cos, Inc., 2.500%, 05/15/23 | 483,135 | 0.0 | |||||||||||
500,000 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 12/01/27 | 505,000 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 2.700%, 11/18/19 | 249,864 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/21 | 245,613 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.800%, 11/18/24 | 243,184 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/34 | 229,008 | 0.0 |
See Accompanying Notes to Financial Statements
91 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.800%, 11/18/44 | 227,957 | 0.0 | |||||||||||
1,000,000 | Wal-Mart Stores, Inc., 3.300%, 04/22/24 | 1,033,784 | 0.1 | |||||||||||
3,130,000 | Wal-Mart Stores, Inc., 5.625%, 04/01/40 | 3,732,293 | 0.1 | |||||||||||
300,000 | Whirlpool Corp., 3.700%, 05/01/25 | 297,890 | 0.0 | |||||||||||
200,000 | Whirlpool Corp., 4.000%, 03/01/24 | 204,889 | 0.0 | |||||||||||
1,000,000 | Wyndham Worldwide Corp., 4.250%, 03/01/22 | 1,008,222 | 0.1 | |||||||||||
65,232,257 | 1.8 | |||||||||||||
Consumer, Non-cyclical: 3.7% | ||||||||||||||
500,000 | AbbVie, Inc., 1.800%, 05/14/18 | 498,016 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.500%, 05/14/20 | 495,564 | 0.0 | |||||||||||
250,000 | AbbVie, Inc., 3.200%, 11/06/22 | 246,561 | 0.0 | |||||||||||
250,000 | AbbVie, Inc., 3.600%, 05/14/25 | 247,251 | 0.0 | |||||||||||
1,250,000 | AbbVie, Inc., 4.500%, 05/14/35 | 1,227,766 | 0.1 | |||||||||||
250,000 | AbbVie, Inc., 4.700%, 05/14/45 | 245,446 | 0.0 | |||||||||||
1,000,000 | Actavis Funding SCS, 3.000%, 03/12/20 | �� | 1,001,703 | 0.1 | ||||||||||
500,000 | Actavis Funding SCS, 3.450%, 03/15/22 | 501,475 | 0.0 | |||||||||||
500,000 | Actavis plc, 1.875%, 10/01/17 | 499,606 | 0.0 | |||||||||||
500,000 | Actavis plc, 3.250%, 10/01/22 | 492,558 | 0.0 | |||||||||||
500,000 | Actavis plc, 4.625%, 10/01/42 | 477,065 | 0.0 | |||||||||||
1,725,000 | Aetna, Inc., 1.500%, 11/15/17 | 1,719,245 | 0.1 | |||||||||||
400,000 | Aetna, Inc., 2.200%, 03/15/19 | 398,289 | 0.0 | |||||||||||
500,000 | Aetna, Inc., 2.750%, 11/15/22 | 486,498 | 0.0 | |||||||||||
250,000 | Aetna, Inc., 3.500%, 11/15/24 | 250,213 | 0.0 | |||||||||||
300,000 | Aetna, Inc., 4.500%, 05/15/42 | 295,566 | 0.0 | |||||||||||
500,000 | Allergan, Inc./United States, 2.800%, 03/15/23 | 471,754 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 2.950%, 05/02/23 | 487,427 | 0.0 | |||||||||||
300,000 | Altria Group, Inc., 4.250%, 08/09/42 | 276,302 | 0.0 | |||||||||||
1,156,000 | Altria Group, Inc., 9.950%, 11/10/38 | 1,858,580 | 0.1 | |||||||||||
500,000 | AmerisourceBergen Corp., 3.400%, 05/15/24 | 489,510 | 0.0 | |||||||||||
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/45 | 230,556 | 0.0 | |||||||||||
250,000 | Amgen, Inc., 3.625%, 05/22/24 | 250,481 | 0.0 | |||||||||||
4,400,000 | Amgen, Inc., 3.875%, 11/15/21 | 4,592,038 | 0.1 | |||||||||||
1,000,000 | Amgen, Inc., 4.400%, 05/01/45 | 929,541 | 0.0 | |||||||||||
661,000 | Amgen, Inc., 6.375%, 06/01/37 | 772,111 | 0.0 | |||||||||||
500,000 | Anheuser-Busch InBev Worldwide, Inc., 1.375%, 07/15/17 | 498,439 | 0.0 | |||||||||||
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/42 | 215,306 | 0.0 | |||||||||||
3,500,000 | Anheuser-Busch InBev Worldwide, Inc., 5.375%, 01/15/20 | 3,876,474 | 0.1 | |||||||||||
250,000 | Anthem, Inc., 3.500%, 08/15/24 | 244,566 | 0.0 | |||||||||||
750,000 | AstraZeneca PLC, 1.950%, 09/18/19 | 746,758 | 0.0 | |||||||||||
2,900,000 | AstraZeneca PLC, 6.450%, 09/15/37 | 3,676,864 | 0.1 | |||||||||||
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/25 | 510,760 | 0.0 | |||||||||||
500,000 | Baxter International, Inc., 0.950%, 06/01/16 | 499,755 | 0.0 | |||||||||||
239,000 | Baxter International, Inc., 1.850%, 06/15/18 | 237,706 | 0.0 | |||||||||||
4,370,000 | Becton Dickinson & Co., 3.125%, 11/08/21 | 4,412,756 | 0.1 | |||||||||||
2,000,000 | Biogen, Inc., 6.875%, 03/01/18 | 2,192,154 | 0.1 | |||||||||||
400,000 | Boston Scientific Corp., 2.850%, 05/15/20 | 398,497 | 0.0 | |||||||||||
400,000 | Boston Scientific Corp., 3.375%, 05/15/22 | 395,358 | 0.0 | |||||||||||
1,500,000 | Bristol-Myers Squibb Co., 0.875%, 08/01/17 | 1,492,080 | 0.1 | |||||||||||
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/42 | 434,055 | 0.0 | |||||||||||
500,000 | Bunge Ltd. Finance Corp., 3.200%, 06/15/17 | 505,097 | 0.0 | |||||||||||
500,000 | Campbell Soup Co., 3.800%, 08/02/42 | 428,202 | 0.0 | |||||||||||
400,000 | Cardinal Health, Inc., 1.900%, 06/15/17 | 401,324 | 0.0 | |||||||||||
500,000 | Cardinal Health, Inc., 3.200%, 03/15/23 | 494,711 | 0.0 | |||||||||||
400,000 | Cardinal Health, Inc., 3.750%, 09/15/25 | 407,126 | 0.0 | |||||||||||
500,000 | Cardinal Health, Inc., 4.600%, 03/15/43 | 494,227 | 0.0 | |||||||||||
500,000 | Cardinal Health, Inc., 4.900%, 09/15/45 | 512,840 | 0.0 | |||||||||||
500,000 | Celgene Corp., 1.900%, 08/15/17 | 502,090 | 0.0 | |||||||||||
1,000,000 | Celgene Corp., 2.300%, 08/15/18 | 1,005,104 | 0.1 | |||||||||||
250,000 | Celgene Corp., 3.625%, 05/15/24 | 246,445 | 0.0 | |||||||||||
2,945,000 | Celgene Corp., 3.950%, 10/15/20 | 3,095,201 | 0.1 | |||||||||||
500,000 | Celgene Corp., 4.625%, 05/15/44 | 474,078 | 0.0 | |||||||||||
1,000,000 | Celgene Corp., 4.000%, 08/15/23 | 1,028,495 | 0.1 | |||||||||||
500,000 | Celgene Corp., 5.000%, 08/15/45 | 503,835 | 0.0 | |||||||||||
3,000,000 | Cigna Corp., 4.000%, 02/15/22 | 3,105,576 | 0.1 | |||||||||||
2,500,000 | Cigna Corp., 5.125%, 06/15/20 | 2,731,750 | 0.1 | |||||||||||
750,000 | Clorox Co., 3.050%, 09/15/22 | 741,881 | 0.0 |
See Accompanying Notes to Financial Statements
92 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
3,000,000 | Coca-Cola Co., 3.150%, 11/15/20 | 3,143,631 | 0.1 | |||||||||||
1,000,000 | Colgate-Palmolive Co., 0.900%, 05/01/18 | 990,525 | 0.0 | |||||||||||
792,000 | ConAgra Foods, Inc., 2.100%, 03/15/18 | 790,093 | 0.0 | |||||||||||
543,000 | ConAgra Foods, Inc., 3.200%, 01/25/23 | 523,236 | 0.0 | |||||||||||
500,000 | Coventry Health Care, Inc., 5.450%, 06/15/21 | 552,917 | 0.0 | |||||||||||
500,000 | Covidien International Finance SA, 3.200%, 06/15/22 | 501,953 | 0.0 | |||||||||||
750,000 | Diageo Capital PLC, 1.125%, 04/29/18 | 738,226 | 0.0 | |||||||||||
750,000 | Diageo Capital PLC, 2.625%, 04/29/23 | 726,286 | 0.0 | |||||||||||
500,000 | Diageo Investment Corp., 2.875%, 05/11/22 | 496,391 | 0.0 | |||||||||||
750,000 | Dr Pepper Snapple Group, Inc., 2.000%, 01/15/20 | 733,854 | 0.0 | |||||||||||
3,275,000 | Dr Pepper Snapple Group, Inc., 2.900%, 01/15/16 | 3,276,238 | 0.1 | |||||||||||
250,000 | Dr Pepper Snapple Group, Inc., 3.400%, 11/15/25 | 246,112 | 0.0 | |||||||||||
350,000 | Dr Pepper Snapple Group, Inc., 4.500%, 11/15/45 | 343,633 | 0.0 | |||||||||||
500,000 | Eli Lilly & Co., 3.700%, 03/01/45 | 468,877 | 0.0 | |||||||||||
500,000 | # | ERAC USA Finance LLC, 2.350%, 10/15/19 | 493,405 | 0.0 | ||||||||||
500,000 | # | ERAC USA Finance LLC, 3.850%, 11/15/24 | 501,331 | 0.0 | ||||||||||
300,000 | Estee Lauder Cos, Inc., 3.700%, 08/15/42 | 269,105 | 0.0 | |||||||||||
400,000 | Express Scripts Holding Co., 2.250%, 06/15/19 | 398,014 | 0.0 | |||||||||||
250,000 | Express Scripts Holding Co., 3.500%, 06/15/24 | 246,877 | 0.0 | |||||||||||
4,210,000 | Express Scripts, Inc., 3.125%, 05/15/16 | 4,238,519 | 0.1 | |||||||||||
350,000 | Flowers Foods, Inc., 4.375%, 04/01/22 | 364,378 | 0.0 | |||||||||||
500,000 | General Mills, Inc., 0.875%, 01/29/16 | 499,949 | 0.0 | |||||||||||
750,000 | General Mills, Inc., 4.150%, 02/15/43 | 703,385 | 0.0 | |||||||||||
350,000 | Gilead Sciences, Inc., 2.050%, 04/01/19 | 350,862 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 3.250%, 09/01/22 | 504,069 | 0.0 | |||||||||||
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/26 | 262,636 | 0.0 | |||||||||||
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/45 | 196,186 | 0.0 | |||||||||||
250,000 | Gilead Sciences, Inc., 4.750%, 03/01/46 | 253,446 | 0.0 | |||||||||||
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/44 | 351,909 | 0.0 | |||||||||||
1,000,000 | GlaxoSmithKline Capital PLC, 1.500%, 05/08/17 | 1,004,452 | 0.1 | |||||||||||
500,000 | GlaxoSmithKline Capital, Inc., 0.700%, 03/18/16 | 500,110 | 0.0 | |||||||||||
500,000 | GlaxoSmithKline Capital, Inc., 2.800%, 03/18/23 | 499,270 | 0.0 | |||||||||||
500,000 | # | HJ Heinz Co., 5.200%, 07/15/45 | 524,086 | 0.0 | ||||||||||
500,000 | # | HJ Heinz Co., 5.000%, 07/15/35 | 513,874 | 0.0 | ||||||||||
3,550,000 | Humana, Inc., 3.150%, 12/01/22 | 3,458,176 | 0.1 | |||||||||||
1,070,000 | Humana, Inc., 6.300%, 08/01/18 | 1,178,589 | 0.1 | |||||||||||
551,000 | Kellogg Co., 4.000%, 12/15/20 | 580,239 | 0.0 | |||||||||||
1,000,000 | Kraft Foods Group, Inc., 2.250%, 06/05/17 | 1,007,511 | 0.1 | |||||||||||
3,266,000 | Kraft Foods, Inc., 6.125%, 08/23/18 | 3,588,122 | 0.1 | |||||||||||
400,000 | Kroger Co., 2.300%, 01/15/19 | 401,387 | 0.0 | |||||||||||
400,000 | Kroger Co., 3.300%, 01/15/21 | 406,726 | 0.0 | |||||||||||
1,000,000 | Kroger Co., 3.850%, 08/01/23 | 1,032,719 | 0.1 | |||||||||||
1,379,000 | Kroger Co., 7.500%, 04/01/31 | 1,760,909 | 0.1 | |||||||||||
500,000 | Laboratory Corp. of America Holdings, 2.200%, 08/23/17 | 501,983 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 247,152 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/22 | 245,786 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/45 | 230,449 | 0.0 | |||||||||||
500,000 | McKesson Corp., 1.400%, 03/15/18 | 493,826 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.284%, 03/15/19 | 498,448 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.850%, 03/15/23 | 480,651 | 0.0 | |||||||||||
1,500,000 | McKesson Corp., 3.250%, 03/01/16 | 1,505,439 | 0.1 | |||||||||||
400,000 | McKesson Corp., 3.796%, 03/15/24 | 402,821 | 0.0 | |||||||||||
300,000 | McKesson Corp., 4.883%, 03/15/44 | 301,136 | 0.0 | |||||||||||
350,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/20 | 350,445 | 0.0 | |||||||||||
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/44 | 232,305 | 0.0 | |||||||||||
400,000 | Medtronic, Inc., 2.750%, 04/01/23 | 391,113 | 0.0 | |||||||||||
350,000 | Medtronic, Inc., 4.000%, 04/01/43 | 325,597 | 0.0 | |||||||||||
250,000 | Medtronic, Inc., 4.625%, 03/15/44 | 254,994 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 1.850%, 02/10/20 | 249,044 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 3.700%, 02/10/45 | 233,048 | 0.0 | |||||||||||
1,000,000 | Merck & Co., Inc., 4.150%, 05/18/43 | 1,006,419 | 0.1 | |||||||||||
500,000 | Molson Coors Brewing Co., 5.000%, 05/01/42 | 482,931 | 0.0 | |||||||||||
1,000,000 | Mondelez International, Inc., 4.000%, 02/01/24 | 1,033,220 | 0.1 | |||||||||||
250,000 | Mylan, Inc./PA, 2.550%, 03/28/19 | 246,925 | 0.0 |
See Accompanying Notes to Financial Statements
93 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
500,000 | Novartis Capital Corp., 3.400%, 05/06/24 | 517,458 | 0.0 | |||||||||||
250,000 | PepsiCo, Inc., 4.250%, 10/22/44 | 248,673 | 0.0 | |||||||||||
1,500,000 | PepsiCo, Inc., 4.000%, 03/05/42 | 1,451,517 | 0.1 | |||||||||||
2,405,000 | PepsiCo, Inc., 4.875%, 11/01/40 | 2,576,635 | 0.1 | |||||||||||
750,000 | Pfizer, Inc., 3.400%, 05/15/24 | 770,376 | 0.0 | |||||||||||
1,000,000 | Pfizer, Inc., 4.300%, 06/15/43 | 1,003,638 | 0.1 | |||||||||||
2,000,000 | Pfizer, Inc., 6.200%, 03/15/19 | 2,251,530 | 0.1 | |||||||||||
250,000 | Philip Morris International, Inc., 1.250%, 11/09/17 | 249,756 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 6.375%, 05/16/38 | 631,919 | 0.0 | |||||||||||
250,000 | Philip Morris International, Inc., 3.250%, 11/10/24 | 251,821 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 484,196 | 0.0 | |||||||||||
250,000 | Reynolds American, Inc., 3.250%, 11/01/22 | 247,700 | 0.0 | |||||||||||
500,000 | Reynolds American, Inc., 5.700%, 08/15/35 | 549,440 | 0.0 | |||||||||||
250,000 | Reynolds American, Inc., 6.150%, 09/15/43 | 284,348 | 0.0 | |||||||||||
3,000,000 | Reynolds American, Inc., 8.125%, 06/23/19 | 3,533,382 | 0.1 | |||||||||||
3,330,000 | Sanofi-Aventis SA, 4.000%, 03/29/21 | 3,569,300 | 0.1 | |||||||||||
500,000 | St Jude Medical, Inc., 3.250%, 04/15/23 | 492,033 | 0.0 | |||||||||||
500,000 | St Jude Medical, Inc., 4.750%, 04/15/43 | 490,534 | 0.0 | |||||||||||
1,000,000 | Stryker Corp., 1.300%, 04/01/18 | 993,104 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 3.750%, 08/15/21 | 250,155 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 3.000%, 08/15/19 | 249,914 | 0.0 | |||||||||||
300,000 | Synchrony Financial, 4.250%, 08/15/24 | 296,502 | 0.0 | |||||||||||
500,000 | Teva Pharmaceutical Finance IV, LLC, 2.250%, 03/18/20 | 484,506 | 0.0 | |||||||||||
150,000 | Tyson Foods, Inc., 2.650%, 08/15/19 | 150,246 | 0.0 | |||||||||||
750,000 | UnitedHealth Group, Inc., 1.625%, 03/15/19 | 742,266 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.300%, 12/15/19 | 301,675 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/23 | 490,800 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.875%, 12/15/21 | 303,773 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/23 | 495,217 | 0.0 | |||||||||||
2,000,000 | UnitedHealth Group, Inc., 3.375%, 11/15/21 | 2,068,882 | 0.1 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/35 | 259,992 | 0.0 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/45 | 263,717 | 0.0 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 6.000%, 02/15/18 | 1,088,012 | 0.1 | |||||||||||
500,000 | Ventas Realty L.P., 3.750%, 05/01/24 | 490,827 | 0.0 | |||||||||||
400,000 | Verisk Analytics, Inc., 5.500%, 06/15/45 | 383,228 | 0.0 | |||||||||||
250,000 | WellPoint, Inc., 1.875%, 01/15/18 | 249,063 | 0.0 | |||||||||||
250,000 | WellPoint, Inc., 2.250%, 08/15/19 | 248,710 | 0.0 | |||||||||||
1,000,000 | WellPoint, Inc., 2.300%, 07/15/18 | 998,937 | 0.1 | |||||||||||
250,000 | WellPoint, Inc., 4.650%, 08/15/44 | 239,178 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 3.450%, 11/13/20 | 501,146 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 4.500%, 11/13/25 | 508,020 | 0.0 | |||||||||||
136,948,703 | 3.7 | |||||||||||||
Energy: 2.8% | ||||||||||||||
500,000 | L | Anadarko Petroleum Corp., 3.450%, 07/15/24 | 445,210 | 0.0 | ||||||||||
2,250,000 | Anadarko Petroleum Corp., 4.500%, 07/15/44 | 1,728,657 | 0.1 | |||||||||||
1,000,000 | Anadarko Petroleum Corp., 5.950%, 09/15/16 | 1,027,753 | 0.1 | |||||||||||
625,000 | Anadarko Petroleum Corp., 8.700%, 03/15/19 | 710,713 | 0.0 | |||||||||||
543,000 | Apache Corp., 3.250%, 04/15/22 | 517,933 | 0.0 | |||||||||||
500,000 | Apache Corp., 4.250%, 01/15/44 | 401,645 | 0.0 | |||||||||||
1,000,000 | Apache Corp., 4.750%, 04/15/43 | 862,130 | 0.0 | |||||||||||
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/24 | 217,853 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets PLC, 1.375%, 11/06/17 | 994,451 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets PLC, 2.750%, 05/10/23 | 940,289 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.062%, 03/17/22 | 490,693 | 0.0 | |||||||||||
250,000 | BP Capital Markets PLC, 3.535%, 11/04/24 | 243,453 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.814%, 02/10/24 | 500,421 | 0.0 | |||||||||||
1,650,000 | Cameron International Corp., 3.600%, 04/30/22 | 1,634,271 | 0.1 | |||||||||||
400,000 | Cameron International Corp., 3.700%, 06/15/24 | 391,458 | 0.0 | |||||||||||
250,000 | Canadian Natural Resources Ltd., 3.800%, 04/15/24 | 221,263 | 0.0 | |||||||||||
500,000 | Cenovus Energy, Inc., 4.450%, 09/15/42 | 365,489 | 0.0 | |||||||||||
1,000,000 | Cenovus Energy, Inc., 5.200%, 09/15/43 | 785,299 | 0.0 | |||||||||||
300,000 | Chevron Corp., 1.104%, 12/05/17 | 298,038 | 0.0 | |||||||||||
300,000 | Chevron Corp., 2.355%, 12/05/22 | 286,930 | 0.0 | |||||||||||
500,000 | Chevron Corp., 3.326%, 11/17/25 | 504,223 | 0.0 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 1.750%, 05/09/18 | 492,538 | 0.0 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 3.000%, 05/09/23 | 469,508 | 0.0 |
See Accompanying Notes to Financial Statements
94 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
750,000 | CNOOC Finance 2015 USA LLC, 3.500%, 05/05/25 | 715,272 | 0.0 | |||||||||||
500,000 | CNOOC Nexen Finance 2014 ULC, 1.625%, 04/30/17 | 497,432 | 0.0 | |||||||||||
750,000 | CNOOC Nexen Finance 2014 ULC, 4.250%, 04/30/24 | 758,392 | 0.0 | |||||||||||
250,000 | CNOOC Nexen Finance 2014 ULC, 4.875%, 04/30/44 | 254,684 | 0.0 | |||||||||||
500,000 | L | ConocoPhillips Co., 3.350%, 05/15/25 | 452,432 | 0.0 | ||||||||||
500,000 | ConocoPhillips Co., 4.150%, 11/15/34 | 434,061 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.300%, 11/15/44 | 416,433 | 0.0 | |||||||||||
2,000,000 | ConocoPhillips Co., 6.500%, 02/01/39 | 2,111,412 | 0.1 | |||||||||||
400,000 | L | Devon Energy Corp., 3.250%, 05/15/22 | 340,629 | 0.0 | ||||||||||
3,750,000 | Devon Energy Corp., 4.000%, 07/15/21 | 3,439,556 | 0.1 | |||||||||||
1,000,000 | Devon Energy Corp., 5.000%, 06/15/45 | 760,383 | 0.0 | |||||||||||
500,000 | L | Devon Energy Corp., 5.850%, 12/15/25 | 487,217 | 0.0 | ||||||||||
250,000 | Diamond Offshore Drilling, Inc., 4.875%, 11/01/43 | 152,704 | 0.0 | |||||||||||
500,000 | Ecopetrol SA, 4.125%, 01/16/25 | 401,250 | 0.0 | |||||||||||
400,000 | El Paso Pipeline Partners Operating Co. LLC, 4.300%, 05/01/24 | 344,533 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 3.500%, 06/10/24 | 209,845 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 4.500%, 06/10/44 | 170,865 | 0.0 | |||||||||||
500,000 | Energy Transfer Partners L.P., 3.600%, 02/01/23 | 412,483 | 0.0 | |||||||||||
500,000 | Energy Transfer Partners L.P., 4.150%, 10/01/20 | 461,925 | 0.0 | |||||||||||
800,000 | Energy Transfer Partners L.P., 6.125%, 12/15/45 | 652,884 | 0.0 | |||||||||||
1,809,000 | Energy Transfer Partners L.P., 6.500%, 02/01/42 | 1,475,446 | 0.1 | |||||||||||
400,000 | EnLink Midstream Partners L.P., 5.050%, 04/01/45 | 248,729 | 0.0 | |||||||||||
250,000 | Ensco PLC, 4.500%, 10/01/24 | 172,453 | 0.0 | |||||||||||
1,000,000 | Ensco PLC, 5.750%, 10/01/44 | 660,620 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 449,796 | 0.0 | |||||||||||
100,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 91,695 | 0.0 | |||||||||||
100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/44 | 81,186 | 0.0 | |||||||||||
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 1,434,788 | 0.1 | |||||||||||
4,805,000 | Enterprise Products Operating, LLC, 3.200%, 02/01/16 | 4,806,634 | 0.2 | |||||||||||
300,000 | Enterprise Products Operating, LLC, 4.450%, 02/15/43 | 229,633 | 0.0 | |||||||||||
400,000 | EOG Resources, Inc., 2.450%, 04/01/20 | 395,937 | 0.0 | |||||||||||
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/23 | 1,849,979 | 0.1 | |||||||||||
500,000 | EOG Resources, Inc., 3.900%, 04/01/35 | 458,437 | 0.0 | |||||||||||
500,000 | FMC Technologies, Inc., 2.000%, 10/01/17 | 492,436 | 0.0 | |||||||||||
1,000,000 | Halliburton Co., 1.000%, 08/01/16 | 998,531 | 0.1 | |||||||||||
500,000 | Halliburton Co., 2.700%, 11/15/20 | 494,763 | 0.0 | |||||||||||
500,000 | Halliburton Co., 2.000%, 08/01/18 | 496,849 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.375%, 11/15/22 | 492,556 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.500%, 08/01/23 | 491,249 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.800%, 11/15/25 | 487,767 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.750%, 08/01/43 | 470,428 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.850%, 11/15/35 | 492,096 | 0.0 | |||||||||||
500,000 | Halliburton Co., 5.000%, 11/15/45 | 495,053 | 0.0 | |||||||||||
1,500,000 | Hess Corp., 5.600%, 02/15/41 | 1,267,548 | 0.1 | |||||||||||
1,350,000 | Hess Corp., 8.125%, 02/15/19 | 1,531,513 | 0.1 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 03/01/21 | 448,176 | 0.0 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/23 | 415,464 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 303,226 | 0.0 | |||||||||||
2,825,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/38 | 2,518,007 | 0.1 | |||||||||||
667,000 | Kinder Morgan Energy Partners LP, 3.950%, 09/01/22 | 581,735 | 0.0 | |||||||||||
300,000 | Kinder Morgan, Inc./DE, 3.050%, 12/01/19 | 278,005 | 0.0 | |||||||||||
500,000 | L | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 433,035 | 0.0 | ||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.050%, 02/15/46 | 372,004 | 0.0 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/45 | 391,685 | 0.0 | |||||||||||
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/42 | 1,108,488 | 0.1 | |||||||||||
600,000 | Magellan Midstream Partners L.P., 6.550%, 07/15/19 | 655,585 | 0.0 | |||||||||||
500,000 | Marathon Oil Corp., 2.800%, 11/01/22 | 399,349 | 0.0 |
See Accompanying Notes to Financial Statements
95 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
250,000 | L | Marathon Oil Corp., 3.850%, 06/01/25 | 201,623 | 0.0 | ||||||||||
1,000,000 | Marathon Oil Corp., 5.200%, 06/01/45 | 714,217 | 0.0 | |||||||||||
1,000,000 | Marathon Petroleum Corp., 3.500%, 03/01/16 | 1,002,861 | 0.1 | |||||||||||
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/44 | 328,119 | 0.0 | |||||||||||
500,000 | Murphy Oil Corp., 2.500%, 12/01/17 | 458,810 | 0.0 | |||||||||||
1,350,000 | Murphy Oil Corp., 3.700%, 12/01/22 | 1,034,371 | 0.1 | |||||||||||
300,000 | Noble Energy, Inc., 3.900%, 11/15/24 | 267,647 | 0.0 | |||||||||||
700,000 | Noble Energy, Inc., 5.050%, 11/15/44 | 567,087 | 0.0 | |||||||||||
3,000,000 | L | Noble Holding International Ltd., 4.625%, 03/01/21 | 2,113,527 | 0.1 | ||||||||||
3,700,000 | Occidental Petroleum Corp., 2.500%, 02/01/16 | 3,703,127 | 0.1 | |||||||||||
250,000 | Occidental Petroleum Corp., 4.625%, 06/15/45 | 242,891 | 0.0 | |||||||||||
1,500,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 1,433,460 | 0.1 | |||||||||||
3,920,000 | ONEOK Partners L.P., 3.250%, 02/01/16 | 3,926,864 | 0.1 | |||||||||||
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/43 | 764,222 | 0.0 | |||||||||||
1,000,000 | Petrobras Global Finance BV, 2.000%, 05/20/16 | 987,500 | 0.0 | |||||||||||
250,000 | Phillips 66, 4.650%, 11/15/34 | 234,916 | 0.0 | |||||||||||
500,000 | Pioneer Natural Resources Co., 3.950%, 07/15/22 | 457,293 | 0.0 | |||||||||||
300,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 2.850%, 01/31/23 | 247,956 | 0.0 | |||||||||||
275,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/22 | 236,414 | 0.0 | |||||||||||
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/25 | 656,324 | 0.0 | |||||||||||
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/44 | 174,651 | 0.0 | |||||||||||
750,000 | Shell International Finance BV, 1.125%, 08/21/17 | 745,105 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 2.250%, 11/10/20 | 493,062 | 0.0 | |||||||||||
1,500,000 | Shell International Finance BV, 4.125%, 05/11/35 | 1,435,709 | 0.1 | |||||||||||
250,000 | Shell International Finance BV, 4.375%, 05/11/45 | 236,982 | 0.0 | |||||||||||
250,000 | Southwestern Energy Co., 3.300%, 01/23/18 | 205,313 | 0.0 | |||||||||||
250,000 | L | Southwestern Energy Co., 4.050%, 01/23/20 | 181,563 | 0.0 | ||||||||||
250,000 | Southwestern Energy Co., 4.950%, 01/23/25 | 157,813 | 0.0 | |||||||||||
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/45 | 462,613 | 0.0 | |||||||||||
250,000 | Statoil ASA, 2.250%, 11/08/19 | 249,349 | 0.0 | |||||||||||
250,000 | Statoil ASA, 2.750%, 11/10/21 | 248,828 | 0.0 | |||||||||||
500,000 | Statoil ASA, 3.950%, 05/15/43 | 453,451 | 0.0 | |||||||||||
2,950,000 | Suncor Energy, Inc., 6.500%, 06/15/38 | 3,165,607 | 0.1 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 3.450%, 01/15/23 | 422,687 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.400%, 04/01/21 | 485,149 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.950%, 01/15/43 | 358,691 | 0.0 | |||||||||||
2,000,000 | TC Pipelines L.P., 4.650%, 06/15/21 | 1,923,554 | 0.1 | |||||||||||
500,000 | Total Capital Canada Ltd., 2.750%, 07/15/23 | 480,824 | 0.0 | |||||||||||
500,000 | Total Capital International SA, 0.750%, 01/25/16 | 500,002 | 0.0 | |||||||||||
500,000 | Total Capital International SA, 1.000%, 08/12/16 | 500,168 | 0.0 | |||||||||||
500,000 | Total Capital International SA, 2.750%, 06/19/21 | 498,761 | 0.0 | |||||||||||
3,500,000 | Total Capital S.A., 4.450%, 06/24/20 | 3,772,430 | 0.1 | |||||||||||
500,000 | Total Capital SA, 2.125%, 08/10/18 | 501,803 | 0.0 | |||||||||||
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/34 | 1,895,456 | 0.1 | |||||||||||
1,000,000 | TransCanada PipeLines Ltd., 7.625%, 01/15/39 | 1,229,473 | 0.1 | |||||||||||
250,000 | TransCanada PipeLines Ltd, 1.875%, 01/12/18 | 249,172 | 0.0 | |||||||||||
1,676,000 | Transocean, Inc., 6.800%, 03/15/38 | 910,546 | 0.0 | |||||||||||
1,785,000 | Valero Energy Corp., 6.625%, 06/15/37 | 1,798,661 | 0.1 | |||||||||||
400,000 | Williams Cos, Inc., 4.550%, 06/24/24 | 278,416 | 0.0 | |||||||||||
500,000 | Williams Cos, Inc., 5.750%, 06/24/44 | 297,645 | 0.0 | |||||||||||
400,000 | Williams Partners L.P., 3.600%, 03/15/22 | 315,151 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 4.300%, 03/04/24 | 397,050 | 0.0 | |||||||||||
400,000 | Williams Partners L.P., 4.000%, 09/15/25 | 300,097 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 5.100%, 09/15/45 | 329,983 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 5.400%, 03/04/44 | 335,944 | 0.0 | |||||||||||
102,046,429 | 2.8 | |||||||||||||
Financial: 7.3% | ||||||||||||||
750,000 | ACE INA Holdings, Inc., 2.700%, 03/13/23 | 733,860 | 0.0 | |||||||||||
1,000,000 | L | ACE INA Holdings, Inc., 5.800%, 03/15/18 | 1,085,864 | 0.1 |
See Accompanying Notes to Financial Statements
96 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
1,000,000 | Aflac, Inc., 3.625%, 06/15/23 | 1,036,384 | 0.1 | |||||||||||
500,000 | American International Group, Inc., 2.300%, 07/16/19 | 496,238 | 0.0 | |||||||||||
900,000 | American International Group, Inc., 4.500%, 07/16/44 | 835,586 | 0.0 | |||||||||||
1,500,000 | American International Group, Inc., 4.875%, 06/01/22 | 1,623,204 | 0.1 | |||||||||||
400,000 | Alexandria Real Estate Equities, Inc., 2.750%, 01/15/20 | 393,720 | 0.0 | |||||||||||
1,500,000 | Allstate Corp./The, 3.150%, 06/15/23 | 1,502,176 | 0.1 | |||||||||||
6,325,000 | American Express Co., 7.000%, 03/19/18 | 7,018,093 | 0.2 | |||||||||||
500,000 | American Express Credit Corp., 2.125%, 07/27/18 | 504,436 | 0.0 | |||||||||||
500,000 | # | American Honda Finance Corp., 1.500%, 09/11/17 | 500,697 | 0.0 | ||||||||||
250,000 | American International Group, Inc., 4.700%, 07/10/35 | 249,374 | 0.0 | |||||||||||
500,000 | American International Group, Inc., 4.800%, 07/10/45 | 485,346 | 0.0 | |||||||||||
500,000 | American Tower Corp., 3.400%, 02/15/19 | 513,372 | 0.0 | |||||||||||
1,000,000 | American Tower Corp., 3.500%, 01/31/23 | 979,569 | 0.0 | |||||||||||
1,250,000 | American Tower Corp., 4.500%, 01/15/18 | 1,304,264 | 0.1 | |||||||||||
667,000 | American Tower Corp., 4.700%, 03/15/22 | 702,356 | 0.0 | |||||||||||
1,000,000 | Aon PLC, 4.450%, 05/24/43 | 938,982 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.600%, 06/14/44 | 483,238 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.750%, 05/15/45 | 496,153 | 0.0 | |||||||||||
400,000 | L | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/24 | 416,527 | 0.0 | ||||||||||
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/23 | 483,804 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.950%, 09/15/22 | 496,676 | 0.0 | |||||||||||
4,050,000 | AvalonBay Communities, Inc., 5.700%, 03/15/17 | 4,235,830 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 2.000%, 01/11/18 | 999,308 | 0.0 | |||||||||||
500,000 | Bank of America Corp., 2.650%, 04/01/19 | 501,493 | 0.0 | |||||||||||
4,000,000 | Bank of America Corp., 3.300%, 01/11/23 | 3,949,984 | 0.1 | |||||||||||
2,000,000 | Bank of America Corp., 3.625%, 03/17/16 | 2,010,380 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 3.875%, 03/22/17 | 1,025,854 | 0.1 | |||||||||||
1,500,000 | Bank of America Corp., 3.950%, 04/21/25 | 1,463,596 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 4.100%, 07/24/23 | 1,036,077 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 4.250%, 10/22/26 | 992,059 | 0.0 | |||||||||||
500,000 | Bank of America Corp., 4.000%, 04/01/24 | 512,517 | 0.0 | |||||||||||
1,610,000 | Bank of America Corp., 5.650%, 05/01/18 | 1,732,162 | 0.1 | |||||||||||
1,900,000 | Bank of America Corp., 5.700%, 01/24/22 | 2,146,567 | 0.1 | |||||||||||
1,000,000 | Bank of Montreal, 1.300%, 07/15/16 | 1,002,048 | 0.0 | |||||||||||
1,000,000 | Bank of Montreal, 1.400%, 09/11/17 | 999,993 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 1.300%, 01/25/18 | 991,427 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 1.350%, 03/06/18 | 996,942 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 2.100%, 08/01/18 | 1,007,392 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia, 1.375%, 12/18/17 | 497,865 | 0.0 | |||||||||||
1,000,000 | Bank of Nova Scotia, 1.375%, 07/15/16 | 1,002,316 | 0.0 | |||||||||||
1,000,000 | Bank of Nova Scotia, 1.850%, 04/14/20 | 980,935 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia, 2.050%, 06/05/19 | 496,676 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia/The, 4.500%, 12/16/25 | 498,723 | 0.0 | |||||||||||
500,000 | Barclays Bank PLC, 3.750%, 05/15/24 | 510,454 | 0.0 | |||||||||||
750,000 | Barclays Bank PLC, 5.125%, 01/08/20 | 825,230 | 0.0 | |||||||||||
750,000 | Barclays PLC, 2.875%, 06/08/20 | 749,778 | 0.0 | |||||||||||
250,000 | Barclays PLC, 5.250%, 08/17/45 | 255,267 | 0.0 | |||||||||||
1,000,000 | BB&T Corp., 1.600%, 08/15/17 | 1,001,422 | 0.0 | |||||||||||
250,000 | BB&T Corp., 2.450%, 01/15/20 | 251,808 | 0.0 | |||||||||||
1,000,000 | BB&T Corp., 3.950%, 03/22/22 | 1,046,194 | 0.1 | |||||||||||
1,000,000 | Berkshire Hathaway Finance Corp., 0.950%, 08/15/16 | 1,000,627 | 0.0 | |||||||||||
750,000 | Berkshire Hathaway Finance Corp., 1.300%, 05/15/18 | 744,051 | 0.0 | |||||||||||
1,000,000 | Berkshire Hathaway Finance Corp., 1.600%, 05/15/17 | 1,006,726 | 0.0 | |||||||||||
500,000 | Berkshire Hathaway Finance Corp., 2.000%, 08/15/18 | 507,670 | 0.0 | |||||||||||
1,020,000 | Berkshire Hathaway Finance Corp., 3.000%, 05/15/22 | 1,038,899 | 0.1 | |||||||||||
250,000 | Berkshire Hathaway, Inc., 0.800%, 02/11/16 | 250,041 | 0.0 | |||||||||||
750,000 | Berkshire Hathaway, Inc., 1.550%, 02/09/18 | 751,585 | 0.0 | |||||||||||
500,000 | BlackRock, Inc., 5.000%, 12/10/19 | 553,346 | 0.0 | |||||||||||
250,000 | BNP Paribas SA, 1.375%, 03/17/17 | 249,840 | 0.0 |
See Accompanying Notes to Financial Statements
97 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
250,000 | BNP Paribas SA, 2.450%, 03/17/19 | 251,428 | 0.0 | |||||||||||
500,000 | BNP Paribas SA, 3.250%, 03/03/23 | 500,242 | 0.0 | |||||||||||
2,475,000 | BNP Paribas, 3.600%, 02/23/16 | 2,484,103 | 0.1 | |||||||||||
4,500,000 | Boston Properties L.P., 5.625%, 11/15/20 | 5,015,592 | 0.2 | |||||||||||
500,000 | Branch Banking & Trust Co., 3.625%, 09/16/25 | 505,562 | 0.0 | |||||||||||
400,000 | Branch Banking & Trust Co., 3.800%, 10/30/26 | 406,674 | 0.0 | |||||||||||
500,000 | Brandywine Operating Partnership L.P., 3.950%, 02/15/23 | 487,732 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 2.450%, 04/24/19 | 501,413 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.200%, 02/05/25 | 484,540 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 04/24/24 | 504,384 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 4.200%, 10/29/25 | 494,916 | 0.0 | |||||||||||
550,000 | Capital One NA/Mclean VA, 2.350%, 08/17/18 | 551,470 | 0.0 | |||||||||||
1,000,000 | Chubb Corp., 6.000%, 05/11/37 | 1,228,315 | 0.1 | |||||||||||
500,000 | Citigroup, Inc., 2.500%, 07/29/19 | 499,725 | 0.0 | |||||||||||
2,000,000 | Citigroup, Inc., 3.500%, 05/15/23 | 1,969,746 | 0.1 | |||||||||||
500,000 | Citigroup, Inc., 3.750%, 06/16/24 | 510,151 | 0.0 | |||||||||||
750,000 | Citigroup, Inc., 4.050%, 07/30/22 | 767,297 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.300%, 11/20/26 | 498,923 | 0.0 | |||||||||||
1,000,000 | Citigroup, Inc., 4.450%, 09/29/27 | 996,300 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.400%, 06/10/25 | 506,209 | 0.0 | |||||||||||
700,000 | Citigroup, Inc., 4.000%, 08/05/24 | 695,001 | 0.0 | |||||||||||
2,000,000 | Citigroup, Inc., 5.300%, 05/06/44 | 2,086,382 | 0.1 | |||||||||||
1,044,000 | Citigroup, Inc., 6.125%, 08/25/36 | 1,182,474 | 0.1 | |||||||||||
1,115,000 | Citigroup, Inc., 8.125%, 07/15/39 | 1,598,586 | 0.1 | |||||||||||
1,000,000 | CME Group, Inc., 3.000%, 09/15/22 | 1,007,525 | 0.0 | |||||||||||
500,000 | Comerica Bank, 2.500%, 06/02/20 | 497,654 | 0.0 | |||||||||||
500,000 | Comerica, Inc., 2.125%, 05/23/19 | 496,752 | 0.0 | |||||||||||
250,000 | Comerica, Inc., 3.800%, 07/22/26 | 246,740 | 0.0 | |||||||||||
500,000 | Commonwealth Bank of Australia/New York NY, 1.900%, 09/18/17 | 502,812 | 0.0 | |||||||||||
250,000 | Compass Bank, 2.750%, 09/29/19 | 247,804 | 0.0 | |||||||||||
500,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 2.250%, 01/14/19 | 501,975 | 0.0 | |||||||||||
500,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 3.950%, 11/09/22 | 506,916 | 0.0 | |||||||||||
1,000,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Utrect, 3.375%, 01/19/17 | 1,022,463 | 0.1 | |||||||||||
500,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.375%, 08/04/25 | 509,582 | 0.0 | |||||||||||
5,500,000 | Credit Suisse New York, 6.000%, 02/15/18 | 5,914,551 | 0.2 | |||||||||||
1,000,000 | Deutsche Bank AG/London, 3.700%, 05/30/24 | 998,169 | 0.0 | |||||||||||
750,000 | Deutsche Bank AG, 2.950%, 08/20/20 | 752,183 | 0.0 | |||||||||||
800,000 | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | 800,070 | 0.0 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 3.100%, 06/04/20 | 501,874 | 0.0 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 3.200%, 08/09/21 | 497,463 | 0.0 | |||||||||||
400,000 | Discover Bank/Greenwood DE, 4.250%, 03/13/26 | 404,344 | 0.0 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 4.200%, 08/08/23 | 511,662 | 0.0 | |||||||||||
500,000 | Discover Financial Services, 3.950%, 11/06/24 | 493,995 | 0.0 | |||||||||||
500,000 | EPR Properties, 4.500%, 04/01/25 | 476,581 | 0.0 | |||||||||||
500,000 | ERP Operating L.P., 3.375%, 06/01/25 | 495,857 | 0.0 | |||||||||||
500,000 | ERP Operating L.P., 4.500%, 07/01/44 | 503,744 | 0.0 | |||||||||||
2,000,000 | Fifth Third Bancorp, 3.500%, 03/15/22 | 2,030,254 | 0.1 | |||||||||||
400,000 | Fifth Third Bancorp, 4.300%, 01/16/24 | 410,460 | 0.0 | |||||||||||
250,000 | First Tennessee Bank NA, 2.950%, 12/01/19 | 248,400 | 0.0 | |||||||||||
7,801,000 | # | GE Capital International Funding Co., 4.418%, 11/15/35 | 7,979,393 | 0.2 | ||||||||||
430,000 | General Electric Capital Corp., 5.875%, 01/14/38 | 527,435 | 0.0 | |||||||||||
1,861,000 | General Electric Capital Corp., 6.750%, 03/15/32 | 2,435,550 | 0.1 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 500,358 | 0.0 | |||||||||||
2,050,000 | Goldman Sachs Group, Inc., 3.625%, 01/22/23 | 2,077,267 | 0.1 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/25 | 504,503 | 0.0 | |||||||||||
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | 1,022,792 | 0.1 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/45 | 487,160 | 0.0 |
See Accompanying Notes to Financial Statements
98 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
750,000 | Goldman Sachs Group, Inc., 5.750%, 01/24/22 | 854,093 | 0.0 | |||||||||||
4,840,000 | Goldman Sachs Group, Inc., 6.150%, 04/01/18 | 5,258,675 | 0.2 | |||||||||||
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 4,686,804 | 0.2 | |||||||||||
1,350,000 | Hartford Financial Services Group, Inc., 5.375%, 03/15/17 | 1,408,493 | 0.1 | |||||||||||
500,000 | HCP, Inc., 2.625%, 02/01/20 | 492,952 | 0.0 | |||||||||||
3,400,000 | HCP, Inc., 3.750%, 02/01/16 | 3,404,845 | 0.1 | |||||||||||
250,000 | HCP, Inc., 3.875%, 08/15/24 | 242,742 | 0.0 | |||||||||||
500,000 | HCP, Inc., 4.000%, 06/01/25 | 489,434 | 0.0 | |||||||||||
500,000 | Hospitality Properties Trust, 4.500%, 06/15/23 | 498,323 | 0.0 | |||||||||||
500,000 | Hospitality Properties Trust, 5.000%, 08/15/22 | 514,277 | 0.0 | |||||||||||
750,000 | Host Hotels & Resorts L.P., 3.750%, 10/15/23 | 724,364 | 0.0 | |||||||||||
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/37 | 4,092,101 | 0.1 | |||||||||||
1,000,000 | HSBC USA, Inc., 1.625%, 01/16/18 | 995,435 | 0.0 | |||||||||||
250,000 | HSBC USA, Inc., 2.250%, 06/23/19 | 249,043 | 0.0 | |||||||||||
250,000 | HSBC USA, Inc., 3.500%, 06/23/24 | 251,764 | 0.0 | |||||||||||
1,000,000 | Huntington National Bank, 1.350%, 08/02/16 | 1,000,198 | 0.0 | |||||||||||
1,000,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 1,001,867 | 0.0 | |||||||||||
3,500,000 | # | Hyundai Capital Services, Inc., 4.375%, 07/27/16 | 3,549,634 | 0.1 | ||||||||||
500,000 | Jefferies Group LLC, 5.125%, 04/13/18 | 520,646 | 0.0 | |||||||||||
900,000 | Jefferies Group, Inc., 5.125%, 01/20/23 | 894,303 | 0.0 | |||||||||||
2,700,000 | John Deere Capital Corp., 2.250%, 06/07/16 | 2,715,155 | 0.1 | |||||||||||
1,500,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 1,489,482 | 0.1 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 2.750%, 06/23/20 | 1,005,279 | 0.0 | |||||||||||
1,500,000 | JPMorgan Chase & Co., 3.375%, 05/01/23 | 1,477,427 | 0.1 | |||||||||||
500,000 | JPMorgan Chase & Co., 3.875%, 09/10/24 | 498,536 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/26 | 1,000,383 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/27 | 1,000,866 | 0.0 | |||||||||||
4,000,000 | JPMorgan Chase & Co., 4.500%, 01/24/22 | 4,317,904 | 0.1 | |||||||||||
7,375,000 | JPMorgan Chase & Co., 5.500%, 10/15/40 | 8,364,666 | 0.3 | |||||||||||
750,000 | KeyBank NA/Cleveland OH, 1.650%, 02/01/18 | 747,719 | 0.0 | |||||||||||
2,000,000 | KFW, 1.875%, 11/30/20 | 1,993,314 | 0.1 | |||||||||||
400,000 | Kilroy Realty L.P., 4.250%, 08/15/29 | 392,982 | 0.0 | |||||||||||
250,000 | Kilroy Realty L.P., 4.375%, 10/01/25 | 253,749 | 0.0 | |||||||||||
1,500,000 | Lincoln National Corp., 4.200%, 03/15/22 | 1,570,596 | 0.1 | |||||||||||
500,000 | Lloyds Bank PLC, 3.500%, 05/14/25 | 502,729 | 0.0 | |||||||||||
250,000 | Manufacturers & Traders Trust Co., 2.250%, 07/25/19 | 249,369 | 0.0 | |||||||||||
1,000,000 | Markel Corp., 3.625%, 03/30/23 | 988,323 | 0.0 | |||||||||||
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/25 | 394,784 | 0.0 | |||||||||||
500,000 | MetLife, Inc., 3.048%, 12/15/22 | 499,746 | 0.0 | |||||||||||
500,000 | MetLife, Inc., 3.600%, 04/10/24 | 513,935 | 0.0 | |||||||||||
500,000 | MetLife, Inc., 4.050%, 03/01/45 | 464,393 | 0.0 | |||||||||||
400,000 | MetLife, Inc., 4.125%, 08/13/42 | 380,161 | 0.0 | |||||||||||
300,000 | MetLife, Inc., 4.721%, 12/15/44 | 307,107 | 0.0 | |||||||||||
5,495,000 | MetLife, Inc., 6.750%, 06/01/16 | 5,621,138 | 0.2 | |||||||||||
1,000,000 | MetLife, Inc., 3.600%, 11/13/25 | 1,008,922 | 0.1 | |||||||||||
1,500,000 | Morgan Stanley, 2.125%, 04/25/18 | 1,504,200 | 0.1 | |||||||||||
500,000 | Morgan Stanley, 3.700%, 10/23/24 | 503,388 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 4.100%, 05/22/23 | 1,012,532 | 0.1 | |||||||||||
500,000 | Morgan Stanley, 4.350%, 09/08/26 | 502,996 | 0.0 | |||||||||||
800,000 | Morgan Stanley, 4.875%, 11/01/22 | 850,758 | 0.0 | |||||||||||
10,500,000 | Morgan Stanley, 6.625%, 04/01/18 | 11,520,747 | 0.3 | |||||||||||
500,000 | MUFG Union Bank NA, 2.250%, 05/06/19 | 499,450 | 0.0 | |||||||||||
500,000 | National Australia Bank Ltd/New York, 1.300%, 07/25/16 | 501,278 | 0.0 | |||||||||||
500,000 | National Retail Properties, Inc., 3.900%, 06/15/24 | 495,720 | 0.0 | |||||||||||
300,000 | National Retail Properties, Inc., 4.000%, 11/15/25 | 295,347 | 0.0 | |||||||||||
250,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 11/01/20 | 247,859 | 0.0 | |||||||||||
300,000 | Northern Trust Corp., 2.375%, 08/02/22 | 294,879 | 0.0 | |||||||||||
250,000 | Northern Trust Corp., 3.950%, 10/30/25 | 262,276 | 0.0 | |||||||||||
1,000,000 | NYSE Euronext, 2.000%, 10/05/17 | 1,001,856 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.700%, 11/01/22 | 486,774 | 0.0 | |||||||||||
1,000,000 | PNC Bank NA, 2.950%, 01/30/23 | 971,097 | 0.0 | |||||||||||
500,000 | + | PNC Financial Services Group, Inc., 2.854%, 11/09/22 | 494,284 | 0.0 | ||||||||||
500,000 | PNC Funding Corp., 3.300%, 03/08/22 | 512,409 | 0.0 | |||||||||||
500,000 | Primerica, Inc., 4.750%, 07/15/22 | 529,367 | 0.0 |
See Accompanying Notes to Financial Statements
99 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
300,000 | Principal Financial Group, Inc., 1.850%, 11/15/17 | 300,378 | 0.0 | |||||||||||
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/23 | 294,422 | 0.0 | |||||||||||
1,000,000 | Principal Financial Group, Inc., 3.300%, 09/15/22 | 999,677 | 0.0 | |||||||||||
1,000,000 | Private Export Funding Corp., 1.450%, 08/15/19 | 980,809 | 0.0 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.250%, 03/15/20 | 1,008,121 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.300%, 09/15/20 | 1,007,122 | 0.0 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/25 | 1,028,089 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/24 | 1,055,859 | 0.1 | |||||||||||
500,000 | ProLogis L.P., 2.750%, 02/15/19 | 505,663 | 0.0 | |||||||||||
500,000 | ProLogis L.P., 4.250%, 08/15/23 | 526,984 | 0.0 | |||||||||||
400,000 | Protective Life Corp., 7.375%, 10/15/19 | 463,247 | 0.0 | |||||||||||
500,000 | Prudential Financial, Inc., 5.375%, 05/15/45 | 500,000 | 0.0 | |||||||||||
3,800,000 | Prudential Financial, Inc., 6.200%, 11/15/40 | 4,498,364 | 0.1 | |||||||||||
400,000 | Realty Income Corp., 3.875%, 07/15/24 | 393,371 | 0.0 | |||||||||||
300,000 | Realty Income Corp., 4.125%, 10/15/26 | 301,826 | 0.0 | |||||||||||
750,000 | Royal Bank of Canada, 1.500%, 01/16/18 | 746,770 | 0.0 | |||||||||||
500,000 | Royal Bank of Scotland PLC/The, 1.875%, 03/31/17 | 498,076 | 0.0 | |||||||||||
500,000 | Santander Holdings USA, Inc./PA, 2.650%, 04/17/20 | 491,042 | 0.0 | |||||||||||
400,000 | Santander Issuances SAU, 5.179%, 11/19/25 | 394,741 | 0.0 | |||||||||||
250,000 | Senior Housing Properties Trust, 3.250%, 05/01/19 | 249,361 | 0.0 | |||||||||||
250,000 | Senior Housing Properties Trust, 4.750%, 05/01/24 | 243,980 | 0.0 | |||||||||||
1,000,000 | Simon Property Group L.P., 3.375%, 03/15/22 | 1,031,982 | 0.1 | |||||||||||
500,000 | Simon Property Group L.P., 4.250%, 10/01/44 | 498,612 | 0.0 | |||||||||||
1,500,000 | State Street Corp., 3.100%, 05/15/23 | 1,484,735 | 0.1 | |||||||||||
500,000 | State Street Corp., 3.550%, 08/18/25 | 516,430 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 2.750%, 05/01/23 | 479,132 | 0.0 | |||||||||||
250,000 | SunTrust Banks, Inc., 2.500%, 05/01/19 | 251,468 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 4.500%, 07/23/25 | 250,023 | 0.0 | |||||||||||
3,000,000 | Travelers Cos, Inc., 3.900%, 11/01/20 | 3,189,717 | 0.1 | |||||||||||
700,000 | UBS AG/Stamford CT, 2.375%, 08/14/19 | 699,782 | 0.0 | |||||||||||
500,000 | # | UBS Group Funding Jersey Ltd., 2.950%, 09/24/20 | 495,927 | 0.0 | ||||||||||
750,000 | US Bancorp, 2.950%, 07/15/22 | 746,348 | 0.0 | |||||||||||
1,000,000 | US Bancorp, 3.000%, 03/15/22 | 1,021,410 | 0.1 | |||||||||||
500,000 | US Bancorp, 5.125%, 12/29/49 | 502,975 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P. / Ventas Capital Corp., 2.700%, 04/01/20 | 493,651 | 0.0 | |||||||||||
600,000 | Ventas Realty L.P. / Ventas Capital Corp., 3.250%, 08/15/22 | 584,951 | 0.0 | |||||||||||
250,000 | Ventas Realty L.P., 3.500%, 02/01/25 | 239,864 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 4.125%, 01/15/26 | 499,428 | 0.0 | |||||||||||
1,100,000 | Visa, Inc., 2.200%, 12/14/20 | 1,099,932 | 0.1 | |||||||||||
1,000,000 | Visa, Inc., 2.800%, 12/14/22 | 1,002,719 | 0.0 | |||||||||||
500,000 | Visa, Inc., 3.150%, 12/14/25 | 501,681 | 0.0 | |||||||||||
500,000 | Visa, Inc., 4.150%, 12/14/35 | 505,756 | 0.0 | |||||||||||
500,000 | Visa, Inc., 4.300%, 12/14/45 | 508,066 | 0.0 | |||||||||||
500,000 | Wells Fargo & Co., 4.300%, 07/22/27 | 511,518 | 0.0 | |||||||||||
500,000 | Wells Fargo & Co., 4.900%, 11/17/45 | 505,842 | 0.0 | |||||||||||
1,000,000 | Wells Fargo & Co., 3.450%, 02/13/23 | 1,003,652 | 0.0 | |||||||||||
8,000,000 | Wells Fargo & Co., 4.600%, 04/01/21 | 8,727,152 | 0.3 | |||||||||||
3,983,000 | Wells Fargo & Co., 5.606%, 01/15/44 | 4,433,322 | 0.1 | |||||||||||
500,000 | Welltower, Inc., 2.250%, 03/15/18 | 499,823 | 0.0 | |||||||||||
500,000 | Welltower, Inc., 4.000%, 06/01/25 | 492,867 | 0.0 | |||||||||||
1,000,000 | Westpac Banking Corp., 1.600%, 01/12/18 | 998,617 | 0.0 | |||||||||||
500,000 | Westpac Banking Corp., 2.000%, 08/14/17 | 503,344 | 0.0 | |||||||||||
1,000,000 | WR Berkley Corp., 4.625%, 03/15/22 | 1,058,001 | 0.1 | |||||||||||
400,000 | XLIT Ltd., 2.300%, 12/15/18 | 400,409 | 0.0 | |||||||||||
267,547,367 | 7.3 | |||||||||||||
Industrial: 1.7% | ||||||||||||||
500,000 | 3M Co., 2.000%, 06/26/22 | 486,968 | 0.0 | |||||||||||
200,000 | 3M Co., 3.875%, 06/15/44 | 195,294 | 0.0 | |||||||||||
1,300,000 | Agilent Technologies, Inc., 3.200%, 10/01/22 | 1,270,056 | 0.1 | |||||||||||
1,000,000 | Agilent Technologies, Inc., 3.875%, 07/15/23 | 1,002,966 | 0.1 | |||||||||||
398,000 | Agilent Technologies, Inc., 6.500%, 11/01/17 | 425,018 | 0.0 | |||||||||||
400,000 | Arrow Electronics, Inc., 3.500%, 04/01/22 | 385,851 | 0.0 | |||||||||||
750,000 | Boeing Capital Corp., 4.700%, 10/27/19 | 823,505 | 0.0 |
See Accompanying Notes to Financial Statements
100 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
500,000 | Boeing Co., 3.300%, 03/01/35 | 457,389 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.700%, 09/01/45 | 500,559 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe, LLC, 3.000%, 03/15/23 | 493,621 | 0.0 | |||||||||||
4,000,000 | Burlington Northern Santa Fe, LLC, 3.450%, 09/15/21 | 4,095,616 | 0.1 | |||||||||||
500,000 | Burlington Northern Santa Fe, LLC, 4.375%, 09/01/42 | 474,526 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe, LLC, 4.450%, 03/15/43 | 477,288 | 0.0 | |||||||||||
400,000 | Burlington Northern Santa Fe, LLC, 4.900%, 04/01/44 | 411,719 | 0.0 | |||||||||||
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/22 | 961,010 | 0.1 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/45 | 732,254 | 0.0 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/35 | 742,932 | 0.0 | |||||||||||
1,000,000 | Caterpillar Financial Services Corp., 1.250%, 11/06/17 | 996,503 | 0.1 | |||||||||||
300,000 | Caterpillar Financial Services Corp., 1.300%, 03/01/18 | 298,203 | 0.0 | |||||||||||
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/23 | 289,639 | 0.0 | |||||||||||
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/23 | 520,996 | 0.0 | |||||||||||
300,000 | Caterpillar, Inc., 1.500%, 06/26/17 | 300,605 | 0.0 | |||||||||||
1,500,000 | Caterpillar, Inc., 2.600%, 06/26/22 | 1,473,489 | 0.1 | |||||||||||
250,000 | Caterpillar, Inc., 3.400%, 05/15/24 | 253,646 | 0.0 | |||||||||||
250,000 | Caterpillar, Inc., 4.300%, 05/15/44 | 241,827 | 0.0 | |||||||||||
500,000 | CSX Corp., 3.950%, 05/01/50 | 424,676 | 0.0 | |||||||||||
1,000,000 | CSX Corp., 4.100%, 03/15/44 | 909,321 | 0.0 | |||||||||||
1,000,000 | CSX Corp., 4.400%, 03/01/43 | 944,439 | 0.0 | |||||||||||
1,580,000 | Cummins, Inc., 7.125%, 03/01/28 | 2,073,595 | 0.1 | |||||||||||
1,010,000 | Dover Corp., 4.300%, 03/01/21 | 1,089,190 | 0.1 | |||||||||||
250,000 | FedEx Corp., 2.300%, 02/01/20 | 251,314 | 0.0 | |||||||||||
200,000 | FedEx Corp., 3.875%, 08/01/42 | 173,636 | 0.0 | |||||||||||
500,000 | FedEx Corp., 4.750%, 11/15/45 | 497,007 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 1.000%, 11/15/17 | 498,604 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 2.250%, 11/15/22 | 481,483 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 3.600%, 11/15/42 | 461,542 | 0.0 | |||||||||||
500,000 | General Electric Co., 2.700%, 10/09/22 | 498,686 | 0.0 | |||||||||||
879,000 | General Electric Co., 5.250%, 12/06/17 | 938,838 | 0.0 | |||||||||||
2,600,000 | Honeywell International, Inc., 5.375%, 03/01/41 | 3,088,504 | 0.1 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.500%, 03/01/24 | 514,582 | 0.0 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/42 | 475,173 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 2.625%, 05/01/20 | 246,613 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 4.650%, 11/01/44 | 240,048 | 0.0 | |||||||||||
750,000 | John Deere Capital Corp., 2.800%, 03/04/21 | 752,479 | 0.0 | |||||||||||
500,000 | John Deere Capital Corp., 3.350%, 06/12/24 | 508,916 | 0.0 | |||||||||||
500,000 | Kennametal, Inc., 2.650%, 11/01/19 | 487,169 | 0.0 | |||||||||||
800,000 | L-3 Communications Corp., 4.950%, 02/15/21 | 825,386 | 0.0 | |||||||||||
1,000,000 | Lockheed Martin Corp., 3.350%, 09/15/21 | 1,026,373 | 0.1 | |||||||||||
250,000 | Lockheed Martin Corp., 3.600%, 03/01/35 | 224,301 | 0.0 | |||||||||||
1,500,000 | Lockheed Martin Corp., 4.070%, 12/15/42 | 1,393,677 | 0.1 | |||||||||||
500,000 | Lockheed Martin Corp., 2.500%, 11/23/20 | 498,809 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 3.100%, 01/15/23 | 500,506 | 0.0 | |||||||||||
1,000,000 | Lockheed Martin Corp., 3.550%, 01/15/26 | 1,007,200 | 0.1 | |||||||||||
500,000 | Lockheed Martin Corp., 4.500%, 05/15/36 | 507,491 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 4.700%, 05/15/46 | 516,594 | 0.0 | |||||||||||
2,000,000 | Norfolk Southern Corp., 3.950%, 10/01/42 | 1,728,084 | 0.1 | |||||||||||
500,000 | Norfolk Southern Corp., 4.450%, 06/15/45 | 472,688 | 0.0 | |||||||||||
1,000,000 | Norfolk Southern Corp., 4.800%, 08/15/43 | 975,164 | 0.1 | |||||||||||
500,000 | Northrop Grumman Corp., 3.850%, 04/15/45 | 451,446 | 0.0 | |||||||||||
200,000 | Packaging Corp. of America, 3.650%, 09/15/24 | 194,816 | 0.0 | |||||||||||
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/34 | 254,227 | 0.0 | |||||||||||
3,800,000 | Raytheon Co., 3.125%, 10/15/20 | 3,941,911 | 0.1 | |||||||||||
2,000,000 | Republic Airways Holdings, Inc., 5.250%, 11/15/21 | 2,215,006 | 0.1 | |||||||||||
500,000 | Roper Industries, Inc., 1.850%, 11/15/17 | 497,642 | 0.0 | |||||||||||
1,250,000 | Roper Industries, Inc., 2.050%, 10/01/18 | 1,242,875 | 0.1 | |||||||||||
500,000 | Ryder System, Inc., 2.450%, 09/03/19 | 493,168 | 0.0 | |||||||||||
500,000 | Ryder System, Inc., 2.500%, 03/01/17 | 503,491 | 0.0 |
See Accompanying Notes to Financial Statements
101 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
350,000 | Ryder System, Inc., 2.500%, 03/01/18 | 349,625 | 0.0 | |||||||||||
500,000 | Ryder System, Inc., 2.500%, 05/11/20 | 487,658 | 0.0 | |||||||||||
300,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/22 | 294,460 | 0.0 | |||||||||||
750,000 | Textron, Inc., 3.650%, 03/01/21 | 755,911 | 0.0 | |||||||||||
500,000 | Thermo Fisher Scientific, Inc., 1.850%, 01/15/18 | 498,716 | 0.0 | |||||||||||
250,000 | Thermo Fisher Scientific, Inc., 2.400%, 02/01/19 | 250,142 | 0.0 | |||||||||||
400,000 | Thermo Fisher Scientific, Inc., 3.300%, 02/15/22 | 399,797 | 0.0 | |||||||||||
250,000 | Thermo Fisher Scientific, Inc., 4.150%, 02/01/24 | 260,248 | 0.0 | |||||||||||
250,000 | Tyco International Finance S.A., 5.125%, 09/14/45 | 260,376 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 2.250%, 02/15/19 | 251,945 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 04/15/23 | 494,956 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.375%, 02/01/35 | 226,253 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.750%, 03/15/24 | 262,571 | 0.0 | |||||||||||
750,000 | Union Pacific Corp., 4.050%, 11/15/45 | 727,483 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 4.250%, 04/15/43 | 502,518 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 4.850%, 06/15/44 | 271,935 | 0.0 | |||||||||||
400,000 | United Parcel Service, Inc., 1.125%, 10/01/17 | 399,826 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 1.800%, 06/01/17 | 502,947 | 0.0 | |||||||||||
750,000 | United Technologies Corp., 3.100%, 06/01/22 | 764,325 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.150%, 05/15/45 | 478,780 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.500%, 06/01/42 | 504,669 | 0.0 | |||||||||||
406,000 | United Technologies Corp., 6.125%, 07/15/38 | 495,698 | 0.0 | |||||||||||
62,778,989 | 1.7 | |||||||||||||
Technology: 1.0% | ||||||||||||||
500,000 | Analog Devices, Inc., 3.900%, 12/15/25 | 505,634 | 0.0 | |||||||||||
1,500,000 | Apple Inc., 1.000%, 05/03/18 | 1,488,732 | 0.1 | |||||||||||
250,000 | Apple, Inc., 1.050%, 05/05/17 | 250,205 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.100%, 05/06/19 | 506,210 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.150%, 02/09/22 | 485,898 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 2.400%, 05/03/23 | 975,910 | 0.1 | |||||||||||
500,000 | Apple, Inc., 2.850%, 05/06/21 | 512,660 | 0.0 | |||||||||||
500,000 | Apple, Inc., 3.450%, 02/09/45 | 431,553 | 0.0 | |||||||||||
500,000 | Apple, Inc., 3.450%, 05/06/24 | 518,579 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.850%, 05/04/43 | 923,635 | 0.0 | |||||||||||
400,000 | Apple, Inc., 4.375%, 05/13/45 | 404,585 | 0.0 | |||||||||||
500,000 | Apple, Inc., 4.450%, 05/06/44 | 505,732 | 0.0 | |||||||||||
500,000 | Applied Materials, Inc., 3.900%, 10/01/25 | 503,598 | 0.0 | |||||||||||
600,000 | Autodesk, Inc., 1.950%, 12/15/17 | 598,314 | 0.0 | |||||||||||
400,000 | Autodesk, Inc., 3.600%, 12/15/22 | 389,320 | 0.0 | |||||||||||
250,000 | Autodesk, Inc., 4.375%, 06/15/25 | 246,163 | 0.0 | |||||||||||
3,500,000 | Broadcom Corp., 2.700%, 11/01/18 | 3,515,190 | 0.1 | |||||||||||
750,000 | EMC Corp./MA, 1.875%, 06/01/18 | 700,130 | 0.0 | |||||||||||
750,000 | EMC Corp./MA, 2.650%, 06/01/20 | 666,716 | 0.0 | |||||||||||
500,000 | Fidelity National Information Services, Inc., 3.625%, 10/15/20 | 507,274 | 0.0 | |||||||||||
321,000 | Hewlett-Packard Co., 3.750%, 12/01/20 | 318,931 | 0.0 | |||||||||||
500,000 | # | HP Enterprise Co., 3.600%, 10/15/20 | 501,738 | 0.0 | ||||||||||
500,000 | # | HP Enterprise Co., 4.400%, 10/15/22 | 498,865 | 0.0 | ||||||||||
1,000,000 | International Business Machines Corp., 1.625%, 05/15/20 | 975,894 | 0.1 | |||||||||||
500,000 | International Business Machines Corp., 1.875%, 05/15/19 | 499,660 | 0.0 | |||||||||||
1,000,000 | International Business Machines Corp., 3.375%, 08/01/23 | 1,016,828 | 0.1 | |||||||||||
600,000 | Intel Corp., 1.350%, 12/15/17 | 601,003 | 0.0 | |||||||||||
260,000 | Intel Corp., 3.700%, 07/29/25 | 269,294 | 0.0 | |||||||||||
250,000 | Intel Corp., 4.900%, 07/29/45 | 264,902 | 0.0 | |||||||||||
400,000 | Lam Research Corp., 3.800%, 03/15/25 | 377,550 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 1.000%, 05/01/18 | 744,261 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.375%, 05/01/23 | 971,801 | 0.1 | |||||||||||
500,000 | Microsoft Corp., 3.125%, 11/03/25 | 503,526 | 0.0 | |||||||||||
250,000 | Microsoft Corp., 3.500%, 02/12/35 | 231,565 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 3.625%, 12/15/23 | 789,385 | 0.0 | |||||||||||
250,000 | Microsoft Corp., 3.750%, 02/12/45 | 230,946 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 4.200%, 11/03/35 | 1,022,439 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 4.450%, 11/03/45 | 1,033,850 | 0.1 | |||||||||||
250,000 | Microsoft Corp., 4.875%, 12/15/43 | 271,430 | 0.0 | |||||||||||
300,000 | NetApp Inc., 2.000%, 12/15/17 | 298,157 | 0.0 | |||||||||||
250,000 | NetApp, Inc., 3.375%, 06/15/21 | 244,454 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 1.200%, 10/15/17 | 1,000,843 | 0.1 |
See Accompanying Notes to Financial Statements
102 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
500,000 | Oracle Corp., 2.250%, 10/08/19 | 505,672 | 0.0 | |||||||||||
500,000 | Oracle Corp., 2.500%, 10/15/22 | 488,797 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.800%, 07/08/24 | 760,320 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.950%, 05/15/25 | 733,156 | 0.0 | |||||||||||
500,000 | Oracle Corp., 3.400%, 07/08/21 | 508,543 | 0.0 | |||||||||||
750,000 | Oracle Corp., 3.900%, 05/15/35 | 704,911 | 0.0 | |||||||||||
750,000 | Oracle Corp., 4.125%, 05/15/45 | 711,599 | 0.0 | |||||||||||
600,000 | Oracle Corp., 4.300%, 07/08/34 | 597,586 | 0.0 | |||||||||||
1,500,000 | Oracle Corp., 5.375%, 07/15/40 | 1,672,124 | 0.1 | |||||||||||
500,000 | Qualcomm, Inc., 3.000%, 05/20/22 | 495,683 | 0.0 | |||||||||||
850,000 | Qualcomm, Inc., 4.650%, 05/20/35 | 789,370 | 0.0 | |||||||||||
350,000 | Qualcomm, Inc., 4.800%, 05/20/45 | 311,813 | 0.0 | |||||||||||
250,000 | Xerox Corp., 2.750%, 03/15/19 | 245,733 | 0.0 | |||||||||||
400,000 | Xerox Corp., 2.750%, 09/01/20 | 377,349 | 0.0 | |||||||||||
400,000 | Xerox Corp., 2.800%, 05/15/20 | 381,849 | 0.0 | |||||||||||
400,000 | Xerox Corp., 2.950%, 03/15/17 | 403,103 | 0.0 | |||||||||||
500,000 | Xerox Corp., 3.500%, 08/20/20 | 488,754 | 0.0 | |||||||||||
400,000 | L | Xerox Corp., 3.800%, 05/15/24 | 372,461 | 0.0 | ||||||||||
250,000 | L | Xerox Corp., 4.800%, 03/01/35 | 229,244 | 0.0 | ||||||||||
465,000 | Xerox Corp., 6.350%, 05/15/18 | 497,456 | 0.0 | |||||||||||
38,578,883 | 1.0 | |||||||||||||
Utilities: 2.2% | ||||||||||||||
500,000 | Alabama Power Co., 4.150%, 08/15/44 | 476,340 | 0.0 | |||||||||||
300,000 | Ameren Illinois Co., 2.700%, 09/01/22 | 295,405 | 0.0 | |||||||||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/44 | 251,804 | 0.0 | |||||||||||
500,000 | Appalachian Power Co., 4.400%, 05/15/44 | 472,412 | 0.0 | |||||||||||
750,000 | Appalachian Power Co., 4.450%, 06/01/45 | 714,795 | 0.0 | |||||||||||
250,000 | Arizona Public Service Co., 2.200%, 01/15/20 | 247,862 | 0.0 | |||||||||||
400,000 | Arizona Public Service Co., 3.350%, 06/15/24 | 406,825 | 0.0 | |||||||||||
500,000 | L | Atmos Energy Corp., 4.125%, 10/15/44 | 479,971 | 0.0 | ||||||||||
1,000,000 | L | Baltimore Gas & Electric Co., 3.350%, 07/01/23 | 1,013,730 | 0.1 | ||||||||||
250,000 | CMS Energy Corp., 3.875%, 03/01/24 | 254,341 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 4.875%, 03/01/44 | 254,475 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/44 | 500,773 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/45 | 507,363 | 0.0 | |||||||||||
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/54 | 394,303 | 0.0 | |||||||||||
300,000 | Consumers Energy Co., 2.850%, 05/15/22 | 297,356 | 0.0 | |||||||||||
250,000 | Delmarva Power & Light Co., 3.500%, 11/15/23 | 257,193 | 0.0 | |||||||||||
200,000 | Dominion Gas Holdings LLC, 2.500%, 12/15/19 | 199,921 | 0.0 | |||||||||||
500,000 | Dominion Gas Holdings LLC, 2.800%, 11/15/20 | 502,005 | 0.0 | |||||||||||
200,000 | Dominion Gas Holdings LLC, 3.600%, 12/15/24 | 198,312 | 0.0 | |||||||||||
250,000 | DTE Electric Co., 4.300%, 07/01/44 | 254,502 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.500%, 06/01/24 | 401,448 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.850%, 12/01/23 | 411,734 | 0.0 | |||||||||||
300,000 | Duke Energy Corp., 1.625%, 08/15/17 | 299,727 | 0.0 | |||||||||||
400,000 | Duke Energy Corp., 2.100%, 06/15/18 | 400,765 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.950%, 10/15/23 | 515,760 | 0.0 | |||||||||||
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/45 | 740,760 | 0.0 | |||||||||||
150,000 | Duke Energy Progress, Inc., 4.150%, 12/01/44 | 146,860 | 0.0 | |||||||||||
1,500,000 | Duke Energy Progress, Inc., 4.375%, 03/30/44 | 1,525,957 | 0.1 | |||||||||||
500,000 | Duke Energy Corp., 4.800%, 12/15/45 | 507,191 | 0.0 | |||||||||||
500,000 | Empresa Nacional de Electricidad SA/Chile, 4.250%, 04/15/24 | 495,635 | 0.0 | |||||||||||
400,000 | Entergy Arkansas, Inc., 3.700%, 06/01/24 | 408,596 | 0.0 | |||||||||||
1,000,000 | Entergy Corp., 4.700%, 01/15/17 | 1,025,655 | 0.1 | |||||||||||
1,500,000 | # | Exelon Corp., 4.950%, 06/15/35 | 1,508,652 | 0.1 | ||||||||||
750,000 | # | Exelon Corp., 5.100%, 06/15/45 | 751,127 | 0.0 | ||||||||||
5,260,000 | Exelon Generation Co., LLC, 5.200%, 10/01/19 | 5,672,473 | 0.2 | |||||||||||
500,000 | Florida Power & Light Co., 3.250%, 06/01/24 | 511,251 | 0.0 | |||||||||||
750,000 | Florida Power & Light Co., 3.800%, 12/15/42 | 711,879 | 0.0 | |||||||||||
2,000,000 | Florida Power & Light Co., 4.050%, 06/01/42 | 1,973,090 | 0.1 | |||||||||||
250,000 | ITC Holdings Corp., 3.650%, 06/15/24 | 246,833 | 0.0 | |||||||||||
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/37 | 534,162 | 0.0 | |||||||||||
5,005,000 | Kentucky Utilities Co., 5.125%, 11/01/40 | 5,613,983 | 0.2 | |||||||||||
3,765,000 | Midamerican Energy Holdings Co., 6.125%, 04/01/36 | 4,401,217 | 0.1 | |||||||||||
2,000,000 | Mississippi Power Co., 4.250%, 03/15/42 | 1,534,394 | 0.1 | |||||||||||
250,000 | # | Monongahela Power Co., 5.400%, 12/15/43 | 279,484 | 0.0 |
See Accompanying Notes to Financial Statements
103 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/25 | 919,414 | 0.0 | |||||||||||
500,000 | Northern States Power Co/MN, 4.125%, 05/15/44 | 497,217 | 0.0 | |||||||||||
500,000 | Northern States Power Co/WI, 3.300%, 06/15/24 | 505,574 | 0.0 | |||||||||||
3,595,000 | Ohio Power Co., 5.375%, 10/01/21 | 4,008,389 | 0.1 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.000%, 12/15/44 | 235,098 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.550%, 03/15/44 | 255,397 | 0.0 | |||||||||||
750,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/22 | 780,504 | 0.0 | |||||||||||
1,000,000 | Pacific Gas & Electric Co., 3.250%, 06/15/23 | 1,004,328 | 0.1 | |||||||||||
3,850,000 | Pacific Gas & Electric Co., 3.500%, 10/01/20 | 4,007,865 | 0.1 | |||||||||||
500,000 | Pacific Gas & Electric Co., 4.300%, 03/15/45 | 495,533 | 0.0 | |||||||||||
500,000 | Pacific Gas & Electric Co., 4.750%, 02/15/44 | 521,580 | 0.0 | |||||||||||
750,000 | PECO Energy Co., 4.150%, 10/01/44 | 738,386 | 0.0 | |||||||||||
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/34 | 243,971 | 0.0 | |||||||||||
500,000 | PPL Capital Funding, Inc., 1.900%, 06/01/18 | 495,635 | 0.0 | |||||||||||
2,000,000 | Progress Energy, Inc., 4.400%, 01/15/21 | 2,118,624 | 0.1 | |||||||||||
3,410,000 | Public Service Co. of Colorado, 3.200%, 11/15/20 | 3,524,644 | 0.1 | |||||||||||
1,000,000 | Public Service Electric & Gas Co., 2.375%, 05/15/23 | 959,009 | 0.1 | |||||||||||
750,000 | L | Public Service Electric & Gas Co., 3.800%, 01/01/43 | 707,933 | 0.0 | ||||||||||
250,000 | Public Service Electric & Gas Co., 4.000%, 06/01/44 | 243,909 | 0.0 | |||||||||||
2,700,000 | SCANA Corp., 4.750%, 05/15/21 | 2,802,489 | 0.1 | |||||||||||
500,000 | Sempra Energy, 2.850%, 11/15/20 | 499,069 | 0.0 | |||||||||||
750,000 | Sempra Energy, 3.550%, 06/15/24 | 747,278 | 0.0 | |||||||||||
250,000 | Sempra Energy, 3.750%, 11/15/25 | 250,048 | 0.0 | |||||||||||
250,000 | South Carolina Electric & Gas Co., 5.100%, 06/01/65 | 260,988 | 0.0 | |||||||||||
1,807,340 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/33 | 1,881,692 | 0.1 | |||||||||||
3,915,000 | Southern California Edison Co., 3.875%, 06/01/21 | 4,146,212 | 0.1 | |||||||||||
500,000 | Southern California Edison Co., 3.900%, 03/15/43 | 477,800 | 0.0 | |||||||||||
500,000 | Southern California Edison Co., 4.650%, 10/01/43 | 529,079 | 0.0 | |||||||||||
500,000 | Southern Co., 2.750%, 06/15/20 | 495,586 | 0.0 | |||||||||||
500,000 | Southern Power Co., 4.150%, 12/01/25 | 500,409 | 0.0 | |||||||||||
250,000 | Union Electric Co., 3.500%, 04/15/24 | 257,823 | 0.0 | |||||||||||
300,000 | Union Electric Co., 3.900%, 09/15/42 | 286,116 | 0.0 | |||||||||||
500,000 | Virginia Electric and Power Co., 1.200%, 01/15/18 | 495,164 | 0.0 | |||||||||||
500,000 | Virginia Electric and Power Co., 4.450%, 02/15/44 | 515,418 | 0.0 | |||||||||||
1,533,000 | Virginia Electric and Power Co., 6.000%, 05/15/37 | 1,881,094 | 0.1 | |||||||||||
1,000,000 | Westar Energy, Inc., 4.125%, 03/01/42 | 983,913 | 0.1 | |||||||||||
500,000 | Westar Energy, Inc., 4.625%, 09/01/43 | 528,693 | 0.0 | |||||||||||
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/44 | 253,457 | 0.0 | |||||||||||
500,000 | Wisconsin Power & Light Co., 4.100%, 10/15/44 | 488,059 | 0.0 | |||||||||||
79,141,718 | 2.2 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $927,995,391) | 925,936,484 | 25.2 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 1.2% | ||||||||||||||
383,114 | Banc of America Commercial Mortgage, Inc., 5.558%, 06/10/49 | 394,091 | 0.0 | |||||||||||
2,269,960 | Banc of America Commercial Mortgage, Inc., 5.414%, 09/10/47 | 2,297,283 | 0.1 | |||||||||||
1,399,324 | Banc of America Commercial Mortgage, Inc., 5.889%, 07/10/44 | 1,407,271 | 0.0 | |||||||||||
249,411 | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.369%, 10/10/45 | 249,682 | 0.0 | |||||||||||
785,039 | Bear Stearns Commercial Mortgage Securities, 5.620%, 04/12/38 | 785,430 | 0.0 | |||||||||||
3,000,000 | Citigroup Commercial Mortgage Trust, 4.023%, 03/10/47 | 3,160,172 | 0.1 | |||||||||||
1,994,000 | Citigroup Commercial Mortgage Trust, 5.710%, 12/10/49 | 2,062,490 | 0.1 | |||||||||||
925,175 | Citigroup/Deutsche Bank Commercial Mortgage Trust, 5.886%, 11/15/44 | 960,467 | 0.0 | |||||||||||
1,115,000 | Commercial Mortgage Pass Through Certificates, 3.288%, 12/10/44 | 1,142,587 | 0.0 | |||||||||||
1,215,000 | # | Core Industrial Trust 2015-CALW A, 3.040%, 02/10/34 | 1,211,070 | 0.0 |
See Accompanying Notes to Financial Statements
104 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
940,721 | Credit Suisse Mortgage Capital Certificates, 5.311%, 12/15/39 | 951,116 | 0.0 | |||||||||||
2,000,000 | Credit Suisse Mortgage Capital Certificates, 5.509%, 09/15/39 | 2,038,370 | 0.1 | |||||||||||
963,660 | Credit Suisse Mortgage Capital Certificates, 5.949%, 09/15/39 | 1,003,931 | 0.0 | |||||||||||
999,300 | CW Capital Cobalt Ltd., 5.766%, 05/15/46 | 1,038,733 | 0.0 | |||||||||||
471,847 | DBUBS Mortgage Trust, 3.642%, 08/10/44 | 473,803 | 0.0 | |||||||||||
2,109,885 | Greenwich Capital Commercial Funding Corp., 5.444%, 03/10/39 | 2,158,427 | 0.1 | |||||||||||
2,000,000 | Greenwich Capital Commercial Funding Corp., 5.475%, 03/10/39 | 2,047,840 | 0.1 | |||||||||||
1,258,868 | Greenwich Capital Commercial Funding Corp., 5.826%, 07/10/38 | 1,264,941 | 0.0 | |||||||||||
595,000 | GS Mortgage Securities Corp. II, 2.773%, 11/10/45 | 587,182 | 0.0 | |||||||||||
138,417 | GS Mortgage Securities Corp. II, 5.560%, 11/10/39 | 138,274 | 0.0 | |||||||||||
3,135,815 | GS Mortgage Securities Corp. II, 5.795%, 08/10/45 | 3,225,213 | 0.1 | |||||||||||
613,594 | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-CB16 A4, 5.552%, 05/12/45 | 621,028 | 0.0 | |||||||||||
1,100,256 | JPMorgan Chase Commercial Mortgage Securities Corp., 5.336%, 05/15/47 | 1,121,333 | 0.0 | |||||||||||
2,069,075 | JPMorgan Chase Commercial Mortgage Securities Corp., 5.440%, 06/12/47 | 2,120,100 | 0.1 | |||||||||||
253,420 | JPMorgan Chase Commercial Mortgage Securities Corp., 5.688%, 02/12/51 | 258,819 | 0.0 | |||||||||||
1,685,370 | JPMorgan Chase Commercial Mortgage Securities Corp., 5.695%, 02/12/49 | 1,739,901 | 0.1 | |||||||||||
1,735,000 | Merrill Lynch/Countrywide Commercial Mortgage Trust, 5.204%, 12/12/49 | 1,781,393 | 0.1 | |||||||||||
410,000 | Merrill Lynch/Countrywide Commercial Mortgage Trust, 5.877%, 08/12/49 | 427,687 | 0.0 | |||||||||||
3,200,000 | Morgan Stanley Bank of America Merrill Lynch Trust, 3.134%, 12/15/48 | 3,212,030 | 0.1 | |||||||||||
2,000,000 | # | Morgan Stanley Capital I Trust 2011-C3 E, 5.178%, 07/15/49 | 2,043,542 | 0.1 | ||||||||||
153,992 | Morgan Stanley Capital I, 5.331%, 03/15/44 | 153,864 | 0.0 | |||||||||||
313,398 | # | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | 312,931 | 0.0 | ||||||||||
205,000 | Morgan Stanley Capital I Trust 2007-HQ11, 5.447%, 02/12/44 | 209,788 | 0.0 | |||||||||||
303,354 | Wachovia Bank Commercial Mortgage Trust, 5.308%, 11/15/48 | 307,708 | 0.0 | |||||||||||
320,000 | WF-RBS Commercial Mortgage Trust, 3.667%, 11/15/44 | 333,461 | 0.0 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $40,237,979) | 43,241,958 | 1.2 | ||||||||||||
MUNICIPAL BONDS: 0.9% | ||||||||||||||
California: 0.2% | ||||||||||||||
4,335,000 | State of California, 7.550%, 04/01/39 | 6,301,660 | 0.2 | |||||||||||
Connecticut: 0.1% | ||||||||||||||
3,735,000 | State of Connecticut, 5.850%, 03/15/32 | 4,370,099 | 0.1 | |||||||||||
New Jersey: 0.2% | ||||||||||||||
3,425,000 | New Jersey State Turnpike Authority, 7.102%, 01/01/41 | 4,717,355 | 0.1 | |||||||||||
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/51 | 2,477,155 | 0.1 | |||||||||||
7,194,510 | 0.2 | |||||||||||||
New York: 0.2% | ||||||||||||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/40 | 4,628,498 | 0.2 | |||||||||||
Ohio: 0.1% | ||||||||||||||
3,355,000 | American Municipal Power, Inc., 7.834%, 02/15/41 | 4,601,450 | 0.1 | |||||||||||
Washington: 0.1% | ||||||||||||||
3,900,000 | State of Washington, 5.140%, 08/01/40 | 4,585,542 | 0.1 | |||||||||||
Total Municipal Bonds | ||||||||||||||
(Cost $27,067,115) | 31,681,759 | 0.9 | ||||||||||||
ASSET-BACKED SECURITIES: 0.6% | ||||||||||||||
Automobile Asset-Backed Securities: 0.3% | ||||||||||||||
1,000,000 | # | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | 991,034 | 0.0 | ||||||||||
1,200,000 | Capital Auto Receivables Asset Trust / Ally, 1.690%, 10/22/18 | 1,201,152 | 0.1 | |||||||||||
1,000,000 | CarMax Auto Owner Trust, 1.610%, 10/15/19 | 994,891 | 0.0 | |||||||||||
1,000,000 | Harley-Davidson Motorcycle Trust, 0.870%, 07/15/19 | 996,953 | 0.0 | |||||||||||
2,100,000 | # | Hyundai Auto Lease Securitization Trust 2015-A A4, 1.650%, 08/15/19 | 2,098,016 | 0.1 |
See Accompanying Notes to Financial Statements
105 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Automobile Asset-Backed Securities: (continued) | ||||||||||||||
1,910,000 | Hyundai Auto Receivables Trust 2013-A, 1.130%, 09/17/18 | 1,901,712 | 0.1 | |||||||||||
750,000 | Hyundai Auto Receivables Trust 2013-C, 2.100%, 03/15/19 | 755,327 | 0.0 | |||||||||||
1,000,000 | Mercedes-Benz Auto Receivables Trust 2014-1, 1.310%, 11/16/20 | 996,492 | 0.0 | |||||||||||
1,000,000 | Toyota Auto Receivables 2015-C Owner Trust A4, 1.690%, 12/15/20 | 998,662 | 0.0 | |||||||||||
10,934,239 | 0.3 | |||||||||||||
Collateralized Mortgage Obligations: 0.0% | ||||||||||||||
820,000 | # | Ford Credit Auto Owner Trust 2014-REV2 A, 2.310%, 04/15/26 | 819,452 | 0.0 | ||||||||||
Credit Card Asset-Backed Securities: 0.3% | ||||||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust, 2.080%, 03/15/23 | 990,059 | 0.0 | |||||||||||
1,310,000 | Chase Issuance Trust, 1.300%, 02/18/20 | 1,300,917 | 0.1 | |||||||||||
1,490,000 | Chase Issuance Trust, 5.230%, 04/15/19 | 1,556,226 | 0.1 | |||||||||||
500,000 | Citibank Credit Card Issuance Trust, 2.880%, 01/23/23 | 511,231 | 0.0 | |||||||||||
1,948,000 | Citibank Credit Card Issuance Trust, 5.650%, 09/20/19 | 2,081,831 | 0.1 | |||||||||||
1,000,000 | Discover Card Execution Note Trust, 2.120%, 12/15/21 | 1,004,302 | 0.0 | |||||||||||
1,000,000 | Discover Card Execution Note Trust, 5.650%, 03/16/20 | 1,069,633 | 0.0 | |||||||||||
1,000,000 | Synchrony Credit Card Master Note Trust 2014-1, 1.600%, 04/15/21 | 993,426 | 0.0 | |||||||||||
9,507,625 | 0.3 | |||||||||||||
Other Asset-Backed Securities: 0.0% | ||||||||||||||
154,311 | AEP Texas Central Transition Funding, LLC, 0.880%, 12/01/18 | 153,738 | 0.0 | |||||||||||
500,000 | AEP Texas Central Transition Funding, LLC, 1.976%, 06/01/21 | 500,991 | 0.0 | |||||||||||
654,729 | 0.0 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $22,156,363) | 21,916,045 | 0.6 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 32.9% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 8.3%## | ||||||||||||||
7,735,000 | 1.000%, due 03/08/17 | 7,743,478 | 0.2 | |||||||||||
21,246,000 | 1.000%, due 09/29/17 | 21,194,330 | 0.6 | |||||||||||
8,405,000 | 2.500%, due 05/27/16 | 8,470,273 | 0.2 | |||||||||||
8,933,609 | 2.516%, due 02/01/42 | 9,382,418 | 0.3 | |||||||||||
9,620,000 | W | 3.000%, due 10/15/26 | 9,913,908 | 0.3 | ||||||||||
21,801,000 | W | 3.000%, due 12/15/42 | 21,766,692 | 0.6 | ||||||||||
10,040,040 | 3.000%, due 04/01/45 | 10,040,618 | 0.3 | |||||||||||
10,146,698 | 3.000%, due 04/01/45 | 10,144,131 | 0.3 | |||||||||||
12,315,720 | 3.000%, due 09/01/45 | 12,309,270 | 0.4 | |||||||||||
68,495,000 | W | 3.500%, due 07/15/41 | 70,513,057 | 1.9 | ||||||||||
3,386,107 | 3.500%, due 01/01/42 | 3,493,231 | 0.1 | |||||||||||
608,480 | 3.500%, due 01/01/42 | 627,515 | 0.0 | |||||||||||
4,515,000 | 3.750%, due 03/27/19 | 4,836,743 | 0.1 | |||||||||||
2,271,644 | 4.000%, due 01/01/25 | 2,400,656 | 0.1 | |||||||||||
315,087 | 4.000%, due 08/01/40 | 333,987 | 0.0 | |||||||||||
3,013,884 | 4.000%, due 04/01/41 | 3,195,408 | 0.1 | |||||||||||
2,385,711 | 4.000%, due 05/01/41 | 2,528,595 | 0.1 | |||||||||||
94,593 | 4.000%, due 08/01/41 | 100,288 | 0.0 | |||||||||||
399,651 | 4.000%, due 12/01/41 | 423,426 | 0.0 | |||||||||||
1,988,321 | 4.000%, due 01/01/42 | 2,105,437 | 0.1 | |||||||||||
5,093,506 | 4.000%, due 03/01/42 | 5,398,991 | 0.2 | |||||||||||
3,966,390 | 4.000%, due 03/01/42 | 4,194,486 | 0.1 | |||||||||||
1,953,855 | 4.000%, due 02/01/44 | 2,089,770 | 0.1 | |||||||||||
904,595 | 4.000%, due 03/01/44 | 956,616 | 0.0 | |||||||||||
569,216 | 4.000%, due 01/01/45 | 602,231 | 0.0 | |||||||||||
0 | 4.000%, due 05/01/45 | – | – | |||||||||||
1,649,237 | 4.000%, due 07/01/45 | 1,744,516 | 0.1 | |||||||||||
12,536,696 | 4.000%, due 09/01/45 | 13,260,014 | 0.4 | |||||||||||
1,612,042 | 4.000%, due 09/01/45 | 1,705,301 | 0.1 | |||||||||||
1,245,709 | 4.000%, due 09/01/45 | 1,318,542 | 0.1 | |||||||||||
1,182,383 | 4.000%, due 09/01/45 | 1,251,513 | 0.0 | |||||||||||
3,252,248 | 4.000%, due 10/01/45 | 3,439,889 | 0.1 | |||||||||||
14,958 | 4.500%, due 04/01/23 | 16,059 | 0.0 | |||||||||||
183,438 | 4.500%, due 03/01/39 | 197,950 | 0.0 | |||||||||||
529,014 | 4.500%, due 08/01/39 | 570,890 | 0.0 | |||||||||||
812,137 | 4.500%, due 09/01/39 | 876,327 | 0.0 | |||||||||||
620,797 | 4.500%, due 09/01/39 | 669,776 | 0.0 | |||||||||||
1,149,510 | 4.500%, due 09/01/39 | 1,240,507 | 0.0 | |||||||||||
1,448,408 | 4.500%, due 10/01/39 | 1,563,134 | 0.1 | |||||||||||
1,755,375 | 4.500%, due 12/01/39 | 1,894,161 | 0.1 | |||||||||||
569,030 | 4.500%, due 03/01/40 | 614,075 | 0.0 | |||||||||||
1,086,670 | 4.500%, due 04/01/40 | 1,172,679 | 0.0 | |||||||||||
212,689 | 4.500%, due 06/01/40 | 229,522 | 0.0 | |||||||||||
1,158,798 | 4.500%, due 07/01/40 | 1,249,952 | 0.0 | |||||||||||
1,489,749 | 4.500%, due 07/01/40 | 1,607,342 | 0.1 | |||||||||||
1,132,669 | 4.500%, due 08/01/40 | 1,222,319 | 0.0 | |||||||||||
389,768 | 4.500%, due 08/01/40 | 420,616 | 0.0 | |||||||||||
374,556 | 4.500%, due 03/01/41 | 404,250 | 0.0 | |||||||||||
1,399,500 | 4.500%, due 03/01/41 | 1,510,182 | 0.1 | |||||||||||
510,036 | 4.500%, due 04/01/41 | 550,481 | 0.0 | |||||||||||
1,357,199 | 4.500%, due 06/01/41 | 1,464,720 | 0.1 | |||||||||||
1,245,988 | 4.500%, due 07/01/41 | 1,345,109 | 0.1 | |||||||||||
592,333 | 4.500%, due 08/01/41 | 640,182 | 0.0 | |||||||||||
5,426,936 | 4.500%, due 08/01/41 | 5,860,224 | 0.2 | |||||||||||
37,091 | 5.000%, due 03/01/34 | 40,780 | 0.0 | |||||||||||
264,908 | 5.000%, due 12/01/34 | 291,761 | 0.0 | |||||||||||
232,316 | 5.000%, due 08/01/35 | 255,161 | 0.0 | |||||||||||
954,818 | 5.000%, due 08/01/35 | 1,052,110 | 0.0 | |||||||||||
336,097 | 5.000%, due 10/01/35 | 369,364 | 0.0 | |||||||||||
285,091 | 5.000%, due 10/01/35 | 313,736 | 0.0 | |||||||||||
512,293 | 5.000%, due 10/01/35 | 559,457 | 0.0 | |||||||||||
706,582 | 5.000%, due 12/01/35 | 777,425 | 0.0 | |||||||||||
91,469 | 5.000%, due 04/01/36 | 100,276 | 0.0 | |||||||||||
305,204 | 5.000%, due 11/01/36 | 335,215 | 0.0 | |||||||||||
218,592 | 5.000%, due 02/01/37 | 239,083 | 0.0 | |||||||||||
175,520 | 5.000%, due 05/01/37 | 192,183 | 0.0 | |||||||||||
2,585,361 | 5.000%, due 10/01/37 | 2,845,501 | 0.1 | |||||||||||
467,978 | 5.000%, due 03/01/38 | 514,469 | 0.0 | |||||||||||
653,859 | 5.000%, due 03/01/38 | 715,781 | 0.0 | |||||||||||
1,476,301 | 5.000%, due 03/01/38 | 1,617,084 | 0.1 | |||||||||||
438,487 | 5.000%, due 04/01/38 | 478,814 | 0.0 | |||||||||||
46,468 | 5.000%, due 10/01/38 | 50,740 | 0.0 | |||||||||||
179,572 | 5.000%, due 06/01/40 | 197,292 | 0.0 | |||||||||||
383,434 | 5.000%, due 08/01/40 | 421,271 | 0.0 | |||||||||||
1,113,606 | 5.000%, due 04/01/41 | 1,222,957 | 0.0 | |||||||||||
107,663 | 5.200%, due 08/01/37 | 118,100 | 0.0 | |||||||||||
190,000 | 5.400%, due 03/17/21 | 191,420 | 0.0 | |||||||||||
197,042 | 5.490%, due 02/01/37 | 218,412 | 0.0 |
See Accompanying Notes to Financial Statements
106 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal Home Loan Mortgage Corporation: (continued) | ||||||||||||||
720,273 | 5.500%, due 12/01/24 | 771,647 | 0.0 | |||||||||||
207,154 | 5.500%, due 09/01/34 | 230,605 | 0.0 | |||||||||||
221,022 | 5.500%, due 01/01/35 | 244,619 | 0.0 | |||||||||||
2,183,272 | 5.500%, due 09/01/35 | 2,424,945 | 0.1 | |||||||||||
114,530 | 5.500%, due 09/01/35 | 127,324 | 0.0 | |||||||||||
1,574,909 | 5.500%, due 10/01/35 | 1,748,890 | 0.1 | |||||||||||
163,558 | 5.500%, due 03/01/36 | 181,487 | 0.0 | |||||||||||
883,873 | 5.500%, due 03/01/36 | 981,393 | 0.0 | |||||||||||
108,863 | 5.500%, due 05/01/36 | 120,265 | 0.0 | |||||||||||
613,185 | 5.500%, due 06/01/36 | 682,051 | 0.0 | |||||||||||
44,803 | 5.500%, due 07/01/36 | 49,778 | 0.0 | |||||||||||
10,560 | 5.500%, due 07/01/36 | 11,748 | 0.0 | |||||||||||
294,951 | 5.500%, due 07/01/36 | 327,239 | 0.0 | |||||||||||
78,036 | 5.500%, due 10/01/36 | 86,515 | 0.0 | |||||||||||
298,699 | 5.500%, due 11/01/36 | 332,153 | 0.0 | |||||||||||
13,178 | 5.500%, due 12/01/36 | 14,558 | 0.0 | |||||||||||
224,599 | 5.500%, due 12/01/36 | 249,754 | 0.0 | |||||||||||
184,409 | 5.500%, due 12/01/36 | 205,071 | 0.0 | |||||||||||
23,880 | 5.500%, due 02/01/37 | 26,501 | 0.0 | |||||||||||
224,006 | 5.500%, due 02/01/37 | 249,418 | 0.0 | |||||||||||
69,837 | 5.500%, due 05/01/37 | 77,755 | 0.0 | |||||||||||
10,420 | 5.500%, due 06/01/37 | 11,594 | 0.0 | |||||||||||
157,065 | 5.500%, due 12/01/37 | 174,399 | 0.0 | |||||||||||
60,047 | 5.500%, due 03/01/38 | 66,833 | 0.0 | |||||||||||
13,814 | 5.500%, due 06/01/38 | 15,316 | 0.0 | |||||||||||
31,392 | 5.500%, due 06/01/38 | 34,881 | 0.0 | |||||||||||
17,629 | 5.500%, due 08/01/38 | 19,619 | 0.0 | |||||||||||
3,624 | 5.500%, due 10/01/38 | 4,003 | 0.0 | |||||||||||
2,028,223 | 5.500%, due 11/01/38 | 2,272,862 | 0.1 | |||||||||||
33,775 | 5.500%, due 12/01/38 | 37,444 | 0.0 | |||||||||||
45,309 | 5.500%, due 12/01/38 | 50,428 | 0.0 | |||||||||||
33,586 | 5.500%, due 12/01/38 | 37,368 | 0.0 | |||||||||||
52,878 | 5.500%, due 01/01/39 | 58,873 | 0.0 | |||||||||||
336,136 | 5.500%, due 01/01/39 | 374,557 | 0.0 | |||||||||||
238,002 | 5.500%, due 01/01/40 | 264,958 | 0.0 | |||||||||||
195,274 | 5.500%, due 01/01/40 | 216,113 | 0.0 | |||||||||||
176,217 | 5.500%, due 03/01/40 | 195,428 | 0.0 | |||||||||||
190,258 | 5.500%, due 01/01/41 | 210,501 | 0.0 | |||||||||||
163,868 | 5.750%, due 05/01/37 | 182,574 | 0.0 | |||||||||||
124,852 | 5.750%, due 06/01/37 | 139,092 | 0.0 | |||||||||||
305,257 | 5.800%, due 07/01/37 | 341,110 | 0.0 | |||||||||||
257,466 | 5.800%, due 08/01/37 | 287,395 | 0.0 | |||||||||||
273,548 | 5.800%, due 09/01/37 | 305,466 | 0.0 | |||||||||||
93,277 | 5.800%, due 09/01/37 | 104,122 | 0.0 | |||||||||||
12,736 | 6.000%, due 04/01/28 | 14,502 | 0.0 | |||||||||||
112,480 | 6.000%, due 07/01/28 | 126,345 | 0.0 | |||||||||||
27,752 | 6.000%, due 04/01/36 | 31,627 | 0.0 | |||||||||||
7,305 | 6.000%, due 04/01/36 | 8,335 | 0.0 | |||||||||||
1,041 | 6.000%, due 04/01/36 | 1,188 | 0.0 | |||||||||||
89,343 | 6.000%, due 06/01/36 | 101,487 | 0.0 | |||||||||||
31,720 | 6.000%, due 07/01/36 | 36,116 | 0.0 | |||||||||||
28,804 | 6.000%, due 08/01/36 | 32,694 | 0.0 | |||||||||||
265,992 | 6.000%, due 08/01/36 | 302,769 | 0.0 | |||||||||||
12,349 | 6.000%, due 08/01/36 | 14,044 | 0.0 | |||||||||||
141,421 | 6.000%, due 01/01/37 | 160,123 | 0.0 | |||||||||||
123,397 | 6.000%, due 02/01/37 | 139,779 | 0.0 | |||||||||||
8,831 | 6.000%, due 04/01/37 | 9,985 | 0.0 | |||||||||||
3,744 | 6.000%, due 06/01/37 | 4,207 | 0.0 | |||||||||||
69,888 | 6.000%, due 06/01/37 | 78,976 | 0.0 | |||||||||||
23,440 | 6.000%, due 07/01/37 | 26,448 | 0.0 | |||||||||||
879 | 6.000%, due 07/01/37 | 991 | 0.0 | |||||||||||
15,958 | 6.000%, due 08/01/37 | 17,932 | 0.0 | |||||||||||
260,483 | 6.000%, due 08/01/37 | 294,118 | 0.0 | |||||||||||
5,205 | 6.000%, due 08/01/37 | 5,871 | 0.0 | |||||||||||
14,901 | 6.000%, due 08/01/37 | 16,745 | 0.0 | |||||||||||
89,181 | 6.000%, due 08/01/37 | 100,860 | 0.0 | |||||||||||
11,701 | 6.000%, due 08/01/37 | 13,166 | 0.0 | |||||||||||
23,902 | 6.000%, due 08/01/37 | 26,964 | 0.0 | |||||||||||
38,528 | 6.000%, due 09/01/37 | 43,293 | 0.0 | |||||||||||
7,215 | 6.000%, due 09/01/37 | 8,141 | 0.0 | |||||||||||
19,510 | 6.000%, due 09/01/37 | 21,976 | 0.0 | |||||||||||
14,258 | 6.000%, due 10/01/37 | 16,012 | 0.0 | |||||||||||
45,392 | 6.000%, due 10/01/37 | 51,230 | 0.0 | |||||||||||
32,063 | 6.000%, due 10/01/37 | 36,027 | 0.0 | |||||||||||
31,359 | 6.000%, due 10/01/37 | 35,391 | 0.0 | |||||||||||
8,429 | 6.000%, due 11/01/37 | 9,513 | 0.0 | |||||||||||
11,682 | 6.000%, due 11/01/37 | 13,141 | 0.0 | |||||||||||
67,100 | 6.000%, due 11/01/37 | 75,712 | 0.0 | |||||||||||
3,497 | 6.000%, due 12/01/37 | 3,930 | 0.0 | |||||||||||
114,017 | 6.000%, due 12/01/37 | 128,135 | 0.0 | |||||||||||
90,656 | 6.000%, due 01/01/38 | 101,859 | 0.0 | |||||||||||
5,431 | 6.000%, due 01/01/38 | 6,133 | 0.0 | |||||||||||
57,027 | 6.000%, due 01/01/38 | 64,422 | 0.0 | |||||||||||
104,180 | 6.000%, due 02/01/38 | 117,642 | 0.0 | |||||||||||
6,133 | 6.000%, due 02/01/38 | 6,891 | 0.0 | |||||||||||
76,707 | 6.000%, due 05/01/38 | 86,505 | 0.0 | |||||||||||
5,359 | 6.000%, due 06/01/38 | 6,052 | 0.0 | |||||||||||
154,725 | 6.000%, due 07/01/38 | 174,454 | 0.0 | |||||||||||
135,015 | 6.000%, due 07/01/38 | 152,507 | 0.0 | |||||||||||
47,725 | 6.000%, due 08/01/38 | 53,597 | 0.0 | |||||||||||
46,263 | 6.000%, due 09/01/38 | 51,962 | 0.0 | |||||||||||
2,978 | 6.000%, due 09/01/38 | 3,361 | 0.0 | |||||||||||
831,454 | 6.000%, due 09/01/38 | 938,046 | 0.0 | |||||||||||
27,676 | 6.000%, due 09/01/38 | 31,157 | 0.0 | |||||||||||
32,670 | 6.000%, due 11/01/38 | 36,903 | 0.0 | |||||||||||
333,310 | 6.000%, due 01/01/39 | 376,499 | 0.0 | |||||||||||
480,955 | 6.000%, due 04/01/39 | 541,117 | 0.0 | |||||||||||
100,988 | 6.000%, due 08/01/39 | 113,814 | 0.0 | |||||||||||
175,568 | 6.000%, due 10/01/39 | 198,061 | 0.0 | |||||||||||
48,937 | 6.000%, due 11/01/39 | 55,273 | 0.0 | |||||||||||
143,517 | 6.000%, due 11/01/39 | 161,285 | 0.0 | |||||||||||
87,707 | 6.000%, due 11/01/39 | 98,566 | 0.0 | |||||||||||
6,191 | 6.000%, due 12/01/39 | 6,986 | 0.0 | |||||||||||
221,222 | 6.000%, due 05/01/40 | 249,025 | 0.0 | |||||||||||
65,554 | 6.150%, due 12/01/37 | 74,486 | 0.0 | |||||||||||
47,045 | 6.150%, due 12/01/37 | 53,506 | 0.0 | |||||||||||
227,729 | 6.150%, due 01/01/38 | 256,861 | 0.0 | |||||||||||
205,760 | 6.150%, due 02/01/38 | 232,087 | 0.0 | |||||||||||
176,243 | 6.150%, due 02/01/38 | 198,790 | 0.0 | |||||||||||
840,000 | 6.250%, due 07/15/32 | 1,169,684 | 0.0 | |||||||||||
27,888 | 6.500%, due 06/01/36 | 32,595 | 0.0 | |||||||||||
4,787 | 6.500%, due 08/01/36 | 5,701 | 0.0 | |||||||||||
100,597 | 6.500%, due 10/01/36 | 114,790 | 0.0 | |||||||||||
5,714 | 6.500%, due 10/01/36 | 6,512 | 0.0 | |||||||||||
49,487 | 6.500%, due 07/01/37 | 56,395 | 0.0 | |||||||||||
22,704 | 6.500%, due 09/01/37 | 25,873 | 0.0 | |||||||||||
12,575 | 6.500%, due 09/01/37 | 14,325 | 0.0 | |||||||||||
11,263 | 6.500%, due 10/01/37 | 12,837 | 0.0 | |||||||||||
41,508 | 6.500%, due 11/01/37 | 47,301 | 0.0 | |||||||||||
76,400 | 6.500%, due 01/01/38 | 87,080 | 0.0 | |||||||||||
96,175 | 6.500%, due 02/01/38 | 109,624 | 0.0 | |||||||||||
18,422 | 6.500%, due 04/01/38 | 21,475 | 0.0 | |||||||||||
58,726 | 6.500%, due 04/01/38 | 69,799 | 0.0 | |||||||||||
930 | 6.500%, due 05/01/38 | 1,060 | 0.0 | |||||||||||
6,132 | 6.500%, due 05/01/38 | 6,987 | 0.0 | |||||||||||
4,567 | 6.500%, due 07/01/38 | 5,205 | 0.0 | |||||||||||
3,280 | 6.500%, due 08/01/38 | 3,737 | 0.0 | |||||||||||
8,867 | 6.500%, due 09/01/38 | 10,106 | 0.0 | |||||||||||
11,175 | 6.500%, due 10/01/38 | 12,735 | 0.0 | |||||||||||
614 | 6.500%, due 10/01/38 | 700 | 0.0 | |||||||||||
22,484 | 6.500%, due 11/01/38 | 25,626 | 0.0 | |||||||||||
156,518 | 6.500%, due 12/01/38 | 178,366 | 0.0 | |||||||||||
5,904 | 6.500%, due 12/01/38 | 6,969 | 0.0 | |||||||||||
827,427 | 6.500%, due 12/01/38 | 943,479 | 0.0 | |||||||||||
8,084 | 6.500%, due 12/01/38 | 9,214 | 0.0 | |||||||||||
20,738 | 6.500%, due 12/01/38 | 24,442 | 0.0 | |||||||||||
3,979 | 6.500%, due 01/01/39 | 4,535 | 0.0 | |||||||||||
2,540,000 | 6.750%, due 03/15/31 | 3,645,454 | 0.1 | |||||||||||
303,581,057 | 8.3 |
See Accompanying Notes to Financial Statements
107 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: 15.5%## | ||||||||||||||
6,025,000 | 1.375%, due 11/15/16 | 6,054,065 | 0.2 | |||||||||||
2,420,000 | 1.500%, due 06/22/20 | 2,392,371 | 0.1 | |||||||||||
20,400,000 | 2.230%, due 12/06/22 | 19,862,970 | 0.6 | |||||||||||
5,000,000 | 2.250%, due 03/15/16 | 5,018,015 | 0.2 | |||||||||||
8,750,000 | 2.375%, due 04/11/16 | 8,795,701 | 0.3 | |||||||||||
8,456,566 | 2.500%, due 09/01/27 | 8,596,012 | 0.2 | |||||||||||
28,876,000 | W | 2.500%, due 01/15/28 | 29,106,524 | 0.8 | ||||||||||
12,911,715 | 2.500%, due 06/01/30 | 13,032,749 | 0.4 | |||||||||||
8,453,639 | 2.500%, due 06/01/30 | 8,532,883 | 0.2 | |||||||||||
5,224,625 | 2.500%, due 07/01/30 | 5,273,600 | 0.2 | |||||||||||
2,417,871 | 3.000%, due 12/01/26 | 2,504,954 | 0.1 | |||||||||||
1,978,622 | 3.000%, due 01/01/27 | 2,049,693 | 0.1 | |||||||||||
12,020,257 | 3.000%, due 08/01/30 | 12,409,926 | 0.4 | |||||||||||
5,710,038 | 3.000%, due 09/01/30 | 5,898,488 | 0.2 | |||||||||||
19,140,000 | W | 3.000%, due 09/25/42 | 19,141,669 | 0.5 | ||||||||||
46,196,407 | 3.000%, due 05/01/43 | 46,310,864 | 1.3 | |||||||||||
15,628,433 | 3.000%, due 07/01/43 | 15,665,898 | 0.4 | |||||||||||
507,581 | 3.500%, due 08/01/26 | 532,689 | 0.0 | |||||||||||
678,709 | 3.500%, due 08/01/26 | 712,435 | 0.0 | |||||||||||
55,737 | 3.500%, due 09/01/26 | 58,417 | 0.0 | |||||||||||
1,160,050 | 3.500%, due 10/01/26 | 1,217,718 | 0.0 | |||||||||||
438,053 | 3.500%, due 10/01/26 | 459,854 | 0.0 | |||||||||||
2,070,629 | 3.500%, due 11/01/26 | 2,173,562 | 0.1 | |||||||||||
2,178,545 | 3.500%, due 12/01/26 | 2,283,049 | 0.1 | |||||||||||
2,193,206 | 3.500%, due 12/01/26 | 2,303,307 | 0.1 | |||||||||||
2,576,649 | 3.500%, due 01/01/27 | 2,705,512 | 0.1 | |||||||||||
2,140,104 | 3.500%, due 03/01/41 | 2,213,810 | 0.1 | |||||||||||
2,714,015 | 3.500%, due 12/01/41 | 2,807,832 | 0.1 | |||||||||||
4,790,527 | 3.500%, due 01/01/42 | 4,956,004 | 0.1 | |||||||||||
71,953,000 | W | 3.500%, due 06/25/42 | 74,241,201 | 2.0 | ||||||||||
22,534,597 | 3.500%, due 11/01/42 | 23,290,848 | 0.6 | |||||||||||
39,068 | 4.000%, due 11/01/20 | 40,749 | 0.0 | |||||||||||
48,870 | 4.000%, due 07/01/22 | 50,984 | 0.0 | |||||||||||
18,492 | 4.000%, due 04/01/23 | 19,563 | 0.0 | |||||||||||
9,708 | 4.000%, due 05/01/23 | 10,273 | 0.0 | |||||||||||
25,995 | 4.000%, due 07/01/23 | 27,134 | 0.0 | |||||||||||
87,094 | 4.000%, due 03/01/24 | 92,168 | 0.0 | |||||||||||
67,926 | 4.000%, due 03/01/24 | 71,905 | 0.0 | |||||||||||
1,841 | 4.000%, due 04/01/24 | 1,948 | 0.0 | |||||||||||
44,818 | 4.000%, due 04/01/24 | 47,038 | 0.0 | |||||||||||
122,606 | 4.000%, due 07/01/24 | 129,606 | 0.0 | |||||||||||
342,361 | 4.000%, due 07/01/24 | 362,509 | 0.0 | |||||||||||
5,727 | 4.000%, due 08/01/24 | 6,052 | 0.0 | |||||||||||
110,729 | 4.000%, due 01/01/25 | 117,270 | 0.0 | |||||||||||
101,696 | 4.000%, due 02/01/25 | 107,709 | 0.0 | |||||||||||
545,487 | 4.000%, due 02/01/25 | 577,465 | 0.0 | |||||||||||
411,356 | 4.000%, due 06/01/25 | 432,857 | 0.0 | |||||||||||
9,775 | 4.000%, due 07/01/25 | 10,376 | 0.0 | |||||||||||
54,477 | 4.000%, due 09/01/25 | 56,853 | 0.0 | |||||||||||
46,741 | 4.000%, due 09/01/25 | 48,781 | 0.0 | |||||||||||
748,642 | 4.000%, due 12/01/25 | 794,224 | 0.0 | |||||||||||
648,235 | 4.000%, due 02/01/26 | 687,662 | 0.0 | |||||||||||
128,752 | 4.000%, due 03/01/26 | 136,741 | 0.0 | |||||||||||
423,755 | 4.000%, due 04/01/26 | 449,691 | 0.0 | |||||||||||
200,435 | 4.000%, due 04/01/26 | 212,639 | 0.0 | |||||||||||
1,402,470 | 4.000%, due 04/01/26 | 1,488,134 | 0.1 | |||||||||||
713,916 | 4.000%, due 05/01/26 | 757,494 | 0.0 | |||||||||||
319,864 | 4.000%, due 09/01/26 | 339,730 | 0.0 | |||||||||||
10,263,000 | W | 4.000%, due 08/25/40 | 10,860,820 | 0.3 | ||||||||||
1,591,485 | 4.000%, due 10/01/40 | 1,693,124 | 0.1 | |||||||||||
386,963 | 4.000%, due 10/01/40 | 410,705 | 0.0 | |||||||||||
2,594,379 | 4.000%, due 12/01/40 | 2,760,061 | 0.1 | |||||||||||
2,379,532 | 4.000%, due 12/01/40 | 2,525,624 | 0.1 | |||||||||||
5,194,042 | 4.000%, due 02/01/41 | 5,511,743 | 0.2 | |||||||||||
857,331 | 4.000%, due 03/01/41 | 909,917 | 0.0 | |||||||||||
852,018 | 4.000%, due 04/01/41 | 904,242 | 0.0 | |||||||||||
1,039,824 | 4.000%, due 08/01/41 | 1,101,180 | 0.0 | |||||||||||
663,639 | 4.000%, due 09/01/41 | 703,083 | 0.0 | |||||||||||
6,613,541 | 4.000%, due 11/01/41 | 7,019,521 | 0.2 | |||||||||||
1,224,848 | 4.000%, due 12/01/41 | 1,300,055 | 0.1 | |||||||||||
2,185,644 | 4.000%, due 01/01/42 | 2,319,754 | 0.1 | |||||||||||
1,143,484 | 4.000%, due 07/01/42 | 1,213,625 | 0.0 | |||||||||||
3,180,635 | 4.000%, due 07/01/43 | 3,397,005 | 0.1 | |||||||||||
1,597,230 | 4.000%, due 02/01/44 | 1,703,267 | 0.1 | |||||||||||
3,298,612 | 4.000%, due 02/01/44 | 3,517,599 | 0.1 | |||||||||||
1,354,963 | 4.000%, due 03/01/44 | 1,448,924 | 0.1 | |||||||||||
19,140,035 | 4.000%, due 06/01/45 | 20,322,263 | 0.6 | |||||||||||
2,107,891 | 4.000%, due 06/01/45 | 2,236,146 | 0.1 | |||||||||||
4,453,720 | 4.000%, due 07/01/45 | 4,743,930 | 0.1 | |||||||||||
3,338,672 | 4.000%, due 07/01/45 | 3,550,034 | 0.1 | |||||||||||
3,733,214 | 4.000%, due 07/01/45 | 3,981,087 | 0.1 | |||||||||||
5,434,792 | 4.000%, due 07/01/45 | 5,802,339 | 0.2 | |||||||||||
4,746,851 | 4.000%, due 11/01/45 | 5,020,723 | 0.2 | |||||||||||
8,887 | 4.500%, due 05/01/19 | 9,197 | 0.0 | |||||||||||
24,946 | 4.500%, due 05/01/19 | 25,902 | 0.0 | |||||||||||
21,729 | 4.500%, due 01/01/20 | 22,790 | 0.0 | |||||||||||
17,851 | 4.500%, due 08/01/20 | 18,700 | 0.0 | |||||||||||
3,563 | 4.500%, due 06/01/22 | 3,686 | 0.0 | |||||||||||
2,415 | 4.500%, due 07/01/22 | 2,499 | 0.0 | |||||||||||
44,066 | 4.500%, due 11/01/22 | 46,266 | 0.0 | |||||||||||
71,662 | 4.500%, due 02/01/23 | 75,879 | 0.0 | |||||||||||
10,184 | 4.500%, due 02/01/23 | 10,812 | 0.0 | |||||||||||
1,584 | 4.500%, due 03/01/23 | 1,682 | 0.0 | |||||||||||
275,985 | 4.500%, due 03/01/23 | 292,740 | 0.0 | |||||||||||
5,014 | 4.500%, due 03/01/23 | 5,274 | 0.0 | |||||||||||
37,713 | 4.500%, due 04/01/23 | 39,757 | 0.0 | |||||||||||
3,157 | 4.500%, due 04/01/23 | 3,351 | 0.0 | |||||||||||
149,452 | 4.500%, due 04/01/23 | 158,572 | 0.0 | |||||||||||
186,764 | 4.500%, due 04/01/23 | 198,259 | 0.0 | |||||||||||
45,399 | 4.500%, due 04/01/23 | 47,258 | 0.0 | |||||||||||
221,190 | 4.500%, due 05/01/23 | 234,650 | 0.0 | |||||||||||
4,851 | 4.500%, due 05/01/23 | 5,149 | 0.0 | |||||||||||
3,362 | 4.500%, due 05/01/23 | 3,568 | 0.0 | |||||||||||
2,070 | 4.500%, due 05/01/23 | 2,193 | 0.0 | |||||||||||
5,260 | 4.500%, due 07/01/23 | 5,441 | 0.0 | |||||||||||
21,854 | 4.500%, due 01/01/24 | 22,869 | 0.0 | |||||||||||
655,861 | 4.500%, due 07/01/24 | 707,571 | 0.0 | |||||||||||
965,053 | 4.500%, due 08/01/24 | 1,038,385 | 0.0 | |||||||||||
438,407 | 4.500%, due 09/01/24 | 467,885 | 0.0 | |||||||||||
32,509 | 4.500%, due 09/01/24 | 34,980 | 0.0 | |||||||||||
39,075 | 4.500%, due 09/01/24 | 41,610 | 0.0 | |||||||||||
131,200 | 4.500%, due 09/01/24 | 139,341 | 0.0 | |||||||||||
85,539 | 4.500%, due 10/01/24 | 90,289 | 0.0 | |||||||||||
135,536 | 4.500%, due 10/01/24 | 141,899 | 0.0 | |||||||||||
257,347 | 4.500%, due 10/01/24 | 274,845 | 0.0 | |||||||||||
33,880 | 4.500%, due 11/01/24 | 36,612 | 0.0 | |||||||||||
222,390 | 4.500%, due 11/01/24 | 240,420 | 0.0 | |||||||||||
160,413 | 4.500%, due 11/01/24 | 173,024 | 0.0 | |||||||||||
3,678 | 4.500%, due 11/01/24 | 3,806 | 0.0 | |||||||||||
17,264 | 4.500%, due 11/01/24 | 18,224 | 0.0 | |||||||||||
32,363 | 4.500%, due 11/01/24 | 33,490 | 0.0 | |||||||||||
363,593 | 4.500%, due 12/01/24 | 392,832 | 0.0 | |||||||||||
186,750 | 4.500%, due 12/01/24 | 201,852 | 0.0 | |||||||||||
5,293 | 4.500%, due 01/01/25 | 5,709 | 0.0 | |||||||||||
338,614 | 4.500%, due 01/01/25 | 365,331 | 0.0 | |||||||||||
229,048 | 4.500%, due 01/01/25 | 246,968 | 0.0 | |||||||||||
796,213 | 4.500%, due 05/01/25 | 860,344 | 0.0 | |||||||||||
46,375 | 4.500%, due 08/01/25 | 48,321 | 0.0 | |||||||||||
843,231 | 4.500%, due 01/01/26 | 906,943 | 0.0 | |||||||||||
266,947 | 4.500%, due 04/01/26 | 276,247 | 0.0 | |||||||||||
6,965 | 4.500%, due 06/01/34 | 7,561 | 0.0 | |||||||||||
40,735 | 4.500%, due 05/01/35 | 44,376 | 0.0 | |||||||||||
3,790 | 4.500%, due 03/01/38 | 4,104 | 0.0 | |||||||||||
1,366 | 4.500%, due 05/01/38 | 1,476 | 0.0 | |||||||||||
13,980 | 4.500%, due 05/01/38 | 15,105 | 0.0 | |||||||||||
29,277 | 4.500%, due 06/01/38 | 31,774 | 0.0 | |||||||||||
12,117 | 4.500%, due 07/01/38 | 13,092 | 0.0 | |||||||||||
9,944 | 4.500%, due 07/01/38 | 10,745 | 0.0 | |||||||||||
30,102 | 4.500%, due 09/01/38 | 32,525 | 0.0 |
See Accompanying Notes to Financial Statements
108 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: (continued) | ||||||||||||||
1,146,321 | 4.500%, due 03/01/39 | 1,240,672 | 0.0 | |||||||||||
44,205 | 4.500%, due 04/01/39 | 47,837 | 0.0 | |||||||||||
64,523 | 4.500%, due 04/01/39 | 69,799 | 0.0 | |||||||||||
2,130,385 | 4.500%, due 07/01/39 | 2,328,093 | 0.1 | |||||||||||
1,459,823 | 4.500%, due 07/01/39 | 1,580,479 | 0.1 | |||||||||||
3,469,426 | 4.500%, due 09/01/39 | 3,755,097 | 0.1 | |||||||||||
2,090,889 | 4.500%, due 10/01/39 | 2,263,431 | 0.1 | |||||||||||
1,019,097 | 4.500%, due 12/01/39 | 1,103,377 | 0.0 | |||||||||||
756,671 | 4.500%, due 12/01/39 | 819,249 | 0.0 | |||||||||||
834,357 | 4.500%, due 12/01/39 | 903,177 | 0.0 | |||||||||||
475,527 | 4.500%, due 03/01/40 | 514,900 | 0.0 | |||||||||||
581,296 | 4.500%, due 10/01/40 | 629,339 | 0.0 | |||||||||||
716,912 | 4.500%, due 10/01/40 | 776,156 | 0.0 | |||||||||||
593,199 | 4.500%, due 10/01/40 | 641,747 | 0.0 | |||||||||||
1,557,505 | 4.500%, due 03/01/41 | 1,685,579 | 0.1 | |||||||||||
1,197,872 | 4.500%, due 04/01/41 | 1,297,081 | 0.1 | |||||||||||
5,630,834 | 4.500%, due 06/01/41 | 6,096,050 | 0.2 | |||||||||||
663,478 | 4.500%, due 06/01/41 | 718,368 | 0.0 | |||||||||||
606,040 | 4.500%, due 06/01/41 | 656,010 | 0.0 | |||||||||||
562,799 | 4.500%, due 06/01/41 | 609,399 | 0.0 | |||||||||||
9,298,482 | 4.500%, due 07/01/41 | 10,065,146 | 0.3 | |||||||||||
335,844 | 4.500%, due 07/01/41 | 363,551 | 0.0 | |||||||||||
259,254 | 4.500%, due 07/01/41 | 280,656 | 0.0 | |||||||||||
2,777,120 | 4.500%, due 08/01/41 | 3,006,202 | 0.1 | |||||||||||
549,504 | 4.500%, due 08/01/41 | 594,670 | 0.0 | |||||||||||
2,721,413 | 4.500%, due 08/01/41 | 2,946,202 | 0.1 | |||||||||||
1,401 | 5.000%, due 04/01/16 | 1,452 | 0.0 | |||||||||||
43,680 | 5.000%, due 01/01/18 | 45,251 | 0.0 | |||||||||||
99,237 | 5.000%, due 01/01/18 | 102,807 | 0.0 | |||||||||||
90,398 | 5.000%, due 02/01/18 | 93,905 | 0.0 | |||||||||||
17,020 | 5.000%, due 04/01/18 | 17,633 | 0.0 | |||||||||||
1,361 | 5.000%, due 02/01/20 | 1,429 | 0.0 | |||||||||||
2,789 | 5.000%, due 06/01/21 | 2,910 | 0.0 | |||||||||||
16,538 | 5.000%, due 11/01/21 | 17,133 | 0.0 | |||||||||||
36,816 | 5.000%, due 01/01/22 | 38,890 | 0.0 | |||||||||||
1,893 | 5.000%, due 02/01/22 | 2,020 | 0.0 | |||||||||||
3,264 | 5.000%, due 04/01/22 | 3,483 | 0.0 | |||||||||||
75,979 | 5.000%, due 06/01/22 | 81,700 | 0.0 | |||||||||||
39,805 | 5.000%, due 06/01/22 | 42,706 | 0.0 | |||||||||||
6,392 | 5.000%, due 06/01/22 | 6,748 | 0.0 | |||||||||||
509 | 5.000%, due 06/01/22 | 527 | 0.0 | |||||||||||
1,203 | 5.000%, due 07/01/22 | 1,246 | 0.0 | |||||||||||
41,644 | 5.000%, due 07/01/22 | 43,978 | 0.0 | |||||||||||
41,122 | 5.000%, due 08/01/22 | 42,602 | 0.0 | |||||||||||
13,617 | 5.000%, due 09/01/22 | 14,107 | 0.0 | |||||||||||
24,491 | 5.000%, due 12/01/22 | 25,372 | 0.0 | |||||||||||
43,530 | 5.000%, due 01/01/23 | 46,893 | 0.0 | |||||||||||
2,194 | 5.000%, due 01/01/23 | 2,346 | 0.0 | |||||||||||
1,502 | 5.000%, due 02/01/23 | 1,611 | 0.0 | |||||||||||
394,244 | 5.000%, due 02/01/23 | 424,746 | 0.0 | |||||||||||
119,312 | 5.000%, due 02/01/23 | 128,216 | 0.0 | |||||||||||
59,875 | 5.000%, due 03/01/23 | 64,535 | 0.0 | |||||||||||
14,435 | 5.000%, due 03/01/23 | 15,509 | 0.0 | |||||||||||
114,606 | 5.000%, due 03/01/23 | 121,486 | 0.0 | |||||||||||
2,034 | 5.000%, due 03/01/23 | 2,193 | 0.0 | |||||||||||
22,595 | 5.000%, due 03/01/23 | 23,408 | 0.0 | |||||||||||
63,925 | 5.000%, due 04/01/23 | 68,765 | 0.0 | |||||||||||
16,078 | 5.000%, due 04/01/23 | 17,379 | 0.0 | |||||||||||
13,131 | 5.000%, due 04/01/23 | 13,604 | 0.0 | |||||||||||
55,072 | 5.000%, due 04/01/23 | 58,750 | 0.0 | |||||||||||
8,248 | 5.000%, due 05/01/23 | 8,545 | 0.0 | |||||||||||
25,266 | 5.000%, due 05/01/23 | 27,120 | 0.0 | |||||||||||
22,041 | 5.000%, due 05/01/23 | 23,662 | 0.0 | |||||||||||
25,955 | 5.000%, due 06/01/23 | 27,966 | 0.0 | |||||||||||
22,787 | 5.000%, due 06/01/23 | 24,334 | 0.0 | |||||||||||
106,863 | 5.000%, due 06/01/23 | 110,708 | 0.0 | |||||||||||
9,036 | 5.000%, due 06/01/23 | 9,361 | 0.0 | |||||||||||
52,684 | 5.000%, due 06/01/23 | 56,238 | 0.0 | |||||||||||
514,793 | 5.000%, due 07/01/23 | 553,539 | 0.0 | |||||||||||
173,702 | 5.000%, due 08/01/23 | 185,765 | 0.0 | |||||||||||
762 | 5.000%, due 09/01/23 | 820 | 0.0 | |||||||||||
24,523 | 5.000%, due 02/01/24 | 26,421 | 0.0 | |||||||||||
174,877 | 5.000%, due 03/01/24 | 188,415 | 0.0 | |||||||||||
26,485 | 5.000%, due 04/01/24 | 28,544 | 0.0 | |||||||||||
60,494 | 5.000%, due 04/01/24 | 62,671 | 0.0 | |||||||||||
106,506 | 5.000%, due 05/01/24 | 113,181 | 0.0 | |||||||||||
180,499 | 5.000%, due 06/01/24 | 192,995 | 0.0 | |||||||||||
598,017 | 5.000%, due 08/01/24 | 619,534 | 0.0 | |||||||||||
245,109 | 5.000%, due 07/01/33 | 269,719 | 0.0 | |||||||||||
124,358 | 5.000%, due 02/01/34 | 136,874 | 0.0 | |||||||||||
56,358 | 5.000%, due 11/01/34 | 62,101 | 0.0 | |||||||||||
4,158,781 | 5.000%, due 02/01/35 | 4,602,066 | 0.1 | |||||||||||
776,380 | 5.000%, due 06/01/35 | 858,559 | 0.0 | |||||||||||
50,542 | 5.000%, due 08/01/35 | 55,741 | 0.0 | |||||||||||
231,690 | 5.000%, due 09/01/35 | 254,953 | 0.0 | |||||||||||
985,534 | 5.000%, due 09/01/35 | 1,086,852 | 0.0 | |||||||||||
535,214 | 5.000%, due 09/01/35 | 589,760 | 0.0 | |||||||||||
72,438 | 5.000%, due 10/01/35 | 79,840 | 0.0 | |||||||||||
1,149,719 | 5.000%, due 03/01/36 | 1,268,828 | 0.0 | |||||||||||
902,800 | 5.000%, due 03/01/36 | 996,393 | 0.0 | |||||||||||
9,830 | 5.000%, due 05/01/36 | 10,844 | 0.0 | |||||||||||
828,239 | 5.000%, due 05/01/36 | 913,350 | 0.0 | |||||||||||
150,422 | 5.000%, due 06/01/36 | 166,002 | 0.0 | |||||||||||
119,800 | 5.000%, due 12/01/36 | 132,060 | 0.0 | |||||||||||
1,587,326 | 5.000%, due 12/01/36 | 1,750,769 | 0.1 | |||||||||||
371,055 | 5.000%, due 07/01/37 | 409,509 | 0.0 | |||||||||||
345,687 | 5.000%, due 01/01/38 | 381,999 | 0.0 | |||||||||||
576,359 | 5.000%, due 02/01/38 | 636,092 | 0.0 | |||||||||||
1,207,112 | 5.000%, due 02/01/38 | 1,332,152 | 0.1 | |||||||||||
785,469 | 5.000%, due 08/01/38 | 865,833 | 0.0 | |||||||||||
207,229 | 5.000%, due 07/01/40 | 229,223 | 0.0 | |||||||||||
589,786 | 5.000%, due 07/01/40 | 651,069 | 0.0 | |||||||||||
11,310,000 | 5.375%, due 06/12/17 | 12,015,246 | 0.3 | |||||||||||
19,325 | 5.500%, due 11/01/16 | 19,568 | 0.0 | |||||||||||
4,557 | 5.500%, due 01/01/17 | 4,614 | 0.0 | |||||||||||
9,309 | 5.500%, due 01/01/17 | 9,449 | 0.0 | |||||||||||
15,925 | 5.500%, due 02/01/17 | 16,180 | 0.0 | |||||||||||
32,451 | 5.500%, due 10/01/17 | 33,225 | 0.0 | |||||||||||
8,835 | 5.500%, due 11/01/17 | 9,021 | 0.0 | |||||||||||
50,227 | 5.500%, due 11/01/17 | 51,406 | 0.0 | |||||||||||
4 | 5.500%, due 02/01/18 | 4 | 0.0 | |||||||||||
14,084 | 5.500%, due 09/01/18 | 14,679 | 0.0 | |||||||||||
27,576 | 5.500%, due 07/01/20 | 28,270 | 0.0 | |||||||||||
1,851 | 5.500%, due 04/01/21 | 1,981 | 0.0 | |||||||||||
11,807 | 5.500%, due 10/01/21 | 12,369 | 0.0 | |||||||||||
103,088 | 5.500%, due 11/01/21 | 109,967 | 0.0 | |||||||||||
385,081 | 5.500%, due 11/01/21 | 413,636 | 0.0 | |||||||||||
6,088 | 5.500%, due 11/01/21 | 6,380 | 0.0 | |||||||||||
107,922 | 5.500%, due 12/01/21 | 114,092 | 0.0 | |||||||||||
302,271 | 5.500%, due 12/01/21 | 324,289 | 0.0 | |||||||||||
299,819 | 5.500%, due 12/01/21 | 323,985 | 0.0 | |||||||||||
8,283 | 5.500%, due 01/01/22 | 8,932 | 0.0 | |||||||||||
57,184 | 5.500%, due 01/01/22 | 60,362 | 0.0 | |||||||||||
10,328 | 5.500%, due 01/01/22 | 11,008 | 0.0 | |||||||||||
52,525 | 5.500%, due 02/01/22 | 55,919 | 0.0 | |||||||||||
3,142 | 5.500%, due 04/01/22 | 3,391 | 0.0 | |||||||||||
39,358 | 5.500%, due 06/01/22 | 42,151 | 0.0 | |||||||||||
43,686 | 5.500%, due 06/01/22 | 46,933 | 0.0 | |||||||||||
60,836 | 5.500%, due 07/01/22 | 65,458 | 0.0 | |||||||||||
5,135 | 5.500%, due 07/01/22 | 5,487 | 0.0 | |||||||||||
2,468 | 5.500%, due 07/01/22 | 2,552 | 0.0 | |||||||||||
5,653 | 5.500%, due 08/01/22 | 5,980 | 0.0 | |||||||||||
121,122 | 5.500%, due 09/01/22 | 131,516 | 0.0 | |||||||||||
23,019 | 5.500%, due 09/01/22 | 24,794 | 0.0 | |||||||||||
122,120 | 5.500%, due 11/01/22 | 129,867 | 0.0 | |||||||||||
15,301 | 5.500%, due 01/01/23 | 16,528 | 0.0 | |||||||||||
9,447 | �� | 5.500%, due 01/01/23 | 9,778 | 0.0 | ||||||||||
15,031 | 5.500%, due 02/01/23 | 16,234 | 0.0 | |||||||||||
15,547 | 5.500%, due 03/01/23 | 16,736 | 0.0 | |||||||||||
8,416 | 5.500%, due 04/01/23 | 9,155 | 0.0 |
See Accompanying Notes to Financial Statements
109 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: (continued) | ||||||||||||||
26,181 | 5.500%, due 06/01/23 | 27,893 | 0.0 | |||||||||||
66,917 | 5.500%, due 08/01/23 | 72,967 | 0.0 | |||||||||||
4,423 | 5.500%, due 08/01/23 | 4,787 | 0.0 | |||||||||||
26,998 | 5.500%, due 08/01/23 | 28,781 | 0.0 | |||||||||||
13,137 | 5.500%, due 08/01/23 | 14,228 | 0.0 | |||||||||||
76,282 | 5.500%, due 09/01/23 | 82,445 | 0.0 | |||||||||||
11,625 | 5.500%, due 10/01/23 | 11,810 | 0.0 | |||||||||||
7,268 | 5.500%, due 11/01/23 | 7,805 | 0.0 | |||||||||||
5,463 | 5.500%, due 11/01/23 | 5,829 | 0.0 | |||||||||||
146,830 | 5.500%, due 11/01/23 | 158,628 | 0.0 | |||||||||||
188,064 | 5.500%, due 02/01/24 | 206,066 | 0.0 | |||||||||||
2,553 | 5.500%, due 03/01/24 | 2,657 | 0.0 | |||||||||||
13,908 | 5.500%, due 07/01/24 | 15,248 | 0.0 | |||||||||||
94,961 | 5.500%, due 07/01/24 | 100,221 | 0.0 | |||||||||||
178,967 | 5.500%, due 05/01/25 | 186,555 | 0.0 | |||||||||||
136,200 | 5.500%, due 08/01/25 | 150,157 | 0.0 | |||||||||||
6,089 | 5.500%, due 07/01/27 | 6,783 | 0.0 | |||||||||||
1,439 | 5.500%, due 08/01/27 | 1,603 | 0.0 | |||||||||||
215,306 | 5.500%, due 03/01/34 | 242,827 | 0.0 | |||||||||||
232,371 | 5.500%, due 04/01/34 | 258,903 | 0.0 | |||||||||||
96,891 | 5.500%, due 11/01/34 | 109,065 | 0.0 | |||||||||||
88,917 | 5.500%, due 12/01/34 | 100,069 | 0.0 | |||||||||||
1,234,150 | 5.500%, due 02/01/35 | 1,391,602 | 0.1 | |||||||||||
158,063 | 5.500%, due 05/01/35 | 178,078 | 0.0 | |||||||||||
1,260,855 | 5.500%, due 09/01/35 | 1,418,287 | 0.1 | |||||||||||
190,314 | 5.500%, due 09/01/35 | 213,879 | 0.0 | |||||||||||
192,052 | 5.500%, due 04/01/36 | 214,963 | 0.0 | |||||||||||
249,603 | 5.500%, due 04/01/36 | 280,062 | 0.0 | |||||||||||
57,183 | 5.500%, due 05/01/36 | 63,998 | 0.0 | |||||||||||
179,323 | 5.500%, due 06/01/36 | 200,193 | 0.0 | |||||||||||
590,109 | 5.500%, due 07/01/36 | 664,263 | 0.0 | |||||||||||
348,634 | 5.500%, due 11/01/36 | 389,886 | 0.0 | |||||||||||
1,230,418 | 5.500%, due 12/01/36 | 1,376,174 | 0.1 | |||||||||||
520,455 | 5.500%, due 12/01/36 | 582,571 | 0.0 | |||||||||||
102,463 | 5.500%, due 12/01/36 | 115,196 | 0.0 | |||||||||||
169,798 | 5.500%, due 01/01/37 | 190,948 | 0.0 | |||||||||||
1,550,878 | 5.500%, due 03/01/37 | 1,734,168 | 0.1 | |||||||||||
151,395 | 5.500%, due 03/01/37 | 169,382 | 0.0 | |||||||||||
745,894 | 5.500%, due 03/01/37 | 833,908 | 0.0 | |||||||||||
656,785 | 5.500%, due 08/01/37 | 736,583 | 0.0 | |||||||||||
7,316 | 5.500%, due 01/01/38 | 8,188 | 0.0 | |||||||||||
2,017 | 5.500%, due 01/01/38 | 2,255 | 0.0 | |||||||||||
2,620 | 5.500%, due 01/01/38 | 2,927 | 0.0 | |||||||||||
27,916 | 5.500%, due 03/01/38 | 31,252 | 0.0 | |||||||||||
48,381 | 5.500%, due 05/01/38 | 53,898 | 0.0 | |||||||||||
105,656 | 5.500%, due 06/01/38 | 118,113 | 0.0 | |||||||||||
510,404 | 5.500%, due 06/01/38 | 570,368 | 0.0 | |||||||||||
2,618,620 | 5.500%, due 09/01/38 | 2,926,579 | 0.1 | |||||||||||
678,457 | 5.500%, due 12/01/38 | 758,134 | 0.0 | |||||||||||
186,203 | 5.500%, due 06/01/39 | 208,292 | 0.0 | |||||||||||
82,439 | 5.500%, due 04/01/40 | 93,341 | 0.0 | |||||||||||
158,800 | 5.500%, due 05/01/40 | 177,060 | 0.0 | |||||||||||
261,965 | 5.500%, due 06/01/40 | 292,099 | 0.0 | |||||||||||
21,570 | 5.500%, due 07/01/40 | 24,140 | 0.0 | |||||||||||
171,778 | 5.700%, due 07/01/36 | 193,119 | 0.0 | |||||||||||
20,904 | 5.700%, due 07/01/36 | 21,009 | 0.0 | |||||||||||
59,434 | 6.000%, due 10/01/18 | 62,216 | 0.0 | |||||||||||
19,477 | 6.000%, due 01/01/34 | 21,993 | 0.0 | |||||||||||
6,863 | 6.000%, due 07/01/34 | 7,815 | 0.0 | |||||||||||
119,507 | 6.000%, due 12/01/34 | 135,948 | 0.0 | |||||||||||
116,149 | 6.000%, due 05/01/35 | 131,152 | 0.0 | |||||||||||
113,526 | 6.000%, due 01/01/36 | 129,408 | 0.0 | |||||||||||
205,266 | 6.000%, due 01/01/36 | 231,780 | 0.0 | |||||||||||
50,602 | 6.000%, due 02/01/36 | 57,264 | 0.0 | |||||||||||
30,861 | 6.000%, due 03/01/36 | 35,033 | 0.0 | |||||||||||
65,801 | 6.000%, due 03/01/36 | 74,590 | 0.0 | |||||||||||
66,079 | 6.000%, due 04/01/36 | 74,827 | 0.0 | |||||||||||
30,563 | 6.000%, due 04/01/36 | 34,731 | 0.0 | |||||||||||
915,000 | 6.000%, due 04/18/36 | 929,072 | 0.0 | |||||||||||
130,825 | 6.000%, due 05/01/36 | 148,405 | 0.0 | |||||||||||
973 | 6.000%, due 06/01/36 | 1,100 | 0.0 | |||||||||||
3,773 | 6.000%, due 08/01/36 | 4,261 | 0.0 | |||||||||||
22,912 | 6.000%, due 08/01/36 | 25,951 | 0.0 | |||||||||||
53,421 | 6.000%, due 09/01/36 | 60,444 | 0.0 | |||||||||||
147,527 | 6.000%, due 09/01/36 | 167,034 | 0.0 | |||||||||||
49,659 | 6.000%, due 09/01/36 | 56,073 | 0.0 | |||||||||||
114,918 | 6.000%, due 09/01/36 | 130,157 | 0.0 | |||||||||||
34,061 | 6.000%, due 10/01/36 | 38,461 | 0.0 | |||||||||||
42,833 | 6.000%, due 10/01/36 | 48,438 | 0.0 | |||||||||||
880,796 | 6.000%, due 12/01/36 | 997,486 | 0.0 | |||||||||||
253,799 | 6.000%, due 12/01/36 | 286,883 | 0.0 | |||||||||||
79,313 | 6.000%, due 01/01/37 | 89,558 | 0.0 | |||||||||||
14,021 | 6.000%, due 02/01/37 | 15,839 | 0.0 | |||||||||||
10,537 | 6.000%, due 04/01/37 | 11,898 | 0.0 | |||||||||||
237,676 | 6.000%, due 07/01/37 | 268,661 | 0.0 | |||||||||||
7,010 | 6.000%, due 08/01/37 | 7,915 | 0.0 | |||||||||||
6,218 | 6.000%, due 08/01/37 | 7,023 | 0.0 | |||||||||||
57,818 | 6.000%, due 08/01/37 | 65,391 | 0.0 | |||||||||||
61,627 | 6.000%, due 09/01/37 | 69,587 | 0.0 | |||||||||||
34,200 | 6.000%, due 09/01/37 | 38,694 | 0.0 | |||||||||||
67,482 | 6.000%, due 09/01/37 | 76,199 | 0.0 | |||||||||||
13,161 | 6.000%, due 09/01/37 | 14,878 | 0.0 | |||||||||||
3,301 | 6.000%, due 09/01/37 | 3,732 | 0.0 | |||||||||||
1,214 | 6.000%, due 09/01/37 | 1,374 | 0.0 | |||||||||||
9,339 | 6.000%, due 09/01/37 | 10,545 | 0.0 | |||||||||||
3,357 | 6.000%, due 10/01/37 | 3,791 | 0.0 | |||||||||||
3,543 | 6.000%, due 10/01/37 | 4,004 | 0.0 | |||||||||||
1,187 | 6.000%, due 10/01/37 | 1,341 | 0.0 | |||||||||||
14,582 | 6.000%, due 10/01/37 | 16,585 | 0.0 | |||||||||||
122,580 | 6.000%, due 11/01/37 | 138,506 | 0.0 | |||||||||||
32,303 | 6.000%, due 11/01/37 | 36,563 | 0.0 | |||||||||||
24,424 | 6.000%, due 11/01/37 | 27,578 | 0.0 | |||||||||||
95,553 | 6.000%, due 11/01/37 | 108,210 | 0.0 | |||||||||||
9,873 | 6.000%, due 11/01/37 | 11,178 | 0.0 | |||||||||||
38,164 | 6.000%, due 11/01/37 | 43,150 | 0.0 | |||||||||||
7,931 | 6.000%, due 11/01/37 | 8,955 | 0.0 | |||||||||||
120,716 | 6.000%, due 12/01/37 | 136,309 | 0.0 | |||||||||||
26,427 | 6.000%, due 12/01/37 | 29,879 | 0.0 | |||||||||||
62,591 | 6.000%, due 12/01/37 | 70,703 | 0.0 | |||||||||||
23,134 | 6.000%, due 12/01/37 | 26,122 | 0.0 | |||||||||||
27,255 | 6.000%, due 01/01/38 | 30,776 | 0.0 | |||||||||||
41,901 | 6.000%, due 01/01/38 | 47,360 | 0.0 | |||||||||||
5,709 | 6.000%, due 01/01/38 | 6,447 | 0.0 | |||||||||||
831 | 6.000%, due 02/01/38 | 938 | 0.0 | |||||||||||
210,365 | 6.000%, due 02/01/38 | 237,958 | 0.0 | |||||||||||
137,156 | 6.000%, due 03/01/38 | 154,872 | 0.0 | |||||||||||
13,431 | 6.000%, due 03/01/38 | 15,201 | 0.0 | |||||||||||
783,874 | 6.000%, due 04/01/38 | 887,340 | 0.0 | |||||||||||
51,941 | 6.000%, due 04/01/38 | 58,817 | 0.0 | |||||||||||
63,030 | 6.000%, due 05/01/38 | 71,222 | 0.0 | |||||||||||
82,192 | 6.000%, due 05/01/38 | 92,962 | 0.0 | |||||||||||
5,130 | 6.000%, due 06/01/38 | 5,797 | 0.0 | |||||||||||
104,825 | 6.000%, due 07/01/38 | 118,365 | 0.0 | |||||||||||
27,671 | 6.000%, due 07/01/38 | 31,275 | 0.0 | |||||||||||
6,840 | 6.000%, due 08/01/38 | 7,788 | 0.0 | |||||||||||
982 | 6.000%, due 08/01/38 | 1,109 | 0.0 | |||||||||||
228,372 | 6.000%, due 09/01/38 | 257,872 | 0.0 | |||||||||||
40,477 | 6.000%, due 09/01/38 | 45,714 | 0.0 | |||||||||||
40,709 | 6.000%, due 09/01/38 | 46,525 | 0.0 | |||||||||||
238,993 | 6.000%, due 10/01/38 | 270,565 | 0.0 | |||||||||||
416,064 | 6.000%, due 10/01/38 | 469,808 | 0.0 | |||||||||||
6,146 | 6.000%, due 10/01/38 | 6,939 | 0.0 | |||||||||||
23,869 | 6.000%, due 10/01/38 | 26,952 | 0.0 | |||||||||||
155,422 | 6.000%, due 10/01/38 | 175,499 | 0.0 | |||||||||||
26,730 | 6.000%, due 05/01/39 | 30,183 | 0.0 | |||||||||||
1,680,836 | 6.000%, due 10/01/39 | 1,903,290 | 0.1 | |||||||||||
39,007 | 6.000%, due 11/01/39 | 44,045 | 0.0 | |||||||||||
29,781 | 6.500%, due 04/01/28 | 34,059 | 0.0 | |||||||||||
1,403 | 6.500%, due 04/01/30 | 1,605 | 0.0 | |||||||||||
5,531 | 6.500%, due 08/01/32 | 6,325 | 0.0 |
See Accompanying Notes to Financial Statements
110 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: (continued) | ||||||||||||||
67,921 | 6.500%, due 02/01/34 | 77,688 | 0.0 | |||||||||||
12,535 | 6.500%, due 11/01/34 | 14,861 | 0.0 | |||||||||||
39,974 | 6.500%, due 01/01/36 | 45,710 | 0.0 | |||||||||||
64,788 | 6.500%, due 03/01/36 | 76,781 | 0.0 | |||||||||||
178,813 | 6.500%, due 04/01/36 | 205,565 | 0.0 | |||||||||||
3,404 | 6.500%, due 05/01/36 | 3,893 | 0.0 | |||||||||||
13,014 | 6.500%, due 06/01/36 | 14,886 | 0.0 | |||||||||||
7,085 | 6.500%, due 07/01/36 | 8,104 | 0.0 | |||||||||||
22,372 | 6.500%, due 07/01/36 | 25,590 | 0.0 | |||||||||||
3,564 | 6.500%, due 07/01/36 | 4,106 | 0.0 | |||||||||||
135,384 | 6.500%, due 07/01/36 | 154,834 | 0.0 | |||||||||||
57,776 | 6.500%, due 07/01/36 | 67,581 | 0.0 | |||||||||||
223,772 | 6.500%, due 07/01/36 | 255,901 | 0.0 | |||||||||||
4,375 | 6.500%, due 08/01/36 | 5,004 | 0.0 | |||||||||||
9,465 | 6.500%, due 08/01/36 | 10,827 | 0.0 | |||||||||||
2,840,706 | 6.500%, due 08/25/36 | 3,247,792 | 0.1 | |||||||||||
31,670 | 6.500%, due 09/01/36 | 37,382 | 0.0 | |||||||||||
17,743 | 6.500%, due 09/01/36 | 20,294 | 0.0 | |||||||||||
2,895 | 6.500%, due 09/01/36 | 3,311 | 0.0 | |||||||||||
289,490 | 6.500%, due 09/01/36 | 331,111 | 0.0 | |||||||||||
377 | 6.500%, due 11/01/36 | 431 | 0.0 | |||||||||||
9,603 | 6.500%, due 11/01/36 | 11,021 | 0.0 | |||||||||||
2,834 | 6.500%, due 11/01/36 | 3,241 | 0.0 | |||||||||||
5,916 | 6.500%, due 12/01/36 | 6,829 | 0.0 | |||||||||||
14,748 | 6.500%, due 12/01/36 | 16,869 | 0.0 | |||||||||||
3,509 | 6.500%, due 12/01/36 | 4,014 | 0.0 | |||||||||||
1,004 | 6.500%, due 01/01/37 | 1,160 | 0.0 | |||||||||||
52,712 | 6.500%, due 01/01/37 | 60,284 | 0.0 | |||||||||||
87,724 | 6.500%, due 01/01/37 | 100,308 | 0.0 | |||||||||||
19,683 | 6.500%, due 01/01/37 | 22,501 | 0.0 | |||||||||||
31,321 | 6.500%, due 02/01/37 | 35,812 | 0.0 | |||||||||||
17,163 | 6.500%, due 03/01/37 | 19,629 | 0.0 | |||||||||||
207,146 | 6.500%, due 03/01/37 | 246,810 | 0.0 | |||||||||||
132,391 | 6.500%, due 03/01/37 | 156,061 | 0.0 | |||||||||||
22,607 | 6.500%, due 03/01/37 | 25,858 | 0.0 | |||||||||||
174 | 6.500%, due 03/01/37 | 199 | 0.0 | |||||||||||
9,400 | 6.500%, due 04/01/37 | 10,751 | 0.0 | |||||||||||
1,231 | 6.500%, due 04/01/37 | 1,408 | 0.0 | |||||||||||
2,517 | 6.500%, due 07/01/37 | 2,879 | 0.0 | |||||||||||
10,004 | 6.500%, due 08/01/37 | 11,685 | 0.0 | |||||||||||
9,670 | 6.500%, due 08/01/37 | 11,135 | 0.0 | |||||||||||
6,392 | 6.500%, due 08/01/37 | 7,312 | 0.0 | |||||||||||
5,701 | 6.500%, due 09/01/37 | 6,521 | 0.0 | |||||||||||
3,172 | 6.500%, due 09/01/37 | 3,629 | 0.0 | |||||||||||
184,893 | 6.500%, due 09/01/37 | 211,485 | 0.0 | |||||||||||
979 | 6.500%, due 09/01/37 | 1,119 | 0.0 | |||||||||||
229,475 | 6.500%, due 09/01/37 | 262,487 | 0.0 | |||||||||||
36,309 | 6.500%, due 09/01/37 | 41,522 | 0.0 | |||||||||||
16,618 | 6.500%, due 09/01/37 | 19,005 | 0.0 | |||||||||||
3,114 | 6.500%, due 09/01/37 | 3,561 | 0.0 | |||||||||||
14,360 | 6.500%, due 10/01/37 | 16,420 | 0.0 | |||||||||||
3,044 | 6.500%, due 10/01/37 | 3,573 | 0.0 | |||||||||||
6,498 | 6.500%, due 10/01/37 | 7,432 | 0.0 | |||||||||||
49,091 | 6.500%, due 10/01/37 | 56,150 | 0.0 | |||||||||||
73,853 | 6.500%, due 10/01/37 | 84,471 | 0.0 | |||||||||||
236,602 | 6.500%, due 11/01/37 | 270,655 | 0.0 | |||||||||||
32,759 | 6.500%, due 12/01/37 | 37,469 | 0.0 | |||||||||||
215,876 | 6.500%, due 12/01/37 | 247,721 | 0.0 | |||||||||||
1,497 | 6.500%, due 12/01/37 | 1,712 | 0.0 | |||||||||||
10,289 | 6.500%, due 12/01/37 | 11,768 | 0.0 | |||||||||||
2,825 | 6.500%, due 12/01/37 | 3,231 | 0.0 | |||||||||||
3,128 | 6.500%, due 12/01/37 | 3,578 | 0.0 | |||||||||||
1,589 | 6.500%, due 12/01/37 | 1,817 | 0.0 | |||||||||||
42,501 | 6.500%, due 12/01/37 | 49,609 | 0.0 | |||||||||||
54,793 | 6.500%, due 01/01/38 | 65,410 | 0.0 | |||||||||||
996 | 6.500%, due 01/01/38 | 1,139 | 0.0 | |||||||||||
1,538 | 6.500%, due 01/01/38 | 1,760 | 0.0 | |||||||||||
35,077 | 6.500%, due 01/01/38 | 40,118 | 0.0 | |||||||||||
514,157 | 6.500%, due 02/01/38 | 588,048 | 0.0 | |||||||||||
99,252 | 6.500%, due 03/01/38 | 113,523 | 0.0 | |||||||||||
132,639 | 6.500%, due 04/01/38 | 151,694 | 0.0 | |||||||||||
12,756 | 6.500%, due 05/01/38 | 14,586 | 0.0 | |||||||||||
1,685 | 6.500%, due 06/01/38 | 1,927 | 0.0 | |||||||||||
207,869 | 6.500%, due 08/01/38 | 237,711 | 0.0 | |||||||||||
381,892 | 6.500%, due 08/01/38 | 441,331 | 0.0 | |||||||||||
75,483 | 6.500%, due 08/01/38 | 86,340 | 0.0 | |||||||||||
38,022 | 6.500%, due 09/01/38 | 43,492 | 0.0 | |||||||||||
112,138 | 6.500%, due 09/01/38 | 132,633 | 0.0 | |||||||||||
45,819 | 6.500%, due 10/01/38 | 52,404 | 0.0 | |||||||||||
9,179 | 6.500%, due 10/01/38 | 10,499 | 0.0 | |||||||||||
73,507 | 6.500%, due 10/01/38 | 84,080 | 0.0 | |||||||||||
586,779 | 6.500%, due 10/01/38 | 671,117 | 0.0 | |||||||||||
135,524 | 6.500%, due 11/01/38 | 155,881 | 0.0 | |||||||||||
133,724 | 6.500%, due 01/01/39 | 154,507 | 0.0 | |||||||||||
3,705 | 6.500%, due 01/01/39 | 4,237 | 0.0 | |||||||||||
74,736 | 6.500%, due 03/01/39 | 85,485 | 0.0 | |||||||||||
5,803 | 6.500%, due 09/01/39 | 6,638 | 0.0 | |||||||||||
805,000 | 6.625%, due 11/15/30 | 1,142,338 | 0.0 | |||||||||||
3,430,000 | 7.125%, due 01/15/30 | 5,031,443 | 0.2 | |||||||||||
1,560,000 | 7.250%, due 05/15/30 | 2,311,943 | 0.1 | |||||||||||
568,215,459 | 15.5 | |||||||||||||
Government National Mortgage Association: 8.2% | ||||||||||||||
11,377,319 | 1.750%, due 02/20/41 | 11,716,276 | 0.3 | |||||||||||
24,470,000 | W | 3.000%, due 01/15/43 | 24,803,600 | 0.7 | ||||||||||
30,460,663 | 3.000%, due 08/20/45 | 30,924,671 | 0.8 | |||||||||||
3,000,000 | 3.400%, due 02/16/47 | 3,059,718 | 0.1 | |||||||||||
5,000,000 | 3.400%, due 12/16/49 | 5,162,778 | 0.1 | |||||||||||
5,000,000 | 3.485%, due 02/16/44 | 5,213,464 | 0.1 | |||||||||||
78,735,000 | W | 3.500%, due 11/20/41 | 81,890,553 | 2.2 | ||||||||||
4,890,945 | 3.500%, due 05/20/45 | 5,107,634 | 0.1 | |||||||||||
10,649,728 | 3.500%, due 06/20/45 | 11,121,555 | 0.3 | |||||||||||
2,000,000 | 3.500%, due 03/16/47 | 2,051,163 | 0.1 | |||||||||||
2,000,000 | 3.562%, due 04/16/41 | 2,077,585 | 0.1 | |||||||||||
5,000,000 | 3.944%, due 01/16/51 | 5,281,807 | 0.1 | |||||||||||
0 | 4.000%, due 03/20/45 | – | – | |||||||||||
36,776,510 | 4.000%, due 08/20/45 | 39,095,092 | 1.1 | |||||||||||
17,793,710 | 4.000%, due 10/20/45 | 18,932,123 | 0.5 | |||||||||||
569,038 | 4.397%, due 05/16/51 | 612,289 | 0.0 | |||||||||||
0 | 4.500%, due 07/20/40 | – | – | |||||||||||
2,495,706 | 4.500%, due 02/20/41 | 2,719,764 | 0.1 | |||||||||||
754,767 | 4.500%, due 03/20/41 | 822,529 | 0.0 | |||||||||||
2,951,787 | 4.500%, due 05/20/41 | 3,216,801 | 0.1 | |||||||||||
3,358,902 | 4.500%, due 06/20/41 | 3,660,470 | 0.1 | |||||||||||
6,131,535 | 4.500%, due 07/20/41 | 6,682,038 | 0.2 | |||||||||||
2,459,674 | 4.500%, due 09/20/41 | 2,680,510 | 0.1 | |||||||||||
7,585,033 | 4.500%, due 10/20/41 | 8,266,077 | 0.2 | |||||||||||
26,991 | 5.000%, due 10/15/37 | 29,950 | 0.0 | |||||||||||
4,062 | 5.000%, due 04/15/38 | 4,504 | 0.0 | |||||||||||
153,687 | 5.000%, due 03/15/39 | 170,202 | 0.0 | |||||||||||
279,870 | 5.000%, due 08/15/39 | 310,196 | 0.0 | |||||||||||
2,429,296 | 5.000%, due 09/15/39 | 2,678,313 | 0.1 | |||||||||||
1,993,129 | 5.000%, due 09/15/39 | 2,197,426 | 0.1 | |||||||||||
1,707,822 | 5.000%, due 02/15/40 | 1,882,896 | 0.1 | |||||||||||
1,911,427 | 5.000%, due 04/15/40 | 2,120,249 | 0.1 | |||||||||||
2,465,147 | 5.000%, due 06/15/40 | 2,714,874 | 0.1 | |||||||||||
156,935 | 5.000%, due 07/15/40 | 172,072 | 0.0 | |||||||||||
1,541,293 | 5.000%, due 04/15/42 | 1,689,738 | 0.0 | |||||||||||
1,751,032 | 5.000%, due 04/20/42 | 1,935,652 | 0.1 | |||||||||||
80,320 | 5.500%, due 07/20/38 | 88,555 | 0.0 | |||||||||||
1,030,554 | 5.500%, due 09/20/39 | 1,134,802 | 0.0 | |||||||||||
72,055 | 5.500%, due 10/20/39 | 80,223 | 0.0 | |||||||||||
1,682,804 | 5.500%, due 11/20/39 | 1,853,026 | 0.1 | |||||||||||
40,025 | 5.500%, due 11/20/39 | 44,633 | 0.0 | |||||||||||
23,912 | 5.500%, due 12/20/40 | 26,312 | 0.0 | |||||||||||
73,007 | 5.500%, due 01/20/41 | 81,216 | 0.0 | |||||||||||
256,256 | 5.500%, due 03/20/41 | 284,198 | 0.0 | |||||||||||
743,581 | 5.500%, due 04/20/41 | 827,846 | 0.0 | |||||||||||
1,280,136 | 5.500%, due 05/20/41 | 1,424,117 | 0.0 |
See Accompanying Notes to Financial Statements
111 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
1,187,335 | 5.500%, due 06/20/41 | 1,326,811 | 0.0 | |||||||||||
37,945 | 6.000%, due 10/15/36 | 43,553 | 0.0 | |||||||||||
113,344 | 6.000%, due 08/15/37 | 129,563 | 0.0 | |||||||||||
184,141 | 6.000%, due 11/15/37 | 208,210 | 0.0 | |||||||||||
21,594 | 6.000%, due 12/15/37 | 24,418 | 0.0 | |||||||||||
47,311 | 6.000%, due 01/15/38 | 53,495 | 0.0 | |||||||||||
80,400 | 6.000%, due 01/15/38 | 90,910 | 0.0 | |||||||||||
65,037 | 6.000%, due 02/15/38 | 73,538 | 0.0 | |||||||||||
291,600 | 6.000%, due 02/15/38 | 329,718 | 0.0 | |||||||||||
1,608 | 6.000%, due 02/15/38 | 1,819 | 0.0 | |||||||||||
3,782 | 6.000%, due 04/15/38 | 4,341 | 0.0 | |||||||||||
433,812 | 6.000%, due 05/15/38 | 490,541 | 0.0 | |||||||||||
489,781 | 6.000%, due 05/15/38 | 553,805 | 0.0 | |||||||||||
69,164 | 6.000%, due 07/15/38 | 78,205 | 0.0 | |||||||||||
119,291 | 6.000%, due 09/15/38 | 135,028 | 0.0 | |||||||||||
137,789 | 6.000%, due 11/15/38 | 156,085 | 0.0 | |||||||||||
1,798,669 | 6.000%, due 08/20/40 | 2,034,448 | 0.1 | |||||||||||
302,583,985 | 8.2 | |||||||||||||
Other U.S. Agency Obligations: 0.9% | ||||||||||||||
22,990,000 | 1.100%, due 11/06/18 | 22,811,897 | 0.6 | |||||||||||
1,500,000 | 1.875%, due 08/15/22 | 1,465,086 | 0.1 | |||||||||||
75,000 | 5.125%, due 08/25/16 | 77,149 | 0.0 | |||||||||||
10,000 | 6.150%, due 01/15/38 | 13,279 | 0.0 | |||||||||||
5,000,000 | 7.125%, due 05/01/30 | 7,002,605 | 0.2 | |||||||||||
31,370,016 | 0.9 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $1,194,570,731) | 1,205,750,517 | 32.9 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 3.6% | ||||||||||||||
300,000 | Asian Development Bank, 2.125%, 03/19/25 | 293,385 | 0.0 | |||||||||||
3,000,000 | Colombia Government International Bond, 4.000%, 02/26/24 | 2,865,000 | 0.1 | |||||||||||
1,950,000 | Colombia Government International Bond, 7.375%, 09/18/37 | 2,159,625 | 0.1 | |||||||||||
2,964,000 | Corp Andina de Fomento, 4.375%, 06/15/22 | 3,162,884 | 0.1 | |||||||||||
5,000,000 | European Bank for Reconstruction & Development, 1.000%, 06/15/18 | 4,953,550 | 0.1 | |||||||||||
2,000,000 | European Investment Bank, 4.000%, 02/16/21 | 2,190,236 | 0.1 | |||||||||||
500,000 | Export-Import Bank of Korea, 2.625%, 12/30/20 | 500,627 | 0.0 | |||||||||||
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/26 | 497,594 | 0.0 | |||||||||||
3,775,000 | Export-Import Bank of Korea, 3.750%, 10/20/16 | 3,840,798 | 0.1 | |||||||||||
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/24 | 1,058,899 | 0.0 | |||||||||||
10,010,000 | L | Brazil Government International Bond, 6.000%, 01/17/17 | 10,310,300 | 0.3 | ||||||||||
1,000,000 | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/22 | 1,013,022 | 0.0 | |||||||||||
1,000,000 | Inter-American Development Bank, 3.200%, 08/07/42 | 965,731 | 0.0 | |||||||||||
1,000,000 | International Finance Corp., 1.250%, 07/16/18 | 996,934 | 0.0 | |||||||||||
3,695,000 | International Finance Corp., 2.250%, 04/11/16 | 3,711,853 | 0.1 | |||||||||||
1,000,000 | Japan Bank for International Cooperation/Japan, 1.750%, 05/28/20 | 979,174 | 0.0 | |||||||||||
3,700,000 | Japan Finance Corp., 2.500%, 05/18/16 | 3,721,578 | 0.1 | |||||||||||
3,810,000 | Korea Development Bank, 3.250%, 03/09/16 | 3,825,568 | 0.1 | |||||||||||
500,000 | L | Korea International Bond, 4.125%, 06/10/44 | 566,100 | 0.0 | ||||||||||
10,000,000 | KFW, 2.625%, 01/25/22 | 10,277,610 | 0.3 | |||||||||||
12,080,000 | Mexico Government International Bond, 4.750%, 03/08/44 | 11,035,080 | 0.3 | |||||||||||
2,710,000 | L | Nordic Investment Bank, 5.000%, 02/01/17 | 2,827,072 | 0.1 | ||||||||||
3,695,000 | Oesterreichische Kontrollbank AG, 4.875%, 02/16/16 | 3,712,248 | 0.1 | |||||||||||
1,460,000 | Panama Government International Bond, 8.875%, 09/30/27 | 2,025,750 | 0.1 | |||||||||||
2,000,000 | Pemex Project Funding Master Trust, 6.625%, 06/15/38 | 1,770,000 | 0.1 | |||||||||||
125,000 | #,L | Petroleos Mexicanos, 4.250%, 01/15/25 | 109,688 | 0.0 | ||||||||||
500,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 467,500 | 0.0 | |||||||||||
500,000 | # | Petroleos Mexicanos, 5.500%, 06/27/44 | 378,670 | 0.0 | ||||||||||
3,680,000 | Petroleos Mexicanos, 6.000%, 03/05/20 | 3,832,720 | 0.1 | |||||||||||
4,000,000 | Philippine Government International Bond, 6.375%, 01/15/32 | 5,119,628 | 0.1 | |||||||||||
3,405,000 | Poland Government International Bond, 5.125%, 04/21/21 | 3,796,950 | 0.1 | |||||||||||
7,395,000 | Province of British Columbia Canada, 2.100%, 05/18/16 | 7,429,986 | 0.2 | |||||||||||
1,000,000 | Province of Ontario Canada, 1.875%, 05/21/20 | 992,022 | 0.0 | |||||||||||
13,308,000 | Province of Ontario Canada, 4.400%, 04/14/20 | 14,564,754 | 0.4 | |||||||||||
4,000,000 | Peru Government International Bond, 6.550%, 03/14/37 | 4,640,000 | 0.1 | |||||||||||
155,000 | Peruvian Government International Bond, 7.125%, 03/30/19 | 176,855 | 0.0 | |||||||||||
3,140,000 | South Africa Government Bond, 5.500%, 03/09/20 | 3,230,821 | 0.1 | |||||||||||
5,160,000 | Ukraine Government AID Bonds, 1.847%, 05/29/20 | 5,158,111 | 0.2 |
See Accompanying Notes to Financial Statements
112 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | ||||||||||||||
3,000,000 | Uruguay Government International Bond, 4.500%, 08/14/24 | 3,052,500 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $134,208,656) | 132,210,823 | 3.6 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 40.2% | ||||||||||||||
U.S. Treasury Bonds: 6.0% | ||||||||||||||
51,546,000 | 2.875%, due 08/15/45 | 49,977,455 | 1.4 | |||||||||||
47,125,000 | L | 2.250%, due 11/15/25 | 47,024,152 | 1.3 | ||||||||||
20,000,000 | 2.125%, due 05/15/25 | 19,740,180 | 0.5 | |||||||||||
2,000 | 2.750%, due 11/15/42 | 1,904 | 0.0 | |||||||||||
9,022,000 | 3.000%, due 11/15/44 | 8,974,418 | 0.2 | |||||||||||
2,882,000 | 3.125%, due 02/15/43 | 2,948,762 | 0.1 | |||||||||||
5,686,000 | 3.125%, due 08/15/44 | 5,801,329 | 0.2 | |||||||||||
18,645,000 | 3.500%, due 02/15/39 | 20,591,296 | 0.6 | |||||||||||
13,888,000 | 3.625%, due 08/15/43 | 15,615,639 | 0.4 | |||||||||||
14,092,000 | 3.625%, due 02/15/44 | 15,825,922 | 0.4 | |||||||||||
13,251,000 | 3.750%, due 11/15/43 | 15,237,749 | 0.4 | |||||||||||
7,845,000 | 3.875%, due 08/15/40 | 9,156,966 | 0.3 | |||||||||||
6,505,000 | 4.375%, due 05/15/40 | 8,172,108 | 0.2 | |||||||||||
830,000 | 6.000%, due 02/15/26 | 1,108,758 | 0.0 | |||||||||||
220,176,638 | 6.0 | |||||||||||||
U.S. Treasury Notes: 34.2% | ||||||||||||||
45,703,000 | L | 0.875%, due 11/30/17 | 45,578,734 | 1.2 | ||||||||||
60,452,000 | 1.250%, due 12/15/18 | 60,336,174 | 1.7 | |||||||||||
10,000,000 | 1.375%, due 10/31/20 | 9,826,770 | 0.3 | |||||||||||
4,825,000 | 1.500%, due 07/31/16 | 4,850,360 | 0.1 | |||||||||||
83,850,000 | 1.750%, due 12/31/20 | 83,798,935 | 2.3 | |||||||||||
36,914,000 | 2.000%, due 11/30/22 | 36,716,879 | 1.0 | |||||||||||
6,248,000 | 0.500%, due 06/15/16 | 6,248,250 | 0.2 | |||||||||||
5,000,000 | 0.500%, due 07/31/16 | 4,997,325 | 0.1 | |||||||||||
12,990,000 | 0.500%, due 08/31/16 | 12,976,646 | 0.4 | |||||||||||
10,595,000 | 0.500%, due 09/30/16 | 10,579,129 | 0.3 | |||||||||||
7,536,000 | 0.500%, due 01/31/17 | 7,509,300 | 0.2 | |||||||||||
5,004,000 | 0.500%, due 02/28/17 | 4,984,730 | 0.1 | |||||||||||
3,001,000 | 0.500%, due 03/31/17 | 2,987,697 | 0.1 | |||||||||||
51,172,000 | 0.625%, due 07/15/16 | 51,182,234 | 1.4 | |||||||||||
13,521,000 | 0.625%, due 08/15/16 | 13,519,432 | 0.4 | |||||||||||
7,054,000 | 0.625%, due 10/15/16 | 7,048,350 | 0.2 | |||||||||||
16,290,000 | 0.625%, due 11/15/16 | 16,270,599 | 0.4 | |||||||||||
9,514,500 | 0.625%, due 12/15/16 | 9,501,341 | 0.3 | |||||||||||
10,000,000 | 0.625%, due 05/31/17 | 9,957,440 | 0.3 | |||||||||||
29,512,000 | 0.625%, due 06/30/17 | 29,368,099 | 0.8 | |||||||||||
20,000,000 | 0.625%, due 09/30/17 | 19,864,980 | 0.5 | |||||||||||
3,873,000 | 0.750%, due 01/15/17 | 3,870,118 | 0.1 | |||||||||||
6,188,000 | 0.750%, due 03/15/17 | 6,180,178 | 0.2 | |||||||||||
12,736,000 | 0.750%, due 10/31/17 | 12,670,448 | 0.4 | |||||||||||
2,285,600 | 0.750%, due 12/31/17 | 2,270,657 | 0.1 | |||||||||||
21,817,000 | 0.750%, due 02/28/18 | 21,636,421 | 0.6 | |||||||||||
2,006,600 | 0.750%, due 04/15/18 | 1,987,563 | 0.1 | |||||||||||
2,784,000 | 0.875%, due 04/15/17 | 2,783,903 | 0.1 | |||||||||||
1,547,000 | 0.875%, due 05/15/17 | 1,546,378 | 0.0 | |||||||||||
3,885,000 | 0.875%, due 06/15/17 | 3,881,480 | 0.1 | |||||||||||
6,000,000 | 0.875%, due 08/15/17 | 5,987,826 | 0.2 | |||||||||||
2,768,000 | 0.875%, due 10/15/17 | 2,760,263 | 0.1 | |||||||||||
1,864,000 | 0.875%, due 11/15/17 | 1,857,968 | 0.1 | |||||||||||
1,918,000 | 0.875%, due 01/31/18 | 1,908,897 | 0.1 | |||||||||||
785,000 | 1.000%, due 12/15/17 | 784,103 | 0.0 | |||||||||||
210,800 | 1.000%, due 03/15/18 | 210,115 | 0.0 | |||||||||||
1,508,000 | 1.000%, due 05/15/18 | 1,500,920 | 0.0 | |||||||||||
27,497,000 | 1.000%, due 08/31/19 | 26,963,476 | 0.7 | |||||||||||
29,467,000 | 1.250%, due 11/30/18 | 29,426,129 | 0.8 | |||||||||||
1,000 | 1.250%, due 10/31/19 | 988 | 0.0 | |||||||||||
11,755,000 | 1.250%, due 01/31/20 | 11,577,523 | 0.3 | |||||||||||
3,534,000 | 1.250%, due 02/29/20 | 3,477,414 | 0.1 | |||||||||||
16,756,000 | 1.375%, due 09/30/18 | 16,814,529 | 0.5 | |||||||||||
933,000 | 1.375%, due 01/31/20 | 923,592 | 0.0 | |||||||||||
8,515,000 | 1.375%, due 02/29/20 | 8,419,853 | 0.2 | |||||||||||
9,022,000 | 1.375%, due 03/31/20 | 8,913,826 | 0.2 | |||||||||||
7,940,000 | 1.375%, due 04/30/20 | 7,839,885 | 0.2 | |||||||||||
7,000 | 1.375%, due 08/31/20 | 6,890 | 0.0 | |||||||||||
19,814,000 | 1.500%, due 12/31/18 | 19,910,851 | 0.5 | |||||||||||
11,925,000 | 1.500%, due 01/31/19 | 11,971,174 | 0.3 | |||||||||||
5,048,000 | 1.500%, due 02/28/19 | 5,065,693 | 0.1 | |||||||||||
6,540,000 | 1.500%, due 03/31/19 | 6,560,908 | 0.2 | |||||||||||
5,304,000 | 1.500%, due 05/31/19 | 5,310,826 | 0.1 | |||||||||||
7,002,000 | 1.500%, due 11/30/19 | 6,976,282 | 0.2 | |||||||||||
752,000 | 1.500%, due 05/31/20 | 745,749 | 0.0 | |||||||||||
4,833,000 | 1.500%, due 01/31/22 | 4,699,590 | 0.1 | |||||||||||
4,475,000 | 1.625%, due 03/31/19 | 4,504,477 | 0.1 | |||||||||||
2,317,000 | 1.625%, due 04/30/19 | 2,331,275 | 0.1 | |||||||||||
19,814,000 | 1.625%, due 07/31/19 | 19,889,789 | 0.5 | |||||||||||
12,097,000 | 1.625%, due 08/31/19 | 12,135,517 | 0.3 | |||||||||||
4,790,000 | 1.625%, due 12/31/19 | 4,791,767 | 0.1 | |||||||||||
2,976,000 | 1.625%, due 08/15/22 | 2,899,451 | 0.1 | |||||||||||
22,705,000 | 1.750%, due 09/30/19 | 22,865,933 | 0.6 | |||||||||||
28,376,000 | 1.750%, due 10/31/20 | 28,343,850 | 0.8 | |||||||||||
3,064,000 | 1.750%, due 02/28/22 | 3,021,349 | 0.1 | |||||||||||
7,810,000 | 1.750%, due 04/30/22 | 7,687,156 | 0.2 | |||||||||||
18,000,000 | 1.750%, due 09/30/22 | 17,645,346 | 0.5 | |||||||||||
48,163,000 | 1.875%, due 09/30/17 | 48,859,244 | 1.3 | |||||||||||
8,000,000 | 1.875%, due 11/30/21 | 7,969,712 | 0.2 | |||||||||||
10,000,000 | 1.875%, due 05/31/22 | 9,905,550 | 0.3 | |||||||||||
3,003,000 | 1.875%, due 08/31/22 | 2,968,964 | 0.1 | |||||||||||
8,016,000 | 1.875%, due 10/31/22 | 7,915,471 | 0.2 | |||||||||||
24,900,000 | 2.000%, due 11/30/20 | 25,163,467 | 0.7 | |||||||||||
12,097,000 | 2.000%, due 02/28/21 | 12,203,127 | 0.3 | |||||||||||
4,000,000 | 2.000%, due 07/31/22 | 3,990,100 | 0.1 | |||||||||||
20,498,000 | 2.125%, due 01/31/21 | 20,809,939 | 0.6 | |||||||||||
3,700,000 | 2.125%, due 09/30/21 | 3,740,434 | 0.1 | |||||||||||
3,774,000 | 2.125%, due 12/31/21 | 3,808,638 | 0.1 | |||||||||||
10,105,000 | 2.125%, due 06/30/22 | 10,159,456 | 0.3 | |||||||||||
9,810,000 | 2.250%, due 03/31/21 | 10,013,891 | 0.3 | |||||||||||
8,794,000 | 2.250%, due 04/30/21 | 8,972,404 | 0.2 | |||||||||||
26,457,000 | 2.250%, due 11/15/24 | 26,445,623 | 0.7 | |||||||||||
42,155,000 | 2.375%, due 07/31/17 | 43,063,272 | 1.2 | |||||||||||
19,590,000 | 2.375%, due 12/31/20 | 20,151,371 | 0.6 | |||||||||||
13,230,000 | 2.500%, due 08/15/23 | 13,575,912 | 0.4 | |||||||||||
9,874,000 | 2.500%, due 05/15/24 | 10,090,517 | 0.3 | |||||||||||
18,650,000 | 2.625%, due 04/30/18 | 19,287,793 | 0.5 | |||||||||||
26,255,000 | 2.750%, due 02/15/19 | 27,375,091 | 0.8 | |||||||||||
36,569,500 | 2.750%, due 11/15/23 | 38,171,902 | 1.0 | |||||||||||
42,052,000 | 2.750%, due 02/15/24 | 43,806,830 | 1.2 | |||||||||||
7,790,000 | 3.500%, due 05/15/20 | 8,380,521 | 0.2 | |||||||||||
4,025,000 | 8.125%, due 08/15/19 | 4,968,255 | 0.1 | |||||||||||
1,253,459,214 | 34.2 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $1,459,862,841) | 1,473,635,852 | 40.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $3,806,099,076) | 3,834,373,438 | 104.6 | ||||||||||||
SHORT-TERM INVESTMENTS: 6.9% | ||||||||||||||
Commercial Paper: 4.5% | ||||||||||||||
10,000,000 | Campbell Soup Co., 0.370%, 01/20/16 | 9,997,972 | 0.3 | |||||||||||
15,000,000 | Duke Energy Corp., 0.430%, 01/11/16 | 14,998,050 | 0.4 | |||||||||||
10,000,000 | Duke Energy Corp., 0.470%, 01/21/16 | 9,997,300 | 0.3 | |||||||||||
5,000,000 | Duke Energy Corp., 0.490%, 02/01/16 | 4,997,850 | 0.1 |
See Accompanying Notes to Financial Statements
113 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Commercial Paper: (continued) | ||||||||||||||
20,000,000 | Hewlett Packard, 0.220%, 01/06/16 | 19,999,284 | 0.5 | |||||||||||
7,500,000 | Hewlett Packard, 0.330%, 01/25/16 | 7,498,323 | 0.2 | |||||||||||
5,500,000 | Hewlett Packard, 0.340%, 01/27/16 | 5,498,626 | 0.2 | |||||||||||
4,000,000 | McDonalds Corp., 0.440%, 02/16/16 | 3,997,739 | 0.1 | |||||||||||
10,000,000 | Monsanto Co., 0.500%, 02/16/16 | 9,993,551 | 0.3 | |||||||||||
10,650,000 | Monsanto Co., 0.540%, 03/15/16 | 10,638,130 | 0.3 | |||||||||||
5,000,000 | St. Jude Medical Inc., 0.520%, 01/04/16 | 4,999,788 | 0.1 | |||||||||||
10,000,000 | Thomson Reuters Corp., 0.460%, 02/08/16 | 9,995,060 | 0.3 | |||||||||||
10,000,000 | Thomson Reuters Corp., 0.500%, 02/29/16 | 9,991,833 | 0.3 | |||||||||||
10,000,000 | Thomson Reuters Corp., 0.420%, 01/14/16 | 9,998,390 | 0.3 | |||||||||||
5,000,000 | United Healthcare Group Inc., 0.510%, 03/15/16 | 4,994,750 | 0.1 | |||||||||||
8,000,000 | United Healthcare Group Inc., 0.520%, 03/16/16 | 7,991,454 | 0.2 | |||||||||||
8,000,000 | United Healthcare Group Inc., 0.500%, 03/17/16 | 7,991,325 | 0.2 | |||||||||||
10,000,000 | United Technologies Corp., 0.400%, 01/06/16 | 9,999,343 | 0.3 | |||||||||||
163,578,768 | 4.5 | |||||||||||||
Securities Lending Collateralcc: 2.3% | ||||||||||||||
16,280,529 | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $16,281,082, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $16,606,141, due 06/09/16-05/20/45) | 16,280,529 | 0.4 | |||||||||||
20,376,022 | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $20,376,781, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $20,783,543, due 01/15/16-04/01/51) | 20,376,022 | 0.6 | |||||||||||
20,376,022 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $20,376,848, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $20,783,547, due 03/31/21-02/15/44) | 20,376,022 | 0.5 | |||||||||||
20,376,022 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $20,376,759, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $20,783,543, due 01/15/16-10/20/65) | 20,376,022 | 0.6 | |||||||||||
8,384,348 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $8,384,725, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $8,558,193, due 01/15/17-02/15/42) | 8,384,348 | 0.2 | |||||||||||
85,792,943 | 2.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.1% | ||||||||||||||
3,644,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $3,644,000) | 3,644,000 | 0.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $252,975,077) | 253,015,711 | 6.9 | ||||||||||||
Total Investments in Securities (Cost $4,059,074,153) | $ | 4,087,389,149 | 111.5 | |||||||||||
Liabilities in Excess of Other Assets | (419,941,746 | ) | (11.5 | ) | ||||||||||
Net Assets | $ | 3,667,447,403 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
See Accompanying Notes to Financial Statements
114 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
+ | Step-up basis bonds. Interest rates shown reflect current and next coupon rates. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
W | Settlement is on a when-issued or delayed-delivery basis. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $4,063,289,428. | ||||
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 66,122,360 | ||
Gross Unrealized Depreciation | (42,022,639 | ) | ||
Net Unrealized Appreciation | $ | 24,099,721 |
See Accompanying Notes to Financial Statements
115 |
Voya Global Value Advantage Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.4% | ||||||||||||||
Consumer Discretionary: 13.0% | ||||||||||||||
19,062 | @ | Amazon.com, Inc. | 12,883,815 | 1.6 | ||||||||||
153,300 | Denso Corp. | 7,325,517 | 0.9 | |||||||||||
108,898 | Hasbro, Inc. | 7,335,370 | 0.9 | |||||||||||
264,118 | Hilton Worldwide Holdings, Inc. | 5,652,125 | 0.7 | |||||||||||
112,557 | Home Depot, Inc. | 14,885,663 | 1.9 | |||||||||||
43,711 | LVMH Moet Hennessy Louis Vuitton SE | 6,865,734 | 0.9 | |||||||||||
114,654 | McDonald's Corp. | 13,545,224 | 1.7 | |||||||||||
157,690 | Nike, Inc. | 9,855,625 | 1.2 | |||||||||||
578,200 | Panasonic Corp. | 5,861,510 | 0.7 | |||||||||||
80,340 | Renault S.A. | 8,041,715 | 1.0 | |||||||||||
190,500 | Toyota Motor Corp. | 11,730,803 | 1.5 | |||||||||||
103,983,101 | 13.0 | |||||||||||||
Consumer Staples: 10.7% | ||||||||||||||
381,881 | Diageo PLC | 10,428,376 | 1.3 | |||||||||||
76,604 | Dr Pepper Snapple Group, Inc. | 7,139,493 | 0.9 | |||||||||||
113,709 | Kimberly-Clark Corp. | 14,475,156 | 1.8 | |||||||||||
149,719 | Kraft Heinz Co. | 10,893,554 | 1.4 | |||||||||||
71,200 | KT&G Corp. | 6,327,198 | 0.8 | |||||||||||
155,373 | Nestle S.A. | 11,534,154 | 1.4 | |||||||||||
129,357 | PepsiCo, Inc. | 12,925,351 | 1.6 | |||||||||||
141,332 | Philip Morris International, Inc. | 12,424,496 | 1.5 | |||||||||||
86,147,778 | 10.7 | |||||||||||||
Energy: 6.4% | ||||||||||||||
82,544 | Baker Hughes, Inc. | 3,809,406 | 0.5 | |||||||||||
165,577 | Halliburton Co. | 5,636,241 | 0.7 | |||||||||||
133,119 | Hess Corp. | 6,453,609 | 0.8 | |||||||||||
158,501 | Occidental Petroleum Corp. | 10,716,253 | 1.3 | |||||||||||
206,541 | Royal Dutch Shell PLC - Class A ADR | 9,457,512 | 1.2 | |||||||||||
147,688 | Sasol Ltd. | 3,987,252 | 0.5 | |||||||||||
257,786 | Total S.A. | 11,556,967 | 1.4 | |||||||||||
51,617,240 | 6.4 | |||||||||||||
Financials: 20.6% | ||||||||||||||
391,811 | Admiral Group PLC | 9,574,202 | 1.2 | |||||||||||
173,967 | #,@ | Amundi SA | 8,163,595 | 1.0 | ||||||||||
212,212 | BB&T Corp. | 8,023,736 | 1.0 | |||||||||||
176,400 | Blackstone Group LP | 5,157,936 | 0.6 | |||||||||||
1,373,416 | Challenger Ltd. | 8,655,774 | 1.1 | |||||||||||
2,146,000 | China Overseas Land & Investment Ltd. | 7,471,004 | 0.9 | |||||||||||
2,475,364 | Intesa Sanpaolo SpA - ISP | 8,220,728 | 1.0 | |||||||||||
268,537 | JPMorgan Chase & Co. | 17,731,498 | 2.2 | |||||||||||
24,839 | Komercni Banka AS | 4,931,305 | 0.6 | |||||||||||
185,362 | Liberty Property Trust | 5,755,490 | 0.7 | |||||||||||
49,514 | Mid-America Apartment Communities, Inc. | 4,496,366 | 0.6 | |||||||||||
282,800 | NKSJ Holdings, Inc. | 9,285,652 | 1.2 | |||||||||||
91,372 | Prudential Financial, Inc. | 7,438,594 | 0.9 | |||||||||||
778,971 | QBE Insurance Group Ltd. | 7,084,864 | 0.9 | |||||||||||
129,848 | Sampo OYJ | 6,594,008 | 0.8 | |||||||||||
45,402 | Simon Property Group, Inc. | 8,827,965 | 1.1 | |||||||||||
2,569,000 | Sumitomo Mitsui Trust Holdings, Inc. | 9,729,655 | 1.2 | |||||||||||
336,144 | Wells Fargo & Co. | 18,272,788 | 2.3 | |||||||||||
39,227 | Zurich Insurance Group AG | 10,077,417 | 1.3 | |||||||||||
165,492,577 | 20.6 | |||||||||||||
Health Care: 13.1% | ||||||||||||||
170,183 | AstraZeneca PLC | 11,495,479 | 1.4 | |||||||||||
200,485 | Bristol-Myers Squibb Co. | 13,791,363 | 1.7 | |||||||||||
122,352 | Gilead Sciences, Inc. | 12,380,799 | 1.6 | |||||||||||
168,599 | Medtronic PLC | 12,968,635 | 1.6 | |||||||||||
152,999 | Novartis AG | 13,160,863 | 1.7 | |||||||||||
388,317 | Pfizer, Inc. | 12,534,873 | 1.6 | |||||||||||
58,921 | Roche Holding AG | 16,327,505 | 2.0 | |||||||||||
102,878 | UnitedHealth Group, Inc. | 12,102,568 | 1.5 | |||||||||||
104,762,085 | 13.1 | |||||||||||||
Industrials: 9.5% | ||||||||||||||
91,494 | Boeing Co. | 13,229,118 | 1.6 | |||||||||||
4,255,400 | China Railway Construction Corp. Ltd. | 5,237,411 | 0.6 | |||||||||||
426,021 | General Electric Co. | 13,270,554 | 1.7 | |||||||||||
499,300 | LIXIL Group Corp. | 11,089,306 | 1.4 | |||||||||||
352,347 | Koninklijke Philips NV | 8,993,448 | 1.1 | |||||||||||
469,600 | Mitsubishi Corp. | 7,810,914 | 1.0 | |||||||||||
104,799 | Siemens AG | 10,138,925 | 1.3 | |||||||||||
717,465 | Volvo AB - B Shares | 6,652,737 | 0.8 | |||||||||||
76,422,413 | 9.5 | |||||||||||||
Information Technology: 12.4% | ||||||||||||||
234,731 | Apple, Inc. | 24,707,785 | 3.1 | |||||||||||
556,171 | Cisco Systems, Inc. | 15,102,824 | 1.9 | |||||||||||
428,121 | Intel Corp. | 14,748,768 | 1.8 | |||||||||||
571,000 | MediaTek, Inc. | 4,318,758 | 0.5 | |||||||||||
216,098 | Microchip Technology, Inc. | 10,057,201 | 1.2 | |||||||||||
386,400 | Microsoft Corp. | 21,437,472 | 2.7 | |||||||||||
407,116 | Taiwan Semiconductor Manufacturing Co., Ltd. - SP ADR | 9,261,889 | 1.2 | |||||||||||
99,634,697 | 12.4 | |||||||||||||
Materials: 4.5% | ||||||||||||||
111,989 | BASF SE | 8,531,151 | 1.1 | |||||||||||
699,046 | BHP Billiton Ltd. | 8,996,396 | 1.1 | |||||||||||
255,652 | International Paper Co. | 9,638,080 | 1.2 | |||||||||||
168,408 | Koninklijke DSM NV | 8,444,939 | 1.1 | |||||||||||
35,610,566 | 4.5 | |||||||||||||
Telecommunication Services: 3.9% | ||||||||||||||
273,244 | AT&T, Inc. | 9,402,326 | 1.2 | |||||||||||
3,267,047 | Bezeq Israeli Telecommunication Corp., Ltd. | 7,191,951 | 0.9 | |||||||||||
719,500 | China Mobile Ltd. | 8,098,768 | 1.0 | |||||||||||
36,076 | SK Telecom Co., Ltd. | 6,602,569 | 0.8 | |||||||||||
31,295,614 | 3.9 | |||||||||||||
Utilities: 3.3% | ||||||||||||||
75,820 | DTE Energy Co. | 6,080,006 | 0.7 | |||||||||||
425,419 | L | Gas Natural SDG S.A. | 8,675,296 | 1.1 |
Voya Global Value Advantage Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
225,275 | PG&E Corp. | 11,982,377 | 1.5 | |||||||||||
26,737,679 | 3.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $822,503,915) | 781,703,750 | 97.4 | ||||||||||||
PREFERRED STOCK: 0.6% | ||||||||||||||
Financials: 0.6% | ||||||||||||||
646,226 | Itau Unibanco Holding S.A. | 4,300,823 | 0.6 | |||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $6,523,651) | 4,300,823 | 0.6 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $829,027,566) | 786,004,573 | 98.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | ||||||||||||||
Securities Lending Collateralcc: 0.1% | ||||||||||||||
1,000,000 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,000,036, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,020,000, due 01/15/16-10/20/65) | 1,000,000 | 0.1 | |||||||||||
10,936 | Royal Bank of Scotland PLC, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $10,936, collateralized by various U.S. Government Securities, 0.074%-3.250%, Market Value plus accrued interest $11,155, due 07/31/16-11/15/23) | 10,936 | 0.0 | |||||||||||
1,010,936 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.4% | ||||||||||||||
11,154,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $11,154,000) | 11,154,000 | 1.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $12,164,936) | 12,164,936 | 1.5 | ||||||||||||
Total Investments in Securities (Cost $841,192,502) | $ | 798,169,509 | 99.5 | |||||||||||
Assets in Excess of Other Liabilities | 4,263,168 | 0.5 | ||||||||||||
Net Assets | $ | 802,432,677 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
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 December 31, 2015. |
Cost for federal income tax purposes is $843,179,699. | ||||
Net unrealized depreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 25,577,252 | ||
Gross Unrealized Depreciation | (70,587,442 | ) | ||
Net Unrealized Depreciation | $ | (45,010,190 | ) |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.1% | ||||||||||||||
Consumer Discretionary: 12.9% | ||||||||||||||
185,400 | AMC Entertainment Holdings, Inc. | 4,449,600 | 0.7 | |||||||||||
425,501 | @ | Belmond Ltd | 4,042,260 | 0.7 | ||||||||||
63,875 | @ | Burlington Stores, Inc. | 2,740,237 | 0.5 | ||||||||||
101,225 | Cheesecake Factory | 4,667,485 | 0.8 | |||||||||||
71,325 | Childrens Place Retail Stores, Inc. | 3,937,140 | 0.7 | |||||||||||
56,112 | @ | Dave & Buster's Entertainment, Inc. | 2,342,115 | 0.4 | ||||||||||
156,426 | @ | Express, Inc. | 2,703,041 | 0.4 | ||||||||||
54,675 | @ | Helen of Troy Ltd. | 5,153,119 | 0.9 | ||||||||||
86,805 | @ | Imax Corp. | 3,085,050 | 0.5 | ||||||||||
69,575 | Jack in the Box, Inc. | 5,337,098 | 0.9 | |||||||||||
156,736 | @ | La-Z-Boy, Inc. | 3,827,493 | 0.6 | ||||||||||
81,225 | @ | Marriott Vacations Worldwide Corp. | 4,625,764 | 0.8 | ||||||||||
72,650 | Monro Muffler Brake, Inc. | 4,810,883 | 0.8 | |||||||||||
101,440 | @ | Papa John's International, Inc. | 5,667,453 | 0.9 | ||||||||||
168,750 | @ | Pier 1 Imports, Inc. | 858,937 | 0.1 | ||||||||||
55,341 | Pool Corp. | 4,470,446 | 0.7 | |||||||||||
74,100 | @ | Rent-A-Center, Inc. | 1,109,277 | 0.2 | ||||||||||
150,775 | @ | Sally Beauty Holdings, Inc. | 4,205,115 | 0.7 | ||||||||||
40,120 | Sturm Ruger & Co., Inc. | 2,391,553 | 0.4 | |||||||||||
42,070 | @ | Vail Resorts, Inc. | 5,384,539 | 0.9 | ||||||||||
188,020 | @ | Wendy's Company | 2,024,975 | 0.3 | ||||||||||
77,833,580 | 12.9 | |||||||||||||
Consumer Staples: 2.6% | ||||||||||||||
36,815 | Casey's General Stores, Inc. | 4,434,367 | 0.7 | |||||||||||
168,460 | Flowers Foods, Inc. | 3,620,205 | 0.6 | |||||||||||
120,100 | @ | Pinnacle Foods, Inc. | 5,099,446 | 0.9 | ||||||||||
102,730 | Vector Group Ltd. | 2,423,401 | 0.4 | |||||||||||
15,577,419 | 2.6 | |||||||||||||
Energy: 1.9% | ||||||||||||||
125,855 | @ | Bill Barrett Corp. | 494,610 | 0.1 | ||||||||||
219,175 | @,L | C&J Energy Services Ltd. | 1,043,273 | 0.1 | ||||||||||
138,200 | Carrizo Oil & Gas, Inc. | 4,087,956 | 0.7 | |||||||||||
313,500 | @,L | Cloud Peak Energy, Inc. | 652,080 | 0.1 | ||||||||||
44,755 | @ | Dril-Quip, Inc. | 2,650,839 | 0.4 | ||||||||||
238,200 | Unit Corp. | 2,906,040 | 0.5 | |||||||||||
11,834,798 | 1.9 | |||||||||||||
Financials: 26.2% | ||||||||||||||
265,600 | @ | Colony Capital, Inc. | 5,173,888 | 0.9 | ||||||||||
76,657 | CubeSmart | 2,347,237 | 0.4 | |||||||||||
115,438 | CyrusOne, Inc. | 4,323,153 | 0.7 | |||||||||||
137,387 | DCT Industrial Trust, Inc. | 5,134,152 | 0.8 | |||||||||||
105,360 | Easterly Government Properties, Inc. | 1,810,085 | 0.3 | |||||||||||
61,120 | Encore Capital Group, Inc. | 1,777,370 | 0.3 | |||||||||||
83,561 | @ | Evercore Partners, Inc. | 4,518,143 | 0.7 | ||||||||||
140,804 | First American Financial Corp. | 5,054,864 | 0.8 | |||||||||||
183,358 | @ | Great Western Bancorp, Inc. | 5,321,049 | 0.9 | ||||||||||
112,450 | Highwoods Properties, Inc. | 4,902,820 | 0.8 | |||||||||||
112,410 | @ | Horace Mann Educators Corp. | 3,729,764 | 0.6 | ||||||||||
18,612 | @ | Infinity Property & Casualty Corp. | 1,530,465 | 0.3 | ||||||||||
465,350 | Investors Bancorp, Inc. | 5,788,954 | 1.0 | |||||||||||
197,500 | Kennedy-Wilson Holdings, Inc. | 4,755,800 | 0.8 | |||||||||||
126,768 | LaSalle Hotel Properties | 3,189,483 | 0.5 | |||||||||||
38,452 | MarketAxess Holdings, Inc. | 4,290,859 | 0.7 | |||||||||||
178,150 | MB Financial, Inc. | 5,766,715 | 1.0 | |||||||||||
256,125 | @ | OM Asset Management Plc | 3,926,396 | 0.7 | ||||||||||
76,364 | @ | OneMain Holdings, Inc. | 3,172,161 | 0.5 | ||||||||||
98,775 | PacWest Bancorp | 4,257,202 | 0.7 | |||||||||||
86,701 | Primerica, Inc. | 4,094,888 | 0.7 | |||||||||||
132,775 | PrivateBancorp, Inc. | 5,446,430 | 0.9 | |||||||||||
96,448 | QTS Realty Trust, Inc. | 4,350,769 | 0.7 | |||||||||||
365,475 | @ | Radian Group, Inc. | 4,893,710 | 0.8 | ||||||||||
269,563 | Redwood Trust, Inc. | 3,558,232 | 0.6 | |||||||||||
115,150 | @ | Selective Insurance Group | 3,866,737 | 0.6 | ||||||||||
21,199 | Signature Bank | 3,251,291 | 0.5 | |||||||||||
41,975 | Simmons First National Corp. | 2,155,836 | 0.4 | |||||||||||
58,775 | South State Corp. | 4,228,861 | 0.7 | |||||||||||
20,850 | @ | Sovran Self Storage, Inc. | 2,237,414 | 0.4 | ||||||||||
229,220 | STAG Industrial, Inc. | 4,229,109 | 0.7 | |||||||||||
231,050 | Starwood Property Trust, Inc. | 4,750,388 | 0.8 | |||||||||||
317,725 | Sterling Bancorp/DE | 5,153,500 | 0.9 | |||||||||||
106,835 | @ | Stifel Financial Corp. | 4,525,531 | 0.7 | ||||||||||
61,075 | Store Capital Corp. | 1,416,940 | 0.2 | |||||||||||
35,289 | @ | SVB Financial Group | 4,195,862 | 0.7 | ||||||||||
253,985 | @ | Talmer Bancorp, Inc. | 4,599,668 | 0.8 | ||||||||||
181,300 | Urban Edge Properties | 4,251,485 | 0.7 | |||||||||||
162,825 | @ | Webster Financial Corp. | 6,055,462 | 1.0 | ||||||||||
158,032,673 | 26.2 | |||||||||||||
Health Care: 12.8% | ||||||||||||||
86,625 | @ | Acadia Pharmaceuticals, Inc. | 3,088,181 | 0.5 | ||||||||||
55,500 | @,L | Aerie Pharmaceuticals, Inc. | 1,351,425 | 0.2 | ||||||||||
119,340 | @ | AMN Healthcare Services, Inc. | 3,705,507 | 0.6 | ||||||||||
12,575 | @ | Anacor Pharmaceuticals, Inc. | 1,420,598 | 0.2 | ||||||||||
37,650 | L | Cempra, Inc. | 1,172,044 | 0.2 | ||||||||||
59,924 | Charles River Laboratories International, Inc. | 4,817,290 | 0.8 | |||||||||||
101,350 | L | Depomed, Inc. | 1,837,475 | 0.3 | ||||||||||
122,400 | @ | Envision Healthcare Holdings, Inc. | 3,178,728 | 0.5 | ||||||||||
38,300 | L | Esperion Therapeutics, Inc. | 852,558 | 0.1 | ||||||||||
93,900 | Greatbatch, Inc. | 4,929,750 | 0.8 | |||||||||||
78,550 | L | Halozyme Therapeutics, Inc. | 1,361,272 | 0.2 | ||||||||||
193,644 | Healthsouth Corp. | 6,740,748 | 1.1 | |||||||||||
102,650 | Hill-Rom Holdings, Inc. | 4,933,359 | 0.8 | |||||||||||
95,450 | @,L | Lexicon Pharmaceuticals, Inc. | 1,270,440 | 0.2 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
32,500 | @ | MacroGenics, Inc. | 1,006,525 | 0.2 | ||||||||||
95,600 | Masimo Corp. | 3,968,356 | 0.7 | |||||||||||
33,914 | Mednax, Inc. | 2,430,277 | 0.4 | |||||||||||
38,800 | @ | Neurocrine Biosciences, Inc. | 2,194,916 | 0.4 | ||||||||||
88,761 | @ | Owens & Minor, Inc. | 3,193,621 | 0.5 | ||||||||||
31,875 | L | Pacira Pharmaceuticals, Inc./DE | 2,447,681 | 0.4 | ||||||||||
33,200 | L | Relypsa, Inc. | 940,888 | 0.2 | ||||||||||
80,630 | STERIS PLC | 6,074,664 | 1.0 | |||||||||||
172,961 | @ | Surgery Partners, Inc. | 3,543,971 | 0.6 | ||||||||||
84,670 | @ | Team Health Holdings, Inc. | 3,716,166 | 0.6 | ||||||||||
20,175 | Ultragenyx Pharmaceutical, Inc. | 2,263,232 | 0.4 | |||||||||||
65,100 | @ | WellCare Health Plans, Inc. | 5,091,471 | 0.9 | ||||||||||
77,531,143 | 12.8 | |||||||||||||
Industrials: 15.5% | ||||||||||||||
188,250 | @ | ABM Industries, Inc. | 5,359,478 | 0.9 | ||||||||||
204,825 | @ | Actuant Corp. | 4,907,607 | 0.8 | ||||||||||
111,516 | @ | Atlas Air Worldwide Holdings, Inc. | 4,610,071 | 0.8 | ||||||||||
140,200 | Barnes Group, Inc. | 4,961,678 | 0.8 | |||||||||||
110,900 | Beacon Roofing Supply, Inc. | 4,566,862 | 0.8 | |||||||||||
392,300 | @ | Blount International, Inc. | 3,848,463 | 0.6 | ||||||||||
132,100 | Clarcor, Inc. | 6,562,728 | 1.1 | |||||||||||
66,625 | @ | Curtiss-Wright Corp. | 4,563,813 | 0.8 | ||||||||||
69,468 | Healthcare Services Group, Inc. | 2,422,349 | 0.4 | |||||||||||
201,800 | Heartland Express, Inc. | 3,434,636 | 0.6 | |||||||||||
78,975 | HUB Group, Inc. | 2,602,226 | 0.4 | |||||||||||
117,700 | KAR Auction Services, Inc. | 4,358,431 | 0.7 | |||||||||||
106,075 | On Assignment, Inc. | 4,768,071 | 0.8 | |||||||||||
64,075 | Orbital ATK, Inc. | 5,724,461 | 0.9 | |||||||||||
65,700 | Regal-Beloit Corp. | 3,844,764 | 0.6 | |||||||||||
43,399 | Teledyne Technologies, Inc. | 3,849,491 | 0.6 | |||||||||||
179,350 | Tetra Tech, Inc. | 4,666,687 | 0.8 | |||||||||||
68,825 | Toro Co. | 5,029,043 | 0.8 | |||||||||||
54,900 | Universal Forest Products, Inc. | 3,753,513 | 0.6 | |||||||||||
106,000 | Watts Water Technologies, Inc. | 5,265,020 | 0.9 | |||||||||||
92,500 | @ | Woodward, Inc. | 4,593,550 | 0.8 | ||||||||||
93,692,942 | 15.5 | |||||||||||||
Information Technology: 17.5% | ||||||||||||||
153,125 | @ | Advanced Energy Industries, Inc. | 4,322,719 | 0.7 | ||||||||||
128,512 | @ | Blackhawk Network Holdings, Inc. | 5,681,516 | 0.9 | ||||||||||
117,100 | Bottomline Technologies de, Inc. | 3,481,383 | 0.6 | |||||||||||
47,275 | CACI International, Inc. | 4,386,174 | 0.7 | |||||||||||
146,991 | @ | Cardtronics, Inc. | 4,946,247 | 0.8 | ||||||||||
136,700 | @ | Commvault Systems, Inc. | 5,379,145 | 0.9 | ||||||||||
142,906 | @ | Cornerstone OnDemand, Inc. | 4,934,544 | 0.8 | ||||||||||
300,325 | Cypress Semiconductor Corp. | 2,946,188 | 0.5 | |||||||||||
231,450 | EVERTEC, Inc. | 3,874,473 | 0.6 | |||||||||||
140,275 | Flir Systems, Inc. | 3,937,519 | 0.7 | |||||||||||
76,700 | @ | j2 Global, Inc. | 6,313,944 | 1.1 | ||||||||||
59,225 | @ | Littelfuse, Inc. | 6,337,667 | 1.1 | ||||||||||
101,600 | @,L | Match Group, Inc. | 1,376,680 | 0.2 | ||||||||||
137,000 | Microsemi Corp. | 4,464,830 | 0.7 | |||||||||||
97,217 | @ | MKS Instruments, Inc. | 3,499,812 | 0.6 | ||||||||||
99,320 | @ | Netscout Systems, Inc. | 3,049,124 | 0.5 | ||||||||||
81,325 | Plantronics, Inc. | 3,856,431 | 0.6 | |||||||||||
120,484 | Plexus Corp. | 4,207,301 | 0.7 | |||||||||||
240,950 | Polycom, Inc. | 3,033,561 | 0.5 | |||||||||||
191,794 | @ | Q2 Holdings, Inc. | 5,057,608 | 0.8 | ||||||||||
165,200 | @ | QLIK Technologies, Inc. | 5,230,232 | 0.9 | ||||||||||
115,150 | @ | Rofin-Sinar Technologies, Inc. | 3,083,717 | 0.5 | ||||||||||
23,250 | Ultimate Software Group, Inc. | 4,545,608 | 0.8 | |||||||||||
133,100 | Veeco Instruments, Inc. | 2,736,536 | 0.5 | |||||||||||
57,400 | WEX, Inc. | 5,074,160 | 0.8 | |||||||||||
105,757,119 | 17.5 | |||||||||||||
Materials: 4.4% | ||||||||||||||
147,575 | Carpenter Technology Corp. | 4,467,095 | 0.7 | |||||||||||
337,600 | Commercial Metals Co. | 4,621,744 | 0.8 | |||||||||||
142,150 | HB Fuller Co. | 5,184,210 | 0.9 | |||||||||||
92,000 | Minerals Technologies, Inc. | 4,219,120 | 0.7 | |||||||||||
223,900 | Olin Corp. | 3,864,514 | 0.6 | |||||||||||
132,875 | @ | Worthington Industries, Inc. | 4,004,853 | 0.7 | ||||||||||
26,361,536 | 4.4 | |||||||||||||
Utilities: 2.3% | ||||||||||||||
102,800 | @ | El Paso Electric Co. | 3,957,800 | 0.6 | ||||||||||
34,000 | @ | Idacorp, Inc. | 2,312,000 | 0.4 | ||||||||||
68,300 | ONE Gas, Inc. | 3,426,611 | 0.6 | |||||||||||
119,400 | Portland General Electric Co. | 4,342,578 | 0.7 | |||||||||||
14,038,989 | 2.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $514,675,286) | 580,660,199 | 96.1 | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.8% | ||||||||||||||
95,275 | iShares Russell 2000 ETF | 10,719,390 | 1.8 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $11,206,820) | 10,719,390 | 1.8 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $525,882,106) | 591,379,589 | 97.9 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.7% | ||||||||||||||
Securities Lending Collateralcc: 1.8% | ||||||||||||||
2,060,849 | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,060,919, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $2,102,066, due 06/09/16-05/20/45) | 2,060,849 | 0.4 | |||||||||||
2,579,092 | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $2,579,188, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $2,630,674, due 01/15/16-04/01/51) | 2,579,092 | 0.4 | |||||||||||
2,579,092 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $2,579,197, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $2,630,674, due 03/31/21-02/15/44) | 2,579,092 | 0.4 | |||||||||||
2,579,092 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,579,185, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,630,674, due 01/15/16-10/20/65) | 2,579,092 | 0.4 | |||||||||||
1,061,133 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,061,181, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,083,135, due 01/15/17-02/15/42) | 1,061,133 | 0.2 | |||||||||||
10,859,258 | 1.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
11,569,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $11,569,000) | 11,569,000 | 1.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $22,428,258) | 22,428,258 | 3.7 | ||||||||||||
Total Investments in Securities (Cost $548,310,364) | $ | 613,807,847 | 101.6 | |||||||||||
Liabilities in Excess of Other Assets | (9,726,100 | ) | (1.6 | ) | ||||||||||
Net Assets | $ | 604,081,747 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $550,447,145. | ||||
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 99,823,375 | ||
Gross Unrealized Depreciation | (36,462,673 | ) | ||
Net Unrealized Appreciation | $ | 63,360,702 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.9% | ||||||||||||||
Consumer Discretionary: 13.7% | ||||||||||||||
22,013 | Amazon.com, Inc. | 14,878,367 | 2.2 | |||||||||||
22,123 | AMC Networks, Inc. | 1,652,146 | 0.2 | |||||||||||
29,112 | @ | Best Buy Co., Inc. | 886,460 | 0.1 | ||||||||||
89,919 | Coach, Inc. | 2,943,049 | 0.4 | |||||||||||
181,463 | Comcast Corp. – Class A | 10,239,957 | 1.5 | |||||||||||
37,510 | Delphi Automotive PLC | 3,215,732 | 0.5 | |||||||||||
28,366 | Dish Network Corp. - Class A | 1,621,968 | 0.2 | |||||||||||
35,924 | L | GameStop Corp. | 1,007,309 | 0.2 | ||||||||||
51,057 | Gap, Inc. | 1,261,108 | 0.2 | |||||||||||
60,358 | Hasbro, Inc. | 4,065,715 | 0.6 | |||||||||||
196,155 | Hilton Worldwide Holdings, Inc. | 4,197,717 | 0.6 | |||||||||||
84,000 | Home Depot, Inc. | 11,109,000 | 1.7 | |||||||||||
32,568 | Kohl's Corp. | 1,551,214 | 0.2 | |||||||||||
53,859 | Lowe's Cos, Inc. | 4,095,438 | 0.6 | |||||||||||
75,917 | McDonald's Corp. | 8,968,834 | 1.3 | |||||||||||
126,270 | Nike, Inc. | 7,891,875 | 1.2 | |||||||||||
45,015 | Scripps Networks Interactive - Class A | 2,485,278 | 0.4 | |||||||||||
46,984 | Starbucks Corp. | 2,820,450 | 0.4 | |||||||||||
44,525 | Target Corp. | 3,232,960 | 0.5 | |||||||||||
13,729 | Tractor Supply Co. | 1,173,830 | 0.2 | |||||||||||
31,053 | Walt Disney Co. | 3,263,049 | 0.5 | |||||||||||
92,561,456 | 13.7 | |||||||||||||
Consumer Staples: 9.6% | ||||||||||||||
132,588 | Altria Group, Inc. | 7,717,948 | 1.1 | |||||||||||
99,090 | Archer-Daniels-Midland Co. | 3,634,621 | 0.5 | |||||||||||
76,094 | Coca-Cola Co. | 3,268,998 | 0.5 | |||||||||||
53,610 | Coca-Cola Enterprises, Inc. | 2,639,756 | 0.4 | |||||||||||
91,991 | CVS Health Corp. | 8,993,960 | 1.3 | |||||||||||
51,705 | Dr Pepper Snapple Group, Inc. | 4,818,906 | 0.7 | |||||||||||
20,000 | Kimberly-Clark Corp. | 2,546,000 | 0.4 | |||||||||||
26,276 | Kraft Heinz Co. | 1,911,842 | 0.3 | |||||||||||
103,000 | PepsiCo, Inc. | 10,291,760 | 1.5 | |||||||||||
22,600 | Philip Morris International, Inc. | 1,986,766 | 0.3 | |||||||||||
76,453 | Procter & Gamble Co. | 6,071,133 | 0.9 | |||||||||||
69,027 | Tyson Foods, Inc. | 3,681,210 | 0.6 | |||||||||||
117,657 | @ | Wal-Mart Stores, Inc. | 7,212,374 | 1.1 | ||||||||||
64,775,274 | 9.6 | |||||||||||||
Energy: 6.2% | ||||||||||||||
80,039 | Chevron Corp. | 7,200,308 | 1.1 | |||||||||||
69,380 | Devon Energy Corp. | 2,220,160 | 0.3 | |||||||||||
20,070 | EOG Resources, Inc. | 1,420,755 | 0.2 | |||||||||||
117,740 | Exxon Mobil Corp. | 9,177,833 | 1.4 | |||||||||||
118,703 | Halliburton Co. | 4,040,650 | 0.6 | |||||||||||
37,000 | Hess Corp. | 1,793,760 | 0.3 | |||||||||||
35,231 | Occidental Petroleum Corp. | 2,381,968 | 0.3 | |||||||||||
93,700 | @ | Royal Dutch Shell PLC - Class A ADR | 4,290,523 | 0.6 | ||||||||||
74,849 | Total S.A. ADR | 3,364,463 | 0.5 | |||||||||||
86,501 | Valero Energy Corp. | 6,116,486 | 0.9 | |||||||||||
42,006,906 | 6.2 | |||||||||||||
Financials: 15.8% | ||||||||||||||
22,358 | L | Affiliated Managers Group, Inc. | 3,571,914 | 0.5 | ||||||||||
26,932 | Aflac, Inc. | 1,613,227 | 0.2 | |||||||||||
42,170 | Ameriprise Financial, Inc. | 4,487,732 | 0.7 | |||||||||||
211,549 | Bank of America Corp. | 3,560,370 | 0.5 | |||||||||||
46,928 | Berkshire Hathaway, Inc. – Class B | 6,196,373 | 0.9 | |||||||||||
44,012 | Blackstone Group LP | 1,286,911 | 0.2 | |||||||||||
141,352 | Brixmor Property Group, Inc. | 3,649,709 | 0.6 | |||||||||||
197,000 | Citigroup, Inc. | 10,194,750 | 1.5 | |||||||||||
105,143 | @ | Discover Financial Services | 5,637,768 | 0.8 | ||||||||||
96,369 | @ | Gaming and Leisure Properties, Inc. | 2,679,058 | 0.4 | ||||||||||
97,481 | Hartford Financial Services Group, Inc. | 4,236,524 | 0.6 | |||||||||||
201,965 | JPMorgan Chase & Co. | 13,335,749 | 2.0 | |||||||||||
308,231 | @ | Keycorp | 4,065,567 | 0.6 | ||||||||||
27,029 | Lazard Ltd. | 1,216,575 | 0.2 | |||||||||||
84,139 | Lincoln National Corp. | 4,228,826 | 0.6 | |||||||||||
51,777 | Mid-America Apartment Communities, Inc. | 4,701,869 | 0.7 | |||||||||||
232,332 | Navient Corp. | 2,660,201 | 0.4 | |||||||||||
62,170 | ProLogis, Inc. | 2,668,336 | 0.4 | |||||||||||
30,020 | Prudential Financial, Inc. | 2,443,928 | 0.4 | |||||||||||
22,515 | Simon Property Group, Inc. | 4,377,817 | 0.7 | |||||||||||
79,914 | Unum Group | 2,660,337 | 0.4 | |||||||||||
244,534 | Wells Fargo & Co. | 13,292,868 | 2.0 | |||||||||||
91,471 | XL Group Plc | 3,583,834 | 0.5 | |||||||||||
106,350,243 | 15.8 | |||||||||||||
Health Care: 14.7% | ||||||||||||||
17,309 | AbbVie, Inc. | 1,025,385 | 0.2 | |||||||||||
6,876 | Aetna, Inc. | 743,433 | 0.1 | |||||||||||
4,723 | Allergan plc | 1,475,938 | 0.2 | |||||||||||
16,792 | AmerisourceBergen Corp. | 1,741,498 | 0.3 | |||||||||||
49,991 | Amgen, Inc. | 8,115,039 | 1.2 | |||||||||||
31,302 | Anthem, Inc. | 4,364,751 | 0.6 | |||||||||||
6,000 | Biogen, Inc. | 1,838,100 | 0.3 | |||||||||||
54,847 | Bristol-Myers Squibb Co. | 3,772,925 | 0.6 | |||||||||||
65,579 | Cardinal Health, Inc. | 5,854,237 | 0.9 | |||||||||||
4,841 | Cigna Corp. | 708,384 | 0.1 | |||||||||||
27,218 | @ | Edwards Lifesciences Corp. | 2,149,678 | 0.3 | ||||||||||
20,000 | @ | Express Scripts Holding Co. | 1,748,200 | 0.3 | ||||||||||
103,431 | Gilead Sciences, Inc. | 10,466,183 | 1.5 | |||||||||||
2,637 | Intuitive Surgical, Inc. | 1,440,224 | 0.2 | |||||||||||
76,105 | Johnson & Johnson | 7,817,506 | 1.2 | |||||||||||
13,326 | McKesson Corp. | 2,628,287 | 0.4 | |||||||||||
61,746 | @ | Medtronic PLC | 4,749,502 | 0.7 | ||||||||||
191,420 | Merck & Co., Inc. | 10,110,804 | 1.5 | |||||||||||
384,064 | Pfizer, Inc. | 12,397,586 | 1.8 | |||||||||||
7,400 | Shire PLC ADR | 1,517,000 | 0.2 | |||||||||||
76,585 | UnitedHealth Group, Inc. | 9,009,459 | 1.3 | |||||||||||
39,400 | Waters Corp. | 5,302,452 | 0.8 | |||||||||||
98,976,571 | 14.7 |
See Accompanying Notes to Financial Statements
1 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: 10.1% | ||||||||||||||
4,691 | 3M Co. | 706,652 | 0.1 | |||||||||||
73,815 | ADT Corp. | 2,434,419 | 0.4 | |||||||||||
57,644 | Boeing Co. | 8,334,746 | 1.2 | |||||||||||
73,752 | Danaher Corp. | 6,850,086 | 1.0 | |||||||||||
116,703 | Delta Air Lines, Inc. | 5,915,675 | 0.9 | |||||||||||
46,400 | General Dynamics Corp. | 6,373,504 | 0.9 | |||||||||||
271,815 | General Electric Co. | 8,467,037 | 1.2 | |||||||||||
35,049 | Hubbell, Inc. | 3,541,351 | 0.5 | |||||||||||
63,194 | Masco Corp. | 1,788,390 | 0.3 | |||||||||||
14,830 | Northrop Grumman Corp. | 2,800,052 | 0.4 | |||||||||||
60,000 | Quanta Services, Inc. | 1,215,000 | 0.2 | |||||||||||
19,612 | Robert Half International, Inc. | 924,510 | 0.1 | |||||||||||
28,038 | Roper Technologies, Inc. | 5,321,332 | 0.8 | |||||||||||
20,448 | Snap-On, Inc. | 3,505,400 | 0.5 | |||||||||||
122,794 | Southwest Airlines Co. | 5,287,510 | 0.8 | |||||||||||
10,000 | Stanley Black & Decker, Inc. | 1,067,300 | 0.2 | |||||||||||
90,977 | Textron, Inc. | 3,821,944 | 0.6 | |||||||||||
68,354,908 | 10.1 | |||||||||||||
Information Technology: 20.5% | ||||||||||||||
52,488 | Activision Blizzard, Inc. | 2,031,811 | 0.3 | |||||||||||
17,200 | Alphabet, Inc. - Class A | 13,381,772 | 2.0 | |||||||||||
11,864 | Alphabet, Inc. - Class C | 9,003,352 | 1.3 | |||||||||||
258,326 | Apple, Inc. | 27,191,395 | 4.0 | |||||||||||
11,550 | @ | Avago Technologies Ltd. | 1,676,483 | 0.2 | ||||||||||
381,944 | Cisco Systems, Inc. | 10,371,689 | 1.5 | |||||||||||
60,000 | Cognizant Technology Solutions Corp. | 3,601,200 | 0.5 | |||||||||||
45,923 | CSRA, Inc. | 1,377,690 | 0.2 | |||||||||||
59,985 | @ | Electronic Arts, Inc. | 4,122,169 | 0.6 | ||||||||||
42,124 | F5 Networks, Inc. | 4,084,343 | 0.6 | |||||||||||
62,568 | Facebook, Inc. | 6,548,367 | 1.0 | |||||||||||
9,260 | @ | International Business Machines Corp. | 1,274,361 | 0.2 | ||||||||||
322,000 | Intel Corp. | 11,092,900 | 1.6 | |||||||||||
17,326 | Mastercard, Inc. | 1,686,859 | 0.3 | |||||||||||
112,385 | L | Microchip Technology, Inc. | 5,230,398 | 0.8 | ||||||||||
323,511 | Microsoft Corp. | 17,948,390 | 2.7 | |||||||||||
120,651 | NetApp, Inc. | 3,200,871 | 0.5 | |||||||||||
13,284 | NXP Semiconductor NV - NXPI - US | 1,119,177 | 0.2 | |||||||||||
35,817 | Oracle Corp. | 1,308,395 | 0.2 | |||||||||||
38,374 | Red Hat, Inc. | 3,177,751 | 0.5 | |||||||||||
34,326 | Seagate Technology | 1,258,391 | 0.2 | |||||||||||
44,841 | Visa, Inc. - Class A | 3,477,420 | 0.5 | |||||||||||
67,632 | Western Digital Corp. | 4,061,302 | 0.6 | |||||||||||
138,226,486 | 20.5 | |||||||||||||
Materials: 2.6% | ||||||||||||||
80,000 | Crown Holdings, Inc. | 4,056,000 | 0.6 | |||||||||||
22,062 | Dow Chemical Co. | 1,135,752 | 0.2 | |||||||||||
38,735 | Eastman Chemical Co. | 2,615,000 | 0.4 | |||||||||||
148,123 | International Paper Co. | 5,584,237 | 0.8 | |||||||||||
49,814 | @ | LyondellBasell Industries NV - Class A | 4,328,836 | 0.6 | ||||||||||
17,719,825 | 2.6 | |||||||||||||
Telecommunication Services: 2.6% | ||||||||||||||
308,560 | AT&T, Inc. | 10,617,549 | 1.6 | |||||||||||
144,880 | Verizon Communications, Inc. | 6,696,354 | 1.0 | |||||||||||
17,313,903 | 2.6 | |||||||||||||
Utilities: 3.1% | ||||||||||||||
99,890 | American Electric Power Co., Inc. | 5,820,590 | 0.9 | |||||||||||
20,500 | Consolidated Edison, Inc. | 1,317,535 | 0.2 | |||||||||||
63,666 | DTE Energy Co. | 5,105,377 | 0.8 | |||||||||||
85,260 | PG&E Corp. | 4,534,979 | 0.7 | |||||||||||
25,000 | @ | Public Service Enterprise Group, Inc. | 967,250 | 0.1 | ||||||||||
84,478 | @ | Xcel Energy, Inc. | 3,033,605 | 0.4 | ||||||||||
20,779,336 | 3.1 | |||||||||||||
Total Common Stock (Cost $598,246,217) | 667,064,908 | 98.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.4% | ||||||||||||||
Securities Lending Collateralcc: 1.1% | ||||||||||||||
1,767,931 | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $1,767,997, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $1,803,290, due 01/15/16-04/01/51) | 1,767,931 | 0.3 | |||||||||||
1,767,931 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $1,767,991, collateralized by various U.S. Government Agency Obligations, 3.000%-4.500%, Market Value plus accrued interest $1,803,290, due 11/15/42-02/20/45) | 1,767,931 | 0.3 | |||||||||||
1,767,931 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,768,003, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,803,290, due 03/31/21-02/15/44) | 1,767,931 | 0.2 |
See Accompanying Notes to Financial Statements
2 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
1,767,931 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,767,995, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,803,289, due 01/15/16-10/20/65) | 1,767,931 | 0.3 | |||||||||||
372,132 | Royal Bank of Scotland PLC, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $372,144, collateralized by various U.S. Government Securities, 0.074%-3.250%, Market Value plus accrued interest $379,577, due 07/31/16-11/15/23) | 372,132 | 0.0 | |||||||||||
7,443,856 | 1.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.3% | ||||||||||||||
9,012,715 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $9,012,715) | 9,012,715 | 1.3 | ||||||||||||
Total Short-Term Investments (Cost $16,456,571) | 16,456,571 | 2.4 | ||||||||||||
Total Investments in Securities (Cost $614,702,788) | $ | 683,521,479 | 101.3 | |||||||||||
Liabilities in Excess of Other Assets | (8,575,005 | ) | (1.3 | ) | ||||||||||
Net Assets | $ | 674,946,474 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $615,431,770.
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 95,128,970 | ||
Gross Unrealized Depreciation | (27,039,261 | ) | ||
Net Unrealized Appreciation | $ | 68,089,709 |
See Accompanying Notes to Financial Statements
3 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 13.5% | ||||||||||||||
72,027 | AMC Networks, Inc. | 5,378,976 | 0.9 | |||||||||||
214,351 | L | American Eagle Outfitters | 3,322,441 | 0.5 | ||||||||||
87,431 | Big Lots, Inc. | 3,369,591 | 0.5 | |||||||||||
85,347 | Cheesecake Factory | 3,935,350 | 0.6 | |||||||||||
18,082 | Cinemark Holdings, Inc. | 604,481 | 0.1 | |||||||||||
29,887 | @,L | Cracker Barrel Old Country Store | 3,790,568 | 0.6 | ||||||||||
91,958 | Dana Holding Corp. | 1,269,020 | 0.2 | |||||||||||
47,519 | Domino's Pizza, Inc. | 5,286,489 | 0.9 | |||||||||||
79,668 | Foot Locker, Inc. | 5,185,590 | 0.8 | |||||||||||
269,848 | Gentex Corp. | 4,320,266 | 0.7 | |||||||||||
46,174 | Hasbro, Inc. | 3,110,281 | 0.5 | |||||||||||
70,677 | International Speedway Corp. | 2,383,228 | 0.4 | |||||||||||
63,407 | Jack in the Box, Inc. | 4,863,951 | 0.8 | |||||||||||
137,721 | @ | Jarden Corp. | 7,866,624 | 1.3 | ||||||||||
143,366 | L | JC Penney Co., Inc. | 954,818 | 0.2 | ||||||||||
33,440 | Lear Corp. | 4,107,435 | 0.7 | |||||||||||
270,819 | LKQ Corp. | 8,024,367 | 1.3 | |||||||||||
1,924 | NVR, Inc. | 3,161,132 | 0.5 | |||||||||||
9,481 | @ | Polaris Industries, Inc. | 814,892 | 0.1 | ||||||||||
97,484 | @ | Skechers USA, Inc. | 2,944,992 | 0.5 | ||||||||||
40,658 | @ | Thor Industries, Inc. | 2,282,947 | 0.4 | ||||||||||
59,800 | Toll Brothers, Inc. | 1,991,340 | 0.3 | |||||||||||
22,232 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 4,112,920 | 0.7 | ||||||||||
83,081,699 | 13.5 | |||||||||||||
Consumer Staples: 4.2% | ||||||||||||||
26,757 | Casey's General Stores, Inc. | 3,222,881 | 0.5 | |||||||||||
17,212 | Church & Dwight Co., Inc. | 1,460,955 | 0.2 | |||||||||||
199,669 | Dean Foods Co. | 3,424,323 | 0.6 | |||||||||||
250,590 | Flowers Foods, Inc. | 5,385,179 | 0.9 | |||||||||||
41,285 | @ | Ingredion, Inc. | 3,956,754 | 0.6 | ||||||||||
80,157 | @ | Pinnacle Foods, Inc. | 3,403,466 | 0.5 | ||||||||||
15,536 | L | Tootsie Roll Industries, Inc. | 490,782 | 0.1 | ||||||||||
53,626 | TreeHouse Foods, Inc. | 4,207,496 | 0.7 | |||||||||||
14,968 | WhiteWave Foods Co. | 582,405 | 0.1 | |||||||||||
26,134,241 | 4.2 | |||||||||||||
Energy: 2.7% | ||||||||||||||
94,075 | Atwood Oceanics, Inc. | 962,387 | 0.2 | |||||||||||
128,817 | California Resources Corp. | 300,144 | 0.0 | |||||||||||
72,698 | @ | Dril-Quip, Inc. | 4,305,903 | 0.7 | ||||||||||
51,069 | EQT Corp. | 2,662,227 | 0.4 | |||||||||||
35,364 | @ | HollyFrontier Corp. | 1,410,670 | 0.2 | ||||||||||
104,906 | L | Noble Corp. PLC | 1,106,758 | 0.2 | ||||||||||
275,209 | @ | Patterson-UTI Energy, Inc. | 4,150,152 | 0.7 | ||||||||||
70,175 | L | SM Energy Co. | 1,379,640 | 0.2 | ||||||||||
75,269 | WPX Energy, Inc. | 432,044 | 0.1 | |||||||||||
16,709,925 | 2.7 | |||||||||||||
Financials: 26.2% | ||||||||||||||
19,635 | Affiliated Managers Group, Inc. | 3,136,888 | 0.5 | |||||||||||
92,185 | @ | Alexander & Baldwin, Inc. | 3,255,052 | 0.5 | ||||||||||
2,075 | Alleghany Corp. | 991,705 | 0.2 | |||||||||||
58,609 | Arthur J. Gallagher & Co. | 2,399,452 | 0.4 | |||||||||||
55,084 | Aspen Insurance Holdings Ltd. | 2,660,557 | 0.4 | |||||||||||
79,809 | Bancorpsouth, Inc. | 1,914,618 | 0.3 | |||||||||||
71,020 | Brixmor Property Group, Inc. | 1,833,736 | 0.3 | |||||||||||
21,277 | Care Capital Properties, Inc. | 650,438 | 0.1 | |||||||||||
37,123 | @ | Communications Sales & Leasing, Inc. | 693,829 | 0.1 | ||||||||||
142,965 | Corporate Office Properties Trust SBI MD | 3,120,926 | 0.5 | |||||||||||
238,017 | DDR Corp. | 4,008,206 | 0.7 | |||||||||||
51,569 | Endurance Specialty Holdings Ltd. | 3,299,900 | 0.5 | |||||||||||
36,062 | Everest Re Group Ltd. | 6,602,592 | 1.1 | |||||||||||
28,517 | Extra Space Storage, Inc. | 2,515,485 | 0.4 | |||||||||||
7,779 | @ | Federal Realty Investment Trust | 1,136,512 | 0.2 | ||||||||||
146,865 | First American Financial Corp. | 5,272,453 | 0.9 | |||||||||||
53,084 | @ | FirstMerit Corp. | 990,017 | 0.2 | ||||||||||
133,231 | @ | Gaming and Leisure Properties, Inc. | 3,703,822 | 0.6 | ||||||||||
52,219 | @ | Hanover Insurance Group, Inc. | 4,247,493 | 0.7 | ||||||||||
69,448 | Highwoods Properties, Inc. | 3,027,933 | 0.5 | |||||||||||
82,390 | @ | Hospitality Properties Trust | 2,154,498 | 0.3 | ||||||||||
144,768 | Huntington Bancshares, Inc. | 1,601,134 | 0.3 | |||||||||||
24,676 | Jones Lang LaSalle, Inc. | 3,944,705 | 0.6 | |||||||||||
309,628 | @ | Keycorp | 4,083,993 | 0.7 | ||||||||||
131,714 | LaSalle Hotel Properties | 3,313,924 | 0.5 | |||||||||||
72,408 | Lazard Ltd. | 3,259,084 | 0.5 | |||||||||||
182,027 | Liberty Property Trust | 5,651,938 | 0.9 | |||||||||||
5,564 | MarketAxess Holdings, Inc. | 620,887 | 0.1 | |||||||||||
78,766 | Mid-America Apartment Communities, Inc. | 7,152,740 | 1.2 | |||||||||||
37,994 | L | New York Community Bancorp., Inc. | 620,062 | 0.1 | ||||||||||
133,144 | PacWest Bancorp | 5,738,506 | 0.9 | |||||||||||
86,142 | Primerica, Inc. | 4,068,487 | 0.7 | |||||||||||
74,005 | Prosperity Bancshares, Inc. | 3,541,879 | 0.6 | |||||||||||
25,783 | @ | Raymond James Financial, Inc. | 1,494,641 | 0.2 | ||||||||||
43,110 | Reinsurance Group of America, Inc. | 3,688,061 | 0.6 | |||||||||||
42,240 | RenaissanceRe Holdings Ltd. | 4,781,146 | 0.8 | |||||||||||
81,305 | SEI Investments Co. | 4,260,382 | 0.7 | |||||||||||
47,721 | Signature Bank | 7,318,970 | 1.2 | |||||||||||
229,490 | SLM Corp. | 1,496,275 | 0.2 | |||||||||||
105,488 | @ | Stifel Financial Corp. | 4,468,472 | 0.7 | ||||||||||
46,925 | @ | SVB Financial Group | 5,579,383 | 0.9 |
See Accompanying Notes to Financial Statements
4 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
25,773 | @ | Synovus Financial Corp. | 834,530 | 0.1 | ||||||||||
65,306 | @ | Taubman Centers, Inc. | 5,010,276 | 0.8 | ||||||||||
28,947 | UDR, Inc. | 1,087,539 | 0.2 | |||||||||||
55,680 | Urban Edge Properties | 1,305,696 | 0.2 | |||||||||||
87,594 | Validus Holdings Ltd. | 4,054,726 | 0.7 | |||||||||||
102,449 | Waddell & Reed Financial, Inc. | 2,936,188 | 0.5 | |||||||||||
58,687 | @ | Webster Financial Corp. | 2,182,570 | 0.4 | ||||||||||
148,994 | @ | Weingarten Realty Investors | 5,152,213 | 0.8 | ||||||||||
412,017 | WP GLIMCHER, Inc. | 4,371,500 | 0.7 | |||||||||||
161,236,019 | 26.2 | |||||||||||||
Health Care: 9.6% | ||||||||||||||
38,730 | @ | Abiomed, Inc. | 3,496,544 | 0.6 | ||||||||||
7,147 | Bio-Rad Laboratories, Inc. | 991,003 | 0.2 | |||||||||||
99,192 | @ | Centene Corp. | 6,527,825 | 1.1 | ||||||||||
49,943 | Charles River Laboratories International, Inc. | 4,014,918 | 0.6 | |||||||||||
50,052 | @ | Community Health Systems, Inc. | 1,327,880 | 0.2 | ||||||||||
56,447 | Health Net, Inc. | 3,864,362 | 0.6 | |||||||||||
46,707 | Hill-Rom Holdings, Inc. | 2,244,738 | 0.4 | |||||||||||
196,031 | Hologic, Inc. | 7,584,439 | 1.2 | |||||||||||
41,546 | Mednax, Inc. | 2,977,186 | 0.5 | |||||||||||
21,858 | @ | Mettler Toledo International, Inc. | 7,412,704 | 1.2 | ||||||||||
58,192 | L | Molina Healthcare, Inc. | 3,499,085 | 0.6 | ||||||||||
17,316 | @ | Owens & Minor, Inc. | 623,030 | 0.1 | ||||||||||
31,545 | Quintiles Transnational Holdings, Inc. | 2,165,880 | 0.3 | |||||||||||
14,530 | Resmed, Inc. | 780,116 | 0.1 | |||||||||||
80,955 | STERIS PLC | 6,099,150 | 1.0 | |||||||||||
10,194 | United Therapeutics Corp. | 1,596,482 | 0.2 | |||||||||||
53,287 | @ | WellCare Health Plans, Inc. | 4,167,576 | 0.7 | ||||||||||
59,372,918 | 9.6 | |||||||||||||
Industrials: 15.7% | ||||||||||||||
5,258 | @ | Acuity Brands, Inc. | 1,229,320 | 0.2 | ||||||||||
124,801 | @ | Aecom Technology Corp. | 3,747,774 | 0.6 | ||||||||||
55,598 | Alaska Air Group, Inc. | 4,476,195 | 0.7 | |||||||||||
76,298 | @ | Ametek, Inc. | 4,088,810 | 0.7 | ||||||||||
60,607 | Carlisle Cos., Inc. | 5,375,235 | 0.9 | |||||||||||
54,690 | Clarcor, Inc. | 2,716,999 | 0.4 | |||||||||||
5,200 | Deluxe Corp. | 283,608 | 0.0 | |||||||||||
60,050 | Fortune Brands Home & Security, Inc. | 3,332,775 | 0.5 | |||||||||||
61,337 | Hubbell, Inc. | 6,197,491 | 1.0 | |||||||||||
18,585 | Huntington Ingalls Industries, Inc. | 2,357,507 | 0.4 | |||||||||||
230,256 | JetBlue Airways Corp. | 5,215,298 | 0.8 | |||||||||||
10,935 | KLX, Inc. | 336,689 | 0.1 | |||||||||||
10,297 | Lennox International, Inc. | 1,286,095 | 0.2 | |||||||||||
100,228 | Lincoln Electric Holdings, Inc. | 5,200,831 | 0.8 | |||||||||||
67,837 | @ | Manpower, Inc. | 5,717,981 | 0.9 | ||||||||||
471,121 | @ | Mueller Water Products, Inc. | 4,051,641 | 0.7 | ||||||||||
72,360 | Orbital ATK, Inc. | 6,464,642 | 1.1 | |||||||||||
58,266 | Regal-Beloit Corp. | 3,409,726 | 0.6 | |||||||||||
22,568 | Roper Technologies, Inc. | 4,283,181 | 0.7 | |||||||||||
49,268 | Teledyne Technologies, Inc. | 4,370,072 | 0.7 | |||||||||||
65,188 | Toro Co. | 4,763,287 | 0.8 | |||||||||||
8,029 | @ | Towers Watson & Co. | 1,031,405 | 0.2 | ||||||||||
121,953 | @ | Trinity Industries, Inc. | 2,929,311 | 0.5 | ||||||||||
80,195 | @,L | United States Steel Corp. | 639,956 | 0.1 | ||||||||||
59,421 | Wabtec Corp. | 4,226,022 | 0.7 | |||||||||||
123,934 | Waste Connections, Inc. | 6,979,963 | 1.1 | |||||||||||
34,364 | @ | Woodward, Inc. | 1,706,516 | 0.3 | ||||||||||
96,418,330 | 15.7 | |||||||||||||
Information Technology: 16.3% | ||||||||||||||
78,519 | @ | Ansys, Inc. | 7,263,008 | 1.2 | ||||||||||
55,984 | @ | ARRIS Group, Inc. | 1,711,431 | 0.3 | ||||||||||
19,661 | Arrow Electronics, Inc. | 1,065,233 | 0.2 | |||||||||||
51,752 | Broadridge Financial Solutions, Inc. ADR | 2,780,635 | 0.4 | |||||||||||
331,851 | Brocade Communications Systems, Inc. | 3,046,392 | 0.5 | |||||||||||
20,284 | CDK Global, Inc. | 962,882 | 0.1 | |||||||||||
25,528 | @ | Commvault Systems, Inc. | 1,004,527 | 0.2 | ||||||||||
50,207 | CoreLogic, Inc. | 1,700,009 | 0.3 | |||||||||||
349,531 | Cypress Semiconductor Corp. | 3,428,899 | 0.6 | |||||||||||
38,701 | F5 Networks, Inc. | 3,752,449 | 0.6 | |||||||||||
6,831 | Fair Isaac Corp. | 643,344 | 0.1 | |||||||||||
155,437 | Fortinet, Inc. | 4,844,971 | 0.8 | |||||||||||
6,850 | Gartner, Inc. | 621,295 | 0.1 | |||||||||||
10,726 | Global Payments, Inc. | 691,934 | 0.1 | |||||||||||
142,498 | Ingram Micro, Inc. | 4,329,089 | 0.7 | |||||||||||
213,505 | Integrated Device Technology, Inc. | 5,625,857 | 0.9 | |||||||||||
46,082 | InterDigital, Inc. | 2,259,861 | 0.4 | |||||||||||
211,244 | Intersil Corp. | 2,695,474 | 0.4 | |||||||||||
23,084 | @ | j2 Global, Inc. | 1,900,275 | 0.3 | ||||||||||
78,019 | Manhattan Associates, Inc. | 5,162,517 | 0.8 | |||||||||||
90,945 | L | Microchip Technology, Inc. | 4,232,580 | 0.7 | ||||||||||
117,486 | @ | National Instruments Corp. | 3,370,673 | 0.5 | ||||||||||
134,115 | L | NeuStar, Inc. | 3,214,737 | 0.5 | ||||||||||
75,067 | Plantronics, Inc. | 3,559,677 | 0.6 | |||||||||||
279,299 | Polycom, Inc. | 3,516,374 | 0.6 | |||||||||||
50,658 | Red Hat, Inc. | 4,194,989 | 0.7 | |||||||||||
21,783 | Science Applications International Corp. | 997,226 | 0.2 | |||||||||||
50,344 | SolarWinds, Inc. | 2,965,262 | 0.5 | |||||||||||
13,322 | Synopsys, Inc. | 607,616 | 0.1 | |||||||||||
46,440 | Tech Data Corp. | 3,082,687 | 0.5 | |||||||||||
33,248 | Tyler Technologies, Inc. | 5,795,791 | 0.9 | |||||||||||
33,671 | Ultimate Software Group, Inc. | 6,583,017 | 1.1 | |||||||||||
28,975 | WEX, Inc. | 2,561,390 | 0.4 | |||||||||||
100,172,101 | 16.3 | |||||||||||||
Materials: 5.9% | ||||||||||||||
26,600 | Albemarle Corp. | 1,489,866 | 0.3 | |||||||||||
5,532 | Ashland, Inc. | 568,136 | 0.1 | |||||||||||
62,440 | Carpenter Technology Corp. | 1,890,059 | 0.3 | |||||||||||
87,275 | Chemours Co. | 467,794 | 0.1 |
See Accompanying Notes to Financial Statements
5 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
326,066 | Commercial Metals Co. | 4,463,844 | 0.7 | |||||||||||
73,271 | Crown Holdings, Inc. | 3,714,840 | 0.6 | |||||||||||
51,818 | Minerals Technologies, Inc. | 2,376,373 | 0.4 | |||||||||||
209,710 | Olin Corp. | 3,619,595 | 0.6 | |||||||||||
104,099 | Packaging Corp. of America | 6,563,442 | 1.1 | |||||||||||
42,955 | Reliance Steel & Aluminum Co. | 2,487,524 | 0.4 | |||||||||||
23,304 | Royal Gold, Inc. | 849,897 | 0.1 | |||||||||||
318,359 | @ | Steel Dynamics, Inc. | 5,689,075 | 0.9 | ||||||||||
67,951 | @ | Worthington Industries, Inc. | 2,048,043 | 0.3 | ||||||||||
36,228,488 | 5.9 | |||||||||||||
Utilities: 4.5% | ||||||||||||||
60,683 | Cleco Corp. | 3,168,259 | 0.5 | |||||||||||
52,982 | DTE Energy Co. | 4,248,627 | 0.7 | |||||||||||
24,158 | @ | Idacorp, Inc. | 1,642,744 | 0.3 | ||||||||||
173,236 | OGE Energy Corp. | 4,554,374 | 0.7 | |||||||||||
102,622 | ONE Gas, Inc. | 5,148,546 | 0.8 | |||||||||||
9,912 | Pinnacle West Capital Corp. | 639,126 | 0.1 | |||||||||||
66,183 | @ | Questar Corp. | 1,289,245 | 0.2 | ||||||||||
248,591 | Talen Energy Corp. | 1,548,722 | 0.3 | |||||||||||
149,748 | @ | UGI Corp. | 5,055,492 | 0.8 | ||||||||||
8,678 | WGL Holdings, Inc. | 546,627 | 0.1 | |||||||||||
27,841,762 | 4.5 | |||||||||||||
Total Common Stock (Cost $580,605,299) | 607,195,483 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.5% | ||||||||||||||
Securities Lending Collateralcc: 3.1% | ||||||||||||||
3,687,618 | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $3,687,743, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $3,761,371, due 06/09/16-05/20/45) | 3,687,618 | 0.6 | |||||||||||
4,615,205 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $4,615,392, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $4,707,510, due 03/31/21-02/15/44) | 4,615,205 | 0.8 | |||||||||||
4,615,205 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $4,615,362, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $4,707,509, due 04/01/24-04/20/65) | 4,615,205 | 0.7 | |||||||||||
4,615,205 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $4,615,372, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,707,509, due 01/15/16-10/20/65) | 4,615,205 | 0.7 | |||||||||||
1,899,034 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,899,119, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,938,410, due 01/15/17-02/15/42) | 1,899,034 | 0.3 | |||||||||||
19,432,267 | 3.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.4% | ||||||||||||||
8,436,608 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $8,436,608) | 8,436,608 | 1.4 | ||||||||||||
Total Short-Term Investments (Cost $27,868,875) | 27,868,875 | 4.5 | ||||||||||||
Total Investments in Securities (Cost $608,474,174) | $ | 635,064,358 | 103.1 | |||||||||||
Liabilities in Excess of Other Assets | (19,093,131 | ) | (3.1 | ) | ||||||||||
Net Assets | $ | 615,971,227 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
See Accompanying Notes to Financial Statements
6 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 (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 December 31, 2015. |
Cost for federal income tax purposes is $608,843,299. | ||||
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 66,482,481 | ||
Gross Unrealized Depreciation | (40,261,422 | ) | ||
Net Unrealized Appreciation | $ | 26,221,059 |
See Accompanying Notes to Financial Statements
7 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.5% | ||||||||||||||
Consumer Discretionary: 14.0% | ||||||||||||||
29,188 | Arctic Cat, Inc. | 478,099 | 0.2 | |||||||||||
20,770 | Bright Horizons Family Solutions, Inc. | 1,387,436 | 0.5 | |||||||||||
19,555 | Caleres, Inc. | 524,465 | 0.2 | |||||||||||
112,992 | Callaway Golf Co. | 1,064,385 | 0.4 | |||||||||||
16,704 | Cheesecake Factory | 770,221 | 0.3 | |||||||||||
38,485 | Childrens Place Retail Stores, Inc. | 2,124,372 | 0.8 | |||||||||||
39,272 | Cinemark Holdings, Inc. | 1,312,863 | 0.5 | |||||||||||
14,178 | @ | Express, Inc. | 244,996 | 0.1 | ||||||||||
41,339 | Finish Line, Inc. | 747,409 | 0.3 | |||||||||||
6,416 | Fred's, Inc. | 105,030 | 0.0 | |||||||||||
8,743 | @ | Gentherm, Inc. | 414,418 | 0.1 | ||||||||||
2,084 | @ | G-III Apparel Group Ltd. | 92,238 | 0.0 | ||||||||||
22,157 | Haverty Furniture Cos., Inc. | 475,046 | 0.2 | |||||||||||
25,997 | @ | Helen of Troy Ltd. | 2,450,217 | 0.9 | ||||||||||
10,323 | L | Hibbett Sporting Goods, Inc. | 312,168 | 0.1 | ||||||||||
34,724 | L | Interval Leisure Group, Inc. | 542,042 | 0.2 | ||||||||||
17,860 | Jack in the Box, Inc. | 1,370,041 | 0.5 | |||||||||||
80,112 | La-Z-Boy, Inc. | 1,956,335 | 0.7 | |||||||||||
2,391 | Lithia Motors, Inc. | 255,048 | 0.1 | |||||||||||
8,539 | @ | Lumber Liquidators Holdings, Inc. | 148,237 | 0.1 | ||||||||||
53,509 | M/I Homes, Inc. | 1,172,917 | 0.4 | |||||||||||
33,964 | Marriott Vacations Worldwide Corp. | 1,934,250 | 0.7 | |||||||||||
2,437 | @ | Men's Wearhouse, Inc. | 35,775 | 0.0 | ||||||||||
35,543 | Monro Muffler Brake, Inc. | 2,353,657 | 0.9 | |||||||||||
33,239 | @ | Movado Group, Inc. | 854,575 | 0.3 | ||||||||||
6,450 | @ | Nutri/System, Inc. | 139,578 | 0.1 | ||||||||||
20,096 | L | Outerwall, Inc. | 734,308 | 0.3 | ||||||||||
37,195 | Papa John's International, Inc. | 2,078,085 | 0.8 | |||||||||||
6,302 | Perry Ellis International, Inc. | 116,083 | 0.0 | |||||||||||
6,233 | L | PetMed Express, Inc. | 106,834 | 0.0 | ||||||||||
38,562 | Pool Corp. | 3,115,038 | 1.1 | |||||||||||
23,660 | Red Robin Gourmet Burgers, Inc. | 1,460,768 | 0.5 | |||||||||||
58,389 | @ | Ruth's Hospitality Group, Inc. | 929,553 | 0.3 | ||||||||||
14,970 | Standard Motor Products, Inc. | 569,608 | 0.2 | |||||||||||
31,440 | Sturm Ruger & Co., Inc. | 1,874,138 | 0.7 | |||||||||||
23,910 | Unifi, Inc. | 673,067 | 0.2 | |||||||||||
3,328 | Universal Electronics, Inc. | 170,893 | 0.1 | |||||||||||
13,458 | @ | Vail Resorts, Inc. | 1,722,489 | 0.6 | ||||||||||
21,517 | VOXX International Corp. | 113,179 | 0.0 | |||||||||||
78,704 | @ | Wolverine World Wide, Inc. | 1,315,144 | 0.5 | ||||||||||
20,255 | @ | Zumiez, Inc. | 306,256 | 0.1 | ||||||||||
38,551,261 | 14.0 | |||||||||||||
Consumer Staples: 2.3% | ||||||||||||||
15,338 | L | Cal-Maine Foods, Inc. | 710,763 | 0.3 | ||||||||||
2,967 | Casey's General Stores, Inc. | 357,375 | 0.1 | |||||||||||
13,429 | @ | Darling International, Inc. | 141,273 | 0.0 | ||||||||||
11,888 | Flowers Foods, Inc. | 255,473 | 0.1 | |||||||||||
8,503 | Inter Parfums, Inc. | 202,542 | 0.1 | |||||||||||
4,885 | @ | Medifast, Inc. | 148,406 | 0.1 | ||||||||||
36,143 | @ | Pinnacle Foods, Inc. | 1,534,632 | 0.6 | ||||||||||
2,837 | Prestige Brands Holdings, Inc. | 146,049 | 0.0 | |||||||||||
29,671 | L | Sanderson Farms, Inc. | 2,300,096 | 0.8 | ||||||||||
7,256 | SpartanNash Co. | 157,020 | 0.1 | |||||||||||
5,190 | @ | Universal Corp. | 291,055 | 0.1 | ||||||||||
6,244,684 | 2.3 | |||||||||||||
Energy: 3.1% | ||||||||||||||
59,928 | Approach Resources, Inc. | 110,268 | 0.0 | |||||||||||
10,483 | Archrock, Inc. | 78,832 | 0.0 | |||||||||||
7,986 | Bristow Group, Inc. | 206,837 | 0.1 | |||||||||||
59,828 | Carrizo Oil & Gas, Inc. | 1,769,712 | 0.6 | |||||||||||
146,528 | @,L | Cloud Peak Energy, Inc. | 304,778 | 0.1 | ||||||||||
22,467 | @ | Dril-Quip, Inc. | 1,330,721 | 0.5 | ||||||||||
5,241 | @ | Exterran Corp. | 84,118 | 0.0 | ||||||||||
4,738 | Geospace Technologies Corp. | 66,664 | 0.0 | |||||||||||
31,083 | Green Plains Renewable Energy, Inc. | 711,801 | 0.3 | |||||||||||
53,523 | @,L | Hornbeck Offshore Services, Inc. | 532,019 | 0.2 | ||||||||||
40,448 | L | Northern Oil And Gas, Inc. | 156,129 | 0.0 | ||||||||||
89,890 | @ | Pioneer Energy Services Corp. | 195,061 | 0.1 | ||||||||||
23,947 | @ | Rex Stores Corp. | 1,294,814 | 0.5 | ||||||||||
7,975 | @ | Tesco Corp. | 57,739 | 0.0 | ||||||||||
67,450 | Tetra Technologies, Inc. | 507,224 | 0.2 | |||||||||||
87,827 | Unit Corp. | 1,071,489 | 0.4 | |||||||||||
10,744 | @ | US Silica Holdings, Inc. | 201,235 | 0.1 | ||||||||||
8,679,441 | 3.1 | |||||||||||||
Financials: 22.9% | ||||||||||||||
39,210 | American Equity Investment Life Holding Co. | 942,216 | 0.3 | |||||||||||
35,148 | Amerisafe, Inc. | 1,789,033 | 0.7 | |||||||||||
55,513 | @ | BBCN Bancorp, Inc. | 955,934 | 0.3 | ||||||||||
38,156 | L | BofI Holding, Inc. | 803,184 | 0.3 | ||||||||||
55,390 | @ | Brookline Bancorp., Inc. | 636,985 | 0.2 | ||||||||||
31,075 | Cedar Shopping Centers, Inc. | 220,011 | 0.1 | |||||||||||
46,139 | @ | Central Pacific Financial Corp. | 1,015,981 | 0.4 | ||||||||||
26,461 | Chesapeake Lodging Trust | 665,759 | 0.2 | |||||||||||
9,833 | Community Bank System, Inc. | 392,730 | 0.1 | |||||||||||
39,092 | Coresite Realty Corp. | 2,217,298 | 0.8 | |||||||||||
10,262 | CubeSmart | 314,222 | 0.1 | |||||||||||
41,940 | DCT Industrial Trust, Inc. | 1,567,298 | 0.6 | |||||||||||
138,414 | @ | DiamondRock Hospitality Co. | 1,335,695 | 0.5 | ||||||||||
12,757 | EastGroup Properties, Inc. | 709,417 | 0.3 |
See Accompanying Notes to Financial Statements
8 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
25,884 | @ | Employers Holdings, Inc. | 706,633 | 0.3 | ||||||||||
42,543 | L | Encore Capital Group, Inc. | 1,237,150 | 0.4 | ||||||||||
10,356 | EPR Properties | 605,308 | 0.2 | |||||||||||
46,052 | Evercore Partners, Inc. | 2,490,032 | 0.9 | |||||||||||
47,084 | L | Financial Engines, Inc. | 1,585,318 | 0.6 | ||||||||||
38,883 | First American Financial Corp. | 1,395,900 | 0.5 | |||||||||||
23,643 | @ | Great Western Bancorp, Inc. | 686,120 | 0.2 | ||||||||||
32,712 | L | HCI Group, Inc. | 1,140,013 | 0.4 | ||||||||||
87,757 | Healthcare Realty Trust, Inc. | 2,485,278 | 0.9 | |||||||||||
5,852 | @ | HFF, Inc. | 181,822 | 0.1 | ||||||||||
37,662 | Highwoods Properties, Inc. | 1,642,063 | 0.6 | |||||||||||
6,243 | Home Bancshares, Inc. | 252,966 | 0.1 | |||||||||||
8,369 | @ | Horace Mann Educators Corp. | 277,683 | 0.1 | ||||||||||
19,243 | @ | Infinity Property & Casualty Corp. | 1,582,352 | 0.6 | ||||||||||
68,523 | Investors Bancorp, Inc. | 852,426 | 0.3 | |||||||||||
37,607 | Janus Capital Group, Inc. | 529,883 | 0.2 | |||||||||||
5,276 | LendingTree, Inc. | 471,041 | 0.2 | |||||||||||
8,242 | MarketAxess Holdings, Inc. | 919,725 | 0.3 | |||||||||||
74,933 | MB Financial, Inc. | 2,425,581 | 0.9 | |||||||||||
21,024 | @ | Medical Properties Trust, Inc. | 241,986 | 0.1 | ||||||||||
154,572 | @ | MGIC Investment Corp. | 1,364,871 | 0.5 | ||||||||||
18,211 | Northfield Bancorp, Inc./NJ | 289,919 | 0.1 | |||||||||||
15,557 | @ | OFG Bancorp | 113,877 | 0.0 | ||||||||||
54,837 | Oritani Financial Corp. | 904,811 | 0.3 | |||||||||||
29,162 | PacWest Bancorp | 1,256,882 | 0.5 | |||||||||||
19,343 | Pinnacle Financial Partners, Inc. | 993,456 | 0.4 | |||||||||||
18,165 | PRA Group, Inc. | 630,144 | 0.2 | |||||||||||
70,322 | PrivateBancorp, Inc. | 2,884,608 | 1.0 | |||||||||||
5,518 | ProAssurance Corp. | 267,789 | 0.1 | |||||||||||
8,664 | Provident Financial Services, Inc. | 174,580 | 0.1 | |||||||||||
26,518 | PS Business Parks, Inc. | 2,318,469 | 0.8 | |||||||||||
94,320 | @ | Radian Group, Inc. | 1,262,945 | 0.5 | ||||||||||
70,829 | Selective Insurance Group | 2,378,438 | 0.9 | |||||||||||
10,056 | Signature Bank | 1,542,289 | 0.6 | |||||||||||
5,916 | Simmons First National Corp. | 303,846 | 0.1 | |||||||||||
59,787 | Starwood Property Trust, Inc. | 1,229,221 | 0.4 | |||||||||||
137,676 | Sterling Bancorp/DE | 2,233,105 | 0.8 | |||||||||||
22,551 | @ | Summit Hotel Properties, Inc. | 269,484 | 0.1 | ||||||||||
6,805 | @ | SVB Financial Group | 809,115 | 0.3 | ||||||||||
112,462 | Talmer Bancorp, Inc. | 2,036,687 | 0.7 | |||||||||||
4,901 | @ | Texas Capital Bancshares, Inc. | 242,207 | 0.1 | ||||||||||
41,136 | The Geo Group, Inc. | 1,189,242 | 0.4 | |||||||||||
57,808 | @ | Trustco Bank Corp. | 354,941 | 0.1 | ||||||||||
6,911 | L | United Bankshares, Inc. | 255,638 | 0.1 | ||||||||||
20,033 | @ | Universal Insurance Holdings, Inc. | 464,365 | 0.2 | ||||||||||
20,749 | Walker & Dunlop, Inc. | 597,779 | 0.2 | |||||||||||
38,068 | @ | Webster Financial Corp. | 1,415,749 | 0.5 | ||||||||||
4,103 | L | World Acceptance Corp. | 152,221 | 0.1 | ||||||||||
63,211,721 | 22.9 | |||||||||||||
Health Care: 13.7% | ||||||||||||||
24,577 | @ | Abiomed, Inc. | 2,218,812 | 0.8 | ||||||||||
7,583 | Acorda Therapeutics, Inc. | 324,401 | 0.1 | |||||||||||
46,722 | @ | Affymetrix, Inc. | 471,425 | 0.2 | ||||||||||
53,155 | @ | Air Methods Corp. | 2,228,789 | 0.8 | ||||||||||
3,900 | Almost Family, Inc. | 149,097 | 0.1 | |||||||||||
68,771 | @ | AMN Healthcare Services, Inc. | 2,135,340 | 0.8 | ||||||||||
7,532 | @ | Analogic Corp. | 622,143 | 0.2 | ||||||||||
8,369 | Bio-Rad Laboratories, Inc. | 1,160,446 | 0.4 | |||||||||||
4,996 | @ | Cantel Medical Corp. | 310,451 | 0.1 | ||||||||||
1,817 | Chemed Corp. | 272,187 | 0.1 | |||||||||||
4,483 | L | Computer Programs & Systems, Inc. | 223,029 | 0.1 | ||||||||||
48,168 | @ | Cynosure, Inc. | 2,151,665 | 0.8 | ||||||||||
14,335 | L | Depomed, Inc. | 259,894 | 0.1 | ||||||||||
43,133 | Emergent Biosolutions, Inc. | 1,725,751 | 0.6 | |||||||||||
28,618 | @,L | Enanta Pharmaceuticals, Inc. | 944,966 | 0.3 | ||||||||||
38,206 | @ | Greatbatch, Inc. | 2,005,815 | 0.7 | ||||||||||
36,600 | Healthsouth Corp. | 1,274,046 | 0.5 | |||||||||||
12,049 | Impax Laboratories, Inc. | 515,215 | 0.2 | |||||||||||
14,449 | @,L | Lannett Co., Inc. | 579,694 | 0.2 | ||||||||||
90,914 | @ | Luminex Corp. | 1,944,650 | 0.7 | ||||||||||
50,835 | @ | Masimo Corp. | 2,110,161 | 0.8 | ||||||||||
6,755 | L | Medicines Co. | 252,232 | 0.1 | ||||||||||
2,894 | @ | Medidata Solutions, Inc. | 142,645 | 0.1 | ||||||||||
11,549 | Mednax, Inc. | 827,601 | 0.3 | |||||||||||
87,651 | @ | Merit Medical Systems, Inc. | 1,629,432 | 0.6 | ||||||||||
51,691 | @ | NuVasive, Inc. | 2,797,000 | 1.0 | ||||||||||
70,682 | @ | Omnicell, Inc. | 2,196,797 | 0.8 | ||||||||||
23,810 | @ | Owens & Minor, Inc. | 856,684 | 0.3 | ||||||||||
42,410 | Sagent Pharmaceuticals, Inc. | 674,743 | 0.2 | |||||||||||
127,973 | @ | Sangamo Biosciences, Inc. | 1,168,393 | 0.4 | ||||||||||
147,741 | Select Medical Holdings Corp. | 1,759,595 | 0.6 | |||||||||||
9,654 | @ | Supernus Pharmaceuticals, Inc. | 129,750 | 0.1 | ||||||||||
25,549 | @ | SurModics, Inc. | 517,878 | 0.2 | ||||||||||
27,153 | @ | Team Health Holdings, Inc. | 1,191,745 | 0.4 | ||||||||||
37,772,472 | 13.7 | |||||||||||||
Industrials: 17.0% | ||||||||||||||
72,669 | ABM Industries, Inc. | 2,068,886 | 0.7 | |||||||||||
89,477 | Actuant Corp. | 2,143,869 | 0.8 | |||||||||||
9,010 | @ | Allegiant Travel Co. | 1,512,148 | 0.5 | ||||||||||
20,206 | ArcBest Corp. | 432,206 | 0.2 | |||||||||||
48,944 | @ | Atlas Air Worldwide Holdings, Inc. | 2,023,345 | 0.7 | ||||||||||
58,918 | Barnes Group, Inc. | 2,085,108 | 0.8 | |||||||||||
46,822 | @ | Brady Corp. | 1,075,970 | 0.4 | ||||||||||
37,404 | @ | CIRCOR International, Inc. | 1,576,579 | 0.6 | ||||||||||
36,185 | Curtiss-Wright Corp. | 2,478,673 | 0.9 | |||||||||||
3,397 | Dycom Industries, Inc. | 237,654 | 0.1 | |||||||||||
7,385 | @ | EMCOR Group, Inc. | 354,775 | 0.1 | ||||||||||
4,422 | EnerSys | 247,322 | 0.1 |
See Accompanying Notes to Financial Statements
9 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
9,276 | @ | EnPro Industries, Inc. | 406,660 | 0.1 | ||||||||||
29,702 | Federal Signal Corp. | 470,777 | 0.2 | |||||||||||
17,400 | G&K Services, Inc. | 1,094,460 | 0.4 | |||||||||||
16,141 | Healthcare Services Group, Inc. | 562,837 | 0.2 | |||||||||||
48,962 | Heartland Express, Inc. | 833,333 | 0.3 | |||||||||||
34,529 | HUB Group, Inc. | 1,137,731 | 0.4 | |||||||||||
25,583 | Kaman Corp. | 1,044,042 | 0.4 | |||||||||||
26,451 | KAR Auction Services, Inc. | 979,481 | 0.4 | |||||||||||
63,654 | Knight Transportation, Inc. | 1,542,336 | 0.6 | |||||||||||
21,560 | @,L | Lindsay Manufacturing Co. | 1,560,944 | 0.6 | ||||||||||
9,127 | Moog, Inc. | 553,096 | 0.2 | |||||||||||
20,760 | MYR Group, Inc./Delaware | 427,864 | 0.1 | |||||||||||
33,866 | Navigant Consulting, Inc. | 543,888 | 0.2 | |||||||||||
54,586 | @ | On Assignment, Inc. | 2,453,641 | 0.9 | ||||||||||
4,464 | Powell Industries, Inc. | 116,198 | 0.0 | |||||||||||
13,442 | Regal-Beloit Corp. | 786,626 | 0.3 | |||||||||||
13,963 | @ | Resources Connection, Inc. | 228,155 | 0.1 | ||||||||||
50,536 | @ | Roadrunner Transportation Systems, Inc. | 476,554 | 0.2 | ||||||||||
63,065 | Simpson Manufacturing Co., Inc. | 2,153,670 | 0.8 | |||||||||||
13,888 | Standex International Corp. | 1,154,787 | 0.4 | |||||||||||
11,024 | Teledyne Technologies, Inc. | 977,829 | 0.3 | |||||||||||
86,569 | Tetra Tech, Inc. | 2,252,525 | 0.8 | |||||||||||
75,806 | @ | TrueBlue, Inc. | 1,952,763 | 0.7 | ||||||||||
17,462 | @ | Unifirst Corp. | 1,819,540 | 0.7 | ||||||||||
29,332 | Universal Forest Products, Inc. | 2,005,429 | 0.7 | |||||||||||
37,602 | @ | Viad Corp. | 1,061,504 | 0.4 | ||||||||||
40,727 | Watts Water Technologies, Inc. | 2,022,910 | 0.7 | |||||||||||
46,856,115 | 17.0 | |||||||||||||
Information Technology: 15.4% | ||||||||||||||
72,287 | @ | Advanced Energy Industries, Inc. | 2,040,662 | 0.7 | ||||||||||
71,338 | @ | Benchmark Electronics, Inc. | 1,474,556 | 0.5 | ||||||||||
12,010 | @ | Blackbaud, Inc. | 790,979 | 0.3 | ||||||||||
113,492 | @ | Blucora, Inc. | 1,112,222 | 0.4 | ||||||||||
62,728 | @ | Bottomline Technologies de, Inc. | 1,864,903 | 0.7 | ||||||||||
19,871 | CACI International, Inc. | 1,843,631 | 0.7 | |||||||||||
61,781 | @ | Cardtronics, Inc. | 2,078,931 | 0.8 | ||||||||||
35,222 | @ | Coherent, Inc. | 2,293,304 | 0.8 | ||||||||||
8,690 | @ | Electronics for Imaging, Inc. | 406,171 | 0.1 | ||||||||||
9,460 | ePlus, Inc. | 882,240 | 0.3 | |||||||||||
28,727 | @ | ExlService Holdings, Inc. | 1,290,704 | 0.5 | ||||||||||
27,184 | Faro Technologies, Inc. | 802,472 | 0.3 | |||||||||||
11,270 | Forrester Research, Inc. | 320,970 | 0.1 | |||||||||||
172,157 | Harmonic, Inc. | 700,679 | 0.3 | |||||||||||
3,744 | @ | Heartland Payment Systems, Inc. | 355,006 | 0.1 | ||||||||||
15,814 | II-VI, Inc. | 293,508 | 0.1 | |||||||||||
11,071 | Insight Enterprises, Inc. | 278,103 | 0.1 | |||||||||||
14,151 | Liquidity Services, Inc. | 91,981 | 0.0 | |||||||||||
24,372 | Littelfuse, Inc. | 2,608,048 | 0.9 | |||||||||||
87,632 | Microsemi Corp. | 2,855,927 | 1.0 | |||||||||||
66,358 | MKS Instruments, Inc. | 2,388,888 | 0.9 | |||||||||||
28,278 | Monolithic Power Systems, Inc. | 1,801,591 | 0.7 | |||||||||||
11,473 | Netgear, Inc. | 480,833 | 0.2 | |||||||||||
53,630 | Perficient, Inc. | 918,146 | 0.3 | |||||||||||
52,928 | Plexus Corp. | 1,848,246 | 0.7 | |||||||||||
38,242 | Power Integrations, Inc. | 1,859,708 | 0.7 | |||||||||||
48,333 | @ | Rofin-Sinar Technologies, Inc. | 1,294,358 | 0.5 | ||||||||||
60,483 | Rudolph Technologies, Inc. | 860,068 | 0.3 | |||||||||||
66,249 | Sanmina Corp. | 1,363,404 | 0.5 | |||||||||||
63,275 | @ | SYKES Enterprises, Inc. | 1,947,604 | 0.7 | ||||||||||
38,612 | Synchronoss Technologies, Inc. | 1,360,301 | 0.5 | |||||||||||
1,559 | @ | SYNNEX Corp. | 140,201 | 0.0 | ||||||||||
8,540 | Take-Two Interactive Software, Inc. | 297,534 | 0.1 | |||||||||||
22,676 | Veeco Instruments, Inc. | 466,219 | 0.2 | |||||||||||
2,375 | @ | Viasat, Inc. | 144,899 | 0.1 | ||||||||||
8,988 | WEX, Inc. | 794,539 | 0.3 | |||||||||||
42,351,536 | 15.4 | |||||||||||||
Materials: 4.6% | ||||||||||||||
63,093 | @ | Boise Cascade Co. | 1,610,764 | 0.6 | ||||||||||
252,835 | L | Century Aluminum Co. | 1,117,531 | 0.4 | ||||||||||
97,410 | Commercial Metals Co. | 1,333,543 | 0.5 | |||||||||||
45,831 | FutureFuel Corp. | 618,719 | 0.2 | |||||||||||
4,789 | Haynes International, Inc. | 175,708 | 0.1 | |||||||||||
63,741 | HB Fuller Co. | 2,324,634 | 0.8 | |||||||||||
27,902 | Materion Corp. | 781,256 | 0.3 | |||||||||||
11,593 | Minerals Technologies, Inc. | 531,655 | 0.2 | |||||||||||
26,845 | @ | Neenah Paper, Inc. | 1,675,933 | 0.6 | ||||||||||
13,704 | Quaker Chemical Corp. | 1,058,771 | 0.4 | |||||||||||
46,539 | @ | Worthington Industries, Inc. | 1,402,686 | 0.5 | ||||||||||
12,631,200 | 4.6 | |||||||||||||
Telecommunication Services: 1.5% | ||||||||||||||
21,052 | @ | Atlantic Tele-Network, Inc. | 1,646,898 | 0.6 | ||||||||||
59,928 | Consolidated Communications Holdings, Inc. | 1,255,492 | 0.5 | |||||||||||
61,798 | @ | General Communication, Inc. | 1,222,364 | 0.4 | ||||||||||
4,124,754 | 1.5 | |||||||||||||
Utilities: 4.0% | ||||||||||||||
50,139 | American States Water Co. | 2,103,331 | 0.8 | |||||||||||
26,373 | Avangrid, Inc. | 1,012,723 | 0.4 | |||||||||||
59,124 | El Paso Electric Co. | 2,276,274 | 0.8 | |||||||||||
12,587 | @ | Idacorp, Inc. | 855,916 | 0.3 | ||||||||||
8,856 | @ | New Jersey Resources Corp. | 291,894 | 0.1 | ||||||||||
35,961 | Northwest Natural Gas Co. | 1,819,986 | 0.7 | |||||||||||
2,513 | NorthWestern Corp. | 136,330 | 0.0 | |||||||||||
12,388 | ONE Gas, Inc. | 621,506 | 0.2 | |||||||||||
17,866 | Piedmont Natural Gas Co. | 1,018,719 | 0.4 |
See Accompanying Notes to Financial Statements
10 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
14,646 | Southwest Gas Corp. | 807,874 | 0.3 | |||||||||||
10,944,553 | 4.0 | |||||||||||||
Total Common Stock (Cost $251,347,228) | 271,367,737 | 98.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.8% | ||||||||||||||
Securities Lending Collateralcc: 4.5% | ||||||||||||||
2,364,698 | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,364,778, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $2,411,992, due 06/09/16-05/20/45) | 2,364,698 | 0.8 | |||||||||||
2,959,466 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $2,959,586, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $3,018,656, due 03/31/21-02/15/44) | 2,959,466 | 1.1 | |||||||||||
2,959,466 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,959,567, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $3,018,655, due 04/01/24-04/20/65) | 2,959,466 | 1.1 | |||||||||||
2,959,466 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,959,573, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $3,018,655, due 01/15/16-10/20/65) | 2,959,466 | 1.1 | |||||||||||
1,217,707 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,217,762, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,242,956, due 01/15/17-02/15/42) | 1,217,707 | 0.4 | |||||||||||
12,460,803 | 4.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.3% | ||||||||||||||
3,383,559 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $3,383,559) | 3,383,559 | 1.3 | ||||||||||||
Total Short-Term Investments (Cost $15,844,362) | 15,844,362 | 5.8 | ||||||||||||
Total Investments in Securities (Cost $267,191,590) | $ | 287,212,099 | 104.3 | |||||||||||
Liabilities in Excess of Other Assets | (11,895,432 | ) | (4.3 | ) | ||||||||||
Net Assets | $ | 275,316,667 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
Cost for federal income tax purposes is $267,422,999.
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 42,066,526 | ||
Gross Unrealized Depreciation | (22,277,426 | ) | ||
Net Unrealized Appreciation | $ | 19,789,100 |
See Accompanying Notes to Financial Statements
11 |
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) | Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(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. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT |
(3) | Not applicable. |
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 Variable Portfolios, Inc.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer | ||
Date: | March 8, 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: | March 8, 2016 | |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: | March 8, 2016 |