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 East 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, 2016
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
January 19, 2017
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | iMoneyNet Government Institutional Index | | | | The average return for a category of money market funds that includes all government institutional funds: Treasury Institutional, Treasury and Repo Institutional and Government and Agencies Institutional. | | |
| | 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 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 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 index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An index that measures the performance of the largest 3,000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk Growth Index | | | | Seeks to provide increased exposure to equities, while also using some fixed-income exposure to dampen risk. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 53.1% | |
| Exchange-Traded Funds | | | 10.8% | |
| Mutual Funds | | | 8.7% | |
| Corporate Bonds/Notes | | | 8.1% | |
| U.S. Treasury Obligations | | | 4.8% | |
| Collateralized Mortgage Obligations | | | 2.7% | |
| Asset-Backed Securities | | | 1.9% | |
| U.S. Government Agency Obligations | | | 1.8% | |
| Commercial Mortgage-Backed Securities | | | 1.7% | |
| Foreign Government Bonds | | | 0.8% | |
| Preferred Stock** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 5.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05% | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Voya High Yield Bond Fund - Class P | | | 4.1% | |
| Voya Floating Rate Fund - Class P | | | 3.0% | |
| PowerShares Senior Loan Portfolio | | | 2.0% | |
| SPDR Trust Series 1 | | | 2.0% | |
| iShares MSCI Emerging Markets Index Fund | | | 1.9% | |
| Credit Suisse Commodity Return Strategy Fund - Class I | | | 1.6% | |
| iShares Russell 1000 Value Index Fund | | | 1.2% | |
| Apple, Inc. | | | 1.2% | |
| Microsoft Corp. | | | 1.1% | |
| Vanguard Total International Bond ETF | | | 1.0% | |
| * 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 7.82% | | | | | | 8.31% | | | | | | 4.27% | | | |
| | Class S | | | | | 7.62% | | | | | | 8.07% | | | | | | 4.02% | | | |
| | S&P Target Risk Growth Index | | | | | 6.94% | | | | | | 8.02% | | | | | | 4.74% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 2.65% | | | | | | 2.23% | | | | | | 4.34% | | | |
| | MSCI EAFE® Index | | | | | 1.00% | | | | | | 6.53% | | | | | | 0.75% | | | |
| | Russell 3000® Index | | | | | 12.74% | | | | | | 14.67% | | | | | | 7.07% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global Equity Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 18.1% | |
| Information Technology | | | 15.6% | |
| Consumer Discretionary | | | 11.9% | |
| Industrials | | | 10.8% | |
| Health Care | | | 10.0% | |
| Consumer Staples | | | 8.6% | |
| Energy | | | 7.3% | |
| Materials | | | 5.3% | |
| Telecommunication Services | | | 3.3% | |
| Utilities | | | 2.8% | |
| Real Estate | | | 1.9% | |
| Assets in Excess of Other Liabilities* | | | 4.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 3.7% | |
| Microsoft Corp. | | | 3.5% | |
| JPMorgan Chase & Co. | | | 3.2% | |
| Bank of America Corp. | | | 2.8% | |
| Cisco Systems, Inc. | | | 2.5% | |
| Amazon.com, Inc. | | | 2.4% | |
| Dow Chemical Co. | | | 2.2% | |
| Keycorp | | | 2.1% | |
| General Dynamics Corp. | | | 2.0% | |
| Deere & Co. | | | 1.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Global Equity Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and S January 28, 2008 | | | Since Inception of Classes S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | 5.53% | | | | | | 6.91% | | | | | | 1.39% | | | | | | — | | | |
| | Class I(1) | | | | | 6.00% | | | | | | 7.28% | | | | | | 1.71% | | | | | | — | | | |
| | Class S | | | | | 5.76% | | | | | | 7.19% | | | | | | 1.66% | | | | | | — | | | |
| | Class S2 | | | | | 5.64% | | | | | | — | | | | | | — | | | | | | -0.99% | | | |
| | Class T | | | | | 5.41% | | | | | | — | | | | | | — | | | | | | -1.11% | | | |
| | MSCI ACW Index | | | | | 7.86% | | | | | | 9.36% | | | | | | 3.88% | | | | | | 1.05% | | | |
| | | | |
Portfolio Managers’ Report | Voya Government Money Market Portfolio |
| Investment Type Allocation as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 41.6% | |
| U.S. Treasury Debt | | | 21.9% | |
| Investment Companies | | | 9.5% | |
| U.S. Treasury Repurchase Agreement | | | 8.6% | |
| Assets in Excess of Other Liabilities | | | 18.4% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Deutsche Bank Repurchase Agreement dated 12/30/2016, 0.450%, due 1/3/2017, $43,080,154 to be received upon repurchase (Collateralized by $90,709,100, United States Treasury STRIP Coupon, 0.000%, Market Value plus accrued interest $44,370,356 due 2/15/2040 | | | 8.6% | |
| United States Treasury Bill, 0.440%, 02/02/17 | | | 7.5% | |
| United States Treasury Note, 0.720%, 10/31/17 | | | 6.1% | |
| Federal Home Loan Bank Notes, 0.510%, 02/03/17 | | | 6.1% | |
| Federal Home Loan Bank Notes, 0.460%, 01/25/17 | | | 5.9% | |
| United States Treasury Bill, 0.650%, 06/15/17 | | | 5.3% | |
| Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.303%, 01/03/17 | | | 4.7% | |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, 0.454%, 01/03/17 | | | 4.4% | |
| Federal Home Loan Bank Discount Notes, 0.520%, 01/27/17 | | | 3.6% | |
| United States Treasury Bill, 0.510%, 03/23/17 | | | 3.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 20.3% | |
| Financials | | | 15.1% | |
| Health Care | | | 13.6% | |
| Consumer Discretionary | | | 11.9% | |
| Industrials | | | 10.4% | |
| Consumer Staples | | | 9.4% | |
| Energy | | | 7.8% | |
| Utilities | | | 3.1% | |
| Materials | | | 3.0% | |
| Telecommunication Services | | | 2.4% | |
| Real Estate | | | 2.2% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 5.3% | |
| Microsoft Corp. | | | 5.0% | |
| Chevron Corp. | | | 3.6% | |
| Cisco Systems, Inc. | | | 3.5% | |
| UnitedHealth Group, Inc. | | | 2.9% | |
| Bank of America Corp. | | | 2.8% | |
| Amazon.com, Inc. | | | 2.8% | |
| Kraft Heinz Co. | | | 2.6% | |
| Wells Fargo & Co. | | | 2.6% | |
| AT&T, Inc. | | | 2.4% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 9.25% | | | | | | 12.12% | | | | | | 5.54% | | | | | | — | | | |
| | Class I | | | | | 9.77% | | | | | | 12.63% | | | | | | 6.05% | | | | | | — | | | |
| | Class S | | | | | 9.45% | | | | | | 12.34% | | | | | | 5.79% | | | | | | — | | | |
| | Class S2 | | | | | 9.30% | | | | | | 12.18% | | | | | | — | | | | | | 15.20% | | | |
| | S&P 500® Index | | | | | 11.96% | | | | | | 14.66% | | | | | | 6.95% | | | | | | 17.76% | | | |
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Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 32.1% | |
| U.S. Government Agency Obligations | | | 16.1% | |
| Mutual Funds | | | 14.6% | |
| Collateralized Mortgage Obligations | | | 13.9% | |
| U.S. Treasury Obligations | | | 11.7% | |
| Asset-Backed Securities | | | 10.0% | |
| Commercial Mortgage-Backed Securities | | | 4.1% | |
| Foreign Government Bonds | | | 0.2% | |
| Municipal Bonds** | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (2.7)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05% | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Inflation Indexed Bonds, 0.125%, 04/15/21 | | | 5.6% | |
| Voya Investment Grade Credit Fund - Class P | | | 3.0% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 2.9% | |
| Voya Securitized Credit Fund - Class P | | | 2.8% | |
| Voya High Yield Bond Fund - Class P | | | 2.2% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 1.9% | |
| United States Treasury Note, 2.000%, 11/15/26 | | | 1.4% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.3% | |
| United States Treasury Bond, 2.250%, 08/15/46 | | | 1.3% | |
| United States Treasury Note, 1.750%, 11/30/21 | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 3.92% | | | | | | 3.61% | | | | | | 4.03% | | | | | | — | | | |
| | Class I | | | | | 4.33% | | | | | | 4.11% | | | | | | 4.58% | | | | | | — | | | |
| | Class S | | | | | 4.16% | | | | | | 3.86% | | | | | | 4.32% | | | | | | — | | | |
| | Class S2 | | | | | 3.99% | | | | | | 3.70% | | | | | | — | | | | | | 6.26% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 2.65% | | | | | | 2.23% | | | | | | 4.34% | | | | | | 4.16% | | | |
| | | | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 19.0% | |
| Information Technology | | | 18.1% | |
| Industrials | | | 14.2% | |
| Consumer Discretionary | | | 14.0% | |
| Health Care | | | 8.7% | |
| Real Estate | | | 6.5% | |
| Materials | | | 6.2% | |
| Energy | | | 3.7% | |
| Consumer Staples | | | 2.5% | |
| Exchange-Traded Funds | | | 1.9% | |
| Utilities | | | 1.7% | |
| Telecommunication Services | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 2.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| iShares Russell 2000 ETF | | | 1.9% | |
| MB Financial, Inc. | | | 1.2% | |
| Olin Corp. | | | 1.1% | |
| QTS Realty Trust, Inc. | | | 1.1% | |
| Banner Corp. | | | 1.1% | |
| On Assignment, Inc. | | | 1.0% | |
| Investors Bancorp, Inc. | | | 1.0% | |
| Great Western Bancorp, Inc. | | | 1.0% | |
| Radian Group, Inc. | | | 1.0% | |
| Fair Isaac Corp. | | | 1.0% | |
| * 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, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 16, 2008 | | | ||||||||||||
| | Class ADV | | | | | 23.84% | | | | | | 15.16% | | | | | | — | | | | | | 15.62% | | | |
| | Class I | | | | | 24.49% | | | | | | 15.73% | | | | | | 8.90% | | | | | | — | | | |
| | Class R6(1) | | | | | 24.49% | | | | | | 15.74% | | | | | | 8.90% | | | | | | — | | | |
| | Class S | | | | | 24.16% | | | | | | 15.44% | | | | | | 8.63% | | | | | | — | | | |
| | Russell 2000® Index | | | | | 21.31% | | | | | | 14.46% | | | | | | 7.07% | | | | | | 15.32% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,048.50 | | | | | | 0.62% | | | | | $ | 3.19 | | | | | $ | 1,000.00 | | | | | $ | 1,022.02 | | | | | | 0.62% | | | | | $ | 3.15 | | |
Class S | | | | | 1,000.00 | | | | | | 1,048.00 | | | | | | 0.87 | | | | | | 4.48 | | | | | | 1,000.00 | | | | | | 1,020.76 | | | | | | 0.87 | | | | | | 4.42 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,056.80 | | | | | | 1.10% | | | | | $ | 5.69 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.10% | | | | | $ | 5.58 | | |
Class I | | | | | 1,000.00 | | | | | | 1,059.80 | | | | | | 0.60 | | | | | | 3.11 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.60 | | | | | | 3.05 | | |
Class S | | | | | 1,000.00 | | | | | | 1,058.70 | | | | | | 0.85 | | | | | | 4.40 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.85 | | | | | | 4.32 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,058.30 | | | | | | 1.00 | | | | | | 5.17 | | | | | | 1,000.00 | | | | | | 1,020.11 | | | | | | 1.00 | | | | | | 5.08 | | |
Class T | | | | | 1,000.00 | | | | | | 1,057.10 | | | | | | 1.20 | | | | | | 6.21 | | | | | | 1,000.00 | | | | | | 1,019.10 | | | | | | 1.20 | | | | | | 6.09 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,001.10 | | | | | | 0.34% | | | | | $ | 1.71 | | | | | $ | 1,000.00 | | | | | $ | 1,023.43 | | | | | | 0.34% | | | | | $ | 1.73 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.80 | | | | | | 0.38 | | | | | | 1.91 | | | | | | 1,000.00 | | | | | | 1,023.23 | | | | | | 0.38 | | | | | | 1.93 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,059.20 | | | | | | 1.03% | | | | | $ | 5.33 | | | | | $ | 1,000.00 | | | | | $ | 1,019.96 | | | | | | 1.03% | | | | | $ | 5.23 | | |
Class I | | | | | 1,000.00 | | | | | | 1,061.70 | | | | | | 0.58 | | | | | | 3.01 | | | | | | 1,000.00 | | | | | | 1,022.22 | | | | | | 0.58 | | | | | | 2.95 | | |
Class S | | | | | 1,000.00 | | | | | | 1,060.20 | | | | | | 0.83 | | | | | | 4.30 | | | | | | 1,000.00 | | | | | | 1,020.96 | | | | | | 0.83 | | | | | | 4.22 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,059.20 | | | | | | 0.98 | | | | | | 5.07 | | | | | | 1,000.00 | | | | | | 1,020.21 | | | | | | 0.98 | | | | | | 4.98 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 987.40 | | | | | | 0.98% | | | | | $ | 4.90 | | | | | $ | 1,000.00 | | | | | $ | 1,020.21 | | | | | | 0.98% | | | | | $ | 4.98 | | |
Class I | | | | | 1,000.00 | | | | | | 989.40 | | | | | | 0.48 | | | | | | 2.40 | | | | | | 1,000.00 | | | | | | 1,022.72 | | | | | | 0.48 | | | | | | 2.44 | | |
Class S | | | | | 1,000.00 | | | | | | 988.70 | | | | | | 0.73 | | | | | | 3.65 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.73 | | | | | | 3.71 | | |
Class S2 | | | | | 1,000.00 | | | | | | 987.10 | | | | | | 0.88 | | | | | | 4.40 | | | | | | 1,000.00 | | | | | | 1,020.71 | | | | | | 0.88 | | | | | | 4.47 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,174.50 | | | | | | 1.33% | | | ��� | | $ | 7.27 | | | | | $ | 1,000.00 | | | | | $ | 1,018.45 | | | | | | 1.33% | | | | | $ | 6.75 | | |
Class I | | | | | 1,000.00 | | | | | | 1,177.20 | | | | | | 0.83 | | | | | | 4.54 | | | | | | 1,000.00 | | | | | | 1,020.96 | | | | | | 0.83 | | | | | | 4.22 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,177.10 | | | | | | 0.83 | | | | | | 4.54 | | | | | | 1,000.00 | | | | | | 1,020.96 | | | | | | 0.83 | | | | | | 4.22 | | |
Class S | | | | | 1,000.00 | | | | | | 1,176.20 | | | | | | 1.08 | | | | | | 5.91 | | | | | | 1,000.00 | | | | | | 1,019.71 | | | | | | 1.08 | | | | | | 5.48 | | |
Voya Balanced Portfolio, Inc., Voya Variable Portfolios, Inc., Voya Government Money Market Portfolio, Voya Variable Funds, and Voya Intermediate Bond Portfolio
February 23, 2017
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 367,868,443 | | | | | $ | 667,571,502 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 29,668,194 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 27,725,713 | | | | | | 28,482,000 | | | | | | — | | |
Total investments at fair value | | | | $ | 425,262,350 | | | | | $ | 696,053,502 | | | | | $ | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 411,560,983 | | |
Cash | | | | | 2,264,964 | | | | | | 896 | | | | | | 1,312 | | |
Cash collateral for futures | | | | | 948,609 | | | | | | 969,570 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 350,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 245,057 | | | | | | 196,466 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 7,060,738 | | | | | | — | | | | | | 97,425,121 | | |
Fund shares sold | | | | | 30,414 | | | | | | 11,961 | | | | | | 22,299 | | |
Dividends | | | | | 355,757 | | | | | | 882,858 | | | | | | 8,019 | | |
Interest | | | | | 569,482 | | | | | | — | | | | | | 120,182 | | |
Foreign tax reclaims | | | | | 91,064 | | | | | | 652,313 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 13,456 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,821 | | | | | | 3,214 | | | | | | 2,325 | | |
Other assets | | | | | 46,965 | | | | | | 42,736 | | | | | | 126,520 | | |
Total assets | | | | | 437,240,677 | | | | | | 698,813,516 | | | | | | 509,266,761 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 3,107,550 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 1,380,254 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 390,426 | | | | | | 370,956 | | | | | | 4,281,415 | | |
Payable upon receipt of securities loaned | | | | | 10,854,593 | | | | | | — | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 35,407 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 7,904 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 199,334 | | | | | | 328,497 | | | | | | 132,076 | | |
Payable for distribution and shareholder service fees | | | | | 828 | | | | | | 133,615 | | | | | | 10 | | |
Payable for directors/trustees fees | | | | | 2,137 | | | | | | 3,667 | | | | | | 2,663 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 46,965 | | | | | | 42,736 | | | | | | 126,520 | | |
Other accrued expenses and liabilities | | | | | 100,840 | | | | | | 107,238 | | | | | | 66,910 | | |
Total liabilities | | | | | 16,126,238 | | | | | | 986,709 | | | | | | 4,609,594 | | |
NET ASSETS | | | | $ | 421,114,439 | | | | | $ | 697,826,807 | | | | | $ | 504,657,167 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 397,994,179 | | | | | $ | 787,027,263 | | | | | $ | 504,796,991 | | |
Undistributed (distributions in excess of) net investment income | | | | | 10,643,831 | | | | | | 15,188,901 | | | | | | (139,824) | | |
Accumulated net realized loss | | | | | (3,797,358) | | | | | | (145,521,539) | | | | | | — | | |
Net unrealized appreciation | | | | | 16,273,787 | | | | | | 41,132,182 | | | | | | — | | |
NET ASSETS | | | | $ | 421,114,439 | | | | | $ | 697,826,807 | | | | | $ | 504,657,167 | | |
+ Including securities loaned at value | | | | $ | 10,611,951 | | | | | $ | — | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 352,258,479 | | | | | $ | 625,828,688 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 29,317,884 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 27,724,475 | | | | | $ | 28,482,000 | | | | | $ | — | | |
**** Cost of foreign currencies | | | | $ | 247,924 | | | | | $ | 212,624 | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 19,882,929 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 2,179,925 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.12 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 417,376,160 | | | | | $ | 150,823,882 | | | | | $ | 504,574,739 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 27,947,995 | | | | | | 16,378,355 | | | | | | 504,456,410 | | |
Net asset value and redemption price per share | | | | $ | 14.93 | | | | | $ | 9.21 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,738,279 | | | | | $ | 485,550,633 | | | | | $ | 82,428 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 251,817 | | | | | | 52,796,659 | | | | | | 82,409 | | |
Net asset value and redemption price per share | | | | $ | 14.85 | | | | | $ | 9.20 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 278,310 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 30,688 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.07 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 41,291,053 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 4,554,380 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.07 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,424,487,983 | | | | | $ | 3,873,346,754 | | | | | $ | 671,430,243 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 644,887,199 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 30,844,090 | | | | | | 248,570,547 | | | | | | 38,454,792 | | |
Total investments at fair value | | | | $ | 3,455,332,073 | | | | | $ | 4,766,804,500 | | | | | $ | 709,885,035 | | |
Cash | | | | | 348 | | | | | | — | | | | | | 105 | | |
Cash collateral for futures | | | | | — | | | | | | 11,874,899 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 5,902,000 | | | | | | — | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 477,000 | | | | | | — | | |
Foreign currencies at value**** | | | | | — | | | | | | 1,004 | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | — | | | | | | 40,927 | | | | | | 2,714,511 | | |
Fund shares sold | | | | | 25,995 | | | | | | 946,218 | | | | | | 7,849,510 | | |
Dividends | | | | | 5,864,049 | | | | | | 904 | | | | | | 490,820 | | |
Interest | | | | | — | | | | | | 22,549,080 | | | | | | — | | |
Foreign tax reclaims | | | | | 73,971 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 520,565 | | | | | | — | | |
Prepaid expenses | | | | | 14,853 | | | | | | 20,507 | | | | | | 2,156 | | |
Other assets | | | | | 212,785 | | | | | | 336,633 | | | | | | 37,957 | | |
Total assets | | | | | 3,461,524,074 | | | | | | 4,809,474,237 | | | | | | 720,980,094 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 4,051 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 3,550,000 | | | | | | 13,169,791 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 174,009,288 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 4,193,896 | | | | | | 6,934,555 | | | | | | 1,121,363 | | |
Payable upon receipt of securities loaned | | | | | 2,814,090 | | | | | | 221,643,387 | | | | | | 14,974,792 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 758,567 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 27,364 | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 61,000 | | | | | | — | | |
Payable for investment management fees | | | | | 1,637,428 | | | | | | 1,690,945 | | | | | | 464,014 | | |
Payable for distribution and shareholder service fees | | | | | 539,009 | | | | | | 752,997 | | | | | | 30,602 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | 848,310 | | | | | | — | | |
Payable for directors/trustees fees | | | | | 17,482 | | | | | | 23,722 | | | | | | 3,024 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 212,785 | | | | | | 336,633 | | | | | | 37,957 | | |
Other accrued expenses and liabilities | | | | | 375,656 | | | | | | 459,524 | | | | | | 51,278 | | |
Total liabilities | | | | | 9,790,346 | | | | | | 411,100,343 | | | | | | 29,852,821 | | |
NET ASSETS | | | | $ | 3,451,733,728 | | | | | $ | 4,398,373,894 | | | | | $ | 691,127,273 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 2,835,823,190 | | | | | $ | 4,565,900,865 | | | | | $ | 494,196,487 | | |
Undistributed (distributions in excess of) net investment income | | | | | (527,339) | | | | | | 1,650,976 | | | | | | 2,134,294 | | |
Accumulated net realized gain (loss) | | | | | 35,256,001 | | | | | | (168,140,417) | | | | | | 72,412,432 | | |
Net unrealized appreciation (depreciation) | | | | | 581,181,876 | | | | | | (1,037,530) | | | | | | 122,384,060 | | |
NET ASSETS | | | | $ | 3,451,733,728 | | | | | $ | 4,398,373,894 | | | | | $ | 691,127,273 | | |
+ Including securities loaned at value | | | | $ | 2,749,680 | | | | | $ | 217,039,605 | | | | | $ | 14,550,717 | | |
* Cost of investments in securities | | | | $ | 2,843,306,107 | | | | | $ | 3,857,201,576 | | | | | $ | 549,046,183 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 673,588,479 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 30,844,090 | | | | | $ | 248,533,582 | | | | | $ | 38,454,792 | | |
**** Cost of foreign currencies | | | | $ | — | | | | | $ | 1,002 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,064,549,832 | | | | | $ | 311,447,684 | | | | | $ | 6,463,271 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 38,695,009 | | | | | | 24,856,279 | | | | | | 304,857 | | |
Net asset value and redemption price per share | | | | $ | 27.51 | | | | | $ | 12.53 | | | | | $ | 21.20 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,778,872,607 | | | | | $ | 1,174,850,595 | | | | | $ | 545,124,724 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 63,827,972 | | | | | | 92,763,848 | | | | | | 24,642,398 | | |
Net asset value and redemption price per share | | | | $ | 27.87 | | | | | $ | 12.66 | | | | | $ | 22.12 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 2,694,265 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 121,755 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 22.13 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 607,940,865 | | | | | $ | 2,887,280,092 | | | | | $ | 136,845,013 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 22,080,808 | | | | | | 229,523,505 | | | | | | 6,325,731 | | |
Net asset value and redemption price per share | | | | $ | 27.53 | | | | | $ | 12.58 | | | | | $ | 21.63 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 370,424 | | | | | $ | 24,795,523 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 13,582 | | | | | | 1,978,524 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 27.27 | | | | | $ | 12.53 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 7,178,731 | | | | | $ | 21,568,590 | | | | | $ | 75,685 | | | | | $ | 86,652,647 | | |
Interest, net of foreign taxes withheld* | | | | | 2,865,514 | | | | | | — | | | | | | 2,159,339 | | | | | | 6,689 | | |
Dividends from affiliated underlying funds | | | | | 1,419,302 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 127,828 | | | | | | 221,579 | | | | | | — | | | | | | 171,799 | | |
Total investment income | | | | | 11,591,375 | | | | | | 21,790,169 | | | | | | 2,235,024 | | | | | | 86,831,135 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,563,545 | | | | | | 4,036,607 | | | | | | 1,864,000 | | | | | | 20,980,840 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | 105,701 | | | | | | — | | | | | | 5,429,277 | | |
Class S | | | | | 9,806 | | | | | | 1,277,772 | | | | | | 602 | | | | | | 1,559,951 | | |
Class S2 | | | | | — | | | | | | 1,259 | | | | | | — | | | | | | 1,486 | | |
Class T | | | | | — | | | | | | 346,524 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 576 | | | | | | 1,920 | | | | | | 750 | | | | | | 11,731 | | |
Shareholder reporting expense | | | | | 33,680 | | | | | | 98,240 | | | | | | 47,107 | | | | | | 269,016 | | |
Professional fees | | | | | 17,836 | | | | | | 38,043 | | | | | | 27,893 | | | | | | 112,006 | | |
Custody and accounting expense | | | | | 188,508 | | | | | | 167,730 | | | | | | 58,890 | | | | | | 355,872 | | |
Directors/trustees fees | | | | | 12,818 | | | | | | 22,000 | | | | | | 15,980 | | | | | | 104,894 | | |
Miscellaneous expense | | | | | 23,618 | | | | | | 53,561 | | | | | | 28,922 | | | | | | 165,813 | | |
Interest expense | | | | | — | | | | | | 390 | | | | | | 1,083 | | | | | | 2,251 | | |
Total expenses | | | | | 2,850,387 | | | | | | 6,149,747 | | | | | | 2,045,227 | | | | | | 28,993,137 | | |
Net waived and reimbursed fees | | | | | (192,265) | | | | | | (69,399) | | | | | | (245,462) | | | | | | (2,116,586) | | |
Brokerage commission recapture | | | | | (237) | | | | | | — | | | | | | — | | | | | | — | | |
Net expenses | | | | | 2,657,885 | | | | | | 6,080,348 | | | | | | 1,799,765 | | | | | | 26,876,551 | | |
Net investment income | | | | | 8,933,490 | | | | | | 15,709,821 | | | | | | 435,259 | | | | | | 59,954,584 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments (net of Indian capital gains tax withheld^) | | | | | 1,752,220 | | | | | | (63,467,796) | | | | | | 396,232 | | | | | | 277,562,292 | | |
Sale of affiliated underlying funds | | | | | (118,966) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 1,551,283 | | | | | | (169,493) | | | | | | — | | | | | | 7,771 | | |
Futures | | | | | 1,649,093 | | | | | | 2,446,133 | | | | | | — | | | | | | (591,216) | | |
Swaps | | | | | (356,522) | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 688,145 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 5,165,253 | | | | | | (61,191,156) | | | | | | 396,232 | | | | | | 276,978,847 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 16,130,303 | | | | | | 84,765,806 | | | | | | — | | | | | | (23,030,191) | | |
Affiliated underlying funds | | | | | 1,391,691 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (29,550) | | | | | | 5,982 | | | | | | — | | | | | | — | | |
Futures | | | | | 99,546 | | | | | | (593,044) | | | | | | — | | | | | | — | | |
Swaps | | | | | 340,650 | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 17,932,640 | | | | | | 84,178,744 | | | | | | — | | | | | | (23,030,191) | | |
Net realized and unrealized gain | | | | | 23,097,893 | | | | | | 22,987,588 | | | | | | 396,232 | | | | | | 253,948,656 | | |
Increase in net assets resulting from operations | | | | $ | 32,031,383 | | | | | $ | 38,697,409 | | | | | $ | 831,491 | | | | | $ | 313,903,240 | | |
* Foreign taxes withheld | | | | $ | 181,792 | | | | | $ | 1,539,503 | | | | | $ | 1,575 | | | | | $ | 615,204 | | |
^ Foreign taxes on sale of Indian investments | | | | $ | — | | | | | $ | 1,649 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends | | | | $ | 51,769 | | | | | $ | 7,285,634 | | |
Interest | | | | | 138,220,013 | | | | | | — | | |
Dividends from affiliated underlying funds | | | | | 30,424,782 | | | | | | — | | |
Securities lending income, net | | | | | 810,895 | | | | | | 257,974 | | |
Total investment income | | | | | 169,507,459 | | | | | | 7,543,608 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 23,572,949 | | | | | | 5,141,807 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 1,611,210 | | | | | | 28,124 | | |
Class S | | | | | 7,882,209 | | | | | | 275,617 | | |
Class S2 | | | | | 119,173 | | | | | | — | | |
Transfer agent fees | | | | | 9,541 | | | | | | 1,056 | | |
Shareholder reporting expense | | | | | 324,017 | | | | | | 43,920 | | |
Registration fees | | | | | 9,463 | | | | | | 30 | | |
Professional fees | | | | | 188,011 | | | | | | 19,032 | | |
Custody and accounting expense | | | | | 625,792 | | | | | | 73,200 | | |
Directors/trustees fees | | | | | 142,331 | | | | | | 18,148 | | |
Miscellaneous expense | | | | | 248,754 | | | | | | 30,571 | | |
Interest expense | | | | | 9,828 | | | | | | — | | |
Total expenses | | | | | 34,743,278 | | | | | | 5,631,505 | | |
Net waived and reimbursed fees | | | | | (2,144,295) | | | | | | (272,212) | | |
Net expenses | | | | | 32,598,983 | | | | | | 5,359,293 | | |
Net investment income | | | | | 136,908,476 | | | | | | 2,184,315 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 29,750,445 | | | | | | 76,641,987 | | |
Sale of affiliated underlying funds | | | | | (979,762) | | | | | | — | | |
Foreign currency related transactions | | | | | (1,703,361) | | | | | | — | | |
Futures | | | | | 13,963,416 | | | | | | — | | |
Swaps | | | | | (32,321,257) | | | | | | — | | |
Written options | | | | | 2,642,029 | | | | | | — | | |
Net realized gain | | | | | 11,351,510 | | | | | | 76,641,987 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 17,434,985 | | | | | | 56,886,577 | | |
Affiliated underlying funds | | | | | 22,817,586 | | | | | | — | | |
Foreign currency related transactions | | | | | (239,426) | | | | | | — | | |
Futures | | | | | (1,530,268) | | | | | | — | | |
Swaps | | | | | 15,848,202 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 54,331,079 | | | | | | 56,886,577 | | |
Net realized and unrealized gain | | | | | 65,682,589 | | | | | | 133,528,564 | | |
Increase in net assets resulting from operations | | | | $ | 202,591,065 | | | | | $ | 135,712,879 | | |
|
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,933,490 | | | | | $ | 9,287,956 | | | | | $ | 15,709,821 | | | | | $ | 17,030,608 | | |
Net realized gain (loss) | | | | | 5,165,253 | | | | | | 19,555,545 | | | | | | (61,191,156) | | | | | | (13,983,788) | | |
Net change in unrealized appreciation (depreciation) | | | | | 17,932,640 | | | | | | (37,094,852) | | | | | | 84,178,744 | | | | | | (45,718,304) | | |
Increase (decrease) in net assets resulting from operations | | | | | 32,031,383 | | | | | | (8,251,351) | | | | | | 38,697,409 | | | | | | (42,671,484) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (502,893) | | | | | | — | | |
Class I | | | | | (7,616,888) | | | | | | (9,483,192) | | | | | | (4,372,370) | | | | | | (1,130,563) | | |
Class S | | | | | (59,518) | | | | | | (77,986) | | | | | | (13,379,827) | | | | | | (2,463,069) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (7,294) | | | | | | (1,762) | | |
Class T | | | | | — | | | | | | — | | | | | | (1,095,449) | | | | | | (416,187) | | |
Total distributions | | | | | (7,676,406) | | | | | | (9,561,178) | | | | | | (19,357,833) | | | | | | (4,011,581) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 4,145,922 | | | | | | 3,063,612 | | | | | | 10,178,134 | | | | | | 128,410,776 | | |
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | — | | | | | | — | | | | | | 817,995,808 | | |
Reinvestment of distributions | | | | | 7,676,406 | | | | | | 9,561,178 | | | | | | 19,357,833 | | | | | | 4,011,581 | | |
| | | | | 11,822,328 | | | | | | 12,624,790 | | | | | | 29,535,967 | | | | | | 950,418,165 | | |
Cost of shares redeemed | | | | | (58,032,822) | | | | | | (63,852,104) | | | | | | (153,481,413) | | | | | | (271,062,713) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (46,210,494) | | | | | | (51,227,314) | | | | | | (123,945,446) | | | | | | 679,355,452 | | |
Net increase (decrease) in net assets | | | | | (21,855,517) | | | | | | (69,039,843) | | | | | | (104,605,870) | | | | | | 632,672,387 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 442,969,956 | | | | | | 512,009,799 | | | | | | 802,432,677 | | | | | | 169,760,290 | | |
End of year or period | | | | $ | 421,114,439 | | | | | $ | 442,969,956 | | | | | $ | 697,826,807 | | | | | $ | 802,432,677 | | |
Undistributed net investment income at end of year or period | | | | $ | 10,643,831 | | | | | $ | 7,368,281 | | | | | $ | 15,188,901 | | | | | $ | 19,417,497 | | |
|
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 435,259 | | | | | $ | 1,751 | | | | | $ | 59,954,584 | | | | | $ | 69,604,940 | | |
Net realized gain | | | | | 396,232 | | | | | | 105,348 | | | | | | 276,978,847 | | | | | | 330,030,006 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (23,030,191) | | | | | | (454,505,895) | | |
Increase (decrease) in net assets resulting from operations | | | | | 831,491 | | | | | | 107,099 | | | | | | 313,903,240 | | | | | | (54,870,949) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (15,538,862) | | | | | | (18,114,051) | | |
Class I | | | | | (435,258) | | | | | | (1,751) | | | | | | (33,639,786) | | | | | | (38,458,104) | | |
Class S | | | | | (3) | | | | | | — | | | | | | (10,073,694) | | | | | | (11,901,355) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (5,727) | | | | | | (6,176) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (87,992,818) | | | | | | (56,976,573) | | |
Class I | | | | | (499,979) | | | | | | (67,210) | | | | | | (143,952,943) | | | | | | (92,161,552) | | |
Class S | | | | | (269) | | | | | | (13) | | | | | | (50,215,275) | | | | | | (32,932,122) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (29,465) | | | | | | (17,319) | | |
Total distributions | | | | | (935,509) | | | | | | (68,974) | | | | | | (341,448,570) | | | | | | (250,567,252) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 139,247,510 | | | | | | 85,417,851 | | | | | | 10,580,286 | | | | | | 23,163,960 | | |
Reinvestment of distributions | | | | | 935,509 | | | | | | 68,974 | | | | | | 341,207,784 | | | | | | 250,385,786 | | |
| | | | | 140,183,019 | | | | | | 85,486,825 | | | | | | 351,788,070 | | | | | | 273,549,746 | | |
Cost of shares redeemed | | | | | (176,638,756) | | | | | | (161,158,873) | | | | | | (552,686,429) | | | | | | (571,660,467) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (36,455,737) | | | | | | (75,672,048) | | | | | | (200,898,359) | | | | | | (298,110,721) | | |
Net decrease in net assets | | | | | (36,559,755) | | | | | | (75,633,923) | | | | | | (228,443,689) | | | | | | (603,548,922) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 541,216,922 | | | | | | 616,850,845 | | | | | | 3,680,177,417 | | | | | | 4,283,726,339 | | |
End of year or period | | | | $ | 504,657,167 | | | | | $ | 541,216,922 | | | | | $ | 3,451,733,728 | | | | | $ | 3,680,177,417 | | |
Distributions in excess of net investment income at end of year or period | | | | $ | (139,824) | | | | | $ | (139,822) | | | | | $ | (527,339) | | | | | $ | (515,229) | | |
|
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | |||||
Net investment income | | | | $ | 136,908,476 | | | | | $ | 139,281,316 | | | | | $ | 2,184,315 | | | | | $ | 2,414,807 | | |
Net realized gain (loss) | | | | | 11,351,510 | | | | | | (4,052,642) | | | | | | 76,641,987 | | | | | | 58,475,510 | | |
Net change in unrealized appreciation (depreciation) | | | | | 54,331,079 | | | | | | (117,840,672) | | | | | | 56,886,577 | | | | | | (66,215,338) | | |
Increase (decrease) in net assets resulting from operations | | | | | 202,591,065 | | | | | | 17,388,002 | | | | | | 135,712,879 | | | | | | (5,325,021) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (8,936,348) | | | | | | (9,986,767) | | | | | | — | | | | | | — | | |
Class I | | | | | (38,142,968) | | | | | | (43,838,685) | | | | | | (2,207,939) | | | | | | (2,508,306) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (13) | | | | | | — | | |
Class S | | | | | (90,171,714) | | | | | | (105,043,748) | | | | | | (208,636) | | | | | | (277,274) | | |
Class S2 | | | | | (753,431) | | | | | | (938,671) | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (552,879) | | | | | | (833,677) | | |
Class I | | | | | — | | | | | | — | | | | | | (44,683,696) | | | | | | (72,451,613) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (279) | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | (9,976,165) | | | | | | (16,327,083) | | |
Total distributions | | | | | (138,004,461) | | | | | | (159,807,871) | | | | | | (57,629,607) | | | | | | (92,397,953) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 178,176,946 | | | | | | 470,317,531 | | | | | | 68,917,142 | | | | | | 66,263,407 | | |
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | 567,665,007 | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | 137,993,921 | | | | | | 159,799,747 | | | | | | 57,629,316 | | | | | | 92,397,953 | | |
| | | | | 316,170,867 | | | | | | 1,197,782,285 | | | | | | 126,546,458 | | | | | | 158,661,360 | | |
Cost of shares redeemed | | | | | (749,350,826) | | | | | | (921,955,938) | | | | | | (117,584,204) | | | | | | (98,689,613) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (433,179,959) | | | | | | 275,826,347 | | | | | | 8,962,254 | | | | | | 59,971,747 | | |
Net increase (decrease) in net assets | | | | | (368,593,355) | | | | | | 133,406,478 | | | | | | 87,045,526 | | | | | | (37,751,227) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 4,766,967,249 | | | | | | 4,633,560,771 | | | | | | 604,081,747 | | | | | | 641,832,974 | | |
End of year or period | | | | $ | 4,398,373,894 | | | | | $ | 4,766,967,249 | | | | | $ | 691,127,273 | | | | | $ | 604,081,747 | | |
Undistributed net investment income at end of year or period | | | | $ | 1,650,976 | | | | | $ | 455,801 | | | | | $ | 2,134,294 | | | | | $ | 2,366,567 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
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 | | |
Voya Global Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
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 | | |
| | | ��� | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
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 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.10 | | | | | | 0.64 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.00* | | | | | | 82 | | | | | | — | | |
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 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
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 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
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 | | |
| | | Buy | | | Sell | | ||||||
Balanced | | | | $ | 32,913,919 | | | | | $ | 16,068,788 | | |
Intermediate Bond | | | | | 5,138,074 | | | | | | 44,125,574 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 52,888,527 | | | | | $ | 11,472,835 | | |
Global Equity | | | | | 17,431,343 | | | | | | — | | |
Growth and Income | | | | | 7,824,118 | | | | | | — | | |
Intermediate Bond | | | | | 710,772,657 | | | | | | 154,669,990 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 358,057,836 | | | | | $ | 384,995,564 | | |
Global Equity | | | | | 712,855,844 | | | | | | 852,367,469 | | |
Growth and Income | | | | | 3,394,253,512 | | | | | | 3,822,629,995 | | |
Intermediate Bond | | | | | 1,566,193,765 | | | | | | 1,815,696,878 | | |
Small Company | | | | | 426,010,166 | | | | | | 478,807,818 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 385,257,557 | | | | | $ | 388,730,558 | | |
Intermediate Bond | | | | | 12,989,705,840 | | | | | | 13,248,046,786 | | |
Portfolio | | | Fee | |
Balanced(1) | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1)(2) | | | 0.600% on the first $5 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 | |
Small Company(1) | | | 0.85% | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2017 | | | 2018 | | | 2019 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 1,043,344 | | | | | $ | 658,101 | | | | | $ | 5,312 | | | | | $ | 1,706,757 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 8.05% | | |
| | | Intermediate Bond | | | | | 8.36 | | |
| | | Small Company | | | | | 7.69 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Insurance and Annuity Company | | | Global Equity | | | | | 68.95 | | |
| | | Growth and Income | | | | | 44.64 | | |
| | | Intermediate Bond | | | | | 61.78 | | |
| | | Small Company | | | | | 16.16 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.58 | | |
| | | Global Equity | | | | | 20.39 | | |
| | | Government Money Market | | | | | 89.66 | | |
| | | Growth and Income | | | | | 49.04 | | |
| | | Intermediate Bond | | | | | 25.56 | | |
| | | Small Company | | | | | 52.45 | | |
| | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Global Equity(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 | | |||||||||
Global Equity | | | | | 7 | | | | | $ | 1,455,286 | | | | | | 1.40% | | |
Government Money Market | | | | | 5 | | | | | | 5,704,830 | | | | | | 1.39 | | |
Growth and Income | | | | | 11 | | | | | | 5,311,273 | | | | | | 1.41 | | |
Intermediate Bond | | | | | 41 | | | | | | 6,311,427 | | | | | | 1.39 | | |
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 4,250,000 | | | | | | 5,313 | | |
Options Expired | | | | | (4,250,000) | | | | | | (5,313) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 34,256,000 | | | | | | 148,981 | | |
Options Terminated in Closing Sell Transactions | | | | | (15,100,000) | | | | | | (92,032) | | |
Options Expired | | | | | (19,156,000) | | | | | | (56,949) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 72,560,000 | | | | | | 1,476,899 | | |
Options Terminated in Closing Sell Transactions | | | | | (59,760,000) | | | | | | (1,432,764) | | |
| | | USD Notional | | | Cost | | ||||||
Options Expired | | | | | (12,800,000) | | | | | | (44,135) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 34,256,000 | | | | | | 162,001 | | |
Options Terminated in Closing Purchase Transactions | | | | | (15,100,000) | | | | | | (92,032) | | |
Options Expired | | | | | (19,156,000) | | | | | | (69,969) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | EUR Notional | | | USD Notional | | | Premiums Received | | |||||||||
Balance at 12/31/2015 | | | | | — | | | | | | — | | | | | $ | — | | |
Options Written | | | | | 110,800,000 | | | | | | 272,700,000 | | | | | | 1,772,541 | | |
Options Terminated in Closing Purchase Transactions | | | | | (55,400,000) | | | | | | (259,900,000) | | | | | | (1,701,072) | | |
Options Expired | | | | | (55,400,000) | | | | | | (12,800,000) | | | | | | (71,469) | | |
Balance at 12/31/2016 | | | | | — | | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 239,000,000 | | | | | | 298,750 | | |
Options Expired | | | | | (239,000,000) | | | | | | (298,750) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 775,600,000 | | | | | | 2,674,345 | | |
Options Expired | | | | | (775,600,000) | | | | | | (2,674,345) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | �� | | Premiums Received | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 775,600,000 | | | | | | 2,642,029 | | |
Options Expired | | | | | (775,600,000) | | | | | | (2,642,029) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 286,591 | | | | | | — | | | | | | 545,232 | | | | | | (4,020,427) | | | | | | (3,188,604) | | | | | | 4,102,169 | | | | | | — | | | | | | 7,616,888 | | | | | | (57,388,840) | | | | | | (45,669,783) | | |
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) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 3,164 | | | | | | — | | | | | | 4,279 | | | | | | (45,300) | | | | | | (37,857) | | | | | | 43,753 | | | | | | — | | | | | | 59,518 | | | | | | (643,982) | | | | | | (540,711) | | |
12/31/2015 | | | | | 7,630 | | | | | | — | | | | | | 5,259 | | | | | | (52,988) | | | | | | (40,099) | | | | | | 110,214 | | | | | | — | | | | | | 77,986 | | | | | | (766,696) | | | | | | (578,496) | | |
Global Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 31,215 | | | | | | — | | | | | | 59,303 | | | | | | (607,916) | | | | | | (517,398) | | | | | | 275,302 | | | | | | — | | | | | | 502,893 | | | | | | (5,296,385) | | | | | | (4,518,190) | | |
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 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 315,852 | | | | | | — | | | | | | 512,587 | | | | | | (2,997,376) | | | | | | (2,168,937) | | | | | | 2,799,817 | | | | | | — | | | | | | 4,372,370 | | | | | | (26,392,658) | | | | | | (19,220,471) | | |
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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 223,897 | | | | | | — | | | | | | 1,566,724 | | | | | | (11,562,136) | | | | | | (9,771,515) | | | | | | 1,959,903 | | | | | | — | | | | | | 13,379,827 | | | | | | (101,783,442) | | | | | | (86,443,712) | | |
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 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 4,795 | | | | | | — | | | | | | 865 | | | | | | (7,731) | | | | | | (2,071) | | | | | | 41,574 | | | | | | — | | | | | | 7,294 | | | | | | (68,918) | | | | | | (20,050) | | |
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 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | ||||||||||||||||||||||||||||||
Global Equity (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class T | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 594,364 | | | | | | — | | | | | | 129,793 | | | | | | (2,307,010) | | | | | | (1,582,853) | | | | | | 5,101,538 | | | | | | — | | | | | | 1,095,449 | | | | | | (19,940,010) | | | | | | (13,743,023) | |
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 | |
Government Money Market | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 138,262,357 | | | | | | — | | | | | | 935,238 | | | | | | (175,651,072) | | | | | | (36,453,477) | | | | | | 138,262,357 | | | | | | — | | | | | | 935,238 | | | | | | (175,651,072) | | | | | | (36,453,477) | |
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) | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 985,152 | | | | | | — | | | | | | 272 | | | | | | (987,684) | | | | | | (2,260) | | | | | | 985,153 | | | | | | — | | | | | | 271 | | | | | | (987,684) | | | | | | (2,260) | |
12/31/2015 | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | |
Growth and Income | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 145,340 | | | | | | — | | | | | | 3,776,003 | | | | | | (6,406,343) | | | | | | (2,485,000) | | | | | | 4,095,762 | | | | | | — | | | | | | 103,531,680 | | | | | | (179,207,392) | | | | | | (71,579,950) | |
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) | |
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 131,389 | | | | | | — | | | | | | 6,380,927 | | | | | | (9,248,696) | | | | | | (2,736,380) | | | | | | 3,639,575 | | | | | | — | | | | | | 177,351,943 | | | | | | (261,073,382) | | | | | | (80,081,864) | |
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) | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 100,601 | | | | | | — | | | | | | 2,196,506 | | | | | | (4,010,085) | | | | | | (1,712,978) | | | | | | 2,816,141 | | | | | | — | | | | | | 60,288,969 | | | | | | (112,370,107) | | | | | | (49,264,997) | |
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) | |
Class S2 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,054 | | | | | | — | | | | | | 1,293 | | | | | | (1,301) | | | | | | 1,046 | | | | | | 28,808 | | | | | | — | | | | | | 35,192 | | | | | | (35,548) | | | | | | 28,452 | |
12/31/2015 | | | | | 9,093 | | | | | | — | | | | | | 836 | | | | | | (7,833) | | | | | | 2,096 | | | | | | 277,788 | | | | | | — | | | | | | 23,495 | | | | | | (239,987) | | | | | | 61,296 | |
Intermediate Bond | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,532,861 | | | | | | — | | | | | | 699,426 | | | | | | (3,152,561) | | | | | | (920,274) | | | | | | 19,734,492 | | | | | | — | | | | | | 8,936,129 | | | | | | (40,256,358) | | | | | | (11,585,737) | |
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 | |
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 3,268,901 | | | | | | — | | | | | | 2,949,442 | | | | | | (13,175,262) | | | | | | (6,956,919) | | | | | | 42,304,595 | | | | | | — | | | | | | 38,134,846 | | | | | | (169,970,055) | | | | | | (89,530,614) | |
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 | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 8,765,935 | | | | | | — | | | | | | 7,023,181 | | | | | | (41,031,537) | | | | | | (25,242,421) | | | | | | 110,867,415 | | | | | | — | | | | | | 90,169,539 | | | | | | (528,312,300) | | | | | | (327,275,346) | |
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) | |
Class S2 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 410,608 | | | | | | — | | | | | | 58,920 | | | | | | (846,688) | | | | | | (377,160) | | | | | | 5,270,444 | | | | | | — | | | | | | 753,407 | | | | | | (10,812,113) | | | | | | (4,788,262) | |
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 | |
Small Company | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 55,117 | | | | | | — | | | | | | 31,848 | | | | | | (77,808) | | | | | | 9,157 | | | | | | 1,058,284 | | | | | | — | | | | | | 552,879 | | | | | | (1,440,693) | | | | | | 170,470 | |
12/31/2015 | | | | | 42,791 | | | | | | — | | | | | | 42,062 | | | | | | (49,749) | | | | | | 35,104 | | | | | | 879,068 | | | | | | — | | | | | | 833,677 | | | | | | (1,057,372) | | | | | | 655,373 | |
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,980,320 | | | | | | — | | | | | | 2,597,874 | | | | | | (4,653,668) | | | | | | (75,474) | | | | | | 39,835,416 | | | | | | — | | | | | | 46,891,635 | | | | | | (92,286,094) | | | | | | (5,559,043) | |
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 | |
Class R6 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 135,577 | | | | | | — | | | | | | — | | | | | | (13,969) | | | | | | 121,608 | | | | | | 2,801,884 | | | | | | — | | | | | | — | | | | | | (289,726) | | | | | | 2,512,158 | |
11/24/2015(1) - 12/31/2015 | | | | | 147 | | | | | | — | | | | | | — | | | | | | — | | | | | | 147 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,259,380 | | | | | | — | | | | | | 576,063 | | | | | | (1,234,819) | | | | | | 600,624 | | | | | | 25,221,558 | | | | | | — | | | | | | 10,184,802 | | | | | | (23,567,691) | | | | | | 11,838,669 | |
12/31/2015 | | | | | 898,027 | | | | | | — | | | | | | 824,447 | | | | | | (1,060,078) | | | | | | 662,396 | | | | | | 18,183,436 | | | | | | — | | | | | | 16,604,357 | | | | | | (22,100,391) | | | | | | 12,687,402 | |
Class S2 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | |
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (1,782) | | | | | | (1,782) | | | | | | — | | | | | | — | | | | | | — | | | | | | (39,073) | | | | | | (39,073) |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 52,744 | | | | | $ | (52,744) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 2,468,646 | | | | | | (2,468,646) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 347,497 | | | | | | (347,497) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Securities (USA) Inc. | | | | | 149,856 | | | | | | (149,856) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 320,693 | | | | | | (320,693) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 3,104,366 | | | | | | (3,104,366) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 52,654 | | | | | | (52,654) | | | | | | — | | |
Citadel Clearing LLC | | | | | 115,424 | | | | | | (115,424) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 140,331 | | | | | | (140,331) | | | | | | — | | |
HSBC Bank PLC | | | | | 104,925 | | | | | | (104,925) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 19,350 | | | | | | (19,350) | | | | | | — | | |
Jefferies LLC | | | | | 47,704 | | | | | | (47,704) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 38,088 | | | | | | (38,088) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 266,469 | | | | | | (266,469) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 85,320 | | | | | | (85,320) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,055,529 | | | | | | (1,055,529) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 512,090 | | | | | | (512,090) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 47,409 | | | | | | (47,409) | | | | | | — | | |
Barclays Capital Inc. | | | | | 184,460 | | | | | | (184,460) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 57,735 | | | | | | (57,735) | | | | | | — | | |
Morgan Stanley & Co. International PLC | | | | | 22,853 | | | | | | (22,853) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 84,882 | | | | | | (84,882) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 712,702 | | | | | | (712,702) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 620,224 | | | | | | (620,224) | | | | | | — | | |
Total | | | | $ | 10,611,951 | | | | | $ | (10,611,951) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 21,888 | | | | | $ | (21,888) | | | | | $ | — | | |
HSBC Bank PLC | | | | | 2,593,728 | | | | | | (2,593,728) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 120,384 | | | | | | (120,384) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 13,680 | | | | | | (13,680) | | | | | | — | | |
Total | | | | $ | 2,749,680 | | | | | $ | (2,749,680) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 43,766,576 | | | | | $ | (43,766,576) | | | | | $ | — | | |
Citadel Clearing LLC | | | | | 275,479 | | | | | | (275,479) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 35,985,079 | | | | | | (35,985,079) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 313,685 | | | | | | (313,685) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 965,724 | | | | | | (965,724) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 2,696,630 | | | | | | (2,696,630) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 24,501,170 | | | | | | (24,501,170) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 7,684,141 | | | | | | (7,684,141) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 42,190,881 | | | | | | (42,190,881) | | | | | | — | | |
Mizuho Securities USA Inc. | | | | | 1,717,859 | | | | | | (1,717,859) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 732,039 | | | | | | (732,039) | | | | | | — | | |
RBS Securities Inc | | | | | 40,553,053 | | | | | | (40,553,053) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 1,267,166 | | | | | | (1,267,166) | | | | | | — | | |
Societe Generale | | | | | 14,390,123 | | | | | | (14,390,123) | | | | | | — | | |
Total | | | | $ | 217,039,605 | | | | | $ | (217,039,605) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 696,960 | | | | | $ | (696,960) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 543,754 | | | | | | (543,754) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,725,196 | | | | | | (1,725,196) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 231,703 | | | | | | (231,703) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 1,397,775 | | | | | | (1,397,775) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,412,000 | | | | | | (1,412,000) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 682,273 | | | | | | (682,273) | | | | | | — | | |
Jefferies LLC | | | | | 3,548 | | | | | | (3,548) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 1,896,086 | | | | | | (1,896,086) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,188,557 | | | | | | (1,188,557) | | | | | | — | | |
Natixis Securities America LLC | | | | | 28,125 | | | | | | (28,125) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 258,915 | | | | | | (258,915) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
RBC Dominion Securities Inc | | | | | 1,194,317 | | | | | | (1,194,317) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 143,390 | | | | | | (143,390) | | | | | | — | | |
UBS AG | | | | | 425,214 | | | | | | (425,214) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,469,905 | | | | | | (1,469,905) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,252,999 | | | | | | (1,252,999) | | | | | | — | | |
Total | | | | $ | 14,550,717 | | | | | $ | (14,550,717) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/ (Losses) | | |||||||||
Balanced | | | | $ | — | | | | | $ | 2,018,466 | | | | | $ | (2,018,466) | | |
Global Equity(1) | | | | | (114,056,764) | | | | | | (580,584) | | | | | | 114,637,348 | | |
Growth and Income | | | | | (40) | | | | | | (708,625) | | | | | | 708,665 | | |
Intermediate Bond | | | | | — | | | | | | 2,291,160 | | | | | | (2,291,160) | | |
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 7,676,406 | | | | | $ | — | | | | | $ | 9,561,178 | | | | | $ | — | | |
Global Equity | | | | | 19,357,833 | | | | | | — | | | | | | 4,011,581 | | | | | | — | | |
Government Money Market | | | | | 932,960 | | | | | | 2,549 | | | | | | 59,269 | | | | | | 9,705 | | |
Growth and Income | | | | | 59,258,069 | | | | | | 282,190,501 | | | | | | 68,479,686 | | | | | | 182,087,566 | | |
Intermediate Bond | | | | | 138,004,461 | | | | | | — | | | | | | 159,807,871 | | | | | | — | | |
Small Company | | | | | 2,562,015 | | | | | | 55,067,592 | | | | | | 11,222,450 | | | | | | 81,175,503 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Balanced | | | | $ | 10,906,833 | | | | | $ | — | | | | | $ | 13,409,464 | | | | | $ | (1,065,572) | | | | | | Short-term | | | | | | 2017 | | |
Global Equity | | | | | 15,226,891 | | | | | | — | | | | | | 40,296,705 | | | | | | (16,197,601) | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (6,695,973) | | | | | | Short-term | | | | | | 2018 | | |
| | | | | | | | | | | | | | | | | | | | | | | (99,752,186) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (22,040,302) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (144,686,062)* | | | | | | | | | | | | | | |
Government Money Market | | | | | 3,218 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | | | | — | | | | | | 49,826,554 | | | | | | 566,611,323 | | | | | | — | | | | | | — | | | | | | — | | |
Intermediate Bond | | | | | 1,984,873 | | | | | | — | | | | | | (1,373,661) | | | | | | (152,830,543) | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (15,005,778) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (167,836,321)* | | | | | | | | | | | | | | |
Small Company | | | | | 9,976,900 | | | | | | 68,538,273 | | | | | | 118,986,610 | | | | | | (520,509)* | | | | | | Short-term | | | | | | 2017 | | |
| 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 Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
| $ | 567,665 | | | | | $ | 4,449,177 | | | | | $ | — | | | | | $ | (1,127) | | | | | | 0.8214 | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | NII | | | | $ | 0.0002 | | | | February 1, 2017 | | | Daily | |
Class S | | | NII | | | | $ | 0.0001 | | | | February 1, 2017 | | | Daily | |
All Classes | | | STCG | | | | $ | 0.0000* | | | | February 1, 2017 | | | January 30, 2017 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0331 | | | | February 1, 2017 | | | Daily | |
Class I | | | NII | | | | $ | 0.0389 | | | | February 1, 2017 | | | Daily | |
Class S | | | NII | | | | $ | 0.0360 | | | | February 1, 2017 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0342 | | | | February 1, 2017 | | | Daily | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | |||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | |
Small Company | | | | | 1.43% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 1.18% | | | | | | N/A | | |
Voya Balanced Portfolio | as of December 31, 2016 |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: 53.1% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 6.7% | | ||||||||||||
| | | 3,814 | @ | | Amazon.com, Inc. | | | | $ | 2,860,004 | | | | | | 0.7 | | | |
| | | 51,710 | | | | Coach, Inc. | | | | | 1,810,884 | | | | | | 0.4 | | |
| | | 28,135 | | | | Comcast Corp. – Class A | | | | | 1,942,722 | | | | | | 0.5 | | |
| | | 38,423 | @ | | Dish Network Corp. - Class A | | | | | 2,225,844 | | | | | | 0.5 | | | |
| | | 22,951 | | | | Hasbro, Inc. | | | | | 1,785,358 | | | | | | 0.4 | | |
| | | 18,034 | | | | Home Depot, Inc. | | | | | 2,417,999 | | | | | | 0.6 | | |
| | | 20,488 | | | | McDonald’s Corp. | | | | | 2,493,799 | | | | | | 0.6 | | |
| | | 478,153 | | | | Other Securities(a) | | | | | 12,587,894 | | | | | | 3.0 | | |
| | | | | | | | | | | | 28,124,504 | | | | | | 6.7 | | |
| | | | | | | Consumer Staples: 4.4% | | ||||||||||||
| | | 36,572 | @ | | Monster Beverage Corp. | | | | | 1,621,602 | | | | | | 0.4 | | | |
| | | 20,047 | | | | PepsiCo, Inc. | | | | | 2,097,518 | | | | | | 0.5 | | |
| | | 18,623 | | | | Philip Morris International, Inc. | | | | | 1,703,818 | | | | | | 0.4 | | |
| | | 235,500 | # | | WH Group Ltd. | | | | | 189,836 | | | | | | 0.0 | | | |
| | | 342,568 | | | | Other Securities(a) | | | | | 12,834,570 | | | | | | 3.1 | | |
| | | | | | | | | | | | 18,447,344 | | | | | | 4.4 | | |
| | | | | | | Energy: 3.6% | | ||||||||||||
| | | 21,786 | | | | Chevron Corp. | | | | | 2,564,212 | | | | | | 0.6 | | |
| | | 17,750 | | | | Exxon Mobil Corp. | | | | | 1,602,115 | | | | | | 0.4 | | |
| | | 27,514 | | | | Royal Dutch Shell PLC - Class A | | | | | 759,488 | | | | | | 0.2 | | |
| | | 26,179 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 1,423,614 | | | | | | 0.4 | | |
| | | 11,368 | | | | Royal Dutch Shell PLC - Class B | | | | | 326,626 | | | | | | 0.1 | | |
| | | 21,781 | | | | Schlumberger Ltd. | | | | | 1,828,515 | | | | | | 0.4 | | |
| | | 232,414 | | | | Other Securities | | | | | 6,468,778 | | | | | | 1.5 | | |
| | | | | | | | | | | | 14,973,348 | | | | | | 3.6 | | |
| | | | | | | Financials: 8.8% | | ||||||||||||
| | | 154,464 | | | | Bank of America Corp. | | | | | 3,413,654 | | | | | | 0.8 | | |
| | | 12,196 | | | | Chubb Ltd. | | | | | 1,611,336 | | | | | | 0.4 | | |
| | | 41,820 | | | | Hartford Financial Services Group, Inc. | | | | | 1,992,723 | | | | | | 0.5 | | |
| | | 42,159 | | | | JPMorgan Chase & Co. | | | | | 3,637,900 | | | | | | 0.8 | | |
| | | 117,539 | | | | Keycorp | | | | | 2,147,438 | | | | | | 0.5 | | |
| | | 58,836 | | | | Wells Fargo & Co. | | | | | 3,242,452 | | | | | | 0.8 | | |
| | | 1,167,776 | | | | Other Securities(a) | | | | | 21,084,290 | | | | | | 5.0 | | |
| | | | | | | | | | | | 37,129,793 | | | | | | 8.8 | | |
| | | | | | | Health Care: 6.3% | | ||||||||||||
| | | 13,833 | @ | | Celgene Corp. | | | | | 1,601,170 | | | | | | 0.4 | | | |
| | | 24,177 | | | | Johnson & Johnson | | | | | 2,785,432 | | | | | | 0.6 | | |
| | | 33,751 | | | | Merck & Co., Inc. | | | | | 1,986,922 | | | | | | 0.5 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 66,036 | | | | Pfizer, Inc. | | | | $ | 2,144,849 | | | | | | 0.5 | | |
| | | 16,706 | | | | UnitedHealth Group, Inc. | | | | | 2,673,628 | | | | | | 0.6 | | |
| | | 267,890 | | | | Other Securities(a) | | | | | 15,469,602 | | | | | | 3.7 | | |
| | | | | | | | | | | | 26,661,603 | | | | | | 6.3 | | |
| | | | | | | Industrials: 6.4% | | ||||||||||||
| | | 10,580 | | | | Boeing Co. | | | | | 1,647,095 | | | | | | 0.4 | | |
| | | 15,335 | | | | Deere & Co. | | | | | 1,580,118 | | | | | | 0.4 | | |
| | | 11,457 | | | | General Dynamics Corp. | | | | | 1,978,166 | | | | | | 0.4 | | |
| | | 742,613 | | | | Other Securities(a) | | | | | 21,775,774 | | | | | | 5.2 | | |
| | | | | | | | | | | | 26,981,153 | | | | | | 6.4 | | |
| | | | | | | Information Technology: 9.2% | | ||||||||||||
| | | 4,035 | @ | | Alphabet, Inc. - Class A | | | | | 3,197,536 | | | | | | 0.8 | | | |
| | | 455 | @ | | Alphabet, Inc. - Class C | | | | | 351,178 | | | | | | 0.1 | | | |
| | | 44,070 | | | | Apple, Inc. | | | | | 5,104,187 | | | | | | 1.2 | | |
| | | 85,150 | | | | Cisco Systems, Inc. | | | | | 2,573,233 | | | | | | 0.6 | | |
| | | 15,148 | @ | | Facebook, Inc. | | | | | 1,742,777 | | | | | | 0.4 | | | |
| | | 76,861 | | | | Microsoft Corp. | | | | | 4,776,143 | | | | | | 1.1 | | |
| | | 54,408 | | | | Oracle Corp. | | | | | 2,091,988 | | | | | | 0.5 | | |
| | | 22,092 | | | | Visa, Inc. - Class A | | | | | 1,723,618 | | | | | | 0.4 | | |
| | | 377,894 | | | | Other Securities(a) | | | | | 17,085,398 | | | | | | 4.1 | | |
| | | | | | | | | | | | 38,646,058 | | | | | | 9.2 | | |
| | | | | | | Materials: 2.6% | | ||||||||||||
| | | 51,063 | | | | Dow Chemical Co. | | | | | 2,921,825 | | | | | | 0.7 | | |
| | | 294,305 | | | | Other Securities(a) | | | | | 7,981,113 | | | | | | 1.9 | | |
| | | | | | | | | | | | 10,902,938 | | | | | | 2.6 | | |
| | | | | | | Real Estate: 2.2% | | ||||||||||||
| | | 779,604 | | | | Other Securities | | | | | 9,360,789 | | | | | | 2.2 | | |
| | | | | | | Telecommunication Services: 1.0% | | ||||||||||||
| | | 55,845 | | | | AT&T, Inc. | | | | | 2,375,088 | | | | | | 0.6 | | |
| | | 169,961 | | | | Other Securities | | | | | 1,666,759 | | | | | | 0.4 | | |
| | | | | | | | | | | | 4,041,847 | | | | | | 1.0 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 39,814 | | | | Exelon Corp. | | | | | 1,412,999 | | | | | | 0.3 | | |
| | | 16,071 | | | | NextEra Energy, Inc. | | | | | 1,919,841 | | | | | | 0.4 | | |
| | | 281,248 | | | | Other Securities | | | | | 4,894,615 | | | | | | 1.2 | | |
| | | | | | | | | | | | 8,227,455 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $205,757,909) | | | | | 223,496,832 | | | | | | 53.1 | | |
| EXCHANGE-TRADED FUNDS: 10.8% | | ||||||||||||||||||
| | | 25,061 | | | | iShares Barclays 20+ Year Treasury Bond Fund | | | | | 2,985,517 | | | | | | 0.7 | | |
| | | 235,469 | | | | iShares MSCI Emerging Markets Index Fund | | | | | 8,243,770 | | | | | | 1.9 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| EXCHANGE-TRADED FUNDS: (continued) | | ||||||||||||||||||
| | | 46,274 | | | | iShares Russell 1000 Value Index Fund | | | | $ | 5,184,076 | | | | | | 1.2 | | |
| | | 361,336 | | | | PowerShares Senior Loan Portfolio | | | | | 8,440,809 | | | | | | 2.0 | | |
| | | 116,023 | | | | SPDR Dow Jones International Real Estate | | | | | 4,186,110 | | | | | | 1.0 | | |
| | | 37,008 | | | | SPDR Trust Series 1 | | | | | 8,272,398 | | | | | | 2.0 | | |
| | | 50,936 | | | | Vanguard REIT | | | | | 4,203,748 | | | | | | 1.0 | | |
| | | 77,633 | | | | Vanguard Total International Bond ETF | | | | | 4,214,696 | | | | | | 1.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $47,256,265) | | | | | 45,731,124 | | | | | | 10.8 | | |
| MUTUAL FUNDS: 8.7% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 7.1% | | ||||||||||||
| | | 1,275,922 | | | | Voya Floating Rate Fund - Class P | | | | | 12,708,187 | | | | | | 3.0 | | |
| | | 2,109,454 | | | | Voya High Yield Bond Fund - Class P | | | | | 16,960,007 | | | | | | 4.1 | | |
| | | | | | | | | | | | 29,668,194 | | | | | | 7.1 | | |
| | | | | | | Unaffiliated Investment Companies: 1.6% | | ||||||||||||
| | | 1,341,911 | @ | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 6,803,489 | | | | | | 1.6 | | | |
| | | | | | | Total Mutual Funds (Cost $36,621,922) | | | | | 36,471,683 | | | | | | 8.7 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Consumer Staples: 0.0% | | ||||||||||||
| | | 1,748 | | | | Other Securities | | | | | 208,082 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $199,715) | | | | | 208,082 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: 8.1% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.1% | | ||||||||||||
| | | 50,000 | # | | Air Liquide Finance SA, 1.750%, 09/27/21 | | | | | 48,128 | | | | | | 0.0 | | | |
| | | 30,000 | # | | Air Liquide Finance SA, 2.250%, 09/27/23 | | | | | 28,618 | | | | | | 0.0 | | | |
| | | 106,000 | # | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.400%, 12/01/26 | | | | | 105,791 | | | | | | 0.0 | | | |
| | | 67,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 67,600 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Basic Materials (continued) | | ||||||||||||
| ��� | | 295,000 | | | | Other Securities | | | | $ | 302,283 | | | | | | 0.1 | | |
| | | | | | | | | | | | 552,420 | | | | | | 0.1 | | |
| | | | | | | Communications: 0.9% | | ||||||||||||
| | | 827,000 | | | | AT&T, Inc., 2.300%-5.350%, 03/11/19-03/09/49 | | | | | 814,642 | | | | | | 0.2 | | |
| | | 200,000 | # | | Millicom International Cellular SA, 4.750%, 05/22/20 | | | | | 203,250 | | | | | | 0.1 | | | |
| | | 20,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 20,425 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Telefonica Chile SA, 3.875%, 10/12/22 | | | | | 201,551 | | | | | | 0.0 | | | |
| | | 2,441,000 | | | | Other Securities | | | | | 2,466,045 | | | | | | 0.6 | | |
| | | | | | | | | | | | 3,705,913 | | | | | | 0.9 | | |
| | | | | | | Consumer, Cyclical: 0.5% | | ||||||||||||
| | | 30,000 | # | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/26 | | | | | 30,750 | | | | | | 0.0 | | | |
| | | 30,000 | # | | BMW US Capital LLC, 1.450%, 09/13/19 | | | | | 29,645 | | | | | | 0.0 | | | |
| | | 60,000 | # | | BMW US Capital LLC, 2.250%, 09/15/23 | | | | | 57,491 | | | | | | 0.0 | | | |
| | | 35,000 | # | | Daimler Finance North America LLC, 1.500%, 07/05/19 | | | | | 34,433 | | | | | | 0.0 | | | |
| | | 133,000 | | | | McDonald’s Corp., 2.100%-4.875%, 12/07/18-12/09/45 | | | | | 138,515 | | | | | | 0.0 | | |
| | | 1,911,000 | | | | Other Securities | | | | | 1,905,862 | | | | | | 0.5 | | |
| | | | | | | | | | | | 2,196,696 | | | | | | 0.5 | | |
| | | | | | | Consumer, Non-cyclical: 1.5% | | ||||||||||||
| | | 43,000 | # | | BAT International Finance PLC, 1.850%, 06/15/18 | | | | | 43,022 | | | | | | 0.0 | | | |
| | | 60,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 61,477 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Danone SA, 2.077%, 11/02/21 | | | | | 194,251 | | | | | | 0.1 | | | |
| | | 200,000 | # | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 201,248 | | | | | | 0.1 | | | |
| | | 200,000 | # | | Mondelez International Holdings Netherlands BV, 2.000%, 10/28/21 | | | | | 191,639 | | | | | | 0.1 | | | |
| | | 61,000 | # | | Mylan NV, 3.150%, 06/15/21 | | | | | 59,873 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 40,396 | | | | | | 0.0 | | | |
| | | 64,000 | # | | Mylan NV, 3.950%, 06/15/26 | | | | | 59,926 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 93,000 | | | | Philip Morris International, Inc., 4.250%-5.650%, 05/16/18-11/10/44 | | | | $ | 95,836 | | | | | | 0.0 | | |
| | | 55,000 | # | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 52,800 | | | | | | 0.0 | | | |
| | | 50,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | | | | | 43,344 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | | 82,250 | | | | | | 0.0 | | | |
| | | 67,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 67,615 | | | | | | 0.0 | | | |
| | | 5,217,000 | | | | Other Securities(a) | | | | | 5,212,745 | | | | | | 1.2 | | |
| | | | | | | | | | | | 6,406,422 | | | | | | 1.5 | | |
| | | | | | | Energy: 1.0% | | ||||||||||||
| | | 15,000 | # | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 14,962 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Kinder Morgan Finance Co. LLC, 6.000%, 01/15/18 | | | | | 83,308 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Reliance Industries Ltd., 5.875%, 02/28/49 | | | | | 198,250 | | | | | | 0.1 | | | |
| | | 50,000 | #,L | | YPF SA, 8.500%, 07/28/25 | | | | | 50,825 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | YPF SA, 8.875%, 12/19/18 | | | | | 218,050 | | | | | | 0.1 | | | |
| | | 3,412,000 | | | | Other Securities | | | | | 3,446,996 | | | | | | 0.8 | | |
| | | | | | | | | | | | 4,012,391 | | | | | | 1.0 | | |
| | | | | | | Financial: 2.9% | | ||||||||||||
| | | 200,000 | #,L | | ABN AMRO Bank NV, 4.800%, 04/18/26 | | | | | 204,716 | | | | | | 0.1 | | | |
| | | 150,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 149,954 | | | | | | 0.0 | | | |
| | | 200,000 | # | | BPCE SA, 5.700%, 10/22/23 | | | | | 210,765 | | | | | | 0.1 | | | |
| | | 65,000 | # | | Commonwealth Bank of Australia, 1.375%, 09/06/18 | | | | | 64,579 | | | | | | 0.0 | | | |
| | | 144,000 | # | | Commonwealth Bank of Australia, 2.850%, 05/18/26 | | | | | 137,630 | | | | | | 0.1 | | | |
| | | 250,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 249,514 | | | | | | 0.1 | | |
| | | 209,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 2.750%-3.800%, 03/26/20-09/15/22 | | | | | 208,566 | | | | | | 0.0 | | |
| | | 55,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 54,862 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 52,000 | | | | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | | | | $ | 64,276 | | | | | | 0.0 | | |
| | | 100,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 105,675 | | | | | | 0.0 | | | |
| | | 200,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 199,935 | | | | | | 0.1 | | | |
| | | 181,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 195,480 | | | | | | 0.0 | | | |
| | | 731,000 | | | | JPMorgan Chase & Co., 1.625%-6.125%, 03/01/18-12/29/49 | | | | | 736,473 | | | | | | 0.2 | | |
| | | 50,000 | # | | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | | | | | 49,570 | | | | | | 0.0 | | | |
| | | 45,000 | # | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 45,046 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 69,949 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 40,829 | | | | | | 0.0 | | | |
| | | 73,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 72,066 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | Societe Generale SA, 4.250%, 08/19/26 | | | | | 193,276 | | | | | | 0.0 | | | |
| | | 120,000 | #,L | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 114,348 | | | | | | 0.0 | | | |
| | | 75,000 | # | | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | | | | | 75,050 | | | | | | 0.0 | | | |
| | | 41,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 41,811 | | | | | | 0.0 | | | |
| | | 210,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | | | | | 214,883 | | | | | | 0.1 | | | |
| | | 200,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 202,326 | | | | | | 0.1 | | | |
| | | 25,000 | | | | Wells Fargo & Co., 3.000%, 10/23/26 | | | | | 23,799 | | | | | | 0.0 | | |
| | | 8,556,000 | | | | Other Securities(a) | | | | | 8,504,845 | | | | | | 2.0 | | |
| | | | | | | | | | | | 12,230,223 | | | | | | 2.9 | | |
| | | | | | | Industrial: 0.2% | | ||||||||||||
| | | 65,000 | # | | Novelis Corp., 5.875%, 09/30/26 | | | | | 65,813 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 25,000 | # | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | $ | 26,109 | | | | | | 0.0 | | | |
| | | 707,000 | | | | Other Securities | | | | | 733,539 | | | | | | 0.2 | | |
| | | | | | | | | | | | 825,461 | | | | | | 0.2 | | |
| | | | | | | Technology: 0.4% | | ||||||||||||
| | | 106,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | | | | | 108,240 | | | | | | 0.0 | | | |
| | | 104,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 107,629 | | | | | | 0.0 | | | |
| | | 110,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 116,717 | | | | | | 0.1 | | | |
| | | 102,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 110,549 | | | | | | 0.0 | | | |
| | | 1,262,000 | | | | Other Securities | | | | | 1,273,757 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,716,892 | | | | | | 0.4 | | |
| | | | | | | Utilities: 0.6% | | ||||||||||||
| | | 58,000 | # | | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | | | | | 64,898 | | | | | | 0.0 | | | |
| | | 86,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 95,969 | | | | | | 0.1 | | | |
| | | 27,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 26,736 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Empresa de Energia de Bogota SA ESP, 6.125%, 11/10/21 | | | | | 206,500 | | | | | | 0.1 | | | |
| | | 130,000 | | | | Exelon Corp., 2.850%-3.400%, 06/15/20-04/15/26 | | | | | 129,373 | | | | | | 0.0 | | |
| | | 97,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 100,469 | | | | | | 0.0 | | | |
| | | 46,000 | # | | New York State Electric & Gas Corp., 3.250%, 12/01/26 | | | | | 45,787 | | | | | | 0.0 | | | |
| | | 1,610,000 | | | | Other Securities | | | | | 1,641,971 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,311,703 | | | | | | 0.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $33,917,107) | | | | | 33,958,121 | | | | | | 8.1 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 2.7% | | ||||||||||||||||||
| | | 45,136 | # | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | | | | | 45,510 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 40,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 5.056%, 07/25/25 | | | | $ | 40,276 | | | | | | 0.0 | | | |
| | | 340,536 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 375,567 | | | | | | 0.1 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 5.006%, 04/25/29 | | | | | 103,410 | | | | | | 0.0 | | |
| | | 40,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.656%, 07/25/24 | | | | | 40,202 | | | | | | 0.0 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 3.756%, 07/25/24 | | | | | 100,372 | | | | | | 0.0 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.656%, 11/25/24 | | | | | 108,704 | | | | | | 0.0 | | |
| | | 60,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 2M2, 5.756%, 11/25/24 | | | | | 65,073 | | | | | | 0.0 | | |
| | | 170,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.756%, 05/25/25 | | | | | 177,492 | | | | | | 0.1 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.756%, 07/25/25 | | | | | 107,496 | | | | | | 0.0 | | |
| | | 65,333 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 5.056%, 02/25/25 | | | | | 68,773 | | | | | | 0.0 | | |
| | | 179,151 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/31 | | | | | 198,660 | | | | | | 0.1 | | |
| | | 2,068 | | | | Fannie Mae REMIC Trust 2004-W6 1A1, 5.000%, 07/25/34 | | | | | 2,069 | | | | | | 0.0 | | |
| | | 550,465 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | | | | | 587,431 | | | | | | 0.1 | | |
| | | 550,054 | | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.578%, 02/25/49 | | | | | 596,932 | | | | | | 0.2 | | |
| | | 259,909 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/41 | | | | | 276,644 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 381,531 | | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/40 | | | | $ | 416,861 | | | | | | 0.1 | | |
| | | 92,905 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.944%, 12/25/36 | | | | | 24,051 | | | | | | 0.0 | | |
| | | 194,027 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | | | | | 222,996 | | | | | | 0.1 | | |
| | | 207,314 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | | | | | 236,163 | | | | | | 0.1 | | |
| | | 143,977 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | | | | | 161,522 | | | | | | 0.1 | | |
| | | 41,347 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | | | | | 46,173 | | | | | | 0.0 | | |
| | | 107,216 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | | | | | 117,194 | | | | | | 0.0 | | |
| | | 337,565 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | | | | | 378,254 | | | | | | 0.1 | | |
| | | 138,708 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | | | | | 155,398 | | | | | | 0.0 | | |
| | | 117,471 ^ | | | | Freddie Mac REMIC Trust 3524 LA, 5.252%, 03/15/33 | | | | | 128,202 | | | | | | 0.0 | | |
| | | 131,688 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | | | | | 146,711 | | | | | | 0.0 | | |
| | | 159,764 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | | | | | 174,254 | | | | | | 0.1 | | |
| | | 28,080 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | | | | | 30,241 | | | | | | 0.0 | | |
| | | 367,587 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | | | | | 371,716 | | | | | | 0.1 | | |
| | | 446,332 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | | | | | 492,111 | | | | | | 0.1 | | |
| | | 446,332 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | | | | | 484,311 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 5.256%, 02/25/24 | | | | | 109,195 | | | | | | 0.0 | | |
| | | 180,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.356%, 04/25/24 | | | | | 186,684 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.756%, 08/25/24 | | | | $ | 104,206 | | | | | | 0.0 | | |
| | | 250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 5.306%, 10/25/24 | | | | | 267,751 | | | | | | 0.1 | | |
| | | 50,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.506%, 10/25/24 | | | | | 54,323 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.456%, 04/25/28 | | | | | 108,282 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 4.006%, 05/25/25 | | | | | 103,554 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.556%, 05/25/28 | | | | | 107,801 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.306%, 07/25/28 | | | | | 111,896 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.556%, 03/25/29 | | | | | 100,335 | | | | | | 0.0 | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.606%, 03/25/29 | | | | | 200,313 | | | | | | 0.1 | | |
| | | 117,592 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | | | | | 126,513 | | | | | | 0.0 | | |
| | | 317,685 | | | | Ginnie Mae Series 2010- 164 JZ, 4.000%, 12/20/40 | | | | | 334,849 | | | | | | 0.1 | | |
| | | 51,920 | | | | Ginnie Mae Series 2011- 169 BC, 7.000%, 05/16/32 | | | | | 60,020 | | | | | | 0.0 | | |
| | | 3,441,457 | | | | Other Securities | | | | | 2,761,976 | | | | | | 0.7 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $11,169,081) | | | | | 11,218,467 | | | | | | 2.7 | | |
|
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| FOREIGN GOVERNMENT BONDS: 0.8% | | ||||||||||||||||||
| | | 175,000 | # | | Argentine Republic Government International Bond, 6.875%, 04/22/21 | | | | $ | 186,812 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 96,926 | | | | | | 0.0 | | | |
| | | 10,000 | # | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 10,316 | | | | | | 0.0 | | | |
| | | HUF2,047,697,539 | | | | Other Securities(a) | | | | | 2,963,668 | | | | | | 0.7 | | |
| | | | | | | Total Foreign Government Bonds (Cost $3,315,080) | | | | | 3,257,722 | | | | | | 0.8 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.7% | | ||||||||||||||||||
| | | 190,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF C, 2.704%, 01/15/28 | | | | | 184,503 | | | | | | 0.1 | | | |
| | | 30,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 5.814%, 02/10/51 | | | | | 29,922 | | | | | | 0.0 | | | |
| | | 2,180,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 97,815 | | | | | | 0.0 | | | |
| | | 196,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.015%, 06/11/41 | | | | | 212,554 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E, 5.406%, 11/11/41 | | | | | 72,893 | | | | | | 0.0 | | | |
| | | 210,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.670%, 11/11/41 | | | | | 218,459 | | | | | | 0.1 | | | |
| | | 140,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 F, 5.801%, 02/13/42 | | | | | 142,524 | | | | | | 0.0 | | | |
| | | 73,428 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.714%, 04/12/38 | | | | | 75,038 | | | | | | 0.0 | | | |
| | | 260,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.714%, 04/12/38 | | | | | 244,253 | | | | | | 0.1 | | | |
| | | 112,164 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 112,502 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 5,510,000 ^ | | | | CFCRE Commercial Mortgage Trust 2016-C7, 0.801%, 12/10/54 | | | | $ | 322,728 | | | | | | 0.1 | | |
| | | 997,806 ^ | | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.017%, 07/10/49 | | | | | 133,125 | | | | | | 0.0 | | |
| | | 40,000 | # | | Citigroup Commercial Mortgage Trust 2014-GC19, 4.901%, 03/10/47 | | | | | 35,068 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Citigroup Commercial Mortgage Trust 2016-GC36, 2.850%, 02/10/49 | | | | | 69,100 | | | | | | 0.0 | | | |
| | | 110,000 | # | | COMM 2004-LB2A H, 6.067%, 03/10/39 | | | | | 116,639 | | | | | | 0.0 | | | |
| | | 1,716,202 ^ | | | | COMM 2012-CR2 XA, 1.728%, 08/15/45 | | | | | 124,060 | | | | | | 0.1 | | |
| | | 976,541 ^ | | | | COMM 2012-CR4 XA, 1.903%, 10/15/45 | | | | | 68,810 | | | | | | 0.0 | | |
| | | 2,380,000 | #,^ | | COMM 2012-CR4 XB, 0.593%, 10/15/45 | | | | | 77,327 | | | | | | 0.0 | | | |
| | | 603,890 ^ | | | | COMM 2013-LC6 XA, 1.683%, 01/10/46 | | | | | 33,407 | | | | | | 0.0 | | |
| | | 2,005,615 ^ | | | | COMM 2014-UBS3 XA, 1.328%, 06/10/47 | | | | | 124,361 | | | | | | 0.1 | | |
| | | 100,000 | # | | COMM 2015-CR27 D, 3.472%, 10/10/48 | | | | | 76,444 | | | | | | 0.0 | | | |
| | | 69,703 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.361%, 06/10/36 | | | | | 70,014 | | | | | | 0.0 | | | |
| | | 66,350 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1A K, 5.415%, 02/25/21 | | | | | 66,321 | | | | | | 0.1 | | | |
| | | 5,190 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 5,182 | | | | | | 0.0 | | | |
| | | 50,000 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.281%, 05/15/36 | | | | | 53,425 | | | | | | 0.0 | | | |
| | | 30,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 28,035 | | | | | | 0.0 | | |
| | | 110,000 | # | | CSAIL 2016-C7 Commercial Mortgage Trust, 4.394%, 11/15/49 | | | | | 78,266 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 100,000 | # | | DBUBS 2011-LC2A D, 5.543%, 07/10/44 | | | | $ | 102,417 | | | | | | 0.0 | | | |
| | | 110,000 | # | | DBUBS Mortgage Trust 2011-LC1A E, 5.685%, 11/10/46 | | | | | 115,275 | | | | | | 0.1 | | | |
| | | 21,741,719 | #,^ | | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/45 | | | | | 76,470 | | | | | | 0.0 | | | |
| | | 100,000 | # | | GS Mortgage Securities Trust 2010-C2 D, 5.184%, 12/10/43 | | | | | 100,789 | | | | | | 0.0 | | | |
| | | 100,000 | # | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 81,374 | | | | | | 0.0 | | | |
| | | 1,715,002 ^ | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.386%, 05/10/45 | | | | | 126,826 | | | | | | 0.1 | | |
| | | 37,000 | # | | GS Mortgage Securities Trust 2016-GS3, 2.620%, 10/10/49 | | | | | 26,533 | | | | | | 0.0 | | | |
| | | 1,949,207 ^ | | | | GS Mortgage Securities Trust 2016-GS4, 0.605%, 11/10/49 | | | | | 78,383 | | | | | | 0.0 | | |
| | | 340,000 | # | | Hudson Yards 2016-10HY Mortgage Trust, 2.835%, 08/10/38 | | | | | 328,679 | | | | | | 0.1 | | | |
| | | 40,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.575%, 05/15/41 | | | | | 40,499 | | | | | | 0.0 | | | |
| | | 78,261 | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-LDP8 B, 5.520%, 05/15/45 | | | | | 78,190 | | | | | | 0.0 | | |
| | | 1,050,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.353%, 12/15/47 | | | | | 18,898 | | | | | | 0.0 | | | |
| | | 30,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CBX D, 5.097%, 01/12/37 | | | | | 30,774 | | | | | | 0.0 | | |
| | | 150,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.753%, 06/15/49 | | | | | 151,590 | | | | | | 0.0 | | |
| | | 196,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 A4, 2.822%, 08/15/49 | | | | | 190,603 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 888,061 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2013-C12, 0.703%, 07/15/45 | | | | $ | 22,389 | | | | | | 0.0 | | |
| | | 957,544 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.194%, 04/15/47 | | | | | 35,603 | | | | | | 0.0 | | |
| | | 1,262,116 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | | | | | 20 | | | | | | 0.0 | | | |
| | | 100,206 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.652%, 02/15/40 | | | | | 100,273 | | | | | | 0.0 | | | |
| | | 583,341 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.729%, 11/15/38 | | | | | 2,174 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Merrill Lynch Mortgage Trust 2005-MKB2 E, 6.120%, 09/12/42 | | | | | 105,543 | | | | | | 0.0 | | | |
| | | 1,144,544 ^ | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19, 1.147%, 12/15/47 | | | | | 63,494 | | | | | | 0.0 | | |
| | | 130,000 | # | | Morgan Stanley Capital I Trust 2011-C1 C, 5.432%, 09/15/47 | | | | | 142,026 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.432%, 09/15/47 | | | | | 107,031 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.432%, 09/15/47 | | | | | 106,797 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 92,249 | | | | | | 0.0 | | | |
| | | 3,803,481 | #,^ | | Wells Fargo Commercial Mortgage Trust 2012-LC5 XA, 2.018%, 10/15/45 | | | | | 270,568 | | | | | | 0.1 | | | |
| | | 20,000 | # | | Wells Fargo Commercial Mortgage Trust 2016-C34, 5.030%, 06/15/49 | | | | | 16,100 | | | | | | 0.0 | | | |
| | | 986,178 ^ | | | | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 2.011%, 07/15/48 | | | | | 131,727 | | | | | | 0.1 | | |
| | | 1,340,677 ^ | | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.569%, 01/15/59 | | | | | 122,835 | | | | | | 0.0 | | |
| | | 414,056 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.989%, 08/15/45 | | | | | 30,363 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 577,357 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.380%, 03/15/48 | | | | $ | 32,083 | | | | | | 0.0 | | | |
| | | 1,369,288 | | | | Other Securities | | | | | 1,333,184 | | | | | | 0.3 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $7,246,220) | | | | | 7,134,534 | | | | | | 1.7 | | |
| U.S. TREASURY OBLIGATIONS: 4.8% | | ||||||||||||||||||
| | | | | | | Treasury Inflation Indexed Protected Securities: 0.9% | | ||||||||||||
| | | 3,976,668 | | | | 0.125%, due 04/15/21 | | | | | 4,001,729 | | | | | | 0.9 | | |
| | | | | | | U.S. Treasury Bonds: 1.4% | | ||||||||||||
| | | 2,749,000 | L | | 2.000%, due 11/15/26 | | | | | 2,641,039 | | | | | | 0.6 | | | |
| | | 3,678,000 | L | | 2.250%, due 08/15/46 | | | | | 3,084,779 | | | | | | 0.8 | | | |
| | | 2,000 | | | | 3.000%, due 11/15/45 | | | | | 1,968 | | | | | | 0.0 | | |
| | | | | | | | | | | | 5,727,786 | | | | | | 1.4 | | |
| | | | | | | U.S. Treasury Notes: 2.5% | | ||||||||||||
| | | 2,106,000 | L | | 1.000%, due 11/30/18 | | | | | 2,099,067 | | | | | | 0.5 | | | |
| | | 3,738,000 | | | | 1.375%, due 12/15/19 | | | | | 3,727,324 | | | | | | 0.9 | | |
| | | 3,363,000 | | | | 2.125%, due 11/30/23 | | | | | 3,337,028 | | | | | | 0.8 | | |
| | | 1,311,000 | L | | 0.875%-1.750%, due 05/31/18-02/15/26 | | | | | 1,302,171 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 10,465,590 | | | | | | 2.5 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $20,294,732) | | | | $ | 20,195,105 | | | | | | 4.8 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.8% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.6%## | | ||||||||||||
| | | 2,317,221 | W | | 2.500%-6.500%, due 05/01/30-11/01/45 | | | | | 2,444,280 | | | | | | 0.6 | | | |
| | | | | | | Federal National Mortgage Association: 0.9%## | | ||||||||||||
| | | 3,732,959 | W | | 2.500%-7.500%, due 06/01/29-01/18/47 | | | | | 3,901,204 | | | | | | 0.9 | | | |
| | | | | | | Government National Mortgage Association: 0.3% | | ||||||||||||
| | | 1,426,780 | W | | 3.000%-5.277%, due 11/20/40-10/20/60 | | | | | 1,491,324 | | | | | | 0.3 | | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $7,788,352) | | | | | 7,836,808 | | | | | | 1.8 | | |
| ASSET-BACKED SECURITIES: 1.9% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 40,000 | # | | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | | | | | 40,211 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 120,000 | # | | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | | | | $ | 119,015 | | | | | | 0.0 | | | |
| | | 110,000 | # | | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | | | | | 112,827 | | | | | | 0.0 | | | |
| | | 30,000 | # | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | | | | | 29,963 | | | | | | 0.0 | | | |
| | | 280,000 | | | | Other Securities | | | | | 282,305 | | | | | | 0.1 | | |
| | | | | | | | | | | | 584,321 | | | | | | 0.1 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 200,000 | | | | Other Securities | | | | | 192,244 | | | | | | 0.0 | | |
| | | | | | | Other Asset-Backed Securities: 1.7% | | ||||||||||||
| | | 98,667 | # | | Ajax Mortgage Loan Trust 2016-C, 4.000%, 10/25/57 | | | | | 99,123 | | | | | | 0.0 | | | |
| | | 200,000 | # | | ALM VII Ltd. 2012-7A A1R, 2.334%, 10/15/28 | | | | | 200,595 | | | | | | 0.1 | | | |
| | | 120,000 | # | | ALM VII R-2 Ltd., 2.887%, 10/15/27 | | | | | 119,988 | | | | | | 0.0 | | | |
| | | 250,000 | # | | ALM VIII Ltd. 2013-8A A1R, 2.343%, 10/15/28 | | | | | 250,569 | | | | | | 0.1 | | | |
| | | 197,624 | #,^ | | American Homes 4 Rent 2015-SFR2 XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 170,000 | # | | Apidos CLO XI, 2.324%, 01/17/28 | | | | | 170,268 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Apidos CLO XI, 2.834%, 01/17/28 | | | | | 100,097 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Apidos CLO XIV 2013-14A D, 4.380%, 04/15/25 | | | | | 98,849 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Apidos CLO XVII, 2.733%, 04/17/26 | | | | | 100,000 | | | | | | 0.0 | | | |
| | | 130,000 | # | | Apidos CLO XVII, 3.383%, 04/17/26 | | | | | 130,000 | | | | | | 0.1 | | | |
| | | 90,000 | # | | Apidos Clo XXV 2016-25A A1, 2.203%, 10/20/28 | | | | | 90,014 | | | | | | 0.0 | | | |
| | | 6,020 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 6,041 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Blue Hill CLO 2013-1A A, 2.360%, 01/15/26 | | | | | 100,031 | | | | | | 0.0 | | | |
| | | 250,000 | # | | BlueMountain CLO 2012-2 Ltd., 2.304%, 11/20/28 | | | | | 250,414 | | | | | | 0.1 | | | |
| | | 100,000 | # | | BlueMountain CLO 2014-4 Ltd., 3.437%, 11/30/26 | | | | | 99,998 | | | | | | 0.0 | | | |
| | | 250,000 | # | | BlueMountain CLO 2015-1 Ltd., 3.235%, 04/13/27 | | | | | 250,000 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 | # | | BlueMountain CLO III Ltd. 2007-3A C, 1.683%, 03/17/21 | | | | $ | 248,922 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Burnham Park Clo Ltd. 2016-1A A, 2.318%, 10/20/29 | | | | | 79,998 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Carlyle Global Market Strategies CLO 2012-4 Ltd., 2.330%, 01/20/29 | | | | | 70,197 | | | | | | 0.0 | | | |
| | | 220,000 | # | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.344%, 10/20/28 | | | | | 220,262 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Cent CLO 22 Ltd., 2.836%, 11/07/26 | | | | | 99,999 | | | | | | 0.0 | | | |
| | | 96,297 | # | | CIFC Funding 2006-2A B2L, 4.931%, 03/01/21 | | | | | 96,294 | | | | | | 0.0 | | | |
| | | 200,000 | # | | CIFC Funding 2006-I2A B1L, 2.531%, 03/01/21 | | | | | 199,633 | | | | | | 0.0 | | | |
| | | 250,000 | # | | CIFC Funding 2014-IV Ltd., 3.647%, 10/17/26 | | | | | 250,000 | | | | | | 0.1 | | | |
| | | 250,000 | # | | CIFC Funding 2016-I Ltd., 2.224%, 10/21/28 | | | | | 249,998 | | | | | | 0.1 | | | |
| | | 77,617 | # | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | | | | | 79,266 | | | | | | 0.0 | | | |
| | | 85,528 | # | | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | | | | | 88,308 | | | | | | 0.1 | | | |
| | | 250,000 | # | | LCM XXIII Ltd., 2.506%, 10/20/29 | | | | | 249,998 | | | | | | 0.1 | | | |
| | | 250,000 | # | | LCM XXIII Ltd., 2.901%, 10/20/29 | | | | | 249,997 | | | | | | 0.0 | | | |
| | | 50,000 | # | | Madison Park Funding X Ltd. 2012-10A BR, 2.778%, 01/20/29 | | | | | 49,999 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Madison Park Funding XXIV Ltd., 2.735%, 01/20/28 | | | | | 249,995 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Magnetite CLO Ltd. 2016-18A A, 2.253%, 11/15/28 | | | | | 249,992 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Magnetite VIII Ltd. 2014-8A BR, 2.630%, 04/15/26 | | | | | 249,997 | | | | | | 0.1 | | | |
| | | 16,264 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 16,337 | | | | | | 0.0 | | | |
| | | 30,925 | # | | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | | | | | 31,118 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 100,000 | # | | Oaktree EIF II Series B1 Ltd., 2.456%, 02/15/26 | | | | $ | 100,024 | | | | | | 0.0 | | | |
| | | 250,000 | # | | OHA Loan Funding 2012-1 Ltd., 2.761%, 01/23/27 | | | | | 249,999 | | | | | | 0.0 | | | |
| | | 130,000 | # | | OHA Loan Funding 2015-1 Ltd., 2.347%, 08/15/29 | | | | | 129,999 | | | | | | 0.1 | | | |
| | | 140,000 | # | | OHA Loan Funding 2015-1 Ltd., 2.737%, 08/15/29 | | | | | 140,000 | | | | | | 0.0 | | | |
| | | 300,000 | # | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | | | | | 293,524 | | | | | | 0.1 | | | |
| | | 130,000 | # | | Shackleton 2016-IX CLO Ltd., 2.364%, 10/20/28 | | | | | 129,996 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 100,834 | | | | | | 0.0 | | | |
| | | 170,000 | # | | Symphony CLO Ltd. 2012-9A AR, 2.303%, 10/16/28 | | | | | 169,999 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Symphony CLO Ltd. 2016-18A B, 2.746%, 01/23/28 | | | | | 100,000 | | | | | | 0.0 | | | |
| | | 130,000 | # | | Symphony CLO XIV Ltd. 2014 -14A A2, 2.361%, 07/14/26 | | | | | 130,028 | | | | | | 0.0 | | | |
| | | 99,750 | # | | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | | | | | 100,351 | | | | | | 0.0 | | | |
| | | 210,000 | # | | Wind River CLO Ltd. 2016-2A A, 2.386%, 11/01/28 | | | | | 210,189 | | | | | | 0.1 | | | |
| | | 16,450 | | | | Other Securities | | | | | 15,337 | | | | | | 0.0 | | |
| | | | | | | | | | | | 6,966,577 | | | | | | 1.7 | | |
| | | | | | | Student Loan: 0.1% | | ||||||||||||
| | | 41,308 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 41,441 | | | | | | 0.0 | | | |
| | | 80,351 | # | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | | | | | 79,929 | | | | | | 0.0 | | | |
| | | 65,185 | # | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | | | | | 65,172 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Sofi Professional Loan Program 2016-E LLC, 4.430%, 10/25/41 | | | | | 98,475 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 285,017 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | ||||||||||||||||||
| | | | | | | Total Asset-Backed Securities (Cost $8,009,980) | | | | $ | 8,028,159 | | | | | | 1.9 | | |
| | | | | | | Total Long-Term Investments (Cost $381,576,363) | | | | | 397,536,637 | | | | | | 94.4 | | |
| SHORT-TERM INVESTMENTS: 6.6% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 0.1% | | ||||||||||||
| | | 197,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 203,596 | | | | | | 0.1 | | | |
| | | 50,000 | | | | Becton Dickinson and Co., 1.800%, 12/15/17 | | | | | 50,122 | | | | | | 0.0 | | |
| | | 70,000 | | | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 70,399 | | | | | | 0.0 | | |
| | | 107,000 | | | | Intel Corp., 1.350%, 12/15/17 | | | | | 107,169 | | | | | | 0.0 | | |
| | | 83,000 | | | | Southwestern Electric Power Co., 5.550%, 01/15/17 | | | | | 83,097 | | | | | | 0.0 | | |
| | | 43,000 | | | | Whirlpool Corp., 1.650%, 11/01/17 | | | | | 43,068 | | | | | | 0.0 | | |
| | | | | | | | | | | | 557,451 | | | | | | 0.1 | | |
| | | | | | | U.S. Government Agency Obligations: 0.0% | | ||||||||||||
| | | 1,139 | | | | Fannie Mae, 6.000%, 10/01/17 | | | | | 1,140 | | | | | | 0.0 | | |
| | | 1,372 | | | | Fannie Mae, 6.000%, 11/01/17 | | | | | 1,383 | | | | | | 0.0 | | |
| | | 1,265 | | | | Fannie Mae, 6.000%, 03/01/17 | | | | | 1,265 | | | | | | 0.0 | | |
| | | 668 | | | | Fannie Mae, 6.000%, 04/01/17 | | | | | 669 | | | | | | 0.0 | | |
| | | 2,064 | | | | Fannie Mae, 6.000%, 06/01/17 | | | | | 2,074 | | | | | | 0.0 | | |
| | | 414 | | | | Fannie Mae, 6.000%, 09/01/17 | | | | | 415 | | | | | | 0.0 | | |
| | | | | | | | | | | | 6,946 | | | | | | 0.0 | | |
| | | | | | | Securities Lending Collateralcc: 2.6% | | ||||||||||||
| | | 2,578,009 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,578,153, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%- 4.000%, Market Value plus accrued interest $2,629,719, due 12/31/17-10/20/46) | | | | | 2,578,009 | | | | | | 0.6 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 2,578,009 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,578,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $2,629,569, due 01/25/17-10/20/66) | | | | $ | 2,578,009 | | | | | | 0.6 | | |
| | | 2,578,009 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $2,578,156, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $2,629,569, due 03/02/17-02/01/49) | | | | | 2,578,009 | | | | | | 0.6 | | |
| | | 542,557 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $542,587, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $553,408, due 10/31/18-11/30/22) | | | | | 542,557 | | | | | | 0.2 | | |
| | | 2,578,009 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,578,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $2,629,569, due 01/15/17-08/20/66) | | | | | 2,578,009 | | | | | | 0.6 | | |
| | | | | | | | | | | | 10,854,593 | | | | | | 2.6 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Collateralized Mortgage Obligations: 0.0% | | ||||||||||||
| | | 21,872 | | | | Freddie Mac REMIC Trust 2543 AN, 5.000%, 12/15/17 (Cost $21,842) | | | | $ | 22,161 | | | | | | 0.0 | | |
| | | | | | | Foreign Government Bonds: 0.0% | | ||||||||||||
| | | 49,000 | | | | Petroleos de Venezuela SA, 5.250%, 04/12/17 (Cost $47,346) | | | | | 44,223 | | | | | | 0.0 | | |
| | | | | | | U.S. Treasury Notes: 0.5% | | ||||||||||||
| | | 1,950,000 | | | | United States Treasury Note, 0.875%, 11/30/17 | | | | | 1,950,337 | | | | | | 0.5 | | |
| | | 2,000 | | | | United States Treasury Note, 1.000%, 12/31/17 | | | | | 2,002 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,952,339 | | | | | | 0.5 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| | | | | | | Mutual Funds: 3.4% | | ||||||||||||
| | | 14,288,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $14,288,000) | | | | | 14,288,000 | | | | | | 3.4 | | |
| | | | | | | Total Short-Term Investments (Cost $27,724,475) | | | | | 27,725,713 | | | | | | 6.6 | | |
| | | | | | | Total Investments in Securities (Cost $409,300,838) | | | | $ | 425,262,350 | | | | | | 101.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (4,147,911) | | | | | | (1.0) | | |
| | | | | | | Net Assets | | | | $ | 421,114,439 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 24,823,965 | | |
| Gross Unrealized Depreciation | | | | | (11,683,805) | | |
| Net Unrealized Appreciation | | | | $ | 13,140,160 | | |
|
Voya Balanced Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 23,180,759 | | | | | $ | 4,943,745 | | | | | $ | — | | | | | $ | 28,124,504 | | |
Consumer Staples | | | | | 14,290,238 | | | | | | 4,157,106 | | | | | | — | | | | | | 18,447,344 | | |
Energy | | | | | 12,731,449 | | | | | | 2,241,899 | | | | | | — | | | | | | 14,973,348 | | |
Financials | | | | | 29,403,371 | | | | | | 7,726,422 | | | | | | — | | | | | | 37,129,793 | | |
Health Care | | | | | 22,824,351 | | | | | | 3,837,252 | | | | | | — | | | | | | 26,661,603 | | |
Industrials | | | | | 21,991,263 | | | | | | 4,989,890 | | | | | | — | | | | | | 26,981,153 | | |
Information Technology | | | | | 36,810,246 | | | | | | 1,835,812 | | | | | | — | | | | | | 38,646,058 | | |
Materials | | | | | 7,919,687 | | | | | | 2,983,251 | | | | | | — | | | | | | 10,902,938 | | |
Real Estate | | | | | 7,700,871 | | | | | | 1,659,918 | | | | | | — | | | | | | 9,360,789 | | |
Telecommunication Services | | | | | 2,375,088 | | | | | | 1,666,759 | | | | | | — | | | | | | 4,041,847 | | |
Utilities | | | | | 6,851,348 | | | | | | 1,376,107 | | | | | | — | | | | | | 8,227,455 | | |
Total Common Stock | | | | | 186,078,671 | | | | | | 37,418,161 | | | | | | — | | | | | | 223,496,832 | | |
Exchange-Traded Funds | | | | | 45,731,124 | | | | | | — | | | | | | — | | | | | | 45,731,124 | | |
Mutual Funds | | | | | 36,471,683 | | | | | | — | | | | | | — | | | | | | 36,471,683 | | |
Preferred Stock | | | | | — | | | | | | 208,082 | | | | | | — | | | | | | 208,082 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 33,958,121 | | | | | | — | | | | | | 33,958,121 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 11,218,467 | | | | | | — | | | | | | 11,218,467 | | |
Short-Term Investments | | | | | 14,288,000 | | | | | | 13,437,713 | | | | | | — | | | | | | 27,725,713 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 20,195,105 | | | | | | — | | | | | | 20,195,105 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 7,836,808 | | | | | | — | | | | | | 7,836,808 | | |
Asset-Backed Securities | | | | | — | | | | | | 7,778,159 | | | | | | 250,000 | | | | | | 8,028,159 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 7,134,534 | | | | | | — | | | | | | 7,134,534 | | |
Foreign Government Bonds | | | | | — | | | | | | 3,257,722 | | | | | | — | | | | | | 3,257,722 | | |
Total Investments, at fair value | | | | $ | 282,569,478 | | | | | $ | 142,442,872 | | | | | $ | 250,000 | | | | | $ | 425,262,350 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 451,426 | | | | | | — | | | | | | 451,426 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 13,456 | | | | | | — | | | | | | 13,456 | | |
Futures | | | | | 103,461 | | | | | | — | | | | | | — | | | | | | 103,461 | | |
Total Assets | | | | $ | 282,672,939 | | | | | $ | 142,907,754 | | | | | $ | 250,000 | | | | | $ | 425,830,693 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (144,018) | | | | | $ | — | | | | | $ | (144,018) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (35,407) | | | | | | — | | | | | | (35,407) | | |
Futures | | | | | (68,408) | | | | | | — | | | | | | — | | | | | | (68,408) | | |
Total Liabilities | | | | $ | (68,408) | | | | | $ | (179,425) | | | | | $ | — | | | | | $ | (247,833) | | |
|
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
Issuer | | | Beginning Fair Value at 12/31/15 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2016 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class P | | | | $ | — | | | | | $ | 13,645,458 | | | | | $ | (1,149,211) | | | | | $ | 211,940 | | | | | $ | 12,708,187 | | | | | $ | 421,305 | | | | | $ | 10,180 | | | | | $ | — | | |
Voya High Yield Bond Fund - Class P | | | | | 13,431,216 | | | | | | 5,281,271 | | | | | | (2,932,231) | | | | | | 1,179,751 | | | | | | 16,960,007 | | | | | | 997,997 | | | | | | (129,146) | | | | | | — | | |
| | | | $ | 13,431,216 | | | | | $ | 18,926,729 | | | | | $ | (4,081,442) | | | | | $ | 1,391,691 | | | | | $ | 29,668,194 | | | | | $ | 1,419,302 | | | | | $ | (118,966) | | | | | $ | — | | |
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | Colombian Peso | | | | | 293,365,799 | | | | | | Sell | | | | | | 02/10/17 | | | | | $ | 96,725 | | | | | $ | 96,988 | | | | | $ | (263) | | |
Citibank N.A. | | | Colombian Peso | | | | | 400,025,083 | | | | | | Sell | | | | | | 02/10/17 | | | | | | 133,031 | | | | | | 132,249 | | | | | | 782 | | |
Citibank N.A. | | | Brazilian Real | | | | | 796,969 | | | | | | Sell | | | | | | 02/10/17 | | | | | | 228,450 | | | | | | 242,103 | | | | | | (13,653) | | |
Goldman Sachs International | | | Romanian New Leu | | | | | 242,559 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 57,847 | | | | | | 56,299 | | | | | | 1,548 | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 540,317 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 8,675 | | | | | | 8,743 | | | | | | (68) | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 4,833,058 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 77,578 | | | | | | 78,206 | | | | | | (628) | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 4,820,834 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 77,471 | | | | | | 78,008 | | | | | | (537) | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 5,995,158 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 93,744 | | | | | | 97,011 | | | | | | (3,267) | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 5,948,918 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 92,327 | | | | | | 96,263 | | | | | | (3,936) | | |
JPMorgan Chase Bank N.A. | | | Brazilian Real | | | | | 531,012 | | | | | | Sell | | | | | | 02/10/17 | | | | | | 154,117 | | | | | | 161,310 | | | | | | (7,193) | | |
JPMorgan Chase Bank N.A. | | | Russian Ruble | | | | | 5,949,828 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 90,416 | | | | | | 96,278 | | | | | | (5,862) | | |
JPMorgan Chase Bank N.A. | | | Indonesian Rupiah | | | | | 2,989,985,668 | | | | | | Sell | | | | | | 03/10/17 | | | | | | 221,645 | | | | | | 219,292 | | | | | | 2,353 | | |
Morgan Stanley Capital Services LLC | | | Hungarian Forint | | | | | 123,361,612 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 429,012 | | | | | | 420,239 | | | | | | 8,773 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (21,951) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
CBOE Volatility Index | | | | | 13 | | | | | | 01/18/17 | | | | | $ | 196,625 | | | | | $ | 11,505 | | |
Russell 2000® Mini Index | | | | | 122 | | | | | | 03/17/17 | | | | | | 8,277,090 | | | | | | 47,703 | | |
S&P 500 E-Mini | | | | | 52 | | | | | | 03/17/17 | | | | | | 5,814,120 | | | | | | 28,956 | | |
U.S. Treasury 10-Year Note | | | | | 6 | | | | | | 03/22/17 | | | | | | 745,687 | | | | | | (1,087) | | |
U.S. Treasury 2-Year Note | | | | | 82 | | | | | | 03/31/17 | | | | | | 17,768,375 | | | | | | (16,809) | | |
U.S. Treasury 5-Year Note | | | | | 70 | | | | | | 03/31/17 | | | | | | 8,236,484 | | | | | | (26,368) | | |
U.S. Treasury Long Bond | | | | | 3 | | | | | | 03/22/17 | | | | | | 451,969 | | | | | | (1,033) | | |
U.S. Treasury Ultra Long Bond | | | | | 17 | | | | | | 03/22/17 | | | | | | 2,724,250 | | | | | | (23,111) | | |
| | | | | | | | | | | | | | | | $ | 44,214,600 | | | | | $ | 19,756 | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Ultra 10-Year Note | | | | | (50) | | | | | | 03/22/17 | | | | | | (6,703,125) | | | | | | 15,297 | | |
| | | | | | | | | | | | | | | | $ | (6,703,125) | | | | | $ | 15,297 | | |
| | | | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Fixed Rate (%) | | | Clearinghouse | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
CDX North American High Yield Index, Series 27, Version 1 | | | | | Sell | | | | | | 5.000 | | | | Intercontinental Exchange | | | | | 12/20/21 | | | | | | USD2,400,000 | | | | | $ | 148,579 | | | | | $ | 32,659 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 148,579 | | | | | $ | 32,659 | | |
|
| | | 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 | | | | | | USD612,000 | | | | | $ | (8,787) | | | | | $ | (8,787) | | |
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 | | | | | | (7,296) | | | | | | (7,296) | | |
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 | | | | | | 472 | | | | | | 472 | | |
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 | | | | | | (915) | | | | | | (915) | | |
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 | | | | | | 25,524 | | | | | | 25,524 | | |
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 | | | | | | USD7,138,000 | | | | | | (4,825) | | | | | | (4,825) | | |
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 | | | | | | 9,551 | | | | | | 9,551 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.885% | | | Chicago Mercantile Exchange | | | | | 12/05/21 | | | | | | USD2,188,000 | | | | | | 8,655 | | | | | | 8,655 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.830% | | | Chicago Mercantile Exchange | | | | | 12/06/21 | | | | | | USD1,730,000 | | | | | | 11,373 | | | | | | 11,373 | | |
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 | | | | | | (25,877) | | | | | | (25,877) | | |
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 | | | | | | (897) | | | | | | (897) | | |
Receive a fixed rate equal to 2.126% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/10/26 | | | | | | USD2,814,000 | | | | | | (72,957) | | | | | | (72,957) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.618% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | 21,449 | | | | | | 21,449 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | 21,359 | | | | | | 21,359 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.646% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | 20,618 | | | | | | 20,618 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.625% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD204,000 | | | | | | 12,502 | | | | | | 12,502 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | 21,389 | | | | | | 21,389 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.902% | | | Chicago Mercantile Exchange | | | | | 06/28/26 | | | | | | USD2,814,000 | | | | | | 102,875 | | | | | | 102,875 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.538% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD77,570 | | | | | | 5,539 | | | | | | 5,539 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD517,000 | | | | | | 36,037 | | | | | | 36,037 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.546% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD103,000 | | | | | | 7,290 | | | | | | 7,290 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD517,000 | | | | | | 36,014 | | | | | | 36,014 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.562% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD587,430 | | | | | | 40,732 | | | | | | 40,732 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.539% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD524,000 | | | | | | 37,388 | | | | | | 37,388 | | |
Receive a fixed rate equal to 2.312% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/05/26 | | | | | | USD2,188,000 | | | | | | (7,584) | | | | | | (7,584) | | |
Receive a fixed rate equal to 2.255% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/06/26 | | | | | | USD1,730,000 | | | | | | (14,880) | | | | | | (14,880) | | |
| | | | | | | | | | | | | | | | | | | $ | 274,749 | | | | | $ | 274,749 | | |
|
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 | | | | $ | 13,456 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 88,164 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 15,297 | | |
Credit contracts | | | Net Assets — Unrealized appreciation** | | | | | 32,659 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 418,767 | | |
Total Asset Derivatives | | | | | | | $ | 568,343 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 35,407 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 68,408 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 144,018 | | |
Total Liability Derivatives | | | | | | | $ | 247,833 | | |
|
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (5,313) | | | | | $ | — | | | | | $ | — | | | | | $ | (37,075) | | | | | $ | — | | | | | $ | (42,388) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 1,067,870 | | | | | | — | | | | | | — | | | | | | 1,067,870 | | |
Foreign exchange contracts | | | | | (62,320) | | | | | | 1,079,343 | | | | | | — | | | | | | (12,452) | | | | | | 118,852 | | | | | | 1,123,423 | | |
Interest rate contracts | | | | | (329,916) | | | | | | — | | | | | | 581,223 | | | | | | (306,995) | | | | | | 569,293 | | | | | | 513,605 | | |
Total | | | | $ | (397,549) | | | | | $ | 1,079,343 | | | | | $ | 1,649,093 | | | | | $ | (356,522) | | | | | $ | 688,145 | | | | | $ | 2,662,510 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 48,669 | | | | | $ | 48,669 | | |
Equity contracts | | | | | — | | | | | | 106,018 | | | | | | — | | | | | | 106,018 | | |
Foreign exchange contracts | | | | | (27,054) | | | | | | — | | | | | | — | | | | | | (27,054) | | |
Interest rate contracts | | | | | — | | | | | | (6,472) | | | | | | 291,981 | | | | | | 285,509 | | |
Total | | | | $ | (27,054) | | | | | $ | 99,546 | | | | | $ | 340,650 | | | | | $ | 413,142 | | |
|
| | | Barclays Bank PLC | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | |||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 782 | | | | | $ | 1,548 | | | | | $ | — | | | | | $ | 2,353 | | | | | $ | 8,773 | | | | | $ | 13,456 | | |
Total Assets | | | | $ | — | | | | | $ | 782 | | | | | $ | 1,548 | | | | | $ | — | | | | | $ | 2,353 | | | | | $ | 8,773 | | | | | $ | 13,456 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 263 | | | | | $ | 13,653 | | | | | $ | — | | | | | $ | 8,436 | | | | | $ | 13,055 | | | | | $ | — | | | | | $ | 35,407 | | |
Total Liabilities | | | | $ | 263 | | | | | $ | 13,653 | | | | | $ | — | | | | | $ | 8,436 | | | | | $ | 13,055 | | | | | $ | — | | | | | $ | 35,407 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (263) | | | | | $ | (12,871) | | | | | $ | 1,548 | | | | | $ | (8,436) | | | | | $ | (10,702) | | | | | $ | 8,773 | | | | | | (21,951) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (263) | | | | | $ | (12,871) | | | | | $ | 1,548 | | | | | $ | (8,436) | | | | | $ | (10,702) | | | | | $ | 8,773 | | | | | $ | (21,951) | | |
|
Voya Global Equity Portfolio | as of December 31, 2016 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 95.6% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 11.9% | | ||||||||||||
| | 22,353 | @ | | Amazon.com, Inc. | | | | $ | 16,761,844 | | | | | | 2.4 | | | |
| | 266,773 | | | | Coach, Inc. | | | | | 9,342,391 | | | | | | 1.3 | | |
| | 102,716 | | | | Hasbro, Inc. | | | | | 7,990,278 | | | | | | 1.1 | | |
| | 38,199 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 7,283,490 | | | | | | 1.0 | | |
| | 95,094 | | | | McDonald’s Corp. | | | | | 11,574,842 | | | | | | 1.7 | | |
| | 1,069,046 | | | | Panasonic Corp. | | | | | 10,842,434 | | | | | | 1.6 | | |
| | 126,750 | | | | Renault S.A. | | | | | 11,257,569 | | | | | | 1.6 | | |
| | 147,693 | | | | Starbucks Corp. | | | | | 8,199,915 | | | | | | 1.2 | | |
| | | | | | | | | | | 83,252,763 | | | | | | 11.9 | | |
| | | | | | Consumer Staples: 8.6% | | ||||||||||||
| | 239,933 | | | | Coca-Cola Co. | | | | | 9,947,622 | | | | | | 1.4 | | |
| | 316,372 | | | | Diageo PLC | | | | | 8,209,857 | | | | | | 1.2 | | |
| | 283,427 | | | | Japan Tobacco, Inc. | | | | | 9,303,106 | | | | | | 1.3 | | |
| | 121,771 | | | | Kraft Heinz Co. | | | | | 10,633,044 | | | | | | 1.5 | | |
| | 167,369 | | | | Nestle S.A. | | | | | 11,989,911 | | | | | | 1.7 | | |
| | 111,903 | | | | Philip Morris International, Inc. | | | | | 10,238,005 | | | | ��� | | 1.5 | | |
| | | | | | | | | | | 60,321,545 | | | | | | 8.6 | | |
| | | | | | Energy: 7.3% | | ||||||||||||
| | 221,187 | | | | Canadian Natural Resources Ltd. | | | | | 7,051,442 | | | | | | 1.0 | | |
| | 93,373 | | | | Chevron Corp. | | | | | 10,990,002 | | | | | | 1.6 | | |
| | 498,206 | | | | ENI S.p.A. | | | | | 8,076,481 | | | | | | 1.2 | | |
| | 197,510 | | | | Plains GP Holdings L.P. | | | | | 6,849,647 | | | | | | 1.0 | | |
| | 169,874 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 9,237,748 | | | | | | 1.3 | | |
| | 103,279 | | | | Schlumberger Ltd. | | | | | 8,670,272 | | | | | | 1.2 | | |
| | | | | | | | | | | 50,875,592 | | | | | | 7.3 | | |
| | | | | | Financials: 18.1% | | ||||||||||||
| | 1,636,809 | | | | AIA Group Ltd. | | | | | 9,169,144 | | | | | | 1.3 | | |
| | 890,206 | | | | Bank of America Corp. | | | | | 19,673,553 | | | | | | 2.8 | | |
| | 72,141 | | | | Chubb Ltd. | | | | | 9,531,269 | | | | | | 1.4 | | |
| | 367,869 | | | | Danske Bank A/S | | | | | 11,129,423 | | | | | | 1.6 | | |
| | 658,977 | | | | ING Groep NV | | | | | 9,277,608 | | | | | | 1.3 | | |
| | 2,218,166 | | | | Insurance Australia Group Ltd. | | | | | 9,565,483 | | | | | | 1.4 | | |
| | 253,836 | | | | JPMorgan Chase & Co. | | | | | 21,903,508 | | | | | | 3.2 | | |
| | 802,472 | | | | Keycorp | | | | | 14,661,163 | | | | | | 2.1 | | |
| | 161,324 | | | | Societe Generale | | | | | 7,935,040 | | | | | | 1.1 | | |
| | 95,416 | | | | T. Rowe Price Group, Inc. | | | | | 7,181,008 | | | | | | 1.0 | | |
| | 359,255 | | | | Other Securities | | | | | 6,094,138 | | | | | | 0.9 | | |
| | | | | | | | | | | 126,121,337 | | | | | | 18.1 | | |
| | | | | | Health Care: 10.0% | | ||||||||||||
| | 169,372 | | | | AstraZeneca PLC | | | | | 9,249,081 | | | | | | 1.3 | | |
| | 95,202 | | | | Medtronic PLC | | | | | 6,781,238 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 143,535 | | | | Merck & Co., Inc. | | | | $ | 8,449,905 | | | | | | 1.2 | | |
| | | 162,301 | | | | Novartis AG | | | | | 11,803,097 | | | | | | 1.7 | | |
| | | 51,658 | | | | Roche Holding AG | | | | | 11,775,574 | | | | | | 1.7 | | |
| | | 54,685 | | | | Shire PLC ADR | | | | | 9,317,230 | | | | | | 1.3 | | |
| | | 78,717 | | | | UnitedHealth Group, Inc. | | | | | 12,597,869 | | | | | | 1.8 | | |
| | | | | | | | | | | | 69,973,994 | | | | | | 10.0 | | |
| | | | | | | Industrials: 10.8% | | ||||||||||||
| | | 131,715 | | | | Deere & Co. | | | | | 13,571,914 | | | | | | 1.9 | | |
| | | 79,465 | | | | General Dynamics Corp. | | | | | 13,720,427 | | | | | | 2.0 | | |
| | | 482,225 | | | | LIXIL Group Corp. | | | | | 10,929,758 | | | | | | 1.6 | | |
| | | 297,530 | | | | Koninklijke Philips NV | | | | | 9,096,094 | | | | | | 1.3 | | |
| | | 443,515 | | | | Mitsubishi Corp. | | | | | 9,419,662 | | | | | | 1.3 | | |
| | | 89,267 | | | | Siemens AG | | | | | 10,929,884 | | | | | | 1.6 | | |
| | | 638,798 | | | | Volvo AB - B Shares | | | | | 7,436,893 | | | | | | 1.1 | | |
| | | | | | | | | | | | 75,104,632 | | | | | | 10.8 | | |
| | | | | | | Information Technology: 15.6% | | ||||||||||||
| | | 221,981 | | | | Apple, Inc. | | | | | 25,709,840 | | | | | | 3.7 | | |
| | | 583,593 | | | | Cisco Systems, Inc. | | | | | 17,636,181 | | | | | | 2.5 | | |
| | | 200,227 | | | | Intel Corp. | | | | | 7,262,233 | | | | | | 1.0 | | |
| | | 389,336 | | | | Microsoft Corp. | | | | | 24,193,339 | | | | | | 3.5 | | |
| | | 258,272 | | | | Oracle Corp. | | | | | 9,930,558 | | | | | | 1.4 | | |
| | | 198,031 | | | | Qualcomm, Inc. | | | | | 12,911,621 | | | | | | 1.9 | | |
| | | 387,773 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | | | | | 11,148,474 | | | | | | 1.6 | | |
| | | | | | | | | | | | 108,792,246 | | | | | | 15.6 | | |
| | | | | | | Materials: 5.3% | | ||||||||||||
| | | 98,200 | | | | BASF SE | | | | | 9,100,856 | | | | | | 1.3 | | |
| | | 264,647 | | | | Dow Chemical Co. | | | | | 15,143,101 | | | | | | 2.2 | | |
| | | 214,857 | | | | Nucor Corp. | | | | | 12,788,289 | | | | | | 1.8 | | |
| | | | | | | | | | | | 37,032,246 | | | | | | 5.3 | | |
| | | | | | | Real Estate: 1.9% | | ||||||||||||
| | | 83,546 | | | | Crown Castle International Corp. | | | | | 7,249,286 | | | | | | 1.0 | | |
| | | 2,977 | | | | Other Securities | | | | | 6,035,023 | | | | | | 0.9 | | |
| | | | | | | | | | | | 13,284,309 | | | | | | 1.9 | | |
| | | | | | | Telecommunication Services: 3.3% | | ||||||||||||
| | | 1,047,469 | | | | China Mobile Ltd. | | | | | 11,043,650 | | | | | | 1.6 | | |
| | | 803,900 | | | | Orange SA | | | | | 12,190,357 | | | | | | 1.7 | | |
| | | | | | | | | | | | 23,234,007 | | | | | | 3.3 | | |
| | | | | | | Utilities: 2.8% | | ||||||||||||
| | | 76,070 | | | | NextEra Energy, Inc. | | | | | 9,087,322 | | | | | | 1.3 | | |
| | | 1,486,060 | | | | Other Securities | | | | | 10,491,509 | | | | | | 1.5 | | |
| | | | | | | | | | | | 19,578,831 | | | | | | 2.8 | | |
| | | | | | | Total Common Stock (Cost $625,828,688) | | | | | 667,571,502 | | | | | | 95.6 | | |
|
Voya Global Equity Portfolio | as of December 31, 2016 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 4.1% | | ||||||||||||||||||
| | | | | | Mutual Funds: 4.1% | | ||||||||||||
| | 28,482,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $28,482,000) | | | | $ | 28,482,000 | | | | | | 4.1 | | |
| | | | | | Total Short-Term Investments (Cost $28,482,000) | | | | | 28,482,000 | | | | | | 4.1 | | |
| | | | | | Total Investments in Securities (Cost $654,310,688) | | | | $ | 696,053,502 | | | | | | 99.7 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 1,773,305 | | | | | | 0.3 | | |
| | | | | | Net Assets | | | | $ | 697,826,807 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 60,704,937 | | |
| Gross Unrealized Depreciation | | | | | (20,357,172) | | |
| Net Unrealized Appreciation | | | | $ | 40,347,765 | | |
|
Geographic Diversification | | | Percentage of Net Assets | | |||
United States | | | | | 52.2% | | |
Japan | | | | | 6.7% | | |
Switzerland | | | | | 6.5% | | |
France | | | | | 5.4% | | |
Netherlands | | | | | 3.9% | | |
United Kingdom | | | | | 3.8% | | |
Germany | | | | | 2.9% | | |
Italy | | | | | 2.0% | | |
Taiwan | | | | | 1.6% | | |
Denmark | | | | | 1.6% | | |
Countries between 0.7%-1.6%^ | | | | | 9.0% | | |
Assets in Excess of Other Liabilities* | | | | | 4.4% | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 53,869,270 | | | | | $ | 29,383,493 | | | | | $ | — | | | | | $ | 83,252,763 | | |
Consumer Staples | | | | | 30,818,671 | | | | | | 29,502,874 | | | | | | — | | | | | | 60,321,545 | | |
Energy | | | | | 42,799,111 | | | | | | 8,076,481 | | | | | | — | | | | | | 50,875,592 | | |
Financials | | | | | 72,950,501 | | | | | | 53,170,836 | | | | | | — | | | | | | 126,121,337 | | |
Health Care | | | | | 37,146,242 | | | | | | 32,827,752 | | | | | | — | | | | | | 69,973,994 | | |
Industrials | | | | | 27,292,341 | | | | | | 47,812,291 | | | | | | — | | | | | | 75,104,632 | | |
Information Technology | | | | | 108,792,246 | | | | | | — | | | | | | — | | | | | | 108,792,246 | | |
Materials | | | | | 27,931,390 | | | | | | 9,100,856 | | | | | | — | | | | | | 37,032,246 | | |
Real Estate | | | | | 7,249,286 | | | | | | 6,035,023 | | | | | | — | | | | | | 13,284,309 | | |
Telecommunication Services | | | | | — | | | | | | 23,234,007 | | | | | | — | | | | | | 23,234,007 | | |
Utilities | | | | | 9,087,322 | | | | | | 10,491,509 | | | | | | — | | | | | | 19,578,831 | | |
Total Common Stock | | | | | 417,936,380 | | | | | | 249,635,122 | | | | | | — | | | | | | 667,571,502 | | |
Short-Term Investments | | | | | 28,482,000 | | | | | | — | | | | | | — | | | | | | 28,482,000 | | |
Total Investments, at fair value | | | | $ | 446,418,380 | | | | | $ | 249,635,122 | | | | | $ | — | | | | | $ | 696,053,502 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (559,572) | | | | | $ | — | | | | | $ | — | | | | | $ | (559,572) | | |
Total Liabilities | | | | $ | (559,572) | | | | | $ | — | | | | | $ | — | | | | | $ | (559,572) | | |
|
Voya Global Equity Portfolio | as of December 31, 2016 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 567 | | | | | | 03/17/17 | | | | | $ | 24,349,815 | | | | | $ | (559,572) | | |
| | | | | | | | | | | | | | | | $ | 24,349,815 | | | | | $ | (559,572) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 559,572 | | |
Total Asset Derivatives | | | | | | | $ | 559,572 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,446,133 | | |
Total | | | | $ | 2,446,133 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (593,044) | | |
Total | | | | $ | (593,044) | | |
|
Voya Government Money Market Portfolio | as of December 31, 2016 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
Investment Companies: 9.5% | | ||||||||||||||||||
| | 2,000,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.434% | | | | $ | 2,000,000 | | | | | | 0.4 | | |
| | 24,000,000 | | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.303% | | | | | 24,000,000 | | | | | | 4.7 | | |
| | 22,000,000 | | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio, 0.454% | | | | | 22,000,000 | | | | | | 4.4 | | |
| | | | | | Total Investment Companies (Cost $48,000,000) | | | | | 48,000,000 | | | | | | 9.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. Government Agency Debt: 41.6% | | ||||||||||||||||||
| | 9,000,000 | | | | Federal Farm Credit Banks, 0.390%, due 04/03/17 | | | | | 8,998,884 | | | | | | 1.8 | | |
| | 900,000 | | | | Federal Farm Credit Banks, 0.404%, due 02/21/17 | | | | | 899,963 | | | | | | 0.2 | | |
| | 350,000 | | | | Federal Farm Credit Banks, 0.480%, due 10/17/17 | | | | | 349,834 | | | | | | 0.1 | | |
| | 3,000,000 | | | | Federal Farm Credit Banks, 0.490%, due 10/25/17 | | | | | 3,000,000 | | | | | | 0.6 | | |
| | 4,500,000 | | | | Federal Farm Credit Banks, 0.570%, due 09/14/17 | | | | | 4,500,000 | | | | | | 0.9 | | |
| | 8,000,000 | | | | Federal Farm Credit Banks, 0.580%, due 04/17/17 | | | | | 8,000,922 | | | | | | 1.6 | | |
| | 10,750,000 | | | | Federal Farm Credit Banks, 0.740%, due 03/22/17 | | | | | 10,750,357 | | | | | | 2.1 | | |
| | 500,000 | | | | Federal Farm Credit Banks, 0.750%, due 07/03/17 | | | | | 499,848 | | | | | | 0.1 | | |
| | 500,000 | | | | Federal Farm Credit Banks, 0.800%, due 08/29/17 | | | | | 500,356 | | | | | | 0.1 | | |
| | 5,750,000 | | | | Federal Home Loan Bank Discount Notes, 0.450%, due 01/11/17 | | | | | 5,749,297 | | | | | | 1.1 | | |
| | 18,000,000 | | | | Federal Home Loan Bank Discount Notes, 0.520%, due 01/27/17 | | | | | 17,993,435 | | | | | | 3.6 | | |
| | 30,000,000 | | | | Federal Home Loan Bank Notes, 0.460%, due 01/25/17 | | | | | 29,990,900 | | | | | | 5.9 | | |
| | 30,750,000 | | | | Federal Home Loan Bank Notes, 0.510%, due 02/03/17 | | | | | 30,735,886 | | | | | | 6.1 | | |
| | 2,250,000 | | | | Federal Home Loan Bank Notes, 0.520%, due 02/10/17 | | | | | 2,248,725 | | | | | | 0.4 | | |
| | 3,250,000 | | | | Federal Home Loan Banks, 0.460%, due 08/01/17 | | | | | 3,249,499 | | | | | | 0.6 | | |
| | 3,250,000 | | | | Federal Home Loan Banks, 0.467%, due 06/01/17 | | | | | 3,250,000 | | | | | | 0.6 | | |
| | 6,250,000 | | | | Federal Home Loan Banks, 0.477%, due 03/01/17 | | | | | 6,250,000 | | | | | | 1.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. Government Agency Debt: (continued) | | ||||||||||||||||||
| | 1,400,000 | | | | Federal Home Loan Banks, 0.510%, due 01/27/17 | | | | $ | 1,400,000 | | | | | | 0.3 | | |
| | 375,000 | | | | Federal Home Loan Banks, 0.530%, due 03/17/17 | | | | | 374,976 | | | | | | 0.1 | | |
| | 3,250,000 | | | | Federal Home Loan Banks, 0.570%, due 05/16/17 | | | | | 3,250,000 | | | | | | 0.6 | | |
| | 4,750,000 | | | | Federal Home Loan Banks, 0.570%, due 07/12/17 | | | | | 4,749,873 | | | | | | 0.9 | | |
| | 7,500,000 | | | | Federal Home Loan Banks, 0.660%, due 08/16/17 | | | | | 7,500,000 | | | | | | 1.5 | | |
| | 3,000,000 | | | | Federal Home Loan Banks, 0.670%, due 05/16/17 | | | | | 2,999,684 | | | | | | 0.6 | | |
| | 8,000,000 | | | | Federal Home Loan Banks, 0.700%, due 08/17/17 | | | | | 8,000,000 | | | | | | 1.6 | | |
| | 500,000 | | | | Federal Home Loan Banks, 0.780%, due 08/21/17 | | | | | 500,520 | | | | | | 0.1 | | |
| | 900,000 | | | | Federal Home Loan Banks, 0.790%, due 08/23/17 | | | | | 900,979 | | | | | | 0.2 | | |
| | 400,000 | | | | Federal Home Loan Banks, 0.800%, due 11/15/17 | | | | | 400,833 | | | | | | 0.1 | | |
| | 2,950,000 | Z | | Federal Home Loan Mortgage Corp., 0.360%, due 01/03/17 | | | | | 2,949,943 | | | | | | 0.6 | | | |
| | 3,100,000 | | | | Federal Home Loan Mortgage Corp., 0.380%, due 01/04/17 | | | | | 3,099,904 | | | | | | 0.6 | | |
| | 2,204,000 | | | | Federal Home Loan Mortgage Corp., 0.410%, due 01/27/17 | | | | | 2,204,026 | | | | | | 0.4 | | |
| | 850,000 | | | | Federal Home Loan Mortgage Corp., 0.493%, due 04/27/17 | | | | | 850,134 | | | | | | 0.2 | | |
| | 1,300,000 | | | | Federal Home Loan Mortgage Corp., 0.511%, due 01/05/17 | | | | | 1,299,948 | | | | | | 0.3 | | |
| | 300,000 | | | | Federal Home Loan Mortgage Corp., 0.530%, due 01/13/17 | | | | | 300,003 | | | | | | 0.1 | | |
| | 10,800,000 | | | | Federal Home Loan Mortgage Corp., 0.540%, due 04/20/17 | | | | | 10,805,481 | | | | | | 2.1 | | |
| | 835,000 | | | | Federal Home Loan Mortgage Corp., 0.600%, due 02/16/17 | | | | | 839,587 | | | ��� | | | 0.2 | | |
| | 1,500,000 | | | | Federal Home Loan Mortgage Corp., 0.670%, due 07/21/17 | | | | | 1,500,928 | | | | | | 0.3 | | |
| | 1,600,000 | | | | Federal Home Loan Mortgage Corp., 0.720%, due 11/13/17 | | | | | 1,601,328 | | | | | | 0.3 | | |
| | 4,870,000 | | | | Federal Home Loan Mortgage Corp., 0.800%, due 09/27/17 | | | | | 4,877,017 | | | | | | 1.0 | | |
| | 750,000 | | | | Federal Home Loan Mortgage Corp., 0.980%, due 11/28/17 | | | | | 750,119 | | | | | | 0.1 | | |
| | 1,500,000 | | | | Federal Home Loan Mortgage Corp., 0.980%, due 12/28/17 | | | | | 1,498,807 | | | | | | 0.3 | | |
| | 5,550,000 | | | | Federal National Mortgage Association, 0.468%, due 07/20/17 | | | | | 5,551,481 | | | | | | 1.1 | | |
| | 2,300,000 | | | | Federal National Mortgage Association, 0.640%, due 10/05/17 | | | | | 2,301,897 | | | | | | 0.5 | | |
Voya Government Money Market Portfolio | as of December 31, 2016 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. Government Agency Debt: (continued) | | ||||||||||||||||||
| | 200,000 | | | | Federal National Mortgage Association, 0.750%, due 06/12/17 | | | | $ | 204,078 | | | | | | 0.0 | | |
| | 2,400,000 | | | | Federal National Mortgage Association, 0.860%, due 10/06/17 | | | | | 2,384,432 | | | | | | 0.5 | | |
| | | | | | Total U.S. Government Agency Debt (Cost $210,063,884) | | | | | 210,063,884 | | | | | | 41.6 | | |
U.S. Treasury Debt: 21.9% | | ||||||||||||||||||
| | 37,750,000 | | | | United States Treasury Bill, 0.440%, due 02/02/17 | | | | | 37,734,748 | | | | | | 7.5 | | |
| | 15,000,000 | | | | United States Treasury Bill, 0.510%, due 03/23/17 | | | | | 14,980,552 | | | | | | 3.0 | | |
| | 26,750,000 | | | | United States Treasury Bill, 0.650%, due 06/15/17 | | | | | 26,671,533 | | | | | | 5.3 | | |
| | 31,000,000 | | | | United States Treasury Note, 0.720%, due 10/31/17 | | | | | 31,032,266 | | | | | | 6.1 | | |
| | | | | | Total U.S. Treasury Debt (Cost $110,419,099) | | | | | 110,419,099 | | | | | | 21.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. Treasury Repurchase Agreement: 8.6% | | ||||||||||||||||||
| | 43,078,000 | | | | Deutsche Bank Repurchase Agreement dated 12/30/2016, 0.450%, due 1/3/2017, $43,080,154 to be received upon repurchase (Collateralized by $90,709,100, United States Treasury STRIP Coupon, 0.000%, Market Value plus accrued interest $44,370,356 due 2/15/2040 | | | | $ | 43,078,000 | | | | | | 8.6 | | |
| | | | | | Total U.S. Treasury Repurchase Agreement (Cost $43,078,000) | | | | | 43,078,000 | | | | | | 8.6 | | |
| | | | | | Total Investments in Securities (Cost $411,560,983) | | | | $ | 411,560,983 | | | | | | 81.6 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 93,096,184 | | | | | | 18.4 | | |
| | | | | | Net Assets | | | | $ | 504,657,167 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Debt | | | | $ | — | | | | | $ | 110,419,099 | | | | | $ | — | | | | | $ | 110,419,099 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 43,078,000 | | | | | | — | | | | | | 43,078,000 | | |
Investment Companies | | | | | 48,000,000 | | | | | | — | | | | | | — | | | | | | 48,000,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 210,063,884 | | | | | | — | | | | | | 210,063,884 | | |
Total Investments, at fair value | | | | $ | 48,000,000 | | | | | $ | 363,560,983 | | | | | $ | — | | | | | $ | 411,560,983 | | |
|
Counterparty | | | Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $43,078,000 | | | | $ | (43,078,000) | | | | | $ | — | | |
Totals | | | $43,078,000 | | | | $ | (43,078,000) | | | | | $ | — | | |
|
Voya Growth and Income Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.9% | | ||||||||||||
| | | 128,457 | @ | | Amazon.com, Inc. | | | | $ | 96,326,051 | | | | | | 2.8 | | | |
| | | 700,011 | | | | CBS Corp. - Class B | | | | | 44,534,700 | | | | | | 1.3 | | |
| | | 1,524,425 | | | | Coach, Inc. | | | | | 53,385,363 | | | | | | 1.5 | | |
| | | 939,645 | @ | | Dish Network Corp. - Class A | | | | | 54,433,635 | | | | | | 1.6 | | | |
| | | 556,494 | | | | Hasbro, Inc. | | | | | 43,289,668 | | | | | | 1.3 | | |
| | | 652,750 | | | | McDonald’s Corp. | | | | | 79,452,730 | | | | | | 2.3 | | |
| | | 710,043 | | | | Starbucks Corp. | | | | | 39,421,587 | | | | | | 1.1 | | |
| | | | | | | | | | | | 410,843,734 | | | | | | 11.9 | | |
| | | | | | | Consumer Staples: 9.4% | | ||||||||||||
| | | 806,483 | | | | Campbell Soup Co. | | | | | 48,768,027 | | | | | | 1.4 | | |
| | | 1,766,032 | | | | Coca-Cola Co. | | | | | 73,219,687 | | | | | | 2.1 | | |
| | | 1,035,666 | | | | Kraft Heinz Co. | | | | | 90,434,355 | | | | | | 2.6 | | |
| | | 1,258,131 | | | | Kroger Co. | | | | | 43,418,101 | | | | | | 1.3 | | |
| | | 760,108 | | | | Philip Morris International, Inc. | | | | | 69,542,281 | | | | | | 2.0 | | |
| | | | | | | | | | | | 325,382,451 | | | | | | 9.4 | | |
| | | | | | | Energy: 7.8% | | ||||||||||||
| | | 943,107 | | | | Anadarko Petroleum Corp. | | | | | 65,762,851 | | | | | | 1.9 | | |
| | | 800,728 | | | | Canadian Natural Resources Ltd. | | | | | 25,527,209 | | | | | | 0.7 | | |
| | | 1,047,077 | | | | Chevron Corp. | | | | | 123,240,963 | | | | | | 3.6 | | |
| | | 1,008,506 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 54,842,556 | | | | | | 1.6 | | |
| | | | | | | | | | | | 269,373,579 | | | | | | 7.8 | | |
| | | | | | | Financials: 15.1% | | ||||||||||||
| | | 4,434,549 | | | | Bank of America Corp. | | | | | 98,003,533 | | | | | | 2.8 | | |
| | | 595,925 | | | | Chubb Ltd. | | | | | 78,733,611 | | | | | | 2.3 | | |
| | | 850,117 | | | | Comerica, Inc. | | | | | 57,901,469 | | | | | | 1.7 | | |
| | | 920,741 | | | | Discover Financial Services | | | | | 66,376,219 | | | | | | 1.9 | | |
| | | 1,608,878 | | | | Hartford Financial Services Group, Inc. | | | | | 76,663,037 | | | | | | 2.2 | | |
| | | 707,512 | | | | T. Rowe Price Group, Inc. | | | | | 53,247,353 | | | | | | 1.6 | | |
| | | 1,617,848 | | | | Wells Fargo & Co. | | | | | 89,159,603 | | | | | | 2.6 | | |
| | | | | | | | | | | | 520,084,825 | | | | | | 15.1 | | |
| | | | | | | Health Care: 13.6% | | ||||||||||||
| | | 968,931 | L | | AstraZeneca PLC ADR | | | | | 26,471,195 | | | | | | 0.8 | | | |
| | | 1,871,643 | @ | | Boston Scientific Corp. | | | | | 40,483,638 | | | | | | 1.2 | | | |
| | | 923,770 | | | | Medtronic PLC | | | | | 65,800,137 | | | | | | 1.9 | | |
| | | 1,088,242 | | | | Merck & Co., Inc. | | | | | 64,064,807 | | | | | | 1.8 | | |
| | | 2,486,651 | | | | Pfizer, Inc. | | | | | 80,766,424 | | | | | | 2.3 | | |
| | | 316,577 | | | | Shire PLC ADR | | | | | 53,938,389 | | | | | | 1.6 | | |
| | | 620,435 | | | | UnitedHealth Group, Inc. | | | | | 99,294,417 | | | | | | 2.9 | | |
| | | 743,669 | | | | Zoetis, Inc. | | | | | 39,808,602 | | | | | | 1.1 | | |
| | | | | | | | | | | | 470,627,609 | | | | | | 13.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 10.4% | | ||||||||||||
| | | 367,802 | | | | Cummins, Inc. | | | | $ | 50,267,499 | | | | | | 1.5 | | |
| | | 695,094 | | | | Deere & Co. | | | | | 71,622,486 | | | | | | 2.1 | | |
| | | 465,500 | | | | General Dynamics Corp. | | | | | 80,373,230 | | | | | | 2.3 | | |
| | | 496,138 | | | | JB Hunt Transport Services, Inc. | | | | | 48,160,115 | | | | | | 1.4 | | |
| | | 371,799 | | | | L-3 Communications Holdings, Inc. | | | | | 56,554,346 | | | | | | 1.6 | | |
| | | 276,934 | | | | Roper Technologies, Inc. | | | | | 50,701,077 | | | | | | 1.5 | | |
| | | | | | | | | | | | 357,678,753 | | | | | | 10.4 | | |
| | | | | | | Information Technology: 20.3% | | ||||||||||||
| | | 2,039,101 | | | | Activision Blizzard, Inc. | | | | | 73,631,937 | | | | | | 2.1 | | |
| | | 1,570,857 | | | | Apple, Inc. | | | | | 181,936,658 | | | | | | 5.3 | | |
| | | 4,039,141 | | | | Cisco Systems, Inc. | | | | | 122,062,841 | | | | | | 3.5 | | |
| | | 2,989,082 | | | | Hewlett Packard Enterprise Co. | | | | | 69,167,357 | | | | | | 2.0 | | |
| | | 2,776,235 | | | | Microsoft Corp. | | | | | 172,515,243 | | | | | | 5.0 | | |
| | | 2,101,830 | | | | Oracle Corp. | | | | | 80,815,364 | | | | | | 2.4 | | |
| | | | | | | | | | | | 700,129,400 | | | | | | 20.3 | | |
| | | | | | | Materials: 3.0% | | ||||||||||||
| | | 1,220,941 | | | | Dow Chemical Co. | | | | | 69,862,244 | | | | | | 2.0 | | |
| | | 581,584 | | | | Nucor Corp. | | | | | 34,615,880 | | | | | | 1.0 | | |
| | | | | | | | | | | | 104,478,124 | | | | | | 3.0 | | |
| | | | | | | Real Estate: 2.2% | | ||||||||||||
| | | 869,852 | | | | Crown Castle International Corp. | | | | | 75,477,058 | | | | | | 2.2 | | |
| | | | | | | Telecommunication Services: 2.4% | | ||||||||||||
| | | 1,956,618 | | | | AT&T, Inc. | | | | | 83,214,963 | | | | | | 2.4 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 481,224 | | | | NextEra Energy, Inc. | | | | | 57,487,019 | | | | | | 1.7 | | |
| | | 818,010 | | | | PG&E Corp. | | | | | 49,710,468 | | | | | | 1.4 | | |
| | | | | | | | | | | | 107,197,487 | | | | | | 3.1 | | |
| | | | | | | Total Common Stock (Cost $2,843,306,107) | | | | | 3,424,487,983 | | | | | | 99.2 | | |
|
| 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 $2,843,306,107) | | | | | 3,424,487,983 | | | | | | 99.2 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.9% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.1% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,000,057, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 03/02/17-02/01/49) | | | | | 1,000,000 | | | | | | 0.0 | | |
| | | 814,090 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $814,135, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $830,372, due 01/15/17-08/20/66) | | | | | 814,090 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,814,090 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 28,030,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $28,030,000) | | | | $ | 28,030,000 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $30,844,090) | | | | | 30,844,090 | | | | | | 0.9 | | |
| | | | | | | Total Investments in Securities (Cost $2,874,150,197) | | | | $ | 3,455,332,073 | | | | | | 100.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (3,598,345) | | | | | | (0.1) | | |
| | | | | | | Net Assets | | | | $ | 3,451,733,728 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 617,901,921 | | |
| Gross Unrealized Depreciation | | | | | (51,290,598) | | |
| Net Unrealized Appreciation | | | | $ | 566,611,323 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,424,487,983 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,424,487,983 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 28,030,000 | | | | | | 2,814,090 | | | | | | — | | | | | | 30,844,090 | | |
Total Investments, at fair value | | | | $ | 3,452,517,983 | | | | | $ | 2,814,090 | | | | | $ | — | | | | | $ | 3,455,332,073 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (591,216) | | |
Total | | | | $ | (591,216) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 32.1% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.8% | | ||||||||||||
| | | 2,930,000 | # | | Air Liquide Finance SA, 1.750%, 09/27/21 | | | | $ | 2,820,318 | | | | | | 0.1 | | | |
| | | 2,100,000 | # | | Air Liquide Finance SA, 2.250%, 09/27/23 | | | | | 2,003,224 | | | | | | 0.0 | | | |
| | | 2,368,000 | # | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.400%, 12/01/26 | | | | | 2,363,335 | | | | | | 0.1 | | | |
| | | 4,500,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 4,540,311 | | | | | | 0.1 | | | |
| | | 4,000,000 | # | | Westlake Chemical Corp., 4.625%, 02/15/21 | | | | | 4,150,000 | | | | | | 0.1 | | | |
| | | 17,947,000 | | | | Other Securities(a) | | | | | 18,397,019 | | | | | | 0.4 | | |
| | | | | | | | | | | | 34,274,207 | | | | | | 0.8 | | |
| | | | | | | Communications: 3.3% | | ||||||||||||
| | | 33,310,000 | | | | AT&T, Inc., 2.800%-5.350%, 02/17/21-03/09/49 | | | | | 33,017,053 | | | | | | 0.8 | | |
| | | 3,953,000 | | | | Time Warner Cable LLC, 5.875%, 11/15/40 | | | | | 4,222,551 | | | | | | 0.1 | | |
| | | 4,577,000 | | | | Time Warner Cable, Inc., 5.350%, 12/15/43 | | | | | 4,849,588 | | | | | | 0.1 | | |
| | | 8,190,000 | | | | Time Warner, Inc., 4.050%- 6.500%, 12/15/23-07/15/45 | | | | | 8,534,735 | | | | | | 0.2 | | |
| | | 31,822,000 | | | | Verizon Communications, Inc., 2.625%-5.150%, 11/01/21-08/21/54 | | | | | 32,745,390 | | | | | | 0.7 | | |
| | | 59,934,000 | | | | Other Securities(a) | | | | | 59,192,860 | | | | | | 1.4 | | |
| | | | | | | | | | | | 142,562,177 | | | | | | 3.3 | | |
| | | | | | | Consumer, Cyclical: 2.0% | | ||||||||||||
| | | 2,005,000 | # | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/26 | | | | | 2,055,125 | | | | | | 0.1 | | | |
| | | 3,780,000 | # | | BMW US Capital LLC, 2.250%, 09/15/23 | | | | | 3,621,886 | | | | | | 0.1 | | | |
| | | 14,791,000 | | | | General Motors Financial Co., Inc., 3.100%-4.300%, 01/15/19-07/13/25 | | | | | 14,893,579 | | | | | | 0.3 | | |
| | | 200,000 | # | | Nemak SA de CV, 5.500%, 02/28/23 | | | | | 199,500 | | | | | | 0.0 | | | |
| | | 3,310,000 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | | | | | 3,198,287 | | | | | | 0.0 | | |
| | | 3,685,000 | | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/30 | | | | | 3,505,356 | | | | | | 0.1 | | |
| | | 8,310,000 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/30 | | | | | 7,842,563 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 54,115,197 | | | | Other Securities | | | | $ | 53,833,857 | | | | | | 1.2 | | |
| | | | | | | | | | | | 89,150,153 | | | | | | 2.0 | | |
| | | | | | | Consumer, Non-cyclical: 5.8% | | ||||||||||||
| | | 15,610,000 | | | | AbbVie, Inc., 2.850%- 4.450%, 11/06/22-05/14/46 | | | | | 15,058,047 | | | | | | 0.4 | | |
| | | 17,792,000 | | | | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | | | | | 18,068,345 | | | | | | 0.4 | | |
| | | 3,932,000 | | | | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | | | | | 4,147,525 | | | | | | 0.1 | | |
| | | 4,120,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 4,221,406 | | | | | | 0.1 | | | |
| | | 5,280,000 | # | | Danone SA, 2.077%, 11/02/21 | | | | | 5,128,232 | | | | | | 0.1 | | | |
| | | 3,770,000 | # | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 3,793,521 | | | | | | 0.1 | | | |
| | | 2,113,000 | # | | Imperial Brands Finance PLC, 3.750%, 07/21/22 | | | | | 2,169,523 | | | | | | 0.0 | | | |
| | | 5,270,000 | # | | Mondelez International Holdings Netherlands BV, 2.000%, 10/28/21 | | | | | 5,049,693 | | | | | | 0.1 | | | |
| | | 3,675,000 | # | | Mylan NV, 3.150%, 06/15/21 | | | | | 3,607,130 | | | | | | 0.1 | | | |
| | | 2,830,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 2,858,042 | | | | | | 0.0 | | | |
| | | 3,845,000 | # | | Mylan NV, 3.950%, 06/15/26 | | | | | 3,600,212 | | | | | | 0.1 | | | |
| | | 3,215,000 | # | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 3,086,400 | | | | | | 0.1 | | | |
| | | 10,760,000 | | | | Shire Acquisitions Investments Ireland DAC, 2.875%, 09/23/23 | | | | | 10,230,371 | | | | | | 0.2 | | |
| | | 5,000,000 | # | | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21 | | | | | 3,900,000 | | | | | | 0.1 | | | |
| | | 169,885,000 | | | | Other Securities(a) | | | | | 170,818,399 | | | | | | 3.9 | | |
| | | | | | | | | | | | 255,736,846 | | | | | | 5.8 | | |
| | | | | | | Energy: 3.5% | | ||||||||||||
| | | 12,878,000 | | | | BP Capital Markets PLC, 2.315%-3.119%, 02/13/20- 05/04/26 | | | | | 12,840,864 | | | | | | 0.3 | | |
| | | 15,651,000 | | | | Chevron Corp., 2.100%- 2.954%, 11/17/20-05/16/26 | | | | | 15,566,271 | | | | | | 0.3 | | |
| | | 9,620,000 | | | | Kinder Morgan Energy Partners L.P., 4.250%- 5.400%, 05/01/24-09/01/44 | | | | | 9,749,927 | | | | | | 0.2 | | |
| | | 2,378,000 | L | | Kinder Morgan, Inc./DE, 4.300%-5.050%, 06/01/25-02/15/46 | | | | | 2,439,417 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 16,585,000 | | | | Shell International Finance BV, 3.250%-4.375%, 05/11/25-05/10/46 | | | | $ | 16,285,716 | | | | | | 0.4 | | |
| | | 96,773,000 | | | | Other Securities | | | | | 98,352,011 | | | | | | 2.2 | | |
| | | | | | | | | | | | 155,234,206 | | | | | | 3.5 | | |
| | | | | | | Financial: 12.3% | | ||||||||||||
| | | 5,736,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 5,709,936 | | | | | | 0.2 | | | |
| | | 5,220,000 | #,L | | ABN AMRO Bank NV, 4.800%, 04/18/26 | | | | | 5,343,082 | | | | | | 0.1 | | | |
| | | 9,320,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 9,317,167 | | | | | | 0.2 | | | |
| | | 22,263,000 | | | | Bank of America Corp., 2.625%-4.750%, 10/19/20-04/21/45 | | | | | 22,589,249 | | | | | | 0.5 | | |
| | | 3,335,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,391,798 | | | | | | 0.1 | | | |
| | | 13,061,000 | | | | Citigroup, Inc., 4.125%- 5.500%, 09/13/25-07/25/28 | | | | | 13,641,183 | | | | | | 0.3 | | |
| | | 12,027,000 | | | | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | | | | | 12,069,792 | | | | | | 0.3 | | |
| | | 2,757,000 | # | | Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | | 2,791,066 | | | | | | 0.0 | | | |
| | | 6,907,000 | # | | Commonwealth Bank of Australia, 2.850%, 05/18/26 | | | | | 6,601,448 | | | | | | 0.1 | | | |
| | | 1,370,000 | # | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | | | | | 1,615,299 | | | | | | 0.0 | | | |
| | | 4,514,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 4,813,373 | | | | | | 0.1 | | | |
| | | 5,703,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 5,754,629 | | | | | | 0.1 | | |
| | | 6,922,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 6,908,551 | | | | | | 0.2 | | |
| | | 3,215,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 3,206,962 | | | | | | 0.1 | | | |
| | | 27,441,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 07/19/18-05/22/45 | | | | | 28,482,643 | | | | | | 0.6 | | |
| | | 5,994,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 6,334,148 | | | | | | 0.1 | | | |
| | | 10,266,000 | | | | HSBC Holdings PLC, 2.650%, 01/05/22 | | | | | 10,042,355 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 3,400,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | $ | 3,398,895 | | | | | | 0.1 | | | |
| | | 3,437,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 3,711,960 | | | | | | 0.1 | | | |
| | | 27,656,000 | | | | JPMorgan Chase & Co., 2.550%-6.125%, 10/29/20-12/29/49 | | | | | 28,044,518 | | | | | | 0.6 | | |
| | | 2,775,000 | # | | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | | | | | 2,751,141 | | | | | | 0.1 | | | |
| | | 5,649,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 2.650%, 10/19/20 | | | | | 5,627,692 | | | | | | 0.1 | | | |
| | | 2,908,000 | #,L | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 2,910,952 | | | | | | 0.1 | | | |
| | | 18,346,000 | | | | Morgan Stanley, 2.500%- 4.000%, 04/21/21-04/23/27 | | | | | 18,251,014 | | | | | | 0.4 | | |
| | | 2,661,000 | # | | Nordea Bank AB, 6.125%, 12/29/49 | | | | | 2,585,028 | | | | | | 0.1 | | | |
| | | 5,330,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 5,326,093 | | | | | | 0.1 | | | |
| | | 600,000 | # | | Royal Bank of Scotland Group PLC, 6.990%, 10/29/49 | | | | | 649,500 | | | | | | 0.0 | | | |
| | | 4,844,000 | | | | Santander Bank NA, 2.000%, 01/12/18 | | | | | 4,842,659 | | | | | | 0.1 | | |
| | | 5,202,000 | | | | Santander UK PLC, 2.375%, 03/16/20 | | | | | 5,172,338 | | | | | | 0.1 | | |
| | | 2,380,000 | # | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 2,429,323 | | | | | | 0.1 | | | |
| | | 4,782,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 4,720,790 | | | | | | 0.1 | | | |
| | | 5,510,000 | #,L | | Societe Generale SA, 4.250%, 08/19/26 | | | | | 5,324,754 | | | | | | 0.1 | | | |
| | | 7,600,000 | #,L | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 7,242,025 | | | | | | 0.2 | | | |
| | | 4,149,000 | | | | UBS AG/Stamford CT, 7.625%, 08/17/22 | | | | | 4,714,301 | | | | | | 0.1 | | |
| | | 5,204,000 | # | | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | | | | | 5,207,492 | | | | | | 0.1 | | | |
| | | 3,101,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 3,162,301 | | | | | | 0.1 | | | |
| | | 6,858,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | | | | | 7,017,469 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 5,165,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | $ | 5,225,069 | | | | | | 0.1 | | | |
| | | 3,328,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | | | | | 3,365,323 | | | | | | 0.1 | | | |
| | | 13,045,000 | | | | Wells Fargo & Co., 3.900%- 5.900%, 06/03/26-12/29/49 | | | | | 12,920,467 | | | | | | 0.3 | | |
| | | 252,668,400 | | | | Other Securities(a) | | | | | 249,204,942 | | | | | | 5.7 | | |
| | | | | | | | | | | | 542,418,727 | | | | | | 12.3 | | |
| | | | | | | Industrial: 0.7% | | ||||||||||||
| | | 308,000 | #,L | | Cemex SAB de CV, 6.125%, 05/05/25 | | | | | 315,700 | | | | | | 0.0 | | | |
| | | 3,903,000 | # | | Novelis Corp., 5.875%, 09/30/26 | | | | | 3,951,787 | | | | | | 0.1 | | | |
| | | 2,180,000 | # | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 2,276,738 | | | | | | 0.1 | | | |
| | | 5,915,000 | # | | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/26 | | | | | 5,473,434 | | | | | | 0.1 | | | |
| | | 3,819,000 | # | | Siemens Financieringsmaatschappij NV, 3.300%, 09/15/46 | | | | | 3,326,620 | | | | | | 0.1 | | | |
| | | 13,868,000 | | | | Other Securities | | | | | 14,290,577 | | | | | | 0.3 | | |
| | | | | | | | | | | | 29,634,856 | | | | | | 0.7 | | |
| | | | | | | Technology: 2.1% | | ||||||||||||
| | | 11,850,000 | | | | Apple, Inc., 1.550%-4.650%, 02/07/20-02/23/46 | | | | | 11,768,480 | | | | | | 0.3 | | |
| | | 6,299,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 6,518,791 | | | | | | 0.1 | | | |
| | | 6,663,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 7,069,876 | | | | | | 0.2 | | | |
| | | 3,994,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 4,328,753 | | | | | | 0.1 | | | |
| | | 12,341,000 | | | | Microsoft Corp., 3.700%- 4.450%, 11/03/35-08/08/46 | | | | | 12,608,736 | | | | | | 0.3 | | |
| | | 13,167,000 | | | | Oracle Corp., 3.850%- 4.300%, 07/08/34-05/15/45 | | | | | 13,076,632 | | | | | | 0.3 | | |
| | | 35,078,000 | | | | Other Securities | | | | | 35,694,591 | | | | | | 0.8 | | |
| | | | | | | | | | | | 91,065,859 | | | | | | 2.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 1.6% | | ||||||||||||
| | | 2,192,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | $ | 2,446,097 | | | | | | 0.0 | | | |
| | | 4,976,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 5,153,942 | | | | | | 0.1 | | | |
| | | 2,630,000 | # | | New York State Electric & Gas Corp., 3.250%, 12/01/26 | | | | | 2,617,841 | | | | | | 0.1 | | | |
| | | 61,185,000 | | | | Other Securities | | | | | 61,274,140 | | | | | | 1.4 | | |
| | | | | | | | | | | | 71,492,020 | | | | | | 1.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,417,017,881) | | | | | 1,411,569,051 | | | | | | 32.1 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 13.9% | | ||||||||||||||||||
| | | 8,086,788 | | | | Alternative Loan Trust 2005-10CB 1A1, 1.256%, 05/25/35 | | | | | 6,470,503 | | | | | | 0.2 | | |
| | | 6,292,404 | | | | Alternative Loan Trust 2005-51 3A2A, 1.857%, 11/20/35 | | | | | 5,513,579 | | | | | | 0.1 | | |
| | | 3,028,941 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | | | | | 2,728,996 | | | | | | 0.1 | | |
| | | 3,641,534 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 3,328,094 | | | | | | 0.1 | | |
| | | 935,037 ^ | | | | Alternative Loan Trust 2005-J3 2A2, 4.244%, 05/25/35 | | | | | 92,903 | | | | | | 0.0 | | |
| | | 2,100,573 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 1,653,890 | | | | | | 0.0 | | |
| | | 5,942,021 | | | | Alternative Loan Trust 2006-HY11 A1, 0.876%, 06/25/36 | | | | | 4,840,941 | | | | | | 0.1 | | |
| | | 3,285,277 | | | | Alternative Loan Trust 2007-23CB A3, 1.256%, 09/25/37 | | | | | 1,737,676 | | | | | | 0.0 | | |
| | | 1,128,410 | # | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | | | | | 1,137,765 | | | | | | 0.0 | | | |
| | | 156,231 | | | | Banc of America Funding 2006 J Trust 4A1, 3.211%, 01/20/47 | | | | | 132,496 | | | | | | 0.0 | | |
| | | 375,855 | | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/37 | | | | | 330,152 | | | | | | 0.0 | | |
| | | 156,301 | | | | Banc of America Mortgage 2003-F Trust 3A1, 3.248%, 07/25/33 | | | | | 156,566 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 787,303 | | | | Banc of America Mortgage 2005-J Trust 2A4, 3.427%, 11/25/35 | | | | $ | 731,652 | | | | | | 0.0 | | |
| | | 122,548 | # | | BCAP LLC 2011-RR5-I Trust 12A1, 5.086%, 03/26/37 | | | | | 118,298 | | | | | | 0.0 | | | |
| | | 1,725,120 | | | | Bear Stearns ALT-A Trust 2005-10 22A1, 3.172%, 01/25/36 | | | | | 1,594,995 | | | | | | 0.0 | | |
| | | 834,625 | | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.993%, 05/25/35 | | | | | 807,336 | | | | | | 0.0 | | |
| | | 2,148,991 | | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.130%, 11/25/36 | | | | | 1,687,476 | | | | | | 0.1 | | |
| | | 1,749,249 | | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.112%, 11/25/36 | | | | | 1,284,190 | | | | | | 0.0 | | |
| | | 360,120 | | | | Bear Stearns ARM Trust 2004-6 2A1, 3.322%, 09/25/34 | | | | | 332,904 | | | | | | 0.0 | | |
| | | 25,624 | | | | Bear Stearns ARM Trust 2005-12 13A1, 3.391%, 02/25/36 | | | | | 24,582 | | | | | | 0.0 | | |
| | | 340,854 | | | | Bear Stearns ARM Trust 2005-2 A2, 3.128%, 03/25/35 | | | | | 343,929 | | | | | | 0.0 | | |
| | | 1,839,926 | | | | Bear Stearns ARM Trust 2005-9 A1, 2.830%, 10/25/35 | | | | | 1,782,349 | | | | | | 0.1 | | |
| | | 279,232 | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.006%, 01/26/36 | | | | | 218,781 | | | | | | 0.0 | | |
| | | 80,453 | | | | Bear Sterns ARM Trust 2003-8 4A1, 3.351%, 01/25/34 | | | | | 80,693 | | | | | | 0.0 | | |
| | | 2,730,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 5.056%, 07/25/25 | | | | | 2,748,859 | | | | | | 0.1 | | | |
| | | 539,381 | | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/36 | | | | | 552,756 | | | | | | 0.0 | | |
| | | 1,570,132 | | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/37 | | | | | 1,609,492 | | | | | | 0.0 | | |
| | | 264,098 | | | | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 2.870%, 10/25/35 | | | | | 263,630 | | | | | | 0.0 | | |
| | | 2,949,143 | | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.395%, 09/25/37 | | | | | 2,526,808 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 174,735 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.042%, 08/25/35 | | | | $ | 172,093 | | | | | | 0.0 | | |
| | | 5,218,653 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/35 | | | | | 5,285,277 | | | | | | 0.1 | | |
| | | 533,552 | | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/37 | | | | | 474,141 | | | | | | 0.0 | | |
| | | 10,566,729 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 11,653,742 | | | | | | 0.3 | | |
| | | 48,489,757 ^ | | | | Fannie Mae 2016-82 SD, 5.294%, 11/25/46 | | | | | 8,759,519 | | | | | | 0.2 | | |
| | | 1,900,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C01 M2, 5.156%, 01/25/24 | | | | | 2,027,580 | | | | | | 0.1 | | |
| | | 3,810,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.656%, 07/25/24 | | | | | 3,829,215 | | | | | | 0.1 | | |
| | | 10,335,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 3.756%, 07/25/24 | | | | | 10,373,479 | | | | | | 0.2 | | |
| | | 7,940,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.656%, 11/25/24 | | | | | 8,631,072 | | | | | | 0.2 | | |
| | | 590,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 2M2, 5.756%, 11/25/24 | | | | | 639,886 | | | | | | 0.0 | | |
| | | 6,480,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.756%, 05/25/25 | | | | | 6,765,576 | | | | | | 0.2 | | |
| | | 6,800,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 1M2, 5.756%, 07/25/25 | | | | | 7,337,899 | | | | | | 0.2 | | |
| | | 1,205,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.756%, 07/25/25 | | | | | 1,295,323 | | | | | | 0.0 | | |
| | | 4,709,898 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 5.056%, 02/25/25 | | | | | 4,957,870 | | | | | | 0.1 | | |
| | | 331,702 ^ | | | | Fannie Mae Interest Strip Series 343 22, 4.000%, 11/25/18 | | | | | 11,300 | | | | | | 0.0 | | |
| | | 880,251 ^ | | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/43 | | | | | 195,328 | | | | | | 0.0 | | |
| | | 649,868 ^ | | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/43 | | | | | 135,810 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 7,960 | | | | Fannie Mae REMIC Trust 1989-4 D, 10.000%, 02/25/19 | | | | $ | 8,368 | | | | | | 0.0 | | |
| | | 24,196 | | | | Fannie Mae REMIC Trust 1994-77 FB, 2.256%, 04/25/24 | | | | | 24,739 | | | | | | 0.0 | | |
| | | 779,106 | | | | Fannie Mae REMIC Trust 1998-49 MD, 6.500%, 06/17/38 | | | | | 778,294 | | | | | | 0.0 | | |
| | | 682,550 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/29 | | | | | 757,392 | | | | | | 0.0 | | |
| | | 526,303 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/ 31 | | | | | 583,616 | | | | | | 0.0 | | |
| | | 58,759 | | | | Fannie Mae REMIC Trust 2002-21 FC, 1.656%, 04/25/32 | | | | | 60,185 | | | | | | 0.0 | | |
| | | 1,364,425 ^ | | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/33 | | | | | 317,013 | | | | | | 0.0 | | |
| | | 78,831 | | | | Fannie Mae REMIC Trust 2004-10 SC, 25.576%, 02/25/34 | | | | | 96,710 | | | | | | 0.0 | | |
| | | 205,166 | | | | Fannie Mae REMIC Trust 2004-11 A, 0.876%, 03/25/34 | | | | | 203,573 | | | | | | 0.0 | | |
| | | 39,583 | | | | Fannie Mae REMIC Trust 2004-W6 1A1, 5.000%, 07/25/34 | | | | | 39,612 | | | | | | 0.0 | | |
| | | 861,215 | | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/36 | | | | | 966,150 | | | | | | 0.0 | | |
| | | 220,906 | | | | Fannie Mae REMIC Trust 2005-57 CD, 22.290%, 01/25/35 | | | | | 264,353 | | | | | | 0.0 | | |
| | | 219,879 | | | | Fannie Mae REMIC Trust 2005-74 DK, 20.976%, 07/25/35 | | | | | 301,909 | | | | | | 0.0 | | |
| | | 9,142,193 ^ | | | | Fannie Mae REMIC Trust 2005-92 SC, 5.924%, 10/25/35 | | | | | 1,662,569 | | | | | | 0.0 | | |
| | | 950,522 | | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/36 | | | | | 1,047,592 | | | | | | 0.0 | | |
| | | 2,013,199 | | | | Fannie Mae REMIC Trust 2006-104 ES, 29.670%, 11/25/36 | | | | | 3,578,115 | | | | | | 0.1 | | |
| | | 12,130,185 ^ | | | | Fannie Mae REMIC Trust 2006-12 SD, 5.994%, 10/25/35 | | | | | 2,062,734 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,921,200 ^ | | | | Fannie Mae REMIC Trust 2006-123 UI, 5.984%, 01/25/37 | | | | $ | 1,007,828 | | | | | | 0.0 | | |
| | | 1,347,347 ^ | | | | Fannie Mae REMIC Trust 2006-72 HS, 5.944%, 08/25/26 | | | | | 215,118 | | | | | | 0.0 | | |
| | | 1,607,804 | | | | Fannie Mae REMIC Trust 2007-114 A6, 0.956%, 10/27/37 | | | | | 1,606,111 | | | | | | 0.0 | | |
| | | 384,567 | | | | Fannie Mae REMIC Trust 2007-73 A1, 0.816%, 07/25/37 | | | | | 375,993 | | | | | | 0.0 | | |
| | | 909,924 | | | | Fannie Mae REMIC Trust 2008-20 SP, 13.610%, 03/25/38 | | | | | 1,184,685 | | | | | | 0.0 | | |
| | | 4,253,261 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | | | | | 4,538,884 | | | | | | 0.1 | | |
| | | 15,126,801 ^ | | | | Fannie Mae REMIC Trust 2010-102 SB, 5.844%, 09/25/40 | | | | | 2,960,781 | | | | | | 0.1 | | |
| | | 4,986,879 ^ | | | | Fannie Mae REMIC Trust 2010-116 SE, 5.844%, 10/25/40 | | | | | 940,795 | | | | | | 0.0 | | |
| | | 14,927,746 ^ | | | | Fannie Mae REMIC Trust 2010-123 SL, 5.314%, 11/25/40 | | | | | 2,530,153 | | | | | | 0.1 | | |
| | | 6,006,022 ^ | | | | Fannie Mae REMIC Trust 2010-126 NI, 5.500%, 11/25/40 | | | | | 1,213,878 | | | | | | 0.0 | | |
| | | 4,850,000 | | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/39 | | | | | 5,129,845 | | | | | | 0.1 | | |
| | | 7,967,696 ^ | | | | Fannie Mae REMIC Trust 2010-55 AS, 5.664%, 06/25/40 | | | | | 1,340,009 | | | | | | 0.0 | | |
| | | 8,159,907 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/40 | | | | | 9,081,298 | | | | | | 0.2 | | |
| | | 2,504,981 | | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/40 | | | | | 2,751,236 | | | | | | 0.1 | | |
| | | 17,001,375 ^ | | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/41 | | | | | 1,892,823 | | | | | | 0.1 | | |
| | | 625,491 ^ | | | | Fannie Mae REMIC Trust 2011-69 AI, 5.000%, 05/25/18 | | | | | 10,987 | | | | | | 0.0 | | |
| | | 3,961,881 ^ | | | | Fannie Mae REMIC Trust 2012-10 US, 5.694%, 02/25/42 | | | | | 598,523 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,278,296 | | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/41 | | | | $ | 2,321,502 | | | | | | 0.1 | | |
| | | 18,503,010 ^ | | | | Fannie Mae REMIC Trust 2012-113 SG, 5.344%, 10/25/42 | | | | | 3,557,152 | | | | | | 0.1 | | |
| | | 13,185,592 ^ | | | | Fannie Mae REMIC Trust 2012-122 SB, 5.394%, 11/25/42 | | | | | 2,822,404 | | | | | | 0.1 | | |
| | | 6,986,156 ^ | | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/32 | | | | | 697,928 | | | | | | 0.0 | | |
| | | 3,314,819 | | | | Fannie Mae REMIC Trust 2012-131 BS, 4.475%, 12/25/42 | | | | | 2,787,755 | | | | | | 0.1 | | |
| | | 23,231,600 ^ | | | | Fannie Mae REMIC Trust 2012-137 SN, 5.344%, 12/25/42 | | | | | 4,366,591 | | | | | | 0.1 | | |
| | | 10,192,780 ^ | | | | Fannie Mae REMIC Trust 2012-15 SP, 5.864%, 06/25/40 | | | | | 1,491,207 | | | | | | 0.0 | | |
| | | 6,614,339 ^ | | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/42 | | | | | 1,300,316 | | | | | | 0.0 | | |
| | | 436,739 | | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/42 | | | | | 388,701 | | | | | | 0.0 | | |
| | | 16,017,381 ^ | | | | Fannie Mae REMIC Trust 2013-60 DS, 5.444%, 06/25/33 | | | | | 3,108,685 | | | | | | 0.1 | | |
| | | 12,745,060 ^ | | | | Fannie Mae REMIC Trust 2013-9 DS, 5.394%, 02/25/43 | | | | | 2,889,581 | | | | | | 0.1 | | |
| | | 500,759 ^ | | | | Fannie Mae REMIC Trust 2013-9 SA, 5.394%, 03/25/42 | | | | | 77,043 | | | | | | 0.0 | | |
| | | 6,282,753 ^ | | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/41 | | | | | 793,845 | | | | | | 0.0 | | |
| | | 44,979,678 ^ | | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/45 | | | | | 10,258,596 | | | | | | 0.2 | | |
| | | 17,856,162 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 3.944%, 01/25/36 | | | | | 2,083,734 | | | | | | 0.1 | | |
| | | 2,435,302 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.944%, 12/25/36 | | | | | 630,438 | | | | | | 0.0 | | |
| | | 9,223,079 ^ | | | | Freddie Mac 2815 GS, 5.296%, 03/15/34 | | | | | 1,451,590 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 753,204 | | | | Freddie Mac Reference Series R006 ZA, 6.000%, 04/15/36 | | | | $ | 861,119 | | | | | | 0.0 | | |
| | | 15,677 | | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/21 | | | | | 17,172 | | | | | | 0.0 | | |
| | | 458,319 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/29 | | | | | 523,576 | | | | | | 0.0 | | |
| | | 457,690 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | | | | | 526,025 | | | | | | 0.0 | | |
| | | 19,257 | | | | Freddie Mac REMIC Trust 2411 FJ, 1.054%, 12/15/29 | | | | | 19,253 | | | | | | 0.0 | | |
| | | 279,341 | | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/32 | | | | | 317,238 | | | | | | 0.0 | | |
| | | 597,533 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | | | | | 680,683 | | | | | | 0.0 | | |
| | | 478 | | | | Freddie Mac REMIC Trust 2495 UJ, 3.500%, 07/15/32 | | | | | 478 | | | | | | 0.0 | | |
| | | 959,669 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/22 | | | | | 1,009,612 | | | | | | 0.0 | | |
| | | 583,327 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | | | | | 654,409 | | | | | | 0.0 | | |
| | | 345 | | | | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/30 | | | | | 357 | | | | | | 0.0 | | |
| | | 780,821 | | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/33 | | | | | 858,137 | | | | | | 0.0 | | |
| | | 660,701 ^ | | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/33 | | | | | 163,435 | | | | | | 0.0 | | |
| | | 837,941 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | | | | | 935,744 | | | | | | 0.0 | | |
| | | 1,815,471 | | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/34 | | | | | 1,967,501 | | | | | | 0.1 | | |
| | | 1,729,887 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/35 | | | | | 1,891,102 | | | | | | 0.1 | | |
| | | 1,835,233 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | | | | | 2,006,021 | | | | | | 0.1 | | |
| | | 10,583,378 ^ | | | | Freddie Mac REMIC Trust 3045 DI, 6.026%, 10/15/35 | | | | | 1,970,056 | | | | | | 0.1 | | |
| | | 201,079 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/35 | | | | | 207,780 | | | | | | 0.0 | | |
| | | 6,783,318 ^ | | | | Freddie Mac REMIC Trust 3064 SP, 5.896%, 03/15/35 | | | | | 794,050 | | | | | | 0.0 | | |
| | | 690,853 | | | | Freddie Mac REMIC Trust 3065 DC, 17.748%, 03/15/35 | | | | | 981,902 | | | | | | 0.0 | | |
| | | 2,002,476 ^ | | | | Freddie Mac REMIC Trust 3102 IS, 21.986%, 01/15/36 | | | | | 1,061,352 | | | | | | 0.0 | | |
| | | 6,191,977 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | | | | | 6,938,351 | | | | | | 0.2 | | |
| | | 3,259,686 ^ | | | | Freddie Mac REMIC Trust 3170 SA, 5.896%, 09/15/33 | | | | | 596,491 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,505,765 ^ | | | | Freddie Mac REMIC Trust 3171 PS, 5.781%, 06/15/36 | | | | $ | 388,343 | | | | | | 0.0 | | |
| | | 3,007,932 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | | | | | 3,369,856 | | | | | | 0.1 | | |
| | | 704,827 ^ | | | | Freddie Mac REMIC Trust 3524 LA, 5.252%, 03/15/33 | | | | | 769,211 | | | | | | 0.0 | | |
| | | 352,435 | | | | Freddie Mac REMIC Trust 3556 NT, 3.804%, 03/15/38 | | | | | 363,782 | | | | | | 0.0 | | |
| | | 12,095,160 ^ | | | | Freddie Mac REMIC Trust 3589 SB, 5.496%, 10/15/39 | | | | | 2,077,177 | | | | | | 0.1 | | |
| | | 2,320,513 ^ | | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/40 | | | | | 410,190 | | | | | | 0.0 | | |
| | | 10,929,619 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/34 | | | | | 12,324,404 | | | | | | 0.3 | | |
| | | 4,696,012 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/36 | | | | | 5,255,016 | | | | | | 0.1 | | |
| | | 937,550 ^ | | | | Freddie Mac REMIC Trust 3668 EI, 5.500%, 12/15/18 | | | | | 21,969 | | | | | | 0.0 | | |
| | | 2,488,215 ^ | | | | Freddie Mac REMIC Trust 3710 SL, 5.296%, 05/15/36 | | | | | 197,184 | | | | | | 0.0 | | |
| | | 2,467,060 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | | | | | 2,748,514 | | | | | | 0.1 | | |
| | | 4,013,742 ^ | | | | Freddie Mac REMIC Trust 3752 WS, 5.896%, 12/15/39 | | | | | 390,911 | | | | | | 0.0 | | |
| | | 3,332,524 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | | | | | 3,634,772 | | | | | | 0.1 | | |
| | | 5,000,000 ^ | | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/38 | | | | | 1,041,984 | | | | | | 0.0 | | |
| | | 2,516,237 | | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/41 | | | | | 2,651,967 | | | | | | 0.1 | | |
| | | 10,018,480 ^ | | | | Freddie Mac REMIC Trust 3856 KS, 5.846%, 05/15/41 | | | | | 1,869,538 | | | | | | 0.1 | | |
| | | 1,523,000 | | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/41 | | | | | 1,636,436 | | | | | | 0.0 | | |
| | | 4,067,833 ^ | | | | Freddie Mac REMIC Trust 3925 SD, 5.346%, 07/15/40 | | | | | 584,925 | | | | | | 0.0 | | |
| | | 21,133,806 ^ | | | | Freddie Mac REMIC Trust 3925 SL, 5.346%, 01/15/41 | | | | | 2,948,341 | | | | | | 0.1 | | |
| | | 10,005,742 ^ | | | | Freddie Mac REMIC Trust 3936 GS, 5.996%, 11/15/25 | | | | | 1,023,275 | | | | | | 0.0 | | |
| | | 22,674,977 ^ | | | | Freddie Mac REMIC Trust 3951 SN, 5.846%, 11/15/41 | | | | | 5,003,596 | | | | | | 0.1 | | |
| | | 11,337,483 ^ | | | | Freddie Mac REMIC Trust 3984 NS, 5.896%, 01/15/40 | | | | | 1,340,541 | | | | | | 0.0 | | |
| | | 1,937,531 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | | | | | 2,086,619 | | | | | | 0.1 | | |
| | | 3,578,428 | | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/42 | | | | | 4,141,938 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,640,123 ^ | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/40 | | | | $ | 606,011 | | | | | | 0.0 | | |
| | | 9,836,749 ^ | | | | Freddie Mac REMIC Trust 4094 YS, 5.996%, 04/15/40 | | | | | 1,447,136 | | | | | | 0.0 | | |
| | | 17,214,970 ^ | | | | Freddie Mac REMIC Trust 4102 MS, 5.896%, 09/15/42 | | | | | 3,697,488 | | | | | | 0.1 | | |
| | | 1,526,511 ^ | | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/43 | | | | | 278,715 | | | | | | 0.0 | | |
| | | 5,983,838 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | | | | | 6,051,046 | | | | | | 0.1 | | |
| | | 23,654,856 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/41 | | | | | 26,454,089 | | | | | | 0.6 | | |
| | | 17,832,925 ^ | | | | Freddie Mac REMIC Trust 4313 SD, 5.446%, 03/15/44 | | | | | 2,995,965 | | | | | | 0.1 | | |
| | | 27,085,023 ^ | | | | Freddie Mac REMIC Trust 4313 SE, 5.446%, 03/15/44 | | | | | 4,524,518 | | | | | | 0.1 | | |
| | | 5,391,666 ^ | | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/42 | | | | | 873,447 | | | | | | 0.0 | | |
| | | 2,928,565 ^ | | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/43 | | | | | 587,041 | | | | | | 0.0 | | |
| | | 6,437,273 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | | | | | 7,097,534 | | | | | | 0.2 | | |
| | | 12,073,646 ^ | | | | Freddie Mac REMIC Trust 4346 ST, 5.496%, 07/15/39 | | | | | 1,599,846 | | | | | | 0.0 | | |
| | | 9,946,885 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | | | | | 10,793,290 | | | | | | 0.3 | | |
| | | 9,210,571 ^ | | | | Freddie Mac REMIC Trust 4386 LS, 5.396%, 09/15/44 | | | | | 1,695,534 | | | | | | 0.0 | | |
| | | 7,338,481 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/44 | | | | | 7,787,087 | | | | | | 0.2 | | |
| | | 16,638,780 ^ | | | | Freddie Mac Strips Series 311 S1, 5.246%, 08/15/43 | | | | | 3,414,534 | | | | | | 0.1 | | |
| | | 1,470,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2013-DN2 M2, 5.006%, 11/25/23 | | | | | 1,554,046 | | | | | | 0.0 | | |
| | | 9,627,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 5.256%, 02/25/24 | | | | | 10,512,183 | | | | | | 0.2 | | |
| | | 9,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.356%, 04/25/24 | | | | | 10,060,202 | | | | | | 0.2 | | |
| | | 8,500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.756%, 08/25/24 | | | | | 8,857,498 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ1 M3, 4.856%, 08/25/24 | | | | $ | 1,801,275 | | | | | | 0.0 | | |
| | | 3,760,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.506%, 10/25/24 | | | | | 4,085,062 | | | | | | 0.1 | | |
| | | 2,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.456%, 04/25/28 | | | | | 3,031,890 | | | | | | 0.1 | | |
| | | 2,827,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 4.006%, 05/25/25 | | | | | 2,927,481 | | | | | | 0.1 | | |
| | | 16,890,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.556%, 05/25/28 | | | | | 18,207,633 | | | | | | 0.4 | | |
| | | 3,350,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.306%, 07/25/28 | | | | | 3,748,526 | | | | | | 0.1 | | |
| | | 6,250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.556%, 03/25/29 | | | | | 6,270,919 | | | | | | 0.2 | | |
| | | 5,900,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.606%, 03/25/29 | | | | | 5,909,237 | | | | | | 0.1 | | |
| | | 383,956 | | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/43 | | | | | 444,575 | | | | | | 0.0 | | |
| | | 334,455 | | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 1.741%, 10/25/44 | | | | | 343,107 | | | | | | 0.0 | | |
| | | 120,712 | | | | Freddie Mac-Ginnie Mae Series 27 FC, 2.375%, 03/25/24 | | | | | 123,972 | | | | | | 0.0 | | |
| | | 117,738 | | | | Ginnie Mae Series 2002-21 FV, 1.107%, 03/16/32 | | | | | 117,717 | | | | | | 0.0 | | |
| | | 1,895,014 ^ | | | | Ginnie Mae Series 2005-7 AH, 6.063%, 02/16/35 | | | | | 324,293 | | | | | | 0.0 | | |
| | | 1,903,107 ^ | | | | Ginnie Mae Series 2006-17 WI, 6.261%, 04/20/36 | | | | | 88,968 | | | | | | 0.0 | | |
| | | 309,475 | | | | Ginnie Mae Series 2007-37 S, 22.707%, 04/16/37 | | | | | 389,446 | | | | | | 0.0 | | |
| | | 714,245 | | | | Ginnie Mae Series 2007-8 SP, 19.652%, 03/20/37 | | | | | 1,106,922 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,072,334 ^ | | | | Ginnie Mae Series 2008-35 SN, 5.661%, 04/20/38 | | | | $ | 473,522 | | | | | | 0.0 | | |
| | | 2,492,068 ^ | | | | Ginnie Mae Series 2008-40 PS, 5.793%, 05/16/38 | | | | | 436,757 | | | | | | 0.0 | | |
| | | 18,694,461 ^ | | | | Ginnie Mae Series 2009-106 SU, 5.461%, 05/20/37 | | | | | 3,197,547 | | | | | | 0.1 | | |
| | | 6,545,863 ^ | | | | Ginnie Mae Series 2009-25 KS, 5.461%, 04/20/39 | | | | | 1,105,494 | | | | | | 0.0 | | |
| | | 3,309,140 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | | | | | 3,560,188 | | | | | | 0.1 | | |
| | | 4,092,887 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/39 | | | | | 4,457,231 | | | | | | 0.1 | | |
| | | 3,234,873 ^ | | | | Ginnie Mae Series 2009-33 SN, 5.561%, 05/20/39 | | | | | 262,834 | | | | | | 0.0 | | |
| | | 9,947,264 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/39 | | | | | 12,387,824 | | | | | | 0.3 | | |
| | | 2,820,274 ^ | | | | Ginnie Mae Series 2009-43 HS, 5.461%, 06/20/38 | | | | | 233,829 | | | | | | 0.0 | | |
| | | 5,367,595 ^ | | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/40 | | | | | 818,266 | | | | | | 0.0 | | |
| | | 4,390,951 ^ | | | | Ginnie Mae Series 2010-116 NS, 5.943%, 09/16/40 | | | | | 765,047 | | | | | | 0.0 | | |
| | | 10,810,808 ^ | | | | Ginnie Mae Series 2010-116 SK, 5.881%, 08/20/40 | | | | | 2,132,301 | | | | | | 0.1 | | |
| | | 22,263,506 ^ | | | | Ginnie Mae Series 2010-149 HS, 5.393%, 05/16/40 | | | | | 2,874,740 | | | | | | 0.1 | | |
| | | 7,319,492 ^ | | | | Ginnie Mae Series 2010-4 SP, 5.793%, 01/16/39 | | | | | 1,065,086 | | | | | | 0.0 | | |
| | | 5,928,336 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/40 | | | | | 6,430,434 | | | | | | 0.2 | | |
| | | 2,001,915 ^ | | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/39 | | | | | 308,394 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Ginnie Mae Series 2010-67 JD, 4.500%, 05/20/39 | | | | | 2,110,720 | | | | | | 0.1 | | |
| | | 4,841,994 ^ | | | | Ginnie Mae Series 2010-68 MS, 5.111%, 06/20/40 | | | | | 758,216 | | | | | | 0.0 | | |
| | | 8,681,097 ^ | | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/40 | | | | | 2,104,054 | | | | | | 0.1 | | |
| | | 2,240,956 ^ | | | | Ginnie Mae Series 2010-94 PI, 4.500%, 12/20/37 | | | | | 71,596 | | | | | | 0.0 | | |
| | | 7,778,007 ^ | | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/26 | | | | | 862,773 | | | | | | 0.0 | | |
| | | 2,363,113 ^ | | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/40 | | | | | 328,399 | | | | | | 0.0 | | |
| | | 132,721 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | | | | | 153,427 | | | | | | 0.0 | | |
| | | 9,565,373 ^ | | | | Ginnie Mae Series 2011-80 KS, 5.931%, 06/20/41 | | | | | 1,773,560 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,648,208 ^ | | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/40 | | | | $ | 331,932 | | | | | | 0.0 | | |
| | | 387,755 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/41 | | | | | 404,823 | | | | | | 0.0 | | |
| | | 24,169,355 ^ | | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/43 | | | | | 4,937,040 | | | | | | 0.1 | | |
| | | 20,586,367 ^ | | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/43 | | | | | 4,424,996 | | | | | | 0.1 | | |
| | | 17,889,436 ^ | | | | Ginnie Mae Series 2014-3 SU, 5.311%, 07/20/39 | | | | | 2,770,240 | | | | | | 0.1 | | |
| | | 1,205,219 | | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/44 | | | | | 1,275,334 | | | | | | 0.0 | | |
| | | 22,019,445 ^ | | | | Ginnie Mae Series 2014-55 MS, 5.493%, 04/16/44 | | | | | 3,556,581 | | | | | | 0.1 | | |
| | | 27,853,039 ^ | | | | Ginnie Mae Series 2014-56 SP, 5.493%, 12/16/39 | | | | | 4,018,294 | | | | | | 0.1 | | |
| | | 17,832,959 ^ | | | | Ginnie Mae Series 2014-58 CS, 4.893%, 04/16/44 | | | | | 2,725,602 | | | | | | 0.1 | | |
| | | 22,168,458 ^ | | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/44 | | | | | 5,797,240 | | | | | | 0.1 | | |
| | | 8,546,795 ^ | | | | Ginnie Mae Series 2014-99 S, 4.861%, 06/20/44 | | | | | 1,529,275 | | | | | | 0.0 | | |
| | | 28,491 | | | | JP Morgan Mortgage Trust 2005-A1 6T1, 3.169%, 02/25/35 | | | | | 28,127 | | | | | | 0.0 | | |
| | | 283,290 | | | | JP Morgan Mortgage Trust 2007-A1 5A5, 3.178%, 07/25/35 | | | | | 284,109 | | | | | | 0.0 | | |
| | | 11,925,883 ^ | | | | Lehman Mortgage Trust 2006-9, 5.864%, 01/25/37 | | | | | 2,418,692 | | | | | | 0.1 | | |
| | | 2,208,477 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | | | | | 1,870,206 | | | | | | 0.0 | | |
| | | 31,424 | # | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 6.801%, 02/19/30 | | | | | 30,793 | | | | | | 0.0 | | | |
| | | 2,165,930 | # | | RBSSP Resecuritization Trust 2011-3 2A1, 0.842%, 02/26/37 | | | | | 2,045,589 | | | | | | 0.0 | | | |
| | | 238,189 | # | | Reperforming Loan REMIC Trust 2005-R2 1AF1, 1.096%, 06/25/35 | | | | | 212,557 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 14,744 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.848%, 02/27/34 | | | | $ | 14,473 | | | | | | 0.0 | | |
| | | 30,636 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR6 A, 1.967%, 06/25/42 | | | | | 29,617 | | | | | | 0.0 | | |
| | | 46,284 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 1.933%, 08/25/42 | | | | | 44,347 | | | | | | 0.0 | | |
| | | 67,026 | | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 1.396%, 01/25/45 | | | | | 63,296 | | | | | | 0.0 | | |
| | | 1,582,111 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.224%, 10/25/36 | | | | | 1,344,814 | | | | | | 0.0 | | |
| | | 477,733 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.098%, 07/25/46 | | | | | 444,237 | | | | | | 0.0 | | |
| | | 106,421,074 ^ | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.437%, 08/25/45 | | | | | 4,248,766 | | | | | | 0.1 | | |
| | | 1,362,735 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.850%, 10/25/36 | | | | | 1,198,129 | | | | | | 0.0 | | |
| | | 2,397,916 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.750%, 12/25/36 | | | | | 2,064,362 | | | | | | 0.1 | | |
| | | 5,240,225 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.804%, 08/25/46 | | | | $ | 4,595,487 | | | | | | 0.1 | | |
| | | 5,913,749 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.361%, 04/25/37 | | | | | 5,166,688 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,646,457 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.600%, 07/25/37 | | | | $ | 2,993,290 | | | | | | 0.1 | | |
| | | 4,480,636 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 3,957,952 | | | | | | 0.1 | | |
| | | 436,284 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | | | | | 407,700 | | | | | | 0.0 | | |
| | | 6,076,561 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.527%, 08/25/46 | | | | | 4,077,261 | | | | | | 0.1 | | |
| | | 3,650,825 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 1.186%, 06/25/37 | | | | | 2,701,588 | | | | | | 0.1 | | |
| | | 153,849 | | | | Wells Fargo Mortgage Backed Securities 2004-EE Trust 2A1, 3.035%, 12/25/34 | | | | | 155,286 | | | | | | 0.0 | | |
| | | 492,906 | | | | Wells Fargo Mortgage Backed Securities 2005-AR7 Trust 1A1, 3.089%, 05/25/35 | | | | | 491,845 | | | | | | 0.0 | | |
| | | 144,567 | | | | Wells Fargo Mortgage Backed Securities 2005-AR9 Trust 2A1, 3.073%, 10/25/33 | | | | | 146,278 | | | | | | 0.0 | | |
| | | 2,485,279 | | | | Wells Fargo Mortgage Backed Securities 2006-AR2 Trust 2A5, 3.003%, 03/25/36 | | | | | 2,429,024 | | | | | | 0.1 | | |
| | | 1,187,051 | | | | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 2A4, 3.200%, 04/25/36 | | | | | 1,089,653 | | | | | | 0.0 | | |
| | | 118,931 | | | | Wells Fargo Mortgage Backed Securities Trust 2004-CC A1, 3.040%, 01/25/35 | | | | | 120,058 | | | | | | 0.0 | | |
| | | 42,966,546 | | | | Other Securities | | | | | 37,230,398 | | | | | | 0.8 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $595,903,390) | | | | | 611,955,124 | | | | | | 13.9 | | |
| MUNICIPAL BONDS: 0.0% | | ||||||||||||||||||
| | | | | | | California: 0.0% | | ||||||||||||
| | | 1,600,000 | | | | Other Securities | | | | | 2,064,258 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUNICIPAL BONDS: (continued) | | ||||||||||||||||||
| | | | | | | California (continued) | | ||||||||||||
| | | | | | | Total Municipal Bonds (Cost $1,610,039) | | | | $ | 2,064,258 | | | | | | 0.0 | | |
| FOREIGN GOVERNMENT BONDS: 0.2% | | ||||||||||||||||||
| | | 1,100,000 | # | | Argentine Republic Government International Bond, 6.875%, 04/22/21 | | | | | 1,174,250 | | | | | | 0.1 | | | |
| | | 5,365,000 | | | | Other Securities | | | | | 5,362,763 | | | | | | 0.1 | | |
| | | | | | | Total Foreign Government Bonds (Cost $6,465,000) | | | | | 6,537,013 | | | | | | 0.2 | | |
| U.S. TREASURY OBLIGATIONS: 11.7% | | ||||||||||||||||||
| | | | | | | Treasury Inflation Indexed Protected Securities: 5.6% | | ||||||||||||
| | | 244,012,800 | | | | 0.125%, due 04/15/21 | | | | | 245,550,569 | | | | | | 5.6 | | |
| | | | | | | U.S. Treasury Bonds: 2.7% | | ||||||||||||
| | | 64,600,000 | L | | 2.000%, due 11/15/26 | | | | | 62,062,964 | | | | | | 1.4 | | | |
| | | 68,255,000 | L | | 2.250%, due 08/15/46 | | | | | 57,246,219 | | | | | | 1.3 | | | |
| | | 437,000 | | | | 2.500%-3.000%, due 02/15/45-11/15/45 | | | | | 408,091 | | | | | | 0.0 | | |
| | | | | | | | | | | | 119,717,274 | | | | | | 2.7 | | |
| | | | | | | U.S. Treasury Notes: 3.4% | | ||||||||||||
| | | 40,708,000 | L | | 1.000%, due 11/30/18 | | | | | 40,573,989 | | | | | | 0.9 | | | |
| | | 34,464,000 | | | | 1.375%, due 12/15/19 | | | | | 34,365,571 | | | | | | 0.8 | | |
| | | 44,617,000 | L | | 1.750%, due 11/30/21 | | | | | 44,245,876 | | | | | | 1.0 | | | |
| | | 28,361,000 | | | | 2.125%, due 11/30/23 | | | | | 28,141,968 | | | | | | 0.7 | | |
| | | 1,495,000 | | | | 1.375%-1.750%, due 01/31/21-02/15/26 | | | | | 1,435,355 | | | | | | 0.0 | | |
| | | | | | | | | | | | 148,762,759 | | | | | | 3.4 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $513,172,656) | | | | | 514,030,602 | | | | | | 11.7 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.1% | | ||||||||||||||||||
| | | 2,690,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF C, 2.704%, 01/15/28 | | | | | 2,612,181 | | | | | | 0.1 | | | |
| | | 3,240,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.549%, 06/10/49 | | | | | 3,283,430 | | | | | | 0.1 | | |
| | | 5,010,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 5.814%, 02/10/51 | | | | | 5,052,793 | | | | | | 0.1 | | |
| | | 2,190,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 5.814%, 02/10/51 | | | | | 2,184,333 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,341,589 | # | | Banc of America Re-REMIC Trust 2010-UBER5 A4A, 5.743%, 02/17/51 | | | | $ | 1,348,032 | | | | | | 0.0 | | | |
| | | 22,800,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 1,023,016 | | | | | | 0.0 | | | |
| | | 5,000,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.015%, 06/11/41 | | | | | 5,422,303 | | | | | | 0.1 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | | 1,368,165 | | | | | | 0.1 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 1,358,075 | | | | | | 0.0 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 1,329,935 | | | | | | 0.0 | | | |
| | | 113,822 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8 E, 4.997%, 06/11/41 | | | | | 114,655 | | | | | | 0.0 | | | |
| | | 566,082 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20 C, 5.124%, 10/12/42 | | | | | 565,460 | | | | | | 0.0 | | |
| | | 3,860,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 5.887%, 06/11/50 | | | | | 3,889,319 | | | | | | 0.1 | | |
| | | 3,754,536 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 3,765,852 | | | | | | 0.1 | | | |
| | | 21,047,369 ^ | | | | COMM 2012-CR1 XA, 2.023%, 05/15/45 | | | | | 1,519,340 | | | | | | 0.0 | | |
| | | 15,858,739 ^ | | | | COMM 2012-CR2 XA, 1.728%, 08/15/45 | | | | | 1,146,390 | | | | | | 0.0 | | |
| | | 31,746,731 ^ | | | | COMM 2012-CR3 XA, 2.076%, 10/15/45 | | | | | 2,443,809 | | | | | | 0.1 | | |
| | | 65,166,000 | #,^ | | COMM 2012-CR4 XB, 0.593%, 10/15/45 | | | | | 2,117,263 | | | | | | 0.0 | | | |
| | | 44,898,374 ^ | | | | COMM 2012-CR5 XA, 1.742%, 12/10/45 | | | | | 2,997,591 | | | | | | 0.1 | | |
| | | 21,409,627 | #,^ | | COMM 2012-LC4 XA, 2.279%, 12/10/44 | | | | | 1,681,054 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 34,926,777 ^ | | | | COMM 2013-LC13 XA, 1.358%, 08/10/46 | | | | $ | 1,730,877 | | | | | | 0.0 | | |
| | | 38,675,773 ^ | | | | COMM 2014-LC15 XA, 1.363%, 04/10/47 | | | | | 2,258,920 | | | | | | 0.0 | | |
| | | 3,750,000 | # | | COMM 2015-CR27 D, 3.472%, 10/10/48 | | | | | 2,866,642 | | | | | | 0.1 | | | |
| | | 4,000,000 | | | | COMM 2015-PC1 C, 4.591%, 07/10/50 | | | | | 3,445,800 | | | | | | 0.1 | | |
| | | 3,320,000 | | | | COMM 2015-PC1 D, 4.443%, 07/10/50 | | | | | 2,425,795 | | | | | | 0.1 | | |
| | | 6,884,000 | | | | Commercial Mortgage Trust 2007-GG11 AJ, 6.032%, 12/10/49 | | | | | 6,884,056 | | | | | | 0.2 | | |
| | | 900,460 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1A K, 5.415%, 02/25/21 | | | | | 900,077 | | | | | | 0.0 | | | |
| | | 3,270,000 | | | | Credit Suisse Commercial Mortgage Trust Series 2007-C4 A1AJ, 5.935%, 09/15/39 | | | | | 3,278,928 | | | | | | 0.1 | | |
| | | 88,223 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 88,089 | | | | | | 0.0 | | | |
| | | 1,760,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 1,644,705 | | | | | | 0.0 | | |
| | | 2,000,000 | # | | DBWF 2016-85T Mortgage Trust, 3.808%, 12/10/36 | | | | | 2,005,614 | | | | | | 0.0 | | | |
| | | 450,000 | # | | DBUBS 2011-LC2A D, 5.543%, 07/10/44 | | | | | 460,878 | | | | | | 0.0 | | | |
| | | 11,984,512 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.358%, 02/25/20 | | | | | 1,815,885 | | | | | | 0.0 | | |
| | | 15,241,731 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K019 X1, 1.694%, 03/25/22 | | | | | 1,087,242 | | | | | | 0.0 | | |
| | | 47,809,949 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.290%, 08/25/22 | | | | | 2,788,209 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 17,841,405 ^ | | | | Freddie Mac Multifamily Structured Pass Through CertificatesK015 X3, 2.801%, 08/25/39 | | | | $ | 2,013,640 | | | | | | 0.0 | | |
| | | 28,643,332 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates, 1.085%, 08/25/26 | | | | | 2,142,922 | | | | | | 0.1 | | |
| | | 622,232,035 | #,^ | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | | | | | 2,440,519 | | | | | | 0.1 | | | |
| | | 24,096,934 ^ | | | | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.286%, 11/10/45 | | | | | 1,920,335 | | | | | | 0.0 | | |
| | | 7,600,000 | # | | GS Mortgage Securities Trust 2010-C2 D, 5.184%, 12/10/43 | | | | | 7,659,926 | | | | | | 0.2 | | | |
| | | 4,400,000 | # | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 3,580,453 | | | | | | 0.1 | | | |
| | | 40,550,069 ^ | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.386%, 05/10/45 | | | | | 2,998,722 | | | | | | 0.1 | | |
| | | 16,752,267 ^ | | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.428%, 11/10/46 | | | | | 890,340 | | | | | | 0.0 | | |
| | | 3,350 ^ | | | | GS Mortgage Securities Trust 2016-GS3 XA, 1.284%, 10/10/49 | | | | | 297 | | | | | | 0.0 | | |
| | | 1,429,000 | # | | GS Mortgage Securities Trust 2016-GS3, 2.620%, 10/10/49 | | | | | 1,024,766 | | | | | | 0.0 | | | |
| | | 1,290,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.575%, 05/15/41 | | | | | 1,306,081 | | | | | | 0.0 | | | |
| | | 2,920,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-CB8 J, 4.733%, 01/12/39 | | | | | 2,811,740 | | | | | | 0.1 | | | |
| | | 23,450,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.353%, 12/15/47 | | | | | 422,058 | | | | | | 0.0 | | | |
| | | 4,240,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/37 | | | | | 4,177,882 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,021,056 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.571%, 10/15/37 | | | | $ | 1,020,395 | | | | | | 0.0 | | | |
| | | 2,575,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CBX C, 5.066%, 01/12/37 | | | | | 2,656,720 | | | | | | 0.1 | | |
| | | 3,230,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CBX D, 5.097%, 01/12/37 | | | | | 3,313,383 | | | | | | 0.1 | | |
| | | 3,829,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.373%, 06/12/41 | | | | | 3,699,179 | | | | | | 0.1 | | |
| | | 37,010,494 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.660%, 06/15/45 | | | | | 2,131,457 | | | | | | 0.0 | | |
| | | 2,754,385 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.195%, 10/15/48 | | | | | 161,825 | | | | | | 0.0 | | |
| | | 36,616,172 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | | | | | 586 | | | | | | 0.0 | | | |
| | | 690,897 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.652%, 02/15/40 | | | | | 691,359 | | | | | | 0.0 | | | |
| | | 2,723,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.752%, 02/15/40 | | | | | 2,707,179 | | | | | | 0.1 | | | |
| | | 385,277 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | | | | | 399,557 | | | | | | 0.0 | | |
| | | 4,290,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | | | | | 4,314,277 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/40 | | | | | 957,455 | | | | | | 0.0 | | |
| | | 2,600,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 2,565,432 | | | | | | 0.1 | | | |
| | | 2,160,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 D, 5.872%, 06/15/38 | | | | | 2,162,159 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 5,000,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 5.872%, 06/15/38 | | | | $ | 5,005,982 | | | | | | 0.1 | | |
| | | 2,362,917 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.729%, 11/15/38 | | | | | 8,805 | | | | | | 0.0 | | | |
| | | 12,345,221 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.729%, 11/15/38 | | | | | 46,002 | | | | | | 0.0 | | | |
| | | 3,930,000 | # | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.682%, 08/15/45 | | | | | 3,898,558 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Morgan Stanley Capital I Trust 2005-T19 G, 5.596%, 06/12/47 | | | | | 991,146 | | | | | | 0.0 | | | |
| | | 2,900,000 | | | | Morgan Stanley Capital I Trust 2007-HQ12 C, 5.775%, 04/12/49 | | | | | 2,879,303 | | | | | | 0.1 | | |
| | | 1,285,000 | # | | Morgan Stanley Capital I Trust 2008-T29 D, 6.275%, 01/11/43 | | | | | 1,276,469 | | | | | | 0.0 | | | |
| | | 3,505,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.432%, 09/15/47 | | | | | 3,751,450 | | | | | | 0.1 | | | |
| | | 3,325,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.432%, 09/15/47 | | | | | 3,550,986 | | | | | | 0.1 | | | |
| | | 349,840 | # | | Morgan Stanley Capital I, Inc. 1999-WF1 M, 5.910%, 11/15/31 | | | | | 349,512 | | | | | | 0.0 | | | |
| | | 891,978 | # | | Morgan Stanley Dean Witter Capital I Trust 2001-TOP3 E, 7.564%, 07/15/33 | | | | | 939,250 | | | | | | 0.0 | | | |
| | | 5,040,000 | # | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 4,649,355 | | | | | | 0.1 | | | |
| | | 32,346,958 | #,^ | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.043%, 08/10/49 | | | | | 2,507,704 | | | | | | 0.1 | | | |
| | | 3,584,000 | # | | WaMu Commercial Mortgage Securities Trust 2007-SL3, 5.752%, 03/23/45 | | | | | 3,466,953 | | | | | | 0.1 | | | |
| | | 960,000 | # | | Wells Fargo Commercial Mortgage Trust 2016-C34, 5.030%, 06/15/49 | | | | | 772,807 | | | | | | 0.0 | | | |
| | | 24,818,975 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.989%, 08/15/45 | | | | | 1,820,015 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 4,189,630 | | | | Other Securities | | | | $ | 4,183,931 | | | | | | 0.1 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $180,944,220) | | | | | 179,173,585 | | | | | | 4.1 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 16.1% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 5.3%## | | ||||||||||||
| | | 23,100,000 | W | | 3.000%, due 12/15/42 | | | | | 22,939,513 | | | | | | 0.5 | | | |
| | | 17,504,707 | | | | 3.500%, due 01/01/45 | | | | | 17,943,397 | | | | | | 0.4 | | |
| | | 39,240,000 | W | | 4.000%, due 08/15/40 | | | | | 41,218,094 | | | | | | 0.9 | | | |
| | | 10,584,059 | | | | 4.000%, due 09/01/45 | | | | | 11,128,632 | | | | | | 0.3 | | |
| | | 133,362,790 | W | | 2.500%-6.500%, due 07/01/19-11/01/45 | | | | | 138,356,251 | | | | | | 3.2 | | | |
| | | | | | | | | | | | 231,585,887 | | | | | | 5.3 | | |
| | | | | | | Federal National Mortgage Association: 8.7%## | | ||||||||||||
| | | 19,428,957 | | | | 3.000%, due 07/01/43 | | | | | 19,429,499 | | | | | | 0.4 | | |
| | | 14,912,801 | | | | 3.000%, due 04/01/45 | | | | | 14,843,434 | | | | | | 0.3 | | |
| | | 35,320,000 | W | | 3.000%, due 01/18/47 | | | | | 35,090,134 | | | | | | 0.8 | | | |
| | | 15,955,049 | | | | 4.000%, due 12/01/39 | | | | | 16,781,752 | | | | | | 0.4 | | |
| | | 25,720,000 | W | | 4.000%, due 08/25/40 | | | | | 27,041,667 | | | | | | 0.6 | | | |
| | | 255,447,545 | | | | 1.774%-7.500%, due 01/01/18-08/01/46 | | | | | 272,202,929 | | | | | | 6.2 | | |
| | | | | | | | | | | | 385,389,415 | | | | | | 8.7 | | |
| | | | | | | Government National Mortgage Association: 2.1% | | ||||||||||||
| | | 21,569,000 | W | | 3.000%, due 01/15/43 | | | | | 21,840,718 | | | | | | 0.5 | | | |
| | | 18,580,000 | W | | 3.500%, due 10/20/41 | | | | | 19,315,579 | | | | | | 0.4 | | | |
| | | 23,901,270 | | | | 3.500%, due 07/20/46 | | | | | 24,880,046 | | | | | | 0.6 | | |
| | | 24,486,720 | | | | 4.000%-5.500%, due 11/15/35-10/20/60 | | | | | 26,420,489 | | | | | | 0.6 | | |
| | | | | | | | | | | | 92,456,832 | | | | | | 2.1 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $705,648,768) | | | | | 709,432,134 | | | | | | 16.1 | | |
| ASSET-BACKED SECURITIES: 10.0% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.7% | | ||||||||||||
| | | 2,360,000 | # | | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | | | | | 2,372,439 | | | | | | 0.1 | | | |
| | | 7,030,000 | # | | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | | | | | 7,210,674 | | | | | | 0.2 | | | |
| | | 6,130,000 | | | | Santander Drive Auto Receivables Trust 2014-3 D, 2.650%, 08/17/20 | | | | | 6,203,203 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,850,000 | # | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | | | | $ | 1,847,707 | | | | | | 0.0 | | | |
| | | 14,020,000 | | | | Other Securities | | | | | 14,088,086 | | | | | | 0.3 | | |
| | | | | | | | | | | | 31,722,109 | | | | | | 0.7 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 1.671%, 03/25/35 | | | | | 2,161,578 | | | | | | 0.1 | | ��� |
| | | 4,584,161 | | | | Other Securities | | | | | 4,263,865 | | | | | | 0.1 | | |
| | | | | | | | | | | | 6,425,443 | | | | | | 0.2 | | |
| | | | | | | Other Asset-Backed Securities: 8.9% | | ||||||||||||
| | | 3,000,000 | # | | 1776 CLO Ltd. 2006-1A D, 2.633%, 05/08/20 | | | | | 2,852,124 | | | | | | 0.1 | | | |
| | | 5,032,017 | # | | Ajax Mortgage Loan Trust 2016-C, 4.000%, 10/25/57 | | | | | 5,055,271 | | | | | | 0.1 | | | |
| | | 10,780,000 | # | | ALM VII Ltd. 2012-7A A1R, 2.334%, 10/15/28 | | | | | 10,812,092 | | | | | | 0.2 | | | |
| | | 6,860,000 | # | | ALM VII R-2 Ltd., 2.887%, 10/15/27 | | | | | 6,859,328 | | | | | | 0.2 | | | |
| | | 4,090,000 | # | | ALM VIII Ltd. 2013-8A A1R, 2.343%, 10/15/28 | | | | | 4,099,300 | | | | | | 0.1 | | | |
| | | 2,300,000 | # | | American Homes 4 Rent 2015-SFR1 E, 5.639%, 04/17/52 | | | | | 2,319,152 | | | | | | 0.1 | | | |
| | | 2,563,992 | #,^ | | American Homes 4 Rent 2015-SFR1 XS, 04/17/52 | | | | | — | | | | | | — | | | |
| | | 2,000,000 | # | | American Homes 4 Rent 2015-SFR2 C, 4.691%, 10/17/45 | | | | | 2,070,015 | | | | | | 0.0 | | | |
| | | 2,200,000 | # | | American Homes 4 Rent 2015-SFR2 D, 5.036%, 10/17/45 | | | | | 2,301,149 | | | | | | 0.1 | | | |
| | | 12,633,142 | #,^ | | American Homes 4 Rent 2015-SFR2 XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 10,000,000 | # | | Apidos CLO XI, 2.324%, 01/17/28 | | | | | 10,015,790 | | | | | | 0.2 | | | |
| | | 4,670,000 | # | | Apidos CLO XI, 2.834%, 01/17/28 | | | | | 4,674,539 | | | | | | 0.1 | | | |
| | | 1,540,000 | # | | Apidos CLO XIV 2013-14A D, 4.380%, 04/15/25 | | | | | 1,522,270 | | | | | | 0.1 | | | |
| | | 4,200,000 | # | | Apidos CLO XVII, 2.733%, 04/17/26 | | | | | 4,200,000 | | | | | | 0.1 | | | |
| | | 7,370,000 | # | | Apidos CLO XVII, 3.383%, 04/17/26 | | | | | 7,370,000 | | | | | | 0.2 | | | |
| | | 5,370,000 | # | | Apidos Clo XXV 2016-25A A1, 2.203%, 10/20/28 | | | | | 5,370,822 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 469,521 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | $ | 471,183 | | | | | | 0.0 | | | |
| | | 12,350,000 | # | | Benefit Street Partners CLO IV Ltd., 2.233%, 01/20/29 | | | | | 12,350,000 | | | | | | 0.3 | | | |
| | | 5,827,500 | # | | Blue Hill CLO 2013-1A A, 2.360%, 01/15/26 | | | | | 5,829,277 | | | | | | 0.1 | | | |
| | | 9,600,000 | # | | BlueMountain CLO 2012-2 Ltd., 2.304%, 11/20/28 | | | | | 9,615,878 | | | | | | 0.2 | | | |
| | | 4,400,000 | # | | BlueMountain CLO 2013-1 Ltd., 2.106%, 01/20/29 | | | | | 4,399,463 | | | | | | 0.1 | | | |
| | | 5,260,000 | # | | BlueMountain CLO 2013-1 Ltd., 2.656%, 01/20/29 | | | | | 5,259,353 | | | | | | 0.1 | | | |
| | | 5,850,000 | # | | BlueMountain CLO 2014-4 Ltd., 3.437%, 11/30/26 | | | | | 5,849,889 | | | | | | 0.2 | | | |
| | | 5,070,000 | # | | BlueMountain CLO 2015-1 Ltd., 3.235%, 04/13/27 | | | | | 5,070,000 | | | | | | 0.1 | | | |
| | | 10,000,000 | # | | BlueMountain CLO III Ltd. 2007-3A C, 1.683%, 03/17/21 | | | | | 9,956,880 | | | | | | 0.2 | | | |
| | | 4,570,000 | # | | Burnham Park Clo Ltd. 2016-1A A, 2.318%, 10/20/29 | | | | | 4,569,858 | | | | | | 0.1 | | | |
| | | 5,059,914 | # | | Callidus Debt Partners Clo Fund VI Ltd. 6A A1T, 1.142%, 10/23/21 | | | | | 5,021,995 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | Canaras Summit CLO Ltd. 2007-1A B, 1.473%, 06/19/21 | | | | | 2,963,913 | | | | | | 0.1 | | | |
| | | 7,000,000 | # | | Canaras Summit CLO Ltd. 2007-1A C, 1.793%, 06/19/21 | | | | | 6,846,140 | | | | | | 0.1 | | | |
| | | 4,190,000 | # | | Carlyle Global Market Strategies CLO 2012-4 Ltd., 2.330%, 01/20/29 | | | | | 4,201,791 | | | | | | 0.1 | | | |
| | | 13,380,000 | # | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.344%, 10/20/28 | | | | | 13,395,909 | | | | | | 0.3 | | | |
| | | 5,730,000 | # | | Cent CLO 21 Ltd., 2.276%, 07/27/26 | | | | | 5,718,701 | | | | | | 0.1 | | | |
| | | 6,440,000 | # | | Cent CLO 22 Ltd., 2.836%, 11/07/26 | | | | | 6,439,916 | | | | | | 0.2 | | | |
| | | 5,103,743 | # | | CIFC Funding 2006-2A B2L, 4.931%, 03/01/21 | | | | | 5,103,560 | | | | | | 0.1 | | | |
| | | 10,400,000 | # | | CIFC Funding 2006-I2A B1L, 2.531%, 03/01/21 | | | | | 10,380,926 | | | | | | 0.2 | | | |
| | | 3,550,000 | # | | CIFC Funding 2014-IV Ltd., 3.647%, 10/17/26 | | | | | 3,550,000 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,110,000 | # | | CIFC Funding 2016-I Ltd., 2.224%, 10/21/28 | | | | $ | 4,109,967 | | | | | | 0.1 | | | |
| | | 6,500,000 | # | | Cornerstone CLO Ltd. 2007-1A C, 3.280%, 07/15/21 | | | | | 6,499,948 | | | | | | 0.1 | | | |
| | | 15,250,000 | # | | Dryden 33 Senior Loan Fund 2014-33A AR, 2.310%, 10/15/28 | | | | | 15,278,609 | | | | | | 0.3 | | | |
| | | 1,600,000 | # | | Gale Force 3 CLO Ltd. 2007-3A D, 2.278%, 04/19/21 | | | | | 1,547,347 | | | | | | 0.0 | | | |
| | | 2,875,000 | # | | GoldenTree Loan Opportunities III Ltd. 2007-3A C, 2.136%, 05/01/22 | | | | | 2,866,950 | | | | | | 0.1 | | | |
| | | 5,503,010 | # | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | | | | | 5,619,949 | | | | | | 0.1 | | | |
| | | 5,884,333 | # | | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | | | | | 6,075,574 | | | | | | 0.2 | | | |
| | | 733,030 | # | | Hillmark Funding Ltd. 2006-1A A1, 1.161%, 05/21/21 | | | | | 730,166 | | | | | | 0.0 | | | |
| | | 2,900,000 | # | | Invitation Homes Trust 2014-SFR2 E, 3.830%, 06/17/32 | | | | | 2,897,051 | | | | | | 0.1 | | | |
| | | 6,690,000 | # | | LCM XXIII Ltd., 2.506%, 10/20/29 | | | | | 6,689,947 | | | | | | 0.1 | | | |
| | | 6,710,000 | # | | LCM XXIII Ltd., 2.901%, 10/20/29 | | | | | 6,709,926 | | | | | | 0.2 | | | |
| | | 4,000,000 | # | | Madison Park Funding Ltd. 2007-6A E, 6.134%, 07/26/21 | | | | | 4,001,592 | | | | | | 0.1 | | | |
| | | 3,120,000 | # | | Madison Park Funding X Ltd. 2012-10A BR, 2.778%, 01/20/29 | | | | | 3,119,978 | | | | | | 0.1 | | | |
| | | 13,400,000 | # | | Magnetite CLO Ltd. 2016-18A A, 2.253%, 11/15/28 | | | | | 13,399,584 | | | | | | 0.3 | | | |
| | | 5,250,000 | # | | Magnetite VIII Ltd. 2014-8A BR, 2.630%, 04/15/26 | | | | | 5,249,932 | | | | | | 0.1 | | | |
| | | 1,181,148 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 1,186,464 | | | | | | 0.0 | | | |
| | | 2,020,406 | # | | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | | | | | 2,033,033 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,090,000 | # | | Oaktree EIF II Series B1 Ltd., 2.456%, 02/15/26 | | | | $ | 2,090,504 | | | | | | 0.0 | | | |
| | | 2,500,000 | # | | Ocean Trails CLO I 2006-1A B, 1.624%, 10/12/20 | | | | | 2,499,435 | | | | | | 0.1 | | | |
| | | 7,900,000 | # | | OHA Loan Funding 2012-1 Ltd., 2.761%, 01/23/27 | | | | | 7,899,968 | | | | | | 0.2 | | | |
| | | 7,070,000 | # | | OHA Loan Funding 2015-1 Ltd., 2.347%, 08/15/29 | | | | | 7,069,972 | | | | | | 0.1 | | | |
| | | 7,900,000 | # | | OHA Loan Funding 2015-1 Ltd., 2.737%, 08/15/29 | | | | | 7,900,000 | | | | | | 0.2 | | | |
| | | 8,200,000 | # | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | | | | | 8,023,000 | | | | | | 0.2 | | | |
| | | 8,190,000 | # | | Shackleton 2016-IX CLO Ltd., 2.364%, 10/20/28 | | | | | 8,189,754 | | | | | | 0.2 | | | |
| | | 2,551,371 | # | | SoFi Consumer Loan Program 2016-1A A, 3.260%, 08/25/25 | | | | | 2,558,871 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | SoFi Consumer Loan Program 2016-2A B, 4.770%, 10/27/25 | | | | | 1,993,532 | | | | | | 0.0 | | | |
| | | 4,630,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 4,668,619 | | | | | | 0.1 | | | |
| | | 10,200,000 | # | | Symphony CLO Ltd. 2012-9A AR, 2.303%, 10/16/28 | | | | | 10,199,949 | | | | | | 0.2 | | | |
| | | 4,200,000 | # | | Symphony CLO Ltd. 2016-18A B, 2.746%, 01/23/28 | | | | | 4,200,000 | | | | | | 0.1 | | | |
| | | 8,100,000 | # | | Symphony CLO XIV Ltd. 2014 -14A A2, 2.361%, 07/14/26 | | | | | 8,101,733 | | | | | | 0.2 | | | |
| | | 4,688,250 | # | | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | | | | | 4,716,499 | | | | | | 0.1 | | | |
| | | 12,650,000 | # | | Wind River CLO Ltd. 2016-2A A, 2.386%, 11/01/28 | | | | | 12,661,410 | | | | | | 0.3 | | | |
| | | 14,452,171 | | | | Other Securities | | | | | 14,042,052 | | | | | | 0.3 | | |
| | | | | | | | | | | | 391,347,799 | | | | | | 8.9 | | |
| | | | | | | Student Loan: 0.2% | | ||||||||||||
| | | 3,208,241 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 3,218,588 | | | | | | 0.1 | | | |
| | | 3,937,194 | # | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | | | | | 3,916,519 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan (continued) | | ||||||||||||
| | | 1,500,000 | # | | Earnest Student Loan Program 2016-C B, 4.460%, 01/26/37 | | | | $ | 1,472,255 | | | | | | 0.0 | | | |
| | | 482,372 | # | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | | | | | 482,274 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 9,089,636 | | | | | | 0.2 | | |
| | | | | | | Total Asset-Backed Securities (Cost $436,439,622) | | | | | 438,584,987 | | | | | | 10.0 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: 14.6% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 14.6% | | ||||||||||||
| | | 8,588,361 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 83,135,332 | | | | | | 1.9 | | |
| | | 13,448,289 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 126,279,438 | | | | | | 2.9 | | |
| | | 8,331,463 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 59,236,701 | | | | | | 1.3 | | |
| | | 2,312,207 | | | | Voya Floating Rate Fund - Class P | | | | | 23,029,585 | | | | | | 0.5 | | |
| | | 12,192,483 | | | | Voya High Yield Bond Fund - Class P | | | | | 98,027,562 | | | | | | 2.2 | | |
| | | 12,180,323 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 131,182,083 | | | | | | 3.0 | | |
| | | 12,387,262 | | | | Voya Securitized Credit Fund - Class P | | | | | 123,996,498 | | | | | | 2.8 | | |
| | | | | | | Total Mutual Funds (Cost $673,588,479) | | | | | 644,887,199 | | | | | | 14.6 | | |
| | | | | | | Total Long-Term Investments (Cost $4,530,790,055) | | | | | 4,518,233,953 | | | | | | 102.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.7% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 0.4% | | ||||||||||||
| | | 4,242,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 4,384,039 | | | | | | 0.1 | | | |
| | | 3,561,000 | | | | Becton Dickinson and Co., 1.800%, 12/15/17 | | | | | 3,569,699 | | | | | | 0.1 | | |
| | | 1,010,000 | | | | Discover Financial Services, 6.450%, 06/12/17 | | | | | 1,030,909 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes (continued) | | ||||||||||||
| | | 5,155,000 | | | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | $ | 5,184,353 | | | | | | 0.1 | | |
| | | 2,328,000 | | | | Southwestern Electric Power Co., 5.550%, 01/15/17 | | | | | 2,330,731 | | | | | | 0.1 | | |
| | | | | | | | | | | | 16,499,731 | | | | | | 0.4 | | |
| | | | | | | U.S. Government Agency Obligations: 0.0% | | ||||||||||||
| | | 410 | | | | Fannie Mae, 1.256%, 03/25/17 | | | | | 411 | | | | | | 0.0 | | |
| | | 743 | | | | Fannie Mae, 4.500%, 10/01/17 | | | | | 764 | | | | | | 0.0 | | |
| | | 34,364 | | | | Fannie Mae, 4.500%, 11/01/17 | | | | | 35,334 | | | | | | 0.0 | | |
| | | 1,242 | | | | Fannie Mae, 6.000%, 11/01/17 | | | | | 1,250 | | | | | | 0.0 | | |
| | | 10 | | | | Fannie Mae, 6.000%, 02/01/17 | | | | | 10 | | | | | | 0.0 | | |
| | | 6 | | | | Fannie Mae, 6.000%, 03/01/17 | | | | | 6 | | | | | | 0.0 | | |
| | | 1,097 | | | | Fannie Mae, 6.000%, 04/01/17 | | | | | 1,099 | | | | | | 0.0 | | |
| | | 4,391 | | | | Fannie Mae, 6.000%, 05/01/17 | | | | | 4,404 | | | | | | 0.0 | | |
| | | 53 | | | | Fannie Mae, 6.500%, 02/01/17 | | | | | 53 | | | | | | 0.0 | | |
| | | 269 | | | | Fannie Mae, 6.500%, 03/01/17 | | | | | 269 | | | | | | 0.0 | | |
| | | 492 | | | | Fannie Mae, 6.500%, 04/01/17 | | | | | 492 | | | | | | 0.0 | | |
| | | 7,120 | | | | Fannie Mae, 6.000%, 06/01/17 | | | | | 7,154 | | | | | | 0.0 | | |
| | | 2,823 | | | | Fannie Mae, 6.000%, 08/01/17 | | | | | 2,839 | | | | | | 0.0 | | |
| | | 11,524 | | | | Fannie Mae, 6.000%, 09/01/17 | | | | | 11,610 | | | | | | 0.0 | | |
| | | | | | | | | | | | 65,695 | | | | | | 0.0 | | |
| | | | | | | Securities Lending Collateralcc: 5.0% | | ||||||||||||
| | | 11,078,883 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $11,079,502, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $11,301,103, due 12/31/17-10/20/46) | | | | | 11,078,883 | | | | | | 0.2 | | |
| | | 52,641,126 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $52,644,010, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $53,693,948, due 01/25/17-10/20/66) | | | | | 52,641,126 | | | | | | 1.2 | | |
| | | 52,641,126 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $52,644,126, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $53,693,949, due 03/02/17-02/01/49) | | | | | 52,641,126 | | | | | | 1.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 52,641,126 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $52,644,010, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $53,693,951, due 01/15/17-08/20/66) | | | | $ | 52,641,126 | | | | | | 1.2 | | |
| | | 52,641,126 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/16, 0.65%, due 01/03/17 (Repurchase Amount $52,644,876, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $53,978,686, due 04/15/18-02/15/46) | | | | | 52,641,126 | | | | | | 1.2 | | |
| | | | | | | | | | | | 221,643,387 | | | | | | 5.0 | | |
| | | | | | | Collateralized Mortgage Obligations: 0.0% | | ||||||||||||
| | | 142,560 | | | | Freddie Mac REMIC Trust 2543 AN, 5.000%, 12/15/17 | | | | | 144,440 | | | | | | 0.0 | | |
| | | 68 | | | | Freddie Mac, 6.000%, 10/01/17 | | | | | 68 | | | | | | 0.0 | | |
| | | | | | | | | | | | 144,508 | | | | | | 0.0 | | |
| | | | | | | U.S. Treasury Notes: 0.0% | | ||||||||||||
| | | 51,000 | | | | United States Treasury Note, 0.875%, 11/30/17 | | | | | 51,009 | | | | | | 0.0 | | |
| | | 20,000 | | | | United States Treasury Note, 1.000%, 12/31/17 | | | | | 20,017 | | | | | | 0.0 | | |
| | | | | | | | | | | | 71,026 | | | | | | 0.0 | | |
| | | | | | | Foreign Government Bonds: 0.1% | | ||||||||||||
| | | 500,000 | | | | Eksportfinans ASA, 5.500%, 06/26/17 | | | | | 507,700 | | | | | | 0.0 | | |
| | | 500,000 | | | | Majapahit Holding BV, 7.250%, 06/28/17 | | | | | 512,500 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,020,200 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.2% | | ||||||||||||
| | | 9,126,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $9,126,000) | | | | | 9,126,000 | | | | | | 0.2 | | |
| | | | | | | Total Short-Term Investments (Cost $248,533,582) | | | | | 248,570,547 | | | | | | 5.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Investments in Securities (Cost $4,779,323,637) | | | | $ | 4,766,804,500 | | | | | | 108.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (368,430,606) | | | | | | (8.4) | | |
| | | Net Assets | | | | $ | 4,398,373,894 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 62,410,332 | | |
| Gross Unrealized Depreciation | | | | | (78,664,589) | | |
| Net Unrealized Depreciation | | | | $ | (16,254,257) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Mutual Funds | | | | $ | 644,887,199 | | | | | $ | — | | | | | $ | — | | | | | $ | 644,887,199 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,411,569,051 | | | | | | — | | | | | | 1,411,569,051 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 611,955,124 | | | | | | — | | | | | | 611,955,124 | | |
Municipal Bonds | | | | | — | | | | | | 2,064,258 | | | | | | — | | | | | | 2,064,258 | | |
Short-Term Investments | | | | | 9,126,000 | | | | | | 239,444,547 | | | | | | — | | | | | | 248,570,547 | | |
Foreign Government Bonds | | | | | — | | | | | | 6,537,013 | | | | | | — | | | | | | 6,537,013 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 514,030,602 | | | | | | — | | | | | | 514,030,602 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 709,432,134 | | | | | | — | | | | | | 709,432,134 | | |
Asset-Backed Securities | | | | | — | | | | | | 435,034,987 | | | | | | 3,550,000 | | | | | | 438,584,987 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 179,173,585 | | | | | | — | | | | | | 179,173,585 | | |
Total Investments, at fair value | | | | $ | 654,013,199 | | | | | $ | 4,109,241,301 | | | | | $ | 3,550,000 | | | | | $ | 4,766,804,500 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 24,645,260 | | | | | | — | | | | | | 24,645,260 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 520,565 | | | | | | — | | | | | | 520,565 | | |
Futures | | | | | 970,704 | | | | | | — | | | | | | — | | | | | | 970,704 | | |
Total Assets | | | | $ | 654,983,903 | | | | | $ | 4,134,407,126 | | | | | $ | 3,550,000 | | | | | $ | 4,792,941,029 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (10,646,657) | | | | | $ | — | | | | | $ | (10,646,657) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (758,567) | | | | | | — | | | | | | (758,567) | | |
Futures | | | | | (3,249,700) | | | | | | — | | | | | | — | | | | | | (3,249,700) | | |
Total Liabilities | | | | $ | (3,249,700) | | | | | $ | (11,405,224) | | | | | $ | — | | | | | $ | (14,654,924) | | |
|
Issuer | | | Beginning Fair Value at 12/31/15 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2016 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 75,893,382 | | | | | $ | 4,223,236 | | | | | $ | — | | | | | $ | 3,018,714 | | | | | $ | 83,135,332 | | | | | $ | 4,223,235 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 114,426,869 | | | | | | 7,483,206 | | | | | | — | | | | | | 4,369,363 | | | | | | 126,279,438 | | | | | | 7,483,206 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 56,096,074 | | | | | | 892 | | | | | | — | | | | | | 3,139,735 | | | | | | 59,236,701 | | | | | | 893 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund - Class P | | | | | 21,237,355 | | | | | | 1,069,452 | | | | | | — | | | | | | 722,778 | | | | | | 23,029,585 | | | | | | 1,066,417 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 96,391,981 | | | | | | 5,916,950 | | | | | | (11,699,762) | | | | | | 7,418,393 | | | | | | 98,027,562 | | | | | | 5,915,058 | | | | | | (979,762) | | | | | | — | | |
Voya Investment Grade Credit Fund Class P | | | | | 121,933,330 | | | | | | 5,184,949 | | | | | | — | | | | | | 4,063,804 | | | | | | 131,182,083 | | | | | | 5,184,909 | | | | | | — | | | | | | — | | |
Voya Securitized Credit Fund Class P | | | | | 117,360,889 | | | | | | 6,550,810 | | | | | | — | | | | | | 84,799 | | | | | | 123,996,498 | | | | | | 6,551,064 | | | | | | — | | | | | | — | | |
| | | | $ | 603,339,880 | | | | | $ | 30,429,495 | | | | | $ | (11,699,762) | | | | | $ | 22,817,586 | | | | | $ | 644,887,199 | | | | | $ | 30,424,782 | | | | | $ | (979,762) | | | | | $ | — | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | |||||||||||||||
Citibank N.A. | | | Czech Koruna | | | | | 19,403,537 | | | | Buy | | | | | 01/27/17 | | | | | $ | 777,522 | | | | | $ | 756,849 | | | | | $ | (20,673) | | |
HSBC Bank USA N.A. | | | Singapore Dollar | | | | | 1,301,141 | | | | Buy | | | | | 03/10/17 | | | | | | 900,728 | | | | | | 898,169 | | | | | | (2,559) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (23,232) | | |
The Bank of New York Mellon | | | Malaysian Ringgit | | | | | 20,214,909 | | | | Sell | | | | | 03/10/17 | | | | | $ | 4,572,371 | | | | | $ | 4,491,107 | | | | | $ | 81,264 | | |
Barclays Bank PLC | | | Philippine Peso | | | | | 30,666,070 | | | | Sell | | | | | 03/10/17 | | | | | | 608,695 | | | | | | 612,392 | | | | | | (3,697) | | |
Barclays Bank PLC | | | Thai Baht | | | | | 142,019,697 | | | | Sell | | | | | 03/10/17 | | | | | | 3,987,659 | | | | | | 3,964,649 | | | | | | 23,010 | | |
Citibank N.A. | | | Turkish Lira | | | | | 11,701,978 | | | | Sell | | | | | 01/27/17 | | | | | | 3,509,231 | | | | | | 3,300,805 | | | | | | 208,426 | | |
Citibank N.A. | | | Brazilian Real | | | | | 10,946,559 | | | | Sell | | | | | 02/10/17 | | | | | | 3,137,809 | | | | | | 3,325,333 | | | | | | (187,524) | | |
Citibank N.A. | | | Colombian Peso | | | | | 6,651,495,118 | | | | Sell | | | | | 02/10/17 | | | | | | 2,093,970 | | | | | | 2,198,998 | | | | | | (105,028) | | |
Goldman Sachs International | | | Romanian New Leu | | | | | 2,063,414 | | | | Sell | | | | | 01/27/17 | | | | | | 492,094 | | | | | | 478,927 | | | | | | 13,167 | | |
HSBC Bank USA N.A. | | | Polish Zloty | | | | | 13,782,743 | | | | Sell | | | | | 01/27/17 | | | | | | 3,362,752 | | | | | | 3,292,070 | | | | | | 70,682 | | |
HSBC Bank USA N.A. | | | Mexican Peso | | | | | 78,679,027 | | | | Sell | | | | | 02/10/17 | | | | | | 3,795,744 | | | | | | 3,774,116 | | | | | | 21,628 | | |
JPMorgan Chase Bank N.A. | | | Russian Ruble | | | | | 225,086,922 | | | | Sell | | | | | 01/27/17 | | | | | | 3,420,514 | | | | | | 3,642,268 | | | | | | (221,754) | | |
JPMorgan Chase Bank N.A. | | | Indonesian Rupiah | | | | | 50,194,746,125 | | | | Sell | | | | | 03/10/17 | | | | | | 3,720,886 | | | | | | 3,681,384 | | | | | | 39,502 | | |
Morgan Stanley Capital Services LLC | | | South African Rand | | | | | 56,586,342 | | | | Sell | | | | | 01/27/17 | | | | | | 3,882,656 | | | | | | 4,099,988 | | | | | | (217,332) | | |
Morgan Stanley Capital Services LLC | | | Hungarian Forint | | | | | 884,306,740 | | | | Sell | | | | | 01/27/17 | | | | | | 3,075,332 | | | | | | 3,012,446 | | | | | | 62,886 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (214,770) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
CBOE Volatility Index | | | | | 785 | | | | | | 01/18/17 | | | | | $ | 11,873,125 | | | | | $ | 689,706 | | |
U.S. Treasury 10-Year Note | | | | | 1,780 | | | | | | 03/22/17 | | | | | | 221,220,625 | | | | | | (963,171) | | |
U.S. Treasury 2-Year Note | | | | | 671 | | | | | | 03/31/17 | | | | | | 145,397,313 | | | | | | (63,638) | | |
U.S. Treasury 5-Year Note | | | | | 1,377 | | | | | | 03/31/17 | | | | | | 162,023,411 | | | | | | (562,040) | | |
U.S. Treasury Ultra Long Bond | | | | | 906 | | | | | | 03/22/17 | | | | | | 145,186,500 | | | | | | (1,660,851) | | |
| | | | | | | | | | | | | | | | $ | 685,700,974 | | | | | $ | (2,559,994) | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Long Bond | | | | | (10) | | | | | | 03/22/17 | | | | | | (1,506,562) | | | | | | 14,851 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2,128) | | | | | | 03/22/17 | | | | | | (285,285,000) | | | | | | 266,147 | | |
| | | | | | | | | | | | | | | | $ | (286,791,562) | | | | | $ | 280,998 | | |
|
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 26, Version 1 | | | Buy | | | | | (1.000) | | | | Intercontinental Exchange | | | | | 06/20/21 | | | | | | USD 125,000,000 | | | | | $ | (2,087,625) | | | | | $ | (732,465) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (2,087,625) | | | | | $ | (732,465) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| | | 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 | | | | | $ | (730,928) | | | | | $ | (730,928) | | |
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 | | | | | | (290,259) | | | | | | (290,259) | | |
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 | | | | | | (89,477) | | | | | | (89,477) | | |
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 | | | | | | (30,691) | | | | | | (30,691) | | |
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 | | | | | | (300,218) | | | | | | (300,218) | | |
Receive a fixed rate equal to 1.460% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | | | USD 225,664,000 | | | | | | (2,964,030) | | | | | | (2,964,030) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.885% | | | Chicago Mercantile Exchange | | | | | 12/05/21 | | | | | | USD 133,209,000 | | | | | | 526,929 | | | | | | 526,929 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.830% | | | Chicago Mercantile Exchange | | | | | 12/06/21 | | | | | | USD 105,333,000 | | | | | | 692,463 | | | | | | 692,463 | | |
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 | | | | | | 1,739,548 | | | | | | 1,739,548 | | |
Receive a fixed rate equal to 2.126% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/10/26 | | | | | | USD 159,717,000 | | | | | | (4,140,901) | | | | | | (4,140,901) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.618% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 21,168,000 | | | | | | 1,308,482 | | | | | | 1,308,482 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 21,168,000 | | | | | | 1,302,946 | | | | | | 1,302,946 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.646% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 21,168,000 | | | | | | 1,257,733 | | | | | | 1,257,733 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.625% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 12,444,000 | | | | | | 762,598 | | | | | | 762,598 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 21,169,000 | | | | | | 1,304,853 | | | | | | 1,304,853 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.902% | | | Chicago Mercantile Exchange | | | | | 06/28/26 | | | | | | USD 159,717,000 | | | | | | 5,838,971 | | | | | | 5,838,971 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.538% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 4,716,387 | | | | | | 336,776 | | | | | | 336,776 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 31,421,000 | | | | | | 2,190,177 | | | | | | 2,190,177 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.546% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 6,287,000 | | | | | | 444,950 | | | | | | 444,950 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 31,428,000 | | | | | | 2,189,265 | | | | | | 2,189,265 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.562% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 35,704,613 | | | | | | 2,475,724 | | | | | | 2,475,724 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.539% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 31,868,000 | | | | | | 2,273,845 | | | | | | 2,273,845 | | |
Receive a fixed rate equal to 2.312% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/05/26 | | | | | | USD 133,209,000 | | | | | | (461,721) | | | | | | (461,721) | | |
Receive a fixed rate equal to 2.255% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/06/26 | | | | | | USD 105,333,000 | | | | | | (905,967) | | | | | | (905,967) | | |
| | | | | | | | | | | | | | | | | | | $ | 14,731,068 | | | | | $ | 14,731,068 | | |
|
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 | | | | $ | 520,565 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 689,706 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 280,998 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 24,645,260 | | |
Total Asset Derivatives | | | | | | | $ | 26,136,529 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 758,567 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 3,249,700 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 732,465 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 9,914,192 | | |
Total Liability Derivatives | | | | | | | $ | 14,654,924 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (298,750) | | | | | $ | — | | | | | $ | — | | | | | $ | (4,521,527) | | | | | $ | — | | | | | $ | (4,820,277) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 1,278,431 | | | | | | — | | | | | | — | | | | | | 1,278,431 | | |
Foreign exchange contracts | | | | | — | | | | | | (1,558,449) | | | | | | — | | | | | | (756,918) | | | | | | — | | | | | | (2,315,367) | | |
Interest rate contracts | | | | | (2,674,345) | | | | | | — | | | | | | 12,684,985 | | | | | | (27,042,812) | | | | | | 2,642,029 | | | | | | (14,390,143) | | |
Total | | | | $ | (2,973,095) | | | | | $ | (1,558,449) | | | | | $ | 13,963,416 | | | | | $ | (32,321,257) | | | | | $ | 2,642,029 | | | | | $ | (20,247,356) | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | (66,753) | | | | | $ | (66,753) | | |
Equity contracts | | | | | — | | | | | | 689,706 | | | | | | — | | | | | | 689,706 | | |
Foreign exchange contracts | | | | | (239,424) | | | | | | — | | | | | | — | | | | | | (239,424) | | |
Interest rate contracts | | | | | — | | | | | | (2,219,974) | | | | | | 15,914,955 | | | | | | 13,694,981 | | |
Total | | | | $ | (239,424) | | | | | $ | (1,530,268) | | | | | $ | 15,848,202 | | | | | $ | 14,078,510 | | |
|
| | | Barclays Bank PLC | | | BNP Paribas Bank | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 23,010 | | | | | $ | — | | | | | $ | 208,426 | | | | | $ | 13,167 | | | | | $ | 92,310 | | | | | $ | 39,502 | | | | | $ | 62,886 | | | | | $ | 81,264 | | | | | $ | 520,565 | | |
Total Assets | | | | $ | 23,010 | | | | | $ | — | | | | | $ | 208,426 | | | | | $ | 13,167 | | | | | $ | 92,310 | | | | | $ | 39,502 | | | | | $ | 62,886 | | | | | $ | 81,264 | | | | | $ | 520,565 | | |
Liabilities: | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 3,697 | | | | | $ | — | | | | | $ | 313,225 | | | | | $ | — | | | | | $ | 2,559 | | | | | $ | 221,754 | | | | | $ | 217,332 | | | | | $ | — | | | | | $ | 758,567 | | |
Total Liabilities | | | | $ | 3,697 | | | | | $ | — | | | | | $ | 313,225 | | | | | $ | — | | | | | $ | 2,559 | | | | | $ | 221,754 | | | | | $ | 217,332 | | | | | $ | — | | | | | $ | 758,567 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 19,313 | | | | | $ | — | | | | | $ | (104,799) | | | | | $ | 13,167 | | | | | $ | 89,751 | | | | | $ | (182,252) | | | | | $ | (154,446) | | | | | $ | 81,264 | | | | | $ | (238,002) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | (19,313) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (19,313) | | |
Net Exposure(1)(2) | | | | $ | — | | | | | $ | — | | | | | $ | (104,799) | | | | | $ | 13,167 | | | | | $ | 89,751 | | | | | $ | (182,252) | | | | | $ | (154,446) | | | | | $ | 81,264 | | | | | $ | (257,315) | | |
|
Voya Small Company Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 14.0% | | ||||||||||||
| | | 437,128 | | | | American Eagle Outfitters, Inc. | | | | $ | 6,631,232 | | | | | | 1.0 | | |
| | | 111,402 | | | | Cheesecake Factory | | | | | 6,670,752 | | | | | | 1.0 | | |
| | | 117,499 | @ | | Dave & Buster’s Entertainment, Inc. | | | | | 6,615,194 | | | | | | 0.9 | | | |
| | | 190,451 | @ | | Imax Corp. | | | | | 5,980,161 | | | | | | 0.9 | | | |
| | | 74,115 | | | | Marriott Vacations Worldwide Corp. | | | | | 6,288,658 | | | | | | 0.9 | | |
| | | 162,584 | @ | | Meritage Homes Corp. | | | | | 5,657,923 | | | | | | 0.8 | | | |
| | | 283,379 | | | | Red Rock Resorts, Inc. | | | | | 6,571,559 | | | | | | 0.9 | | |
| | | 1,436,583 | | | | Other Securities | | | | | 52,707,408 | | | | | | 7.6 | | |
| | | | | | | | | | | | 97,122,887 | | | | | | 14.0 | | |
| | | | | | | Consumer Staples: 2.5% | | ||||||||||||
| | | 241,474 | @ | | Performance Food Group Co. | | | | | 5,795,376 | | | | | | 0.8 | | | |
| | | 922,688 | | | | Other Securities(a) | | | | | 11,474,283 | | | | | | 1.7 | | |
| | | | | | | | | | | | 17,269,659 | | | | | | 2.5 | | |
| | | | | | | Energy: 3.7% | | ||||||||||||
| | | 232,173 | @ | | Unit Corp. | | | | | 6,238,489 | | | | | | 0.9 | | | |
| | | 1,018,632 | | | | Other Securities(a) | | | | | 19,290,685 | | | | | | 2.8 | | |
| | | | | | | | | | | | 25,529,174 | | | | | | 3.7 | | |
| | | | | | | Financials: 19.0% | | ||||||||||||
| | | 117,282 | | | | Bank of the Ozarks, Inc. | | | | | 6,167,860 | | | | | | 0.9 | | |
| | | 130,004 | | | | Banner Corp. | | | | | 7,255,523 | | | | | | 1.1 | | |
| | | 125,060 | | | | Chemical Financial Corp. | | | | | 6,774,500 | | | | | | 1.0 | | |
| | | 158,216 | | | | Great Western Bancorp, Inc. | | | | | 6,896,636 | | | | | | 1.0 | | |
| | | 128,963 | | | | Horace Mann Educators Corp. | | | | | 5,519,616 | | | | | | 0.8 | | |
| | | 495,331 | | | | Investors Bancorp, Inc. | | | | | 6,909,868 | | | | | | 1.0 | | |
| | | 172,692 | | | | MB Financial, Inc. | | | | | 8,156,243 | | | | | | 1.2 | | |
| | | 442,937 | | | | OM Asset Management Plc | | | | | 6,422,587 | | | | | | 0.9 | | |
| | | 380,296 | | | | Radian Group, Inc. | | | | | 6,837,722 | | | | | | 1.0 | | |
| | | 129,657 | | | | Renasant Corp. | | | | | 5,474,119 | | | | | | 0.8 | | |
| | | 134,537 | | | | Selective Insurance Group | | | | | 5,791,818 | | | | | | 0.8 | | |
| | | 95,568 | | | | Simmons First National Corp. | | | | | 5,939,551 | | | | | | 0.9 | | |
| | | 118,022 | | | | Webster Financial Corp. | | | | | 6,406,234 | | | | | | 0.9 | | |
| | | 133,715 | | | | WSFS Financial Corp. | | | | | 6,197,690 | | | | | | 0.9 | | |
| | | 1,202,903 | | | | Other Securities(a) | | | | | 40,239,133 | | | | | | 5.8 | | |
| | | | | | | | | | | | 130,989,100 | | | | | | 19.0 | | |
| | | | | | | Health Care: 8.7% | | ||||||||||||
| | | 152,669 | @ | | AMN Healthcare Services, Inc. | | | | | 5,870,123 | | | | | | 0.9 | | | |
| | | 93,513 | @ | | NuVasive, Inc. | | | | | 6,299,036 | | | | | | 0.9 | | | |
| | | 1,427,293 | | | | Other Securities(a) | | | | | 47,831,832 | | | | | | 6.9 | | |
| | | | | | | | | | | | 60,000,991 | | | | | | 8.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 14.2% | | ||||||||||||
| | | 129,725 | @ | | Atlas Air Worldwide Holdings, Inc. | | | | $ | 6,765,159 | | | | | | 1.0 | | | |
| | | 131,716 | | | | Barnes Group, Inc. | | | | | 6,245,973 | | | | | | 0.9 | | |
| | | 161,415 | | | | Healthcare Services Group, Inc. | | | | | 6,322,625 | | | | | | 0.9 | | |
| | | 161,374 | @ | | On Assignment, Inc. | | | | | 7,126,276 | | | | | | 1.0 | | | |
| | | 47,504 | @ | | Teledyne Technologies, Inc. | | | | | 5,842,992 | | | | | | 0.9 | | | |
| | | 89,452 | | | | Watts Water Technologies, Inc. | | | | | 5,832,270 | | | | | | 0.9 | | |
| | | 81,362 | | | | Woodward, Inc. | | | | | 5,618,046 | | | | | | 0.8 | | |
| | | 1,069,267 | | | | Other Securities | | | | | 54,121,525 | | | | | | 7.8 | | |
| | | | | | | | | | | | 97,874,866 | | | | | | 14.2 | | |
| | | | | | | Information Technology: 18.1% | | ||||||||||||
| | | 167,711 | @ | | Blackhawk Network Holdings, Inc. | | | | | 6,318,512 | | | | | | 0.9 | | | |
| | | 51,314 | @ | | CACI International, Inc. | | | | | 6,378,330 | | | | | | 0.9 | | | |
| | | 115,454 | @ | | Cardtronics plc | | | | | 6,300,325 | | | | | | 0.9 | | | |
| | | 113,739 | @ | | Commvault Systems, Inc. | | | | | 5,846,185 | | | | | | 0.8 | | | |
| | | 142,613 | @ | | Cornerstone OnDemand, Inc. | | | | | 6,033,956 | | | | | | 0.9 | | | |
| | | 134,960 | @ | | Electronics for Imaging, Inc. | | | | | 5,919,346 | | | | | | 0.9 | | | |
| | | 57,200 | | | | Fair Isaac Corp. | | | | | 6,819,384 | | | | | | 1.0 | | |
| | | 38,843 | | | | Littelfuse, Inc. | | | | | 5,895,202 | | | | | | 0.9 | | |
| | | 532,525 | @ | | Photronics, Inc. | | | | | 6,017,532 | | | | | | 0.9 | | | |
| | | 162,178 | @ | | Verint Systems, Inc. | | | | | 5,716,775 | | | | | | 0.8 | | | |
| | | 2,190,509 | | | | Other Securities(a) | | | | | 63,929,655 | | | | | | 9.2 | | |
| | | | | | | | | | | | 125,175,202 | | | | | | 18.1 | | |
| | | | | | | Materials: 6.2% | | ||||||||||||
| | | 260,097 | | | | Commercial Metals Co. | | | | | 5,664,913 | | | | | | 0.8 | | |
| | | 118,278 | | | | HB Fuller Co. | | | | | 5,714,010 | | | | | | 0.8 | | |
| | | 77,392 | | | | Minerals Technologies, Inc. | | | | | 5,978,532 | | | | | | 0.9 | | |
| | | 296,255 | | | | Olin Corp. | | | | | 7,587,091 | | | | | | 1.1 | | |
| | | 599,242 | | | | Other Securities(a) | | | | | 18,081,847 | | | | | | 2.6 | | |
| | | | | | | | | | | | 43,026,393 | | | | | | 6.2 | | |
| | | | | | | Real Estate: 6.5% | | ||||||||||||
| | | 614,161 | | | | Gramercy Property Trust | | | | | 5,637,998 | | | | | | 0.8 | | |
| | | 170,800 | | | | Hudson Pacific Properties, Inc. | | | | | 5,940,424 | | | | | | 0.9 | | |
| | | 147,454 | | | | QTS Realty Trust, Inc. | | | | | 7,321,091 | | | | | | 1.1 | | |
| | | 1,000,249 | | | | Other Securities | | | | | 26,197,620 | | | | | | 3.7 | | |
| | | | | | | | | | | | 45,097,133 | | | | | | 6.5 | | |
| | | | | | | Telecommunication Services: 0.6% | | ||||||||||||
| | | 106,598 | | | | Other Securities | | | | | 4,407,827 | | | | | | 0.6 | | |
| | | | | | | Utilities: 1.7% | | ||||||||||||
| | | 213,348 | | | | Other Securities | | | | | 11,947,585 | | | | | | 1.7 | | |
| | | | | | | Total Common Stock (Cost $537,944,057) | | | | | 658,440,817 | | | | | | 95.2 | | |
Voya Small Company Portfolio | as of December 31, 2016 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 1.9% | | ||||||||||||||||||
| | | 96,325 | | | | iShares Russell 2000 ETF | | | | $ | 12,989,426 | | | | | | 1.9 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $11,102,126) | | | | | 12,989,426 | | | | | | 1.9 | | |
| | | | | | | Total Long-Term Investments (Cost $549,046,183) | | | | | 671,430,243 | | | | | | 97.1 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 2.2% | | ||||||||||||
| | | 3,556,570 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $3,556,769, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $3,627,908, due 12/31/17-10/20/46) | | | | | 3,556,570 | | | | | | 0.5 | | |
| | | 3,556,570 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,556,765, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,627,701, due 01/25/17-10/20/66) | | | | | 3,556,570 | | | | | | 0.5 | | |
| | | 3,556,570 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $3,556,773, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,627,701, due 03/02/17-02/01/49) | | | | | 3,556,570 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 748,512 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $748,553, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $763,482, due 10/31/18-11/30/22) | | | | $ | 748,512 | | | | | | 0.1 | | |
| | | 3,556,570 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,556,765, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,627,701, due 01/15/17-08/20/66) | | | | | 3,556,570 | | | | | | 0.6 | | |
| | | | | | | | | | | | 14,974,792 | | | | | | 2.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.4% | | ||||||||||||
| | | 23,480,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $23,480,000) | | | | | 23,480,000 | | | | | | 3.4 | | |
| | | | | | | Total Short-Term Investments (Cost $38,454,792) | | | | | 38,454,792 | | | | | | 5.6 | | |
| | | | | | | Total Investments in Securities (Cost $587,500,975) | | | | $ | 709,885,035 | | | | | | 102.7 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (18,757,762) | | | | | | (2.7) | | |
| | | | | | | Net Assets | | | | $ | 691,127,273 | | | | | | 100.0 | | |
|
Voya Small Company Portfolio | as of December 31, 2016 (continued) |
| Gross Unrealized Appreciation | | | | $ | 136,415,602 | | |
| Gross Unrealized Depreciation | | | | | (17,428,992) | | |
| Net Unrealized Appreciation | | | | $ | 118,986,610 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 658,440,817 | | | | | $ | — | | | | | $ | — | | | | | $ | 658,440,817 | | |
Exchange-Traded Funds | | | | | 12,989,426 | | | | | | — | | | | | | — | | | | | | 12,989,426 | | |
Short-Term Investments | | | | | 23,480,000 | | | | | | 14,974,792 | | | | | | — | | | | | | 38,454,792 | | |
Total Investments, at fair value | | | | $ | 694,910,243 | | | | | $ | 14,974,792 | | | | | $ | — | | | | | $ | 709,885,035 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Balanced Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2547 | | |
Class S | | | NII | | | | $ | 0.2134 | | |
Voya Global Equity Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2037 | | |
Class I | | | NII | | | | $ | 0.2468 | | |
Class S | | | NII | | | | $ | 0.2268 | | |
Class S2 | | | NII | | | | $ | 0.2102 | | |
Class T | | | NII | | | | $ | 0.1917 | | |
Voya Government Money Market Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.0008 | | |
Class S | | | NII | | | | $ | 0.0000* | | |
All Classes | | | STCG | | | | $ | 0.0009 | | |
Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4313 | | |
Class I | | | NII | | | | $ | 0.5670 | | |
Class S | | | NII | | | | $ | 0.4909 | | |
Class S2 | | | NII | | | | $ | 0.4573 | | |
All Classes | | | LTCG | | | | $ | 2.3748 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Intermediate Bond Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3585 | | |
Class I | | | NII | | | | $ | 0.4049 | | |
Class S | | | NII | | | | $ | 0.3813 | | |
Class S2 | | | NII | | | | $ | 0.3673 | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.0938 | | |
Class R6 | | | NII | | | | $ | 0.0938 | | |
Class S | | | NII | | | | $ | 0.0397 | | |
All Classes | | | STCG | | | | $ | 0.0050 | | |
All Classes | | | LTCG | | | | $ | 1.8933 | | |
| Voya Balanced Portfolio | | | | | 51.31% | | |
| Voya Global Equity Portfolio | | | | | 46.21% | | |
| Voya Growth and Income Portfolio | | | | | 100.00% | | |
| Voya Small Company Portfolio | | | | | 99.97% | | |
| Voya Government Money Market Portfolio | | | | $ | 2,549 | | |
| Voya Growth and Income Portfolio | | | | $ | 282,190,501 | | |
| Voya Small Company Portfolio | | | | $ | 55,067,592 | | |
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: 56 | | | 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: 63 | | | 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: 68 | | | 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 (23 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: 75 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | None. | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258-2034 Age: 66 | | | 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: 72 | | | Director/Trustee | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director/Trustee | | | 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: 59 | | | Director/Trustee | | | 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/ 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 | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | 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: 63 | | | 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: 71 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 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: 61 | | | 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 (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: 61 | | | 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: 58 | | | Executive Vice President | | | April 2002 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (March 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: 66 | | | 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: 50 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management 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: 49 | | | 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: 52 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | 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: 44 | | | 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: 58 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | 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). | |
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 | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | 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). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance, Voya Investments LLC, and Chief Compliance Officer for Voya Investments, LLC and Directed Services, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014); Assistant Vice President, Senior Project Manager (May 2008 – May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | 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: 40 | | | 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: 59 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, 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: 47 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). 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: 53 | | | Secretary | | | May 2013 – 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: 65 | | | 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: 54 | | | Assistant Secretary | | | May 2013 – 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
Voya Family of Funds
January 19, 2017
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P MidCap 400® Index | | | | An index that measures the performance of the mid-size company segment of the U.S. market. | | |
| | S&P SmallCap 600® Index | | | | An index used to measure stock market performance composed of companies with a weighted average market value of approximately $630 million. | | |
Voya Index Plus LargeCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 20.5% | |
| Financials | | | 14.6% | |
| Health Care | | | 13.4% | |
| Consumer Discretionary | | | 11.8% | |
| Industrials | | | 10.1% | |
| Consumer Staples | | | 9.6% | |
| Energy | | | 7.3% | |
| Utilities | | | 3.4% | |
| Real Estate | | | 2.7% | |
| Materials | | | 2.7% | |
| Telecommunication Services | | | 2.5% | |
| 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, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 3.9% | |
| Microsoft Corp. | | | 3.0% | |
| Johnson & Johnson | | | 2.4% | |
| JPMorgan Chase & Co. | | | 2.4% | |
| Facebook, Inc. | | | 2.0% | |
| Chevron Corp. | | | 1.9% | |
| AT&T, Inc. | | | 1.9% | |
| Amazon.com, Inc. | | | 1.8% | |
| Wells Fargo & Co. | | | 1.7% | |
| Home Depot, 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 10.27% | | | | | | 14.01% | | | | | | 5.95% | | | |
| | Class S | | | | | 9.99% | | | | | | 13.73% | | | | | | 5.68% | | | |
| | S&P 500® Index | | | | | 11.96% | | | | | | 14.66% | | | | | | 6.95% | | | |
| | | | |
Voya Index Plus MidCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 16.8% | |
| Information Technology | | | 16.8% | |
| Industrials | | | 15.7% | |
| Consumer Discretionary | | | 12.0% | |
| Real Estate | | | 10.0% | |
| Health Care | | | 8.5% | |
| Materials | | | 6.5% | |
| Utilities | | | 5.3% | |
| Consumer Staples | | | 3.9% | |
| Energy | | | 3.2% | |
| Assets in Excess of Other Liabilities* | | | 1.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| SVB Financial Group | | | 1.2% | |
| Packaging Corp. of America | | | 1.1% | |
| Signature Bank | | | 1.1% | |
| Toro Co. | | | 1.0% | |
| Everest Re Group Ltd. | | | 1.0% | |
| Huntington Ingalls Industries, Inc. | | | 1.0% | |
| ARRIS International PLC | | | 1.0% | |
| Idexx Laboratories, Inc. | | | 1.0% | |
| Broadridge Financial Solutions, Inc. ADR | | | 1.0% | |
| Brunswick Corp. | | | 0.9% | |
| * 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 18.14% | | | | | | 15.02% | | | | | | 7.73% | | | |
| | Class S | | | | | 17.83% | | | | | | 14.73% | | | | | | 7.46% | | | |
| | S&P MidCap 400® Index | | | | | 20.74% | | | | | | 15.33% | | | | | | 9.16% | | | |
| | | | |
Voya Index Plus SmallCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 18.1% | |
| Financials | | | 17.2% | |
| Information Technology | | | 15.0% | |
| Consumer Discretionary | | | 14.2% | |
| Health Care | | | 12.4% | |
| Real Estate | | | 6.1% | |
| Materials | | | 5.9% | |
| Energy | | | 3.7% | |
| Consumer Staples | | | 2.4% | |
| Utilities | | | 2.3% | |
| Telecommunication Services | | | 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, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Sterling Bancorp/DE | | | 1.0% | |
| CACI International, Inc. | | | 1.0% | |
| Masimo Corp. | | | 1.0% | |
| Great Western Bancorp, Inc. | | | 0.9% | |
| MKS Instruments, Inc. | | | 0.9% | |
| Evercore Partners, Inc. | | | 0.9% | |
| Tetra Tech, Inc. | | | 0.9% | |
| Selective Insurance Group | | | 0.9% | |
| Cardtronics plc | | | 0.9% | |
| Barnes Group, Inc. | | | 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 27.32% | | | | | | 15.82% | | | | | | 7.05% | | | |
| | Class S | | | | | 27.01% | | | | | | 15.54% | | | | | | 6.79% | | | |
| | S&P SmallCap 600® Index | | | | | 26.56% | | | | | | 16.62% | | | | | | 9.03% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | | | | | | | | ||||||||||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,077.50 | | | | | | 0.44% | | | | | $ | 2.30 | | | | | $ | 1,000.00 | | | | | $ | 1,022.92 | | | | | | 0.44% | | | | | $ | 2.24 | | | | | | | | | | ||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,076.20 | | | | | | 0.69 | | | | | | 3.60 | | | | | | 1,000.00 | | | | | | 1,021.67 | | | | | | 0.69 | | | | | | 3.51 | | | | | | | | | | ||||||||||||||
Voya Index Plus MidCap Portfolio | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,117.50 | | | | | | 0.49% | | | | | $ | 2.61 | | | | | $ | 1,000.00 | | | | | $ | 1,022.67 | | | | | | 0.49% | | | | | $ | 2.49 | | | | | | | | | | ||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,116.00 | | | | | | 0.74 | | | | | | 3.94 | | | | | | 1,000.00 | | | | | | 1,021.42 | | | | | | 0.74 | | | | | | 3.76 | | | | | | | | | | ||||||||||||||
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,189.10 | | | | | | 0.50% | | | | | $ | 2.75 | | | | | $ | 1,000.00 | | | | | $ | 1,022.62 | | | | | | 0.50% | | | | | $ | 2.54 | | | | | | | | | | ||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,188.30 | | | | | | 0.75 | | | | | | 4.13 | | | | | | 1,000.00 | | | | | | 1,021.37 | | | | | | 0.75 | | | | | | 3.81 | | | | | | | | | |
Voya Variable Portfolios, Inc.
February 14, 2017
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 771,242,722 | | | | | $ | 656,448,762 | | | | | $ | 321,795,278 | | |
Short-term investments at fair value** | | | | | 12,583,494 | | | | | | 18,658,372 | | | | | | 14,249,248 | | |
Total investments at fair value | | | | $ | 783,826,216 | | | | | $ | 675,107,134 | | | | | $ | 336,044,526 | | |
Cash | | | | | 742 | | | | | | 424 | | | | | | 93 | | |
Cash collateral for futures | | | | | 288,435 | | | | | | 186,310 | | | | | | 120,600 | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | 11,884,300 | | | | | | — | | | | | | 5,093,720 | | |
Fund shares sold | | | | | 7,679,688 | | | | | | 190,640 | | | | | | 42,069 | | |
Dividends | | | | | 818,736 | | | | | | 1,067,321 | | | | | | 271,625 | | |
Prepaid expenses | | | | | 2,778 | | | | | | 2,488 | | | | | | 1,129 | | |
Other assets | | | | | 74,330 | | | | | | 49,757 | | | | | | 25,375 | | |
Total assets | | | | | 804,575,225 | | | | | | 676,604,074 | | | | | | 341,599,137 | | |
LIABILITIES: | | | | | |||||||||||||||
Payable for investment securities purchased | | | | | 18,357,370 | | | | | | — | | | | | | 5,796,351 | | |
Payable for fund shares redeemed | | | | | 665,324 | | | | | | 103,679 | | | | | | 115,337 | | |
Payable upon receipt of securities loaned | | | | | 2,654,494 | | | | | | 10,829,372 | | | | | | 9,274,248 | | |
Payable for investment management fees | | | | | 268,071 | | | | | | 257,365 | | | | | | 125,635 | | |
Payable for distribution and shareholder service fees | | | | | 22,197 | | | | | | 22,217 | | | | | | 17,608 | | |
Payable for directors fees | | | | | 3,583 | | | | | | 3,102 | | | | | | 1,420 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 74,330 | | | | | | 49,757 | | | | | | 25,375 | | |
Other accrued expenses and liabilities | | | | | 134,310 | | | | | | 141,548 | | | | | | 58,751 | | |
Total liabilities | | | | | 22,179,679 | | | | | | 11,407,040 | | | | | | 15,414,725 | | |
NET ASSETS | | | | $ | 782,395,546 | | | | | $ | 665,197,034 | | | | | $ | 326,184,412 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 667,953,643 | | | | | $ | 534,607,961 | | | | | $ | 236,004,010 | | |
Undistributed net investment income | | | | | 12,858,256 | | | | | | 7,854,991 | | | | | | 2,524,397 | | |
Accumulated net realized gain | | | | | 14,395,994 | | | | | | 40,767,001 | | | | | | 26,200,875 | | |
Net unrealized appreciation | | | | | 87,187,653 | | | | | | 81,967,081 | | | | | | 61,455,130 | | |
NET ASSETS | | | | $ | 782,395,546 | | | | | $ | 665,197,034 | | | | | $ | 326,184,412 | | |
+ Including securities loaned at value | | | | $ | 2,600,072 | | | | | $ | 10,592,227 | | | | | $ | 9,054,724 | | |
* Cost of investments in securities | | | | $ | 684,070,854 | | | | | $ | 574,371,273 | | | | | $ | 260,279,464 | | |
** Cost of short-term investments | | | | $ | 12,583,494 | | | | | $ | 18,658,372 | | | | | $ | 14,249,248 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 678,266,899 | | | | | $ | 561,057,280 | | | | | $ | 243,530,457 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 28,033,753 | | | | | | 25,658,807 | | | | | | 9,048,360 | | |
Net asset value and redemption price per share | | | | $ | 24.19 | | | | | $ | 21.87 | | | | | $ | 26.91 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 104,128,647 | | | | | $ | 104,139,754 | | | | | $ | 82,653,955 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,338,323 | | | | | | 4,832,282 | | | | | | 3,103,784 | | |
Net asset value and redemption price per share | | | | $ | 24.00 | | | | | $ | 21.55 | | | | | $ | 26.63 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | |||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 16,361,128 | | | | | $ | 9,771,538 | | | | | $ | 3,731,723 | | |
Securities lending income, net | | | | | 87,584 | | | | | | 208,878 | | | | | | 406,819 | | |
Total investment income | | | | | 16,448,712 | | | | | | 9,980,416 | | | | | | 4,138,542 | | |
EXPENSES: | | | | | |||||||||||||||
Investment management fees | | | | | 3,225,296 | | | | | | 3,102,083 | | | | | | 1,419,638 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class S | | | | | 263,488 | | | | | | 251,161 | | | | | | 189,431 | | |
Transfer agent fees | | | | | 892 | | | | | | 676 | | | | | | 419 | | |
Shareholder reporting expense | | | | | 65,796 | | | | | | 80,376 | | | | | | 38,886 | | |
Professional fees | | | | | 54,279 | | | | | | 52,306 | | | | | | 27,491 | | |
Custody and accounting expense | | | | | 80,083 | | | | | | 73,104 | | | | | | 33,067 | | |
Directors fees | | | | | 21,501 | | | | | | 18,613 | | | | | | 8,518 | | |
Miscellaneous expense | | | | | 33,586 | | | | | | 39,761 | | | | | | 18,154 | | |
Total expenses | | | | | 3,744,921 | | | | | | 3,618,080 | | | | | | 1,735,604 | | |
Net waived and reimbursed fees | | | | | (322,527) | | | | | | (279,186) | | | | | | (127,767) | | |
Net expenses | | | | | 3,422,394 | | | | | | 3,338,894 | | | | | | 1,607,837 | | |
Net investment income | | | | | 13,026,318 | | | | | | 6,641,522 | | | | | | 2,530,705 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | |||||||||||||||
Net realized gain (loss) on: | | | | | |||||||||||||||
Investments | | | | | 40,690,041 | | | | | | 41,136,930 | | | | | | 25,918,424 | | |
Futures | | | | | 758,778 | | | | | | 1,237,872 | | | | | | 522,376 | | |
Net realized gain | | | | | 41,448,819 | | | | | | 42,374,802 | | | | | | 26,440,800 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | |||||||||||||||
Investments | | | | | 18,353,177 | | | | | | 55,487,306 | | | | | | 41,495,306 | | |
Futures | | | | | 34,891 | | | | | | (65,698) | | | | | | (39,247) | | |
Net change in unrealized appreciation (depreciation) | | | | | 18,388,068 | | | | | | 55,421,608 | | | | | | 41,456,059 | | |
Net realized and unrealized gain | | | | | 59,836,887 | | | | | | 97,796,410 | | | | | | 67,896,859 | | |
Increase in net assets resulting from operations | | | | $ | 72,863,205 | | | | | $ | 104,437,932 | | | | | $ | 70,427,564 | | |
* Foreign taxes withheld | | | | $ | 83,954 | | | | | $ | — | | | | | $ | 787 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 13,026,318 | | | | | $ | 12,407,359 | | | | | $ | 6,641,522 | | | | | $ | 6,110,938 | | |
Net realized gain | | | | | 41,448,819 | | | | | | 51,270,163 | | | | | | 42,374,802 | | | | | | 60,179,164 | | |
Net change in unrealized appreciation (depreciation) | | | | | 18,388,068 | | | | | | (57,674,616) | | | | | | 55,421,608 | | | | | | (76,686,811) | | |
Increase (decrease) in net assets resulting from operations | | | | | 72,863,205 | | | | | | 6,002,906 | | | | | | 104,437,932 | | | | | | (10,396,709) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | |||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class I | | | | | (10,809,595) | | | | | | (9,833,495) | | | | | | (5,342,632) | | | | | | (5,175,436) | | |
Class S | | | | | (1,522,802) | | | | | | (1,620,104) | | | | | | (767,459) | | | | | | (760,762) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class I | | | | | — | | | | | | — | | | | | | (49,733,332) | | | | | | (76,949,367) | | |
Class S | | | | | — | | | | | | — | | | | | | (9,821,479) | | | | | | (16,110,252) | | |
Total distributions | | | | | (12,332,397) | | | | | | (11,453,599) | | | | | | (65,664,902) | | | | | | (98,995,817) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 135,466,784 | | | | | | 7,722,329 | | | | | | 11,923,509 | | | | | | 10,401,332 | | |
Reinvestment of distributions | | | | | 12,332,397 | | | | | | 11,453,599 | | | | | | 65,664,902 | | | | | | 98,995,817 | | |
| | | | | 147,799,181 | | | | | | 19,175,928 | | | | | | 77,588,411 | | | | | | 109,397,149 | | |
Cost of shares redeemed | | | | | (100,880,917) | | | | | | (107,976,335) | | | | | | (67,135,634) | | | | | | (84,382,459) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 46,918,264 | | | | | | (88,800,407) | | | | | | 10,452,777 | | | | | | 25,014,690 | | |
Net increase (decrease) in net assets | | | | | 107,449,072 | | | | | | (94,251,100) | | | | | | 49,225,807 | | | | | | (84,377,836) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 674,946,474 | | | | | | 769,197,574 | | | | | | 615,971,227 | | | | | | 700,349,063 | | |
End of year or period | | | | $ | 782,395,546 | | | | | $ | 674,946,474 | | | | | $ | 665,197,034 | | | | | $ | 615,971,227 | | |
Undistributed net investment income at end of year or period | | | | $ | 12,858,256 | | | | | $ | 12,202,655 | | | | | $ | 7,854,991 | | | | | $ | 6,042,190 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||
FROM OPERATIONS: | | | | ||||||||||
Net investment income | | | | $ | 2,530,705 | | | | | $ | 2,234,994 | | |
Net realized gain | | | | | 26,440,800 | | | | | | 31,163,196 | | |
Net change in unrealized appreciation (depreciation) | | | | | 41,456,059 | | | | | | (42,400,609) | | |
Increase (decrease) in net assets resulting from operations | | | | | 70,427,564 | | | | | | (9,002,419) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | |||||
Net investment income: | | | | | | | | | |||||
Class I | | | | | (1,780,955) | | | | | | (1,956,235) | | |
Class S | | | | | (456,101) | | | | | | (544,211) | | |
Net realized gains: | | | | ||||||||||
Class I | | | | | (5,776,000) | | | | | | — | | |
Class S | | | | | (2,170,037) | | | | | | — | | |
Total distributions | | | | | (10,183,093) | | | | | | (2,500,446) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | ||||||||||
Net proceeds from sale of shares | | | | | 14,297,947 | | | | | | 5,950,928 | | |
Reinvestment of distributions | | | | | 10,183,093 | | | | | | 2,500,446 | | |
| | | | | 24,481,040 | | | | | | 8,451,374 | | |
Cost of shares redeemed | | | | | (33,857,766) | | | | | | (40,482,272) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (9,376,726) | | | | | | (32,030,898) | | |
Net increase (decrease) in net assets | | | | | 50,867,745 | | | | | | (43,533,763) | | |
NET ASSETS: | | | | ||||||||||
Beginning of year or period | | | | | 275,316,667 | | | | | | 318,850,430 | | |
End of year or period | | | | $ | 326,184,412 | | | | | $ | 275,316,667 | | |
Undistributed net investment income at end of year or period | | | | $ | 2,524,397 | | | | | $ | 2,201,048 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 22.32 | | | | | | 0.42• | | | | | | 1.83 | | | | | | 2.25 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 24.19 | | | | | | 10.27 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.85 | | | | | | 678,267 | | | | | | 96 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 22.14 | | | | | | 0.36• | | | | | | 1.82 | | | | | | 2.18 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 24.00 | | | | | | 9.99 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.59 | | | | | | 104,129 | | | | | | 96 | | |
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 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 20.74 | | | | | | 0.23 | | | | | | 3.18 | | | | | | 3.41 | | | | | | 0.22 | | | | | | 2.06 | | | | | | — | | | | | | 2.28 | | | | | | — | | | | | | 21.87 | | | | | | 18.14 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.11 | | | | | | 561,057 | | | | | | 99 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 20.46 | | | | | | 0.19 | | | | | | 3.12 | | | | | | 3.31 | | | | | | 0.16 | | | | | | 2.06 | | | | | | — | | | | | | 2.22 | | | | | | — | | | | | | 21.55 | | | | | | 17.83 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.86 | | | | | | 104,140 | | | | | | 99 | | |
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 | | �� |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 21.97 | | | | | | 0.23 | | | | | | 5.57 | | | | | | 5.80 | | | | | | 0.20 | | | | | | 0.66 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 26.91 | | | | | | 27.32 | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.95 | | | | | | 243,530 | | | | | | 60 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 21.74 | | | | | | 0.16• | | | | | | 5.53 | | | | | | 5.69 | | | | | | 0.14 | | | | | | 0.66 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 26.63 | | | | | | 27.01 | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.70 | | | | | | 82,654 | | | | | | 60 | | |
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 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 720,034,076 | | | | | $ | 674,520,240 | | |
Index Plus MidCap | | | | | 609,103,318 | | | | | | 655,687,725 | | |
Index Plus SmallCap | | | | | 168,576,053 | | | | | | 185,256,119 | | |
| Index Plus LargeCap | | | 0.45% | |
| Index Plus MidCap | | | 0.50% | |
| Index Plus SmallCap | | | 0.50% | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 12.73% | | |
| | | Index Plus MidCap | | | | | 14.49 | | |
| | | Index Plus SmallCap | | | | | 23.82 | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 67.08 | | |
| | | Index Plus MidCap | | | | | 79.03 | | |
| | | Index Plus SmallCap | | | | | 67.23 | | |
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% | | |
| | | 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 | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 5,889,758 | | | | | | — | | | | | | 492,016 | | | | | | (3,671,127) | | | | | | 2,710,647 | | | | | | 133,785,971 | | | | | | — | | | | | | 10,809,595 | | | | | | (83,644,702) | | | | | | 60,950,864 | | | | ||
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) | | | | ||
Class S | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 75,718 | | | | | | — | | | | | | 69,757 | | | | | | (761,840) | | | | | | (616,365) | | | | | | 1,680,813 | | | | | | — | | | | | | 1,522,802 | | | | | | (17,236,215) | | | | | | (14,032,600) | | | | ||
12/31/2015 | | | | | 65,979 | | | | | | — | | | | | | 71,213 | | | | | | (1,002,079) | | | | | | (864,887) | | | | | | 1,483,946 | | | | | | — | | | | | | 1,620,104 | | | | | | (22,367,391) | | | | | | (19,263,341) | | | | ||
Index Plus MidCap | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 546,959 | | | | | | — | | | | | | 2,907,918 | | | | | | (2,563,988) | | | | | | 890,889 | | | | | | 11,248,489 | | | | | | — | | | | | | 55,075,964 | | | | | | (51,688,087) | | | | | | 14,636,366 | | | | ||
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 | | | | ||
Class S | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 33,589 | | | | | | — | | | | | | 566,253 | | | | | | (772,560) | | | | | | (172,718) | | | | | | 675,020 | | | | | | — | | | | | | 10,588,938 | | | | | | (15,447,547) | | | | | | (4,183,589) | | | | ||
12/31/2015 | | | | | 106,835 | | | | | | — | | | | | | 774,966 | | | | | | (945,262) | | | | | | (63,461) | | | | | | 2,318,295 | | | | | | — | | | | | | 16,871,014 | | | | | | (21,337,056) | | | | | | (2,147,747) | | | | ||
Index Plus SmallCap | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 576,338 | | | | | | — | | | | | | 347,766 | | | | | | (952,637) | | | | | | (28,533) | | | | | | 13,959,364 | | | | | | — | | | | | | 7,556,954 | | | | | | (21,835,173) | | | | | | (318,855) | | | | ||
12/31/2015 | | | | | 210,461 | | | | | | — | | | | | | 84,430 | | | | | | (1,097,809) | | | | | | (802,918) | | | | | | 4,767,988 | | | | | | — | | | | | | 1,956,235 | | | | | | (25,111,023) | | | | | | (18,386,800) | | | | ||
Class S | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 14,321 | | | | | | — | | | | | | 121,919 | | | | | | (523,717) | | | | | | (387,477) | | | | | | 338,583 | | | | | | — | | | | | | 2,626,139 | | | | | | (12,022,593) | | | | | | (9,057,871) | | | | ||
12/31/2015 | | | | | 53,577 | | | | | | — | | | | | | 23,702 | | | | | | (671,983) | | | | | | (594,704) | | | | | | 1,182,940 | | | | | | — | | | | | | 544,211 | | | | | | (15,371,249) | | | | | | (13,644,098) | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman, Sachs & Co. | | | | $ | 1,682,831 | | | | | $ | (1,682,831) | | | | | $ | — | | |
UBS Securities LLC. | | | | | 917,241 | | | | | | (917,241) | | | | | | — | | |
Total | | | | $ | 2,600,072 | | | | | $ | (2,600,072) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Clearing LLC | | | | $ | 1,206,886 | | | | | $ | (1,206,886) | | | | | $ | — | | |
Deutsche Bank Securities Inc. | | | | | 930,755 | | | | | | (930,755) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 1,772,467 | | | | | | (1,772,467) | | | | | | — | | |
HSBC Bank PLC | | | | | 943,017 | | | | | | (943,017) | | | | | | — | | |
Jefferies LLC | | | | | 815,529 | | | | | | (815,529) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 59,168 | | | | | | (59,168) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 2,991,234 | | | | | | (2,991,234) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 1,873,171 | | | | | | (1,873,171) | | | | | | — | | |
Total | | | | $ | 10,592,227 | | | | | $ | (10,592,227) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Clearing LLC | | | | $ | 312,287 | | | | | $ | (312,287) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 292,845 | | | | | | (292,845) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 149,678 | | | | | | (149,678) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 185,791 | | | | | | (185,791) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 708,494 | | | | | | (708,494) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 361,104 | | | | | | (361,104) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,667,043 | | | | | | (3,667,043) | | | | | | — | | |
National Financial Services LLC | | | | | 2,413,957 | | | | | | (2,413,957) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 474,180 | | | | | | (474,180) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 156,903 | | | | | | (156,903) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 54,422 | | | | | | (54,422) | | | | | | — | | |
UBS Securities LLC. | | | | | 32,853 | | | | | | (32,853) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 245,167 | | | | | | (245,167) | | | | | | — | | |
Total | | | | $ | 9,054,724 | | | | | $ | (9,054,724) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/ (Losses) | | |||||||||
Index Plus LargeCap | | | | $ | (5) | | | | | $ | (38,320) | | | | | $ | 38,325 | | |
Index Plus MidCap | | | | | — | | | | | | 1,281,370 | | | | | | (1,281,370) | | |
Index Plus SmallCap | | | | | — | | | | | | 29,700 | | | | | | (29,700) | | |
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 12,332,397 | | | | | $ | — | | | | | $ | 11,453,599 | | | | | $ | — | | |
Index Plus MidCap | | | | | 6,052,538 | | | | | | 59,612,364 | | | | | | 17,813,399 | | | | | | 81,182,418 | | |
Index Plus SmallCap | | | | | 2,237,056 | | | | | | 7,946,037 | | | | | | 2,500,446 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Index Plus LargeCap | | | | $ | 12,989,845 | | | | | $ | 15,257,526 | | | | | $ | 86,326,121 | | |
Index Plus MidCap | | | | | 11,355,629 | | | | | | 38,134,136 | | | | | | 81,169,060 | | |
Index Plus SmallCap | | | | | 3,873,317 | | | | | | 25,034,957 | | | | | | 61,307,983 | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2016 |
| Shares | �� | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.8% | | ||||||||||||
| | | 19,033 | @ | | Amazon.com, Inc. | | | | $ | 14,272,276 | | | | | | 1.8 | | | |
| | | 176,646 | | | | Comcast Corp. – Class A | | | | | 12,197,406 | | | | | | 1.6 | | |
| | | 92,786 | | | | Home Depot, Inc. | | | | | 12,440,747 | | | | | | 1.6 | | |
| | | 266,854 | | | | Interpublic Group of Cos., Inc. | | | | | 6,247,052 | | | | | | 0.8 | | |
| | | 81,809 | | | | McDonald’s Corp. | | | | | 9,957,791 | | | | | | 1.3 | | |
| | | 644,057 | | | | Other Securities(a) | | | | | 37,018,576 | | | | | | 4.7 | | |
| | | | | | | | | | | | 92,133,848 | | | | | | 11.8 | | |
| | | | | | | Consumer Staples: 9.6% | | ||||||||||||
| | | 84,970 | | | | Kraft Heinz Co. | | | | | 7,419,580 | | | | | | 1.0 | | |
| | | 114,066 | | | | PepsiCo, Inc. | | | | | 11,934,726 | | | | | | 1.5 | | |
| | | 121,579 | | | | Philip Morris International, Inc. | | | | | 11,123,263 | | | | | | 1.4 | | |
| | | 146,283 | | | | Wal-Mart Stores, Inc. | | | | | 10,111,081 | | | | | | 1.3 | | |
| | | 586,297 | | | | Other Securities | | | | | 34,728,911 | | | | | | 4.4 | | |
| | | | | | | | | | | | 75,317,561 | | | | | | 9.6 | | |
| | | | | | | Energy: 7.3% | | ||||||||||||
| | | 126,579 | | | | Chevron Corp. | | | | | 14,898,348 | | | | | | 1.9 | | |
| | | 111,395 | | | | Exxon Mobil Corp. | | | | | 10,054,513 | | | | | | 1.3 | | |
| | | 103,196 | | | | Valero Energy Corp. | | | | | 7,050,351 | | | | | | 0.9 | | |
| | | 548,786 | | | | Other Securities | | | | | 25,439,055 | | | | | | 3.2 | | |
| | | | | | | | | | | | 57,442,267 | | | | | | 7.3 | | |
| | | | | | | Financials: 14.6% | | ||||||||||||
| | | 41,741 | @ | | Affiliated Managers Group, Inc. | | | | | 6,064,967 | | | | | | 0.8 | | | |
| | | 63,493 | | | | Aon PLC | | | | | 7,081,374 | | | | | | 0.9 | | |
| | | 532,990 | | | | Bank of America Corp. | | | | | 11,779,079 | | | | | | 1.5 | | |
| | | 43,391 | @ | | Berkshire Hathaway, Inc. – Class B | | | | | 7,071,865 | | | | | | 0.9 | | | |
| | | 126,832 | | | | Citigroup, Inc. | | | | | 7,537,626 | | | | | | 1.0 | | |
| | | 99,367 | | | | Discover Financial Services | | | | | 7,163,367 | | | | | | 0.9 | | |
| | | 215,621 | | | | JPMorgan Chase & Co. | | | | | 18,605,936 | | | | | | 2.4 | | |
| | | 88,121 | | | | T. Rowe Price Group, Inc. | | | | | 6,631,987 | | | | | | 0.8 | | |
| | | 240,190 | | | | Wells Fargo & Co. | | | | | 13,236,871 | | | | | | 1.7 | | |
| | | 688,664 | | | | Other Securities | | | | | 29,006,008 | | | | | | 3.7 | | |
| | | | | | | | | | | | 114,179,080 | | | | | | 14.6 | | |
| | | | | | | Health Care: 13.4% | | ||||||||||||
| | | 53,498 | | | | Amgen, Inc. | | | | | 7,821,943 | | | | | | 1.0 | | |
| | | 21,919 | @ | | Biogen, Inc. | | | | | 6,215,790 | | | | | | 0.8 | | | |
| | | 105,112 | @ | | Centene Corp. | | | | | 5,939,879 | | | | | | 0.8 | | | |
| | | 107,311 | | | | Gilead Sciences, Inc. | | | | | 7,684,541 | | | | | | 1.0 | | |
| | | 10,989 | @ | | Intuitive Surgical, Inc. | | | | | 6,968,894 | | | | | | 0.9 | | | |
| | | 162,852 | | | | Johnson & Johnson | | | | | 18,762,179 | | | | | | 2.4 | | |
| | | 206,309 | | | | Merck & Co., Inc. | | | | | 12,145,411 | | | | | | 1.6 | | |
| | | 228,017 | | | | Pfizer, Inc. | | | | | 7,405,992 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 74,669 | | | | UnitedHealth Group, Inc. | | | | $ | 11,950,027 | | | | | | 1.5 | | |
| | | 400,615 | | | | Other Securities | | | | | 19,522,204 | | | | | | 2.5 | | |
| | | | | | | | | | | | 104,416,860 | | | | | | 13.4 | | |
| | | | | | | Industrials: 10.1% | | ||||||||||||
| | | 59,872 | | | | Boeing Co. | | | | | 9,320,873 | | | | | | 1.2 | | |
| | | 137,029 | | | | Delta Air Lines, Inc. | | | | | 6,740,456 | | | | | | 0.9 | | |
| | | 121,399 | | | | Fortive Corp. | | | | | 6,510,628 | | | | | | 0.8 | | |
| | | 84,764 | | | | Ingersoll-Rand PLC - Class A | | | | | 6,360,691 | | | | | | 0.8 | | |
| | | 31,947 | | | | Northrop Grumman Corp. | | | | | 7,430,233 | | | | | | 1.0 | | |
| | | 182,294 | @ | | Quanta Services, Inc. | | | | | 6,352,946 | | | | | | 0.8 | | | |
| | | 96,991 | | | | Waste Management, Inc. | | | | | 6,877,632 | | | | | | 0.9 | | |
| | | 512,332 | | | | Other Securities | | | | | 29,166,172 | | | | | | 3.7 | | |
| | | | | | | | | | | | 78,759,631 | | | | | | 10.1 | | |
| | | | | | | Information Technology: 20.5% | | ||||||||||||
| | | 7,777 | @ | | Alphabet, Inc. - Class A | | | | | 6,162,884 | | | | | | 0.8 | | | |
| | | 11,942 | @ | | Alphabet, Inc. - Class C | | | | | 9,217,074 | | | | | | 1.2 | | | |
| | | 263,186 | | | | Apple, Inc. | | | | | 30,482,203 | | | | | | 3.9 | | |
| | | 389,420 | | | | Cisco Systems, Inc. | | | | | 11,768,272 | | | | | | 1.5 | | |
| | | 85,642 | @ | | Electronic Arts, Inc. | | | | | 6,745,164 | | | | | | 0.9 | | | |
| | | 139,953 | @ | | Facebook, Inc. | | | | | 16,101,593 | | | | | | 2.0 | | | |
| | | 299,683 | | | | Intel Corp. | | | | | 10,869,502 | | | | | | 1.4 | | |
| | | 384,823 | | | | Microsoft Corp. | | | | | 23,912,901 | | | | | | 3.0 | | |
| | | 115,554 | | | | Texas Instruments, Inc. | | | | | 8,431,975 | | | | | | 1.1 | | |
| | | 708,767 | | | | Other Securities(a) | | | | | 36,801,400 | | | | | | 4.7 | | |
| | | | | | | | | | | | 160,492,968 | | | | | | 20.5 | | |
| | | | | | | Materials: 2.7% | | ||||||||||||
| | | 145,556 | | | | Dow Chemical Co. | | | | | 8,328,715 | | | | | | 1.1 | | |
| | | 180,421 | | | | Other Securities | | | | | 12,605,394 | | | | | | 1.6 | | |
| | | | | | | | | | | | 20,934,109 | | | | | | 2.7 | | |
| | | | | | | Real Estate: 2.7% | | ||||||||||||
| | | 42,560 | | | | Simon Property Group, Inc. | | | | | 7,561,635 | | | | | | 0.9 | | |
| | | 462,509 | | | | Other Securities | | | | | 13,849,063 | | | | | | 1.8 | | |
| | | | | | | | | | | | 21,410,698 | | | | | | 2.7 | | |
| | | | | | | Telecommunication Services: 2.5% | | ||||||||||||
| | | 339,284 | | | | AT&T, Inc. | | | | | 14,429,748 | | | | | | 1.9 | | |
| | | 92,291 | | | | Other Securities | | | | | 4,926,494 | | | | | | 0.6 | | |
| | | | | | | | | | | | 19,356,242 | | | | | | 2.5 | | |
| | | | | | | Utilities: 3.4% | | ||||||||||||
| | | 205,096 | | | | Exelon Corp. | | | | | 7,278,857 | | | | | | 0.9 | | |
| | | 64,592 | | | | NextEra Energy, Inc. | | | | | 7,716,161 | | | | | | 1.0 | | |
| | | 299,930 | | | | Other Securities | | | | | 11,804,440 | | | | | | 1.5 | | |
| | | | | | | | | | | | 26,799,458 | | | | | | 3.4 | | |
| | | | | | | Total Common Stock (Cost $684,070,854) | | | | | 771,242,722 | | | | | | 98.6 | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2016 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 1.6% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 0.3% | | ||||||||||||
| | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | 1,000,000 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,000,057, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 03/02/17-02/01/49) | | | | | 1,000,000 | | | | | | 0.1 | | |
| | 654,494 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $654,530, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $667,584, due 01/15/17-08/20/66) | | | | | 654,494 | | | | | | 0.1 | | |
| | | | | | | | | | | 2,654,494 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Mutual Funds: 1.3% | | ||||||||||||
| | 9,929,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $9,929,000) | | | | $ | 9,929,000 | | | | | | 1.3 | | |
| | | | | | Total Short-Term Investments (Cost $12,583,494) | | | | | 12,583,494 | | | | | | 1.6 | | |
| | | | | | Total Investments in Securities (Cost $696,654,348) | | | | $ | 783,826,216 | | | | | | 100.2 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (1,430,670) | | | | | | (0.2) | | |
| | | | | | Net Assets | | | | $ | 782,395,546 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 98,621,994 | | |
| Gross Unrealized Depreciation | | | | | (12,295,873) | | |
| Net Unrealized Appreciation | | | | $ | 86,326,121 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 771,242,722 | | | | | $ | — | | | | | $ | — | | | | | $ | 771,242,722 | | |
Short-Term Investments | | | | | 9,929,000 | | | | | | 2,654,494 | | | | | | — | | | | | | 12,583,494 | | |
Total Investments, at fair value | | | | $ | 781,171,722 | | | | | $ | 2,654,494 | | | | | $ | — | | | | | $ | 783,826,216 | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 15,785 | | | | | | — | | | | | | — | | | | | | 15,785 | | |
Total Assets | | | | $ | 781,187,507 | | | | | $ | 2,654,494 | | | | | $ | — | | | | | $ | 783,842,001 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 67 | | | | | | 03/17/17 | | | | | $ | 7,491,270 | | | | | $ | 15,785 | | |
| | | | | | | | | | | | | | | | $ | 7,491,270 | | | | | $ | 15,785 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 15,785 | | |
Total Asset Derivatives | | | | | | | $ | 15,785 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 758,778 | | |
Total | | | | $ | 758,778 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 34,891 | | |
Total | | | | $ | 34,891 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2016 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.7% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 12.0% | | ||||||||||||
| | 94,826 | | | | Big Lots, Inc. | | | | $ | 4,761,214 | | | | | | 0.7 | | |
| | 116,028 | | | | Brunswick Corp. | | | | | 6,328,167 | | | | | | 0.9 | | |
| | 132,614 | | | | CalAtlantic Group, Inc. | | | | | 4,510,202 | | | | | | 0.7 | | |
| | 85,347 | | | | Cheesecake Factory | | | | | 5,110,578 | | | | | | 0.8 | | |
| | 37,287 | | | | Domino’s Pizza, Inc. | | | | | 5,937,582 | | | | | | 0.9 | | |
| | 269,848 | | | | Gentex Corp. | | | | | 5,313,307 | | | | | | 0.8 | | |
| | 54,864 | | | | Pool Corp. | | | | | 5,724,510 | | | | | | 0.9 | | |
| | 1,115,102 | | | | Other Securities(a) | | | | | 41,966,370 | | | | | | 6.3 | | |
| | | | | | | | | | | 79,651,930 | | | | | | 12.0 | | |
| | | | | | Consumer Staples: 3.9% | | ||||||||||||
| | 48,114 | | | | Ingredion, Inc. | | | | | 6,012,325 | | | | | | 0.9 | | |
| | 429,336 | | | | Other Securities | | | | | 20,048,704 | | | | | | 3.0 | | |
| | | | | | | | | | | 26,061,029 | | | | | | 3.9 | | |
| | | | | | Energy: 3.2% | | ||||||||||||
| | 300,454 | | | | QEP Resources, Inc. | | | | | 5,531,358 | | | | | | 0.8 | | |
| | 676,402 | | | | Other Securities | | | | | 15,793,171 | | | | | | 2.4 | | |
| | | | | | | | | | | 21,324,529 | | | | | | 3.2 | | |
| | | | | | Financials: 16.8% | | ||||||||||||
| | 94,436 | | | | Chemical Financial Corp. | | | | | 5,115,598 | | | | | | 0.8 | | |
| | 31,786 | | | | Everest Re Group Ltd. | | | | | 6,878,490 | | | | | | 1.0 | | |
| | 137,916 | | | | First American Financial Corp. | | | | | 5,051,863 | | | | | | 0.8 | | |
| | 31,412 | | | | MarketAxess Holdings, Inc. | | | | | 4,615,051 | | | | | | 0.7 | | |
| | 110,656 | | | | PacWest Bancorp | | | | | 6,024,113 | | | | | | 0.9 | | |
| | 48,617 | | | | Reinsurance Group of America, Inc. | | | | | 6,117,477 | | | | | | 0.9 | | |
| | 49,816 | @ | | Signature Bank | | | | | 7,482,363 | | | | | | 1.1 | | | |
| | 46,734 | @ | | SVB Financial Group | | | | | 8,022,359 | | | | | | 1.2 | | | |
| | 1,963,849 | | | | Other Securities(a) | | | | | 62,422,005 | | | | | | 9.4 | | |
| | | | | | | | | | | 111,729,319 | | | | | | 16.8 | | |
| | | | | | Health Care: 8.5% | | ||||||||||||
| | 61,139 | @ | | Charles River Laboratories International, Inc. | | | | | 4,658,180 | | | | | | 0.7 | | | |
| | 116,962 | | | | Healthsouth Corp. | | | | | 4,823,513 | | | | | | 0.7 | | |
| | 55,366 | @ | | Idexx Laboratories, Inc. | | | | | 6,492,771 | | | | | | 1.0 | | | |
| | 84,208 | @ | | VCA, Inc. | | | | | 5,780,879 | | | | | | 0.9 | | | |
| | 39,391 | @ | | WellCare Health Plans, Inc. | | | | | 5,399,718 | | | | | | 0.8 | | | |
| | 493,901 | | | | Other Securities(a) | | | | | 29,488,167 | | | | | | 4.4 | | |
| | | | | | | | | | | 56,643,228 | | | | | | 8.5 | | |
| | | | | | Industrials: 15.7% | | ||||||||||||
| | 54,690 | | | | Clarcor, Inc. | | | | | 4,510,284 | | | | | | 0.7 | | |
| | 60,628 | | | | Curtiss-Wright Corp. | | | | | 5,963,370 | | | | | | 0.9 | | |
| | 36,926 | | | | Huntington Ingalls Industries, Inc. | | | | | 6,801,400 | | | | | | 1.0 | | |
| | 56,150 | | | | IDEX Corp. | | | | | 5,056,869 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Industrials (continued) | | ||||||||||||
| | 242,584 | @ | | JetBlue Airways Corp. | | | | $ | 5,438,733 | | | | | | 0.8 | | | |
| | 58,177 | | | | Manpowergroup, Inc. | | | | | 5,170,190 | | | | | | 0.8 | | |
| | 47,516 | | | | MSC Industrial Direct Co. | | | | | 4,390,003 | | | | | | 0.6 | | |
| | 46,755 | | | | Nordson Corp. | | | | | 5,238,898 | | | | | | 0.8 | | |
| | 74,158 | | | | Regal-Beloit Corp. | | | | | 5,135,442 | | | | | | 0.8 | | |
| | 128,759 | | | | Timken Co. | | | | | 5,111,732 | | | | | | 0.8 | | |
| | 123,210 | | | | Toro Co. | | | | | 6,893,600 | | | | | | 1.0 | | |
| | 697,562 | | | | Other Securities(a) | | | | | 44,884,693 | | | | | | 6.7 | | |
| | | | | | | | | | | 104,595,214 | | | | | | 15.7 | | |
| | | | | | Information Technology: 16.8% | | ||||||||||||
| | 216,078 | @ | | ARRIS International PLC | | | | | 6,510,430 | | | | | | 1.0 | | | |
| | 79,036 | @ | | Arrow Electronics, Inc. | | | | | 5,635,267 | | | | | | 0.9 | | | |
| | 67,734 | | | | Belden, Inc. | | | | | 5,064,471 | | | | | | 0.8 | | |
| | 97,848 | | | | Broadridge Financial Solutions, Inc. ADR | | | | | 6,487,323 | | | | | | 1.0 | | |
| | 217,496 | @ | | Ciena Corp. | | | | | 5,309,077 | | | | | | 0.8 | | | |
| | 41,286 | | | | Fair Isaac Corp. | | | | | 4,922,117 | | | | | | 0.7 | | |
| | 236,984 | @ | | Integrated Device Technology, Inc. | | | | | 5,583,343 | | | | | | 0.8 | | | |
| | 56,813 | | | | Monolithic Power Systems, Inc. | | | | | 4,654,689 | | | | | | 0.7 | | |
| | 1,494,680 | | | | Other Securities | | | | | 67,376,998 | | | | | | 10.1 | | |
| | | | | | | | | | | 111,543,715 | | | | | | 16.8 | | |
| | | | | | Materials: 6.5% | | ||||||||||||
| | 236,876 | | | | Commercial Metals Co. | | | | | 5,159,159 | | | | | | 0.8 | | |
| | 89,119 | | | | Packaging Corp. of America | | | | | 7,559,073 | | | | | | 1.1 | | |
| | 141,670 | | | | Steel Dynamics, Inc. | | | | | 5,040,619 | | | | | | 0.8 | | |
| | 584,136 | | | | Other Securities(a) | | | | | 25,562,756 | | | | | | 3.8 | | |
| | | | | | | | | | | 43,321,607 | | | | | | 6.5 | | |
| | | | | | Real Estate: 10.0% | | ||||||||||||
| | 177,688 | @ | | Communications Sales & Leasing, Inc. | | | | | 4,515,052 | | | | | | 0.7 | | | |
| | 145,421 | | | | LaSalle Hotel Properties | | | | | 4,430,978 | | | | | | 0.7 | | |
| | 1,773,944 | | | | Other Securities | | | | | 57,532,087 | | | | | | 8.6 | | |
| | | | | | | | | | | 66,478,117 | | | | | | 10.0 | | |
| | | | | | Utilities: 5.3% | | ||||||||||||
| | 81,860 | | | | Black Hills Corp. | | | | | 5,021,292 | | | | | | 0.8 | | |
| | 186,059 | | | | Great Plains Energy, Inc. | | | | | 5,088,714 | | | | | | 0.8 | | |
| | 101,858 | | | | National Fuel Gas Co. | | | | | 5,769,237 | | | | | | 0.9 | | |
| | 136,526 | | | | UGI Corp. | | | | | 6,291,118 | | | | | | 0.9 | | |
| | 262,979 | | | | Other Securities | | | | | 12,929,713 | | | | | | 1.9 | | |
| | | | | | | | | | | 35,100,074 | | | | | | 5.3 | | |
| | | | | | Total Common Stock (Cost $574,371,273) | | | | | 656,448,762 | | | | | | 98.7 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2016 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 2.8% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 1.6% | | ||||||||||||
| | 2,572,003 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,572,144, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,623,443, due 01/25/17-10/20/66) | | | | $ | 2,572,003 | | | | | | 0.4 | | |
| | 2,572,003 | | | | Citigroup, Inc., Repurchase Agreement dated 12/30/16, 0.53%, due 01/03/17 (Repurchase Amount $2,572,152, collateralized by various U.S. Government Agency Obligations, 2.000%-8.500%, Market Value plus accrued interest $2,623,443, due 12/01/17-01/01/47) | | | | | 2,572,003 | | | | | | 0.4 | | |
| | 2,572,003 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $2,572,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,623,443, due 03/02/17-02/01/49) | | | | | 2,572,003 | | | | | | 0.4 | | |
| | 541,360 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $541,390, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $552,187, due 10/31/18-11/30/22) | | | | | 541,360 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | 2,572,003 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,572,144, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,623,443, due 01/15/17-08/20/66) | | | | $ | 2,572,003 | | | | | | 0.4 | | |
| | | | | | | | | | | 10,829,372 | | | | | | 1.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 1.2% | | ||||||||||||
| | 7,829,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $7,829,000) | | | | | 7,829,000 | | | | | | 1.2 | | |
| | | | | | Total Short-Term Investments (Cost $18,658,372) | | | | | 18,658,372 | | | | | | 2.8 | | |
| | | | | | Total Investments in Securities (Cost $593,029,645) | | | | $ | 675,107,134 | | | | | | 101.5 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (9,910,100) | | | | | | (1.5) | | |
| | | | | | Net Assets | | | | $ | 665,197,034 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 93,705,400 | | |
| Gross Unrealized Depreciation | | | | | (12,536,341) | | |
| Net Unrealized Appreciation | | | | $ | 81,169,059 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 656,448,762 | | | | | $ | — | | | | | $ | — | | | | | $ | 656,448,762 | | |
Short-Term Investments | | | | | 7,829,000 | | | | | | 10,829,372 | | | | | | — | | | | | | 18,658,372 | | |
Total Investments, at fair value | | | | $ | 664,277,762 | | | | | $ | 10,829,372 | | | | | $ | — | | | | | $ | 675,107,134 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (110,408) | | | | | $ | — | | | | | $ | — | | | | | $ | (110,408) | | |
Total Liabilities | | | | $ | (110,408) | | | | | $ | — | | | | | $ | — | | | | | $ | (110,408) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 31 | | | | | | 03/17/17 | | | | | $ | 5,143,210 | | | | | $ | (110,408) | | |
| | | | | | | | | | | | | | | | $ | 5,143,210 | | | | | $ | (110,408) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 110,408 | | |
Total Liability Derivatives | | | | | | | $ | 110,408 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,237,872 | | |
Total | | | | $ | 1,237,872 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (65,698) | | |
Total | | | | $ | (65,698) | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 14.2% | | ||||||||||||
| | | 108,242 | @ | | Boyd Gaming Corp. | | | | $ | 2,183,241 | | | | | | 0.7 | | | |
| | | 76,189 | | | | Caleres, Inc. | | | | | 2,500,523 | | | | | | 0.8 | | |
| | | 26,849 | | | | Childrens Place Retail Stores, Inc. | | | | | 2,710,406 | | | | | | 0.8 | | |
| | | 49,802 | @ | | Dave & Buster’s Entertainment, Inc. | | | | | 2,803,853 | | | | | | 0.9 | | | |
| | | 65,960 | @ | | Five Below, Inc. | | | | | 2,635,762 | | | | | | 0.8 | | | |
| | | 32,548 | | | | Marriott Vacations Worldwide Corp. | | | | | 2,761,698 | | | | | | 0.8 | | |
| | | 1,040,336 | | | | Other Securities(a) | | | | | 30,719,766 | | | | | | 9.4 | | |
| | | | | | | | | | | | 46,315,249 | | | | | | 14.2 | | |
| | | | | | | Consumer Staples: 2.4% | | ||||||||||||
| | | 204,769 | | | | Other Securities(a) | | | | | 7,943,494 | | | | | | 2.4 | | |
| | | | | | | Energy: 3.7% | | ||||||||||||
| | | 63,713 | @ | | Carrizo Oil & Gas, Inc. | | | | | 2,379,681 | | | | | | 0.8 | | | |
| | | 87,827 | @ | | Unit Corp. | | | | | 2,359,911 | | | | | | 0.7 | | | |
| | | 434,650 | | | | Other Securities(a) | | | | | 7,250,612 | | | | | | 2.2 | | |
| | | | | | | | | | | | 11,990,204 | | | | | | 3.7 | | |
| | | | | | | Financials: 17.2% | | ||||||||||||
| | | 37,764 | | | | Banner Corp. | | | | | 2,107,609 | | | | | | 0.6 | | |
| | | 43,655 | | | | Evercore Partners, Inc. | | | | | 2,999,099 | | | | | | 0.9 | | |
| | | 71,478 | | | | Great Western Bancorp, Inc. | | | | | 3,115,726 | | | | | | 0.9 | | |
| | | 90,925 | | | | Home Bancshares, Inc./Conway AR | | | | | 2,524,987 | | | | | | 0.8 | | |
| | | 58,510 | | | | Horace Mann Educators Corp. | | | | | 2,504,228 | | | | | | 0.8 | | |
| | | 67,065 | | | | Selective Insurance Group | | | | | 2,887,148 | | | | | | 0.9 | | |
| | | 40,932 | | | | Simmons First National Corp. | | | | | 2,543,924 | | | | | | 0.8 | | |
| | | 137,676 | | | | Sterling Bancorp/DE | | | | | 3,221,618 | | | | | | 1.0 | | |
| | | 1,296,366 | | | | Other Securities(a) | | | | | 34,282,944 | | | | | | 10.5 | | |
| | | | | | | | | | | | 56,187,283 | | | | | | 17.2 | | |
| | | | | | | Health Care: 12.4% | | ||||||||||||
| | | 65,298 | @ | | Air Methods Corp. | | | | | 2,079,741 | | | | | | 0.6 | | | |
| | | 59,894 | @ | | AMN Healthcare Services, Inc. | | | | | 2,302,924 | | | | | | 0.7 | | | |
| | | 46,877 | @ | | Masimo Corp. | | | | | 3,159,510 | | | | | | 1.0 | | | |
| | | 87,651 | @ | | Merit Medical Systems, Inc. | | | | | 2,322,752 | | | | | | 0.7 | | | |
| | | 1,010,757 | | | | Other Securities(a) | | | | | 30,599,773 | | | | | | 9.4 | | |
| | | | | | | | | | | | 40,464,700 | | | | | | 12.4 | | |
| | | | | | | Industrials: 18.1% | | ||||||||||||
| | | 63,178 | | | | ABM Industries, Inc. | | | | | 2,580,190 | | | | | | 0.8 | | |
| | | 15,367 | | | | Allegiant Travel Co. | | | | | 2,557,069 | | | | | | 0.8 | | |
| | | 45,547 | @ | | Atlas Air Worldwide Holdings, Inc. | | | | | 2,375,276 | | | | | | 0.7 | | | |
| | | 59,619 | | | | Barnes Group, Inc. | | | | | 2,827,133 | | | | | | 0.9 | | |
| | | 33,155 | | | | CIRCOR International, Inc. | | | | | 2,151,096 | | | | | | 0.7 | | |
| | | 66,865 | | | | Healthcare Services Group, Inc. | | | | | 2,619,102 | | | | | | 0.8 | | |
| | | 31,397 | | | | Insperity, Inc. | | | | | 2,227,617 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 63,654 | | | | Knight Transportation, Inc. | | | | $ | 2,103,765 | | | | | | 0.6 | | |
| | | 63,706 | @ | | On Assignment, Inc. | | | | | 2,813,257 | | | | | | 0.9 | | | |
| | | 58,647 | | | | Simpson Manufacturing Co., Inc. | | | | | 2,565,806 | | | | | | 0.8 | | |
| | | 69,118 | | | | Tetra Tech, Inc. | | | | | 2,982,442 | | | | | | 0.9 | | |
| | | 87,131 | @ | | TrueBlue, Inc. | | | | | 2,147,779 | | | | | | 0.6 | | | |
| | | 25,936 | | | | Universal Forest Products, Inc. | | | | | 2,650,140 | | | | | | 0.8 | | |
| | | 37,807 | | | | Watts Water Technologies, Inc. | | | | | 2,465,016 | | | | | | 0.7 | | |
| | | 560,617 | | | | Other Securities(a) | | | | | 24,122,049 | | | | | | 7.4 | | |
| | | | | | | | | | | | 59,187,737 | | | | | | 18.1 | | |
| | | | | | | Information Technology: 15.0% | | ||||||||||||
| | | 86,211 | @ | | Bottomline Technologies de, Inc. | | | | | 2,156,999 | | | | | | 0.7 | | | |
| | | 25,595 | @ | | CACI International, Inc. | | | | | 3,181,458 | | | | | | 1.0 | | | |
| | | 52,694 | @ | | Cardtronics plc | | | | | 2,875,511 | | | | | | 0.9 | | | |
| | | 17,605 | @ | | Coherent, Inc. | | | | | 2,418,663 | | | | | | 0.7 | | | |
| | | 51,380 | @ | | Electronics for Imaging, Inc. | | | | | 2,253,527 | | | | | | 0.7 | | | |
| | | 51,639 | | | | MKS Instruments, Inc. | | | | | 3,067,357 | | | | | | 0.9 | | |
| | | 66,249 | @ | | Sanmina Corp. | | | | | 2,428,026 | | | | | | 0.7 | | | |
| | | 57,203 | @ | | Synchronoss Technologies, Inc. | | | | | 2,190,875 | | | | | | 0.7 | | | |
| | | 83,408 | @ | | Veeco Instruments, Inc. | | | | | 2,431,343 | | | | | | 0.8 | | | |
| | | 635,426 | | | | Other Securities | | | | | 25,908,885 | | | | | | 7.9 | | |
| | | | | | | | | | | | 48,912,644 | | | | | | 15.0 | | |
| | | | | | | Materials: 5.9% | | ||||||||||||
| | | 94,015 | @ | | Boise Cascade Co. | | | | | 2,115,337 | | | | | | 0.7 | | | |
| | | 56,080 | | | | HB Fuller Co. | | | | | 2,709,225 | | | | | | 0.8 | | |
| | | 103,161 | | | | KapStone Paper and Packaging Corp. | | | | | 2,274,700 | | | | | | 0.7 | | |
| | | 421,755 | | | | Other Securities(a) | | | | | 11,993,388 | | | | | | 3.7 | | |
| | | | | | | | | | | | 19,092,650 | | | | | | 5.9 | | |
| | | | | | | Real Estate: 6.1% | | ||||||||||||
| | | 182,657 | | | | DiamondRock Hospitality Co. | | | | | 2,106,035 | | | | | | 0.7 | | |
| | | 35,960 | | | | EastGroup Properties, Inc. | | | | | 2,655,287 | | | | | | 0.8 | | |
| | | 140,470 | | | | Summit Hotel Properties, Inc. | | | | | 2,251,734 | | | | | | 0.7 | | |
| | | 434,108 | | | | Other Securities | | | | | 12,764,260 | | | | | | 3.9 | | |
| | | | | | | | | | | | 19,777,316 | | | | | | 6.1 | | |
| | | | | | | Telecommunication Services: 1.3% | | ||||||||||||
| | | 109,407 | | | | Other Securities | | | | | 4,330,428 | | | | | | 1.3 | | |
| | | | | | | Utilities: 2.3% | | ||||||||||||
| | | 41,643 | | | | Allete, Inc. | | | | | 2,673,064 | | | | | | 0.8 | | |
| | | 83,124 | | | | Other Securities | | | | | 4,920,509 | | | | | | 1.5 | | |
| | | | | | | | | | | | 7,593,573 | | | | | | 2.3 | | |
| | | | | | | Total Common Stock (Cost $260,279,464) | | | | | 321,795,278 | | | | | | 98.6 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 2.9% | | ||||||||||||
| | | 2,202,668 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,202,791, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $2,246,849, due 12/31/17-10/20/46) | | | | $ | 2,202,668 | | | | | | 0.7 | | |
| | | 2,202,668 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,202,789, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,246,721, due 01/25/17-10/20/66) | | | | | 2,202,668 | | | | | | 0.7 | | |
| | | 2,202,668 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $2,202,794, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,246,721, due 03/02/17-02/01/49) | | | | | 2,202,668 | | | | | | 0.7 | | |
| | | 463,576 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $463,601, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $472,848, due 10/31/18-11/30/22) | | | | | 463,576 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 2,202,668 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,202,789, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,246,721, due 01/15/17-08/20/66) | | | | $ | 2,202,668 | | | | | | 0.7 | | |
| | | | | | | | | | | | 9,274,248 | | | | | | 2.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.5% | | ||||||||||||
| | | 4,975,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $4,975,000) | | | | | 4,975,000 | | | | | | 1.5 | | |
| | | | | | | Total Short-Term Investments (Cost $14,249,248) | | | | | 14,249,248 | | | | | | 4.4 | | |
| | | | | | | Total Investments in Securities (Cost $274,528,712) | | | | $ | 336,044,526 | | | | | | 103.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (9,860,114) | | | | | | (3.0) | | |
| | | | | | | Net Assets | | | | $ | 326,184,412 | | | | | | 100.0 | | |
| | | | | | | | |
Voya Index Plus SmallCap Portfolio | as of December 31, 2016 (continued) |
| Gross Unrealized Appreciation | | | | $ | 68,706,579 | | |
| Gross Unrealized Depreciation | | | | | (7,398,597) | | |
| Net Unrealized Appreciation | | | | $ | 61,307,982 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 321,795,278 | | | | | $ | — | | | | | $ | — | | | | | $ | 321,795,278 | | |
Short-Term Investments | | | | | 4,975,000 | | | | | | 9,274,248 | | | | | | — | | | | | | 14,249,248 | | |
Total Investments, at fair value | | | | $ | 326,770,278 | | | | | $ | 9,274,248 | | | | | $ | — | | | | | $ | 336,044,526 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (60,685) | | | | | $ | — | | | | | $ | — | | | | | $ | (60,685) | | |
Total Liabilities | | | | $ | (60,685) | | | | | $ | — | | | | | $ | — | | | | | $ | (60,685) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 40 | | | | | | 03/17/17 | | | | | $ | 2,713,800 | | | | | $ | (60,685) | | |
| | | | | | | | | | | | | | | | $ | 2,713,800 | | | | | $ | (60,685) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 60,685 | | |
Total Liability Derivatives | | | | | | | $ | 60,685 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2016 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 522,376 | | |
Total | | | | $ | 522,376 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (39,247) | | |
Total | | | | $ | (39,247) | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | |
Class I | | | NII | | | | $ | 0.3842 | | |
Class S | | | NII | | | | $ | 0.3210 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | |
Class I | | | NII | | | | $ | 0.2192 | | |
Class S | | | NII | | | | $ | 0.1589 | | |
All Classes | | | LTCG | | | | $ | 2.0611 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | |
Class I | | | NII | | | | $ | 0.2023 | | |
Class S | | | NII | | | | $ | 0.1379 | | |
All Classes | | | LTCG | | | | $ | 0.6561 | | |
| Voya Index Plus LargeCap Portfolio | | | | | 100.00% | | |
| Voya Index Plus MidCap Portfolio | | | | | 99.99% | | |
| Voya Index Plus SmallCap Portfolio | | | | | 99.99% | | |
| Voya Index Plus MidCap Portfolio | | | | $ | 59,612,364 | | |
| Voya Index Plus SmallCap Portfolio | | | | $ | 7,946,037 | | |
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: 56 | | | 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: 63 | | | 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: 68 | | | 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 (23 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: 75 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | None. | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258-2034 Age: 66 | | | 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: 72 | | | Director | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | 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: 59 | | | 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: 66 | | | 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: 63 | | | 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: 71 | | | Director | | | May 2013 – Present | | | Retired. | | | 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: 61 | | | 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 (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: 61 | | | 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: 58 | | | Executive Vice President | | | April 2002 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (March 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: 66 | | | 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: 50 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management 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: 49 | | | 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: 52 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | 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: 44 | | | 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: 58 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | 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). | |
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 | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | 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). | |
Micheline S. Favor 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance, Voya Investments LLC, and Chief Compliance Officer for Voya Investments, LLC and Directed Services, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014); Assistant Vice President, Senior Project Manager (May 2008 – May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | 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: 40 | | | 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: 59 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, 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: 47 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). 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: 53 | | | Secretary | | | May 2013 – 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: 65 | | | 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: 54 | | | Assistant Secretary | | | May 2013 – 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
Voya Family of Funds
January 19, 2017
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | 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 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 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 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 index that measures the performance of securities of small U.S. companies. | | |
| | Russell Midcap® Growth Index | | | | An 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 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 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. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | Index | | | | Description | | |
| | 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. | | |
| | 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, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 37.9% | |
| Materials | | | 16.0% | |
| Real Estate | | | 8.4% | |
| Consumer Staples | | | 6.8% | |
| Industrials | | | 6.5% | |
| Health Care | | | 6.2% | |
| Consumer Discretionary | | | 4.8% | |
| Telecommunication Services | | | 4.4% | |
| Energy | | | 4.2% | |
| Utilities | | | 2.6% | |
| Information Technology | | | 1.2% | |
| 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, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Commonwealth Bank of Australia | | | 9.4% | |
| Westpac Banking Corp. | | | 7.3% | |
| Australia & New Zealand Banking Group Ltd. | | | 5.9% | |
| National Australia Bank Ltd. | | | 5.4% | |
| BHP Billiton Ltd. | | | 5.3% | |
| Telstra Corp., Ltd. | | | 4.0% | |
| Wesfarmers Ltd. | | | 3.2% | |
| CSL Ltd. | | | 3.0% | |
| Woolworths Ltd. | | | 2.1% | |
| Macquarie Group Ltd. | | | 2.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Australia Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Class I March 2, 2011 | | | |||||||||
| | Class I | | | | | 10.71% | | | | | | 3.64% | | | | | | 0.80% | | | |
| | S&P ASX 200 Index | | | | | 11.27% | | | | | | 4.33% | | | | | | 1.53% | | | |
| | | | |
Portfolio Managers’ Report | Voya Emerging Markets Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 23.7% | |
| Information Technology | | | 22.5% | |
| Consumer Discretionary | | | 10.0% | |
| Energy | | | 7.7% | |
| Materials | | | 7.1% | |
| Consumer Staples | | | 6.9% | |
| Telecommunication Services | | | 5.7% | |
| Industrials | | | 5.6% | |
| Utilities | | | 2.7% | |
| Real Estate | | | 2.5% | |
| Health Care | | | 2.4% | |
| Assets in Excess of Other Liabilities* | | | 3.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Samsung Electronics Co., Ltd. | | | 3.6% | |
| Taiwan Semiconductor Manufacturing Co., Ltd. | | | 3.4% | |
| Tencent Holdings Ltd. | | | 3.4% | |
| Alibaba Group Holding Ltd. ADR | | | 2.4% | |
| China Mobile Ltd. | | | 1.6% | |
| China Construction Bank | | | 1.6% | |
| Naspers Ltd. | | | 1.6% | |
| Baidu, Inc. ADR | | | 1.1% | |
| Industrial & Commercial Bank of China | | | 1.1% | |
| HON HAI Precision Industry Co., Ltd. | | | 1.0% | |
| * Excludes short-term investments. | | |||
| 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 year | | | Since Inception of Classes I and S December 19, 2011 | | | |||||||||
| | Class I | | | | | 10.48% | | | | | | -0.28% | | | | | | 0.35% | | | |
| | Class S | | | | | 10.66% | | | | | | -0.40% | | | | | | 0.21% | | | |
| | MSCI EM Index | | | | | 11.19% | | | | | | 1.28% | | | | | | 1.89% | | | |
| | | | |
Portfolio Managers’ Report | Voya Euro STOXX 50® Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 21.5% | |
| Industrials | | | 14.1% | |
| Consumer Discretionary | | | 11.4% | |
| Consumer Staples | | | 10.7% | |
| Health Care | | | 10.1% | |
| Energy | | | 7.2% | |
| Materials | | | 6.7% | |
| Information Technology | | | 6.6% | |
| Telecommunication Services | | | 5.3% | |
| Utilities | | | 4.5% | |
| Real Estate | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 0.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Total S.A. | | | 5.5% | |
| Siemens AG | | | 4.4% | |
| Sanofi | | | 4.0% | |
| Bayer AG | | | 3.7% | |
| SAP SE | | | 3.6% | |
| BASF SE | | | 3.6% | |
| Anheuser-Busch InBev SA/NV | | | 3.3% | |
| Banco Santander SA | | | 3.2% | |
| Allianz SE | | | 3.2% | |
| Daimler AG | | | 3.2% | |
| 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | 0.16% | | | | | | 5.69% | | | | | | 1.95% | | | |
| | Class I | | | | | 0.78% | | | | | | 6.24% | | | | | | 2.47% | | | |
| | EURO STOXX 50® Index | | | | | 0.70% | | | | | | 5.99% | | | | | | 2.28% | | | |
| | | | |
Portfolio Managers’ Report | Voya FTSE 100 Index® Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 20.6% | |
| Consumer Staples | | | 16.2% | |
| Energy | | | 15.5% | |
| Health Care | | | 10.6% | |
| Consumer Discretionary | | | 9.2% | |
| Materials | | | 9.2% | |
| Industrials | | | 7.0% | |
| Telecommunication Services | | | 4.6% | |
| Utilities | | | 4.2% | |
| Real Estate | | | 1.2% | |
| Information Technology | | | 0.9% | |
| Assets in Excess of Other Liabilities | | | 0.8% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| HSBC Holdings PLC | | | 7.2% | |
| Royal Dutch Shell PLC - Class A | | | 5.4% | |
| BP PLC | | | 5.3% | |
| Royal Dutch Shell PLC - Class B | | | 4.8% | |
| British American Tobacco PLC | | | 4.7% | |
| GlaxoSmithKline PLC | | | 4.2% | |
| AstraZeneca PLC | | | 3.1% | |
| Vodafone Group PLC | | | 2.9% | |
| Diageo PLC | | | 2.9% | |
| Reckitt Benckiser Group PLC | | | 2.4% | |
| 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | -1.67% | | | | | | 3.09% | | | | | | 4.77% | | | |
| | Class I | | | | | -1.17% | | | | | | 3.59% | | | | | | 5.28% | | | |
| | FTSE 100 Index® | | | | | -0.17% | | | | | | 4.20% | | | | | | 5.82% | | | |
| | | | |
Portfolio Managers’ Report | Voya Hang Seng Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 47.5% | |
| Information Technology | | | 11.3% | |
| Real Estate | | | 10.6% | |
| Telecommunication Services | | | 7.8% | |
| Energy | | | 7.0% | |
| Utilities | | | 5.6% | |
| Industrials | | | 5.5% | |
| Consumer Discretionary | | | 2.9% | |
| Consumer Staples | | | 1.6% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| HSBC Holdings PLC | | | 10.6% | |
| Tencent Holdings Ltd. | | | 10.1% | |
| China Construction Bank | | | 9.0% | |
| AIA Group Ltd. | | | 7.3% | |
| China Mobile Ltd. | | | 7.0% | |
| Industrial & Commercial Bank of China | | | 4.8% | |
| Bank of China Ltd. | | | 3.8% | |
| CK Hutchison Holdings Ltd. | | | 3.3% | |
| Hong Kong Exchanges and Clearing Ltd. | | | 3.0% | |
| Ping An Insurance Group Co. of China Ltd. | | | 2.8% | |
| 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S May 4, 2009 | | | |||||||||
| | Class ADV | | | | | 2.85% | | | | | | 5.90% | | | | | | 5.61% | | | |
| | Class I | | | | | 3.35% | | | | | | 6.41% | | | | | | 6.13% | | | |
| | Class S | | | | | 3.07% | | | | | | 6.14% | | | | | | 5.86% | | | |
| | Hang Seng Index | | | | | 4.26% | | | | | | 7.54% | | | | | | 7.66% | | | |
| | | | |
Portfolio Managers’ Report | Voya International Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 20.4% | |
| Industrials | | | 13.6% | |
| Consumer Discretionary | | | 12.1% | |
| Consumer Staples | | | 10.8% | |
| Health Care | | | 10.3% | |
| Materials | | | 7.6% | |
| Energy | | | 5.3% | |
| Information Technology | | | 5.2% | |
| Telecommunication Services | | | 4.4% | |
| Real Estate | | | 3.6% | |
| Utilities | | | 3.3% | |
| Assets in Excess of Other Liabilities* | | | 3.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Nestle S.A. | | | 1.8% | |
| Novartis AG | | | 1.3% | |
| Roche Holding AG | | | 1.3% | |
| HSBC Holdings PLC | | | 1.3% | |
| Toyota Motor Corp. | | | 1.2% | |
| Royal Dutch Shell PLC - Class A | | | 1.0% | |
| BP PLC | | | 0.9% | |
| Total S.A. | | | 0.9% | |
| Royal Dutch Shell PLC - Class B | | | 0.9% | |
| British American Tobacco PLC | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya International Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||||||||
| | | | | 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 | | | | | 0.37% | | | | | | 5.76% | | | | | | 0.30% | | | | | | — | | | |
| | Class I | | | | | 0.83% | | | | | | 6.27% | | | | | | 0.81% | | | | | | — | | | |
| | Class S | | | | | 0.55% | | | | | | 6.01% | | | | | | 0.54% | | | | | | — | | | |
| | Class S2 | | | | | 0.37% | | | | | | 5.84% | | | | | | — | | | | | | 9.41% | | | |
| | MSCI EAFE® Index | | | | | 1.00% | | | | | | 6.53% | | | | | | 1.08% | | | | | | 10.04% | | | |
| | | | |
Portfolio Managers’ Report | Voya Japan TOPIX Index® Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 21.5% | |
| Consumer Discretionary | | | 19.8% | |
| Financials | | | 13.7% | |
| Information Technology | | | 10.4% | |
| Consumer Staples | | | 8.5% | |
| Health Care | | | 6.9% | |
| Materials | | | 6.9% | |
| Telecommunication Services | | | 5.5% | |
| Real Estate | | | 3.2% | |
| Utilities | | | 1.9% | |
| Energy | | | 0.9% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Toyota Motor Corp. | | | 3.7% | |
| Mitsubishi UFJ Financial Group, Inc. | | | 2.4% | |
| Nippon Telegraph & Telephone Corp. | | | 1.8% | |
| Sumitomo Mitsui Financial Group, Inc. | | | 1.6% | |
| SoftBank Group Corp. | | | 1.5% | |
| Honda Motor Co., Ltd. | | | 1.4% | |
| KDDI Corp. | | | 1.3% | |
| Mizuho Financial Group, Inc. | | | 1.2% | |
| Japan Tobacco, Inc. | | | 1.1% | |
| Sony Corp. | | | 1.0% | |
| 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | 2.92% | | | | | | 7.63% | | | | | | 4.55% | | | |
| | Class I | | | | | 3.58% | | | | | | 8.20% | | | | | | 5.08% | | | |
| | TOPIX Index® | | | | | 3.70% | | | | | | 8.82% | | | | | | 5.74% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 34.3% | |
| Consumer Discretionary | | | 19.5% | |
| Health Care | | | 16.2% | |
| Consumer Staples | | | 10.2% | |
| Industrials | | | 9.6% | |
| Materials | | | 3.0% | |
| Financials | | | 2.0% | |
| Real Estate | | | 2.0% | |
| Telecommunication Services | | | 1.5% | |
| Energy | | | 0.3% | |
| Utilities | | | 0.0% | |
| 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, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 7.4% | |
| Microsoft Corp. | | | 6.0% | |
| Amazon.com, Inc. | | | 3.7% | |
| Facebook, Inc. | | | 3.3% | |
| Alphabet, Inc. - Class A | | | 2.9% | |
| Alphabet, Inc. - Class C | | | 2.9% | |
| Walt Disney Co. | | | 2.2% | |
| Home Depot, Inc. | | | 2.1% | |
| Comcast Corp. – Class A | | | 2.0% | |
| UnitedHealth Group, Inc. | | | 1.9% | |
| 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, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I and S May 1, 2009 | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | 6.13% | | | | | | — | | | | | | — | | | | | | 4.84% | | | |
| | Class I | | | | | 6.57% | | | | | | 14.41% | | | | | | 15.20% | | | | | | — | | | |
| | Class S | | | | | 6.31% | | | | | | 14.13% | | | | | | 14.91% | | | | | | — | | | |
| | Russell Top 200® Growth Index | | | | | 6.95% | | | | | | 14.94% | | | | | | 15.76% | | | | | | 5.71% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 22.4% | |
| Financials | | | 15.7% | |
| Health Care | | | 14.7% | |
| Consumer Discretionary | | | 11.3% | |
| Consumer Staples | | | 10.3% | |
| Industrials | | | 9.3% | |
| Energy | | | 7.6% | |
| Telecommunication Services | | | 3.2% | |
| Materials | | | 2.2% | |
| Utilities | | | 1.9% | |
| Real Estate | | | 1.2% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 4.1% | |
| Microsoft Corp. | | | 3.1% | |
| Exxon Mobil Corp. | | | 2.5% | |
| Johnson & Johnson | | | 2.0% | |
| JPMorgan Chase & Co. | | | 2.1% | |
| Berkshire Hathaway, Inc. – Class B | | | 2.0% | |
| Amazon.com, Inc. | | | 1.9% | |
| General Electric Co. | | | 1.9% | |
| AT&T, Inc. | | | 1.7% | |
| Facebook, Inc. | | | 1.7% | |
| 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, 2016 | | | ||||||||||||||||||||||||
| | | | | 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 | | | | | 10.45% | | | | | | 13.74% | | | | | | 7.80% | | | | | | — | | | |
| | Class I | | | | | 10.95% | | | | | | 14.31% | | | | | | 8.35% | | | | | | — | | | |
| | Class S | | | | | 10.74% | | | | | | 14.03% | | | | | | 8.08% | | | | | | — | | | |
| | Class S2 | | | | | 10.53% | | | | | | 13.86% | | | | | | — | | | | | | 16.24% | | | |
| | Russell Top 200® Index | | | | | 11.33% | | | | | | 14.67% | | | | | | 8.71% | | | | | | 17.24% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Value Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 29.3% | |
| Energy | | | 14.7% | |
| Health Care | | | 12.7% | |
| Consumer Staples | | | 10.0% | |
| Information Technology | | | 9.5% | |
| Industrials | | | 8.7% | |
| Telecommunication Services | | | 4.9% | |
| Utilities | | | 3.8% | |
| Consumer Discretionary | | | 2.7% | |
| Materials | | | 1.4% | |
| Real Estate | | | 0.4% | |
| Assets in Excess of Other Liabilities* | | | 1.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Exxon Mobil Corp. | | | 4.9% | |
| JPMorgan Chase & Co. | | | 4.1% | |
| Berkshire Hathaway, Inc. – Class B | | | 4.0% | |
| AT&T, Inc. | | | 3.4% | |
| Johnson & Johnson | | | 3.4% | |
| Wells Fargo & Co. | | | 3.3% | |
| General Electric Co. | | | 3.0% | |
| Bank of America Corp. | | | 2.9% | |
| Chevron Corp. | | | 2.9% | |
| Procter & Gamble Co. | | | 2.8% | |
| 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, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I and S May 1, 2009 | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | 15.10% | | | | | | — | | | | | | — | | | | | | 7.11% | | | |
| | Class I | | | | | 15.64% | | | | | | 13.97% | | | | | | 14.01% | | | | | | — | | | |
| | Class S | | | | | 15.30% | | | | | | 13.67% | | | | | | 13.73% | | | | | | — | | | |
| | Russell Top 200® Value Index | | | | | 16.20% | | | | | | 14.40% | | | | | | 14.44% | | | | | | 8.09% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Consumer Discretionary | | | 23.3% | |
| Information Technology | | | 21.6% | |
| Health Care | | | 14.8% | |
| Industrials | | | 14.7% | |
| Consumer Staples | | | 7.2% | |
| Financials | | | 5.4% | |
| Materials | | | 5.1% | |
| Real Estate | | | 4.6% | |
| Energy | | | 1.4% | |
| Telecommunication Services | | | 0.5% | |
| 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, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Nvidia Corp. | | | 1.9% | |
| O’Reilly Automotive, Inc. | | | 1.0% | |
| Ross Stores, Inc. | | | 0.9% | |
| Equinix, Inc. | | | 0.9% | |
| Zoetis, Inc. | | | 0.9% | |
| Intuitive Surgical, Inc. | | | 0.9% | |
| Fiserv, Inc. | | | 0.8% | |
| Autozone, Inc. | | | 0.8% | |
| Electronic Arts, Inc. | | | 0.8% | |
| Dollar General Corp. | | | 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, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I, S and S2 May 1, 2009 | | | |||||||||
| | Class I | | | | | 7.11% | | | | | | 13.18% | | | | | | 15.50% | | | |
| | Class S | | | | | 6.81% | | | | | | 12.90% | | | | | | 15.23% | | | |
| | Class S2 | | | | | 6.65% | | | | | | 12.73% | | | | | | 15.06% | | | |
| | Russell Midcap® Growth Index | | | | | 7.33% | | | | | | 13.51% | | | | | | 15.86% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Consumer Discretionary | | | 14.9% | |
| Information Technology | | | 14.4% | |
| Industrials | | | 13.4% | |
| Financials | | | 13.3% | |
| Real Estate | | | 9.6% | |
| Health Care | | | 8.8% | |
| Energy | | | 6.4% | |
| Utilities | | | 6.0% | |
| Materials | | | 5.5% | |
| Consumer Staples | | | 4.9% | |
| Telecommunication Services | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 1.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Nvidia Corp. | | | 0.9% | |
| Johnson Controls International plc | | | 0.6% | |
| Synchrony Financial | | | 0.5% | |
| Baker Hughes, Inc. | | | 0.5% | |
| SunTrust Banks, Inc. | | | 0.5% | |
| ProLogis, Inc. | | | 0.4% | |
| Marriott International, Inc. | | | 0.4% | |
| Marathon Petroleum Corp. | | | 0.4% | |
| O'Reilly Automotive, Inc. | | | 0.4% | |
| Ross Stores, Inc. | | | 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, 2016 | | | ||||||||||||||||||||||||
| | | | | 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 | | | | | 12.86% | | | | | | 13.73% | | | | | | 9.16% | | | | | | — | | | |
| | Class I | | | | | 13.40% | | | | | | 14.30% | | | | | | 9.70% | | | | | | — | | | |
| | Class S | | | | | 13.12% | | | | | | 14.01% | | | | | | 9.42% | | | | | | — | | | |
| | Class S2 | | | | | 12.99% | | | | | | 13.85% | | | | | | — | | | | | | 18.98% | | | |
| | Russell Midcap® Index | | | | | 13.80% | | | | | | 14.72% | | | | | | 10.08% | | | | | | 19.86% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Small Cap Index Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 19.3% | |
| Information Technology | | | 16.5% | |
| Industrials | | | 14.3% | |
| Consumer Discretionary | | | 12.2% | |
| Health Care | | | 11.8% | |
| Real Estate | | | 7.7% | |
| Materials | | | 4.7% | |
| Energy | | | 3.6% | |
| Utilities | | | 3.5% | |
| Consumer Staples | | | 2.9% | |
| Telecommunication Services | | | 0.8% | |
| Assets in Excess of Other Liabilities* | | | 2.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (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, 2016 | | | ||||||||||||||||||||||||
| | | | | 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 | | | | | 20.56% | | | | | | 13.77% | | | | | | 9.66% | | | | | | — | | | |
| | Class I | | | | | 21.11% | | | | | | 14.33% | | | | | | 10.20% | | | | | | — | | | |
| | Class S | | | | | 20.81% | | | | | | 14.05% | | | | | | 9.92% | | | | | | — | | | |
| | Class S2 | | | | | 20.70% | | | | | | 13.90% | | | | | | — | | | | | | 18.27% | | | |
| | Russell 2000® Index | | | | | 21.31% | | | | | | 14.46% | | | | | | 10.39% | | | | | | 18.93% | | | |
| | | | |
Portfolio Managers’ Report | Voya U.S. Bond Index Portfolio |
| Investment Type Allocation as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 36.7% | |
| U.S. Government Agency Obligations | | | 28.6% | |
| Corporate Bonds/Notes | | | 25.7% | |
| Foreign Government Bonds | | | 2.8% | |
| Commercial Mortgage-Backed Securities | | | 1.9% | |
| Municipal Bonds | | | 1.0% | |
| Asset-Backed Securities | | | 0.5% | |
| Collateralized Mortgage Obligations | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 2.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 2.000%, 11/15/26 | | | 2.5% | |
| Ginnie Mae, 3.500%, 09/20/46 | | | 2.4% | |
| Ginnie Mae, 3.000%, 01/15/43 | | | 2.1% | |
| Freddie Mac, 3.500%, 07/15/41 | | | 1.5% | |
| United States Treasury Note, 2.750%, 02/15/24 | | | 1.3% | |
| Freddie Mac, 3.500%, 02/01/44 | | | 1.1% | |
| United States Treasury Note, 2.750%, 11/15/23 | | | 1.1% | |
| United States Treasury Note, 1.375%, 04/30/21 | | | 1.1% | |
| Freddie Mac, 3.500%, 04/01/43 | | | 1.0% | |
| United States Treasury Note, 1.750%, 11/30/21 | | | 1.0% | |
| * Excludes short-term investments. | | |||
| 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, 2016 | | | ||||||||||||||||||||||||||||||
| | | | | 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 | | | | | 1.87% | | | | | | 1.38% | | | | | | — | | | | | | 3.13% | | | | | | — | | | |
| | Class I | | | | | 2.33% | | | | | | 1.88% | | | | | | 3.64% | | | | | | — | | | | | | — | | | |
| | Class S | | | | | 2.10% | | | | | | 1.63% | | | | | | — | | | | | | 3.37% | | | | | | — | | | |
| | Class S2 | | | | | 1.97% | | | | | | 1.48% | | | | | | — | | | | | | — | | | | | | 3.39% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond | | | | | 2.65% | | | | | | 2.23% | | | | | | 4.06% | | | | | | 4.03% | | | | | | 4.16% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | ||||||||||||||||||||||||
Voya Australia Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,053.70 | | | | | | 0.48% | | | | | $ | 2.48 | | | | | $ | 1,000.00 | | | | | $ | 1,022.72 | | | | | | 0.48% | | | | | $ | 2.44 | | |
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,032.40 | | | | | | 0.57% | | | | | $ | 2.91 | | | | | $ | 1,000.00 | | | | | $ | 1,022.27 | | | | | | 0.57% | | | | | $ | 2.90 | | |
Class S | | | | | 1,000.00 | | | | | | 1,035.80 | | | | | | 0.82 | | | | | | 4.20 | | | | | | 1,000.00 | | | | | | 1,021.01 | | | | | | 0.82 | | | | | | 4.17 | | |
Voya Euro STOXX 50® Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,083.40 | | | | | | 0.94% | | | | | $ | 4.92 | | | | | $ | 1,000.00 | | | | | $ | 1,020.41 | | | | | | 0.94% | | | | | $ | 4.77 | | |
Class I | | | | | 1,000.00 | | | | | | 1,087.40 | | | | | | 0.44 | | | | | | 2.31 | | | | | | 1,000.00 | | | | | | 1,022.92 | | | | | | 0.44 | | | | | | 2.24 | | |
Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,017.60 | | | | | | 0.92% | | | | | $ | 4.67 | | | | | $ | 1,000.00 | | | | | $ | 1,020.51 | | | | | | 0.92% | | | | | $ | 4.67 | | |
Class I | | | | | 1,000.00 | | | | | | 1,021.00 | | | | | | 0.42 | | | | | | 2.13 | | | | | | 1,000.00 | | | | | | 1,023.03 | | | | | | 0.42 | | | | | | 2.14 | | |
Voya Hang Seng Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,049.50 | | | | | | 1.16% | | | | | $ | 5.98 | | | | | $ | 1,000.00 | | | | | $ | 1,019.30 | | | | | | 1.16% | | | | | $ | 5.89 | | |
Class I | | | | | 1,000.00 | | | | | | 1,052.60 | | | | | | 0.66 | | | | | | 3.41 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.66 | | | | | | 3.35 | | |
Class S | | | | | 1,000.00 | | | | | | 1,051.00 | | | | | | 0.91 | | | | | | 4.69 | | | | | | 1,000.00 | | | | | | 1,020.56 | | | | | | 0.91 | | | | | | 4.62 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | ||||||||||||||||||||||||
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,042.30 | | | | | | 0.97% | | | | | $ | 4.98 | | | | | $ | 1,000.00 | | | | | $ | 1,020.26 | | | | | | 0.97% | | | | | $ | 4.93 | | |
Class I | | | | | 1,000.00 | | | | | | 1,043.80 | | | | | | 0.48 | | | | | | 2.47 | | | | | | 1,000.00 | | | | | | 1,022.72 | | | | | | 0.48 | | | | | | 2.44 | | |
Class S | | | | | 1,000.00 | | | | | | 1,042.90 | | | | | | 0.73 | | | | | | 3.75 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.73 | | | | | | 3.71 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,041.90 | | | | | | 0.88 | | | | | | 4.52 | | | | | | 1,000.00 | | | | | | 1,020.71 | | | | | | 0.88 | | | | | | 4.47 | | |
Voya Japan TOPIX Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,064.30 | | | | | | 0.93% | | | | | $ | 4.83 | | | | | $ | 1,000.00 | | | | | $ | 1,020.46 | | | | | | 0.93% | | | | | $ | 4.72 | | |
Class I | | | | | 1,000.00 | | | | | | 1,066.60 | | | | | | 0.43 | | | | | | 2.23 | | | | | | 1,000.00 | | | | | | 1,022.97 | | | | | | 0.43 | | | | | | 2.19 | | |
Voya RussellTM Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,054.20 | | | | | | 0.93% | | | | | $ | 4.80 | | | | | $ | 1,000.00 | | | | | $ | 1,020.46 | | | | | | 0.93% | | | | | $ | 4.72 | | |
Class I | | | | | 1,000.00 | | | | | | 1,056.20 | | | | | | 0.43 | | | | | | 2.22 | | | | | | 1,000.00 | | | | | | 1,022.97 | | | | | | 0.43 | | | | | | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 1,055.30 | | | | | | 0.68 | | | | | | 3.51 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.68 | | | | | | 3.46 | | |
Voya RussellTM Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,076.80 | | | | | | 0.87% | | | | | $ | 4.54 | | | | | $ | 1,000.00 | | | | | $ | 1,020.76 | | | | | | 0.87% | | | | | $ | 4.42 | | |
Class I | | | | | 1,000.00 | | | | | | 1,079.40 | | | | | | 0.37 | | | | | | 1.93 | | | | | | 1,000.00 | | | | | | 1,023.28 | | | | | | 0.37 | | | | | | 1.88 | | |
Class S | | | | | 1,000.00 | | | | | | 1,077.90 | | | | | | 0.62 | | | | | | 3.24 | | | | | | 1,000.00 | | | | | | 1,022.02 | | | | | | 0.62 | | | | | | 3.15 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,076.50 | | | | | | 0.77 | | | | | | 4.02 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.77 | | | | | | 3.91 | | |
Voya RussellTM Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,099.90 | | | | | | 0.89% | | | | | $ | 4.70 | | | | | $ | 1,000.00 | | | | | $ | 1,020.66 | | | | | | 0.89% | | | | | $ | 4.52 | | |
Class I | | | | | 1,000.00 | | | | | | 1,102.30 | | | | | | 0.39 | | | | | | 2.06 | | | | | | 1,000.00 | | | | | | 1,023.18 | | | | | | 0.39 | | | | | | 1.98 | | |
Class S | | | | | 1,000.00 | | | | | | 1,100.80 | | | | | | 0.64 | | | | | | 3.38 | | | | | | 1,000.00 | | | | | | 1,021.92 | | | | | | 0.64 | | | | | | 3.25 | | |
Voya RussellTM Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,049.70 | | | | | | 0.43% | | | | | $ | 2.22 | | | | | $ | 1,000.00 | | | | | $ | 1,022.97 | | | | | | 0.43% | | | | | $ | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 1,048.30 | | | | | | 0.68 | | | | | | 3.50 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.68 | | | | | | 3.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,047.20 | | | | | | 0.83 | | | | | | 4.27 | | | | | | 1,000.00 | | | | | | 1,020.96 | | | | | | 0.83 | | | | | | 4.22 | | |
Voya RussellTM Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,074.20 | | | | | | 0.93% | | | | | $ | 4.85 | | | | | $ | 1,000.00 | | | | | $ | 1,020.46 | | | | | | 0.93% | | | | | $ | 4.72 | | |
Class I | | | | | 1,000.00 | | | | | | 1,076.60 | | | | | | 0.43 | | | | | | 2.24 | | | | | | 1,000.00 | | | | | | 1,022.97 | | | | | | 0.43 | | | | | | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 1,075.10 | | | | | | 0.68 | | | | | | 3.55 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.68 | | | | | | 3.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,074.50 | | | | | | 0.83 | | | | | | 4.33 | | | | | | 1,000.00 | | | | | | 1,020.96 | | | | | | 0.83 | | | | | | 4.22 | | |
Voya RussellTM Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,182.00 | | | | | | 0.95% | | | | | $ | 5.21 | | | | | $ | 1,000.00 | | | | | $ | 1,020.36 | | | | | | 0.95% | | | | | $ | 4.82 | | |
Class I | | | | | 1,000.00 | | | | | | 1,185.20 | | | | | | 0.45 | | | | | | 2.47 | | | | | | 1,000.00 | | | | | | 1,022.87 | | | | | | 0.45 | | | | | | 2.29 | | |
Class S | | | | | 1,000.00 | | | | | | 1,183.30 | | | | | | 0.70 | | | | | | 3.84 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.70 | | | | | | 3.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,182.90 | | | | | | 0.85 | | | | | | 4.66 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.85 | | | | | | 4.32 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 969.60 | | | | | | 0.90% | | | | | $ | 4.46 | | | | | $ | 1,000.00 | | | | | $ | 1,020.61 | | | | | | 0.90% | | | | | $ | 4.57 | | |
Class I | | | | | 1,000.00 | | | | | | 972.20 | | | | | | 0.40 | | | | | | 1.98 | | | | | | 1,000.00 | | | | | | 1,023.13 | | | | | | 0.40 | | | | | | 2.03 | | |
Class S | | | | | 1,000.00 | | | | | | 970.80 | | | | | | 0.65 | | | | | | 3.22 | | | | | | 1,000.00 | | | | | | 1,021.87 | | | | | | 0.65 | | | | | | 3.30 | | |
Class S2 | | | | | 1,000.00 | | | | | | 970.10 | | | | | | 0.80 | | | | | | 3.96 | | | | | | 1,000.00 | | | | | | 1,021.11 | | | | | | 0.80 | | | | | | 4.06 | | |
Voya Variable Portfolios, Inc.
February 21, 2017
| | | 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+* | | | | $ | 140,904,043 | | | | | $ | 511,545,714 | | | | | $ | 401,719,926 | | | | | $ | 294,329,835 | | |
Short-term investments at fair value** | | | | | 2,568,196 | | | | | | 14,881,133 | | | | | | 4,721,640 | | | | | | — | | |
Total investments at fair value | | | | $ | 143,472,239 | | | | | $ | 526,426,847 | | | | | $ | 406,441,566 | | | | | $ | 294,329,835 | | |
Cash | | | | | 157 | | | | | | 410 | | | | | | 1,737,272 | | | | | | 640,359 | | |
Cash collateral for futures | | | | | 62,754 | | | | | | 398,192 | | | | | | 762,287 | | | | | | 537,200 | | |
Foreign currencies at value*** | | | | | 520,611 | | | | | | 658,523 | | | | | | 5,222 | | | | | | 450,098 | | |
Foreign cash collateral for futures**** | | | | | 143,716 | | | | | | — | | | | | | 364,154 | | | | | | 259,350 | | |
Receivables: | | | | | | ||||||||||||||||||||
Fund shares sold | | | | | 2,888 | | | | | | 8,071,336 | | | | | | 19,728 | | | | | | 5,699 | | |
Dividends | | | | | 303,685 | | | | | | 1,347,524 | | | | | | 237,969 | | | | | | 640,017 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 718,316 | | | | | | 8,215 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 1,178 | | | | | | — | | | | | | 29,598 | | | | | | 2,778 | | |
Prepaid expenses | | | | | 462 | | | | | | 2,076 | | | | | | 1,735 | | | | | | 1,358 | | |
Other assets | | | | | 2,730 | | | | | | 7,331 | | | | | | 10,734 | | | | | | 8,381 | | |
Total assets | | | | | 144,510,420 | | | | | | 536,912,239 | | | | | | 410,328,581 | | | | | | 296,883,290 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | 30,160 | | | | | | 42 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 17,546 | | | | | | 600,662 | | | | | | 44,360 | | | | | | 34,987 | | |
Payable upon receipt of securities loaned | | | | | 1,995,196 | | | | | | 7,298,133 | | | | | | 4,721,640 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 6,096 | | | | | | — | | | | | | 10,060 | | | | | | 20,016 | | |
Payable for investment management fees | | | | | 42,374 | | | | | | 176,621 | | | | | | 117,648 | | | | | | 87,375 | | |
Payable for distribution and shareholder service fees | | | | | — | | | | | | — | | | | | | 9,276 | | | | | | 2,026 | | |
Payable for directors fees | | | | | 534 | | | | | | 2,726 | | | | | | 2,267 | | | | | | 1,504 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 2,730 | | | | | | 7,331 | | | | | | 10,734 | | | | | | 8,381 | | |
Other accrued expenses and liabilities | | | | | 62,350 | | | | | | 362,982 | | | | | | 235,209 | | | | | | 115,049 | | |
Total liabilities | | | | | 2,156,986 | | | | | | 8,448,497 | | | | | | 5,151,194 | | | | | | 269,338 | | |
NET ASSETS | | | | $ | 142,353,434 | | | | | $ | 528,463,742 | | | | | $ | 405,177,387 | | | | | $ | 296,613,952 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 178,662,701 | | | | | $ | 629,584,453 | | | | | $ | 406,446,942 | | | | | $ | 291,136,879 | | |
Undistributed net investment income | | | | | 4,736,318 | | | | | | 9,905,933 | | | | | | 14,972,386 | | | | | | 10,857,769 | | |
Accumulated net realized gain (loss) | | | | | (31,890,948) | | | | | | (82,092,043) | | | | | | (29,998,234) | | | | | | 1,559,009 | | |
Net unrealized appreciation (depreciation) | | | | | (9,154,637) | | | | | | (28,934,601) | | | | | | 13,756,293 | | | | | | (6,939,705) | | |
NET ASSETS | | | | $ | 142,353,434 | | | | | $ | 528,463,742 | | | | | $ | 405,177,387 | | | | | $ | 296,613,952 | | |
+ Including securities loaned at value | | | | $ | 1,886,386 | | | | | $ | 6,908,791 | | | | | $ | 4,486,064 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 150,076,707 | | | | | $ | 540,303,606 | | | | | $ | 387,984,365 | | | | | $ | 301,297,153 | | |
** Cost of short-term investments | | | | $ | 2,568,196 | | | | | $ | 14,881,133 | | | | | $ | 4,721,640 | | | | | $ | — | | |
*** Cost of foreign currencies | | | | $ | 523,397 | | | | | $ | 659,188 | | | | | $ | 26,482 | | | | | $ | 451,149 | | |
**** Cost of foreign cash collateral for futures | | | | $ | 143,716 | | | | | $ | — | | | | | $ | 364,154 | | | | | $ | 259,350 | | |
| | | 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 | | | | | $ | 22,343,380 | | | | | $ | 4,826,349 | | |
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 | | | | | | 2,356,286 | | | | | | 557,076 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 9.48 | | | | | $ | 8.66 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 142,353,434 | | | | | $ | 528,460,876 | | | | | $ | 382,834,007 | | | | | $ | 291,787,603 | | |
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 | | | | | 17,761,499 | | | | | | 55,285,569 | | | | | | 39,974,185 | | | | | | 33,370,675 | | |
Net asset value and redemption price per share | | | | $ | 8.01 | | | | | $ | 9.56 | | | | | $ | 9.58 | | | | | $ | 8.74 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 2,866 | | | | | | 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 | | | | | | 300 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.55 | | | | | | 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+* | | | | $ | 94,377,548 | | | | | $ | 1,278,743,774 | | | | | $ | 290,089,192 | | | | | $ | 557,514,956 | | |
Short-term investments at fair value** | | | | | 569,246 | | | | | | 53,038,302 | | | | | | 3,217,027 | | | | | | 9,649,149 | | |
Total investments at fair value | | | | $ | 94,946,794 | | | | | $ | 1,331,782,076 | | | | | $ | 293,306,219 | | | | | $ | 567,164,105 | | |
Cash | | | | | 218 | | | | | | 1,707 | | | | | | 1,590,107 | | | | | | 339 | | |
Cash collateral for futures | | | | | 274,709 | | | | | | 1,947,482 | | | | | | 359,006 | | | | | | 287,809 | | |
Foreign currencies at value*** | | | | | 151,104 | | | | | | 426,009 | | | | | | 30,687 | | | | | | — | | |
Foreign cash collateral for futures**** | | | | | 58,932 | | | | | | — | | | | | | 130,280 | | | | | | — | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | 353,862 | | | | | | 239,878 | | | | | | — | | |
Fund shares sold | | | | | 1,429 | | | | | | 9,754,905 | | | | | | 5,761 | | | | | | 107,141 | | |
Dividends | | | | | 34 | | | | | | 1,346,754 | | | | | | 352,230 | | | | | | 507,769 | | |
Foreign tax reclaims | | | | | — | | | | | | 2,083,081 | | | | | | 307 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 1,356 | | | | | | — | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 298 | | | | | | 5,505 | | | | | | 1,539 | | | | | | 2,251 | | |
Reimbursement due from manager | | | | | — | | | | | | 58,112 | | | | | | — | | | | | | — | | |
Other assets | | | | | 2,280 | | | | | | 54,154 | | | | | | 7,492 | | | | | | 9,640 | | |
Total assets | | | | | 95,437,154 | | | | | | 1,347,813,647 | | | | | | 296,023,506 | | | | | | 568,079,054 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for fund shares redeemed | | | | | 221,418 | | | | | | 1,106,131 | | | | | | 35,801 | | | | | | 341,438 | | |
Payable upon receipt of securities loaned | | | | | 554,246 | | | | | | 20,883,302 | | | | | | 3,217,027 | | | | | | 1,957,149 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 320 | | | | | | — | | | | | | 14,111 | | | | | | — | | |
Payable for investment management fees | | | | | 40,986 | | | | | | 512,312 | | | | | | 88,366 | | | | | | 190,746 | | |
Payable for distribution and shareholder service fees | | | | | 5,962 | | | | | | 303,625 | | | | | | 4,751 | | | | | | 59,460 | | |
Payable for directors fees | | | | | 432 | | | | | | 6,479 | | | | | | 1,624 | | | | | | 2,802 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 2,280 | | | | | | 54,154 | | | | | | 7,492 | | | | | | 9,640 | | |
Other accrued expenses and liabilities | | | | | 60,518 | | | | | | 485,756 | | | | | | 88,926 | | | | | | 55,539 | | |
Total liabilities | | | | | 886,162 | | | | | | 23,351,759 | | | | | | 3,458,098 | | | | | | 2,616,774 | | |
NET ASSETS | | | | $ | 94,550,992 | | | | | $ | 1,324,461,888 | | | | | $ | 292,565,408 | | | | | $ | 565,462,280 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 83,711,236 | | | | | $ | 1,437,658,178 | | | | | $ | 233,547,133 | | | | | $ | 296,319,888 | | |
Undistributed net investment income | | | | | 1,026,783 | | | | | | 33,507,334 | | | | | | 6,072,077 | | | | | | 6,744,015 | | |
Accumulated net realized gain (loss) | | | | | (3,950,620) | | | | | | (153,503,276) | | | | | | 2,531,235 | | | | | | (218,676) | | |
Net unrealized appreciation | | | | | 13,763,593 | | | | | | 6,799,652 | | | | | | 50,414,963 | | | | | | 262,617,053 | | |
NET ASSETS | | | | $ | 94,550,992 | | | | | $ | 1,324,461,888 | | | | | $ | 292,565,408 | | | | | $ | 565,462,280 | | |
+ Including securities loaned at value | | | | $ | 523,916 | | | | | $ | 19,826,388 | | | | | $ | 3,058,729 | | | | | $ | 1,917,858 | | |
* Cost of investments in securities | | | | $ | 80,620,542 | | | | | $ | 1,271,751,116 | | | | | $ | 239,689,033 | | | | | $ | 294,896,433 | | |
** Cost of short-term investments | | | | $ | 569,246 | | | | | $ | 53,038,302 | | | | | $ | 3,217,027 | | | | | $ | 9,649,149 | | |
*** Cost of foreign currencies | | | | $ | 150,926 | | | | | $ | 427,036 | | | | | $ | 30,174 | | | | | $ | — | | |
**** Cost of foreign cash collateral for futures | | | | $ | 58,932 | | | | | $ | — | | | | | $ | 130,280 | | | | | $ | — | | |
| | | 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 | | | | $ | 905,110 | | | | | $ | 692,196,503 | | | | | $ | 10,944,067 | | | | | $ | 3,258 | | |
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 | | | | | 71,089 | | | | | | 80,228,499 | | | | | | 1,048,818 | | | | | | 121 | | |
Net asset value and redemption price per share | | | | $ | 12.73 | | | | | $ | 8.63 | | | | | $ | 10.43 | | | | | $ | 27.04 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 68,222,565 | | | | | $ | 557,787,804 | | | | | $ | 281,621,341 | | | | | $ | 284,193,991 | | |
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 | | | | | 5,324,782 | | | | | | 63,314,995 | | | | | | 26,648,266 | | | | | | 10,431,181 | | |
Net asset value and redemption price per share | | | | $ | 12.81 | | | | | $ | 8.81 | | | | | $ | 10.57 | | | | | $ | 27.24 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 25,423,317 | | | | | $ | 73,053,634 | | | | | | n/a | | | | | $ | 281,265,031 | | |
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 | | | | | 1,988,542 | | | | | | 8,350,675 | | | | | | n/a | | | | | | 10,378,507 | | |
Net asset value and redemption price per share | | | | $ | 12.78 | | | | | $ | 8.75 | | | | | | n/a | | | | | $ | 27.10 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 1,423,947 | | | | | | 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 | | | | | | 163,476 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.71 | | | | | | 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+* | | | | $ | 832,625,746 | | | | | $ | 428,082,510 | | | | | $ | 291,551,641 | | | | | $ | 1,935,015,447 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | — | | | | | | — | | | | | | 2,504,942 | | |
Short-term investments at fair value*** | | | | | 4,363,235 | | | | | | 7,824,389 | | | | | | 18,673,245 | | | | | | 77,983,262 | | |
Total investments at fair value | | | | $ | 836,988,981 | | | | | $ | 435,906,899 | | | | | $ | 310,224,886 | | | | | $ | 2,015,503,651 | | |
Cash | | | | | 117 | | | | | | 132 | | | | | | 876 | | | | | | 73 | | |
Cash collateral for futures | | | | | 142,753 | | | | | | 337,855 | | | | | | 181,528 | | | | | | 1,438,883 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | — | | | | | | — | | | | | | 535,317 | | |
Fund shares sold | | | | | 104,945 | | | | | | 93,912 | | | | | | 9,419 | | | | | | 756,458 | | |
Dividends | | | | | 1,021,389 | | | | | | 666,584 | | | | | | 193,647 | | | | | | 2,922,739 | | |
Foreign tax reclaims | | | | | — | | | | | | 344 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 3,189 | | | | | | 1,622 | | | | | | 1,446 | | | | | | 7,782 | | |
Reimbursement due from manager | | | | | 6,106 | | | | | | — | | | | | | 7,058 | | | | | | 10,745 | | |
Other assets | | | | | 61,841 | | | | | | 4,928 | | | | | | 6,648 | | | | | | 44,160 | | |
Total assets | | | | | 838,329,321 | | | | | | 437,012,276 | | | | | | 310,625,508 | | | | | | 2,021,219,808 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | — | | | | | | — | | | | | | — | | | | | | 799,111 | | |
Payable for fund shares redeemed | | | | | 1,459,848 | | | | | | 126,521 | | | | | | 201,238 | | | | | | 5,907,455 | | |
Payable upon receipt of securities loaned | | | | | 1,805,235 | | | | | | 338,389 | | | | | | 14,284,245 | | | | | | 41,112,262 | | |
Payable for investment management fees | | | | | 248,733 | | | | | | 131,875 | | | | | | 101,420 | | | | | | 688,289 | | |
Payable for distribution and shareholder service fees | | | | | 138,503 | | | | | | 71,563 | | | | | | 61,475 | | | | | | 150,275 | | |
Payable for directors fees | | | | | 3,984 | | | | | | 1,999 | | | | | | 1,541 | | | | | | 9,720 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 61,841 | | | | | | 4,928 | | | | | | 6,648 | | | | | | 44,160 | | |
Other accrued expenses and liabilities | | | | | 87,496 | | | | | | 23,847 | | | | | | 120,959 | | | | | | 203,727 | | |
Total liabilities | | | | | 3,805,640 | | | | | | 699,122 | | | | | | 14,777,526 | | | | | | 48,914,999 | | |
NET ASSETS | | | | $ | 834,523,681 | | | | | $ | 436,313,154 | | | | | $ | 295,847,982 | | | | | $ | 1,972,304,809 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 484,741,114 | | | | | $ | 341,856,545 | | | | | $ | 188,210,001 | | | | | $ | 975,084,917 | | |
Undistributed net investment income | | | | | 12,955,060 | | | | | | 8,351,785 | | | | | | 2,052,354 | | | | | | 27,483,472 | | |
Accumulated net realized gain (loss) | | | | | (138,226,588) | | | | | | (4,637,513) | | | | | | (735,108) | | | | | | 121,207,760 | | |
Net unrealized appreciation | | | | | 475,054,095 | | | | | | 90,742,337 | | | | | | 106,320,735 | | | | | | 848,528,660 | | |
NET ASSETS | | | | $ | 834,523,681 | | | | | $ | 436,313,154 | | | | | $ | 295,847,982 | | | | | $ | 1,972,304,809 | | |
+ Including securities loaned at value | | | | $ | 1,769,061 | | | | | $ | 331,621 | | | | | $ | 13,915,642 | | | | | $ | 40,062,275 | | |
* Cost of investments in securities | | | | $ | 357,571,750 | | | | | $ | 337,337,221 | | | | | $ | 185,156,025 | | | | | $ | 1,086,345,538 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,115,520 | | |
*** Cost of short-term investments | | | | $ | 4,363,235 | | | | | $ | 7,824,389 | | | | | $ | 18,673,245 | | | | | $ | 77,983,262 | | |
| | | 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 | | | | $ | 34,465,991 | | | | | $ | 3,350 | | | | | | n/a | | | | | $ | 158,644,767 | | |
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 | | | | | 2,015,936 | | | | | | 161 | | | | | | n/a | | | | | | 10,844,722 | | |
Net asset value and redemption price per share | | | | $ | 17.10 | | | | | $ | 20.81 | | | | | | n/a | | | | | $ | 14.63 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 220,227,866 | | | | | $ | 97,341,453 | | | | | $ | 9,833,647 | | | | | $ | 1,432,809,688 | | |
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 | | | | | 12,650,922 | | | | | | 4,634,097 | | | | | | 344,951 | | | | | | 95,238,764 | | |
Net asset value and redemption price per share | | | | $ | 17.41 | | | | | $ | 21.01 | | | | | $ | 28.51 | | | | | $ | 15.04 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 578,599,531 | | | | | $ | 338,968,351 | | | | | $ | 284,538,958 | | | | | $ | 364,384,225 | | |
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 | | | | | 33,468,882 | | | | | | 16,248,793 | | | | | | 10,009,003 | | | | | | 24,483,701 | | |
Net asset value and redemption price per share | | | | $ | 17.29 | | | | | $ | 20.86 | | | | | $ | 28.43 | | | | | $ | 14.88 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 1,230,293 | | | | | | n/a | | | | | $ | 1,475,377 | | | | | $ | 16,466,129 | | |
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 | | | | | 69,346 | | | | | | n/a | | | | | | 51,972 | | | | | | 1,119,588 | | |
Net asset value and redemption price per share | | | | $ | 17.74 | | | | | | n/a | | | | | $ | 28.39 | | | | | $ | 14.71 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
ASSETS: | | | | ||||||||||
Investments in securities at fair value+* | | | | $ | 775,597,946 | | | | | $ | 3,253,586,793 | | |
Short-term investments at fair value** | | | | | 71,276,661 | | | | | | 392,728,283 | | |
Total investments at fair value | | | | $ | 846,874,607 | | | | | $ | 3,646,315,076 | | |
Cash | | | | | 7,873 | | | | | | 721,128 | | |
Cash collateral for futures | | | | | 1,127,043 | | | | | | 7,050 | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 1,694,000 | | |
Receivables: | | | | ||||||||||
Investment securities sold | | | | | — | | | | | | 109,086 | | |
Fund shares sold | | | | | 499,515 | | | | | | 3,755,654 | | |
Dividends | | | | | 954,286 | | | | | | 2,944 | | |
Interest | | | | | — | | | | | | 18,885,799 | | |
Prepaid expenses | | | | | 2,923 | | | | | | 15,672 | | |
Reimbursement due from manager | | | | | 5,596 | | | | | | 19,669 | | |
Other assets | | | | | 25,176 | | | | | | 87,711 | | |
Total assets | | | | | 849,497,019 | | | | | | 3,671,613,789 | | |
LIABILITIES: | | | | ||||||||||
Payable for investment securities purchased | | | | | — | | | | | | 16,271,732 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 202,389,972 | | |
Payable for fund shares redeemed | | | | | 3,113,862 | | | | | | 14,087,585 | | |
Payable upon receipt of securities loaned | | | | | 48,490,661 | | | | | | 94,906,851 | | |
Payable for investment management fees | | | | | 290,481 | | | | | | 1,078,618 | | |
Payable for distribution and shareholder service fees | | | | | 103,174 | | | | | | 65,316 | | |
Payable for directors fees | | | | | 3,629 | | | | | | 17,621 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 25,176 | | | | | | 87,711 | | |
Other accrued expenses and liabilities | | | | | 101,709 | | | | | | 377,471 | | |
Total liabilities | | | | | 52,128,692 | | | | | | 329,282,877 | | |
NET ASSETS | | | | $ | 797,368,327 | | | | | $ | 3,342,330,912 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 446,067,542 | | | | | $ | 3,301,160,625 | | |
Undistributed net investment income | | | | | 7,863,774 | | | | | | 8,621,581 | | |
Accumulated net realized gain | | | | | 55,871,147 | | | | | | 2,980,436 | | |
Net unrealized appreciation | | | | | 287,565,864 | | | | | | 29,568,270 | | |
NET ASSETS | | | | $ | 797,368,327 | | | | | $ | 3,342,330,912 | | |
+ Including securities loaned at value | | | | $ | 47,035,914 | | | | | $ | 92,914,128 | | |
* Cost of investments in securities | | | | $ | 487,631,939 | | | | | $ | 3,224,643,889 | | |
** Cost of short-term investments | | | | $ | 71,276,661 | | | | | $ | 392,105,332 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
Class ADV | | | | ||||||||||
Net assets | | | | $ | 98,457,963 | | | | | $ | 32,599,742 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,799,401 | | | | | | 3,108,053 | | |
Net asset value and redemption price per share | | | | $ | 14.48 | | | | | $ | 10.49 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 412,050,070 | | | | | $ | 3,069,316,861 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 27,628,838 | | | | | | 291,424,517 | | |
Net asset value and redemption price per share | | | | $ | 14.91 | | | | | $ | 10.53 | | |
Class S | | | | ||||||||||
Net assets | | | | $ | 277,690,187 | | | | | $ | 237,454,989 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 18,785,069 | | | | | | 22,612,805 | | |
Net asset value and redemption price per share | | | | $ | 14.78 | | | | | $ | 10.50 | | |
Class S2 | | | | ||||||||||
Net assets | | | | $ | 9,170,107 | | | | | $ | 2,959,320 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 630,332 | | | | | | 281,707 | | |
Net asset value and redemption price per share | | | | $ | 14.55 | | | | | $ | 10.50 | | |
| | | 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* | | | | $ | 4,542,288 | | | | | $ | 12,819,383 | | | | | $ | 16,640,231 | | | | | $ | 12,792,215 | | |
Interest, net of foreign taxes withheld* | | | | | 1,654 | | | | | | 13,654 | | | | | | — | | | | | | 132 | | |
Securities lending income, net | | | | | 32,903 | | | | | | 138,490 | | | | | | 419,009 | | | | | | 133,425 | | |
Total investment income | | | | | 4,576,845 | | | | | | 12,971,527 | | | | | | 17,059,240 | | | | | | 12,925,772 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 746,821 | | | | | | 3,543,933 | | | | | | 3,174,017 | | | | | | 2,103,981 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 130,938 | | | | | | 27,998 | | |
Class S | | | | | — | | | | | | 26 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 196 | | | | | | 1,277 | | | | | | 833 | | | | | | 590 | | |
Shareholder reporting expense | | | | | 6,150 | | | | | | 17,989 | | | | | | 16,662 | | | | | | 9,140 | | |
Professional fees | | | | | 12,696 | | | | | | 52,748 | | | | | | 27,159 | | | | | | 18,359 | | |
Custody and accounting expense | | | | | 87,810 | | | | | | 663,438 | | | | | | 164,400 | | | | | | 92,135 | | |
Directors fees | | | | | 3,201 | | | | | | 16,357 | | | | | | 13,603 | | | | | | 9,017 | | |
License fee | | | | | 15,043 | | | | | | 163,571 | | | | | | 136,034 | | | | | | 56,066 | | |
Miscellaneous expense | | | | | 14,954 | | | | | | 26,616 | | | | | | 31,240 | | | | | | 23,261 | | |
Interest expense | | | | | 3,989 | | | | | | 17,475 | | | | | | 5,588 | | | | | | 7,884 | | |
Total expenses | | | | | 890,860 | | | | | | 4,503,430 | | | | | | 3,700,474 | | | | | | 2,348,431 | | |
Net waived and reimbursed fees | | | | | (373,409) | | | | | | (1,363,048) | | | | | | (1,587,000) | | | | | | (1,051,985) | | |
Net expenses | | | | | 517,451 | | | | | | 3,140,382 | | | | | | 2,113,474 | | | | | | 1,296,446 | | |
Net investment income | | | | | 4,059,394 | | | | | | 9,831,145 | | | | | | 14,945,766 | | | | | | 11,629,326 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (2,770,135) | | | | | | (40,669,925) | | | | | | 21,471,881 | | | | | | 6,039,663 | | |
Foreign currency related transactions | | | | | (40,835) | | | | | | (10,396) | | | | | | (516,611) | | | | | | (1,023,969) | | |
Futures | | | | | 291,447 | | | | | | 328,935 | | | | | | 218,846 | | | | | | 412,854 | | |
Net realized gain (loss) | | | | | (2,519,523) | | | | | | (40,351,386) | | | | | | 21,174,116 | | | | | | 5,428,548 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 7,091,416 | | | | | | 80,187,832 | | | | | | (31,620,237) | | | | | | (21,458,812) | | |
Foreign currency related transactions | | | | | (27,551) | | | | | | 19,505 | | | | | | 8,384 | | | | | | 70,245 | | |
Futures | | | | | (252,012) | | | | | | (210,479) | | | | | | 102,886 | | | | | | (39,631) | | |
Net change in unrealized appreciation (depreciation) | | | | | 6,811,853 | | | | | | 79,996,858 | | | | | | (31,508,967) | | | | | | (21,428,198) | | |
Net realized and unrealized gain (loss) | | | | | 4,292,330 | | | | | | 39,645,472 | | | | | | (10,334,851) | | | | | | (15,999,650) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 8,351,724 | | | | | $ | 49,476,617 | | | | | $ | 4,610,915 | | | | | $ | (4,370,324) | | |
* Foreign taxes withheld | | | | $ | 73,935 | | | | | $ | 1,727,268 | | | | | $ | 2,554,779 | | | | | $ | 200,700 | | |
| | | 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* | | | | $ | 3,124,833 | | | | | $ | 41,384,611 | | | | | $ | 6,609,605 | | | | | $ | 9,831,160 | | |
Securities lending income, net | | | | | 3,257 | | | | | | 789,293 | | | | | | 94,783 | | | | | | 91,297 | | |
Total investment income | | | | | 3,128,090 | | | | | | 42,173,904 | | | | | | 6,704,388 | | | | | | 9,922,457 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 605,362 | | | | | | 6,001,196 | | | | | | 2,273,685 | | | | | | 2,789,588 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 5,200 | | | | | | 3,666,038 | | | | | | 73,254 | | | | | | 14 | | |
Class S | | | | | 68,174 | | | | | | 197,129 | | | | | | — | | | | | | 698,464 | | |
Class S2 | | | | | — | | | | | | 9,303 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 435 | | | | | | 3,135 | | | | | | 576 | | | | | | 1,002 | | |
Shareholder reporting expense | | | | | 6,538 | | | | | | 72,050 | | | | | | 11,007 | | | | | | 39,528 | | |
Professional fees | | | | | 10,724 | | | | | | 69,670 | | | | | | 23,351 | | | | | | 34,404 | | |
Custody and accounting expense | | | | | 76,526 | | | | | | 512,507 | | | | | | 165,362 | | | | | | 43,920 | | |
Directors fees | | | | | 2,593 | | | | | | 38,872 | | | | | | 9,744 | | | | | | 16,810 | | |
License fee | | | | | 34,592 | | | | | | 388,730 | | | | | | 19,485 | | | | | | — | | |
Miscellaneous expense | | | | | 11,623 | | | | | | 81,485 | | | | | | 22,537 | | | | | | 28,002 | | |
Interest expense | | | | | 731 | | | | | | 191 | | | | | | 8,171 | | | | | | 2,213 | | |
Total expenses | | | | | 822,498 | | | | | | 11,040,306 | | | | | | 2,607,172 | | | | | | 3,653,945 | | |
Net waived and reimbursed fees | | | | | (172,961) | | | | | | (996,987) | | | | | | (1,136,836) | | | | | | (560,332) | | |
Net expenses | | | | | 649,537 | | | | | | 10,043,319 | | | | | | 1,470,336 | | | | | | 3,093,613 | | |
Net investment income | | | | | 2,478,553 | | | | | | 32,130,585 | | | | | | 5,234,052 | | | | | | 6,828,844 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (1,243,251) | | | | | | (16,812,798) | | | | | | 8,939,350 | | | | | | 16,720,919 | | |
Foreign currency related transactions | | | | | (13,906) | | | | | | (490,684) | | | | | | 392,867 | | | | | | (2,120) | | |
Futures | | | | | (74,306) | | | | | | 1,135,107 | | | | | | (865,434) | | | | | | 1,025,432 | | |
Net realized gain (loss) | | | | | (1,331,463) | | | | | | (16,168,375) | | | | | | 8,466,783 | | | | | | 17,744,231 | | |
Net change in unrealized appreciation (depreciation) on: | | ||||||||||||||||||||||||
Investments | | | | | 1,998,443 | | | | | | (10,463,592) | | | | | | (5,810,654) | | | | | | 9,649,378 | | |
Foreign currency related transactions | | | | | 784 | | | | | | (30,827) | | | | | | 6,531 | | | | | | — | | |
Futures | | | | | 26,873 | | | | | | (211,693) | | | | | | 140,368 | | | | | | 15,026 | | |
Net change in unrealized appreciation (depreciation) | | | | | 2,026,100 | | | | | | (10,706,112) | | | | | | (5,663,755) | | | | | | 9,664,404 | | |
Net realized and unrealized gain (loss) | | | | | 694,637 | | | | | | (26,874,487) | | | | | | 2,803,028 | | | | | | 27,408,635 | | |
Increase in net assets resulting from operations | | | | $ | 3,173,190 | | | | | $ | 5,256,098 | | | | | $ | 8,037,080 | | | | | $ | 34,237,479 | | |
* Foreign taxes withheld | | | | $ | 134,528 | | | | | $ | 3,685,090 | | | | | $ | 737,999 | | | | | $ | — | | |
| | | 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* | | | | $ | 17,854,039 | | | | | $ | 11,068,482 | | | | | $ | 3,805,818 | | | | | $ | 34,322,055 | |
Dividends from affiliates | | | | | — | | | | | | — | | | | | | — | | | | | | 2,651 | |
Securities lending income, net | | | | | 98,212 | | | | | | 11,937 | | | | | | 189,783 | | | | | | 864,715 | |
Total investment income | | | | | 17,952,251 | | | | | | 11,080,419 | | | | | | 3,995,601 | | | | | | 35,189,421 | |
EXPENSES: | | | | | | |||||||||||||||||||
Investment management fees | | | | | 2,788,781 | | | | | | 1,849,377 | | | | | | 1,541,652 | | | | | | 7,962,000 | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 167,059 | | | | | | 15 | | | | | | — | | | | | | 729,955 | |
Class S | | | | | 1,408,943 | | | | | | 767,735 | | | | | | 698,078 | | | | | | 832,464 | |
Class S2 | | | | | 4,513 | | | | | | — | | | | | | 5,903 | | | | | | 74,143 | |
Transfer agent fees | | | | | 1,226 | | | | | | 497 | | | | | | 789 | | | | | | 3,046 | |
Shareholder reporting expense | | | | | 42,090 | | | | | | 22,568 | | | | | | 25,620 | | | | | | 76,295 | |
Professional fees | | | | | 43,898 | | | | | | 14,274 | | | | | | 38,796 | | | | | | 84,301 | |
Custody and accounting expense | | | | | 91,500 | | | | | | 46,021 | | | | | | 73,200 | | | | | | 216,464 | |
Directors fees | | | | | 23,904 | | | | | | 11,994 | | | | | | 9,250 | | | | | | 58,319 | |
Miscellaneous expense | | | | | 47,048 | | | | | | 25,880 | | | | | | 32,930 | | | | | | 94,672 | |
Interest expense | | | | | 530 | | | | | | 3,443 | | | | | | 825 | | | | | | 12,770 | |
Total expenses | | | | | 4,619,492 | | | | | | 2,741,804 | | | | | | 2,427,043 | | | | | | 10,144,429 | |
Net waived and reimbursed fees | | | | | (75,173) | | | | | | (399,838) | | | | | | (390,166) | | | | | | (114,223) | |
Net expenses | | | | | 4,544,319 | | | | | | 2,341,966 | | | | | | 2,036,877 | | | | | | 10,030,206 | |
Net investment income | | | | | 13,407,932 | | | | | | 8,738,453 | | | | | | 1,958,724 | | | | | | 25,159,215 | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | |||||||||||||||||||
Net realized gain (loss) on: | | | | | | |||||||||||||||||||
Investments | | | | | 13,251,317 | | | | | | (2,124,230) | | | | | | 27,722,830 | | | | | | 127,753,206 | |
Affiliates | | | | | — | | | | | | — | | | | | | — | | | | | | (198,353) | |
Foreign currency related transactions | | | | | (983) | | | | | | — | | | | | | — | | | | | | — | |
Futures | | | | | 1,863,860 | | | | | | 704,983 | | | | | | 516,291 | | | | | | 5,070,586 | |
Net realized gain (loss) | | | | | 15,114,194 | | | | | | (1,419,247) | | | | | | 28,239,121 | | | | | | 132,625,439 | |
Net change in unrealized appreciation (depreciation) on: | | | | | | |||||||||||||||||||
Investments | | | | | 54,447,718 | | | | | | 49,312,168 | | | | | | (11,820,438) | | | | | | 86,183,349 | |
Affiliates | | | | | — | | | | | | — | | | | | | — | | | | | | 369,708 | |
Futures | | | | | 13,837 | | | | | | 64,490 | | | | | | (58,344) | | | | | | (348,724) | |
Net change in unrealized appreciation (depreciation) | | | | | 54,461,555 | | | | | | 49,376,658 | | | | | | (11,878,782) | | | | | | 86,204,333 | |
Net realized and unrealized gain | | | | | 69,575,749 | | | | | | 47,957,411 | | | | | | 16,360,339 | | | | | | 218,829,772 | |
Increase in net assets resulting from operations | | | | $ | 82,983,681 | | | | | $ | 56,695,864 | | | | | $ | 18,319,063 | | | | | $ | 243,988,987 | |
* Foreign taxes withheld | | | | $ | 3,450 | | | | | $ | 3,696 | | | | | $ | 286 | | | | | $ | 7,868 |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 10,379,626 | | | | | $ | 52,023 | | |
Interest | | | | | — | | | | | | 86,540,625 | | |
Securities lending income, net | | | | | 1,410,458 | | | | | | 560,048 | | |
Total investment income | | | | | 11,790,084 | | | | | | 87,152,696 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 3,121,139 | | | | | | 13,387,387 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 412,933 | | | | | | 150,720 | | |
Class S | | | | | 612,553 | | | | | | 668,427 | | |
Class S2 | | | | | 36,256 | | | | | | 11,958 | | |
Transfer agent fees | | | | | 1,779 | | | | | | 4,585 | | |
Shareholder reporting expense | | | | | 42,695 | | | | | | 113,168 | | |
Professional fees | | | | | 36,756 | | | | | | 154,508 | | |
Custody and accounting expense | | | | | 99,781 | | | | | | 411,418 | | |
Directors fees | | | | | 21,775 | | | | | | 105,728 | | |
Miscellaneous expense | | | | | 49,652 | | | | | | 176,229 | | |
Interest expense | | | | | 648 | | | | | | 1,695 | | |
Total expenses | | | | | 4,435,967 | | | | | | 15,185,823 | | |
Net waived and reimbursed fees | | | | | (95,629) | | | | | | (187,526) | | |
Net expenses | | | | | 4,340,338 | | | | | | 14,998,297 | | |
Net investment income | | | | | 7,449,746 | | | | | | 72,154,399 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 56,348,984 | | | | | | 14,114,828 | | |
Futures | | | | | 1,252,501 | | | | | | (169,685) | | |
Net realized gain | | | | | 57,601,485 | | | | | | 13,945,143 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | 76,836,043 | | | | | | 1,250,859 | | |
Futures | | | | | (231,267) | | | | | | (130,014) | | |
Net change in unrealized appreciation (depreciation) | | | | | 76,604,776 | | | | | | 1,120,845 | | |
Net realized and unrealized gain | | | | | 134,206,261 | | | | | | 15,065,988 | | |
Increase in net assets resulting from operations | | | | $ | 141,656,007 | | | | | $ | 87,220,387 | | |
* Foreign taxes withheld | | | | $ | 1,990 | | | | | $ | — | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 4,059,394 | | | | | $ | 6,857,388 | | | | | $ | 9,831,145 | | | | | $ | 11,331,410 | | |
Net realized (loss) | | | | | (2,519,523) | | | | | | (18,947,369) | | | | | | (40,351,386) | | | | | | (26,949,785) | | |
Net change in unrealized appreciation (depreciation) | | | | | 6,811,853 | | | | | | (7,878,400) | | | | | | 79,996,858 | | | | | | (69,227,671) | | |
Increase (decrease) in net assets resulting from operations | | | | | 8,351,724 | | | | | | (19,968,381) | | | | | | 49,476,617 | | | | | | (84,846,046) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (133) | | | | | | — | | | | | | (54) | | |
Class I | | | | | (7,529,762) | | | | | | (9,771,538) | | | | | | (11,483,688) | | | | | | (12,673,939) | | |
Class S | | | | | — | | | | | | — | | | | | | (347) | | | | | | (60) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (56) | | |
Total distributions | | | | | (7,529,762) | | | | | | (9,771,671) | | | | | | (11,484,035) | | | | | | (12,674,109) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 63,394,398 | | | | | | 8,146,407 | | | | | | 243,358,343 | | | | | | 126,131,106 | | |
Reinvestment of distributions | | | | | 7,529,762 | | | | | | 9,771,538 | | | | | | 11,483,976 | | | | | | 12,673,940 | | |
| | | | | 70,924,160 | | | | | | 17,917,945 | | | | | | 254,842,319 | | | | | | 138,805,046 | | |
Cost of shares redeemed | | | | | (43,729,993) | | | | | | (64,431,361) | | | | | | (275,343,731) | | | | | | (166,101,590) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 27,194,167 | | | | | | (46,513,416) | | | | | | (20,501,412) | | | | | | (27,296,544) | | |
Net increase (decrease) in net assets | | | | | 28,016,129 | | | | | | (76,253,468) | | | | | | 17,491,170 | | | | | | (124,816,699) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 114,337,305 | | | | | | 190,590,773 | | | | | | 510,972,572 | | | | | | 635,789,271 | | |
End of year or period | | | | $ | 142,353,434 | | | | | $ | 114,337,305 | | | | | $ | 528,463,742 | | | | | $ | 510,972,572 | | |
Undistributed net investment income at end of year or period | | | | $ | 4,736,318 | | | | | $ | 7,312,488 | | | | | $ | 9,905,933 | | | | | $ | 11,450,798 | | |
|
| | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 14,945,766 | | | | | $ | 11,963,059 | | | | | $ | 11,629,326 | | | | | $ | 14,115,034 | | |
Net realized gain | | | | | 21,174,116 | | | | | | 8,930,056 | | | | | | 5,428,548 | | | | | | 8,503,880 | | |
Net change in unrealized appreciation (depreciation) | | | | | (31,508,967) | | | | | | (34,467,942) | | | | | | (21,428,198) | | | | | | (44,264,375) | | |
Increase (decrease) in net assets resulting from operations | | | | | 4,610,915 | | | | | | (13,574,827) | | | | | | (4,370,324) | | | | | | (21,645,461) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (508,884) | | | | | | (1,063,805) | | | | | | (258,627) | | | | | | (419,841) | | |
Class I | | | | | (11,323,478) | | | | | | (13,860,998) | | | | | | (13,806,768) | | | | | | (27,476,747) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (214,033) | | | | | | (180,746) | | |
Class I | | | | | — | | | | | | — | | | | | | (10,090,028) | | | | | | (10,875,058) | | |
Total distributions | | | | | (11,832,362) | | | | | | (14,924,803) | | | | | | (24,369,456) | | | | | | (38,952,392) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 153,346,241 | | | | | | 73,079,264 | | | | | | 55,560,256 | | | | | | 25,353,598 | | |
Reinvestment of distributions | | | | | 11,832,362 | | | | | | 14,924,803 | | | | | | 24,369,456 | | | | | | 38,952,393 | | |
| | | | | 165,178,603 | | | | | | 88,004,067 | | | | | | 79,929,712 | | | | | | 64,305,991 | | |
Cost of shares redeemed | | | | | (181,884,165) | | | | | | (94,636,688) | | | | | | (95,704,688) | | | | | | (81,682,682) | ��� | |
Net decrease in net assets resulting from capital share transactions | | | | | (16,705,562) | | | | | | (6,632,621) | | | | | | (15,774,976) | | | | | | (17,376,691) | | |
Net decrease in net assets | | | | | (23,927,009) | | | | | | (35,132,251) | | | | | | (44,514,756) | | | | | | (77,974,544) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 429,104,396 | | | | | | 464,236,647 | | | | | | 341,128,708 | | | | | | 419,103,252 | | |
End of year or period | | | | $ | 405,177,387 | | | | | $ | 429,104,396 | | | | | $ | 296,613,952 | | | | | $ | 341,128,708 | | |
Undistributed net investment income at end of year or period | | | | $ | 14,972,386 | | | | | $ | 11,869,992 | | | | | $ | 10,857,769 | | | | | $ | 14,123,925 | | |
|
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 2,478,553 | | | | | $ | 2,615,244 | | | | | $ | 32,130,585 | | | | | $ | 33,301,252 | | |
Net realized gain (loss) | | | | | (1,331,463) | | | | | | 4,395,315 | | | | | | (16,168,375) | | | | | | (12,241,265) | | |
Net change in unrealized appreciation (depreciation) | | | | | 2,026,100 | | | | | | (10,818,690) | | | | | | (10,706,112) | | | | | | (27,877,571) | | |
Increase (decrease) in net assets resulting from operations | | | | | 3,173,190 | | | | | | (3,808,131) | | | | | | 5,256,098 | | | | | | (6,817,584) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (41,627) | | | | | | (37,556) | | | | | | (19,542,104) | | | | | | (24,237,441) | | |
Class I | | | | | (2,854,562) | | | | | | (2,322,850) | | | | | | (14,190,081) | | | | | | (15,085,728) | | |
Class S | | | | | (1,176,800) | | | | | | (1,065,471) | | | | | | (2,296,001) | | | | | | (2,530,530) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (82,516) | | | | | | (34,160) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (17,245) | | | | | | — | | | | | | — | | | | | | — | | |
Class I | | | | | (1,006,953) | | | | | | — | | | | | | — | | | | | | — | | |
Class S | | | | | (447,469) | | | | | | — | | | | | | — | | | | | | — | | |
Total distributions | | | | | (5,544,656) | | | | | | (3,425,877) | | | | | | (36,110,702) | | | | | | (41,887,859) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 38,688,396 | | | | | | 12,924,697 | | | | | | 209,235,712 | | | | | | 158,808,286 | | |
Reinvestment of distributions | | | | | 5,544,656 | | | | | | 3,425,878 | | | | | | 36,110,702 | | | | | | 41,887,859 | | |
| | | | | 44,233,052 | | | | | | 16,350,575 | | | | | | 245,346,414 | | | | | | 200,696,145 | | |
Cost of shares redeemed | | | | | (19,569,841) | | | | | | (47,055,223) | | | | | | (256,035,716) | | | | | | (333,453,970) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 24,663,211 | | | | | | (30,704,648) | | | | | | (10,689,302) | | | | | | (132,757,825) | | |
Net increase (decrease) in net assets | | | | | 22,291,745 | | | | | | (37,938,656) | | | | | | (41,543,906) | | | | | | (181,463,268) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 72,259,247 | | | | | | 110,197,903 | | | | | | 1,366,005,794 | | | | | | 1,547,469,062 | | |
End of year or period | | | | $ | 94,550,992 | | | | | $ | 72,259,247 | | | | | $ | 1,324,461,888 | | | | | $ | 1,366,005,794 | | |
Undistributed net investment income at end of year or period | | | | $ | 1,026,783 | | | | | $ | 4,271,409 | | | | | $ | 33,507,334 | | | | | $ | 36,957,895 | | |
|
| | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 5,234,052 | | | | | $ | 4,612,358 | | | | | $ | 6,828,844 | | | | | $ | 6,682,626 | | |
Net realized gain | | | | | 8,466,783 | | | | | | 13,186,001 | | | | | | 17,744,231 | | | | | | 25,781,907 | | |
Net change in unrealized appreciation (depreciation) | | | | | (5,663,755) | | | | | | 28,565,114 | | | | | | 9,664,404 | | | | | | 5,777,945 | | |
Increase in net assets resulting from operations | | | | | 8,037,080 | | | | | | 46,363,473 | | | | | | 34,237,479 | | | | | | 38,242,478 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (129,370) | | | | | | (186,307) | | | | | | (33) | | | | | | — | | |
Class I | | | | | (4,513,652) | | | | | | (4,208,992) | | | | | | (3,626,198) | | | | | | (3,321,385) | | |
Class S | | | | | — | | | | | | — | | | | | | (3,087,221) | | | | | | (2,504,465) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (673,170) | | | | | | (247,998) | | | | | | — | | | | | | — | | |
Class I | | | | | (13,225,438) | | | | | | (4,136,589) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (18,541,630) | | | | | | (8,779,886) | | | | | | (6,713,452) | | | | | | (5,825,850) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 13,056,625 | | | | | | 91,430,730 | | | | | | 86,993,215 | | | | | | 84,854,377 | | |
Reinvestment of distributions | | | | | 18,541,630 | | | | | | 8,779,886 | | | | | | 6,713,452 | | | | | | 5,825,850 | | |
| | | | | 31,598,255 | | | | | | 100,210,616 | | | | | | 93,706,667 | | | | | | 90,680,227 | | |
Cost of shares redeemed | | | | | (114,929,806) | | | | | | (113,518,234) | | | | | | (114,917,238) | | | | | | (106,086,409) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (83,331,551) | | | | | | (13,307,618) | | | | | | (21,210,571) | | | | | | (15,406,182) | | |
Net increase (decrease) in net assets | | | | | (93,836,101) | | | | | | 24,275,969 | | | | | | 6,313,456 | | | | | | 17,010,446 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 386,401,509 | | | | | | 362,125,540 | | | | | | 559,148,824 | | | | | | 542,138,378 | | |
End of year or period | | | | $ | 292,565,408 | | | | | $ | 386,401,509 | | | | | $ | 565,462,280 | | | | | $ | 559,148,824 | | |
Undistributed net investment income at end of year or period | | | | $ | 6,072,077 | | | | | $ | 4,665,636 | | | | | $ | 6,744,015 | | | | | $ | 6,704,852 | | |
|
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 13,407,932 | | | | | $ | 12,855,066 | | | | | $ | 8,738,453 | | | | | $ | 5,595,406 | | |
Net realized gain (loss) | | | | | 15,114,194 | | | | | | 47,488,901 | | | | | | (1,419,247) | | | | | | 9,826,090 | | |
Net change in unrealized appreciation (depreciation) | | | | | 54,461,555 | | | | | | (45,408,851) | | | | | | 49,376,658 | | | | | | (29,298,657) | | |
Increase (decrease) in net assets resulting from operations | | | | | 82,983,681 | | | | | | 14,935,116 | | | | | | 56,695,864 | | | | | | (13,877,161) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (488,585) | | | | | | (422,251) | | | | | | (43) | | | | | | — | | |
Class I | | | | | (3,707,145) | | | | | | (3,100,399) | | | | | | (1,522,024) | | | | | | (797,333) | | |
Class S | | | | | (9,450,568) | | | | | | (8,446,304) | | | | | | (4,447,361) | | | | | | (2,305,935) | | |
Class S2 | | | | | — | | | | | | (52,561) | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (46) | | | | | | — | | |
Class I | | | | | — | | | | | | — | | | | | | (1,412,242) | | | | | | (630,529) | | |
Class S | | | | | — | | | | | | — | | | | | | (4,623,930) | | | | | | (2,086,592) | | |
Total distributions | | | | | (13,646,298) | | | | | | (12,021,515) | | | | | | (12,005,646) | | | | | | (5,820,389) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 92,210,007 | | | | | | 100,609,958 | | | | | | 49,390,359 | | | | | | 271,114,610 | | |
Reinvestment of distributions | | | | | 13,646,298 | | | | | | 12,021,515 | | | | | | 12,005,646 | | | | | | 5,820,390 | | |
| | | | | 105,856,305 | | | | | | 112,631,473 | | | | | | 61,396,005 | | | | | | 276,935,000 | | |
Cost of shares redeemed | | | | | (126,651,104) | | | | | | (179,044,698) | | | | | | (77,244,064) | | | | | | (57,452,955) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (20,794,799) | | | | | | (66,413,225) | | | | | | (15,848,059) | | | | | | 219,482,045 | | |
Net increase (decrease) in net assets | | | | | 48,542,584 | | | | | | (63,499,624) | | | | | | 28,842,159 | | | | | | 199,784,495 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 785,981,097 | | | | | | 849,480,721 | | | | | | 407,470,995 | | | | | | 207,686,500 | | |
End of year or period | | | | $ | 834,523,681 | | | | | $ | 785,981,097 | | | | | $ | 436,313,154 | | | | | $ | 407,470,995 | | |
Undistributed net investment income at end of year or period | | | | $ | 12,955,060 | | | | | $ | 13,612,123 | | | | | $ | 8,351,785 | | | | | $ | 5,963,657 | | |
|
| | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 1,958,724 | | | | | $ | 2,090,849 | | | | | $ | 25,159,215 | | | | | $ | 24,240,725 | | |
Net realized gain | | | | | 28,239,121 | | | | | | 47,104,894 | | | | | | 132,625,439 | | | | | | 234,935,912 | | |
Net change in unrealized appreciation (depreciation) | | | | | (11,878,782) | | | | | | (49,363,016) | | | | | | 86,204,333 | | | | | | (314,669,115) | | |
Increase (decrease) in net assets resulting from operations | | | | | 18,319,063 | | | | | | (167,273) | | | | | | 243,988,987 | | | | | | (55,492,478) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (36) | | | | | | (1,288,054) | | | | | | (1,231,943) | | |
Class I | | | | | (85,956) | | | | | | (463,018) | | | | | | (19,277,112) | | | | | | (20,928,767) | | |
Class S | | | | | (1,968,676) | | | | | | (2,118,371) | | | | | | (3,520,071) | | | | | | (4,004,346) | | |
Class S2 | | | | | (6,022) | | | | | | (9,312) | | | | | | (160,425) | | | | | | (172,194) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (17,936,932) | | | | | | (11,014,196) | | |
Class I | | | | | — | | | | | | — | | | | | | (173,031,791) | | | | | | (129,234,654) | | |
Class S | | | | | — | | | | | | — | | | | | | (39,813,502) | | | | | | (29,820,784) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (2,144,840) | | | | | | (1,487,788) | | |
Total distributions | | | | | (2,060,654) | | | | | | (2,590,737) | | | | | | (257,172,727) | | | | | | (197,894,672) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 30,877,744 | | | | | | 80,357,388 | | | | | | 392,866,854 | | | | | | 196,641,369 | | |
Reinvestment of distributions | | | | | 2,060,654 | | | | | | 2,590,702 | | | | | | 257,172,727 | | | | | | 197,894,672 | | |
| | | | | 32,938,398 | | | | | | 82,948,090 | | | | | | 650,039,581 | | | | | | 394,536,041 | | |
Cost of shares redeemed | | | | | (118,425,815) | | | | | | (142,711,268) | | | | | | (580,484,770) | | | | | | (532,383,997) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (85,487,417) | | | | | | (59,763,178) | | | | | | 69,554,811 | | | | | | (137,847,956) | | |
Net increase (decrease) in net assets | | | | | (69,229,008) | | | | | | (62,521,188) | | | | | | 56,371,071 | | | | | | (391,235,106) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 365,076,990 | | | | | | 427,598,178 | | | | | | 1,915,933,738 | | | | | | 2,307,168,844 | | |
End of year or period | | | | $ | 295,847,982 | | | | | $ | 365,076,990 | | | | | $ | 1,972,304,809 | | | | | $ | 1,915,933,738 | | |
Undistributed net investment income at end of year or period | | | | $ | 2,052,354 | | | | | $ | 2,048,933 | | | | | $ | 27,483,472 | | | | | $ | 24,203,749 | | |
|
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 7,449,746 | | | | | $ | 8,887,749 | | | | | $ | 72,154,399 | | | | | $ | 73,257,373 | | |
Net realized gain | | | | | 57,601,485 | | | | | | 86,080,867 | | | | | | 13,945,143 | | | | | | 11,186,729 | | |
Net change in unrealized appreciation (depreciation) | | | | | 76,604,776 | | | | | | (142,106,825) | | | | | | 1,120,845 | | | | | | (79,144,100) | | |
Increase (decrease) in net assets resulting from operations | | | | | 141,656,007 | | | | | | (47,138,209) | | | | | | 87,220,387 | | | | | | 5,300,002 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (744,210) | | | | | | (539,601) | | | | | | (490,616) | | | | | | (428,123) | | |
Class I | | | | | (5,433,996) | | | | | | (6,150,451) | | | | | | (66,572,531) | | | | | | (76,668,973) | | |
Class S | | | | | (2,617,929) | | | | | | (2,455,955) | | | | | | (4,918,115) | | | | | | (5,073,615) | | |
Class S2 | | | | | (81,110) | | | | | | (66,055) | | | | | | (48,502) | | | | | | (44,735) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (9,806,737) | | | | | | (7,081,772) | | | | | | (41,880) | | | | | | (45,419) | | |
Class I | | | | | (46,267,840) | | | | | | (49,533,155) | | | | | | (4,650,014) | | | | | | (7,523,817) | | |
Class S | | | | | (28,439,472) | | | | | | (25,785,726) | | | | | | (388,498) | | | | | | (512,228) | | |
Class S2 | | | | | (1,015,338) | | | | | | (859,795) | | | | | | (4,319) | | | | | | (5,046) | | |
Total distributions | | | | | (94,406,632) | | | | | | (92,472,510) | | | | | | (77,114,475) | | | | | | (90,301,956) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 112,493,637 | | | | | | 120,211,794 | | | | | | 849,262,098 | | | | | | 859,941,130 | | |
Reinvestment of distributions | | | | | 94,406,632 | | | | | | 92,472,510 | | | | | | 77,098,055 | | | | | | 90,301,957 | | |
| | | | | 206,900,269 | | | | | | 212,684,304 | | | | | | 926,360,153 | | | | | | 950,243,087 | | |
Cost of shares redeemed | | | | | (198,051,629) | | | | | | (289,830,985) | | | | | | (1,261,582,556) | | | | | | (1,072,935,325) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 8,848,640 | | | | | | (77,146,681) | | | | | | (335,222,403) | | | | | | (122,692,238) | | |
Net increase (decrease) in net assets | | | | | 56,098,015 | | | | | | (216,757,400) | | | | | | (325,116,491) | | | | | | (207,694,192) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 741,270,312 | | | | | | 958,027,712 | | | | | | 3,667,447,403 | | | | | | 3,875,141,595 | | |
End of year or period | | | | $ | 797,368,327 | | | | | $ | 741,270,312 | | | | | $ | 3,342,330,912 | | | | | $ | 3,667,447,403 | | |
Undistributed net investment income at end of year or period | | | | $ | 7,863,774 | | | | | $ | 8,855,851 | | | | | $ | 8,621,581 | | | | | $ | 1,924,658 | | |
|
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 7.89 | | | | | | 0.30• | | | | | | 0.50 | | | | | | 0.80 | | | | | | 0.68 | | | | | | — | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 8.01 | | | | | | 10.71 | | | | | | 0.83 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.79 | | | | | | 142,353 | | | | | | 36 | | |
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 | | |
Voya Emerging Markets Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.85 | | | | | | 0.18 | | | | | | 0.73 | | | | | | 0.91 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.56 | | | | | | 10.48 | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.80 | | | | | | 528,461 | | | | | | 34 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.82 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.55 | | | | | | 10.66 | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 2.16 | | | | | | 3 | | | | | | 34 | | |
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 | | |
Voya Euro STOXX 50® Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 9.64 | | | | | | 0.25• | | | | | | (0.24) | | | | | | 0.01 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 9.48 | | | | | | 0.16 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.75 | | | | | | 22,343 | | | | | | 37 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 9.74 | | | | | | 0.31• | | | | | | (0.25) | | | | | | 0.06 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.58 | | | | | | 0.78 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.32 | | | | | | 382,834 | | | | | | 37 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 9.56 | | | | | | 0.30• | | | | | | (0.47) | | | | | | (0.17) | | | | | | 0.40 | | | | | | 0.33 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 8.66 | | | | | | (1.67) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.41 | | | | | | 4,826 | | | | | | 22 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 9.65 | | | | | | 0.34• | | | | | | (0.46) | | | | | | (0.12) | | | | | | 0.46 | | | | | | 0.33 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 8.74 | | | | | | (1.17) | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.87 | | | | | | 291,788 | | | | | | 22 | | |
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 | | |
Voya Hang Seng Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 13.14 | | | | | | 0.30• | | | | | | 0.00* | | | | | | 0.30 | | | | | | 0.50 | | | | | | 0.21 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 12.73 | | | | | | 2.85 | | | | | | 1.36 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 2.41 | | | | | | 905 | | | | | | 17 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 13.25 | | | | | | 0.38• | | | | | | (0.02) | | | | | | 0.36 | | | | | | 0.59 | | | | | | 0.21 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 12.81 | | | | | | 3.35 | | | | | | 0.86 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 2.98 | | | | | | 68,223 | | | | | | 17 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 13.21 | | | | | | 0.33• | | | | | | 0.00* | | | | | | 0.33 | | | | | | 0.55 | | | | | | 0.21 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 12.78 | | | | | | 3.07 | | | | | | 1.11 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 2.62 | | | | | | 25,423 | | | | | | 17 | | |
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 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.83 | | | | | | 0.20• | | | | | | (0.18) | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.63 | | | | | | 0.37 | | | | | | 1.05 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.30 | | | | | | 692,197 | | | | | | 3 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 9.02 | | | | | | 0.24• | | | | | | (0.17) | | | | | | 0.07 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 8.81 | | | | | | 0.83 | | | | | | 0.55 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.72 | | | | | | 557,788 | | | | | | 3 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.96 | | | | | | 0.22• | | | | | | (0.18) | | | | | | 0.04 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.75 | | | | | | 0.55 | | | | | | 0.80 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.55 | | | | | | 73,054 | | | | | | 3 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | (0.19) | | | | | | 0.02 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.71 | | | | | | 0.37 | | | | | | 0.98 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.50 | | | | | | 1,424 | | | | | | 3 | | |
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 | | |
Voya Japan TOPIX Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 10.70 | | | | | | 0.11• | | | | | | 0.16 | | | | | | 0.27 | | | | | | 0.09 | | | | | | 0.45 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 10.43 | | | | | | 2.92 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.04 | | | | | | 10,944 | | | | | | 1 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 10.84 | | | | | | 0.17• | | | | | | 0.16 | | | | | | 0.33 | | | | | | 0.15 | | | | | | 0.45 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.57 | | | | | | 3.58 | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.63 | | | | | | 281,621 | | | | | | 1 | | |
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 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 25.76 | | | | | | 0.24 | | | | | | 1.32 | | | | | | 1.56 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.04 | | | | | | 6.13 | | �� | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 3 | | | | | | 19 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 25.90 | | | | | | 0.37 | | | | | | 1.31 | | | | | | 1.68 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 27.24 | | | | | | 6.57 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 284,194 | | | | | | 19 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 25.77 | | | | | | 0.28 | | | | | | 1.33 | | | | | | 1.61 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.10 | | | | | | 6.31 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 281,265 | | | | | | 19 | | |
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 | | |
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 15.71 | | | | | | 0.22 | | | | | | 1.40 | | | | | | 1.62 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 17.10 | | | | | | 10.45 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.37 | | | | | | 34,466 | | | | | | 5 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 16.00 | | | | | | 0.31• | | | | | | 1.41 | | | | | | 1.72 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 17.41 | | | | | | 10.95 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.87 | | | | | | 220,228 | | | | | | 5 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 15.88 | | | | | | 0.28 | | | | | | 1.40 | | | | | | 1.68 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 17.29 | | | | | | 10.74 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.63 | | | | | | 578,600 | | | | | | 5 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 16.05 | | | | | | 0.25• | | | | | | 1.44 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.74 | | | | | | 10.53 | | | | | | 0.81 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.48 | | | | | | 1,230 | | | | | | 5 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 18.64 | | | | | | 0.36• | | | | | | 2.37 | | | | | | 2.73 | | | | | | 0.27 | | | | | | 0.29 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 20.81 | | | | | | 15.10 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.91 | | | | | | 3 | | | | | | 16 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 18.77 | | | | | | 0.49 | | | | | | 2.36 | | | | | | 2.85 | | | | | | 0.32 | | | | | | 0.29 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 21.01 | | | | | | 15.64 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.38 | | | | | | 97,341 | | | | | | 16 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 18.66 | | | | | | 0.42 | | | | | | 2.35 | | | | | | 2.77 | | | | | | 0.28 | | | | | | 0.29 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.86 | | | | | | 15.30 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.12 | | | | | | 338,968 | | | | | | 16 | | |
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 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 26.89 | | | | | | 0.23• | | | | | | 1.66 | | | | | | 1.89 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 28.51 | | | | | | 7.11 | | | | | | 0.56 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.86 | | | | | | 9,834 | | | | | | 27 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 26.81 | | | | | | 0.18 | | | | | | 1.63 | | | | | | 1.81 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 28.43 | | | | | | 6.81 | | | | | | 0.81 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.61 | | | | | | 284,539 | | | | | | 27 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 26.74 | | | | | | 0.12 | | | | | | 1.65 | | | | | | 1.77 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 28.39 | | | | | | 6.65 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.46 | | | | | | 1,475 | | | | | | 27 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 14.97 | | | | | | 0.12• | | | | | | 1.59 | | | | | | 1.71 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.63 | | | | | | 12.86 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.87 | | | | | | 158,645 | | | | | | 20 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 15.34 | | | | | | 0.22 | | | | | | 1.60 | | | | | | 1.82 | | | | | | 0.21 | | | | | | 1.91 | | | | | | — | | | | | | 2.12 | | | | | | — | | | | | | 15.04 | | | | | | 13.40 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.38 | | | | | | 1,432,810 | | | | | | 20 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 15.19 | | | | | | 0.16• | | | | | | 1.61 | | | | | | 1.77 | | | | | | 0.17 | | | | | | 1.91 | | | | | | — | | | | | | 2.08 | | | | | | — | | | | | | 14.88 | | | | | | 13.12 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.12 | | | | | | 364,384 | | | | | | 20 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 15.03 | | | | | | 0.14• | | | | | | 1.59 | | | | | | 1.73 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.71 | | | | | | 12.99 | | | | | | 0.87 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.96 | | | | | | 16,466 | | | | | | 20 | | |
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 | | |
Voya Russell™ Small Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 13.88 | | | | | | 0.09• | | | | | | 2.34 | | | | | | 2.43 | | | | | | 0.13 | | | | | | 1.70 | | | | | | — | | | | | | 1.83 | | | | | | — | | | | | | 14.48 | | | | | | 20.56 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.68 | | | | | | 98,458 | | | | | | 11 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 14.25 | | | | | | 0.17 | | | | | | 2.39 | | | | | | 2.56 | | | | | | 0.20 | | | | | | 1.70 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 14.91 | | | | | | 21.11 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.17 | | | | | | 412,050 | | | | | | 11 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 14.13 | | | | | | 0.13 | | | | | | 2.38 | | | | | | 2.51 | | | | | | 0.16 | | | | | | 1.70 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 14.78 | | | | | | 20.81 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.92 | | | | | | 277,690 | | | | | | 11 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 13.93 | | | | | | 0.11 | | | | | | 2.35 | | | | | | 2.46 | | | | | | 0.14 | | | | | | 1.70 | | | | | | — | | | | | | 1.84 | | | | | | — | | | | | | 14.55 | | | | | | 20.70 | | | | | | 0.89 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.77 | | | | | | 9,170 | | | | | | 11 | | |
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 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 10.48 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.17 | | | | | | 0.02 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.49 | | | | | | 1.87 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.57 | | | | | | 32,600 | | | | | | 203 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.02 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.53 | | | | | | 2.33 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.07 | | | | | | 3,069,317 | | | | | | 203 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 10.49 | | | | | | 0.20 | | | | | | 0.03 | | | | | | 0.23 | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.50 | | | | | | 2.10 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.82 | | | | | | 237,455 | | | | | | 203 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.03 | | | | | | 0.21 | | | | | | 0.18 | | | | | | 0.02 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.50 | | | | | | 1.97 | | | | | | 0.84 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.67 | | | | | | 2,959 | | | | | | 203 | | |
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 | | |
| | | Buy | | | Sell | | ||||||
Australia Index | | | | $ | 1,513,976 | | | | | $ | 375,487 | | |
Euro STOXX 50® Index | | | | | 5,884,926 | | | | | | 2,034,865 | | |
FTSE 100 Index® | | | | | 2,731,808 | | | | | | 1,001,511 | | |
Hang Seng Index | | | | | 1,124,756 | | | | | | 386,987 | | |
Japan TOPIX Index® | | | | | 5,006,746 | | | | | | 2,017,227 | | |
| | | Purchased | | | Sold | | ||||||
Australia Index | | | | $ | 2,000,890 | | | | | $ | — | | |
Emerging Markets Index | | | | | 9,037,067 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 5,254,821 | | | | | | — | | |
FTSE 100 Index® | | | | | 4,285,017 | | | | | | — | | |
Hang Seng Index | | | | | 1,502,254 | | | | | | — | | |
International Index | | | | | 29,832,138 | | | | | | — | | |
Japan TOPIX Index® | | | | | 4,386,579 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 11,839,297 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 16,526,121 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 6,200,085 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 3,624,400 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 30,361,614 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 14,865,519 | | | | | | — | | |
U.S. Bond Index | | | | | 10,822,422 | | | | | | 26,578,399 | | |
| | | Purchases | | | Sales | | ||||||
Australia Index | | | | $ | 63,925,516 | | | | | $ | 37,926,183 | | |
Emerging Markets Index | | | | | 182,369,059 | | | | | | 218,782,732 | | |
Euro STOXX 50® Index | | | | | 165,463,736 | | | | | | 180,828,269 | | |
FTSE 100 Index® | | | | | 64,862,664 | | | | | | 92,858,162 | | |
| | | Purchases | | | Sales | | ||||||
Hang Seng Index | | | | | 37,675,150 | | | | | | 14,712,445 | | |
International Index | | | | | 35,781,080 | | | | | | 88,560,345 | | |
Japan TOPIX Index® | | | | | 3,453,606 | | | | | | 98,551,122 | | |
Russell™ Large Cap Growth Index | | | | | 103,147,488 | | | | | | 118,215,559 | | |
Russell™ Large Cap Index | | | | | 41,169,306 | | | | | | 44,465,168 | | |
Russell™ Large Cap Value Index | | | | | 62,508,496 | | | | | | 83,525,280 | | |
Russell™ Mid Cap Growth Index | | | | | 83,903,924 | | | | | | 169,217,042 | | |
Russell™ Mid Cap Index | | | | | 384,950,997 | | | | | | 558,409,210 | | |
Russell™ Small Cap Index | | | | | 79,485,144 | | | | | | 158,414,957 | | |
U.S. Bond Index | | | | | 177,927,191 | | | | | | 279,587,697 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 7,162,951,248 | | | | | $ | 7,439,398,433 | | |
| | |||
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 | | | | | 28.32% | | |
| | | Russell™ Large Cap Value Index | | | | | 7.27 | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 8.15 | | |
Voya Index Solution 2025 Portfolio | | | International Index | | | | | 6.22 | | |
Voya Index Solution 2035 Portfolio | | | International Index | | | | | 7.01 | | |
Voya Index Solution 2045 Portfolio | | | International Index | | | | | 5.09 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 6.46 | | |
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 8.91 | | |
| | | Russell™ Large Cap Index | | | | | 11.87 | | |
| | | Russell™ Large Cap Value Index | | | | | 10.36 | | |
| | | Russell™ Mid Cap Index | | | | | 9.59 | | |
| | | Russell™ Small Cap Index | | | | | 12.38 | | |
Voya Insurance and Annuity Company | | | Euro STOXX 50® Index | | | | | 5.02 | | |
| | | Hang Seng Index | | | | | 26.13 | | |
| | | International Index | | | | | 52.53 | | |
| | | Russell™ Large Cap Growth Index | | | | | 40.45 | | |
| | | Russell™ Large Cap Index | | | | | 51.98 | | |
| | | Russell™ Large Cap Value Index | | | | | 63.68 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 88.61 | | |
| | | Russell™ Mid Cap Index | | | | | 11.80 | | |
| | | Russell™ Small Cap Index | | | | | 25.92 | | |
| | | U.S. Bond Index | | | | | 6.71 | | |
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 7.86 | | |
Voya Retirement Growth Portfolio | | | Australia Index | | | | | 54.86 | | |
| | | Emerging Markets Index | | | | | 37.29 | | |
| | | Euro STOXX 50® Index | | | | | 51.80 | | |
| | | FTSE 100 Index® | | | | | 53.97 | | |
| | | Hang Seng Index | | | | | 39.60 | | |
| | | Japan TOPIX Index® | | | | | 52.78 | | |
| | | Russell™ Mid Cap Index | | | | | 25.06 | | |
| | | Russell™ Small Cap Index | | | | | 12.52 | | |
| | | U.S. Bond Index | | | | | 24.54 | | |
Voya Retirement Insurance and Annuity Company | | | International Index | | | | | 7.01 | | |
| | | Russell™ Large Cap Growth Index | | | | | 12.94 | | |
| | | RussellTM Large Cap Index | | | | | 32.37 | | |
| | | Russell™ Large Cap Value Index | | | | | 13.87 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 5.49 | | |
| | | Russell™ Mid Cap Index | | | | | 20.59 | | |
| | | Russell™ Small Cap Index | | | | | 27.78 | | |
Voya Retirement Moderate Growth Portfolio | | | Australia Index | | | | | 30.03 | | |
| | | Emerging Markets Index | | | | | 21.53 | | |
| | | Euro STOXX 50® Index | | | | | 28.32 | | |
| | | FTSE 100 Index® | | | | | 29.48 | | |
| | | Hang Seng Index | | | | | 21.45 | | |
| | | Japan TOPIX Index® | | | | | 28.87 | | |
| | | Russell™ Mid Cap Index | | | | | 15.04 | | |
| | | Russell™ Small Cap Index | | | | | 8.67 | | |
| | | U.S. Bond Index | | | | | 23.81 | | |
Voya Retirement Moderate Portfolio | | | Australia Index | | | | | 13.33 | | |
| | | Emerging Markets Index | | | | | 9.59 | | |
| | | Euro STOXX 50® Index | | | | | 12.63 | | |
| | | FTSE 100 Index® | | | | | 13.15 | | |
| | | Hang Seng Index | | | | | 9.62 | | |
| | | Japan TOPIX Index® | | | | | 12.85 | | |
| | | Russell™ Mid Cap Index | | | | | 6.44 | | |
| | | U.S. Bond Index | | | | | 15.90 | | |
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(3) | | | | | N/A | | | | | | 0.43% | | | | | | 0.68% | | | | | | 0.83% | | |
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 | | | | | 0.90% | | | | | | 0.40% | | | | | | 0.65% | | | | | | 0.80% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2017 | | | 2018 | | | 2019 | | | Total | | ||||||||||||
International Index | | | | $ | 800,829 | | | | | $ | 1,133,211 | | | | | $ | 923,108 | | | | | $ | 2,857,148 | | |
Russell™ Large Cap Index | | | | | 75,677 | | | | | | 85,937 | | | | | | 74,829 | | | | | | 236,443 | | |
Russell™ Mid Cap Growth | | | | | — | | | | | | — | | | | | | 81,410 | | | | | | 81,410 | | |
Russell™ Mid Cap Index | | | | | — | | | | | | — | | | | | | 108,592 | | | | | | 108,592 | | |
Russell™ Small Cap Index | | | | | 71,822 | | | | | | 122,060 | | | | | | 92,974 | | | | | | 286,856 | | |
U.S. Bond Index | | | | | — | | | | | | 186,564 | | | | | | 186,626 | | | | | | 373,190 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Australia Index | | | | | 42 | | | | | $ | 2,408,833 | | | | | | 1.38% | | |
Emerging Markets Index | | | | | 47 | | | | | | 9,715,255 | | | | | | 1.39 | | |
Euro STOXX 50® Index | | | | | 11 | | | | | | 12,955,545 | | | | | | 1.40 | | |
FTSE 100 Index® | | | | | 32 | | | | | | 6,227,188 | | | | | | 1.37 | | |
Hang Seng Index | | | | | 8 | | | | | | 833,500 | | | | | | 1.40 | | |
International Index | | | | | 1 | | | | | | 529,000 | | | | | | 1.37 | | |
Japan TOPIX Index® | | | | | 55 | | | | | | 3,710,091 | | | | | | 1.38 | | |
Russell™ Large Cap Growth Index | | | | | 16 | | | | | | 3,444,375 | | | | | | 1.38 | | |
Russell™ Large Cap Index | | | | | 4 | | | | | | 2,678,750 | | | | | | 1.37 | | |
Russell™ Large Cap Value Index | | | | | 5 | | | | | | 18,236,000 | | | | | | 1.37 | | |
Russell™ Mid Cap Growth Index | | | | | 13 | | | | | | 1,601,769 | | | | | | 1.37 | | |
Russell™ Mid Cap Index | | | | | 21 | | | | | | 15,812,429 | | | | | | 1.40 | | |
Russell™ Small Cap Index | | | | | 3 | | | | | | 4,122,667 | | | | | | 1.41 | | |
U.S. Bond Index | | | | | 10 | | | | | | 4,301,300 | | | | | | 1.39 | | |
| | | 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) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (300) | | | | | | (300) | | | | | | — | | | | | | — | | | | | | — | | | | | | (2,625) | | | | | | (2,625) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 7,781,863 | | | | | | — | | | | | | 999,293 | | | | | | (5,507,163) | | | | | | 3,273,993 | | | | | | 63,394,398 | | | | | | — | | | | | | 7,529,762 | | | | | | (43,729,993) | | | | | | 27,194,167 | | |
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) | | |
Emerging Markets Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV(2) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2015 | | | | | 114 | | | | | | — | | | | | | — | | | | | | (414) | | | | | | (300) | | | | | | 1,312 | | | | | | — | | | | | | 1 | | | | | | (4,575) | | | | | | (3,262) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 25,427,628 | | | | | | — | | | | | | 1,295,759 | | | | | | (29,146,572) | | | | | | (2,423,185) | | | | | | 243,347,917 | | | | | | — | | | | | | 11,483,688 | | | | | | (275,323,300) | | | | | | (20,491,695) | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,179 | | | | | | — | | | | | | 33 | | | | | | (2,130) | | | | | | (918) | | | | | | 10,426 | | | | | | — | | | | | | 288 | | | | | | (20,431) | | | | | | (9,717) | | |
12/31/2015 | | | | | 1,039 | | | | | | — | | | | | | — | | | | | | (121) | | | | | | 918 | | | | | | 10,034 | | | | | | — | | | | | | — | | | | | | (1,311) | | | | | | 8,723 | | |
Class S2(2) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (300) | | | | | | (300) | | | | | | — | | | | | | — | | | | | | — | | | | | | (3,324) | | | | | | (3,324) | | |
Euro STOXX 50® Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 395,163 | | | | | | — | | | | | | 56,106 | | | | | | (1,390,969) | | | | | | (939,700) | | | | | | 3,571,002 | | | | | | — | | | | | | 508,884 | | | | | | (12,538,985) | | | | | | (8,459,099) | | |
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 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 16,233,928 | | | | | | — | | | | | | 1,240,250 | | | | | | (18,286,324) | | | | | | (812,146) | | | | | | 149,775,239 | | | | | | — | | | | | | 11,323,478 | | | | | | (169,345,180) | | | | | | (8,246,463) | | |
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) | | |
FTSE 100 Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 87,275 | | | | | | — | | | | | | 54,960 | | | | | | (263,476) | | | | | | (121,241) | | | | | | 769,118 | | | | | | — | | | | | | 472,660 | | | | | | (2,287,106) | | | | | | (1,045,328) | | |
12/31/2015 | | | | | 210,350 | | | | | | — | | | | | | 55,100 | | | | | | (178,495) | | | | | | 86,955 | | | | | | 2,289,437 | | | | | | — | | | | | | 600,588 | | | | | | (1,895,736) | | | | | | 994,289 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 6,210,970 | | | | | | — | | | | | | 2,762,635 | | | | | | (10,282,656) | | | | | | (1,309,051) | | | | | | 54,791,138 | | | | | | — | | | | | | 23,896,796 | | | | | | (93,417,582) | | | | | | (14,729,648) | | |
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) | | |
Hang Seng Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,039 | | | | | | — | | | | | | 5,093 | | | | | | (25,783) | | | | | | (19,651) | | | | | | 12,909 | | | | | | — | | | | | | 58,872 | | | | | | (325,556) | | | | | | (253,775) | | |
12/31/2015 | | | | | 3,393 | | | | | | — | | | | | | 2,253 | | | | | | (30,713) | | | | | | (25,067) | | | | | | 44,408 | | | | | | — | | | | | | 37,556 | | | | | | (450,668) | | | | | | (368,704) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 2,861,812 | | | | | | — | | | | | | 332,889 | | | | | | (913,355) | | | | | | 2,281,346 | | | | | | 36,919,553 | | | | | | — | | | | | | 3,861,515 | | | | | | (11,560,817) | | | | | | 29,220,251 | | |
12/31/2015 | | | | | 36,699 | | | | | | — | | | | | | 138,678 | | | | | | (2,274,054) | | | | | | (2,098,677) | | | | | | 515,483 | | | | | | — | | | | | | 2,322,850 | | | | | | (32,556,435) | | | | | | (29,718,102) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 135,485 | | | | | | — | | | | | | 140,144 | | | | | | (615,205) | | | | | | (339,576) | | | | | | 1,755,934 | | | | | | — | | | | | | 1,624,269 | | | | | | (7,683,468) | | | | | | (4,303,265) | | |
12/31/2015 | | | | | 795,162 | | | | | | — | | | | | | 63,686 | | | | | | (963,770) | | | | | | (104,922) | | | | | | 12,364,806 | | | | | | — | | | | | | 1,065,472 | | | | | | (14,048,120) | | | | | | (617,842) | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,194,111 | | | | | | — | | | | | | 2,340,372 | | | | | | (14,334,230) | | | | | | (10,799,747) | | | | | | 10,070,914 | | | | | | — | | | | | | 19,542,104 | | | | | | (121,062,485) | | | | | | (91,449,467) | | |
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) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 22,225,239 | | | | | | — | | | | | | 1,669,421 | | | | | | (13,081,701) | | | | | | 10,812,959 | | | | | | 192,376,799 | | | | | | — | | | | | | 14,190,081 | | | | | | (114,102,442) | | | | | | 92,464,438 | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 577,256 | | | | | | — | | | | | | 271,716 | | | | | | (2,192,615) | | | | | | (1,343,643) | | | | | | 4,907,326 | | | | | | — | | | | | | 2,296,001 | | | | | | (18,881,973) | | | | | | (11,678,646) | | |
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) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 219,316 | | | | | | — | | | | | | 9,800 | | | | | | (233,311) | | | | | | (4,195) | | | | | | 1,880,673 | | | | | | — | | | | | | 82,516 | | | | | | (1,988,816) | | | | | | (25,627) | | |
12/31/2015 | | | | | 74,277 | | | | | | — | | | | | | 3,437 | | | | | | (142,488) | | | | | | (64,774) | | | | | | 679,033 | | | | | | — | | | | | | 34,160 | | | | | | (1,368,795) | | | | | | (655,602) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Japan TOPIX Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 288,128 | | | | | | — | | | | | | 83,079 | | | | | | (1,510,089) | | | | | | (1,138,882) | | | | | | 2,968,908 | | | | | | — | | | | | | 802,540 | | | | | | (15,144,411) | | | | | | (11,372,963) | | |
12/31/2015 | | | | | 1,981,402 | | | | | | — | | | | | | 39,021 | | | | | | (908,135) | | | | | | 1,112,288 | | | | | | 21,974,384 | | | | | | — | | | | | | 434,305 | | | | | | (9,688,524) | | | | | | 12,720,165 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 981,247 | | | | | | — | | | | | | 1,819,394 | | | | | | (9,632,390) | | | | | | (6,831,749) | | | | | | 10,087,717 | | | | | | — | | | | | | 17,739,090 | | | | | | (99,785,395) | | | | | | (71,958,588) | | |
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) | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | — | | | | | | — | | | | | | 1 | | | | | | — | | | | | | 1 | | | | | | — | | | | | | — | | | | | | 33 | | | | | | — | | | | | | 33 | | |
7/13/2015(1) - 12/31/2015 | | | | | 119 | | | | | | — | | | | | | — | | | | | | (1) | | | | | | 118 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | (25) | | | | | | 2,975 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 706,747 | | | | | | — | | | | | | 142,876 | | | | | | (1,372,113) | | | | | | (522,490) | | | | | | 18,421,697 | | | | | | — | | | | | | 3,626,198 | | | | | | (35,730,448) | | | | | | (13,682,553) | | |
12/31/2015 | | | | | 573,002 | | | | | | — | | | | | | 130,969 | | | | | | (1,276,849) | | | | | | (572,878) | | | | | | 14,517,153 | | | | | | — | | | | | | 3,321,385 | | | | | | (32,191,545) | | | | | | (14,353,007) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 2,638,696 | | | | | | — | | | | | | 122,073 | | | | | | (3,068,417) | | | | | | (307,648) | | | | | | 68,571,518 | | | | | | — | | | | | | 3,087,221 | | | | | | (79,186,790) | | | | | | (7,528,051) | | |
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) | | |
Russell™ Large Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 444,986 | | | | | | — | | | | | | 31,521 | | | | | | (501,406) | | | | | | (24,899) | | | | | | 7,058,680 | | | | | | — | | | | | | 488,585 | | | | | | (8,137,717) | | | | | | (590,452) | | |
12/31/2015 | | | | | 542,242 | | | | | | — | | | | | | 26,557 | | | | | | (805,496) | | | | | | (236,697) | | | | | | 8,528,434 | | | | | | — | | | | | | 422,251 | | | | | | (12,734,493) | | | | | | (3,783,808) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 2,179,917 | | | | | | — | | | | | | 235,673 | | | | | | (1,418,125) | | | | | | 997,465 | | | | | | 35,471,571 | | | | | | — | | | | | | 3,707,145 | | | | | | (23,124,478) | | | | | | 16,054,238 | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 3,080,628 | | | | | | — | | | | | | 603,870 | | | | | | (5,862,320) | | | | | | (2,177,822) | | | | | | 48,997,629 | | | | | | — | | | | | | 9,450,568 | | | | | | (94,564,446) | | | | | | (36,116,249) | | |
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) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 40,230 | | | | | | — | | | | | | — | | | | | | (51,286) | | | | | | (11,056) | | | | | | 682,127 | | | | | | — | | | | | | — | | | | | | (824,463) | | | | | | (142,336) | | |
12/31/2015 | | | | | 45,872 | | | | | | — | | | | | | 3,237 | | | | | | (262,718) | | | | | | (213,609) | | | | | | 737,951 | | | | | | — | | | | | | 52,561 | | | | | | (4,089,143) | | | | | | (3,298,631) | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | — | | | | | | — | | | | | | 5 | | | | | | — | | | | | | 5 | | | | | | — | | | | | | — | | | | | | 89 | | | | | | — | | | | | | 89 | | |
7/13/2015(1) - 12/31/2015 | | | | | 155 | | | | | | — | | | | | | — | | | | | | — | | | | | | 155 | | | | | | 2,982 | | | | | | — | | | | | | — | | | | | | — | | | | | | 2,982 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 335,229 | | | | | | — | | | | | | 159,471 | | | | | | (836,222) | | | | | | (341,522) | | | | | | 6,408,069 | | | | | | — | | | | | | 2,934,266 | | | | | | (16,035,095) | | | | | | (6,692,760) | | |
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 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 2,264,201 | | | | | | — | | | | | | 495,699 | | | | | | (3,343,676) | | | | | | (583,776) | | | | | | 42,982,290 | | | | | | — | | | | | | 9,071,291 | | | | | | (61,208,969) | | | | | | (9,155,388) | | |
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 | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV(2) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (300) | | | | | | (300) | | | | | | — | | | | | | — | | | | | | — | | | | | | (8,570) | | | | | | (8,570) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 218,080 | | | | | | — | | | | | | 3,252 | | | | | | (2,402,202) | | | | | | (2,180,870) | | | | | | 5,748,345 | | | | | | — | | | | | | 85,956 | | | | | | (64,667,840) | | | | | | (58,833,539) | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 909,734 | | | | | | — | | | | | | 74,561 | | | | | | (2,008,745) | | | | | | (1,024,450) | | | | | | 25,014,246 | | | | | | — | | | | | | 1,968,676 | | | | | | (53,663,603) | | | | | | (26,680,681) | | |
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) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 4,100 | | | | | | — | | | | | | 228 | | | | | | (3,431) | | | | | | 897 | | | | | | 115,153 | | | | | | — | | | | | | 6,022 | | | | | | (94,372) | | | | | | 26,803 | | |
12/31/2015 | | | | | 6,700 | | | | | | — | | | | | | 327 | | | | | | (37,509) | | | | | | (30,482) | | | | | | 190,495 | | | | | | — | | | | | | 9,312 | | | | | | (1,018,016) | | | | | | (818,209) | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,479,190 | | | | | | — | | | | | | 1,454,235 | | | | | | (1,394,558) | | | | | | 1,538,867 | | | | | | 21,073,026 | | | | | | — | | | | | | 19,224,986 | | | | | | (19,706,634) | | | | | | 20,591,378 | | |
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 | | |
| | | 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™ Mid Cap Index (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 20,644,814 | | | | | | — | | | | | | 14,192,539 | | | | | | (33,121,806) | | | | | | 1,715,547 | | | | | | 301,937,732 | | | | | | — | | | | | | 192,308,903 | | | | | | (487,670,674) | | | | | | 6,575,961 | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 4,626,624 | | | | | | — | | | | | | 3,226,625 | | | | | | (4,656,121) | | | | | | 3,197,128 | | | | | | 67,672,897 | | | | | | — | | | | | | 43,333,573 | | | | | | (66,926,968) | | | | | | 44,079,502 | | |
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 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 153,609 | | | | | | — | | | | | | 173,590 | | | | | | (437,952) | | | | | | (110,753) | | | | | | 2,183,199 | | | | | | — | | | | | | 2,305,265 | | | | | | (6,180,494) | | | | | | (1,692,030) | | |
12/31/2015 | | | | | 366,112 | | | | | | — | | | | | | 103,040 | | | | | | (341,230) | | | | | | 127,922 | | | | | | 5,899,477 | | | | | | — | | | | | | 1,659,982 | | | | | | (5,487,447) | | | | | | 2,072,012 | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,130,008 | | | | | | — | | | | | | 897,189 | | | | | | (1,003,952) | | | | | | 1,023,245 | | | | | | 15,021,433 | | | | | | — | | | | | | 10,550,947 | | | | | | (13,083,829) | | | | | | 12,488,550 | | |
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 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 4,435,429 | | | | | | — | | | | | | 4,283,499 | | | | | | (8,661,798) | | | | | | 57,130 | | | | | | 59,611,414 | | | | | | — | | | | | | 51,701,836 | | | | | | (118,069,900) | | | | | | (6,756,650) | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 2,663,134 | | | | | | — | | | | | | 2,590,275 | | | | | | (4,809,702) | | | | | | 443,707 | | | | | | 35,713,154 | | | | | | — | | | | | | 31,057,401 | | | | | | (63,412,713) | | | | | | 3,357,843 | | |
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 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 161,812 | | | | | | — | | | | | | 92,841 | | | | | | (266,326) | | | | | | (11,673) | | | | | | 2,147,636 | | | | | | — | | | | | | 1,096,448 | | | | | | (3,485,187) | | | | | | (241,103) | | |
12/31/2015 | | | | | 118,054 | | | | | | — | | | | | | 61,888 | | | | | | (133,541) | | | | | | 46,401 | | | | | | 1,777,124 | | | | | | — | | | | | | 925,850 | | | | | | (2,019,171) | | | | | | 683,803 | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,161,701 | | | | | | — | | | | | | 49,520 | | | | | | (560,477) | | | | | | 650,744 | | | | | | 12,493,893 | | | | | | — | | | | | | 532,496 | | | | | | (6,002,415) | | | | | | 7,023,974 | | |
12/31/2015 | | | | | 1,135,490 | | | | | | — | | | | | | 44,573 | | | | | | (448,047) | | | | | | 732,016 | | | | | | 12,142,535 | | | | | | — | | | | | | 473,543 | | | | | | (4,775,931) | | | | | | 7,840,147 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 71,229,324 | | | | | | — | | | | | | 6,593,355 | | | | | | (108,868,896) | | | | | | (31,046,217) | | | | | | 768,746,090 | | | | | | — | | | | | | 71,206,125 | | | | | | (1,171,470,722) | | | | | | (331,518,507) | | |
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) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 6,253,088 | | | | | | — | | | | | | 492,598 | | | | | | (7,807,951) | | | | | | (1,062,265) | | | | | | 67,041,759 | | | | | | — | | | | | | 5,306,613 | | | | | | (83,624,320) | | | | | | (11,275,948) | | |
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 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 91,410 | | | | | | — | | | | | | 4,905 | | | | | | (45,136) | | | | | | 51,179 | | | | | | 980,356 | | | | | | — | | | | | | 52,821 | | | | | | (485,099) | | | | | | 548,078 | | |
12/31/2015 | | | | | 70,810 | | | | | | — | | | | | | 4,676 | | | | | | (90,721) | | | | | | (15,235) | | | | | | 762,715 | | | | | | — | | | | | | 49,782 | | | | | | (987,315) | | | | | | (174,818) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 228,023 | | | | | $ | (228,023) | | | | | $ | — | | |
Barclays Capital Securities Ltd. | | | | | 289,338 | | | | | | (289,338) | | | | |||||
Citigroup Global Markets Inc. | | | | | 554,745 | | | | | | (554,745) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 129,607 | | | | | | (129,607) | | | | | | — | | |
Deutsche Bank, AG | | | | | 57,350 | | | | | | (57,350) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 188,588 | | | | | | (188,588) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 28,289 | | | | | | (28,289) | | | | | | — | | |
Merrill Lynch International | | | | | 13,270 | | | | | | (13,270) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 137,363 | | | | | | (137,363) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 99,013 | | | | | | (99,013) | | | | | | — | | |
UBS AG | | | | | 44,015 | | | | | | (44,015) | | | | | | — | | |
UBS Securities LLC. | | | | | 116,785 | | | | | | (116,785) | | | | | | — | | |
Total | | | | $ | 1,886,386 | | | | | $ | (1,886,386) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 70,267 | | | | | $ | (70,267) | | | | | $ | — | | |
Barclays Capital Securities Ltd. | | | | | 647,344 | | | | | | (647,344) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 164,414 | | | | | | (164,414) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 16,913 | | | | | | (16,913) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 880,420 | | | | | | (880,420) | | | | | | — | | |
Goldman Sachs International | | | | | 95,607 | | | | | | (95,607) | | | | | | — | | |
HSBC Bank PLC | | | | | 129,427 | | | | | | (129,427) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 314,517 | | | | | | (314,517) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 614,440 | | | | | | (614,440) | | | | | | — | | |
Jefferies LLC | | | | | 389,682 | | | | | | (389,682) | | | | | | — | | |
Macquarie Bank Limited | | | | | 258,420 | | | | | | (258,420) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 215,413 | | | | | | (215,413) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
Merrill Lynch International | | | | | 301,759 | | | | | | (301,759) | | | | | | — |
Morgan Stanley & Co. LLC | | | | | 980,740 | | | | | | (980,740) | | | | | | — |
National Financial Services LLC | | | | | 313,995 | | | | | | (313,995) | | | | | | — |
RBC Dominion Securities Inc | | | | | 48,588 | | | | | | (48,588) | | | | | | — |
Scotia Capital (USA) INC | | | | | 1,442,128 | | | | | | (1,442,128) | | | | | | — |
UBS Securities LLC. | | | | | 24,717 | | | | | | (24,717) | | | | | | — |
Total | | | | $ | 6,908,791 | | | | | $ | (6,908,791) | | | | | $ | — |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Credit Suisse Securities (Europe) Limited | | | | $ | 4,486,064 | | | | | $ | (4,486,064) | | | | | $ | — | | |
Total | | | | $ | 4,486,064 | | | | | $ | (4,486,064) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Morgan Stanley & Co. LLC | | | | $ | 523,916 | | | | | $ | (523,916) | | | | | $ | — | | |
Total | | | | $ | 523,916 | | | | | $ | (523,916) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 377,719 | | | | | $ | (377,719) | | | | | $ | — | | |
Citigroup Global Markets Limited | | | | | 1,618,531 | | | | | | (1,618,531) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,184,710 | | | | | | (1,184,710) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 6,648,819 | | | | | | (6,648,819) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 1,163,857 | | | | | | (1,163,857) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,044,058 | | | | | | (1,044,058) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 128,676 | | | | | | (128,676) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 1,858,232 | | | | | | (1,858,232) | | | | | | — | | |
Morgan Stanley & Co. International PLC | | | | | 480,213 | | | | | | (480,213) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 127,683 | | | | | | (127,683) | | | | | | — | | |
International Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
Merrill Lynch International | | | | | 325,440 | | | | | | (325,440) | | | | | | — |
Morgan Stanley & Co. LLC | | | | | 2,432,400 | | | | | | (2,432,400) | | | | | | — |
Nomura International PLC | | | | | 240,603 | | | | | | (240,603) | | | | | | — |
Nomura Securities International, Inc. | | | | | 95,112 | | | | | | (95,112) | | | | | | — |
Societe Generale | | | | | 2,100,335 | | | | | | (2,100,335) | | | | | | — |
Total | | | | $ | 19,826,388 | | | | | $ | (19,826,388) | | | | | $ | — |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 492,636 | | | | | $ | (492,636) | | | | | $ | — | | |
Barclays Capital Securities Ltd. | | | | | 126,497 | | | | | | (126,497) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 48,366 | | | | | | (48,366) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 18,380 | | | | | | (18,380) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 72,309 | | | | | | (72,309) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 60,130 | | | | | | (60,130) | | | | | | — | | |
Deutsche Bank, AG | | | | | 514,299 | | | | | | (514,299) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 1,260,537 | | | | | | (1,260,537) | | | | | | — | | |
HSBC Bank PLC | | | | | 7,360 | | | | | | (7,360) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 17,261 | | | | | | (17,261) | | | | | | — | | |
Merrill Lynch International | | | | | 51,578 | | | | | | (51,578) | | | | | | — | | |
Mizuho Securities USA Inc. | | | | | 35,682 | | | | | | (35,682) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 180,485 | | | | | | (180,485) | | | | | | — | | |
Nomura International PLC | | | | | 104,427 | | | | | | (104,427) | | | | | | — | | |
UBS AG | | | | | 13,558 | | | | | | (13,558) | | | | | | — | | |
UBS Securities LLC. | | | | | 55,224 | | | | | | (55,224) | | | | | | — | | |
Total | | | | $ | 3,058,729 | | | | | $ | (3,058,729) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | $ | 1,917,858 | | | | | $ | (1,917,858) | | | | | $ | — | | |
Total | | | | $ | 1,917,858 | | | | | $ | (1,917,858) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | $ | 301,646 | | | | | $ | (301,646) | | | | | $ | — | | |
J.P. Morgan Securities LLC | | | | | 1,467,415 | | | | | | (1,467,415) | | | | | | — | | |
Total | | | | $ | 1,769,061 | | | | | $ | (1,769,061) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | $ | 245,320 | | | | | $ | (245,320) | | | | | $ | — | | |
SG Americas Securities, LLC | | | | | 86,301 | | | | | | (86,301) | | | | | | | | |
Total | | | | $ | 331,621 | | | | | $ | (331,621) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 114,807 | | | | | $ | (114,807) | | | | | $ | — | | |
BNP Paribas | | | | | 6,890 | | | | | | (6,890) | | | | | | — | | |
Barclays Capital Inc. | | | | | 32,463 | | | | | | (32,463) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,276,653 | | | | | | (1,276,653) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 286,005 | | | | | | (286,005) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 453,393 | | | | | | (453,393) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 77,254 | | | | | | (77,254) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 2,521,514 | | | | | | (2,521,514) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 2,259,896 | | | | | | (2,259,896) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 8,011 | | | | | | (8,011) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 467,698 | | | | | | (467,698) | | | | | | — | | |
National Financial Services LLC | | | | | 96,569 | | | | | | (96,569) | | | | | | — | | |
Natixis Securities America LLC | | | | | 1,305,166 | | | | | | (1,305,166) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 155,071 | | | | | | (155,071) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 3,315,907 | | | | | | (3,315,907) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 183,421 | | | | | | (183,421) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 857,011 | | | | | | (857,011) | | | | | | — | | |
UBS AG | | | | | 25,275 | | | | | | (25,275) | | | | | | — | | |
UBS Securities LLC. | | | | | 219,832 | | | | | | (219,832) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 252,806 | | | | | | (252,806) | | | | | | — | | |
Total | | | | $ | 13,915,642 | | | | | $ | (13,915,642) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 191,447 | | | | | $ | (191,447) | | | | | $ | — | | |
BNP Paribas | | | | | 757,132 | | | | | | (757,132) | | | | | | — | | |
Barclays Capital Inc. | | | | | 121,187 | | | | | | (121,187) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,161,252 | | | | | | (1,161,252) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 973,977 | | | | | | (973,977) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,011,609 | | | | | | (1,011,609) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 6,922,170 | | | | | | (6,922,170) | | | | | | — | | |
HSBC Bank PLC | | | | | 5,646,904 | | | | | | (5,646,904) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 8,076,592 | | | | | | (8,076,592) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 207,151 | | | | | | (207,151) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 158,553 | | | | | | (158,553) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,385,378 | | | | | | (3,385,378) | | | | | | — | | |
National Financial Services LLC | | | | | 761,452 | | | | | | (761,452) | | | | | | — | | |
Natixis Securities America LLC | | | | | 344,727 | | | | | | (344,727) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 1,011,023 | | | | | | (1,011,023) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 2,579,893 | | | | | | (2,579,893) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 294,028 | | | | | | (294,028) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 2,805,674 | | | | | | (2,805,674) | | | | | | — | | |
UBS AG | | | | | 2,975,886 | | | | | | (2,975,886) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 676,240 | | | | | | (676,240) | | | | | | — | | |
Total | | | | $ | 40,062,275 | | | | | $ | (40,062,275) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 116,372 | | | | | $ | (116,372) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 329,551 | | | | | | (329,551) | | | | | | — | | |
BNP Paribas | | | | | 406,844 | | | | | | (406,844) | | | | | | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 3,050 | | | | | | (3,050) | | | | | | — | | |
Barclays Capital Inc. | | | | | 235,910 | | | | | | (235,910) | | | | | | — | | |
Citadel Clearing LLC | | | | | 2,251,694 | | | | | | (2,251,694) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,219,780 | | | | | | (1,219,780) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 3,169,094 | | | | | | (3,169,094) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 8,131,032 | | | | | | (8,131,032) | | | | | | — | | |
HSBC Bank PLC | | | | | 618,594 | | | | | | (618,594) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 7,060,128 | | | | | | (7,060,128) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 139,411 | | | | | | (139,411) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 644,289 | | | | | | (644,289) | | | | | | — | | |
Mizuho Securities USA Inc. | | | | | 2,985 | | | | | | (2,985) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
Morgan Stanley & Co. LLC | | | | | 6,670,387 | | | | | | (6,670,387) | | | | | | — |
National Financial Services LLC | | | | | 1,538,968 | | | | | | (1,538,968) | | | | | | — |
Natixis Securities America LLC | | | | | 396,973 | | | | | | (396,973) | | | | | | — |
RBC Dominion Securities Inc | | | | | 4,686,939 | | | | | | (4,686,939) | | | | | | — |
SG Americas Securities, LLC | | | | | 1,550,923 | | | | | | (1,550,923) | | | | | | — |
Scotia Capital (USA) INC | | | | | 2,763,327 | | | | | | (2,763,327) | | | | | | — |
UBS AG | | | | | 2,901,222 | | | | | | (2,901,222) | | | | | | — |
Wells Fargo Securities LLC | | | | | 2,198,441 | | | | | | (2,198,441) | | | | | | — |
Total | | | | $ | 47,035,914 | | | | | $ | (47,035,914) | | | | | $ | — |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 24,303,012 | | | | | $ | (24,303,012) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 58,749,076 | | | | | | (58,749,076) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 155,343 | | | | | | (155,343) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 6,908,218 | | | | | | (6,908,218) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 611,343 | | | | | | (611,343) | | | | | | — | | |
Mizuho Securities USA Inc. | | | | | 502,077 | | | | | | (502,077) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 298,994 | | | | | | (298,994) | | | | | | — | | |
National Financial Services LLC | | | | | 11,241 | | | | | | (11,241) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 859,822 | | | | | | (859,822) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 515,002 | | | | | | (515,002) | | | | | | — | | |
Total | | | | $ | 92,914,128 | | | | | $ | (92,914,128) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | |||||||||
Australia Index | | | | $ | — | | | | | $ | 894,198 | | | | | $ | (894,198) | | |
Emerging Markets Index | | | | | (742) | | | | | | 108,025 | | | | | | (107,283) | | |
Euro STOXX 50® Index | | | | | — | | | | | | (11,010) | | | | | | 11,010 | | |
FTSE 100 Index® | | | | | — | | | | | | (830,087) | | | | | | 830,087 | | |
Hang Seng Index | | | | | — | | | | | | (1,650,190) | | | | | | 1,650,190 | | |
International Index(1) | | | | | (14,301,357) | | | | | | 529,556 | | | | | | 13,771,801 | | |
Japan TOPIX Index® | | | | | — | | | | | | 815,411 | | | | | | (815,411) | | |
Russell™ Large Cap Growth Index(2) | | | | | (84,362,089) | | | | | | (76,229) | | | | | | 84,438,318 | | |
Russell™ Large Cap Index | | | | | (6,112,974) | | | | | | (418,697) | | | | | | 6,531,671 | | |
Russell™ Large Cap Value Index | | | | | (3,099,362) | | | | | | (380,897) | | | | | | 3,480,259 | | |
Russell™ Mid Cap Growth Index | | | | | (2,369,351) | | | | | | 105,351 | | | | | | 2,264,000 | | |
Russell™ Mid Cap Index | | | | | — | | | | | | 2,366,170 | | | | | | (2,366,170) | | |
Russell™ Small Cap Index | | | | | — | | | | | | 435,422 | | | | | | (435,422) | | |
U.S. Bond Index | | | | | — | | | | | | 6,572,288 | | | | | | (6,572,288) | | |
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Australia Index | | | | $ | 7,529,762 | | | | | $ | — | | | | | $ | 9,771,671 | | | | | $ | — | | |
Emerging Markets Index | | | | | 11,484,035 | | | | | | — | | | | | | 12,674,109 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 11,832,362 | | | | | | — | | | | �� | | 14,924,803 | | | | | | — | | |
FTSE 100 Index® | | | | | 14,127,263 | | | | | | 10,242,193 | | | | | | 27,896,588 | | | | | | 11,055,804 | | |
Hang Seng Index | | | | | 4,072,989 | | | | | | 1,471,667 | | | | | | 3,425,877 | | | | | | — | | |
International Index | | | | | 36,110,702 | | | | | | — | | | | | | 41,887,859 | | | | | | — | | |
Japan TOPIX Index® | | | | | 6,515,819 | | | | | | 12,025,811 | | | | | | 5,000,193 | | | | | | 3,779,693 | | |
Russell™ Large Cap Growth Index | | | | | 6,713,452 | | | | | | — | | | | | | 5,825,850 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 13,646,298 | | | | | | — | | | | | | 12,021,515 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 5,972,663 | | | | | | 6,032,983 | | | | | | 3,103,268 | | | | | | 2,717,121 | | |
Russell™ Mid Cap Growth Index | | | | | 2,060,654 | | | | | | — | | | | | | 2,590,737 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 27,246,893 | | | | | | 229,925,834 | | | | | | 52,298,538 | | | | | | 145,596,134 | | |
Russell™ Small Cap Index | | | | | 11,471,483 | | | | | | 82,935,149 | | | | | | 12,603,777 | | | | | | 79,868,733 | | |
U.S. Bond Index | | | | | 76,852,038 | | | | | | 262,437 | | | | | | 90,301,956 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Australia Index | | | | $ | 4,734,435 | | | | | $ | — | | | | | $ | (13,301,635) | | | | | $ | (516,785) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (27,222,247) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (27,739,032) | | | | | |||||||
Emerging Markets Index | | | | | 9,912,013 | | | | | | — | | | | | | (61,835,323) | | | | | | (9,230,824) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (39,960,497) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (49,191,321) | | | | | |||||||
Euro STOXX 50® Index | | | | | 15,005,006 | | | | | | — | | | | | | (2,658,288) | | | | | | (805,470) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | | (1,686,585) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (11,111,136) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (13,603,191) | | | | | |||||||
FTSE 100 Index® | | | | | 10,850,730 | | | | | | 9,375,315 | | | | | | (14,738,773) | | | | | | — | | | | | | — | | | | — | |
Hang Seng Index | | | | | 1,029,548 | | | | | | — | | | | | | 10,768,163 | | | | | | (955,190) | | | | | | Long-term | | | | None | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
International Index | | | | | 33,385,148 | | | | | | — | | | | | | (8,426,978) | | | | | | (91,978,946) | | | | | | Short-term | | | | 2017 | |
| | | | | | | | | | | | | | | | | | | | | | | (1,826,920) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | | (7,739,144) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (36,563,122) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (138,108,132)* | | | | | |||||||
Japan TOPIX Index® | | | | | 6,066,797 | | | | | | 7,033,688 | | | | | | 45,926,621 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Growth Index | | | | | 6,754,369 | | | | | | — | | | | | | 262,398,377 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Index | | | | | 12,990,158 | | | | | | — | | | | | | 471,075,747 | | | | | | (125,559,316) | | | | | | Short-term | | | | 2017 | |
| | | | | | | | | | | | | | | | | | | | | | | (8,688,924) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | $ | (134,248,240)* | | | | | |||||||
Russell™ Large Cap Value Index | | | | | 8,356,301 | | | | | | — | | | | | | 87,192,517 | | | | | | (1,087,693) | | | | | | Short-term | | | | None | |
Russell™ Mid Cap Growth Index | | | | | 2,059,736 | | | | | | — | | | | | | 105,585,627 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Index | | | | | 28,480,487 | | | | | | 132,410,008 | | | | | | 836,371,892 | | | | | | — | | | | | | — | | | | — | |
Russell™ Small Cap Index | | | | | 7,884,892 | | | | | | 57,012,177 | | | | | | 286,424,834 | | | | | | — | | | | | | — | | | | — | |
U.S. Bond Index | | | | | 16,109,806 | | | | | | 1,380,662 | | | | | | 23,768,787 | | | | | | — | | | | | | — | | | | — | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0160 | | | | February 1, 2017 | | | Daily | |
Class I | | | | $ | 0.0206 | | | | February 1, 2017 | | | Daily | |
Class S | | | | $ | 0.0183 | | | | February 1, 2017 | | | Daily | |
Class S2 | | | | $ | 0.0169 | | | | February 1, 2017 | | | Daily | |
Voya Australia Index Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 4.8% | | ||||||||||||
| | | 78,493 | | | | Aristocrat Leisure Ltd. | | | | $ | 875,717 | | | | | | 0.6 | | |
| | | 1,814,093 | | | | Other Securities(a) | | | | | 5,977,685 | | | | | | 4.2 | | |
| | | | | | | | | | | | 6,853,402 | | | | | | 4.8 | | |
| | | | | | | Consumer Staples: 6.8% | | ||||||||||||
| | | 96,774 | | | | Treasury Wine Estates Ltd. | | | | | 744,448 | | | | | | 0.5 | | |
| | | 148,400 | | | | Wesfarmers Ltd. | | | | | 4,504,235 | | | | | | 3.2 | | |
| | | 169,030 | | | | Woolworths Ltd. | | | | | 2,933,969 | | | | | | 2.1 | | |
| | | 461,790 | | | | Other Securities(a) | | | | | 1,482,626 | | | | | | 1.0 | | |
| | | | | | | | | | | | 9,665,278 | | | | | | 6.8 | | |
| | | | | | | Energy: 4.2% | | ||||||||||||
| | | 34,194 | | | | Caltex Australia Ltd. | | | | | 749,727 | | | | | | 0.5 | | |
| | | 153,347 | | | | Oil Search Ltd. | | | | | 789,243 | | | | | | 0.6 | | |
| | | 228,604 | | | | Origin Energy Ltd. | | | | | 1,081,586 | | | | | | 0.8 | | |
| | | 238,580 | | | | Santos Ltd. | | | | | 687,264 | | | | | | 0.5 | | |
| | | 95,068 | | | | Woodside Petroleum Ltd. | | | | | 2,129,365 | | | | | | 1.5 | | |
| | | 307,103 | | | | Other Securities | | | | | 481,898 | | | | | | 0.3 | | |
| | | | | | | | | | | | 5,919,083 | | | | | | 4.2 | | |
| | | | | | | Financials: 37.9% | | ||||||||||||
| | | 387,774 | | | | AMP Ltd. | | | | | 1,406,399 | | | | | | 1.0 | | |
| | | 25,379 | | | | ASX Ltd. | | | | | 909,206 | | | | | | 0.6 | | |
| | | 384,767 | | | | Australia & New Zealand Banking Group Ltd. | | | | | 8,423,020 | | | | | | 5.9 | | |
| | | 226,060 | | | | Commonwealth Bank of Australia | | | | | 13,410,836 | | | | | | 9.4 | | |
| | | 310,662 | | | | Insurance Australia Group Ltd. | | | | | 1,339,680 | | | | | | 0.9 | | |
| | | 44,652 | | | | Macquarie Group Ltd. | | | | | 2,797,099 | | | | | | 2.0 | | |
| | | 361,063 | | | | Medibank Pvt Ltd. | | | | | 733,560 | | | | | | 0.5 | | |
| | | 349,614 | | | | National Australia Bank Ltd. | | | | | 7,722,463 | | | | | | 5.4 | | |
| | | 178,951 | | | | QBE Insurance Group Ltd. | | | | | 1,598,886 | | | | | | 1.1 | | |
| | | 168,825 | | | | Suncorp Group Ltd. | | | | | 1,643,875 | | | | | | 1.2 | | |
| | | 440,285 | | | | Westpac Banking Corp. | | | | | 10,335,230 | | | | | | 7.3 | | |
| | | 665,298 | | | | Other Securities(a) | | | | | 3,619,423 | | | | | | 2.6 | | |
| | | | | | | | | | | | 53,939,677 | | | | | | 37.9 | | |
| | | | | | | Health Care: 6.2% | | ||||||||||||
| | | 7,511 | | | | Cochlear Ltd. | | | | | 662,927 | | | | | | 0.5 | | |
| | | 59,899 | | | | CSL Ltd. | | | | | 4,331,894 | | | | | | 3.0 | | |
| | | 16,904 | | | | Ramsay Health Care Ltd. | | | | | 831,115 | | | | | | 0.6 | | |
| | | 54,171 | | | | Sonic Healthcare Ltd. | | | | | 833,693 | | | | | | 0.6 | | |
| | | 904,620 | | | | Other Securities(a) | | | | | 2,219,700 | | | | | | 1.5 | | |
| | | | | | | | | | | | 8,879,329 | | | | | | 6.2 | | |
| | | | | | | Industrials: 6.5% | | ||||||||||||
| | | 269,024 | | | | Aurizon Holdings Ltd. | | | | | 978,124 | | | | | | 0.7 | | |
| | | 208,399 | | | | Brambles Ltd. | | | | | 1,859,774 | | | | | | 1.3 | | |
| | | 293,226 | | | | Sydney Airport | | | | | 1,265,696 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 267,099 | | | | Transurban Group - Stapled Security | | | | $ | 1,987,836 | | | | | | 1.4 | | |
| | | 1,362,366 | | | | Other Securities(a) | | | | | 3,204,002 | | | | | | 2.2 | | |
| | | | | | | | | | | | 9,295,432 | | | | | | 6.5 | | |
| | | | | | | Information Technology: 1.2% | | ||||||||||||
| | | 318,349 | | | | Other Securities(a) | | | | | 1,748,057 | | | | | | 1.2 | | |
| | | | | | | Materials: 16.0% | | ||||||||||||
| | | 151,838 | | | | Amcor Ltd. | | | | | 1,634,209 | | | | | | 1.2 | | |
| | | 421,102 | | | | BHP Billiton Ltd. | | | | | 7,543,987 | | | | | | 5.3 | | |
| | | 153,828 | | | | Boral Ltd. | | | | | 598,866 | | | | | | 0.4 | | |
| | | 223,056 | | | | Fortescue Metals Group Ltd. | | | | | 932,154 | | | | | | 0.7 | | |
| | | 58,131 | | | | James Hardie Industries SE | | | | | 917,625 | | | | | | 0.6 | | |
| | | 100,078 | | | | Newcrest Mining Ltd. | | | | | 1,435,027 | | | | | | 1.0 | | |
| | | 49,156 | | | | Orica Ltd. | | | | | 624,732 | | | | | | 0.4 | | |
| | | 55,662 | | | | Rio Tinto Ltd. | | | | | 2,384,627 | | | | | | 1.7 | | |
| | | 697,642 | | | | South32 Ltd. | | | | | 1,373,348 | | | | | | 1.0 | | |
| | | 2,114,634 | | | | Other Securities(a) | | | | | 5,298,111 | | | | | | 3.7 | | |
| | | | | | | | | | | | 22,742,686 | | | | | | 16.0 | | |
| | | | | | | Real Estate: 8.4% | | ||||||||||||
| | | 125,883 | | | | Dexus Property Group NPV | | | | | 873,277 | | | | | | 0.6 | | |
| | | 208,964 | | | | Goodman Group | | | | | 1,073,164 | | | | | | 0.8 | | |
| | | 235,310 | | | | GPT Group | | | | | 853,128 | | | | | | 0.6 | | |
| | | 75,610 | | | | Lend Lease Corp., Ltd. | | | | | 794,553 | | | | | | 0.6 | | |
| | | 485,759 | | | | Mirvac Group | | | | | 745,978 | | | | | | 0.5 | | |
| | | 698,643 | | | | Scentre Group | | | | | 2,338,701 | | | | | | 1.6 | | |
| | | 315,584 | | | | Stockland | | | | | 1,042,592 | | | | | | 0.7 | | |
| | | 428,338 | | | | Vicinity Centres | | | | | 923,721 | | | | | | 0.7 | | |
| | | 250,841 | | | | Westfield Corp. | | | | | 1,696,049 | | | | | | 1.2 | | |
| | | 784,534 | | | | Other Securities | | | | | 1,625,682 | | | | | | 1.1 | | |
| | | | | | | | | | | | 11,966,845 | | | | | | 8.4 | | |
| | | | | | | Telecommunication Services: 4.4% | | ||||||||||||
| | | 1,567,199 | | | | Telstra Corp., Ltd. | | | | | 5,758,968 | | | | | | 4.0 | | |
| | | 152,323 | | | | Other Securities(a) | | | | | 498,567 | | | | | | 0.4 | | |
| | | | | | | | | | | | 6,257,535 | | | | | | 4.4 | | |
| | | | | | | Utilities: 2.6% | | ||||||||||||
| | | 88,264 | | | | AGL Energy Ltd. | | | | | 1,404,323 | | | | | | 1.0 | | |
| | | 146,095 | | | | APA Group | | | | | 901,892 | | | | | | 0.6 | | |
| | | 318,984 | | | | DUET Group | | | | | 629,942 | | | | | | 0.5 | | |
| | | 548,078 | | | | Other Securities | | | | | 699,420 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,635,577 | | | | | | 2.6 | | |
| | | | | | | Total Common Stock (Cost $150,076,707) | | | | | 140,902,901 | | | | | | 99.0 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.0% | | ||||||||||||
| | | 460 | | | | Other Securities | | | | | 1,142 | | | | | | 0.0 | | |
Voya Australia Index Portfolio | as of December 31, 2016 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| RIGHTS: (continued) | | ||||||||||||||||||
| | | | | | | Health Care: —% | | ||||||||||||
| | | 8,059 | | | | Other Securities | | | | $ | — | | | | | | — | | |
| | | | | | | Real Estate: —% | | ||||||||||||
| | | 72,917 | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | Total Rights (Cost $—) | | | | | 1,142 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $150,076,707) | | | | | 140,904,043 | | | | | | 99.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS:1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.4% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | | | | | 1,000,000 | | | | | | 0.7 | | |
| | | 995,196 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $995,253, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $1,015,100, due 03/02/17-02/01/49) | | | | | 995,196 | | | | | | 0.7 | | |
| | | | | | | | | | | | 1,995,196 | | | | | | 1.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.4% | | ||||||||||||
| | | 573,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $573,000) | | | | $ | 573,000 | | | | | | 0.4 | | |
| | | | | | | Total Short-Term Investments (Cost $2,568,196) | | | | | 2,568,196 | | | | | | 1.8 | | |
| | | | | | | Total Investments in Securities (Cost $152,644,903) | | | | $ | 143,472,239 | | | | | | 100.8 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (1,118,805) | | | | | | (0.8) | | |
| | | | | | | Net Assets | | | | $ | 142,353,434 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 3,445,697 | | |
| Gross Unrealized Depreciation | | | | | (16,770,277) | | |
| Net Unrealized Depreciation | | | | $ | (13,324,580) | | |
|
Voya Australia Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | 6,853,402 | | | | | $ | — | | | | | $ | 6,853,402 | | |
Consumer Staples | | | | | — | | | | | | 9,618,142 | | | | | | 47,136 | | | | | | 9,665,278 | | |
Energy | | | | | — | | | | | | 5,919,083 | | | | | | — | | | | | | 5,919,083 | | |
Financials | | | | | — | | | | | | 53,939,677 | | | | | | — | | | | | | 53,939,677 | | |
Health Care | | | | | — | | | | | | 8,879,329 | | | | | | — | | | | | | 8,879,329 | | |
Industrials | | | | | — | | | | | | 9,295,432 | | | | | | — | | | | | | 9,295,432 | | |
Information Technology | | | | | — | | | | | | 1,748,057 | | | | | | — | | | | | | 1,748,057 | | |
Materials | | | | | — | | | | | | 22,742,686 | | | | | | — | | | | | | 22,742,686 | | |
Real Estate | | | | | — | | | | | | 11,966,845 | | | | | | — | | | | | | 11,966,845 | | |
Telecommunication Services | | | | | — | | | | | | 6,257,535 | | | | | | — | | | | | | 6,257,535 | | |
Utilities | | | | | — | | | | | | 3,635,577 | | | | | | — | | | | | | 3,635,577 | | |
Total Common Stock | | | | | — | | | | | | 140,855,765 | | | | | | 47,136 | | | | | | 140,902,901 | | |
Rights | | | | | 1,142 | | | | | | — | | | | | | — | | | | | | 1,142 | | |
Short-Term Investments | | | | | 573,000 | | | | | | 1,995,196 | | | | | | — | | | | | | 2,568,196 | | |
Total Investments, at fair value | | | | $ | 574,142 | | | | | $ | 142,850,961 | | | | | $ | 47,136 | | | | | $ | 143,472,239 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,178 | | | | | | — | | | | | | 1,178 | | |
Futures | | | | | 25,682 | | | | | | — | | | | | | — | | | | | | 25,682 | | |
Total Assets | | | | $ | 599,824 | | | | | $ | 142,852,139 | | | | | $ | 47,136 | | | | | $ | 143,499,099 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (6,096) | | | | | $ | — | | | | | $ | (6,096) | | |
Total Liabilities | | | | $ | — | | | | | $ | (6,096) | | | | | $ | — | | | | | $ | (6,096) | | |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | |||||||||||||||||||||
Bank of America N.A. | | | | | Australian Dollar | | | | | | 1,400,000 | | | | | | Buy | | | | | | 03/15/17 | | | | | $ | 1,014,656 | | | | | $ | 1,008,560 | | | | | $ | (6,096) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (6,096) | | |
The Bank of New York Mellon | | | | | Australian Dollar | | | | | | 400,000 | | | | | | Sell | | | | | | 03/15/17 | | | | | $ | 289,338 | | | | | $ | 288,160 | | | | | $ | 1,178 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,178 | | |
|
Voya Australia Index Portfolio | as of December 31, 2016 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
ASX SPI 200® Index | | | | | 12 | | | | | | 03/16/17 | | | | | $ | 1,219,086 | | | | | $ | 25,682 | | |
| | | | | | | | | | | | | | | | $ | 1,219,086 | | | | | $ | 25,682 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 1,178 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 25,682 | | |
Total Asset Derivatives | | | | | | | $ | 26,860 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 6,096 | | |
Total Liability Derivatives | | | | | | | $ | 6,096 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 279,371 | | | | | $ | — | | | | | $ | 279,371 | | |
Equity contracts | | | | | — | | | | | | 291,447 | | | | | | 291,447 | | |
Total | | | | $ | 279,371 | | | | | $ | 291,447 | | | | | $ | 570,818 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (22,239) | | | | | $ | — | | | | | $ | (22,239) | | |
Equity contracts | | | | | — | | | | | | (252,012) | | | | | | (252,012) | | |
Total | | | | $ | (22,239) | | | | | $ | (252,012) | | | | | $ | (274,251) | | |
|
Voya Australia Index Portfolio | as of December 31, 2016 (continued) |
| | | Bank of America N.A. | | | The Bank of New York Mellon | | | Totals | | |||||||||
Assets: | | | | | | | | | | | | | | | |||||
Forward foreign currency contracts | | | | $ | — | | | | | $ | 1,178 | | | | | $ | 1,178 | | |
Total Assets | | | | $ | — | | | | | $ | 1,178 | | | | | $ | 1,178 | | |
Liabilities: | | | | | |||||||||||||||
Forward foreign currency contracts | | | | $ | 6,096 | | | | | $ | — | | | | | $ | 6,096 | | |
Total Liabilities | | | | $ | 6,096 | | | | | $ | — | | | | | $ | 6,096 | | �� |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (6,096) | | | | | $ | 1,178 | | | | | $ | (4,918) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (6,096) | | | | | $ | 1,178 | | | | | $ | (4,918) | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 92.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 9.8% | | ||||||||||||
| | | 48,639 | @ | | Ctrip.com International Ltd. ADR | | | | $ | 1,945,560 | | | | | | 0.4 | | | |
| | | 35,600 | # | | Fuyao Glass Industry Group Co. Ltd. | | | | | 109,958 | | | | | | 0.0 | | | |
| | | 2,010 | | | | Hyundai Department Store Co. Ltd. | | | | | 181,453 | | | | | | 0.0 | | |
| | | 8,865 | | | | Hyundai Mobis Co. Ltd. | | | | | 1,935,435 | | | | | | 0.4 | | |
| | | 20,152 | | | | Hyundai Motor Co. | | | | | 2,431,088 | | | | | | 0.5 | | |
| | | 2,248 | | | | Hyundai Wia Corp. | | | | | 135,691 | | | | | | 0.0 | | |
| | | 87,002 | @ | | JD.com, Inc. ADR | | | | | 2,213,331 | | | | | | 0.4 | | | |
| | | 13,791 | | | | LG Electronics, Inc. | | | | | 588,771 | | | | | | 0.1 | | |
| | | 56,976 | | | | Naspers Ltd. | | | | | 8,318,021 | | | | | | 1.6 | | |
| | | 386,054 | L | | Steinhoff International Holdings NV | | | | | 2,001,053 | | | | | | 0.4 | | | |
| | | 18,605,605 | | | | Other Securities(a) | | | | | 31,674,511 | | | | | | 6.0 | | |
| | | | | | | | | | | | 51,534,872 | | | | | | 9.8 | | |
| | | | | | | Consumer Staples: 6.8% | | ||||||||||||
| | | 610,300 | | | | AMBEV SA | | | | | 3,075,220 | | | | | | 0.6 | | |
| | | 7,883 | | | | Amorepacific Corp. | | | | | 1,520,147 | | | | | | 0.3 | | |
| | | 239,100 | | | | Fomento Economico Mexicano SAB de CV | | | | | 1,819,982 | | | | | | 0.3 | | |
| | | 1,243 | | | | LG Household & Health Care Ltd. | | | | | 881,898 | | | | | | 0.2 | | |
| | | 39,950 | | | | Magnit PJSC GDR | | | | | 1,758,555 | | | | | | 0.3 | | |
| | | 11,470,701 | | | | Other Securities(a) | | | | | 27,002,721 | | | | | | 5.1 | | |
| | | | | | | | | | | | 36,058,523 | | | | | | 6.8 | | |
| | | | | | | Energy: 7.0% | | ||||||||||||
| | | 3,317,600 | | | | China Petroleum & Chemical Corp. | | | | | 2,336,479 | | | | | | 0.4 | | |
| | | 2,321,000 | | | | CNOOC Ltd. | | | | | 2,884,389 | | | | | | 0.5 | | |
| | | 1,538,053 | | | | Gazprom PJSC | | | | | 3,873,692 | | | | | | 0.7 | | |
| | | 55,456 | | | | Lukoil PJSC | | | | | 3,115,648 | | | | | | 0.6 | | |
| | | 2,736,000 | | | | PetroChina Co., Ltd. | | | | | 2,031,971 | | | | | | 0.4 | | |
| | | 386,900 | @ | | Petroleo Brasileiro SA | | | | | 2,013,730 | | | | | | 0.4 | | | |
| | | 179,600 | | | | PTT Exploration & Production PCL | | | | | 481,056 | | | | | | 0.1 | | |
| | | 131,000 | | | | PTT PCL | | | | | 1,356,256 | | | | | | 0.3 | | |
| | | 77,952 | | | | Reliance Industries Ltd. | | | | | 1,239,966 | | | | | | 0.2 | | |
| | | 45,417 | | | | Reliance Industries Ltd. GDR | | | | | 1,432,906 | | | | | | 0.3 | | |
| | | 9,275,142 | | | | Other Securities(a) | | | | | 16,130,342 | | | | | | 3.1 | | |
| | | | | | | | | | | | 36,896,435 | | | | | | 7.0 | | |
| | | | | | | Financials: 21.9% | | ||||||||||||
| | | 105,080 | | | | Banco Bradesco SA | | | | | 940,803 | | | | | | 0.2 | | |
| | | 1,613,300 | | | | Bank Central Asia Tbk PT | | | | | 1,850,970 | | | | | | 0.4 | | |
| | | 10,306,000 | | | | Bank of China Ltd. | | | | | 4,544,185 | | | | | | 0.9 | | |
| | | 10,941,000 | | | | China Construction Bank | | | | | 8,378,951 | | | | | | 1.6 | | |
| | | 396,000 | #,@ | | China Huarong Asset Management Co. Ltd. | | | | | 142,233 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 481,163 | | | | China Life Insurance Co., Ltd. | | | | $ | 475,748 | | | | | | 0.1 | | |
| | | 969,000 | | | | China Life Insurance Co., Ltd. | | | | | 2,504,815 | | | | | | 0.5 | | |
| | | 438,444 | | | | FirstRand Ltd. | | | | | 1,691,873 | | | | | | 0.3 | | |
| | | 195,917 | | | | Housing Development Finance Corp. | | | | | 3,633,459 | | | | | | 0.7 | | |
| | | 192,400 | # | | Huatai Securities Co. Ltd. | | | | | 364,788 | | | | | | 0.1 | | | |
| | | 8,512 | | | | Hyundai Marine & Fire Insurance Co., Ltd. | | | | | 221,566 | | | | | | 0.0 | | |
| | | 9,583,000 | | | | Industrial & Commercial Bank of China | | | | | 5,713,695 | | | | | | 1.1 | | |
| | | 51,835 | | | | KB Financial Group, Inc. | | | | | 1,831,822 | | | | | | 0.3 | | |
| | | 21,766 | #,@ | | Moneta Money Bank AS | | | | | 70,181 | | | | | | 0.0 | | | |
| | | 678,500 | ��� | | | Ping An Insurance Group Co. of China Ltd. | | | | | 3,370,845 | | | | | | 0.6 | | |
| | | 4,843 | | | | Samsung Card Co. | | | | | 159,234 | | | | | | 0.0 | | |
| | | 4,342 | | | | Samsung Fire & Marine Insurance Co. Ltd. | | | | | 964,776 | | | | | | 0.2 | | |
| | | 9,219 | | | | Samsung Life Insurance Co. Ltd. | | | | | 858,062 | | | | | | 0.2 | | |
| | | 6,925 | | | | Samsung Securities Co. Ltd. | | | | | 181,399 | | | | | | 0.0 | | |
| | | 1,027,822 | | | | Sberbank of Russia PJSC | | | | | 2,900,935 | | | | | | 0.5 | | |
| | | 102,348 | | | | Sberbank PAO ADR | | | | | 1,185,190 | | | | | | 0.2 | | |
| | | 55,690 | | | | Shinhan Financial Group Co., Ltd. | | | | | 2,088,441 | | | | | | 0.4 | | |
| | | 168,678 | | | | Standard Bank Group Ltd. | | | | | 1,857,343 | | | | | | 0.4 | | |
| | | 793,626,588 | | | | Other Securities(a) | | | | | 69,783,057 | | | | | | 13.2 | | |
| | | | | | | | | | | | 115,714,371 | | | | | | 21.9 | | |
| | | | | | | Health Care: 2.4% | | ||||||||||||
| | | 123,500 | #,@ | | 3SBio, Inc. | | | | | 119,959 | | | | | | 0.0 | | | |
| | | 7,059,895 | | | | Other Securities(a) | | | | | 12,791,073 | | | | | | 2.4 | | |
| | | | | | | | | | | | 12,911,032 | | | | | | 2.4 | | |
| | | | | | | Industrials: 5.6% | | ||||||||||||
| | | 7,325 | | | | Hyundai Development Co-Engineering & Construction | | | | | 272,133 | | | | | | 0.1 | | |
| | | 9,391 | | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 332,210 | | | | | | 0.1 | | |
| | | 5,491 | @ | | Hyundai Heavy Industries | | | | | 659,537 | | | | | | 0.1 | | | |
| | | 12,238 | | | | LG Corp. | | | | | 607,594 | | | | | | 0.1 | | |
| | | 9,870 | | | | Samsung C&T Corp. | | | | | 1,021,999 | | | | | | 0.2 | | |
| | | 32,212 | @ | | Samsung Heavy Industries Co., Ltd. | | | | | 245,977 | | | | | | 0.0 | | | |
| | | 16,460,314 | | | | Other Securities | | | | | 26,694,753 | | | | | | 5.0 | | |
| | | | | | | | | | | | 29,834,203 | | | | | | 5.6 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology: 22.0% | | ||||||||||||
| | | 146,188 | @ | | Alibaba Group Holding Ltd. ADR | | | | $ | 12,836,768 | | | | | | 2.4 | | | |
| | | 35,384 | @ | | Baidu, Inc. ADR | | | | | 5,817,483 | | | | | | 1.1 | | | |
| | | 2,019,463 | | | | HON HAI Precision Industry Co., Ltd. | | | | | 5,252,801 | | | | | | 1.0 | | |
| | | 75,996 | | | | SK Hynix, Inc. | | | | | 2,796,356 | | | | | | 0.5 | | |
| | | 114,835 | | | | Infosys Ltd. | | | | | 1,704,444 | | | | | | 0.3 | | |
| | | 121,797 | | | | Infosys Ltd. ADR | | | | | 1,806,250 | | | | | | 0.4 | | |
| | | 30,527 | | | | LG Display Co., Ltd. | | | | | 792,050 | | | | | | 0.2 | | |
| | | 1,853 | | | | LG Innotek Co. Ltd. | | | | | 135,378 | | | | | | 0.0 | | |
| | | 10,333 | | | | NetEase, Inc. ADR | | | | | 2,225,108 | | | | | | 0.4 | | |
| | | 3,655 | | | | NAVER Corp. | | | | | 2,340,581 | | | | | | 0.5 | | |
| | | 7,354 | | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 308,712 | | | | | | 0.1 | | |
| | | 12,913 | | | | Samsung Electronics Co., Ltd. | | | | | 19,218,587 | | | | | | 3.6 | | |
| | | 7,187 | | | | Samsung SDI Co., Ltd. | | | | | 646,998 | | | | | | 0.1 | | |
| | | 4,545 | | | | Samsung SDS Co. Ltd. | | | | | 523,970 | | | | | | 0.1 | | |
| | | 3,206,000 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 17,957,626 | | | | | | 3.4 | | |
| | | 61,661 | | | | Tata Consultancy Services Ltd. | | | | | 2,144,936 | | | | | | 0.4 | | |
| | | 739,600 | | | | Tencent Holdings Ltd. | | | | | 17,933,166 | | | | | | 3.4 | | |
| | | 15,242,649 | | | | Other Securities(a) | | | | | 21,657,779 | | | | | | 4.1 | | |
| | | | | | | | | | | | 116,098,993 | | | | | | 22.0 | | |
| | | | | | | Materials: 6.5% | | ||||||||||||
| | | 10,180 | | | | Hyundai Steel Co. | | | | | 479,145 | | | | | | 0.1 | | |
| | | 6,483 | | | | LG Chem Ltd. | | | | | 1,398,039 | | | | | | 0.3 | | |
| | | 9,053 | | | | POSCO | | | | | 1,922,085 | | | | | | 0.3 | | |
| | | 270,700 | | | | PTT Global Chemical PCL | | | | | 474,594 | | | | | | 0.1 | | |
| | | 72,050 | | | | Sasol Ltd. | | | | | 2,067,786 | | | | | | 0.4 | | |
| | | 167,100 | | | | Vale SA | | | | | 1,318,441 | | | | | | 0.2 | | |
| | | 12,492,885 | | | | Other Securities(a) | | | | | 26,762,726 | | | | | | 5.1 | | |
| | | | | | | | | | | | 34,422,816 | | | | | | 6.5 | | |
| | | | | | | Real Estate: 2.5% | | ||||||||||||
| | | 19,076,472 | | | | Other Securities(a) | | | | | 13,138,707 | | | | | | 2.5 | | |
| | | | | | | Telecommunication Services: 5.6% | | ||||||||||||
| | | 4,317,600 | | | | America Movil SAB de CV | | | | | 2,711,824 | | | | | | 0.5 | | |
| | | 799,000 | | | | China Mobile Ltd. | | | | | 8,423,997 | | | | | | 1.6 | | |
| | | 28,403 | | | | LG Uplus Corp. | | | | | 269,201 | | | | | | 0.0 | | |
| | | 215,369 | | | | MTN Group Ltd. | | | | | 1,972,501 | | | | | | 0.4 | | |
| | | 6,599,700 | | | | Telekomunikasi Indonesia Persero Tbk PT | | | | | 1,941,581 | | | | | | 0.4 | | |
| | | 9,244,183 | | | | Other Securities | | | | | 14,014,299 | | | | | | 2.7 | | |
| | | | | | | | | | | | 29,333,403 | | | | | | 5.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 2.6% | | ||||||||||||
| | | 1,384,000 | # | | CGN Power Co. Ltd. | | | | $ | 378,247 | | | | | | 0.1 | | | |
| | | 36,814,963 | | | | Other Securities | | | | | 13,417,402 | | | | | | 2.5 | | |
| | | | | | | | | | | | 13,795,649 | | | | | | 2.6 | | |
| | | | | | | Total Common Stock (Cost $516,826,495) | | | | | 489,739,004 | | | | | | 92.7 | | |
| PREFERRED STOCK: 4.1% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.2% | | ||||||||||||
| | | 84,328 | | | | Other Securities | | | | | 1,014,194 | | | | | | 0.2 | | |
| | | | | | | Consumer Staples: 0.1% | | ||||||||||||
| | | 1,154 | | | | Amorepacific Corp. | | | | | 196,144 | | | | | | 0.0 | | |
| | | 240 | | | | LG Household & Health Care Ltd. | | | | | 111,775 | | | | | | 0.0 | | |
| | | 57,329 | | | | Other Securities | | | | | 484,448 | | | | | | 0.1 | | |
| | | | | | | | | | | | 792,367 | | | | | | 0.1 | | |
| | | | | | | Energy: 0.7% | | ||||||||||||
| | | 512,400 | @ | | Petroleo Brasileiro SA | | | | | 2,341,042 | | | | | | 0.5 | | | |
| | | 899,338 | | | | Other Securities | | | | | 1,163,770 | | | | | | 0.2 | | |
| | | | | | | | | | | | 3,504,812 | | | | | | 0.7 | | |
| | | | | | | Financials: 1.8% | | ||||||||||||
| | | 363,888 | | | | Banco Bradesco SA | | | | | 3,242,312 | | | | | | 0.6 | | |
| | | 420,550 | | | | Itau Unibanco Holding S.A. | | | | | 4,373,864 | | | | | | 0.9 | | |
| | | 968,406 | | | | Other Securities | | | | | 1,635,201 | | | | | | 0.3 | | |
| | | | | | | | | | | | 9,251,377 | | | | | | 1.8 | | |
| | | | | | | Information Technology: 0.5% | | ||||||||||||
| | | 2,285 | | | | Samsung Electronics Co., Ltd. - Pref | | | | | 2,705,522 | | | | | | 0.5 | | |
| | | | | | | Materials: 0.6% | | ||||||||||||
| | | 251,700 | | | | Vale SA | | | | | 1,804,983 | | | | | | 0.3 | | |
| | | 210,190 | | | | Other Securities | | | | | 1,360,539 | | | | | | 0.3 | | |
| | | | | | | | | | | | 3,165,522 | | | | | | 0.6 | | |
| | | | | | | Telecommunication Services: 0.1% | | ||||||||||||
| | | 58,100 | | | | Other Securities | | | | | 786,877 | | | | | | 0.1 | | |
| | | | | | | Utilities: 0.1% | | ||||||||||||
| | | 141,359 | | | | Other Securities | | | | | 581,452 | | | | | | 0.1 | | |
| | | | | | | Total Preferred Stock (Cost $23,477,111) | | | | | 21,802,123 | | | | | | 4.1 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Financials: 0.0% | | ||||||||||||
| | | 119,764 | | | | Other Securities | | | | | 4,587 | | | | | | 0.0 | | |
| | | | | | | Total Rights (Cost $—) | | | | | 4,587 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $540,303,606) | | | | | 511,545,714 | | | | | | 96.8 | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.4% | | ||||||||||||
| | | 1,733,332 | | | | Citigroup, Inc., Repurchase Agreement dated 12/30/16, 0.53%, due 01/03/17 (Repurchase Amount $1,733,433, collateralized by various U.S. Government Agency Obligations, 2.000%-8.500%, Market Value plus accrued interest $1,767,999, due 12/01/17-01/01/47) | | | | $ | 1,733,332 | | | | | | 0.3 | | |
| | | 1,733,332 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,733,431, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,767,999, due 03/02/17-02/01/49) | | | | | 1,733,332 | | | | | | 0.4 | | |
| | | 364,805 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $364,825, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $372,101, due 10/31/18-11/30/22) | | | | | 364,805 | | | | | | 0.1 | | |
| | | 1,733,332 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,733,427, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,767,999, due 01/15/17-08/20/66) | | | | | 1,733,332 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 1,733,332 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,733,431, collateralized by various U.S. Government Agency Obligations, 0.875%-7.000%, Market Value plus accrued interest $1,767,999, due 02/13/17- 01/01/47) | | | | $ | 1,733,332 | | | | | | 0.3 | | |
| | | | | | | | | | | | 7,298,133 | | | | | | 1.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.4% | | ||||||||||||
| | | 7,583,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $7,583,000) | | | | | 7,583,000 | | | | | | 1.4 | | |
| | | | | | | Total Short-Term Investments (Cost $14,881,133) | | | | | 14,881,133 | | | | | | 2.8 | | |
| | | | | | | Total Investments in Securities (Cost $555,184,739) | | | | $ | 526,426,847 | | | | | | 99.6 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 2,036,895 | | | | | | 0.4 | | |
| | | | | | | Net Assets | | | | $ | 528,463,742 | | | | | | 100.0 | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
| Gross Unrealized Appreciation | | | | $ | 34,533,193 | | |
| Gross Unrealized Depreciation | | | | | (96,369,784) | | |
| Net Unrealized Depreciation | | | | $ | (61,836,591) | | |
|
Geographic Diversification | | | Percentage of Net Assets | | |||
China | | | | | 25.6% | | |
South Korea | | | | | 13.6% | | |
Taiwan | | | | | 11.7% | | |
India | | | | | 8.2% | | |
Brazil | | | | | 7.7% | | |
South Africa | | | | | 7.1% | | |
Russia | | | | | 4.2% | | |
Mexico | | | | | 3.8% | | |
Indonesia | | | | | 2.6% | | |
Malaysia | | | | | 2.4% | | |
Countries between 0.1%-2.3%^ | | | | | 9.9% | | |
Assets in Excess of Other Liabilities* | | | | | 3.2% | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 11,694,287 | | | | | $ | 39,840,585 | | | | | $ | — | | | | | $ | 51,534,872 | | |
Consumer Staples | | | | | 12,811,179 | | | | | | 23,247,344 | | | | | | — | | | | | | 36,058,523 | | |
Energy | | | | | 5,476,901 | | | | | | 31,419,534 | | | | | | — | | | | | | 36,896,435 | | |
Financials | | | | | 14,866,625 | | | | | | 100,847,746 | | | | | | — | | | | | | 115,714,371 | | |
Health Care | | | | | 1,767,995 | | | | | | 11,143,037 | | | | | | — | | | | | | 12,911,032 | | |
Industrials | | | | | 4,459,522 | | | | | | 25,374,681 | | | | | | — | | | | | | 29,834,203 | | |
Information Technology | | | | | 25,001,716 | | | | | | 91,044,376 | | | | | | 52,901 | | | | | | 116,098,993 | | |
Materials | | | | | 8,177,685 | | | | | | 26,245,131 | | | | | | — | | | | | | 34,422,816 | | |
Real Estate | | | | | 1,765,269 | | | | | | 11,373,438 | | | | | | — | | | | | | 13,138,707 | | |
Telecommunication Services | | | | | 6,209,121 | | | | | | 23,124,282 | | | | | | — | | | | | | 29,333,403 | | |
Utilities | | | | | 4,115,201 | | | | | | 9,680,448 | | | | | | — | | | | | | 13,795,649 | | |
Total Common Stock | | | | | 96,345,501 | | | | | | 393,340,602 | | | | | | 52,901 | | | | | | 489,739,004 | | |
Preferred Stock | | | | | 16,879,511 | | | | | | 4,922,612 | | | | | | — | | | | | | 21,802,123 | | |
Rights | | | | | — | | | | | | 4,587 | | | | | | — | | | | | | 4,587 | | |
Short-Term Investments | | | | | 7,583,000 | | | | | | 7,298,133 | | | | | | — | | | | | | 14,881,133 | | |
Total Investments, at fair value | | | | $ | 120,808,012 | | | | | $ | 405,565,934 | | | | | $ | 52,901 | | | | | $ | 526,426,847 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (177,978) | | | | | $ | — | | | | | $ | — | | | | | $ | (177,978) | | |
Total Liabilities | | | | $ | (177,978) | | | | | $ | — | | | | | $ | — | | | | | $ | (177,978) | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 409 | | | | | | 03/17/17 | | | | | $ | 17,564,505 | | | | | $ | (177,978) | | |
| | | | | | | | | | | | | | | | $ | 17,564,505 | | | | | $ | (177,978) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 177,978 | | |
Total Liabiity Derivatives | | | | | | | $ | 177,978 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 328,935 | | |
Total | | | | $ | 328,935 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (210,479) | | |
Total | | | | $ | (210,479) | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2016 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.0% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 10.3% | | ||||||||||||
| | 33,477 | | | | Adidas AG | | | | $ | 5,279,948 | | | | | | 1.3 | | |
| | 55,284 | | | | Bayerische Motoren Werke AG | | | | | 5,148,950 | | | | | | 1.3 | | |
| | 171,851 | | | | Daimler AG | | | | | 12,754,068 | | | | | | 3.2 | | |
| | 181,209 | | | | Industria de Diseno Textil SA | | | | | 6,173,081 | | | | | | 1.5 | | |
| | 46,808 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 8,924,988 | | | | | | 2.2 | | |
| | 176,013 | | | | Vivendi SA | | | | | 3,338,436 | | | | | | 0.8 | | |
| | | | | | | | | | | 41,619,471 | | | | | | 10.3 | | |
| | | | | | Consumer Staples: 10.7% | | ||||||||||||
| | 124,550 | | | | Anheuser-Busch InBev SA/NV | | | | | 13,182,912 | | | | | | 3.3 | | |
| | 105,403 | | | | Danone | | | | | 6,669,773 | | | | | | 1.6 | | |
| | 220,986 | | | | Koninklijke Ahold Delhaize NV | | | | | 4,654,643 | | | | | | 1.1 | | |
| | 42,103 | | | | L'Oreal S.A. | | | | | 7,673,942 | | | | | | 1.9 | | |
| | 271,207 | | | | Unilever NV | | | | | 11,140,907 | | | | | | 2.8 | | |
| | | | | | | | | | | 43,322,177 | | | | | | 10.7 | | |
| | | | | | Energy: 7.2% | | ||||||||||||
| | 438,014 | | | | ENI S.p.A. | | | | | 7,100,701 | | | | | | 1.7 | | |
| | 435,973 | | | | Total S.A. | | | | | 22,362,045 | | | | | | 5.5 | | |
| | | | | | | | | | | 29,462,746 | | | | | | 7.2 | | |
| | | | | | Financials: 21.5% | | ||||||||||||
| | 78,799 | | | | Allianz SE | | | | | 13,004,864 | | | | | | 3.2 | | |
| | 358,772 | | | | AXA S.A. | | | | | 9,044,243 | | | | | | 2.2 | | |
| | 2,515,407 | | | | Banco Santander SA | | | | | 13,085,873 | | | | | | 3.2 | | |
| | 1,132,257 | | | | Banco Bilbao Vizcaya Argentaria S.A. | | | | | 7,630,223 | | | | | | 1.9 | | |
| | 192,829 | | | | BNP Paribas | | | | | 12,271,275 | | | | | | 3.0 | | |
| | 237,892 | @ | | Deutsche Bank AG | | | | | 4,315,220 | | | | | | 1.1 | | | |
| | 668,469 | | | | ING Groep NV | | | | | 9,411,244 | | | | | | 2.3 | | |
| | 2,483,386 | | | | Intesa Sanpaolo SpA - ISP | | | | | 6,290,792 | | | | | | 1.6 | | |
| | 27,770 | | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 5,245,158 | | | | | | 1.3 | | |
| | 139,261 | | | | Societe Generale | | | | | 6,849,828 | | | | | | 1.7 | | |
| | | | | | | | | | | 87,148,720 | | | | | | 21.5 | | |
| | | | | | Health Care: 10.1% | | ||||||||||||
| | 142,588 | | | | Bayer AG | | | | | 14,855,362 | | | | | | 3.7 | | |
| | 37,606 | | | | Essilor International SA | | | | | 4,243,033 | | | | | | 1.1 | | |
| | 69,364 | | | | Fresenius SE & Co. KGaA | | | | | 5,411,161 | | | | | | 1.3 | | |
| | 202,411 | | | | Sanofi | | | | | 16,368,057 | | | | | | 4.0 | | |
| | | | | | | | | | | 40,877,613 | | | | | | 10.1 | | |
| | | | | | Industrials: 14.1% | | ||||||||||||
| | 89,581 | | | | Cie de Saint-Gobain | | | | | 4,167,088 | | | | | | 1.0 | | |
| | 165,344 | | | | Deutsche Post AG | | | | | 5,422,480 | | | | | | 1.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Industrials (continued) | | ||||||||||||
| | 98,062 | | | | Airbus Group SE | | | | $ | 6,476,890 | | | | | | 1.6 | | |
| | 163,542 | | | | Koninklijke Philips NV | | | | | 4,999,810 | | | | | | 1.2 | | |
| | 60,841 | | | | Safran S.A. | | | | | 4,375,937 | | | | | | 1.1 | | |
| | 102,029 | | | | Schneider Electric SE | | | | | 7,087,823 | | | | | | 1.8 | | |
| | 146,563 | | | | Siemens AG | | | | | 17,945,227 | | | | | | 4.4 | | |
| | 96,178 | | | | Vinci S.A. | | | | | 6,542,497 | | | | | | 1.6 | | |
| | | | | | | | | | | 57,017,752 | | | | | | 14.1 | | |
| | | | | | Information Technology: 6.6% | | ||||||||||||
| | 63,862 | | | | ASML Holding NV | | | | | 7,157,068 | | | | | | 1.8 | | |
| | 1,005,331 | L | | Nokia OYJ - Finland | | | | | 4,821,748 | | | | | | 1.2 | | | |
| | 170,457 | | | | SAP SE | | | | | 14,745,439 | | | | | | 3.6 | | |
| | | | | | | | | | | 26,724,255 | | | | | | 6.6 | | |
| | | | | | Materials: 6.7% | | ||||||||||||
| | 67,043 | | | | Air Liquide SA | | | | | 7,455,124 | | | | | | 1.9 | | |
| | 158,370 | | | | BASF SE | | | | | 14,677,216 | | | | | | 3.6 | | |
| | 143,442 | | | | CRH PLC - Dublin | | | | | 4,947,698 | | | | | | 1.2 | | |
| | | | | | | | | | | 27,080,038 | | | | | | 6.7 | | |
| | | | | | Real Estate: 1.0% | | ||||||||||||
| | 17,130 | | | | Unibail-Rodamco SE | | | | | 4,082,175 | | | | | | 1.0 | | |
| | | | | | Telecommunication Services: 5.3% | | ||||||||||||
| | 548,528 | | | | Deutsche Telekom AG | | | | | 9,411,240 | | | | | | 2.3 | | |
| | 345,237 | | | | Orange SA | | | | | 5,235,182 | | | | | | 1.3 | | |
| | 750,401 | L | | Telefonica S.A. | | | | | 6,927,995 | | | | | | 1.7 | | | |
| | | | | | | | | | | 21,574,417 | | | | | | 5.3 | | |
| | | | | | Utilities: 4.5% | | ||||||||||||
| | 345,079 | | | | E.ON AG | | | | | 2,427,620 | | | | | | 0.6 | | |
| | 1,339,294 | | | | Enel S.p.A. | | | | | 5,887,154 | | | | | | 1.4 | | |
| | 282,346 | | | | Engie SA | | | | | 3,593,980 | | | | | | 0.9 | | |
| | 990,419 | | | | Iberdrola S.A. | | | | | 6,485,170 | | | | | | 1.6 | | |
| | | | | | | | | | | 18,393,924 | | | | | | 4.5 | | |
| | | | | | Total Common Stock (Cost $383,136,292) | | | | | 397,303,288 | | | | | | 98.0 | | |
PREFERRED STOCK: 1.1% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 1.1% | | ||||||||||||
| | 31,566 | | | | Volkswagen AG | | | | | 4,416,638 | | | | | | 1.1 | | |
| | | | | | Total Preferred Stock (Cost $4,848,073) | | | | | 4,416,638 | | | | | | 1.1 | | |
| | | | | | Total Long-Term Investments (Cost $387,984,365) | | | | | 401,719,926 | | | | | | 99.1 | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2016 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS:1.2% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 1.2% | | ||||||||||||
| | 1,121,409 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $1,121,472, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $1,143,902, due 12/31/17-10/20/46) | | | | $ | 1,121,409 | | | | | | 0.3 | | |
| | 1,121,409 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,121,470, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,143,837, due 01/25/17-10/20/66) | | | | | 1,121,409 | | | | | | 0.3 | | |
| | 1,121,409 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,121,473, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,143,837, due 03/02/17-02/01/49) | | | | | 1,121,409 | | | | | | 0.3 | | |
| | 236,004 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $236,017, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $240,724, due 10/31/18-11/ 30/22) | | | | | 236,004 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | 1,121,409 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,121,470, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,143,837, due 01/15/17-08/20/66) | | | | $ | 1,121,409 | | | | | | 0.3 | | |
| | | | | | | | | | | 4,721,640 | | | | | | 1.2 | | |
| | | | | | Total Short-Term Investments (Cost $4,721,640) | | | | | 4,721,640 | | | | | | 1.2 | | |
| | | | | | Total Investments in Securities (Cost $392,706,005) | | | | $ | 406,441,566 | | | | | | 100.3 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (1,264,179) | | | | | | (0.3) | | |
| | | | | | Net Assets | | | | $ | 405,177,387 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 32,540,623 | | |
| Gross Unrealized Depreciation | | | | | (35,120,328) | | |
| Net Unrealized Depreciation | | | | $ | (2,579,705) | | |
|
Geographic Diversification | | | Percentage of Net Assets | | |||
France | | | | | 34.6% | | |
Germany | | | | | 33.4% | | |
Netherlands | | | | | 10.8% | | |
Spain | | | | | 9.9% | | |
Italy | | | | | 4.7% | | |
Belgium | | | | | 3.3% | | |
Ireland | | | | | 1.2% | | |
Finland | | | | | 1.2% | | |
Assets in Excess of Other Liabilities* | | | | | 0.9% | | |
Net Assets | | | | | 100.0% | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | 41,619,471 | | | | | $ | — | | | | | $ | 41,619,471 | | |
Consumer Staples | | | | | 13,182,912 | | | | | | 30,139,265 | | | | | | — | | | | | | 43,322,177 | | |
Energy | | | | | — | | | | | | 29,462,746 | | | | | | — | | | | | | 29,462,746 | | |
Financials | | | | | — | | | | | | 87,148,720 | | | | | | — | | | | | | 87,148,720 | | |
Health Care | | | | | — | | | | | | 40,877,613 | | | | | | — | | | | | | 40,877,613 | | |
Industrials | | | | | — | | | | | | 57,017,752 | | | | | | — | | | | | | 57,017,752 | | |
Information Technology | | | | | — | | | | | | 26,724,255 | | | | | | — | | | | | | 26,724,255 | | |
Materials | | | | | — | | | | | | 27,080,038 | | | | | | — | | | | | | 27,080,038 | | |
Real Estate | | | | | — | | | | | | 4,082,175 | | | | | | — | | | | | | 4,082,175 | | |
Telecommunication Services | | | | | — | | | | | | 21,574,417 | | | | | | — | | | | | | 21,574,417 | | |
Utilities | | | | | — | | | | | | 18,393,924 | | | | | | — | | | | | | 18,393,924 | | |
Total Common Stock | | | | | 13,182,912 | | | | | | 384,120,376 | | | | | | — | | | | | | 397,303,288 | | |
Preferred Stock | | | | | — | | | | | | 4,416,638 | | | | | | — | | | | | | 4,416,638 | | |
Short-Term Investments | | | | | — | | | | | | 4,721,640 | | | | | | — | | | | | | 4,721,640 | | |
Total Investments, at fair value | | | | $ | 13,182,912 | | | | | $ | 393,258,654 | | | | | $ | — | | | | | $ | 406,441,566 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 29,598 | | | | | | — | | | | | | 29,598 | | |
Futures | | | | | 79,777 | | | | | | — | | | | | | — | | | | | | 79,777 | | |
Total Assets | | | | $ | 13,262,689 | | | | | $ | 393,288,252 | | | | | $ | — | | | | | $ | 406,550,941 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (10,060) | | | | | $ | — | | | | | $ | (10,060) | | |
Total Liabilities | | | | $ | — | | | | | $ | (10,060) | | | | | $ | — | | | | | $ | (10,060) | | |
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Societe Generale | | | EU Euro | | | ��� | | 4,250,000 | | | | | | Buy | | | | | | 03/15/17 | | | | | $ | 4,460,199 | | | | | $ | 4,489,797 | | | | | $ | 29,598 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 29,598 | | |
Bank of America N.A. | | | EU Euro | | | | | 1,200,000 | | | | | | Sell | | | | | | 03/15/17 | | | | | $ | 1,257,648 | | | | | $ | 1,267,708 | | | | | $ | (10,060) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (10,060) | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2016 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
EURO STOXX 50® Index | | | | | 86 | | | | | | 03/17/17 | | | | | $ | 2,966,610 | | | | | $ | 79,777 | | |
| | | | | | | | | | | | | | | | $ | 2,966,610 | | | | | $ | 79,777 | | |
|
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 | | | | $ | 29,598 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 79,777 | | |
Total Asset Derivatives | | | | | | | $ | 109,375 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 10,060 | | |
Total Liability Derivatives | | | | | | | $ | 10,060 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 1,833,251 | | | | | $ | — | | | | | $ | 1,833,251 | | |
Equity contracts | | | | | — | | | | | | 218,846 | | | | | | 218,846 | | |
Total | | | | $ | 1,833,251 | | | | | $ | 218,846 | | | | | $ | 2,052,097 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 72,159 | | | | | $ | — | | | | | $ | 72,159 | | |
Equity contracts | | | | | — | | | | | | 102,886 | | | | | | 102,886 | | |
Total | | | | $ | 72,159 | | | | | $ | 102,886 | | | | | $ | 175,045 | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2016 (continued) |
| | | Bank of America N.A. | | | Societe Generale | | | Totals | | |||||||||
Assets: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 29,598 | | | | | $ | 29,598 | | |
Total Assets | | | | $ | — | | | | | $ | 29,598 | | | | | $ | 29,598 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 10,060 | | | | | $ | — | | | | | $ | 10,060 | | |
Total Liabilities | | | | $ | 10,060 | | | | | $ | — | | | | | $ | 10,060 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (10,060) | | | | | $ | 29,598 | | | | | $ | 19,538 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (10,060) | | | | | $ | 29,598 | | | | | $ | 19,538 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 9.2% | | ||||||||||||
| | | 139,291 | | | | Sky PLC | | | | $ | 1,698,098 | | | | | | 0.6 | | |
| | | 24,240 | | | | Carnival PLC | | | | | 1,228,234 | | | | | | 0.4 | | |
| | | 218,865 | | | | Compass Group PLC | | | | | 4,044,991 | | | | | | 1.3 | | |
| | | 26,168 | | | | InterContinental Hotels Group PLC | | | | | 1,170,087 | | | | | | 0.4 | | |
| | | 497,284 | | | | ITV PLC | | | | | 1,262,615 | | | | | | 0.4 | | |
| | | 299,598 | | | | Kingfisher PLC | | | | | 1,290,792 | | | | | | 0.4 | | |
| | | 94,263 | # | | Merlin Entertainments PLC | | | | | 520,381 | | | | | | 0.2 | | | |
| | | 10,883 | | | | Paddy Power Betfair PLC | | | | | 1,177,648 | | | | | | 0.4 | | |
| | | 169,921 | | | | WPP PLC | | | | | 3,781,347 | | | | | | 1.3 | | |
| | | 1,566,221 | | | | Other Securities | | | | | 11,169,910 | | | | | | 3.8 | | |
| | | | | | | | | | | | 27,344,103 | | | | | | 9.2 | | |
| | | | | | | Consumer Staples: 16.2% | | ||||||||||||
| | | 46,291 | | | | Associated British Foods PLC | | | | | 1,561,964 | | | | | | 0.5 | | |
| | | 247,606 | | | | British American Tobacco PLC | | | | | 14,033,259 | | | | | | 4.7 | | |
| | | 334,573 | | | | Diageo PLC | | | | | 8,682,173 | | | | | | 2.9 | | |
| | | 127,976 | | | | Imperial Brands PLC | | | | | 5,577,297 | | | | | | 1.9 | | |
| | | 83,524 | | | | Reckitt Benckiser Group PLC | | | | | 7,075,192 | | | | | | 2.4 | | |
| | | 1,079,015 | @ | | Tesco PLC | | | | | 2,751,287 | | | | | | 0.9 | | | |
| | | 160,259 | | | | Unilever PLC | | | | | 6,480,891 | | | | | | 2.2 | | |
| | | 535,603 | | | | Other Securities | | | | | 2,064,343 | | | | | | 0.7 | | |
| | | | | | | | | | | | 48,226,406 | | | | | | 16.2 | | |
| | | | | | | Energy: 15.5% | | ||||||||||||
| | | 2,495,143 | | | | BP PLC | | | | | 15,628,244 | | | | | | 5.3 | | |
| | | 580,482 | | | | Royal Dutch Shell PLC - Class A | | | | | 16,023,454 | | | | | | 5.4 | | |
| | | 497,531 | | | | Royal Dutch Shell PLC - Class B | | | | | 14,295,100 | | | | | | 4.8 | | |
| | | | | | | | | | | | 45,946,798 | | | | | | 15.5 | | |
| | | | | | | Financials: 20.6% | | ||||||||||||
| | | 537,380 | | | | Aviva PLC | | | | | 3,200,993 | | | | | | 1.1 | | |
| | | 2,246,915 | | | | Barclays PLC | | | | | 6,166,353 | | | | | | 2.1 | | |
| | | 2,663,690 | | | | HSBC Holdings PLC | | | | | 21,492,419 | | | | | | 7.2 | | |
| | | 788,749 | | | | Legal & General Group PLC | | | | | 2,402,841 | | | | | | 0.8 | | |
| | | 8,502,273 | | | | Lloyds Banking Group Plc | | | | | 6,528,744 | | | | | | 2.2 | | |
| | | 41,879 | | | | London Stock Exchange Group PLC | | | | | 1,496,811 | | | | | | 0.5 | | |
| | | 649,190 | | | | Old Mutual PLC | | | | | 1,655,425 | | | | | | 0.6 | | |
| | | 342,594 | | | | Prudential PLC | | | | | 6,837,353 | | | | | | 2.3 | | |
| | | 435,122 | @ | | Royal Bank of Scotland Group PLC | | | | | 1,202,317 | | | | | | 0.4 | | | |
| | | 356,551 | @ | | Standard Chartered PLC | | | | | 2,907,663 | | | | | | 1.0 | | | |
| | | 262,419 | | | | Standard Life PLC | | | | | 1,201,674 | | | | | | 0.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 607,755 | | | | Other Securities | | | | $ | 6,083,693 | | | | | | 2.0 | | |
| | | | | | | | | | | | 61,176,286 | | | | | | 20.6 | | |
| | | | | | | Health Care: 10.6% | | ||||||||||||
| | | 167,631 | | ��� | | AstraZeneca PLC | | | | | 9,154,008 | | | | | | 3.1 | | |
| | | 85,544 | #,@ | | ConvaTec Group PLC | | | | | 246,589 | | | | | | 0.1 | | | |
| | | 645,808 | | | | GlaxoSmithKline PLC | | | | | 12,405,081 | | | | | | 4.2 | | |
| | | 119,578 | | | | Shire PLC | | | | | 6,827,854 | | | | | | 2.3 | | |
| | | 117,510 | | | | Smith & Nephew PLC | | | | | 1,763,744 | | | | | | 0.6 | | |
| | | 70,348 | | | | Other Securities | | | | | 922,924 | | | | | | 0.3 | | |
| | | | | | | | | | | | 31,320,200 | | | | | | 10.6 | | |
| | | | | | | Industrials: 7.0% | | ||||||||||||
| | | 66,860 | | | | Ashtead Group PLC | | | | | 1,299,792 | | | | | | 0.5 | | |
| | | 420,139 | | | | BAE Systems PLC | | | | | 3,055,920 | | | | | | 1.0 | | |
| | | 127,494 | | | | Experian PLC | | | | | 2,468,507 | | | | | | 0.8 | | |
| | | 225,338 | | | | International Consolidated Airlines Group SA | | | | | 1,220,980 | | | | | | 0.4 | | |
| | | 145,626 | | | | Relx PLC | | | | | 2,595,145 | | | | | | 0.9 | | |
| | | 219,807 | | | | Rolls-Royce Holdings PLC | | | | | 1,805,396 | | | | | | 0.6 | | |
| | | 9,825,232 | @ | | Rolls-Royce Holdings PLC - C shares | | | | | 12,109 | | | | | | 0.0 | | | |
| | | 33,504 | | | | Wolseley PLC | | | | | 2,045,303 | | | | | | 0.7 | | |
| | | 438,234 | | | | Other Securities | | | | | 6,302,603 | | | | | | 2.1 | | |
| | | | | | | | | | | | 20,805,755 | | | | | | 7.0 | | |
| | | | | | | Information Technology: 0.9% | | ||||||||||||
| | | 223,163 | # | | Worldpay Group PLC | | | | | 740,926 | | | | | | 0.2 | | | |
| | | 172,532 | | | | Other Securities | | | | | 1,944,593 | | | | | | 0.7 | | |
| | | | | | | | | | | | 2,685,519 | | | | | | 0.9 | | |
| | | | | | | Materials: 9.2% | | ||||||||||||
| | | 173,573 | @ | | Anglo American PLC | | | | | 2,452,401 | | | | | | 0.8 | | | |
| | | 280,557 | | | | BHP Billiton PLC | | | | | 4,467,342 | | | | | | 1.5 | | |
| | | 110,169 | | | | CRH PLC - London | | | | | 3,820,596 | | | | | | 1.3 | | |
| | | 1,548,818 | @ | | Glencore PLC | | | | | 5,233,309 | | | | | | 1.8 | | | |
| | | 160,620 | | | | Rio Tinto PLC | | | | | 6,132,188 | | | | | | 2.1 | | |
| | | 204,939 | | | | Other Securities | | | | | 5,078,094 | | | | | | 1.7 | | |
| | | | | | | | | | | | 27,183,930 | | | | | | 9.2 | | |
| | | | | | | Real Estate: 1.2% | | ||||||||||||
| | | 104,501 | | | | Land Securities Group PLC | | | | | 1,372,852 | | | | | | 0.5 | | |
| | | 357,049 | | | | Other Securities | | | | | 2,198,937 | | | | | | 0.7 | | |
| | | | | | | | | | | | 3,571,789 | | | | | | 1.2 | | |
| | | | | | | Telecommunication Services: 4.6% | | ||||||||||||
| | | 1,111,573 | | | | BT Group PLC | | | | | 5,018,006 | | | | | | 1.7 | | |
| | | 3,528,935 | | | | Vodafone Group PLC | | | | | 8,684,337 | | | | | | 2.9 | | |
| | | | | | | | | | | | 13,702,343 | | | | | | 4.6 | | |
Voya FTSE 100 Index® Portfolio | as of December 31, 2016 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 4.2% | | ||||||||||||
| | | 720,701 | | | | Centrica PLC | | | | $ | 2,075,664 | | | | | | 0.7 | | |
| | | 501,056 | | | | National Grid PLC | | | | | 5,854,247 | | | | | | 2.0 | | |
| | | 135,070 | | | | SSE PLC | | | | | 2,579,051 | | | | | | 0.9 | | |
| | | 121,811 | | | | Other Securities | | | | | 1,857,744 | | | | | | 0.6 | | |
| | | | | | | | | | | | 12,366,706 | | | | | | 4.2 | | |
| | | | | | | Total Common Stock (Cost $301,297,153) | | | | | 294,329,835 | | | | | | 99.2 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 2,284,117 | | | | | | 0.8 | | |
| | | | | | | Net Assets | | | | $ | 296,613,952 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 29,435,903 | | |
| Gross Unrealized Depreciation | | | | | (44,167,088) | | |
| Net Unrealized Depreciation | | | | $ | (14,731,185) | | |
|
Geographic Diversification | | | Percentage of Net Assets | | |||
United Kingdom | | | | | 84.7% | | |
Netherlands | | | | | 10.2% | | |
Switzerland | | | | | 2.7% | | |
Ireland | | | | | 1.0% | | |
Germany | | | | | 0.3% | | |
United Arab Emirates | | | | | 0.2% | | |
Mexico | | | | | 0.1% | | |
Assets in Excess of Other Liabilities | | | | | 0.8% | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | 27,344,103 | | | | | $ | — | | | | | $ | 27,344,103 | | |
Consumer Staples | | | | | — | | | | | | 48,226,406 | | | | | | — | | | | | | 48,226,406 | | |
Energy | | | | | — | | | | | | 45,946,798 | | | | | | — | | | | | | 45,946,798 | | |
Financials | | | | | — | | | | | | 61,176,286 | | | | | | — | | | | | | 61,176,286 | | |
Health Care | | | | | 246,589 | | | | | | 31,073,611 | | | | | | — | | | | | | 31,320,200 | | |
Industrials | | | | | — | | | | | | 20,805,755 | | | | | | — | | | | | | 20,805,755 | | |
Information Technology | | | | | — | | | | | | 2,685,519 | | | | | | — | | | | | | 2,685,519 | | |
Materials | | | | | 723,629 | | | | | | 26,460,301 | | | | | | — | | | | | | 27,183,930 | | |
Real Estate | | | | | — | | | | | | 3,571,789 | | | | | | — | | | | | | 3,571,789 | | |
Telecommunication Services | | | | | — | | | | | | 13,702,343 | | | | | | — | | | | | | 13,702,343 | | |
Utilities | | | | | — | | | | | | 12,366,706 | | | | | | — | | | | | | 12,366,706 | | |
Total Common Stock | | | | | 970,218 | | | | | | 293,359,617 | | | | | | — | | | | | | 294,329,835 | | |
Total Investments, at fair value | | | | $ | 970,218 | | | | | $ | 293,359,617 | | | | | $ | — | | | | | $ | 294,329,835 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 2,778 | | | | | | — | | | | | | 2,778 | | |
Futures | | | | | 52,438 | | | | | | — | | | | | | — | | | | | | 52,438 | | |
Total Assets | | | | $ | 1,022,656 | | | | | $ | 293,362,395 | | | | | $ | — | | | | | $ | 294,385,051 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (20,016) | | | | | $ | — | | | | | $ | (20,016) | | |
Total Liabilities | | | | $ | — | | | | | $ | (20,016) | | | | | $ | — | | | | | $ | (20,016) | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2016 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Goldman Sachs & Co. | | | British Pound | | | | | 2,000,000 | | | | | | Buy | | | | | | 03/15/17 | | | | | $ | 2,489,211 | | | | | $ | 2,469,195 | | | | | $ | (20,016) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (20,016) | | |
Citibank N.A. | | | British Pound | | | | | 900,000 | | | | | | Sell | | | | | | 03/15/17 | | | | | $ | 1,113,915 | | | | | $ | 1,111,137 | | | | | $ | 2,778 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 2,778 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
FTSE 100 Index | | | | | 28 | | | | | | 03/17/17 | | | | | $ | 2,432,772 | | | | | $ | 52,438 | | |
| | | | | | | | | | | | | | | | $ | 2,432,772 | | | | | $ | 52,438 | | |
|
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 | | | | $ | 2,778 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 52,438 | | |
Total Asset Derivatives | | | | | | | $ | 55,216 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 20,016 | | |
Total Liability Derivatives | | | | | | | $ | 20,016 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (34,477) | | | | | $ | — | | | | | $ | (34,477) | | |
Equity contracts | | | | | — | | | | | | 412,854 | | | | | | 412,854 | | |
Total | | | | $ | (34,477) | | | | | $ | 412,854 | | | | | $ | 378,377 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2016 (continued) |
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 50,610 | | | | | $ | — | | | | | $ | 50,610 | | |
Equity contracts | | | | | — | | | | | | (39,631) | | | | | | (39,631) | | |
Total | | | | $ | 50,610 | | | | | $ | (39,631) | | | | | $ | 10,979 | | |
|
| | | Citibank N.A. | | | Goldman Sachs & Co. | | | Totals | | |||||||||
Assets: | | | | | |||||||||||||||
Forward foreign currency contracts | | | | $ | 2,778 | | | | | $ | — | | | | | $ | 2,778 | | |
Total Assets | | | | $ | 2,778 | | | | | $ | — | | | | | $ | 2,778 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 20,016 | | | | | $ | 20,016 | | |
Total Liabilities | | | | $ | — | | | | | $ | 20,016 | | | | | $ | 20,016 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 2,778 | | | | | $ | (20,016) | | | | | $ | (17,238) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 2,778 | | | | | $ | (20,016) | | | | | $ | (17,238) | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 2.9% | | ||||||||||||
| | | 691,000 | | | | Belle International Holdings Ltd. | | | | $ | 387,078 | | | | | | 0.4 | | |
| | | 241,000 | | | | Galaxy Entertainment Group Ltd. | | | | | 1,043,800 | | | | | | 1.1 | | |
| | | 603,028 | | | | Li & Fung Ltd. | | | | | 264,283 | | | | | | 0.3 | | |
| | | 248,000 | | | | Sands China Ltd. | | | | | 1,069,915 | | | | | | 1.1 | | |
| | | | | | | | | | | | 2,765,076 | | | | | | 2.9 | | |
| | | | | | | Consumer Staples: 1.6% | | ||||||||||||
| | | 281,000 | | | | China Mengniu Diary Co., Ltd. | | | | | 538,805 | | | | | | 0.5 | | |
| | | 74,500 | | | | Hengan International Group Co., Ltd. | | | | | 545,649 | | | | | | 0.6 | | |
| | | 715,000 | | | | Want Want China Holdings Ltd. | | | | | 456,635 | | | | | | 0.5 | | |
| | | | | | | | | | | | 1,541,089 | | | | | | 1.6 | | |
| | | | | | | Energy: 7.0% | | ||||||||||||
| | | 2,614,438 | | | | China Petroleum & Chemical Corp. | | | | | 1,841,265 | | | | | | 1.9 | | |
| | | 348,341 | | | | China Shenhua Energy Co., Ltd. | | | | | 651,124 | | | | | | 0.7 | | |
| | | 1,829,714 | | | | CNOOC Ltd. | | | | | 2,273,850 | | | | | | 2.4 | | |
| | | 330,000 | | | | Kunlun Energy Co. Ltd. | | | | | 245,864 | | | | | | 0.3 | | |
| | | 2,160,604 | | | | PetroChina Co., Ltd. | | | | | 1,604,636 | | | | | | 1.7 | | |
| | | | | | | | | | | | 6,616,739 | | | | | | 7.0 | | |
| | | | | | | Financials: 47.5% | | ||||||||||||
| | | 1,235,000 | | | | AIA Group Ltd. | | | | | 6,918,274 | | | | | | 7.3 | | |
| | | 8,138,746 | | | | Bank of China Ltd. | | | | | 3,588,586 | | | | | | 3.8 | | |
| | | 896,451 | | | | Bank of Communications Co., Ltd. | | | | | 644,723 | | | | | | 0.7 | | |
| | | 137,384 | L | | Bank of East Asia Ltd. | | | | | 524,479 | | | | | | 0.5 | | | |
| | | 379,129 | | | | BOC Hong Kong Holdings Ltd. | | | | | 1,350,290 | | | | | | 1.4 | | |
| | | 11,083,107 | | | | China Construction Bank | | | | | 8,487,780 | | | | | | 9.0 | | |
| | | 761,911 | | | | China Life Insurance Co., Ltd. | | | | | 1,969,501 | | | | | | 2.1 | | |
| | | 78,343 | | | | Hang Seng Bank Ltd. | | | | | 1,452,838 | | | | | | 1.5 | | |
| | | 119,141 | | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 2,802,003 | | | | | | 3.0 | | |
| | | 1,255,228 | | | | HSBC Holdings PLC | | | | | 10,037,115 | | | | | | 10.6 | | |
| | | 7,558,340 | | | | Industrial & Commercial Bank of China | | | | | 4,506,527 | | | | | | 4.8 | | |
| | | 533,932 | | | | Ping An Insurance Group Co. of China Ltd. | | | | | 2,652,619 | | | | | | 2.8 | | |
| | | | | | | | | | | | 44,934,735 | | | | | | 47.5 | | |
| | | | | | | Industrials: 5.5% | | ||||||||||||
| | | 120,818 | | | | Cathay Pacific Airways Ltd. | | | | | 158,554 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 133,436 | | | | China Merchants Port Holdings Co. Ltd | | | | $ | 329,666 | | | | | | 0.3 | | |
| | | 595,811 | | | | Citic Pacific Ltd. | | | | | 848,525 | | | | | | 0.9 | | |
| | | 276,536 | | | | CK Hutchison Holdings Ltd. | | | | | 3,121,665 | | | | | | 3.3 | | |
| | | 151,143 | | | | MTR Corp. | | | | | 732,777 | | | | | | 0.8 | | |
| | | | | | | | | | | | 5,191,187 | | | | | | 5.5 | | |
| | | | | | | Information Technology: 11.3% | | ||||||||||||
| | | 75,500 | | | | AAC Technologies Holdings, Inc. | | | | | 683,407 | | | | | | 0.7 | | |
| | | 740,000 | | | | Lenovo Group Ltd. | | | | | 446,077 | | | | | | 0.5 | | |
| | | 394,075 | | | | Tencent Holdings Ltd. | | | | | 9,555,182 | | | | | | 10.1 | | |
| | | | | | | | | | | | 10,684,666 | | | | | | 11.3 | | |
| | | | | | | Real Estate: 10.6% | | ||||||||||||
| | | 275,536 | | | | Cheung Kong Property Holdings Ltd. | | | | | 1,682,697 | | | | | | 1.8 | | |
| | | 392,991 | | | | China Overseas Land & Investment Ltd. | | | | | 1,034,018 | | | | | | 1.1 | | |
| | | 284,444 | | | | China Resources Land Ltd. | | | | | 636,491 | | | | | | 0.7 | | |
| | | 207,706 | | | | Hang Lung Properties Ltd. | | | | | 437,979 | | | | | | 0.4 | | |
| | | 112,189 | | | | Henderson Land Development Co., Ltd. | | | | | 594,600 | | | | | | 0.6 | | |
| | | 228,500 | | | | Link REIT | | | | | 1,481,383 | | | | | | 1.6 | | |
| | | 577,100 | | | | New World Development Ltd. | | | | | 608,037 | | | | | | 0.6 | | |
| | | 315,265 | | | | Sino Land Co. | | | | | 470,075 | | | | | | 0.5 | | |
| | | 133,555 | | | | Sun Hung Kai Properties Ltd. | | | | | 1,681,789 | | | | | | 1.8 | | |
| | | 51,091 | | | | Swire Pacific Ltd. | | | | | 486,170 | | | | | | 0.5 | | |
| | | 139,637 | | | | Wharf Holdings Ltd. | | | | | 924,953 | | | | | | 1.0 | | |
| | | | | | | | | | | | 10,038,192 | | | | | | 10.6 | | |
| | | | | | | Telecommunication Services: 7.8% | | ||||||||||||
| | | 629,101 | | | | China Mobile Ltd. | | | | | 6,632,723 | | | | | | 7.0 | | |
| | | 613,110 | | | | China Unicom Hong Kong Ltd. | | | | | 709,588 | | | | | | 0.8 | | |
| | | | | | | | | | | | 7,342,311 | | | | | | 7.8 | | |
| | | | | | | Utilities: 5.6% | | ||||||||||||
| | | 68,000 | | | | Cheung Kong Infrastructure Holdings Ltd. | | | | | 540,082 | | | | | | 0.6 | | |
| | | 197,654 | | | | China Resources Power Holdings Co. | | | | | 312,626 | | | | | | 0.3 | | |
| | | 193,931 | | | | CLP Holdings Ltd. | | | | | 1,778,519 | | | | | | 1.9 | | |
| | | 781,517 | | | | Hong Kong & China Gas | | | | | 1,380,309 | | | | | | 1.5 | | |
| | | 142,322 | | | | Power Assets Holdings Ltd. | | | | | 1,252,017 | | | | | | 1.3 | | |
| | | | | | | | | | | | 5,263,553 | | | | | | 5.6 | | |
| | | | | | | Total Common Stock (Cost $80,620,542) | | | | | 94,377,548 | | | | | | 99.8 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.6% | | ||||||||||||
| | | 554,246 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $554,276, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $565,331, due 01/25/17-10/20/66) (Cost $554,246) | | | | $ | 554,246 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.0% | | ||||||||||||
| | | 15,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $15,000) | | | | | 15,000 | | | | | | 0.0 | | |
| | | | | | | Total Short-Term Investments (Cost $569,246) | | | | | 569,246 | | | | | | 0.6 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $81,189,788) | | | | $ | 94,946,794 | | | | | | 100.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (395,802) | | | | | | (0.4) | | |
| | | Net Assets | | | | $ | 94,550,992 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 16,663,607 | | |
| Gross Unrealized Depreciation | | | | | (5,902,031) | | |
| Net Unrealized Appreciation | | | | $ | 10,761,576 | | |
|
Geographic Diversification | | | Percentage of Net Assets | | |||
China | | | | | 56.0% | | |
Hong Kong | | | | | 32.1% | | |
United Kingdom | | | | | 10.6% | | |
Macau | | | | | 1.1% | | |
Assets in Excess of Other Liabilities* | | | | | 0.2% | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | — | | | | | $ | 2,765,076 | | | | | $ | — | | | | | $ | 2,765,076 | | |
Consumer Staples | | | | | — | | | | | | 1,541,089 | | | | | | — | | | | | | 1,541,089 | | |
Energy | | | | | — | | | | | | 6,616,739 | | | | | | — | | | | | | 6,616,739 | | |
Financials | | | | | — | | | | | | 44,934,735 | | | | | | — | | | | | | 44,934,735 | | |
Industrials | | | | | — | | | | | | 5,191,187 | | | | | | — | | | | | | 5,191,187 | | |
Information Technology | | | | | — | | | | | | 10,684,666 | | | | | | — | | | | | | 10,684,666 | | |
Real Estate | | | | | — | | | | | | 10,038,192 | | | | | | — | | | | | | 10,038,192 | | |
Telecommunication Services | | | | | — | | | | | | 7,342,311 | | | | | | — | | | | | | 7,342,311 | | |
Utilities | | | | | — | | | | | | 5,263,553 | | | | | | — | | | | | | 5,263,553 | | |
Total Common Stock | | | | | — | | | | | | 94,377,548 | | | | | | — | | | | | | 94,377,548 | | |
Short-Term Investments | | | | | 15,000 | | | | | | 554,246 | | | | | | — | | | | | | 569,246 | | |
Total Investments, at fair value | | | | $ | 15,000 | | | | | $ | 94,931,794 | | | | | $ | — | | | | | $ | 94,946,794 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,356 | | | | | | — | | | | | | 1,356 | | |
Futures | | | | | 5,374 | | | | | | — | | | ��� | | | — | | | | | | 5,374 | | |
Total Assets | | | | $ | 20,374 | | | | | $ | 94,933,150 | | | | | $ | — | | | | | $ | 94,953,524 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (320) | | | | | $ | — | | | | | $ | (320) | | |
Total Liabilities | | | | $ | — | | | | | $ | (320) | | | | | $ | — | | | | | $ | (320) | | |
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Societe Generale | | | Hong Kong Sar Dollar | | | | | 5,500,000 | | | | | | Buy | | | | | | 03/15/17 | | | | | $ | 708,108 | | | | | $ | 709,464 | | | | | $ | 1,356 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,356 | | |
Societe Generale | | | Hong Kong Sar Dollar | | | | | 3,000,000 | | | | | | Sell | | | | | | 03/15/17 | | | | | $ | 386,660 | | | | | $ | 386,980 | | | | | $ | (320) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (320) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Hang Seng Index | | | | | 4 | | | | | | 01/26/17 | | | | | $ | 566,432 | | | | | $ | 5,374 | | |
| | | | | | | | | | | | | | | | $ | 566,432 | | | | | $ | 5,374 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 1,356 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 5,374 | | |
Total Asset Derivatives | | | | | | | $ | 6,730 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 320 | | |
Total Liability Derivatives | | | | | | | $ | 320 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2016 (continued) |
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (13,890) | | | | | $ | — | | | | | $ | (13,890) | | |
Equity contracts | | | | | — | | | | | | (74,306) | | | | | | (74,306) | | |
Total | | | | $ | (13,890) | | | | | $ | (74,306) | | | | | $ | (88,196) | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 946 | | | | | $ | —- | | | | | $ | 946 | | |
Equity contracts | | | | | — | | | | | | 26,873 | | | | | | 26,873 | | |
Total | | | | $ | 946 | | | | | $ | 26,873 | | | | | $ | 27,819 | | |
|
| | | Societe Generale | | |||
Assets: | | | |||||
Forward foreign currency contracts | | | | $ | 1,356 | | |
Total Assets | | | | $ | 1,356 | | |
Liabilities: | | | |||||
Forward foreign currency contracts | | | | $ | 320 | | |
Total Liabilities | | | | $ | 320 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 1,036 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | 1,036 | | |
|
Voya International Index Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.1% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.8% | | ||||||||||||
| | | 102,840 | | | | Daimler AG | | | | $ | 7,632,358 | | | | | | 0.6 | | |
| | | 169,642 | | | | Honda Motor Co., Ltd. | | | | | 4,952,752 | | | | | | 0.4 | | |
| | | 29,683 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 5,659,725 | | | | | | 0.4 | | |
| | | 46,504 | # | | Merlin Entertainments PLC | | | | | 256,727 | | | | | | 0.0 | | | |
| | | 73,415 | | | | Mitsubishi Motors Corp. | | | | | 417,336 | | | | | | 0.0 | | |
| | | 281,058 | | | | Toyota Motor Corp. | | | | | 16,477,984 | | | | | | 1.2 | | |
| | | 8,882,931 | | | | Other Securities(a) | | | | | 121,127,885 | | | | | | 9.2 | | |
| | | | | | | | | | | | 156,524,767 | | | | | | 11.8 | | |
| | | | | | | Consumer Staples: 10.6% | | ||||||||||||
| | | 80,976 | | | | Anheuser-Busch InBev SA/NV | | | | | 8,570,851 | | | | | | 0.7 | | |
| | | 197,086 | | | | British American Tobacco PLC | | | | | 11,170,000 | | | | | | 0.8 | | |
| | | 266,585 | | | | Diageo PLC | | | | | 6,917,883 | | | | | | 0.5 | | |
| | | 26,918 | | | | L'Oreal S.A. | | | | | 4,906,234 | | | | | | 0.4 | | |
| | | 326,885 | | | | Nestle S.A. | | | | | 23,417,253 | | | | | | 1.8 | | |
| | | 67,602 | | | | Reckitt Benckiser Group PLC | | | | | 5,726,464 | | | | | | 0.4 | | |
| | | 174,436 | | | | Unilever NV | | | | | 7,165,653 | | | | | | 0.5 | | |
| | | 137,291 | | | | Unilever PLC | | | | | 5,552,063 | | | | | | 0.4 | | |
| | | 849,500 | # | | WH Group Ltd. | | | | | 684,779 | | | | | | 0.1 | | | |
| | | 4,270,431 | | | | Other Securities(a) | | | | | 66,476,433 | | | | | | 5.0 | | |
| | | | | | | | | | | | 140,587,613 | | | | | | 10.6 | | |
| | | | | | | Energy: 5.3% | | ||||||||||||
| | | 1,957,621 | | | | BP PLC | | | | | 12,261,494 | | | | | | 0.9 | | |
| | | 445,112 | | | | Royal Dutch Shell PLC - Class A | | | | | 12,286,740 | | | | | | 1.0 | | |
| | | 405,168 | | | | Royal Dutch Shell PLC - Class B | | | | | 11,641,319 | | | | | | 0.9 | | |
| | | 234,168 | | | | Total S.A. | | | | | 12,011,008 | | | | | | 0.9 | | |
| | | 2,561,357 | | | | Other Securities | | | | | 21,258,811 | | | | | | 1.6 | | |
| | | | | | | | | | | | 69,459,372 | | | | | | 5.3 | | |
| | | | | | | Financials: 20.4% | | ||||||||||||
| | | 25,301 | # | | ABN AMRO Group NV | | | | | 560,211 | | | | | | 0.0 | | | |
| | | 1,280,899 | | | | AIA Group Ltd. | | | | | 7,175,393 | | | | | | 0.5 | | |
| | | 48,906 | | | | Allianz SE | | | | | 8,071,370 | | | | | | 0.6 | | |
| | | 308,662 | | | | Australia & New Zealand Banking Group Ltd. | | | | | 6,756,988 | | | | | | 0.5 | | |
| | | 209,557 | | | | AXA S.A. | | | | | 5,282,699 | | | | | | 0.4 | | |
| | | 1,555,933 | | | | Banco Santander SA | | | | | 8,094,412 | | | | | | 0.6 | | |
| | | 1,794,437 | | | | Barclays PLC | | | | | 4,924,589 | | | | | | 0.4 | | |
| | | 705,376 | | | | Banco Bilbao Vizcaya Argentaria S.A. | | | | | 4,753,493 | | | | | | 0.4 | | |
| | | 113,367 | | | | BNP Paribas | | | | | 7,214,463 | | | | | | 0.6 | | |
| | | 180,716 | | | | Commonwealth Bank of Australia | | | | | 10,720,838 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Financials (continued) | | ||||||||||||
| | 2,083,657 | | | | HSBC Holdings PLC | | | | $ | 16,812,327 | | | | | | 1.3 | | |
| | 413,900 | | | | ING Groep NV | | | | | 5,827,217 | | | | | | 0.4 | | |
| | 6,642,296 | | | | Lloyds Banking Group Plc | | | | | 5,100,501 | | | | | | 0.4 | | |
| | 1,351,306 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 8,333,943 | | | | | | 0.6 | | |
| | 59,976 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 309,340 | | | | | | 0.0 | | |
| | 279,777 | | | | National Australia Bank Ltd. | | | | | 6,179,865 | | | | | | 0.5 | | |
| | 45,276 | # | | Poste Italiane SpA | | | | | 300,496 | | | | | | 0.0 | | | |
| | 276,191 | | | | Prudential PLC | | | | | 5,512,109 | | | | | | 0.4 | | |
| | 135,851 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 5,173,610 | | | | | | 0.4 | | |
| | 34,485 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,233,829 | | | | | | 0.1 | | |
| | 389,373 | | | | UBS Group AG | | | | | 6,088,026 | | | | | | 0.5 | | |
| | 353,494 | | | | Westpac Banking Corp. | | | | | 8,297,902 | | | | | | 0.6 | | |
| | 21,841,758 | | | | Other Securities(a) | | | | | 137,571,344 | | | | | | 10.4 | | |
| | | | | | | | | | | 270,294,965 | | | | | | 20.4 | | |
| | | | | | Health Care: 10.3% | | ||||||||||||
| | 133,917 | | | | AstraZeneca PLC | | | | | 7,312,951 | | | | | | 0.6 | | |
| | 87,685 | | | | Bayer AG | | | | | 9,135,358 | | | | | | 0.7 | | |
| | 517,321 | | | | GlaxoSmithKline PLC | | | | | 9,937,023 | | | | | | 0.7 | | |
| | 235,209 | | | | Novartis AG | | | | | 17,105,222 | | | | | | 1.3 | | |
| | 197,516 | | | | Novo Nordisk A/S | | | | | 7,085,331 | | | | | | 0.5 | | |
| | 74,035 | | | | Roche Holding AG | | | | | 16,876,468 | | | | | | 1.3 | | |
| | 123,672 | | | | Sanofi | | | | | 10,000,792 | | | | | | 0.8 | | |
| | 94,671 | | | | Shire PLC | | | | | 5,405,675 | | | | | | 0.4 | | |
| | 1,647,408 | | | | Other Securities(a) | | | | | 53,423,337 | | | | | | 4.0 | | |
| | | | | | | | | | | 136,282,157 | | | | | | 10.3 | | |
| | | | | | Industrials: 13.6% | | ||||||||||||
| | 7,070 | # | | Aena SA | | | | | 963,228 | | | | | | 0.1 | | | |
| | 104,274 | | | | Koninklijke Philips NV | | | | | 3,187,867 | | | | | | 0.2 | | |
| | 150,893 | | | | Mitsubishi Corp. | | | | | 3,204,764 | | | | | | 0.2 | | |
| | 205,361 | | | | Mitsubishi Electric Corp. | | | | | 2,856,400 | | | | | | 0.2 | | |
| | 316,193 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,437,427 | | | | | | 0.1 | | |
| | 14,490 | | | | Mitsubishi Logistics Corp. | | | | | 204,285 | | | | | | 0.0 | | |
| | 81,575 | | | | Siemens AG | | | | | 9,988,073 | | | | | | 0.8 | | |
| | 20,299,859 | | | | Other Securities(a) | | | | | 158,709,576 | | | | | | 12.0 | | |
| | | | | | | | | | | 180,551,620 | | | | | | 13.6 | | |
| | | | | | Information Technology: 5.2% | | ||||||||||||
| | 96,619 | #,@ | | Auto Trader Group PLC | | | | | 485,757 | | | | | | 0.0 | | | |
| | 105,339 | | | | SAP SE | | | | | 9,112,385 | | | | | | 0.7 | | |
| | 186,584 | # | | Worldpay Group PLC | | | | | 619,480 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of December 31, 2016 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 3,430,378 | | | | Other Securities(a) | | | | $ | 58,620,396 | | | | | | 4.4 | | |
| | | | | | | | | | | | 68,838,018 | | | | | | 5.2 | | |
| | | | | | | Materials: 7.6% | | ||||||||||||
| | | 95,843 | | | | BASF SE | | | | | 8,882,417 | | | | | | 0.7 | | |
| | | 339,570 | | | | BHP Billiton Ltd. | | | | | 6,083,352 | | | | | | 0.5 | | |
| | | 223,381 | | | | BHP Billiton PLC | | | | | 3,556,922 | | | | | | 0.3 | | |
| | | 6,609 | # | | Covestro AG | | | | | 452,372 | | | | | | 0.0 | | | |
| | | 19,055 | | | | Koninklijke DSM NV | | | | | 1,141,918 | | | | | | 0.1 | | |
| | | 44,624 | | | | Rio Tinto Ltd. | | | | | 1,911,746 | | | | | | 0.1 | | |
| | | 132,057 | | | | Rio Tinto PLC | | | | | 5,041,703 | | | | | | 0.4 | | |
| | | 5,760,888 | | | | Other Securities(a) | | | | | 73,503,190 | | | | | | 5.5 | | |
| | | | | | | | | | | | 100,573,620 | | | | | | 7.6 | | |
| | | | | | | Real Estate: 3.6% | | ||||||||||||
| | | 132,327 | | | | Mitsubishi Estate Co., Ltd. | | | | | 2,628,633 | | | | | | 0.2 | | |
| | | 7,536,159 | | | | Other Securities(a) | | | | | 45,274,059 | | | | | | 3.4 | | |
| | | | | | | | | | | | 47,902,692 | | | | | | 3.6 | | |
| | | | | | | Telecommunication Services: 4.4% | | ||||||||||||
| | | 346,458 | | | | Deutsche Telekom AG | | | | | 5,944,272 | | | | | | 0.5 | | |
| | | 194,301 | | | | KDDI Corp. | | | | | 4,906,679 | | | | | | 0.4 | | |
| | | 338,976 | | | | Koninklijke KPN NV | | | | | 1,002,397 | | | | | | 0.1 | | |
| | | 101,446 | | | | SoftBank Group Corp. | | | | | 6,713,093 | | | | | | 0.5 | | |
| | | 2,825,880 | | | | Vodafone Group PLC | | | | | 6,954,193 | | | | | | 0.5 | | |
| | | 6,620,613 | | | | Other Securities(a) | | | | | 32,318,436 | | | | | | 2.4 | | |
| | | | | | | | | | | | 57,839,070 | | | | | | 4.4 | | |
| | | | | | | Utilities: 3.3% | | ||||||||||||
| | | 4,782 | #,@ | | DONG Energy A/S | | | | | 180,887 | | | | | | 0.0 | | | |
| | | 96,500# | | | | HK Electric Investments & HK Electric Investments Ltd. | | | | | 79,555 | | | | | | 0.0 | | |
| | | 14,500 | #,@ | | Innogy SE | | | | | 503,847 | | | | | | 0.1 | | | |
| | | 6,419,514 | | | | Other Securities(a) | | | | | 42,370,905 | | | | | | 3.2 | | |
| | | | | | | | | | | | 43,135,194 | | | | | | 3.3 | | |
| | | | | | | Total Common Stock (Cost $1,264,139,230) | | | | | 1,271,989,088 | | | | | | 96.1 | | |
| PREFERRED STOCK: 0.5% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.3% | | ||||||||||||
| | | 51,588 | | | | Other Securities | | | | | 4,194,241 | | | | | | 0.3 | | |
| | | | | | | Consumer Staples: 0.2% | | ||||||||||||
| | | 18,405 | | | | Other Securities | | | | | 2,190,935 | | | | | | 0.2 | | |
| | | | | | | Materials: 0.0% | | ||||||||||||
| | | 7,773 | | | | Other Securities | | | | | 325,607 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $7,570,602) | | | | | 6,710,783 | | | | | | 0.5 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 118,484 | | | | Other Securities | | | | | 43,903 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
RIGHTS: (continued) | | |||||||||||||||
| | | Total Rights (Cost $41,284) | | | | $ | 43,903 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $1,271,751,116) | | | | | 1,278,743,774 | | | | | | 96.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.0% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.6% | | ||||||||||||
| | | 4,959,856 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $4,960,128, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $5,059,053, due 01/25/17-10/20/66) | | | | | 4,959,856 | | | | | | 0.4 | | |
| | | 4,959,856 | | | | Citigroup, Inc., Repurchase Agreement dated 12/30/16, 0.53%, due 01/03/17 (Repurchase Amount $4,960,144, collateralized by various U.S. Government Agency Obligations, 2.000%- 8.500%, Market Value plus accrued interest $5,059,053, due 12/01/17-01/01/47) | | | | | 4,959,856 | | | | | | 0.3 | | |
| | | 4,959,856 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $4,960,139, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $5,059,053, due 03/02/17-02/01/49) | | | | | 4,959,856 | | | | | | 0.4 | | |
Voya International Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 1,043,878 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,043,935, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $1,064,756, due 10/31/18-11/30/22) | | | | $ | 1,043,878 | | | | | | 0.1 | | |
| | | 4,959,856 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $4,960,128, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $5,059,053, due 01/15/17-08/20/66) | | | | | 4,959,856 | | | | | | 0.4 | | |
| | | | | | | | | | | | 20,883,302 | | | | | | 1.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.4% | | ||||||||||||
| | | 32,155,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $32,155,000) | | | | | 32,155,000 | | | | | | 2.4 | | |
| | | | | | | Total Short-Term Investments (Cost $53,038,302) | | | | | 53,038,302 | | | | | | 4.0 | | |
| | | | | | | Total Investments in Securities (Cost $1,324,789,418) | | | | | 1,331,782,076 | | | | | | 100.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (7,320,188) | | | | | | (0.6) | | |
| | | | | | | Net Assets | | | | $ | 1,324,461,888 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 140,660,800 | | |
| Gross Unrealized Depreciation | | | | | (148,934,110) | | |
| Net Unrealized Depreciation | | | | $ | (8,273,310) | | |
|
Geographic Diversification | | | Percentage of Net Assets | | |||
Japan | | | | | 21.9% | | |
United Kingdom | | | | | 16.1% | | |
France | | | | | 9.2% | | |
Germany | | | | | 9.3% | | |
Switzerland | | | | | 9.2% | | |
Australia | | | | | 7.2% | | |
Netherlands | | | | | 5.4% | | |
Spain | | | | | 3.3% | | |
Hong Kong | | | | | 2.5% | | |
Sweden | | | | | 2.9% | | |
Countries between 0.0%-1.8%^ | | | | | 9.6% | | |
Assets in Excess of Other Liabilities* | | | | | 3.4% | | |
Net Assets | | | | | 100.0% | | |
|
Voya International Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 271,336 | | | | | $ | 156,253,431 | | | | | $ | — | | | | | $ | 156,524,767 | | |
Consumer Staples | | | | | 9,811,360 | | | | | | 130,776,253 | | | | | | — | | | | | | 140,587,613 | | |
Energy | | | | | — | | | | | | 69,459,372 | | | | | | — | | | | | | 69,459,372 | | |
Financials | | | | | 795,414 | | | | | | 269,499,551 | | | | | | — | | | | | | 270,294,965 | | |
Health Care | | | | | 3,659,807 | | | | | | 132,622,350 | | | | | | — | | | | | | 136,282,157 | | |
Industrials | | | | | 1,049,787 | | | | | | 179,501,833 | | | | | | — | | | | | | 180,551,620 | | |
Information Technology | | | | | 4,723,345 | | | | | | 64,114,673 | | | | | | — | | | | | | 68,838,018 | | |
Materials | | | | | — | | | | | | 100,573,620 | | | | | | — | | | | | | 100,573,620 | | |
Real Estate | | | | | — | | | | | | 47,902,692 | | | | | | — | | | | | | 47,902,692 | | |
Telecommunication Services | | | | | — | | | | | | 57,839,070 | | | | | | — | | | | | | 57,839,070 | | |
Utilities | | | | | 503,847 | | | | | | 42,631,347 | | | | | | — | | | | | | 43,135,194 | | |
Total Common Stock | | | | | 20,814,896 | | | | | | 1,251,174,192 | | | | | | — | | | | | | 1,271,989,088 | | |
Preferred Stock | | | | | — | | | | | | 6,710,783 | | | | | | — | | | | | | 6,710,783 | | |
Rights | | | | | 43,903 | | | | | | — | | | | | | — | | | | | | 43,903 | | |
Short-Term Investments | | | | | 32,155,000 | | | | | | 20,883,302 | | | | | | — | | | | | | 53,038,302 | | |
Total Investments, at fair value | | | | $ | 53,013,799 | | | | | $ | 1,278,768,277 | | | | | $ | — | | | | | $ | 1,331,782,076 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (40,491) | | | | | $ | — | | | | | $ | — | | | | | $ | (40,491) | | |
Total Liabilities | | | | $ | (40,491) | | | | | $ | — | | | | | $ | — | | | | | $ | (40,491) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI EAFE Index | | | | | 519 | | | | | | 03/17/17 | | | | | $ | 43,481,820 | | | | | $ | (40,491) | | |
| | | | | | | | | | | | | | | | $ | 43,481,820 | | | | | $ | (40,491) | | |
|
Voya International Index Portfolio | as of December 31, 2016 (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* | | | | $ | 40,491 | | |
Total Liability Derivatives | | | | | | | $ | 40,491 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,135,107 | | |
Total | | | | $ | 1,135,107 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (211,693) | | |
Total | | | | $ | (211,693) | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 19.8% | | ||||||||||||
| | | 54,400 | | | | Bridgestone Corp. | | | | $ | 1,957,355 | | | | | | 0.7 | | |
| | | 37,600 | | | | Denso Corp. | | | | | 1,626,444 | | | | | | 0.6 | | |
| | | 47,800 | | | | Fuji Heavy Industries Ltd. | | | | | 1,947,583 | | | | | | 0.7 | | |
| | | 138,300 | | | | Honda Motor Co., Ltd. | | | | | 4,037,712 | | | | | | 1.4 | | |
| | | 55,500 | | | | Mitsubishi Motors Corp. | | | | | 315,496 | | | | | | 0.1 | | |
| | | 184,700 | | | | Nissan Motor Co., Ltd. | | | | | 1,852,752 | | | | | | 0.6 | | |
| | | 175,850 | | | | Panasonic Corp. | | | | | 1,783,499 | | | | | | 0.6 | | |
| | | 108,712 | | | | Sony Corp. | | | | | 3,037,624 | | | | | | 1.0 | | |
| | | 186,682 | | | | Toyota Motor Corp. | | | | | 10,944,869 | | | | | | 3.7 | | |
| | | 2,862,136 | | | | Other Securities(a) | | | | | 30,437,621 | | | | | | 10.4 | | |
| | | | | | | | | | | | 57,940,955 | | | | | | 19.8 | | |
| | | | | | | Consumer Staples: 8.5% | | ||||||||||||
| | | 95,500 | | | | Japan Tobacco, Inc. | | | | | 3,134,657 | | | | | | 1.1 | | |
| | | 41,000 | | | | Kao Corp. | | | | | 1,940,730 | | | | | | 0.7 | | |
| | | 74,300 | L | | Kirin Holdings Co., Ltd. | | | | | 1,205,980 | | | | | | 0.4 | | | |
| | | 63,643 | | | | Seven & I Holdings Co., Ltd. | | | | | 2,420,291 | | | | | | 0.8 | | |
| | | 712,882 | | | | Other Securities(a) | | | | | 16,013,276 | | | | | | 5.5 | | |
| | | | | | | | | | | | 24,714,934 | | | | | | 8.5 | | |
| | | | | | | Energy: 0.9% | | ||||||||||||
| | | 383,610 | | | | Other Securities(a) | | | | | 2,705,463 | | | | | | 0.9 | | |
| | | | | | | Financials: 13.7% | | ||||||||||||
| | | 91,700 | | | | Dai-ichi Life Holdings, Inc. | | | | | 1,524,648 | | | | | | 0.5 | | |
| | | 1,146,100 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 7,068,371 | | | | | | 2.4 | | |
| | | 37,700 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 194,447 | | | | | | 0.1 | | |
| | | 45,311 | | | | MS&AD Insurance Group Holdings, Inc. | | | | | 1,403,171 | | | | | | 0.5 | | |
| | | 2,056,400 | | | | Mizuho Financial Group, Inc. | | | | | 3,690,282 | | | | | | 1.2 | | |
| | | 309,400 | | | | Nomura Holdings, Inc. | | | | | 1,829,223 | | | | | | 0.6 | | |
| | | 107,400 | | | | ORIX Corp. | | | | | 1,671,601 | | | | | | 0.6 | | |
| | | 46,500 | | | | Osaka Securities Exchange Co. Ltd. | | | | | 663,197 | | | | | | 0.2 | | |
| | | 121,152 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 4,613,828 | | | | | | 1.6 | | |
| | | 31,444 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,125,026 | | | | | | 0.4 | | |
| | | 61,600 | | | | Tokio Marine Holdings, Inc. | | | | | 2,522,094 | | | | | | 0.9 | | |
| | | 2,167,816 | | | | Other Securities(a) | | | | | 13,892,354 | | | | | | 4.7 | | |
| | | | | | | | | | | | 40,198,242 | | | | | | 13.7 | | |
| | | | | | | Health Care: 6.9% | | ||||||||||||
| | | 165,200 | | | | Astellas Pharma, Inc. | | | | | 2,291,878 | | | | | | 0.8 | | |
| | | 32,600 | | | | Hoya Corp. | | | | | 1,366,899 | | | | | | 0.5 | | |
| | | 34,700 | | | | Otsuka Holdings Co. Ltd. | | | | | 1,511,546 | | | | | | 0.5 | | |
| | | 60,600 | | | | Takeda Pharmaceutical Co., Ltd. | | | | | 2,514,054 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 476,240 | | | | Other Securities(a) | | | | $ | 12,471,405 | | | | | | 4.3 | | |
| | | | | | | | | | | | 20,155,782 | | | | | | 6.9 | | |
| | | | | | | Industrials: 21.5% | | ||||||||||||
| | | 12,900 | | | | Central Japan Railway Co. | | | | | 2,118,046 | | | | | | 0.7 | | |
| | | 21,200 | | | | Daikin Industries Ltd. | | | | | 1,942,109 | | | | | | 0.7 | | |
| | | 29,700 | | | | East Japan Railway Co. | | | | | 2,560,696 | | | | | | 0.9 | | |
| | | 15,600 | | | | Fanuc Ltd. | | | | | 2,609,794 | | | | | | 0.9 | | |
| | | 112,000 | | | | Itochu Corp. | | | | | 1,482,966 | | | | | | 0.5 | | |
| | | 74,800 | | | | Komatsu Ltd. | | | | | 1,694,231 | | | | | | 0.6 | | |
| | | 114,200 | | | | Mitsubishi Corp. | | | | | 2,425,454 | | | | | | 0.8 | | |
| | | 164,700 | | | | Mitsubishi Electric Corp. | | | | | 2,290,839 | | | | | | 0.8 | | |
| | | 260,000 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,181,972 | | | | | | 0.4 | | |
| | | 10,000 | | | | Mitsubishi Logistics Corp. | | | | | 140,983 | | | | | | 0.0 | | |
| | | 137,100 | | | | Mitsui & Co., Ltd. | | | | | 1,878,588 | | | | | | 0.6 | | |
| | | 20,014 | | | | Nidec Corp. | | | | | 1,723,019 | | | | | | 0.6 | | |
| | | 3,800 | | | | Nomura Co., Ltd. | | | | | 54,859 | | | | | | 0.0 | | |
| | | 35,000 | | | | Recruit Holdings Co. Ltd. | | | | | 1,402,674 | | | | | | 0.5 | | |
| | | 16,600 | | | | Secom Co., Ltd. | | | | | 1,212,864 | | | | | | 0.4 | | |
| | | 4,912,567 | | | | Other Securities(a) | | | | | 38,237,452 | | | | | | 13.1 | | |
| | | | | | | | | | | | 62,956,546 | | | | | | 21.5 | | |
| | | | | | | Information Technology: 10.4% | | ||||||||||||
| | | 82,366 | | | | Canon, Inc. | | | | | 2,319,606 | | | | | | 0.8 | | |
| | | 32,300 | | | | Fuji Film Holdings Corp. | | | | | 1,223,066 | | | | | | 0.4 | | |
| | | 371,146 | | | | Hitachi Ltd. | | | | | 2,001,272 | | | | | | 0.7 | | |
| | | 3,500 | | | | Keyence Corp. | | | | | 2,394,874 | | | | | | 0.8 | | |
| | | 25,200 | | | | Kyocera Corp. | | | | | 1,249,429 | | | | | | 0.4 | | |
| | | 16,155 | | | | Murata Manufacturing Co., Ltd. | | | | | 2,157,286 | | | | | | 0.7 | | |
| | | 9,500 | | | | Nintendo Co., Ltd. | | | | | 1,974,816 | | | | | | 0.7 | | |
| | | 11,132 | | | | Nomura Research Institute Ltd. | | | | | 338,319 | | | | | | 0.1 | | |
| | | 4,100 | | | | Otsuka Corp. | | | | | 191,242 | | | | | | 0.1 | | |
| | | 1,455,487 | | | | Other Securities(a) | | | | | 16,620,848 | | | | | | 5.7 | | |
| | | | | | | | | | | | 30,470,758 | | | | | | 10.4 | | |
| | | | | | | Materials: 6.9% | | ||||||||||||
| | | 72,365 | | | | Nippon Steel & Sumitomo Metal Corp. | | | | | 1,602,802 | | | | | | 0.6 | | |
| | | 800 | | | | Osaka Steel Co., Ltd. | | | | | 14,795 | | | | | | 0.0 | | |
| | | 29,000 | | | | Shin-Etsu Chemical Co., Ltd. | | | | | 2,244,280 | | | | | | 0.8 | | |
| | | 2,019,387 | | | | Other Securities(a) | | | | | 16,194,064 | | | | | | 5.5 | | |
| | | | | | | | | | | | 20,055,941 | | | | | | 6.9 | | |
| | | | | | | Real Estate: 3.2% | | ||||||||||||
| | | 50,860 | | | | Daiwa House Industry Co., Ltd. | | | | | 1,386,971 | | | | | | 0.5 | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2016 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate (continued) | | ||||||||||||
| | | 114,000 | | | | Mitsubishi Estate Co., Ltd. | | | | $ | 2,264,573 | | | | | | 0.8 | | |
| | | 81,000 | | | | Mitsui Fudosan Co., Ltd. | | | | | 1,875,191 | | | | | | 0.6 | | |
| | | 10,200 | | | | Nomura Real Estate Holdings, Inc. | | | | | 173,094 | | | | | | 0.1 | | |
| | | 279,106 | | | | Other Securities(a) | | | | | 3,665,747 | | | | | | 1.2 | | |
| | | | | | | | | | | | 9,365,576 | | | | | | 3.2 | | |
| | | | | | | Telecommunication Services: 5.5% | | ||||||||||||
| | | 150,100 | | | | KDDI Corp. | | | | | 3,790,472 | | | | | | 1.3 | | |
| | | 121,700 | | | | Nippon Telegraph & Telephone Corp. | | | | | 5,122,981 | | | | | | 1.8 | | |
| | | 113,500 | | | | NTT DoCoMo, Inc. | | | | | 2,581,589 | | | | | | 0.9 | | |
| | | 68,150 | | | | SoftBank Group Corp. | | | | | 4,509,762 | | | | | | 1.5 | | |
| | | 12,000 | | | | Other Securities(a) | | | | | 16,800 | | | | | | 0.0 | | |
| | | | | | | | | | | | 16,021,604 | | | | | | 5.5 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 152,000 | | | | Osaka Gas Co., Ltd. | | | | | 583,233 | | | | | | 0.2 | | |
| | | 628,125 | | | | Other Securities | | | | | 4,920,158 | | | | | | 1.7 | | |
| | | | | | | | | | | | 5,503,391 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $239,689,033) | | | | | 290,089,192 | | | | | | 99.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.1% | | ||||||||||||
| | | 217,027 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $217,039, collateralized by various U.S. Government and U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $221,380, due 12/31/17-10/20/46) | | | | | 217,027 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17- 10/20/66) | | | | | 1,000,000 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 1,000,000 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,000,057, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 03/02/17-02/01/49) | | | | $ | 1,000,000 | | | | | | 0.3 | | |
| | | 1,000,000 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 01/15/17-08/20/66) | | | | | 1,000,000 | | | | | | 0.4 | | |
| | | | | | | | | | | | 3,217,027 | | | | | | 1.1 | | |
| | | | | | | Total Short-Term Investments (Cost $3,217,027) | | | | | 3,217,027 | | | | | | 1.1 | | |
| | | | | | | Total Investments in Securities (Cost $242,906,060) | | | | $ | 293,306,219 | | | | | | 100.3 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (740,811) | | | | | | (0.3) | | |
| | | | | | | Net Assets | | | | $ | 292,565,408 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 61,725,772 | | |
| Gross Unrealized Depreciation | | | | | (15,828,066) | | |
| Net Unrealized Appreciation | | | | $ | 45,897,706 | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 24,845 | | | | | $ | 57,916,110 | | | | | $ | — | | | | | $ | 57,940,955 | | |
Consumer Staples | | | | | 62,289 | | | | | | 24,652,645 | | | | | | — | | | | | | 24,714,934 | | |
Energy | | | | | — | | | | | | 2,705,463 | | | | | | — | | | | | | 2,705,463 | | |
Financials | | | | | 98,363 | | | | | | 40,099,879 | | | | | | — | | | | | | 40,198,242 | | |
Health Care | | | | | — | | | | | | 20,155,782 | | | | | | — | | | | | | 20,155,782 | | |
Industrials | | | | | 298,473 | | | | | | 62,658,073 | | | | | | — | | | | | | 62,956,546 | | |
Information Technology | | | | | — | | | | | | 30,470,758 | | | | | | — | | | | | | 30,470,758 | | |
Materials | | | | | — | | | | | | 20,055,941 | | | | | | — | | | | | | 20,055,941 | | |
Real Estate | | | | | — | | | | | | 9,365,576 | | | | | | — | | | | | | 9,365,576 | | |
Telecommunication Services | | | | | — | | | | | | 16,021,604 | | | | | | — | | | | | | 16,021,604 | | |
Utilities | | | | | — | | | | | | 5,503,391 | | | | | | — | | | | | | 5,503,391 | | |
Total Common Stock | | | | | 483,970 | | | | | | 289,605,222 | | | | | | — | | | | | | 290,089,192 | | |
Short-Term Investments | | | | | — | | | | | | 3,217,027 | | | | | | — | | | | | | 3,217,027 | | |
Total Investments, at fair value | | | | $ | 483,970 | | | | | $ | 292,822,249 | | | | | $ | — | | | | | $ | 293,306,219 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 29,349 | | | | | | — | | | | | | — | | | | | | 29,349 | | |
Total Assets | | | | $ | 513,319 | | | | | $ | 292,822,249 | | | | | $ | — | | | | | $ | 293,335,568 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (14,111) | | | | | $ | — | | | | | $ | (14,111) | | |
Total Liabilities | | | | $ | — | | | | | $ | (14,111) | | | | | $ | — | | | | | $ | (14,111) | | |
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Bank of America N.A. | | | Japanese Yen | | | | | 382,000,000 | | | | | | Buy | | | | | | 03/15/17 | | | | | $ | 3,286,604 | | | | | $ | 3,280,061 | | | | | $ | (6,543) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (6,543) | | |
Barclays Bank PLC | | | Japanese Yen | | | | | 127,000,000 | | | | | | Sell | | | | | | 03/15/17 | | | | | $ | 1,082,923 | | | | | $ | 1,090,491 | | | | | $ | (7,568) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (7,568) | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2016 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Tokyo Price Index (TOPIX) | | | | | 21 | | | | | | 03/09/17 | | | | | $ | 2,727,530 | | | | | $ | 29,349 | | |
| | | | | | | | | | | | | | | | $ | 2,727,530 | | | | | $ | 29,349 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 29,349 | | |
Total Asset Derivatives | | | | | | | $ | 29,349 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 14,111 | | |
Total Liability Derivatives | | | | | | | $ | 14,111 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 76,083 | | | | | $ | — | | | | | $ | 76,083 | | |
Equity contracts | | | | | — | | | | | | (865,434) | | | | | | (865,434) | | |
Total | | | | $ | 76,083 | | | | | $ | (865,434) | | | | | $ | (789,351) | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions* | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 17,049 | | | | | $ | — | | | | | $ | 17,049 | | |
Equity contracts | | | | | — | | | | | | 140,368 | | | | | | 140,368 | | |
Total | | | | $ | 17,049 | | | | | $ | 140,368 | | | | | $ | 157,417 | | |
|
| | | Bank of America N.A. | | | Barclays Bank PLC | | | Totals | | |||||||||
Liabilities: | | | | | |||||||||||||||
Forward foreign currency contracts | | | | $ | 6,543 | | | | | $ | 7,568 | | | | | $ | 14,111 | | |
Total Liabilities | | | | $ | 6,543 | | | | | $ | 7,568 | | | | | $ | 14,111 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (6,543) | | | | | $ | (7,568) | | | | | $ | (14,111) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (6,543) | | | | | $ | (7,568) | | | | | $ | (14,111) | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 19.5% | | ||||||||||||
| | | 27,855 | @ | | Amazon.com, Inc. | | | | $ | 20,887,629 | | | | | | 3.7 | | | |
| | | 14,338 | @ | | Charter Communications, Inc. | | | | | 4,128,197 | | | | | | 0.7 | | | |
| | | 159,626 | | | | Comcast Corp. – Class A | | | | | 11,022,175 | | | | | | 2.0 | | |
| | | 89,110 | | | | Home Depot, Inc. | | | | | 11,947,869 | | | | | | 2.1 | | |
| | | 64,019 | | | | Lowe’s Cos, Inc. | | | | | 4,553,031 | | | | | | 0.8 | | |
| | | 59,529 | | | | McDonald’s Corp. | | | | | 7,245,870 | | | | | | 1.3 | | |
| | | 29,178 | @ | | Netflix, Inc. | | | | | 3,612,236 | | | | | | 0.6 | | | |
| | | 94,835 | | | | Nike, Inc. | | | | | 4,820,463 | | | | | | 0.9 | | |
| | | 3,542 | @ | | Priceline.com, Inc. | | | | | 5,192,785 | | | | | | 0.9 | | | |
| | | 102,132 | | | | Starbucks Corp. | | | | | 5,670,369 | | | | | | 1.0 | | |
| | | 36,990 | | | | Time Warner, Inc. | | | | | 3,570,645 | | | | | | 0.6 | | |
| | | 47,302 | | | | TJX Cos., Inc. | | | | | 3,553,799 | | | | | | 0.6 | | |
| | | 116,197 | | | | Walt Disney Co. | | | | | 12,110,051 | | | | | | 2.2 | | |
| | | 239,190 | | | | Other Securities(a) | | | | | 11,869,360 | | | | | | 2.1 | | |
| | | | | | | | | | | | 110,184,479 | | | | | | 19.5 | | |
| | | | | | | Consumer Staples: 10.2% | | ||||||||||||
| | | 140,086 | | | | Altria Group, Inc. | | | | | 9,472,615 | | | | | | 1.7 | | |
| | | 208,680 | | | | Coca-Cola Co. | | | | | 8,651,873 | | | | | | 1.5 | | |
| | | 31,186 | | | | Costco Wholesale Corp. | | | | | 4,993,191 | | | | | | 0.9 | | |
| | | 72,384 | | | | CVS Health Corp. | | | | | 5,711,821 | | | | | | 1.0 | | |
| | | 89,981 | | | | PepsiCo, Inc. | | | | | 9,414,712 | | | | | | 1.7 | | |
| | | 304,157 | | | | Other Securities | | | | | 19,221,391 | | | | | | 3.4 | | |
| | | | | | | | | | | | 57,465,603 | | | | | | 10.2 | | |
| | | | | | | Energy: 0.3% | | ||||||||||||
| | | 30,759 | | | | Other Securities | | | | | 1,945,608 | | | | | | 0.3 | | |
| | | | | | | Financials: 2.0% | | ||||||||||||
| | | 170,752 | | | | Other Securities | | | | | 11,076,454 | | | | | | 2.0 | | |
| | | | | | | Health Care: 16.2% | | ||||||||||||
| | | 115,864 | | | | AbbVie, Inc. | | | | | 7,255,404 | | | | | | 1.3 | | |
| | | 53,793 | | | | Amgen, Inc. | | | | | 7,865,075 | | | | | | 1.4 | | |
| | | 15,664 | @ | | Biogen, Inc. | | | | | 4,441,997 | | | | | | 0.8 | | | |
| | | 119,569 | | | | Bristol-Myers Squibb Co. | | | | | 6,987,612 | | | | | | 1.2 | | |
| | | 55,005 | @ | | Celgene Corp. | | | | | 6,366,829 | | | | | | 1.1 | | | |
| | | 69,820 | | | | Eli Lilly & Co. | | | | | 5,135,261 | | | | | | 0.9 | | |
| | | 94,868 | | | | Gilead Sciences, Inc. | | | | | 6,793,497 | | | | | | 1.2 | | |
| | | 34,045 | | | | Johnson & Johnson | | | | | 3,922,324 | | | | | | 0.7 | | |
| | | 67,131 | | | | UnitedHealth Group, Inc. | | | | | 10,743,645 | | | | | | 1.9 | | |
| | | 378,260 | | | | Other Securities | | | | | 32,120,154 | | | | | | 5.7 | | |
| | | | | | | | | | | | 91,631,798 | | | | | | 16.2 | | |
| | | | | | | Industrials: 9.6% | | ||||||||||||
| | | 42,127 | | | | 3M Co. | | | | | 7,522,618 | | | | | | 1.3 | | |
| | | 42,709 | | | | Boeing Co. | | | | | 6,648,937 | | | | | | 1.2 | | |
| | | 17,858 | | | | FedEx Corp. | | | | | 3,325,160 | | | | | | 0.6 | | |
| | | 127,862 | | | | General Electric Co. | | | | | 4,040,439 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 54,485 | | | | Honeywell International, Inc. | | | | $ | 6,312,087 | | | | | | 1.1 | | |
| | | 18,201 | | | | Lockheed Martin Corp. | | | | | 4,549,158 | | | | | | 0.8 | | |
| | | 49,508 | | | | United Parcel Service, Inc. - Class B | | | | | 5,675,597 | | | | | | 1.0 | | |
| | | 191,056 | | | | Other Securities | | | | | 16,251,747 | | | | | | 2.9 | | |
| | | | | | | | | | | | 54,325,743 | | | | | | 9.6 | | |
| | | | | | | Information Technology: 34.3% | | ||||||||||||
| | | 44,650 | | | | Accenture PLC | | | | | 5,229,855 | | | | | | 0.9 | | |
| | | 34,904 | @ | | Adobe Systems, Inc. | | | | | 3,593,367 | | | | | | 0.6 | | | |
| | | 21,026 | @ | | Alphabet, Inc. - Class A | | | | | 16,662,054 | | | | | | 2.9 | | | |
| | | 21,251 | @ | | Alphabet, Inc. - Class C | | | | | 16,401,947 | | | | | | 2.9 | | | |
| | | 359,557 | | | | Apple, Inc. | | | | | 41,643,892 | | | | | | 7.4 | | |
| | | 32,618 | | | | Automatic Data Processing, Inc. | | | | | 3,352,478 | | | | | | 0.6 | | |
| | | 26,982 | | | | Broadcom Ltd. | | | | | 4,769,608 | | | | | | 0.8 | | |
| | | 160,704 | @ | | Facebook, Inc. | | | | | 18,488,995 | | | | | | 3.3 | | | |
| | | 43,255 | | | | International Business Machines Corp. | | | | | 7,179,897 | | | | | | 1.3 | | |
| | | 69,004 | | | | Mastercard, Inc. | | | | | 7,124,663 | | | | | | 1.2 | | |
| | | 542,446 | | | | Microsoft Corp. | | | | | 33,707,594 | | | | | | 6.0 | | |
| | | 80,985 | @ | | PayPal Holdings, Inc. | | | | | 3,196,478 | | | | | | 0.6 | | | |
| | | 71,938 | | | | Texas Instruments, Inc. | | | | | 5,249,316 | | | | | | 0.9 | | |
| | | 136,462 | | | | Visa, Inc. - Class A | | | | | 10,646,765 | | | | | | 1.9 | | |
| | | 360,489 | | | | Other Securities(a) | | | | | 16,766,526 | | | | | | 3.0 | | |
| | | | | | | | | | | | 194,013,435 | | | | | | 34.3 | | |
| | | | | | | Materials: 3.0% | | ||||||||||||
| | | 62,585 | | | | Du Pont E I de Nemours & Co. | | | | | 4,593,739 | | | | | | 0.8 | | |
| | | 106,792 | | | | Other Securities | | | | | 12,483,148 | | | | | | 2.2 | | |
| | | | | | | | | | | | 17,076,887 | | | | | | 3.0 | | |
| | | | | | | Real Estate: 2.0% | | ||||||||||||
| | | 19,959 | | | | Simon Property Group, Inc. | | | | | 3,546,116 | | | | | | 0.6 | | |
| | | 63,439 | | | | Other Securities | | | | | 7,515,241 | | | | | | 1.4 | | |
| | | | | | | | | | | | 11,061,357 | | | | | | 2.0 | | |
| | | | | | | Telecommunication Services: 1.5% | | ||||||||||||
| | | 146,122 | | | | Verizon Communications, Inc. | | | | | 7,799,992 | | | | | | 1.4 | | |
| | | 12,562 | | | | Other Securities | | | | | 722,441 | | | | | | 0.1 | | |
| | | | | | | | | | | | 8,522,433 | | | | | | 1.5 | | |
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 2,757 | | | | Other Securities | | | | | 211,159 | | | | | | 0.0 | | |
| | | | | | | Total Common Stock (Cost $294,896,433) | | | | | 557,514,956 | | | | | | 98.6 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.3% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | | | | $ | 1,000,000 | | | | | | 0.2 | | |
| | | 957,149 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $957,204, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $976,292, due 03/02/17-02/01/49) | | | | | 957,149 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,957,149 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.4% | | ||||||||||||
| | | 7,692,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $7,692,000) | | | | | 7,692,000 | | | | | | 1.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $9,649,149) | | | | $ | 9,649,149 | | | | | | 1.7 | | |
| | | Total Investments in Securities (Cost $304,545,582) | | | | $ | 567,164,105 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,701,825) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 565,462,280 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 268,892,852 | | |
| Gross Unrealized Depreciation | | | | | (6,494,475) | | |
| Net Unrealized Appreciation | | | | $ | 262,398,377 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 557,514,956 | | | | | $ | — | | | | | $ | — | | | | | $ | 557,514,956 | | |
Short-Term Investments | | | | | 7,692,000 | | | | | | 1,957,149 | | | | | | — | | | | | | 9,649,149 | | |
Total Investments, at fair value | | | | $ | 565,206,956 | | | | | $ | 1,957,149 | | | | | $ | — | | | | | $ | 567,164,105 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (1,470) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,470) | | |
Total Liabilities | | | | $ | (1,470) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,470) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 75 | | | | | | 03/17/17 | | | | | $ | 8,385,750 | | | | | $ | (1,470) | | |
| | | | | | | | | | | | | | | | $ | 8,385,750 | | | | | $ | (1,470) | | |
| | | | | | ||||||||||||||||||||
| | | | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 1,470 | | |
Total Liability Derivatives | | | | | | | $ | 1,470 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,025,432 | | |
Total | | | | $ | 1,025,432 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 15,026 | | |
Total | | | | $ | 15,026 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.3% | | ||||||||||||
| | | 21,089 | @ | | Amazon.com, Inc. | | | | $ | 15,814,008 | | | | | | 1.9 | | | |
| | | 130,655 | | | | Comcast Corp. – Class A | | | | | 9,021,728 | | | | | | 1.1 | | |
| | | 67,467 | | | | Home Depot, Inc. | | | | | 9,045,975 | | | | | | 1.1 | | |
| | | 45,071 | | | | McDonald’s Corp. | | | | | 5,486,042 | | | | | | 0.6 | | |
| | | 87,975 | | | | Walt Disney Co. | | | | | 9,168,755 | | | | | | 1.1 | | |
| | | 851,040 | | | | Other Securities(a) | | | | | 46,119,699 | | | | | | 5.5 | | |
| | | | | | | | | | | | 94,656,207 | | | | | | 11.3 | | |
| | | | | | | Consumer Staples: 10.3% | | ||||||||||||
| | | 106,061 | | | | Altria Group, Inc. | | | | | 7,171,845 | | | | | | 0.9 | | |
| | | 211,223 | | | | Coca-Cola Co. | | | | | 8,757,306 | | | | | | 1.0 | | |
| | | 58,178 | | | | CVS Health Corp. | | | | | 4,590,826 | | | | | | 0.6 | | |
| | | 78,306 | | | | PepsiCo, Inc. | | | | | 8,193,157 | | | | | | 1.0 | | |
| | | 84,014 | | | | Philip Morris International, Inc. | | | | | 7,686,441 | | | | | | 0.9 | | |
| | | 138,778 | | | | Procter & Gamble Co. | | | | | 11,668,454 | | | | | | 1.4 | | |
| | | 82,020 | | | | Wal-Mart Stores, Inc. | | | | | 5,669,222 | | | | | | 0.7 | | |
| | | 480,693 | | | | Other Securities | | | | | 31,850,340 | | | | | | 3.8 | | |
| | | | | | | | | | | | 85,587,591 | | | | | | 10.3 | | |
| | | | | | | Energy: 7.6% | | ||||||||||||
| | | 101,933 | | | | Chevron Corp. | | | | | 11,997,514 | | | | | | 1.4 | | |
| | | 226,113 | | | | Exxon Mobil Corp. | | | | | 20,408,960 | | | | | | 2.5 | | |
| | | 75,457 | | | | Schlumberger Ltd. | | | | | 6,334,615 | | | | | | 0.8 | | |
| | | 435,539 | | | | Other Securities | | | | | 24,357,486 | | | | | | 2.9 | | |
| | | | | | | | | | | | 63,098,575 | | | | | | 7.6 | | |
| | | | | | | Financials: 15.7% | | ||||||||||||
| | | 557,290 | | | | Bank of America Corp. | | | | | 12,316,109 | | | | | | 1.5 | | |
| | | 102,539 | @ | | Berkshire Hathaway, Inc. – Class B | | | | | 16,711,806 | | | | | | 2.0 | | | |
| | | 159,209 | | | | Citigroup, Inc. | | | | | 9,461,791 | | | | | | 1.1 | | |
| | | 20,907 | | | | Goldman Sachs Group, Inc. | | | | | 5,006,181 | | | | | | 0.6 | | |
| | | 197,388 | | | | JPMorgan Chase & Co. | | | | | 17,032,611 | | | | | | 2.1 | | |
| | | 247,768 | | | | Wells Fargo & Co. | | | | | 13,654,494 | | | | | | 1.6 | | |
| | | 829,550 | | | | Other Securities | | | | | 56,916,064 | | | | | | 6.8 | | |
| | | | | | | | | | | | 131,099,056 | | | | | | 15.7 | | |
| | | | | | | Health Care: 14.7% | | ||||||||||||
| | | 87,723 | | | | AbbVie, Inc. | | | | | 5,493,214 | | | | | | 0.7 | | |
| | | 40,728 | | | | Amgen, Inc. | | | | | 5,954,841 | | | | | | 0.7 | | |
| | | 90,528 | | | | Bristol-Myers Squibb Co. | | | | | 5,290,456 | | | | | | 0.6 | | |
| | | 41,645 | @ | | Celgene Corp. | | | | | 4,820,409 | | | | | | 0.6 | | | |
| | | 71,826 | | | | Gilead Sciences, Inc. | | | | | 5,143,460 | | | | | | 0.6 | | |
| | | 148,991 | | | | Johnson & Johnson | | | | | 17,165,253 | | | | | | 2.0 | | |
| | | 76,033 | | | | Medtronic PLC | | | | | 5,415,831 | | | | | | 0.6 | | |
| | | 150,214 | | | | Merck & Co., Inc. | | | | | 8,843,098 | | | | | | 1.1 | | |
| | | 325,815 | | | | Pfizer, Inc. | | | | | 10,582,471 | | | | | | 1.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 50,826 | | | | UnitedHealth Group, Inc. | | | | $ | 8,134,193 | | | | | | 1.0 | | |
| | | 534,264 | | | | Other Securities | | | | | 45,715,391 | | | | | | 5.5 | | |
| | | | | | | | | | | | 122,558,617 | | | | | | 14.7 | | |
| | | | | | | Industrials: 9.3% | | ||||||||||||
| | | 31,896 | | | | 3M Co. | | | | | 5,695,669 | | | | | | 0.7 | | |
| | | 32,336 | | | | Boeing Co. | | | | | 5,034,069 | | | | | | 0.6 | | |
| | | 499,002 | | | | General Electric Co. | | | | | 15,768,463 | | | | | | 1.9 | | |
| | | 41,252 | | | | Honeywell International, Inc. | | | | | 4,779,044 | | | | | | 0.6 | | |
| | | 45,721 | | | | Union Pacific Corp. | | | | | 4,740,353 | | | | | | 0.6 | | |
| | | 42,079 | | | | United Technologies Corp. | | | | | 4,612,700 | | | | | | 0.5 | | |
| | | 409,446 | | | | Other Securities | | | | | 36,906,859 | | | | | | 4.4 | | |
| | | | | | | | | | | | 77,537,157 | | | | | | 9.3 | | |
| | | | | | | Information Technology: 22.4% | | ||||||||||||
| | | 15,919 | @ | | Alphabet, Inc. - Class A | | | | | 12,615,012 | | | | | | 1.5 | | | |
| | | 16,090 | @ | | Alphabet, Inc. - Class C | | | | | 12,418,584 | | | | | | 1.5 | | | |
| | | 297,191 | | | | Apple, Inc. | | | | | 34,420,662 | | | | | | 4.1 | | |
| | | 272,914 | | | | Cisco Systems, Inc. | | | | | 8,247,461 | | | | | | 1.0 | | |
| | | 121,671 | @ | | Facebook, Inc. | | | | | 13,998,249 | | | | | | 1.7 | | | |
| | | 47,669 | | | | International Business Machines Corp. | | | | | 7,912,577 | | | | | | 1.0 | | |
| | | 256,252 | | | | Intel Corp. | | | | | 9,294,260 | | | | | | 1.1 | | |
| | | 52,245 | | | | Mastercard, Inc. | | | | | 5,394,296 | | | | | | 0.6 | | |
| | | 410,695 | | | | Microsoft Corp. | | | | | 25,520,587 | | | | | | 3.1 | | |
| | | 160,349 | | | | Oracle Corp. | | | | | 6,165,419 | | | | | | 0.7 | | |
| | | 79,631 | | | | Qualcomm, Inc. | | | | | 5,191,941 | | | | | | 0.6 | | |
| | | 103,318 | | | | Visa, Inc. - Class A | | | | | 8,060,870 | | | | | | 1.0 | | |
| | | 754,336 | | | | Other Securities(a) | | | | | 37,357,346 | | | | | | 4.5 | | |
| | | | | | | | | | | | 186,597,264 | | | | | | 22.4 | | |
| | | | | | | Materials: 2.2% | | ||||||||||||
| | | 210,916 | | | | Other Securities | | | | | 18,587,073 | | | | | | 2.2 | | |
| | | | | | | Real Estate: 1.2% | | ||||||||||||
| | | 86,117 | | | | Other Securities | | | | | 10,075,040 | | | | | | 1.2 | | |
| | | | | | | Telecommunication Services: 3.2% | | ||||||||||||
| | | 334,063 | | | | AT&T, Inc. | | | | | 14,207,699 | | | | | | 1.7 | | |
| | | 221,263 | | | | Verizon Communications, Inc. | | | | | 11,811,019 | | | | | | 1.4 | | |
| | | 15,409 | | | | Other Securities | | | | | 886,172 | | | | | | 0.1 | | |
| | | | | | | | | | | | 26,904,890 | | | | | | 3.2 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 247,649 | | | | Other Securities | | | | | 15,924,276 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $357,571,750) | | | | | 832,625,746 | | | | | | 99.8 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.5% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.2% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | 805,235 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $805,281, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $821,340, due 03/02/17-02/01/49) | | | | | 805,235 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,805,235 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.3% | | ||||||||||||
| | | 2,558,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $2,558,000) | | | | $ | 2,558,000 | | | | | | 0.3 | | |
| | | | | | | Total Short-Term Investments (Cost $4,363,235) | | | | | 4,363,235 | | | | | | 0.5 | | |
| | | | | | | Total Investments in Securities (Cost $361,934,985) | | | | $ | 836,988,981 | | | | | | 100.3 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (2,465,300) | | | | | | (0.3) | | |
| | | | | | | Net Assets | | | | $ | 834,523,681 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 481,958,148 | | |
| Gross Unrealized Depreciation | | | | | (10,882,401) | | |
| Net Unrealized Appreciation | | | | $ | 471,075,747 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 832,625,746 | | | | | $ | — | | | | | $ | — | | | | | $ | 832,625,746 | | |
Short-Term Investments | | | | | 2,558,000 | | | | | | 1,805,235 | | | | | | — | | | | | | 4,363,235 | | |
Total Investments, at fair value | | | | $ | 835,183,746 | | | | | $ | 1,805,235 | | | | | $ | — | | | | | $ | 836,988,981 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 99 | | | | | | — | | | | | | — | | | | | | 99 | | |
Total Assets | | | | $ | 835,183,845 | | | | | $ | 1,805,235 | | | | | $ | — | | | | | $ | 836,989,080 | | |
| | | | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 32 | | | | | | 03/17/17 | | | | | $ | 3,577,920 | | | | | $ | 99 | | |
| | | | | | | | | | | | | | | | $ | 3,577,920 | | | | | $ | 99 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 99 | | |
Total Asset Derivatives | | | | | | | $ | 99 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,863,860 | | |
Total | | | | $ | 1,863,860 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 13,837 | | |
Total | | | | $ | 13,837 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2016 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.1% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 2.7% | | ||||||||||||
| | 219,262 | | | | Ford Motor Co. | | | | $ | 2,659,648 | | | | | | 0.6 | | |
| | 79,150 | | | | General Motors Co. | | | | | 2,757,586 | | | | | | 0.6 | | |
| | 101,345 | | | | Other Securities(a) | | | | | 6,320,637 | | | | | | 1.5 | | |
| | | | | | | | | | | 11,737,871 | | | | | | 2.7 | | |
| | | | | | Consumer Staples: 10.0% | | ||||||||||||
| | 40,243 | | | | Colgate-Palmolive Co. | | | | | 2,633,502 | | | | | | 0.6 | | |
| | 84,384 | | | | Mondelez International, Inc. | | | | | 3,740,743 | | | | | | 0.9 | | |
| | 78,180 | | | | Philip Morris International, Inc. | | | | | 7,152,688 | | | | | | 1.6 | | |
| | 144,614 | | | | Procter & Gamble Co. | | | | | 12,159,145 | | | | | | 2.8 | | |
| | 38,563 | | | | Walgreens Boots Alliance, Inc. | | | | | 3,191,474 | | | | | | 0.7 | | |
| | 85,469 | | | | Wal-Mart Stores, Inc. | | | | | 5,907,617 | | | | | | 1.3 | | |
| | 152,193 | | | | Other Securities | | | | | 9,071,742 | | | | | | 2.1 | | |
| | | | | | | | | | | 43,856,911 | | | | | | 10.0 | | |
| | | | | | Energy: 14.7% | | ||||||||||||
| | 106,220 | | | | Chevron Corp. | | | | | 12,502,094 | | | | | | 2.9 | | |
| | 70,015 | | | | ConocoPhillips | | | | | 3,510,552 | | | | | | 0.8 | | |
| | 27,563 | | | | EOG Resources, Inc. | | | | | 2,786,619 | | | | | | 0.6 | | |
| | 235,622 | | | | Exxon Mobil Corp. | | | | | 21,267,242 | | | | | | 4.9 | | |
| | 48,392 | | | | Halliburton Co. | | | | | 2,617,523 | | | | | | 0.6 | | |
| | 43,062 | | | | Occidental Petroleum Corp. | | | | | 3,067,306 | | | | | | 0.7 | | |
| | 78,631 | | | | Schlumberger Ltd. | | | | | 6,601,073 | | | | | | 1.5 | | |
| | 241,200 | | | | Other Securities | | | | | 11,896,795 | | | | | | 2.7 | | |
| | | | | | | | | | | 64,249,204 | | | | | | 14.7 | | |
| | | | | | Financials: 29.3% | | ||||||||||||
| | 57,500 | | | | American International Group, Inc. | | | | | 3,755,325 | | | | | | 0.9 | | |
| | 45,172 | | | | American Express Co. | | | | | 3,346,342 | | | | | | 0.8 | | |
| | 580,727 | | | | Bank of America Corp. | | | | | 12,834,067 | | | | | | 2.9 | | |
| | 59,115 | | | | Bank of New York Mellon Corp. | | | | | 2,800,869 | | | | | | 0.6 | | |
| | 106,851 | @ | | Berkshire Hathaway, Inc. – Class B | | | | | 17,414,576 | | | | | | 4.0 | | | |
| | 7,056 | | | | Blackrock, Inc. | | | | | 2,685,090 | | | | | | 0.6 | | |
| | 26,104 | | | | Chubb Ltd. | | | | | 3,448,860 | | | | | | 0.8 | | |
| | 165,904 | | | | Citigroup, Inc. | | | | | 9,859,675 | | | | | | 2.2 | | |
| | 21,786 | | | | Goldman Sachs Group, Inc. | | | | | 5,216,658 | | | | | | 1.2 | | |
| | 205,689 | | | | JPMorgan Chase & Co. | | | | | 17,748,904 | | | | | | 4.1 | | |
| | 52,517 | | | | Metlife, Inc. | | | | | 2,830,141 | | | | | | 0.6 | | |
| | 80,589 | | | | Morgan Stanley | | | | | 3,404,885 | | | | | | 0.8 | | |
| | 28,197 | | | | PNC Financial Services Group, Inc. | | | | | 3,297,921 | | | | | | 0.7 | | |
| | 91,713 | | | | US Bancorp | | | | | 4,711,297 | | | | | | 1.1 | | |
| | 258,188 | | | | Wells Fargo & Co. | | | | | 14,228,740 | | | | | | 3.3 | | |
| | 282,848 | | | | Other Securities | | | | | 20,367,359 | | | | | | 4.7 | | |
| | | | | | | | | | | 127,950,709 | | | | | | 29.3 | | |
| | | | | | Health Care: 12.7% | | ||||||||||||
| | 82,914 | | | | Abbott Laboratories | | | | | 3,184,727 | | | | | | 0.7 | | |
| | 128,398 | | | | Johnson & Johnson | | | | | 14,792,734 | | | | | | 3.4 | | |
| | 79,231 | | | | Medtronic PLC | | | | | 5,643,624 | | | | | | 1.3 | | |
| | 156,531 | | | | Merck & Co., Inc. | | | | | 9,214,980 | | | | | | 2.1 | | |
| | 315,751 | | | | Pfizer, Inc. | | | | | 10,255,592 | | | | | | 2.4 | | |
| | 132,079 | | | | Other Securities | | | | | 12,349,830 | | | | | | 2.8 | | |
| | | | | | | | | | | 55,441,487 | | | | | | 12.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Industrials: 8.7% | | ||||||||||||
| | 31,491 | | | | Caterpillar, Inc. | | | | $ | 2,920,475 | | | | | | 0.7 | | |
| | 419,110 | | | | General Electric Co. | | | | | 13,243,876 | | | | | | 3.0 | | |
| | 40,164 | | | | Union Pacific Corp. | | | | | 4,164,204 | | | | | | 1.0 | | |
| | 43,849 | | | | United Technologies Corp. | | | | | 4,806,727 | | | | | | 1.1 | | |
| | 184,730 | | | | Other Securities | | | | | 12,832,046 | | | | | | 2.9 | | |
| | | | | | | | | | | 37,967,328 | | | | | | 8.7 | | |
| | | | | | Information Technology: 9.5% | | ||||||||||||
| | 26,014 | | | | Apple, Inc. | | | | | 3,012,941 | | | | | | 0.7 | | |
| | 284,391 | | | | Cisco Systems, Inc. | | | | | 8,594,296 | | | | | | 2.0 | | |
| | 242,996 | | | | Intel Corp. | | | | | 8,813,465 | | | | | | 2.0 | | |
| | 150,717 | | | | Oracle Corp. | | | | | 5,795,069 | | | | | | 1.3 | | |
| | 65,803 | | | | Qualcomm, Inc. | | | | | 4,290,356 | | | | | | 1.0 | | |
| | 345,476 | | | | Other Securities(a) | | | | | 10,913,906 | | | | | | 2.5 | | |
| | | | | | | | | | | 41,420,033 | | | | | | 9.5 | | |
| | | | | | Materials: 1.4% | | ||||||||||||
| | 63,371 | | | | Dow Chemical Co. | | | | | 3,626,089 | | | | | | 0.9 | | |
| | 22,905 | | | | Other Securities | | | | | 2,276,420 | | | | | | 0.5 | | |
| | | | | | | | | | | 5,902,509 | | | | | | 1.4 | | |
| | | | | | Real Estate: 0.4% | | ||||||||||||
| | 24,013 | | | | Other Securities | | | | | 1,784,636 | | | | | | 0.4 | | |
| | | | | | Telecommunication Services: 4.9% | | ||||||||||||
| | 348,112 | | | | AT&T, Inc. | | | | | 14,805,203 | | | | | | 3.4 | | |
| | 115,284 | | | | Verizon Communications, Inc. | | | | | 6,153,860 | | | | | | 1.4 | | |
| | 6,146 | | | | Other Securities | | | | | 353,457 | | | | | | 0.1 | | |
| | | | | | | | | | | 21,312,520 | | | | | | 4.9 | | |
| | | | | | Utilities: 3.8% | | ||||||||||||
| | 38,946 | | | | Duke Energy Corp. | | | | | 3,022,989 | | | | | | 0.7 | | |
| | 26,015 | | | | NextEra Energy, Inc. | | | | | 3,107,752 | | | | | | 0.7 | | |
| | 53,069 | | | | Southern Co. | | | | | 2,610,464 | | | | | | 0.6 | | |
| | 138,355 | | | | Other Securities | | | | | 7,718,097 | | | | | | 1.8 | | |
| | | | | | | | | | | 16,459,302 | | | | | | 3.8 | | |
| | | | | | Total Common Stock (Cost $337,337,221) | | | | | 428,082,510 | | | | | | 98.1 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 1.8% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 0.1% | | ||||||||||||
| | 338,389 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $338,408, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $345,157, due 01/25/17-10/20/66) (Cost $338,389) | | | | | 338,389 | | | | | | 0.1 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2016 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Mutual Funds: 1.7% | | ||||||||||||
| | 7,486,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $7,486,000) | | | | $ | 7,486,000 | | | | | | 1.7 | | |
| | | | | | Total Short-Term Investments (Cost $7,824,389) | | | | | 7,824,389 | | | | | | 1.8 | | |
| | | | | | Total Investments in Securities (Cost $345,161,610) | | | | $ | 435,906,899 | | | | | | 99.9 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 406,255 | | | | | | 0.1 | | |
| | | | | | Net Assets | | | | $ | 436,313,154 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 94,940,607 | | |
| Gross Unrealized Depreciation | | | | | (7,748,091) | | |
| Net Unrealized Appreciation | | | | $ | 87,192,516 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 428,082,510 | | | | | $ | — | | | | | $ | — | | | | | $ | 428,082,510 | | |
Short-Term Investments | | | | | 7,486,000 | | | | | | 338,389 | | | | | | — | | | | | | 7,824,389 | | |
Total Investments, at fair value | | | | $ | 435,568,510 | | | | | $ | 338,389 | | | | | $ | — | | | | | $ | 435,906,899 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (2,953) | | | | | $ | — | | | | | $ | — | | | | | $ | (2,953) | | |
Total Liabilities | | | | $ | (2,953) | | | | | $ | — | | | | | $ | — | | | | | $ | (2,953) | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2016 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 75 | | | | | | 03/17/17 | | | | | $ | 8,385,750 | | | | | $ | (2,953) | | |
| | | | | | | | | | | | | | | | $ | 8,385,750 | | | | | $ | (2,953) | | |
| | | | | | ||||||||||||||||||||
| | | | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 2,953 | | |
Total Liability Derivatives | | | | | | | $ | 2,953 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 704,983 | | |
Total | | | | $ | 704,983 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 64,490 | | |
Total | | | | $ | 64,490 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 23.3% | | ||||||||||||
| | | 3,136 | @ | | Autozone, Inc. | | | | $ | 2,476,781 | | | | | | 0.8 | | | |
| | | 29,071 | | | | Delphi Automotive PLC | | | | | 1,957,932 | | | | | | 0.7 | | |
| | | 30,311 | | | | Dollar General Corp. | | | | | 2,245,136 | | | | | | 0.8 | | |
| | | 24,138 | @ | | Dollar Tree, Inc. | | | | | 1,862,971 | | | | | | 0.6 | | | |
| | | 12,711 | | | | Expedia, Inc. | | | | | 1,439,902 | | | | | | 0.5 | | |
| | | 14,671 | | | | Genuine Parts Co. | | | | | 1,401,667 | | | | | | 0.5 | | |
| | | 25,897 | | | | Marriott International, Inc. | | | | | 2,141,164 | | | | | | 0.7 | | |
| | | 50,108 | | | | Newell Brands, Inc. | | | | | 2,237,322 | | | | | | 0.8 | | |
| | | 25,168 | | | | Omnicom Group | | | | | 2,142,049 | | | | | | 0.7 | | |
| | | 10,070 | @ | | O'Reilly Automotive, Inc. | | | | | 2,803,589 | | | | | | 1.0 | | | |
| | | 41,948 | | | | Ross Stores, Inc. | | | | | 2,751,789 | | | | | | 0.9 | | |
| | | 6,232 | @ | | Ulta Salon Cosmetics & Fragrance, Inc. | | | | | 1,588,786 | | | | | | 0.5 | | | |
| | | 1,149,409 | | | | Other Securities(a) | | | | | 43,779,568 | | | | | | 14.8 | | |
| | | | | | | | | | | | 68,828,656 | | | | | | 23.3 | | |
| | | | | | | Consumer Staples: 7.2% | | ||||||||||||
| | | 11,753 | | | | Clorox Co. | | | | | 1,410,595 | | | | | | 0.5 | | |
| | | 36,780 | | | | Conagra Brands, Inc. | | | | | 1,454,649 | | | | | | 0.5 | | |
| | | 19,736 | | | | Dr Pepper Snapple Group, Inc. | | | | | 1,789,463 | | | | | | 0.6 | | |
| | | 14,933 | | | | Hershey Co. | | | | | 1,544,520 | | | | | | 0.5 | | |
| | | 24,422 | | | | Kellogg Co. | | | | | 1,800,146 | | | | | | 0.6 | | |
| | | 358,873 | | | | Other Securities(a) | | | | | 13,224,303 | | | | | | 4.5 | | |
| | | | | | | | | | | | 21,223,676 | | | | | | 7.2 | | |
| | | | | | | Energy: 1.4% | | ||||||||||||
| | | 146,362 | | | | Other Securities | | | | | 4,200,590 | | | | | | 1.4 | | |
| | | | | | | Financials: 5.4% | | ||||||||||||
| | | 16,144 | | | | Moody’s Corp. | | | | | 1,521,895 | | | | | | 0.5 | | |
| | | 19,751 | | | | T. Rowe Price Group, Inc. | | | | | 1,486,460 | | | | | | 0.5 | | |
| | | 220,444 | | | | Other Securities(a) | | | | | 12,883,079 | | | | | | 4.4 | | |
| | | | | | | | | | | | 15,891,434 | | | | | | 5.4 | | |
| | | | | | | Health Care: 14.8% | | ||||||||||||
| | | 17,529 | | | | AmerisourceBergen Corp. | | | | | 1,370,592 | | | | | | 0.5 | | |
| | | 18,176 | @ | | BioMarin Pharmaceutical, Inc. | | | | | 1,505,700 | | | | | | 0.5 | | | |
| | | 31,315 | @ | | Cerner Corp. | | | | | 1,483,392 | | | | | | 0.5 | | | |
| | | 7,823 | | | | CR Bard, Inc. | | | | | 1,757,515 | | | | | | 0.6 | | |
| | | 22,483 | @ | | Edwards Lifesciences Corp. | | | | | 2,106,657 | | | | | | 0.7 | | | |
| | | 15,575 | @ | | Illumina, Inc. | | | | | 1,994,223 | | | | | | 0.7 | | | |
| | | 17,325 | @ | | Incyte Corp., Ltd. | | | | | 1,737,178 | | | | | | 0.6 | | | |
| | | 4,025 | @ | | Intuitive Surgical, Inc. | | | | | 2,552,534 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 20,568 | | | | St. Jude Medical, Inc. | | | | $ | 1,649,348 | | | | | | 0.5 | | |
| | | 48,548 | | | | Zoetis, Inc. | | | | | 2,598,774 | | | | | | 0.9 | | |
| | | 402,308 | | | | Other Securities(a) | | | | | 24,905,527 | | | | | | 8.4 | | |
| | | | | | | | | | | | 43,661,440 | | | | | | 14.8 | | |
| | | | | | | Industrials: 14.7% | | ||||||||||||
| | | 12,616 | | | | Equifax, Inc. | | | | | 1,491,590 | | | | | | 0.5 | | |
| | | 30,646 | | | | Fastenal Co. | | | | | 1,439,749 | | | | | | 0.5 | | |
| | | 10,957 | | | | Rockwell Automation, Inc. | | | | | 1,472,621 | | | | | | 0.5 | | |
| | | 5,892 | | | | WW Grainger, Inc. | | | | | 1,368,417 | | | | | | 0.5 | | |
| | | 576,548 | | | | Other Securities(a) | | | | | 37,682,270 | | | | | | 12.7 | | |
| | | | | | | | | | | | 43,454,647 | | | | | | 14.7 | | |
| | | | | | | Information Technology: 21.6% | | ||||||||||||
| | | 6,145 | | | | Alliance Data Systems Corp. | | | | | 1,404,133 | | | | | | 0.5 | | |
| | | 31,948 | | | | Amphenol Corp. | | | | | 2,146,906 | | | | | | 0.7 | | |
| | | 18,450 | @ | | Autodesk, Inc. | | | | | 1,365,485 | | | | | | 0.5 | | | |
| | | 16,522 | @ | | Citrix Systems, Inc. | | | | | 1,475,580 | | | | | | 0.5 | | | |
| | | 30,987 | @ | | Electronic Arts, Inc. | | | | | 2,440,536 | | | | | | 0.8 | | | |
| | | 19,680 | | | | Fidelity National Information Services, Inc. | | | | | 1,488,595 | | | | | | 0.5 | | |
| | | 23,640 | @ | | Fiserv, Inc. | | | | | 2,512,459 | | | | | | 0.8 | | | |
| | | 9,751 | @ | | FleetCor Technologies, Inc. | | | | | 1,379,962 | | | | | | 0.5 | | | |
| | | 13,573 | | | | Lam Research Corp. | | | | | 1,435,073 | | | | | | 0.5 | | |
| | | 22,383 | | | | Microchip Technology, Inc. | | | | | 1,435,869 | | | | | | 0.5 | | |
| | | 54,241 | | | | Nvidia Corp. | | | | | 5,789,684 | | | | | | 1.9 | | |
| | | 34,348 | | | | Paychex, Inc. | | | | | 2,091,106 | | | | | | 0.7 | | |
| | | 18,552 | | | | Skyworks Solutions, Inc. | | | | | 1,385,092 | | | | | | 0.5 | | |
| | | 852,040 | | | | Other Securities(a) | | | | | 37,549,618 | | | | | | 12.7 | | |
| | | | | | | | | | | | 63,900,098 | | | | | | 21.6 | | |
| | | | | | | Materials: 5.1% | | ||||||||||||
| | | 18,195 | | | | Ball Corp. | | | | | 1,365,899 | | | | | | 0.5 | | |
| | | 6,121 | | | | Martin Marietta Materials, Inc. | | | | | 1,355,985 | | | | | | 0.5 | | |
| | | 13,131 | | | | Vulcan Materials Co. | | | | | 1,643,345 | | | | | | 0.5 | | |
| | | 229,255 | | | | Other Securities | | | | | 10,818,223 | | | | | | 3.6 | | |
| | | | | | | | | | | | 15,183,452 | | | | | | 5.1 | | |
| | | | | | | Real Estate: 4.6% | | ||||||||||||
| | | 7,374 | | | | Equinix, Inc. | | | | | 2,635,542 | | | | | | 0.9 | | |
| | | 214,419 | | | | Other Securities | | | | | 11,132,986 | | | | | | 3.7 | | |
| | | | | | | | | | | | 13,768,528 | | | | | | 4.6 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2016 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Telecommunication Services: 0.5% | | ||||||||||||
| | | 25,752 | | | | Other Securities | | | | $ | 1,439,120 | | | | | | 0.5 | | |
| | | | | | | Total Common Stock (Cost $185,156,025) | | | | | 291,551,641 | | | | | | 98.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.3% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 4.8% | | ||||||||||||
| | | 3,392,560 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $3,392,750, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $3,460,608, due 12/31/17-10/20/46) | | | | | 3,392,560 | | | | | | 1.2 | | |
| | | 3,392,560 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,392,746, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,460,411, due 01/25/17-10/20/66) | | | | | 3,392,560 | | | | | | 1.1 | | |
| | | 3,392,560 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $3,392,753, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,460,411, due 03/02/17-02/01/49) | | | | | 3,392,560 | | | | | | 1.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 714,005 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $714,044, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $728,285, due 10/31/18-11/30/22) | | | | $ | 714,005 | | | | | | 0.2 | | |
| | | 3,392,560 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,392,746, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,460,411, due 01/15/17-08/20/66) | | | | | 3,392,560 | | | | | | 1.1 | | |
| | | | | | | | | | | | 14,284,245 | | | | | | 4.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.5% | | ||||||||||||
| | | 4,389,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $4,389,000) | | | | | 4,389,000 | | | | | | 1.5 | | |
| | | | | | | Total Short-Term Investments (Cost $18,673,245) | | | | | 18,673,245 | | | | | | 6.3 | | |
| | | | | | | Total Investments in Securities (Cost $203,829,270) | | | | $ | 310,224,886 | | | | | | 104.9 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (14,376,904) | | | | | | (4.9) | | |
| | | | | | | Net Assets | | | | $ | 295,847,982 | | | | | | 100.0 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2016 (continued) |
| Gross Unrealized Appreciation | | | | $ | 114,034,967 | | |
| Gross Unrealized Depreciation | | | | | (8,449,340) | | |
| Net Unrealized Appreciation | | | | $ | 105,585,627 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 291,551,641 | | | | | $ | — | | | | | $ | — | | | | | $ | 291,551,641 | | |
Short-Term Investments | | | | | 4,389,000 | | | | | | 14,284,245 | | | | | | — | | | | | | 18,673,245 | | |
Total Investments, at fair value | | | | $ | 295,940,641 | | | | | $ | 14,284,245 | | | | | $ | — | | | | | $ | 310,224,886 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (74,881) | | | | | $ | — | | | | | $ | — | | | | | $ | (74,881) | | |
Total Liabilities | | | | $ | (74,881) | | | | | $ | — | | | | | $ | — | | | | | $ | (74,881) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 29 | | | | | | 03/17/17 | | | | | $ | 4,811,390 | | | | | $ | (74,881) | | |
| | | | | | | | | | | | | | | | $ | 4,811,390 | | | | | $ | (74,881) | | |
| | | | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2016 (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* | | | | $ | 74,881 | | |
Total Liability Derivatives | | | | | | | $ | 74,881 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 516,291 | | |
Total | | | | $ | 516,291 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (58,344) | | |
Total | | | | $ | (58,344) | | |
| | | | | | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 98.2% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 14.9% | | ||||||||||||
| | 9,222 | @ | | Autozone, Inc. | | | | $ | 7,283,443 | | | | | | 0.4 | | | |
| | 89,180 | | | | Dollar General Corp. | | | | | 6,605,563 | | | | | | 0.4 | | |
| | 100,918 | | | | Marriott International, Inc. | | | | | 8,343,900 | | | | | | 0.4 | | |
| | 147,389 | | | | Newell Brands, Inc. | | | | | 6,580,919 | | | | | | 0.3 | | |
| | 74,033 | | | | Omnicom Group | | | | | 6,300,949 | | | | | | 0.3 | | |
| | 29,627 | @ | | O'Reilly Automotive, Inc. | | | | | 8,248,453 | | | | | | 0.4 | | | |
| | 123,417 | | | | Ross Stores, Inc. | | | | | 8,096,155 | | | | | | 0.4 | | |
| | 6,152,265 | | | | Other Securities(a) | | | | | 242,840,675 | | | | | | 12.3 | | |
| | | | | | | | | | | 294,300,057 | | | | | | 14.9 | | |
| | | | | | Consumer Staples: 4.9% | | ||||||||||||
| | 2,011,676 | | | | Other Securities(a) | | | | | 96,888,830 | | | | | | 4.9 | | |
| | | | | | Energy: 6.4% | | ||||||||||||
| | 137,358 | | | | Baker Hughes, Inc. | | | | | 8,924,149 | | | | | | 0.5 | | |
| | 163,798 | | | | Devon Energy Corp. | | | | | 7,480,655 | | | | | | 0.4 | | |
| | 164,882 | | | | Marathon Petroleum Corp. | | | | | 8,301,809 | | | | | | 0.4 | | |
| | 215,795 | | | | Williams Cos., Inc. | | | | | 6,719,856 | | | | | | 0.3 | | |
| | 3,466,201 | | | | Other Securities(a) | | | | | 95,327,083 | | | | | | 4.8 | | |
| | | | | | | | | | | 126,753,552 | | | | | | 6.4 | | |
| | | | | | Financials: 13.3% | | ||||||||||||
| | 239,472 | | | | Fifth Third Bancorp | | | | | 6,458,560 | | | | | | 0.3 | | |
| | 337,795 | | | | Keycorp | | | | | 6,171,514 | | | | | | 0.3 | | |
| | 46,855 | | | | M&T Bank Corp. | | | | | 7,329,528 | | | | | | 0.4 | | |
| | 182,262 | | | | Progressive Corp. | | | | | 6,470,301 | | | | | | 0.3 | | |
| | 157,249 | | | | SunTrust Banks, Inc. | | | | | 8,625,108 | | | | | | 0.5 | | |
| | 262,160 | | | | Synchrony Financial | | | | | 9,508,543 | | | | | | 0.5 | | |
| | 63,869 ** | | | | Voya Financial, Inc. | | | | | 2,504,942 | | | | | | 0.1 | | |
| | 5,493,743 | | | | Other Securities(a) | | | | | 214,806,870 | | | | | | 10.9 | | |
| | | | | | | | | | | 261,875,366 | | | | | | 13.3 | | |
| | | | | | Health Care: 8.8% | | ||||||||||||
| | 66,142 | @ | | Edwards Lifesciences Corp. | | | | | 6,197,505 | | | | | | 0.3 | | | |
| | 11,840 | @ | | Intuitive Surgical, Inc. | | | | | 7,508,573 | | | | | | 0.4 | | | |
| | 87,182 | | | | St. Jude Medical, Inc. | | | | | 6,991,125 | | | | | | 0.3 | | |
| | 142,833 | | | | Zoetis, Inc. | | | | | 7,645,850 | | | | | | 0.4 | | |
| | 2,321,255 | | | | Other Securities(a) | | | | | 145,435,095 | | | | | | 7.4 | | |
| | | | | | | | | | | 173,778,148 | | | | | | 8.8 | | |
| | | | | | Industrials: 13.4% | | ||||||||||||
| | 165,723 | | | | American Airlines Group, Inc. | | | | | 7,737,607 | | | | | | 0.4 | | |
| | 49,468 | | | | Cummins, Inc. | | | | | 6,760,792 | | | | | | 0.3 | | |
| | 80,625 | | | | Ingersoll-Rand PLC - Class A | | | | | 6,050,100 | | | | | | 0.3 | | |
| | 287,573 | | | | Johnson Controls International plc | | | | | 11,845,132 | | | | | | 0.6 | | |
| | 107,317 | | | | Paccar, Inc. | | | | | 6,857,556 | | | | | | 0.4 | | |
| | 99,384 | @ | | United Continental Holdings, Inc. | | | | | 7,243,106 | | | | | | 0.4 | | | |
| | 3,511,030 | | | | Other Securities(a) | | | | | 217,228,771 | | | | | | 11.0 | | |
| | | | | | | | | | | 263,723,064 | | | | | | 13.4 | | |
| | | | | | Information Technology: 14.4% | | ||||||||||||
| | 93,969 | | | | Amphenol Corp. | | | | | 6,314,717 | | | | | | 0.3 | | |
| | 96,148 | | | | Analog Devices, Inc. | | | | | 6,982,268 | | | | | | 0.3 | | |
| | 91,166 | @ | | Electronic Arts, Inc. | | | | | 7,180,234 | | | | | | 0.4 | | | |
| | 101,760 | | | | Fidelity National Information Services, Inc. | | | | | 7,697,126 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Information Technology (continued) | | ||||||||||||
| | 69,552 | @ | | Fiserv, Inc. | | | | $ | 7,391,986 | | | | | | 0.4 | | | |
| | 324,516 | @ | | Micron Technology, Inc. | | | | | 7,113,391 | | | | | | 0.4 | | | |
| | 159,585 | | | | Nvidia Corp. | | | | | 17,034,103 | | | | | | 0.9 | | |
| | 101,044 | | | | Paychex, Inc. | | | | | 6,151,559 | | | | | | 0.3 | | |
| | 88,439 | | | | Western Digital Corp. | | | | | 6,009,430 | | | | | | 0.3 | | |
| | 5,344,523 | | | | Other Securities(a) | | | | | 211,322,767 | | | | | | 10.7 | | |
| | | | | | | | | | | 283,197,581 | | | | | | 14.4 | | |
| | | | | | Materials: 5.5% | | ||||||||||||
| | 128,552 | | | | International Paper Co. | | | | | 6,820,969 | | | | | | 0.4 | | |
| | 2,359,057 | | | | Other Securities(a) | | | | | 101,486,465 | | | | | | 5.1 | | |
| | | | | | | | | | | 108,307,434 | | | | | | 5.5 | | |
| | | | | | Real Estate: 9.6% | | ||||||||||||
| | 42,973 | | | | AvalonBay Communities, Inc. | | | | | 7,612,667 | | | | | | 0.4 | | |
| | 47,954 | | | | Boston Properties, Inc. | | | | | 6,031,654 | | | | | | 0.3 | | |
| | 21,695 | | | | Equinix, Inc. | | | | | 7,754,010 | | | | | | 0.4 | | |
| | 163,658 | | | | ProLogis, Inc. | | | | | 8,639,506 | | | | | | 0.4 | | |
| | 105,902 | | | | Ventas, Inc. | | | | | 6,620,993 | | | | | | 0.3 | | |
| | 111,944 | | | | Welltower, Inc. | | | | | 7,492,412 | | | | | | 0.4 | | |
| | 232,405 | | | | Weyerhaeuser Co. | | | | | 6,993,066 | | | | | | 0.3 | | |
| | 3,976,482 | | | | Other Securities | | | | | 139,269,989 | | | | | | 7.1 | | |
| | | | | | | | | | | 190,414,297 | | | | | | 9.6 | | |
| | | | | | Telecommunication Services: 1.0% | | ||||||||||||
| | 989,478 | | | | Other Securities(a) | | | | | 19,153,749 | | | | | | 1.0 | | |
| | | | | | Utilities: 6.0% | | ||||||||||||
| | 95,600 | | | | Consolidated Edison, Inc. | | | | | 7,043,808 | | | | | | 0.3 | | |
| | 99,179 | | | | Edison International | | | | | 7,139,896 | | | | | | 0.4 | | |
| | 212,710 | | | | PPL Corp. | | | | | 7,242,776 | | | | | | 0.4 | | |
| | 158,597 | | | | Public Service Enterprise Group, Inc. | | | | | 6,959,236 | | | | | | 0.3 | | |
| | 78,329 | | | | Sempra Energy | | | | | 7,883,031 | | | | | | 0.4 | | |
| | 159,357 | | | | Xcel Energy, Inc. | | | | | 6,485,830 | | | | | | 0.3 | | |
| | 1,968,935 | | | | Other Securities | | | | | 76,373,734 | | | | | | 3.9 | | |
| | | | | | | | | | | 119,128,311 | | | | | | 6.0 | | |
| | | | | | Total Common Stock (Cost $1,088,461,058) | | | | | 1,937,520,389 | | | | | | 98.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 4.0% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 2.1% | | ||||||||||||
| | 2,054,986 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,055,101, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $2,096,205, due 12/31/17-10/20/46) | | | | | 2,054,986 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | 9,764,319 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $9,764,854, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $9,959,605, due 01/25/17-10/20/66) | | | | $ | 9,764,319 | | | | | | 0.5 | | |
| | 9,764,319 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $9,764,875, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $9,959,606, due 03/02/17-02/01/49) | | | | | 9,764,319 | | | | | | 0.5 | | |
| | 9,764,319 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $9,764,854, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $9,959,606, due 01/15/17-08/20/66) | | | | | 9,764,319 | | | | | | 0.5 | | |
| | 9,764,319 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/16, 0.65%, due 01/03/17 (Repurchase Amount $9,765,015, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $10,012,421, due 04/15/18- 02/15/46) | | | | | 9,764,319 | | | | | | 0.5 | | |
| | | | | | | | | | | 41,112,262 | | | | | | 2.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Mutual Funds: 1.9% | | ||||||||||||
| | 36,871,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $36,871,000) | | | | $ | 36,871,000 | | | | | | 1.9 | | |
| | | | | | Total Short-Term Investments (Cost $77,983,262) | | | | | 77,983,262 | | | | | | 4.0 | | |
| | | | | | Total Investments in Securities (Cost $1,166,444,320) | | | | $ | 2,015,503,651 | | | | | | 102.2 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (43,198,842) | | | | | | (2.2) | | |
| | | | | | Net Assets | | | | $ | 1,972,304,809 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 921,111,036 | | |
| Gross Unrealized Depreciation | | | | | (84,739,144) | | |
| Net Unrealized Appreciation | | | | $ | 836,371,892 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 1,937,520,389 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,937,520,389 | | |
Short-Term Investments | | | | | 36,871,000 | | | | | | 41,112,262 | | | | | | — | | | | | | 77,983,262 | | |
Total Investments, at fair value | | | | $ | 1,974,391,389 | | | | | $ | 41,112,262 | | | | | $ | — | | | | | $ | 2,015,503,651 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (530,671) | | | | | $ | — | | | | | $ | — | | | | | $ | (530,671) | | |
Total Liabilities | | | | $ | (530,671) | | | | | $ | — | | | | | $ | — | | | | | $ | (530,671) | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 222 | | | | | | 03/17/17 | | | | | $ | 36,832,020 | | | | | $ | (530,671) | | |
| | | | | | | | | | | | | | | | $ | 36,832,020 | | | | | $ | (530,671) | | |
|
Issuer | | | Beginning Fair Value at 12/31/15 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/16 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 2,542,804 | | | | | $ | 244,015 | | | | | $ | (651,585) | | | | | $ | 369,708 | | | | | $ | 2,504,942 | | | | | $ | 2,651 | | | | | $ | (198,353) | | | | | $ | — | | |
| | | | $ | 2,542,804 | | | | | $ | 244,015 | | | | | $ | (651,585) | | | | | $ | 369,708 | | | | | $ | 2,504,942 | | | | | $ | 2,651 | | | | | $ | (198,353) | | | | | $ | — | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 530,671 | | |
Total Liability Derivatives | | | | | | | $ | 530,671 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 5,070,586 | | |
Total | | | | $ | 5,070,586 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (348,724) | | |
Total | | | | $ | (348,724) | | |
| | | | | | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.3% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.2% | | ||||||||||||
| | | 13,461 | | | | Jack in the Box, Inc. | | | | $ | 1,502,786 | | | | | | 0.2 | | |
| | | 4,262,966 | | | | Other Securities(a) | | | | | 95,434,836 | | | | | | 12.0 | | |
| | | | | | | | | | | | 96,937,622 | | | | | | 12.2 | | |
| | | | | | | Consumer Staples: 2.9% | | ||||||||||||
| | | 860,975 | | | | Other Securities(a) | | | | | 22,800,570 | | | | | | 2.9 | | |
| | | | | | | Energy: 3.6% | | ||||||||||||
| | | 97,432 | @ | | Oasis Petroleum, Inc. | | | | | 1,475,120 | | | | | | 0.2 | | | |
| | | 22,551 | @ | | PDC Energy, Inc. | | | | | 1,636,752 | | | | | | 0.2 | | | |
| | | 41,364 | @ | | RSP Permian, Inc. | | | | | 1,845,662 | | | | | | 0.2 | | | |
| | | 26,857 | | | | US Silica Holdings, Inc. | | | | | 1,522,255 | | | | | | 0.2 | | |
| | | 2,260,511 | | | | Other Securities(a) | | | | | 22,400,032 | | | | | | 2.8 | | |
| | | | | | | | | | | | 28,879,821 | | | | | | 3.6 | | |
| | | | | | | Financials: 19.3% | | ||||||||||||
| | | 33,275 | | | | Bank of the Ozarks, Inc. | | | | | 1,749,932 | | | | | | 0.2 | | |
| | | 124,896 | | | | Investors Bancorp, Inc. | | | | | 1,742,299 | | | | | | 0.2 | | |
| | | 30,875 | | | | MB Financial, Inc. | | | | | 1,458,226 | | | | | | 0.2 | | |
| | | 137,183 | @ | | MGIC Investment Corp. | | | | | 1,397,895 | | | | | | 0.2 | | | |
| | | 102,273 | | | | New Residential Investment Corp. | | | | | 1,607,732 | | | | | | 0.2 | | |
| | | 31,229 | | | | PrivateBancorp, Inc. | | | | | 1,692,299 | | | | | | 0.2 | | |
| | | 26,038 | | | | Prosperity Bancshares, Inc. | | | | | 1,869,008 | | | | | | 0.2 | | |
| | | 86,461 | | | | Radian Group, Inc. | | | | | 1,554,569 | | | | | | 0.2 | | |
| | | 18,535 | @ | | Texas Capital Bancshares, Inc. | | | | | 1,453,144 | | | | | | 0.2 | | | |
| | | 86,245 | | | | Umpqua Holdings Corp. | | | | | 1,619,681 | | | | | | 0.2 | | |
| | | 36,482 | | | | Webster Financial Corp. | | | | | 1,980,243 | | | | | | 0.3 | | |
| | | 19,686 | | | | Wintrust Financial Corp. | | | | | 1,428,613 | | | | | | 0.2 | | |
| | | 5,543,831 | | | | Other Securities(a) | | | | | 134,235,480 | | | | | | 16.8 | | |
| | | | | | | | | | | | 153,789,121 | | | | | | 19.3 | | |
| | | | | | | Health Care: 11.8% | | ||||||||||||
| | | 94,351 | @ | | Exelixis, Inc. | | | | | 1,406,773 | | | | | | 0.2 | | | |
| | | 36,853 | | | | Healthsouth Corp. | | | | | 1,519,818 | | | | | | 0.2 | | |
| | | 21,351 | @ | | Parexel International Corp. | | | | | 1,403,188 | | | | | | 0.1 | | | |
| | | 11,130 | @,L | | Tesaro, Inc. | | | | | 1,496,762 | | | | | | 0.2 | | | |
| | | 5,810,103 | | | | Other Securities(a) | | | | | 88,428,501 | | | | | | 11.1 | | |
| | | | | | | | | | | | 94,255,042 | | | | | | 11.8 | | |
| | | | | | | Industrials: 14.3% | | ||||||||||||
| | | 18,705 | | | | Clarcor, Inc. | | | | | 1,542,601 | | | | | | 0.2 | | |
| | | 17,802 | | | | Curtiss-Wright Corp. | | | | | 1,751,005 | | | | | | 0.2 | | |
| | | 24,319 | | | | EMCOR Group, Inc. | | | | | 1,720,812 | | | | | | 0.2 | | |
| | | 17,869 | | | | EnerSys | | | | | 1,395,569 | | | | | | 0.2 | | |
| | | 13,479 | @ | | Teledyne Technologies, Inc. | | | | | 1,657,917 | | | | | | 0.2 | | | |
| | | 21,355 | | | | Woodward, Inc. | | | | | 1,474,563 | | | | | | 0.2 | | |
| | | 40,536 | @ | | XPO Logistics, Inc. | | | | | 1,749,534 | | | | | | 0.2 | | | |
| | | 3,396,071 | | | | Other Securities(a) | | | | | 102,396,167 | | | | | | 12.9 | | |
| | | | | | | | | | | | 113,688,168 | | | | | | 14.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology: 16.5% | | ||||||||||||
| | | 311,448 | @ | | Advanced Micro Devices, Inc. | | | | $ | 3,531,820 | | | | | | 0.4 | | | |
| | | 33,200 | @ | | Aspen Technology, Inc. | | | | | 1,815,376 | | | | | | 0.2 | | | |
| | | 26,284 | @ | | Cavium, Inc. | | | | | 1,641,173 | | | | | | 0.2 | | | |
| | | 25,520 | @ | | Cirrus Logic, Inc. | | | | | 1,442,901 | | | | | | 0.2 | | | |
| | | 12,610 | | | | Fair Isaac Corp. | | | | | 1,503,364 | | | | | | 0.2 | | |
| | | 19,133 | | | | j2 Global, Inc. | | | | | 1,565,079 | | | | | | 0.2 | | |
| | | 9,163 | | | | Littelfuse, Inc. | | | | | 1,390,668 | | | | | | 0.2 | | |
| | | 26,802 | | | | MAXIMUS, Inc. | | | | | 1,495,284 | | | | | | 0.2 | | |
| | | 40,382 | | | | Mentor Graphics Corp. | | | | | 1,489,692 | | | | | | 0.2 | | |
| | | 45,228 | @ | | Microsemi Corp. | | | | | 2,440,955 | | | | | | 0.3 | | | |
| | | 17,867 | | | | Science Applications International Corp. | | | | | 1,515,122 | | | | | | 0.2 | | |
| | | 34,507 | @ | | Take-Two Interactive Software, Inc. | | | | | 1,700,850 | | | | | | 0.2 | | | |
| | | 4,594,694 | | | | Other Securities(a) | | | | | 110,004,106 | | | | | | 13.8 | | |
| | | | | | | | | | | | 131,536,390 | | | | | | 16.5 | | |
| | | | | | | Materials: 4.7% | | ||||||||||||
| | | 76,602 | | | | Chemours Co. | | | | | 1,692,138 | | | | | | 0.2 | | |
| | | 66,806 | | | | Olin Corp. | | | | | 1,710,902 | | | | | | 0.2 | | |
| | | 19,109 | | | | Sensient Technologies Corp. | | | | | 1,501,585 | | | | | | 0.2 | | |
| | | 1,554,582 | | | | Other Securities(a) | | | | | 32,854,872 | | | | | | 4.1 | | |
| | | | | | | | | | | | 37,759,497 | | | | | | 4.7 | | |
| | | | | | | Real Estate: 7.7% | | ||||||||||||
| | | 174,930 | | | | Gramercy Property Trust | | | | | 1,605,857 | | | | | | 0.2 | | |
| | | 46,661 | | | | Healthcare Realty Trust, Inc. | | | | | 1,414,762 | | | | | | 0.2 | | |
| | | 118,888 | | | | Medical Properties Trust, Inc. | | | | | 1,462,322 | | | | | | 0.2 | | |
| | | 2,785,915 | | | | Other Securities(a) | | | | | 57,063,320 | | | | | | 7.1 | | |
| | | | | | | | | | | | 61,546,261 | | | | | | 7.7 | | |
| | | | | | | Telecommunication Services: 0.8% | | ||||||||||||
| | | 566,351 | | | | Other Securities(a) | | | | | 6,100,828 | | | | | | 0.8 | | |
| | | | | | | Utilities: 3.5% | | ||||||||||||
| | | 20,051 | | | | Idacorp, Inc. | | | | | 1,615,108 | | | | | | 0.2 | | |
| | | 33,667 | | | | Portland General Electric Co. | | | | | 1,458,791 | | | | | | 0.2 | | |
| | | 19,794 | | | | Southwest Gas Corp. | | | | | 1,516,616 | | | | | | 0.2 | | |
| | | 20,300 | | | | WGL Holdings, Inc. | | | | | 1,548,484 | | | | | | 0.2 | | |
| | | 705,673 | | | | Other Securities(a) | | | | | 21,957,148 | | | | | | 2.7 | | |
| | | | | | | | | | | | 28,096,147 | | | | | | 3.5 | | |
| | | | | | | Total Common Stock (Cost $486,707,718) | | | | | 775,389,467 | | | | | | 97.3 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Health Care: 0.0% | | ||||||||||||
| | | 119,981 | | | | Other Securities | | | | | 71,496 | | | | | | 0.0 | | |
| | | | | | | Telecommunication Services: 0.0% | | ||||||||||||
| | | 40,289 | | | | Other Securities | | | | | 136,983 | | | | | | 0.0 | | |
| | | | | | | Total Rights (Cost $107,503) | | | | | 208,479 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $487,631,939) | | | | | 775,597,946 | | | | | | 97.3 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 8.9% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 6.1% | | ||||||||||||
| | | 2,229,266 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,229,391, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $2,273,981, due 12/31/17-10/20/46) | | | | $ | 2,229,266 | | | | | | 0.3 | | |
| | | 11,516,721 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $11,517,352, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $11,747,055, due 01/25/17-10/20/66) | | | | | 11,516,721 | | | | | | 1.4 | | |
| | | 11,516,721 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $11,517,377, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $11,747,056, due 03/02/17-02/01/49) | | | | | 11,516,721 | | | | | | 1.4 | | |
| | | 11,516,721 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $11,517,352, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $11,747,056, due 01/15/17-08/20/66) | | | | | 11,516,721 | | | | | | 1.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 11,711,232 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/16, 0.65%, due 01/03/17 (Repurchase Amount $11,712,066, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $12,008,803, due 04/15/18-02/15/46) | | | | $ | 11,711,232 | | | | | | 1.5 | | |
| | | | | | | | | | | | 48,490,661 | | | | | | 6.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.8% | | ||||||||||||
| | | 22,786,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $22,786,000) | | | | | 22,786,000 | | | | | | 2.8 | | |
| | | | | | | Total Short-Term I nvestments (Cost $71,276,661) | | | | | 71,276,661 | | | | | | 8.9 | | |
| | | | | | | Total Investments in Securities (Cost $558,908,600) | | | | $ | 846,874,607 | | | | | | 106.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (49,506,280) | | | | | | (6.2) | | |
| | | | | | | Net Assets | | | | $ | 797,368,327 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 343,956,478 | | |
| Gross Unrealized Depreciation | | | | | (57,531,644) | | |
| Net Unrealized Appreciation | | | | $ | 286,424,834 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 96,937,622 | | | | | $ | — | | | | | $ | — | | | | | $ | 96,937,622 | | |
Consumer Staples | | | | | 22,800,570 | | | | | | — | | | | | | — | | | | | | 22,800,570 | | |
Energy | | | | | 28,879,821 | | | | | | — | | | | | | — | | | | | | 28,879,821 | | |
Financials | | | | | 153,789,121 | | | | | | — | | | | | | — | | | | | | 153,789,121 | | |
Health Care | | | | | 94,255,042 | | | | | | — | | | | | | — | | | | | | 94,255,042 | | |
Industrials | | | | | 113,688,168 | | | | | | — | | | | | | — | | | | | | 113,688,168 | | |
Information Technology | | | | | 131,536,390 | | | | | | — | | | | | | — | | | | | | 131,536,390 | | |
Materials | | | | | 37,759,497 | | | | | | — | | | | | | — | | | | | | 37,759,497 | | |
Real Estate | | | | | 61,546,261 | | | | | | — | | | | | | — | | | | | | 61,546,261 | | |
Telecommunication Services | | | | | 6,100,828 | | | | | | — | | | | | | — | | | | | | 6,100,828 | | |
Utilities | | | | | 28,096,147 | | | | | | — | | | | | | — | | | | | | 28,096,147 | | |
Total Common Stock | | | | | 775,389,467 | | | | | | — | | | | | | — | | | | | | 775,389,467 | | |
Rights | | | | | — | | | | | | — | | | | | | 208,479 | | | | | | 208,479 | | |
Short-Term Investments | | | | | 22,786,000 | | | | | | 48,490,661 | | | | | | — | | | | | | 71,276,661 | | |
Total Investments, at fair value | | | | $ | 798,175,467 | | | | | $ | 48,490,661 | | | | | $ | 208,479 | | | | | $ | 846,874,607 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | ��� | | |
Futures | | | | $ | (400,143) | | | | | $ | — | | | | | $ | — | | | | | $ | (400,143) | | |
Total Liabilities | | | | $ | (400,143) | | | | | $ | — | | | | | $ | — | | | | | $ | (400,143) | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 359 | | | | | | 03/17/17 | | | | | $ | 24,356,355 | | | | | $ | (400,143) | | |
| | | | | | | | | | | | | | | | $ | 24,356,355 | | | | | $ | (400,143) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 400,143 | | |
Total Liability Derivatives | | | | | | | $ | 400,143 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2016 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,252,501 | | |
Total | | | | $ | 1,252,501 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (231,267) | | |
Total | | | | $ | (231,267) | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2016 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES:25.7% | | ||||||||||||||||||
| | | | | | | Basic Materials: 1.0% | | ||||||||||||
| | | 31,793,000 | | | | Other Securities | | | | $ | 32,489,631 | | | | | | 1.0 | | |
| | | | | | | Communications: 2.7% | | ||||||||||||
| | | 14,380,000 | | | | AT&T, Inc., 1.750%-6.000%, 01/15/18-03/09/48 | | | | | 13,735,557 | | | | | | 0.4 | | |
| | | 5,500,000 | | | | Cisco Systems, Inc., 2.125%-5.500%, 03/01/19-01/15/40 | | | | | 5,905,215 | | | | | | 0.2 | | |
| | | 5,585,000 | | | | Comcast Corp., 3.375%-6.500%, 03/01/24-08/15/45 | | | | | 5,851,495 | | | | | | 0.2 | | |
| | | 1,500,000 | # | | NBCUniversal Enterprise, Inc., 1.974%, 04/15/19 | | | | | 1,505,324 | | | | | | 0.0 | | | |
| | | 400,000 | | | | Time Warner Cable, Inc., 5.350%, 12/15/43 | | | | | 423,822 | | | | | | 0.0 | | |
| | | 1,750,000 | | | | Time Warner Cable LLC, 4.125%-4.500%, 02/15/21-09/15/42 | | | | | 1,682,797 | | | | | | 0.0 | | |
| | | 4,925,000 | | | | Time Warner, Inc., 2.100%-6.500%, 06/01/19-06/01/44 | | | | | 5,412,607 | | | | | | 0.2 | | |
| | | 12,100,000 | | | | Verizon Communications, Inc., 1.100%-5.050%, 11/01/17-08/21/54 | | | | | 12,169,182 | | | | | | 0.4 | | |
| | | 40,300,000 | | | | Other Securities | | | | | 42,426,982 | | | | | | 1.3 | | |
| | | | | | | | | | | | 89,112,981 | | | | | | 2.7 | | |
| | | | | | | Consumer, Cyclical: 1.9% | | ||||||||||||
| | | 4,893,000 | | | | CVS Health Corp., 2.250%-5.300%, 12/05/18-07/20/45 | | | | | 5,093,260 | | | | | | 0.2 | | |
| | | 500,000 | # | | Daimler Finance North America LLC, 2.375%, 08/01/18 | | | | | 503,794 | | | | | | 0.0 | | | |
| | | 1,300,000 | | | | Ford Motor Credit Co., LLC, 5.875%, 08/02/21 | | | | | 1,435,888 | | | | | | 0.1 | | |
| | | 800,000 | | | | Ford Motor Co., 4.750%-7.450%, 07/16/31-01/15/43 | | | | | 913,268 | | | | | | 0.0 | | |
| | | 6,250,000 | | | | Ford Motor Credit Co. LLC, 2.021%-4.375%, 01/16/18-08/04/25 | | | | | 6,301,525 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | General Motors Co., 6.600%-6.750%, 04/01/36-04/01/46 | | | | | 1,739,512 | | | | | | 0.1 | | |
| | | 3,750,000 | | | | General Motors Financial Co., Inc., 3.100%-5.250%, 01/15/19-03/01/26 | | | | | 3,794,355 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 500,000 | # | | Hyundai Capital America, 2.400%, 10/30/18 | | | | $ | 502,122 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Hyundai Capital America, 2.875%, 08/09/18 | | | | | 1,011,864 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Nissan Motor Acceptance Corp., 2.000%, 03/08/19 | | | | | 249,434 | | | | | | 0.0 | | | |
| | | 38,736,321 | | | | Other Securities(a) | | | | | 40,886,296 | | | | | | 1.2 | | |
| | | | | | | | | | | | 62,431,318 | | | | | | 1.9 | | |
| | | | | | | Consumer, Non-cyclical: 3.9% | | ||||||||||||
| | | 5,500,000 | | | | AbbVie, Inc., 1.800%-4.700%, 05/14/18-05/14/46 | | | | | 5,382,587 | | | | | | 0.2 | | |
| | | 842,000 | # | | Amgen, Inc., 4.563%, 06/15/48 | | | | | 816,109 | | | | | | 0.0 | | | |
| | | 6,650,000 | | | | Amgen, Inc., 2.250%-4.400%, 11/15/21-05/01/45 | | | | | 6,774,006 | | | | | | 0.2 | | |
| | | 7,250,000 | | | | Anheuser-Busch InBev Finance, Inc., 1.900%-4.900%, 02/01/19-02/01/46 | | | | | 7,487,031 | | | | | | 0.2 | | |
| | | 3,750,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 3.750%-5.375%, 01/15/20-07/15/42 | | | | | 4,043,109 | | | | | | 0.1 | | |
| | | 6,195,000 | | | | Celgene Corp., 2.300%-5.000%, 08/15/18-08/15/45 | | | | | 6,391,294 | | | | | | 0.2 | | |
| | | 500,000 | # | | ERAC USA Finance LLC, 2.350%, 10/15/19 | | | | | 499,652 | | | | | | 0.0 | | | |
| | | 500,000 | # | | ERAC USA Finance LLC, 3.850%, 11/15/24 | | | | | 508,354 | | | | | | 0.0 | | | |
| | | 6,350,000 | | | | UnitedHealth Group, Inc., 1.625%-6.000%, 02/15/18-07/15/45 | | | | | 6,516,617 | | | | | | 0.2 | | |
| | | 89,747,000 | | | | Other Securities | | | | | 93,047,096 | | | | | | 2.8 | | |
| | | | | | | | | | | | 131,465,855 | | | | | | 3.9 | | |
| | | | | | | Energy: 2.7% | | ||||||||||||
| | | 5,000,000 | | | | BP Capital Markets PLC, 1.375%-3.814%, 11/06/17-01/16/27 | | | | | 4,981,954 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | ConocoPhillips, 6.500%, 02/01/39 | | | | | 2,535,928 | | | | | | 0.0 | | |
| | | 2,500,000 | L | | ConocoPhillips Co., 3.350%-4.950%, 03/15/21-11/15/44 | | | | | 2,564,930 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 5,292,000 | | | | Kinder Morgan Energy Partners L.P., 3.500%-6.950%, 03/01/21-09/01/44 | | | | $ | 5,777,300 | | | | | | 0.2 | | |
| | | 1,800,000 | L | | Kinder Morgan, Inc./DE, 3.050%-5.550%, 12/01/19-02/15/46 | | | | | 1,842,125 | | | | | | 0.0 | | | |
| | | 5,805,000 | | | | Petroleos Mexicanos, 4.250%-6.000%, 03/05/20-06/27/44 | | | | | 5,824,073 | | | | | | 0.2 | | |
| | | 500,000 | | | | Total Capital Canada Ltd., 2.750%, 07/15/23 | | | | | 494,690 | | | | | | 0.0 | | |
| | | 500,000 | | | | Total Capital International SA, 2.750%, 06/19/21 | | | | | 505,769 | | | | | | 0.0 | | |
| | | 4,000,000 | | | | Total Capital SA, 2.125%-4.450%, 08/10/18-06/24/20 | | | | | 4,269,070 | | | | | | 0.2 | | |
| | | 61,742,000 | | | | Other Securities(a) | | | | | 63,373,670 | | | | | | 1.9 | | |
| | | | | | | | | | | | 92,169,509 | | | | | | 2.7 | | |
| | | | | | | Financial: 8.4% | | ||||||||||||
| | | 6,325,000 | | | | American Express Co., 7.000%, 03/19/18 | | | | | 6,722,628 | | | | | | 0.2 | | |
| | | 500,000 | | | | American Express Credit Corp., 2.125%, 07/27/18 | | | | | 503,253 | | | | | | 0.0 | | |
| | | 17,010,000 | | | | Bank of America Corp., 2.000%-5.700%, 01/11/18-10/22/26 | | | | | 17,454,433 | | | | | | 0.5 | | |
| | | 550,000 | | | | Capital One NA/Mclean VA, 2.350%, 08/17/18 | | | | | 553,275 | | | | | | 0.0 | | |
| | | 2,500,000 | | | | Capital One Financial Corp., 2.450%-4.200%, 04/24/19-07/28/26 | | | | | 2,481,686 | | | | | | 0.1 | | |
| | | 10,608,000 | | | | Citigroup, Inc., 2.500%-8.125%, 07/29/19-05/06/44 | | | | | 11,355,010 | | | | | | 0.3 | | |
| | | 5,500,000 | | | | Credit Suisse/New York NY, 6.000%, 02/15/18 | | | | | 5,721,441 | | | | | | 0.2 | | |
| | | 7,801,000 | | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/35 | | | | | 8,177,445 | | | | | | 0.2 | | |
| | | 1,000,000 | | | | Goldman Sachs Group, Inc./The, 2.875%-3.750%, 02/25/21-02/25/26 | | | | | 1,004,103 | | | | | | 0.0 | | |
| | | 14,640,000 | | | | Goldman Sachs Group, Inc., 2.550%-6.750%, 04/01/18-05/22/45 | | | | | 16,021,123 | | | | | | 0.5 | | |
| | | 4,100,000 | | | | HSBC Holdings PLC, 3.400%-6.500%, 03/08/21-09/15/37 | | | | | 4,939,135 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 1,500,000 | | | | HSBC USA, Inc., 1.625%-3.500%, 01/16/18-06/23/24 | | | | $ | 1,499,230 | | | | | | 0.0 | | |
| | | 18,625,000 | | | | JPMorgan Chase & Co., 1.625%-5.500%, 05/15/18-10/15/40 | | | | | 20,318,294 | | | | | | 0.6 | | |
| | | 16,000,000 | | | | Kreditanstalt fuer Wiederaufbau, 1.250%-2.625%, 09/30/19-01/25/22 | | | | | 16,121,802 | | | | | | 0.5 | | |
| | | 500,000 | # | | Metropolitan Life Global Funding I, 1.950%, 09/15/21 | | | | | 485,950 | | | | | | 0.0 | | | |
| | | 750,000 | # | | Metropolitan Life Global Funding I, 3.450%, 12/18/26 | | | | | 756,701 | | | | | | 0.0 | | | |
| | | 17,550,000 | | | | Morgan Stanley, 2.125%-6.625%, 04/01/18-09/08/26 | | | | | 18,226,897 | | | | | | 0.6 | | |
| | | 5,000,000 | | | | Private Export Funding Corp., 1.450%-3.550%, 08/15/19-06/15/25 | | | | | 5,129,273 | | | | | | 0.2 | | |
| | | 4,300,000 | | | | Prudential Financial, Inc., 5.375%-6.200%, 11/15/40-05/15/45 | | | | | 5,164,103 | | | | | | 0.2 | | |
| | | 500,000 | # | | UBS Group Funding Jersey Ltd., 2.950%, 09/24/20 | | | | | 500,283 | | | | | | 0.0 | | | |
| | | 500,000 | # | | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | | | | | 500,336 | | | | | | 0.0 | | | |
| | | 13,983,000 | | | | Wells Fargo & Co., 3.450%-5.606%, 04/01/21-11/17/45 | | | | | 15,140,143 | | | | | | 0.5 | | |
| | | 119,717,000 | | | | Other Securities(a) | | | | | 121,740,644 | | | | | | 3.6 | | |
| | | | | | | | | | | | 280,517,188 | | | | | | 8.4 | | |
| | | | | | | Industrial: 1.9% | | ||||||||||||
| | | 60,264,000 | | | | Other Securities | | | | | 63,135,698 | | | | | | 1.9 | | |
| | | | | | | Technology: 1.2% | | ||||||||||||
| | | 8,900,000 | | | | Apple, Inc., 1.000%-4.650%, 05/03/18-02/23/46 | | | | | 8,898,517 | | | | | | 0.3 | | |
| | | 400,000 | # | | Diamond 1 Finance Corp./ Diamond 2 Finance Corp., 3.480%, 06/01/19 | | | | | 408,454 | | | | | | 0.0 | | | |
| | | 400,000 | # | | Diamond 1 Finance Corp./ Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 413,957 | | | | | | 0.0 | | | |
| | | 400,000 | # | | Diamond 1 Finance Corp./ Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 424,426 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 400,000 | # | | Diamond 1 Finance Corp./ Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | $ | 433,526 | | | | | | 0.0 | | | |
| | | 400,000 | # | | Diamond 1 Finance Corp./ Diamond 2 Finance Corp., 8.350%, 07/15/46 | | | | | 493,284 | | | | | | 0.1 | | | |
| | | 7,000,000 | L | | Microsoft Corp., 1.000%-4.875%, 05/01/18-08/08/56 | | | | | 7,095,771 | | | | | | 0.2 | | | |
| | | 7,600,000 | | | | Oracle Corp., 1.200%-5.375%, 10/15/17-05/15/45 | | | | | 7,840,923 | | | | | | 0.2 | | |
| | | 14,226,000 | | | | Other Securities(a) | | | | | 14,480,231 | | | | | | 0.4 | | |
| | | | | | | | | | | | 40,489,089 | | | | | | 1.2 | | |
| | | | | | | Utilities: 2.0% | | ||||||||||||
| | | 500,000 | | | | Duke Energy Carolinas LLC, 2.500%, 03/15/23 | | | | | 495,436 | | | | | | 0.0 | | |
| | | 2,400,000 | | | | Duke Energy Corp., 1.800%-4.800%, 06/15/18-09/01/46 | | | | | 2,388,758 | | | | | | 0.1 | | |
| | | 1,250,000 | | | | Duke Energy Progress LLC, 3.700%-4.200%, 08/15/45-10/15/46 | | | | | 1,237,163 | | | | | | 0.0 | | |
| | | 1,650,000 | | | | Duke Energy Progress, Inc., 4.150%-4.375%, 03/30/44-12/01/44 | | | | | 1,704,076 | | | | | | 0.1 | | |
| | | 250,000 | # | | Monongahela Power Co., 5.400%, 12/15/43 | | | | | 292,757 | | | | | | 0.0 | | | |
| | | 58,832,698 | | | | Other Securities(a) | | | | | 61,575,620 | | | | | | 1.8 | | |
| | | | | | | | | | | | 67,693,810 | | | | | | 2.0 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $836,045,772) | | | | | 859,505,079 | | | | | | 25.7 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | | ||||||||||||||||||
| | | 2,103,914 | | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/36 | | | | | 2,353,826 | | | | | | 0.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $2,331,480) | | | | | 2,353,826 | | | | | | 0.1 | | |
| MUNICIPAL BONDS: 1.0% | | ||||||||||||||||||
| | | | | | | California: 0.2% | | ||||||||||||
| | | 4,335,000 | | | | State of California, 7.550%, 04/01/39 | | | | | 6,437,518 | | | | | | 0.2 | | |
| | | | | | | Connecticut: 0.1% | | ||||||||||||
| | | 3,735,000 | | | | Other Securities | | | | | 4,558,455 | | | | | | 0.1 | | |
| | | | | | | New Jersey: 0.2% | | ||||||||||||
| | | 5,760,000 | | | | Other Securities | | | | | 7,370,806 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUNICIPAL BONDS: (continued) | | ||||||||||||||||||
| | | | | | | New York: 0.2% | | ||||||||||||
| | | 3,495,000 | | | | Other Securities | | | | $ | 4,661,002 | | | | | | 0.2 | | |
| | | | | | | Ohio: 0.2% | | ||||||||||||
| | | 3,355,000 | | | | Other Securities | | | | | 4,744,742 | | | | | | 0.2 | | |
| | | | | | | Washington: 0.1% | | ||||||||||||
| | | 3,900,000 | | | | Other Securities | | | | | 4,651,686 | | | | | | 0.1 | | |
| | | | | | | Total Municipal Bonds (Cost $27,014,826) | | | | | 32,424,209 | | | | | | 1.0 | | |
| ASSET-BACKED SECURITIES: 0.5% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 1,000,000 | # | | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | | | | | 1,000,693 | | | | | | 0.0 | | | |
| | | 820,000 | # | | Ford Credit Auto Owner Trust 2014-2 A, 2.310%, 04/15/26 | | | | | 827,372 | | | | | | 0.0 | | | |
| | | 2,100,000 | # | | Hyundai Auto Lease Securitization Trust 2015-A A4, 1.650%, 08/15/19 | | | | | 2,105,196 | | | | | | 0.1 | | | |
| | | 7,600,000 | | | | Other Securities | | | | | 7,538,989 | | | | | | 0.2 | | |
| | | | | | | | | | | | 11,472,250 | | | | | | 0.3 | | |
| | | | | | | Credit Card Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2015-A2 A2, 2.080%, 03/15/23 | | | | | 1,003,855 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2016-A4 A4, 1.330%, 06/15/22 | | | | | 987,154 | | | | | | 0.0 | | |
| | | 3,850,000 | | | | Other Securities | | | | | 3,868,622 | | | | | | 0.1 | | |
| | | | | | | | | | | | 5,859,631 | | | | | | 0.2 | | |
| | | | | | | Other Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 556,177 | | | | Other Securities | | | | | 558,605 | | | | | | 0.0 | | |
| | | | | | | Total Asset-Backed Securities (Cost $17,930,357) | | | | | 17,890,486 | | | | | | 0.5 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.9% | | ||||||||||||||||||
| | | 2,000,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/33 | | | | | 2,012,707 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | COMM 2013-CR10 AM, 4.517%, 08/10/46 | | | | | 1,072,987 | | | | | | 0.0 | | | |
| | | 1,215,000 | # | | Core Industrial Trust 2015-CALW A, 3.040%, 02/10/34 | | | | | 1,241,204 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,000,000 | # | | Core Industrial Trust 2015-TEXW, 3.849%, 02/10/34 | | | | $ | 1,005,706 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Core Industrial Trust 2015-WEST, 3.292%, 02/10/37 | | | | | 1,004,144 | | | | | | 0.0 | | | |
| | | 213,538 | # | | DBUBS 2011-LC2A C, 5.543%, 07/10/44 | | | | | 230,974 | | | | | | 0.0 | | | |
| | | 2,000,000 | | | | Ginnie mae Series 2011-20 C, 3.562%, 04/16/41 | | | | | 2,039,604 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | Ginnie Mae Series 2011-127 C, 3.500%, 03/16/47 | | | | | 2,034,384 | | | | | | 0.1 | | |
| | | 6,000,000 | | | | Ginnie Mae Series 2011-142 B, 3.485%, 02/16/44 | | | | | 6,114,308 | | | | | | 0.2 | | |
| | | 5,000,000 | | | | Ginnie Mae Series 2011-38 D, 3.840%, 01/16/51 | | | | | 5,179,888 | | | | | | 0.1 | | |
| | | 463,818 | | | | Ginnie Mae Series 2011-53 B, 4.397%, 05/16/51 | | | | | 483,350 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Ginnie Mae Series 2014-150 C, 3.400%, 12/16/49 | | | | | 5,044,042 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Ginnie Mae Series 2014-50 C, 3.400%, 02/16/47 | | | | | 3,026,304 | | | | | | 0.1 | | |
| | | 264,586 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC18 A4, 5.440%, 06/12/47 | | | | | 264,405 | | | | | | 0.0 | | |
| | | 999,668 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC19 A4, 5.713%, 02/12/49 | | | | | 1,005,746 | | | | | | 0.1 | | |
| | | 3,200,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/48 | | | | | 3,249,014 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/47 | | | | | 2,056,890 | | | | | | 0.1 | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.432%, 09/15/47 | | | | | 107,031 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.432%, 09/15/47 | | | | $ | 106,796 | | | | | | 0.0 | | | |
| | | 24,596,341 | | | | Other Securities | | | | | 25,025,564 | | | | | | 0.8 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $62,184,554) | | | | | 62,305,048 | | | | | | 1.9 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 28.6% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 9.0%## | | ||||||||||||
| | | 27,170,000 | W | | 3.000%, due 12/15/42 | | | | | 26,981,237 | | | | | | 0.8 | | | |
| | | 12,057,337 | | | | 3.000%, due 11/01/46 | | | | | 12,018,810 | | | | | | 0.4 | | |
| | | 47,387,000 | W | | 3.500%, due 07/15/41 | | | | | 48,525,285 | | | | | | 1.5 | | | |
| | | 33,733,251 | | | | 3.500%, due 04/01/43 | | | | | 34,758,932 | | | | | | 1.0 | | |
| | | 36,723,191 | | | | 3.500%, due 02/01/44 | | | | | 37,842,794 | | | | | | 1.1 | | |
| | | 133,083,865 | W | | 2.621%-6.750%, due 03/27/19-05/01/46 | | | | | 141,605,811 | | | | | | 4.2 | | | |
| | | | | | | | | | | | 301,732,869 | | | | | | 9.0 | | |
| | | | | | | Federal National Mortgage Association: 12.0%## | | ||||||||||||
| | | 19,076,000 | W | | 2.500%, due 01/23/32 | | | | | 19,107,669 | | | | | | 0.6 | | | |
| | | 25,991,140 | | | | 3.000%, due 12/01/42 | | | | | 25,991,865 | | | | | | 0.8 | | |
| | | 14,092,225 | | | | 3.000%, due 07/01/43 | | | | | 14,092,619 | | | | | | 0.4 | | |
| | | 13,790,000 | W | | 3.000%, due 01/18/47 | | | | | 13,700,253 | | | | | | 0.4 | | | |
| | | 18,376,596 | | | | 3.500%, due 11/01/42 | | | | | 18,949,110 | | | | | | 0.6 | | |
| | | 22,557,710 | | | | 4.000%, due 11/01/40 | | | | | 23,741,065 | | | | | | 0.7 | | |
| | | 15,709,515 | | | | 4.000%, due 06/01/45 | | | | | 16,578,959 | | | | | | 0.5 | | |
| | | 253,287,754 | | | | 1.500%-7.250%, due 10/01/17-08/01/46 | | | | | 268,350,143 | | | | | | 8.0 | | |
| | | | | | | | | | | | 400,511,683 | | | | | | 12.0 | | |
| | | | | | | Government National Mortgage Association: 6.7% | | ||||||||||||
| | | 67,399,000 | W | | 3.000%, due 01/15/43 | | | | | 68,248,068 | | | | | | 2.1 | | | |
| | | 78,359,411 | | | | 3.500%, due 09/20/46 | | | | | 81,586,483 | | | | | | 2.4 | | |
| | | 67,323,708 | W | | 3.500%-6.000%, due 10/15/36-03/20/46 | | | | | 72,699,120 | | | | | | 2.2 | | | |
| | | | | | | | | | | | 222,533,671 | | | | | | 6.7 | | |
| | | | | | | Other U.S. Agency Obligations: 0.9% | | ||||||||||||
| | | 22,990,000 | | | | 1.100%, due 11/06/18 | | | | | 22,862,337 | | | | | | 0.7 | | |
| | | 6,510,000 | | | | 1.875%-7.125%, due 08/15/22-01/15/38 | | | | | 8,611,974 | | | | | | 0.2 | | |
| | | | | | | | | | | | 31,474,311 | | | | | | 0.9 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $955,650,542) | | | | | 956,252,534 | | | | | | 28.6 | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: 2.8% | | ||||||||||||||||||
| | | 4,950,000 | | | | Colombia Government International Bond, 4.000%-7.375%, 02/26/24-09/18/37 | | | | $ | 5,416,500 | | | | | | 0.2 | | |
| | | 12,700,000 | | | | European Investment Bank, 1.125%-4.000%, 08/15/19-06/15/21 | | | | | 12,627,205 | | | | | | 0.4 | | |
| | | 8,000,000 | | | | Mexico Government International Bond, 4.750%, 03/08/44 | | | | | 7,292,000 | | | | | | 0.2 | | |
| | | 4,000,000 | | | | Philippine Government International Bond, 6.375%, 01/15/32 | | | | | 5,103,020 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Province of Ontario Canada, 1.875%, 05/21/20 | | | | | 996,523 | | | | | | 0.1 | | |
| | | 13,308,000 | | | | Province of Ontario Canada, 4.400%, 04/14/20 | | | | | 14,338,611 | | | | | | 0.4 | | |
| | | 4,155,000 | | | | Peruvian Government International Bond, 6.550%-7.125%, 03/30/19-03/14/37 | | | | | 5,214,438 | | | | | | 0.2 | | |
| | | 5,160,000 | | | | Ukraine Government AID Bonds, 1.847%, 05/29/20 | | | | | 5,157,848 | | | | | | 0.1 | | |
| | | 36,975,000 | | | | Other Securities(a) | | | | | 38,113,641 | | | | | | 1.1 | | |
| | | | | | | Total Foreign Government Bonds (Cost $94,704,058) | | | | | 94,259,786 | | | | | | 2.8 | | |
| U.S. TREASURY OBLIGATIONS: 36.7% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 7.5% | | ||||||||||||
| | | 85,925,000 | L | | 2.000%, due 11/15/26 | | | | | 82,550,467 | | | | | | 2.5 | | | |
| | | 20,000,000 | | | | 2.125%, due 05/15/25 | | | | | 19,582,660 | | | | | | 0.6 | | |
| | | 24,966,000 | L | | 2.250%, due 08/15/46 | | | | | 20,939,259 | | | | | | 0.6 | | | |
| | | 18,645,000 | | | | 3.500%, due 02/15/39 | | | | | 20,359,147 | | | | | | 0.6 | | |
| | | 13,888,000 | | | | 3.625%, due 08/15/43 | | | | | 15,372,613 | | | | | | 0.5 | | |
| | | 14,092,000 | | | | 3.625%, due 02/15/44 | | | | | 15,590,149 | | | | | | 0.5 | | |
| | | 13,251,000 | | | | 3.750%, due 11/15/43 | | | | | 14,995,706 | | | | | | 0.4 | | |
| | | 60,238,000 | | | | 2.250%-6.000%, due 11/15/25-05/15/46 | | | | | 61,110,640 | | | | | | 1.8 | | |
| | | | | | | | | | | | 250,500,641 | | | | | | 7.5 | | |
| | | | | | | U.S. Treasury Notes: 29.2% | | ||||||||||||
| | | 13,454,000 | | | | 0.875%, due 05/31/18 | | | | | 13,429,056 | | | | | | 0.4 | | |
| | | 9,006,000 | | | | 0.750%-1.000%, due 10/31/18-10/15/19 | | | | | 8,921,915 | | | | | | 0.2 | | |
| | | 12,736,000 | | | | 0.750%, due 10/31/17 | | | | | 12,725,888 | | | | | | 0.4 | | |
| | | 20,000,000 | | | | 0.750%, due 02/28/18 | | | | | 19,953,140 | | | | | | 0.6 | | |
| | | 12,296,700 | | | | 0.875%, due 03/31/18 | | | | | 12,282,079 | | | | | | 0.4 | | |
| | | 27,497,000 | | | | 1.000%, due 08/31/19 | | | | | 27,230,582 | | | | | | 0.8 | | |
| | | 29,467,000 | | | | 1.250%, due 11/30/18 | | | | | 29,506,368 | | | | | | 0.9 | | |
| | | 13,040,000 | | | | 1.250%, due 10/31/21 | | | | | 12,633,674 | | | | | | 0.4 | | |
| | | 16,756,000 | | | | 1.375%, due 09/30/18 | | | | | 16,818,684 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | 37,540,000 | | | | 1.375%, due 04/30/21 | | | | $ | 36,798,135 | | | | | | 1.1 | | |
| | | 19,814,000 | | | | 1.500%, due 12/31/18 | | | | | 19,927,930 | | | | | | 0.6 | | |
| | | 11,925,000 | | | | 1.500%, due 01/31/19 | | | | | 11,988,656 | | | | | | 0.3 | | |
| | | 19,814,000 | | | | 1.625%, due 07/31/19 | | | | | 19,948,319 | | | | | | 0.6 | | |
| | | 12,097,000 | | | | 1.625%, due 08/31/19 | | | | | 12,177,034 | | | | | | 0.4 | | |
| | | 24,847,000 | | | | 1.625%, due 02/15/26 | | | | | 23,185,158 | | | | | | 0.7 | | |
| | | 22,705,000 | | | | 1.750%, due 09/30/19 | | | | | 22,922,423 | | | | | | 0.7 | | |
| | | 35,000,000 | L | | 1.750%, due 11/30/21 | | | | | 34,708,870 | | | | | | 1.0 | | | |
| | | 18,000,000 | | | | 1.750%, due 09/30/22 | | | | | 17,642,106 | | | | | | 0.5 | | |
| | | 24,900,000 | | | | 2.000%, due 11/30/20 | | | | | 25,141,729 | | | | | | 0.7 | | |
| | | 12,097,000 | | | | 2.000%, due 02/28/21 | | | | | 12,184,921 | | | | | | 0.4 | | |
| | | 20,498,000 | | | | 2.125%, due 01/31/21 | | | | | 20,757,751 | | | | | | 0.6 | | |
| | | 17,133,000 | | | | 2.125%, due 11/30/23 | | | | | 17,000,682 | | | | | | 0.5 | | |
| | | 26,457,000 | | | | 2.250%, due 11/15/24 | | | | | 26,264,393 | | | | | | 0.8 | | |
| | | 19,590,000 | | | | 2.375%, due 12/31/20 | | | | | 20,055,400 | | | | | | 0.6 | | |
| | | 18,650,000 | | | | 2.625%, due 04/30/18 | | | | | 19,047,487 | | | | | | 0.6 | | |
| | | 26,255,000 | | | | 2.750%, due 02/15/19 | | | | | 27,078,829 | | | | | | 0.8 | | |
| | | 36,569,500 | | | | 2.750%, due 11/15/23 | | | | | 37,736,140 | | | | | | 1.1 | | |
| | | 42,052,000 | | | | 2.750%, due 02/15/24 | | | | | 43,386,688 | | | | | | 1.3 | | |
| | | 379,165,500 | | | | 0.750%-8.125%, due 10/15/17-05/15/24 | | | | | 376,641,147 | | | | | | 11.3 | | |
| | | | | | | | | | | | 978,095,184 | | | | | | 29.2 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $1,228,782,300) | | | | | 1,228,595,825 | | | | | | 36.7 | | |
| | | | | | | Total Long-Term Investments (Cost $3,224,643,889) | | | | | 3,253,586,793 | | | | | | 97.3 | | |
| SHORT-TERM INVESTMENTS: 11.8% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 1.0% | | ||||||||||||
| | | 1,725,000 | | | | Aetna, Inc., 1.500%, 11/15/17 | | | | | 1,723,882 | | | | | | 0.1 | | |
| | | 500,000 | # | | American Honda Finance Corp., 1.500%, 09/11/17 | | | | | 501,275 | | | | | | 0.0 | | | |
| | | 500,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 1.375%, 07/15/17 | | | | | 500,484 | | | | | | 0.0 | | |
| | | 250,000 | | | | Apple, Inc., 1.050%, 05/05/17 | | | | | 250,185 | | | | | | 0.0 | | |
| | | 300,000 | | | | AT&T, Inc., 1.400%, 12/01/17 | | | | | 299,388 | | | | | | 0.0 | | |
| | | 755,000 | | | | AT&T, Inc., 1.700%, 06/01/17 | | | | | 756,111 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Bank of America Corp., 3.875%, 03/22/17 | | | | | 1,005,715 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Bank of Montreal, 1.400%, 09/11/17 | | | | | 1,000,152 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes (continued) | | ||||||||||||
| | | 1,000,000 | | | | BB&T Corp., 1.600%, 08/15/17 | | | | $ | 1,001,184 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Berkshire Hathaway Finance Corp., 1.600%, 05/15/17 | | | | | 1,001,894 | | | | | | 0.0 | | |
| | | 250,000 | | | | BNP Paribas SA, 1.375%, 03/17/17 | | | | | 250,046 | | | | | | 0.0 | | |
| | | 1,500,000 | | | | Bristol-Myers Squibb Co., 0.875%, 08/01/17 | | | | | 1,497,991 | | | | | | 0.1 | | |
| | | 500,000 | | | | British Telecommunications PLC, 1.250%, 02/14/17 | | | | | 500,039 | | | | | | 0.0 | | |
| | | 500,000 | | | | Bunge Ltd. Finance Corp., 3.200%, 06/15/17 | | | | | 503,805 | | | | | | 0.0 | | |
| | | 400,000 | | | | Cardinal Health, Inc., 1.900%, 06/15/17 | | | | | 401,128 | | | | | | 0.0 | | |
| | | 300,000 | | | | Caterpillar, Inc., 1.500%, 06/26/17 | | | | | 300,404 | | | | | | 0.0 | | |
| | | 500,000 | | | | Celgene Corp., 1.900%, 08/15/17 | | | | | 501,653 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Cisco Systems, Inc., 1.100%, 03/03/17 | | | | | 999,887 | | | | | | 0.0 | | |
| | | 500,000 | | | | CNOOC Nexen Finance 2014 ULC, 1.625%, 04/30/17 | | | | | 499,705 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Comcast Corp., 6.300%, 11/15/17 | | | | | 2,083,006 | | | | | | 0.1 | | |
| | | 500,000 | | | | Commonwealth Bank of Australia/New York NY, 1.900%, 09/18/17 | | | | | 502,332 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Utrect, 3.375%, 01/19/17 | | | | | 1,000,918 | | | | | | 0.0 | | |
| | | 300,000 | | | | Duke Energy Corp., 1.625%, 08/15/17 | | | | | 300,517 | | | | | | 0.0 | | |
| | | 250,000 | | | | eBay, Inc., 1.350%, 07/15/17 | | | | | 250,128 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Ford Motor Credit Co. LLC, 4.250%, 02/03/17 | | | | | 1,001,989 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | GlaxoSmithKline Capital PLC, 1.500%, 05/08/17 | | | | | 1,001,505 | | | | | | 0.0 | | |
| | | 1,350,000 | | | | Hartford Financial Services Group, Inc., 5.375%, 03/15/17 | | | | | 1,360,981 | | | | | | 0.1 | | |
| | | 600,000 | | | | Intel Corp., 1.350%, 12/15/17 | | | | | 600,947 | | | | | | 0.0 | | |
| | | 200,000 | | | | Johnson Controls International plc, 1.400%, 11/02/17 | | | | | 200,350 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Kraft Heinz Foods Co., 2.250%, 06/05/17 | | | | | 1,003,267 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes (continued) | | ||||||||||||
| | | 500,000 | | | | Laboratory Corp. of America Holdings, 2.200%, 08/23/17 | | | | $ | 502,387 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Lowes Cos, Inc., 1.625%, 04/15/17 | | | | | 1,001,042 | | | | | | 0.0 | | |
| | | 300,000 | | | | NetApp, Inc., 2.000%, 12/15/17 | | | | | 300,883 | | | | | | 0.0 | | |
| | | 400,000 | # | | Nissan Motor Acceptance Corp., 1.950%, 09/12/17 | | | | | 401,174 | | | | | | 0.0 | | | |
| | | 250,000 | | | | Philip Morris International, Inc., 1.250%, 11/09/17 | | | | | 249,779 | | | | | | 0.0 | | |
| | | 500,000 | | | | Ryder System, Inc., 2.500%, 03/01/17 | | | | | 500,533 | | | | | | 0.0 | | |
| | | 750,000 | | | | Shell International Finance BV, 1.125%, 08/21/17 | | | | | 750,003 | | | | | | 0.0 | | |
| | | 5,075,000 | | | | Time Warner Cable LLC, 5.850%, 05/01/17 | | | | | 5,147,319 | | | | | | 0.2 | | |
| | | 500,000 | | | | United Technologies Corp., 1.800%, 06/01/17 | | | | | 501,329 | | | | | | 0.0 | | |
| | | 500,000 | | | | Westpac Banking Corp., 2.000%, 08/14/17 | | | | | 502,212 | | | | | | 0.0 | | |
| | | 400,000 | | | | Xerox Corp., 2.950%, 03/15/17 | | | | | 401,219 | | | | | | 0.0 | | |
| | | | | | | | | | | | 33,058,748 | | | | | | 1.0 | | |
| | | | | | | Commercial Paper: 2.1% | | ||||||||||||
| | | 5,000,000 | Z | | Crown Point Capital Co., 1.060%, 04/10/17 | | | | | 4,985,636 | | | | | | 0.1 | | | |
| | | 10,000,000 | Z | | CVS Health, 1.030%, 02/09/17 | | | | | 9,988,759 | | | | | | 0.3 | | | |
| | | 5,575,000 | Z | | Ford Motor Co., 1.370%, 04/24/17 | | | | | 5,551,314 | | | | | | 0.2 | | | |
| | | 30,000,000 | Z | | Jupiter Securitization Co., 0.940%, 03/20/17 | | | | | 29,939,133 | | | | | | 0.9 | | | |
| | | 10,000,000 | #,Z | | Old Line Funding LLC, 0.870%, 03/14/17 | | | | | 9,982,672 | | | | | | 0.3 | | | |
| | | 5,000,000 | Z | | Vodafone Group PLC, 0.960%, 01/23/17 | | | | | 4,997,010 | | | | | | 0.2 | | | |
| | | 5,000,000 | Z | | Vodafone Group PLC, 1.680%, 09/28/17 | | | | | 4,938,573 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 70,383,097 | | | | | | 2.1 | | |
| | | | | | | U.S. Government Agency Obligations: 1.2% | | ||||||||||||
| | | 11,310,000 | | | | Fannie Mae, 5.375%, 06/12/17 | | | | | 11,542,330 | | | | | | 0.3 | | |
| | | 17 | | | | Fannie Mae, 5.500%, 01/01/17 | | | | | 17 | | | | | | 0.0 | | |
| | | 283 | | | | Fannie Mae, 5.500%, 02/01/17 | | | | | 283 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Government Agency Obligations (continued) | | ||||||||||||
| | | 7,735,000 | | | | Freddie Mac, 1.000%, 03/08/17 | | | | $ | 7,741,335 | | | | | | 0.2 | | |
| | | 21,246,000 | | | | Freddie Mac, 1.000%, 09/29/17 | | | | | 21,268,138 | | | | | | 0.7 | | |
| | | | | | | | | | | | 40,552,103 | | | | | | 1.2 | | |
| | | | | | | Securities Lending Collateralcc: 2.8% | | ||||||||||||
| | | 4,743,987 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $4,744,252, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $4,839,142, due 12/31/17-10/20/46) | | | | | 4,743,987 | | | | | | 0.1 | | |
| | | 22,540,716 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $22,541,951, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $22,991,530, due 01/25/17- 10/20/66) | | | | | 22,540,716 | | | | | | 0.6 | | |
| | | 22,540,716 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $22,542,001, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $22,991,530, due 03/02/17-02/01/49) | | | | | 22,540,716 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 22,540,716 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $22,541,951, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $22,991,531, due 01/15/17-08/20/66) | | | | $ | 22,540,716 | | | | | | 0.7 | | |
| | | 22,540,716 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/16, 0.65%, due 01/03/17 (Repurchase Amount $22,542,322, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $23,113,454, due 04/15/18-02/15/46) | | | | | 22,540,716 | | | | | | 0.7 | | |
| | | | | | | | | | | | 94,906,851 | | | | | | 2.8 | | |
| | | | | | | Foreign Government Bonds: 0.1% | | ||||||||||||
| | | 2,710,000 | L | | Nordic Investment Bank, 5.000%, 02/01/17 (Cost $2,716,641) | | | | | 2,717,542 | | | | | | 0.1 | | | |
| | | | | | | U.S. Treasury Notes: 4.0% | | ||||||||||||
| | | 7,536,000 | | | | United States Treasury Note, 0.500%, 01/31/17 | | | | | 7,536,942 | | | | | | 0.2 | | |
| | | 3,001,000 | | | | United States Treasury Note, 0.500%, 03/31/17 | | | | | 3,001,246 | | | | | | 0.1 | | |
| | | 10,000,000 | | | | United States Treasury Note, 0.625%, 05/31/17 | | | | | 10,001,570 | | | | | | 0.3 | | |
| | | 29,512,000 | | | | United States Treasury Note, 0.625%, 06/30/17 | | | | | 29,509,551 | | | | | | 0.9 | | |
| | | 3,873,000 | | | | United States Treasury Note, 0.750%, 01/15/17 | | | | | 3,873,546 | | | | | | 0.1 | | |
| | | 6,188,000 | | | | United States Treasury Note, 0.750%, 03/15/17 | | | | | 6,191,688 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | 10,000,000 | | | | United States Treasury Note, 0.875%, 11/30/17 | | | | $ | 10,001,730 | | | | | | 0.3 | | |
| | | 2,784,000 | | | | United States Treasury Note, 0.875%, 04/15/17 | | | | | 2,787,032 | | | | | | 0.1 | | |
| | | 1,547,000 | | | | United States Treasury Note, 0.875%, 05/15/17 | | | | | 1,548,655 | | | | | | 0.1 | | |
| | | 3,885,000 | | | | United States Treasury Note, 0.875%, 06/15/17 | | | | | 3,889,814 | | | | | | 0.1 | | |
| | | 6,000,000 | | | | United States Treasury Note, 0.875%, 08/15/17 | | | | | 6,006,132 | | | | | | 0.2 | | |
| | | 4,005,000 | | | | United States Treasury Note, 1.000%, 12/31/17 | | | | | 4,008,512 | | | | | | 0.1 | | |
| | | 42,155,000 | | | | United States Treasury Note, 2.375%, 07/31/17 | | | | | 42,563,524 | | | | | | 1.3 | | |
| | | | | | | | | | | | 130,919,942 | | | | | | 4.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 20,190,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $20,190,000) | | | | | 20,190,000 | | | | | | 0.6 | | |
| | | | | | | Total Short-Term Investments (Cost $392,105,332) | | | | | 392,728,283 | | | | | | 11.8 | | |
| | | | | | | Total Investments in Securities (Cost $3,616,749,221) | | | | $ | 3,646,315,076 | | | | | | 109.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (303,984,164) | | | | | | (9.1) | | |
| | | | | | | Net Assets | | | | $ | 3,342,330,912 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 62,684,735 | | |
| Gross Unrealized Depreciation | | | | | (38,915,948) | | |
| Net Unrealized Appreciation | | | | $ | 23,768,787 | | |
|
| | | 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, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 859,505,079 | | | | | $ | — | | | | | $ | 859,505,079 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 2,353,826 | | | | | | — | | | | | | 2,353,826 | | |
Municipal Bonds | | | | | — | | | | | | 32,424,209 | | | | | | — | | | | | | 32,424,209 | | |
Short-Term Investments | | | | | 20,190,000 | | | | | | 372,538,283 | | | | | | — | | | | | | 392,728,283 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2016 (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, 2016 | | ||||||||||||
Commercial Mortgage-Backed Securities | | | | $ | — | | | | | $ | 62,305,048 | | | | | $ | — | | | | | $ | 62,305,048 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,228,595,825 | | | | | | — | | | | | | 1,228,595,825 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 956,252,534 | | | | | | — | | | | | | 956,252,534 | | |
Asset-Backed Securities | | | | | — | | | | | | 17,890,486 | | | | | | — | | | | | | 17,890,486 | | |
Foreign Government Bonds | | | | | — | | | | | | 94,259,786 | | | | | | — | | | | | | 94,259,786 | | |
Total Investments, at fair value | | | | $ | 20,190,000 | | | | | $ | 3,626,125,076 | | | | | $ | — | | | | | $ | 3,646,315,076 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 2,415 | | | | | | — | | | | | | — | | | | | | 2,415 | | |
Total Assets | | | | $ | 20,192,415 | | | | | $ | 3,626,125,076 | | | | | $ | — | | | | | $ | 3,646,317,491 | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | (12) | | | | | | 03/31/17 | | | | | $ | (2,600,250) | | | | | $ | 2,415 | | |
| | | | | | | | | | | | | | | | $ | (2,600,250) | | | | | $ | 2,415 | | |
|
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* | | | | $ | 2,415 | | |
Total Asset Derivatives | | | | | | | $ | 2,415 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest Rate Contracts | | | | $ | (169,685) | | |
Total | | | | $ | (169,685) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest Rate Contracts | | | | $ | (130,014) | | |
Total | | | | $ | (130,014) | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Australia Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.6802 | | |
Voya Emerging Markets Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2014 | | |
Class S | | | NII | | | | $ | 0.1941 | | |
Voya Euro STOXX 50® Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1676 | | |
Class I | | | NII | | | | $ | 0.2245 | | |
Voya FTSE 100 Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4025 | | |
Class I | | | NII | | | | $ | 0.4558 | | |
All Classes | | | STCG | | | | $ | 0.0020 | | |
All Classes | | | LTCG | | | | $ | 0.3311 | | |
Voya Hang Seng Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.5035 | | |
Class I | | | NII | | | | $ | 0.5913 | | |
Class S | | | NII | | | | $ | 0.5486 | | |
All Classes | | | LTCG | | | | $ | 0.2086 | | |
Voya International Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2247 | | |
Class I | | | NII | | | | $ | 0.2751 | | |
Class S | | | NII | | | | $ | 0.2500 | | |
Class S2 | | | NII | | | | $ | 0.2541 | | |
Voya Japan TOPIX Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.0870 | | |
Class I | | | NII | | | | $ | 0.1545 | | |
All Classes | | | STCG | | | | $ | 0.0610 | | |
All Classes | | | LTCG | | | | $ | 0.3917 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2784 | | |
Class I | | | NII | | | | $ | 0.3358 | | |
Class S | | | NII | | | | $ | 0.2766 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Russell™ Large Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2279 | | |
Class I | | | NII | | | | $ | 0.3088 | | |
Class S | | | NII | | | | $ | 0.2671 | | |
Class S2 | | | NII | | | | $ | — | | |
Voya Russell™ Large Cap Value Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2723 | | |
Class I | | | NII | | | | $ | 0.3161 | | |
Class S | | | NII | | | | $ | 0.2821 | | |
All Classes | | | LTCG | | | | $ | 0.2933 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2697 | | |
Class S | | | NII | | | | $ | 0.1916 | | |
Class S2 | | | NII | | | | $ | 0.1189 | | |
Voya Russell™ Mid Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1371 | | |
Class I | | | NII | | | | $ | 0.2127 | | |
Class S | | | NII | | | | $ | 0.1688 | | |
Class S2 | | | NII | | | | $ | 0.1428 | | |
All Classes | | | STCG | | | | $ | 0.0246 | | |
All Classes | | | LTCG | | | | $ | 1.8846 | | |
Voya Russell™ Small Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1291 | | |
Class I | | | NII | | | | $ | 0.1998 | | |
Class S | | | NII | | | | $ | 0.1566 | | |
Class S2 | | | NII | | | | $ | 0.1359 | | |
All Classes | | | STCG | | | | $ | 0.0516 | | |
All Classes | | | LTCG | | | | $ | 1.6496 | | |
Voya U.S. Bond Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1740 | | |
Class I | | | NII | | | | $ | 0.2237 | | |
Class S | | | NII | | | | $ | 0.1984 | | |
Class S2 | | | NII | | | | $ | 0.1846 | | |
All Classes | | | STCG | | | | $ | 0.0147 | | |
All Classes | | | LTCG | | | | $ | 0.0008 | | |
| Voya Emerging Markets Index Portfolio | | | | | 0.06% | | |
| 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 | | | | | 99.97% | | |
| Voya Russell™ Small Cap Index Portfolio | | | | | 78.85% | | |
| Voya FTSE 100 Index® Portfolio | | | | $ | 10,242,193 | | |
| Voya Hang Seng Index Portfolio | | | | $ | 1,471,667 | | |
| Voya Japan TOPIX Index® Portfolio | | | | $ | 12,025,811 | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | $ | 6,032,983 | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | $ | 229,925,834 | | |
| Voya Russell™ Small Cap Index Portfolio | | | | $ | 82,935,149 | | |
| Voya U.S. Bond Index Portfolio | | | | $ | 262,437 | | |
| | | Creditable Foreign Taxes Paid | | | Per Share Amount | | | Portion of Ordinary Income Distribution Derived from Foreign Sourced Income* | | |||||||||
Voya Australia Index Portfolio | | | | $ | 3,039 | | | | | $ | 0.0002 | | | | | | 90.37% | | |
Voya Emerging Markets Index Portfolio | | | | $ | 1,361,569 | | | | | $ | 0.0250 | | | | | | 98.33% | | |
Voya Euro STOXX 50® Index Portfolio | | | | $ | 1,170,179 | | | | | $ | 0.0276 | | | | | | 100.00% | | |
Voya FTSE 100 Index® Portfolio | | | | $ | 14,150 | | | | | $ | 0.0004 | | | | | | 100.00% | | |
Voya Hang Seng Index Portfolio | | | | $ | 103,911 | | | | | $ | 0.0140 | | | | | | 94.23% | | |
Voya International Index Portfolio | | | | $ | 1,861,175 | | | | | $ | 0.0123 | | | | | | 94.55% | | |
Voya Japan TOPIX Index® Portfolio | | | | $ | 693,804 | | | | | $ | 0.0250 | | | | | | 88.79% | | |
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: 56 | | | 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 85258Age: 63 | | | 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: 68 | | | 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 (23 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: 75 | | | Director | | | May 2013 − Present | | | Retired. | | | 151 | | | None. | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258-2034 Age: 66 | | | 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: 72 | | | Director | | | December 2007 − Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | 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: 59 | | | 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: 66 | | | Director | | | May 2013 − Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | 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: 71 | | | Director | | | May 2013 − Present | | | Retired. | | | 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: 61 | | | 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 (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: 61 | | | 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: 58 | | | Executive Vice President | | | April 2002 − Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (March 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: 66 | | | 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 85258Age: 50 | | | Chief Compliance Officer | | | February 2012 − Present | | | Senior Vice President, Voya Investment Management 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: 49 | | | 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: 52 | | | Senior Vice President | | | December 2003 − Present | | | Senior Vice President, Voya Investments, LLC (September 2003 − Present). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | 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: 44 | | | 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: 58 | | | Vice President | | | September 2004 − Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 − Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | 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). | |
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 | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | 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). | |
Micheline S. Favor 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Vice President | | | September 2016 − Present | | | Vice President, Head of Fund Compliance, Voya Investments LLC, and Chief Compliance Officer for Voya Investments, LLC and Directed Services, LLC (June 2016 − Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 − June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 − March 2014); Assistant Vice President, Senior Project Manager (May 2008 − May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | 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: 40 | | | 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: 59 | | | Vice President | | | March 2006 − Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, 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: 47 | | | Vice President | | | May 2013 − Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). 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: 53 | | | Secretary | | | May 2013 − 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: 65 | | | 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: 54 | | | Assistant Secretary | | | May 2013 − 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), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Directors has determined that Colleen D. Baldwin, Peter S. Drotch, Martin J. Gavin, 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. Gavin, 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 or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $439,704 for the year ended December 31, 2016 and $399,815 for the year ended December 31, 2015. |
(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 $47,975 for the year ended December 31, 2016 and $50,500 for the year ended December 31, 2015. |
(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 $92,492 for the year ended December 31, 2016 and $101,525 for the year ended December 31, 2015. 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 $0 for the year ended December 31, 2016 and $2,650 for the year ended December 31, 2015. |
(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 19, 2015
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2016 through December 31, 2016
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, 2016 through December 31, 2016
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, 2016 through December 31, 2016
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, 2016 through December 31, 2016
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, 2016 to December 31, 2016
· | 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 INSURANCE TRUST
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, 2016 and December 31, 2015; 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 | 2016 | 2015 | ||||||
Voya Variable Portfolios, Inc. | $ | 140,467 | $ | 154,675 | ||||
Voya Investments, LLC (1) | $ | 93,650 | $ | 145,625 |
(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 reports 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 Index Plus LargeCap Portfolio, Voya Index Plus MidCap Portfolio, Voya Index Plus SmallCap Portfolio, Voya Global Equity Portfolio (formerly, Voya Global Value Advantage Portfolio), Voya Small Company Portfolio, 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, and Voya U.S. Bond Index 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, 2016, 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 or periods 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 Index Plus LargeCap Portfolio, Voya Index Plus MidCap Portfolio, Voya Index Plus SmallCap Portfolio, Voya Global Equity Portfolio (formerly, Voya Global Value Advantage Portfolio), Voya Small Company Portfolio, 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, and Voya U.S. Bond Index Portfolio, as of December 31, 2016 (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, 2016, 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, 2016, 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 or periods in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Boston, Massachusetts
February 23, 2017
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 11.8% | ||||||||||||||
19,033 | @ | Amazon.com, Inc. | 14,272,276 | 1.8 | ||||||||||
41,931 | Best Buy Co., Inc. | 1,789,196 | 0.2 | |||||||||||
39,029 | @ | Burlington Stores, Inc. | 3,307,708 | 0.4 | ||||||||||
141,024 | Coach, Inc. | 4,938,661 | 0.6 | |||||||||||
176,646 | Comcast Corp. – Class A | 12,197,406 | 1.6 | |||||||||||
81,528 | Foot Locker, Inc. | 5,779,520 | 0.7 | |||||||||||
61,036 | Hasbro, Inc. | 4,747,990 | 0.6 | |||||||||||
92,786 | Home Depot, Inc. | 12,440,747 | 1.6 | |||||||||||
266,854 | Interpublic Group of Cos., Inc. | 6,247,052 | 0.8 | |||||||||||
51,527 | Marriott International, Inc. | 4,260,252 | 0.6 | |||||||||||
81,809 | McDonald's Corp. | 9,957,791 | 1.3 | |||||||||||
78,936 | @ | Michael Kors Holdings Ltd. | 3,392,669 | 0.4 | ||||||||||
72,394 | L | Nordstrom, Inc. | 3,469,844 | 0.5 | ||||||||||
68,771 | Ross Stores, Inc. | 4,511,378 | 0.6 | |||||||||||
7,881 | Walt Disney Co. | 821,358 | 0.1 | |||||||||||
92,133,848 | 11.8 | |||||||||||||
Consumer Staples: 9.6% | ||||||||||||||
65,495 | Campbell Soup Co. | 3,960,483 | 0.5 | |||||||||||
124,186 | Church & Dwight Co., Inc. | 5,487,779 | 0.7 | |||||||||||
28,387 | Coca-Cola Co. | 1,176,925 | 0.2 | |||||||||||
12,136 | CVS Health Corp. | 957,652 | 0.1 | |||||||||||
35,387 | Dr Pepper Snapple Group, Inc. | 3,208,539 | 0.4 | |||||||||||
29,929 | JM Smucker Co. | 3,832,708 | 0.5 | |||||||||||
84,970 | Kraft Heinz Co. | 7,419,580 | 0.9 | |||||||||||
132,843 | @ | Monster Beverage Corp. | 5,890,259 | 0.8 | ||||||||||
114,066 | PepsiCo, Inc. | 11,934,726 | 1.5 | |||||||||||
121,579 | Philip Morris International, Inc. | 11,123,263 | 1.4 | |||||||||||
38,534 | Procter & Gamble Co. | 3,239,939 | 0.4 | |||||||||||
61,801 | Sysco Corp. | 3,421,921 | 0.4 | |||||||||||
57,599 | Tyson Foods, Inc. | 3,552,706 | 0.5 | |||||||||||
146,283 | Wal-Mart Stores, Inc. | 10,111,081 | 1.3 | |||||||||||
75,317,561 | 9.6 | |||||||||||||
Energy: 7.3% | ||||||||||||||
43,726 | Anadarko Petroleum Corp. | 3,049,014 | 0.4 | |||||||||||
47,498 | Baker Hughes, Inc. | 3,085,945 | 0.4 | |||||||||||
109,952 | Canadian Natural Resources Ltd. | 3,505,270 | 0.5 | |||||||||||
126,579 | Chevron Corp. | 14,898,348 | 1.9 | |||||||||||
124,789 | ENI SpA ADR | 4,023,197 | 0.5 | |||||||||||
52,290 | EQT Corp. | 3,419,766 | 0.4 | |||||||||||
111,395 | Exxon Mobil Corp. | 10,054,513 | 1.3 | |||||||||||
74,105 | Range Resources Corp. | 2,546,248 | 0.3 | |||||||||||
77,286 | Royal Dutch Shell PLC - Class A ADR | 4,202,812 | 0.5 | |||||||||||
19,140 | Schlumberger Ltd. | 1,606,803 | 0.2 | |||||||||||
103,196 | Valero Energy Corp. | 7,050,351 | 0.9 | |||||||||||
57,442,267 | 7.3 | |||||||||||||
Financials: 14.6% | ||||||||||||||
41,741 | @ | Affiliated Managers Group, Inc. | 6,064,967 | 0.8 |
15,823 | American Express Co. | 1,172,168 | 0.2 | |||||||||||
63,493 | Aon PLC | 7,081,374 | 0.9 | |||||||||||
88,597 | Arthur J. Gallagher & Co. | 4,603,500 | 0.6 | |||||||||||
532,990 | Bank of America Corp. | 11,779,079 | 1.5 | |||||||||||
43,391 | @ | Berkshire Hathaway, Inc. – Class B | 7,071,865 | 0.9 | ||||||||||
126,832 | Citigroup, Inc. | 7,537,626 | 1.0 | |||||||||||
99,367 | Discover Financial Services | 7,163,367 | 0.9 | |||||||||||
54,788 | Intercontinental Exchange, Inc. | 3,091,139 | 0.4 | |||||||||||
215,621 | JPMorgan Chase & Co. | 18,605,936 | 2.4 | |||||||||||
91,917 | Lazard Ltd. | 3,776,870 | 0.5 | |||||||||||
28,587 | Lincoln National Corp. | 1,894,461 | 0.2 | |||||||||||
235,898 | Navient Corp. | 3,875,804 | 0.5 | |||||||||||
54,939 | Prudential Financial, Inc. | 5,716,952 | 0.7 | |||||||||||
40,950 | Synchrony Financial | 1,485,257 | 0.2 | |||||||||||
88,121 | T. Rowe Price Group, Inc. | 6,631,986 | 0.8 | |||||||||||
77,165 | Unum Group | 3,389,858 | 0.4 | |||||||||||
240,190 | Wells Fargo & Co. | 13,236,871 | 1.7 | |||||||||||
114,179,080 | 14.6 | |||||||||||||
Health Care: 13.4% | ||||||||||||||
26,929 | AbbVie, Inc. | 1,686,294 | 0.2 | |||||||||||
53,498 | Amgen, Inc. | 7,821,943 | 1.0 | |||||||||||
11,027 | Anthem, Inc. | 1,585,352 | 0.2 | |||||||||||
21,919 | @ | Biogen, Inc. | 6,215,790 | 0.8 | ||||||||||
240,501 | @ | Boston Scientific Corp. | 5,202,037 | 0.7 | ||||||||||
105,112 | @ | Centene Corp. | 5,939,879 | 0.8 | ||||||||||
10,105 | @ | Edwards Lifesciences Corp. | 946,838 | 0.1 | ||||||||||
107,311 | Gilead Sciences, Inc. | 7,684,541 | 1.0 | |||||||||||
25,622 | Humana, Inc. | 5,227,657 | 0.7 | |||||||||||
10,989 | @ | Intuitive Surgical, Inc. | 6,968,894 | 0.9 | ||||||||||
162,852 | Johnson & Johnson | 18,762,179 | 2.4 | |||||||||||
13,976 | Medtronic PLC | 995,510 | 0.1 | |||||||||||
206,309 | Merck & Co., Inc. | 12,145,411 | 1.6 | |||||||||||
228,017 | Pfizer, Inc. | 7,405,992 | 0.9 | |||||||||||
74,669 | UnitedHealth Group, Inc. | 11,950,027 | 1.5 | |||||||||||
72,455 | Zoetis, Inc. | 3,878,516 | 0.5 | |||||||||||
104,416,860 | 13.4 | |||||||||||||
Industrials: 10.1% | ||||||||||||||
59,872 | Boeing Co. | 9,320,873 | 1.2 | |||||||||||
41,132 | Cummins, Inc. | 5,621,510 | 0.7 | |||||||||||
137,029 | Delta Air Lines, Inc. | 6,740,456 | 0.9 | |||||||||||
14,931 | Equifax, Inc. | 1,765,292 | 0.2 | |||||||||||
121,399 | Fortive Corp. | 6,510,628 | 0.8 | |||||||||||
175,566 | General Electric Co. | 5,547,886 | 0.7 | |||||||||||
84,764 | Ingersoll-Rand PLC - Class A | 6,360,691 | 0.8 | |||||||||||
18,786 | Lincoln Electric Holdings, Inc. | 1,440,323 | 0.2 | |||||||||||
3,734 | Lockheed Martin Corp. | 933,276 | 0.1 | |||||||||||
182,405 | Masco Corp. | 5,767,646 | 0.8 | |||||||||||
26,939 | MSC Industrial Direct Co. | 2,488,894 | 0.3 | |||||||||||
31,947 | Northrop Grumman Corp. | 7,430,233 | 1.0 | |||||||||||
182,294 | @ | Quanta Services, Inc. | 6,352,946 | 0.8 | ||||||||||
48,839 | Stanley Black & Decker, Inc. | 5,601,345 | 0.7 |
See Accompanying Notes to Financial Statements
1 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
96,991 | Waste Management, Inc. | 6,877,632 | 0.9 | |||||||||||
78,759,631 | 10.1 | |||||||||||||
Information Technology: 20.5% | ||||||||||||||
120,745 | Activision Blizzard, Inc. | 4,360,102 | 0.5 | |||||||||||
7,777 | @ | Alphabet, Inc. - Class A | 6,162,884 | 0.8 | ||||||||||
11,942 | @ | Alphabet, Inc. - Class C | 9,217,074 | 1.2 | ||||||||||
263,186 | Apple, Inc. | 30,482,203 | 3.9 | |||||||||||
140,152 | Applied Materials, Inc. | 4,522,705 | 0.6 | |||||||||||
389,420 | Cisco Systems, Inc. | 11,768,272 | 1.5 | |||||||||||
60,986 | CSRA, Inc. | 1,941,794 | 0.2 | |||||||||||
85,642 | @ | Electronic Arts, Inc. | 6,745,164 | 0.9 | ||||||||||
29,490 | @ | F5 Networks, Inc. | 4,267,793 | 0.5 | ||||||||||
139,953 | @ | Facebook, Inc. | 16,101,593 | 2.1 | ||||||||||
12,237 | International Business Machines Corp. | 2,031,220 | 0.3 | |||||||||||
299,683 | Intel Corp. | 10,869,502 | 1.4 | |||||||||||
384,823 | Microsoft Corp. | 23,912,901 | 3.0 | |||||||||||
131,813 | Oracle Corp. | 5,068,210 | 0.6 | |||||||||||
70,801 | Paychex, Inc. | 4,310,365 | 0.5 | |||||||||||
33,022 | Qualcomm, Inc. | 2,153,034 | 0.3 | |||||||||||
51,969 | @ | Red Hat, Inc. | 3,622,239 | 0.5 | ||||||||||
115,554 | Texas Instruments, Inc. | 8,431,975 | 1.1 | |||||||||||
10,044 | Visa, Inc. - Class A | 783,633 | 0.1 | |||||||||||
47,508 | @,L | VMware, Inc. | 3,740,305 | 0.5 | ||||||||||
160,492,968 | 20.5 | |||||||||||||
Materials: 2.7% | ||||||||||||||
68,339 | @ | Crown Holdings, Inc. | 3,592,581 | 0.5 | ||||||||||
145,556 | Dow Chemical Co. | 8,328,715 | 1.1 | |||||||||||
56,914 | Eastman Chemical Co. | 4,280,502 | 0.5 | |||||||||||
55,168 | LyondellBasell Industries NV - Class A | 4,732,311 | 0.6 | |||||||||||
20,934,109 | 2.7 | |||||||||||||
Real Estate: 2.7% | ||||||||||||||
9,063 | Crown Castle International Corp. | 786,396 | 0.1 | |||||||||||
19,920 | Equity Lifestyle Properties, Inc. | 1,436,232 | 0.2 | |||||||||||
122,345 | Gaming and Leisure Properties, Inc. | 3,746,204 | 0.5 | |||||||||||
251,753 | Host Hotels & Resorts, Inc. | 4,743,027 | 0.6 | |||||||||||
59,428 | ProLogis, Inc. | 3,137,204 | 0.4 | |||||||||||
42,560 | Simon Property Group, Inc. | 7,561,635 | 0.9 | |||||||||||
21,410,698 | 2.7 | |||||||||||||
Telecommunication Services: 2.5% | ||||||||||||||
339,284 | AT&T, Inc. | 14,429,748 | 1.9 | |||||||||||
92,291 | Verizon Communications, Inc. | 4,926,494 | 0.6 | |||||||||||
19,356,242 | 2.5 | |||||||||||||
Utilities: 3.4% | ||||||||||||||
173,897 | Centerpoint Energy, Inc. | 4,284,822 | 0.5 | |||||||||||
62,516 | Edison International | 4,500,527 | 0.6 | |||||||||||
205,096 | Exelon Corp. | 7,278,857 | 0.9 | |||||||||||
28,216 | FirstEnergy Corp. | 873,850 | 0.1 | |||||||||||
64,592 | NextEra Energy, Inc. | 7,716,160 | 1.0 |
35,301 | PG&E Corp. | 2,145,242 | 0.3 | |||||||||||
26,799,458 | 3.4 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $684,070,854) | 771,242,722 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.6% | ||||||||||||||
Securities Lending Collateralcc: 0.3% | ||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | 1,000,000 | 0.1 | |||||||||||
1,000,000 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,000,057, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 03/02/17-02/01/49) | 1,000,000 | 0.1 | |||||||||||
654,494 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $654,530, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $667,584, due 01/15/17-08/20/66) | 654,494 | 0.1 | |||||||||||
2,654,494 | 0.3 |
See Accompanying Notes to Financial Statements
2 |
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.3% | ||||||||||||||
9,929,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $9,929,000) | 9,929,000 | 1.3 | |||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $12,583,494) | 12,583,494 | 1.6 | ||||||||||||
Total Investments in Securities (Cost $696,654,348) | $ | 783,826,216 | 100.2 | |||||||||||
Liabilities in Excess of Other Assets | (1,430,670 | ) | (0.2 | ) | ||||||||||
Net Assets | $ | 782,395,546 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $697,500,095.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 98,621,994 | ||
Gross Unrealized Depreciation | (12,295,873 | ) | ||
Net Unrealized Appreciation | $ | 86,326,121 |
See Accompanying Notes to Financial Statements
3 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.7% | ||||||||||||||
Consumer Discretionary: 12.0% | ||||||||||||||
34,005 | Aarons, Inc. | 1,087,820 | 0.2 | |||||||||||
257,055 | American Eagle Outfitters, Inc. | 3,899,524 | 0.6 | |||||||||||
94,826 | Big Lots, Inc. | 4,761,213 | 0.7 | |||||||||||
116,028 | Brunswick Corp. | 6,328,167 | 1.0 | |||||||||||
132,614 | CalAtlantic Group, Inc. | 4,510,202 | 0.7 | |||||||||||
85,347 | Cheesecake Factory | 5,110,578 | 0.8 | |||||||||||
38,291 | Cinemark Holdings, Inc. | 1,468,843 | 0.2 | |||||||||||
5,424 | Cracker Barrel Old Country Store, Inc. | 905,700 | 0.1 | |||||||||||
224,377 | Dana, Inc. | 4,258,675 | 0.6 | |||||||||||
79,229 | Dick's Sporting Goods, Inc. | 4,207,060 | 0.6 | |||||||||||
37,287 | Domino's Pizza, Inc. | 5,937,582 | 0.9 | |||||||||||
41,074 | Foot Locker, Inc. | 2,911,736 | 0.4 | |||||||||||
58,138 | GameStop Corp. | 1,468,566 | 0.2 | |||||||||||
269,848 | Gentex Corp. | 5,313,307 | 0.8 | |||||||||||
31,883 | Hasbro, Inc. | 2,480,179 | 0.4 | |||||||||||
34,812 | @ | Helen of Troy Ltd. | 2,939,873 | 0.4 | ||||||||||
23,773 | Jack in the Box, Inc. | 2,654,018 | 0.4 | |||||||||||
99,949 | L | KB Home | 1,580,194 | 0.2 | ||||||||||
73,612 | New York Times Co. | 979,040 | 0.2 | |||||||||||
44,575 | Papa John's International, Inc. | 3,814,728 | 0.6 | |||||||||||
54,864 | Pool Corp. | 5,724,510 | 0.9 | |||||||||||
28,232 | Thor Industries, Inc. | 2,824,612 | 0.4 | |||||||||||
23,993 | Vail Resorts, Inc. | 3,870,311 | 0.6 | |||||||||||
16,680 | @ | Vista Outdoor, Inc. | 615,492 | 0.1 | ||||||||||
79,651,930 | 12.0 | |||||||||||||
Consumer Staples: 3.9% | ||||||||||||||
124,743 | @ | Blue Buffalo Pet Products, Inc. | 2,998,822 | 0.4 | ||||||||||
24,455 | Casey's General Stores, Inc. | 2,907,210 | 0.4 | |||||||||||
72,609 | Church & Dwight Co., Inc. | 3,208,592 | 0.5 | |||||||||||
71,401 | Energizer Holdings, Inc. | 3,185,199 | 0.5 | |||||||||||
48,114 | Ingredion, Inc. | 6,012,325 | 0.9 | |||||||||||
38,188 | @ | Lamb Weston Holdings, Inc. | 1,445,416 | 0.2 | ||||||||||
46,577 | @ | Post Holdings, Inc. | 3,744,325 | 0.6 | ||||||||||
37,645 | @ | United Natural Foods, Inc. | 1,796,419 | 0.3 | ||||||||||
13,718 | @ | WhiteWave Foods Co. | 762,721 | 0.1 | ||||||||||
26,061,029 | 3.9 | |||||||||||||
Energy: 3.2% | ||||||||||||||
68,531 | Consol Energy, Inc. | 1,249,320 | 0.2 | |||||||||||
37,707 | @ | Dril-Quip, Inc. | 2,264,305 | 0.3 | ||||||||||
63,496 | Ensco PLC | 617,181 | 0.1 | |||||||||||
16,676 | EQT Corp. | 1,090,611 | 0.2 | |||||||||||
61,030 | @ | Gulfport Energy Corp. | 1,320,689 | 0.2 | ||||||||||
130,479 | Nabors Industries Ltd. | 2,139,856 | 0.3 | |||||||||||
300,454 | QEP Resources, Inc. | 5,531,358 | 0.8 | |||||||||||
204,008 | Rowan Companies PLC | 3,853,711 | 0.6 | |||||||||||
94,475 | SM Energy Co. | 3,257,498 | 0.5 | |||||||||||
21,324,529 | 3.2 |
Financials: 16.8% | ||||||||||||||
15,832 | @ | Affiliated Managers Group, Inc. | 2,300,390 | 0.3 | ||||||||||
1,719 | @ | Alleghany Corp. | 1,045,358 | 0.2 | ||||||||||
8,469 | American Financial Group, Inc. | 746,288 | 0.1 | |||||||||||
37,857 | Arthur J. Gallagher & Co. | 1,967,050 | 0.3 | |||||||||||
75,982 | Aspen Insurance Holdings Ltd. | 4,179,010 | 0.6 | |||||||||||
65,471 | Bank of the Ozarks, Inc. | 3,443,120 | 0.5 | |||||||||||
94,436 | Chemical Financial Corp. | 5,115,598 | 0.8 | |||||||||||
22,831 | L | Cullen/Frost Bankers, Inc. | 2,014,379 | 0.3 | ||||||||||
73,454 | East-West Bancorp., Inc. | 3,733,667 | 0.6 | |||||||||||
39,808 | Eaton Vance Corp. | 1,667,159 | 0.3 | |||||||||||
31,786 | Everest Re Group Ltd. | 6,878,490 | 1.0 | |||||||||||
137,916 | First American Financial Corp. | 5,051,863 | 0.8 | |||||||||||
279,335 | @ | Genworth Financial, Inc. | 1,064,266 | 0.2 | ||||||||||
33,412 | Hanover Insurance Group, Inc. | 3,040,826 | 0.5 | |||||||||||
72,695 | Hartford Financial Services Group, Inc. | 3,463,917 | 0.5 | |||||||||||
151,095 | Janus Capital Group, Inc. | 2,005,031 | 0.3 | |||||||||||
218,974 | Keycorp | 4,000,655 | 0.6 | |||||||||||
98,983 | Lazard Ltd. | 4,067,212 | 0.6 | |||||||||||
31,412 | MarketAxess Holdings, Inc. | 4,615,051 | 0.7 | |||||||||||
28,730 | MB Financial, Inc. | 1,356,918 | 0.2 | |||||||||||
10,987 | MSCI, Inc. - Class A | 865,556 | 0.1 | |||||||||||
181,299 | Old Republic International Corp. | 3,444,681 | 0.5 | |||||||||||
110,656 | PacWest Bancorp | 6,024,113 | 0.9 | |||||||||||
53,915 | Primerica, Inc. | 3,728,222 | 0.6 | |||||||||||
34,930 | Prosperity Bancshares, Inc. | 2,507,275 | 0.4 | |||||||||||
10,063 | Raymond James Financial, Inc. | 697,064 | 0.1 | |||||||||||
48,617 | Reinsurance Group of America, Inc. | 6,117,477 | 0.9 | |||||||||||
49,816 | @ | Signature Bank | 7,482,363 | 1.1 | ||||||||||
108,524 | @ | SLM Corp. | 1,195,935 | 0.2 | ||||||||||
46,734 | @ | SVB Financial Group | 8,022,358 | 1.2 | ||||||||||
228,969 | Umpqua Holdings Corp. | 4,300,038 | 0.6 | |||||||||||
36,769 | Webster Financial Corp. | 1,995,821 | 0.3 | |||||||||||
73,746 | @ | Western Alliance Bancorp. | 3,592,168 | 0.5 | ||||||||||
111,729,319 | 16.8 | |||||||||||||
Health Care: 8.5% | ||||||||||||||
24,425 | @ | Abiomed, Inc. | 2,752,209 | 0.4 | ||||||||||
74,642 | @ | Akorn, Inc. | 1,629,435 | 0.2 | ||||||||||
28,527 | @ | Align Technology, Inc. | 2,742,301 | 0.4 | ||||||||||
34,327 | @ | Centene Corp. | 1,939,819 | 0.3 | ||||||||||
61,139 | @ | Charles River Laboratories International, Inc. | 4,658,180 | 0.7 | ||||||||||
29,481 | @ | Edwards Lifesciences Corp. | 2,762,370 | 0.4 | ||||||||||
116,962 | Healthsouth Corp. | 4,823,513 | 0.7 | |||||||||||
28,638 | Hill-Rom Holdings, Inc. | 1,607,737 | 0.2 | |||||||||||
55,366 | @ | Idexx Laboratories, Inc. | 6,492,771 | 1.0 | ||||||||||
30,530 | @ | Mednax, Inc. | 2,035,130 | 0.3 |
See Accompanying Notes to Financial Statements
4 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
18,219 | @ | Molina Healthcare, Inc. | 988,563 | 0.2 | ||||||||||
55,083 | @ | NuVasive, Inc. | 3,710,391 | 0.6 | ||||||||||
17,460 | Owens & Minor, Inc. | 616,163 | 0.1 | |||||||||||
63,399 | @ | Prestige Brands Holdings, Inc. | 3,303,088 | 0.5 | ||||||||||
13,193 | L | Resmed, Inc. | 818,626 | 0.1 | ||||||||||
37,178 | STERIS PLC | 2,505,425 | 0.4 | |||||||||||
84,208 | @ | VCA, Inc. | 5,780,879 | 0.9 | ||||||||||
39,391 | @ | WellCare Health Plans, Inc. | 5,399,718 | 0.8 | ||||||||||
38,799 | Zoetis, Inc. | 2,076,910 | 0.3 | |||||||||||
56,643,228 | 8.5 | |||||||||||||
Industrials: 15.7% | ||||||||||||||
42,312 | Alaska Air Group, Inc. | 3,754,344 | 0.6 | |||||||||||
30,390 | Carlisle Cos., Inc. | 3,351,713 | 0.5 | |||||||||||
54,690 | Clarcor, Inc. | 4,510,284 | 0.7 | |||||||||||
60,628 | Curtiss-Wright Corp. | 5,963,370 | 0.9 | |||||||||||
22,189 | @,L | Dycom Industries, Inc. | 1,781,555 | 0.3 | ||||||||||
18,741 | EnerSys | 1,463,672 | 0.2 | |||||||||||
21,198 | Equifax, Inc. | 2,506,240 | 0.4 | |||||||||||
10,940 | @ | Esterline Technologies Corp. | 975,848 | 0.1 | ||||||||||
45,777 | @ | FTI Consulting, Inc. | 2,063,627 | 0.3 | ||||||||||
23,274 | @ | Genesee & Wyoming, Inc. | 1,615,448 | 0.2 | ||||||||||
40,839 | Herman Miller, Inc. | 1,396,694 | 0.2 | |||||||||||
36,926 | Huntington Ingalls Industries, Inc. | 6,801,400 | 1.0 | |||||||||||
56,150 | IDEX Corp. | 5,056,869 | 0.8 | |||||||||||
242,584 | @ | JetBlue Airways Corp. | 5,438,733 | 0.8 | ||||||||||
29,689 | @ | KLX, Inc. | 1,339,271 | 0.2 | ||||||||||
55,952 | Lincoln Electric Holdings, Inc. | 4,289,840 | 0.6 | |||||||||||
58,177 | Manpowergroup, Inc. | 5,170,190 | 0.8 | |||||||||||
98,339 | Masco Corp. | 3,109,479 | 0.5 | |||||||||||
47,516 | MSC Industrial Direct Co. | 4,390,003 | 0.7 | |||||||||||
46,755 | Nordson Corp. | 5,238,898 | 0.8 | |||||||||||
8,734 | @ | Old Dominion Freight Line | 749,290 | 0.1 | ||||||||||
32,140 | Orbital ATK, Inc. | 2,819,642 | 0.4 | |||||||||||
65,340 | @ | Quanta Services, Inc. | 2,277,099 | 0.3 | ||||||||||
74,158 | Regal-Beloit Corp. | 5,135,441 | 0.8 | |||||||||||
15,430 | Stanley Black & Decker, Inc. | 1,769,667 | 0.3 | |||||||||||
32,101 | @ | Teledyne Technologies, Inc. | 3,948,423 | 0.6 | ||||||||||
63,201 | Terex Corp. | 1,992,728 | 0.3 | |||||||||||
128,759 | Timken Co. | 5,111,732 | 0.8 | |||||||||||
123,210 | Toro Co. | 6,893,600 | 1.0 | |||||||||||
4,808 | Valmont Industries, Inc. | 677,447 | 0.1 | |||||||||||
36,168 | L | Wabtec Corp. | 3,002,667 | 0.4 | ||||||||||
104,595,214 | 15.7 | |||||||||||||
Information Technology: 16.8% | ||||||||||||||
28,407 | Amphenol Corp. | 1,908,950 | 0.3 | |||||||||||
7,172 | @ | Ansys, Inc. | 663,338 | 0.1 | ||||||||||
216,078 | @ | ARRIS International PLC | 6,510,430 | 1.0 | ||||||||||
79,036 | @ | Arrow Electronics, Inc. | 5,635,267 | 0.8 | ||||||||||
67,734 | Belden, Inc. | 5,064,471 | 0.8 | |||||||||||
97,848 | Broadridge Financial Solutions, Inc. ADR | 6,487,322 | 1.0 | |||||||||||
49,975 | Brocade Communications Systems, Inc. | 624,188 | 0.1 |
25,319 | @ | Cadence Design Systems, Inc. | 638,545 | 0.1 | ||||||||||
12,405 | CDK Global, Inc. | 740,454 | 0.1 | |||||||||||
217,496 | @ | Ciena Corp. | 5,309,077 | 0.8 | ||||||||||
22,490 | @ | Cirrus Logic, Inc. | 1,271,585 | 0.2 | ||||||||||
75,675 | @ | Commvault Systems, Inc. | 3,889,695 | 0.6 | ||||||||||
11,096 | Computer Sciences Corp. | 659,324 | 0.1 | |||||||||||
45,035 | Convergys Corp. | 1,106,060 | 0.2 | |||||||||||
14,625 | @ | CoStar Group, Inc. | 2,756,666 | 0.4 | ||||||||||
37,604 | @ | Electronic Arts, Inc. | 2,961,691 | 0.4 | ||||||||||
41,286 | Fair Isaac Corp. | 4,922,117 | 0.7 | |||||||||||
95,022 | @ | Fortinet, Inc. | 2,862,063 | 0.4 | ||||||||||
22,368 | @ | Gartner, Inc. | 2,260,734 | 0.3 | ||||||||||
10,626 | @ | Guidewire Software, Inc. | 524,181 | 0.1 | ||||||||||
236,984 | @ | Integrated Device Technology, Inc. | 5,583,343 | 0.8 | ||||||||||
34,005 | InterDigital, Inc. | 3,106,357 | 0.5 | |||||||||||
46,616 | j2 Global, Inc. | 3,813,189 | 0.6 | |||||||||||
82,709 | @ | Manhattan Associates, Inc. | 4,386,058 | 0.7 | ||||||||||
49,220 | Maxim Integrated Products | 1,898,415 | 0.3 | |||||||||||
15,113 | @ | Microsemi Corp. | 815,649 | 0.1 | ||||||||||
56,813 | Monolithic Power Systems, Inc. | 4,654,689 | 0.7 | |||||||||||
108,094 | National Instruments Corp. | 3,331,457 | 0.5 | |||||||||||
37,948 | @ | Netscout Systems, Inc. | 1,195,362 | 0.2 | ||||||||||
89,375 | @ | NeuStar, Inc. | 2,985,125 | 0.5 | ||||||||||
157,557 | @ | ON Semiconductor Corp. | 2,010,427 | 0.3 | ||||||||||
32,688 | Paychex, Inc. | 1,990,045 | 0.3 | |||||||||||
21,379 | Plantronics, Inc. | 1,170,714 | 0.2 | |||||||||||
18,551 | @ | PTC, Inc. | 858,355 | 0.1 | ||||||||||
33,637 | Science Applications International Corp. | 2,852,418 | 0.4 | |||||||||||
23,989 | @ | Synaptics, Inc. | 1,285,331 | 0.2 | ||||||||||
13,322 | @ | Synopsys, Inc. | 784,133 | 0.1 | ||||||||||
123,072 | @ | Trimble, Inc. | 3,710,621 | 0.6 | ||||||||||
13,696 | @ | Tyler Technologies, Inc. | 1,955,378 | 0.3 | ||||||||||
44,817 | @ | Vantiv, Inc. | 2,671,990 | 0.4 | ||||||||||
77,520 | @ | Versum Materials, Inc. | 2,175,986 | 0.3 | ||||||||||
13,553 | @ | WEX, Inc. | 1,512,515 | 0.2 | ||||||||||
111,543,715 | 16.8 | |||||||||||||
Materials: 6.5% | ||||||||||||||
37,608 | Cabot Corp. | 1,900,708 | 0.3 | |||||||||||
236,876 | Commercial Metals Co. | 5,159,159 | 0.8 | |||||||||||
8,290 | Compass Minerals International, Inc. | 649,521 | 0.1 | |||||||||||
62,150 | @ | Crown Holdings, Inc. | 3,267,225 | 0.5 | ||||||||||
51,818 | Minerals Technologies, Inc. | 4,002,941 | 0.6 | |||||||||||
121,130 | Olin Corp. | 3,102,139 | 0.5 | |||||||||||
89,119 | Packaging Corp. of America | 7,559,074 | 1.1 | |||||||||||
22,882 | PolyOne Corp. | 733,139 | 0.1 | |||||||||||
42,955 | Reliance Steel & Aluminum Co. | 3,416,641 | 0.5 | |||||||||||
23,800 | RPM International, Inc. | 1,281,154 | 0.2 | |||||||||||
141,670 | Steel Dynamics, Inc. | 5,040,619 | 0.8 | |||||||||||
7,242 | Valspar Corp. | 750,344 | 0.1 | |||||||||||
128,222 | L | Valvoline, Inc. | 2,756,773 | 0.4 |
See Accompanying Notes to Financial Statements
5 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
78,039 | Worthington Industries, Inc. | 3,702,170 | 0.5 | |||||||||||
43,321,607 | 6.5 | |||||||||||||
Real Estate: 10.0% | ||||||||||||||
5,986 | Alexandria Real Estate Equities, Inc. | 665,224 | 0.1 | |||||||||||
41,825 | Camden Property Trust | 3,516,228 | 0.5 | |||||||||||
75,081 | Care Capital Properties, Inc. | 1,877,025 | 0.3 | |||||||||||
177,688 | @ | Communications Sales & Leasing, Inc. | 4,515,052 | 0.7 | ||||||||||
65,988 | CoreCivic, Inc. | 1,614,066 | 0.2 | |||||||||||
154,970 | Cousins Properties, Inc. | 1,318,795 | 0.2 | |||||||||||
78,071 | CyrusOne, Inc. | 3,492,116 | 0.5 | |||||||||||
51,377 | DCT Industrial Trust, Inc. | 2,459,931 | 0.4 | |||||||||||
41,404 | Duke Realty Corp. | 1,099,690 | 0.2 | |||||||||||
36,392 | Equity Lifestyle Properties, Inc. | 2,623,863 | 0.4 | |||||||||||
66,960 | First Industrial Realty Trust, Inc. | 1,878,228 | 0.3 | |||||||||||
96,289 | Gaming and Leisure Properties, Inc. | 2,948,369 | 0.4 | |||||||||||
32,579 | Hospitality Properties Trust | 1,034,057 | 0.2 | |||||||||||
43,907 | Kilroy Realty Corp. | 3,214,871 | 0.5 | |||||||||||
145,421 | LaSalle Hotel Properties | 4,430,978 | 0.7 | |||||||||||
88,542 | Liberty Property Trust | 3,497,409 | 0.5 | |||||||||||
35,403 | Life Storage, Inc. | 3,018,460 | 0.5 | |||||||||||
345,215 | Medical Properties Trust, Inc. | 4,246,144 | 0.6 | |||||||||||
95,479 | Omega Healthcare Investors, Inc. | 2,984,674 | 0.4 | |||||||||||
52,332 | Senior Housing Properties Trust | 990,645 | 0.1 | |||||||||||
26,806 | Sun Communities, Inc. | 2,053,608 | 0.3 | |||||||||||
122,357 | Tanger Factory Outlet Centers, Inc. | 4,377,933 | 0.7 | |||||||||||
45,164 | Taubman Centers, Inc. | 3,338,974 | 0.5 | |||||||||||
104,777 | Urban Edge Properties | 2,882,415 | 0.4 | |||||||||||
67,040 | Weingarten Realty Investors | 2,399,362 | 0.4 | |||||||||||
66,478,117 | 10.0 | |||||||||||||
Utilities: 5.3% | ||||||||||||||
12,475 | Atmos Energy Corp. | 925,021 | 0.1 | |||||||||||
81,860 | Black Hills Corp. | 5,021,293 | 0.8 | |||||||||||
32,434 | Energen Corp. | 1,870,469 | 0.3 | |||||||||||
186,059 | Great Plains Energy, Inc. | 5,088,714 | 0.8 | |||||||||||
22,495 | Idacorp, Inc. | 1,811,972 | 0.3 | |||||||||||
124,643 | MDU Resources Group, Inc. | 3,585,979 | 0.5 | |||||||||||
101,858 | National Fuel Gas Co. | 5,769,237 | 0.9 | |||||||||||
21,845 | ONE Gas, Inc. | 1,397,206 | 0.2 | |||||||||||
28,269 | Southwest Gas Corp. | 2,165,971 | 0.3 | |||||||||||
136,526 | UGI Corp. | 6,291,118 | 0.9 | |||||||||||
20,818 | Westar Energy, Inc. | 1,173,094 | 0.2 | |||||||||||
35,100,074 | 5.3 | |||||||||||||
Total Common Stock (Cost $574,371,273) | 656,448,762 | 98.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.8% | ||||||||||||||
Securities Lending Collateralcc: 1.6% | ||||||||||||||
2,572,003 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,572,144, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,623,443, due 01/25/17-10/20/66) | 2,572,003 | 0.4 | |||||||||||
2,572,003 | Citigroup, Inc., Repurchase Agreement dated 12/30/16, 0.53%, due 01/03/17 (Repurchase Amount $2,572,152, collateralized by various U.S. Government Agency Obligations, 2.000%-8.500%, Market Value plus accrued interest $2,623,443, due 12/01/17-01/01/47) | 2,572,003 | 0.4 | |||||||||||
2,572,003 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $2,572,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,623,443, due 03/02/17-02/01/49) | 2,572,003 | 0.4 | |||||||||||
541,360 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $541,390, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $552,187, due 10/31/18-11/30/22) | 541,360 | 0.0 |
See Accompanying Notes to Financial Statements
6 |
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
2,572,003 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,572,144, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,623,443, due 01/15/17-08/20/66) | 2,572,003 | 0.4 | |||||||||||
10,829,372 | 1.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.2% | ||||||||||||||
7,829,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $7,829,000) | 7,829,000 | 1.2 | |||||||||||
Total Short-Term Investments (Cost $18,658,372) | 18,658,372 | 2.8 | ||||||||||||
Total Investments in Securities (Cost $593,029,645) | $ | 675,107,134 | 101.5 | |||||||||||
Liabilities in Excess of Other Assets | (9,910,100 | ) | (1.5 | ) | ||||||||||
Net Assets | $ | 665,197,034 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $593,938,075.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 93,705,400 | ||
Gross Unrealized Depreciation | (12,536,341 | ) | ||
Net Unrealized Appreciation | $ | 81,169,059 |
See Accompanying Notes to Financial Statements
7 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 14.2% | ||||||||||||||
106,597 | @ | American Axle & Manufacturing Holdings, Inc. | 2,057,322 | 0.6 | ||||||||||
128,912 | @ | Belmond Ltd. | 1,720,975 | 0.5 | ||||||||||
30,170 | Big Lots, Inc. | 1,514,836 | 0.5 | |||||||||||
108,242 | @ | Boyd Gaming Corp. | 2,183,241 | 0.7 | ||||||||||
20,770 | @ | Bright Horizons Family Solutions, Inc. | 1,454,315 | 0.4 | ||||||||||
76,189 | Caleres, Inc. | 2,500,523 | 0.8 | |||||||||||
155,548 | Callaway Golf Co. | 1,704,806 | 0.5 | |||||||||||
4,871 | @ | Cavco Industries, Inc. | 486,369 | 0.2 | ||||||||||
26,849 | Childrens Place Retail Stores, Inc. | 2,710,407 | 0.8 | |||||||||||
22,875 | Cinemark Holdings, Inc. | 877,485 | 0.3 | |||||||||||
9,044 | @ | Cooper-Standard Holdings, Inc. | 934,969 | 0.3 | ||||||||||
49,802 | @ | Dave & Buster's Entertainment, Inc. | 2,803,853 | 0.9 | ||||||||||
4,390 | Drew Industries, Inc. | 473,022 | 0.1 | |||||||||||
9,216 | Ethan Allen Interiors, Inc. | 339,610 | 0.1 | |||||||||||
26,944 | Finish Line, Inc. | 506,817 | 0.2 | |||||||||||
65,960 | @ | Five Below, Inc. | 2,635,762 | 0.8 | ||||||||||
28,382 | @ | Genesco, Inc. | 1,762,522 | 0.5 | ||||||||||
15,131 | Haverty Furniture Cos., Inc. | 358,605 | 0.1 | |||||||||||
12,396 | @ | Helen of Troy Ltd. | 1,046,842 | 0.3 | ||||||||||
10,323 | @,L | Hibbett Sporting Goods, Inc. | 385,048 | 0.1 | ||||||||||
64,904 | La-Z-Boy, Inc. | 2,015,269 | 0.6 | |||||||||||
53,509 | @ | M/I Homes, Inc. | 1,347,357 | 0.4 | ||||||||||
32,548 | Marriott Vacations Worldwide Corp. | 2,761,698 | 0.9 | |||||||||||
57,922 | @ | Meritage Homes Corp. | 2,015,686 | 0.6 | ||||||||||
35,543 | Monro Muffler Brake, Inc. | 2,033,060 | 0.6 | |||||||||||
33,239 | Movado Group, Inc. | 955,621 | 0.3 | |||||||||||
24,305 | @ | Nautilus, Inc. | 449,642 | 0.1 | ||||||||||
14,549 | Papa John's International, Inc. | 1,245,103 | 0.4 | |||||||||||
25,259 | @ | Perry Ellis International, Inc. | 629,202 | 0.2 | ||||||||||
24,985 | Ruth's Hospitality Group, Inc. | 457,225 | 0.1 | |||||||||||
68,679 | Sonic Corp. | 1,820,680 | 0.6 | |||||||||||
31,964 | Superior Industries International | 842,251 | 0.3 | |||||||||||
19,909 | @ | Universal Electronics, Inc. | 1,285,126 | 0.4 | ||||||||||
46,315,249 | 14.2 | |||||||||||||
Consumer Staples: 2.4% | ||||||||||||||
2,978 | B&G Foods, Inc. | 130,436 | 0.0 | |||||||||||
45,062 | @ | Blue Buffalo Pet Products, Inc. | 1,083,290 | 0.3 | ||||||||||
14,203 | Calavo Growers, Inc. | 872,064 | 0.3 | |||||||||||
14,606 | L | Cal-Maine Foods, Inc. | 645,220 | 0.2 | ||||||||||
38,099 | @,L | Central Garden & Pet Co. | 1,260,696 | 0.4 | ||||||||||
39,959 | @ | Central Garden and Pet Co. | 1,234,733 | 0.4 |
11,332 | L | Sanderson Farms, Inc. | 1,067,928 | 0.3 | ||||||||||
33,340 | SpartanNash Co. | 1,318,264 | 0.4 | |||||||||||
5,190 | Universal Corp. | 330,863 | 0.1 | |||||||||||
7,943,494 | 2.4 | |||||||||||||
Energy: 3.7% | ||||||||||||||
59,026 | Archrock, Inc. | 779,143 | 0.3 | |||||||||||
122,696 | L | Atwood Oceanics, Inc. | 1,610,998 | 0.5 | ||||||||||
34,758 | @ | Bill Barrett Corp. | 242,958 | 0.1 | ||||||||||
63,713 | @ | Carrizo Oil & Gas, Inc. | 2,379,681 | 0.7 | ||||||||||
56,626 | @ | Cloud Peak Energy, Inc. | 317,672 | 0.1 | ||||||||||
22,467 | @ | Dril-Quip, Inc. | 1,349,143 | 0.4 | ||||||||||
40,448 | @,L | Northern Oil And Gas, Inc. | 111,232 | 0.0 | ||||||||||
4,817 | @ | PDC Energy, Inc. | 349,618 | 0.1 | ||||||||||
15,618 | @ | REX American Resources Corp. | 1,542,278 | 0.5 | ||||||||||
67,450 | @ | Tetra Technologies, Inc. | 338,599 | 0.1 | ||||||||||
87,827 | @ | Unit Corp. | 2,359,912 | 0.7 | ||||||||||
10,744 | US Silica Holdings, Inc. | 608,970 | 0.2 | |||||||||||
11,990,204 | 3.7 | |||||||||||||
Financials: 17.2% | ||||||||||||||
8,674 | Ameris Bancorp. | 378,186 | 0.1 | |||||||||||
30,541 | Amerisafe, Inc. | 1,904,231 | 0.6 | |||||||||||
26,586 | Astoria Financial Corp. | 495,829 | 0.1 | |||||||||||
20,801 | L | Banc of California, Inc. | 360,897 | 0.1 | ||||||||||
37,764 | Banner Corp. | 2,107,609 | 0.6 | |||||||||||
38,156 | @,L | BofI Holding, Inc. | 1,089,354 | 0.3 | ||||||||||
33,783 | Brookline Bancorp., Inc. | 554,041 | 0.2 | |||||||||||
14,061 | Central Pacific Financial Corp. | 441,797 | 0.1 | |||||||||||
33,453 | Chemical Financial Corp. | 1,812,149 | 0.6 | |||||||||||
43,655 | Evercore Partners, Inc. | 2,999,098 | 0.9 | |||||||||||
31,375 | First American Financial Corp. | 1,149,266 | 0.3 | |||||||||||
71,373 | @ | First BanCorp. Puerto Rico | 471,776 | 0.1 | ||||||||||
71,478 | Great Western Bancorp, Inc. | 3,115,726 | 1.0 | |||||||||||
16,490 | Hanmi Financial Corp. | 575,501 | 0.2 | |||||||||||
90,925 | Home Bancshares, Inc./Conway AR | 2,524,987 | 0.8 | |||||||||||
58,510 | Horace Mann Educators Corp. | 2,504,228 | 0.8 | |||||||||||
13,131 | Independent Bank Corp. | 925,079 | 0.3 | |||||||||||
50,883 | Interactive Brokers Group, Inc. | 1,857,738 | 0.6 | |||||||||||
61,766 | Investment Technology Group, Inc. | 1,219,261 | 0.4 | |||||||||||
110,180 | Janus Capital Group, Inc. | 1,462,089 | 0.4 | |||||||||||
22,404 | LegacyTexas Financial Group, Inc. | 964,716 | 0.3 | |||||||||||
44,748 | Maiden Holdings Ltd. | 780,853 | 0.2 | |||||||||||
33,754 | MB Financial, Inc. | 1,594,201 | 0.5 | |||||||||||
178,005 | @ | MGIC Investment Corp. | 1,813,871 | 0.6 | ||||||||||
18,136 | NBT Bancorp., Inc. | 759,536 | 0.2 | |||||||||||
38,512 | OFG Bancorp | 504,507 | 0.2 | |||||||||||
28,090 | Pinnacle Financial Partners, Inc. | 1,946,637 | 0.6 | |||||||||||
20,889 | @ | Piper Jaffray Cos. | 1,514,452 | 0.5 | ||||||||||
14,536 | Provident Financial Services, Inc. | 411,369 | 0.1 | |||||||||||
94,320 | Radian Group, Inc. | 1,695,874 | 0.5 |
See Accompanying Notes to Financial Statements
8 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
67,065 | Selective Insurance Group | 2,887,148 | 0.9 | |||||||||||
55,133 | ServisFirst Bancshares, Inc. | 2,064,180 | 0.6 | |||||||||||
40,932 | Simmons First National Corp. | 2,543,924 | 0.8 | |||||||||||
137,676 | Sterling Bancorp/DE | 3,221,618 | 1.0 | |||||||||||
4,212 | @ | Texas Capital Bancshares, Inc. | 330,221 | 0.1 | ||||||||||
57,808 | Trustco Bank Corp. | 505,820 | 0.2 | |||||||||||
6,951 | United Bankshares, Inc. | 321,484 | 0.1 | |||||||||||
7,087 | United Fire Group, Inc. | 348,468 | 0.1 | |||||||||||
49,190 | United Insurance Holdings Corp. | 744,737 | 0.2 | |||||||||||
30,550 | Webster Financial Corp. | 1,658,254 | 0.5 | |||||||||||
25,470 | @ | Western Alliance Bancorp. | 1,240,644 | 0.4 | ||||||||||
5,318 | Wintrust Financial Corp. | 385,927 | 0.1 | |||||||||||
56,187,283 | 17.2 | |||||||||||||
Health Care: 12.4% | ||||||||||||||
22,854 | Aceto Corp. | 502,102 | 0.2 | |||||||||||
65,298 | @ | Air Methods Corp. | 2,079,741 | 0.6 | ||||||||||
3,900 | @ | Almost Family, Inc. | 171,990 | 0.1 | ||||||||||
42,986 | @ | Amedisys, Inc. | 1,832,493 | 0.6 | ||||||||||
59,894 | @ | AMN Healthcare Services, Inc. | 2,302,924 | 0.7 | ||||||||||
33,720 | @ | Amphastar Pharmaceuticals, Inc. | 621,122 | 0.2 | ||||||||||
10,509 | @ | Anika Therapeutics, Inc. | 514,521 | 0.2 | ||||||||||
17,780 | @ | Cambrex Corp. | 959,231 | 0.3 | ||||||||||
13,459 | Cantel Medical Corp. | 1,059,896 | 0.3 | |||||||||||
13,690 | @ | Charles River Laboratories International, Inc. | 1,043,041 | 0.3 | ||||||||||
11,920 | Chemed Corp. | 1,912,087 | 0.6 | |||||||||||
40,885 | @ | Cynosure, Inc. | 1,864,356 | 0.6 | ||||||||||
24,684 | @,L | Depomed, Inc. | 444,806 | 0.1 | ||||||||||
37,693 | @ | Emergent Biosolutions, Inc. | 1,237,838 | 0.4 | ||||||||||
17,203 | @,L | Enanta Pharmaceuticals, Inc. | 576,301 | 0.2 | ||||||||||
18,570 | Healthsouth Corp. | 765,827 | 0.2 | |||||||||||
119,406 | @ | Impax Laboratories, Inc. | 1,582,130 | 0.5 | ||||||||||
39,026 | @ | Integer Holdings Corp. | 1,149,316 | 0.3 | ||||||||||
14,449 | @,L | Lannett Co., Inc. | 318,600 | 0.1 | ||||||||||
7,141 | @ | LHC Group, Inc. | 326,344 | 0.1 | ||||||||||
4,797 | @,L | Ligand Pharmaceuticals, Inc. | 487,423 | 0.1 | ||||||||||
73,821 | @ | Luminex Corp. | 1,493,399 | 0.5 | ||||||||||
46,877 | @ | Masimo Corp. | 3,159,510 | 1.0 | ||||||||||
2,711 | @ | Medidata Solutions, Inc. | 134,655 | 0.0 | ||||||||||
87,651 | @ | Merit Medical Systems, Inc. | 2,322,752 | 0.7 | ||||||||||
56,032 | @ | Natus Medical, Inc. | 1,949,914 | 0.6 | ||||||||||
20,788 | @ | Neogen Corp. | 1,372,008 | 0.4 | ||||||||||
18,512 | @ | NuVasive, Inc. | 1,246,968 | 0.4 | ||||||||||
37,496 | @ | Omnicell, Inc. | 1,271,114 | 0.4 | ||||||||||
37,478 | Owens & Minor, Inc. | 1,322,599 | 0.4 | |||||||||||
69,060 | @ | Select Medical Holdings Corp. | 915,045 | 0.3 | ||||||||||
112,381 | @ | Spectrum Pharmaceuticals, Inc. | 497,848 | 0.1 | ||||||||||
28,925 | @ | Supernus Pharmaceuticals, Inc. | 730,356 | 0.2 | ||||||||||
38,374 | @ | Surgical Care Affiliates, Inc. | 1,775,565 | 0.5 |
20,507 | @ | SurModics, Inc. | 520,878 | 0.2 | ||||||||||
40,464,700 | 12.4 | |||||||||||||
Industrials: 18.1% | ||||||||||||||
63,178 | ABM Industries, Inc. | 2,580,190 | 0.8 | |||||||||||
78,255 | Actuant Corp. | 2,030,717 | 0.6 | |||||||||||
14,279 | @ | Aegion Corp. | 338,412 | 0.1 | ||||||||||
15,367 | Allegiant Travel Co. | 2,557,069 | 0.8 | |||||||||||
12,857 | @ | American Woodmark Corp. | 967,489 | 0.3 | ||||||||||
23,051 | Apogee Enterprises, Inc. | 1,234,612 | 0.4 | |||||||||||
20,206 | ArcBest Corp. | 558,696 | 0.2 | |||||||||||
45,547 | @ | Atlas Air Worldwide Holdings, Inc. | 2,375,276 | 0.7 | ||||||||||
59,619 | Barnes Group, Inc. | 2,827,133 | 0.9 | |||||||||||
46,822 | Brady Corp. | 1,758,166 | 0.5 | |||||||||||
33,155 | CIRCOR International, Inc. | 2,151,096 | 0.7 | |||||||||||
8,827 | Comfort Systems USA, Inc. | 293,939 | 0.1 | |||||||||||
8,407 | Curtiss-Wright Corp. | 826,913 | 0.3 | |||||||||||
26,757 | EnPro Industries, Inc. | 1,802,352 | 0.5 | |||||||||||
8,174 | G&K Services, Inc. | 788,382 | 0.2 | |||||||||||
49,654 | L | Greenbrier Cos., Inc. | 2,063,124 | 0.6 | ||||||||||
8,538 | @ | Hawaiian Holdings, Inc. | 486,666 | 0.1 | ||||||||||
66,865 | Healthcare Services Group, Inc. | 2,619,102 | 0.8 | |||||||||||
31,397 | Insperity, Inc. | 2,227,617 | 0.7 | |||||||||||
12,420 | Kaman Corp. | 607,711 | 0.2 | |||||||||||
63,654 | Knight Transportation, Inc. | 2,103,765 | 0.6 | |||||||||||
23,528 | L | Lindsay Manufacturing Co. | 1,755,424 | 0.5 | ||||||||||
13,129 | @ | Lydall, Inc. | 812,029 | 0.2 | ||||||||||
64,952 | Mobile Mini, Inc. | 1,964,798 | 0.6 | |||||||||||
63,706 | @ | On Assignment, Inc. | 2,813,257 | 0.9 | ||||||||||
15,223 | Powell Industries, Inc. | 593,697 | 0.2 | |||||||||||
13,442 | Regal-Beloit Corp. | 930,858 | 0.3 | |||||||||||
11,722 | @ | Roadrunner Transportation Systems, Inc. | 121,792 | 0.0 | ||||||||||
58,647 | Simpson Manufacturing Co., Inc. | 2,565,806 | 0.8 | |||||||||||
23,607 | @ | SPX FLOW, Inc. | 756,840 | 0.2 | ||||||||||
11,024 | @ | Teledyne Technologies, Inc. | 1,355,952 | 0.4 | ||||||||||
69,118 | Tetra Tech, Inc. | 2,982,442 | 0.9 | |||||||||||
87,131 | @ | TrueBlue, Inc. | 2,147,779 | 0.7 | ||||||||||
25,936 | Universal Forest Products, Inc. | 2,650,140 | 0.8 | |||||||||||
21,278 | US Ecology, Inc. | 1,045,814 | 0.3 | |||||||||||
11,465 | Viad Corp. | 505,606 | 0.2 | |||||||||||
33,000 | @ | Wabash National Corp. | 522,060 | 0.2 | ||||||||||
37,807 | Watts Water Technologies, Inc. | 2,465,016 | 0.8 | |||||||||||
59,187,737 | 18.1 | |||||||||||||
Information Technology: 15.0% | ||||||||||||||
39,497 | @ | Benchmark Electronics, Inc. | 1,204,658 | 0.4 | ||||||||||
10,219 | Blackbaud, Inc. | 654,016 | 0.2 | |||||||||||
19,587 | @ | Blackhawk Network Holdings, Inc. | 737,940 | 0.2 | ||||||||||
86,211 | @ | Bottomline Technologies de, Inc. | 2,156,999 | 0.7 | ||||||||||
23,250 | @ | BroadSoft, Inc. | 959,062 | 0.3 |
See Accompanying Notes to Financial Statements
9 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
25,595 | @ | CACI International, Inc. | 3,181,458 | 1.0 | ||||||||||
52,694 | @ | Cardtronics plc | 2,875,512 | 0.9 | ||||||||||
17,605 | @ | Coherent, Inc. | 2,418,663 | 0.7 | ||||||||||
40,427 | @ | Cray, Inc. | 836,839 | 0.3 | ||||||||||
21,611 | CSG Systems International, Inc. | 1,045,972 | 0.3 | |||||||||||
51,380 | @ | Electronics for Imaging, Inc. | 2,253,527 | 0.7 | ||||||||||
3,932 | @ | ePlus, Inc. | 452,966 | 0.1 | ||||||||||
16,138 | @ | Euronet Worldwide, Inc. | 1,168,875 | 0.4 | ||||||||||
11,815 | Fair Isaac Corp. | 1,408,584 | 0.4 | |||||||||||
11,270 | Forrester Research, Inc. | 484,046 | 0.2 | |||||||||||
11,071 | @ | Insight Enterprises, Inc. | 447,711 | 0.1 | ||||||||||
55,773 | @ | Integrated Device Technology, Inc. | 1,314,012 | 0.4 | ||||||||||
10,121 | @ | Liquidity Services, Inc. | 98,680 | 0.0 | ||||||||||
5,996 | Littelfuse, Inc. | 910,013 | 0.3 | |||||||||||
19,289 | Methode Electronics, Inc. | 797,600 | 0.3 | |||||||||||
51,639 | MKS Instruments, Inc. | 3,067,357 | 0.9 | |||||||||||
33,720 | @ | Nanometrics, Inc. | 845,023 | 0.3 | ||||||||||
17,870 | @ | Netgear, Inc. | 971,235 | 0.3 | ||||||||||
20,442 | @ | Perficient, Inc. | 357,531 | 0.1 | ||||||||||
31,374 | @ | Plexus Corp. | 1,695,451 | 0.5 | ||||||||||
18,988 | Power Integrations, Inc. | 1,288,336 | 0.4 | |||||||||||
44,499 | @ | Qualys, Inc. | 1,408,393 | 0.4 | ||||||||||
10,155 | @ | Rogers Corp. | 780,006 | 0.2 | ||||||||||
18,819 | @ | Rudolph Technologies, Inc. | 439,424 | 0.1 | ||||||||||
66,249 | @ | Sanmina Corp. | 2,428,026 | 0.7 | ||||||||||
27,090 | @ | SPS Commerce, Inc. | 1,893,320 | 0.6 | ||||||||||
22,017 | @ | Super Micro Computer, Inc. | 617,577 | 0.2 | ||||||||||
63,275 | @ | Sykes Enterprises, Inc. | 1,826,117 | 0.6 | ||||||||||
13,222 | @ | Synaptics, Inc. | 708,435 | 0.2 | ||||||||||
57,203 | @ | Synchronoss Technologies, Inc. | 2,190,875 | 0.7 | ||||||||||
8,540 | @ | Take-Two Interactive Software, Inc. | 420,937 | 0.1 | ||||||||||
83,408 | @ | Veeco Instruments, Inc. | 2,431,343 | 0.8 | ||||||||||
5,419 | @ | Virtusa Corp. | 136,125 | 0.0 | ||||||||||
48,912,644 | 15.0 | |||||||||||||
Materials: 5.9% | ||||||||||||||
56,384 | @ | AK Steel Holding Corp. | 575,681 | 0.2 | ||||||||||
94,015 | @ | Boise Cascade Co. | 2,115,337 | 0.7 | ||||||||||
17,468 | Chemours Co. | 385,868 | 0.1 | |||||||||||
12,269 | @ | Clearwater Paper Corp. | 804,233 | 0.3 | ||||||||||
80,988 | Commercial Metals Co. | 1,763,919 | 0.5 | |||||||||||
33,335 | FutureFuel Corp. | 463,356 | 0.2 | |||||||||||
4,789 | Haynes International, Inc. | 205,879 | 0.1 | |||||||||||
56,080 | HB Fuller Co. | 2,709,225 | 0.8 | |||||||||||
6,353 | Innospec, Inc. | 435,180 | 0.1 | |||||||||||
103,161 | KapStone Paper and Packaging Corp. | 2,274,700 | 0.7 | |||||||||||
27,902 | Materion Corp. | 1,104,919 | 0.3 | |||||||||||
15,775 | Minerals Technologies, Inc. | 1,218,619 | 0.4 | |||||||||||
8,776 | Neenah Paper, Inc. | 747,715 | 0.2 | |||||||||||
30,590 | Olympic Steel, Inc. | 741,196 | 0.2 | |||||||||||
33,657 | L | Rayonier Advanced Materials, Inc. | 520,337 | 0.2 | ||||||||||
13,266 | Stepan Co. | 1,080,914 | 0.3 | |||||||||||
51,503 | SunCoke Energy, Inc. | 584,044 | 0.2 |
28,700 | Worthington Industries, Inc. | 1,361,528 | 0.4 | |||||||||||
19,092,650 | 5.9 | |||||||||||||
Real Estate: 6.1% | ||||||||||||||
39,240 | Chesapeake Lodging Trust | 1,014,746 | 0.3 | |||||||||||
5,051 | Coresite Realty Corp. | 400,898 | 0.1 | |||||||||||
21,753 | DCT Industrial Trust, Inc. | 1,041,534 | 0.3 | |||||||||||
182,657 | DiamondRock Hospitality Co. | 2,106,035 | 0.7 | |||||||||||
35,960 | EastGroup Properties, Inc. | 2,655,286 | 0.8 | |||||||||||
75,253 | @ | Forestar Real Estate Group, Inc. | 1,000,865 | 0.3 | ||||||||||
31,895 | HFF, Inc. | 964,824 | 0.3 | |||||||||||
52,274 | LaSalle Hotel Properties | 1,592,789 | 0.5 | |||||||||||
60,115 | Lexington Realty Trust | 649,242 | 0.2 | |||||||||||
10,647 | Life Storage, Inc. | 907,763 | 0.3 | |||||||||||
6,119 | @ | Parkway, Inc. | 136,148 | 0.0 | ||||||||||
34,257 | Pebblebrook Hotel Trust | 1,019,146 | 0.3 | |||||||||||
15,486 | PS Business Parks, Inc. | 1,804,429 | 0.6 | |||||||||||
8,024 | RE/MAX Holdings, Inc. | 449,344 | 0.1 | |||||||||||
59,194 | Retail Opportunity Investments Corp. | 1,250,769 | 0.4 | |||||||||||
140,470 | Summit Hotel Properties, Inc. | 2,251,734 | 0.7 | |||||||||||
14,800 | The Geo Group, Inc. | 531,764 | 0.2 | |||||||||||
19,777,316 | 6.1 | |||||||||||||
Telecommunication Services: 1.3% | ||||||||||||||
13,220 | ATN International, Inc. | 1,059,318 | 0.3 | |||||||||||
47,482 | Cogent Communications Holdings, Inc. | 1,963,381 | 0.6 | |||||||||||
48,705 | Consolidated Communications Holdings, Inc. | 1,307,729 | 0.4 | |||||||||||
4,330,428 | 1.3 | |||||||||||||
Utilities: 2.3% | ||||||||||||||
41,643 | Allete, Inc. | 2,673,064 | 0.8 | |||||||||||
12,242 | Avista Corp. | 489,558 | 0.2 | |||||||||||
11,364 | Black Hills Corp. | 697,068 | 0.2 | |||||||||||
17,141 | El Paso Electric Co. | 797,056 | 0.2 | |||||||||||
12,587 | Idacorp, Inc. | 1,013,883 | 0.3 | |||||||||||
29,790 | Spire, Inc. | 1,922,944 | 0.6 | |||||||||||
7,593,573 | 2.3 | |||||||||||||
Total Common Stock (Cost $260,279,464) | 321,795,278 | 98.6 |
See Accompanying Notes to Financial Statements
10 |
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.4% | ||||||||||||||
Securities Lending Collateralcc: 2.9% | ||||||||||||||
2,202,668 | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,202,791, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $2,246,849, due 12/31/17-10/20/46) | 2,202,668 | 0.7 | |||||||||||
2,202,668 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,202,789, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,246,721, due 01/25/17-10/20/66) | 2,202,668 | 0.7 | |||||||||||
2,202,668 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $2,202,794, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,246,721, due 03/02/17-02/01/49) | 2,202,668 | 0.7 | |||||||||||
463,576 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $463,601, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $472,848, due 10/31/18-11/30/22) | 463,576 | 0.1 |
2,202,668 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,202,789, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,246,721, due 01/15/17-08/20/66) | 2,202,668 | 0.7 | |||||||||||
9,274,248 | 2.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.5% | ||||||||||||||
4,975,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $4,975,000) | 4,975,000 | 1.5 | |||||||||||
Total Short-Term Investments (Cost $14,249,248) | 14,249,248 | 4.4 | ||||||||||||
Total Investments in Securities (Cost $274,528,712) | $ | 336,044,526 | 103.0 | |||||||||||
Liabilities in Excess of Other Assets | (9,860,114 | ) | (3.0 | ) | ||||||||||
Net Assets | $ | 326,184,412 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $274,736,544.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 68,706,579 | ||
Gross Unrealized Depreciation | (7,398,597 | ) | ||
Net Unrealized Appreciation | $ | 61,307,982 |
See Accompanying Notes to Financial Statements
11 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.0% | ||||||||||||||
Consumer Discretionary: 4.8% | ||||||||||||||
34,169 | @ | APN News & Media Ltd. | 69,799 | 0.0 | ||||||||||
21,845 | APN Outdoor Group Ltd. | 92,895 | 0.1 | |||||||||||
9,005 | ARB Corp. Ltd. | 114,476 | 0.1 | |||||||||||
61,554 | Ardent Leisure Group | 103,606 | 0.1 | |||||||||||
78,493 | Aristocrat Leisure Ltd. | 875,717 | 0.6 | |||||||||||
34,240 | Automotive Holdings Group Ltd. | 97,442 | 0.1 | |||||||||||
35,410 | Bapcor Ltd | 150,932 | 0.1 | |||||||||||
11,896 | Breville Group Ltd. | 74,238 | 0.0 | |||||||||||
9,664 | Corporate Travel Management Ltd. | 127,456 | 0.1 | |||||||||||
49,658 | Crown Resorts Ltd. | 413,868 | 0.3 | |||||||||||
8,498 | Domino's Pizza Enterprises Ltd. | 397,395 | 0.3 | |||||||||||
313,071 | Fairfax Media Ltd. | 200,585 | 0.1 | |||||||||||
7,450 | L | Flight Centre Travel Group Ltd. | 167,898 | 0.1 | ||||||||||
48,224 | L | G8 Education Ltd. | 124,637 | 0.1 | ||||||||||
15,242 | Greencross Ltd. | 75,337 | 0.0 | |||||||||||
11,178 | GUD Holdings Ltd. | 84,297 | 0.1 | |||||||||||
78,353 | Harvey Norman Holdings Ltd. | 290,318 | 0.2 | |||||||||||
14,252 | Invocare Ltd. | 142,427 | 0.1 | |||||||||||
14,676 | JB Hi-Fi Ltd. | 296,639 | 0.2 | |||||||||||
38,400 | Mantra Group Ltd. | 85,056 | 0.1 | |||||||||||
106,736 | Myer Holdings Ltd. | 106,108 | 0.1 | |||||||||||
40,373 | Navitas Ltd. | 144,836 | 0.1 | |||||||||||
6,546 | L | News Corp. | 78,937 | 0.0 | ||||||||||
90,697 | L | Nine Entertainment Co. Holdings Ltd. | 69,564 | 0.0 | ||||||||||
12,674 | Premier Investments Ltd. | 131,812 | 0.1 | |||||||||||
6,390 | REA Group Ltd. | 253,940 | 0.2 | |||||||||||
20,561 | Retail Food Group Ltd. | 103,949 | 0.1 | |||||||||||
119,360 | Seven West Media Ltd. | 69,139 | 0.0 | |||||||||||
19,655 | Sky Network Television Ltd. | 62,744 | 0.0 | |||||||||||
29,280 | Skycity Entertainment Group Ltd. | 80,332 | 0.0 | |||||||||||
98,799 | Southern Cross Media Group Ltd. | 109,923 | 0.1 | |||||||||||
102,368 | Star Entertainment Grp Ltd. | 380,979 | 0.3 | |||||||||||
18,246 | L | Super Retail Group Ltd. | 135,835 | 0.1 | ||||||||||
108,363 | Tabcorp Holdings Ltd. | 375,425 | 0.3 | |||||||||||
172,367 | Tatts Group Ltd. | 555,432 | 0.4 | |||||||||||
32,162 | Trade Me Ltd. | 112,267 | 0.1 | |||||||||||
12,731 | Webjet Ltd. | 97,162 | 0.1 | |||||||||||
6,853,402 | 4.8 | |||||||||||||
Consumer Staples: 6.8% | ||||||||||||||
56,380 | @ | a2 Milk Co. Ltd. | 82,710 | 0.1 | ||||||||||
50,733 | Asaleo Care Ltd. | 54,085 | 0.0 | |||||||||||
45,454 | @ | Australian Agricultural Co. Ltd. | 55,471 | 0.0 | ||||||||||
20,148 | L | Bega Cheese Ltd. | 61,504 | 0.0 | ||||||||||
9,778 | L | Bellamy's Australia Ltd. | 47,136 | 0.0 | ||||||||||
1,667 | L | Blackmores Ltd. | 124,077 | 0.1 | ||||||||||
69,255 | Coca-Cola Amatil Ltd. | 505,076 | 0.4 |
32,192 | Costa Group Holdings Ltd. | 79,735 | 0.1 | |||||||||||
29,951 | GrainCorp Ltd. | 206,386 | 0.1 | |||||||||||
126,957 | @ | Metcash Ltd. | 208,790 | 0.2 | ||||||||||
19,275 | Tassal Group Ltd. | 57,657 | 0.0 | |||||||||||
96,774 | Treasury Wine Estates Ltd. | 744,448 | 0.5 | |||||||||||
148,400 | Wesfarmers Ltd. | 4,504,235 | 3.2 | |||||||||||
169,030 | Woolworths Ltd. | 2,933,968 | 2.1 | |||||||||||
9,665,278 | 6.8 | |||||||||||||
Energy: 4.2% | ||||||||||||||
189,211 | Beach Energy Ltd. | 115,143 | 0.1 | |||||||||||
34,194 | Caltex Australia Ltd. | 749,727 | 0.5 | |||||||||||
153,347 | Oil Search Ltd. | 789,243 | 0.6 | |||||||||||
228,604 | Origin Energy Ltd. | 1,081,586 | 0.8 | |||||||||||
238,580 | Santos Ltd. | 687,264 | 0.5 | |||||||||||
89,189 | @ | Whitehaven Coal Ltd. | 166,953 | 0.1 | ||||||||||
95,068 | Woodside Petroleum Ltd. | 2,129,365 | 1.5 | |||||||||||
28,703 | @ | WorleyParsons Ltd. | 199,802 | 0.1 | ||||||||||
5,919,083 | 4.2 | |||||||||||||
Financials: 37.9% | ||||||||||||||
387,774 | AMP Ltd. | 1,406,399 | 1.0 | |||||||||||
25,379 | ASX Ltd. | 909,206 | 0.6 | |||||||||||
384,767 | Australia & New Zealand Banking Group Ltd. | 8,423,020 | 5.9 | |||||||||||
50,824 | Bank of Queensland Ltd. | 434,344 | 0.3 | |||||||||||
62,013 | Bendigo and Adelaide Bank Ltd. | 567,281 | 0.4 | |||||||||||
22,411 | BT Investment Management Ltd. | 171,193 | 0.1 | |||||||||||
73,952 | Challenger Ltd. | 597,527 | 0.4 | |||||||||||
226,060 | Commonwealth Bank of Australia | 13,410,836 | 9.4 | |||||||||||
6,131 | Credit Corp. Group Ltd. | 79,157 | 0.1 | |||||||||||
86,413 | @ | CYBG PLC | 300,299 | 0.2 | ||||||||||
34,438 | Eclipx Group Ltd. | 92,975 | 0.1 | |||||||||||
36,225 | FlexiGroup Ltd./Australia | 58,954 | 0.0 | |||||||||||
29,278 | Genworth Mortgage Insurance Australia Ltd. | 69,007 | 0.0 | |||||||||||
78,749 | Henderson Group PLC | 226,823 | 0.2 | |||||||||||
310,662 | Insurance Australia Group Ltd. | 1,339,680 | 0.9 | |||||||||||
34,628 | L | IOOF Holdings Ltd. | 229,526 | 0.2 | ||||||||||
44,652 | Macquarie Group Ltd. | 2,797,099 | 2.0 | |||||||||||
18,290 | Magellan Financial Group Ltd. | 312,618 | 0.2 | |||||||||||
361,063 | Medibank Pvt Ltd. | 733,559 | 0.5 | |||||||||||
349,614 | National Australia Bank Ltd. | 7,722,463 | 5.4 | |||||||||||
6,190 | Perpetual Ltd. | 217,144 | 0.2 | |||||||||||
28,275 | L | Platinum Asset Management Ltd. | 107,453 | 0.1 | ||||||||||
178,951 | QBE Insurance Group Ltd. | 1,598,886 | 1.1 | |||||||||||
97,481 | Steadfast Group Ltd. | 155,123 | 0.1 | |||||||||||
168,825 | Suncorp Group Ltd. | 1,643,875 | 1.2 | |||||||||||
440,285 | Westpac Banking Corp. | 10,335,230 | 7.3 | |||||||||||
53,939,677 | 37.9 |
See Accompanying Notes to Financial Statements
12 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Health Care: 6.2% | ||||||||||||||
19,360 | Ansell Ltd. | 344,471 | 0.2 | |||||||||||
48,935 | Australian Pharmaceutical Industries Ltd. | 72,543 | 0.1 | |||||||||||
7,511 | Cochlear Ltd. | 662,927 | 0.5 | |||||||||||
59,899 | CSL Ltd. | 4,331,895 | 3.0 | |||||||||||
33,572 | Estia Health Ltd. | 62,854 | 0.0 | |||||||||||
16,646 | Fisher & Paykel Healthcare Corp. Ltd. | 98,229 | 0.1 | |||||||||||
227,086 | Healthscope Ltd. | 374,341 | 0.3 | |||||||||||
32,983 | L | Japara Healthcare Ltd. | 53,699 | 0.0 | ||||||||||
180,114 | @,L | Mayne Pharma Group Ltd. | 174,249 | 0.1 | ||||||||||
33,599 | @ | Nanosonics Ltd. | 75,258 | 0.1 | ||||||||||
54,843 | Primary Health Care Ltd. | 161,101 | 0.1 | |||||||||||
16,904 | Ramsay Health Care Ltd. | 831,115 | 0.6 | |||||||||||
17,665 | Regis Healthcare Ltd. | 58,279 | 0.0 | |||||||||||
78,743 | ResMed, Inc. | 486,966 | 0.3 | |||||||||||
142,884 | Sigma Pharmaceuticals Ltd. | 132,861 | 0.1 | |||||||||||
7,558 | Sirtex Medical Ltd. | 77,039 | 0.1 | |||||||||||
54,171 | Sonic Healthcare Ltd. | 833,693 | 0.6 | |||||||||||
10,632 | Virtus Health Ltd. | 47,809 | 0.0 | |||||||||||
8,879,329 | 6.2 | |||||||||||||
Industrials: 6.5% | ||||||||||||||
66,163 | ALS Ltd. | 287,503 | 0.2 | |||||||||||
269,024 | Aurizon Holdings Ltd. | 978,124 | 0.7 | |||||||||||
208,399 | Brambles Ltd. | 1,859,774 | 1.3 | |||||||||||
12,814 | CIMIC Group Ltd. | 322,415 | 0.2 | |||||||||||
208,420 | Cleanaway Waste Management Ltd. | 184,600 | 0.1 | |||||||||||
56,996 | Downer EDI Ltd. | 249,569 | 0.2 | |||||||||||
35,556 | GWA Group Ltd. | 75,763 | 0.1 | |||||||||||
18,427 | IPH Ltd. | 67,948 | 0.0 | |||||||||||
59,025 | Macquarie Atlas Roads Group | 214,783 | 0.1 | |||||||||||
10,139 | McMillan Shakespeare Ltd. | 79,391 | 0.1 | |||||||||||
11,887 | L | Monadelphous Group Ltd. | 96,068 | 0.1 | ||||||||||
242,536 | Qantas Airways Ltd. | 581,004 | 0.4 | |||||||||||
159,728 | L | Qube Logistics Holdings Ltd. | 280,584 | 0.2 | ||||||||||
48,182 | @ | Reliance Worldwide Corp. Ltd. | 111,133 | 0.1 | ||||||||||
45,111 | Seek Ltd. | 483,147 | 0.3 | |||||||||||
11,961 | Seven Group Holdings Ltd. | 67,454 | 0.0 | |||||||||||
143,992 | Spotless Group Holdings Ltd. | 102,640 | 0.1 | |||||||||||
293,226 | Sydney Airport | 1,265,696 | 0.9 | |||||||||||
267,099 | Transurban Group - Stapled Security | 1,987,836 | 1.4 | |||||||||||
231,429 | @ | Virgin Australia International Holdings | – | – | ||||||||||
9,295,432 | 6.5 | |||||||||||||
Information Technology: 1.2% | ||||||||||||||
21,798 | @,L | Aconex Ltd. | 79,648 | 0.0 | ||||||||||
14,543 | Altium Ltd. | 84,766 | 0.1 | |||||||||||
29,009 | carsales.com Ltd. | 236,996 | 0.2 | |||||||||||
65,695 | Computershare Ltd. | 589,422 | 0.4 | |||||||||||
17,953 | IRESS Ltd. | 153,413 | 0.1 | |||||||||||
26,734 | L | iSentia Group Ltd. | 55,177 | 0.0 |
47,172 | Link Administration Holdings Ltd. | 257,180 | 0.2 | |||||||||||
29,883 | MYOB Group Ltd. | 78,697 | 0.0 | |||||||||||
37,179 | @ | NEXTDC Ltd. | 97,407 | 0.1 | ||||||||||
28,383 | Technology One Ltd. | 115,351 | 0.1 | |||||||||||
1,748,057 | 1.2 | |||||||||||||
Materials: 16.0% | ||||||||||||||
58,289 | Adelaide Brighton Ltd. | 227,995 | 0.2 | |||||||||||
305,506 | L | Alumina Ltd. | 399,479 | 0.3 | ||||||||||
151,838 | Amcor Ltd. | 1,634,209 | 1.1 | |||||||||||
421,102 | BHP Billiton Ltd. | 7,543,987 | 5.3 | |||||||||||
74,104 | BlueScope Steel Ltd. | 492,501 | 0.3 | |||||||||||
153,828 | Boral Ltd. | 598,866 | 0.4 | |||||||||||
10,009 | Brickworks Ltd. | 98,039 | 0.1 | |||||||||||
67,663 | CSR Ltd. | 224,957 | 0.2 | |||||||||||
49,964 | DuluxGroup Ltd. | 224,332 | 0.2 | |||||||||||
147,462 | Evolution Mining Ltd. | 220,509 | 0.2 | |||||||||||
22,790 | Fletcher Building Ltd. | 169,526 | 0.1 | |||||||||||
223,056 | Fortescue Metals Group Ltd. | 932,154 | 0.7 | |||||||||||
234,650 | @ | Galaxy Resources Ltd. | 88,100 | 0.1 | ||||||||||
54,865 | Iluka Resources Ltd. | 285,680 | 0.2 | |||||||||||
219,682 | Incitec Pivot Ltd. | 568,447 | 0.4 | |||||||||||
60,611 | Independence Group NL | 185,921 | 0.1 | |||||||||||
58,131 | James Hardie Industries SE | 917,625 | 0.6 | |||||||||||
20,630 | Mineral Resources Ltd. | 179,569 | 0.1 | |||||||||||
100,078 | Newcrest Mining Ltd. | 1,435,028 | 1.0 | |||||||||||
78,691 | Northern Star Resources Ltd | 201,124 | 0.1 | |||||||||||
23,624 | Nufarm Ltd. | 155,661 | 0.1 | |||||||||||
49,156 | Orica Ltd. | 624,732 | 0.4 | |||||||||||
26,518 | @ | Orocobre Ltd. | 86,089 | 0.1 | ||||||||||
158,203 | Orora Ltd. | 340,217 | 0.2 | |||||||||||
41,249 | OZ Minerals Ltd. | 233,046 | 0.2 | |||||||||||
22,364 | Pact Group Holdings Ltd. | 108,665 | 0.1 | |||||||||||
64,985 | Regis Resources Ltd. | 136,653 | 0.1 | |||||||||||
97,470 | Resolute Mining Ltd. | 88,664 | 0.1 | |||||||||||
55,662 | Rio Tinto Ltd. | 2,384,627 | 1.7 | |||||||||||
20,446 | Sandfire Resources NL | 82,762 | 0.1 | |||||||||||
105,770 | @ | Saracen Mineral Holdings Ltd. | 74,196 | 0.0 | ||||||||||
20,969 | Sims Metal Management Ltd. | 192,752 | 0.1 | |||||||||||
697,642 | South32 Ltd. | 1,373,348 | 1.0 | |||||||||||
63,958 | @ | St Barbara Ltd. | 92,411 | 0.1 | ||||||||||
32,490 | @ | Syrah Resources Ltd. | 71,276 | 0.0 | ||||||||||
31,672 | @ | Western Areas Ltd. | 69,539 | 0.0 | ||||||||||
22,742,686 | 16.0 | |||||||||||||
Real Estate: 8.4% | ||||||||||||||
35,828 | Abacus Property Group | 77,934 | 0.1 | |||||||||||
55,970 | Aveo Group | 134,844 | 0.1 | |||||||||||
63,841 | BWP Trust | 137,544 | 0.1 | |||||||||||
54,505 | Charter Hall Group | 186,172 | 0.1 | |||||||||||
43,525 | Charter Hall Retail REIT | 132,618 | 0.1 | |||||||||||
168,217 | Cromwell Property Group | 119,442 | 0.1 | |||||||||||
125,883 | Dexus Property Group NPV | 873,277 | 0.6 | |||||||||||
38,020 | Gateway Lifestyle | 59,173 | 0.0 | |||||||||||
208,964 | Goodman Group | 1,073,164 | 0.8 | |||||||||||
235,310 | GPT Group | 853,128 | 0.6 | |||||||||||
26,003 | Growthpoint Properties Australia Ltd. | 61,382 | 0.0 |
See Accompanying Notes to Financial Statements
13 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
80,505 | Investa Office Fund | 274,185 | 0.2 | |||||||||||
3,932 | Iron Mountain, Inc. | 126,833 | 0.1 | |||||||||||
75,610 | Lend Lease Corp., Ltd. | 794,553 | 0.6 | |||||||||||
485,759 | Mirvac Group | 745,978 | 0.5 | |||||||||||
64,192 | National Storage REIT | 69,213 | 0.0 | |||||||||||
698,643 | Scentre Group | 2,338,701 | 1.6 | |||||||||||
95,282 | Shopping Centres Australasia Property Group | 151,727 | 0.1 | |||||||||||
315,584 | Stockland | 1,042,591 | 0.7 | |||||||||||
428,338 | Vicinity Centres | 923,721 | 0.7 | |||||||||||
54,714 | @ | Viva Energy REIT | 94,616 | 0.1 | ||||||||||
250,841 | Westfield Corp. | 1,696,049 | 1.2 | |||||||||||
11,966,845 | 8.4 | |||||||||||||
Telecommunication Services: 4.4% | ||||||||||||||
30,429 | Spark New Zealand Ltd. | 72,164 | 0.1 | |||||||||||
1,567,199 | Telstra Corp., Ltd. | 5,758,968 | 4.0 | |||||||||||
40,933 | L | TPG Telecom Ltd. | 200,948 | 0.1 | ||||||||||
80,961 | Vocus Communications Ltd. | 225,455 | 0.2 | |||||||||||
6,257,535 | 4.4 | |||||||||||||
Utilities: 2.6% | ||||||||||||||
88,264 | AGL Energy Ltd. | 1,404,323 | 1.0 | |||||||||||
146,095 | APA Group | 901,892 | 0.6 | |||||||||||
221,955 | AusNet Services | 252,674 | 0.2 | |||||||||||
318,984 | DUET Group | 629,942 | 0.4 | |||||||||||
105,604 | @ | Infigen Energy | 68,480 | 0.1 | ||||||||||
220,519 | Spark Infrastructure Group | 378,266 | 0.3 | |||||||||||
3,635,577 | 2.6 | |||||||||||||
Total Common Stock (Cost $150,076,707) | 140,902,901 | 99.0 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Consumer Discretionary: 0.0% | ||||||||||||||
460 | @ | Corporate Travel Management Ltd. | 1,142 | 0.0 | ||||||||||
Health Care: –% | ||||||||||||||
8,059 | @ | Estia Health Ltd. | – | – | ||||||||||
Real Estate: –% | ||||||||||||||
72,917 | @ | Chapter Hall Units Contingent | – | – | ||||||||||
Total Rights (Cost $–) | 1,142 | 0.0 | ||||||||||||
Total Long-Term Investments (Cost $150,076,707) | 140,904,043 | 99.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.8% | ||||||||||||||
Securities Lending Collateralcc: 1.4% | ||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | 1,000,000 | 0.7 | |||||||||||
995,196 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $995,253, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,015,100, due 03/02/17-02/01/49) | 995,196 | 0.7 | |||||||||||
1,995,196 | 1.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.4% | ||||||||||||||
573,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $573,000) | 573,000 | 0.4 | |||||||||||
Total Short-Term Investments (Cost $2,568,196) | 2,568,196 | 1.8 | ||||||||||||
Total Investments in Securities (Cost $152,644,903) | $ | 143,472,239 | 100.8 | |||||||||||
Liabilities in Excess of Other Assets | (1,118,805 | ) | (0.8 | ) | ||||||||||
Net Assets | $ | 142,353,434 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
See Accompanying Notes to Financial Statements
14 |
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Cost for federal income tax purposes is $156,796,819.
Net unrealized depreciation consists of:
Gross Unrealized Appreciation | $ | 3,445,697 | ||
Gross Unrealized Depreciation | (16,770,277 | ) | ||
Net Unrealized Depreciation | $ | (13,324,580 | ) |
See Accompanying Notes to Financial Statements
15 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 92.7% | ||||||||||||||
Consumer Discretionary: 9.8% | ||||||||||||||
1,450,000 | @ | Alibaba Pictures Group Ltd. | 234,815 | 0.1 | ||||||||||
133,000 | Anta Sports Products Ltd. | 395,251 | 0.1 | |||||||||||
31,083 | Arcelik A/S | 186,687 | 0.0 | |||||||||||
2,639,100 | Astra International Tbk PT | 1,613,734 | 0.3 | |||||||||||
195,500 | Astro Malaysia Holdings Bhd | 113,308 | 0.0 | |||||||||||
11,206 | Bajaj Auto Ltd. | 433,880 | 0.1 | |||||||||||
125,500 | BEC World PCL | 58,101 | 0.0 | |||||||||||
826,000 | Belle International Holdings Ltd. | 462,701 | 0.1 | |||||||||||
31,900 | Berjaya Sports Toto BHD | 21,049 | 0.0 | |||||||||||
13,863 | Bharat Forge Ltd. | 184,741 | 0.0 | |||||||||||
1,000 | Bosch Ltd. | 309,569 | 0.1 | |||||||||||
398,000 | L | Brilliance China Automotive Holdings Ltd. | 546,265 | 0.1 | ||||||||||
84,000 | L | Byd Co., Ltd. | 440,312 | 0.1 | ||||||||||
3,731 | CCC SA | 181,338 | 0.0 | |||||||||||
9,929 | Cheil Worldwide, Inc. | 129,110 | 0.0 | |||||||||||
251,650 | Cheng Shin Rubber Industry Co. Ltd. | 472,372 | 0.1 | |||||||||||
118,200 | Chongqing Changan Automobile Co. Ltd. | 168,856 | 0.0 | |||||||||||
2,476 | CJ E&M Corp. | 145,264 | 0.0 | |||||||||||
48,639 | @ | Ctrip.com International Ltd. ADR | 1,945,560 | 0.4 | ||||||||||
27,227 | @ | Cyfrowy Polsat SA | 160,031 | 0.0 | ||||||||||
352,000 | Dongfeng Motor Group Co., Ltd. | 341,953 | 0.1 | |||||||||||
177,786 | @ | DXB Entertainments PJSC | 62,999 | 0.0 | ||||||||||
24,889 | Eclat Textile Co. Ltd. | 259,148 | 0.1 | |||||||||||
24,800 | El Puerto de Liverpool SAB de CV | 178,915 | 0.0 | |||||||||||
42,312 | Feng TAY Enterprise Co., Ltd. | 156,713 | 0.0 | |||||||||||
3,923 | @ | FF Group | 79,338 | 0.0 | ||||||||||
8,610 | Ford Otomotiv Sanayi A/S | 74,596 | 0.0 | |||||||||||
89,000 | Formosa Taffeta Co. Ltd. | 81,210 | 0.0 | |||||||||||
27,060 | Foschini Group Ltd./The | 312,435 | 0.1 | |||||||||||
35,600 | # | Fuyao Glass Industry Group Co. Ltd. | 109,959 | 0.0 | ||||||||||
705,000 | Geely Automobile Holdings Ltd. | 670,071 | 0.1 | |||||||||||
293,800 | Genting Bhd | 523,178 | 0.1 | |||||||||||
396,600 | Genting Malaysia BHD | 404,311 | 0.1 | |||||||||||
37,000 | Giant Manufacturing Co., Ltd. | 209,527 | 0.0 | |||||||||||
1,594,000 | L | GOME Electrical Appliances Holdings Ltd. | 192,644 | 0.0 | ||||||||||
404,500 | Great Wall Motor Co. Ltd. | 375,227 | 0.1 | |||||||||||
318,100 | Grupo Televisa S.A. | 1,326,743 | 0.3 |
274,000 | Guangzhou Automobile Group Co. Ltd. | 330,218 | 0.1 | |||||||||||
165,000 | Haier Electronics Group Co. Ltd. | 258,846 | 0.1 | |||||||||||
9,826 | Hankook Tire Co. Ltd. | 472,392 | 0.1 | |||||||||||
24,758 | Hanon Systems Corp. | 210,839 | 0.0 | |||||||||||
1,358 | Hanssem Co. Ltd. | 223,256 | 0.0 | |||||||||||
2,652,000 | @ | HengTen Networks Group Ltd. | 132,733 | 0.0 | ||||||||||
6,593 | Hero Motocorp Ltd. | 295,163 | 0.1 | |||||||||||
515,351 | Home Product Center PCL | 146,464 | 0.0 | |||||||||||
31,000 | Hotai Motor Co. Ltd. | 353,614 | 0.1 | |||||||||||
4,214 | Hotel Shilla Co. Ltd. | 167,513 | 0.0 | |||||||||||
2,010 | Hyundai Department Store Co. Ltd. | 181,453 | 0.0 | |||||||||||
8,865 | Hyundai Mobis Co. Ltd. | 1,935,435 | 0.4 | |||||||||||
20,152 | Hyundai Motor Co. | 2,431,088 | 0.5 | |||||||||||
2,248 | Hyundai Wia Corp. | 135,691 | 0.0 | |||||||||||
21,167 | Imperial Holdings Ltd. | 280,036 | 0.1 | |||||||||||
87,002 | @ | JD.com, Inc. ADR | 2,213,331 | 0.4 | ||||||||||
59,740 | Jollibee Foods Corp. | 232,723 | 0.1 | |||||||||||
12,875 | Jumbo SA | 204,003 | 0.0 | |||||||||||
15,340 | Kangwon Land, Inc. | 453,919 | 0.1 | |||||||||||
34,144 | Kia Motors Corp. | 1,108,200 | 0.2 | |||||||||||
181,404 | Kroton Educacional SA | 742,961 | 0.2 | |||||||||||
13,791 | LG Electronics, Inc. | 588,771 | 0.1 | |||||||||||
19,500 | Lojas Americanas SA | 74,712 | 0.0 | |||||||||||
84,500 | Lojas Renner SA | 601,550 | 0.1 | |||||||||||
1,455 | Lotte Shopping Co. Ltd. | 266,863 | 0.1 | |||||||||||
170 | L | LPP SA | 230,286 | 0.1 | ||||||||||
18,397 | Mahindra & Mahindra Ltd. GDR | 322,848 | 0.1 | |||||||||||
30,469 | Mahindra & Mahindra Ltd. | 530,622 | 0.1 | |||||||||||
14,034 | Maruti Suzuki India Ltd. | 1,096,546 | 0.2 | |||||||||||
328,100 | Matahari Department Store Tbk PT | 367,257 | 0.1 | |||||||||||
611,600 | Media Nusantara Citra Tbk PT | 79,343 | 0.0 | |||||||||||
26,850 | Merida Industry Co. Ltd. | 119,535 | 0.0 | |||||||||||
287,500 | Minor International PCL | 286,371 | 0.1 | |||||||||||
57,578 | Motherson Sumi Systems Ltd. | 276,178 | 0.1 | |||||||||||
31,746 | Mr Price Group Ltd. | 368,227 | 0.1 | |||||||||||
56,976 | Naspers Ltd. | 8,318,021 | 1.6 | |||||||||||
17,624 | @ | New Oriental Education & Technology Group, Inc. ADR | 741,970 | 0.1 | ||||||||||
19,000 | Nien Made Enterprise Co. Ltd. | 195,115 | 0.0 | |||||||||||
29,847 | OPAP S.A. | 263,797 | 0.1 | |||||||||||
286,000 | POU Chen Corp. | 355,402 | 0.1 | |||||||||||
5,084 | @,L | Qunar Cayman Islands Ltd. ADR | 153,181 | 0.0 | ||||||||||
60,200 | Robinson Department Store PCL | 106,596 | 0.0 | |||||||||||
68,081 | Ruentex Industries Ltd. | 112,586 | 0.0 | |||||||||||
80,046 | SACI Falabella | 633,334 | 0.1 | |||||||||||
74,000 | Shenzhou International Group Holdings Ltd. | 466,546 | 0.1 | |||||||||||
1,025 | Shinsegae, Inc. | 149,254 | 0.0 | |||||||||||
386,054 | L | Steinhoff International Holdings NV | 2,001,053 | 0.4 | ||||||||||
707,700 | Surya Citra Media Tbk PT | 146,363 | 0.0 |
See Accompanying Notes to Financial Statements
16 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
5,769 | @,L | TAL Education Group ADR | 404,695 | 0.1 | ||||||||||
5,016 | Tata Motors Ltd. ADR | 172,500 | 0.0 | |||||||||||
48,876 | Tata Motors Ltd. | 214,370 | 0.0 | |||||||||||
182,003 | Tata Motors Ltd. | 1,261,249 | 0.2 | |||||||||||
43,079 | Titan Co., Ltd. | 206,985 | 0.0 | |||||||||||
15,791 | Tofas Turk Otomobil Fabrikasi AS | 110,175 | 0.0 | |||||||||||
57,405 | Truworths International Ltd. | 333,008 | 0.1 | |||||||||||
44,414 | Tsogo Sun Holdings Ltd. | 89,091 | 0.0 | |||||||||||
57,500 | UMW Holdings Bhd | 58,577 | 0.0 | |||||||||||
52,889 | @ | Vipshop Holdings Ltd. ADR | 582,308 | 0.1 | ||||||||||
128,576 | Woolworths Holdings Ltd./South Africa | 665,259 | 0.1 | |||||||||||
7,091 | Coway Co., Ltd. | 518,316 | 0.1 | |||||||||||
105,000 | Yulon Motor Co., Ltd. | 87,058 | 0.0 | |||||||||||
53,468 | @ | Yum China Holdings, Inc. | 1,396,584 | 0.3 | ||||||||||
76,707 | Zee Entertainment Enterprises Ltd. | 510,581 | 0.1 | |||||||||||
51,534,872 | 9.8 | |||||||||||||
Consumer Staples: 6.8% | ||||||||||||||
610,300 | AMBEV SA | 3,075,220 | 0.6 | |||||||||||
3,689 | Amorepacific Corp. | 405,444 | 0.1 | |||||||||||
4,194 | Amorepacific Corp. | 1,114,702 | 0.2 | |||||||||||
27,638 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 138,155 | 0.0 | |||||||||||
56,600 | Arca Continental SAB de CV | 294,445 | 0.1 | |||||||||||
8,800 | Asiatic Development BHD | 21,135 | 0.0 | |||||||||||
2,674 | BGF retail Co. Ltd. | 181,034 | 0.0 | |||||||||||
43,659 | Bid Corp. Ltd. | 773,815 | 0.1 | |||||||||||
27,727 | BIM Birlesik Magazalar AS | 384,771 | 0.1 | |||||||||||
79,000 | BRF - Brasil Foods SA | 1,171,153 | 0.2 | |||||||||||
19,000 | British American Tobacco Malaysia Bhd | 188,899 | 0.0 | |||||||||||
187,212 | Cencosud SA | 525,444 | 0.1 | |||||||||||
366,400 | Charoen Pokphand Foods PCL | 301,078 | 0.1 | |||||||||||
970,700 | Charoen Pokphand Indonesia Tbk PT | 221,879 | 0.0 | |||||||||||
555,000 | L | China Huishan Dairy Holdings Co. Ltd. | 215,253 | 0.0 | ||||||||||
360,000 | China Mengniu Diary Co., Ltd. | 690,283 | 0.1 | |||||||||||
216,000 | @ | China Resources Beer Holdings Co Ltd. | 427,938 | 0.1 | ||||||||||
19,191 | Cia Cervecerias Unidas SA | 200,421 | 0.0 | |||||||||||
1,019 | CJ CheilJedang Corp. | 301,481 | 0.1 | |||||||||||
65,000 | Coca-Cola Femsa SAB de CV | 412,019 | 0.1 | |||||||||||
9,545 | Coca-Cola Icecek AS | 89,486 | 0.0 | |||||||||||
651,000 | CP ALL PCL | 1,134,590 | 0.2 | |||||||||||
71,221 | Dabur India Ltd. | 291,582 | 0.1 | |||||||||||
4,157 | Dongsuh Cos, Inc. | 94,755 | 0.0 | |||||||||||
2,575 | E-Mart, Inc. | 389,924 | 0.1 | |||||||||||
9,397 | Eurocash SA | 88,341 | 0.0 | |||||||||||
158,500 | Felda Global Ventures Holdings Bhd | 54,660 | 0.0 | |||||||||||
239,100 | Fomento Economico Mexicano SAB de CV | 1,819,982 | 0.4 |
15,825 | Godrej Consumer Products Ltd. | 351,446 | 0.1 | |||||||||||
28,690 | Gruma SA de CV | 364,548 | 0.1 | |||||||||||
217,600 | Grupo Bimbo SAB de CV | 492,101 | 0.1 | |||||||||||
80,900 | L | Grupo Lala SAB de CV | 117,664 | 0.0 | ||||||||||
3,450 | GS Retail Co. Ltd. | 135,898 | 0.0 | |||||||||||
63,200 | Gudang Garam Tbk PT | 299,134 | 0.1 | |||||||||||
94,500 | Hengan International Group Co., Ltd. | 692,132 | 0.1 | |||||||||||
84,318 | Hindustan Unilever Ltd. | 1,025,006 | 0.2 | |||||||||||
1,206,400 | HM Sampoerna Tbk PT | 342,210 | 0.1 | |||||||||||
303,100 | Indofood CBP Sukses Makmur TBK PT | 192,390 | 0.0 | |||||||||||
570,700 | Indofood Sukses Makmur Tbk PT | 334,250 | 0.1 | |||||||||||
296,600 | IOI Corp. Bhd | 290,118 | 0.1 | |||||||||||
441,928 | ITC Ltd. | 1,569,740 | 0.3 | |||||||||||
92,000 | JBS SA | 322,242 | 0.1 | |||||||||||
198,500 | Kimberly-Clark de Mexico SA de CV | 357,459 | 0.1 | |||||||||||
15,215 | KT&G Corp. | 1,272,732 | 0.2 | |||||||||||
59,400 | Kuala Lumpur Kepong BHD | 317,277 | 0.1 | |||||||||||
1,243 | LG Household & Health Care Ltd. | 881,899 | 0.2 | |||||||||||
76 | Lotte Chilsung Beverage Co., Ltd. | 91,925 | 0.0 | |||||||||||
802 | Lotte Confectionery Co. Ltd. | 118,480 | 0.0 | |||||||||||
4,300 | M Dias Branco SA | 151,947 | 0.0 | |||||||||||
39,950 | Magnit PJSC GDR | 1,758,555 | 0.3 | |||||||||||
59,908 | Marico Ltd. | 229,559 | 0.0 | |||||||||||
12,878 | Massmart Holdings Ltd. | 118,299 | 0.0 | |||||||||||
21,500 | Natura Cosmeticos S.A. | 152,066 | 0.0 | |||||||||||
3,081 | Nestle India Ltd. | 273,324 | 0.1 | |||||||||||
468 | Orion Corp. | 253,661 | 0.1 | |||||||||||
151 | Ottogi Corp. | 82,792 | 0.0 | |||||||||||
47,163 | L | Pick n Pay Stores Ltd. | 218,744 | 0.0 | ||||||||||
16,005 | Pioneer Foods Group Ltd. | 179,433 | 0.0 | |||||||||||
61,000 | PPB Group Bhd | 215,662 | 0.0 | |||||||||||
75,000 | President Chain Store Corp. | 536,118 | 0.1 | |||||||||||
30,800 | Raia Drogasil SA | 579,056 | 0.1 | |||||||||||
56,325 | Shoprite Holdings Ltd. | 703,962 | 0.1 | |||||||||||
24,590 | Spar Group Ltd./The | 355,553 | 0.1 | |||||||||||
49,918 | Standard Foods Corp. | 118,263 | 0.0 | |||||||||||
310,500 | Sun Art Retail Group Ltd. | 272,281 | 0.1 | |||||||||||
296,500 | Thai Union Group PCL | 173,630 | 0.0 | |||||||||||
21,447 | L | Tiger Brands Ltd. | 620,000 | 0.1 | ||||||||||
256,000 | Tingyi Cayman Islands Holding Corp. | 310,356 | 0.1 | |||||||||||
46,000 | Tsingtao Brewery Co., Ltd. | 173,274 | 0.0 | |||||||||||
19,130 | Ulker Biskuvi Sanayi AS | 87,562 | 0.0 | |||||||||||
199,600 | Unilever Indonesia Tbk PT | 573,974 | 0.1 | |||||||||||
627,209 | Uni-President Enterprises Corp. | 1,034,182 | 0.2 | |||||||||||
8,629 | @ | United Spirits Ltd. | 246,649 | 0.1 | ||||||||||
112,380 | Universal Robina Corp. | 369,135 | 0.1 | |||||||||||
681,000 | Wal-Mart de Mexico SAB de CV | 1,218,790 | 0.2 |
See Accompanying Notes to Financial Statements
17 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
744,000 | L | Want Want China Holdings Ltd. | 475,156 | 0.1 | ||||||||||
36,058,523 | 6.8 | |||||||||||||
Energy: 7.0% | ||||||||||||||
2,036,100 | Adaro Energy Tbk PT | 254,208 | 0.1 | |||||||||||
220,700 | Banpu PCL | 117,557 | 0.0 | |||||||||||
55,022 | Bharat Petroleum Corp. Ltd. | 513,990 | 0.1 | |||||||||||
62,888 | Cairn India Ltd. | 223,391 | 0.0 | |||||||||||
258,000 | @ | China Coal Energy Co. - Class H | 121,731 | 0.0 | ||||||||||
236,000 | China Oilfield Services Ltd. | 217,819 | 0.0 | |||||||||||
3,317,600 | China Petroleum & Chemical Corp. | 2,336,479 | 0.4 | |||||||||||
447,000 | China Shenhua Energy Co., Ltd. | 835,539 | 0.2 | |||||||||||
2,321,000 | CNOOC Ltd. | 2,884,389 | 0.6 | |||||||||||
93,296 | Coal India Ltd. | 411,176 | 0.1 | |||||||||||
16,400 | Cosan SA Industria e Comercio | 192,233 | 0.0 | |||||||||||
612,076 | @ | Ecopetrol SA | 281,367 | 0.0 | ||||||||||
59,295 | Empresas COPEC SA | 568,202 | 0.1 | |||||||||||
162,100 | Energy Absolute PCL | 134,432 | 0.0 | |||||||||||
19,312 | Exxaro Resources Ltd. | 124,698 | 0.0 | |||||||||||
152,000 | Formosa Petrochemical Corp. | 526,006 | 0.1 | |||||||||||
1,538,053 | Gazprom PJSC | 3,873,692 | 0.7 | |||||||||||
11,070 | @ | Grupa Lotos SA | 101,055 | 0.0 | ||||||||||
6,898 | GS Holdings Corp. | 308,557 | 0.1 | |||||||||||
39,385 | Hindustan Petroleum Corp. Ltd. | 255,403 | 0.1 | |||||||||||
1,394,300 | IRPC PCL | 186,481 | 0.0 | |||||||||||
424,000 | Kunlun Energy Co. Ltd. | 315,898 | 0.1 | |||||||||||
55,456 | Lukoil PJSC | 3,115,648 | 0.6 | |||||||||||
4,727 | MOL Hungarian Oil & Gas PLC | 331,460 | 0.1 | |||||||||||
12,398 | Novatek PJSC GDR | 1,605,560 | 0.3 | |||||||||||
168,496 | Oil & Natural Gas Corp., Ltd. | 473,654 | 0.1 | |||||||||||
2,736,000 | PetroChina Co., Ltd. | 2,031,971 | 0.4 | |||||||||||
386,900 | @ | Petroleo Brasileiro SA | 2,013,730 | 0.4 | ||||||||||
24,600 | Petronas Dagangan BHD | 130,226 | 0.0 | |||||||||||
42,795 | L | Polski Koncern Naftowy Orlen | 871,559 | 0.2 | ||||||||||
228,214 | Polskie Gornictwo Naftowe I Gazownictwo SA | 306,659 | 0.1 | |||||||||||
179,600 | PTT Exploration & Production PCL | 481,056 | 0.1 | |||||||||||
131,000 | PTT PCL | 1,356,256 | 0.3 | |||||||||||
32,850 | Qatar Gas Transport Co. Ltd. | 208,417 | 0.0 | |||||||||||
77,952 | Reliance Industries Ltd. | 1,239,966 | 0.2 | |||||||||||
45,417 | Reliance Industries Ltd. GDR | 1,432,906 | 0.3 | |||||||||||
160,836 | Rosneft Oil Co. PJSC | 1,055,265 | 0.2 | |||||||||||
508,300 | @ | Sapurakencana Petroleum Bhd | 182,662 | 0.0 | ||||||||||
8,497 | SK Innovation Co. Ltd. | 1,028,291 | 0.2 | |||||||||||
5,997 | S-Oil Corp. | 419,736 | 0.1 | |||||||||||
937,751 | Surgutneftegas OJSC | 473,333 | 0.1 | |||||||||||
184,885 | Tatneft PJSC | 1,287,689 | 0.2 | |||||||||||
110,800 | Thai Oil PCL | 223,216 | 0.0 |
16,254 | Tupras Turkiye Petrol Rafine | 325,704 | 0.1 | |||||||||||
47,000 | Ultrapar Participacoes SA | 988,463 | 0.2 | |||||||||||
230,900 | United Tractors Tbk PT | 363,274 | 0.1 | |||||||||||
244,000 | Yanzhou Coal Mining Co., Ltd. | 165,431 | 0.0 | |||||||||||
36,896,435 | 7.0 | |||||||||||||
Financials: 21.9% | ||||||||||||||
258,820 | Abu Dhabi Commercial Bank PJSC | 485,545 | 0.1 | |||||||||||
265,182 | @,L | African Bank Investments Ltd. | – | – | ||||||||||
3,189,000 | Agricultural Bank of China Ltd. | 1,301,485 | 0.3 | |||||||||||
288,259 | Akbank TAS | 638,107 | 0.1 | |||||||||||
11,579 | @ | Alior Bank SA | 149,799 | 0.0 | ||||||||||
126,400 | Alliance Financial Group Bhd | 104,817 | 0.0 | |||||||||||
179,439 | @ | Alpha Bank AE | 358,170 | 0.1 | ||||||||||
234,700 | AMMB Holdings Bhd | 225,135 | 0.0 | |||||||||||
218,140 | Axis Bank Ltd. | 1,439,489 | 0.3 | |||||||||||
32,170 | Ayala Corp. | 472,303 | 0.1 | |||||||||||
21,555 | Bajaj Finance Ltd. | 266,636 | 0.1 | |||||||||||
3,200 | Bajaj Finserv Ltd. | 136,157 | 0.0 | |||||||||||
105,080 | Banco Bradesco SA | 940,803 | 0.2 | |||||||||||
3,306,651 | Banco de Chile | 387,540 | 0.1 | |||||||||||
5,355 | Banco de Credito e Inversiones | 270,982 | 0.1 | |||||||||||
112,200 | Banco do Brasil S.A. | 968,353 | 0.2 | |||||||||||
55,400 | Banco Santander Brasil SA | 502,646 | 0.1 | |||||||||||
8,709,153 | Banco Santander Chile | 484,481 | 0.1 | |||||||||||
14,848 | BanColombia SA ADR | 544,625 | 0.1 | |||||||||||
31,000 | Bangkok Bank PCL - Foreign Reg | 139,349 | 0.0 | |||||||||||
1,613,300 | Bank Central Asia Tbk PT | 1,850,970 | 0.4 | |||||||||||
447,200 | Bank Danamon Indonesia Tbk PT | 123,003 | 0.0 | |||||||||||
3,605 | Bank Handlowy w Warszawie | 65,791 | 0.0 | |||||||||||
1,221,800 | Bank Mandiri Persero TBK PT | 1,045,719 | 0.2 | |||||||||||
79,483 | @ | Bank Millennium SA | 98,579 | 0.0 | ||||||||||
10,306,000 | Bank of China Ltd. | 4,544,185 | 0.9 | |||||||||||
1,137,000 | Bank of Communications Co., Ltd. | 817,724 | 0.2 | |||||||||||
89,740 | Bank of the Philippine Islands | 160,300 | 0.0 | |||||||||||
20,587 | Bank Pekao SA | 618,159 | 0.1 | |||||||||||
1,449,500 | Bank Rakyat Indonesia | 1,251,954 | 0.2 | |||||||||||
4,507 | L | Bank Zachodni WBK SA | 340,143 | 0.1 | ||||||||||
54,923 | Barclays Africa Group Ltd. | 674,141 | 0.1 | |||||||||||
90,400 | BB Seguridade Participacoes SA | 786,039 | 0.1 | |||||||||||
216,740 | BDO Unibank, Inc. | 488,411 | 0.1 | |||||||||||
224,800 | BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros | 1,139,644 | 0.2 | |||||||||||
969,600 | Bank Negara Indonesia Persero Tbk PT | 395,849 | 0.1 | |||||||||||
43,974 | @,L | Brait SE | 279,705 | 0.1 |
See Accompanying Notes to Financial Statements
18 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
34,741 | BNK Financial Group, Inc. | 249,214 | 0.1 | |||||||||||
5,325 | Capitec Bank Holdings Ltd. | 268,758 | 0.1 | |||||||||||
1,069,611 | Cathay Financial Holding Co., Ltd. | 1,590,102 | 0.3 | |||||||||||
29,245 | CETIP SA - Mercados Organizados | 400,752 | 0.1 | |||||||||||
138,128 | Chailease Holding Co. Ltd. | 235,792 | 0.0 | |||||||||||
662,472 | Chang Hwa Commercial Bank Ltd. | 351,626 | 0.1 | |||||||||||
1,145,000 | China Cinda Asset Management Co. Ltd. | 412,296 | 0.1 | |||||||||||
1,152,000 | China Citic Bank | 728,969 | 0.1 | |||||||||||
10,941,000 | China Construction Bank | 8,378,951 | 1.6 | |||||||||||
1,691,000 | China Development Financial Holding Corp. | 420,964 | 0.1 | |||||||||||
372,000 | China Everbright Bank Co. Ltd. | 168,774 | 0.0 | |||||||||||
122,000 | China Everbright Ltd. | 231,066 | 0.0 | |||||||||||
386,500 | China Galaxy Securities Co. Ltd. | 346,469 | 0.1 | |||||||||||
396,000 | #,@ | China Huarong Asset Management Co. Ltd. | 142,233 | 0.0 | ||||||||||
481,163 | China Life Insurance Co., Ltd. | 475,748 | 0.1 | |||||||||||
969,000 | China Life Insurance Co., Ltd. | 2,504,815 | 0.5 | |||||||||||
507,380 | China Merchants Bank Co., Ltd. | 1,183,282 | 0.2 | |||||||||||
776,500 | China Minsheng Banking Corp. Ltd. | 826,246 | 0.2 | |||||||||||
341,400 | China Pacific Insurance Group Co., Ltd. | 1,181,857 | 0.2 | |||||||||||
212,028 | @ | China Taiping Insurance Holdings Co., Ltd. | 434,683 | 0.1 | ||||||||||
2,283,170 | CTBC Financial Holding Co. Ltd. | 1,245,488 | 0.2 | |||||||||||
333,000 | Chongqing Rural Commercial Bank Co. Ltd. | 194,799 | 0.0 | |||||||||||
401,800 | CIMB Group Holdings Bhd | 402,914 | 0.1 | |||||||||||
283,000 | CITIC Securities Co. Ltd. | 571,863 | 0.1 | |||||||||||
20,600 | Commercial Bank QSC/The | 183,575 | 0.0 | |||||||||||
134,503 | Commercial International Bank Egypt SAE | 541,965 | 0.1 | |||||||||||
28,894 | Coronation Fund Managers Ltd. | 147,794 | 0.0 | |||||||||||
11,074 | Corp Financiera Colombiana SA | 136,783 | 0.0 | |||||||||||
8,815 | Credicorp Ltd. | 1,391,536 | 0.3 | |||||||||||
22,898 | DGB Financial Group, Inc. | 185,022 | 0.0 | |||||||||||
46,053 | Discovery Ltd. | 383,527 | 0.1 | |||||||||||
15,926 | Doha Bank QSC | 152,420 | 0.0 | |||||||||||
6,601 | Dongbu Insurance Co., Ltd. | 341,747 | 0.1 | |||||||||||
166,322 | Dubai Islamic Bank PJSC | 252,078 | 0.1 | |||||||||||
1,032,606 | E.Sun Financial Holding Co., Ltd. | 586,053 | 0.1 | |||||||||||
248,523 | @ | Eurobank Ergasias SA | 168,465 | 0.0 | ||||||||||
257,000 | Far East Horizon Ltd. | 219,483 | 0.0 |
1,253,443 | First Financial Holding Co., Ltd. | 667,337 | 0.1 | |||||||||||
120,970 | First Gulf Bank PJSC | 423,081 | 0.1 | |||||||||||
438,444 | FirstRand Ltd. | 1,691,873 | 0.3 | |||||||||||
870,000 | Fubon Financial Holding Co., Ltd. | 1,371,423 | 0.3 | |||||||||||
130,100 | Gentera SAB de CV | 209,243 | 0.0 | |||||||||||
179,000 | GF Securities Co. Ltd. | 371,436 | 0.1 | |||||||||||
29,331 | Grupo de Inversiones Suramericana SA | 373,233 | 0.1 | |||||||||||
326,500 | Grupo Financiero Banorte | 1,608,114 | 0.3 | |||||||||||
302,900 | Grupo Financiero Inbursa SA | 459,106 | 0.1 | |||||||||||
238,200 | Grupo Financiero Santander Mexico SAB de CV | 342,540 | 0.1 | |||||||||||
10,235 | GT Capital Holdings, Inc. | 261,014 | 0.1 | |||||||||||
121,364 | Haci Omer Sabanci Holding AS | 314,180 | 0.1 | |||||||||||
402,800 | Haitong Securities Co. Ltd. | 686,248 | 0.1 | |||||||||||
38,762 | Hana Financial Group, Inc. | 1,000,450 | 0.2 | |||||||||||
26,802 | Hanwha Life Insurance Co. Ltd. | 144,799 | 0.0 | |||||||||||
85,972 | Hong Leong Bank BHD | 258,126 | 0.1 | |||||||||||
27,292 | Hong Leong Financial Group Bhd | 86,451 | 0.0 | |||||||||||
195,917 | Housing Development Finance Corp. | 3,633,459 | 0.7 | |||||||||||
941,911 | Hua Nan Financial Holdings Co. Ltd. | 473,583 | 0.1 | |||||||||||
192,400 | # | Huatai Securities Co. Ltd. | 364,788 | 0.1 | ||||||||||
8,512 | Hyundai Marine & Fire Insurance Co., Ltd. | 221,567 | 0.0 | |||||||||||
5,096 | ICICI Bank Ltd. ADR | 38,169 | 0.0 | |||||||||||
131,347 | ICICI Bank Ltd. | 491,775 | 0.1 | |||||||||||
131,212 | IDFC Bank Ltd. | 115,569 | 0.0 | |||||||||||
38,724 | Indiabulls Housing Finance Ltd. | 369,327 | 0.1 | |||||||||||
9,583,000 | Industrial & Commercial Bank of China | 5,713,695 | 1.1 | |||||||||||
33,764 | Industrial Bank Of Korea | 354,359 | 0.1 | |||||||||||
32,577 | Investec Ltd. | 213,722 | 0.0 | |||||||||||
19,095,981 | Itau CorpBanca | 160,170 | 0.0 | |||||||||||
5,100 | Kasikornbank PCL | 25,188 | 0.0 | |||||||||||
222,900 | Kasikornbank PLC | 1,101,110 | 0.2 | |||||||||||
51,835 | KB Financial Group, Inc. | 1,831,822 | 0.4 | |||||||||||
10,677 | Komercni Banka AS | 367,932 | 0.1 | |||||||||||
5,248 | Korea Investment Holdings Co., Ltd. | 181,869 | 0.0 | |||||||||||
478,300 | Krung Thai Bank PCL | 235,676 | 0.0 | |||||||||||
13,724 | Liberty Holdings Ltd. | 110,151 | 0.0 | |||||||||||
39,709 | LIC Housing Finance Ltd. | 326,240 | 0.1 | |||||||||||
37,926 | Mahindra & Mahindra Financial Services Ltd. | 150,572 | 0.0 | |||||||||||
452,700 | Malayan Banking BHD | 826,473 | 0.2 | |||||||||||
47,662 | Masraf Al Rayan | 491,789 | 0.1 | |||||||||||
1,872 | @ | mBank SA | 149,870 | 0.0 | ||||||||||
1,420,826 | Mega Financial Holdings Co., Ltd. | 1,010,423 | 0.2 | |||||||||||
1,816,000 | Metro Pacific Investments Corp. | 243,052 | 0.0 |
See Accompanying Notes to Financial Statements
19 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
87,960 | Metropolitan Bank & Trust Co. | 128,347 | 0.0 | |||||||||||
23,053 | Mirae Asset Daewoo Co., Ltd. | 137,922 | 0.0 | |||||||||||
9,156 | Mirae Asset Securities Co., Ltd. | 163,095 | 0.0 | |||||||||||
135,283 | MMI Holdings Ltd. | 231,032 | 0.0 | |||||||||||
21,766 | #,@ | Moneta Money Bank AS | 70,181 | 0.0 | ||||||||||
178,855 | Moscow Exchange MICEX-RTS PJ | 366,286 | 0.1 | |||||||||||
88,338 | National Bank of Abu Dhabi PJSC | 240,197 | 0.0 | |||||||||||
698,058 | @ | National Bank of Greece SA | 182,176 | 0.0 | ||||||||||
26,095 | Nedbank Group Ltd. | 451,673 | 0.1 | |||||||||||
103,600 | New China Life Insurance Co. Ltd. | 471,755 | 0.1 | |||||||||||
19,145 | NH Investment & Securities Co., Ltd. | 152,541 | 0.0 | |||||||||||
31,376 | OTP Bank Nyrt | 895,922 | �� | 0.2 | ||||||||||
900,000 | Peoples Insurance Co. Group of China Ltd. | 352,871 | 0.1 | |||||||||||
595,496 | PICC Property & Casualty Co., Ltd. | 921,037 | 0.2 | |||||||||||
678,500 | Ping An Insurance Group Co. of China Ltd. | 3,370,845 | 0.6 | |||||||||||
844,284 | @ | Piraeus Bank SA | 185,236 | 0.0 | ||||||||||
14,200 | Porto Seguro SA | 117,363 | 0.0 | |||||||||||
84,438 | Power Finance Corp. Ltd. | 151,162 | 0.0 | |||||||||||
115,021 | @ | Powszechna Kasa Oszczednosci Bank Polski SA | 772,646 | 0.1 | ||||||||||
11,669 | PSG Group Ltd. | 184,911 | 0.0 | |||||||||||
356,400 | Public Bank BHD | 1,566,698 | 0.3 | |||||||||||
73,488 | Powszechny Zaklad Ubezpieczen SA | 582,691 | 0.1 | |||||||||||
15,865 | Qatar Insurance Co. SAQ | 369,460 | 0.1 | |||||||||||
8,005 | Qatar Islamic Bank SAQ | 228,359 | 0.0 | |||||||||||
27,464 | Qatar National Bank | 1,228,410 | 0.2 | |||||||||||
86,022 | Rand Merchant Investment Holdings Ltd. | 248,304 | 0.1 | |||||||||||
68,173 | Remgro Ltd. | 1,106,175 | 0.2 | |||||||||||
77,500 | @ | RHB Bank Bhd | – | – | ||||||||||
111,176 | RHB Bank Bhd | 116,570 | 0.0 | |||||||||||
92,242 | RMB Holdings Ltd. | 445,831 | 0.1 | |||||||||||
4,843 | Samsung Card Co. | 159,234 | 0.0 | |||||||||||
4,342 | Samsung Fire & Marine Insurance Co. Ltd. | 964,776 | 0.2 | |||||||||||
9,219 | Samsung Life Insurance Co. Ltd. | 858,062 | 0.2 | |||||||||||
6,925 | Samsung Securities Co. Ltd. | 181,399 | 0.0 | |||||||||||
182,657 | Sanlam Ltd. | 835,516 | 0.2 | |||||||||||
1,027,822 | @ | Sberbank of Russia PJSC | 2,900,935 | 0.6 | ||||||||||
102,348 | Sberbank PAO ADR | 1,185,190 | 0.2 | |||||||||||
15,530 | Security Bank Corp. | 59,314 | 0.0 | |||||||||||
1,043,860 | @ | Shin Kong Financial Holding Co., Ltd. | 254,969 | 0.1 | ||||||||||
55,690 | Shinhan Financial Group Co., Ltd. | 2,088,441 | 0.4 | |||||||||||
19,154 | Shriram Transport Finance Co. Ltd. | 240,286 | 0.0 | |||||||||||
221,800 | Siam Commercial Bank PCL | 940,617 | 0.2 |
1,283,587 | SinoPac Financial Holdings Co., Ltd. | 360,796 | 0.1 | |||||||||||
168,678 | Standard Bank Group Ltd. | 1,857,343 | 0.4 | |||||||||||
141,137 | State Bank of India | 517,604 | 0.1 | |||||||||||
6,213 | State Bank of India Ltd. GDR | 226,842 | 0.0 | |||||||||||
21,600 | Sul America SA | 119,458 | 0.0 | |||||||||||
1,111,484 | Taishin Financial Holdings Co., Ltd. | 405,893 | 0.1 | |||||||||||
484,673 | Taiwan Business Bank | 122,334 | 0.0 | |||||||||||
989,631 | Taiwan Cooperative Financial Holding Co. Ltd. | 430,623 | 0.1 | |||||||||||
1,708,700 | TMB Bank PCL | 99,932 | 0.0 | |||||||||||
302,108 | Turkiye Garanti Bankasi A/S | 651,533 | 0.1 | |||||||||||
81,371 | Turkiye Halk Bankasi AS | 215,018 | 0.0 | |||||||||||
205,339 | �� | Turkiye Is Bankasi | 301,141 | 0.1 | ||||||||||
109,189 | Turkiye Vakiflar Bankasi Tao | 134,389 | 0.0 | |||||||||||
713,177,930 | VTB Bank PJSC | 859,859 | 0.2 | |||||||||||
39,791 | Woori Bank | 419,349 | 0.1 | |||||||||||
115,569 | @ | Yapi Ve Kredi Bankasi | 112,132 | 0.0 | ||||||||||
41,365 | Yes Bank Ltd. | 701,685 | 0.1 | |||||||||||
1,251,586 | Yuanta Financial Holding Co., Ltd. | 464,154 | 0.1 | |||||||||||
115,714,371 | 21.9 | |||||||||||||
Health Care: 2.4% | ||||||||||||||
123,500 | #,@ | 3SBio, Inc. | 119,959 | 0.0 | ||||||||||
416,000 | @ | Alibaba Health Information Technology Ltd. | 208,543 | 0.0 | ||||||||||
10,369 | Apollo Hospitals Enterprise Ltd. | 179,931 | 0.0 | |||||||||||
47,298 | Aspen Pharmacare Holdings Ltd. | 974,375 | 0.2 | |||||||||||
34,945 | Aurobindo Pharma Ltd. | 343,771 | 0.1 | |||||||||||
509,500 | Bangkok Dusit Medical Services PCL | 328,069 | 0.1 | |||||||||||
48,100 | Bumrungrad Hospital PCL | 242,713 | 0.1 | |||||||||||
28,241 | Cadila Healthcare Ltd. | 148,008 | 0.0 | |||||||||||
10,383 | @ | Celltrion, Inc. | 920,921 | 0.2 | ||||||||||
169,000 | China Medical System Holdings Ltd. | 266,814 | 0.1 | |||||||||||
45,882 | Cipla Ltd. | 383,861 | 0.1 | |||||||||||
560,000 | CSPC Pharmaceutical Group Ltd. | 596,276 | 0.1 | |||||||||||
11,155 | Divis Laboratories Ltd. | 128,496 | 0.0 | |||||||||||
9,918 | Dr Reddys Laboratories Ltd. | 447,730 | 0.1 | |||||||||||
5,115 | L | Dr. Reddys Laboratories Ltd. ADR | 231,607 | 0.1 | ||||||||||
18,587 | Glenmark Pharmaceuticals Ltd. | 242,784 | 0.1 | |||||||||||
668 | Hanmi Pharm Co. Ltd. | 168,451 | 0.0 | |||||||||||
1,477 | Hanmi Science Co. Ltd. | 74,475 | 0.0 | |||||||||||
67,800 | Hartalega Holdings Bhd | 72,999 | 0.0 | |||||||||||
45,200 | Hypermarcas SA | 362,883 | 0.1 | |||||||||||
429,500 | IHH Healthcare Bhd | 607,964 | 0.1 | |||||||||||
2,860,600 | Kalbe Farma Tbk PT | 320,578 | 0.1 | |||||||||||
125,383 | Life Healthcare Group Holdings Ltd. | 296,895 | 0.1 | |||||||||||
28,895 | Lupin Ltd. | 631,469 | 0.1 | |||||||||||
129,800 | Netcare Ltd. | 301,663 | 0.1 |
See Accompanying Notes to Financial Statements
20 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
15,000 | @ | OBI Pharma, Inc. | 132,043 | 0.0 | ||||||||||
33,400 | Odontoprev SA | 129,302 | 0.0 | |||||||||||
10,129 | Piramal Enterprises, Ltd. | 242,105 | 0.0 | |||||||||||
27,700 | Qualicorp SA | 163,833 | 0.0 | |||||||||||
18,546 | Richter Gedeon Nyrt | 391,735 | 0.1 | |||||||||||
1,595 | @ | Samsung Biologics Co. Ltd. | 199,408 | 0.0 | ||||||||||
256,000 | Shandong Weigao Group Medical Polymer Co., Ltd. | 170,496 | 0.0 | |||||||||||
53,000 | Shanghai Fosun Pharmaceutical Group Co. Ltd. | 161,773 | 0.0 | |||||||||||
91,700 | Shanghai Pharmaceuticals Holding Co. Ltd. | 209,288 | 0.0 | |||||||||||
47,000 | Sihuan Pharmaceutical Holdings Group Ltd. | 13,051 | 0.0 | |||||||||||
587,000 | Sino Biopharmaceutical Ltd. | 411,622 | 0.1 | |||||||||||
156,400 | Sinopharm Group Co. | 640,981 | 0.1 | |||||||||||
125,588 | Sun Pharmaceutical Industries Ltd. | 1,162,781 | 0.2 | |||||||||||
22,000 | @ | TaiMed Biologics, Inc. | 112,970 | 0.0 | ||||||||||
1,021 | Yuhan Corp. | 168,409 | 0.0 | |||||||||||
12,911,032 | 2.4 | |||||||||||||
Industrials: 5.6% | ||||||||||||||
261,180 | Aboitiz Equity Ventures, Inc. | 372,017 | 0.1 | |||||||||||
226,000 | Air China Ltd. | 143,563 | 0.0 | |||||||||||
156,200 | AirAsia BHD | 79,737 | 0.0 | |||||||||||
56,300 | Airports of Thailand PCL | 625,195 | 0.1 | |||||||||||
220,600 | AKR Corporindo Tbk PT | 98,026 | 0.0 | |||||||||||
364,200 | Alfa SA de CV | 450,821 | 0.1 | |||||||||||
235,300 | Alliance Global Group, Inc. | 60,449 | 0.0 | |||||||||||
160,880 | Ashok Leyland Ltd. | 189,281 | 0.0 | |||||||||||
278,000 | AviChina Industry & Technology Co. Ltd. | 190,698 | 0.0 | |||||||||||
939,500 | Bangkok Expressway & Metro PCL | 195,042 | 0.0 | |||||||||||
204,000 | Beijing Capital International Airport Co., Ltd. | 205,636 | 0.1 | |||||||||||
65,000 | Beijing Enterprises Holdings Ltd. | 305,956 | 0.1 | |||||||||||
113,100 | Berli Jucker PCL | 158,199 | 0.0 | |||||||||||
72,419 | Bharat Heavy Electricals Ltd. | 128,806 | 0.0 | |||||||||||
42,308 | Bidvest Group Ltd. | 557,085 | 0.1 | |||||||||||
734,400 | BTS Group Holdings PCL | 175,132 | 0.0 | |||||||||||
304,000 | China Airlines Ltd. | 87,542 | 0.0 | |||||||||||
579,000 | China Communications Construction Co., Ltd. | 661,747 | 0.1 | |||||||||||
177,000 | China Conch Venture Holdings Ltd. | 314,346 | 0.1 | |||||||||||
323,000 | China Everbright International Ltd. | 364,322 | 0.1 | |||||||||||
167,915 | China Merchants Port Holdings Co. Ltd | 414,850 | 0.1 | |||||||||||
266,000 | China Railway Construction Corp. Ltd. | 340,865 | 0.1 | |||||||||||
529,000 | China Railway Group Ltd. | 432,280 | 0.1 | |||||||||||
220,000 | China Southern Airlines Co., Ltd. | 113,836 | 0.0 |
240,000 | China State Construction International Holdings Ltd. | 357,621 | 0.1 | |||||||||||
113,900 | CCR SA | 558,529 | 0.1 | |||||||||||
563,000 | Citic Pacific Ltd. | 801,797 | 0.2 | |||||||||||
1,892 | CJ Corp. | 292,574 | 0.1 | |||||||||||
939 | @ | CJ Korea Express Corp. | 139,066 | 0.0 | ||||||||||
4,325 | Container Corp. Of India Ltd. | 70,586 | 0.0 | |||||||||||
222,000 | COSCO Shipping Ports, Ltd. | 222,472 | 0.1 | |||||||||||
536,000 | CRRC Corp. Ltd. | 478,717 | 0.1 | |||||||||||
3,690 | Daelim Industrial Co., Ltd. | 265,611 | 0.1 | |||||||||||
15,175 | @ | Daewoo Engineering & Construction Co., Ltd. | 63,750 | 0.0 | ||||||||||
464,442 | Dialog Group BHD | 159,324 | 0.0 | |||||||||||
576,550 | DMCI Holdings, Inc. | 153,532 | 0.0 | |||||||||||
5,960 | Doosan Heavy Industries and Construction Co. Ltd. | 133,898 | 0.0 | |||||||||||
21,713 | DP World Ltd. | 380,286 | 0.1 | |||||||||||
1,764 | Eicher Motors Ltd. | 564,849 | 0.1 | |||||||||||
87,000 | Embraer SA | 427,689 | 0.1 | |||||||||||
253,321 | Eva Airways Corp. | 114,125 | 0.0 | |||||||||||
243,620 | @ | Evergreen Marine Corp. | 83,702 | 0.0 | ||||||||||
400,685 | Far Eastern New Century Corp. | 300,067 | 0.1 | |||||||||||
335,968 | Fosun International | 473,601 | 0.1 | |||||||||||
232,800 | Gamuda BHD | 247,653 | 0.1 | |||||||||||
2,435 | Hyundai Glovis Co., Ltd. | 311,102 | 0.1 | |||||||||||
47,900 | Grupo Aeroportuario del Pacifico SA de CV | 393,743 | 0.1 | |||||||||||
27,565 | Grupo Aeroportuario del Sureste SA de CV | 396,807 | 0.1 | |||||||||||
75,300 | Grupo Carso SAB de CV | 302,840 | 0.1 | |||||||||||
6,828 | @ | GS Engineering & Construction Corp. | 149,293 | 0.0 | ||||||||||
83,000 | Haitian International Holdings Ltd. | 162,464 | 0.0 | |||||||||||
5,883 | Hanwha Corp. | 170,445 | 0.0 | |||||||||||
67,200 | HAP Seng Consolidated Bhd | 132,539 | 0.0 | |||||||||||
33,625 | Havells India Ltd. | 169,273 | 0.0 | |||||||||||
24,512 | Hiwin Technologies Corp. | 111,902 | 0.0 | |||||||||||
7,325 | Hyundai Development Co-Engineering & Construction | 272,133 | 0.1 | |||||||||||
9,391 | Hyundai Engineering & Construction Co. Ltd. | 332,210 | 0.1 | |||||||||||
5,491 | @ | Hyundai Heavy Industries | 659,537 | 0.1 | ||||||||||
388,000 | IJM Corp. Bhd | 276,578 | 0.1 | |||||||||||
19,712 | Industries Qatar QSC | 634,710 | 0.1 | |||||||||||
65,290 | International Container Terminal Services, Inc. | 94,234 | 0.0 | |||||||||||
295,331 | Jasa Marga Persero Tbk PT | 94,422 | 0.0 | |||||||||||
371,500 | JG Summit Holdings, Inc. | 504,860 | 0.1 | |||||||||||
166,000 | Jiangsu Expressway Co. Ltd. | 209,290 | 0.1 | |||||||||||
748 | KCC Corp. | 222,302 | 0.1 | |||||||||||
2,806 | KEPCO Plant Service & Engineering Co. Ltd. | 125,738 | 0.0 | |||||||||||
85,585 | KOC Holding AS | 334,481 | 0.1 |
See Accompanying Notes to Financial Statements
21 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
8,230 | Korea Aerospace Industries Ltd. | 455,333 | 0.1 | |||||||||||
4,767 | @ | Korean Air Lines Co. Ltd. | 107,573 | 0.0 | ||||||||||
18,998 | @ | Larsen & Toubro Ltd. GDR | 376,781 | 0.1 | ||||||||||
22,330 | Larsen & Toubro Ltd. | 442,371 | 0.1 | |||||||||||
39,647 | @ | Latam Airlines Group SA | 334,048 | 0.1 | ||||||||||
12,238 | LG Corp. | 607,594 | 0.1 | |||||||||||
20,610 | Localiza Rent a Car SA | 216,694 | 0.0 | |||||||||||
98,000 | Malaysia Airports Holdings Bhd | 132,385 | 0.0 | |||||||||||
143,400 | MISC Bhd | 234,951 | 0.0 | |||||||||||
108,605 | Adani Ports & Special Economic Zone, Ltd. | 428,313 | 0.1 | |||||||||||
100,900 | OHL Mexico SAB de CV | 99,247 | 0.0 | |||||||||||
5,815 | Posco Daewoo Corp. | 129,805 | 0.0 | |||||||||||
35,195 | Promotora y Operadora de Infraestructura SAB de CV | 293,721 | 0.0 | |||||||||||
99,600 | @ | Rumo Logistica Operadora Multimodal SA | 187,896 | 0.0 | ||||||||||
2,447 | S-1 Corp. | 177,691 | 0.0 | |||||||||||
9,870 | Samsung C&T Corp. | 1,021,999 | 0.2 | |||||||||||
32,212 | @ | Samsung Heavy Industries Co., Ltd. | 245,977 | 0.1 | ||||||||||
4,132 | Samsung Techwin Co., Ltd. | 148,501 | 0.0 | |||||||||||
366,000 | @ | Shanghai Electric Group Co., Ltd. | 163,086 | 0.0 | ||||||||||
72,000 | Shanghai Industrial Holdings Ltd. | 194,118 | 0.0 | |||||||||||
10,248 | Siemens, Ltd. | 167,529 | 0.0 | |||||||||||
306,600 | Sime Darby Bhd | 553,087 | 0.1 | |||||||||||
159,000 | Sinopec Engineering Group Co. Ltd. | 132,417 | 0.0 | |||||||||||
285,000 | Sinotrans Ltd. | 126,690 | 0.0 | |||||||||||
5,961 | SK C&C Co. Ltd. | 1,131,584 | 0.2 | |||||||||||
16,571 | SK Networks Co. Ltd. | 94,830 | 0.0 | |||||||||||
31,647 | SM Investments Corp. | 416,685 | 0.1 | |||||||||||
19,142 | TAV Havalimanlari Holding AS | 76,037 | 0.0 | |||||||||||
248,000 | Teco Electric and Machinery Co. Ltd. | 213,939 | 0.1 | |||||||||||
73,091 | @ | Turk Hava Yollari | 103,686 | 0.0 | ||||||||||
49,132 | Turk Sise Ve Cam Fabrikalari | 53,273 | 0.0 | |||||||||||
611,600 | Waskita Karya Persero Tbk PT | 115,327 | 0.0 | |||||||||||
73,580 | Weg S.A. | 350,413 | 0.1 | |||||||||||
131,000 | Weichai Power Co. Ltd. | 200,894 | 0.0 | |||||||||||
136,300 | Westports Holdings Bhd | 130,355 | 0.0 | |||||||||||
100,000 | ENN Energy Holdings Ltd. | 409,725 | 0.1 | |||||||||||
192,000 | Zhejiang Expressway Co., Ltd. | 182,784 | 0.0 | |||||||||||
71,500 | Zhuzhou CSR Times Electric Co., Ltd. | 361,081 | 0.1 | |||||||||||
29,834,203 | 5.6 | |||||||||||||
Information Technology: 22.0% | ||||||||||||||
10,768 | @,L | 58.com, Inc. ADR | 301,504 | 0.1 | ||||||||||
97,000 | AAC Technologies Holdings, Inc. | 878,020 | 0.2 | |||||||||||
366,462 | Acer, Inc. | 148,067 | 0.0 |
816,000 | Advanced Semiconductor Engineering, Inc. | 831,901 | 0.2 | |||||||||||
43,269 | Advantech Co. Ltd. | 341,197 | 0.1 | |||||||||||
146,188 | @ | Alibaba Group Holding Ltd. ADR | 12,836,768 | 2.4 | ||||||||||
92,000 | Asustek Computer, Inc. | 753,238 | 0.1 | |||||||||||
1,140,000 | AU Optronics Corp. | 413,979 | 0.1 | |||||||||||
35,384 | @ | Baidu, Inc. ADR | 5,817,483 | 1.1 | ||||||||||
13,000 | Casetek Holdings Ltd. | 34,405 | 0.0 | |||||||||||
85,000 | Catcher Technology Co., Ltd. | 587,494 | 0.1 | |||||||||||
74,971 | Chicony Electronics Co. Ltd. | 173,575 | 0.0 | |||||||||||
1,174,439 | Innolux Corp. | 420,443 | 0.1 | |||||||||||
132,764 | Cielo SA | 1,137,674 | 0.2 | |||||||||||
574,000 | Compal Electronics, Inc. | 327,873 | 0.1 | |||||||||||
71,400 | Delta Electronics Thailand PCL | 162,202 | 0.0 | |||||||||||
253,703 | Delta Electronics, Inc. | 1,247,237 | 0.2 | |||||||||||
119,849 | Foxconn Technology Co., Ltd. | 315,327 | 0.1 | |||||||||||
1,682,000 | @,L | GCL Poly Energy Holdings Ltd. | 200,922 | 0.0 | ||||||||||
1,908,000 | @ | Hanergy Thin Film Power Group Ltd. | 52,901 | 0.0 | ||||||||||
74,135 | HCL Technologies Ltd. | 902,702 | 0.2 | |||||||||||
2,019,463 | HON HAI Precision Industry Co., Ltd. | 5,252,801 | 1.0 | |||||||||||
87,000 | @ | HTC Corp. | 212,028 | 0.0 | ||||||||||
75,996 | SK Hynix, Inc. | 2,796,356 | 0.5 | |||||||||||
114,835 | Infosys Ltd. | 1,704,444 | 0.3 | |||||||||||
121,797 | Infosys Ltd. ADR | 1,806,250 | 0.4 | |||||||||||
334,000 | Inventec Co., Ltd. | 227,846 | 0.0 | |||||||||||
3,955 | Kakao Corp. | 251,637 | 0.1 | |||||||||||
11,300 | KCE Electronics PCL | 38,424 | 0.0 | |||||||||||
101,000 | Kingsoft Corp. Ltd. | 206,107 | 0.0 | |||||||||||
13,000 | Largan Precision Co. Ltd. | 1,515,298 | 0.3 | |||||||||||
944,000 | Lenovo Group Ltd. | 569,049 | 0.1 | |||||||||||
30,527 | LG Display Co., Ltd. | 792,049 | 0.2 | |||||||||||
1,853 | LG Innotek Co. Ltd. | 135,378 | 0.0 | |||||||||||
280,538 | Lite-On Technology Corp. | 421,887 | 0.1 | |||||||||||
193,820 | MediaTek, Inc. | 1,294,862 | 0.3 | |||||||||||
68,000 | Micro-Star International Co., Ltd. | 154,305 | 0.0 | |||||||||||
85,000 | Nanya Technology Corp. | 126,431 | 0.0 | |||||||||||
2,314 | NCSoft Corp. | 473,343 | 0.1 | |||||||||||
10,333 | NetEase, Inc. ADR | 2,225,108 | 0.4 | |||||||||||
3,655 | NAVER Corp. | 2,340,581 | 0.4 | |||||||||||
77,000 | Novatek Microelectronics Corp., Ltd. | 253,068 | 0.1 | |||||||||||
252,000 | Pegatron Corp. | 599,516 | 0.1 | |||||||||||
18,000 | Phison Electronics Corp. | 141,566 | 0.0 | |||||||||||
88,000 | Powertech Technology, Inc. | 236,148 | 0.1 | |||||||||||
355,000 | Quanta Computer, Inc. | 661,504 | 0.1 | |||||||||||
61,760 | Realtek Semiconductor Corp. | 195,054 | 0.0 | |||||||||||
7,354 | Samsung Electro-Mechanics Co. Ltd. | 308,712 | 0.1 | |||||||||||
12,913 | Samsung Electronics Co., Ltd. | 19,218,587 | 3.6 | |||||||||||
7,187 | Samsung SDI Co., Ltd. | 646,998 | 0.1 | |||||||||||
4,545 | Samsung SDS Co. Ltd. | 523,970 | 0.1 |
See Accompanying Notes to Financial Statements
22 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
365,900 | @ | Semiconductor Manufacturing International Corp. | 572,035 | 0.1 | ||||||||||
283,000 | Siliconware Precision Industries Co. Ltd. | 419,777 | 0.1 | |||||||||||
6,745 | @ | Sina Corp. | 410,029 | 0.1 | ||||||||||
83,000 | L | Sunny Optical Technology Group Co. Ltd. | 361,796 | 0.1 | ||||||||||
196,800 | Synnex Technology International Corp. | 197,761 | 0.0 | |||||||||||
3,206,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 17,957,626 | 3.4 | |||||||||||
61,661 | Tata Consultancy Services Ltd. | 2,144,936 | 0.4 | |||||||||||
31,261 | Tech Mahindra Ltd. | 224,626 | 0.0 | |||||||||||
739,600 | Tencent Holdings Ltd. | 17,933,166 | 3.4 | |||||||||||
26,000 | Transcend Information, Inc. | 68,733 | 0.0 | |||||||||||
124,000 | Travelsky Technology Ltd. | 259,877 | 0.1 | |||||||||||
1,538,000 | United Microelectronics Corp. | 541,640 | 0.1 | |||||||||||
126,000 | Vanguard International Semiconductor Corp. | 218,330 | 0.0 | |||||||||||
3,438 | @,L | Weibo Corp. ADR | 139,583 | 0.0 | ||||||||||
10,591 | L | Wipro Ltd. ADR | 102,521 | 0.0 | ||||||||||
59,137 | Wipro Ltd. | 412,857 | 0.1 | |||||||||||
329,731 | Wistron Corp. | 254,108 | 0.1 | |||||||||||
198,000 | WPG Holdings Ltd. | 232,688 | 0.1 | |||||||||||
3,959 | @ | YY, Inc. ADR | 156,064 | 0.1 | ||||||||||
53,000 | Zhen Ding Technology Holding Ltd. | 104,164 | 0.0 | |||||||||||
99,640 | ZTE Corp. | 172,457 | 0.0 | |||||||||||
116,098,993 | 22.0 | |||||||||||||
Materials: 6.5% | ||||||||||||||
6,255 | ACC Ltd. | 122,481 | 0.0 | |||||||||||
337,300 | @ | Alrosa AO | 536,518 | 0.1 | ||||||||||
514,000 | @ | Aluminum Corp. of China Ltd. | 210,530 | 0.0 | ||||||||||
80,346 | Ambuja Cements Ltd. | 243,581 | 0.0 | |||||||||||
6,959 | @ | Anglo American Platinum Ltd. | 132,766 | 0.0 | ||||||||||
53,184 | @ | AngloGold Ashanti Ltd. | 565,012 | 0.1 | ||||||||||
163,000 | Anhui Conch Cement Co., Ltd. | 441,109 | 0.1 | |||||||||||
302,356 | Asia Cement Corp. | 245,942 | 0.1 | |||||||||||
37,714 | Asian Paints Ltd. | 494,713 | 0.1 | |||||||||||
59,091 | Cementos Argos SA | 233,451 | 0.0 | |||||||||||
1,834,867 | @ | Cemex SA de CV | 1,467,564 | 0.3 | ||||||||||
382,000 | China National Building Material Co., Ltd. | 184,997 | 0.0 | |||||||||||
1,522,535 | China Steel Corp. | 1,157,352 | 0.2 | |||||||||||
25,011 | Cia de Minas Buenaventura SAA ADR | 282,124 | 0.0 | |||||||||||
81,100 | @ | Cia Siderurgica Nacional S.A. | 270,358 | 0.0 | ||||||||||
41,300 | @ | Duratex SA | 86,288 | 0.0 | ||||||||||
163,370 | Empresas CMPC SA | 334,011 | 0.1 | |||||||||||
184,721 | Eregli Demir ve Celik Fabrikalari TAS | 268,757 | 0.1 | |||||||||||
32,100 | Fibria Celulose SA | 314,520 | 0.1 | |||||||||||
421,600 | Formosa Chemicals & Fibre Co. | 1,255,585 | 0.2 | |||||||||||
535,600 | Formosa Plastics Corp. | 1,476,428 | 0.3 | |||||||||||
105,989 | Gold Fields Ltd. | 320,535 | 0.1 |
37,234 | Grupo Argos SA/Colombia | 239,131 | 0.0 | |||||||||||
497,800 | Grupo Mexico SA de CV Series B | 1,351,743 | 0.3 | |||||||||||
14,024 | Hanwha Chemical Corp. | 285,880 | 0.1 | |||||||||||
147,968 | Hindalco Industries Ltd. | 334,891 | 0.1 | |||||||||||
2,037 | Lotte Chemical Corp. | 620,758 | 0.1 | |||||||||||
2,785 | Hyosung Corp. | 334,787 | 0.1 | |||||||||||
10,180 | Hyundai Steel Co. | 479,145 | 0.1 | |||||||||||
80,801 | @ | Impala Platinum Holdings Ltd. | 248,604 | 0.1 | ||||||||||
187,500 | Indocement Tunggal Prakarsa Tbk PT | 213,591 | 0.0 | |||||||||||
191,900 | Indorama Ventures PCL | 178,745 | 0.0 | |||||||||||
18,450 | Industrias Penoles, S.A. de C.V. | 342,029 | 0.1 | |||||||||||
6,012 | @ | Jastrzebska Spolka Weglowa SA | 96,114 | 0.0 | ||||||||||
165,000 | Jiangxi Copper Co., Ltd. | 229,025 | 0.0 | |||||||||||
11,836 | Jsw Steel Ltd. | 282,884 | 0.1 | |||||||||||
18,301 | KGHM Polska Miedz SA | 402,459 | 0.1 | |||||||||||
72,800 | Klabin SA | 396,355 | 0.1 | |||||||||||
1,096 | Korea Zinc Co., Ltd. | 431,110 | 0.1 | |||||||||||
2,381 | Kumho Petrochemical Co. Ltd. | 161,434 | 0.0 | |||||||||||
43,200 | Lafarge Malaysia Bhd | 69,167 | 0.0 | |||||||||||
6,483 | LG Chem Ltd. | 1,398,039 | 0.3 | |||||||||||
145,550 | Mexichem SA de CV | 330,214 | 0.1 | |||||||||||
7,122 | MMC Norilsk Nickel OJSC | 1,175,238 | 0.2 | |||||||||||
15,995 | Mondi Ltd. | 325,496 | 0.1 | |||||||||||
609,890 | Nan Ya Plastics Corp. | 1,343,415 | 0.3 | |||||||||||
215,000 | Nine Dragons Paper Holdings Ltd. | 194,144 | 0.0 | |||||||||||
2,338 | @ | OCI Co. Ltd. | 152,011 | 0.0 | ||||||||||
101,901 | Petkim Petrokimya Holding | 106,777 | 0.0 | |||||||||||
315,800 | Petronas Chemicals Group Bhd | 491,370 | 0.1 | |||||||||||
13,158 | PhosAgro OJSC GDR | 200,660 | 0.0 | |||||||||||
9,053 | POSCO | 1,922,085 | 0.4 | |||||||||||
270,700 | PTT Global Chemical PCL | 474,594 | 0.1 | |||||||||||
71,987 | @ | Sappi Ltd. | 469,612 | 0.1 | ||||||||||
72,050 | Sasol Ltd. | 2,067,786 | 0.4 | |||||||||||
377,800 | Semen Gresik Persero Tbk PT | 256,353 | 0.1 | |||||||||||
27,851 | Severstal PJSC | 427,892 | 0.1 | |||||||||||
1,175 | Shree Cement Ltd. | 254,410 | 0.1 | |||||||||||
52,300 | Siam Cement PCL | 725,889 | 0.1 | |||||||||||
96,301 | Sibanye Gold Ltd. | 172,923 | 0.0 | |||||||||||
454,000 | Sinopec Shanghai Petrochemical Co. Ltd. | 245,051 | 0.0 | |||||||||||
10,946 | Southern Copper Corp. | 349,615 | 0.1 | |||||||||||
70,125 | L | Synthos SA | 76,365 | 0.0 | ||||||||||
436,000 | Taiwan Cement Corp. | 473,850 | 0.1 | |||||||||||
90,000 | Taiwan Fertilizer Co., Ltd. | 111,963 | 0.0 | |||||||||||
38,963 | Tata Steel Ltd. | 223,416 | 0.0 | |||||||||||
6,524 | Titan Cement Co. SA | 152,931 | 0.0 | |||||||||||
9,413 | Ultratech Cement Ltd. | 449,663 | 0.1 | |||||||||||
46,991 | UPL Ltd. | 446,745 | 0.1 | |||||||||||
167,100 | Vale SA | 1,318,440 | 0.2 | |||||||||||
137,311 | Vedanta Ltd. | 433,078 | 0.1 | |||||||||||
4,921 | Grupa Azoty SA | 73,698 | 0.0 |
See Accompanying Notes to Financial Statements
23 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
742,000 | Zijin Mining Group Co., Ltd. | 236,619 | 0.0 | |||||||||||
34,422,816 | 6.5 | |||||||||||||
Real Estate: 2.5% | ||||||||||||||
435,471 | Aldar Properties PJSC | 310,984 | 0.1 | |||||||||||
950,800 | Ayala Land, Inc. | 610,887 | 0.1 | |||||||||||
11,046 | Barwa Real Estate Co. | 100,644 | 0.0 | |||||||||||
72,020 | @ | BR Malls Participacoes SA | 264,430 | 0.0 | ||||||||||
1,142,300 | Bumi Serpong Damai PT | 148,086 | 0.0 | |||||||||||
182,100 | Central Pattana PCL | 287,831 | 0.1 | |||||||||||
538,000 | L | China Evergrande Group | 333,460 | 0.1 | ||||||||||
466,000 | China Jinmao Holdings Group Ltd. | 125,140 | 0.0 | |||||||||||
498,000 | China Overseas Land & Investment Ltd. | 1,310,313 | 0.3 | |||||||||||
360,444 | China Resources Land Ltd. | 806,554 | 0.2 | |||||||||||
172,500 | China Vanke Co. Ltd. | 392,135 | 0.1 | |||||||||||
770,133 | Country Garden Holdings Co. Ltd. | 429,264 | 0.1 | |||||||||||
268,951 | Emaar Malls PJSC | 192,001 | 0.0 | |||||||||||
465,538 | Emaar Properties PJSC | 902,596 | 0.2 | |||||||||||
261,447 | Emlak Konut Gayrimenkul Yatirim Ortakligi AS | 221,426 | 0.1 | |||||||||||
103,403 | Ezdan Holding Group QSC | 427,534 | 0.1 | |||||||||||
335,500 | Fibra Uno Administracion SA de CV | 512,726 | 0.1 | |||||||||||
125,291 | Fortress Income Fund Ltd. | 150,863 | 0.0 | |||||||||||
98,050 | Fortress Income Fund Ltd. | 230,990 | 0.1 | |||||||||||
772,500 | Fullshare Holdings Ltd. | 359,935 | 0.1 | |||||||||||
274,597 | Growthpoint Properties Ltd. | 517,009 | 0.1 | |||||||||||
124,400 | Guangzhou R&F Properties Co., Ltd. | 149,798 | 0.0 | |||||||||||
107,300 | Highwealth Construction Corp. | 151,363 | 0.0 | |||||||||||
32,851 | Hyprop Investments Ltd. | 280,604 | 0.1 | |||||||||||
192,032 | IOI Properties Group Bhd | 89,895 | 0.0 | |||||||||||
2,363,500 | Lippo Karawaci Tbk PT | 125,777 | 0.0 | |||||||||||
192,500 | Longfor Properties Co., Ltd. | 243,481 | 0.1 | |||||||||||
1,521,000 | Megaworld Corp. | 108,888 | 0.0 | |||||||||||
10,700 | Multiplan Empreendimentos Imobiliarios SA | 195,215 | 0.0 | |||||||||||
31,638 | New Europe Property Investments PLC | 366,283 | 0.1 | |||||||||||
1,482,400 | Pakuwon Jati Tbk PT | 61,847 | 0.0 | |||||||||||
590,145 | Redefine Properties Ltd. | 480,541 | 0.1 | |||||||||||
37,584 | Resilient REIT Ltd. | 313,154 | 0.1 | |||||||||||
189,900 | Robinsons Land Corp. | 99,287 | 0.0 | |||||||||||
114,360 | @ | Ruentex Development Co. Ltd. | 130,017 | 0.0 | ||||||||||
123,540 | @ | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. | 180,471 | 0.0 | ||||||||||
156,500 | Shimao Property Holdings Ltd. | 203,669 | 0.0 |
397,500 | Sino-Ocean Group Holding Ltd. | 177,125 | 0.0 | |||||||||||
1,090,600 | SM Prime Holdings, Inc. | 620,930 | 0.1 | |||||||||||
262,000 | L | Soho China Ltd. | 128,609 | 0.0 | ||||||||||
1,393,500 | Summarecon Agung Tbk PT | 136,176 | 0.0 | |||||||||||
247,000 | Sunac China Holdings Ltd. | 204,654 | 0.0 | |||||||||||
111,431 | Talaat Moustafa Group | 56,115 | 0.0 | |||||||||||
13,138,707 | 2.5 | |||||||||||||
Telecommunication Services: 5.6% | ||||||||||||||
136,200 | Advanced Info Service PCL | 557,779 | 0.1 | |||||||||||
4,317,600 | America Movil SAB de CV | 2,711,824 | 0.5 | |||||||||||
268,000 | @ | Asia Pacific Telecom Co. Ltd. | 85,972 | 0.0 | ||||||||||
346,700 | Axiata Group Bhd | 364,249 | 0.1 | |||||||||||
131,101 | Bharti Airtel Ltd. | 589,128 | 0.1 | |||||||||||
75,961 | Bharti Infratel Ltd. | 383,879 | 0.1 | |||||||||||
326,000 | China Communications Services Corp., Ltd. | 207,131 | 0.0 | |||||||||||
799,000 | China Mobile Ltd. | 8,423,998 | 1.6 | |||||||||||
1,806,000 | China Telecom Corp., Ltd. | 828,429 | 0.2 | |||||||||||
780,000 | China Unicom Hong Kong Ltd. | 902,740 | 0.2 | |||||||||||
494,000 | Chunghwa Telecom Co., Ltd. | 1,551,198 | 0.3 | |||||||||||
468,400 | Digi.Com BHD | 504,318 | 0.1 | |||||||||||
229,201 | Emirates Telecommunications Group Co. PJSC | 1,173,182 | 0.2 | |||||||||||
20,239 | @ | Empresa Nacional de Telecomunicaciones SA | 214,747 | 0.1 | ||||||||||
212,000 | Far EasTone Telecommunications Co., Ltd. | 476,585 | 0.1 | |||||||||||
3,895 | Globe Telecom, Inc. | 118,116 | 0.0 | |||||||||||
31,761 | Hellenic Telecommunications Organization SA | 298,279 | 0.1 | |||||||||||
158,586 | Idea Cellular Ltd. | 172,915 | 0.0 | |||||||||||
2,853 | KT Corp. | 69,415 | 0.0 | |||||||||||
28,403 | LG Uplus Corp. | 269,201 | 0.0 | |||||||||||
247,000 | Maxis Bhd | 328,729 | 0.1 | |||||||||||
65,324 | Mobile TeleSystems PJSC ADR | 595,102 | 0.1 | |||||||||||
215,369 | MTN Group Ltd. | 1,972,501 | 0.4 | |||||||||||
10,814 | Ooredoo QSC | 302,033 | 0.1 | |||||||||||
369,873 | @ | Global Telecom Holding | 146,684 | 0.0 | ||||||||||
12,435 | PLDT, Inc. | 341,016 | 0.1 | |||||||||||
119,234 | Rostelecom PJSC | 163,393 | 0.0 | |||||||||||
22,489 | Sistema PJSC FC GDR | 202,401 | 0.1 | |||||||||||
2,621 | SK Telecom Co., Ltd. | 485,779 | 0.1 | |||||||||||
219,000 | Taiwan Mobile Co., Ltd. | 705,031 | 0.1 | |||||||||||
8,489 | O2 Czech Republic AS | 85,914 | 0.0 | |||||||||||
146,000 | Telekom Malaysia BHD | 193,647 | 0.0 | |||||||||||
92,106 | Orange Polska SA | 121,151 | 0.0 | |||||||||||
6,599,700 | Telekomunikasi Indonesia Persero Tbk PT | 1,941,581 | 0.4 | |||||||||||
35,512 | Telkom SA Ltd. | 190,399 | 0.0 | |||||||||||
113,600 | Tim Participacoes SA | 273,293 | 0.1 | |||||||||||
292,200 | Tower Bersama Infrastructure Tbk PT | 108,009 | 0.0 |
See Accompanying Notes to Financial Statements
24 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
1,303,990 | True Corp. PCL | 259,603 | 0.0 | |||||||||||
55,480 | Turk Telekomunikasyon AS | 82,927 | 0.0 | |||||||||||
115,234 | @ | Turkcell Iletisim Hizmet AS | 318,185 | 0.1 | ||||||||||
48,010 | Vodacom Group Pty Ltd. | 531,876 | 0.1 | |||||||||||
473,875 | @ | XL Axiata Tbk PT | 81,064 | 0.0 | ||||||||||
29,333,403 | 5.6 | |||||||||||||
Utilities: 2.6% | ||||||||||||||
189,700 | Aboitiz Power Corp. | 158,827 | 0.0 | |||||||||||
329,303 | AES Gener SA | 117,607 | 0.0 | |||||||||||
25,400 | AES Tiete Energia SA | 109,257 | 0.0 | |||||||||||
395,576 | Aguas Andinas SA | 205,957 | 0.0 | |||||||||||
578,000 | Beijing Enterprises Water Group Ltd. | 382,551 | 0.1 | |||||||||||
20,400 | @ | Centrais Eletricas Brasileiras SA | 142,970 | 0.0 | ||||||||||
21,666 | CEZ AS | 362,638 | 0.1 | |||||||||||
1,384,000 | # | CGN Power Co. Ltd. | 378,247 | 0.1 | ||||||||||
222,000 | China Gas Holdings Ltd. | 300,634 | 0.1 | |||||||||||
417,000 | China Longyuan Power Group Corp. Ltd. | 324,030 | 0.1 | |||||||||||
431,000 | China Power International Development Ltd. | 155,627 | 0.0 | |||||||||||
116,000 | China Resources Gas Group Ltd. | 324,977 | 0.1 | |||||||||||
252,000 | China Resources Power Holdings Co. | 398,584 | 0.1 | |||||||||||
45,300 | Cia de Saneamento Basico do Estado de Sao Paulo | 400,709 | 0.1 | |||||||||||
1,041,134 | Colbun SA | 204,840 | 0.0 | |||||||||||
27,169 | CPFL Energia SA | 210,444 | 0.1 | |||||||||||
42,449 | EDP - Energias do Brasil S.A. | 174,768 | 0.0 | |||||||||||
18,600 | Electricity Generating PCL | 103,190 | 0.0 | |||||||||||
422,322 | Enel Generacion Chile SA | 278,648 | 0.1 | |||||||||||
1,114,200 | Energy Development Corp. | 115,305 | 0.0 | |||||||||||
4,093,354 | Enersis Americas SA | 665,343 | 0.1 | |||||||||||
2,562,658 | Enersis Chile SA | 237,252 | 0.1 | |||||||||||
22,000 | Engie Brasil Energia SA | 236,581 | 0.1 | |||||||||||
27,000 | Equatorial Energia SA | 451,286 | 0.1 | |||||||||||
43,176 | GAIL India Ltd. | 278,663 | 0.0 | |||||||||||
76,900 | Glow Energy PCL | 169,399 | 0.0 | |||||||||||
376,000 | Guangdong Investment Ltd. | 495,146 | 0.1 | |||||||||||
542,000 | Huaneng Power International, Inc. | 357,763 | 0.1 | |||||||||||
528,000 | Huaneng Renewables Corp. Ltd. | 170,696 | 0.0 | |||||||||||
45,900 | Infraestructura Energetica Nova SAB de CV | 199,944 | 0.0 | |||||||||||
3,307,000 | Inter RAO UES PJSC | 207,184 | 0.0 | |||||||||||
59,720 | Interconexion Electrica SA ESP | 198,536 | 0.0 | |||||||||||
33,348 | Korea Electric Power Corp. | 1,216,470 | 0.2 | |||||||||||
3,587 | Korea Gas Corp. | 143,955 | 0.0 | |||||||||||
218,876 | NTPC Ltd. | 530,390 | 0.1 | |||||||||||
1,414,400 | Perusahaan Gas Negara PT | 282,164 | 0.1 | |||||||||||
92,700 | Petronas Gas BHD | 439,290 | 0.1 |
112,146 | PGE Polska Grupa Energetyczna SA | 279,711 | 0.1 | |||||||||||
3,630 | Qatar Electricity & Water Co. QSC | 226,438 | 0.0 | |||||||||||
15,996,910 | RusHydro JSC | 241,665 | 0.0 | |||||||||||
151,562 | Tata Power Co. Ltd. | 169,142 | 0.0 | |||||||||||
126,682 | @ | Tauron Polska Energia SA | 86,240 | 0.0 | ||||||||||
446,200 | Tenaga Nasional BHD | 1,381,522 | 0.3 | |||||||||||
601,000 | YTL Corp. Bhd | 207,657 | 0.1 | |||||||||||
220,995 | YTL Power International Bhd | 73,402 | 0.0 | |||||||||||
13,795,649 | 2.6 | |||||||||||||
Total Common Stock (Cost $516,826,495) | 489,739,004 | 92.7 | ||||||||||||
PREFERRED STOCK: 4.1% | ||||||||||||||
Consumer Discretionary: 0.2% | ||||||||||||||
2,756 | Hyundai Motor Co. | 218,087 | 0.0 | |||||||||||
4,812 | Hyundai Motor Co.- Series 2 | 395,173 | 0.1 | |||||||||||
76,760 | Lojas Americanas SA | 400,934 | 0.1 | |||||||||||
1,014,194 | 0.2 | |||||||||||||
Consumer Staples: 0.1% | ||||||||||||||
1,154 | Amorepacific Corp. | 196,144 | 0.0 | |||||||||||
20,700 | Cia Brasileira de Distribuicao | 348,212 | 0.1 | |||||||||||
36,629 | Embotelladora Andina SA | 136,236 | 0.0 | |||||||||||
240 | LG Household & Health Care Ltd. | 111,775 | 0.0 | |||||||||||
792,367 | 0.1 | |||||||||||||
Energy: 0.7% | ||||||||||||||
512,400 | @ | Petroleo Brasileiro SA | 2,341,042 | 0.5 | ||||||||||
899,123 | Surgutneftegas OAO | 470,320 | 0.1 | |||||||||||
215 | Transneft PJSC | 693,450 | 0.1 | |||||||||||
3,504,812 | 0.7 | |||||||||||||
Financials: 1.8% | ||||||||||||||
363,888 | Banco Bradesco SA | 3,242,312 | 0.6 | |||||||||||
448,041 | Grupo Aval Acciones y Valores | 181,335 | 0.1 | |||||||||||
13,296 | Grupo de Inversiones Suramericana SA | 163,875 | 0.0 | |||||||||||
420,550 | Itau Unibanco Holding S.A. | 4,373,865 | 0.8 | |||||||||||
507,069 | Investimentos Itau SA | 1,289,990 | 0.3 | |||||||||||
9,251,377 | 1.8 | |||||||||||||
Information Technology: 0.5% | ||||||||||||||
2,285 | Samsung Electronics Co., Ltd. - Pref | 2,705,522 | 0.5 | |||||||||||
Materials: 0.6% | ||||||||||||||
21,800 | Braskem SA | 229,407 | 0.0 | |||||||||||
120,200 | Gerdau SA | 398,857 | 0.1 | |||||||||||
891 | LG Chem Ltd. | 132,141 | 0.0 | |||||||||||
12,699 | Sociedad Quimica y Minera de Chile SA | 361,919 | 0.1 | |||||||||||
54,600 | Suzano Papel e Celulose SA | 238,215 | 0.1 | |||||||||||
251,700 | Vale SA | 1,804,983 | 0.3 | |||||||||||
3,165,522 | 0.6 |
See Accompanying Notes to Financial Statements
25 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Telecommunication Services: 0.1% | ||||||||||||||
58,100 | Telefonica Brasil SA | 786,877 | 0.1 | |||||||||||
Utilities: 0.1% | ||||||||||||||
98,159 | Cia Energetica de Minas Gerais | 232,527 | 0.0 | |||||||||||
11,700 | Cia Paranaense de Energia | 98,354 | 0.0 | |||||||||||
31,500 | @ | Centrais Eletricas Brasileiras SA | 250,571 | 0.1 | ||||||||||
581,452 | 0.1 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $23,477,111) | 21,802,123 | 4.1 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Financials: 0.0% | ||||||||||||||
70,075 | @ | Cathay Financial Holding Co., Ltd. | – | – | ||||||||||
3,745 | @ | Commercial Bank QSC/The | 4,587 | 0.0 | ||||||||||
45,944 | @ | Taishin Financial Holdings Co., Ltd. | – | – | ||||||||||
Total Rights | ||||||||||||||
(Cost $–) | 4,587 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $540,303,606) | 511,545,714 | 96.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.8% | ||||||||||||||
Securities Lending Collateralcc: 1.4% | ||||||||||||||
1,733,332 | Citigroup, Inc., Repurchase Agreement dated 12/30/16, 0.53%, due 01/03/17 (Repurchase Amount $1,733,433, collateralized by various U.S. Government Agency Obligations, 2.000%-8.500%, Market Value plus accrued interest $1,767,999, due 12/01/17-01/01/47) | 1,733,332 | 0.3 | |||||||||||
1,733,332 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,733,431, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,767,999, due 03/02/17-02/01/49) | 1,733,332 | 0.4 |
364,805 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $364,825, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $372,101, due 10/31/18-11/30/22) | 364,805 | 0.1 | |||||||||||
1,733,332 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,733,427, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,767,999, due 01/15/17-08/20/66) | 1,733,332 | 0.3 | |||||||||||
1,733,332 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,733,431, collateralized by various U.S. Government Agency Obligations, 0.875%-7.000%, Market Value plus accrued interest $1,767,999, due 02/13/17-01/01/47) | 1,733,332 | 0.3 | |||||||||||
7,298,133 | 1.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.4% | ||||||||||||||
7,583,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $7,583,000) | 7,583,000 | 1.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $14,881,133) | 14,881,133 | 2.8 | ||||||||||||
Total Investments in Securities (Cost $555,184,739) | $ | 526,426,847 | 99.6 | |||||||||||
Assets in Excess of Other Liabilities | 2,036,895 | 0.4 | ||||||||||||
Net Assets | $ | 528,463,742 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
See Accompanying Notes to Financial Statements
26 |
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (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, 2016. |
Cost for federal income tax purposes is $588,263,438.
Net unrealized depreciation consists of:
Gross Unrealized Appreciation | $ | 34,533,193 | ||
Gross Unrealized Depreciation | (96,369,784 | ) | ||
Net Unrealized Depreciation | $ | (61,836,591 | ) |
See Accompanying Notes to Financial Statements
27 |
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Consumer Discretionary: 9.2% | ||||||||||||||
133,710 | Barratt Developments PLC | 760,161 | 0.2 | |||||||||||
139,291 | Sky PLC | 1,698,098 | 0.6 | |||||||||||
58,850 | Burberry Group PLC | 1,084,549 | 0.4 | |||||||||||
24,240 | Carnival PLC | 1,228,234 | 0.4 | |||||||||||
218,865 | Compass Group PLC | 4,044,991 | 1.3 | |||||||||||
132,158 | Dixons Carphone PLC | 577,202 | 0.2 | |||||||||||
227,636 | GKN PLC | 927,826 | 0.3 | |||||||||||
109,457 | Informa PLC | 916,837 | 0.3 | |||||||||||
26,168 | InterContinental Hotels Group PLC | 1,170,087 | 0.4 | |||||||||||
497,284 | ITV PLC | 1,262,615 | 0.4 | |||||||||||
299,598 | Kingfisher PLC | 1,290,792 | 0.4 | |||||||||||
215,345 | Marks & Spencer Group PLC | 927,644 | 0.3 | |||||||||||
94,263 | # | Merlin Entertainments PLC | 520,381 | 0.2 | ||||||||||
18,786 | Next PLC | 1,152,447 | 0.4 | |||||||||||
10,883 | Paddy Power Betfair PLC | 1,177,648 | 0.4 | |||||||||||
109,140 | Pearson PLC | 1,095,078 | 0.4 | |||||||||||
40,629 | Persimmon PLC | 886,434 | 0.3 | |||||||||||
433,671 | Taylor Wimpey PLC | 817,945 | 0.3 | |||||||||||
62,601 | TUI AG | 896,273 | 0.3 | |||||||||||
24,238 | Whitbread PLC | 1,127,514 | 0.4 | |||||||||||
169,921 | WPP PLC | 3,781,347 | 1.3 | |||||||||||
27,344,103 | 9.2 | |||||||||||||
Consumer Staples: 16.2% | ||||||||||||||
46,291 | Associated British Foods PLC | 1,561,964 | 0.5 | |||||||||||
247,606 | British American Tobacco PLC | 14,033,259 | 4.7 | |||||||||||
25,945 | Coca-Cola HBC AG | 564,963 | 0.2 | |||||||||||
334,573 | Diageo PLC | 8,682,173 | 2.9 | |||||||||||
127,976 | Imperial Brands PLC | 5,577,297 | 1.9 | |||||||||||
222,152 | J Sainsbury PLC | 682,777 | 0.2 | |||||||||||
83,524 | Reckitt Benckiser Group PLC | 7,075,192 | 2.4 | |||||||||||
1,079,015 | @ | Tesco PLC | 2,751,287 | 0.9 | ||||||||||
160,259 | Unilever PLC | 6,480,891 | 2.2 | |||||||||||
287,506 | WM Morrison Supermarkets PLC | 816,603 | 0.3 | |||||||||||
48,226,406 | 16.2 | |||||||||||||
Energy: 15.5% | ||||||||||||||
2,495,143 | BP PLC | 15,628,244 | 5.3 | |||||||||||
580,482 | Royal Dutch Shell PLC - Class A | 16,023,454 | 5.4 | |||||||||||
497,531 | Royal Dutch Shell PLC - Class B | 14,295,100 | 4.8 | |||||||||||
45,946,798 | 15.5 | |||||||||||||
Financials: 20.6% | ||||||||||||||
128,000 | 3i Group PLC | 1,107,257 | 0.4 | |||||||||||
26,594 | Admiral Group PLC | 598,078 | 0.2 | |||||||||||
537,380 | Aviva PLC | 3,200,993 | 1.1 | |||||||||||
2,246,915 | Barclays PLC | 6,166,353 | 2.1 | |||||||||||
182,648 | Direct Line Insurance Group PLC | 831,264 | 0.3 |
32,134 | Hargreaves Lansdown PLC | 478,169 | 0.2 | |||||||||||
2,663,690 | HSBC Holdings PLC | 21,492,419 | 7.2 | |||||||||||
788,749 | Legal & General Group PLC | 2,402,841 | 0.8 | |||||||||||
8,502,273 | Lloyds Banking Group Plc | 6,528,744 | 2.2 | |||||||||||
41,879 | London Stock Exchange Group PLC | 1,496,811 | 0.5 | |||||||||||
649,190 | Old Mutual PLC | 1,655,425 | 0.5 | |||||||||||
19,613 | Provident Financial PLC | 685,917 | 0.2 | |||||||||||
342,594 | Prudential PLC | 6,837,353 | 2.3 | |||||||||||
435,122 | @ | Royal Bank of Scotland Group PLC | 1,202,317 | 0.4 | ||||||||||
134,908 | RSA Insurance Group PLC | 972,870 | 0.3 | |||||||||||
15,012 | Schroders PLC | 551,363 | 0.2 | |||||||||||
68,846 | St. James's Place PLC | 858,775 | 0.3 | |||||||||||
356,551 | @ | Standard Chartered PLC | 2,907,663 | 1.0 | ||||||||||
262,419 | Standard Life PLC | 1,201,674 | 0.4 | |||||||||||
61,176,286 | 20.6 | |||||||||||||
Health Care: 10.6% | ||||||||||||||
167,631 | AstraZeneca PLC | 9,154,008 | 3.1 | |||||||||||
85,544 | #,@ | ConvaTec Group PLC | 246,589 | 0.1 | ||||||||||
645,808 | GlaxoSmithKline PLC | 12,405,081 | 4.2 | |||||||||||
18,444 | Hikma Pharmaceuticals PLC | 429,890 | 0.1 | |||||||||||
51,904 | Mediclinic International PLC | 493,034 | 0.2 | |||||||||||
119,578 | Shire PLC | 6,827,854 | 2.3 | |||||||||||
117,510 | Smith & Nephew PLC | 1,763,744 | 0.6 | |||||||||||
31,320,200 | 10.6 | |||||||||||||
Industrials: 7.0% | ||||||||||||||
66,860 | Ashtead Group PLC | 1,299,792 | 0.5 | |||||||||||
66,710 | Babcock International Group | 782,474 | 0.3 | |||||||||||
420,139 | BAE Systems PLC | 3,055,920 | 1.0 | |||||||||||
44,571 | Bunzl PLC | 1,157,129 | 0.4 | |||||||||||
87,922 | Capita Group PLC | 574,889 | 0.2 | |||||||||||
11,719 | DCC PLC | 871,090 | 0.3 | |||||||||||
33,002 | easyJet PLC | 408,218 | 0.1 | |||||||||||
127,494 | Experian PLC | 2,468,507 | 0.8 | |||||||||||
225,338 | International Consolidated Airlines Group SA | 1,220,980 | 0.4 | |||||||||||
21,353 | Intertek Group PLC | 915,153 | 0.3 | |||||||||||
145,626 | Relx PLC | 2,595,145 | 0.9 | |||||||||||
219,807 | Rolls-Royce Holdings PLC | 1,805,396 | 0.6 | |||||||||||
9,825,232 | @ | Rolls-Royce Holdings PLC - C shares | 12,109 | 0.0 | ||||||||||
120,880 | Royal Mail PLC | 687,133 | 0.2 | |||||||||||
52,077 | Smiths Group PLC | 906,516 | 0.3 | |||||||||||
33,504 | Wolseley PLC | 2,045,304 | 0.7 | |||||||||||
20,805,755 | 7.0 | |||||||||||||
Information Technology: 0.9% | ||||||||||||||
29,465 | Micro Focus International PLC | 791,319 | 0.3 | |||||||||||
143,067 | Sage Group PLC | 1,153,274 | 0.4 | |||||||||||
223,163 | # | Worldpay Group PLC | 740,926 | 0.2 | ||||||||||
2,685,519 | 0.9 |
See Accompanying Notes to Financial Statements
28 |
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Materials: 9.2% | ||||||||||||||
173,573 | @ | Anglo American PLC | 2,452,401 | 0.8 | ||||||||||
47,145 | Antofagasta PLC | 390,347 | 0.1 | |||||||||||
280,557 | BHP Billiton PLC | 4,467,342 | 1.5 | |||||||||||
110,169 | CRH PLC - London | 3,820,596 | 1.3 | |||||||||||
17,290 | Croda International PLC | 680,012 | 0.2 | |||||||||||
22,514 | Fresnillo PLC | 334,434 | 0.1 | |||||||||||
1,548,818 | @ | Glencore PLC | 5,233,309 | 1.8 | ||||||||||
25,708 | Johnson Matthey PLC | 1,005,889 | 0.4 | |||||||||||
48,783 | Mondi PLC | 996,265 | 0.3 | |||||||||||
12,333 | Randgold Resources Ltd. | 947,518 | 0.3 | |||||||||||
160,620 | Rio Tinto PLC | 6,132,188 | 2.1 | |||||||||||
31,166 | Smurfit Kappa Group PLC | 723,629 | 0.3 | |||||||||||
27,183,930 | 9.2 | |||||||||||||
Real Estate: 1.2% | ||||||||||||||
136,056 | British Land Co. PLC | 1,055,869 | 0.4 | |||||||||||
115,630 | Intu Properties PLC | 400,512 | 0.1 | |||||||||||
105,363 | Hammerson PLC | 742,556 | 0.2 | |||||||||||
104,501 | Land Securities Group PLC | 1,372,852 | 0.5 | |||||||||||
3,571,789 | 1.2 | |||||||||||||
Telecommunication Services: 4.6% | ||||||||||||||
1,111,573 | BT Group PLC | 5,018,006 | 1.7 | |||||||||||
3,528,935 | Vodafone Group PLC | 8,684,337 | 2.9 | |||||||||||
13,702,343 | 4.6 | |||||||||||||
Utilities: 4.2% | ||||||||||||||
720,701 | Centrica PLC | 2,075,664 | 0.7 | |||||||||||
501,056 | National Grid PLC | 5,854,247 | 2.0 | |||||||||||
135,070 | SSE PLC | 2,579,051 | 0.9 | |||||||||||
31,244 | Severn Trent PLC | 853,866 | 0.3 | |||||||||||
90,567 | United Utilities Group PLC | 1,003,878 | 0.3 | |||||||||||
12,366,706 | 4.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $301,297,153) | 294,329,835 | 99.2 | ||||||||||||
Assets in Excess of Other Liabilities | 2,284,117 | 0.8 | ||||||||||||
Net Assets | $ | 296,613,952 | 100.0 |
# | 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. |
Cost for federal income tax purposes is $309,061,020.
Net unrealized depreciation consists of:
Gross Unrealized Appreciation | $ | 29,435,903 | ||
Gross Unrealized Depreciation | (44,167,088 | ) | ||
Net Unrealized Depreciation | $ | (14,731,185 | ) |
See Accompanying Notes to Financial Statements
29 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.1% | ||||||||||||||
Consumer Discretionary: 11.8% | ||||||||||||||
20,820 | Accor S.A. | 775,603 | 0.1 | |||||||||||
20,355 | Adidas AG | 3,210,364 | 0.2 | |||||||||||
19,911 | Aisin Seiki Co., Ltd. | 861,538 | 0.1 | |||||||||||
39,972 | @,L | Altice NV | 791,043 | 0.1 | ||||||||||
10,208 | @ | Altice NV - B | 203,119 | 0.0 | ||||||||||
48,024 | Aristocrat Leisure Ltd. | 535,786 | 0.0 | |||||||||||
18,849 | L | Asics Corp. | 375,621 | 0.0 | ||||||||||
1,448 | Axel Springer AG | 70,212 | 0.0 | |||||||||||
95,669 | Barratt Developments PLC | 543,892 | 0.0 | |||||||||||
35,359 | Bayerische Motoren Werke AG | 3,293,208 | 0.3 | |||||||||||
7,037 | Benesse Holdings, Inc. | 193,342 | 0.0 | |||||||||||
12,066 | Berkeley Group Holdings PLC | 417,110 | 0.0 | |||||||||||
68,843 | Bridgestone Corp. | 2,477,025 | 0.2 | |||||||||||
109,693 | Sky PLC | 1,337,268 | 0.1 | |||||||||||
48,418 | Burberry Group PLC | 892,297 | 0.1 | |||||||||||
21,011 | Carnival PLC | 1,064,622 | 0.1 | |||||||||||
22,087 | Casio Computer Co., Ltd. | 311,275 | 0.0 | |||||||||||
5,706 | @,L | Christian Dior SE | 1,195,478 | 0.1 | ||||||||||
55,232 | Cie Financiere Richemont SA | 3,650,313 | 0.3 | |||||||||||
19,809 | Cie Generale des Etablissements Michelin | 2,201,952 | 0.2 | |||||||||||
176,405 | Compass Group PLC | 3,260,259 | 0.3 | |||||||||||
11,819 | Continental AG | 2,277,018 | 0.2 | |||||||||||
43,281 | Crown Resorts Ltd. | 360,719 | 0.0 | |||||||||||
102,840 | Daimler AG | 7,632,358 | 0.6 | |||||||||||
9,400 | Dena Co., Ltd. | 205,438 | 0.0 | |||||||||||
51,267 | Denso Corp. | 2,217,631 | 0.2 | |||||||||||
23,903 | Dentsu, Inc. | 1,123,999 | 0.1 | |||||||||||
108,001 | Dixons Carphone PLC | 471,696 | 0.0 | |||||||||||
5,554 | Domino's Pizza Enterprises Ltd. | 259,724 | 0.0 | |||||||||||
13,642 | Don Quijote Holdings Co. Ltd. | 503,462 | 0.0 | |||||||||||
4,580 | @ | Dufry Group | 570,091 | 0.0 | ||||||||||
26,083 | Electrolux AB | 645,842 | 0.1 | |||||||||||
18,209 | Eutelsat Communications | 352,121 | 0.0 | |||||||||||
5,642 | Fast Retailing Co., Ltd. | 2,014,347 | 0.2 | |||||||||||
11,694 | Ferrari NV | 680,832 | 0.1 | |||||||||||
95,303 | Fiat Chrysler Automobiles NV | 866,958 | 0.1 | |||||||||||
6,299 | L | Flight Centre Travel Group Ltd. | 141,958 | 0.0 | ||||||||||
62,635 | Fuji Heavy Industries Ltd. | 2,552,026 | 0.2 | |||||||||||
251,159 | Galaxy Entertainment Group Ltd. | 1,087,800 | 0.1 | |||||||||||
732,812 | Genting Singapore PLC | 456,101 | 0.0 | |||||||||||
181,387 | GKN PLC | 739,319 | 0.1 | |||||||||||
15,100 | Hakuhodo DY Holdings, Inc. | 185,929 | 0.0 | |||||||||||
101,404 | Hennes & Mauritz AB | 2,811,032 | 0.2 | |||||||||||
2,799 | Hermes International | 1,148,204 | 0.1 | |||||||||||
169,642 | Honda Motor Co., Ltd. | 4,952,752 | 0.4 | |||||||||||
7,275 | Hugo Boss AG | 444,133 | 0.0 | |||||||||||
47,890 | @ | Husqvarna AB - B Shares | 371,583 | 0.0 |
16,491 | Iida Group Holdings Co. Ltd. | 312,624 | 0.0 | |||||||||||
116,897 | Industria de Diseno Textil SA | 3,982,223 | 0.3 | |||||||||||
21,560 | InterContinental Hotels Group PLC | 964,043 | 0.1 | |||||||||||
40,766 | Isetan Mitsukoshi Holdings Ltd. | 438,954 | 0.0 | |||||||||||
65,668 | Isuzu Motors Ltd. | 830,341 | 0.1 | |||||||||||
398,301 | ITV PLC | 1,011,295 | 0.1 | |||||||||||
29,152 | J Front Retailing Co., Ltd. | 392,493 | 0.0 | |||||||||||
12,070 | Jardine Cycle & Carriage Ltd. | 342,788 | 0.0 | |||||||||||
7,986 | JC Decaux SA | 234,820 | 0.0 | |||||||||||
246,635 | Kingfisher PLC | 1,062,606 | 0.1 | |||||||||||
11,500 | Koito Manufacturing Co., Ltd. | 607,315 | 0.1 | |||||||||||
13,879 | Lagardere SCA | 385,219 | 0.0 | |||||||||||
668,194 | Li & Fung Ltd. | 292,842 | 0.0 | |||||||||||
17,868 | Luxottica Group S.p.A. | 960,345 | 0.1 | |||||||||||
29,683 | LVMH Moet Hennessy Louis Vuitton SE | 5,659,725 | 0.4 | |||||||||||
170,039 | Marks & Spencer Group PLC | 732,479 | 0.1 | |||||||||||
25,919 | Marui Group Co., Ltd. | 377,630 | 0.0 | |||||||||||
57,666 | Mazda Motor Corp. | 939,032 | 0.1 | |||||||||||
2,200 | McDonald's Holdings Co. Japan Ltd. | 57,550 | 0.0 | |||||||||||
16,831 | Melco Crown Entertainment Ltd. ADR | 267,613 | 0.0 | |||||||||||
46,504 | # | Merlin Entertainments PLC | 256,727 | 0.0 | ||||||||||
106,068 | MGM China Holdings Ltd. | 219,098 | 0.0 | |||||||||||
73,415 | Mitsubishi Motors Corp. | 417,336 | 0.0 | |||||||||||
20,693 | Namco Bandai Holdings, Inc. | 569,574 | 0.0 | |||||||||||
15,151 | Next PLC | 929,454 | 0.1 | |||||||||||
20,985 | NGK Spark Plug Co., Ltd. | 465,127 | 0.0 | |||||||||||
38,569 | Nikon Corp. | 598,994 | 0.1 | |||||||||||
253,992 | Nissan Motor Co., Ltd. | 2,547,830 | 0.2 | |||||||||||
8,406 | Nitori Co., Ltd. | 958,410 | 0.1 | |||||||||||
7,600 | NOK Corp. | 153,715 | 0.0 | |||||||||||
12,178 | Nokian Renkaat OYJ | 452,754 | 0.0 | |||||||||||
21,880 | Oriental Land Co., Ltd. | 1,234,944 | 0.1 | |||||||||||
8,378 | Paddy Power Betfair PLC | 891,479 | 0.1 | |||||||||||
232,831 | Panasonic Corp. | 2,361,409 | 0.2 | |||||||||||
12,186 | Pandora A/S | 1,590,761 | 0.1 | |||||||||||
85,518 | Pearson PLC | 858,062 | 0.1 | |||||||||||
33,952 | Persimmon PLC | 740,757 | 0.1 | |||||||||||
47,690 | @ | Peugeot S.A. | 776,738 | 0.1 | ||||||||||
7,864 | Kering | 1,763,930 | 0.1 | |||||||||||
24,562 | ProSiebenSat.1 Media SE | 945,443 | 0.1 | |||||||||||
19,951 | Publicis Groupe | 1,374,720 | 0.1 | |||||||||||
92,970 | @ | Rakuten, Inc. | 910,906 | 0.1 | ||||||||||
5,999 | REA Group Ltd. | 238,402 | 0.0 | |||||||||||
20,337 | Renault S.A. | 1,806,274 | 0.1 | |||||||||||
4,266 | Rinnai Corp. | 343,258 | 0.0 | |||||||||||
3,829 | RTL Group SA | 280,437 | 0.0 | |||||||||||
2,200 | Ryohin Keikaku Co., Ltd. | 430,613 | 0.0 | |||||||||||
252,402 | Sands China Ltd. | 1,088,906 | 0.1 | |||||||||||
5,288 | Sankyo Co., Ltd. | 170,494 | 0.0 | |||||||||||
7,332 | Schibsted ASA - Class A | 167,809 | 0.0 |
See Accompanying Notes to Financial Statements
30 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
7,840 | Schibsted ASA - Class B | 165,927 | 0.0 | |||||||||||
1,351 | @ | SEB SA | 183,066 | 0.0 | ||||||||||
20,410 | Sega Sammy Holdings, Inc. | 303,293 | 0.0 | |||||||||||
47,519 | Sekisui Chemical Co., Ltd. | 756,433 | 0.1 | |||||||||||
63,585 | Sekisui House Ltd. | 1,056,420 | 0.1 | |||||||||||
169 | SES S.A. - France | 3,722 | 0.0 | |||||||||||
35,495 | SES S.A. - Luxembourg | 780,992 | 0.1 | |||||||||||
127,385 | Shangri-La Asia Ltd. | 134,143 | 0.0 | |||||||||||
141,000 | @ | Sharp Corp. | 326,241 | 0.0 | ||||||||||
2,661 | Shimamura Co., Ltd. | 331,781 | 0.0 | |||||||||||
8,055 | Shimano, Inc. | 1,261,677 | 0.1 | |||||||||||
202,327 | Singapore Press Holdings Ltd. | 492,029 | 0.0 | |||||||||||
208,365 | SJM Holdings Ltd. | 162,594 | 0.0 | |||||||||||
10,189 | Sodexo SA | 1,169,837 | 0.1 | |||||||||||
133,370 | Sony Corp. | 3,726,616 | 0.3 | |||||||||||
17,088 | Stanley Electric Co., Ltd. | 465,523 | 0.0 | |||||||||||
16,500 | Start Today Co. Ltd. | 284,234 | 0.0 | |||||||||||
80,233 | Sumitomo Electric Industries Ltd. | 1,155,300 | 0.1 | |||||||||||
19,059 | Sumitomo Rubber Industries, Inc. | 301,558 | 0.0 | |||||||||||
37,644 | Suzuki Motor Corp. | 1,321,639 | 0.1 | |||||||||||
3,129 | L | Swatch Group AG - BR | 971,125 | 0.1 | ||||||||||
5,458 | Swatch Group AG - Reg | 333,093 | 0.0 | |||||||||||
88,886 | Tabcorp Holdings Ltd. | 307,946 | 0.0 | |||||||||||
33,689 | Takashimaya Co., Ltd. | 277,319 | 0.0 | |||||||||||
168,501 | Tatts Group Ltd. | 542,974 | 0.0 | |||||||||||
311,722 | Taylor Wimpey PLC | 587,937 | 0.1 | |||||||||||
155,000 | Techtronic Industries Co., Ltd. | 554,664 | 0.0 | |||||||||||
6,287 | @ | Telenet Group Holding NV | 348,469 | 0.0 | ||||||||||
13,900 | Toho Co., Ltd. | 392,104 | 0.0 | |||||||||||
17,205 | Toyota Industries Corp. | 818,016 | 0.1 | |||||||||||
281,058 | Toyota Motor Corp. | 16,477,985 | 1.3 | |||||||||||
53,458 | TUI AG | 765,371 | 0.1 | |||||||||||
25,026 | USS Co., Ltd. | 397,558 | 0.0 | |||||||||||
25,071 | Valeo SA | 1,439,276 | 0.1 | |||||||||||
117,235 | Vivendi SA | 2,223,594 | 0.2 | |||||||||||
3,398 | Volkswagen AG | 487,700 | 0.0 | |||||||||||
19,370 | Whitbread PLC | 901,063 | 0.1 | |||||||||||
101,853 | William Hill PLC | 363,795 | 0.0 | |||||||||||
138,496 | WPP PLC | 3,082,029 | 0.2 | |||||||||||
177,679 | Wynn Macau Ltd. | 280,879 | 0.0 | |||||||||||
72,937 | Yamada Denki Co., Ltd. | 392,725 | 0.0 | |||||||||||
18,807 | Yamaha Corp. | 573,474 | 0.1 | |||||||||||
29,204 | Yamaha Motor Co., Ltd. | 640,416 | 0.1 | |||||||||||
12,769 | Yokohama Rubber Co., Ltd. | 228,249 | 0.0 | |||||||||||
88,949 | Yue Yuen Industrial Holdings | 322,414 | 0.0 | |||||||||||
7,898 | @ | Zalando SE | 300,869 | 0.0 | ||||||||||
156,524,767 | 11.8 | |||||||||||||
Consumer Staples: 10.6% | ||||||||||||||
68,180 | Aeon Co., Ltd. | 963,629 | 0.1 | |||||||||||
58,428 | Ajinomoto Co., Inc. | 1,175,721 | 0.1 | |||||||||||
80,976 | Anheuser-Busch InBev SA/NV | 8,570,851 | 0.6 | |||||||||||
9,277 | Aryzta AG | 407,968 | 0.0 | |||||||||||
41,058 | Asahi Group Holdings, Ltd. | 1,292,715 | 0.1 | |||||||||||
37,210 | Associated British Foods PLC | 1,255,550 | 0.1 |
211 | Barry Callebaut AG | 257,783 | 0.0 | |||||||||||
10,253 | Beiersdorf AG | 868,513 | 0.1 | |||||||||||
197,086 | British American Tobacco PLC | 11,170,000 | 0.9 | |||||||||||
8,501 | Calbee, Inc. | 265,921 | 0.0 | |||||||||||
11,404 | Carlsberg A/S | 982,217 | 0.1 | |||||||||||
57,397 | Carrefour S.A. | 1,381,893 | 0.1 | |||||||||||
5,544 | Casino Guichard Perrachon S.A. | 265,639 | 0.0 | |||||||||||
59,336 | Coca-Cola Amatil Ltd. | 432,736 | 0.0 | |||||||||||
22,326 | Coca-Cola European Partners PLC | 704,639 | 0.1 | |||||||||||
19,634 | Coca-Cola HBC AG | 427,538 | 0.0 | |||||||||||
7,615 | Colruyt S.A. | 376,372 | 0.0 | |||||||||||
266,585 | Diageo PLC | 6,917,883 | 0.5 | |||||||||||
63,988 | Distribuidora Internacional de Alimentacion SA | 313,835 | 0.0 | |||||||||||
7,238 | FamilyMart UNY Holdings Co., Ltd. | 481,617 | 0.0 | |||||||||||
761,469 | Golden Agri-Resources Ltd. | 225,453 | 0.0 | |||||||||||
62,558 | Danone | 3,958,594 | 0.3 | |||||||||||
7,195 | L | ICA Gruppen AB | 219,000 | 0.0 | ||||||||||
10,491 | Heineken Holding NV | 729,553 | 0.1 | |||||||||||
24,269 | Heineken NV | 1,818,675 | 0.1 | |||||||||||
11,237 | Henkel AG & Co. KGaA | 1,169,477 | 0.1 | |||||||||||
101,932 | Imperial Brands PLC | 4,442,278 | 0.3 | |||||||||||
140,792 | J Sainsbury PLC | 432,720 | 0.0 | |||||||||||
115,202 | Japan Tobacco, Inc. | 3,781,349 | 0.3 | |||||||||||
27,926 | Jeronimo Martins SGPS SA | 433,124 | 0.0 | |||||||||||
53,575 | Kao Corp. | 2,535,967 | 0.2 | |||||||||||
7,297 | Kerry Group PLC - KYG | 521,554 | 0.0 | |||||||||||
10,093 | Kerry Group PLC - KYGA | 718,956 | 0.1 | |||||||||||
16,834 | Kikkoman Corp. | 537,110 | 0.0 | |||||||||||
87,056 | L | Kirin Holdings Co., Ltd. | 1,413,026 | 0.1 | ||||||||||
133,584 | Koninklijke Ahold Delhaize NV | 2,813,689 | 0.2 | |||||||||||
2,500 | Kose Corp. | 207,270 | 0.0 | |||||||||||
7,664 | Lawson, Inc. | 537,950 | 0.0 | |||||||||||
97 | @ | Chocoladefabriken Lindt & Sprungli AG | 501,921 | 0.0 | ||||||||||
11 | Chocoladefabriken Lindt & Sprungli AG | 668,308 | 0.1 | |||||||||||
21,000 | Lion Corp. | 344,219 | 0.0 | |||||||||||
26,918 | L'Oreal S.A. | 4,906,234 | 0.4 | |||||||||||
33,646 | Marine Harvest | 608,336 | 0.1 | |||||||||||
12,488 | MEIJI Holdings Co., Ltd. | 976,915 | 0.1 | |||||||||||
18,500 | Metro AG | 614,889 | 0.1 | |||||||||||
326,885 | Nestle S.A. | 23,417,253 | 1.8 | |||||||||||
20,419 | NH Foods Ltd. | 550,834 | 0.1 | |||||||||||
24,867 | Nisshin Seifun Group, Inc. | 372,605 | 0.0 | |||||||||||
6,917 | Nissin Food Products Co., Ltd. | 362,822 | 0.0 | |||||||||||
81,832 | Orkla ASA | 740,476 | 0.1 | |||||||||||
22,579 | L | Pernod Ricard SA | 2,443,509 | 0.2 | ||||||||||
1,300 | L | Pola Orbis Holdings, Inc. | 107,176 | 0.0 | ||||||||||
67,602 | Reckitt Benckiser Group PLC | 5,726,463 | 0.4 | |||||||||||
2,550 | Remy Cointreau SA | 217,357 | 0.0 | |||||||||||
80,471 | Seven & I Holdings Co., Ltd. | 3,060,246 | 0.2 | |||||||||||
37,362 | Shiseido Co., Ltd. | 944,287 | 0.1 | |||||||||||
2,800 | Sundrug Co., Ltd. | 193,596 | 0.0 |
See Accompanying Notes to Financial Statements
31 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
15,334 | Suntory Beverage & Food Ltd. | 635,159 | 0.1 | |||||||||||
61,612 | Svenska Cellulosa AB SCA | 1,734,164 | 0.1 | |||||||||||
20,606 | Swedish Match AB | 653,787 | 0.1 | |||||||||||
44,600 | Tate & Lyle PLC | 388,140 | 0.0 | |||||||||||
860,019 | @ | Tesco PLC | 2,192,888 | 0.2 | ||||||||||
10,488 | Toyo Suisan Kaisha Ltd. | 379,449 | 0.0 | |||||||||||
79,631 | Treasury Wine Estates Ltd. | 612,573 | 0.1 | |||||||||||
2,700 | Tsuruha Holdings, Inc. | 255,535 | 0.0 | |||||||||||
39,578 | Unicharm Corp. | 864,394 | 0.1 | |||||||||||
174,436 | Unilever NV | 7,165,653 | 0.5 | |||||||||||
137,291 | Unilever PLC | 5,552,063 | 0.4 | |||||||||||
118,040 | Wesfarmers Ltd. | 3,582,749 | 0.3 | |||||||||||
849,500 | # | WH Group Ltd. | 684,779 | 0.1 | ||||||||||
203,576 | Wilmar International Ltd. | 502,926 | 0.0 | |||||||||||
223,897 | L | WM Morrison Supermarkets PLC | 635,935 | 0.1 | ||||||||||
133,452 | Woolworths Ltd. | 2,316,417 | 0.2 | |||||||||||
9,785 | Yakult Honsha Co., Ltd. | 452,717 | 0.0 | |||||||||||
11,000 | Yamazaki Baking Co., Ltd. | 212,074 | 0.0 | |||||||||||
140,587,613 | 10.6 | |||||||||||||
Energy: 5.3% | ||||||||||||||
1,957,621 | BP PLC | 12,261,494 | 0.9 | |||||||||||
27,507 | Caltex Australia Ltd. | 603,110 | 0.1 | |||||||||||
267,724 | ENI S.p.A. | 4,340,108 | 0.3 | |||||||||||
45,304 | Galp Energia SGPS SA | 675,405 | 0.1 | |||||||||||
6,744 | Idemitsu Kosan Co., Ltd. | 178,887 | 0.0 | |||||||||||
100,616 | Inpex Corp. | 1,005,738 | 0.1 | |||||||||||
233,866 | JX Holdings, Inc. | 988,182 | 0.1 | |||||||||||
8,090 | Koninklijke Vopak NV | 381,688 | 0.0 | |||||||||||
20,882 | @ | Lundin Petroleum AB | 452,547 | 0.0 | ||||||||||
14,296 | Neste Oyj | 547,075 | 0.0 | |||||||||||
143,018 | Oil Search Ltd. | 736,082 | 0.1 | |||||||||||
15,933 | OMV AG | 561,699 | 0.1 | |||||||||||
188,231 | Origin Energy Ltd. | 890,570 | 0.1 | |||||||||||
30,009 | Petrofac Ltd. | 321,146 | 0.0 | |||||||||||
118,487 | Repsol SA | 1,665,121 | 0.1 | |||||||||||
445,112 | Royal Dutch Shell PLC - Class A | 12,286,740 | 0.9 | |||||||||||
405,168 | Royal Dutch Shell PLC - Class B | 11,641,319 | 0.9 | |||||||||||
636,206 | @ | Saipem S.p.A. | 355,840 | 0.0 | ||||||||||
171,153 | Santos Ltd. | 493,031 | 0.0 | |||||||||||
22,519 | Showa Shell Sekiyu KK | 209,211 | 0.0 | |||||||||||
221,017 | Snam SpA | 909,013 | 0.1 | |||||||||||
119,431 | Statoil ASA | 2,179,817 | 0.2 | |||||||||||
11,122 | Technip S.A. | 792,242 | 0.1 | |||||||||||
51,001 | Tenaris S.A. | 910,398 | 0.1 | |||||||||||
30,470 | TonenGeneral Sekiyu KK | 320,856 | 0.0 | |||||||||||
234,168 | Total S.A. | 12,011,008 | 0.9 | |||||||||||
77,731 | Woodside Petroleum Ltd. | 1,741,045 | 0.1 | |||||||||||
69,459,372 | 5.3 | |||||||||||||
Financials: 20.4% | ||||||||||||||
102,599 | 3i Group PLC | 887,527 | 0.1 | |||||||||||
94,361 | Aberdeen Asset Management PLC | 298,351 | 0.0 | |||||||||||
25,301 | # | ABN AMRO Group NV | 560,211 | 0.0 | ||||||||||
45,443 | @ | Acom Co., Ltd. | 198,436 | 0.0 | ||||||||||
22,488 | Admiral Group PLC | 505,737 | 0.0 | |||||||||||
189,059 | Aegon NV | 1,038,628 | 0.1 |
12,098 | AEON Financial Service Co., Ltd. | 214,281 | 0.0 | |||||||||||
21,682 | Ageas | 857,023 | 0.1 | |||||||||||
1,280,899 | AIA Group Ltd. | 7,175,393 | 0.5 | |||||||||||
48,906 | Allianz SE | 8,071,370 | 0.6 | |||||||||||
328,510 | AMP Ltd. | 1,191,457 | 0.1 | |||||||||||
128,682 | Aozora Bank Ltd. | 454,666 | 0.0 | |||||||||||
123,007 | Assicurazioni Generali S.p.A. | 1,823,261 | 0.1 | |||||||||||
21,977 | ASX Ltd. | 787,329 | 0.1 | |||||||||||
308,662 | Australia & New Zealand Banking Group Ltd. | 6,756,988 | 0.5 | |||||||||||
429,929 | Aviva PLC | 2,560,943 | 0.2 | |||||||||||
209,557 | AXA S.A. | 5,282,699 | 0.4 | |||||||||||
5,293 | Baloise Holding AG | 666,044 | 0.1 | |||||||||||
582,017 | L | Banco de Sabadell SA | 808,759 | 0.1 | ||||||||||
340,308 | L | Banco Popular Espanol SA - Interim | 327,887 | 0.0 | ||||||||||
– | Banco Popular Espanol S.A. | – | – | |||||||||||
1,555,933 | Banco Santander SA | 8,094,412 | 0.6 | |||||||||||
139,262 | Bank Hapoalim BM | 826,592 | 0.1 | |||||||||||
173,356 | @ | Bank Leumi Le-Israel BM | 712,421 | 0.1 | ||||||||||
136,152 | L | Bank of East Asia Ltd. | 519,776 | 0.0 | ||||||||||
39,557 | Bank of Kyoto Ltd. | 293,219 | 0.0 | |||||||||||
42,609 | Bank of Queensland Ltd. | 364,139 | 0.0 | |||||||||||
503,462 | Bankia SA | 513,052 | 0.0 | |||||||||||
75,624 | Bankinter S.A. | 584,837 | 0.1 | |||||||||||
1,794,437 | Barclays PLC | 4,924,589 | 0.4 | |||||||||||
705,376 | Banco Bilbao Vizcaya Argentaria S.A. | 4,753,493 | 0.4 | |||||||||||
46,834 | Bendigo and Adelaide Bank Ltd. | 428,427 | 0.0 | |||||||||||
874,585 | @ | BGP Holdings PLC | – | – | ||||||||||
113,367 | BNP Paribas | 7,214,463 | 0.6 | |||||||||||
391,917 | BOC Hong Kong Holdings Ltd. | 1,395,835 | 0.1 | |||||||||||
42,343 | Challenger Ltd. | 342,128 | 0.0 | |||||||||||
71,266 | Chiba Bank Ltd. | 436,870 | 0.0 | |||||||||||
22,006 | Chugoku Bank Ltd. | 315,602 | 0.0 | |||||||||||
10,113 | CNP Assurances | 187,185 | 0.0 | |||||||||||
112,565 | Commerzbank AG | 857,050 | 0.1 | |||||||||||
180,716 | Commonwealth Bank of Australia | 10,720,838 | 0.8 | |||||||||||
120,809 | Concordia Financial Group Ltd. | 581,348 | 0.1 | |||||||||||
110,329 | Credit Agricole SA | 1,365,732 | 0.1 | |||||||||||
17,524 | Credit Saison Co., Ltd. | 311,855 | 0.0 | |||||||||||
200,606 | Credit Suisse Group AG | 2,866,867 | 0.2 | |||||||||||
347,290 | L | CaixaBank SA | 1,144,595 | 0.1 | ||||||||||
113,383 | Dai-ichi Life Holdings, Inc. | 1,885,160 | 0.1 | |||||||||||
175,121 | Daiwa Securities Group, Inc. | 1,078,348 | 0.1 | |||||||||||
76,897 | Danske Bank A/S | 2,326,424 | 0.2 | |||||||||||
181,620 | DBS Group Holdings Ltd. | 2,166,879 | 0.2 | |||||||||||
146,492 | @ | Deutsche Bank AG | 2,657,278 | 0.2 | ||||||||||
20,304 | @ | Deutsche Boerse AG | 1,652,256 | 0.1 | ||||||||||
143,191 | Direct Line Insurance Group PLC | 651,688 | 0.1 | |||||||||||
102,225 | DNB ASA | 1,517,561 | 0.1 | |||||||||||
29,702 | Erste Group Bank AG | 868,405 | 0.1 | |||||||||||
4,753 | Eurazeo SA | 277,869 | 0.0 | |||||||||||
11,951 | @ | EXOR NV | 513,977 | 0.0 | ||||||||||
251,541 | First Pacific Co. | 175,476 | 0.0 |
See Accompanying Notes to Financial Statements
32 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
79,719 | Fukuoka Financial Group, Inc. | 353,552 | 0.0 | |||||||||||
22,766 | Gjensidige Forsikring ASA | 360,924 | 0.0 | |||||||||||
2,871,931 | @ | Governor & Co. of the Bank of Ireland | 703,390 | 0.1 | ||||||||||
8,170 | Groupe Bruxelles Lambert S.A. | 684,501 | 0.1 | |||||||||||
49,047 | Hachijuni Bank Ltd. | 283,804 | 0.0 | |||||||||||
81,536 | Hang Seng Bank Ltd. | 1,512,051 | 0.1 | |||||||||||
6,427 | Hannover Rueck SE | 694,294 | 0.1 | |||||||||||
26,655 | Hargreaves Lansdown PLC | 396,639 | 0.0 | |||||||||||
37,000 | Hiroshima Bank Ltd. | 172,413 | 0.0 | |||||||||||
121,788 | Hong Kong Exchanges and Clearing Ltd. | 2,864,256 | 0.2 | |||||||||||
2,083,657 | HSBC Holdings PLC | 16,812,327 | 1.3 | |||||||||||
8,717 | @ | Industrivarden AB | 162,116 | 0.0 | ||||||||||
413,900 | ING Groep NV | 5,827,217 | 0.4 | |||||||||||
256,271 | Insurance Australia Group Ltd. | 1,105,127 | 0.1 | |||||||||||
1,385,380 | Intesa Sanpaolo SpA - ISP | 3,509,377 | 0.3 | |||||||||||
40,852 | @,L | Intesa Sanpaolo SpA - ISPR | 95,684 | 0.0 | ||||||||||
58,843 | Investec PLC - INVP - GBP | 385,930 | 0.0 | |||||||||||
48,312 | Investor AB | 1,800,112 | 0.1 | |||||||||||
32,400 | Japan Post Bank Co. Ltd. | 388,267 | 0.0 | |||||||||||
38,900 | Japan Post Holdings Co. Ltd. | 484,362 | 0.0 | |||||||||||
23,973 | Julius Baer Group Ltd. | 1,062,045 | 0.1 | |||||||||||
26,407 | KBC Group NV | 1,631,636 | 0.1 | |||||||||||
25,975 | Kinnevik AB | 620,418 | 0.1 | |||||||||||
24,600 | Kyushu Financial Group, Inc. | 166,677 | 0.0 | |||||||||||
625,971 | Legal & General Group PLC | 1,906,955 | 0.2 | |||||||||||
6,642,296 | Lloyds Banking Group Plc | 5,100,501 | 0.4 | |||||||||||
34,274 | London Stock Exchange Group PLC | 1,224,998 | 0.1 | |||||||||||
32,203 | Macquarie Group Ltd. | 2,017,267 | 0.2 | |||||||||||
107,391 | Mapfre SA | 327,125 | 0.0 | |||||||||||
79,962 | Mebuki Financial Group, Inc. | 295,534 | 0.0 | |||||||||||
263,348 | Medibank Pvt Ltd. | 535,035 | 0.0 | |||||||||||
60,627 | Mediobanca S.p.A. | 494,918 | 0.1 | |||||||||||
1,351,306 | Mitsubishi UFJ Financial Group, Inc. | 8,333,943 | 0.6 | |||||||||||
59,976 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 309,340 | 0.0 | |||||||||||
53,354 | MS&AD Insurance Group Holdings, Inc. | 1,652,243 | 0.1 | |||||||||||
4,705 | Mizrahi Tefahot Bank Ltd. | 68,715 | 0.0 | |||||||||||
2,509,861 | Mizuho Financial Group, Inc. | 4,504,033 | 0.3 | |||||||||||
17,794 | Muenchener Rueckversicherungs-Gesellschaft AG | 3,360,905 | 0.3 | |||||||||||
279,777 | National Australia Bank Ltd. | 6,179,865 | 0.5 | |||||||||||
100,290 | Natixis SA | 564,771 | 0.0 | |||||||||||
35,813 | Sompo Holdings, Inc. | 1,209,452 | 0.1 | |||||||||||
34,201 | NN Group NV | 1,157,795 | 0.1 | |||||||||||
386,226 | Nomura Holdings, Inc. | 2,283,431 | 0.2 |
321,917 | Nordea Bank AB | 3,567,042 | 0.3 | |||||||||||
525,926 | Old Mutual PLC | 1,341,104 | 0.1 | |||||||||||
132,163 | ORIX Corp. | 2,057,019 | 0.2 | |||||||||||
59,414 | Osaka Securities Exchange Co. Ltd. | 847,380 | 0.1 | |||||||||||
330,922 | Oversea-Chinese Banking Corp. | 2,032,406 | 0.2 | |||||||||||
2,448 | @ | Pargesa Holding SA | 159,118 | 0.0 | ||||||||||
1,851 | @,L | Partners Group | 866,523 | 0.1 | ||||||||||
45,276 | # | Poste Italiane SpA | 300,496 | 0.0 | ||||||||||
13,361 | Provident Financial PLC | 467,269 | 0.0 | |||||||||||
276,191 | Prudential PLC | 5,512,109 | 0.4 | |||||||||||
144,607 | QBE Insurance Group Ltd. | 1,292,030 | 0.1 | |||||||||||
12,113 | @ | Raiffeisen International Bank Holding AG | 220,808 | 0.0 | ||||||||||
238,313 | Resona Holdings, Inc. | 1,221,359 | 0.1 | |||||||||||
354,836 | @ | Royal Bank of Scotland Group PLC | 980,473 | 0.1 | ||||||||||
112,741 | RSA Insurance Group PLC | 813,016 | 0.1 | |||||||||||
46,740 | Sampo OYJ | 2,089,409 | 0.2 | |||||||||||
23,870 | SBI Holdings, Inc. | 303,291 | 0.0 | |||||||||||
13,306 | L | Schroders PLC | 488,705 | 0.0 | ||||||||||
17,058 | SCOR SE | 588,687 | 0.1 | |||||||||||
67,407 | Seven Bank Ltd. | 192,742 | 0.0 | |||||||||||
188,940 | Shinsei Bank Ltd. | 316,161 | 0.0 | |||||||||||
57,181 | Shizuoka Bank Ltd. | 479,894 | 0.0 | |||||||||||
99,551 | Singapore Exchange Ltd. | 490,907 | 0.0 | |||||||||||
160,450 | Skandinaviska Enskilda Banken AB | 1,676,734 | 0.1 | |||||||||||
78,144 | Societe Generale | 3,843,667 | 0.3 | |||||||||||
15,098 | Sony Financial Holdings, Inc. | 235,354 | 0.0 | |||||||||||
42,033 | St. James's Place PLC | 524,314 | 0.0 | |||||||||||
350,903 | @ | Standard Chartered PLC | 2,861,603 | 0.2 | ||||||||||
206,808 | Standard Life PLC | 947,019 | 0.1 | |||||||||||
135,851 | Sumitomo Mitsui Financial Group, Inc. | 5,173,610 | 0.4 | |||||||||||
34,485 | Sumitomo Mitsui Trust Holdings, Inc. | 1,233,829 | 0.1 | |||||||||||
138,893 | Suncorp Group Ltd. | 1,352,422 | 0.1 | |||||||||||
21,761 | Suruga Bank Ltd. | 485,869 | 0.0 | |||||||||||
158,282 | Svenska Handelsbanken AB | 2,192,278 | 0.2 | |||||||||||
95,163 | Swedbank AB | 2,292,904 | 0.2 | |||||||||||
3,339 | Swiss Life Holding AG | 943,197 | 0.1 | |||||||||||
35,270 | Swiss Re Ltd. | 3,336,998 | 0.3 | |||||||||||
62,711 | T&D Holdings, Inc. | 827,623 | 0.1 | |||||||||||
72,388 | Tokio Marine Holdings, Inc. | 2,963,788 | 0.2 | |||||||||||
6,685 | Tryg A/S | 120,721 | 0.0 | |||||||||||
389,373 | UBS Group AG | 6,088,026 | 0.5 | |||||||||||
548,862 | L | UniCredit SpA | 1,576,190 | 0.1 | ||||||||||
100,871 | L | UnipolSai SpA | 215,151 | 0.0 | ||||||||||
132,756 | United Overseas Bank Ltd. | 1,865,076 | 0.1 | |||||||||||
3,215 | Wendel | 386,877 | 0.0 | |||||||||||
353,494 | Westpac Banking Corp. | 8,297,902 | 0.6 | |||||||||||
23,000 | L | Yamaguchi Financial Group, Inc. | 250,404 | 0.0 | ||||||||||
15,930 | Zurich Insurance Group AG | 4,377,880 | 0.3 | |||||||||||
270,294,965 | 20.4 |
See Accompanying Notes to Financial Statements
33 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Health Care: 10.3% | ||||||||||||||
10,346 | Actelion Ltd. - Reg | 2,235,859 | 0.2 | |||||||||||
21,568 | Alfresa Holdings Corp. | 356,238 | 0.0 | |||||||||||
224,120 | Astellas Pharma, Inc. | 3,109,296 | 0.2 | |||||||||||
133,917 | AstraZeneca PLC | 7,312,951 | 0.6 | |||||||||||
87,685 | Bayer AG | 9,135,358 | 0.7 | |||||||||||
23,406 | Chugai Pharmaceutical Co., Ltd. | 671,379 | 0.1 | |||||||||||
7,040 | Cochlear Ltd. | 621,356 | 0.1 | |||||||||||
12,805 | Coloplast A/S | 862,527 | 0.1 | |||||||||||
48,700 | CSL Ltd. | 3,521,983 | 0.3 | |||||||||||
9,600 | @,L | CYBERDYNE, Inc. | 135,370 | 0.0 | ||||||||||
66,193 | Daiichi Sankyo Co., Ltd. | 1,351,611 | 0.1 | |||||||||||
18,409 | Sumitomo Dainippon Pharma Co. Ltd. | 315,978 | 0.0 | |||||||||||
26,279 | Eisai Co., Ltd. | 1,505,981 | 0.1 | |||||||||||
22,038 | Essilor International SA | 2,486,517 | 0.2 | |||||||||||
999 | Eurofins Scientific | 425,619 | 0.0 | |||||||||||
40,947 | Fresenius SE & Co. KGaA | 3,194,320 | 0.2 | |||||||||||
23,220 | Fresenius Medical Care AG & Co. KGaA | 1,962,582 | 0.2 | |||||||||||
350 | Galenica AG | 394,397 | 0.0 | |||||||||||
5,874 | @ | Genmab A/S | 973,043 | 0.1 | ||||||||||
22,967 | Getinge AB | 368,000 | 0.0 | |||||||||||
517,321 | GlaxoSmithKline PLC | 9,937,023 | 0.8 | |||||||||||
30,004 | Grifols SA | 595,623 | 0.0 | |||||||||||
137,880 | Healthscope Ltd. | 227,289 | 0.0 | |||||||||||
13,446 | Hikma Pharmaceuticals PLC | 313,397 | 0.0 | |||||||||||
5,429 | Hisamitsu Pharmaceutical Co., Inc. | 271,162 | 0.0 | |||||||||||
43,137 | Hoya Corp. | 1,808,710 | 0.1 | |||||||||||
26,714 | Kyowa Hakko Kirin Co., Ltd. | 368,476 | 0.0 | |||||||||||
5,649 | Lonza Group AG | 976,312 | 0.1 | |||||||||||
22,100 | M3, Inc. | 555,617 | 0.0 | |||||||||||
40,667 | L | Mediclinic International PLC | 386,294 | 0.0 | ||||||||||
11,500 | Medipal Holdings Corp. | 181,149 | 0.0 | |||||||||||
13,557 | Merck KGaA | 1,411,572 | 0.1 | |||||||||||
3,932 | Miraca Holdings, Inc. | 175,862 | 0.0 | |||||||||||
25,613 | Mitsubishi Tanabe Pharma Corp. | 501,500 | 0.0 | |||||||||||
235,209 | Novartis AG | 17,105,222 | 1.3 | |||||||||||
197,516 | Novo Nordisk A/S | 7,085,331 | 0.5 | |||||||||||
28,757 | Olympus Corp. | 990,816 | 0.1 | |||||||||||
43,090 | Ono Pharmaceutical Co., Ltd. | 939,131 | 0.1 | |||||||||||
11,104 | Orion Oyj | 493,373 | 0.0 | |||||||||||
41,346 | Otsuka Holdings Co. Ltd. | 1,801,049 | 0.1 | |||||||||||
23,733 | @ | Qiagen NV | 665,080 | 0.1 | ||||||||||
15,200 | Ramsay Health Care Ltd. | 747,335 | 0.1 | |||||||||||
74,035 | Roche Holding AG | 16,876,468 | 1.3 | |||||||||||
45,693 | Ryman Healthcare Ltd. | 257,281 | 0.0 | |||||||||||
123,672 | Sanofi | 10,000,792 | 0.8 | |||||||||||
42,045 | Santen Pharmaceutical Co., Ltd. | 513,005 | 0.0 | |||||||||||
31,332 | Shionogi & Co., Ltd. | 1,497,449 | 0.1 | |||||||||||
94,671 | Shire PLC | 5,405,675 | 0.4 | |||||||||||
93,501 | Smith & Nephew PLC | 1,403,386 | 0.1 | |||||||||||
42,494 | Sonic Healthcare Ltd. | 653,984 | 0.1 | |||||||||||
6,022 | Sonova Holding AG - Reg | 728,600 | 0.1 | |||||||||||
9,317 | Suzuken Co., Ltd. | 304,317 | 0.0 | |||||||||||
15,538 | Sysmex Corp. | 897,777 | 0.1 |
2,300 | Taisho Pharmaceutical Holdings Co. Ltd. | 190,668 | 0.0 | |||||||||||
75,862 | Takeda Pharmaceutical Co., Ltd. | 3,147,214 | 0.2 | |||||||||||
1,300 | @,L | Taro Pharmaceuticals Industries | 136,851 | 0.0 | ||||||||||
34,164 | Terumo Corp. | 1,259,467 | 0.1 | |||||||||||
97,185 | Teva Pharmaceutical Industries Ltd. ADR | 3,522,956 | 0.3 | |||||||||||
13,091 | UCB S.A. | 837,577 | 0.1 | |||||||||||
9,845 | @ | William Demant Holding A/S | 171,002 | 0.0 | ||||||||||
136,282,157 | 10.3 | |||||||||||||
Industrials: 13.6% | ||||||||||||||
203,935 | ABB Ltd. | 4,291,144 | 0.3 | |||||||||||
51,671 | Abertis Infraestructuras S.A. | 721,924 | 0.1 | |||||||||||
20,621 | ACS Actividades de Construccion y Servicios S.A. | 650,751 | 0.1 | |||||||||||
17,105 | Adecco Group AG | 1,116,560 | 0.1 | |||||||||||
7,070 | # | Aena SA | 963,228 | 0.1 | ||||||||||
16,571 | @ | AerCap Holdings NV | 689,519 | 0.1 | ||||||||||
2,941 | L | Aeroports de Paris | 314,943 | 0.0 | ||||||||||
30,736 | Alfa Laval AB | 507,002 | 0.0 | |||||||||||
141,895 | ANA Holdings, Inc. | 381,701 | 0.0 | |||||||||||
18,073 | @ | Alstom SA | 496,984 | 0.0 | ||||||||||
40,389 | Amada Holdings Co., Ltd. | 449,957 | 0.0 | |||||||||||
8,945 | Andritz AG | 448,269 | 0.0 | |||||||||||
423 | AP Moller - Maersk A/S - Class A | 638,357 | 0.1 | |||||||||||
689 | AP Moller - Maersk A/S - Class B | 1,098,241 | 0.1 | |||||||||||
105,107 | Asahi Glass Co., Ltd. | 713,115 | 0.1 | |||||||||||
54,691 | Ashtead Group PLC | 1,063,220 | 0.1 | |||||||||||
107,161 | Assa Abloy AB | 1,982,868 | 0.2 | |||||||||||
42,216 | Atlantia S.p.A | 987,704 | 0.1 | |||||||||||
40,546 | Atlas Copco AB | 1,102,343 | 0.1 | |||||||||||
70,873 | Atlas Copco AB | 2,150,044 | 0.2 | |||||||||||
111,253 | Auckland International Airport Ltd. | 482,560 | 0.0 | |||||||||||
226,492 | Aurizon Holdings Ltd. | 823,485 | 0.1 | |||||||||||
25,100 | Babcock International Group | 294,410 | 0.0 | |||||||||||
335,227 | BAE Systems PLC | 2,438,304 | 0.2 | |||||||||||
82,988 | L | Bollore Investissement | 292,208 | 0.0 | ||||||||||
20,996 | Bouygues S.A. | 751,645 | 0.1 | |||||||||||
173,480 | Brambles Ltd. | 1,548,153 | 0.1 | |||||||||||
16,405 | Brenntag AG | 909,313 | 0.1 | |||||||||||
35,593 | Bunzl PLC | 924,047 | 0.1 | |||||||||||
28,039 | Bureau Veritas SA | 542,677 | 0.0 | |||||||||||
64,288 | Capita Group PLC | 420,355 | 0.0 | |||||||||||
135,879 | Cathay Pacific Airways Ltd. | 178,320 | 0.0 | |||||||||||
15,128 | Central Japan Railway Co. | 2,483,861 | 0.2 | |||||||||||
50,728 | Cie de Saint-Gobain | 2,359,742 | 0.2 | |||||||||||
11,527 | CIMIC Group Ltd. | 290,033 | 0.0 | |||||||||||
284,199 | CK Hutchison Holdings Ltd. | 3,208,169 | 0.2 | |||||||||||
98,517 | CNH Industrial NV | 854,835 | 0.1 | |||||||||||
187,398 | Cobham PLC | 377,318 | 0.0 | |||||||||||
240,302 | ComfortDelgro Corp., Ltd. | 408,339 | 0.0 |
See Accompanying Notes to Financial Statements
34 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
61,748 | Dai Nippon Printing Co., Ltd. | 609,246 | 0.1 | |||||||||||
22,698 | Daikin Industries Ltd. | 2,079,339 | 0.2 | |||||||||||
141 | Dassault Aviation SA | 157,373 | 0.0 | |||||||||||
8,231 | DCC PLC | 611,822 | 0.1 | |||||||||||
26,607 | Deutsche Lufthansa AG | 342,985 | 0.0 | |||||||||||
100,273 | Deutsche Post AG | 3,288,468 | 0.3 | |||||||||||
22,274 | DSV A/S | 989,194 | 0.1 | |||||||||||
34,833 | East Japan Railway Co. | 3,003,257 | 0.2 | |||||||||||
18,274 | easyJet PLC | 226,040 | 0.0 | |||||||||||
21,858 | Edenred | 432,801 | 0.0 | |||||||||||
4,629 | Eiffage SA | 322,418 | 0.0 | |||||||||||
1,208 | Elbit Systems Ltd. | 122,031 | 0.0 | |||||||||||
63,002 | Airbus Group SE | 4,161,214 | 0.3 | |||||||||||
101,488 | Experian PLC | 1,964,986 | 0.2 | |||||||||||
20,293 | Fanuc Ltd. | 3,394,907 | 0.3 | |||||||||||
51,449 | Ferrovial SA | 917,557 | 0.1 | |||||||||||
45,220 | @ | Leonardo-Finmeccanica SpA | 633,321 | 0.1 | ||||||||||
3,751 | L | Fraport AG Frankfurt Airport Services Worldwide | 221,340 | 0.0 | ||||||||||
67,617 | Fuji Electric Holdings Co., Ltd. | 349,154 | 0.0 | |||||||||||
165,859 | G4S PLC | 479,398 | 0.0 | |||||||||||
19,929 | L | GEA Group AG | 799,762 | 0.1 | ||||||||||
4,026 | Geberit AG - Reg | 1,611,836 | 0.1 | |||||||||||
48,579 | Groupe Eurotunnel S.A. | 461,499 | 0.0 | |||||||||||
26,357 | Hankyu Hanshin Holdings, Inc. | 843,973 | 0.1 | |||||||||||
28,583 | Hexagon AB | 1,018,010 | 0.1 | |||||||||||
29,132 | Hino Motors Ltd. | 295,983 | 0.0 | |||||||||||
12,410 | Hitachi Construction Machinery Co., Ltd. | 268,290 | 0.0 | |||||||||||
1,346 | Hochtief AG | 187,920 | 0.0 | |||||||||||
4,600 | Hoshizaki Corp. | 364,178 | 0.0 | |||||||||||
575,673 | Hutchison Port Holdings Trust | 250,418 | 0.0 | |||||||||||
158,424 | @ | IHI Corp. | 410,302 | 0.0 | ||||||||||
31,108 | IMI PLC | 397,836 | 0.0 | |||||||||||
86,116 | International Consolidated Airlines Group SA | 463,920 | 0.0 | |||||||||||
17,876 | Intertek Group PLC | 766,135 | 0.1 | |||||||||||
12,943 | ISS A/S | 436,217 | 0.0 | |||||||||||
160,716 | Itochu Corp. | 2,128,003 | 0.2 | |||||||||||
12,978 | Japan Airlines Co. Ltd. | 378,708 | 0.0 | |||||||||||
3,600 | Japan Airport Terminal Co., Ltd. | 130,083 | 0.0 | |||||||||||
24,704 | Jardine Matheson Holdings Ltd. | 1,363,112 | 0.1 | |||||||||||
24,639 | JGC Corp. | 446,368 | 0.0 | |||||||||||
29,392 | LIXIL Group Corp. | 666,178 | 0.1 | |||||||||||
24,765 | JTEKT Corp. | 394,898 | 0.0 | |||||||||||
98,909 | Kajima Corp. | 683,176 | 0.1 | |||||||||||
29,520 | Kamigumi Co., Ltd. | 281,158 | 0.0 | |||||||||||
143,535 | Kawasaki Heavy Industries Ltd. | 449,288 | 0.0 | |||||||||||
40,000 | Keihan Holdings Co., Ltd. | 262,377 | 0.0 | |||||||||||
53,217 | Keikyu Corp. | 616,422 | 0.1 | |||||||||||
67,343 | Keio Corp. | 553,168 | 0.0 | |||||||||||
15,998 | Keisei Electric Railway Co., Ltd. | 387,374 | 0.0 | |||||||||||
159,804 | Keppel Corp., Ltd. | 636,011 | 0.1 | |||||||||||
207,972 | Kintetsu Group Holdings Co., Ltd. | 792,516 | 0.1 |
98,083 | Komatsu Ltd. | 2,221,595 | 0.2 | |||||||||||
34,882 | Kone OYJ | 1,558,658 | 0.1 | |||||||||||
104,274 | Koninklijke Philips NV | 3,187,867 | 0.2 | |||||||||||
9,504 | Boskalis Westminster NV | 329,715 | 0.0 | |||||||||||
115,322 | Kubota Corp. | 1,643,433 | 0.1 | |||||||||||
5,741 | Kuehne & Nagel International AG | 757,805 | 0.1 | |||||||||||
11,248 | Kurita Water Industries, Ltd. | 247,464 | 0.0 | |||||||||||
28,213 | Legrand S.A. | 1,600,676 | 0.1 | |||||||||||
4,300 | Mabuchi Motor Co., Ltd. | 223,446 | 0.0 | |||||||||||
12,504 | Makita Corp. | 835,503 | 0.1 | |||||||||||
3,305 | MAN SE | 328,043 | 0.0 | |||||||||||
181,256 | Marubeni Corp. | 1,025,198 | 0.1 | |||||||||||
84,034 | Meggitt PLC | 474,559 | 0.0 | |||||||||||
12,260 | Metso OYJ | 348,785 | 0.0 | |||||||||||
32,000 | Minebea Co., Ltd. | 298,599 | 0.0 | |||||||||||
22,900 | Misumi Group, Inc. | 376,172 | 0.0 | |||||||||||
150,893 | Mitsubishi Corp. | 3,204,764 | 0.2 | |||||||||||
205,361 | Mitsubishi Electric Corp. | 2,856,400 | 0.2 | |||||||||||
316,193 | Mitsubishi Heavy Industries Ltd. | 1,437,427 | 0.1 | |||||||||||
14,490 | Mitsubishi Logistics Corp. | 204,285 | 0.0 | |||||||||||
181,701 | Mitsui & Co., Ltd. | 2,489,725 | 0.2 | |||||||||||
124,930 | Mitsui OSK Lines Ltd. | 344,815 | 0.0 | |||||||||||
146,144 | MTR Corp. | 708,540 | 0.1 | |||||||||||
13,521 | Nabtesco Corp. | 313,430 | 0.0 | |||||||||||
102,000 | Nagoya Railroad Co., Ltd. | 492,476 | 0.0 | |||||||||||
28,769 | NGK Insulators Ltd. | 556,878 | 0.0 | |||||||||||
24,192 | Nidec Corp. | 2,082,706 | 0.2 | |||||||||||
93,220 | Nippon Express Co., Ltd. | 500,523 | 0.0 | |||||||||||
192,030 | Nippon Yusen KK | 355,618 | 0.0 | |||||||||||
48,849 | NSK Ltd. | 564,180 | 0.1 | |||||||||||
135,681 | NWS Holdings Ltd. | 220,560 | 0.0 | |||||||||||
70,415 | Obayashi Corp. | 672,277 | 0.1 | |||||||||||
34,327 | Odakyu Electric Railway Co., Ltd. | 678,300 | 0.1 | |||||||||||
9,658 | Osram Licht AG | 505,747 | 0.0 | |||||||||||
11,799 | Park24 Co., Ltd. | 319,509 | 0.0 | |||||||||||
21,990 | Prysmian S.p.A. | 563,613 | 0.1 | |||||||||||
51,328 | Qantas Airways Ltd. | 122,958 | 0.0 | |||||||||||
12,661 | Randstad Holdings NV | 685,818 | 0.1 | |||||||||||
33,500 | Recruit Holdings Co. Ltd. | 1,342,559 | 0.1 | |||||||||||
107,318 | Relx NV | 1,805,082 | 0.1 | |||||||||||
120,662 | Relx PLC | 2,150,271 | 0.2 | |||||||||||
30,576 | Rexel SA | 502,362 | 0.0 | |||||||||||
192,592 | Rolls-Royce Holdings PLC | 1,581,864 | 0.1 | |||||||||||
8,859,232 | @ | Rolls-Royce Holdings PLC - C shares | 10,918 | 0.0 | ||||||||||
74,647 | Royal Mail PLC | 424,325 | 0.0 | |||||||||||
32,728 | Safran S.A. | 2,353,933 | 0.2 | |||||||||||
115,562 | Sandvik AB | 1,425,581 | 0.1 | |||||||||||
32,800 | Singapore Airport Terminal Services Ltd. | 109,851 | 0.0 | |||||||||||
4,939 | @ | Schindler Holding AG - Part Cert | 869,823 | 0.1 | ||||||||||
2,262 | Schindler Holding AG - Reg | 394,828 | 0.0 | |||||||||||
59,679 | Schneider Electric SE | 4,145,823 | 0.3 | |||||||||||
22,706 | Secom Co., Ltd. | 1,658,994 | 0.1 | |||||||||||
34,688 | Securitas AB | 544,111 | 0.0 | |||||||||||
39,012 | Seek Ltd. | 417,825 | 0.0 | |||||||||||
14,100 | Seibu Holdings, Inc. | 252,445 | 0.0 |
See Accompanying Notes to Financial Statements
35 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
115,094 | SembCorp Industries Ltd. | 225,710 | 0.0 | |||||||||||
596 | SGS S.A. | 1,210,931 | 0.1 | |||||||||||
63,692 | Shimizu Corp. | 581,379 | 0.1 | |||||||||||
81,575 | Siemens AG | 9,988,073 | 0.8 | |||||||||||
61,360 | Singapore Airlines Ltd. | 408,774 | 0.0 | |||||||||||
38,880 | Skanska AB | 915,406 | 0.1 | |||||||||||
41,293 | SKF AB - B Shares | 757,155 | 0.1 | |||||||||||
5,736 | SMC Corp. | 1,364,735 | 0.1 | |||||||||||
42,375 | Smiths Group PLC | 737,631 | 0.1 | |||||||||||
3,263 | Societe BIC S.A. | 443,367 | 0.0 | |||||||||||
6,400 | Sohgo Security Services Co., Ltd. | 245,656 | 0.0 | |||||||||||
189,406 | Singapore Technologies Engineering Ltd. | 420,688 | 0.0 | |||||||||||
120,255 | Sumitomo Corp. | 1,411,723 | 0.1 | |||||||||||
63,982 | Sumitomo Heavy Industries | 410,839 | 0.0 | |||||||||||
126,308 | Sydney Airport | 545,202 | 0.0 | |||||||||||
114,809 | Taisei Corp. | 801,708 | 0.1 | |||||||||||
10,923 | L | Thales S.A. | 1,058,232 | 0.1 | ||||||||||
13,878 | THK Co., Ltd. | 306,475 | 0.0 | |||||||||||
110,927 | Tobu Railway Co., Ltd. | 549,907 | 0.0 | |||||||||||
116,389 | Tokyu Corp. | 854,082 | 0.1 | |||||||||||
66,432 | Toppan Printing Co., Ltd. | 633,442 | 0.1 | |||||||||||
424,619 | @ | Toshiba Corp. | 1,025,686 | 0.1 | ||||||||||
16,434 | Toto Ltd. | 649,120 | 0.1 | |||||||||||
25,754 | Toyota Tsusho Corp. | 669,403 | 0.1 | |||||||||||
212,629 | Transurban Group - Stapled Security | 1,582,453 | 0.1 | |||||||||||
25,967 | Travis Perkins PLC | 464,194 | 0.0 | |||||||||||
24,769 | Vestas Wind Systems A/S | 1,604,154 | 0.1 | |||||||||||
50,594 | Vinci S.A. | 3,441,651 | 0.3 | |||||||||||
161,942 | Volvo AB - B Shares | 1,885,330 | 0.1 | |||||||||||
16,123 | L | Wartsila OYJ | 722,899 | 0.1 | ||||||||||
21,708 | Weir Group PLC | 504,480 | 0.0 | |||||||||||
17,821 | West Japan Railway Co. | 1,091,642 | 0.1 | |||||||||||
26,923 | Wolseley PLC | 1,643,556 | 0.1 | |||||||||||
34,060 | Wolters Kluwer NV | 1,231,926 | 0.1 | |||||||||||
37,601 | Yamato Holdings Co., Ltd. | 762,211 | 0.1 | |||||||||||
19,542 | @ | Zardoya Otis SA | 164,912 | 0.0 | ||||||||||
21,831 | Zodiac Aerospace | 500,608 | 0.0 | |||||||||||
180,551,620 | 13.6 | |||||||||||||
Information Technology: 5.2% | ||||||||||||||
17,700 | Alps Electric Co., Ltd. | 425,295 | 0.0 | |||||||||||
46,916 | Amadeus IT Group SA | 2,127,842 | 0.2 | |||||||||||
26,300 | ASM Pacific Technology Ltd. | 278,133 | 0.0 | |||||||||||
37,192 | ASML Holding NV | 4,168,138 | 0.3 | |||||||||||
9,338 | Atos SE | 984,206 | 0.1 | |||||||||||
96,619 | #,@ | Auto Trader Group PLC | 485,757 | 0.0 | ||||||||||
27,686 | Brother Industries Ltd. | 497,723 | 0.0 | |||||||||||
110,793 | Canon, Inc. | 3,120,172 | 0.2 | |||||||||||
17,078 | Capgemini SA | 1,438,812 | 0.1 | |||||||||||
12,650 | @ | Check Point Software Technologies | 1,068,419 | 0.1 | ||||||||||
51,901 | Computershare Ltd. | 465,661 | 0.0 | |||||||||||
14,201 | Dassault Systemes SE | 1,080,927 | 0.1 | |||||||||||
325,624 | Telefonaktiebolaget LM Ericsson | 1,908,473 | 0.2 | |||||||||||
46,760 | Fuji Film Holdings Corp. | 1,770,605 | 0.1 | |||||||||||
201,135 | Fujitsu Ltd. | 1,113,795 | 0.1 | |||||||||||
8,816 | Gemalto NV | 509,138 | 0.0 |
17,442 | Hamamatsu Photonics KK | 458,119 | 0.0 | |||||||||||
3,680 | Hirose Electric Co., Ltd. | 455,090 | 0.0 | |||||||||||
3,900 | Hitachi High-Technologies Corp. | 156,860 | 0.0 | |||||||||||
511,956 | Hitachi Ltd. | 2,760,540 | 0.2 | |||||||||||
119,708 | Infineon Technologies AG | 2,070,654 | 0.2 | |||||||||||
5,262 | Ingenico Group SA | 419,834 | 0.0 | |||||||||||
17,323 | Kakaku.com, Inc. | 286,230 | 0.0 | |||||||||||
4,822 | Keyence Corp. | 3,299,451 | 0.3 | |||||||||||
11,566 | Konami Holdings Corp. | 466,784 | 0.0 | |||||||||||
52,623 | Konica Minolta, Inc. | 521,531 | 0.0 | |||||||||||
33,994 | Kyocera Corp. | 1,685,441 | 0.1 | |||||||||||
2,200 | @ | LINE Corp. | 75,105 | 0.0 | ||||||||||
4,200 | Mixi, Inc. | 153,040 | 0.0 | |||||||||||
17,780 | @ | Mobileye NV | 677,773 | 0.1 | ||||||||||
20,448 | Murata Manufacturing Co., Ltd. | 2,730,559 | 0.2 | |||||||||||
288,207 | NEC Corp. | 762,286 | 0.1 | |||||||||||
15,200 | Nexon Co. Ltd. | 219,658 | 0.0 | |||||||||||
7,777 | Nice Ltd. | 533,599 | 0.0 | |||||||||||
11,694 | Nintendo Co., Ltd. | 2,430,895 | 0.2 | |||||||||||
45,414 | Nippon Electric Glass Co., Ltd. | 245,029 | 0.0 | |||||||||||
433,624 | L | Nokia OYJ - Finland | 2,079,739 | 0.2 | ||||||||||
172,697 | @ | Nokia OYJ - France | 828,956 | 0.1 | ||||||||||
15,957 | Nomura Research Institute Ltd. | 484,947 | 0.0 | |||||||||||
14,884 | NTT Data Corp. | 719,070 | 0.1 | |||||||||||
30,376 | @ | NXP Semiconductor NV - NXPI - US | 2,977,152 | 0.2 | ||||||||||
5,300 | Obic Co., Ltd. | 231,165 | 0.0 | |||||||||||
21,523 | Omron Corp. | 822,501 | 0.1 | |||||||||||
5,861 | Otsuka Corp. | 273,382 | 0.0 | |||||||||||
75,332 | Ricoh Co., Ltd. | 636,389 | 0.1 | |||||||||||
10,650 | Rohm Co., Ltd. | 611,022 | 0.1 | |||||||||||
115,450 | Sage Group PLC | 930,651 | 0.1 | |||||||||||
105,339 | SAP SE | 9,112,385 | 0.7 | |||||||||||
30,216 | Seiko Epson Corp. | 637,938 | 0.1 | |||||||||||
28,172 | Shimadzu Corp. | 447,568 | 0.0 | |||||||||||
63,899 | L | STMicroelectronics NV | 724,262 | 0.1 | ||||||||||
13,412 | TDK Corp. | 919,637 | 0.1 | |||||||||||
17,265 | Tokyo Electron Ltd. | 1,623,763 | 0.1 | |||||||||||
12,453 | @ | Trend Micro, Inc. | 442,004 | 0.0 | ||||||||||
14,162 | United Internet AG | 552,638 | 0.0 | |||||||||||
186,584 | # | Worldpay Group PLC | 619,480 | 0.1 | ||||||||||
150,944 | Yahoo! Japan Corp. | 578,110 | 0.1 | |||||||||||
25,742 | Yaskawa Electric Corp. | 399,128 | 0.0 | |||||||||||
23,173 | Yokogawa Electric Corp. | 334,557 | 0.0 | |||||||||||
68,838,018 | 5.2 | |||||||||||||
Materials: 7.6% | ||||||||||||||
41,270 | Air Liquide SA | 4,589,189 | 0.3 | |||||||||||
20,043 | Air Water, Inc. | 361,049 | 0.0 | |||||||||||
26,266 | Akzo Nobel NV | 1,641,284 | 0.1 | |||||||||||
290,935 | L | Alumina Ltd. | 380,426 | 0.0 | ||||||||||
126,508 | Amcor Ltd. | 1,361,586 | 0.1 | |||||||||||
147,413 | @ | Anglo American PLC | 2,082,788 | 0.2 | ||||||||||
36,822 | Antofagasta PLC | 304,875 | 0.0 | |||||||||||
199,425 | @ | ArcelorMittal | 1,465,283 | 0.1 | ||||||||||
7,067 | Arkema SA | 690,807 | 0.1 | |||||||||||
137,653 | Asahi Kasei Corp. | 1,197,756 | 0.1 | |||||||||||
95,843 | BASF SE | 8,882,417 | 0.7 | |||||||||||
339,570 | BHP Billiton Ltd. | 6,083,352 | 0.5 | |||||||||||
223,381 | BHP Billiton PLC | 3,556,922 | 0.3 | |||||||||||
27,543 | Boliden AB | 715,429 | 0.1 |
See Accompanying Notes to Financial Statements
36 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
125,770 | Boral Ltd. | 489,634 | 0.0 | |||||||||||
9,262 | Chr Hansen Holding A/S | 512,238 | 0.0 | |||||||||||
6,609 | # | Covestro AG | 452,372 | 0.0 | ||||||||||
28,826 | CRH PLC - Dublin | 994,286 | 0.1 | |||||||||||
60,857 | CRH PLC - London | 2,110,485 | 0.2 | |||||||||||
13,544 | Croda International PLC | 532,683 | 0.0 | |||||||||||
33,384 | Daicel Corp. | 367,025 | 0.0 | |||||||||||
941 | @ | EMS-Chemie Holding AG | 477,869 | 0.0 | ||||||||||
14,474 | Evonik Industries AG | 431,454 | 0.0 | |||||||||||
81,134 | Fletcher Building Ltd. | 596,153 | 0.0 | |||||||||||
164,163 | Fortescue Metals Group Ltd. | 686,039 | 0.1 | |||||||||||
24,474 | Fresnillo PLC | 363,548 | 0.0 | |||||||||||
2,935 | Frutarom Industries Ltd. | 149,809 | 0.0 | |||||||||||
975 | Givaudan | 1,784,418 | 0.1 | |||||||||||
1,292,932 | @ | Glencore PLC | 4,368,694 | 0.3 | ||||||||||
15,012 | HeidelbergCement AG | 1,397,322 | 0.1 | |||||||||||
11,000 | Hitachi Chemical Co., Ltd. | 274,409 | 0.0 | |||||||||||
21,110 | Hitachi Metals Ltd. | 284,213 | 0.0 | |||||||||||
26,601 | LafargeHolcim Ltd. | 1,396,342 | 0.1 | |||||||||||
3,929 | Imerys SA | 297,670 | 0.0 | |||||||||||
182,588 | Incitec Pivot Ltd. | 472,463 | 0.0 | |||||||||||
50,293 | Israel Chemicals Ltd. | 205,325 | 0.0 | |||||||||||
49,856 | James Hardie Industries SE | 787,001 | 0.1 | |||||||||||
51,502 | JFE Holdings, Inc. | 778,835 | 0.1 | |||||||||||
19,743 | Johnson Matthey PLC | 772,494 | 0.1 | |||||||||||
20,435 | JSR Corp. | 321,654 | 0.0 | |||||||||||
20,042 | L | K+S AG | 477,423 | 0.0 | ||||||||||
20,000 | Kaneka Corp. | 162,678 | 0.0 | |||||||||||
26,553 | Kansai Paint Co., Ltd. | 488,407 | 0.0 | |||||||||||
32,676 | @ | Kobe Steel Ltd. | 310,690 | 0.0 | ||||||||||
19,055 | Koninklijke DSM NV | 1,141,918 | 0.1 | |||||||||||
42,467 | Kuraray Co., Ltd. | 636,817 | 0.1 | |||||||||||
20,344 | LafargeHolcim Ltd. | 1,067,116 | 0.1 | |||||||||||
9,496 | Lanxess | 621,831 | 0.1 | |||||||||||
19,659 | Linde AG | 3,224,828 | 0.2 | |||||||||||
1,900 | Maruichi Steel Tube Ltd. | 61,743 | 0.0 | |||||||||||
143,548 | Mitsubishi Chemical Holdings Corp. | 928,133 | 0.1 | |||||||||||
23,339 | Mitsubishi Gas Chemical Co., Inc. | 397,683 | 0.0 | |||||||||||
11,851 | Mitsubishi Materials Corp. | 362,489 | 0.0 | |||||||||||
99,074 | Mitsui Chemicals, Inc. | 443,905 | 0.0 | |||||||||||
33,504 | Mondi PLC | 684,231 | 0.1 | |||||||||||
80,873 | Newcrest Mining Ltd. | 1,159,645 | 0.1 | |||||||||||
15,717 | L | Nippon Paint Holdings Co., Ltd. | 426,634 | 0.0 | ||||||||||
81,180 | Nippon Steel & Sumitomo Metal Corp. | 1,798,044 | 0.1 | |||||||||||
8,300 | Nissan Chemical Industries Ltd. | 276,670 | 0.0 | |||||||||||
17,442 | Nitto Denko Corp. | 1,335,379 | 0.1 | |||||||||||
135,114 | Norsk Hydro ASA | 644,863 | 0.1 | |||||||||||
25,884 | Novozymes A/S | 890,718 | 0.1 | |||||||||||
96,826 | OJI Paper Co., Ltd. | 393,753 | 0.0 | |||||||||||
39,261 | Orica Ltd. | 498,975 | 0.0 | |||||||||||
9,817 | Randgold Resources Ltd. | 754,219 | 0.1 | |||||||||||
44,624 | Rio Tinto Ltd. | 1,911,746 | 0.1 | |||||||||||
132,057 | Rio Tinto PLC | 5,041,703 | 0.4 | |||||||||||
42,289 | Shin-Etsu Chemical Co., Ltd. | 3,272,702 | 0.3 | |||||||||||
237 | Sika AG | 1,137,092 | 0.1 |
7,801 | Solvay S.A. | 911,992 | 0.1 | |||||||||||
328,546 | South32 Ltd. | 646,762 | 0.1 | |||||||||||
242,587 | South32 Ltd. - GBP | 474,683 | 0.0 | |||||||||||
58,035 | Stora Enso OYJ (Euro Denominated Security) | 620,802 | 0.1 | |||||||||||
139,171 | Sumitomo Chemical Co., Ltd. | 659,716 | 0.1 | |||||||||||
53,561 | Sumitomo Metal Mining Co., Ltd. | 683,315 | 0.1 | |||||||||||
12,690 | Symrise AG | 771,018 | 0.1 | |||||||||||
9,851 | Syngenta AG | 3,892,159 | 0.3 | |||||||||||
137,001 | Taiheiyo Cement Corp. | 431,916 | 0.0 | |||||||||||
16,725 | Taiyo Nippon Sanso Corp. | 193,209 | 0.0 | |||||||||||
21,301 | Teijin Ltd. | 430,402 | 0.0 | |||||||||||
39,078 | ThyssenKrupp AG | 928,311 | 0.1 | |||||||||||
154,903 | Toray Industries, Inc. | 1,250,924 | 0.1 | |||||||||||
19,885 | Toyo Seikan Group Holdings, Ltd. | 369,776 | 0.0 | |||||||||||
10,826 | Umicore | 615,909 | 0.1 | |||||||||||
54,555 | UPM-Kymmene OYJ | 1,334,178 | 0.1 | |||||||||||
11,973 | Voestalpine AG | 468,184 | 0.0 | |||||||||||
18,321 | Yara International ASA | 720,731 | 0.1 | |||||||||||
100,573,620 | 7.6 | |||||||||||||
Real Estate: 3.6% | ||||||||||||||
12,042 | Aeon Mall Co., Ltd. | 169,224 | 0.0 | |||||||||||
258,645 | Ascendas Real Estate Investment Trust | 404,377 | 0.0 | |||||||||||
1,470 | Azrieli Group Ltd. | 63,798 | 0.0 | |||||||||||
104,452 | British Land Co. PLC | 810,605 | 0.1 | |||||||||||
101,444 | Intu Properties PLC | 351,375 | 0.0 | |||||||||||
160,000 | CapitaLand Commercial Trust | 163,003 | 0.0 | |||||||||||
297,996 | CapitaLand Ltd. | 619,269 | 0.1 | |||||||||||
296,801 | CapitaLand Mall Trust | 384,967 | 0.0 | |||||||||||
288,199 | Cheung Kong Property Holdings Ltd. | 1,760,030 | 0.1 | |||||||||||
50,681 | City Developments Ltd. | 289,225 | 0.0 | |||||||||||
7,881 | Daito Trust Construction Co., Ltd. | 1,184,812 | 0.1 | |||||||||||
60,654 | Daiwa House Industry Co., Ltd. | 1,654,057 | 0.1 | |||||||||||
143 | Daiwa House REIT Investment Corp. | 362,528 | 0.0 | |||||||||||
37,557 | L | Deutsche Wohnen AG | 1,178,036 | 0.1 | ||||||||||
110,927 | Dexus Property Group NPV | 769,524 | 0.1 | |||||||||||
3,247 | Fonciere Des Regions | 283,109 | 0.0 | |||||||||||
3,130 | Gecina S.A. | 432,311 | 0.0 | |||||||||||
306,397 | Global Logistic Properties Ltd. | 463,951 | 0.0 | |||||||||||
200,981 | Goodman Group | 1,032,166 | 0.1 | |||||||||||
206,363 | GPT Group | 748,179 | 0.1 | |||||||||||
87,058 | Hammerson PLC | 613,550 | 0.1 | |||||||||||
49,000 | Hang Lung Group Ltd. | 170,025 | 0.0 | |||||||||||
253,823 | Hang Lung Properties Ltd. | 535,224 | 0.0 | |||||||||||
123,231 | Henderson Land Development Co., Ltd. | 653,122 | 0.1 | |||||||||||
83,333 | Hongkong Land Holdings Ltd. - HKHGF | 526,664 | 0.0 | |||||||||||
77,644 | Hysan Development Co., Ltd. | 320,207 | 0.0 | |||||||||||
3,958 | Icade | 282,097 | 0.0 | |||||||||||
98 | Japan Prime Realty Investment Corp. | 386,641 | 0.0 |
See Accompanying Notes to Financial Statements
37 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
144 | Japan Real Estate Investment Corp. | 786,428 | 0.1 | |||||||||||
276 | Japan Retail Fund Investment Corp. | 559,512 | 0.1 | |||||||||||
72,560 | Kerry Properties Ltd. | 196,219 | 0.0 | |||||||||||
20,009 | Klepierre | 785,127 | 0.1 | |||||||||||
84,305 | Land Securities Group PLC | 1,107,533 | 0.1 | |||||||||||
60,180 | Lend Lease Corp., Ltd. | 632,406 | 0.1 | |||||||||||
240,532 | Link REIT | 1,559,387 | 0.1 | |||||||||||
424,599 | Mirvac Group | 652,055 | 0.1 | |||||||||||
132,327 | Mitsubishi Estate Co., Ltd. | 2,628,632 | 0.2 | |||||||||||
95,619 | Mitsui Fudosan Co., Ltd. | 2,213,629 | 0.2 | |||||||||||
579,094 | New World Development Ltd. | 610,138 | 0.1 | |||||||||||
162 | Nippon Prologis REIT, Inc. | 331,269 | 0.0 | |||||||||||
157 | Nippon Building Fund, Inc. | 870,356 | 0.1 | |||||||||||
13,745 | Nomura Real Estate Holdings, Inc. | 233,252 | 0.0 | |||||||||||
345 | Nomura Real Estate Master Fund, Inc. | 522,168 | 0.0 | |||||||||||
558,925 | Scentre Group | 1,870,996 | 0.1 | |||||||||||
88,090 | @ | Segro PLC | 498,241 | 0.0 | ||||||||||
26,664 | Hulic Co. Ltd. | 236,574 | 0.0 | |||||||||||
344,626 | Sino Land Co. | 513,854 | 0.0 | |||||||||||
263,493 | Stockland | 870,499 | 0.1 | |||||||||||
39,496 | Sumitomo Realty & Development Co., Ltd. | 1,048,514 | 0.1 | |||||||||||
154,471 | Sun Hung Kai Properties Ltd. | 1,945,173 | 0.2 | |||||||||||
109,000 | Suntec Real Estate Investment Trust | 124,039 | 0.0 | |||||||||||
61,120 | Swire Pacific Ltd. | 581,604 | 0.1 | |||||||||||
135,825 | Swire Properties Ltd. | 373,912 | 0.0 | |||||||||||
6,697 | @ | Swiss Prime Site AG | 547,993 | 0.0 | ||||||||||
23,411 | Tokyo Tatemono Co., Ltd. | 312,548 | 0.0 | |||||||||||
54,335 | Tokyu Fudosan Holdings Corp. | 320,009 | 0.0 | |||||||||||
10,474 | Unibail-Rodamco SE | 2,496,013 | 0.2 | |||||||||||
302 | United Urban Investment Corp. | 460,690 | 0.0 | |||||||||||
372,247 | Vicinity Centres | 802,759 | 0.1 | |||||||||||
50,531 | Vonovia SE | 1,640,614 | 0.1 | |||||||||||
205,209 | Westfield Corp. | 1,387,510 | 0.1 | |||||||||||
152,857 | Wharf Holdings Ltd. | 1,012,522 | 0.1 | |||||||||||
99,504 | Wheelock & Co., Ltd. | 558,441 | 0.0 | |||||||||||
47,902,692 | 3.6 | |||||||||||||
Telecommunication Services: 4.4% | ||||||||||||||
15,452 | Proximus SADP | 444,197 | 0.0 | |||||||||||
230,545 | Bezeq Israeli Telecommunication Corp., Ltd. | 437,304 | 0.0 | |||||||||||
902,518 | BT Group PLC | 4,074,263 | 0.3 | |||||||||||
346,458 | Deutsche Telekom AG | 5,944,272 | 0.5 | |||||||||||
17,002 | Elisa OYJ | 551,912 | 0.1 | |||||||||||
208,124 | Orange SA | 3,155,997 | 0.3 | |||||||||||
320,867 | HKT Trust / HKT Ltd. | 393,015 | 0.0 | |||||||||||
2,798 | Iliad SA | 537,350 | 0.1 | |||||||||||
47,931 | Inmarsat PLC | 443,489 | 0.0 | |||||||||||
194,301 | KDDI Corp. | 4,906,679 | 0.4 | |||||||||||
338,976 | Koninklijke KPN NV | 1,002,397 | 0.1 |
7,228 | Millicom International Cellular S.A. | 308,017 | 0.0 | |||||||||||
73,898 | Nippon Telegraph & Telephone Corp. | 3,110,748 | 0.2 | |||||||||||
147,854 | NTT DoCoMo, Inc. | 3,362,980 | 0.3 | |||||||||||
234,000 | PCCW Ltd. | 126,496 | 0.0 | |||||||||||
11,300 | @ | SFR Group SA | 318,578 | 0.0 | ||||||||||
861,150 | Singapore Telecommunications Ltd. | 2,160,141 | 0.2 | |||||||||||
101,446 | SoftBank Group Corp. | 6,713,093 | 0.5 | |||||||||||
2,726 | Swisscom AG | 1,218,507 | 0.1 | |||||||||||
92,518 | @ | TDC A/S | 474,282 | 0.0 | ||||||||||
37,341 | Tele2 AB | 298,578 | 0.0 | |||||||||||
205,039 | Spark New Zealand Ltd. | 485,167 | 0.0 | |||||||||||
1,150,584 | @,L | Telecom Italia S.p.A. - TIT | 1,015,900 | 0.1 | ||||||||||
644,469 | @ | Telecom Italia S.p.A. - TITR | 467,753 | 0.0 | ||||||||||
53,237 | Telefonica Deutschland Holding AG | 227,557 | 0.0 | |||||||||||
493,261 | Telefonica S.A. | 4,553,978 | 0.4 | |||||||||||
79,292 | Telenor ASA | 1,183,569 | 0.1 | |||||||||||
270,820 | Telia Co. AB | 1,087,937 | 0.1 | |||||||||||
437,554 | Telstra Corp., Ltd. | 1,607,875 | 0.1 | |||||||||||
32,605 | L | TPG Telecom Ltd. | 160,064 | 0.0 | ||||||||||
40,500 | Vocus Communications Ltd. | 112,782 | 0.0 | |||||||||||
2,825,880 | Vodafone Group PLC | 6,954,193 | 0.5 | |||||||||||
57,839,070 | 4.4 | |||||||||||||
Utilities: 3.3% | ||||||||||||||
76,528 | AGL Energy Ltd. | 1,217,598 | 0.1 | |||||||||||
113,263 | APA Group | 699,209 | 0.1 | |||||||||||
539,534 | Centrica PLC | 1,553,891 | 0.1 | |||||||||||
74,402 | Cheung Kong Infrastructure Holdings Ltd. | 590,929 | 0.0 | |||||||||||
72,342 | Chubu Electric Power Co., Inc. | 1,006,667 | 0.1 | |||||||||||
35,272 | Chugoku Electric Power Co., Inc. | 412,845 | 0.0 | |||||||||||
180,365 | CLP Holdings Ltd. | 1,654,107 | 0.1 | |||||||||||
80,930 | Contact Energy Ltd. | 261,704 | 0.0 | |||||||||||
4,782 | #,@ | DONG Energy A/S | 180,887 | 0.0 | ||||||||||
136,320 | DUET Group | 269,210 | 0.0 | |||||||||||
212,568 | E.ON AG | 1,495,409 | 0.1 | |||||||||||
15,642 | Electric Power Development Co., Ltd. | 359,008 | 0.0 | |||||||||||
23,972 | L | Electricite de France SA | 243,913 | 0.0 | ||||||||||
24,342 | Enagas | 616,907 | 0.0 | |||||||||||
28,013 | Endesa S.A. | 592,423 | 0.0 | |||||||||||
845,521 | Enel S.p.A. | 3,716,669 | 0.3 | |||||||||||
258,319 | EDP - Energias de Portugal SA | 786,209 | 0.1 | |||||||||||
44,668 | L | Fortum OYJ | 682,805 | 0.1 | ||||||||||
35,965 | Gas Natural SDG S.A. | 676,622 | 0.1 | |||||||||||
154,955 | Engie SA | 1,972,421 | 0.1 | |||||||||||
96,500 | # | HK Electric Investments & HK Electric Investments Ltd. | 79,555 | 0.0 | ||||||||||
16,681 | Hokuriku Electric Power Co. | 186,578 | 0.0 | |||||||||||
825,798 | Hong Kong & China Gas | 1,458,518 | 0.1 | |||||||||||
150,845 | Power Assets Holdings Ltd. | 1,326,995 | 0.1 | |||||||||||
592,373 | Iberdrola S.A. | 3,878,802 | 0.3 | |||||||||||
14,500 | #,@ | Innogy SE | 503,847 | 0.1 |
See Accompanying Notes to Financial Statements
38 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
77,462 | @ | Kansai Electric Power Co., Inc. | 844,464 | 0.1 | ||||||||||
48,160 | Kyushu Electric Power Co., Inc. | 521,740 | 0.0 | |||||||||||
131,000 | Meridian Energy Ltd. | 236,316 | 0.0 | |||||||||||
401,770 | National Grid PLC | 4,694,208 | 0.4 | |||||||||||
214,828 | Osaka Gas Co., Ltd. | 824,308 | 0.1 | |||||||||||
48,116 | Red Electrica Corp. SA | 906,516 | 0.1 | |||||||||||
53,685 | @ | RWE AG | 666,161 | 0.0 | ||||||||||
105,927 | SSE PLC | 2,022,589 | 0.2 | |||||||||||
25,278 | Severn Trent PLC | 690,821 | 0.1 | |||||||||||
31,168 | Suez | 459,246 | 0.0 | |||||||||||
169,206 | Terna Rete Elettrica Nazionale SpA | 773,840 | 0.1 | |||||||||||
22,000 | Toho Gas Co., Ltd. | 178,680 | 0.0 | |||||||||||
51,013 | Tohoku Electric Power Co., Inc. | 643,067 | 0.0 | |||||||||||
158,966 | @ | Tokyo Electric Power Co., Inc. | 639,792 | 0.0 | ||||||||||
223,361 | Tokyo Gas Co., Ltd. | 1,008,283 | 0.1 | |||||||||||
71,071 | United Utilities Group PLC | 787,777 | 0.1 | |||||||||||
47,885 | Veolia Environnement | 813,658 | 0.1 | |||||||||||
43,135,194 | 3.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,264,139,230) | 1,271,989,088 | 96.1 | ||||||||||||
PREFERRED STOCK: 0.5% | ||||||||||||||
Consumer Discretionary: 0.3% | ||||||||||||||
5,486 | Bayerische Motoren Werke AG | 418,968 | 0.0 | |||||||||||
15,539 | Porsche AG | 844,081 | 0.1 | |||||||||||
10,747 | @ | Schaeffler AG | 158,586 | 0.0 | ||||||||||
19,816 | Volkswagen AG | 2,772,606 | 0.2 | |||||||||||
4,194,241 | 0.3 | |||||||||||||
Consumer Staples: 0.2% | ||||||||||||||
18,405 | Henkel AG & Co. KGaA | 2,190,935 | 0.2 | |||||||||||
Materials: 0.0% | ||||||||||||||
7,773 | Fuchs Petrolub AG | 325,607 | 0.0 | |||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $7,570,602) | 6,710,783 | 0.5 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Energy: 0.0% | ||||||||||||||
118,484 | @ | Repsol SA | 43,903 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $41,284) | 43,903 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,271,751,116) | 1,278,743,774 | 96.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.0% | ||||||||||||||
Securities Lending Collateralcc: 1.6% | ||||||||||||||
4,959,856 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $4,960,128, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $5,059,053, due 01/25/17-10/20/66) | 4,959,856 | 0.4 | |||||||||||
4,959,856 | Citigroup, Inc., Repurchase Agreement dated 12/30/16, 0.53%, due 01/03/17 (Repurchase Amount $4,960,144, collateralized by various U.S. Government Agency Obligations, 2.000%-8.500%, Market Value plus accrued interest $5,059,053, due 12/01/17-01/01/47) | 4,959,856 | 0.3 | |||||||||||
4,959,856 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $4,960,139, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $5,059,053, due 03/02/17-02/01/49) | 4,959,856 | 0.4 | |||||||||||
1,043,878 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,043,935, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $1,064,756, due 10/31/18-11/30/22) | 1,043,878 | 0.1 |
See Accompanying Notes to Financial Statements
39 |
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
4,959,856 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $4,960,128, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,059,053, due 01/15/17-08/20/66) | 4,959,856 | 0.4 | |||||||||||
20,883,302 | 1.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.4% | ||||||||||||||
32,155,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $32,155,000) | 32,155,000 | 2.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $53,038,302) | 53,038,302 | 4.0 | ||||||||||||
Total Investments in Securities (Cost $1,324,789,418) | $ | 1,331,782,076 | 100.6 | |||||||||||
Liabilities in Excess of Other Assets | (7,320,188 | ) | (0.6 | ) | ||||||||||
Net Assets | $ | 1,324,461,888 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $1,340,055,386.
Net unrealized depreciation consists of:
Gross Unrealized Appreciation | $ | 140,660,800 | ||
Gross Unrealized Depreciation | (148,934,110 | ) | ||
Net Unrealized Depreciation | $ | (8,273,310 | ) |
See Accompanying Notes to Financial Statements
40 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Consumer Discretionary: 19.8% | ||||||||||||||
2,600 | ABC-Mart, Inc. | 147,086 | 0.1 | |||||||||||
4,400 | Accordia Golf Co., Ltd. | 45,175 | 0.0 | |||||||||||
2,300 | Adastria Co. Ltd. | 59,509 | 0.0 | |||||||||||
700 | Aeon Fantasy Co., Ltd. | 19,115 | 0.0 | |||||||||||
3,600 | Aisan Industry Co., Ltd. | 30,749 | 0.0 | |||||||||||
14,070 | Aisin Seiki Co., Ltd. | 608,801 | 0.2 | |||||||||||
8,000 | @ | Akebono Brake Industry Co., Ltd. | 20,696 | 0.0 | ||||||||||
1,400 | Alpen Co., Ltd. | 25,096 | 0.0 | |||||||||||
4,000 | Alpine Electronics, Inc. | 51,898 | 0.0 | |||||||||||
500 | Amiyaki Tei Co., Ltd. | 16,663 | 0.0 | |||||||||||
1,100 | Amuse, Inc. | 16,905 | 0.0 | |||||||||||
3,300 | AOKI Holdings, Inc. | 40,507 | 0.0 | |||||||||||
3,000 | Aoyama Trading Co., Ltd. | 104,249 | 0.1 | |||||||||||
800 | Arata Corp. | 18,089 | 0.0 | |||||||||||
3,000 | Arc Land Sakamoto Co., Ltd. | 34,753 | 0.0 | |||||||||||
1,200 | Asahi Co., Ltd. | 13,181 | 0.0 | |||||||||||
2,800 | Asatsu-DK, Inc. | 67,702 | 0.0 | |||||||||||
15,100 | L | Asics Corp. | 300,911 | 0.1 | ||||||||||
1,800 | Askul Corp. | 61,445 | 0.0 | |||||||||||
18,000 | Atsugi Co., Ltd. | 19,222 | 0.0 | |||||||||||
5,700 | Autobacs Seven Co., Ltd. | 85,519 | 0.0 | |||||||||||
3,200 | Avex Group Holdings, Inc. | 45,932 | 0.0 | |||||||||||
3,700 | Belluna Co., Ltd. | 22,753 | 0.0 | |||||||||||
5,400 | Benesse Holdings, Inc. | 148,365 | 0.1 | |||||||||||
6,400 | Best Denki Co., Ltd. | 8,361 | 0.0 | |||||||||||
8,900 | BIC Camera, Inc. | 81,362 | 0.0 | |||||||||||
54,400 | Bridgestone Corp. | 1,957,355 | 0.7 | |||||||||||
11,000 | Calsonic Kansei Corp. | 168,601 | 0.1 | |||||||||||
1,400 | Can Do Co., Ltd. | 21,078 | 0.0 | |||||||||||
4,300 | Canon Marketing Japan, Inc. | 72,202 | 0.0 | |||||||||||
12,700 | Casio Computer Co., Ltd. | 178,983 | 0.1 | |||||||||||
700 | Central Sports Co., Ltd. | 16,689 | 0.0 | |||||||||||
1,900 | Chiyoda Co., Ltd. | �� | 45,060 | 0.0 | ||||||||||
1,700 | Chofu Seisakusho Co., Ltd. | 38,106 | 0.0 | |||||||||||
1,200 | Chori Co., Ltd. | 18,015 | 0.0 | |||||||||||
9,000 | Clarion Co., Ltd. | 32,201 | 0.0 | |||||||||||
1,600 | Cleanup Corp. | 13,005 | 0.0 | |||||||||||
5,400 | Colowide Co., Ltd. | 89,608 | 0.0 | |||||||||||
1,200 | Corona Corp. | 11,781 | 0.0 | |||||||||||
4,700 | Create Restaurants Holdings, Inc. | 40,941 | 0.0 | |||||||||||
8,600 | CyberAgent, Inc. | 211,747 | 0.1 | |||||||||||
2,500 | Daido Metal Co., Ltd. | 24,911 | 0.0 | |||||||||||
1,900 | Daidoh Ltd. | 6,613 | 0.0 | |||||||||||
2,500 | Daiichikosho Co., Ltd. | 98,673 | 0.1 | |||||||||||
1,300 | Daikoku Denki Co., Ltd. | 19,912 | 0.0 | |||||||||||
2,400 | Daikyonishikawa Corp. | 30,775 | 0.0 | |||||||||||
1,500 | Dainichi Co., Ltd. | 9,111 | 0.0 | |||||||||||
1,300 | Daisyo Corp. | 17,669 | 0.0 | |||||||||||
7,500 | DCM Holdings Co., Ltd. | 66,558 | 0.0 | |||||||||||
7,300 | Dena Co., Ltd. | 159,542 | 0.1 | |||||||||||
37,600 | Denso Corp. | 1,626,444 | 0.6 |
17,900 | Dentsu, Inc. | 841,718 | 0.3 | |||||||||||
4,100 | Descente Ltd. | 47,095 | 0.0 | |||||||||||
9,800 | Don Quijote Holdings Co. Ltd. | 361,672 | 0.1 | |||||||||||
1,900 | Doshisha Co., Ltd. | 34,078 | 0.0 | |||||||||||
2,900 | Doutor Nichires Holdings Co., Ltd. | 53,260 | 0.0 | |||||||||||
1,600 | Dunlop Sports Co. Ltd. | 14,169 | 0.0 | |||||||||||
5,000 | Dynic Corp. | 7,520 | 0.0 | |||||||||||
2,000 | Eagle Industry Co., Ltd. | 26,574 | 0.0 | |||||||||||
5,900 | EDION Corp. | 55,250 | 0.0 | |||||||||||
2,200 | Exedy Corp. | 61,793 | 0.0 | |||||||||||
1,400 | Yondoshi Holdings, Inc. | 29,526 | 0.0 | |||||||||||
2,500 | Fast Retailing Co., Ltd. | 892,568 | 0.3 | |||||||||||
2,600 | FCC Co., Ltd. | 46,657 | 0.0 | |||||||||||
2,200 | Foster Electric Co., Ltd. | 41,446 | 0.0 | |||||||||||
3,100 | France Bed Holdings Co., Ltd. | 24,606 | 0.0 | |||||||||||
1,200 | F-Tech, Inc. | 13,459 | 0.0 | |||||||||||
1,900 | Fuji Co., Ltd. | 39,606 | 0.0 | |||||||||||
47,800 | Fuji Heavy Industries Ltd. | 1,947,583 | 0.7 | |||||||||||
3,000 | Fuji Kiko Co., Ltd. | 12,709 | 0.0 | |||||||||||
4,000 | Fuji Kyuko Co., Ltd. | 36,959 | 0.0 | |||||||||||
15,100 | Fuji Media Holdings, Inc. | 211,244 | 0.1 | |||||||||||
1,000 | Fujibo Holdings, Inc. | 28,339 | 0.0 | |||||||||||
2,500 | Fujikura Rubber Ltd. | 14,144 | 0.0 | |||||||||||
7,000 | L | Fujita Kanko, Inc. | 21,048 | 0.0 | ||||||||||
5,000 | Fujitsu General Ltd. | 105,606 | 0.1 | |||||||||||
1,700 | Funai Electric Co., Ltd. | 13,363 | 0.0 | |||||||||||
2,000 | Furukawa Battery Co., Ltd. | 12,683 | 0.0 | |||||||||||
4,900 | Futaba Industrial Co., Ltd. | 28,552 | 0.0 | |||||||||||
8,000 | Gakken Holdings Co., Ltd. | 21,810 | 0.0 | |||||||||||
600 | Genki Sushi Co., Ltd. | 10,817 | 0.0 | |||||||||||
2,900 | Geo Corp. | 33,711 | 0.0 | |||||||||||
1,100 | Globeride, Inc. | 18,147 | 0.0 | |||||||||||
800 | Goldwin, Inc. | 35,631 | 0.0 | |||||||||||
1,000 | Gourmet Kineya Co., Ltd. | 8,608 | 0.0 | |||||||||||
4,900 | L | IDOM, Inc. | 26,964 | 0.0 | ||||||||||
12,000 | Gunze Ltd. | 39,832 | 0.0 | |||||||||||
7,835 | H2O Retailing Corp. | 119,334 | 0.1 | |||||||||||
21,800 | Hakuhodo DY Holdings, Inc. | 268,427 | 0.1 | |||||||||||
30 | Hakuyosha Co., Ltd. | 688 | 0.0 | |||||||||||
2,000 | Happinet Corp. | 21,832 | 0.0 | |||||||||||
1,500 | Hard Off Corp. Co., Ltd. | 15,714 | 0.0 | |||||||||||
1,400 | Haruyama Trading Co., Ltd. | 10,283 | 0.0 | |||||||||||
19,700 | Haseko Corp. | 199,739 | 0.1 | |||||||||||
4,688 | Heiwa Corp. | 107,104 | 0.1 | |||||||||||
1,827 | Hiday Hidaka Corp. | 43,510 | 0.0 | |||||||||||
1,800 | Hikari Tsushin, Inc. | 167,559 | 0.1 | |||||||||||
3,000 | Hiramatsu, Inc. | 17,222 | 0.0 | |||||||||||
2,800 | HIS Co., Ltd. | 73,417 | 0.0 | |||||||||||
138,300 | Honda Motor Co., Ltd. | 4,037,712 | 1.4 | |||||||||||
2,010 | Honeys Co., Ltd. | 20,913 | 0.0 | |||||||||||
3,400 | Hoosiers Holdings Co. Ltd. | 17,658 | 0.0 | |||||||||||
1,600 | Ichibanya Co., Ltd. | 51,008 | 0.0 | |||||||||||
5,000 | Ichikoh Industries Ltd. | 16,092 | 0.0 | |||||||||||
12,520 | Iida Group Holdings Co. Ltd. | 237,345 | 0.1 |
See Accompanying Notes to Financial Statements
41 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
2,500 | Imasen Electric Industrial | 21,397 | 0.0 | |||||||||||
1,400 | Intage Holdings, Inc. | 23,657 | 0.0 | |||||||||||
29,800 | Isetan Mitsukoshi Holdings Ltd. | 320,876 | 0.1 | |||||||||||
43,900 | Isuzu Motors Ltd. | 555,095 | 0.2 | |||||||||||
3,000 | Izumi Co., Ltd. | 128,993 | 0.1 | |||||||||||
19,200 | J Front Retailing Co., Ltd. | 258,503 | 0.1 | |||||||||||
2,200 | @ | Janome Sewing Machine Co., Ltd. | 15,022 | 0.0 | ||||||||||
5,000 | Japan Wool Textile Co., Ltd. | 37,167 | 0.0 | |||||||||||
1,100 | Jin Co. Ltd. | 50,552 | 0.0 | |||||||||||
1,470 | Joban Kosan Co. Ltd. | 20,079 | 0.0 | |||||||||||
4,000 | Joshin Denki Co., Ltd. | 33,792 | 0.0 | |||||||||||
2,500 | Joyful Honda Co. Ltd. | 67,120 | 0.0 | |||||||||||
5,500 | L | JP-Holdings, Inc. | 11,965 | 0.0 | ||||||||||
13,370 | JVC Kenwood Holdings, Inc. | 36,418 | 0.0 | |||||||||||
4,786 | Kadokawa Dwango Corp. | 69,042 | 0.0 | |||||||||||
3,000 | L | Kappa Create Co., Ltd. | 33,515 | 0.0 | ||||||||||
2,500 | Kasai Kogyo Co., Ltd. | 29,584 | 0.0 | |||||||||||
1,000 | Kawai Musical Instruments Manufacturing Co., Ltd. | 19,726 | 0.0 | |||||||||||
18,000 | KYB Corp. | 87,086 | 0.0 | |||||||||||
3,300 | Keihin Corp. | 57,675 | 0.0 | |||||||||||
4,400 | Keiyo Co., Ltd. | 21,063 | 0.0 | |||||||||||
120,000 | @ | Kimuratan Corp. | 7,187 | 0.0 | ||||||||||
11,000 | @ | KNT-CT Holdings Co., Ltd. | 13,626 | 0.0 | ||||||||||
5,000 | @ | Kintetsu Department Store Co. Ltd. | 14,859 | 0.0 | ||||||||||
2,100 | Kisoji Co., Ltd. | 42,317 | 0.0 | |||||||||||
2,400 | Kohnan Shoji Co., Ltd. | 45,086 | 0.0 | |||||||||||
9,000 | Koito Manufacturing Co., Ltd. | 475,290 | 0.2 | |||||||||||
3,800 | @ | Kojima Co., Ltd. | 9,381 | 0.0 | ||||||||||
4,000 | Komatsu Seiren Co., Ltd. | 25,822 | 0.0 | |||||||||||
2,500 | Komeri Co., Ltd. | 56,365 | 0.0 | |||||||||||
2,400 | Konaka Co., Ltd. | 11,972 | 0.0 | |||||||||||
1,900 | Kourakuen Holdings Corp. | 26,582 | 0.0 | |||||||||||
6,520 | Ks Holdings Corp. | 113,993 | 0.1 | |||||||||||
1,100 | Kura Corp. | 46,190 | 0.0 | |||||||||||
17,000 | Kurabo Industries Ltd. | 33,217 | 0.0 | |||||||||||
1,260 | Kyoritsu Maintenance Co., Ltd. | 73,347 | 0.0 | |||||||||||
500 | LEC, Inc. | 13,791 | 0.0 | |||||||||||
5,200 | Look, Inc. | 7,466 | 0.0 | |||||||||||
1,100 | Mars Engineering Corp. | 21,142 | 0.0 | |||||||||||
16,100 | Marui Group Co., Ltd. | 234,571 | 0.1 | |||||||||||
3,700 | Matsuya Co., Ltd. | 32,315 | 0.0 | |||||||||||
1,100 | Matsuya Foods Co., Ltd. | 35,475 | 0.0 | |||||||||||
48,500 | Mazda Motor Corp. | 789,773 | 0.3 | |||||||||||
2,500 | Meiko Network Japan Co., Ltd. | 23,184 | 0.0 | |||||||||||
1,800 | Meiwa Estate Co., Ltd. | 10,947 | 0.0 | |||||||||||
2,000 | Misawa Homes Co., Ltd. | 17,822 | 0.0 | |||||||||||
2,900 | Mitsuba Corp. | 46,940 | 0.0 | |||||||||||
55,500 | Mitsubishi Motors Corp. | 315,496 | 0.1 | |||||||||||
2,000 | Mitsui Home Co., Ltd. | 8,712 | 0.0 | |||||||||||
9,000 | Mizuno Corp. | 43,719 | 0.0 | |||||||||||
600 | L | Monogatari Corp. | 21,418 | 0.0 |
2,000 | MOS Food Services, Inc. | 59,952 | 0.0 | |||||||||||
2,000 | Musashi Seimitsu Industry Co., Ltd. | 51,874 | 0.0 | |||||||||||
1,800 | Nakayamafuku Co., Ltd. | 12,485 | 0.0 | |||||||||||
16,900 | Namco Bandai Holdings, Inc. | 465,172 | 0.2 | |||||||||||
3,800 | Next Co. Ltd | 25,659 | 0.0 | |||||||||||
13,600 | NGK Spark Plug Co., Ltd. | 301,441 | 0.1 | |||||||||||
15,200 | NHK Spring Co., Ltd. | 144,559 | 0.1 | |||||||||||
10,000 | Nice Holdings, Inc. | 12,907 | 0.0 | |||||||||||
2,900 | Nifco, Inc. | 152,799 | 0.1 | |||||||||||
1,300 | Nihon Eslead Corp. | 15,003 | 0.0 | |||||||||||
27,200 | Nikon Corp. | 422,428 | 0.2 | |||||||||||
50 | @ | Nippon Columbia Co., Ltd. | 276 | 0.0 | ||||||||||
1,800 | Nippon Felt Co., Ltd. | 7,895 | 0.0 | |||||||||||
900 | Nippon Piston Ring Co., Ltd. | 15,716 | 0.0 | |||||||||||
13,500 | Nippon Television Network Corp. | 244,740 | 0.1 | |||||||||||
2,700 | Nishimatsuya Chain Co., Ltd. | 32,276 | 0.0 | |||||||||||
184,700 | Nissan Motor Co., Ltd. | 1,852,752 | 0.7 | |||||||||||
6,300 | Nissan Shatai Co., Ltd. | 61,150 | 0.0 | |||||||||||
7,000 | Nissei Build Kogyo Co., Ltd. | 31,719 | 0.0 | |||||||||||
3,500 | Nissin Kogyo Co., Ltd. | 55,231 | 0.0 | |||||||||||
6,600 | Nitori Co., Ltd. | 752,499 | 0.3 | |||||||||||
1,500 | Nojima Corp. | 16,111 | 0.0 | |||||||||||
7,500 | NOK Corp. | 151,692 | 0.1 | |||||||||||
1,600 | Ohashi Technica, Inc. | 19,230 | 0.0 | |||||||||||
1,200 | Ohsho Food Service Corp. | 45,184 | 0.0 | |||||||||||
10,000 | Onward Holdings Co., Ltd. | 69,971 | 0.0 | |||||||||||
17,200 | Oriental Land Co., Ltd. | 970,797 | 0.3 | |||||||||||
3,700 | Pacific Industrial Co., Ltd. | 46,961 | 0.0 | |||||||||||
1,000 | PAL Group Holdings Co., Ltd. | 23,720 | 0.0 | |||||||||||
2,600 | Paltac Corp. | 61,321 | 0.0 | |||||||||||
6,000 | PanaHome Corp. | 48,488 | 0.0 | |||||||||||
175,850 | Panasonic Corp. | 1,783,499 | 0.6 | |||||||||||
1,000 | Parco Co., Ltd. | 8,822 | 0.0 | |||||||||||
4,400 | Paris Miki Holdings, Inc. | 17,502 | 0.0 | |||||||||||
1,100 | PIA Corp. | 27,510 | 0.0 | |||||||||||
900 | Piolax, Inc. | 59,671 | 0.0 | |||||||||||
22,700 | @ | Pioneer Corp. | 45,661 | 0.0 | ||||||||||
1,900 | Plenus Co., Ltd. | 37,046 | 0.0 | |||||||||||
9,000 | Press Kogyo Co., Ltd. | 39,665 | 0.0 | |||||||||||
82,100 | @ | Rakuten, Inc. | 804,403 | 0.3 | ||||||||||
1,300 | Renaissance, Inc. | 16,557 | 0.0 | |||||||||||
6,100 | Resorttrust, Inc. | 112,355 | 0.1 | |||||||||||
1,400 | Right On Co., Ltd. | 12,033 | 0.0 | |||||||||||
1,000 | Riken Corp. | 37,809 | 0.0 | |||||||||||
1,600 | Ringer Hut Co., Ltd. | 31,013 | 0.0 | |||||||||||
2,800 | Rinnai Corp. | 225,298 | 0.1 | |||||||||||
3,940 | Riso Kyoiku Co. Ltd. | 19,969 | 0.0 | |||||||||||
5,900 | Round One Corp. | 40,835 | 0.0 | |||||||||||
2,600 | L | Royal Holdings Co., Ltd. | 41,521 | 0.0 | ||||||||||
2,000 | Ryohin Keikaku Co., Ltd. | 391,467 | 0.2 | |||||||||||
2,800 | Sagami Chain Co., Ltd. | 30,908 | 0.0 | |||||||||||
2,700 | Saizeriya Co., Ltd. | 60,624 | 0.0 | |||||||||||
900 | Sakai Ovex Co., Ltd. | 13,479 | 0.0 | |||||||||||
600 | San Holdings, Inc. | 7,966 | 0.0 |
See Accompanying Notes to Financial Statements
42 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
9,000 | Sanden Holdings Corp. | 28,570 | 0.0 | |||||||||||
5,200 | Sangetsu Co., Ltd. | 89,989 | 0.0 | |||||||||||
3,700 | Sankyo Co., Ltd. | 119,294 | 0.1 | |||||||||||
4,700 | Sankyo Seiko Co., Ltd. | 16,028 | 0.0 | |||||||||||
4,900 | Sanrio Co., Ltd. | 92,252 | 0.0 | |||||||||||
811,000 | @,L | Sansui Electric Co., Ltd. | – | – | ||||||||||
7,000 | Sanyo Electric Railway Co. Ltd | 36,414 | 0.0 | |||||||||||
11,000 | Sanyo Shokai Ltd. | 16,544 | 0.0 | |||||||||||
3,500 | Scroll Corp. | 10,287 | 0.0 | |||||||||||
15,300 | Sega Sammy Holdings, Inc. | 227,359 | 0.1 | |||||||||||
11,000 | Seiko Holdings Corp. | 38,928 | 0.0 | |||||||||||
4,200 | Seiren Co., Ltd. | 51,470 | 0.0 | |||||||||||
36,100 | Sekisui Chemical Co., Ltd. | 574,659 | 0.2 | |||||||||||
54,700 | Sekisui House Ltd. | 908,802 | 0.3 | |||||||||||
3,700 | Senshukai Co., Ltd. | 22,392 | 0.0 | |||||||||||
3,900 | Shimachu Co., Ltd. | 103,775 | 0.1 | |||||||||||
1,800 | Shimamura Co., Ltd. | 224,429 | 0.1 | |||||||||||
6,200 | Shimano, Inc. | 971,123 | 0.4 | |||||||||||
900 | Shimojima Co., Ltd. | 8,608 | 0.0 | |||||||||||
1,400 | Shobunsha Publications, Inc. | 7,943 | 0.0 | |||||||||||
11,000 | Shochiku Co., Ltd. | 121,999 | 0.1 | |||||||||||
4,500 | Showa Corp. | 31,248 | 0.0 | |||||||||||
8,900 | Sky Perfect Jsat Corp. | 40,889 | 0.0 | |||||||||||
5,400 | Skylark Co. Ltd. | 71,211 | 0.0 | |||||||||||
108,712 | Sony Corp. | 3,037,624 | 1.1 | |||||||||||
1,100 | St. Marc Holdings Co., Ltd. | 33,404 | 0.0 | |||||||||||
10,800 | Stanley Electric Co., Ltd. | 294,221 | 0.1 | |||||||||||
14,000 | Start Today Co. Ltd. | 241,168 | 0.1 | |||||||||||
1,500 | Starts Corp., Inc. | 25,314 | 0.0 | |||||||||||
1,300 | Studio Alice Co., Ltd. | 24,057 | 0.0 | |||||||||||
5,000 | Suminoe Textile Co., Ltd. | 10,753 | 0.0 | |||||||||||
61,100 | Sumitomo Electric Industries Ltd. | 879,798 | 0.3 | |||||||||||
11,600 | Sumitomo Forestry Co., Ltd. | 153,205 | 0.1 | |||||||||||
15,100 | Sumitomo Rubber Industries, Inc. | 238,917 | 0.1 | |||||||||||
30,200 | Suzuki Motor Corp. | 1,060,288 | 0.4 | |||||||||||
7,000 | T RAD Co., Ltd. | 17,405 | 0.0 | |||||||||||
2,700 | Tachi-S Co., Ltd. | 45,221 | 0.0 | |||||||||||
1,300 | Taiho Kogyo Co., Ltd. | 18,163 | 0.0 | |||||||||||
23,000 | Takashimaya Co., Ltd. | 189,330 | 0.1 | |||||||||||
2,400 | @,L | Takata Corp. | 17,604 | 0.0 | ||||||||||
1,040 | Take And Give Needs Co., Ltd. | 6,487 | 0.0 | |||||||||||
2,000 | Takihyo Co., Ltd. | 7,777 | 0.0 | |||||||||||
1,600 | Tamron Co., Ltd. | 26,507 | 0.0 | |||||||||||
4,000 | TBK Co., Ltd. | 17,003 | 0.0 | |||||||||||
1,700 | TPR Co., Ltd. | 47,705 | 0.0 | |||||||||||
1,800 | T-Gaia Corp. | 29,246 | 0.0 | |||||||||||
2,400 | Toa Corp./Hyogo | 21,512 | 0.0 | |||||||||||
1,100 | @ | Toabo Corp. | 5,140 | 0.0 | ||||||||||
6,000 | Toei Co., Ltd. | 51,913 | 0.0 | |||||||||||
10,200 | Toho Co., Ltd. | 287,731 | 0.1 | |||||||||||
3,800 | Tokai Rika Co., Ltd. | 76,072 | 0.0 | |||||||||||
3,000 | Sumitomo Riko Co., Ltd. | 29,388 | 0.0 | |||||||||||
720 | Token Corp. | 51,067 | 0.0 | |||||||||||
9,300 | Tokyo Broadcasting System Holdings, Inc. | 148,317 | 0.1 | |||||||||||
2,250 | Sac's Bar Holdings, Inc. | 22,801 | 0.0 | |||||||||||
6,500 | Tokyo Dome Corp. | 63,960 | 0.0 |
14,000 | Tokyotokeiba Co., Ltd. | 32,084 | 0.0 | |||||||||||
5,700 | Tomy Co., Ltd. | 60,397 | 0.0 | |||||||||||
4,000 | Nissan Tokyo Sales Holdings Co., Ltd. | 11,402 | 0.0 | |||||||||||
3,300 | Topre Corp. | 82,400 | 0.0 | |||||||||||
1,900 | Toridoll Holdings Corp. | 40,905 | 0.0 | |||||||||||
8,500 | Toyo Tire & Rubber Co., Ltd. | 105,575 | 0.1 | |||||||||||
4,900 | Toyoda Gosei Co., Ltd. | 114,362 | 0.1 | |||||||||||
5,200 | Toyota Boshoku Corp. | 119,205 | 0.1 | |||||||||||
13,700 | Toyota Industries Corp. | 651,370 | 0.2 | |||||||||||
186,682 | Toyota Motor Corp. | 10,944,869 | 3.8 | |||||||||||
3,300 | TS Tech Co., Ltd. | 84,836 | 0.0 | |||||||||||
7,350 | TSI Holdings Co. Ltd. | 43,983 | 0.0 | |||||||||||
500 | Tsutsumi Jewelry Co., Ltd. | 8,353 | 0.0 | |||||||||||
4,100 | TV Asahi Holdings Corp. | 80,779 | 0.0 | |||||||||||
1,300 | Tv Tokyo Holdings Corp. | 25,729 | 0.0 | |||||||||||
3,100 | Unipres Corp. | 61,552 | 0.0 | |||||||||||
2,100 | United Arrows Ltd. | 57,917 | 0.0 | |||||||||||
59,000 | @ | Unitika Ltd. | 42,276 | 0.0 | ||||||||||
3,100 | L | U-Shin Ltd. | 20,277 | 0.0 | ||||||||||
19,000 | USS Co., Ltd. | 301,830 | 0.1 | |||||||||||
3,900 | ValueCommerce Co. Ltd. | 10,921 | 0.0 | |||||||||||
4,200 | VT Holdings Co. Ltd. | 20,681 | 0.0 | |||||||||||
10,000 | Wacoal Holdings Corp. | 116,419 | 0.1 | |||||||||||
2,100 | WATAMI Co., Ltd. | 19,826 | 0.0 | |||||||||||
800 | Wowow, Inc. | 23,958 | 0.0 | |||||||||||
2,500 | Xebio Holdings Co., Ltd. | 38,544 | 0.0 | |||||||||||
48,500 | Yamada Denki Co., Ltd. | 261,146 | 0.1 | |||||||||||
20,000 | @ | Yamada SxL Home Co. Ltd. | 13,487 | 0.0 | ||||||||||
10,400 | Yamaha Corp. | 317,123 | 0.1 | |||||||||||
21,600 | Yamaha Motor Co., Ltd. | 473,668 | 0.2 | |||||||||||
1,500 | Yellow Hat Ltd. | 32,366 | 0.0 | |||||||||||
9,300 | Yokohama Rubber Co., Ltd. | 166,240 | 0.1 | |||||||||||
5,000 | Yomiuri Land Co., Ltd. | 20,656 | 0.0 | |||||||||||
1,700 | Yorozu Corp. | 24,396 | 0.0 | |||||||||||
5,600 | Yoshinoya D&C Co., Ltd. | 76,773 | 0.0 | |||||||||||
2,400 | Zenrin Co., Ltd. | 43,512 | 0.0 | |||||||||||
7,900 | Zensho Holdings Co., Ltd. | 129,946 | 0.1 | |||||||||||
57,940,955 | 19.8 | |||||||||||||
Consumer Staples: 8.5% | ||||||||||||||
62,045 | Aeon Co., Ltd. | 876,919 | 0.3 | |||||||||||
800 | Aeon Hokkaido Corp. | 4,037 | 0.0 | |||||||||||
1,900 | Ain Pharmaciez, Inc. | 125,579 | 0.1 | |||||||||||
35,800 | Ajinomoto Co., Inc. | 720,388 | 0.3 | |||||||||||
3,000 | Arcs Co., Ltd. | 67,356 | 0.0 | |||||||||||
1,500 | Ariake Japan Co., Ltd. | 80,150 | 0.0 | |||||||||||
2,300 | Artnature, Inc. | 13,904 | 0.0 | |||||||||||
32,200 | Asahi Group Holdings, Ltd. | 1,013,820 | 0.4 | |||||||||||
900 | Belc Co., Ltd. | 34,669 | 0.0 | |||||||||||
6,900 | Calbee, Inc. | 215,840 | 0.1 | |||||||||||
1,300 | Cawachi Ltd. | 32,391 | 0.0 | |||||||||||
2,300 | Chubu Shiryo Co., Ltd. | 19,963 | 0.0 | |||||||||||
6,470 | Coca-Cola East Japan Co., Ltd. | 142,431 | 0.1 | |||||||||||
5,700 | Coca-Cola West Co., Ltd. | 167,801 | 0.1 | |||||||||||
1,620 | Cocokara fine, Inc. | 59,422 | 0.0 |
See Accompanying Notes to Financial Statements
43 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
900 | Cosmos Pharmaceutical Corp. | 165,689 | 0.1 | |||||||||||
2,400 | Create SD Holdings | 51,314 | 0.0 | |||||||||||
500 | Daikokutenbussan Co., Ltd. | 20,962 | 0.0 | |||||||||||
2,200 | Ci:z Holdings Co. Ltd | 61,811 | 0.0 | |||||||||||
900 | Dydo Drinco, Inc. | 46,778 | 0.0 | |||||||||||
1,300 | Earth Chemical Co., Ltd. | 52,831 | 0.0 | |||||||||||
5,800 | @,L | Euglena Co. Ltd. | 63,830 | 0.0 | ||||||||||
4,200 | Ezaki Glico Co., Ltd. | 196,569 | 0.1 | |||||||||||
6,690 | FamilyMart UNY Holdings Co., Ltd. | 445,153 | 0.2 | |||||||||||
3,200 | FANCL Corp. | 44,716 | 0.0 | |||||||||||
16,380 | Feed One Co., Ltd. | 21,680 | 0.0 | |||||||||||
4,500 | Fuji Oil Holdings, Inc. | 88,265 | 0.0 | |||||||||||
1,800 | Fujicco Co., Ltd. | 37,122 | 0.0 | |||||||||||
11,000 | @ | Fujiya Co., Ltd. | 20,132 | 0.0 | ||||||||||
400 | Genky Stores, Inc. | 19,203 | 0.0 | |||||||||||
1,400 | Axial Retailing, Inc. | 48,024 | 0.0 | |||||||||||
1,200 | @ | Hayashikane Sangyo Co., Ltd. | 8,836 | 0.0 | ||||||||||
3,300 | Heiwado Co., Ltd. | 77,792 | 0.0 | |||||||||||
1,900 | Hokuto Corp. | 34,263 | 0.0 | |||||||||||
6,000 | House Foods Group, Inc. | 124,141 | 0.1 | |||||||||||
1,900 | Inageya Co., Ltd. | 24,027 | 0.0 | |||||||||||
5,100 | Ito En Ltd. | 169,052 | 0.1 | |||||||||||
400 | Itochu-Shokuhin Co., Ltd. | 14,950 | 0.0 | |||||||||||
9,870 | @ | Itoham Yonekyu Holdings, Inc. | 91,303 | 0.0 | ||||||||||
95,500 | Japan Tobacco, Inc. | 3,134,658 | 1.1 | |||||||||||
800 | J-Oil Mills, Inc. | 27,255 | 0.0 | |||||||||||
6,200 | L | Kagome Co., Ltd. | 154,850 | 0.1 | ||||||||||
1,100 | Kameda Seika Co. Ltd. | 50,169 | 0.0 | |||||||||||
41,000 | Kao Corp. | 1,940,730 | 0.7 | |||||||||||
2,400 | Kato Sangyo Co., Ltd. | 56,104 | 0.0 | |||||||||||
500 | Kenko Mayonnaise Co. Ltd. | 14,090 | 0.0 | |||||||||||
8,700 | Kewpie Corp. | 211,008 | 0.1 | |||||||||||
1,800 | KEY Coffee, Inc. | 33,506 | 0.0 | |||||||||||
12,000 | Kikkoman Corp. | 382,875 | 0.1 | |||||||||||
74,300 | L | Kirin Holdings Co., Ltd. | 1,205,980 | 0.4 | ||||||||||
4,600 | Kobayashi Pharmaceutical Co., Ltd. | 196,471 | 0.1 | |||||||||||
900 | Kobe Bussan Co. Ltd. | 31,511 | 0.0 | |||||||||||
2,600 | Kose Corp. | 215,561 | 0.1 | |||||||||||
1,100 | Kotobuki Spirits Co. Ltd. | 26,223 | 0.0 | |||||||||||
1,400 | L | Kusuri no Aoki Holdings Co. Ltd. | 62,289 | 0.0 | ||||||||||
1,100 | Kyokuyo Co., Ltd. | 25,667 | 0.0 | |||||||||||
5,300 | Lawson, Inc. | 372,016 | 0.1 | |||||||||||
1,100 | Life Corp. | 30,952 | 0.0 | |||||||||||
21,000 | Lion Corp. | 344,219 | 0.1 | |||||||||||
1,600 | Mandom Corp. | 68,883 | 0.0 | |||||||||||
10,000 | Marudai Food Co., Ltd. | 42,144 | 0.0 | |||||||||||
3,400 | Maruha Nichiro Corp. | 91,614 | 0.0 | |||||||||||
3,000 | Matsumotokiyoshi Holdings Co., Ltd. | 147,588 | 0.1 | |||||||||||
3,800 | Megmilk Snow Brand Co., Ltd. | 104,455 | 0.0 | |||||||||||
10,200 | MEIJI Holdings Co., Ltd. | 797,928 | 0.3 | |||||||||||
700 | Meito Sangyo Co., Ltd. | 8,281 | 0.0 | |||||||||||
1,012 | Milbon Co., Ltd. | 38,241 | 0.0 | |||||||||||
1,400 | Ministop Co., Ltd. | 24,441 | 0.0 | |||||||||||
1,700 | Mitsubishi Shokuhin Co. Ltd. | 50,448 | 0.0 |
1,600 | Mitsui Sugar Co., Ltd. | 34,273 | 0.0 | |||||||||||
15,000 | Miyoshi Oil & Fat Co., Ltd. | 18,572 | 0.0 | |||||||||||
3,300 | Morinaga & Co., Ltd. | 137,276 | 0.1 | |||||||||||
16,000 | Morinaga Milk Industry Co., Ltd. | 115,027 | 0.1 | |||||||||||
3,000 | Morozoff Ltd. | 12,942 | 0.0 | |||||||||||
1,000 | Nagatanien Holdings Co., Ltd. | 11,938 | 0.0 | |||||||||||
700 | Nakamuraya Co., Ltd. | 29,852 | 0.0 | |||||||||||
1,000 | Natori Co., Ltd. | 16,265 | 0.0 | |||||||||||
8,700 | Nichirei Corp. | 179,882 | 0.1 | |||||||||||
420 | Nihon Chouzai Co., Ltd. | 15,631 | 0.0 | |||||||||||
1,100 | Nippon Beet Sugar Manufacturing Co., Ltd. | 21,802 | 0.0 | |||||||||||
4,800 | Nippon Flour Mills Co., Ltd. | 66,615 | 0.0 | |||||||||||
11,000 | NH Foods Ltd. | 296,742 | 0.1 | |||||||||||
23,100 | Nippon Suisan Kaisha Ltd. | 110,902 | 0.0 | |||||||||||
10,000 | Nisshin Oillio Group Ltd. | 45,930 | 0.0 | |||||||||||
18,045 | Nisshin Seifun Group, Inc. | 270,385 | 0.1 | |||||||||||
6,800 | Nissin Food Products Co., Ltd. | 356,685 | 0.1 | |||||||||||
1,000 | Noevir Holdings Co. Ltd. | 31,259 | 0.0 | |||||||||||
9,000 | Oenon Holdings, Inc. | 19,920 | 0.0 | |||||||||||
1,000 | OIE Sangyo Co., Ltd. | 9,352 | 0.0 | |||||||||||
3,000 | Okuwa Co., Ltd. | 30,103 | 0.0 | |||||||||||
9,200 | Pigeon Corp. | 234,583 | 0.1 | |||||||||||
1,600 | L | Pola Orbis Holdings, Inc. | 131,909 | 0.1 | ||||||||||
12,000 | Prima Meat Packers Ltd. | 42,633 | 0.0 | |||||||||||
1,500 | Qol Co. Ltd. | 17,917 | 0.0 | |||||||||||
2,600 | Rock Field Co., Ltd. | 35,165 | 0.0 | |||||||||||
1,100 | S Foods, Inc. | 28,506 | 0.0 | |||||||||||
2,700 | Sakata Seed Corp. | 76,153 | 0.0 | |||||||||||
1,100 | San-A Co., Ltd. | 53,128 | 0.0 | |||||||||||
5,700 | Sapporo Holdings Ltd. | 146,445 | 0.1 | |||||||||||
63,643 | Seven & I Holdings Co., Ltd. | 2,420,291 | 0.8 | |||||||||||
5,000 | Shinyei Kaisha | 7,472 | 0.0 | |||||||||||
30,500 | Shiseido Co., Ltd. | 770,857 | 0.3 | |||||||||||
8,000 | Showa Sangyo Co., Ltd. | 41,040 | 0.0 | |||||||||||
1,000 | Sogo Medical Co., Ltd. | 36,655 | 0.0 | |||||||||||
2,000 | ST Corp. | 25,933 | 0.0 | |||||||||||
800 | Starzen Co., Ltd. | 33,000 | 0.0 | |||||||||||
2,900 | Sugi Holdings Co., Ltd. | 137,582 | 0.1 | |||||||||||
2,900 | Sundrug Co., Ltd. | 200,510 | 0.1 | |||||||||||
11,600 | Suntory Beverage & Food Ltd. | 480,491 | 0.2 | |||||||||||
12,000 | Takara Holdings, Inc. | 110,199 | 0.0 | |||||||||||
400 | Tobu Store Co., Ltd. | 9,699 | 0.0 | |||||||||||
1,200 | Toho Co., Ltd./Hyogo | 25,940 | 0.0 | |||||||||||
2,900 | L | Torigoe Co., Ltd. | 19,307 | 0.0 | ||||||||||
8,200 | Toyo Suisan Kaisha Ltd. | 296,671 | 0.1 | |||||||||||
3,500 | Tsuruha Holdings, Inc. | 331,249 | 0.1 | |||||||||||
32,500 | Unicharm Corp. | 709,809 | 0.3 | |||||||||||
4,780 | United Super Markets Holdings, Inc. | 40,260 | 0.0 | |||||||||||
3,500 | Valor Holdings Co., Ltd. | 91,079 | 0.0 | |||||||||||
1,000 | Warabeya Nichiyo Co., Ltd. | 21,088 | 0.0 | |||||||||||
1,420 | Welcia Holdings Co. Ltd. | 86,429 | 0.0 | |||||||||||
1,500 | Yaizu Suisankagaku Industry Co., Ltd. | 14,240 | 0.0 | |||||||||||
9,100 | Yakult Honsha Co., Ltd. | 421,024 | 0.2 | |||||||||||
1,400 | Yamatane Corp. | 18,987 | 0.0 |
See Accompanying Notes to Financial Statements
44 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
230 | Yamaya Corp. | 3,359 | 0.0 | |||||||||||
12,500 | Yamazaki Baking Co., Ltd. | 240,993 | 0.1 | |||||||||||
1,800 | Yaoko Co., Ltd. | 71,605 | 0.0 | |||||||||||
4,800 | Yokohama Reito Co., Ltd. | 42,048 | 0.0 | |||||||||||
1,000 | Yomeishu Seizo Co., Ltd. | 16,055 | 0.0 | |||||||||||
24,714,934 | 8.5 | |||||||||||||
Energy: 0.9% | ||||||||||||||
4,900 | @ | Fuji Oil Co., Ltd. | 15,952 | 0.0 | ||||||||||
5,300 | Cosmo Energy Holdings Co. Ltd. | 74,313 | 0.0 | |||||||||||
7,600 | Idemitsu Kosan Co., Ltd. | 201,593 | 0.1 | |||||||||||
90,200 | Inpex Corp. | 901,622 | 0.3 | |||||||||||
2,700 | Itochu Enex Co., Ltd. | 21,159 | 0.0 | |||||||||||
700 | L | Japan Drilling Co. Ltd. | 14,598 | 0.0 | ||||||||||
400 | Japan Oil Transportation Co., Ltd. | 8,289 | 0.0 | |||||||||||
2,700 | Japan Petroleum Exploration Co., Ltd. | 59,858 | 0.0 | |||||||||||
178,010 | JX Holdings, Inc. | 752,167 | 0.3 | |||||||||||
2,800 | Mitsuuroko Group Holdings Co., Ltd. | 16,613 | 0.0 | |||||||||||
1,800 | Modec, Inc. | 28,692 | 0.0 | |||||||||||
24,400 | Nippon Coke & Engineering Co., Ltd. | 22,304 | 0.0 | |||||||||||
2,600 | Nippon Gas Co., Ltd. | 74,483 | 0.0 | |||||||||||
1,000 | Sala Corp. | 5,565 | 0.0 | |||||||||||
4,500 | San-Ai Oil Co., Ltd. | 32,136 | 0.0 | |||||||||||
3,600 | Shinko Plantech Co., Ltd. | 26,129 | 0.0 | |||||||||||
14,400 | Showa Shell Sekiyu KK | 133,782 | 0.1 | |||||||||||
1,000 | Sinanen Holdings Co., Ltd. | 18,237 | 0.0 | |||||||||||
26,000 | TonenGeneral Sekiyu KK | 273,786 | 0.1 | |||||||||||
9,000 | Toyo Kanetsu K K | 24,185 | 0.0 | |||||||||||
2,705,463 | 0.9 | |||||||||||||
Financials: 13.7% | ||||||||||||||
23,000 | 77 Bank Ltd. | 110,779 | 0.1 | |||||||||||
31,100 | @ | Acom Co., Ltd. | 135,805 | 0.1 | ||||||||||
9,600 | AEON Financial Service Co., Ltd. | 170,036 | 0.1 | |||||||||||
500 | Aichi Bank Ltd. | 28,208 | 0.0 | |||||||||||
26,700 | @ | Aiful Corp. | 78,729 | 0.0 | ||||||||||
11,000 | Akita Bank Ltd. | 35,535 | 0.0 | |||||||||||
1,300 | L | Anicom Holdings, Inc. | 26,871 | 0.0 | ||||||||||
13,000 | Aomori Bank Ltd. | 43,554 | 0.0 | |||||||||||
93,000 | Aozora Bank Ltd. | 328,593 | 0.1 | |||||||||||
13,000 | Awa Bank Ltd. | 79,222 | 0.0 | |||||||||||
1,000 | Bank of Iwate Ltd. | 40,246 | 0.0 | |||||||||||
26,000 | Bank of Kyoto Ltd. | 192,727 | 0.1 | |||||||||||
1,300 | L | Bank of Nagoya Ltd. | 46,077 | 0.0 | ||||||||||
1,500 | Bank of Okinawa Ltd. | 54,562 | 0.0 | |||||||||||
11,000 | Bank of Saga Ltd. | 28,043 | 0.0 | |||||||||||
3,700 | Bank of the Ryukyus Ltd. | 48,506 | 0.0 | |||||||||||
3,000 | Tokyo Century Corp. | 102,363 | 0.1 | |||||||||||
58,000 | Chiba Bank Ltd. | 355,548 | 0.1 | |||||||||||
5,200 | Chiba Kogyo Bank Ltd. | 26,271 | 0.0 | |||||||||||
10,700 | Chugoku Bank Ltd. | 153,455 | 0.1 | |||||||||||
800 | Chukyo Bank Ltd. | 16,043 | 0.0 | |||||||||||
98,528 | Concordia Financial Group Ltd. | 474,129 | 0.2 |
11,500 | Credit Saison Co., Ltd. | 204,653 | 0.1 | |||||||||||
91,700 | Dai-ichi Life Holdings, Inc. | 1,524,648 | 0.5 | |||||||||||
1,200 | Daisan Bank Ltd. | 18,652 | 0.0 | |||||||||||
18,000 | Daishi Bank Ltd. | 80,599 | 0.0 | |||||||||||
13,000 | Daito Bank Ltd. | 18,568 | 0.0 | |||||||||||
140,000 | Daiwa Securities Group, Inc. | 862,082 | 0.3 | |||||||||||
500 | Dream Incubator, Inc. | 8,619 | 0.0 | |||||||||||
800 | eGuarantee, Inc. | 16,909 | 0.0 | |||||||||||
1,600 | Ehime Bank Ltd. | 18,847 | 0.0 | |||||||||||
11,000 | Eighteenth Bank Ltd. | 32,762 | 0.0 | |||||||||||
11,800 | FIDEA Holdings Co., Ltd. | 21,031 | 0.0 | |||||||||||
5,700 | Financial Products Group Co. Ltd. | 49,107 | 0.0 | |||||||||||
14,000 | Fukui Bank Ltd. | 35,227 | 0.0 | |||||||||||
61,000 | Fukuoka Financial Group, Inc. | 270,534 | 0.1 | |||||||||||
34,000 | Fukushima Bank Ltd. | 28,184 | 0.0 | |||||||||||
1,800 | Fuyo General Lease Co., Ltd. | 85,833 | 0.0 | |||||||||||
2,000 | GCA Corp. | 14,033 | 0.0 | |||||||||||
32,500 | Gunma Bank Ltd. | 177,603 | 0.1 | |||||||||||
28,300 | Hachijuni Bank Ltd. | 163,754 | 0.1 | |||||||||||
44,000 | Hiroshima Bank Ltd. | 205,032 | 0.1 | |||||||||||
3,400 | Hitachi Capital Corp. | 83,486 | 0.0 | |||||||||||
15,000 | Hokkoku Bank Ltd. | 53,252 | 0.0 | |||||||||||
1,500 | Hokuetsu Bank Ltd. | 33,940 | 0.0 | |||||||||||
9,800 | Hokugin Financial Group, Inc. | 168,834 | 0.1 | |||||||||||
14,000 | Hyakugo Bank Ltd. | 56,820 | 0.0 | |||||||||||
15,000 | Hyakujushi Bank Ltd. | 50,855 | 0.0 | |||||||||||
2,700 | IBJ Leasing Co., Ltd. | 60,280 | 0.0 | |||||||||||
4,500 | Ichiyoshi Securities Co., Ltd. | 34,430 | 0.0 | |||||||||||
2,500 | IwaiCosmo Holdings, Inc. | 23,360 | 0.0 | |||||||||||
16,000 | Iyo Bank Ltd. | 110,118 | 0.1 | |||||||||||
9,000 | Jaccs Co., Ltd. | 39,758 | 0.0 | |||||||||||
2,600 | Jafco Co., Ltd. | 85,116 | 0.0 | |||||||||||
1,999 | @ | Japan Asia Investment Co., Ltd. | 9,330 | 0.0 | ||||||||||
41,800 | Japan Post Bank Co. Ltd. | 500,913 | 0.2 | |||||||||||
41,200 | Japan Post Holdings Co. Ltd. | 513,001 | 0.2 | |||||||||||
5,500 | Japan Post Insurance Co. Ltd. | 117,631 | 0.1 | |||||||||||
8,111 | Japan Securities Finance Co., Ltd. | 44,115 | 0.0 | |||||||||||
15,700 | Jimoto Holdings, Inc. | 26,574 | 0.0 | |||||||||||
19,000 | Juroku Bank Ltd. | 66,479 | 0.0 | |||||||||||
13,000 | kabu.com Securities Co., Ltd. | 44,667 | 0.0 | |||||||||||
2,700 | Kansai Urban Banking Corp. | 33,650 | 0.0 | |||||||||||
12,000 | Keiyo Bank Ltd. | 54,294 | 0.0 | |||||||||||
800 | Kita-Nippon Bank Ltd. | 21,323 | 0.0 | |||||||||||
5,600 | Kiyo Bank Ltd. | 89,321 | 0.0 | |||||||||||
7,000 | Kosei Securities Co., Ltd. | 11,850 | 0.0 | |||||||||||
2,600 | Kyokuto Securities Co., Ltd. | 38,349 | 0.0 | |||||||||||
23,720 | Kyushu Financial Group, Inc. | 160,715 | 0.1 |
See Accompanying Notes to Financial Statements
45 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
5,300 | Marusan Securities Co., Ltd. | 44,595 | 0.0 | |||||||||||
7,400 | Matsui Securities Co., Ltd. | 63,640 | 0.0 | |||||||||||
70,690 | Mebuki Financial Group, Inc. | 261,265 | 0.1 | |||||||||||
10,000 | Michinoku Bank Ltd. | 19,045 | 0.0 | |||||||||||
800 | Mie Bank Ltd. | 15,932 | 0.0 | |||||||||||
1,400 | Minato Bank Ltd. | 25,016 | 0.0 | |||||||||||
8,800 | Mito Securities Co., Ltd. | 24,477 | 0.0 | |||||||||||
1,146,100 | Mitsubishi UFJ Financial Group, Inc. | 7,068,371 | 2.4 | |||||||||||
37,700 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 194,447 | 0.1 | |||||||||||
45,311 | MS&AD Insurance Group Holdings, Inc. | 1,403,171 | 0.5 | |||||||||||
12,000 | Miyazaki Bank Ltd. | 36,942 | 0.0 | |||||||||||
2,056,400 | Mizuho Financial Group, Inc. | 3,690,281 | 1.3 | |||||||||||
16,600 | Monex Group, Inc. | 46,087 | 0.0 | |||||||||||
2,400 | Musashino Bank Ltd. | 69,038 | 0.0 | |||||||||||
600 | Nagano Bank Ltd. | 10,428 | 0.0 | |||||||||||
1,500 | Nanto Bank Ltd. | 56,930 | 0.0 | |||||||||||
9,400 | @ | Nishi-Nippon Financial Holdings, Inc. | 98,363 | 0.0 | ||||||||||
31,950 | Sompo Holdings, Inc. | 1,078,993 | 0.4 | |||||||||||
309,400 | Nomura Holdings, Inc. | 1,829,223 | 0.6 | |||||||||||
23,200 | North Pacific Bank Ltd. | 95,544 | 0.1 | |||||||||||
19,000 | Ogaki Kyoritsu Bank Ltd. | 73,854 | 0.0 | |||||||||||
9,000 | Oita Bank Ltd. | 33,568 | 0.0 | |||||||||||
12,000 | Okasan Holdings, Inc. | 73,906 | 0.0 | |||||||||||
30,600 | @,L | Orient Corp. | 55,495 | 0.0 | ||||||||||
107,400 | ORIX Corp. | 1,671,601 | 0.6 | |||||||||||
46,500 | Osaka Securities Exchange Co. Ltd. | 663,197 | 0.2 | |||||||||||
1,800 | Pocket Card Co., Ltd. | 8,635 | 0.0 | |||||||||||
176,300 | Resona Holdings, Inc. | 903,541 | 0.3 | |||||||||||
1,300 | Ricoh Leasing Co., Ltd. | 40,000 | 0.0 | |||||||||||
9,200 | San-In Godo Bank Ltd. | 76,648 | 0.0 | |||||||||||
17,360 | SBI Holdings, Inc. | 220,575 | 0.1 | |||||||||||
15,930 | Senshu Ikeda Holdings, Inc. | 73,359 | 0.0 | |||||||||||
54,700 | Seven Bank Ltd. | 156,408 | 0.1 | |||||||||||
14,000 | Shiga Bank Ltd. | 76,088 | 0.0 | |||||||||||
13,000 | Shikoku Bank Ltd. | 31,747 | 0.0 | |||||||||||
700 | Shimizu Bank Ltd. | 21,908 | 0.0 | |||||||||||
140,000 | Shinsei Bank Ltd. | 234,268 | 0.1 | |||||||||||
41,000 | Shizuoka Bank Ltd. | 344,094 | 0.1 | |||||||||||
14,100 | Sony Financial Holdings, Inc. | 219,797 | 0.1 | |||||||||||
121,152 | Sumitomo Mitsui Financial Group, Inc. | 4,613,828 | 1.6 | |||||||||||
31,444 | Sumitomo Mitsui Trust Holdings, Inc. | 1,125,026 | 0.4 | |||||||||||
15,200 | Suruga Bank Ltd. | 339,378 | 0.1 | |||||||||||
55,200 | T&D Holdings, Inc. | 728,497 | 0.3 | |||||||||||
7,000 | Taiko Bank Ltd. | 15,722 | 0.0 | |||||||||||
8,800 | Tochigi Bank Ltd. | 43,175 | 0.0 | |||||||||||
13,000 | Toho Bank Ltd. | 48,515 | 0.0 | |||||||||||
13,000 | Tohoku Bank Ltd. | 17,332 | 0.0 | |||||||||||
17,600 | Tokai Tokyo Financial Holdings | 93,396 | 0.0 | |||||||||||
61,600 | Tokio Marine Holdings, Inc. | 2,522,094 | 0.9 | |||||||||||
2,128 | Tokyo TY Financial Group, Inc. | 74,068 | 0.0 | |||||||||||
1,100 | Tomato Bank Ltd. | 15,068 | 0.0 |
12,300 | TOMONY Holdings, Inc. | 63,553 | 0.0 | |||||||||||
600 | Tottori Bank Ltd. | 9,803 | 0.0 | |||||||||||
26,000 | Towa Bank Ltd. | 24,638 | 0.0 | |||||||||||
7,000 | Toyo Securities Co., Ltd. | 16,897 | 0.0 | |||||||||||
8,300 | Tsukuba Bank Ltd. | 24,592 | 0.0 | |||||||||||
9,000 | Yamagata Bank Ltd. | 37,907 | 0.0 | |||||||||||
14,000 | Yamaguchi Financial Group, Inc. | 152,420 | 0.1 | |||||||||||
9,000 | Yamanashi Chuo Bank Ltd. | 42,779 | 0.0 | |||||||||||
4,200 | Zenkoku Hosho Co. Ltd. | 134,637 | 0.1 | |||||||||||
40,198,242 | 13.7 | |||||||||||||
Health Care: 6.9% | ||||||||||||||
18,000 | Alfresa Holdings Corp. | 297,306 | 0.1 | |||||||||||
1,200 | As One Corp. | 49,851 | 0.0 | |||||||||||
1,900 | ASKA Pharmaceutical Co., Ltd. | 27,656 | 0.0 | |||||||||||
165,200 | Astellas Pharma, Inc. | 2,291,878 | 0.8 | |||||||||||
2,200 | BML, Inc. | 52,376 | 0.0 | |||||||||||
15,800 | Chugai Pharmaceutical Co., Ltd. | 453,208 | 0.2 | |||||||||||
1,000 | CMIC Holdings Co., Ltd. | 12,938 | 0.0 | |||||||||||
900 | Create Medic Co., Ltd. | 7,367 | 0.0 | |||||||||||
47,700 | Daiichi Sankyo Co., Ltd. | 973,998 | 0.3 | |||||||||||
2,700 | L | Daiken Medical Co. Ltd. | 18,555 | 0.0 | ||||||||||
11,200 | Sumitomo Dainippon Pharma Co. Ltd. | 192,240 | 0.1 | |||||||||||
1,060 | Daito Pharmaceutical Co. Ltd. | 20,383 | 0.0 | |||||||||||
1,600 | Eiken Chemical Co., Ltd. | 42,066 | 0.0 | |||||||||||
19,800 | Eisai Co., Ltd. | 1,134,686 | 0.4 | |||||||||||
2,100 | EPS Holdings, Inc. | 24,444 | 0.0 | |||||||||||
1,800 | Falco Holdings Co. Ltd. | 22,623 | 0.0 | |||||||||||
1,000 | FINDEX, Inc. | 8,093 | 0.0 | |||||||||||
800 | Fuso Pharmaceutical Industries Ltd. | 19,047 | 0.0 | |||||||||||
4,600 | Hisamitsu Pharmaceutical Co., Inc. | 229,756 | 0.1 | |||||||||||
1,100 | Hogy Medical Co., Ltd. | 67,743 | 0.0 | |||||||||||
32,600 | Hoya Corp. | 1,366,899 | 0.5 | |||||||||||
1,200 | Japan Lifeline Co. Ltd | 23,832 | 0.0 | |||||||||||
1,400 | JCR Pharmaceuticals Co. Ltd. | 34,070 | 0.0 | |||||||||||
6,000 | Jeol Ltd. | 26,131 | 0.0 | |||||||||||
2,900 | Kaken Pharmaceutical Co., Ltd. | 153,576 | 0.1 | |||||||||||
3,000 | Kissei Pharmaceutical Co., Ltd. | 74,606 | 0.0 | |||||||||||
3,700 | Kyorin Co., Ltd. | 79,177 | 0.0 | |||||||||||
18,900 | Kyowa Hakko Kirin Co., Ltd. | 260,695 | 0.1 | |||||||||||
13,900 | M3, Inc. | 349,460 | 0.1 | |||||||||||
2,100 | Mani, Inc. | 49,926 | 0.0 | |||||||||||
14,700 | Medipal Holdings Corp. | 231,556 | 0.1 | |||||||||||
800 | Menicon Co. Ltd. | 22,516 | 0.0 | |||||||||||
4,000 | Miraca Holdings, Inc. | 178,904 | 0.1 | |||||||||||
18,300 | Mitsubishi Tanabe Pharma Corp. | 358,312 | 0.1 | |||||||||||
1,100 | Mochida Pharmaceutical Co., Ltd. | 76,234 | 0.0 | |||||||||||
2,300 | Nagaileben Co., Ltd. | 50,090 | 0.0 | |||||||||||
3,100 | NichiiGakkan Co., Ltd. | 22,309 | 0.0 | |||||||||||
4,050 | Nichi-iko Pharmaceutical Co., Ltd. | 57,776 | 0.0 | |||||||||||
6,400 | Nihon Kohden Corp. | 141,352 | 0.1 | |||||||||||
5,900 | Nikkiso Co., Ltd. | 55,943 | 0.0 |
See Accompanying Notes to Financial Statements
46 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
400 | Nippon Chemiphar Co., Ltd. | 18,615 | 0.0 | |||||||||||
3,800 | Nippon Shinyaku Co., Ltd. | 187,038 | 0.1 | |||||||||||
10,600 | Nipro Corp. | 115,665 | 0.0 | |||||||||||
1,400 | Nissui Pharmaceutical Co., Ltd. | 15,434 | 0.0 | |||||||||||
24,300 | Olympus Corp. | 837,251 | 0.3 | |||||||||||
36,600 | Ono Pharmaceutical Co., Ltd. | 797,683 | 0.3 | |||||||||||
34,700 | Otsuka Holdings Co. Ltd. | 1,511,546 | 0.5 | |||||||||||
1,500 | Paramount Bed Holdings Co. Ltd. | 59,923 | 0.0 | |||||||||||
2,800 | @,L | PeptiDream, Inc. | 145,079 | 0.1 | ||||||||||
8,100 | L | Rohto Pharmaceutical Co., Ltd. | 127,050 | 0.1 | ||||||||||
29,300 | Santen Pharmaceutical Co., Ltd. | 357,499 | 0.1 | |||||||||||
2,800 | Sawai Pharmaceutical Co., Ltd. | 150,092 | 0.1 | |||||||||||
3,200 | Seikagaku Corp. | 47,297 | 0.0 | |||||||||||
1,700 | @ | Shin Nippon Biomedical Laboratories Ltd. | 8,491 | 0.0 | ||||||||||
22,000 | Shionogi & Co., Ltd. | 1,051,445 | 0.4 | |||||||||||
2,900 | Ship Healthcare Holdings, Inc. | 74,341 | 0.0 | |||||||||||
6,830 | Suzuken Co., Ltd. | 223,085 | 0.1 | |||||||||||
11,900 | Sysmex Corp. | 687,576 | 0.2 | |||||||||||
1,500 | Taiko Pharmaceutical Co. Ltd. | 23,749 | 0.0 | |||||||||||
3,400 | Taisho Pharmaceutical Holdings Co. Ltd. | 281,857 | 0.1 | |||||||||||
3,800 | Takara Bio, Inc. | 50,894 | 0.0 | |||||||||||
60,600 | Takeda Pharmaceutical Co., Ltd. | 2,514,054 | 0.9 | |||||||||||
23,600 | Terumo Corp. | 870,022 | 0.3 | |||||||||||
5,100 | Toho Holdings Co., Ltd. | 101,644 | 0.0 | |||||||||||
900 | Tokai Corp./Gifu | 30,618 | 0.0 | |||||||||||
1,200 | Torii Pharmaceutical Co., Ltd. | 26,501 | 0.0 | |||||||||||
900 | Towa Pharmaceutical Co., Ltd. | 35,224 | 0.0 | |||||||||||
3,900 | Tsukui Corp. | 26,366 | 0.0 | |||||||||||
5,200 | Tsumura & Co. | 143,123 | 0.1 | |||||||||||
3,100 | Vital KSK Holdings, Inc. | 26,219 | 0.0 | |||||||||||
3,300 | ZERIA Pharmaceutical Co., Ltd. | 50,823 | 0.0 | |||||||||||
20,155,782 | 6.9 | |||||||||||||
Industrials: 21.5% | ||||||||||||||
1,900 | Advan Co., Ltd. | 19,538 | 0.0 | |||||||||||
1,700 | Aeon Delight Co., Ltd. | 47,429 | 0.0 | |||||||||||
4,900 | Aica Kogyo Co., Ltd. | 128,993 | 0.1 | |||||||||||
2,900 | Aichi Corp. | 20,299 | 0.0 | |||||||||||
4,400 | Aida Engineering Ltd. | 41,611 | 0.0 | |||||||||||
282,000 | ANA Holdings, Inc. | 758,588 | 0.3 | |||||||||||
21,400 | Amada Holdings Co., Ltd. | 238,408 | 0.1 | |||||||||||
3,000 | Anest Iwata Corp. | 29,338 | 0.0 | |||||||||||
6,000 | @ | Arrk Corp. | 6,034 | 0.0 | ||||||||||
5,200 | Asahi Diamond Industrial Co., Ltd. | 37,885 | 0.0 | |||||||||||
78,000 | Asahi Glass Co., Ltd. | 529,203 | 0.2 | |||||||||||
720 | Asahi Kogyosha Co., Ltd. | 17,974 | 0.0 | |||||||||||
7,000 | Asanuma Corp. | 22,862 | 0.0 |
1,500 | Asunaro Aoki Construction Co., Ltd. | 10,015 | 0.0 | |||||||||||
3,500 | Bando Chemical Industries Ltd. | 30,950 | 0.0 | |||||||||||
2,000 | Bell System24 Holdings, Inc. | 16,850 | 0.0 | |||||||||||
5,100 | Bunka Shutter Co., Ltd. | 39,206 | 0.0 | |||||||||||
17,000 | Central Glass Co., Ltd. | 79,100 | 0.0 | |||||||||||
12,900 | Central Japan Railway Co. | 2,118,046 | 0.7 | |||||||||||
800 | Central Security Patrols Co., Ltd. | 14,335 | 0.0 | |||||||||||
12,000 | Chiyoda Corp. | 82,831 | 0.0 | |||||||||||
1,100 | Chiyoda Integre Co., Ltd. | 22,125 | 0.0 | |||||||||||
1,800 | Chudenko Corp. | 39,664 | 0.0 | |||||||||||
9,000 | Chugai Ro Co., Ltd. | 17,284 | 0.0 | |||||||||||
4,700 | CKD Corp. | 53,161 | 0.0 | |||||||||||
6,600 | COMSYS Holdings Corp. | 120,666 | 0.1 | |||||||||||
2,600 | Cosel Co., Ltd. | 27,797 | 0.0 | |||||||||||
1,500 | CTI Engineering Co., Ltd. | 13,326 | 0.0 | |||||||||||
44,000 | Dai Nippon Printing Co., Ltd. | 434,133 | 0.2 | |||||||||||
3,000 | Dai-Dan Co., Ltd. | 25,010 | 0.0 | |||||||||||
7,800 | Daifuku Co., Ltd. | 165,710 | 0.1 | |||||||||||
9,000 | Daihen Corp. | 55,478 | 0.0 | |||||||||||
7,000 | Daiho Corp. | 33,001 | 0.0 | |||||||||||
5,000 | Daiichi Jitsugyo Co., Ltd. | 28,535 | 0.0 | |||||||||||
21,200 | Daikin Industries Ltd. | 1,942,109 | 0.7 | |||||||||||
3,000 | Daiseki Co., Ltd. | 61,390 | 0.0 | |||||||||||
3,100 | Daiwa Industries Ltd. | 23,501 | 0.0 | |||||||||||
1,900 | Denyo Co., Ltd. | 25,707 | 0.0 | |||||||||||
9,200 | DMG Mori Co. Ltd. | 111,411 | 0.1 | |||||||||||
4,300 | Duskin Co., Ltd. | 88,295 | 0.0 | |||||||||||
29,700 | East Japan Railway Co. | 2,560,696 | 0.9 | |||||||||||
6,700 | Ebara Corp. | 190,451 | 0.1 | |||||||||||
700 | Ebara Jitsugyo Co. Ltd. | 8,046 | 0.0 | |||||||||||
700 | Endo Lighting Corp. | 5,226 | 0.0 | |||||||||||
15,600 | Fanuc Ltd. | 2,609,794 | 0.9 | |||||||||||
17,800 | Fudo Tetra Corp. | 31,168 | 0.0 | |||||||||||
45,000 | Fuji Electric Holdings Co., Ltd. | 232,367 | 0.1 | |||||||||||
5,100 | Fuji Machine Manufacturing Co., Ltd. | 58,228 | 0.0 | |||||||||||
21,100 | Fujikura Ltd. | 114,264 | 0.1 | |||||||||||
4,400 | Fujitec Co., Ltd. | 51,468 | 0.0 | |||||||||||
3,000 | Fukuda Corp. | 28,711 | 0.0 | |||||||||||
900 | Fukushima Industries Corp. | 25,909 | 0.0 | |||||||||||
8,000 | L | Fukuyama Transporting Co., Ltd. | 45,327 | 0.0 | ||||||||||
2,500 | Fullcast Co., Ltd. | 20,538 | 0.0 | |||||||||||
2,640 | L | Funai Soken Holdings, Inc. | 41,406 | 0.0 | ||||||||||
28,000 | Furukawa Co., Ltd. | 50,835 | 0.0 | |||||||||||
5,300 | Furukawa Electric Co., Ltd. | 154,664 | 0.1 | |||||||||||
2,700 | Futaba Corp. | 45,280 | 0.0 | |||||||||||
1,000 | Gakujo Co., Ltd. | 10,098 | 0.0 | |||||||||||
1,100 | Gecoss Corp. | 10,426 | 0.0 | |||||||||||
4,900 | Glory Ltd. | 154,410 | 0.1 | |||||||||||
30,000 | GS Yuasa Corp. | 124,382 | 0.1 | |||||||||||
1,500 | Hamakyorex Co., Ltd. | 27,807 | 0.0 | |||||||||||
19,600 | Hankyu Hanshin Holdings, Inc. | 627,608 | 0.2 |
See Accompanying Notes to Financial Statements
47 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
15,000 | Hanwa Co., Ltd. | 97,858 | 0.1 | |||||||||||
12,200 | Hazama Ando Corp. | 80,281 | 0.0 | |||||||||||
2,200 | Hibiya Engineering Ltd. | 31,211 | 0.0 | |||||||||||
21,000 | Hino Motors Ltd. | 213,361 | 0.1 | |||||||||||
2,700 | Hisaka Works Ltd. | 20,329 | 0.0 | |||||||||||
6,900 | Hitachi Construction Machinery Co., Ltd. | 149,170 | 0.1 | |||||||||||
3,800 | Hitachi Koki Co., Ltd. | 47,768 | 0.0 | |||||||||||
3,300 | Hitachi Transport System Ltd. | 66,856 | 0.0 | |||||||||||
12,700 | Hitachi Zosen Corp. | 66,267 | 0.0 | |||||||||||
3,200 | Hokuetsu Industries Co. Ltd. | 21,749 | 0.0 | |||||||||||
3,400 | Hoshizaki Corp. | 269,175 | 0.1 | |||||||||||
5,000 | Hosokawa Micron Corp. | 32,237 | 0.0 | |||||||||||
2,000 | Howa Machinery Ltd. | 10,483 | 0.0 | |||||||||||
3,000 | Ichinen Holdings Co., Ltd. | 29,275 | 0.0 | |||||||||||
2,400 | Idec Corp. | 22,363 | 0.0 | |||||||||||
118,000 | @ | IHI Corp. | 305,608 | 0.1 | ||||||||||
9,900 | Iino Kaiun Kaisha Ltd. | 38,950 | 0.0 | |||||||||||
2,000 | Inaba Denki Sangyo Co., Ltd. | 68,760 | 0.0 | |||||||||||
1,800 | Inaba Seisakusho Co., Ltd. | 20,732 | 0.0 | |||||||||||
3,800 | Inabata & Co., Ltd. | 41,806 | 0.0 | |||||||||||
1,330 | Inui Global Logistics Co. Ltd. | 11,228 | 0.0 | |||||||||||
19,000 | Iseki & Co., Ltd. | 36,487 | 0.0 | |||||||||||
112,000 | Itochu Corp. | 1,482,966 | 0.5 | |||||||||||
4,000 | Itoki Corp. | 25,227 | 0.0 | |||||||||||
6,000 | Iwasaki Electric Co., Ltd. | 9,581 | 0.0 | |||||||||||
17,000 | Iwatani Corp. | 90,223 | 0.0 | |||||||||||
27,700 | Japan Airlines Co. Ltd. | 808,308 | 0.3 | |||||||||||
4,700 | Japan Airport Terminal Co., Ltd. | 169,830 | 0.1 | |||||||||||
8,000 | Japan Pulp & Paper Co., Ltd. | 25,181 | 0.0 | |||||||||||
5,500 | Japan Steel Works Ltd. | 97,297 | 0.1 | |||||||||||
6,000 | Japan Transcity Corp. | 21,888 | 0.0 | |||||||||||
16,000 | JGC Corp. | 289,861 | 0.1 | |||||||||||
2,600 | JK Holdings Co., Ltd. | 13,022 | 0.0 | |||||||||||
22,170 | LIXIL Group Corp. | 502,489 | 0.2 | |||||||||||
16,000 | JTEKT Corp. | 255,133 | 0.1 | |||||||||||
2,700 | Juki Corp. | 24,339 | 0.0 | |||||||||||
76,000 | Kajima Corp. | 524,941 | 0.2 | |||||||||||
17,000 | Kamigumi Co., Ltd. | 161,914 | 0.1 | |||||||||||
2,000 | Kanaden Corp. | 18,174 | 0.0 | |||||||||||
3,000 | Kanagawa Chuo Kotsu Co., Ltd. | 18,691 | 0.0 | |||||||||||
2,100 | Kanamoto Co., Ltd. | 55,464 | 0.0 | |||||||||||
7,000 | Kandenko Co., Ltd. | 63,054 | 0.0 | |||||||||||
34,000 | Kanematsu Corp. | 57,135 | 0.0 | |||||||||||
2,500 | Katakura Industries Co., Ltd. | 29,210 | 0.0 | |||||||||||
1,200 | Kato Works Co., Ltd. | 31,066 | 0.0 | |||||||||||
400 | Kawada Technologies, Inc. | 27,010 | 0.0 | |||||||||||
117,000 | Kawasaki Heavy Industries Ltd. | 366,229 | 0.1 | |||||||||||
60,000 | Kawasaki Kisen Kaisha Ltd. | 135,575 | 0.1 | |||||||||||
33,000 | Keihan Holdings Co., Ltd. | 216,461 | 0.1 | |||||||||||
42,000 | Keikyu Corp. | 486,494 | 0.2 | |||||||||||
43,000 | Keio Corp. | 353,210 | 0.1 |
11,500 | Keisei Electric Railway Co., Ltd. | 278,460 | 0.1 | |||||||||||
3,300 | Kimura Chemical Plants Co., Ltd. | 9,434 | 0.0 | |||||||||||
900 | Kimura Unity Co., Ltd. | 9,206 | 0.0 | |||||||||||
10,200 | Kinden Corp. | 126,968 | 0.1 | |||||||||||
2,000 | King Jim Co., Ltd. | 14,447 | 0.0 | |||||||||||
300 | Kinki Sharyo Co., Ltd. | 6,705 | 0.0 | |||||||||||
153,000 | Kintetsu Group Holdings Co., Ltd. | 583,035 | 0.2 | |||||||||||
3,000 | Kintetsu World Express, Inc. | 41,507 | 0.0 | |||||||||||
1,000 | Kitagawa Iron Works Co., Ltd. | 19,450 | 0.0 | |||||||||||
8,000 | Kitano Construction Corp. | 21,962 | 0.0 | |||||||||||
2,200 | Kito Corp. | 23,745 | 0.0 | |||||||||||
7,700 | Kitz Corp. | 42,039 | 0.0 | |||||||||||
4,000 | @ | Kobe Electric Railway Co. Ltd. | 12,824 | 0.0 | ||||||||||
7,600 | Kokuyo Co., Ltd. | 87,310 | 0.0 | |||||||||||
395 | Komaihal Tec, Inc. | 7,212 | 0.0 | |||||||||||
74,800 | Komatsu Ltd. | 1,694,231 | 0.6 | |||||||||||
900 | Komatsu Wall Industry Co., Ltd. | 14,605 | 0.0 | |||||||||||
3,700 | Komori Corp. | 48,339 | 0.0 | |||||||||||
2,400 | Konoike Transport Co. Ltd. | 31,501 | 0.0 | |||||||||||
800 | KRS Corp. | 16,694 | 0.0 | |||||||||||
77,200 | Kubota Corp. | 1,100,163 | 0.4 | |||||||||||
27,000 | Kumagai Gumi Co., Ltd. | 69,144 | 0.0 | |||||||||||
9,000 | Kurita Water Industries, Ltd. | 198,006 | 0.1 | |||||||||||
1,900 | Kuroda Electric Co., Ltd. | 37,476 | 0.0 | |||||||||||
8,000 | Kyodo Printing Co., Ltd. | 27,347 | 0.0 | |||||||||||
3,400 | Kyokuto Kaihatsu Kogyo Co., Ltd. | 45,601 | 0.0 | |||||||||||
6,300 | Kyowa Exeo Corp. | 90,497 | 0.0 | |||||||||||
3,400 | Kyudenko Corp. | 91,114 | 0.0 | |||||||||||
11,400 | @ | Kyushu Railway Co. | 298,473 | 0.1 | ||||||||||
4,200 | Mabuchi Motor Co., Ltd. | 218,249 | 0.1 | |||||||||||
11,000 | Maeda Corp. | 95,676 | 0.1 | |||||||||||
2,100 | Maeda Kosen Co. Ltd | 22,973 | 0.0 | |||||||||||
6,000 | Maeda Road Construction Co., Ltd. | 100,065 | 0.1 | |||||||||||
1,600 | Maezawa Kasei Industries Co., Ltd. | 16,338 | 0.0 | |||||||||||
600 | Maezawa Kyuso Industries Co., Ltd. | 7,799 | 0.0 | |||||||||||
8,000 | Makino Milling Machine Co., Ltd. | 62,425 | 0.0 | |||||||||||
10,000 | Makita Corp. | 668,189 | 0.2 | |||||||||||
147,500 | Marubeni Corp. | 834,271 | 0.3 | |||||||||||
700 | Maruka Machinery Co. Ltd. | 9,520 | 0.0 | |||||||||||
6,000 | Maruzen Showa Unyu Co., Ltd. | 23,389 | 0.0 | |||||||||||
1,500 | Matsuda Sangyo Co., Ltd. | 19,246 | 0.0 | |||||||||||
2,600 | Matsui Construction Co., Ltd. | 23,559 | 0.0 | |||||||||||
3,000 | Max Co., Ltd. | 36,597 | 0.0 | |||||||||||
15,000 | Meidensha Corp. | 51,482 | 0.0 | |||||||||||
4,400 | Meisei Industrial Co. Ltd. | 21,410 | 0.0 | |||||||||||
2,100 | Meitec Corp. | 80,222 | 0.0 | |||||||||||
2,400 | Meiwa Corp. | 8,328 | 0.0 | |||||||||||
24,500 | Minebea Co., Ltd. | 228,615 | 0.1 |
See Accompanying Notes to Financial Statements
48 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
5,610 | Mirait Holdings Corp. | 50,559 | 0.0 | |||||||||||
17,000 | Misumi Group, Inc. | 279,254 | 0.1 | |||||||||||
114,200 | Mitsubishi Corp. | 2,425,454 | 0.8 | |||||||||||
164,700 | Mitsubishi Electric Corp. | 2,290,839 | 0.8 | |||||||||||
260,000 | Mitsubishi Heavy Industries Ltd. | 1,181,972 | 0.4 | |||||||||||
10,000 | Mitsubishi Logistics Corp. | 140,983 | 0.1 | |||||||||||
9,000 | L | Mitsubishi Kakoki Kaisha Ltd. | 16,519 | 0.0 | ||||||||||
1,300 | Mitsubishi Pencil Co., Ltd. | 68,254 | 0.0 | |||||||||||
4,000 | Mitsuboshi Belting Co., Ltd. | 34,013 | 0.0 | |||||||||||
137,100 | Mitsui & Co., Ltd. | 1,878,588 | 0.7 | |||||||||||
51,000 | Mitsui Engineering & Shipbuilding Co., Ltd. | 78,865 | 0.0 | |||||||||||
1,700 | Mitsui Matsushima Co., Ltd. | 18,739 | 0.0 | |||||||||||
77,000 | Mitsui OSK Lines Ltd. | 212,525 | 0.1 | |||||||||||
12,000 | Mitsui-Soko Holdings Co. Ltd. | 35,224 | 0.0 | |||||||||||
6,500 | Miura Co., Ltd. | 98,608 | 0.1 | |||||||||||
6,000 | Miyaji Engineering Group, Inc. | 9,809 | 0.0 | |||||||||||
5,300 | L | MonotaRO Co. Ltd. | 108,075 | 0.1 | ||||||||||
3,200 | Morita Holdings Corp. | 45,317 | 0.0 | |||||||||||
3,100 | Relia, Inc. | 30,549 | 0.0 | |||||||||||
8,200 | Nabtesco Corp. | 190,084 | 0.1 | |||||||||||
1,900 | NAC Co., Ltd. | 15,869 | 0.0 | |||||||||||
15,000 | Nachi-Fujikoshi Corp. | 64,814 | 0.0 | |||||||||||
8,100 | Nagase & Co., Ltd. | 105,630 | 0.1 | |||||||||||
55,000 | Nagoya Railroad Co., Ltd. | 265,551 | 0.1 | |||||||||||
4,000 | Nakabayashi Co. Ltd. | 9,120 | 0.0 | |||||||||||
5,044 | Namura Shipbuilding Co., Ltd. | 34,398 | 0.0 | |||||||||||
33,000 | Nankai Electric Railway Co., Ltd. | 167,200 | 0.1 | |||||||||||
830 | @ | NC Holdings Co. Ltd. | 6,462 | 0.0 | ||||||||||
800 | NEC Capital Solutions Ltd. | 12,387 | 0.0 | |||||||||||
19,800 | NGK Insulators Ltd. | 383,266 | 0.1 | |||||||||||
8,000 | Nichias Corp. | 76,954 | 0.0 | |||||||||||
600 | Nichiden Corp. | 16,134 | 0.0 | |||||||||||
2,300 | Nichiha Corp. | 56,698 | 0.0 | |||||||||||
3,200 | Nichireki Co., Ltd. | 25,187 | 0.0 | |||||||||||
20,014 | Nidec Corp. | 1,723,019 | 0.6 | |||||||||||
4,800 | Nihon M&A Center, Inc. | 132,942 | 0.1 | |||||||||||
500 | Nihon Trim Co., Ltd. | 19,273 | 0.0 | |||||||||||
800 | Nikko Co. Ltd./Hyogo | 14,432 | 0.0 | |||||||||||
4,000 | Nippo Corp. | 74,522 | 0.0 | |||||||||||
8,000 | L | Nippon Carbon Co., Ltd. | 15,489 | 0.0 | ||||||||||
2,900 | Nippon Densetsu Kogyo Co., Ltd. | 46,252 | 0.0 | |||||||||||
58,000 | Nippon Express Co., Ltd. | 311,418 | 0.1 | |||||||||||
2,100 | Nippon Hume Corp. | 12,404 | 0.0 | |||||||||||
1,800 | Nippon Kanzai Co., Ltd. | 27,892 | 0.0 | |||||||||||
1,400 | Nippon Koei Co. Ltd. | 30,915 | 0.0 | |||||||||||
5,000 | Nippon Holdings Co., Ltd. | 104,115 | 0.1 | |||||||||||
20,500 | Nippon Parking Development Co. Ltd. | 29,057 | 0.0 | |||||||||||
7,000 | Nippon Road Co., Ltd. | 27,260 | 0.0 | |||||||||||
2,000 | Nippon Seisen Co., Ltd. | 10,076 | 0.0 | |||||||||||
8,000 | @,L | Nippon Sharyo Ltd. | 19,065 | 0.0 |
8,100 | @ | Nippon Sheet Glass Co., Ltd. | 58,770 | 0.0 | ||||||||||
928 | Nippon Steel & Sumikin Bussan Corp. | 35,763 | 0.0 | |||||||||||
6,000 | Nippon Thompson Co., Ltd. | 25,288 | 0.0 | |||||||||||
129,880 | Nippon Yusen KK | 240,523 | 0.1 | |||||||||||
2,300 | Mitsubishi Nichiyu Forklift Co., Ltd. | 16,668 | 0.0 | |||||||||||
19,000 | Nishimatsu Construction Co., Ltd. | 91,826 | 0.0 | |||||||||||
18,000 | Nishi-Nippon Railroad Co., Ltd. | 82,209 | 0.0 | |||||||||||
1,200 | Nishio Rent All Co., Ltd. | 36,732 | 0.0 | |||||||||||
900 | Nissei ASB Machine Co. Ltd | 18,152 | 0.0 | |||||||||||
2,100 | Nissei Plastic Industrial Co., Ltd. | 18,137 | 0.0 | |||||||||||
2,600 | L | Nissha Printing Co., Ltd. | 62,546 | 0.0 | ||||||||||
8,700 | Nisshinbo Industries, Inc. | 83,771 | 0.0 | |||||||||||
7,000 | Nissin Corp. | 21,640 | 0.0 | |||||||||||
2,800 | Nissin Electric Co., Ltd. | 30,828 | 0.0 | |||||||||||
1,300 | Nitta Corp. | 35,329 | 0.0 | |||||||||||
12,000 | Nitto Boseki Co., Ltd. | 46,812 | 0.0 | |||||||||||
2,500 | Nitto Kogyo Corp. | 34,038 | 0.0 | |||||||||||
1,000 | Nitto Kohki Co., Ltd. | 22,150 | 0.0 | |||||||||||
2,900 | Nittoc Construction Co. Ltd. | 11,659 | 0.0 | |||||||||||
3,800 | Nomura Co., Ltd. | 54,859 | 0.0 | |||||||||||
900 | Noritake Co., Ltd. | 21,887 | 0.0 | |||||||||||
3,200 | Noritz Corp. | 53,912 | 0.0 | |||||||||||
7,000 | NS United Kaiun Kaisha Ltd. | 11,936 | 0.0 | |||||||||||
31,100 | NSK Ltd. | 359,189 | 0.1 | |||||||||||
36,000 | NTN Corp. | 145,232 | 0.1 | |||||||||||
1,000 | Obara Corp. | 44,510 | 0.0 | |||||||||||
51,100 | Obayashi Corp. | 487,870 | 0.2 | |||||||||||
3,000 | Obayashi Road Corp. | 17,921 | 0.0 | |||||||||||
24,700 | Odakyu Electric Railway Co., Ltd. | 488,071 | 0.2 | |||||||||||
2,380 | Oiles Corp. | 42,720 | 0.0 | |||||||||||
4,100 | Okabe Co., Ltd. | 33,625 | 0.0 | |||||||||||
5,600 | Okamura Corp. | 50,223 | 0.0 | |||||||||||
10,000 | OKK Corp. | 10,068 | 0.0 | |||||||||||
10,000 | Okuma Corp. | 95,145 | 0.1 | |||||||||||
14,000 | Okumura Corp. | 78,618 | 0.0 | |||||||||||
1,900 | Onoken Co., Ltd. | 22,064 | 0.0 | |||||||||||
4,000 | Organo Corp. | 16,100 | 0.0 | |||||||||||
7,100 | OSG Corp. | 139,408 | 0.1 | |||||||||||
5,950 | OSJB Holdings Corp. | 12,082 | 0.0 | |||||||||||
1,100 | L | Outsourcing, Inc. | 34,218 | 0.0 | ||||||||||
2,100 | Oyo Corp. | 25,145 | 0.0 | |||||||||||
7,700 | Park24 Co., Ltd. | 208,511 | 0.1 | |||||||||||
2,800 | Pegasus Sewing Machine Manufacturing Co., Ltd. | 17,097 | 0.0 | |||||||||||
20,100 | Penta-Ocean Construction Co., Ltd. | 96,971 | 0.1 | |||||||||||
2,800 | Pilot Corp. | 115,433 | 0.1 | |||||||||||
2,800 | Prestige International, Inc. | 19,759 | 0.0 | |||||||||||
2,000 | Pronexus, Inc. | 18,820 | 0.0 | |||||||||||
3,400 | PS Mitsubishi Construction Co., Ltd. | 11,213 | 0.0 | |||||||||||
3,100 | Raito Kogyo Co., Ltd. | 31,755 | 0.0 |
See Accompanying Notes to Financial Statements
49 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
35,000 | Recruit Holdings Co. Ltd. | 1,402,674 | 0.5 | |||||||||||
2,200 | Rheon Automatic Machinery Co., Ltd. | 16,514 | 0.0 | |||||||||||
9,000 | Ryobi Ltd. | 35,230 | 0.0 | |||||||||||
7,000 | Sakai Heavy Industries Ltd. | 19,543 | 0.0 | |||||||||||
800 | Sakai Moving Service Co., Ltd. | 18,418 | 0.0 | |||||||||||
3,800 | @ | Sanix, Inc. | 6,431 | 0.0 | ||||||||||
4,600 | Sanki Engineering Co., Ltd. | 38,247 | 0.0 | |||||||||||
2,300 | Sankyo Tateyama, Inc. | 31,252 | 0.0 | |||||||||||
20,000 | Sankyu, Inc. | 120,681 | 0.1 | |||||||||||
15,500 | Sanwa Holdings Corp. | 147,420 | 0.1 | |||||||||||
5,000 | Sanyo Denki Co. Ltd. | 34,825 | 0.0 | |||||||||||
1,800 | Sata Construction Co., Ltd. | 6,772 | 0.0 | |||||||||||
2,000 | Sato Holding Corp. | 39,969 | 0.0 | |||||||||||
2,300 | Sato Shoji Corp. | 16,671 | 0.0 | |||||||||||
2,000 | SBS Holdings, Inc. | 13,907 | 0.0 | |||||||||||
16,600 | Secom Co., Ltd. | 1,212,864 | 0.4 | |||||||||||
400 | Seibu Electric Industry Co., Ltd. | 7,658 | 0.0 | |||||||||||
20,500 | Seibu Holdings, Inc. | 367,030 | 0.1 | |||||||||||
4,300 | Seikitokyu Kogyo Co., Ltd. | 18,148 | 0.0 | |||||||||||
10,800 | Seino Holdings Corp. | 119,669 | 0.1 | |||||||||||
2,500 | Sekisui Jushi Corp. | 39,409 | 0.0 | |||||||||||
7,300 | Senko Co., Ltd. | 49,183 | 0.0 | |||||||||||
6,000 | Shibusawa Warehouse Co., Ltd. | 17,848 | 0.0 | |||||||||||
900 | Shibuya Corp. | 18,808 | 0.0 | |||||||||||
2,100 | Shima Seiki Manufacturing Ltd. | 70,915 | 0.0 | |||||||||||
52,000 | Shimizu Corp. | 474,654 | 0.2 | |||||||||||
1,900 | Shin Nippon Air Technologies Co. Ltd. | 20,531 | 0.0 | |||||||||||
2,000 | Shin-Keisei Electric Railway Co., Ltd. | 7,045 | 0.0 | |||||||||||
6,000 | Shinmaywa Industries Ltd. | 53,828 | 0.0 | |||||||||||
2,700 | Shinnihon Corp. | 21,687 | 0.0 | |||||||||||
500 | Shinsho Corp. | 10,381 | 0.0 | |||||||||||
1,700 | Shinwa Co., Ltd./Nagoya | 25,333 | 0.0 | |||||||||||
1,800 | SHO-BOND Holdings Co., Ltd. | 74,719 | 0.0 | |||||||||||
14,000 | Sinfonia Technology Co. Ltd. | 31,424 | 0.0 | |||||||||||
4,100 | Sintokogio Ltd. | 35,632 | 0.0 | |||||||||||
4,800 | SMC Corp. | 1,142,038 | 0.4 | |||||||||||
2,000 | Soda Nikka Co., Ltd. | 8,640 | 0.0 | |||||||||||
2,900 | Sodick Co., Ltd. | 23,926 | 0.0 | |||||||||||
5,800 | Sohgo Security Services Co., Ltd. | 222,626 | 0.1 | |||||||||||
88,500 | Sojitz Corp. | 214,273 | 0.1 | |||||||||||
25,000 | Sotetsu Holdings, Inc. | 123,215 | 0.1 | |||||||||||
2,600 | Star Micronics Co., Ltd. | 35,326 | 0.0 | |||||||||||
1,000 | Subaru Enterprise Co., Ltd. | 4,325 | 0.0 | |||||||||||
800 | Sugimoto & Co., Ltd. | 10,235 | 0.0 | |||||||||||
8,600 | Sumiseki Holdings, Inc. | 6,834 | 0.0 | |||||||||||
94,100 | Sumitomo Corp. | 1,104,679 | 0.4 | |||||||||||
1,400 | Sumitomo Densetsu Co., Ltd. | 15,346 | 0.0 |
46,700 | Sumitomo Heavy Industries | 299,868 | 0.1 | |||||||||||
69,100 | Sumitomo Mitsui Construction Co., Ltd. | 72,452 | 0.0 | |||||||||||
4,000 | Sumitomo Precision Products Co. Ltd. | 12,094 | 0.0 | |||||||||||
11,000 | Sumitomo Warehouse Co., Ltd./The | 58,025 | 0.0 | |||||||||||
34,000 | @ | SWCC Showa Holdings Co., Ltd. | 24,905 | 0.0 | ||||||||||
7,800 | Tadano Ltd. | 98,052 | 0.1 | |||||||||||
3,000 | Taihei Dengyo Kaisha Ltd. | 29,078 | 0.0 | |||||||||||
14,000 | Taiheiyo Kouhatsu, Inc. | 11,966 | 0.0 | |||||||||||
2,200 | Taikisha Ltd. | 53,569 | 0.0 | |||||||||||
88,500 | Taisei Corp. | 617,993 | 0.2 | |||||||||||
1,400 | Takamatsu Construction Group Co., Ltd. | 29,731 | 0.0 | |||||||||||
1,000 | Takaoka Toko Co. Ltd. | 18,507 | 0.0 | |||||||||||
1,200 | Takara Printing Co., Ltd. | 15,858 | 0.0 | |||||||||||
3,200 | Takara Standard Co., Ltd. | 52,315 | 0.0 | |||||||||||
4,300 | Takasago Thermal Engineering Co., Ltd. | 55,237 | 0.0 | |||||||||||
2,500 | Takeei Corp. | 20,527 | 0.0 | |||||||||||
2,600 | Takeuchi Manufacturing Co. Ltd. | 57,622 | 0.0 | |||||||||||
7,000 | Takisawa Machine Tool Co., Ltd. | 9,448 | 0.0 | |||||||||||
5,000 | Takuma Co., Ltd. | 42,660 | 0.0 | |||||||||||
4,200 | Tanseisha Co., Ltd. | 28,744 | 0.0 | |||||||||||
4,100 | Tatsuta Electric Wire and Cable Co., Ltd. | 15,921 | 0.0 | |||||||||||
2,700 | TechnoPro Holdings, Inc. | 86,299 | 0.0 | |||||||||||
1,600 | Teikoku Electric Manufacturing Co., Ltd. | 13,905 | 0.0 | |||||||||||
2,000 | L | Teikoku Sen-I Co., Ltd. | 26,110 | 0.0 | ||||||||||
11,000 | L | Tekken Corp. | 32,163 | 0.0 | ||||||||||
12,200 | Temp Holdings Co., Ltd. | 188,670 | 0.1 | |||||||||||
10,400 | THK Co., Ltd. | 229,669 | 0.1 | |||||||||||
1,600 | Toa Corp. | 27,246 | 0.0 | |||||||||||
4,000 | TOA Road Corp. | 11,839 | 0.0 | |||||||||||
17,200 | Tobishima Corp. | 26,966 | 0.0 | |||||||||||
79,000 | Tobu Railway Co., Ltd. | 391,633 | 0.2 | |||||||||||
1,300 | Tocalo Co., Ltd. | 28,182 | 0.0 | |||||||||||
20,000 | Toda Corp. | 105,107 | 0.1 | |||||||||||
3,000 | Toenec Corp. | 14,723 | 0.0 | |||||||||||
7,200 | Tokai Holdings Corp. | 50,235 | 0.0 | |||||||||||
2,000 | Tokyo Energy & Systems, Inc. | 17,074 | 0.0 | |||||||||||
8,000 | Tokyo Keiki, Inc. | 15,374 | 0.0 | |||||||||||
2,500 | Tokyo Sangyo Co. Ltd. | 10,219 | 0.0 | |||||||||||
6,090 | Tokyu Construction Co., Ltd. | 48,902 | 0.0 | |||||||||||
85,000 | Tokyu Corp. | 623,744 | 0.2 | |||||||||||
8,000 | Toli Corp. | 25,452 | 0.0 | |||||||||||
1,900 | Tomoe Corp. | 5,829 | 0.0 | |||||||||||
2,300 | Toppan Forms Co., Ltd. | 23,946 | 0.0 | |||||||||||
41,000 | Toppan Printing Co., Ltd. | 390,943 | 0.2 | |||||||||||
2,200 | Torishima Pump Manufacturing Co., Ltd. | 21,344 | 0.0 | |||||||||||
345,000 | @ | Toshiba Corp. | 833,362 | 0.3 | ||||||||||
10,000 | Toshiba Machine Co., Ltd. | 39,987 | 0.0 |
See Accompanying Notes to Financial Statements
50 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
2,600 | Toshiba Plant Systems & Services Corp. | 34,203 | 0.0 | |||||||||||
4,000 | Tosho Printing Co., Ltd. | 16,718 | 0.0 | |||||||||||
2,200 | Totetsu Kogyo Co., Ltd. | 56,923 | 0.0 | |||||||||||
11,700 | Toto Ltd. | 462,133 | 0.2 | |||||||||||
6,400 | Toyo Construction Co., Ltd. | 22,387 | 0.0 | |||||||||||
11,000 | Toyo Engineering Corp. | 29,291 | 0.0 | |||||||||||
5,000 | Toyo Logistics Co., Ltd. | 12,809 | 0.0 | |||||||||||
1,200 | Toyo Tanso Co., Ltd. | 19,245 | 0.0 | |||||||||||
6,000 | Toyo Wharf & Warehouse Co., Ltd. | 9,422 | 0.0 | |||||||||||
16,300 | Toyota Tsusho Corp. | 423,673 | 0.2 | |||||||||||
600 | Trancom Co. Ltd. | 29,353 | 0.0 | |||||||||||
3,400 | Trusco Nakayama Corp. | 71,096 | 0.0 | |||||||||||
9,000 | Tsubakimoto Chain Co. | 72,976 | 0.0 | |||||||||||
3,000 | Tsubakimoto Kogyo Co., Ltd. | 8,606 | 0.0 | |||||||||||
6,000 | Tsugami Corp. | 34,359 | 0.0 | |||||||||||
3,300 | Tsukishima Kikai Co., Ltd. | 34,543 | 0.0 | |||||||||||
1,300 | Tsurumi Manufacturing Co., Ltd. | 18,787 | 0.0 | |||||||||||
4,000 | Uchida Yoko Co., Ltd. | 16,619 | 0.0 | |||||||||||
4,100 | Ueki Corp. | 9,038 | 0.0 | |||||||||||
800 | Union Tool Co. | 20,763 | 0.0 | |||||||||||
9,200 | Ushio, Inc. | 117,012 | 0.1 | |||||||||||
17,000 | Wakachiku Construction Co., Ltd. | 22,334 | 0.0 | |||||||||||
3,000 | Wakita & Co. Ltd. | 24,950 | 0.0 | |||||||||||
700 | Weathernews, Inc. | 21,508 | 0.0 | |||||||||||
14,800 | West Japan Railway Co. | 906,588 | 0.3 | |||||||||||
2,800 | Yahagi Construction Co., Ltd. | 25,841 | 0.0 | |||||||||||
3,700 | Yamabiko Corp. | 51,377 | 0.0 | |||||||||||
27,200 | Yamato Holdings Co., Ltd. | 551,372 | 0.2 | |||||||||||
6,200 | Yamazen Corp. | 51,725 | 0.0 | |||||||||||
2,100 | Yasuda Logistics Corp. | 13,585 | 0.0 | |||||||||||
2,700 | Yokogawa Bridge Corp. | 31,370 | 0.0 | |||||||||||
1,000 | Yondenko Corp. | 3,829 | 0.0 | |||||||||||
1,500 | Yuasa Trading Co., Ltd. | 37,365 | 0.0 | |||||||||||
4,000 | Yuken Kogyo Co., Ltd. | 7,513 | 0.0 | |||||||||||
2,000 | Yusen Logistics Co. Ltd. | 20,785 | 0.0 | |||||||||||
900 | Yushin Precision Equipment Co., Ltd. | 22,254 | 0.0 | |||||||||||
62,956,546 | 21.5 | |||||||||||||
Information Technology: 10.4% | ||||||||||||||
2,300 | A&D Co., Ltd. | 9,198 | 0.0 | |||||||||||
10,600 | Advantest Corp. | 177,880 | 0.1 | |||||||||||
2,700 | L | Ai Holdings Corp. | 53,520 | 0.0 | ||||||||||
400 | Aichi Tokei Denki Co., Ltd. | 12,668 | 0.0 | |||||||||||
1,200 | Aiphone Co., Ltd. | 20,153 | 0.0 | |||||||||||
1,280 | Alpha Systems, Inc. | 20,381 | 0.0 | |||||||||||
14,300 | Alps Electric Co., Ltd. | 343,600 | 0.1 | |||||||||||
5,000 | Amano Corp. | 87,639 | 0.1 | |||||||||||
9,600 | Anritsu Corp. | 51,633 | 0.0 | |||||||||||
1,600 | Argo Graphics, Inc. | 32,145 | 0.0 | |||||||||||
4,100 | Arisawa Manufacturing Co., Ltd. | 22,530 | 0.0 | |||||||||||
3,000 | Asahi Net, Inc. | 12,563 | 0.0 | |||||||||||
1,200 | Ateam, Inc. | 23,584 | 0.0 | |||||||||||
825 | Axell Corp. | 6,905 | 0.0 | |||||||||||
4,000 | Broadleaf Co. Ltd. | 21,590 | 0.0 | |||||||||||
19,700 | Brother Industries Ltd. | 354,155 | 0.1 |
2,200 | CAC Holdings Corp. | 16,615 | 0.0 | |||||||||||
1,600 | Canon Electronics, Inc. | 24,085 | 0.0 | |||||||||||
82,366 | Canon, Inc. | 2,319,606 | 0.8 | |||||||||||
3,600 | Capcom Co., Ltd. | 84,506 | 0.0 | |||||||||||
3,000 | Computer Institute of Japan Ltd. | 13,523 | 0.0 | |||||||||||
17,000 | Citizen Watch Co., Ltd. | 101,356 | 0.1 | |||||||||||
3,800 | @ | CMK Corp. | 22,351 | 0.0 | ||||||||||
4,500 | COLOPL, Inc. | 38,022 | 0.0 | |||||||||||
3,400 | @ | Cookpad, Inc. | 31,146 | 0.0 | ||||||||||
1,400 | Cybernet Systems Co., Ltd. | 7,692 | 0.0 | |||||||||||
3,600 | Cybozu, Inc. | 13,703 | 0.0 | |||||||||||
1,200 | Dai-ichi Seiko Co. Ltd | 13,449 | 0.0 | |||||||||||
3,300 | Screen Holdings Co. Ltd. | 203,968 | 0.1 | |||||||||||
14,000 | Daiwabo Holdings Co., Ltd. | 34,195 | 0.0 | |||||||||||
5,000 | Denki Kogyo Co., Ltd. | 24,468 | 0.0 | |||||||||||
4,100 | @ | Dexerials Corp. | 38,875 | 0.0 | ||||||||||
1,000 | Digital Arts, Inc. | 22,534 | 0.0 | |||||||||||
2,600 | Digital Garage, Inc. | 44,766 | 0.0 | |||||||||||
2,000 | Dip Corp. | 41,212 | 0.0 | |||||||||||
1,900 | Disco Corp. | 229,712 | 0.1 | |||||||||||
2,100 | DTS Corp. | 44,671 | 0.0 | |||||||||||
1,700 | Eizo Corp. | 50,476 | 0.0 | |||||||||||
1,100 | Elecom Co. Ltd | 18,421 | 0.0 | |||||||||||
900 | Enplas Corp. | 26,492 | 0.0 | |||||||||||
2,200 | ESPEC Corp. | 25,132 | 0.0 | |||||||||||
1,000 | Excel Co., Ltd. | 13,080 | 0.0 | |||||||||||
5,400 | F N Communications, Inc. | 34,179 | 0.0 | |||||||||||
870 | Faith, Inc. | 9,093 | 0.0 | |||||||||||
2,300 | Fuji Soft, Inc. | 54,483 | 0.0 | |||||||||||
32,300 | Fuji Film Holdings Corp. | 1,223,065 | 0.4 | |||||||||||
148,000 | Fujitsu Ltd. | 819,557 | 0.3 | |||||||||||
2,700 | Furuno Electric Co., Ltd. | 19,502 | 0.0 | |||||||||||
5,600 | L | GMO internet, Inc. | 71,247 | 0.0 | ||||||||||
1,300 | L | GMO Payment Gateway, Inc. | 57,638 | 0.0 | ||||||||||
2,200 | Gurunavi, Inc. | 43,592 | 0.0 | |||||||||||
10,200 | Gree, Inc. | 53,603 | 0.0 | |||||||||||
1,400 | @ | Gumi, Inc. | 9,855 | 0.0 | ||||||||||
29,100 | @,L | GungHo Online Entertainment, Inc. | 61,833 | 0.0 | ||||||||||
11,900 | Hamamatsu Photonics KK | 312,557 | 0.1 | |||||||||||
1,200 | L | Hearts United Group Co. Ltd. | 17,282 | 0.0 | ||||||||||
1,200 | Hioki EE Corp. | 21,609 | 0.0 | |||||||||||
2,465 | Hirose Electric Co., Ltd. | 304,836 | 0.1 | |||||||||||
5,100 | Hitachi High-Technologies Corp. | 205,124 | 0.1 | |||||||||||
3,900 | Hitachi Kokusai Electric, Inc. | 81,244 | 0.0 | |||||||||||
371,146 | Hitachi Ltd. | 2,001,272 | 0.7 | |||||||||||
2,200 | Hitachi Maxell Ltd. | 37,495 | 0.0 | |||||||||||
1,300 | Hochiki Corp. | 15,856 | 0.0 | |||||||||||
10,000 | Hokuriku Electric Industry Co., Ltd. | 11,449 | 0.0 | |||||||||||
3,000 | Horiba Ltd. | 138,548 | 0.1 | |||||||||||
4,500 | Hosiden Corp. | 36,351 | 0.0 | |||||||||||
9,600 | Ibiden Co., Ltd. | 128,750 | 0.1 | |||||||||||
1,100 | Icom, Inc. | 21,264 | 0.0 | |||||||||||
3,100 | Ines Corp. | 32,230 | 0.0 | |||||||||||
1,430 | I-Net Corp. | 13,276 | 0.0 | |||||||||||
6,200 | Infomart Corp. | 36,181 | 0.0 |
See Accompanying Notes to Financial Statements
51 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
2,600 | Innotech Corp. | 12,751 | 0.0 | |||||||||||
2,300 | Internet Initiative Japan, Inc. | 34,643 | 0.0 | |||||||||||
400 | Iriso Electronics Co. Ltd. | 22,857 | 0.0 | |||||||||||
1,300 | Information Services International-Dentsu Ltd. | 19,888 | 0.0 | |||||||||||
2,200 | L | Istyle, Inc. | 15,571 | 0.0 | ||||||||||
4,900 | TIS, Inc. | 104,730 | 0.1 | |||||||||||
3,900 | Itfor, Inc. | 21,038 | 0.0 | |||||||||||
3,400 | Itochu Techno-Solutions Corp. | 88,246 | 0.1 | |||||||||||
9,000 | @ | Iwatsu Electric Co., Ltd. | 6,461 | 0.0 | ||||||||||
5,000 | Japan Aviation Electronics Industry Ltd. | 70,207 | 0.0 | |||||||||||
2,000 | L | Japan Cash Machine Co., Ltd. | 25,556 | 0.0 | ||||||||||
1,300 | Japan Digital Laboratory Co., Ltd. | 26,671 | 0.0 | |||||||||||
29,700 | @ | Japan Display, Inc. | 84,347 | 0.0 | ||||||||||
1,200 | Japan Material Co. Ltd. | 18,488 | 0.0 | |||||||||||
1,000 | Japan Radio Co., Ltd. | 11,950 | 0.0 | |||||||||||
1,700 | Jastec Co., Ltd. | 15,351 | 0.0 | |||||||||||
1,100 | JBCC Holdings, Inc. | 7,130 | 0.0 | |||||||||||
3,600 | Justsystems Corp. | 34,730 | 0.0 | |||||||||||
1,800 | Kaga Electronics Co., Ltd. | 29,182 | 0.0 | |||||||||||
11,600 | Kakaku.com, Inc. | 191,668 | 0.1 | |||||||||||
1,500 | Kanematsu Electronics Ltd. | 32,142 | 0.0 | |||||||||||
3,500 | Keyence Corp. | 2,394,874 | 0.8 | |||||||||||
2,600 | @ | KLab, Inc. | 14,691 | 0.0 | ||||||||||
3,200 | Koa Corp. | 30,426 | 0.0 | |||||||||||
7,023 | Konami Holdings Corp. | 283,436 | 0.1 | |||||||||||
35,900 | Konica Minolta, Inc. | 355,794 | 0.1 | |||||||||||
25,200 | Kyocera Corp. | 1,249,429 | 0.4 | |||||||||||
2,000 | Lasertec Corp. | 38,982 | 0.0 | |||||||||||
2,500 | @,L | LINE Corp. | 85,347 | 0.0 | ||||||||||
1,000 | @,L | Livesense, Inc. | 3,772 | 0.0 | ||||||||||
3,200 | Macnica Fuji Electronics Holdings, Inc. | 42,050 | 0.0 | |||||||||||
1,700 | Mamezou Holdings Co. Ltd. | 14,696 | 0.0 | |||||||||||
2,000 | Marubun Corp. | 11,717 | 0.0 | |||||||||||
800 | Maruwa Co., Ltd./Aichi | 26,441 | 0.0 | |||||||||||
3,300 | L | Marvelous, Inc. | 21,817 | 0.0 | ||||||||||
1,700 | Megachips Corp. | 37,572 | 0.0 | |||||||||||
1,100 | Melco Holdings, Inc. | 29,856 | 0.0 | |||||||||||
2,600 | Micronics Japan Co. Ltd. | 25,653 | 0.0 | |||||||||||
1,700 | Mimasu Semiconductor Industry Co., Ltd. | 24,050 | 0.0 | |||||||||||
1,000 | Miroku Jyoho Service Co. Ltd. | 15,357 | 0.0 | |||||||||||
6,200 | @ | Mitsumi Electric Co., Ltd. | 33,943 | 0.0 | ||||||||||
16,155 | Murata Manufacturing Co., Ltd. | 2,157,286 | 0.8 | |||||||||||
3,200 | Mutoh Holdings Co., Ltd. | 6,884 | 0.0 | |||||||||||
1,600 | Nagano Keiki Co., Ltd. | 9,496 | 0.0 | |||||||||||
210,000 | NEC Corp. | 555,434 | 0.2 | |||||||||||
1,800 | NEC Networks & System Integration Corp. | 32,453 | 0.0 | |||||||||||
7,900 | Net One systems Co., Ltd. | 50,472 | 0.0 | |||||||||||
16,500 | Nexon Co. Ltd. | 238,445 | 0.1 | |||||||||||
4,700 | Nichicon Corp. | 40,924 | 0.0 |
2,000 | Nihon Dempa Kogyo Co., Ltd. | 15,207 | 0.0 | |||||||||||
4,300 | Nihon Unisys Ltd. | 53,978 | 0.0 | |||||||||||
9,500 | Nintendo Co., Ltd. | 1,974,816 | 0.7 | |||||||||||
1,100 | Nippon Ceramic Co., Ltd. | 18,795 | 0.0 | |||||||||||
16,000 | Nippon Chemi-Con Corp. | 34,775 | 0.0 | |||||||||||
32,000 | Nippon Electric Glass Co., Ltd. | 172,655 | 0.1 | |||||||||||
4,800 | Nippon Signal Co., Ltd. | 40,558 | 0.0 | |||||||||||
2,100 | Nohmi Bosai Ltd. | 30,931 | 0.0 | |||||||||||
11,132 | Nomura Research Institute Ltd. | 338,319 | 0.1 | |||||||||||
1,400 | Noritsu Koki Co., Ltd. | 10,081 | 0.0 | |||||||||||
2,400 | NS Solutions Corp. | 43,090 | 0.0 | |||||||||||
3,750 | NSD CO., Ltd. | 58,815 | 0.0 | |||||||||||
9,300 | NTT Data Corp. | 449,298 | 0.2 | |||||||||||
800 | OBIC Business Consultants Co., Ltd. | 34,405 | 0.0 | |||||||||||
5,200 | Obic Co., Ltd. | 226,803 | 0.1 | |||||||||||
1,100 | L | Oizumi Corp. | 6,738 | 0.0 | ||||||||||
6,900 | Oki Electric Industry Ltd. | 96,650 | 0.1 | |||||||||||
16,500 | Omron Corp. | 630,547 | 0.2 | |||||||||||
1,300 | Optex Co., Ltd. | 28,390 | 0.0 | |||||||||||
2,400 | Oracle Corp. Japan | 120,730 | 0.1 | |||||||||||
3,000 | Origin Electric Co. Ltd. | 8,037 | 0.0 | |||||||||||
4,000 | Osaki Electric Co., Ltd. | 41,574 | 0.0 | |||||||||||
4,100 | Otsuka Corp. | 191,242 | 0.1 | |||||||||||
1,500 | Poletowin Pitcrew Holdings, Inc. | 12,698 | 0.0 | |||||||||||
7,000 | @ | Renesas Electronics Corp. | 55,535 | 0.0 | ||||||||||
45,500 | Ricoh Co., Ltd. | 384,374 | 0.2 | |||||||||||
1,800 | Riso Kagaku Corp. | 30,340 | 0.0 | |||||||||||
7,400 | Rohm Co., Ltd. | 424,560 | 0.2 | |||||||||||
1,300 | L | Roland DG Corp. | 33,889 | 0.0 | ||||||||||
2,300 | Ryosan Co., Ltd. | 69,341 | 0.0 | |||||||||||
2,100 | Ryoyo Electro Corp. | 26,379 | 0.0 | |||||||||||
1,100 | Sakura Internet, Inc. | 8,871 | 0.0 | |||||||||||
10,000 | @ | Sanken Electric Co., Ltd. | 43,618 | 0.0 | ||||||||||
2,600 | Sanshin Electronics Co., Ltd. | 25,020 | 0.0 | |||||||||||
2,000 | Satori Electric Co., Ltd. | 12,456 | 0.0 | |||||||||||
7,000 | Saxa Holdings, Inc. | 13,085 | 0.0 | |||||||||||
22,500 | Seiko Epson Corp. | 475,033 | 0.2 | |||||||||||
5,000 | Shibaura Mechatronics Corp. | 10,954 | 0.0 | |||||||||||
20,000 | Shimadzu Corp. | 317,740 | 0.1 | |||||||||||
4,000 | Shindengen Electric Manufacturing Co., Ltd. | 14,828 | 0.0 | |||||||||||
1,500 | @ | Shinkawa Ltd. | 10,444 | 0.0 | ||||||||||
6,500 | Shinko Electric Industries | 43,788 | 0.0 | |||||||||||
2,600 | Shinko Shoji Co., Ltd. | 27,591 | 0.0 | |||||||||||
1,200 | Siix Corp. | 40,427 | 0.0 | |||||||||||
6,000 | SMK Corp. | 21,314 | 0.0 | |||||||||||
2,300 | SMS Co. Ltd. | 50,861 | 0.0 | |||||||||||
600 | Softbank Technology Corp. | 16,629 | 0.0 | |||||||||||
1,700 | Sourcenext Corp. | 8,414 | 0.0 | |||||||||||
6,000 | Square Enix Holdings Co., Ltd. | 153,834 | 0.1 | |||||||||||
1,100 | SRA Holdings | 24,141 | 0.0 | |||||||||||
16,500 | Sumco Corp. | 212,130 | 0.1 | |||||||||||
3,844 | SCSK Corp. | 134,137 | 0.1 | |||||||||||
1,600 | Systena Corp. | 24,382 | 0.0 |
See Accompanying Notes to Financial Statements
52 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
1,740 | Tachibana Eletech Co., Ltd. | 19,766 | 0.0 | |||||||||||
7,400 | Taiyo Yuden Co., Ltd. | 88,525 | 0.1 | |||||||||||
800 | Takachiho Koheki Co. Ltd. | 6,873 | 0.0 | |||||||||||
9,000 | Tamura Corp. | 33,924 | 0.0 | |||||||||||
8,700 | TDK Corp. | 596,544 | 0.2 | |||||||||||
20,000 | @,L | Teac Corp. | 9,585 | 0.0 | ||||||||||
3,860 | Koei Tecmo Holdings Co. Ltd. | 67,776 | 0.0 | |||||||||||
1,400 | TKC | 38,073 | 0.0 | |||||||||||
10,400 | Tokyo Electron Ltd. | 978,114 | 0.4 | |||||||||||
3,200 | Tokyo Seimitsu Co., Ltd. | 94,607 | 0.1 | |||||||||||
7,600 | Topcon Corp. | 114,014 | 0.1 | |||||||||||
10,000 | @ | Toshiba Tec Corp. | 47,810 | 0.0 | ||||||||||
700 | Toukei Computer Co., Ltd. | 12,362 | 0.0 | |||||||||||
1,700 | Towa Corp. | 23,906 | 0.0 | |||||||||||
3,100 | Toyo Corp./Chuo-ku | 27,470 | 0.0 | |||||||||||
2,000 | Transcosmos, Inc. | 46,626 | 0.0 | |||||||||||
8,000 | @ | Trend Micro, Inc. | 283,950 | 0.1 | ||||||||||
1,500 | UKC Holdings Corp. | 26,849 | 0.0 | |||||||||||
2,800 | Ulvac, Inc. | 85,478 | 0.0 | |||||||||||
8,000 | @ | Uniden Holdings Corp. | 11,339 | 0.0 | ||||||||||
400 | V Technology Co. Ltd. | 44,577 | 0.0 | |||||||||||
14,400 | Wacom Co., Ltd. | 37,610 | 0.0 | |||||||||||
106,900 | Yahoo! Japan Corp. | 409,423 | 0.2 | |||||||||||
2,200 | Yamaichi Electronics Co., Ltd. | 21,331 | 0.0 | |||||||||||
4,700 | Azbil Corp. | 132,067 | 0.1 | |||||||||||
18,100 | Yaskawa Electric Corp. | 280,640 | 0.1 | |||||||||||
15,800 | Yokogawa Electric Corp. | 228,110 | 0.1 | |||||||||||
2,200 | Yokowo Co., Ltd. | 18,087 | 0.0 | |||||||||||
30,470,758 | 10.4 | |||||||||||||
Materials: 6.9% | ||||||||||||||
1,900 | Achilles Corp. | 25,447 | 0.0 | |||||||||||
6,800 | ADEKA Corp. | 92,250 | 0.0 | |||||||||||
1,000 | Aichi Steel Corp. | 41,837 | 0.0 | |||||||||||
13,000 | Air Water, Inc. | 234,178 | 0.1 | |||||||||||
1,000 | Alconix Corp. | 14,224 | 0.0 | |||||||||||
2,500 | Asahi Holdings, Inc. | 43,339 | 0.0 | |||||||||||
100,000 | Asahi Kasei Corp. | 870,127 | 0.3 | |||||||||||
6,000 | Asahi Yukizia Corp. | 11,174 | 0.0 | |||||||||||
2,700 | Asia Pile Holdings Corp. | 12,307 | 0.0 | |||||||||||
1,800 | Carlit Holdings Co. Ltd. | 8,537 | 0.0 | |||||||||||
8,000 | L | Chuetsu Pulp & Paper Co., Ltd. | 16,260 | 0.0 | ||||||||||
5,000 | Chugoku Marine Paints Ltd. | 36,747 | 0.0 | |||||||||||
14,000 | Dai Nippon Toryo Co., Ltd. | 28,312 | 0.0 | |||||||||||
21,100 | Daicel Corp. | 231,974 | 0.1 | |||||||||||
26,000 | Daido Steel Co., Ltd. | 107,252 | 0.1 | |||||||||||
4,000 | DKS Co. Ltd. | 12,701 | 0.0 | |||||||||||
1,300 | Daiken Corp. | 22,883 | 0.0 | |||||||||||
4,000 | Daiki Aluminium Industry Co., Ltd. | 17,249 | 0.0 | |||||||||||
7,000 | Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 37,635 | 0.0 | |||||||||||
5,900 | Daio Paper Corp. | 62,293 | 0.0 | |||||||||||
8,000 | Osaka Soda Co., Ltd. | 31,857 | 0.0 | |||||||||||
32,000 | Denka Co., Ltd. | 140,884 | 0.1 | |||||||||||
6,300 | DIC Corp. | 190,923 | 0.1 | |||||||||||
18,000 | Dowa Holdings Co., Ltd. | 136,880 | 0.1 | |||||||||||
600 | JCU Corp. | 29,014 | 0.0 |
1,300 | FP Corp. | 59,507 | 0.0 | |||||||||||
3,400 | Fuji Seal International, Inc. | 72,493 | 0.0 | |||||||||||
2,000 | Fujikura Kasei Co., Ltd. | 11,213 | 0.0 | |||||||||||
1,400 | Fujimi, Inc. | 26,137 | 0.0 | |||||||||||
1,200 | Fujimori Kogyo Co., Ltd. | 29,862 | 0.0 | |||||||||||
20,338 | UACJ Corp. | 55,558 | 0.0 | |||||||||||
1,200 | Godo Steel Ltd. | 21,631 | 0.0 | |||||||||||
500 | Gun-Ei Chemical Industry Co., Ltd. | 14,220 | 0.0 | |||||||||||
1,000 | Hakudo Co., Ltd. | 12,049 | 0.0 | |||||||||||
3,000 | Harima Chemicals, Inc. | 19,272 | 0.0 | |||||||||||
8,000 | Hitachi Chemical Co., Ltd. | 199,570 | 0.1 | |||||||||||
16,020 | Hitachi Metals Ltd. | 215,684 | 0.1 | |||||||||||
5,000 | Hokkan Holdings Ltd. | 20,108 | 0.0 | |||||||||||
9,300 | Hokuetsu Kishu Paper Co. Ltd. | 52,713 | 0.0 | |||||||||||
2,700 | Ihara Chemical Industry Co., Ltd. | 26,012 | 0.0 | |||||||||||
3,700 | @ | Ishihara Sangyo Kaisha Ltd. | 28,953 | 0.0 | ||||||||||
500 | Japan Pure Chemical Co. Ltd. | 10,553 | 0.0 | |||||||||||
43,547 | JFE Holdings, Inc. | 658,536 | 0.2 | |||||||||||
800 | JSP Corp. | 18,584 | 0.0 | |||||||||||
15,000 | JSR Corp. | 236,105 | 0.1 | |||||||||||
21,000 | Kaneka Corp. | 170,812 | 0.1 | |||||||||||
17,100 | Kansai Paint Co., Ltd. | 314,532 | 0.1 | |||||||||||
4,000 | Kanto Denka Kogyo Co., Ltd. | 35,947 | 0.0 | |||||||||||
5,800 | Kimoto Co., Ltd. | 12,387 | 0.0 | |||||||||||
2,500 | Koatsu Gas Kogyo Co., Ltd. | 16,094 | 0.0 | |||||||||||
27,700 | @ | Kobe Steel Ltd. | 263,377 | 0.1 | ||||||||||
1,100 | Kohsoku Corp. | 10,429 | 0.0 | |||||||||||
3,000 | Konishi Co., Ltd. | 32,245 | 0.0 | |||||||||||
7,000 | Krosaki Harima Corp. | 18,323 | 0.0 | |||||||||||
3,800 | Kumiai Chemical Industry Co., Ltd. | 23,104 | 0.0 | |||||||||||
26,600 | Kuraray Co., Ltd. | 398,882 | 0.2 | |||||||||||
1,300 | KUREHA Corp. | 48,793 | 0.0 | |||||||||||
900 | Kurimoto Ltd. | 17,406 | 0.0 | |||||||||||
1,900 | Kyoei Steel Ltd. | 36,123 | 0.0 | |||||||||||
1,100 | Kyowa Leather Cloth Co., Ltd. | 7,982 | 0.0 | |||||||||||
3,400 | Lintec Corp. | 73,980 | 0.0 | |||||||||||
5,000 | Maruichi Steel Tube Ltd. | 162,481 | 0.1 | |||||||||||
1,800 | MEC Co., Ltd./Japan | 14,891 | 0.0 | |||||||||||
1,000 | Mitani Sekisan Co. Ltd. | 25,664 | 0.0 | |||||||||||
107,300 | Mitsubishi Chemical Holdings Corp. | 693,766 | 0.3 | |||||||||||
14,500 | Mitsubishi Gas Chemical Co., Inc. | 247,072 | 0.1 | |||||||||||
9,852 | Mitsubishi Materials Corp. | 301,345 | 0.1 | |||||||||||
4,200 | @ | Mitsubishi Paper Mills Ltd. | 26,991 | 0.0 | ||||||||||
11,000 | Mitsubishi Steel Manufacturing Co., Ltd. | 21,384 | 0.0 | |||||||||||
72,000 | Mitsui Chemicals, Inc. | 322,599 | 0.1 | |||||||||||
42,000 | Mitsui Mining & Smelting Co., Ltd. | 105,577 | 0.1 | |||||||||||
800 | Moresco Corp. | 10,690 | 0.0 | |||||||||||
1,700 | @ | Nakayama Steel Works Ltd. | 10,503 | 0.0 | ||||||||||
3,300 | Neturen Co., Ltd. | 25,348 | 0.0 |
See Accompanying Notes to Financial Statements
53 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
4,400 | Nihon Nohyaku Co., Ltd. | 24,214 | 0.0 | |||||||||||
8,500 | Nihon Parkerizing Co., Ltd. | 99,398 | 0.1 | |||||||||||
12,000 | Nihon Yamamura Glass Co., Ltd. | 20,904 | 0.0 | |||||||||||
14,000 | Nippon Carbide Industries Co., Inc. | 18,018 | 0.0 | |||||||||||
5,000 | Nippon Concrete Industries Co., Ltd. | 14,504 | 0.0 | |||||||||||
11,000 | @ | Nippon Denko Co., Ltd. | 22,552 | 0.0 | ||||||||||
2,300 | Nippon Fine Chemical Co., Ltd. | 17,688 | 0.0 | |||||||||||
11,000 | Nippon Kayaku Co., Ltd. | 135,639 | 0.1 | |||||||||||
700 | @ | Nippon Kinzoku Co., Ltd. | 7,604 | 0.0 | ||||||||||
16,000 | Nippon Koshuha Steel Co., Ltd. | 11,611 | 0.0 | |||||||||||
36,200 | Nippon Light Metal Holdings Co. Ltd. | 76,215 | 0.0 | |||||||||||
12,300 | Nippon Paint Holdings Co., Ltd. | 333,880 | 0.1 | |||||||||||
6,729 | Nippon Paper Industries Co. Ltd. | 113,685 | 0.1 | |||||||||||
2,500 | Nippon Pillar Packing Co., Ltd. | 26,109 | 0.0 | |||||||||||
2,400 | Nippon Shokubai Co., Ltd. | 149,465 | 0.1 | |||||||||||
9,000 | Nippon Soda Co., Ltd. | 42,220 | 0.0 | |||||||||||
72,365 | Nippon Steel & Sumitomo Metal Corp. | 1,602,801 | 0.6 | |||||||||||
2,000 | Nippon Valqua Industries Ltd. | 26,273 | 0.0 | |||||||||||
13,600 | Nippon Yakin Kogyo Co., Ltd. | 22,136 | 0.0 | |||||||||||
9,100 | Nissan Chemical Industries Ltd. | 303,337 | 0.1 | |||||||||||
7,376 | Nisshin Steel Co. Ltd. | 90,594 | 0.0 | |||||||||||
500 | Nittetsu Mining Co., Ltd. | 23,580 | 0.0 | |||||||||||
11,700 | Nitto Denko Corp. | 895,765 | 0.3 | |||||||||||
13,000 | NOF Corp. | 124,707 | 0.1 | |||||||||||
60,000 | OJI Paper Co., Ltd. | 243,996 | 0.1 | |||||||||||
5,000 | Okamoto Industries, Inc. | 45,996 | 0.0 | |||||||||||
4,000 | Okura Industrial Co., Ltd. | 16,930 | 0.0 | |||||||||||
800 | Osaka Steel Co., Ltd. | 14,795 | 0.0 | |||||||||||
2,000 | @ | OSAKA Titanium Technologies Co., Ltd. | 27,702 | 0.0 | ||||||||||
11,000 | @ | Pacific Metals Co., Ltd. | 34,897 | 0.0 | ||||||||||
1,300 | Pack Corp. | 29,000 | 0.0 | |||||||||||
10,000 | @ | Rasa Industries Ltd. | 11,605 | 0.0 | ||||||||||
15,000 | Rengo Co., Ltd. | 81,457 | 0.0 | |||||||||||
3,000 | Riken Technos Corp. | 13,728 | 0.0 | |||||||||||
8,000 | Sakai Chemical Industry Co. Ltd. | 26,693 | 0.0 | |||||||||||
3,600 | Sakata INX Corp. | 44,357 | 0.0 | |||||||||||
1,100 | Sanyo Chemical Industries Ltd. | 46,880 | 0.0 | |||||||||||
10,000 | Sanyo Special Steel Co., Ltd. | 47,165 | 0.0 | |||||||||||
1,100 | L | Seiko PMC Corp. | 11,074 | 0.0 | ||||||||||
2,700 | Sekisui Plastics Co., Ltd. | 18,811 | 0.0 | |||||||||||
3,000 | Shikoku Chemicals Corp. | 27,207 | 0.0 | |||||||||||
4,000 | Shinagawa Refractories Co., Ltd. | 8,354 | 0.0 | |||||||||||
29,000 | Shin-Etsu Chemical Co., Ltd. | 2,244,280 | 0.8 |
3,800 | Shin-Etsu Polymer Co., Ltd. | 29,634 | 0.0 | |||||||||||
10,400 | Showa Denko KK | 148,555 | 0.1 | |||||||||||
900 | Stella Chemifa Corp. | 23,967 | 0.0 | |||||||||||
14,000 | Sumitomo Bakelite Co., Ltd. | 78,293 | 0.0 | |||||||||||
117,000 | Sumitomo Chemical Co., Ltd. | 554,618 | 0.2 | |||||||||||
41,000 | Sumitomo Metal Mining Co., Ltd. | 523,065 | 0.2 | |||||||||||
29,000 | Sumitomo Osaka Cement Co., Ltd. | 109,267 | 0.1 | |||||||||||
800 | Sumitomo Seika Chemicals Co., Ltd. | 31,331 | 0.0 | |||||||||||
2,200 | T Hasegawa Co., Ltd. | 36,567 | 0.0 | |||||||||||
96,125 | Taiheiyo Cement Corp. | 303,048 | 0.1 | |||||||||||
800 | Taisei Lamick Co., Ltd. | 21,757 | 0.0 | |||||||||||
1,300 | Taiyo Ink Manufacturing Co., Ltd. | 50,401 | 0.0 | |||||||||||
12,200 | Taiyo Nippon Sanso Corp. | 140,935 | 0.1 | |||||||||||
1,200 | Takasago International Corp. | 31,685 | 0.0 | |||||||||||
5,000 | Takiron Co., Ltd. | 22,147 | 0.0 | |||||||||||
4,000 | Tayca Corp. | 21,858 | 0.0 | |||||||||||
12,800 | Teijin Ltd. | 258,633 | 0.1 | |||||||||||
1,400 | Tenma Corp. | 24,014 | 0.0 | |||||||||||
10,000 | Toagosei Co., Ltd. | 98,153 | 0.0 | |||||||||||
4,000 | Toda Kogyo Corp. | 9,590 | 0.0 | |||||||||||
3,000 | Toho Titanium Co., Ltd. | 20,067 | 0.0 | |||||||||||
9,000 | Toho Zinc Co., Ltd. | 34,661 | 0.0 | |||||||||||
16,000 | Tokai Carbon Co., Ltd. | 51,561 | 0.0 | |||||||||||
900 | Tokushu Tokai Holdings Co., Ltd. | 30,396 | 0.0 | |||||||||||
26,000 | @ | Tokuyama Corp. | 98,416 | 0.0 | ||||||||||
3,000 | Tokyo Ohka Kogyo Co., Ltd. | 100,892 | 0.1 | |||||||||||
1,400 | Tokyo Rope Manufacturing Co., Ltd. | 23,467 | 0.0 | |||||||||||
7,800 | Tokyo Steel Manufacturing Co., Ltd. | 59,530 | 0.0 | |||||||||||
5,000 | Tokyo Tekko Co., Ltd. | 20,106 | 0.0 | |||||||||||
6,000 | Tomoegawa Co., Ltd. | 11,830 | 0.0 | |||||||||||
6,000 | Tomoku Co., Ltd. | 16,784 | 0.0 | |||||||||||
1,200 | Topy Industries Ltd. | 30,846 | 0.0 | |||||||||||
116,000 | Toray Industries, Inc. | 936,762 | 0.3 | |||||||||||
45,000 | Tosoh Corp. | 317,429 | 0.1 | |||||||||||
15,000 | Toyo Ink SC Holdings Co., Ltd. | 68,442 | 0.0 | |||||||||||
3,500 | Toyo Kohan Co., Ltd. | 11,046 | 0.0 | |||||||||||
11,200 | Toyo Seikan Group Holdings, Ltd. | 208,272 | 0.1 | |||||||||||
66,000 | Toyobo Co., Ltd. | 98,094 | 0.0 | |||||||||||
4,000 | TYK Corp. | 6,455 | 0.0 | |||||||||||
82,000 | Ube Industries Ltd. | 171,348 | 0.1 | |||||||||||
5,000 | Wood One Co., Ltd. | 11,667 | 0.0 | |||||||||||
1,400 | L | W-Scope Corp. | 20,978 | 0.0 | ||||||||||
3,100 | Yamato Kogyo Co., Ltd. | 86,457 | 0.0 | |||||||||||
2,300 | Yodogawa Steel Works Ltd. | 59,941 | 0.0 | |||||||||||
1,100 | Yushiro Chemical Industry Co., Ltd. | 13,497 | 0.0 | |||||||||||
14,000 | Zeon Corp. | 137,882 | 0.1 | |||||||||||
20,055,941 | 6.9 | |||||||||||||
Real Estate: 3.2% | ||||||||||||||
9,570 | Aeon Mall Co., Ltd. | 134,485 | 0.1 |
See Accompanying Notes to Financial Statements
54 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
3,700 | Airport Facilities Co., Ltd. | 18,197 | 0.0 | |||||||||||
14,100 | Asset Managers Co., Ltd. | 52,075 | 0.0 | |||||||||||
4,200 | Daibiru Corp. | 35,942 | 0.0 | |||||||||||
25,000 | Daikyo, Inc. | 50,030 | 0.0 | |||||||||||
6,400 | Daito Trust Construction Co., Ltd. | 962,162 | 0.3 | |||||||||||
50,860 | Daiwa House Industry Co., Ltd. | 1,386,971 | 0.5 | |||||||||||
1,420 | Goldcrest Co., Ltd. | 25,493 | 0.0 | |||||||||||
3,300 | Heiwa Real Estate Co., Ltd. | 44,903 | 0.0 | |||||||||||
4,200 | Keihanshin Building Co. Ltd. | 21,945 | 0.0 | |||||||||||
22,800 | L | Kenedix, Inc. | 81,017 | 0.0 | ||||||||||
19,200 | Leopalace21 Corp. | 106,050 | 0.1 | |||||||||||
114,000 | Mitsubishi Estate Co., Ltd. | 2,264,573 | 0.8 | |||||||||||
81,000 | Mitsui Fudosan Co., Ltd. | 1,875,191 | 0.7 | |||||||||||
10,200 | Nomura Real Estate Holdings, Inc. | 173,094 | 0.1 | |||||||||||
9,400 | NTT Urban Development Corp. | 82,870 | 0.0 | |||||||||||
2,300 | Open House Co. Ltd. | 54,576 | 0.0 | |||||||||||
700 | Relo Holdings, Inc. | 99,641 | 0.0 | |||||||||||
30,900 | Hulic Co. Ltd. | 274,157 | 0.1 | |||||||||||
1,220 | Sumitomo Real Estate Sales Co., Ltd. | 28,387 | 0.0 | |||||||||||
36,000 | Sumitomo Realty & Development Co., Ltd. | 955,704 | 0.3 | |||||||||||
2,300 | Sun Frontier Fudousan Co., Ltd. | 20,270 | 0.0 | |||||||||||
7,200 | Takara Leben Co., Ltd. | 41,825 | 0.0 | |||||||||||
6,000 | TOC Co., Ltd. | 47,770 | 0.0 | |||||||||||
5,000 | Tokyo Rakutenchi Co., Ltd. | 22,976 | 0.0 | |||||||||||
17,200 | Tokyo Tatemono Co., Ltd. | 229,628 | 0.1 | |||||||||||
7,000 | Tokyo Theatres Co., Inc. | 9,689 | 0.0 | |||||||||||
35,196 | Tokyu Fudosan Holdings Corp. | 207,289 | 0.1 | |||||||||||
3,600 | Tosei Corp. | 26,936 | 0.0 | |||||||||||
1,200 | Unizo Holdings Co. Ltd. | 31,730 | 0.0 | |||||||||||
9,365,576 | 3.2 | |||||||||||||
Telecommunication Services: 5.5% | ||||||||||||||
12,000 | @,L | Japan Communications, Inc. | 16,800 | 0.0 | ||||||||||
150,100 | KDDI Corp. | 3,790,472 | 1.3 | |||||||||||
121,700 | Nippon Telegraph & Telephone Corp. | 5,122,981 | 1.8 | |||||||||||
113,500 | NTT DoCoMo, Inc. | 2,581,589 | 0.9 | |||||||||||
68,150 | SoftBank Group Corp. | 4,509,762 | 1.5 | |||||||||||
16,021,604 | 5.5 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
50,100 | Chubu Electric Power Co., Inc. | 697,161 | 0.2 | |||||||||||
20,300 | Chugoku Electric Power Co., Inc. | 237,604 | 0.1 | |||||||||||
12,000 | Electric Power Development Co., Ltd. | 275,419 | 0.1 | |||||||||||
600 | eRex Co. Ltd. | 17,334 | 0.0 | |||||||||||
14,400 | Hokkaido Electric Power Co., Inc. | 112,239 | 0.0 | |||||||||||
6,000 | Hokkaido Gas Co., Ltd. | 14,162 | 0.0 |
14,200 | Hokuriku Electric Power Co. | 158,828 | 0.1 | |||||||||||
1,200 | K&O Energy Group, Inc. | 18,908 | 0.0 | |||||||||||
62,400 | @ | Kansai Electric Power Co., Inc. | 680,263 | 0.2 | ||||||||||
33,800 | Kyushu Electric Power Co., Inc. | 366,171 | 0.1 | |||||||||||
2,525 | Okinawa Electric Power Co., Inc. | 56,722 | 0.0 | |||||||||||
152,000 | Osaka Gas Co., Ltd. | 583,233 | 0.2 | |||||||||||
18,000 | Saibu Gas Co., Ltd. | 38,763 | 0.0 | |||||||||||
14,300 | @ | Shikoku Electric Power Co., Inc. | 144,507 | 0.1 | ||||||||||
5,300 | Shizuoka Gas Co., Ltd. | 37,348 | 0.0 | |||||||||||
38,000 | Toho Gas Co., Ltd. | 308,630 | 0.1 | |||||||||||
38,000 | Tohoku Electric Power Co., Inc. | 479,026 | 0.2 | |||||||||||
130,000 | @ | Tokyo Electric Power Co., Inc. | 523,212 | 0.2 | ||||||||||
167,000 | Tokyo Gas Co., Ltd. | 753,861 | 0.3 | |||||||||||
5,503,391 | 1.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $239,689,033) | 290,089,192 | 99.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | ||||||||||||||
Securities Lending Collateralcc: 1.1% | ||||||||||||||
217,027 | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $217,039, collateralized by various U.S. Government and U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $221,380, due 12/31/17-10/20/46) | 217,027 | 0.1 | |||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | 1,000,000 | 0.3 |
See Accompanying Notes to Financial Statements
55 |
Voya Japan TOPIX Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
1,000,000 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,000,057, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 03/02/17-02/01/49) | 1,000,000 | 0.3 | |||||||||||
1,000,000 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 01/15/17-08/20/66) | 1,000,000 | 0.4 | |||||||||||
3,217,027 | 1.1 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $3,217,027) | 3,217,027 | 1.1 | ||||||||||||
Total Investments in Securities (Cost $242,906,060) | $ | 293,306,219 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (740,811 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 292,565,408 | 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, 2016. |
Cost for federal income tax purposes is $247,408,513.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 61,725,772 | ||
Gross Unrealized Depreciation | (15,828,066 | ) | ||
Net Unrealized Appreciation | $ | 45,897,706 |
See Accompanying Notes to Financial Statements
56 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 19.5% | ||||||||||||||
27,855 | @ | Amazon.com, Inc. | 20,887,629 | 3.7 | ||||||||||
27,249 | CBS Corp. - Class B | 1,733,581 | 0.3 | |||||||||||
14,338 | @ | Charter Communications, Inc. | 4,128,197 | 0.7 | ||||||||||
159,626 | Comcast Corp. – Class A | 11,022,175 | 2.0 | |||||||||||
12,082 | @ | Dish Network Corp. - Class A | 699,910 | 0.1 | ||||||||||
89,110 | Home Depot, Inc. | 11,947,869 | 2.1 | |||||||||||
25,925 | Las Vegas Sands Corp. | 1,384,654 | 0.3 | |||||||||||
64,019 | Lowe's Cos, Inc. | 4,553,031 | 0.8 | |||||||||||
59,529 | McDonald's Corp. | 7,245,870 | 1.3 | |||||||||||
29,178 | @ | Netflix, Inc. | 3,612,236 | 0.6 | ||||||||||
94,835 | Nike, Inc. | 4,820,463 | 0.9 | |||||||||||
3,542 | @ | Priceline.com, Inc. | 5,192,785 | 0.9 | ||||||||||
102,132 | Starbucks Corp. | 5,670,369 | 1.0 | |||||||||||
4,556 | Target Corp. | 329,080 | 0.1 | |||||||||||
8,355 | @,L | Tesla Motors, Inc. | 1,785,380 | 0.3 | ||||||||||
36,990 | Time Warner, Inc. | 3,570,645 | 0.6 | |||||||||||
47,302 | TJX Cos., Inc. | 3,553,799 | 0.6 | |||||||||||
60,068 | Twenty-First Century Fox, Inc. - Class A | 1,684,307 | 0.3 | |||||||||||
27,016 | Twenty-First Century Fox, Inc. - Class B | 736,186 | 0.1 | |||||||||||
24,282 | VF Corp. | 1,295,445 | 0.2 | |||||||||||
116,197 | Walt Disney Co. | 12,110,051 | 2.2 | |||||||||||
24,831 | @ | Yum China Holdings, Inc. | 648,586 | 0.1 | ||||||||||
24,826 | Yum! Brands, Inc. | 1,572,231 | 0.3 | |||||||||||
110,184,479 | 19.5 | |||||||||||||
Consumer Staples: 10.2% | ||||||||||||||
140,086 | Altria Group, Inc. | 9,472,615 | 1.7 | |||||||||||
208,680 | Coca-Cola Co. | 8,651,873 | 1.5 | |||||||||||
11,100 | Colgate-Palmolive Co. | 726,384 | 0.1 | |||||||||||
11,821 | Constellation Brands, Inc. | 1,812,278 | 0.3 | |||||||||||
31,186 | Costco Wholesale Corp. | 4,993,190 | 0.9 | |||||||||||
72,384 | CVS Health Corp. | 5,711,821 | 1.0 | |||||||||||
15,461 | Estee Lauder Cos., Inc. | 1,182,612 | 0.2 | |||||||||||
42,451 | General Mills, Inc. | 2,622,198 | 0.5 | |||||||||||
21,863 | Kimberly-Clark Corp. | 2,495,006 | 0.4 | |||||||||||
5,449 | Kraft Heinz Co. | 475,807 | 0.1 | |||||||||||
67,883 | Kroger Co. | 2,342,642 | 0.4 | |||||||||||
29,837 | @ | Monster Beverage Corp. | 1,322,973 | 0.2 | ||||||||||
89,981 | PepsiCo, Inc. | 9,414,712 | 1.7 | |||||||||||
11,853 | Philip Morris International, Inc. | 1,084,431 | 0.2 | |||||||||||
36,329 | Reynolds American, Inc. | 2,035,877 | 0.4 | |||||||||||
37,456 | Sysco Corp. | 2,073,939 | 0.4 | |||||||||||
12,654 | Walgreens Boots Alliance, Inc. | 1,047,245 | 0.2 | |||||||||||
57,465,603 | 10.2 | |||||||||||||
Energy: 0.3% | ||||||||||||||
18,671 | Apache Corp. | 1,185,048 | 0.2 | |||||||||||
4,397 | EOG Resources, Inc. | 444,537 | 0.1 |
7,691 | Spectra Energy Corp. | 316,023 | 0.0 | |||||||||||
1,945,608 | 0.3 | |||||||||||||
Financials: 2.0% | ||||||||||||||
18,774 | Aon PLC | 2,093,864 | 0.4 | |||||||||||
66,149 | Charles Schwab Corp. | 2,610,901 | 0.5 | |||||||||||
9,667 | Discover Financial Services | 696,894 | 0.1 | |||||||||||
20,123 | Intercontinental Exchange, Inc. | 1,135,340 | 0.2 | |||||||||||
37,221 | Marsh & McLennan Cos., Inc. | 2,515,767 | 0.4 | |||||||||||
18,818 | S&P Global, Inc. | 2,023,688 | 0.4 | |||||||||||
11,076,454 | 2.0 | |||||||||||||
Health Care: 16.2% | ||||||||||||||
115,864 | AbbVie, Inc. | 7,255,404 | 1.3 | |||||||||||
8,177 | Aetna, Inc. | 1,014,030 | 0.2 | |||||||||||
15,500 | @ | Alexion Pharmaceuticals, Inc. | 1,896,425 | 0.3 | ||||||||||
14,180 | @ | Allergan plc | 2,977,942 | 0.5 | ||||||||||
53,793 | Amgen, Inc. | 7,865,075 | 1.4 | |||||||||||
5,114 | Anthem, Inc. | 735,240 | 0.1 | |||||||||||
4,001 | Baxter International, Inc. | 177,404 | 0.0 | |||||||||||
14,932 | Becton Dickinson & Co. | 2,471,993 | 0.4 | |||||||||||
15,664 | @ | Biogen, Inc. | 4,441,997 | 0.8 | ||||||||||
96,218 | @ | Boston Scientific Corp. | 2,081,195 | 0.4 | ||||||||||
119,569 | Bristol-Myers Squibb Co. | 6,987,612 | 1.2 | |||||||||||
21,559 | Cardinal Health, Inc. | 1,551,601 | 0.3 | |||||||||||
55,005 | @ | Celgene Corp. | 6,366,829 | 1.1 | ||||||||||
6,059 | Cigna Corp. | 808,210 | 0.1 | |||||||||||
11,411 | Danaher Corp. | 888,232 | 0.2 | |||||||||||
69,820 | Eli Lilly & Co. | 5,135,261 | 0.9 | |||||||||||
39,901 | @ | Express Scripts Holding Co. | 2,744,790 | 0.5 | ||||||||||
94,868 | Gilead Sciences, Inc. | 6,793,497 | 1.2 | |||||||||||
14,833 | @ | HCA Holdings, Inc. | 1,097,939 | 0.2 | ||||||||||
10,014 | Humana, Inc. | 2,043,156 | 0.4 | |||||||||||
34,045 | Johnson & Johnson | 3,922,324 | 0.7 | |||||||||||
16,052 | McKesson Corp. | 2,254,503 | 0.4 | |||||||||||
10,355 | @ | Mylan NV | 395,043 | 0.1 | ||||||||||
30,067 | Pfizer, Inc. | 976,576 | 0.2 | |||||||||||
5,540 | @ | Regeneron Pharmaceuticals, Inc. | 2,033,679 | 0.4 | ||||||||||
24,028 | Stryker Corp. | 2,878,795 | 0.5 | |||||||||||
12,751 | Thermo Fisher Scientific, Inc. | 1,799,166 | 0.3 | |||||||||||
67,131 | UnitedHealth Group, Inc. | 10,743,645 | 1.9 | |||||||||||
17,568 | @ | Vertex Pharmaceuticals, Inc. | 1,294,235 | 0.2 | ||||||||||
91,631,798 | 16.2 | |||||||||||||
Industrials: 9.6% | ||||||||||||||
42,127 | 3M Co. | 7,522,618 | 1.3 | |||||||||||
42,709 | Boeing Co. | 6,648,937 | 1.2 | |||||||||||
5,552 | Deere & Co. | 572,078 | 0.1 | |||||||||||
42,885 | Delta Air Lines, Inc. | 2,109,513 | 0.4 | |||||||||||
7,409 | Emerson Electric Co. | 413,052 | 0.1 | |||||||||||
17,858 | FedEx Corp. | 3,325,160 | 0.6 | |||||||||||
5,705 | Fortive Corp. | 305,959 | 0.0 | |||||||||||
7,251 | General Dynamics Corp. | 1,251,958 | 0.2 | |||||||||||
127,862 | General Electric Co. | 4,040,439 | 0.7 | |||||||||||
54,485 | Honeywell International, Inc. | 6,312,087 | 1.1 |
See Accompanying Notes to Financial Statements
57 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
21,028 | Illinois Tool Works, Inc. | 2,575,089 | 0.5 | |||||||||||
18,201 | Lockheed Martin Corp. | 4,549,158 | 0.8 | |||||||||||
11,884 | Northrop Grumman Corp. | 2,763,981 | 0.5 | |||||||||||
8,104 | Raytheon Co. | 1,150,768 | 0.2 | |||||||||||
45,626 | Southwest Airlines Co. | 2,274,000 | 0.4 | |||||||||||
9,463 | Union Pacific Corp. | 981,124 | 0.2 | |||||||||||
49,508 | United Parcel Service, Inc. - Class B | 5,675,597 | 1.0 | |||||||||||
26,149 | Waste Management, Inc. | 1,854,225 | 0.3 | |||||||||||
54,325,743 | 9.6 | |||||||||||||
Information Technology: 34.3% | ||||||||||||||
44,650 | Accenture PLC | 5,229,855 | 0.9 | |||||||||||
39,951 | Activision Blizzard, Inc. | 1,442,631 | 0.3 | |||||||||||
34,904 | @ | Adobe Systems, Inc. | 3,593,367 | 0.6 | ||||||||||
21,026 | @ | Alphabet, Inc. - Class A | 16,662,054 | 2.9 | ||||||||||
21,251 | @ | Alphabet, Inc. - Class C | 16,401,947 | 2.9 | ||||||||||
359,557 | Apple, Inc. | 41,643,892 | 7.4 | |||||||||||
55,543 | Applied Materials, Inc. | 1,792,373 | 0.3 | |||||||||||
32,618 | Automatic Data Processing, Inc. | 3,352,478 | 0.6 | |||||||||||
26,982 | Broadcom Ltd. | 4,769,608 | 0.8 | |||||||||||
43,117 | @ | Cognizant Technology Solutions Corp. | 2,415,846 | 0.4 | ||||||||||
1,721 | @ | Dell Technologies, Inc. - VMware, Inc. | 94,603 | 0.0 | ||||||||||
76,239 | @ | eBay, Inc. | 2,263,536 | 0.4 | ||||||||||
160,704 | @ | Facebook, Inc. | 18,488,995 | 3.3 | ||||||||||
43,255 | International Business Machines Corp. | 7,179,897 | 1.3 | |||||||||||
30,395 | Intel Corp. | 1,102,427 | 0.2 | |||||||||||
17,394 | Intuit, Inc. | 1,993,526 | 0.4 | |||||||||||
69,004 | Mastercard, Inc. | 7,124,663 | 1.3 | |||||||||||
542,446 | Microsoft Corp. | 33,707,594 | 6.0 | |||||||||||
20,710 | Oracle Corp. | 796,299 | 0.1 | |||||||||||
80,985 | @ | PayPal Holdings, Inc. | 3,196,478 | 0.6 | ||||||||||
21,726 | Qualcomm, Inc. | 1,416,535 | 0.2 | |||||||||||
45,792 | @ | Salesforce.com, Inc. | 3,134,920 | 0.6 | ||||||||||
71,938 | Texas Instruments, Inc. | 5,249,316 | 0.9 | |||||||||||
6,084 | @ | Versum Materials, Inc. | 170,778 | 0.0 | ||||||||||
136,462 | Visa, Inc. - Class A | 10,646,765 | 1.9 | |||||||||||
1,817 | @,L | VMware, Inc. | 143,052 | 0.0 | ||||||||||
194,013,435 | 34.3 | |||||||||||||
Materials: 3.0% | ||||||||||||||
2,272 | @ | AdvanSix, Inc. | 50,302 | 0.0 | ||||||||||
12,169 | Air Products & Chemicals, Inc. | 1,750,146 | 0.3 | |||||||||||
18,604 | Ecolab, Inc. | 2,180,761 | 0.4 | |||||||||||
62,585 | Du Pont E I de Nemours & Co. | 4,593,739 | 0.8 | |||||||||||
10,949 | LyondellBasell Industries NV - Class A | 939,205 | 0.1 | |||||||||||
20,221 | Monsanto Co. | 2,127,451 | 0.4 | |||||||||||
18,933 | PPG Industries, Inc. | 1,794,091 | 0.3 | |||||||||||
17,901 | Praxair, Inc. | 2,097,818 | 0.4 | |||||||||||
5,743 | Sherwin-Williams Co. | 1,543,374 | 0.3 | |||||||||||
17,076,887 | 3.0 | |||||||||||||
Real Estate: 2.0% | ||||||||||||||
30,160 | American Tower Corp. | 3,187,309 | 0.6 | |||||||||||
22,745 | Crown Castle International Corp. | 1,973,584 | 0.4 | |||||||||||
10,534 | Public Storage, Inc. | 2,354,349 | 0.4 |
19,959 | Simon Property Group, Inc. | 3,546,115 | 0.6 | |||||||||||
11,061,357 | 2.0 | |||||||||||||
Telecommunication Services: 1.5% | ||||||||||||||
12,562 | @ | T-Mobile US, Inc. | 722,441 | 0.1 | ||||||||||
146,122 | Verizon Communications, Inc. | 7,799,992 | 1.4 | |||||||||||
8,522,433 | 1.5 | |||||||||||||
Utilities: 0.0% | ||||||||||||||
2,757 | Dominion Resources, Inc. | 211,159 | 0.0 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $294,896,433) | 557,514,956 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.7% | ||||||||||||||
Securities Lending Collateralcc: 0.3% | ||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | 1,000,000 | 0.2 | |||||||||||
957,149 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $957,204, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $976,292, due 03/02/17-02/01/49) | 957,149 | 0.1 | |||||||||||
1,957,149 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.4% | ||||||||||||||
7,692,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $7,692,000) | 7,692,000 | 1.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $9,649,149) | 9,649,149 | 1.7 |
See Accompanying Notes to Financial Statements
58 |
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Total Investments in Securities (Cost $304,545,582) | $ | 567,164,105 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (1,701,825 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 565,462,280 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $304,765,728.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 268,892,852 | ||
Gross Unrealized Depreciation | (6,494,475 | ) | ||
Net Unrealized Appreciation | $ | 262,398,377 |
See Accompanying Notes to Financial Statements
59 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.8% | ||||||||||||||
Consumer Discretionary: 11.3% | ||||||||||||||
21,089 | @ | Amazon.com, Inc. | 15,814,008 | 1.9 | ||||||||||
22,013 | Carnival Corp. | 1,145,997 | 0.1 | |||||||||||
20,631 | CBS Corp. - Class B | 1,312,544 | 0.1 | |||||||||||
10,856 | @ | Charter Communications, Inc. | 3,125,660 | 0.4 | ||||||||||
130,655 | Comcast Corp. – Class A | 9,021,728 | 1.1 | |||||||||||
11,745 | @ | Dish Network Corp. - Class A | 680,388 | 0.1 | ||||||||||
209,883 | Ford Motor Co. | 2,545,881 | 0.3 | |||||||||||
75,781 | General Motors Co. | 2,640,210 | 0.3 | |||||||||||
67,467 | Home Depot, Inc. | 9,045,975 | 1.1 | |||||||||||
19,730 | Las Vegas Sands Corp. | 1,053,779 | 0.1 | |||||||||||
48,470 | Lowe's Cos, Inc. | 3,447,186 | 0.4 | |||||||||||
45,071 | McDonald's Corp. | 5,486,042 | 0.7 | |||||||||||
22,033 | @ | Netflix, Inc. | 2,727,685 | 0.3 | ||||||||||
71,802 | Nike, Inc. | 3,649,696 | 0.4 | |||||||||||
2,682 | @ | Priceline.com, Inc. | 3,931,973 | 0.5 | ||||||||||
77,326 | Starbucks Corp. | 4,293,140 | 0.5 | |||||||||||
31,906 | Target Corp. | 2,304,570 | 0.3 | |||||||||||
6,711 | @,L | Tesla Motors, Inc. | 1,434,074 | 0.2 | ||||||||||
42,627 | Time Warner, Inc. | 4,114,784 | 0.5 | |||||||||||
35,720 | TJX Cos., Inc. | 2,683,644 | 0.3 | |||||||||||
58,731 | Twenty-First Century Fox, Inc. - Class A | 1,646,817 | 0.2 | |||||||||||
26,421 | Twenty-First Century Fox, Inc. - Class B | 719,972 | 0.1 | |||||||||||
18,379 | VF Corp. | 980,520 | 0.1 | |||||||||||
87,975 | Walt Disney Co. | 9,168,755 | 1.1 | |||||||||||
18,801 | @ | Yum China Holdings, Inc. | 491,082 | 0.1 | ||||||||||
18,792 | Yum! Brands, Inc. | 1,190,097 | 0.1 | |||||||||||
94,656,207 | 11.3 | |||||||||||||
Consumer Staples: 10.3% | ||||||||||||||
106,061 | Altria Group, Inc. | 7,171,845 | 0.9 | |||||||||||
31,071 | Archer-Daniels-Midland Co. | 1,418,391 | 0.2 | |||||||||||
211,223 | Coca-Cola Co. | 8,757,306 | 1.0 | |||||||||||
46,920 | Colgate-Palmolive Co. | 3,070,445 | 0.4 | |||||||||||
8,944 | Constellation Brands, Inc. | 1,371,205 | 0.2 | |||||||||||
23,612 | Costco Wholesale Corp. | 3,780,517 | 0.5 | |||||||||||
58,178 | CVS Health Corp. | 4,590,826 | 0.5 | |||||||||||
11,700 | Estee Lauder Cos., Inc. | 894,933 | 0.1 | |||||||||||
32,169 | General Mills, Inc. | 1,987,079 | 0.2 | |||||||||||
19,414 | Kimberly-Clark Corp. | 2,215,526 | 0.3 | |||||||||||
32,227 | Kraft Heinz Co. | 2,814,062 | 0.3 | |||||||||||
51,385 | Kroger Co. | 1,773,296 | 0.2 | |||||||||||
80,978 | Mondelez International, Inc. | 3,589,755 | 0.4 | |||||||||||
22,581 | @ | Monster Beverage Corp. | 1,001,241 | 0.1 | ||||||||||
78,306 | PepsiCo, Inc. | 8,193,157 | 1.0 | |||||||||||
84,014 | Philip Morris International, Inc. | 7,686,441 | 0.9 | |||||||||||
138,778 | Procter & Gamble Co. | 11,668,454 | 1.4 | |||||||||||
44,744 | Reynolds American, Inc. | 2,507,454 | 0.3 | |||||||||||
28,341 | Sysco Corp. | 1,569,241 | 0.2 | |||||||||||
46,607 | Walgreens Boots Alliance, Inc. | 3,857,195 | 0.5 |
82,020 | Wal-Mart Stores, Inc. | 5,669,222 | 0.7 | |||||||||||
85,587,591 | 10.3 | |||||||||||||
Energy: 7.6% | ||||||||||||||
30,198 | Anadarko Petroleum Corp. | 2,105,706 | 0.3 | |||||||||||
20,525 | Apache Corp. | 1,302,722 | 0.2 | |||||||||||
101,933 | Chevron Corp. | 11,997,514 | 1.4 | |||||||||||
67,190 | ConocoPhillips | 3,368,907 | 0.4 | |||||||||||
29,786 | EOG Resources, Inc. | 3,011,365 | 0.4 | |||||||||||
226,113 | Exxon Mobil Corp. | 20,408,959 | 2.4 | |||||||||||
46,321 | Halliburton Co. | 2,505,503 | 0.3 | |||||||||||
103,987 | Kinder Morgan, Inc. | 2,153,571 | 0.3 | |||||||||||
41,225 | Occidental Petroleum Corp. | 2,936,457 | 0.3 | |||||||||||
24,366 | Phillips 66 | 2,105,466 | 0.2 | |||||||||||
8,784 | Pioneer Natural Resources Co. | 1,581,735 | 0.2 | |||||||||||
75,457 | Schlumberger Ltd. | 6,334,615 | 0.8 | |||||||||||
37,783 | Spectra Energy Corp. | 1,552,503 | 0.2 | |||||||||||
25,374 | Valero Energy Corp. | 1,733,552 | 0.2 | |||||||||||
63,098,575 | 7.6 | |||||||||||||
Financials: 15.7% | ||||||||||||||
21,715 | Aflac, Inc. | 1,511,364 | 0.2 | |||||||||||
55,179 | American International Group, Inc. | 3,603,740 | 0.4 | |||||||||||
20,203 | Allstate Corp. | 1,497,446 | 0.2 | |||||||||||
43,248 | American Express Co. | 3,203,812 | 0.4 | |||||||||||
14,207 | Aon PLC | 1,584,507 | 0.2 | |||||||||||
557,290 | Bank of America Corp. | 12,316,109 | 1.5 | |||||||||||
56,584 | Bank of New York Mellon Corp. | 2,680,950 | 0.3 | |||||||||||
43,943 | BB&T Corp. | 2,066,200 | 0.3 | |||||||||||
102,539 | @ | Berkshire Hathaway, Inc. – Class B | 16,711,806 | 2.0 | ||||||||||
6,771 | Blackrock, Inc. | 2,576,636 | 0.3 | |||||||||||
26,042 | Capital One Financial Corp. | 2,271,904 | 0.3 | |||||||||||
62,979 | Charles Schwab Corp. | 2,485,781 | 0.3 | |||||||||||
24,990 | Chubb Ltd. | 3,301,679 | 0.4 | |||||||||||
159,209 | Citigroup, Inc. | 9,461,791 | 1.1 | |||||||||||
18,250 | CME Group, Inc. | 2,105,137 | 0.3 | |||||||||||
22,162 | Discover Financial Services | 1,597,659 | 0.2 | |||||||||||
19,477 | Franklin Resources, Inc. | 770,900 | 0.1 | |||||||||||
20,907 | Goldman Sachs Group, Inc. | 5,006,181 | 0.6 | |||||||||||
31,790 | Intercontinental Exchange, Inc. | 1,793,592 | 0.2 | |||||||||||
197,388 | JPMorgan Chase & Co. | 17,032,611 | 2.0 | |||||||||||
28,170 | Marsh & McLennan Cos., Inc. | 1,904,010 | 0.2 | |||||||||||
50,281 | Metlife, Inc. | 2,709,643 | 0.3 | |||||||||||
77,151 | Morgan Stanley | 3,259,630 | 0.4 | |||||||||||
26,994 | PNC Financial Services Group, Inc. | 3,157,218 | 0.4 | |||||||||||
23,889 | Prudential Financial, Inc. | 2,485,889 | 0.3 | |||||||||||
14,243 | S&P Global, Inc. | 1,531,692 | 0.2 | |||||||||||
21,301 | State Street Corp. | 1,655,514 | 0.2 | |||||||||||
16,197 | Thomson Reuters Corp. | 709,105 | 0.1 | |||||||||||
15,773 | Travelers Cos., Inc. | 1,930,931 | 0.2 | |||||||||||
88,011 | US Bancorp | 4,521,125 | 0.5 | |||||||||||
247,768 | Wells Fargo & Co. | 13,654,494 | 1.6 | |||||||||||
131,099,056 | 15.7 |
See Accompanying Notes to Financial Statements
60 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Health Care: 14.7% | ||||||||||||||
79,376 | Abbott Laboratories | 3,048,832 | 0.4 | |||||||||||
87,723 | AbbVie, Inc. | 5,493,214 | 0.7 | |||||||||||
18,362 | Aetna, Inc. | 2,277,072 | 0.3 | |||||||||||
11,729 | @ | Alexion Pharmaceuticals, Inc. | 1,435,043 | 0.2 | ||||||||||
18,135 | @ | Allergan plc | 3,808,531 | 0.4 | ||||||||||
40,728 | Amgen, Inc. | 5,954,841 | 0.7 | |||||||||||
14,215 | Anthem, Inc. | 2,043,691 | 0.2 | |||||||||||
26,945 | Baxter International, Inc. | 1,194,741 | 0.1 | |||||||||||
11,300 | Becton Dickinson & Co. | 1,870,715 | 0.2 | |||||||||||
11,832 | @ | Biogen, Inc. | 3,355,319 | 0.4 | ||||||||||
72,793 | @ | Boston Scientific Corp. | 1,574,513 | 0.2 | ||||||||||
90,528 | Bristol-Myers Squibb Co. | 5,290,456 | 0.6 | |||||||||||
17,616 | Cardinal Health, Inc. | 1,267,823 | 0.1 | |||||||||||
41,645 | @ | Celgene Corp. | 4,820,409 | 0.6 | ||||||||||
13,730 | Cigna Corp. | 1,831,445 | 0.2 | |||||||||||
32,713 | Danaher Corp. | 2,546,380 | 0.3 | |||||||||||
52,805 | Eli Lilly & Co. | 3,883,808 | 0.5 | |||||||||||
34,277 | @ | Express Scripts Holding Co. | 2,357,915 | 0.3 | ||||||||||
71,826 | Gilead Sciences, Inc. | 5,143,460 | 0.6 | |||||||||||
16,574 | @ | HCA Holdings, Inc. | 1,226,807 | 0.1 | ||||||||||
8,084 | Humana, Inc. | 1,649,378 | 0.2 | |||||||||||
148,991 | Johnson & Johnson | 17,165,253 | 2.1 | |||||||||||
12,146 | McKesson Corp. | 1,705,906 | 0.2 | |||||||||||
76,033 | Medtronic PLC | 5,415,831 | 0.6 | |||||||||||
150,214 | Merck & Co., Inc. | 8,843,098 | 1.1 | |||||||||||
24,708 | @ | Mylan NV | 942,610 | 0.1 | ||||||||||
325,815 | Pfizer, Inc. | 10,582,471 | 1.3 | |||||||||||
4,193 | @ | Regeneron Pharmaceuticals, Inc. | 1,539,208 | 0.2 | ||||||||||
18,228 | Stryker Corp. | 2,183,897 | 0.3 | |||||||||||
21,206 | Thermo Fisher Scientific, Inc. | 2,992,167 | 0.4 | |||||||||||
50,826 | UnitedHealth Group, Inc. | 8,134,193 | 1.0 | |||||||||||
13,297 | @ | Vertex Pharmaceuticals, Inc. | 979,590 | 0.1 | ||||||||||
122,558,617 | 14.7 | |||||||||||||
Industrials: 9.3% | ||||||||||||||
31,896 | 3M Co. | 5,695,669 | 0.7 | |||||||||||
32,336 | Boeing Co. | 5,034,069 | 0.6 | |||||||||||
30,150 | Caterpillar, Inc. | 2,796,111 | 0.3 | |||||||||||
51,583 | CSX Corp. | 1,853,377 | 0.2 | |||||||||||
17,066 | Deere & Co. | 1,758,481 | 0.2 | |||||||||||
41,669 | Delta Air Lines, Inc. | 2,049,698 | 0.2 | |||||||||||
24,706 | Eaton Corp. PLC | 1,657,526 | 0.2 | |||||||||||
34,619 | Emerson Electric Co. | 1,930,009 | 0.2 | |||||||||||
13,486 | FedEx Corp. | 2,511,093 | 0.3 | |||||||||||
16,356 | Fortive Corp. | 877,172 | 0.1 | |||||||||||
13,185 | General Dynamics Corp. | 2,276,522 | 0.3 | |||||||||||
499,002 | General Electric Co. | 15,768,463 | 1.9 | |||||||||||
41,252 | Honeywell International, Inc. | 4,779,044 | 0.6 | |||||||||||
15,915 | Illinois Tool Works, Inc. | 1,948,951 | 0.2 | |||||||||||
13,748 | Lockheed Martin Corp. | 3,436,175 | 0.4 | |||||||||||
15,952 | Norfolk Southern Corp. | 1,723,933 | 0.2 | |||||||||||
8,994 | Northrop Grumman Corp. | 2,091,825 | 0.3 | |||||||||||
16,051 | Raytheon Co. | 2,279,242 | 0.3 | |||||||||||
34,520 | Southwest Airlines Co. | 1,720,477 | 0.2 | |||||||||||
45,721 | Union Pacific Corp. | 4,740,353 | 0.6 | |||||||||||
37,483 | United Parcel Service, Inc. - Class B | 4,297,051 | 0.5 |
42,079 | United Technologies Corp. | 4,612,700 | 0.6 | |||||||||||
23,963 | Waste Management, Inc. | 1,699,216 | 0.2 | |||||||||||
77,537,157 | 9.3 | |||||||||||||
Information Technology: 22.4% | ||||||||||||||
33,805 | Accenture PLC | 3,959,580 | 0.5 | |||||||||||
30,240 | Activision Blizzard, Inc. | 1,091,966 | 0.1 | |||||||||||
26,365 | @ | Adobe Systems, Inc. | 2,714,277 | 0.3 | ||||||||||
15,919 | @ | Alphabet, Inc. - Class A | 12,615,012 | 1.5 | ||||||||||
16,090 | @ | Alphabet, Inc. - Class C | 12,418,584 | 1.5 | ||||||||||
297,191 | Apple, Inc. | 34,420,662 | 4.1 | |||||||||||
58,887 | Applied Materials, Inc. | 1,900,284 | 0.2 | |||||||||||
24,631 | Automatic Data Processing, Inc. | 2,531,574 | 0.3 | |||||||||||
20,429 | Broadcom Ltd. | 3,611,234 | 0.4 | |||||||||||
272,914 | Cisco Systems, Inc. | 8,247,461 | 1.0 | |||||||||||
32,623 | @ | Cognizant Technology Solutions Corp. | 1,827,867 | 0.2 | ||||||||||
51,529 | Corning, Inc. | 1,250,609 | 0.2 | |||||||||||
11,759 | @ | Dell Technologies, Inc. - VMware, Inc. | 646,392 | 0.1 | ||||||||||
57,704 | @ | eBay, Inc. | 1,713,232 | 0.2 | ||||||||||
121,671 | @ | Facebook, Inc. | 13,998,249 | 1.7 | ||||||||||
93,316 | Hewlett Packard Enterprise Co. | 2,159,332 | 0.3 | |||||||||||
93,181 | HP, Inc. | 1,382,806 | 0.2 | |||||||||||
47,669 | International Business Machines Corp. | 7,912,577 | 1.0 | |||||||||||
256,252 | Intel Corp. | 9,294,260 | 1.1 | |||||||||||
13,158 | Intuit, Inc. | 1,508,038 | 0.2 | |||||||||||
52,245 | Mastercard, Inc. | 5,394,296 | 0.6 | |||||||||||
410,695 | Microsoft Corp. | 25,520,587 | 3.1 | |||||||||||
160,349 | Oracle Corp. | 6,165,419 | 0.7 | |||||||||||
61,157 | @ | PayPal Holdings, Inc. | 2,413,867 | 0.3 | ||||||||||
79,631 | Qualcomm, Inc. | 5,191,941 | 0.6 | |||||||||||
34,583 | @ | Salesforce.com, Inc. | 2,367,552 | 0.3 | ||||||||||
54,466 | Texas Instruments, Inc. | 3,974,384 | 0.5 | |||||||||||
5,287 | @ | Versum Materials, Inc. | 148,406 | 0.0 | ||||||||||
103,318 | Visa, Inc. - Class A | 8,060,870 | 1.0 | |||||||||||
4,379 | @,L | VMware, Inc. | 344,759 | 0.0 | ||||||||||
46,837 | @ | Yahoo!, Inc. | 1,811,187 | 0.2 | ||||||||||
186,597,264 | 22.4 | |||||||||||||
Materials: 2.2% | ||||||||||||||
1,646 | @ | AdvanSix, Inc. | 36,442 | 0.0 | ||||||||||
10,574 | Air Products & Chemicals, Inc. | 1,520,753 | 0.2 | |||||||||||
60,814 | Dow Chemical Co. | 3,479,777 | 0.4 | |||||||||||
14,078 | Ecolab, Inc. | 1,650,223 | 0.2 | |||||||||||
47,384 | Du Pont E I de Nemours & Co. | 3,477,986 | 0.4 | |||||||||||
18,738 | LyondellBasell Industries NV - Class A | 1,607,346 | 0.2 | |||||||||||
23,580 | Monsanto Co. | 2,480,852 | 0.3 | |||||||||||
14,327 | PPG Industries, Inc. | 1,357,626 | 0.2 | |||||||||||
15,429 | Praxair, Inc. | 1,808,124 | 0.2 | |||||||||||
4,346 | Sherwin-Williams Co. | 1,167,944 | 0.1 | |||||||||||
18,587,073 | 2.2 | |||||||||||||
Real Estate: 1.2% | ||||||||||||||
22,833 | American Tower Corp. | 2,412,991 | 0.3 | |||||||||||
19,436 | Crown Castle International Corp. | 1,686,462 | 0.2 | |||||||||||
19,241 | Equity Residential | 1,238,351 | 0.1 | |||||||||||
7,971 | Public Storage, Inc. | 1,781,518 | 0.2 |
See Accompanying Notes to Financial Statements
61 |
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
16,636 | Simon Property Group, Inc. | 2,955,718 | 0.4 | |||||||||||
10,075,040 | 1.2 | |||||||||||||
Telecommunication Services: 3.2% | ||||||||||||||
334,063 | AT&T, Inc. | 14,207,699 | 1.7 | |||||||||||
15,409 | @ | T-Mobile US, Inc. | 886,172 | 0.1 | ||||||||||
221,263 | Verizon Communications, Inc. | 11,811,019 | 1.4 | |||||||||||
26,904,890 | 3.2 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
26,606 | American Electric Power Co., Inc. | 1,675,114 | 0.2 | |||||||||||
33,252 | Dominion Resources, Inc. | 2,546,771 | 0.3 | |||||||||||
37,320 | Duke Energy Corp. | 2,896,778 | 0.3 | |||||||||||
47,932 | Exelon Corp. | 1,701,107 | 0.2 | |||||||||||
24,903 | NextEra Energy, Inc. | 2,974,912 | 0.4 | |||||||||||
26,829 | PG&E Corp. | 1,630,398 | 0.2 | |||||||||||
50,807 | Southern Co. | 2,499,196 | 0.3 | |||||||||||
15,924,276 | 1.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $357,571,750) | 832,625,746 | 99.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.5% | ||||||||||||||
Securities Lending Collateralcc: 0.2% | ||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | 1,000,000 | 0.1 | |||||||||||
805,235 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $805,281, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $821,340, due 03/02/17-02/01/49) | 805,235 | 0.1 | |||||||||||
1,805,235 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.3% | ||||||||||||||
2,558,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $2,558,000) | 2,558,000 | 0.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,363,235) | 4,363,235 | 0.5 | ||||||||||||
Total Investments in Securities (Cost $361,934,985) | $ | 836,988,981 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (2,465,300 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 834,523,681 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $365,913,234.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 481,958,148 | ||
Gross Unrealized Depreciation | (10,882,401 | ) | ||
Net Unrealized Appreciation | $ | 471,075,747 |
See Accompanying Notes to Financial Statements
62 |
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.1% | ||||||||||||||
Consumer Discretionary: 2.7% | ||||||||||||||
22,949 | Carnival Corp. | 1,194,725 | 0.3 | |||||||||||
10,187 | Comcast Corp. – Class A | 703,412 | 0.2 | |||||||||||
2,827 | @ | Dish Network Corp. - Class A | 163,768 | 0.0 | ||||||||||
219,262 | Ford Motor Co. | 2,659,648 | 0.6 | |||||||||||
79,150 | General Motors Co. | 2,757,586 | 0.6 | |||||||||||
29,729 | Target Corp. | 2,147,326 | 0.5 | |||||||||||
407 | @,L | Tesla Motors, Inc. | 86,972 | 0.0 | ||||||||||
15,200 | Time Warner, Inc. | 1,467,256 | 0.3 | |||||||||||
13,828 | Twenty-First Century Fox, Inc. - Class A | 387,737 | 0.1 | |||||||||||
6,218 | Twenty-First Century Fox, Inc. - Class B | 169,441 | 0.1 | |||||||||||
11,737,871 | 2.7 | |||||||||||||
Consumer Staples: 10.0% | ||||||||||||||
32,368 | Archer-Daniels-Midland Co. | 1,477,599 | 0.3 | |||||||||||
55,467 | Coca-Cola Co. | 2,299,662 | 0.5 | |||||||||||
40,243 | Colgate-Palmolive Co. | 2,633,502 | 0.6 | |||||||||||
3,559 | CVS Health Corp. | 280,841 | 0.1 | |||||||||||
2,995 | Kimberly-Clark Corp. | 341,789 | 0.1 | |||||||||||
29,357 | Kraft Heinz Co. | 2,563,453 | 0.6 | |||||||||||
84,384 | Mondelez International, Inc. | 3,740,743 | 0.9 | |||||||||||
10,583 | PepsiCo, Inc. | 1,107,299 | 0.2 | |||||||||||
78,180 | Philip Morris International, Inc. | 7,152,688 | 1.6 | |||||||||||
144,614 | Procter & Gamble Co. | 12,159,145 | 2.8 | |||||||||||
17,864 | Reynolds American, Inc. | 1,001,099 | 0.2 | |||||||||||
38,563 | Walgreens Boots Alliance, Inc. | 3,191,474 | 0.7 | |||||||||||
85,469 | Wal-Mart Stores, Inc. | 5,907,617 | 1.4 | |||||||||||
43,856,911 | 10.0 | |||||||||||||
Energy: 14.7% | ||||||||||||||
31,552 | Anadarko Petroleum Corp. | 2,200,121 | 0.5 | |||||||||||
6,616 | Apache Corp. | 419,918 | 0.1 | |||||||||||
106,220 | Chevron Corp. | 12,502,094 | 2.9 | |||||||||||
70,015 | ConocoPhillips | 3,510,552 | 0.8 | |||||||||||
27,563 | EOG Resources, Inc. | 2,786,619 | 0.6 | |||||||||||
235,622 | Exxon Mobil Corp. | 21,267,242 | 4.9 | |||||||||||
48,392 | Halliburton Co. | 2,617,523 | 0.6 | |||||||||||
108,609 | Kinder Morgan, Inc. | 2,249,292 | 0.5 | |||||||||||
43,062 | Occidental Petroleum Corp. | 3,067,306 | 0.7 | |||||||||||
25,450 | Phillips 66 | 2,199,135 | 0.5 | |||||||||||
9,155 | Pioneer Natural Resources Co. | 1,648,541 | 0.4 | |||||||||||
78,631 | Schlumberger Ltd. | 6,601,072 | 1.5 | |||||||||||
33,308 | Spectra Energy Corp. | 1,368,626 | 0.3 | |||||||||||
26,510 | Valero Energy Corp. | 1,811,163 | 0.4 | |||||||||||
64,249,204 | 14.7 | |||||||||||||
Financials: 29.3% | ||||||||||||||
22,635 | Aflac, Inc. | 1,575,396 | 0.4 | |||||||||||
57,500 | American International Group, Inc. | 3,755,325 | 0.9 |
21,059 | Allstate Corp. | 1,560,893 | 0.3 | |||||||||||
45,172 | American Express Co. | 3,346,342 | 0.8 | |||||||||||
580,727 | Bank of America Corp. | 12,834,067 | 2.9 | |||||||||||
59,115 | Bank of New York Mellon Corp. | 2,800,869 | 0.6 | |||||||||||
45,901 | BB&T Corp. | 2,158,265 | 0.5 | |||||||||||
106,851 | @ | Berkshire Hathaway, Inc. – Class B | 17,414,576 | 4.0 | ||||||||||
7,056 | Blackrock, Inc. | 2,685,090 | 0.6 | |||||||||||
27,137 | Capital One Financial Corp. | 2,367,432 | 0.5 | |||||||||||
13,457 | Charles Schwab Corp. | 531,148 | 0.1 | |||||||||||
26,104 | Chubb Ltd. | 3,448,860 | 0.8 | |||||||||||
165,904 | Citigroup, Inc. | 9,859,675 | 2.3 | |||||||||||
19,068 | CME Group, Inc. | 2,199,494 | 0.5 | |||||||||||
15,479 | Discover Financial Services | 1,115,881 | 0.2 | |||||||||||
20,295 | Franklin Resources, Inc. | 803,276 | 0.2 | |||||||||||
21,786 | Goldman Sachs Group, Inc. | 5,216,658 | 1.2 | |||||||||||
17,255 | Intercontinental Exchange, Inc. | 973,527 | 0.2 | |||||||||||
205,689 | JPMorgan Chase & Co. | 17,748,904 | 4.1 | |||||||||||
52,517 | Metlife, Inc. | 2,830,141 | 0.6 | |||||||||||
80,589 | Morgan Stanley | 3,404,885 | 0.8 | |||||||||||
28,197 | PNC Financial Services Group, Inc. | 3,297,921 | 0.7 | |||||||||||
24,951 | Prudential Financial, Inc. | 2,596,401 | 0.6 | |||||||||||
22,257 | State Street Corp. | 1,729,814 | 0.4 | |||||||||||
16,879 | Thomson Reuters Corp. | 738,962 | 0.2 | |||||||||||
16,475 | Travelers Cos., Inc. | 2,016,869 | 0.5 | |||||||||||
91,713 | US Bancorp | 4,711,297 | 1.1 | |||||||||||
258,188 | Wells Fargo & Co. | 14,228,741 | 3.3 | |||||||||||
127,950,709 | 29.3 | |||||||||||||
Health Care: 12.7% | ||||||||||||||
82,914 | Abbott Laboratories | 3,184,727 | 0.7 | |||||||||||
12,688 | Aetna, Inc. | 1,573,439 | 0.4 | |||||||||||
7,710 | @ | Allergan plc | 1,619,177 | 0.4 | ||||||||||
10,796 | Anthem, Inc. | 1,552,141 | 0.4 | |||||||||||
24,961 | Baxter International, Inc. | 1,106,771 | 0.2 | |||||||||||
1,356 | Cardinal Health, Inc. | 97,591 | 0.0 | |||||||||||
9,528 | Cigna Corp. | 1,270,940 | 0.3 | |||||||||||
25,153 | Danaher Corp. | 1,957,909 | 0.4 | |||||||||||
4,172 | @ | Express Scripts Holding Co. | 286,992 | 0.1 | ||||||||||
5,583 | @ | HCA Holdings, Inc. | 413,254 | 0.1 | ||||||||||
494 | Humana, Inc. | 100,791 | 0.0 | |||||||||||
128,398 | Johnson & Johnson | 14,792,733 | 3.4 | |||||||||||
79,231 | Medtronic PLC | 5,643,624 | 1.3 | |||||||||||
156,531 | Merck & Co., Inc. | 9,214,980 | 2.1 | |||||||||||
17,592 | @ | Mylan NV | 671,135 | 0.2 | ||||||||||
315,751 | Pfizer, Inc. | 10,255,592 | 2.3 | |||||||||||
12,046 | Thermo Fisher Scientific, Inc. | 1,699,691 | 0.4 | |||||||||||
55,441,487 | 12.7 | |||||||||||||
Industrials: 8.7% | ||||||||||||||
31,491 | Caterpillar, Inc. | 2,920,475 | 0.7 | |||||||||||
53,876 | CSX Corp. | 1,935,765 | 0.4 | |||||||||||
13,342 | Deere & Co. | 1,374,760 | 0.3 | |||||||||||
9,599 | Delta Air Lines, Inc. | 472,175 | 0.1 | |||||||||||
25,752 | Eaton Corp. PLC | 1,727,702 | 0.4 | |||||||||||
30,238 | Emerson Electric Co. | 1,685,768 | 0.4 | |||||||||||
12,546 | Fortive Corp. | 672,842 | 0.2 | |||||||||||
8,026 | General Dynamics Corp. | 1,385,769 | 0.3 |
See Accompanying Notes to Financial Statements
63 |
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
419,110 | General Electric Co. | 13,243,876 | 3.0 | |||||||||||
16,666 | Norfolk Southern Corp. | 1,801,095 | 0.4 | |||||||||||
10,337 | Raytheon Co. | 1,467,854 | 0.3 | |||||||||||
40,164 | Union Pacific Corp. | 4,164,203 | 1.0 | |||||||||||
43,849 | United Technologies Corp. | 4,806,727 | 1.1 | |||||||||||
4,348 | Waste Management, Inc. | 308,317 | 0.1 | |||||||||||
37,967,328 | 8.7 | |||||||||||||
Information Technology: 9.5% | ||||||||||||||
26,014 | Apple, Inc. | 3,012,941 | 0.7 | |||||||||||
17,670 | Applied Materials, Inc. | 570,211 | 0.1 | |||||||||||
284,391 | Cisco Systems, Inc. | 8,594,296 | 2.0 | |||||||||||
53,696 | Corning, Inc. | 1,303,202 | 0.3 | |||||||||||
10,911 | @ | Dell Technologies, Inc. - VMware, Inc. | 599,778 | 0.2 | ||||||||||
97,471 | Hewlett Packard Enterprise Co. | 2,255,479 | 0.5 | |||||||||||
97,399 | HP, Inc. | 1,445,401 | 0.3 | |||||||||||
15,548 | International Business Machines Corp. | 2,580,812 | 0.6 | |||||||||||
242,996 | Intel Corp. | 8,813,465 | 2.0 | |||||||||||
150,717 | Oracle Corp. | 5,795,069 | 1.3 | |||||||||||
65,803 | Qualcomm, Inc. | 4,290,356 | 1.0 | |||||||||||
710 | @ | Versum Materials, Inc. | 19,930 | 0.0 | ||||||||||
3,133 | @,L | VMware, Inc. | 246,661 | 0.1 | ||||||||||
48,938 | @ | Yahoo!, Inc. | 1,892,432 | 0.4 | ||||||||||
41,420,033 | 9.5 | |||||||||||||
Materials: 1.4% | ||||||||||||||
1,421 | Air Products & Chemicals, Inc. | 204,368 | 0.1 | |||||||||||
63,371 | Dow Chemical Co. | 3,626,089 | 0.8 | |||||||||||
10,898 | LyondellBasell Industries NV - Class A | 934,830 | 0.2 | |||||||||||
8,627 | Monsanto Co. | 907,647 | 0.2 | |||||||||||
1,959 | Praxair, Inc. | 229,575 | 0.1 | |||||||||||
5,902,509 | 1.4 | |||||||||||||
Real Estate: 0.4% | ||||||||||||||
2,309 | Crown Castle International Corp. | 200,352 | 0.0 | |||||||||||
20,050 | Equity Residential | 1,290,418 | 0.3 | |||||||||||
1,654 | Simon Property Group, Inc. | 293,866 | 0.1 | |||||||||||
1,784,636 | 0.4 | |||||||||||||
Telecommunication Services: 4.9% | ||||||||||||||
348,112 | AT&T, Inc. | 14,805,203 | 3.4 | |||||||||||
6,146 | @ | T-Mobile US, Inc. | 353,457 | 0.1 | ||||||||||
115,284 | Verizon Communications, Inc. | 6,153,860 | 1.4 | |||||||||||
21,312,520 | 4.9 | |||||||||||||
Utilities: 3.8% | ||||||||||||||
27,724 | American Electric Power Co., Inc. | 1,745,503 | 0.4 | |||||||||||
32,585 | Dominion Resources, Inc. | 2,495,685 | 0.6 | |||||||||||
38,946 | Duke Energy Corp. | 3,022,989 | 0.7 | |||||||||||
50,077 | Exelon Corp. | 1,777,233 | 0.4 | |||||||||||
26,015 | NextEra Energy, Inc. | 3,107,752 | 0.7 | |||||||||||
27,969 | PG&E Corp. | 1,699,676 | 0.4 |
53,069 | Southern Co. | 2,610,464 | 0.6 | |||||||||||
16,459,302 | 3.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $337,337,221) | 428,082,510 | 98.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.8% | ||||||||||||||
Securities Lending Collateralcc: 0.1% | ||||||||||||||
338,389 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $338,408, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $345,157, due 01/25/17-10/20/66) | |||||||||||||
(Cost $338,389) | 338,389 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.7% | ||||||||||||||
7,486,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $7,486,000) | 7,486,000 | 1.7 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $7,824,389) | 7,824,389 | 1.8 | ||||||||||||
Total Investments in Securities (Cost $345,161,610) | $ | 435,906,899 | 99.9 | |||||||||||
Assets in Excess of Other Liabilities | 406,255 | 0.1 | ||||||||||||
Net Assets | $ | 436,313,154 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $348,714,383.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 94,940,607 | ||
Gross Unrealized Depreciation | (7,748,091 | ) | ||
Net Unrealized Appreciation | $ | 87,192,516 |
See Accompanying Notes to Financial Statements
64 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.6% | ||||||||||||||
Consumer Discretionary: 23.3% | ||||||||||||||
2,137 | @ | Adient plc | 125,228 | 0.0 | ||||||||||
7,538 | Advance Auto Parts, Inc. | 1,274,827 | 0.4 | |||||||||||
6,326 | @ | AMC Networks, Inc. | 331,103 | 0.1 | ||||||||||
11,083 | Aramark | 395,885 | 0.1 | |||||||||||
2,792 | @ | Autonation, Inc. | 135,831 | 0.1 | ||||||||||
3,136 | @ | Autozone, Inc. | 2,476,781 | 0.8 | ||||||||||
1,650 | Bed Bath & Beyond, Inc. | 67,056 | 0.0 | |||||||||||
2,769 | BorgWarner, Inc. | 109,209 | 0.0 | |||||||||||
5,253 | L | Brinker International, Inc. | 260,181 | 0.1 | ||||||||||
7,812 | Brunswick Corp. | 426,066 | 0.1 | |||||||||||
4,271 | @ | Burlington Stores, Inc. | 361,967 | 0.1 | ||||||||||
658 | @ | Cabela's, Inc. | 38,526 | 0.0 | ||||||||||
499 | Cable One, Inc. | 310,243 | 0.1 | |||||||||||
968 | CalAtlantic Group, Inc. | 32,922 | 0.0 | |||||||||||
20,576 | @,L | Carmax, Inc. | 1,324,889 | 0.5 | ||||||||||
5,316 | Carter's, Inc. | 459,249 | 0.2 | |||||||||||
3,000 | @ | Chipotle Mexican Grill, Inc. | 1,131,960 | 0.4 | ||||||||||
2,386 | Choice Hotels International, Inc. | 133,735 | 0.0 | |||||||||||
11,242 | Cinemark Holdings, Inc. | 431,243 | 0.1 | |||||||||||
1,905 | Clear Channel Outdoor Holdings, Inc. | 9,620 | 0.0 | |||||||||||
5,594 | Coach, Inc. | 195,902 | 0.1 | |||||||||||
12,372 | Darden Restaurants, Inc. | 899,692 | 0.3 | |||||||||||
29,071 | Delphi Automotive PLC | 1,957,932 | 0.7 | |||||||||||
7,248 | Dick's Sporting Goods, Inc. | 384,869 | 0.1 | |||||||||||
14,779 | @,L | Discovery Communications, Inc. - Class A | 405,092 | 0.1 | ||||||||||
21,975 | @ | Discovery Communications, Inc. - Class C | 588,490 | 0.2 | ||||||||||
30,311 | Dollar General Corp. | 2,245,136 | 0.8 | |||||||||||
24,138 | @ | Dollar Tree, Inc. | 1,862,971 | 0.6 | ||||||||||
5,298 | Domino's Pizza, Inc. | 843,654 | 0.3 | |||||||||||
19,664 | D.R. Horton, Inc. | 537,417 | 0.2 | |||||||||||
9,730 | Dunkin' Brands Group, Inc. | 510,241 | 0.2 | |||||||||||
12,711 | Expedia, Inc. | 1,439,902 | 0.5 | |||||||||||
1,075 | Extended Stay America, Inc. | 17,361 | 0.0 | |||||||||||
12,885 | Foot Locker, Inc. | 913,418 | 0.3 | |||||||||||
1,503 | Gap, Inc. | 33,727 | 0.0 | |||||||||||
19,386 | Gentex Corp. | 381,710 | 0.1 | |||||||||||
14,671 | Genuine Parts Co. | 1,401,667 | 0.5 | |||||||||||
38,857 | @,L | Groupon, Inc. | 129,005 | 0.0 | ||||||||||
40,028 | Hanesbrands, Inc. | 863,404 | 0.3 | |||||||||||
19,226 | Harley-Davidson, Inc. | 1,121,645 | 0.4 | |||||||||||
3,462 | Harman International Industries, Inc. | 384,836 | 0.1 | |||||||||||
11,930 | Hasbro, Inc. | 928,035 | 0.3 | |||||||||||
49,091 | Hilton Worldwide Holdings, Inc. | 1,335,275 | 0.5 | |||||||||||
195 | @ | Hyatt Hotels Corp. | 10,776 | 0.0 |
42,627 | Interpublic Group of Cos., Inc. | 997,898 | 0.3 | |||||||||||
13,577 | @ | Kate Spade & Co. | 253,483 | 0.1 | ||||||||||
4,660 | L Brands, Inc. | 306,814 | 0.1 | |||||||||||
6,492 | Lear Corp. | 859,346 | 0.3 | |||||||||||
14,071 | Leggett & Platt, Inc. | 687,790 | 0.2 | |||||||||||
10,020 | Lennar Corp. - Class A | 430,159 | 0.1 | |||||||||||
539 | Lennar Corp. - Class B | 18,595 | 0.0 | |||||||||||
1,043 | @ | Liberty Expedia Holdings, Inc. | 41,376 | 0.0 | ||||||||||
26,548 | @ | Liberty Interactive Corp. QVC Group | 530,429 | 0.2 | ||||||||||
1,565 | @ | Liberty Ventures | 57,702 | 0.0 | ||||||||||
3,267 | Lions Gate Entertainment Corp. | 87,882 | 0.0 | |||||||||||
9,333 | @ | Lions Gate Entertainment Corp. | 229,032 | 0.1 | ||||||||||
7,949 | @ | Live Nation Entertainment, Inc. | 211,443 | 0.1 | ||||||||||
32,406 | @ | LKQ Corp. | 993,244 | 0.3 | ||||||||||
10,312 | @ | Lululemon Athletica, Inc. | 670,177 | 0.2 | ||||||||||
206 | @ | Madison Square Garden Co. | 35,331 | 0.0 | ||||||||||
25,897 | Marriott International, Inc. | 2,141,164 | 0.7 | |||||||||||
36,223 | Mattel, Inc. | 997,944 | 0.3 | |||||||||||
4,624 | @ | MGM Resorts International | 133,310 | 0.0 | ||||||||||
17,167 | @ | Michael Kors Holdings Ltd. | 737,838 | 0.3 | ||||||||||
7,579 | @ | Michaels Cos, Inc. | 154,991 | 0.1 | ||||||||||
5,180 | @ | Mohawk Industries, Inc. | 1,034,342 | 0.4 | ||||||||||
2,389 | @ | Murphy USA, Inc. | 146,852 | 0.1 | ||||||||||
50,108 | Newell Brands, Inc. | 2,237,322 | 0.8 | |||||||||||
13,082 | L | Nordstrom, Inc. | 627,020 | 0.2 | ||||||||||
1,560 | @ | Norwegian Cruise Line Holdings Ltd. | 66,347 | 0.0 | ||||||||||
372 | @ | NVR, Inc. | 620,868 | 0.2 | ||||||||||
25,168 | Omnicom Group | 2,142,048 | 0.7 | |||||||||||
10,070 | @ | O'Reilly Automotive, Inc. | 2,803,589 | 1.0 | ||||||||||
2,371 | @ | Panera Bread Co. | 486,268 | 0.2 | ||||||||||
6,390 | L | Polaris Industries, Inc. | 526,472 | 0.2 | ||||||||||
4,283 | Pool Corp. | 446,888 | 0.2 | |||||||||||
10,870 | Pulte Group, Inc. | 199,791 | 0.1 | |||||||||||
415 | Ralph Lauren Corp. | 37,483 | 0.0 | |||||||||||
2,399 | Regal Entertainment Group | 49,419 | 0.0 | |||||||||||
41,948 | Ross Stores, Inc. | 2,751,789 | 0.9 | |||||||||||
15,523 | @ | Sally Beauty Holdings, Inc. | 410,118 | 0.1 | ||||||||||
8,745 | Scripps Networks Interactive - Class A | 624,131 | 0.2 | |||||||||||
19,907 | Service Corp. International | 565,359 | 0.2 | |||||||||||
14,390 | @ | ServiceMaster Global Holdings, Inc. | 542,071 | 0.2 | ||||||||||
6,766 | Signet Jewelers Ltd. | 637,763 | 0.2 | |||||||||||
189,057 | L | Sirius XM Holdings, Inc. | 841,304 | 0.3 | ||||||||||
7,595 | Six Flags Entertainment Corp. | 455,396 | 0.2 | |||||||||||
13,835 | @ | Skechers USA, Inc. | 340,064 | 0.1 | ||||||||||
5,650 | @,L | Tempur Sealy International, Inc. | 385,782 | 0.1 | ||||||||||
5,107 | Thor Industries, Inc. | 510,955 | 0.2 | |||||||||||
7,712 | @ | Toll Brothers, Inc. | 239,072 | 0.1 | ||||||||||
14,169 | Tractor Supply Co. | 1,074,152 | 0.4 |
See Accompanying Notes to Financial Statements
65 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
639 | Tribune Media Co. | 22,352 | 0.0 | |||||||||||
12,094 | @ | TripAdvisor, Inc. | 560,799 | 0.2 | ||||||||||
5,328 | Tupperware Brands Corp. | 280,359 | 0.1 | |||||||||||
6,232 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 1,588,786 | 0.5 | ||||||||||
19,435 | @,L | Under Armour, Inc. - Class A | 564,587 | 0.2 | ||||||||||
19,662 | @ | Under Armour, Inc. - Class C | 494,893 | 0.2 | ||||||||||
7,378 | @ | Urban Outfitters, Inc. | 210,125 | 0.1 | ||||||||||
4,121 | Vail Resorts, Inc. | 664,759 | 0.2 | |||||||||||
934 | Viacom, Inc. | 35,959 | 0.0 | |||||||||||
32,305 | Viacom, Inc. - Class B | 1,133,906 | 0.4 | |||||||||||
1,117 | @ | Vista Outdoor, Inc. | 41,217 | 0.0 | ||||||||||
3,623 | Visteon Corp. | 291,072 | 0.1 | |||||||||||
12,707 | Wendy's Company | 171,799 | 0.1 | |||||||||||
789 | Whirlpool Corp. | 143,417 | 0.1 | |||||||||||
9,380 | Williams-Sonoma, Inc. | 453,898 | 0.2 | |||||||||||
11,694 | Wyndham Worldwide Corp. | 893,071 | 0.3 | |||||||||||
7,749 | L | Wynn Resorts Ltd. | 670,366 | 0.2 | ||||||||||
68,828,656 | 23.3 | |||||||||||||
Consumer Staples: 7.2% | ||||||||||||||
6,447 | @ | Blue Buffalo Pet Products, Inc. | 154,986 | 0.1 | ||||||||||
5,434 | Brown-Forman Corp. - Class A | 251,322 | 0.1 | |||||||||||
18,651 | Brown-Forman Corp. - Class B | 837,803 | 0.3 | |||||||||||
19,798 | Campbell Soup Co. | 1,197,185 | 0.4 | |||||||||||
4,126 | Casey's General Stores, Inc. | 490,499 | 0.2 | |||||||||||
27,316 | Church & Dwight Co., Inc. | 1,207,094 | 0.4 | |||||||||||
11,753 | Clorox Co. | 1,410,595 | 0.5 | |||||||||||
36,780 | Conagra Brands, Inc. | 1,454,649 | 0.5 | |||||||||||
2,655 | Coty, Inc - Class A | 48,613 | 0.0 | |||||||||||
19,736 | Dr Pepper Snapple Group, Inc. | 1,789,463 | 0.6 | |||||||||||
2,024 | Energizer Holdings, Inc. | 90,291 | 0.0 | |||||||||||
16,802 | L | Flowers Foods, Inc. | 335,536 | 0.1 | ||||||||||
8,054 | @ | Hain Celestial Group, Inc. | 314,348 | 0.1 | ||||||||||
7,829 | @,L | Herbalife Ltd. | 376,888 | 0.1 | ||||||||||
14,933 | Hershey Co. | 1,544,520 | 0.5 | |||||||||||
25,126 | Hormel Foods Corp. | 874,636 | 0.3 | |||||||||||
5,379 | Ingredion, Inc. | 672,160 | 0.2 | |||||||||||
24,422 | Kellogg Co. | 1,800,146 | 0.6 | |||||||||||
12,233 | @ | Lamb Weston Holdings, Inc. | 463,019 | 0.2 | ||||||||||
12,283 | McCormick & Co., Inc. | 1,146,372 | 0.4 | |||||||||||
7,146 | Mead Johnson Nutrition Co. | 505,651 | 0.2 | |||||||||||
1,715 | Nu Skin Enterprises, Inc. | 81,943 | 0.0 | |||||||||||
897 | L | Pilgrim's Pride Corp. | 17,034 | 0.0 | ||||||||||
3,935 | @ | Post Holdings, Inc. | 316,335 | 0.1 | ||||||||||
109,197 | @ | Rite Aid Corp. | 899,783 | 0.3 | ||||||||||
2,607 | Spectrum Brands Holdings, Inc. | 318,914 | 0.1 | |||||||||||
14,021 | @ | Sprouts Farmers Market, Inc. | 265,277 | 0.1 | ||||||||||
1,870 | @ | TreeHouse Foods, Inc. | 134,995 | 0.0 | ||||||||||
14,491 | Tyson Foods, Inc. | 893,805 | 0.3 | |||||||||||
4,706 | @ | US Foods Holding Corp. | 129,321 | 0.0 | ||||||||||
18,447 | @ | WhiteWave Foods Co. | 1,025,653 | 0.4 |
5,684 | Whole Foods Market, Inc. | 174,840 | 0.1 | |||||||||||
21,223,676 | 7.2 | |||||||||||||
Energy: 1.4% | ||||||||||||||
34,461 | Cabot Oil & Gas Corp. | 805,009 | 0.3 | |||||||||||
5,369 | @ | Chesapeake Energy Corp. | 37,690 | 0.0 | ||||||||||
1,569 | Cimarex Energy Co. | 213,227 | 0.1 | |||||||||||
4,093 | @ | Continental Resources, Inc. | 210,953 | 0.1 | ||||||||||
4,945 | Devon Energy Corp. | 225,838 | 0.1 | |||||||||||
2,038 | @ | Diamondback Energy, Inc. | 205,960 | 0.0 | ||||||||||
537 | @ | Extraction Oil & Gas, Inc. | 10,762 | 0.0 | ||||||||||
5,379 | @ | Newfield Exploration Co. | 217,850 | 0.1 | ||||||||||
22,265 | Oneok, Inc. | 1,278,234 | 0.4 | |||||||||||
1,525 | @ | Parsley Energy, Inc. | 53,741 | 0.0 | ||||||||||
52,031 | @ | Southwestern Energy Co. | 562,975 | 0.2 | ||||||||||
12,150 | Williams Cos., Inc. | 378,351 | 0.1 | |||||||||||
4,200,590 | 1.4 | |||||||||||||
Financials: 5.4% | ||||||||||||||
4,975 | @ | Affiliated Managers Group, Inc. | 722,867 | 0.2 | ||||||||||
5,069 | Ameriprise Financial, Inc. | 562,355 | 0.2 | |||||||||||
665 | Amtrust Financial Services, Inc. | 18,208 | 0.0 | |||||||||||
12,778 | Arthur J. Gallagher & Co. | 663,945 | 0.2 | |||||||||||
3,922 | Artisan Partners Asset Management, Inc. | 116,680 | 0.0 | |||||||||||
736 | Brown & Brown, Inc. | 33,017 | 0.0 | |||||||||||
8,595 | L | CBOE Holdings, Inc. | 635,085 | 0.2 | ||||||||||
23,186 | Citizens Financial Group, Inc. | 826,117 | 0.3 | |||||||||||
877 | @,L | Credit Acceptance Corp. | 190,756 | 0.1 | ||||||||||
1,861 | @ | Donnelley Financial Solutions, Inc. | 42,766 | 0.0 | ||||||||||
11,638 | Eaton Vance Corp. | 487,399 | 0.2 | |||||||||||
1,900 | Erie Indemnity Co. | 213,655 | 0.1 | |||||||||||
4,246 | Factset Research Systems, Inc. | 693,924 | 0.2 | |||||||||||
9,918 | Federated Investors, Inc. | 280,481 | 0.1 | |||||||||||
278 | First Hawaiian, Inc. | 9,680 | 0.0 | |||||||||||
12,432 | First Republic Bank | 1,145,484 | 0.4 | |||||||||||
761 | Interactive Brokers Group, Inc. | 27,784 | 0.0 | |||||||||||
7,341 | Invesco Ltd. | 222,726 | 0.1 | |||||||||||
1,841 | Lazard Ltd. | 75,647 | 0.0 | |||||||||||
5,760 | Lincoln National Corp. | 381,715 | 0.1 | |||||||||||
1,307 | LPL Financial Holdings, Inc. | 46,019 | 0.0 | |||||||||||
3,890 | MarketAxess Holdings, Inc. | 571,519 | 0.2 | |||||||||||
16,144 | Moody's Corp. | 1,521,895 | 0.5 | |||||||||||
1,938 | Morningstar, Inc. | 142,559 | 0.1 | |||||||||||
9,664 | MSCI, Inc. - Class A | 761,330 | 0.3 | |||||||||||
19,584 | NorthStar Asset Management Group, Inc. | 292,193 | 0.1 | |||||||||||
5,933 | Progressive Corp. | 210,622 | 0.1 | |||||||||||
13,555 | SEI Investments Co. | 669,075 | 0.2 | |||||||||||
3,307 | @ | Signature Bank | 496,711 | 0.2 | ||||||||||
4,066 | @ | SVB Financial Group | 697,970 | 0.2 |
See Accompanying Notes to Financial Statements
66 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
19,751 | T. Rowe Price Group, Inc. | 1,486,460 | 0.5 | |||||||||||
23,527 | TD Ameritrade Holding Corp. | 1,025,777 | 0.4 | |||||||||||
5,595 | @ | Western Alliance Bancorp. | 272,532 | 0.1 | ||||||||||
9,299 | XL Group Ltd. | 346,481 | 0.1 | |||||||||||
15,891,434 | 5.4 | |||||||||||||
Health Care: 14.8% | ||||||||||||||
4,213 | @ | Abiomed, Inc. | 474,721 | 0.2 | ||||||||||
2,714 | @,L | Acadia Healthcare Co., Inc. | 89,833 | 0.0 | ||||||||||
10,148 | @,L | Acadia Pharmaceuticals, Inc. | 292,668 | 0.1 | ||||||||||
9,047 | Agilent Technologies, Inc. | 412,181 | 0.1 | |||||||||||
3,286 | @,L | Agios Pharmaceuticals, Inc. | 137,125 | 0.0 | ||||||||||
8,907 | @ | Akorn, Inc. | 194,440 | 0.1 | ||||||||||
1,687 | @ | Alere, Inc. | 65,742 | 0.0 | ||||||||||
7,661 | @ | Align Technology, Inc. | 736,452 | 0.3 | ||||||||||
15,963 | @ | Alkermes PLC | 887,224 | 0.3 | ||||||||||
6,895 | @,L | Alnylam Pharmaceuticals, Inc. | 258,149 | 0.1 | ||||||||||
17,529 | AmerisourceBergen Corp. | 1,370,593 | 0.5 | |||||||||||
4,133 | @,L | Athenahealth, Inc. | 434,668 | 0.1 | ||||||||||
18,176 | @ | BioMarin Pharmaceutical, Inc. | 1,505,700 | 0.5 | ||||||||||
3,899 | Bio-Techne Corp. | 400,934 | 0.1 | |||||||||||
11,096 | Bruker Corp. | 235,013 | 0.1 | |||||||||||
13,053 | @ | Centene Corp. | 737,625 | 0.3 | ||||||||||
31,315 | @ | Cerner Corp. | 1,483,392 | 0.5 | ||||||||||
4,955 | @ | Charles River Laboratories International, Inc. | 377,521 | 0.1 | ||||||||||
3,919 | Cooper Cos., Inc. | 685,551 | 0.2 | |||||||||||
7,823 | CR Bard, Inc. | 1,757,515 | 0.6 | |||||||||||
6,996 | @ | DaVita, Inc. | 449,143 | 0.2 | ||||||||||
8,724 | @ | DexCom, Inc. | 520,823 | 0.2 | ||||||||||
22,483 | @ | Edwards Lifesciences Corp. | 2,106,657 | 0.7 | ||||||||||
8,715 | @ | Envision Healthcare Corp. | 551,572 | 0.2 | ||||||||||
8,717 | @ | Henry Schein, Inc. | 1,322,456 | 0.4 | ||||||||||
6,501 | Hill-Rom Holdings, Inc. | 364,966 | 0.1 | |||||||||||
29,705 | @ | Hologic, Inc. | 1,191,765 | 0.4 | ||||||||||
9,424 | @ | Idexx Laboratories, Inc. | 1,105,152 | 0.4 | ||||||||||
15,575 | @ | Illumina, Inc. | 1,994,223 | 0.7 | ||||||||||
17,325 | @ | Incyte Corp., Ltd. | 1,737,178 | 0.6 | ||||||||||
6,221 | @ | Inovalon Holdings, Inc. | 64,076 | 0.0 | ||||||||||
1,742 | @,L | Intercept Pharmaceuticals, Inc. | 189,268 | 0.1 | ||||||||||
5,869 | @,L | Intrexon Corp. | 142,617 | 0.1 | ||||||||||
4,025 | @ | Intuitive Surgical, Inc. | 2,552,534 | 0.9 | ||||||||||
12,777 | @,L | Ionis Pharmaceuticals, Inc. | 611,124 | 0.2 | ||||||||||
6,129 | @,L | Juno Therapeutics, Inc. | 115,532 | 0.0 | ||||||||||
4,870 | @ | Laboratory Corp. of America Holdings | 625,211 | 0.2 | ||||||||||
6,836 | @ | Mednax, Inc. | 455,688 | 0.2 | ||||||||||
2,795 | @ | Mettler Toledo International, Inc. | 1,169,875 | 0.4 | ||||||||||
9,121 | @ | Neurocrine Biosciences, Inc. | 352,983 | 0.1 | ||||||||||
31,226 | @,L | Opko Health, Inc. | 290,402 | 0.1 |
1,991 | @ | Patheon NV | 57,162 | 0.0 | ||||||||||
8,897 | Patterson Cos., Inc. | 365,044 | 0.1 | |||||||||||
2,466 | PerkinElmer, Inc. | 128,602 | 0.0 | |||||||||||
1,466 | @ | Premier, Inc. | 44,508 | 0.0 | ||||||||||
11,908 | @ | Quintiles IMS Holdings, Inc. | 905,603 | 0.3 | ||||||||||
14,784 | Resmed, Inc. | 917,347 | 0.3 | |||||||||||
10,210 | @,L | Seattle Genetics, Inc. | 538,782 | 0.2 | ||||||||||
20,568 | St. Jude Medical, Inc. | 1,649,348 | 0.6 | |||||||||||
869 | Teleflex, Inc. | 140,039 | 0.0 | |||||||||||
8,673 | @ | Tenet Healthcare Corp. | 128,707 | 0.0 | ||||||||||
1,300 | @ | United Therapeutics Corp. | 186,459 | 0.1 | ||||||||||
2,245 | Universal Health Services, Inc. | 238,823 | 0.1 | |||||||||||
10,122 | @ | Varian Medical Systems, Inc. | 908,753 | 0.3 | ||||||||||
8,250 | @ | VCA, Inc. | 566,362 | 0.2 | ||||||||||
10,188 | @ | Veeva Systems, Inc. | 414,652 | 0.1 | ||||||||||
479 | @ | VWR Corp. | 11,989 | 0.0 | ||||||||||
8,154 | @ | Waters Corp. | 1,095,816 | 0.4 | ||||||||||
4,327 | @ | WellCare Health Plans, Inc. | 593,145 | 0.2 | ||||||||||
7,620 | West Pharmaceutical Services, Inc. | 646,405 | 0.2 | |||||||||||
10,415 | Zimmer Biomet Holdings, Inc. | 1,074,828 | 0.4 | |||||||||||
48,548 | Zoetis, Inc. | 2,598,774 | 0.9 | |||||||||||
43,661,440 | 14.8 | |||||||||||||
Industrials: 14.7% | ||||||||||||||
4,620 | Acuity Brands, Inc. | 1,066,573 | 0.4 | |||||||||||
5,069 | Air Lease Corp. | 174,019 | 0.1 | |||||||||||
10,460 | Alaska Air Group, Inc. | 928,116 | 0.3 | |||||||||||
10,188 | Allegion Public Ltd. | 652,032 | 0.2 | |||||||||||
412 | Amerco, Inc. | 152,271 | 0.1 | |||||||||||
4,501 | Ametek, Inc. | 218,749 | 0.1 | |||||||||||
15,473 | AO Smith Corp. | 732,646 | 0.2 | |||||||||||
8,265 | @ | Avis Budget Group, Inc. | 303,160 | 0.1 | ||||||||||
10,839 | BE Aerospace, Inc. | 652,399 | 0.2 | |||||||||||
9,898 | BWX Technologies, Inc. | 392,951 | 0.1 | |||||||||||
1,987 | Carlisle Cos., Inc. | 219,146 | 0.1 | |||||||||||
15,118 | CH Robinson Worldwide, Inc. | 1,107,545 | 0.4 | |||||||||||
9,426 | Cintas Corp. | 1,089,268 | 0.4 | |||||||||||
437 | @ | Clean Harbors, Inc. | 24,319 | 0.0 | ||||||||||
10,379 | @ | Copart, Inc. | 575,100 | 0.2 | ||||||||||
12,357 | Covanta Holding Corp. | 192,769 | 0.1 | |||||||||||
12,430 | Donaldson Co., Inc. | 523,054 | 0.2 | |||||||||||
1,559 | Dun & Bradstreet Corp. | 189,138 | 0.1 | |||||||||||
12,616 | Equifax, Inc. | 1,491,590 | 0.5 | |||||||||||
13,577 | Expeditors International Washington, Inc. | 719,038 | 0.2 | |||||||||||
30,646 | Fastenal Co. | 1,439,749 | 0.5 | |||||||||||
8,388 | Flowserve Corp. | 403,043 | 0.1 | |||||||||||
16,217 | Fortune Brands Home & Security, Inc. | 866,961 | 0.3 | |||||||||||
5,862 | Graco, Inc. | 487,074 | 0.2 | |||||||||||
21,346 | @ | HD Supply Holdings, Inc. | 907,418 | 0.3 | ||||||||||
2,062 | Heico Corp. | 159,083 | 0.1 | |||||||||||
4,054 | Heico Corp. - Class A | 275,267 | 0.1 | |||||||||||
501 | @ | Herc Holdings, Inc. | 20,120 | 0.0 | ||||||||||
1,504 | @ | Hertz Global Holdings, Inc. | 32,426 | 0.0 | ||||||||||
9,836 | Hexcel Corp. | 505,964 | 0.2 | |||||||||||
3,739 | Hubbell, Inc. | 436,341 | 0.1 |
See Accompanying Notes to Financial Statements
67 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
4,132 | Huntington Ingalls Industries, Inc. | 761,073 | 0.3 | |||||||||||
7,510 | IDEX Corp. | 676,351 | 0.2 | |||||||||||
13,728 | Ingersoll-Rand PLC - Class A | 1,030,149 | 0.3 | |||||||||||
9,411 | JB Hunt Transport Services, Inc. | 913,526 | 0.3 | |||||||||||
2,555 | @ | JetBlue Airways Corp. | 57,283 | 0.0 | ||||||||||
20,965 | Johnson Controls International plc | 863,548 | 0.3 | |||||||||||
14,619 | KAR Auction Services, Inc. | 623,062 | 0.2 | |||||||||||
4,476 | Landstar System, Inc. | 381,803 | 0.1 | |||||||||||
3,906 | Lennox International, Inc. | 598,282 | 0.2 | |||||||||||
4,093 | Lincoln Electric Holdings, Inc. | 313,810 | 0.1 | |||||||||||
1,861 | LSC Communications, Inc. | 55,234 | 0.0 | |||||||||||
5,844 | @ | Manitowoc Foodservice, Inc. | 112,964 | 0.0 | ||||||||||
22,873 | Masco Corp. | 723,244 | 0.2 | |||||||||||
6,010 | @ | Middleby Corp. | 774,148 | 0.3 | ||||||||||
1,952 | MSC Industrial Direct Co. | 180,345 | 0.1 | |||||||||||
30,014 | Nielsen NV | 1,259,087 | 0.4 | |||||||||||
6,053 | Nordson Corp. | 678,239 | 0.2 | |||||||||||
4,455 | @ | Old Dominion Freight Line | 382,194 | 0.1 | ||||||||||
3,201 | Paccar, Inc. | 204,544 | 0.1 | |||||||||||
20,031 | Pitney Bowes, Inc. | 304,271 | 0.1 | |||||||||||
4,242 | @ | Quanta Services, Inc. | 147,834 | 0.1 | ||||||||||
13,522 | Robert Half International, Inc. | 659,603 | 0.2 | |||||||||||
10,957 | Rockwell Automation, Inc. | 1,472,621 | 0.5 | |||||||||||
13,860 | Rockwell Collins, Inc. | 1,285,654 | 0.4 | |||||||||||
10,170 | Rollins, Inc. | 343,543 | 0.1 | |||||||||||
5,420 | Roper Technologies, Inc. | 992,294 | 0.3 | |||||||||||
4,965 | L | RR Donnelley & Sons Co. | 81,029 | 0.0 | ||||||||||
4,495 | Snap-On, Inc. | 769,859 | 0.3 | |||||||||||
6,682 | Spirit Aerosystems Holdings, Inc. | 389,895 | 0.1 | |||||||||||
1,924 | Stanley Black & Decker, Inc. | 220,663 | 0.1 | |||||||||||
8,271 | @ | Stericycle, Inc. | 637,198 | 0.2 | ||||||||||
8,903 | Textron, Inc. | 432,330 | 0.1 | |||||||||||
11,339 | Toro Co. | 634,417 | 0.2 | |||||||||||
5,334 | TransDigm Group, Inc. | 1,327,953 | 0.5 | |||||||||||
5,627 | @ | TransUnion | 174,043 | 0.1 | ||||||||||
8,005 | @ | United Rentals, Inc. | 845,168 | 0.3 | ||||||||||
1,882 | Valmont Industries, Inc. | 265,174 | 0.1 | |||||||||||
16,321 | @ | Verisk Analytics, Inc. | 1,324,776 | 0.4 | ||||||||||
5,607 | @ | Wabco Holdings, Inc. | 595,183 | 0.2 | ||||||||||
9,132 | L | Wabtec Corp. | 758,139 | 0.3 | ||||||||||
2,756 | Watsco, Inc. | 408,219 | 0.1 | |||||||||||
5,892 | WW Grainger, Inc. | 1,368,417 | 0.5 | |||||||||||
9,898 | Xylem, Inc. | 490,149 | 0.2 | |||||||||||
43,454,647 | 14.7 | |||||||||||||
Information Technology: 21.6% | ||||||||||||||
16,266 | @ | Akamai Technologies, Inc. | 1,084,617 | 0.4 | ||||||||||
6,145 | Alliance Data Systems Corp. | 1,404,133 | 0.5 |
31,948 | Amphenol Corp. | 2,146,906 | 0.7 | |||||||||||
2,419 | @ | Ansys, Inc. | 223,733 | 0.1 | ||||||||||
4,140 | @,L | Arista Networks, Inc. | 400,628 | 0.1 | ||||||||||
4,634 | @ | ARRIS International PLC | 139,622 | 0.0 | ||||||||||
2,752 | @ | Atlassian Corp. PLC | 66,268 | 0.0 | ||||||||||
18,450 | @ | Autodesk, Inc. | 1,365,485 | 0.5 | ||||||||||
2,443 | @,L | Black Knight Financial Services, Inc. | 92,345 | 0.0 | ||||||||||
11,339 | Booz Allen Hamilton Holding Corp. | 408,998 | 0.1 | |||||||||||
12,500 | Broadridge Financial Solutions, Inc. ADR | 828,750 | 0.3 | |||||||||||
31,744 | @ | Cadence Design Systems, Inc. | 800,584 | 0.3 | ||||||||||
16,507 | CDK Global, Inc. | 985,303 | 0.3 | |||||||||||
17,266 | CDW Corp. | 899,386 | 0.3 | |||||||||||
16,522 | @ | Citrix Systems, Inc. | 1,475,580 | 0.5 | ||||||||||
8,618 | Cognex Corp. | 548,277 | 0.2 | |||||||||||
260 | @ | CommerceHub, Inc. Series A | 3,903 | 0.0 | ||||||||||
521 | @ | CommerceHub, Inc. Series C | 7,831 | 0.0 | ||||||||||
13,587 | @ | CommScope Holding Co., Inc. | 505,436 | 0.2 | ||||||||||
5,524 | @ | CoreLogic, Inc. | 203,449 | 0.1 | ||||||||||
3,390 | @ | CoStar Group, Inc. | 638,981 | 0.2 | ||||||||||
3,819 | @,L | Cree, Inc. | 100,783 | 0.0 | ||||||||||
17,347 | CSRA, Inc. | 552,329 | 0.2 | |||||||||||
3,488 | DST Systems, Inc. | 373,739 | 0.1 | |||||||||||
30,987 | @ | Electronic Arts, Inc. | 2,440,536 | 0.8 | ||||||||||
5,289 | @ | Euronet Worldwide, Inc. | 383,082 | 0.1 | ||||||||||
7,125 | @ | F5 Networks, Inc. | 1,031,130 | 0.3 | ||||||||||
19,680 | Fidelity National Information Services, Inc. | 1,488,595 | 0.5 | |||||||||||
3,716 | @,L | FireEye, Inc. | 44,220 | 0.0 | ||||||||||
33,210 | @ | First Data Corp. | 471,250 | 0.2 | ||||||||||
23,640 | @ | Fiserv, Inc. | 2,512,459 | 0.8 | ||||||||||
11,138 | @,L | Fitbit, Inc. | 81,530 | 0.0 | ||||||||||
9,751 | @ | FleetCor Technologies, Inc. | 1,379,962 | 0.5 | ||||||||||
15,371 | @ | Fortinet, Inc. | 462,975 | 0.2 | ||||||||||
8,485 | @ | Gartner, Inc. | 857,579 | 0.3 | ||||||||||
15,962 | @ | Genpact Ltd. | 388,515 | 0.1 | ||||||||||
16,289 | Global Payments, Inc. | 1,130,620 | 0.4 | |||||||||||
4,937 | @,L | GoDaddy, Inc. | 172,548 | 0.1 | ||||||||||
7,675 | @ | Guidewire Software, Inc. | 378,608 | 0.1 | ||||||||||
5,854 | IAC/InterActiveCorp | 379,281 | 0.1 | |||||||||||
3,154 | @ | IPG Photonics Corp. | 311,331 | 0.1 | ||||||||||
8,357 | Jack Henry & Associates, Inc. | 741,934 | 0.3 | |||||||||||
16,611 | KLA-Tencor Corp. | 1,306,954 | 0.4 | |||||||||||
13,573 | Lam Research Corp. | 1,435,073 | 0.5 | |||||||||||
7,059 | Leidos Holdings, Inc. | 360,997 | 0.1 | |||||||||||
11,864 | Linear Technology Corp. | 739,720 | 0.2 | |||||||||||
7,605 | @ | Manhattan Associates, Inc. | 403,293 | 0.1 | ||||||||||
3,053 | @,L | Match Group, Inc. | 52,206 | 0.0 | ||||||||||
30,025 | Maxim Integrated Products | 1,158,064 | 0.4 | |||||||||||
22,383 | Microchip Technology, Inc. | 1,435,869 | 0.5 | |||||||||||
2,098 | Motorola Solutions, Inc. | 173,903 | 0.1 | |||||||||||
8,645 | National Instruments Corp. | 266,439 | 0.1 | |||||||||||
13,106 | @ | NCR Corp. | 531,579 | 0.2 |
See Accompanying Notes to Financial Statements
68 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
17,941 | @ | Nuance Communications, Inc. | 267,321 | 0.1 | ||||||||||
1,253 | @,L | Nutanix, Inc. | 33,280 | 0.0 | ||||||||||
54,241 | Nvidia Corp. | 5,789,684 | 2.0 | |||||||||||
4,358 | @ | ON Semiconductor Corp. | 55,608 | 0.0 | ||||||||||
9,233 | @ | Palo Alto Networks, Inc. | 1,154,587 | 0.4 | ||||||||||
20,070 | @,L | Pandora Media, Inc. | 261,713 | 0.1 | ||||||||||
34,348 | Paychex, Inc. | 2,091,106 | 0.7 | |||||||||||
5,368 | @ | PTC, Inc. | 248,377 | 0.1 | ||||||||||
1,321 | @ | Qorvo, Inc. | 69,656 | 0.0 | ||||||||||
19,278 | @ | Red Hat, Inc. | 1,343,677 | 0.5 | ||||||||||
21,984 | Sabre Corp. | 548,501 | 0.2 | |||||||||||
16,783 | @ | ServiceNow, Inc. | 1,247,648 | 0.4 | ||||||||||
18,552 | Skyworks Solutions, Inc. | 1,385,092 | 0.5 | |||||||||||
13,904 | @ | Splunk, Inc. | 711,190 | 0.2 | ||||||||||
5,451 | @ | Square, Inc. | 74,297 | 0.0 | ||||||||||
16,426 | SS&C Technologies Holdings, Inc. | 469,784 | 0.2 | |||||||||||
9,256 | Symantec Corp. | 221,126 | 0.1 | |||||||||||
1,516 | @ | Synopsys, Inc. | 89,232 | 0.0 | ||||||||||
5,830 | @ | Tableau Software, Inc. | 245,735 | 0.1 | ||||||||||
13,749 | @ | Teradata Corp. | 373,560 | 0.1 | ||||||||||
17,637 | Total System Services, Inc. | 864,742 | 0.3 | |||||||||||
21,134 | @ | Trimble, Inc. | 637,190 | 0.2 | ||||||||||
1,637 | @,L | Twilio, Inc. | 47,227 | 0.0 | ||||||||||
59,442 | @,L | Twitter, Inc. | 968,905 | 0.3 | ||||||||||
3,507 | @ | Tyler Technologies, Inc. | 500,694 | 0.2 | ||||||||||
2,915 | @ | Ultimate Software Group, Inc. | 531,550 | 0.2 | ||||||||||
16,446 | @ | Vantiv, Inc. | 980,511 | 0.3 | ||||||||||
11,616 | @ | VeriFone Holdings, Inc. | 205,952 | 0.1 | ||||||||||
10,074 | @,L | VeriSign, Inc. | 766,329 | 0.3 | ||||||||||
52,266 | Western Union Co. | 1,135,218 | 0.4 | |||||||||||
4,093 | @ | WEX, Inc. | 456,779 | 0.2 | ||||||||||
12,372 | @,L | Workday, Inc. | 817,665 | 0.3 | ||||||||||
8,556 | Xilinx, Inc. | 516,526 | 0.2 | |||||||||||
5,579 | @ | Yelp, Inc. | 212,727 | 0.1 | ||||||||||
4,494 | @ | Zebra Technologies Corp. | 385,405 | 0.1 | ||||||||||
3,834 | @,L | Zillow Group, Inc. - Class A | 139,749 | 0.0 | ||||||||||
7,525 | @,L | Zillow Group, Inc. - Class C | 274,437 | 0.1 | ||||||||||
63,900,098 | 21.6 | |||||||||||||
Materials: 5.1% | ||||||||||||||
1,703 | Aptargroup, Inc. | 125,085 | 0.0 | |||||||||||
8,917 | Avery Dennison Corp. | 626,152 | 0.2 | |||||||||||
17,478 | @ | Axalta Coating Systems Ltd. | 475,402 | 0.2 | ||||||||||
18,195 | Ball Corp. | 1,365,899 | 0.5 | |||||||||||
1,441 | Bemis Co., Inc. | 68,909 | 0.0 | |||||||||||
12,830 | @ | Berry Plastics Group, Inc. | 625,206 | 0.2 | ||||||||||
1,417 | Celanese Corp. | 111,574 | 0.0 | |||||||||||
14,282 | @ | Crown Holdings, Inc. | 750,805 | 0.3 | ||||||||||
4,962 | Eagle Materials, Inc. | 488,906 | 0.2 | |||||||||||
11,430 | FMC Corp. | 646,481 | 0.2 | |||||||||||
30,745 | @ | Freeport-McMoRan, Inc. | 405,526 | 0.1 | ||||||||||
23,781 | Graphic Packaging Holding Co. | 296,787 | 0.1 | |||||||||||
8,470 | International Flavors & Fragrances, Inc. | 998,020 | 0.3 | |||||||||||
6,121 | Martin Marietta Materials, Inc. | 1,355,985 | 0.5 |
727 | NewMarket Corp. | 308,132 | 0.1 | |||||||||||
17,114 | @ | Owens-Illinois, Inc. | 297,955 | 0.1 | ||||||||||
9,919 | Packaging Corp. of America | 841,329 | 0.3 | |||||||||||
445 | Royal Gold, Inc. | 28,191 | 0.0 | |||||||||||
13,834 | RPM International, Inc. | 744,684 | 0.3 | |||||||||||
4,415 | Scotts Miracle-Gro Co. | 421,853 | 0.1 | |||||||||||
20,862 | Sealed Air Corp. | 945,883 | 0.3 | |||||||||||
3,949 | Silgan Holdings, Inc. | 202,110 | 0.1 | |||||||||||
3,917 | Southern Copper Corp. | 125,109 | 0.0 | |||||||||||
3,686 | Steel Dynamics, Inc. | 131,148 | 0.0 | |||||||||||
8,329 | Valspar Corp. | 862,968 | 0.3 | |||||||||||
461 | Valvoline, Inc. | 9,911 | 0.0 | |||||||||||
13,131 | Vulcan Materials Co. | 1,643,345 | 0.6 | |||||||||||
4,141 | WR Grace & Co. | 280,097 | 0.1 | |||||||||||
15,183,452 | 5.1 | |||||||||||||
Real Estate: 4.6% | ||||||||||||||
821 | Alexandria Real Estate Equities, Inc. | 91,238 | 0.0 | |||||||||||
2,765 | Boston Properties, Inc. | 347,782 | 0.1 | |||||||||||
869 | Care Capital Properties, Inc. | 21,725 | 0.0 | |||||||||||
31,842 | @ | CBRE Group, Inc. | 1,002,705 | 0.3 | ||||||||||
12,800 | CubeSmart | 342,656 | 0.1 | |||||||||||
6,586 | CyrusOne, Inc. | 294,592 | 0.1 | |||||||||||
11,873 | Digital Realty Trust, Inc. | 1,166,641 | 0.4 | |||||||||||
7,898 | Empire State Realty Trust, Inc. | 159,461 | 0.1 | |||||||||||
7,374 | Equinix, Inc. | 2,635,541 | 0.9 | |||||||||||
8,110 | Equity Lifestyle Properties, Inc. | 584,731 | 0.2 | |||||||||||
2,887 | Essex Property Trust, Inc. | 671,227 | 0.2 | |||||||||||
12,798 | Extra Space Storage, Inc. | 988,517 | 0.3 | |||||||||||
7,501 | Federal Realty Investment Trust | 1,065,967 | 0.4 | |||||||||||
19,864 | Gaming and Leisure Properties, Inc. | 608,236 | 0.2 | |||||||||||
10,545 | Healthcare Trust of America, Inc. | 306,965 | 0.1 | |||||||||||
27,635 | Iron Mountain, Inc. | 897,585 | 0.3 | |||||||||||
8,705 | Lamar Advertising Co. | 585,324 | 0.2 | |||||||||||
3,175 | Life Storage, Inc. | 270,700 | 0.1 | |||||||||||
7,253 | Omega Healthcare Investors, Inc. | 226,729 | 0.1 | |||||||||||
2,347 | Outfront Media, Inc. | 58,370 | 0.0 | |||||||||||
1,942 | Regency Centers Corp. | 133,901 | 0.1 | |||||||||||
2,899 | Senior Housing Properties Trust | 54,878 | 0.0 | |||||||||||
8,942 | Tanger Factory Outlet Centers, Inc. | 319,945 | 0.1 | |||||||||||
3,085 | Taubman Centers, Inc. | 228,074 | 0.1 | |||||||||||
11,277 | Ventas, Inc. | 705,038 | 0.2 | |||||||||||
13,768,528 | 4.6 | |||||||||||||
Telecommunication Services: 0.5% | ||||||||||||||
8,422 | @ | SBA Communications Corp. | 869,656 | 0.3 |
See Accompanying Notes to Financial Statements
69 |
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
17,330 | @ | Zayo Group Holdings, Inc. | 569,464 | 0.2 | ||||||||||
1,439,120 | 0.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $185,156,025) | 291,551,641 | 98.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.3% | ||||||||||||||
Securities Lending Collateralcc: 4.8% | ||||||||||||||
3,392,560 | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $3,392,750, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $3,460,608, due 12/31/17-10/20/46) | 3,392,560 | 1.2 | |||||||||||
3,392,560 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,392,746, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,460,411, due 01/25/17-10/20/66) | 3,392,560 | 1.1 | |||||||||||
3,392,560 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $3,392,753, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,460,411, due 03/02/17-02/01/49) | 3,392,560 | 1.2 | |||||||||||
714,005 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $714,044, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $728,285, due 10/31/18-11/30/22) | 714,005 | 0.2 |
3,392,560 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,392,746, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,460,411, due 01/15/17-08/20/66) | 3,392,560 | 1.1 | |||||||||||
14,284,245 | 4.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.5% | ||||||||||||||
4,389,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $4,389,000) | 4,389,000 | 1.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $18,673,245) | 18,673,245 | 6.3 | ||||||||||||
Total Investments in Securities (Cost $203,829,270) | $ | 310,224,886 | 104.9 | |||||||||||
Liabilities in Excess of Other Assets | (14,376,904 | ) | (4.9 | ) | ||||||||||
Net Assets | $ | 295,847,982 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $204,639,259.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 114,034,967 | ||
Gross Unrealized Depreciation | (8,449,340 | ) | ||
Net Unrealized Appreciation | $ | 105,585,627 |
See Accompanying Notes to Financial Statements
70 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.2% | ||||||||||||||
Consumer Discretionary: 14.9% | ||||||||||||||
28,963 | @ | Adient plc | 1,697,232 | 0.1 | ||||||||||
22,116 | Advance Auto Parts, Inc. | 3,740,258 | 0.2 | |||||||||||
18,599 | @ | AMC Networks, Inc. | 973,472 | 0.1 | ||||||||||
75,620 | Aramark | 2,701,146 | 0.1 | |||||||||||
20,300 | @ | Autonation, Inc. | 987,595 | 0.1 | ||||||||||
9,222 | @ | Autozone, Inc. | 7,283,443 | 0.4 | ||||||||||
46,395 | Bed Bath & Beyond, Inc. | 1,885,493 | 0.1 | |||||||||||
86,582 | Best Buy Co., Inc. | 3,694,454 | 0.2 | |||||||||||
67,822 | BorgWarner, Inc. | 2,674,900 | 0.1 | |||||||||||
15,453 | L | Brinker International, Inc. | 765,387 | 0.0 | ||||||||||
28,509 | Brunswick Corp. | 1,554,881 | 0.1 | |||||||||||
21,929 | @ | Burlington Stores, Inc. | 1,858,483 | 0.1 | ||||||||||
15,620 | @ | Cabela's, Inc. | 914,551 | 0.1 | ||||||||||
1,464 | Cable One, Inc. | 910,213 | 0.1 | |||||||||||
23,297 | CalAtlantic Group, Inc. | 792,331 | 0.0 | |||||||||||
60,373 | @ | Carmax, Inc. | 3,887,417 | 0.2 | ||||||||||
15,791 | Carter's, Inc. | 1,364,184 | 0.1 | |||||||||||
8,822 | @ | Chipotle Mexican Grill, Inc. | 3,328,717 | 0.2 | ||||||||||
10,568 | Choice Hotels International, Inc. | 592,336 | 0.0 | |||||||||||
33,423 | Cinemark Holdings, Inc. | 1,282,106 | 0.1 | |||||||||||
11,522 | Clear Channel Outdoor Holdings, Inc. | 58,186 | 0.0 | |||||||||||
87,065 | Coach, Inc. | 3,049,016 | 0.2 | |||||||||||
23,253 | CST Brands, Inc. | 1,119,632 | 0.1 | |||||||||||
36,378 | Darden Restaurants, Inc. | 2,645,408 | 0.1 | |||||||||||
85,524 | Delphi Automotive PLC | 5,760,041 | 0.3 | |||||||||||
27,545 | Dick's Sporting Goods, Inc. | 1,462,639 | 0.1 | |||||||||||
5,599 | Dillard's, Inc. | 351,001 | 0.0 | |||||||||||
47,210 | @,L | Discovery Communications, Inc. - Class A | 1,294,026 | 0.1 | ||||||||||
69,520 | @ | Discovery Communications, Inc. - Class C | 1,861,746 | 0.1 | ||||||||||
89,180 | Dollar General Corp. | 6,605,563 | 0.3 | |||||||||||
70,822 | @ | Dollar Tree, Inc. | 5,466,042 | 0.3 | ||||||||||
15,584 | Domino's Pizza, Inc. | 2,481,596 | 0.1 | |||||||||||
105,357 | D.R. Horton, Inc. | 2,879,407 | 0.1 | |||||||||||
28,912 | Dunkin' Brands Group, Inc. | 1,516,145 | 0.1 | |||||||||||
37,288 | Expedia, Inc. | 4,223,985 | 0.2 | |||||||||||
23,640 | Extended Stay America, Inc. | 381,786 | 0.0 | |||||||||||
42,158 | Foot Locker, Inc. | 2,988,581 | 0.2 | |||||||||||
31,943 | GameStop Corp. | 806,880 | 0.0 | |||||||||||
70,173 | Gap, Inc. | 1,574,682 | 0.1 | |||||||||||
35,142 | Garmin Ltd. | 1,704,036 | 0.1 | |||||||||||
89,301 | Gentex Corp. | 1,758,337 | 0.1 | |||||||||||
45,640 | Genuine Parts Co. | 4,360,446 | 0.2 | |||||||||||
83,159 | Goodyear Tire & Rubber Co. | 2,567,118 | 0.1 | |||||||||||
1,356 | Graham Holdings Co. | 694,204 | 0.0 | |||||||||||
117,356 | @ | Groupon, Inc. | 389,622 | 0.0 | ||||||||||
64,899 | H&R Block, Inc. | 1,492,028 | 0.1 | |||||||||||
117,723 | Hanesbrands, Inc. | 2,539,285 | 0.1 |
56,562 | Harley-Davidson, Inc. | 3,299,827 | 0.2 | |||||||||||
21,988 | Harman International Industries, Inc. | 2,444,186 | 0.1 | |||||||||||
35,101 | Hasbro, Inc. | 2,730,507 | 0.1 | |||||||||||
163,708 | Hilton Worldwide Holdings, Inc. | 4,452,858 | 0.2 | |||||||||||
10,209 | @ | Hyatt Hotels Corp. | 564,149 | 0.0 | ||||||||||
29,369 | International Game Technology PLC | 749,497 | 0.0 | |||||||||||
125,390 | Interpublic Group of Cos., Inc. | 2,935,380 | 0.2 | |||||||||||
95,934 | @,L | JC Penney Co., Inc. | 797,212 | 0.0 | ||||||||||
13,833 | John Wiley & Sons, Inc. | 753,899 | 0.0 | |||||||||||
41,021 | @ | Kate Spade & Co. | 765,862 | 0.0 | ||||||||||
57,689 | Kohl's Corp. | 2,848,683 | 0.1 | |||||||||||
75,731 | L Brands, Inc. | 4,986,129 | 0.3 | |||||||||||
23,050 | Lear Corp. | 3,051,128 | 0.2 | |||||||||||
41,376 | Leggett & Platt, Inc. | 2,022,459 | 0.1 | |||||||||||
56,444 | Lennar Corp. - Class A | 2,423,141 | 0.1 | |||||||||||
3,192 | Lennar Corp. - Class B | 110,124 | 0.0 | |||||||||||
28,391 | @ | Liberty Media Corp. - SiriusXM A | 980,057 | 0.1 | ||||||||||
57,205 | @ | Liberty Media Corp. - SiriusXM C | 1,940,394 | 0.1 | ||||||||||
7,955 | @ | Liberty Broadband Corp. - A | 576,419 | 0.0 | ||||||||||
32,243 | @ | Liberty Broadband Corp. - C | 2,388,239 | 0.1 | ||||||||||
16,606 | @ | Liberty Expedia Holdings, Inc. | 658,760 | 0.0 | ||||||||||
138,662 | @ | Liberty Interactive Corp. QVC Group | 2,770,467 | 0.1 | ||||||||||
24,931 | @ | Liberty Ventures | 919,206 | 0.1 | ||||||||||
14,624 | Lions Gate Entertainment Corp. | 393,386 | 0.0 | |||||||||||
32,455 | @ | Lions Gate Entertainment Corp. | 796,446 | 0.0 | ||||||||||
41,355 | @ | Live Nation Entertainment, Inc. | 1,100,043 | 0.1 | ||||||||||
95,316 | @ | LKQ Corp. | 2,921,435 | 0.2 | ||||||||||
30,394 | @ | Lululemon Athletica, Inc. | 1,975,306 | 0.1 | ||||||||||
96,361 | Macy's, Inc. | 3,450,687 | 0.2 | |||||||||||
6,122 | @ | Madison Square Garden Co. | 1,049,984 | 0.1 | ||||||||||
100,918 | Marriott International, Inc. | 8,343,900 | 0.4 | |||||||||||
106,533 | Mattel, Inc. | 2,934,984 | 0.2 | |||||||||||
148,094 | @ | MGM Resorts International | 4,269,550 | 0.2 | ||||||||||
50,481 | @ | Michael Kors Holdings Ltd. | 2,169,673 | 0.1 | ||||||||||
29,779 | @ | Michaels Cos, Inc. | 608,981 | 0.0 | ||||||||||
19,258 | @ | Mohawk Industries, Inc. | 3,845,437 | 0.2 | ||||||||||
11,552 | @ | Murphy USA, Inc. | 710,101 | 0.0 | ||||||||||
147,389 | Newell Brands, Inc. | 6,580,919 | 0.3 | |||||||||||
119,821 | News Corp - Class A | 1,373,149 | 0.1 | |||||||||||
38,900 | News Corp - Class B | 459,020 | 0.0 | |||||||||||
38,467 | L | Nordstrom, Inc. | 1,843,723 | 0.1 | ||||||||||
49,648 | @ | Norwegian Cruise Line Holdings Ltd. | 2,111,529 | 0.1 | ||||||||||
1,104 | @ | NVR, Inc. | 1,842,576 | 0.1 | ||||||||||
74,033 | Omnicom Group | 6,300,949 | 0.3 | |||||||||||
29,627 | @ | O'Reilly Automotive, Inc. | 8,248,453 | 0.4 | ||||||||||
7,044 | @ | Panera Bread Co. | 1,444,654 | 0.1 | ||||||||||
11,997 | Penske Auto Group, Inc. | 621,924 | 0.0 | |||||||||||
18,985 | L | Polaris Industries, Inc. | 1,564,174 | 0.1 |
See Accompanying Notes to Financial Statements
71 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
12,737 | Pool Corp. | 1,328,979 | 0.1 | |||||||||||
107,575 | Pulte Group, Inc. | 1,977,229 | 0.1 | |||||||||||
25,205 | PVH Corp. | 2,274,499 | 0.1 | |||||||||||
17,812 | Ralph Lauren Corp. | 1,608,780 | 0.1 | |||||||||||
25,905 | Regal Entertainment Group | 533,643 | 0.0 | |||||||||||
123,417 | Ross Stores, Inc. | 8,096,155 | 0.4 | |||||||||||
52,607 | Royal Caribbean Cruises Ltd. | 4,315,878 | 0.2 | |||||||||||
46,095 | @ | Sally Beauty Holdings, Inc. | 1,217,830 | 0.1 | ||||||||||
25,980 | Scripps Networks Interactive - Class A | 1,854,193 | 0.1 | |||||||||||
59,183 | Service Corp. International | 1,680,797 | 0.1 | |||||||||||
42,758 | @ | ServiceMaster Global Holdings, Inc. | 1,610,694 | 0.1 | ||||||||||
21,804 | Signet Jewelers Ltd. | 2,055,245 | 0.1 | |||||||||||
555,874 | L | Sirius XM Holdings, Inc. | 2,473,639 | 0.1 | ||||||||||
22,550 | Six Flags Entertainment Corp. | 1,352,098 | 0.1 | |||||||||||
40,634 | @ | Skechers USA, Inc. | 998,784 | 0.1 | ||||||||||
203,268 | Staples, Inc. | 1,839,575 | 0.1 | |||||||||||
68,614 | TEGNA, Inc. | 1,467,653 | 0.1 | |||||||||||
16,624 | @,L | Tempur Sealy International, Inc. | 1,135,087 | 0.1 | ||||||||||
15,162 | Thor Industries, Inc. | 1,516,958 | 0.1 | |||||||||||
34,185 | L | Tiffany & Co. | 2,646,945 | 0.1 | ||||||||||
48,751 | @ | Toll Brothers, Inc. | 1,511,281 | 0.1 | ||||||||||
41,680 | Tractor Supply Co. | 3,159,761 | 0.2 | |||||||||||
24,221 | Tribune Media Co. | 847,251 | 0.0 | |||||||||||
35,948 | @ | TripAdvisor, Inc. | 1,666,909 | 0.1 | ||||||||||
15,684 | Tupperware Brands Corp. | 825,292 | 0.0 | |||||||||||
18,283 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 4,661,068 | 0.2 | ||||||||||
57,741 | @,L | Under Armour, Inc. - Class A | 1,677,376 | 0.1 | ||||||||||
58,408 | @ | Under Armour, Inc. - Class C | 1,470,129 | 0.1 | ||||||||||
27,874 | @ | Urban Outfitters, Inc. | 793,852 | 0.0 | ||||||||||
12,119 | Vail Resorts, Inc. | 1,954,916 | 0.1 | |||||||||||
3,294 | Viacom, Inc. | 126,819 | 0.0 | |||||||||||
107,732 | Viacom, Inc. - Class B | 3,781,393 | 0.2 | |||||||||||
18,914 | @ | Vista Outdoor, Inc. | 697,927 | 0.0 | ||||||||||
10,658 | Visteon Corp. | 856,264 | 0.0 | |||||||||||
65,372 | Wendy's Company | 883,829 | 0.0 | |||||||||||
23,204 | Whirlpool Corp. | 4,217,791 | 0.2 | |||||||||||
27,871 | Williams-Sonoma, Inc. | 1,348,678 | 0.1 | |||||||||||
34,378 | Wyndham Worldwide Corp. | 2,625,448 | 0.1 | |||||||||||
24,966 | L | Wynn Resorts Ltd. | 2,159,809 | 0.1 | ||||||||||
294,300,057 | 14.9 | |||||||||||||
Consumer Staples: 4.9% | ||||||||||||||
19,125 | @ | Blue Buffalo Pet Products, Inc. | 459,765 | 0.0 | ||||||||||
16,950 | Brown-Forman Corp. - Class A | 783,938 | 0.0 | |||||||||||
58,190 | Brown-Forman Corp. - Class B | 2,613,895 | 0.1 | |||||||||||
43,410 | Bunge Ltd. | 3,135,938 | 0.2 | |||||||||||
58,221 | Campbell Soup Co. | 3,520,624 | 0.2 | |||||||||||
12,258 | Casey's General Stores, Inc. | 1,457,231 | 0.1 | |||||||||||
80,138 | Church & Dwight Co., Inc. | 3,541,298 | 0.2 |
40,471 | Clorox Co. | 4,857,330 | 0.2 | |||||||||||
136,946 | Conagra Brands, Inc. | 5,416,214 | 0.3 | |||||||||||
142,511 | Coty, Inc - Class A | 2,609,376 | 0.1 | |||||||||||
57,900 | Dr Pepper Snapple Group, Inc. | 5,249,793 | 0.3 | |||||||||||
18,594 | @ | Edgewell Personal Care Co. | 1,357,176 | 0.1 | ||||||||||
19,176 | Energizer Holdings, Inc. | 855,441 | 0.0 | |||||||||||
53,920 | Flowers Foods, Inc. | 1,076,782 | 0.1 | |||||||||||
32,068 | @ | Hain Celestial Group, Inc. | 1,251,614 | 0.1 | ||||||||||
23,254 | @,L | Herbalife Ltd. | 1,119,448 | 0.1 | ||||||||||
43,805 | Hershey Co. | 4,530,751 | 0.2 | |||||||||||
84,578 | Hormel Foods Corp. | 2,944,160 | 0.1 | |||||||||||
22,406 | Ingredion, Inc. | 2,799,854 | 0.1 | |||||||||||
36,198 | JM Smucker Co. | 4,635,516 | 0.2 | |||||||||||
77,834 | Kellogg Co. | 5,737,144 | 0.3 | |||||||||||
45,972 | @ | Lamb Weston Holdings, Inc. | 1,740,040 | 0.1 | ||||||||||
36,123 | McCormick & Co., Inc. | 3,371,360 | 0.2 | |||||||||||
58,380 | Mead Johnson Nutrition Co. | 4,130,969 | 0.2 | |||||||||||
53,711 | Molson Coors Brewing Co. | 5,226,617 | 0.3 | |||||||||||
17,147 | Nu Skin Enterprises, Inc. | 819,284 | 0.0 | |||||||||||
18,967 | �� | L | Pilgrim's Pride Corp. | 360,183 | 0.0 | |||||||||
36,429 | Pinnacle Foods, Inc. | 1,947,130 | 0.1 | |||||||||||
20,215 | @ | Post Holdings, Inc. | 1,625,084 | 0.1 | ||||||||||
321,205 | @ | Rite Aid Corp. | 2,646,729 | 0.1 | ||||||||||
7,665 | Spectrum Brands Holdings, Inc. | 937,660 | 0.0 | |||||||||||
41,251 | @ | Sprouts Farmers Market, Inc. | 780,469 | 0.0 | ||||||||||
17,276 | @ | TreeHouse Foods, Inc. | 1,247,155 | 0.1 | ||||||||||
91,302 | Tyson Foods, Inc. | 5,631,507 | 0.3 | |||||||||||
14,292 | @ | US Foods Holding Corp. | 392,744 | 0.0 | ||||||||||
54,271 | @ | WhiteWave Foods Co. | 3,017,468 | 0.2 | ||||||||||
99,517 | Whole Foods Market, Inc. | 3,061,143 | 0.2 | |||||||||||
96,888,830 | 4.9 | |||||||||||||
Energy: 6.4% | ||||||||||||||
56,703 | @ | Antero Resources Corp. | 1,341,026 | 0.1 | ||||||||||
137,358 | Baker Hughes, Inc. | 8,924,149 | 0.5 | |||||||||||
143,796 | Cabot Oil & Gas Corp. | 3,359,075 | 0.2 | |||||||||||
62,297 | @ | Cheniere Energy, Inc. | 2,580,965 | 0.1 | ||||||||||
191,935 | @ | Chesapeake Energy Corp. | 1,347,384 | 0.1 | ||||||||||
29,215 | Cimarex Energy Co. | 3,970,318 | 0.2 | |||||||||||
44,143 | @ | Concho Resources, Inc./Midland TX | 5,853,362 | 0.3 | ||||||||||
71,591 | Consol Energy, Inc. | 1,305,104 | 0.1 | |||||||||||
27,318 | @ | Continental Resources, Inc. | 1,407,970 | 0.1 | ||||||||||
163,798 | Devon Energy Corp. | 7,480,655 | 0.4 | |||||||||||
20,647 | Diamond Offshore Drilling | 365,452 | 0.0 | |||||||||||
24,337 | @ | Diamondback Energy, Inc. | 2,459,497 | 0.1 | ||||||||||
11,829 | @ | Dril-Quip, Inc. | 710,331 | 0.0 | ||||||||||
94,388 | Ensco PLC | 917,451 | 0.0 | |||||||||||
53,782 | EQT Corp. | 3,517,343 | 0.2 | |||||||||||
11,519 | @ | Extraction Oil & Gas, Inc. | 230,841 | 0.0 | ||||||||||
70,414 | @ | FMC Technologies, Inc. | 2,501,809 | 0.1 | ||||||||||
11,525 | L | Frank's International N.V. | 141,873 | 0.0 |
See Accompanying Notes to Financial Statements
72 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
39,182 | @ | Gulfport Energy Corp. | 847,898 | 0.0 | ||||||||||
30,312 | L | Helmerich & Payne, Inc. | 2,346,149 | 0.1 | ||||||||||
88,296 | Hess Corp. | 5,499,958 | 0.3 | |||||||||||
51,102 | HollyFrontier Corp. | 1,674,102 | 0.1 | |||||||||||
50,513 | @ | Kosmos Energy, LLC | 354,096 | 0.0 | ||||||||||
44,891 | @ | Laredo Petroleum, Inc. | 634,759 | 0.0 | ||||||||||
264,848 | Marathon Oil Corp. | 4,584,519 | 0.2 | |||||||||||
164,882 | Marathon Petroleum Corp. | 8,301,809 | 0.4 | |||||||||||
51,465 | Murphy Oil Corp. | 1,602,105 | 0.1 | |||||||||||
86,866 | Nabors Industries Ltd. | 1,424,602 | 0.1 | |||||||||||
118,056 | National Oilwell Varco, Inc. | 4,420,017 | 0.2 | |||||||||||
61,992 | @ | Newfield Exploration Co. | 2,510,676 | 0.1 | ||||||||||
77,709 | Noble Corp. PLC | 460,037 | 0.0 | |||||||||||
133,180 | Noble Energy, Inc. | 5,068,831 | 0.3 | |||||||||||
30,540 | Oceaneering International, Inc. | 861,533 | 0.0 | |||||||||||
65,328 | Oneok, Inc. | 3,750,480 | 0.2 | |||||||||||
51,202 | @ | Parsley Energy, Inc. | 1,804,358 | 0.1 | ||||||||||
45,064 | Patterson-UTI Energy, Inc. | 1,213,123 | 0.1 | |||||||||||
30,495 | L | PBF Energy, Inc. | 850,201 | 0.0 | ||||||||||
75,275 | QEP Resources, Inc. | 1,385,813 | 0.1 | |||||||||||
63,837 | Range Resources Corp. | 2,193,439 | 0.1 | |||||||||||
48,567 | @ | Rice Energy, Inc. | 1,036,905 | 0.1 | ||||||||||
39,323 | Rowan Companies PLC | 742,811 | 0.0 | |||||||||||
18,765 | L | RPC, Inc. | 371,735 | 0.0 | ||||||||||
30,243 | SM Energy Co. | 1,042,779 | 0.1 | |||||||||||
154,556 | @ | Southwestern Energy Co. | 1,672,296 | 0.1 | ||||||||||
47,034 | Superior Energy Services | 793,934 | 0.0 | |||||||||||
51,676 | Targa Resources Corp. | 2,897,473 | 0.1 | |||||||||||
37,288 | Tesoro Corp. | 3,260,836 | 0.2 | |||||||||||
108,814 | @,L | Transocean Ltd. | 1,603,918 | 0.1 | ||||||||||
48,509 | United States Steel Corp. | 1,601,282 | 0.1 | |||||||||||
306,142 | @,L | Weatherford International PLC | 1,527,649 | 0.1 | ||||||||||
63,127 | @ | Whiting Petroleum Corp. | 758,787 | 0.0 | ||||||||||
215,795 | Williams Cos., Inc. | 6,719,856 | 0.3 | |||||||||||
21,574 | World Fuel Services Corp. | 990,462 | 0.1 | |||||||||||
104,991 | @ | WPX Energy, Inc. | 1,529,719 | 0.1 | ||||||||||
126,753,552 | 6.4 | |||||||||||||
Financials: 13.3% | ||||||||||||||
16,796 | @ | Affiliated Managers Group, Inc. | 2,440,459 | 0.1 | ||||||||||
104,580 | AGNC Investment Corp. | 1,896,035 | 0.1 | |||||||||||
4,644 | @ | Alleghany Corp. | 2,824,109 | 0.1 | ||||||||||
27,599 | Allied World Assurance Co. Holdings Ltd. | 1,482,342 | 0.1 | |||||||||||
138,682 | Ally Financial, Inc. | 2,637,732 | 0.1 | |||||||||||
21,387 | American Financial Group, Inc. | 1,884,622 | 0.1 | |||||||||||
2,361 | American National Insurance Co. | 294,204 | 0.0 | |||||||||||
49,038 | Ameriprise Financial, Inc. | 5,440,276 | 0.3 | |||||||||||
27,515 | Amtrust Financial Services, Inc. | 753,361 | 0.0 | |||||||||||
317,905 | Annaly Capital Management, Inc. | 3,169,513 | 0.2 | |||||||||||
35,804 | @ | Arch Capital Group Ltd. | 3,089,527 | 0.2 |
54,777 | Arthur J. Gallagher & Co. | 2,846,213 | 0.1 | |||||||||||
11,974 | Artisan Partners Asset Management, Inc. | 356,227 | 0.0 | |||||||||||
18,743 | Aspen Insurance Holdings Ltd. | 1,030,865 | 0.1 | |||||||||||
46,979 | Associated Banc-Corp. | 1,160,381 | 0.1 | |||||||||||
17,797 | Assurant, Inc. | 1,652,629 | 0.1 | |||||||||||
41,955 | Assured Guaranty Ltd. | 1,584,640 | 0.1 | |||||||||||
28,830 | Axis Capital Holdings Ltd. | 1,881,734 | 0.1 | |||||||||||
13,367 | L | Bank of Hawaii Corp. | 1,185,519 | 0.1 | ||||||||||
30,985 | BankUnited, Inc. | 1,167,825 | 0.1 | |||||||||||
8,021 | BOK Financial Corp. | 666,064 | 0.0 | |||||||||||
36,695 | Brown & Brown, Inc. | 1,646,138 | 0.1 | |||||||||||
25,534 | L | CBOE Holdings, Inc. | 1,886,707 | 0.1 | ||||||||||
58,499 | Chimera Investment Corp. | 995,653 | 0.1 | |||||||||||
46,826 | Cincinnati Financial Corp. | 3,547,070 | 0.2 | |||||||||||
62,178 | CIT Group, Inc. | 2,653,757 | 0.1 | |||||||||||
165,951 | Citizens Financial Group, Inc. | 5,912,834 | 0.3 | |||||||||||
8,707 | CNA Financial Corp. | 361,341 | 0.0 | |||||||||||
54,511 | Comerica, Inc. | 3,712,744 | 0.2 | |||||||||||
27,314 | Commerce Bancshares, Inc. | 1,579,022 | 0.1 | |||||||||||
2,645 | @,L | Credit Acceptance Corp. | 575,314 | 0.0 | ||||||||||
16,748 | L | Cullen/Frost Bankers, Inc. | 1,477,676 | 0.1 | ||||||||||
8,158 | @ | Donnelley Financial Solutions, Inc. | 187,471 | 0.0 | ||||||||||
87,205 | @ | E*Trade Financial Corp. | 3,021,653 | 0.2 | ||||||||||
44,774 | East-West Bancorp., Inc. | 2,275,862 | 0.1 | |||||||||||
34,606 | Eaton Vance Corp. | 1,449,299 | 0.1 | |||||||||||
20,150 | Endurance Specialty Holdings Ltd. | 1,861,860 | 0.1 | |||||||||||
7,612 | Erie Indemnity Co. | 855,969 | 0.0 | |||||||||||
13,084 | Everest Re Group Ltd. | 2,831,378 | 0.1 | |||||||||||
12,486 | Factset Research Systems, Inc. | 2,040,587 | 0.1 | |||||||||||
29,185 | Federated Investors, Inc. | 825,352 | 0.0 | |||||||||||
239,472 | Fifth Third Bancorp | 6,458,560 | 0.3 | |||||||||||
33,601 | First American Financial Corp. | 1,230,805 | 0.1 | |||||||||||
7,681 | First Hawaiian, Inc. | 267,452 | 0.0 | |||||||||||
72,634 | First Horizon National Corp. | 1,453,406 | 0.1 | |||||||||||
45,540 | First Republic Bank | 4,196,056 | 0.2 | |||||||||||
82,010 | FNF Group | 2,785,060 | 0.1 | |||||||||||
13,191 | Hanover Insurance Group, Inc. | 1,200,513 | 0.1 | |||||||||||
122,632 | Hartford Financial Services Group, Inc. | 5,843,415 | 0.3 | |||||||||||
335,926 | Huntington Bancshares, Inc. | 4,440,942 | 0.2 | |||||||||||
19,735 | Interactive Brokers Group, Inc. | 720,525 | 0.0 | |||||||||||
128,471 | Invesco Ltd. | 3,897,810 | 0.2 | |||||||||||
337,795 | Keycorp | 6,171,515 | 0.3 | |||||||||||
40,190 | Lazard Ltd. | 1,651,407 | 0.1 | |||||||||||
32,853 | Legg Mason, Inc. | 982,633 | 0.1 | |||||||||||
102,616 | Leucadia National Corp. | 2,385,822 | 0.1 | |||||||||||
74,612 | Lincoln National Corp. | 4,944,537 | 0.3 | |||||||||||
87,489 | Loews Corp. | 4,097,110 | 0.2 |
See Accompanying Notes to Financial Statements
73 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
26,821 | LPL Financial Holdings, Inc. | 944,367 | 0.1 | |||||||||||
46,855 | M&T Bank Corp. | 7,329,528 | 0.4 | |||||||||||
4,264 | @ | Markel Corp. | 3,856,788 | 0.2 | ||||||||||
11,438 | MarketAxess Holdings, Inc. | 1,680,471 | 0.1 | |||||||||||
8,729 | Mercury General Corp. | 525,573 | 0.0 | |||||||||||
115,360 | MFA Financial, Inc. | 880,197 | 0.0 | |||||||||||
52,929 | Moody's Corp. | 4,989,617 | 0.3 | |||||||||||
5,753 | Morningstar, Inc. | 423,191 | 0.0 | |||||||||||
28,413 | MSCI, Inc. - Class A | 2,238,376 | 0.1 | |||||||||||
34,995 | Nasdaq, Inc. | 2,348,864 | 0.1 | |||||||||||
94,440 | Navient Corp. | 1,551,649 | 0.1 | |||||||||||
148,165 | New York Community Bancorp., Inc. | 2,357,305 | 0.1 | |||||||||||
64,856 | Northern Trust Corp. | 5,775,427 | 0.3 | |||||||||||
57,622 | NorthStar Asset Management Group, Inc. | 859,720 | 0.0 | |||||||||||
76,268 | Old Republic International Corp. | 1,449,092 | 0.1 | |||||||||||
16,955 | @ | OneMain Holdings, Inc. | 375,384 | 0.0 | ||||||||||
37,033 | PacWest Bancorp | 2,016,077 | 0.1 | |||||||||||
96,711 | People's United Financial, Inc. | 1,872,325 | 0.1 | |||||||||||
32,282 | Popular, Inc. | 1,414,597 | 0.1 | |||||||||||
83,824 | Principal Financial Group, Inc. | 4,850,057 | 0.2 | |||||||||||
16,380 | ProAssurance Corp. | 920,556 | 0.0 | |||||||||||
182,262 | Progressive Corp. | 6,470,301 | 0.3 | |||||||||||
39,457 | Raymond James Financial, Inc. | 2,733,186 | 0.1 | |||||||||||
397,321 | Regions Financial Corp. | 5,705,530 | 0.3 | |||||||||||
19,944 | Reinsurance Group of America, Inc. | 2,509,554 | 0.1 | |||||||||||
13,334 | RenaissanceRe Holdings Ltd. | 1,816,357 | 0.1 | |||||||||||
33,892 | @ | Santander Consumer USA Holdings, Inc. | 457,542 | 0.0 | ||||||||||
40,256 | SEI Investments Co. | 1,987,036 | 0.1 | |||||||||||
16,483 | @ | Signature Bank | 2,475,747 | 0.1 | ||||||||||
134,354 | @ | SLM Corp. | 1,480,581 | 0.1 | ||||||||||
78,282 | Starwood Property Trust, Inc. | 1,718,290 | 0.1 | |||||||||||
157,249 | SunTrust Banks, Inc. | 8,625,108 | 0.4 | |||||||||||
16,162 | @ | SVB Financial Group | 2,774,369 | 0.1 | ||||||||||
262,160 | Synchrony Financial | 9,508,543 | 0.5 | |||||||||||
39,251 | Synovus Financial Corp. | 1,612,431 | 0.1 | |||||||||||
76,050 | T. Rowe Price Group, Inc. | 5,723,523 | 0.3 | |||||||||||
49,020 | TCF Financial Corp. | 960,302 | 0.1 | |||||||||||
77,630 | TD Ameritrade Holding Corp. | 3,384,668 | 0.2 | |||||||||||
18,285 | TFS Financial Corp. | 348,146 | 0.0 | |||||||||||
37,086 | Torchmark Corp. | 2,735,463 | 0.1 | |||||||||||
108,005 | Two Harbors Investment Corp. | 941,804 | 0.0 | |||||||||||
74,328 | Unum Group | 3,265,229 | 0.2 | |||||||||||
23,678 | Validus Holdings Ltd. | 1,302,527 | 0.1 | |||||||||||
63,869 | ** | Voya Financial, Inc. | 2,504,942 | 0.1 | ||||||||||
29,416 | @ | Western Alliance Bancorp. | 1,432,853 | 0.1 | ||||||||||
1,326 | White Mountains Insurance Group Ltd. | 1,108,602 | 0.1 | |||||||||||
29,893 | WR Berkley Corp. | 1,988,183 | 0.1 | |||||||||||
82,406 | XL Group Ltd. | 3,070,448 | 0.2 |
62,858 | Zions Bancorp. | 2,705,408 | 0.1 | |||||||||||
261,875,366 | 13.3 | |||||||||||||
Health Care: 8.8% | ||||||||||||||
12,508 | @ | Abiomed, Inc. | 1,409,401 | 0.1 | ||||||||||
22,755 | @,L | Acadia Healthcare Co., Inc. | 753,191 | 0.0 | ||||||||||
29,825 | @,L | Acadia Pharmaceuticals, Inc. | 860,153 | 0.0 | ||||||||||
101,579 | Agilent Technologies, Inc. | 4,627,939 | 0.2 | |||||||||||
9,928 | @,L | Agios Pharmaceuticals, Inc. | 414,295 | 0.0 | ||||||||||
26,248 | @ | Akorn, Inc. | 572,994 | 0.0 | ||||||||||
27,001 | @ | Alere, Inc. | 1,052,229 | 0.1 | ||||||||||
22,534 | @ | Align Technology, Inc. | 2,166,193 | 0.1 | ||||||||||
46,950 | @ | Alkermes PLC | 2,609,481 | 0.1 | ||||||||||
58,378 | @ | Allscripts-Misys Healthcare Solutions, Inc. | 596,039 | 0.0 | ||||||||||
23,592 | @,L | Alnylam Pharmaceuticals, Inc. | 883,284 | 0.0 | ||||||||||
51,571 | AmerisourceBergen Corp. | 4,032,337 | 0.2 | |||||||||||
12,278 | @,L | Athenahealth, Inc. | 1,291,277 | 0.1 | ||||||||||
53,336 | @ | BioMarin Pharmaceutical, Inc. | 4,418,354 | 0.2 | ||||||||||
6,539 | @ | Bio-Rad Laboratories, Inc. | 1,191,929 | 0.1 | ||||||||||
11,586 | Bio-Techne Corp. | 1,191,388 | 0.1 | |||||||||||
57,410 | @ | Brookdale Senior Living, Inc. | 713,032 | 0.0 | ||||||||||
32,664 | Bruker Corp. | 691,824 | 0.0 | |||||||||||
52,217 | @ | Centene Corp. | 2,950,783 | 0.1 | ||||||||||
91,867 | @ | Cerner Corp. | 4,351,740 | 0.2 | ||||||||||
14,567 | @ | Charles River Laboratories International, Inc. | 1,109,860 | 0.1 | ||||||||||
14,835 | Cooper Cos., Inc. | 2,595,087 | 0.1 | |||||||||||
23,009 | CR Bard, Inc. | 5,169,202 | 0.3 | |||||||||||
52,361 | @ | DaVita, Inc. | 3,361,576 | 0.2 | ||||||||||
71,819 | Dentsply Sirona, Inc. | 4,146,111 | 0.2 | |||||||||||
25,907 | @ | DexCom, Inc. | 1,546,648 | 0.1 | ||||||||||
66,142 | @ | Edwards Lifesciences Corp. | 6,197,505 | 0.3 | ||||||||||
63,868 | @ | Endo International PLC | 1,051,906 | 0.1 | ||||||||||
36,388 | @ | Envision Healthcare Corp. | 2,302,997 | 0.1 | ||||||||||
25,575 | @ | Henry Schein, Inc. | 3,879,983 | 0.2 | ||||||||||
20,630 | Hill-Rom Holdings, Inc. | 1,158,168 | 0.1 | |||||||||||
87,144 | @ | Hologic, Inc. | 3,496,217 | 0.2 | ||||||||||
27,715 | @ | Idexx Laboratories, Inc. | 3,250,138 | 0.2 | ||||||||||
45,814 | @ | Illumina, Inc. | 5,866,025 | 0.3 | ||||||||||
50,833 | @ | Incyte Corp., Ltd. | 5,097,025 | 0.3 | ||||||||||
18,987 | @ | Inovalon Holdings, Inc. | 195,566 | 0.0 | ||||||||||
5,258 | @,L | Intercept Pharmaceuticals, Inc. | 571,282 | 0.0 | ||||||||||
17,725 | @,L | Intrexon Corp. | 430,718 | 0.0 | ||||||||||
11,840 | @ | Intuitive Surgical, Inc. | 7,508,573 | 0.4 | ||||||||||
37,672 | @ | Ionis Pharmaceuticals, Inc. | 1,801,852 | 0.1 | ||||||||||
20,115 | @,L | Juno Therapeutics, Inc. | 379,168 | 0.0 | ||||||||||
31,967 | @ | Laboratory Corp. of America Holdings | 4,103,923 | 0.2 | ||||||||||
11,657 | @ | LifePoint Health, Inc. | 662,118 | 0.0 | ||||||||||
34,147 | @ | Mallinckrodt PLC - W/I | 1,701,204 | 0.1 | ||||||||||
28,652 | @ | Mednax, Inc. | 1,909,942 | 0.1 |
See Accompanying Notes to Financial Statements
74 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
8,197 | @ | Mettler Toledo International, Inc. | 3,430,936 | 0.2 | ||||||||||
27,115 | @ | Neurocrine Biosciences, Inc. | 1,049,351 | 0.1 | ||||||||||
100,463 | @,L | Opko Health, Inc. | 934,306 | 0.0 | ||||||||||
10,275 | @ | Patheon NV | 294,995 | 0.0 | ||||||||||
26,173 | Patterson Cos., Inc. | 1,073,878 | 0.1 | |||||||||||
34,244 | PerkinElmer, Inc. | 1,785,825 | 0.1 | |||||||||||
43,009 | Perrigo Co. PLC | 3,579,639 | 0.2 | |||||||||||
14,640 | @ | Premier, Inc. | 444,470 | 0.0 | ||||||||||
71,203 | @ | Qiagen NV | 1,995,108 | 0.1 | ||||||||||
44,223 | Quest Diagnostics, Inc. | 4,064,094 | 0.2 | |||||||||||
43,878 | @ | Quintiles IMS Holdings, Inc. | 3,336,922 | 0.2 | ||||||||||
43,493 | Resmed, Inc. | 2,698,741 | 0.1 | |||||||||||
30,013 | @,L | Seattle Genetics, Inc. | 1,583,786 | 0.1 | ||||||||||
87,182 | St. Jude Medical, Inc. | 6,991,125 | 0.4 | |||||||||||
13,636 | Teleflex, Inc. | 2,197,441 | 0.1 | |||||||||||
25,706 | @ | Tenet Healthcare Corp. | 381,477 | 0.0 | ||||||||||
13,783 | @,L | United Therapeutics Corp. | 1,976,896 | 0.1 | ||||||||||
26,732 | Universal Health Services, Inc. | 2,843,750 | 0.1 | |||||||||||
29,758 | @ | Varian Medical Systems, Inc. | 2,671,673 | 0.1 | ||||||||||
24,505 | @ | VCA, Inc. | 1,682,268 | 0.1 | ||||||||||
30,261 | @ | Veeva Systems, Inc. | 1,231,623 | 0.1 | ||||||||||
24,381 | @ | VWR Corp. | 610,256 | 0.0 | ||||||||||
23,982 | @ | Waters Corp. | 3,222,941 | 0.2 | ||||||||||
13,954 | @ | WellCare Health Plans, Inc. | 1,912,814 | 0.1 | ||||||||||
22,394 | West Pharmaceutical Services, Inc. | 1,899,683 | 0.1 | |||||||||||
57,826 | Zimmer Biomet Holdings, Inc. | 5,967,643 | 0.3 | |||||||||||
142,833 | Zoetis, Inc. | 7,645,850 | 0.4 | |||||||||||
173,778,148 | 8.8 | |||||||||||||
Industrials: 13.4% | ||||||||||||||
13,586 | Acuity Brands, Inc. | 3,136,464 | 0.2 | |||||||||||
47,997 | @ | Aecom Technology Corp. | 1,745,171 | 0.1 | ||||||||||
21,936 | AGCO Corp. | 1,269,217 | 0.1 | |||||||||||
30,038 | Air Lease Corp. | 1,031,205 | 0.1 | |||||||||||
37,381 | Alaska Air Group, Inc. | 3,316,816 | 0.2 | |||||||||||
29,952 | Allegion Public Ltd. | 1,916,928 | 0.1 | |||||||||||
44,612 | Allison Transmission Holdings, Inc. | 1,502,978 | 0.1 | |||||||||||
1,917 | Amerco, Inc. | 708,504 | 0.0 | |||||||||||
165,723 | American Airlines Group, Inc. | 7,737,607 | 0.4 | |||||||||||
71,950 | Ametek, Inc. | 3,496,770 | 0.2 | |||||||||||
45,491 | AO Smith Corp. | 2,153,999 | 0.1 | |||||||||||
137,234 | Arconic, Inc. | 2,544,318 | 0.1 | |||||||||||
14,528 | @,L | Armstrong World Industries, Inc. | 607,270 | 0.0 | ||||||||||
24,315 | @ | Avis Budget Group, Inc. | 891,874 | 0.0 | ||||||||||
31,872 | BE Aerospace, Inc. | 1,918,376 | 0.1 | |||||||||||
29,425 | BWX Technologies, Inc. | 1,168,172 | 0.1 | |||||||||||
19,536 | Carlisle Cos., Inc. | 2,154,625 | 0.1 | |||||||||||
44,456 | CH Robinson Worldwide, Inc. | 3,256,847 | 0.2 | |||||||||||
32,543 | Chicago Bridge & Iron Co. NV | 1,033,240 | 0.1 | |||||||||||
27,723 | Cintas Corp. | 3,203,670 | 0.2 | |||||||||||
16,309 | @ | Clean Harbors, Inc. | 907,596 | 0.0 | ||||||||||
30,975 | @ | Colfax Corp. | 1,112,932 | 0.1 |
9,719 | Copa Holdings S.A. | 882,777 | 0.0 | |||||||||||
30,835 | @ | Copart, Inc. | 1,708,567 | 0.1 | ||||||||||
37,344 | Covanta Holding Corp. | 582,566 | 0.0 | |||||||||||
15,358 | Crane Co. | 1,107,619 | 0.1 | |||||||||||
49,468 | Cummins, Inc. | 6,760,792 | 0.3 | |||||||||||
39,990 | Donaldson Co., Inc. | 1,682,779 | 0.1 | |||||||||||
47,907 | Dover Corp. | 3,589,671 | 0.2 | |||||||||||
11,467 | Dun & Bradstreet Corp. | 1,391,176 | 0.1 | |||||||||||
37,011 | Equifax, Inc. | 4,375,811 | 0.2 | |||||||||||
56,725 | Expeditors International Washington, Inc. | 3,004,156 | 0.2 | |||||||||||
89,924 | Fastenal Co. | 4,224,629 | 0.2 | |||||||||||
40,555 | Flowserve Corp. | 1,948,668 | 0.1 | |||||||||||
43,523 | Fluor Corp. | 2,285,828 | 0.1 | |||||||||||
47,689 | Fortune Brands Home & Security, Inc. | 2,549,454 | 0.1 | |||||||||||
17,837 | @ | Genesee & Wyoming, Inc. | 1,238,066 | 0.1 | ||||||||||
17,422 | Graco, Inc. | 1,447,594 | 0.1 | |||||||||||
62,774 | @ | HD Supply Holdings, Inc. | 2,668,523 | 0.1 | ||||||||||
6,231 | Heico Corp. | 480,722 | 0.0 | |||||||||||
11,921 | Heico Corp. - Class A | 809,436 | 0.0 | |||||||||||
7,741 | @ | Herc Holdings, Inc. | 310,879 | 0.0 | ||||||||||
23,166 | @ | Hertz Global Holdings, Inc. | 499,459 | 0.0 | ||||||||||
29,223 | Hexcel Corp. | 1,503,231 | 0.1 | |||||||||||
17,133 | Hubbell, Inc. | 1,999,421 | 0.1 | |||||||||||
14,535 | Huntington Ingalls Industries, Inc. | 2,677,202 | 0.1 | |||||||||||
23,727 | IDEX Corp. | 2,136,854 | 0.1 | |||||||||||
80,625 | Ingersoll-Rand PLC - Class A | 6,050,100 | 0.3 | |||||||||||
28,453 | ITT, Inc. | 1,097,432 | 0.1 | |||||||||||
37,399 | @ | Jacobs Engineering Group, Inc. | 2,131,743 | 0.1 | ||||||||||
27,670 | JB Hunt Transport Services, Inc. | 2,685,927 | 0.1 | |||||||||||
100,527 | @ | JetBlue Airways Corp. | 2,253,815 | 0.1 | ||||||||||
287,573 | Johnson Controls International plc | 11,845,132 | 0.6 | |||||||||||
33,628 | Kansas City Southern | 2,853,336 | 0.1 | |||||||||||
42,976 | KAR Auction Services, Inc. | 1,831,637 | 0.1 | |||||||||||
44,545 | KBR, Inc. | 743,456 | 0.0 | |||||||||||
16,622 | @ | Kirby Corp. | 1,105,363 | 0.1 | ||||||||||
23,953 | L-3 Communications Holdings, Inc. | 3,643,491 | 0.2 | |||||||||||
13,164 | Landstar System, Inc. | 1,122,889 | 0.1 | |||||||||||
12,391 | Lennox International, Inc. | 1,897,929 | 0.1 | |||||||||||
19,260 | Lincoln Electric Holdings, Inc. | 1,476,664 | 0.1 | |||||||||||
8,180 | LSC Communications, Inc. | 242,782 | 0.0 | |||||||||||
23,359 | Macquarie Infrastructure Co. LLC | 1,908,430 | 0.1 | |||||||||||
39,529 | @ | Manitowoc Foodservice, Inc. | 764,096 | 0.0 | ||||||||||
20,939 | Manpowergroup, Inc. | 1,860,849 | 0.1 | |||||||||||
103,666 | Masco Corp. | 3,277,919 | 0.2 | |||||||||||
17,676 | @ | Middleby Corp. | 2,276,846 | 0.1 | ||||||||||
13,768 | MSC Industrial Direct Co. | 1,272,026 | 0.1 | |||||||||||
112,587 | Nielsen NV | 4,723,025 | 0.2 | |||||||||||
17,796 | Nordson Corp. | 1,994,042 | 0.1 |
See Accompanying Notes to Financial Statements
75 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
21,058 | @ | Old Dominion Freight Line | 1,806,566 | 0.1 | ||||||||||
18,395 | Orbital ATK, Inc. | 1,613,793 | 0.1 | |||||||||||
22,955 | Oshkosh Corp. | 1,483,123 | 0.1 | |||||||||||
36,146 | Owens Corning, Inc. | 1,863,688 | 0.1 | |||||||||||
107,317 | Paccar, Inc. | 6,857,556 | 0.3 | |||||||||||
41,835 | Parker Hannifin Corp. | 5,856,900 | 0.3 | |||||||||||
51,931 | Pentair PLC | 2,911,771 | 0.1 | |||||||||||
58,866 | Pitney Bowes, Inc. | 894,175 | 0.0 | |||||||||||
45,447 | @ | Quanta Services, Inc. | 1,583,828 | 0.1 | ||||||||||
13,882 | Regal-Beloit Corp. | 961,328 | 0.0 | |||||||||||
73,658 | Republic Services, Inc. | 4,202,189 | 0.2 | |||||||||||
40,165 | Robert Half International, Inc. | 1,959,249 | 0.1 | |||||||||||
40,696 | Rockwell Automation, Inc. | 5,469,542 | 0.3 | |||||||||||
40,668 | Rockwell Collins, Inc. | 3,772,364 | 0.2 | |||||||||||
29,913 | Rollins, Inc. | 1,010,461 | 0.1 | |||||||||||
31,272 | Roper Technologies, Inc. | 5,725,278 | 0.3 | |||||||||||
22,228 | L | RR Donnelley & Sons Co. | 362,761 | 0.0 | ||||||||||
16,879 | Ryder System, Inc. | 1,256,473 | 0.1 | |||||||||||
18,061 | Snap-On, Inc. | 3,093,307 | 0.2 | |||||||||||
38,096 | Spirit Aerosystems Holdings, Inc. | 2,222,902 | 0.1 | |||||||||||
22,497 | @ | Spirit Airlines, Inc. | 1,301,676 | 0.1 | ||||||||||
46,865 | Stanley Black & Decker, Inc. | 5,374,947 | 0.3 | |||||||||||
25,740 | @ | Stericycle, Inc. | 1,983,010 | 0.1 | ||||||||||
32,999 | Terex Corp. | 1,040,458 | 0.1 | |||||||||||
84,228 | Textron, Inc. | 4,090,112 | 0.2 | |||||||||||
21,935 | Timken Co. | 870,819 | 0.0 | |||||||||||
33,686 | Toro Co. | 1,884,732 | 0.1 | |||||||||||
15,650 | TransDigm Group, Inc. | 3,896,224 | 0.2 | |||||||||||
16,989 | @ | TransUnion | 525,470 | 0.0 | ||||||||||
47,073 | Trinity Industries, Inc. | 1,306,746 | 0.1 | |||||||||||
99,384 | @ | United Continental Holdings, Inc. | 7,243,106 | 0.4 | ||||||||||
27,571 | @ | United Rentals, Inc. | 2,910,946 | 0.1 | ||||||||||
27,223 | @,L | USG Corp. | 786,200 | 0.0 | ||||||||||
6,925 | Valmont Industries, Inc. | 975,732 | 0.0 | |||||||||||
47,894 | @ | Verisk Analytics, Inc. | 3,887,556 | 0.2 | ||||||||||
16,657 | @ | Wabco Holdings, Inc. | 1,768,141 | 0.1 | ||||||||||
26,867 | L | Wabtec Corp. | 2,230,498 | 0.1 | ||||||||||
8,184 | Watsco, Inc. | 1,212,214 | 0.1 | |||||||||||
15,105 | @ | Wesco International, Inc. | 1,005,238 | 0.0 | ||||||||||
17,289 | WW Grainger, Inc. | 4,015,370 | 0.2 | |||||||||||
55,881 | Xylem, Inc. | 2,767,227 | 0.1 | |||||||||||
263,723,064 | 13.4 | |||||||||||||
Information Technology: 14.4% | ||||||||||||||
53,811 | @ | Akamai Technologies, Inc. | 3,588,117 | 0.2 | ||||||||||
18,029 | Alliance Data Systems Corp. | 4,119,626 | 0.2 | |||||||||||
46,233 | Amdocs Ltd. | 2,693,072 | 0.1 | |||||||||||
93,969 | Amphenol Corp. | 6,314,717 | 0.3 | |||||||||||
96,148 | Analog Devices, Inc. | 6,982,268 | 0.4 | |||||||||||
27,456 | @ | Ansys, Inc. | 2,539,405 | 0.1 | ||||||||||
12,306 | @,L | Arista Networks, Inc. | 1,190,852 | 0.1 | ||||||||||
59,011 | @ | ARRIS International PLC | 1,778,001 | 0.1 | ||||||||||
28,367 | @ | Arrow Electronics, Inc. | 2,022,567 | 0.1 | ||||||||||
8,390 | @ | Atlassian Corp. PLC | 202,031 | 0.0 | ||||||||||
66,180 | @ | Autodesk, Inc. | 4,897,982 | 0.2 | ||||||||||
40,400 | Avnet, Inc. | 1,923,444 | 0.1 |
7,450 | @,L | Black Knight Financial Services, Inc. | 281,610 | 0.0 | ||||||||||
35,829 | Booz Allen Hamilton Holding Corp. | 1,292,352 | 0.1 | |||||||||||
36,755 | Broadridge Financial Solutions, Inc. ADR | 2,436,856 | 0.1 | |||||||||||
126,246 | Brocade Communications Systems, Inc. | 1,576,812 | 0.1 | |||||||||||
91,058 | CA, Inc. | 2,892,913 | 0.1 | |||||||||||
93,403 | @ | Cadence Design Systems, Inc. | 2,355,624 | 0.1 | ||||||||||
48,555 | CDK Global, Inc. | 2,898,248 | 0.1 | |||||||||||
50,793 | CDW Corp. | 2,645,807 | 0.1 | |||||||||||
48,465 | @ | Citrix Systems, Inc. | 4,328,409 | 0.2 | ||||||||||
25,598 | Cognex Corp. | 1,628,545 | 0.1 | |||||||||||
4,370 | @ | CommerceHub, Inc. Series A | 65,594 | 0.0 | ||||||||||
9,031 | @ | CommerceHub, Inc. Series C | 135,736 | 0.0 | ||||||||||
40,342 | @ | CommScope Holding Co., Inc. | 1,500,722 | 0.1 | ||||||||||
43,258 | Computer Sciences Corp. | 2,570,390 | 0.1 | |||||||||||
27,843 | @ | CoreLogic, Inc. | 1,025,458 | 0.0 | ||||||||||
9,970 | @ | CoStar Group, Inc. | 1,879,245 | 0.1 | ||||||||||
31,048 | @,L | Cree, Inc. | 819,357 | 0.0 | ||||||||||
51,528 | CSRA, Inc. | 1,640,651 | 0.1 | |||||||||||
97,282 | Cypress Semiconductor Corp. | 1,112,906 | 0.1 | |||||||||||
15,844 | Dolby Laboratories, Inc. | 715,990 | 0.0 | |||||||||||
10,261 | DST Systems, Inc. | 1,099,466 | 0.1 | |||||||||||
14,188 | @ | EchoStar Corp. | 729,121 | 0.0 | ||||||||||
91,166 | @ | Electronic Arts, Inc. | 7,180,234 | 0.4 | ||||||||||
15,729 | @ | Euronet Worldwide, Inc. | 1,139,251 | 0.1 | ||||||||||
20,953 | @ | F5 Networks, Inc. | 3,032,318 | 0.2 | ||||||||||
101,760 | Fidelity National Information Services, Inc. | 7,697,126 | 0.4 | |||||||||||
48,524 | @,L | FireEye, Inc. | 577,436 | 0.0 | ||||||||||
98,619 | @ | First Data Corp. | 1,399,404 | 0.1 | ||||||||||
23,610 | @,L | First Solar, Inc. | 757,645 | 0.0 | ||||||||||
69,552 | @ | Fiserv, Inc. | 7,391,987 | 0.4 | ||||||||||
40,463 | @,L | Fitbit, Inc. | 296,189 | 0.0 | ||||||||||
28,614 | @ | FleetCor Technologies, Inc. | 4,049,453 | 0.2 | ||||||||||
43,193 | Flir Systems, Inc. | 1,563,155 | 0.1 | |||||||||||
45,674 | @ | Fortinet, Inc. | 1,375,701 | 0.1 | ||||||||||
24,955 | @ | Gartner, Inc. | 2,522,202 | 0.1 | ||||||||||
47,416 | @ | Genpact Ltd. | 1,154,105 | 0.1 | ||||||||||
47,903 | Global Payments, Inc. | 3,324,947 | 0.2 | |||||||||||
14,915 | @,L | GoDaddy, Inc. | 521,279 | 0.0 | ||||||||||
22,800 | @ | Guidewire Software, Inc. | 1,124,724 | 0.1 | ||||||||||
38,985 | Harris Corp. | 3,994,793 | 0.2 | |||||||||||
22,183 | IAC/InterActiveCorp | 1,437,237 | 0.1 | |||||||||||
11,029 | @ | IPG Photonics Corp. | 1,088,673 | 0.1 | ||||||||||
58,958 | Jabil Circuit, Inc. | 1,395,536 | 0.1 | |||||||||||
24,584 | Jack Henry & Associates, Inc. | 2,182,567 | 0.1 | |||||||||||
116,627 | Juniper Networks, Inc. | 3,295,879 | 0.2 | |||||||||||
53,573 | @ | Keysight Technologies, Inc. | 1,959,165 | 0.1 | ||||||||||
48,735 | KLA-Tencor Corp. | 3,834,470 | 0.2 | |||||||||||
49,963 | Lam Research Corp. | 5,282,588 | 0.3 | |||||||||||
41,197 | Leidos Holdings, Inc. | 2,106,815 | 0.1 | |||||||||||
74,398 | Linear Technology Corp. | 4,638,715 | 0.2 |
See Accompanying Notes to Financial Statements
76 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
22,606 | @ | Manhattan Associates, Inc. | 1,198,796 | 0.1 | ||||||||||
126,944 | Marvell Technology Group Ltd. | 1,760,713 | 0.1 | |||||||||||
9,509 | @,L | Match Group, Inc. | 162,604 | 0.0 | ||||||||||
88,316 | Maxim Integrated Products | 3,406,348 | 0.2 | |||||||||||
65,655 | Microchip Technology, Inc. | 4,211,768 | 0.2 | |||||||||||
324,516 | @ | Micron Technology, Inc. | 7,113,391 | 0.4 | ||||||||||
54,565 | Motorola Solutions, Inc. | 4,522,893 | 0.2 | |||||||||||
32,306 | National Instruments Corp. | 995,671 | 0.0 | |||||||||||
38,968 | @ | NCR Corp. | 1,580,542 | 0.1 | ||||||||||
90,559 | NetApp, Inc. | 3,194,016 | 0.2 | |||||||||||
70,452 | @ | Nuance Communications, Inc. | 1,049,735 | 0.1 | ||||||||||
4,676 | @,L | Nutanix, Inc. | 124,195 | 0.0 | ||||||||||
159,585 | Nvidia Corp. | 17,034,103 | 0.9 | |||||||||||
129,998 | @ | ON Semiconductor Corp. | 1,658,774 | 0.1 | ||||||||||
27,146 | @ | Palo Alto Networks, Inc. | 3,394,607 | 0.2 | ||||||||||
68,690 | @,L | Pandora Media, Inc. | 895,718 | 0.0 | ||||||||||
101,044 | Paychex, Inc. | 6,151,559 | 0.3 | |||||||||||
35,920 | @ | PTC, Inc. | 1,662,018 | 0.1 | ||||||||||
39,899 | @ | Qorvo, Inc. | 2,103,874 | 0.1 | ||||||||||
56,551 | @ | Red Hat, Inc. | 3,941,605 | 0.2 | ||||||||||
65,342 | Sabre Corp. | 1,630,283 | 0.1 | |||||||||||
49,243 | @ | ServiceNow, Inc. | 3,660,725 | 0.2 | ||||||||||
59,285 | Skyworks Solutions, Inc. | 4,426,218 | 0.2 | |||||||||||
40,899 | @ | Splunk, Inc. | 2,091,984 | 0.1 | ||||||||||
16,643 | @ | Square, Inc. | 226,844 | 0.0 | ||||||||||
53,032 | SS&C Technologies Holdings, Inc. | 1,516,715 | 0.1 | |||||||||||
18,887 | @,L | SunPower Corp. | 124,843 | 0.0 | ||||||||||
191,725 | Symantec Corp. | 4,580,310 | 0.2 | |||||||||||
47,216 | @ | Synopsys, Inc. | 2,779,134 | 0.1 | ||||||||||
17,157 | @ | Tableau Software, Inc. | 723,168 | 0.0 | ||||||||||
40,448 | @ | Teradata Corp. | 1,098,972 | 0.1 | ||||||||||
63,990 | Teradyne, Inc. | 1,625,346 | 0.1 | |||||||||||
51,863 | Total System Services, Inc. | 2,542,843 | 0.1 | |||||||||||
78,593 | @ | Trimble, Inc. | 2,369,579 | 0.1 | ||||||||||
6,109 | @,L | Twilio, Inc. | 176,245 | 0.0 | ||||||||||
197,972 | @ | Twitter, Inc. | 3,226,944 | 0.2 | ||||||||||
10,423 | @ | Tyler Technologies, Inc. | 1,488,092 | 0.1 | ||||||||||
8,659 | @ | Ultimate Software Group, Inc. | 1,578,969 | 0.1 | ||||||||||
48,369 | @ | Vantiv, Inc. | 2,883,760 | 0.1 | ||||||||||
34,217 | @ | VeriFone Holdings, Inc. | 606,667 | 0.0 | ||||||||||
29,637 | @,L | VeriSign, Inc. | 2,254,487 | 0.1 | ||||||||||
88,439 | Western Digital Corp. | 6,009,430 | 0.3 | |||||||||||
153,703 | Western Union Co. | 3,338,429 | 0.2 | |||||||||||
12,156 | @ | WEX, Inc. | 1,356,610 | 0.1 | ||||||||||
36,381 | @,L | Workday, Inc. | 2,404,420 | 0.1 | ||||||||||
314,472 | Xerox Corp. | 2,745,341 | 0.1 | |||||||||||
79,339 | Xilinx, Inc. | 4,789,695 | 0.2 | |||||||||||
21,275 | @ | Yelp, Inc. | 811,216 | 0.0 | ||||||||||
16,338 | @ | Zebra Technologies Corp. | 1,401,147 | 0.1 | ||||||||||
16,406 | @,L | Zillow Group, Inc. - Class A | 597,999 | 0.0 | ||||||||||
32,298 | @,L | Zillow Group, Inc. - Class C | 1,177,908 | 0.1 | ||||||||||
226,786 | @ | Zynga, Inc. | 582,840 | 0.0 | ||||||||||
283,197,581 | 14.4 |
Materials: 5.5% | ||||||||||||||
34,971 | Albemarle Corp. | 3,010,304 | 0.2 | |||||||||||
46,211 | Alcoa Corp. | 1,297,605 | 0.1 | |||||||||||
19,541 | Aptargroup, Inc. | 1,435,287 | 0.1 | |||||||||||
19,381 | Ashland Global Holdings, Inc. | 2,118,150 | 0.1 | |||||||||||
27,786 | Avery Dennison Corp. | 1,951,133 | 0.1 | |||||||||||
51,905 | @ | Axalta Coating Systems Ltd. | 1,411,816 | 0.1 | ||||||||||
53,389 | Ball Corp. | 4,007,912 | 0.2 | |||||||||||
29,708 | Bemis Co., Inc. | 1,420,637 | 0.1 | |||||||||||
38,095 | @ | Berry Plastics Group, Inc. | 1,856,369 | 0.1 | ||||||||||
19,089 | Cabot Corp. | 964,758 | 0.1 | |||||||||||
46,072 | Celanese Corp. | 3,627,709 | 0.2 | |||||||||||
72,912 | CF Industries Holdings, Inc. | 2,295,270 | 0.1 | |||||||||||
10,524 | Compass Minerals International, Inc. | 824,555 | 0.0 | |||||||||||
42,005 | @ | Crown Holdings, Inc. | 2,208,203 | 0.1 | ||||||||||
19,477 | Domtar Corp. | 760,187 | 0.0 | |||||||||||
14,744 | Eagle Materials, Inc. | 1,452,726 | 0.1 | |||||||||||
46,149 | Eastman Chemical Co. | 3,470,866 | 0.2 | |||||||||||
41,700 | FMC Corp. | 2,358,552 | 0.1 | |||||||||||
415,878 | @ | Freeport-McMoRan, Inc. | 5,485,431 | 0.3 | ||||||||||
100,553 | Graphic Packaging Holding Co. | 1,254,901 | 0.1 | |||||||||||
62,424 | Huntsman Corp. | 1,191,050 | 0.1 | |||||||||||
24,901 | International Flavors & Fragrances, Inc. | 2,934,085 | 0.1 | |||||||||||
128,552 | International Paper Co. | 6,820,969 | 0.3 | |||||||||||
19,841 | Martin Marietta Materials, Inc. | 4,395,377 | 0.2 | |||||||||||
109,297 | Mosaic Co. | 3,205,681 | 0.2 | |||||||||||
2,295 | NewMarket Corp. | 972,713 | 0.1 | |||||||||||
166,201 | Newmont Mining Corp. | 5,662,468 | 0.3 | |||||||||||
99,668 | Nucor Corp. | 5,932,239 | 0.3 | |||||||||||
50,351 | @ | Owens-Illinois, Inc. | 876,611 | 0.0 | ||||||||||
29,181 | Packaging Corp. of America | 2,475,132 | 0.1 | |||||||||||
60,877 | @ | Platform Specialty Products Corp. | 597,203 | 0.0 | ||||||||||
21,915 | Reliance Steel & Aluminum Co. | 1,743,119 | 0.1 | |||||||||||
20,494 | Royal Gold, Inc. | 1,298,295 | 0.1 | |||||||||||
40,702 | RPM International, Inc. | 2,190,989 | 0.1 | |||||||||||
14,223 | Scotts Miracle-Gro Co. | 1,359,008 | 0.1 | |||||||||||
61,342 | Sealed Air Corp. | 2,781,246 | 0.1 | |||||||||||
11,617 | Silgan Holdings, Inc. | 594,558 | 0.0 | |||||||||||
31,306 | Sonoco Products Co. | 1,649,826 | 0.1 | |||||||||||
26,112 | Southern Copper Corp. | 834,017 | 0.0 | |||||||||||
73,286 | Steel Dynamics, Inc. | 2,607,516 | 0.1 | |||||||||||
93,914 | Tahoe Resources, Inc. | 884,670 | 0.0 | |||||||||||
24,502 | Valspar Corp. | 2,538,652 | 0.1 | |||||||||||
10,849 | L | Valvoline, Inc. | 233,254 | 0.0 | ||||||||||
41,383 | Vulcan Materials Co. | 5,179,083 | 0.3 | |||||||||||
11,857 | Westlake Chemical Corp. | 663,873 | 0.0 | |||||||||||
78,221 | WestRock Co. | 3,971,280 | 0.2 | |||||||||||
22,208 | WR Grace & Co. | 1,502,149 | 0.1 | |||||||||||
108,307,434 | 5.5 | |||||||||||||
Real Estate: 9.6% | ||||||||||||||
24,059 | Alexandria Real Estate Equities, Inc. | 2,673,677 | 0.1 | |||||||||||
40,801 | American Campus Communities, Inc. | 2,030,666 | 0.1 |
See Accompanying Notes to Financial Statements
77 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
51,934 | American Homes 4 Rent | 1,089,575 | 0.1 | |||||||||||
48,616 | Apartment Investment & Management Co. | 2,209,597 | 0.1 | |||||||||||
51,271 | Apple Hospitality REIT, Inc. | 1,024,395 | 0.0 | |||||||||||
42,973 | AvalonBay Communities, Inc. | 7,612,667 | 0.4 | |||||||||||
47,954 | Boston Properties, Inc. | 6,031,654 | 0.3 | |||||||||||
53,666 | Brandywine Realty Trust | 886,026 | 0.0 | |||||||||||
60,290 | Brixmor Property Group, Inc. | 1,472,282 | 0.1 | |||||||||||
26,668 | Camden Property Trust | 2,241,979 | 0.1 | |||||||||||
26,247 | Care Capital Properties, Inc. | 656,175 | 0.0 | |||||||||||
93,695 | @ | CBRE Group, Inc. | 2,950,456 | 0.1 | ||||||||||
38,626 | Columbia Property Trust, Inc. | 834,322 | 0.0 | |||||||||||
38,125 | @ | Communications Sales & Leasing, Inc. | 968,756 | 0.0 | ||||||||||
36,424 | CoreCivic, Inc. | 890,931 | 0.0 | |||||||||||
29,450 | Corporate Office Properties Trust SBI MD | 919,429 | 0.0 | |||||||||||
55,971 | CubeSmart | 1,498,344 | 0.1 | |||||||||||
22,074 | CyrusOne, Inc. | 987,370 | 0.0 | |||||||||||
28,375 | DCT Industrial Trust, Inc. | 1,358,595 | 0.1 | |||||||||||
97,082 | DDR Corp. | 1,482,442 | 0.1 | |||||||||||
49,828 | Digital Realty Trust, Inc. | 4,896,099 | 0.2 | |||||||||||
44,072 | Douglas Emmett, Inc. | 1,611,272 | 0.1 | |||||||||||
108,095 | Duke Realty Corp. | 2,871,003 | 0.1 | |||||||||||
37,888 | Empire State Realty Trust, Inc. | 764,959 | 0.0 | |||||||||||
19,888 | EPR Properties | 1,427,362 | 0.1 | |||||||||||
21,695 | Equinix, Inc. | 7,754,010 | 0.4 | |||||||||||
38,471 | @ | Equity Commonwealth | 1,163,363 | 0.1 | ||||||||||
24,091 | Equity Lifestyle Properties, Inc. | 1,736,961 | 0.1 | |||||||||||
28,583 | Equity One, Inc. | 877,212 | 0.0 | |||||||||||
20,360 | Essex Property Trust, Inc. | 4,733,700 | 0.2 | |||||||||||
37,638 | Extra Space Storage, Inc. | 2,907,159 | 0.1 | |||||||||||
22,067 | Federal Realty Investment Trust | 3,135,941 | 0.2 | |||||||||||
71,992 | Forest City Realty Trust, Inc. | 1,500,313 | 0.1 | |||||||||||
59,023 | Gaming and Leisure Properties, Inc. | 1,807,284 | 0.1 | |||||||||||
179,986 | General Growth Properties, Inc. | 4,496,050 | 0.2 | |||||||||||
146,134 | HCP, Inc. | 4,343,103 | 0.2 | |||||||||||
42,598 | Healthcare Trust of America, Inc. | 1,240,028 | 0.1 | |||||||||||
30,220 | Highwoods Properties, Inc. | 1,541,522 | 0.1 | |||||||||||
50,655 | Hospitality Properties Trust | 1,607,790 | 0.1 | |||||||||||
229,985 | Host Hotels & Resorts, Inc. | 4,332,917 | 0.2 | |||||||||||
11,394 | @ | Howard Hughes Corp. | 1,300,055 | 0.1 | ||||||||||
81,286 | Iron Mountain, Inc. | 2,640,169 | 0.1 | |||||||||||
14,191 | Jones Lang LaSalle, Inc. | 1,433,859 | 0.1 | |||||||||||
27,597 | Kilroy Realty Corp. | 2,020,652 | 0.1 | |||||||||||
126,083 | Kimco Realty Corp. | 3,172,248 | 0.2 | |||||||||||
25,863 | Lamar Advertising Co. | 1,739,028 | 0.1 | |||||||||||
46,088 | Liberty Property Trust | 1,820,476 | 0.1 | |||||||||||
14,255 | Life Storage, Inc. | 1,215,381 | 0.1 |
44,805 | Macerich Co. | 3,173,986 | 0.2 | |||||||||||
35,197 | Mid-America Apartment Communities, Inc. | 3,446,490 | 0.2 | |||||||||||
45,041 | National Retail Properties, Inc. | 1,990,812 | 0.1 | |||||||||||
56,077 | NorthStar Realty Finance Corp. | 849,567 | 0.0 | |||||||||||
58,044 | Omega Healthcare Investors, Inc. | 1,814,455 | 0.1 | |||||||||||
43,116 | Outfront Media, Inc. | 1,072,295 | 0.1 | |||||||||||
56,182 | Paramount Group, Inc. | 898,350 | 0.0 | |||||||||||
45,221 | Piedmont Office Realty Trust, Inc. | 945,571 | 0.0 | |||||||||||
163,658 | ProLogis, Inc. | 8,639,506 | 0.4 | |||||||||||
30,087 | @ | Quality Care Properties, Inc. | 466,349 | 0.0 | ||||||||||
38,296 | Rayonier, Inc. | 1,018,674 | 0.0 | |||||||||||
45,573 | Realogy Holdings Corp. | 1,172,593 | 0.1 | |||||||||||
80,548 | Realty Income Corp. | 4,629,899 | 0.2 | |||||||||||
32,171 | Regency Centers Corp. | 2,218,191 | 0.1 | |||||||||||
74,852 | Retail Properties of America, Inc. | 1,147,481 | 0.1 | |||||||||||
74,242 | Senior Housing Properties Trust | 1,405,401 | 0.1 | |||||||||||
30,456 | SL Green Realty Corp. | 3,275,543 | 0.2 | |||||||||||
151,278 | Spirit Realty Capital, Inc. | 1,642,879 | 0.1 | |||||||||||
47,117 | STORE Capital Corp. | 1,164,261 | 0.1 | |||||||||||
20,952 | Sun Communities, Inc. | 1,605,133 | 0.1 | |||||||||||
29,119 | Tanger Factory Outlet Centers, Inc. | 1,041,878 | 0.1 | |||||||||||
18,457 | Taubman Centers, Inc. | 1,364,526 | 0.1 | |||||||||||
82,785 | UDR, Inc. | 3,019,997 | 0.2 | |||||||||||
105,902 | Ventas, Inc. | 6,620,993 | 0.3 | |||||||||||
302,355 | VEREIT, Inc. | 2,557,923 | 0.1 | |||||||||||
53,785 | Vornado Realty Trust | 5,613,541 | 0.3 | |||||||||||
36,703 | Weingarten Realty Investors | 1,313,600 | 0.1 | |||||||||||
111,944 | Welltower, Inc. | 7,492,412 | 0.4 | |||||||||||
232,405 | Weyerhaeuser Co. | 6,993,066 | 0.4 | |||||||||||
32,318 | WP Carey, Inc. | 1,909,671 | 0.1 | |||||||||||
190,414,297 | 9.6 | |||||||||||||
Telecommunication Services: 1.0% | ||||||||||||||
168,004 | CenturyLink, Inc. | 3,995,135 | 0.2 | |||||||||||
368,286 | L | Frontier Communications Corp. | 1,244,807 | 0.1 | ||||||||||
91,576 | @ | Level 3 Communications, Inc. | 5,161,223 | 0.3 | ||||||||||
38,879 | @ | SBA Communications Corp. | 4,014,645 | 0.2 | ||||||||||
237,138 | @,L | Sprint Corp. | 1,996,702 | 0.1 | ||||||||||
29,752 | Telephone & Data Systems, Inc. | 858,940 | 0.0 | |||||||||||
4,355 | @ | United States Cellular Corp. | 190,401 | 0.0 | ||||||||||
51,488 | @ | Zayo Group Holdings, Inc. | 1,691,896 | 0.1 | ||||||||||
19,153,749 | 1.0 | |||||||||||||
Utilities: 6.0% | ||||||||||||||
206,137 | AES Corp. | 2,395,312 | 0.1 | |||||||||||
70,967 | Alliant Energy Corp. | 2,688,940 | 0.1 | |||||||||||
75,814 | Ameren Corp. | 3,977,202 | 0.2 | |||||||||||
55,637 | American Water Works Co., Inc. | 4,025,893 | 0.2 | |||||||||||
56,011 | Aqua America, Inc. | 1,682,570 | 0.1 | |||||||||||
31,572 | Atmos Energy Corp. | 2,341,064 | 0.1 |
See Accompanying Notes to Financial Statements
78 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
17,585 | Avangrid, Inc. | 666,120 | 0.0 | |||||||||||
112,775 | @ | Calpine Corp. | 1,289,018 | 0.1 | ||||||||||
134,849 | Centerpoint Energy, Inc. | 3,322,679 | 0.2 | |||||||||||
86,990 | CMS Energy Corp. | 3,620,524 | 0.2 | |||||||||||
95,600 | Consolidated Edison, Inc. | 7,043,808 | 0.4 | |||||||||||
56,137 | DTE Energy Co. | 5,530,056 | 0.3 | |||||||||||
99,179 | Edison International | 7,139,896 | 0.4 | |||||||||||
30,576 | Energen Corp. | 1,763,318 | 0.1 | |||||||||||
55,914 | Entergy Corp. | 4,108,002 | 0.2 | |||||||||||
99,224 | Eversource Energy | 5,480,141 | 0.3 | |||||||||||
132,949 | FirstEnergy Corp. | 4,117,431 | 0.2 | |||||||||||
67,856 | Great Plains Energy, Inc. | 1,855,862 | 0.1 | |||||||||||
33,491 | Hawaiian Electric Industries | 1,107,547 | 0.0 | |||||||||||
61,182 | MDU Resources Group, Inc. | 1,760,206 | 0.1 | |||||||||||
23,218 | National Fuel Gas Co. | 1,315,068 | 0.1 | |||||||||||
100,515 | NiSource, Inc. | 2,225,402 | 0.1 | |||||||||||
99,215 | NRG Energy, Inc. | 1,216,376 | 0.1 | |||||||||||
62,175 | OGE Energy Corp. | 2,079,754 | 0.1 | |||||||||||
34,601 | Pinnacle West Capital Corp. | 2,699,916 | 0.1 | |||||||||||
212,710 | PPL Corp. | 7,242,775 | 0.4 | |||||||||||
158,597 | Public Service Enterprise Group, Inc. | 6,959,236 | 0.3 | |||||||||||
40,690 | SCANA Corp. | 2,981,763 | 0.1 | |||||||||||
78,329 | Sempra Energy | 7,883,031 | 0.4 | |||||||||||
53,720 | UGI Corp. | 2,475,418 | 0.1 | |||||||||||
26,160 | Vectren Corp. | 1,364,244 | 0.1 | |||||||||||
98,812 | WEC Energy Group, Inc. | 5,795,324 | 0.3 | |||||||||||
44,163 | Westar Energy, Inc. | 2,488,585 | 0.1 | |||||||||||
159,357 | Xcel Energy, Inc. | 6,485,830 | 0.3 | |||||||||||
119,128,311 | 6.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,088,461,058) | 1,937,520,389 | 98.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.0% | ||||||||||||||
Securities Lending Collateralcc: 2.1% | ||||||||||||||
2,054,986 | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,055,101, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $2,096,205, due 12/31/17-10/20/46) | 2,054,986 | 0.1 |
9,764,319 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $9,764,854, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $9,959,605, due 01/25/17-10/20/66) | 9,764,319 | 0.5 | |||||||||||
9,764,319 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $9,764,875, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $9,959,606, due 03/02/17-02/01/49) | 9,764,319 | 0.5 | |||||||||||
9,764,319 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $9,764,854, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $9,959,606, due 01/15/17-08/20/66) | 9,764,319 | 0.5 | |||||||||||
9,764,319 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/16, 0.65%, due 01/03/17 (Repurchase Amount $9,765,015, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $10,012,421, due 04/15/18-02/15/46) | 9,764,319 | 0.5 | |||||||||||
41,112,262 | 2.1 |
See Accompanying Notes to Financial Statements
79 |
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
36,871,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $36,871,000) | 36,871,000 | 1.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $77,983,262) | 77,983,262 | 4.0 | ||||||||||||
Total Investments in Securities (Cost $1,166,444,320) | $ | 2,015,503,651 | 102.2 | |||||||||||
Liabilities in Excess of Other Assets | (43,198,842 | ) | (2.2 | ) | ||||||||||
Net Assets | $ | 1,972,304,809 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
** | Investment in affiliate |
Cost for federal income tax purposes is $1,179,131,759.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 921,111,036 | ||
Gross Unrealized Depreciation | (84,739,144 | ) | ||
Net Unrealized Appreciation | $ | 836,371,892 |
See Accompanying Notes to Financial Statements
80 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.3% | ||||||||||||||
Consumer Discretionary: 12.2% | ||||||||||||||
24,961 | Aarons, Inc. | 798,502 | 0.1 | |||||||||||
28,191 | Abercrombie & Fitch Co. | 338,292 | 0.1 | |||||||||||
4,462 | @ | Acushnet Holdings Corp. | 87,946 | 0.0 | ||||||||||
12,772 | AMC Entertainment Holdings, Inc. | 429,778 | 0.1 | |||||||||||
29,450 | @ | American Axle & Manufacturing Holdings, Inc. | 568,385 | 0.1 | ||||||||||
71,273 | American Eagle Outfitters, Inc. | 1,081,211 | 0.1 | |||||||||||
8,262 | @ | American Public Education, Inc. | 202,832 | 0.0 | ||||||||||
4,734 | @ | America's Car-Mart, Inc. | 207,112 | 0.0 | ||||||||||
36,544 | @ | Apollo Education Group, Inc. | 361,786 | 0.1 | ||||||||||
7,373 | L | Arctic Cat, Inc. | 110,742 | 0.0 | ||||||||||
8,687 | @ | Asbury Automotive Group, Inc. | 535,988 | 0.1 | ||||||||||
71,884 | @,L | Ascena Retail Group, Inc. | 444,962 | 0.1 | ||||||||||
6,635 | @ | Ascent Capital Group, Inc. | 107,885 | 0.0 | ||||||||||
17,421 | @ | Barnes & Noble Education, Inc. | 199,819 | 0.0 | ||||||||||
23,469 | Barnes & Noble, Inc. | 261,679 | 0.0 | |||||||||||
6,267 | Bassett Furniture Industries, Inc. | 190,517 | 0.0 | |||||||||||
15,077 | @ | Beazer Homes USA, Inc. | 200,524 | 0.0 | ||||||||||
37,565 | @ | Belmond Ltd. | 501,493 | 0.1 | ||||||||||
2,781 | Big 5 Sporting Goods Corp. | 48,250 | 0.0 | |||||||||||
18,780 | Big Lots, Inc. | 942,944 | 0.1 | |||||||||||
661 | @ | Biglari Holdings, Inc. | 312,785 | 0.0 | ||||||||||
8,517 | @ | BJ's Restaurants, Inc. | 334,718 | 0.0 | ||||||||||
43,212 | Bloomin Brands, Inc. | 779,112 | 0.1 | |||||||||||
4,757 | Blue Nile, Inc. | 193,277 | 0.0 | |||||||||||
9,257 | Bob Evans Farms, Inc. | 492,565 | 0.1 | |||||||||||
5,049 | @,L | Boot Barn Holdings, Inc. | 63,213 | 0.0 | ||||||||||
33,965 | @ | Boyd Gaming Corp. | 685,074 | 0.1 | ||||||||||
16,813 | @ | Bright Horizons Family Solutions, Inc. | 1,177,246 | 0.2 | ||||||||||
11,811 | L | Buckle, Inc. | 269,291 | 0.0 | ||||||||||
7,447 | @ | Buffalo Wild Wings, Inc. | 1,149,817 | 0.2 | ||||||||||
20,285 | @ | Caesars Acquisition Co. | 273,847 | 0.0 | ||||||||||
22,467 | @,L | Caesars Entertainment Corp. | 190,969 | 0.0 | ||||||||||
18,493 | Caleres, Inc. | 606,940 | 0.1 | |||||||||||
38,126 | Callaway Golf Co. | 417,861 | 0.1 | |||||||||||
793 | Camping World Holdings, Inc. | 25,844 | 0.0 | |||||||||||
5,428 | Capella Education Co. | 476,578 | 0.1 | |||||||||||
30,898 | @ | Career Education Corp. | 311,761 | 0.0 | ||||||||||
16,580 | @ | Carrols Restaurant Group, Inc. | 252,845 | 0.0 | ||||||||||
12,310 | Cato Corp. | 370,285 | 0.1 | |||||||||||
3,827 | @ | Cavco Industries, Inc. | 382,126 | 0.1 |
39,758 | @,L | Central European Media Enterprises Ltd. | 101,383 | 0.0 | ||||||||||
10,171 | @ | Century Communities, Inc. | 213,591 | 0.0 | ||||||||||
17,858 | Cheesecake Factory | 1,069,337 | 0.1 | |||||||||||
36,255 | @,L | Chegg, Inc. | 267,562 | 0.0 | ||||||||||
52,474 | Chico's FAS, Inc. | 755,101 | 0.1 | |||||||||||
8,004 | Childrens Place Retail Stores, Inc. | 808,004 | 0.1 | |||||||||||
5,591 | Churchill Downs, Inc. | 841,166 | 0.1 | |||||||||||
7,826 | @ | Chuy's Holdings, Inc. | 253,954 | 0.0 | ||||||||||
10,410 | Citi Trends, Inc. | 196,124 | 0.0 | |||||||||||
24,512 | ClubCorp Holdings, Inc. | 351,747 | 0.1 | |||||||||||
11,422 | Columbia Sportswear Co. | 665,903 | 0.1 | |||||||||||
9,866 | @,L | Conn's, Inc. | 124,805 | 0.0 | ||||||||||
8,777 | @ | Container Store Group, Inc. | 55,734 | 0.0 | ||||||||||
22,480 | Cooper Tire & Rubber Co. | 873,348 | 0.1 | |||||||||||
5,933 | @ | Cooper-Standard Holdings, Inc. | 613,354 | 0.1 | ||||||||||
20,048 | Core-Mark Holding Co., Inc. | 863,467 | 0.1 | |||||||||||
7,394 | L | Cracker Barrel Old Country Store, Inc. | 1,234,650 | 0.2 | ||||||||||
34,991 | @ | CROCS, Inc. | 240,038 | 0.0 | ||||||||||
6,613 | CSS Industries, Inc. | 179,014 | 0.0 | |||||||||||
5,375 | Culp, Inc. | 199,681 | 0.0 | |||||||||||
657 | @,L | Daily Journal Corp. | 158,863 | 0.0 | ||||||||||
56,916 | Dana, Inc. | 1,080,266 | 0.1 | |||||||||||
15,311 | @ | Dave & Buster's Entertainment, Inc. | 862,009 | 0.1 | ||||||||||
13,160 | @ | Deckers Outdoor Corp. | 728,932 | 0.1 | ||||||||||
12,933 | @ | Del Frisco's Restaurant Group, Inc. | 219,861 | 0.0 | ||||||||||
45,980 | @ | Denny's Corp. | 589,923 | 0.1 | ||||||||||
25,700 | DeVry Education Group, Inc. | 801,840 | 0.1 | |||||||||||
6,940 | DineEquity, Inc. | 534,380 | 0.1 | |||||||||||
10,815 | @ | Dorman Products, Inc. | 790,144 | 0.1 | ||||||||||
9,495 | Drew Industries, Inc. | 1,023,086 | 0.1 | |||||||||||
25,127 | DSW, Inc. | 569,127 | 0.1 | |||||||||||
4,370 | @,L | Duluth Holdings, Inc. | 110,998 | 0.0 | ||||||||||
7,290 | @ | El Pollo Loco Holdings, Inc. | 89,667 | 0.0 | ||||||||||
15,723 | @,L | Eldorado Resorts, Inc. | 266,505 | 0.0 | ||||||||||
17,009 | Entercom Communications Corp. | 260,238 | 0.0 | |||||||||||
27,279 | Entravision Communications Corp. | 190,953 | 0.0 | |||||||||||
12,916 | @,L | Eros International PLC | 168,554 | 0.0 | ||||||||||
9,308 | Ethan Allen Interiors, Inc. | 343,000 | 0.1 | |||||||||||
43,751 | @ | Etsy, Inc. | 515,387 | 0.1 | ||||||||||
26,309 | @ | EW Scripps Co. | 508,553 | 0.1 | ||||||||||
31,500 | @ | Express, Inc. | 338,940 | 0.1 | ||||||||||
12,449 | @ | Federal Mogul Corp. | 128,349 | 0.0 | ||||||||||
11,612 | @ | Fiesta Restaurant Group, Inc. | 346,618 | 0.1 | ||||||||||
19,137 | Finish Line, Inc. | 359,967 | 0.1 | |||||||||||
23,170 | @ | Five Below, Inc. | 925,873 | 0.1 | ||||||||||
2,949 | Flexsteel Industries, Inc. | 181,865 | 0.0 | |||||||||||
16,175 | @,L | Fossil Group, Inc. | 418,285 | 0.1 | ||||||||||
8,529 | @ | Fox Factory Holding Corp. | 236,680 | 0.0 |
See Accompanying Notes to Financial Statements
81 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
18,244 | @ | Francesca's Holdings Corp. | 328,939 | 0.0 | ||||||||||
17,890 | L | Fred's, Inc. | 332,038 | 0.0 | ||||||||||
10,126 | @ | FTD Cos, Inc. | 241,404 | 0.0 | ||||||||||
46,956 | Gannett Co., Inc. | 455,943 | 0.1 | |||||||||||
9,458 | @ | Genesco, Inc. | 587,342 | 0.1 | ||||||||||
14,940 | @ | Gentherm, Inc. | 505,719 | 0.1 | ||||||||||
17,976 | @ | G-III Apparel Group Ltd. | 531,371 | 0.1 | ||||||||||
20,388 | @,L | Global Eagle Entertainment, Inc. | 131,706 | 0.0 | ||||||||||
27,235 | GNC Holdings, Inc. | 300,674 | 0.0 | |||||||||||
8,931 | Golden Entertainment, Inc. | 108,154 | 0.0 | |||||||||||
42,683 | @,L | GoPro, Inc. | 371,769 | 0.1 | ||||||||||
20,100 | @ | Grand Canyon Education, Inc. | 1,174,845 | 0.2 | ||||||||||
29,862 | @ | Gray Television, Inc. | 324,003 | 0.0 | ||||||||||
11,460 | @,L | Green Brick Partners, Inc. | 115,173 | 0.0 | ||||||||||
8,283 | Group 1 Automotive, Inc. | 645,577 | 0.1 | |||||||||||
22,780 | Guess?, Inc. | 275,638 | 0.0 | |||||||||||
5,541 | @ | Habit Restaurants, Inc. | 95,582 | 0.0 | ||||||||||
10,711 | Haverty Furniture Cos., Inc. | 253,851 | 0.0 | |||||||||||
11,404 | @ | Helen of Troy Ltd. | 963,068 | 0.1 | ||||||||||
10,729 | @,L | Hibbett Sporting Goods, Inc. | 400,192 | 0.1 | ||||||||||
1,189 | Hooker Furniture Corp. | 45,123 | 0.0 | |||||||||||
9,181 | @ | Horizon Global Corp. | 220,344 | 0.0 | ||||||||||
54,517 | @ | Houghton Mifflin Harcourt Co. | 591,509 | 0.1 | ||||||||||
62,063 | @,L | Hovnanian Enterprises, Inc. | 169,432 | 0.0 | ||||||||||
12,925 | HSN, Inc. | 443,327 | 0.1 | |||||||||||
19,941 | @ | Iconix Brand Group, Inc. | 186,249 | 0.0 | ||||||||||
47,091 | ILG, Inc. | 855,643 | 0.1 | |||||||||||
24,171 | @ | Imax Corp. | 758,969 | 0.1 | ||||||||||
8,832 | @ | Installed Building Products, Inc. | 364,762 | 0.1 | ||||||||||
8,199 | International Speedway Corp. | 301,723 | 0.0 | |||||||||||
10,829 | @ | iRobot Corp. | 632,955 | 0.1 | ||||||||||
11,313 | @ | Isle of Capri Casinos, Inc. | 279,318 | 0.0 | ||||||||||
7,816 | @ | J Alexander's Holdings, Inc. | 84,022 | 0.0 | ||||||||||
13,461 | Jack in the Box, Inc. | 1,502,786 | 0.2 | |||||||||||
10,289 | @,L | Jamba, Inc. | 105,977 | 0.0 | ||||||||||
15,711 | @ | K12, Inc. | 269,601 | 0.0 | ||||||||||
29,618 | L | KB Home | 468,261 | 0.1 | ||||||||||
7,741 | @ | Kirkland's, Inc. | 120,063 | 0.0 | ||||||||||
34,890 | @ | La Quinta Holdings, Inc. | 495,787 | 0.1 | ||||||||||
7,760 | @,L | Lands' End, Inc. | 117,564 | 0.0 | ||||||||||
20,377 | La-Z-Boy, Inc. | 632,706 | 0.1 | |||||||||||
7,805 | @,L | LGI Homes, Inc. | 224,238 | 0.0 | ||||||||||
13,902 | Libbey, Inc. | 270,533 | 0.0 | |||||||||||
16,571 | @ | Liberty Media Corp. - Braves C | 341,197 | 0.1 | ||||||||||
9,756 | @ | Liberty Media Group-A | 305,851 | 0.0 | ||||||||||
20,277 | @ | Liberty Media Group-C | 635,278 | 0.1 | ||||||||||
32,745 | @ | Liberty TripAdvisor Holdings, Inc. | 492,812 | 0.1 | ||||||||||
34,919 | @ | LifeLock, Inc. | 835,262 | 0.1 | ||||||||||
7,462 | Lifetime Brands, Inc. | 132,450 | 0.0 | |||||||||||
9,540 | Lithia Motors, Inc. | 923,758 | 0.1 | |||||||||||
5,282 | @,L | Loral Space & Communications, Inc. | 216,826 | 0.0 |
11,761 | @,L | Lumber Liquidators Holdings, Inc. | 185,118 | 0.0 | ||||||||||
15,354 | @ | M/I Homes, Inc. | 386,614 | 0.1 | ||||||||||
9,163 | @ | Malibu Boats, Inc. | 174,830 | 0.0 | ||||||||||
13,260 | Marcus Corp. | 417,690 | 0.1 | |||||||||||
11,054 | @ | MarineMax, Inc. | 213,895 | 0.0 | ||||||||||
9,235 | Marriott Vacations Worldwide Corp. | 783,590 | 0.1 | |||||||||||
15,223 | MDC Holdings, Inc. | 390,622 | 0.1 | |||||||||||
21,949 | MDC Partners, Inc. | 143,766 | 0.0 | |||||||||||
46,399 | @ | Media General, Inc. | 873,693 | 0.1 | ||||||||||
14,739 | Meredith Corp. | 871,812 | 0.1 | |||||||||||
16,684 | @ | Meritage Homes Corp. | 580,603 | 0.1 | ||||||||||
20,393 | @ | Modine Manufacturing Co. | 303,856 | 0.0 | ||||||||||
13,465 | Monro Muffler Brake, Inc. | 770,198 | 0.1 | |||||||||||
8,118 | @ | Motorcar Parts of America, Inc. | 218,537 | 0.0 | ||||||||||
6,944 | Movado Group, Inc. | 199,640 | 0.0 | |||||||||||
21,634 | @ | MSG Networks, Inc. | 465,131 | 0.1 | ||||||||||
2,172 | Nacco Industries, Inc. | 196,675 | 0.0 | |||||||||||
29,418 | National CineMedia, Inc. | 433,327 | 0.1 | |||||||||||
15,084 | @ | Nautilus, Inc. | 279,054 | 0.0 | ||||||||||
18,388 | New Media Investment Group, Inc. | 294,024 | 0.0 | |||||||||||
52,653 | New York Times Co. | 700,285 | 0.1 | |||||||||||
12,282 | L | Nexstar Broadcasting Group, Inc. | 777,451 | 0.1 | ||||||||||
13,071 | Nutri/System, Inc. | 452,910 | 0.1 | |||||||||||
231,647 | Office Depot, Inc. | 1,047,044 | 0.1 | |||||||||||
8,404 | @ | Ollie's Bargain Outlet Holdings, Inc. | 239,094 | 0.0 | ||||||||||
6,506 | @ | Overstock.com, Inc. | 113,855 | 0.0 | ||||||||||
5,833 | Oxford Industries, Inc. | 350,738 | 0.1 | |||||||||||
10,999 | Papa John's International, Inc. | 941,294 | 0.1 | |||||||||||
9,292 | @,L | Party City Holdco, Inc. | 131,946 | 0.0 | ||||||||||
33,712 | @ | Penn National Gaming, Inc. | 464,888 | 0.1 | ||||||||||
7,258 | @ | Perry Ellis International, Inc. | 180,797 | 0.0 | ||||||||||
35,907 | Pier 1 Imports, Inc. | 306,646 | 0.0 | |||||||||||
26,329 | @ | Pinnacle Entertainment, Inc. | 381,770 | 0.1 | ||||||||||
1,170 | Planet Fitness, Inc. | 23,517 | 0.0 | |||||||||||
10,007 | @ | Popeyes Louisiana Kitchen, Inc. | 605,223 | 0.1 | ||||||||||
12,164 | @ | Potbelly Corp. | 156,916 | 0.0 | ||||||||||
6,094 | @ | Red Robin Gourmet Burgers, Inc. | 343,702 | 0.1 | ||||||||||
12,390 | Red Rock Resorts, Inc. | 287,324 | 0.0 | |||||||||||
20,604 | @ | Regis Corp. | 299,170 | 0.0 | ||||||||||
21,052 | Rent-A-Center, Inc. | 236,835 | 0.0 | |||||||||||
15,458 | @,L | Restoration Hardware Holdings, Inc. | 474,561 | 0.1 | ||||||||||
31,010 | @ | Ruby Tuesday, Inc. | 100,162 | 0.0 | ||||||||||
19,622 | Ruth's Hospitality Group, Inc. | 359,083 | 0.1 | |||||||||||
10,731 | Scholastic Corp. | 509,615 | 0.1 | |||||||||||
22,670 | @,L | Scientific Games Corp. | 317,380 | 0.0 | ||||||||||
26,647 | SeaWorld Entertainment, Inc. | 504,428 | 0.1 | |||||||||||
19,792 | @ | Select Comfort Corp. | 447,695 | 0.1 | ||||||||||
18,527 | @,L | Sequential Brands Group, Inc. | 86,706 | 0.0 | ||||||||||
6,343 | @ | Shake Shack, Inc. | 227,016 | 0.0 |
See Accompanying Notes to Financial Statements
82 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
15,179 | @ | Shutterfly, Inc. | 761,682 | 0.1 | ||||||||||
26,025 | Sinclair Broadcast Group, Inc. | 867,934 | 0.1 | |||||||||||
24,271 | @,L | Smith & Wesson Holding Corp. | 511,633 | 0.1 | ||||||||||
12,688 | Sonic Automotive, Inc. | 290,555 | 0.0 | |||||||||||
20,460 | Sonic Corp. | 542,395 | 0.1 | |||||||||||
20,408 | L | Sotheby's | 813,463 | 0.1 | ||||||||||
16,136 | Spartan Motors, Inc. | 149,258 | 0.0 | |||||||||||
8,200 | Speedway Motorsports, Inc. | 177,694 | 0.0 | |||||||||||
13,897 | @,L | Sportsman's Warehouse Holdings, Inc. | 130,493 | 0.0 | ||||||||||
16,322 | L | Stage Stores, Inc. | 71,327 | 0.0 | ||||||||||
10,271 | Standard Motor Products, Inc. | 546,623 | 0.1 | |||||||||||
18,726 | Stein Mart, Inc. | 102,618 | 0.0 | |||||||||||
23,444 | @ | Steven Madden Ltd. | 838,123 | 0.1 | ||||||||||
16,438 | @ | Stoneridge, Inc. | 290,788 | 0.0 | ||||||||||
4,516 | @ | Strayer Education, Inc. | 364,125 | 0.1 | ||||||||||
7,805 | L | Sturm Ruger & Co., Inc. | 411,324 | 0.1 | ||||||||||
11,959 | Superior Industries International | 315,120 | 0.0 | |||||||||||
20,464 | Tailored Brands, Inc. | 522,855 | 0.1 | |||||||||||
6,278 | @ | Taylor Morrison Home Corp. | 120,914 | 0.0 | ||||||||||
21,943 | @ | Tenneco, Inc. | 1,370,779 | 0.2 | ||||||||||
26,954 | Texas Roadhouse, Inc. | 1,300,261 | 0.2 | |||||||||||
11,841 | @ | Tile Shop Holdings, Inc. | 231,492 | 0.0 | ||||||||||
2,410 | @ | Tilly's, Inc. | 31,788 | 0.0 | ||||||||||
44,846 | Time, Inc. | 800,501 | 0.1 | |||||||||||
15,273 | @ | TopBuild Corp. | 543,719 | 0.1 | ||||||||||
9,280 | Tower International, Inc. | 263,088 | 0.0 | |||||||||||
58,564 | @ | TRI Pointe Group, Inc. | 672,315 | 0.1 | ||||||||||
11,297 | L | Tronc, Inc. | 156,689 | 0.0 | ||||||||||
24,510 | @ | Tuesday Morning Corp. | 132,354 | 0.0 | ||||||||||
6,947 | @ | Unifi, Inc. | 226,681 | 0.0 | ||||||||||
6,284 | @ | Universal Electronics, Inc. | 405,632 | 0.1 | ||||||||||
10,247 | @ | Vera Bradley, Inc. | 120,095 | 0.0 | ||||||||||
10,685 | @ | Vitamin Shoppe, Inc. | 253,769 | 0.0 | ||||||||||
12,734 | @,L | Wayfair, Inc. | 446,327 | 0.1 | ||||||||||
550 | @ | WCI Communities, Inc. | 12,898 | 0.0 | ||||||||||
11,264 | @,L | Weight Watchers International, Inc. | 128,973 | 0.0 | ||||||||||
3,500 | Weyco Group, Inc. | 109,550 | 0.0 | |||||||||||
8,224 | @,L | William Lyon Homes | 156,503 | 0.0 | ||||||||||
5,404 | L | Wingstop, Inc. | 159,904 | 0.0 | ||||||||||
13,551 | Winnebago Industries | 428,889 | 0.1 | |||||||||||
40,309 | Wolverine World Wide, Inc. | 884,783 | 0.1 | |||||||||||
2,734 | @,L | Workhorse Group, Inc. | 19,302 | 0.0 | ||||||||||
13,616 | World Wrestling Entertainment, Inc. | 250,534 | 0.0 | |||||||||||
14,979 | @ | Zagg, Inc. | 106,351 | 0.0 | ||||||||||
9,138 | @,L | Zoe's Kitchen, Inc. | 219,221 | 0.0 | ||||||||||
9,823 | @,L | Zumiez, Inc. | 214,633 | 0.0 | ||||||||||
96,937,622 | 12.2 | |||||||||||||
Consumer Staples: 2.9% | ||||||||||||||
9,246 | AdvancePierre Foods Holdings, Inc. | 275,346 | 0.0 | |||||||||||
708 | @ | Alliance One International, Inc. | 13,594 | 0.0 | ||||||||||
11,623 | @,L | Amplify Snack Brands, Inc. | 102,399 | 0.0 | ||||||||||
12,289 | Andersons, Inc. | 549,318 | 0.1 |
183,544 | Avon Products, Inc. | 925,062 | 0.1 | |||||||||||
27,565 | B&G Foods, Inc. | 1,207,347 | 0.2 | |||||||||||
3,750 | @,L | Boston Beer Co., Inc. | 636,937 | 0.1 | ||||||||||
6,959 | Calavo Growers, Inc. | 427,283 | 0.1 | |||||||||||
13,102 | L | Cal-Maine Foods, Inc. | 578,781 | 0.1 | ||||||||||
19,277 | @ | Central Garden and Pet Co. | 595,659 | 0.1 | ||||||||||
8,340 | @ | Chefs' Warehouse Holdings, Inc. | 131,772 | 0.0 | ||||||||||
2,224 | Coca-Cola Bottling Co. Consolidated | 397,762 | 0.1 | |||||||||||
2,534 | @ | Craft Brew Alliance, Inc. | 42,825 | 0.0 | ||||||||||
65,927 | @ | Darling Ingredients, Inc. | 851,118 | 0.1 | ||||||||||
35,687 | Dean Foods Co. | 777,263 | 0.1 | |||||||||||
14,103 | Fresh Del Monte Produce, Inc. | 855,065 | 0.1 | |||||||||||
9,275 | @,L | Freshpet, Inc. | 94,141 | 0.0 | ||||||||||
45,658 | @ | HRG Group, Inc. | 710,438 | 0.1 | ||||||||||
7,388 | Ingles Markets, Inc. | 355,363 | 0.1 | |||||||||||
5,671 | Inter Parfums, Inc. | 185,725 | 0.0 | |||||||||||
7,161 | J&J Snack Foods Corp. | 955,492 | 0.1 | |||||||||||
3,921 | John B Sanfilippo & Son, Inc. | 275,999 | 0.0 | |||||||||||
7,423 | Lancaster Colony Corp. | 1,049,538 | 0.1 | |||||||||||
20,076 | @ | Landec Corp. | 277,049 | 0.0 | ||||||||||
7,043 | @ | Lifevantage Corp. | 57,400 | 0.0 | ||||||||||
5,990 | MGP Ingredients, Inc. | 299,380 | 0.0 | |||||||||||
4,567 | National Beverage Corp. | 233,282 | 0.0 | |||||||||||
3,333 | L | Natural Health Trends Corp. | 82,825 | 0.0 | ||||||||||
10,042 | @ | Omega Protein Corp. | 251,552 | 0.0 | ||||||||||
4,273 | L | Orchids Paper Products Co. | 111,867 | 0.0 | ||||||||||
16,110 | @ | Performance Food Group Co. | 386,640 | 0.1 | ||||||||||
8,560 | Pricesmart, Inc. | 714,760 | 0.1 | |||||||||||
12,319 | @ | Primo Water Corp. | 151,277 | 0.0 | ||||||||||
4,138 | @ | Revlon, Inc. - Class A | 120,623 | 0.0 | ||||||||||
8,874 | Sanderson Farms, Inc. | 836,286 | 0.1 | |||||||||||
122 | @,L | Seaboard Corp. | 482,143 | 0.1 | ||||||||||
5,211 | @ | Seneca Foods Corp. | 208,701 | 0.0 | ||||||||||
32,104 | Snyders-Lance, Inc. | 1,230,867 | 0.2 | |||||||||||
15,172 | SpartanNash Co. | 599,901 | 0.1 | |||||||||||
107,286 | @ | SUPERVALU, Inc. | 501,026 | 0.1 | ||||||||||
8,165 | L | Tootsie Roll Industries, Inc. | 324,559 | 0.0 | ||||||||||
1,314 | @ | Turning Point Brands, Inc. | 16,096 | 0.0 | ||||||||||
21,201 | @ | United Natural Foods, Inc. | 1,011,712 | 0.1 | ||||||||||
9,996 | Universal Corp. | 637,245 | 0.1 | |||||||||||
5,036 | @ | USANA Health Sciences, Inc. | 308,203 | 0.0 | ||||||||||
33,899 | Vector Group Ltd. | 770,863 | 0.1 | |||||||||||
6,764 | WD-40 Co. | 790,712 | 0.1 | |||||||||||
6,005 | Weis Markets, Inc. | 401,374 | 0.1 | |||||||||||
22,800,570 | 2.9 | |||||||||||||
Energy: 3.6% | ||||||||||||||
59,063 | @ | Abraxas Petroleum Corp. | 151,792 | 0.0 | ||||||||||
10,207 | Alon USA Energy, Inc. | 116,156 | 0.0 | |||||||||||
27,869 | Archrock, Inc. | 367,871 | 0.1 | |||||||||||
11,139 | L | Ardmore Shipping Corp. | 82,429 | 0.0 | ||||||||||
24,438 | L | Atwood Oceanics, Inc. | 320,871 | 0.1 | ||||||||||
20,088 | @ | Bill Barrett Corp. | 140,415 | 0.0 | ||||||||||
13,922 | Bristow Group, Inc. | 285,123 | 0.0 |
See Accompanying Notes to Financial Statements
83 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
13,531 | @ | California Resources Corp. | 288,075 | 0.0 | ||||||||||
50,765 | @ | Callon Petroleum Co. | 780,258 | 0.1 | ||||||||||
8,829 | @,L | CARBO Ceramics, Inc. | 92,351 | 0.0 | ||||||||||
22,315 | @ | Carrizo Oil & Gas, Inc. | 833,465 | 0.1 | ||||||||||
2,604 | @ | Clayton Williams Energy, Inc. | 310,553 | 0.1 | ||||||||||
38,171 | @,L | Clean Energy Fuels Corp. | 109,169 | 0.0 | ||||||||||
171,068 | @ | Cobalt International Energy, Inc. | 208,703 | 0.0 | ||||||||||
8,115 | @ | Contango Oil & Gas Co. | 75,794 | 0.0 | ||||||||||
2,527 | L | CVR Energy, Inc. | 64,161 | 0.0 | ||||||||||
9,945 | @ | Dawson Geophysical Co. | 79,958 | 0.0 | ||||||||||
24,728 | Delek US Holdings, Inc. | 595,203 | 0.1 | |||||||||||
149,691 | @ | Denbury Resources, Inc. | 550,863 | 0.1 | ||||||||||
40,033 | DHT Holdings, Inc. | 165,737 | 0.0 | |||||||||||
12,984 | @,L | Dorian L.P.G Ltd. | 106,599 | 0.0 | ||||||||||
21,108 | @ | Eclipse Resouces Corp. | 56,358 | 0.0 | ||||||||||
16,435 | @,L | EP Energy Corp. | 107,649 | 0.0 | ||||||||||
11,657 | @ | Era Group, Inc. | 197,819 | 0.0 | ||||||||||
5,697 | Evolution Petroleum Corp. | 56,970 | 0.0 | |||||||||||
68,885 | @,L | EXCO Resources, Inc. | 60,185 | 0.0 | ||||||||||
13,934 | @ | Exterran Corp. | 333,023 | 0.1 | ||||||||||
34,108 | @ | Fairmount Santrol Holdings, Inc. | 402,133 | 0.1 | ||||||||||
22,910 | @ | Forum Energy Technologies, Inc. | 504,020 | 0.1 | ||||||||||
26,389 | L | Frontline Ltd./Bermuda | 187,626 | 0.0 | ||||||||||
19,378 | GasLog Ltd. | 311,986 | 0.1 | |||||||||||
17,805 | @,L | Gener8 Maritime, Inc. | 79,766 | 0.0 | ||||||||||
7,476 | @ | Geospace Technologies Corp. | 152,211 | 0.0 | ||||||||||
37,696 | Golar LNG Ltd. | 864,746 | 0.1 | |||||||||||
16,510 | Green Plains, Inc. | 459,803 | 0.1 | |||||||||||
43,683 | @ | Helix Energy Solutions Group, Inc. | 385,284 | 0.1 | ||||||||||
14,124 | @ | Hornbeck Offshore Services, Inc. | 101,975 | 0.0 | ||||||||||
13,039 | @ | Independence Contract Drilling, Inc. | 87,361 | 0.0 | ||||||||||
4,621 | @ | International Seaways, Inc. | 64,879 | 0.0 | ||||||||||
21,528 | @,L | Jones Energy, Inc. | 107,640 | 0.0 | ||||||||||
33,780 | @,L | Matador Resources Co. | 870,173 | 0.1 | ||||||||||
13,347 | @ | Matrix Service Co. | 302,977 | 0.0 | ||||||||||
99,087 | @ | McDermott International, Inc. | 732,253 | 0.1 | ||||||||||
8,548 | @ | Natural Gas Services Group, Inc. | 274,818 | 0.0 | ||||||||||
39,964 | @ | Newpark Resources, Inc. | 299,730 | 0.0 | ||||||||||
40,373 | L | Nordic American Tankers Ltd. | 339,133 | 0.1 | ||||||||||
26,984 | @,L | Northern Oil And Gas, Inc. | 74,206 | 0.0 | ||||||||||
97,432 | @ | Oasis Petroleum, Inc. | 1,475,120 | 0.2 | ||||||||||
17,361 | @ | Oil States International, Inc. | 677,079 | 0.1 | ||||||||||
13,865 | Overseas Shipholding Group, Inc. | 53,103 | 0.0 | |||||||||||
15,774 | @ | Pacific Ethanol, Inc. | 149,853 | 0.0 | ||||||||||
9,318 | Panhandle Oil and Gas, Inc. | 219,439 | 0.0 |
13,985 | @,L | Par Pacific Holdings, Inc. | 203,342 | 0.0 | ||||||||||
63,989 | @ | Parker Drilling Co. | 166,371 | 0.0 | ||||||||||
22,551 | @ | PDC Energy, Inc. | 1,636,752 | 0.2 | ||||||||||
8,960 | @ | PHI, Inc. | 161,459 | 0.0 | ||||||||||
27,629 | @ | Pioneer Energy Services Corp. | 189,259 | 0.0 | ||||||||||
19,816 | @ | Renewable Energy Group, Inc. | 192,215 | 0.0 | ||||||||||
2,879 | @ | REX American Resources Corp. | 284,301 | 0.0 | ||||||||||
5,407 | @ | RigNet, Inc. | 125,172 | 0.0 | ||||||||||
17,117 | @ | Ring Energy, Inc. | 222,350 | 0.0 | ||||||||||
41,364 | @ | RSP Permian, Inc. | 1,845,662 | 0.2 | ||||||||||
25,906 | @,L | Sanchez Energy Corp. | 233,931 | 0.0 | ||||||||||
72,658 | Scorpio Tankers, Inc. | 329,141 | 0.1 | |||||||||||
6,578 | @ | SEACOR Holdings, Inc. | 468,880 | 0.1 | ||||||||||
158,603 | @,L | Seadrill, Ltd. | 540,836 | 0.1 | ||||||||||
27,530 | SemGroup Corp. - Class A | 1,149,377 | 0.2 | |||||||||||
26,027 | L | Ship Finance International Ltd. | 386,501 | 0.1 | ||||||||||
78,918 | @ | Synergy Resources Corp. | 703,159 | 0.1 | ||||||||||
17,901 | L | Teekay Corp. | 143,745 | 0.0 | ||||||||||
50,019 | Teekay Tankers Ltd. Class A | 113,043 | 0.0 | |||||||||||
19,500 | Tesco Corp. | 160,875 | 0.0 | |||||||||||
40,281 | @ | Tetra Technologies, Inc. | 202,211 | 0.0 | ||||||||||
19,016 | L | Tidewater, Inc. | 64,845 | 0.0 | ||||||||||
21,301 | @ | Unit Corp. | 572,358 | 0.1 | ||||||||||
26,857 | US Silica Holdings, Inc. | 1,522,255 | 0.2 | |||||||||||
17,040 | @ | W&T Offshore, Inc. | 47,201 | 0.0 | ||||||||||
33,740 | Western Refining, Inc. | 1,277,059 | 0.2 | |||||||||||
9,077 | @,L | Westmoreland Coal Co. | 160,391 | 0.0 | ||||||||||
19,218 | @ | Willbros Group, Inc. | 62,266 | 0.0 | ||||||||||
28,879,821 | 3.6 | |||||||||||||
Financials: 19.3% | ||||||||||||||
10,971 | 1st Source Corp. | 489,965 | 0.1 | |||||||||||
11,826 | AG Mortgage Investment Trust, Inc. | 202,343 | 0.0 | |||||||||||
6,011 | @ | Allegiance Bancshares, Inc. | 217,298 | 0.0 | ||||||||||
26,165 | Altisource Residential Corp. | 288,862 | 0.0 | |||||||||||
19,121 | @ | Ambac Financial Group, Inc. | 430,223 | 0.1 | ||||||||||
34,149 | American Equity Investment Life Holding Co. | 769,718 | 0.1 | |||||||||||
17,043 | Ameris Bancorp. | 743,075 | 0.1 | |||||||||||
9,057 | Amerisafe, Inc. | 564,704 | 0.1 | |||||||||||
6,567 | Ames National Corp. | 216,711 | 0.0 | |||||||||||
73,947 | Anworth Mortgage Asset Corp. | 382,306 | 0.1 | |||||||||||
35,933 | Apollo Commercial Real Estate Finance, Inc. | 597,206 | 0.1 | |||||||||||
13,201 | Argo Group International Holdings Ltd. | 869,946 | 0.1 | |||||||||||
18,301 | L | ARMOUR Residential REIT, Inc. | 396,949 | 0.1 | ||||||||||
7,294 | Arrow Financial Corp. | 295,407 | 0.0 | |||||||||||
3,895 | Associated Capital Group, Inc. | 127,951 | 0.0 | |||||||||||
37,016 | Astoria Financial Corp. | 690,348 | 0.1 | |||||||||||
20,940 | L | Banc of California, Inc. | 363,309 | 0.0 |
See Accompanying Notes to Financial Statements
84 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
4,317 | Bancfirst Corp. | 401,697 | 0.1 | |||||||||||
20,576 | @ | Bancorp, Inc. | 161,727 | 0.0 | ||||||||||
34,169 | Bancorpsouth, Inc. | 1,060,947 | 0.1 | |||||||||||
31,711 | Bank Mutual Corp. | 299,669 | 0.0 | |||||||||||
33,275 | Bank of the Ozarks, Inc. | 1,749,932 | 0.2 | |||||||||||
13,389 | BankFinancial Corp. | 198,425 | 0.0 | |||||||||||
11,829 | Banner Corp. | 660,176 | 0.1 | |||||||||||
29,547 | Beneficial Bancorp, Inc. | 543,665 | 0.1 | |||||||||||
13,044 | Berkshire Hills Bancorp, Inc. | 480,671 | 0.1 | |||||||||||
74,957 | BGC Partners, Inc. | 766,810 | 0.1 | |||||||||||
14,850 | Banco Latinoamericano de Comercio Exterior SA | 437,184 | 0.1 | |||||||||||
16,958 | BNC Bancorp | 540,960 | 0.1 | |||||||||||
25,705 | @,L | BofI Holding, Inc. | 733,878 | 0.1 | ||||||||||
34,763 | Boston Private Financial Holdings, Inc. | 575,328 | 0.1 | |||||||||||
8,511 | Bridge Bancorp, Inc. | 322,567 | 0.0 | |||||||||||
12,625 | OceanFirst Financial Corp. | 379,129 | 0.1 | |||||||||||
29,562 | Brookline Bancorp., Inc. | 484,817 | 0.1 | |||||||||||
10,118 | Bryn Mawr Bank Corp. | 426,474 | 0.1 | |||||||||||
11,689 | Calamos Asset Management, Inc. | 99,941 | 0.0 | |||||||||||
7,678 | Camden National Corp. | 341,287 | 0.0 | |||||||||||
4,255 | Capital Bank Financial Corp. | 167,009 | 0.0 | |||||||||||
58,462 | Capitol Federal Financial, Inc. | 962,285 | 0.1 | |||||||||||
36,863 | Capstead Mortgage Corp. | 375,634 | 0.0 | |||||||||||
17,503 | Cardinal Financial Corp. | 573,923 | 0.1 | |||||||||||
28,452 | Cathay General Bancorp. | 1,082,030 | 0.1 | |||||||||||
26,944 | Centerstate Banks, Inc. | 678,180 | 0.1 | |||||||||||
6,867 | Central Pacific Financial Corp. | 215,761 | 0.0 | |||||||||||
7,586 | Central Valley Community Bancorp | 151,417 | 0.0 | |||||||||||
11,802 | Charter Financial Corp. | 196,739 | 0.0 | |||||||||||
24,898 | Chemical Financial Corp. | 1,348,725 | 0.2 | |||||||||||
10,151 | Citizens & Northern Corp. | 265,956 | 0.0 | |||||||||||
23,922 | @,L | Citizens, Inc. | 234,914 | 0.0 | ||||||||||
8,880 | City Holding Co. | 600,288 | 0.1 | |||||||||||
11,660 | CNB Financial Corp. | 311,788 | 0.0 | |||||||||||
72,116 | CNO Financial Group, Inc. | 1,381,021 | 0.2 | |||||||||||
27,010 | CoBiz Financial, Inc. | 456,199 | 0.1 | |||||||||||
8,464 | Cohen & Steers, Inc. | 284,390 | 0.0 | |||||||||||
43,647 | Colony Capital, Inc. | 883,852 | 0.1 | |||||||||||
23,668 | Columbia Banking System, Inc. | 1,057,486 | 0.1 | |||||||||||
18,491 | Community Bank System, Inc. | 1,142,559 | 0.1 | |||||||||||
10,593 | Community Trust Bancorp, Inc. | 525,413 | 0.1 | |||||||||||
16,508 | ConnectOne Bancorp, Inc. | 428,383 | 0.1 | |||||||||||
11,529 | @,L | Cowen Group, Inc. | 178,700 | 0.0 | ||||||||||
10,216 | @ | CU Bancorp | 365,733 | 0.0 | ||||||||||
14,591 | @ | Customers Bancorp, Inc. | 522,650 | 0.1 | ||||||||||
41,392 | CVB Financial Corp. | 949,119 | 0.1 | |||||||||||
68,123 | L | CYS Investments, Inc. | 526,591 | 0.1 | ||||||||||
1,361 | Diamond Hill Investment Group, Inc. | 286,327 | 0.0 |
19,710 | Dime Community Bancshares | 396,171 | 0.1 | |||||||||||
35,550 | Dynex Capital, Inc. | 242,451 | 0.0 | |||||||||||
14,636 | @ | Eagle Bancorp, Inc. | 892,064 | 0.1 | ||||||||||
9,557 | @ | eHealth, Inc. | 101,782 | 0.0 | ||||||||||
15,871 | Employers Holdings, Inc. | 628,492 | 0.1 | |||||||||||
11,725 | @ | Encore Capital Group, Inc. | 335,921 | 0.0 | ||||||||||
16,283 | @ | Enova International, Inc. | 204,352 | 0.0 | ||||||||||
4,413 | @ | Enstar Group Ltd. | 872,450 | 0.1 | ||||||||||
11,199 | Enterprise Financial Services Corp. | 481,557 | 0.1 | |||||||||||
30,181 | @ | Essent Group Ltd. | 976,959 | 0.1 | ||||||||||
39,868 | EverBank Financial Corp. | 775,433 | 0.1 | |||||||||||
14,187 | Evercore Partners, Inc. | 974,647 | 0.1 | |||||||||||
23,082 | @ | Ezcorp, Inc. | 245,823 | 0.0 | ||||||||||
21,540 | Farmers National Banc Corp. | 305,868 | 0.0 | |||||||||||
5,688 | FBL Financial Group, Inc. | 444,517 | 0.1 | |||||||||||
11,530 | @ | FCB Financial Holdings, Inc. | 549,981 | 0.1 | ||||||||||
7,237 | Federated National Holding Co. | 135,260 | 0.0 | |||||||||||
500 | Fidelity Southern Corp. | 11,835 | 0.0 | |||||||||||
21,180 | Financial Engines, Inc. | 778,365 | 0.1 | |||||||||||
15,160 | First Bancorp. | 411,442 | 0.1 | |||||||||||
49,363 | @ | First BanCorp. Puerto Rico | 326,289 | 0.0 | ||||||||||
12,410 | First Busey Corp. | 381,980 | 0.1 | |||||||||||
3,335 | First Citizens BancShares, Inc. | 1,183,925 | 0.2 | |||||||||||
42,942 | First Commonwealth Financial Corp. | 608,918 | 0.1 | |||||||||||
378 | First Community Bancshares, Inc. | 11,393 | 0.0 | |||||||||||
11,779 | @,L | First Community Financial Partners, Inc. | 137,814 | 0.0 | ||||||||||
6,006 | First Defiance Financial Corp. | 304,744 | 0.0 | |||||||||||
28,791 | First Financial Bancorp. | 819,104 | 0.1 | |||||||||||
27,660 | First Financial Bankshares, Inc. | 1,250,232 | 0.2 | |||||||||||
7,466 | First Financial Corp. | 394,205 | 0.1 | |||||||||||
9,741 | @ | First Foundation, Inc. | 277,619 | 0.0 | ||||||||||
3,042 | First Interstate Bancsystem, Inc. | 129,437 | 0.0 | |||||||||||
16,794 | First Merchants Corp. | 632,294 | 0.1 | |||||||||||
4,976 | First Mid-Illinois Bancshares, Inc. | 169,184 | 0.0 | |||||||||||
35,552 | First Midwest Bancorp., Inc. | 896,977 | 0.1 | |||||||||||
7,200 | @,L | First NBC Bank Holding Co. | 52,560 | 0.0 | ||||||||||
9,393 | First of Long Island Corp. | 268,170 | 0.0 | |||||||||||
19,766 | FirstCash, Inc. | 929,002 | 0.1 | |||||||||||
10,082 | @ | Flagstar Bancorp, Inc. | 271,609 | 0.0 | ||||||||||
17,660 | Flushing Financial Corp. | 519,027 | 0.1 | |||||||||||
81,537 | FNB Corp. | 1,307,038 | 0.2 | |||||||||||
33,487 | @,L | FNFV Group | 458,772 | 0.1 | ||||||||||
61,345 | Fulton Financial Corp. | 1,153,286 | 0.1 | |||||||||||
21,957 | GAIN Capital Holdings, Inc. | 144,477 | 0.0 | |||||||||||
2,864 | GAMCO Investors, Inc. | 88,469 | 0.0 | |||||||||||
207,953 | @ | Genworth Financial, Inc. | 792,301 | 0.1 |
See Accompanying Notes to Financial Statements
85 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
5,892 | German American Bancorp, Inc. | 309,978 | 0.0 | |||||||||||
31,819 | Glacier Bancorp., Inc. | 1,152,802 | 0.1 | |||||||||||
7,197 | Great Southern Bancorp., Inc. | 393,316 | 0.1 | |||||||||||
21,706 | Great Western Bancorp, Inc. | 946,165 | 0.1 | |||||||||||
18,392 | @ | Green Dot Corp. | 433,132 | 0.1 | ||||||||||
12,546 | Greenhill & Co., Inc. | 347,524 | 0.0 | |||||||||||
13,588 | @ | Greenlight Capital Re Ltd. | 309,806 | 0.0 | ||||||||||
30,552 | Hancock Holding Co. | 1,316,791 | 0.2 | |||||||||||
15,366 | Hanmi Financial Corp. | 536,273 | 0.1 | |||||||||||
19,042 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 361,608 | 0.0 | |||||||||||
6,248 | @,L | HarborOne Bancorp, Inc. | 120,836 | 0.0 | ||||||||||
4,752 | HCI Group, Inc. | 187,609 | 0.0 | |||||||||||
8,120 | Heartland Financial USA, Inc. | 389,760 | 0.1 | |||||||||||
15,207 | Heritage Financial Corp. | 391,580 | 0.1 | |||||||||||
12,885 | Heritage Insurance Holdings, Inc. | 201,908 | 0.0 | |||||||||||
34,482 | Hilltop Holdings, Inc. | 1,027,564 | 0.1 | |||||||||||
48,456 | Home Bancshares, Inc./Conway AR | 1,345,623 | 0.2 | |||||||||||
12,676 | @ | HomeStreet, Inc. | 400,562 | 0.1 | ||||||||||
14,546 | @ | HomeTrust Bancshares, Inc. | 376,741 | 0.0 | ||||||||||
51,851 | Hope Bancorp, Inc. | 1,135,018 | 0.1 | |||||||||||
18,039 | Horace Mann Educators Corp. | 772,069 | 0.1 | |||||||||||
13,228 | Horizon Bancorp/IN | 370,384 | 0.0 | |||||||||||
16,069 | Iberiabank Corp. | 1,345,779 | 0.2 | |||||||||||
3,326 | @ | Impac Mortgage Holdings, Inc. | 46,631 | 0.0 | ||||||||||
11,241 | Independent Bank Corp. | 791,928 | 0.1 | |||||||||||
16,070 | Independent Bank Corp. Michigan | 348,719 | 0.0 | |||||||||||
5,944 | Independent Bank Group, Inc. | 370,906 | 0.0 | |||||||||||
6,464 | Infinity Property & Casualty Corp. | 568,186 | 0.1 | |||||||||||
22,714 | International Bancshares Corp. | 926,731 | 0.1 | |||||||||||
9,577 | @ | Intl. FCStone, Inc. | 379,249 | 0.1 | ||||||||||
44,179 | Invesco Mortgage Capital, Inc. | 645,013 | 0.1 | |||||||||||
15,787 | Investment Technology Group, Inc. | 311,635 | 0.0 | |||||||||||
124,896 | Investors Bancorp, Inc. | 1,742,299 | 0.2 | |||||||||||
5,286 | James River Group Holdings Ltd. | 219,633 | 0.0 | |||||||||||
55,050 | Janus Capital Group, Inc. | 730,514 | 0.1 | |||||||||||
20,416 | @ | KCG Holdings, Inc. | 270,512 | 0.0 | ||||||||||
37,135 | Kearny Financial Corp./MD | 577,449 | 0.1 | |||||||||||
16,718 | Kemper Corp. | 740,607 | 0.1 | |||||||||||
12,119 | Ladder Capital Corp. | 166,273 | 0.0 | |||||||||||
47,269 | @ | Ladenburg Thalmann Financial Services, Inc. | 115,336 | 0.0 | ||||||||||
15,041 | Lakeland Bancorp, Inc. | 293,300 | 0.0 | |||||||||||
14,287 | Lakeland Financial Corp. | 676,632 | 0.1 |
19,416 | LegacyTexas Financial Group, Inc. | 836,053 | 0.1 | |||||||||||
137,460 | @ | LendingClub Corp. | 721,665 | 0.1 | ||||||||||
2,507 | @,L | LendingTree, Inc. | 254,084 | 0.0 | ||||||||||
10,400 | L | Live Oak Bancshares, Inc. | 192,400 | 0.0 | ||||||||||
25,202 | Maiden Holdings Ltd. | 439,775 | 0.1 | |||||||||||
15,702 | MainSource Financial Group, Inc. | 540,149 | 0.1 | |||||||||||
30,875 | MB Financial, Inc. | 1,458,226 | 0.2 | |||||||||||
53,979 | @ | MBIA, Inc. | 577,575 | 0.1 | ||||||||||
882 | Mercantile Bank Corp. | 33,251 | 0.0 | |||||||||||
4,241 | Merchants Bancshares, Inc. | 229,862 | 0.0 | |||||||||||
20,043 | Meridian Bancorp, Inc. | 378,813 | 0.1 | |||||||||||
4,343 | Meta Financial Group, Inc. | 446,895 | 0.1 | |||||||||||
137,183 | @ | MGIC Investment Corp. | 1,397,895 | 0.2 | ||||||||||
2,363 | Moelis & Co. | 80,106 | 0.0 | |||||||||||
28,162 | MTGE Investment Corp. | 442,143 | 0.1 | |||||||||||
15,996 | National Bank Holdings Corp. | 510,112 | 0.1 | |||||||||||
4,911 | L | National Bankshares, Inc. | 213,383 | 0.0 | ||||||||||
19,144 | National General Holdings Corp. | 478,409 | 0.1 | |||||||||||
1,432 | National Western Life Group, Inc. | 445,066 | 0.1 | |||||||||||
14,619 | @,L | Nationstar Mortgage Holdings, Inc. | 264,019 | 0.0 | ||||||||||
5,299 | Navigators Group, Inc. | 623,957 | 0.1 | |||||||||||
19,642 | NBT Bancorp., Inc. | 822,607 | 0.1 | |||||||||||
8,303 | Nelnet, Inc. | 421,377 | 0.1 | |||||||||||
102,273 | New Residential Investment Corp. | 1,607,732 | 0.2 | |||||||||||
58,806 | New York Mortgage Trust, Inc. | 388,120 | 0.1 | |||||||||||
12,849 | @ | NewStar Financial, Inc. | 118,853 | 0.0 | ||||||||||
4,366 | @ | Nicolet Bankshares, Inc. | 208,215 | 0.0 | ||||||||||
26,536 | @ | NMI Holdings, Inc. | 282,608 | 0.0 | ||||||||||
26,770 | Northfield Bancorp, Inc. | 534,597 | 0.1 | |||||||||||
39,444 | Northwest Bancshares, Inc. | 711,175 | 0.1 | |||||||||||
46,402 | @,L | Ocwen Financial Corp. | 250,107 | 0.0 | ||||||||||
19,930 | OFG Bancorp | 261,083 | 0.0 | |||||||||||
7,251 | Old Line Bancshares, Inc. | 173,879 | 0.0 | |||||||||||
49,036 | Old National Bancorp. | 890,003 | 0.1 | |||||||||||
22,680 | Old Second Bancorp, Inc. | 250,614 | 0.0 | |||||||||||
13,358 | OM Asset Management Plc | 193,691 | 0.0 | |||||||||||
21,865 | @,L | On Deck Capital, Inc. | 101,235 | 0.0 | ||||||||||
5,315 | Opus Bank | 159,716 | 0.0 | |||||||||||
27,026 | Oritani Financial Corp. | 506,738 | 0.1 | |||||||||||
5,036 | Federal Agricultural Mortgage Corp. | 288,412 | 0.0 | |||||||||||
11,715 | @ | Pacific Premier Bancorp, Inc. | 414,125 | 0.1 | ||||||||||
6,373 | Park National Corp. | 762,593 | 0.1 | |||||||||||
32,081 | Park Sterling Corp. | 346,154 | 0.0 | |||||||||||
383 | Peapack Gladstone Financial Corp. | 11,827 | 0.0 | |||||||||||
9,048 | @ | PennyMac Financial Services, Inc. | 150,649 | 0.0 | ||||||||||
31,262 | PennyMac Mortgage Investment Trust | 511,759 | 0.1 |
See Accompanying Notes to Financial Statements
86 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
11,671 | Peoples Bancorp., Inc. | 378,841 | 0.1 | |||||||||||
5,095 | Peoples Financial Services Corp. | 248,127 | 0.0 | |||||||||||
11,258 | People's Utah Bancorp | 302,277 | 0.0 | |||||||||||
24,023 | @ | PHH Corp. | 364,189 | 0.0 | ||||||||||
15,959 | @ | Pico Holdings, Inc. | 241,779 | 0.0 | ||||||||||
17,714 | Pinnacle Financial Partners, Inc. | 1,227,580 | 0.2 | |||||||||||
6,326 | @ | Piper Jaffray Cos. | 458,635 | 0.1 | ||||||||||
7,705 | PJT Partners, Inc. | 237,930 | 0.0 | |||||||||||
20,104 | @ | PRA Group, Inc. | 786,066 | 0.1 | ||||||||||
813 | Preferred Bank/Los Angeles CA | 42,617 | 0.0 | |||||||||||
19,162 | Primerica, Inc. | 1,325,052 | 0.2 | |||||||||||
31,229 | PrivateBancorp, Inc. | 1,692,300 | 0.2 | |||||||||||
26,038 | Prosperity Bancshares, Inc. | 1,869,008 | 0.2 | |||||||||||
29,864 | Provident Financial Services, Inc. | 845,151 | 0.1 | |||||||||||
292 | QCR Holdings, Inc. | 12,644 | 0.0 | |||||||||||
86,461 | Radian Group, Inc. | 1,554,569 | 0.2 | |||||||||||
35,491 | Redwood Trust, Inc. | 539,818 | 0.1 | |||||||||||
17,128 | Renasant Corp. | 723,144 | 0.1 | |||||||||||
10,790 | @ | Republic First Bancorp, Inc. | 90,097 | 0.0 | ||||||||||
20,642 | Resource Capital Corp. | 171,948 | 0.0 | |||||||||||
16,302 | RLI Corp. | 1,029,145 | 0.1 | |||||||||||
15,760 | S&T Bancorp, Inc. | 615,270 | 0.1 | |||||||||||
14,814 | @ | Safeguard Scientifics, Inc. | 199,248 | 0.0 | ||||||||||
7,680 | Safety Insurance Group, Inc. | 566,016 | 0.1 | |||||||||||
14,879 | Sandy Spring Bancorp, Inc. | 595,011 | 0.1 | |||||||||||
14,388 | @ | Seacoast Banking Corp. of Florida | 317,399 | 0.0 | ||||||||||
25,947 | Selective Insurance Group | 1,117,018 | 0.1 | |||||||||||
16,834 | ServisFirst Bancshares, Inc. | 630,265 | 0.1 | |||||||||||
11,510 | Simmons First National Corp. | 715,347 | 0.1 | |||||||||||
11,438 | South State Corp. | 999,681 | 0.1 | |||||||||||
4,967 | @ | Southern First Bancshares, Inc. | 178,812 | 0.0 | ||||||||||
13,492 | Southside Bancshares, Inc. | 508,244 | 0.1 | |||||||||||
11,878 | Southwest Bancorp., Inc. | 344,462 | 0.0 | |||||||||||
7,443 | State Auto Financial Corp. | 199,547 | 0.0 | |||||||||||
19,413 | State Bank Financial Corp. | 521,433 | 0.1 | |||||||||||
51,514 | Sterling Bancorp/DE | 1,205,428 | 0.2 | |||||||||||
10,704 | Stewart Information Services Corp. | 493,240 | 0.1 | |||||||||||
26,243 | @ | Stifel Financial Corp. | 1,310,838 | 0.2 | ||||||||||
12,692 | Stock Yards Bancorp, Inc. | 595,889 | 0.1 | |||||||||||
336 | Stonegate Bank | 14,021 | 0.0 | |||||||||||
273 | Suffolk Bancorp | 11,690 | 0.0 | |||||||||||
5,779 | Territorial Bancorp, Inc. | 189,782 | 0.0 | |||||||||||
18,535 | @ | Texas Capital Bancshares, Inc. | 1,453,144 | 0.2 | ||||||||||
26,791 | @ | Third Point Reinsurance Ltd. | 309,436 | 0.0 | ||||||||||
19,726 | Tiptree Financial, Inc. | 121,315 | 0.0 |
7,742 | Tompkins Financial Corp. | 731,929 | 0.1 | |||||||||||
25,426 | TowneBank | 845,415 | 0.1 | |||||||||||
10,390 | Trico Bancshares | 355,130 | 0.0 | |||||||||||
50,250 | Trustco Bank Corp. | 439,688 | 0.1 | |||||||||||
25,471 | Trustmark Corp. | 908,041 | 0.1 | |||||||||||
16,703 | UMB Financial Corp. | 1,288,135 | 0.2 | |||||||||||
86,245 | Umpqua Holdings Corp. | 1,619,681 | 0.2 | |||||||||||
21,418 | Union Bankshares Corp. | 765,479 | 0.1 | |||||||||||
25,962 | L | United Bankshares, Inc. | 1,200,743 | 0.2 | ||||||||||
22,872 | United Community Banks, Inc. GA | 677,469 | 0.1 | |||||||||||
38,249 | United Community Financial Corp. | 341,946 | 0.0 | |||||||||||
32,869 | United Financial Bancorp, Inc. | 596,901 | 0.1 | |||||||||||
11,445 | United Fire Group, Inc. | 562,751 | 0.1 | |||||||||||
9,137 | United Insurance Holdings Corp. | 138,334 | 0.0 | |||||||||||
14,067 | Universal Insurance Holdings, Inc. | 399,503 | 0.1 | |||||||||||
14,960 | Univest Corp. of Pennsylvania | 462,264 | 0.1 | |||||||||||
85,358 | Valley National Bancorp | 993,567 | 0.1 | |||||||||||
8,716 | Virtu Financial, Inc. | 139,020 | 0.0 | |||||||||||
2,444 | Virtus Investment Partners, Inc. | 288,514 | 0.0 | |||||||||||
26,904 | Waddell & Reed Financial, Inc. | 524,897 | 0.1 | |||||||||||
11,260 | @ | Walker & Dunlop, Inc. | 351,312 | 0.0 | ||||||||||
7,833 | @ | Walter Investment Management Corp. | 37,207 | 0.0 | ||||||||||
35,959 | Washington Federal, Inc. | 1,235,192 | 0.2 | |||||||||||
9,981 | Washington Trust Bancorp, Inc. | 559,435 | 0.1 | |||||||||||
7,356 | WashingtonFirst Bankshares, Inc. | 213,250 | 0.0 | |||||||||||
19,990 | Waterstone Financial, Inc. | 367,816 | 0.0 | |||||||||||
36,482 | Webster Financial Corp. | 1,980,243 | 0.3 | |||||||||||
16,606 | WesBanco, Inc. | 715,054 | 0.1 | |||||||||||
11,301 | Westamerica Bancorp. | 711,172 | 0.1 | |||||||||||
19,588 | Western Asset Mortgage Capital Corp. | 197,251 | 0.0 | |||||||||||
5,243 | Westwood Holdings Group, Inc. | 314,528 | 0.0 | |||||||||||
436 | @,L | Wins Finance Holdings, Inc. | 78,480 | 0.0 | ||||||||||
19,686 | Wintrust Financial Corp. | 1,428,613 | 0.2 | |||||||||||
44,503 | WisdomTree Investments, Inc. | 495,763 | 0.1 | |||||||||||
102,578 | @,L | WMIH Corp. | 158,996 | 0.0 | ||||||||||
2,822 | @,L | World Acceptance Corp. | 181,398 | 0.0 | ||||||||||
15,678 | WSFS Financial Corp. | 726,675 | 0.1 | |||||||||||
18,649 | Yadkin Financial Corp. | 638,915 | 0.1 | |||||||||||
153,789,121 | 19.3 | |||||||||||||
Health Care: 11.8% | ||||||||||||||
4,565 | @,L | AAC Holdings, Inc. | 33,051 | 0.0 | ||||||||||
10,013 | Abaxis, Inc. | 528,386 | 0.1 | |||||||||||
10,707 | @,L | Accelerate Diagnostics, Inc. | 222,170 | 0.0 | ||||||||||
11,582 | @ | Acceleron Pharma, Inc. | 295,573 | 0.1 | ||||||||||
38,111 | @ | Accuray, Inc. | 175,311 | 0.0 | ||||||||||
12,357 | Aceto Corp. | 271,483 | 0.0 |
See Accompanying Notes to Financial Statements
87 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
49,089 | @,L | Achillion Pharmaceuticals, Inc. | 202,738 | 0.0 | ||||||||||
4,653 | @ | Aclaris Therapeutics, Inc. | 126,282 | 0.0 | ||||||||||
18,736 | @ | Acorda Therapeutics, Inc. | 352,237 | 0.1 | ||||||||||
7,810 | @,L | Adamas Pharmaceuticals, Inc. | 131,989 | 0.0 | ||||||||||
772 | @ | Addus HomeCare Corp. | 27,059 | 0.0 | ||||||||||
5,272 | @,L | Adeptus Health, Inc. | 40,278 | 0.0 | ||||||||||
16,420 | @,L | Aduro Biotech, Inc. | 187,188 | 0.0 | ||||||||||
14,637 | @,L | Advaxis, Inc. | 104,801 | 0.0 | ||||||||||
9,441 | @ | Adverum Biotechnologies, Inc. | 27,379 | 0.0 | ||||||||||
10,632 | @ | Aerie Pharmaceuticals, Inc. | 402,421 | 0.1 | ||||||||||
12,471 | @,L | Aevi Genomic Medicine, Inc. | 64,600 | 0.0 | ||||||||||
34,474 | @,L | Agenus, Inc. | 142,033 | 0.0 | ||||||||||
12,024 | @,L | Aimmune Therapeutics, Inc. | 245,891 | 0.0 | ||||||||||
14,437 | @ | Air Methods Corp. | 459,818 | 0.1 | ||||||||||
16,521 | @ | Akebia Therapeutics, Inc. | 171,984 | 0.0 | ||||||||||
12,251 | @ | Albany Molecular Research, Inc. | 229,829 | 0.0 | ||||||||||
20,570 | @ | Alder Biopharmaceuticals, Inc. | 427,856 | 0.1 | ||||||||||
3,834 | @ | Almost Family, Inc. | 169,079 | 0.0 | ||||||||||
14,792 | @,L | AMAG Pharmaceuticals, Inc. | 514,762 | 0.1 | ||||||||||
11,917 | @ | Amedisys, Inc. | 508,022 | 0.1 | ||||||||||
54,082 | @,L | Amicus Therapeutics, Inc. | 268,788 | 0.0 | ||||||||||
20,134 | @ | AMN Healthcare Services, Inc. | 774,152 | 0.1 | ||||||||||
14,440 | @ | Amphastar Pharmaceuticals, Inc. | 265,985 | 0.0 | ||||||||||
22,886 | @,L | Ampio Pharmaceuticals, Inc. | 20,602 | 0.0 | ||||||||||
5,558 | Analogic Corp. | 461,036 | 0.1 | |||||||||||
14,653 | @,L | Anavex Life Sciences Corp. | 58,026 | 0.0 | ||||||||||
13,527 | @ | Angiodynamics, Inc. | 228,200 | 0.0 | ||||||||||
3,556 | @ | ANI Pharmaceuticals, Inc. | 215,565 | 0.0 | ||||||||||
6,741 | @ | Anika Therapeutics, Inc. | 330,039 | 0.1 | ||||||||||
19,647 | @ | Anthera Pharmaceuticals, Inc. | 12,753 | 0.0 | ||||||||||
7,581 | @ | Aptevo Therapeutics, Inc. | 18,498 | 0.0 | ||||||||||
15,920 | @,L | Aratana Therapeutics, Inc. | 114,306 | 0.0 | ||||||||||
10,138 | @ | Ardelyx, Inc. | 143,960 | 0.0 | ||||||||||
112,702 | @ | Arena Pharmaceuticals, Inc. | 160,037 | 0.0 | ||||||||||
2,633 | @ | Argos Therapeutics, Inc. | 12,902 | 0.0 | ||||||||||
74,396 | @,L | Ariad Pharmaceuticals, Inc. | 925,486 | 0.1 | ||||||||||
63,079 | @,L | Array Biopharma, Inc. | 554,464 | 0.1 | ||||||||||
26,392 | @ | Arrowhead Pharmaceuticals, Inc. | 40,908 | 0.0 | ||||||||||
7,585 | @ | Asterias Biotherapeutics, Inc. | 34,891 | 0.0 | ||||||||||
10,162 | @,L | Atara Biotherapeutics, Inc. | 144,300 | 0.0 | ||||||||||
36,348 | @ | Athersys, Inc. | 55,612 | 0.0 |
15,908 | @ | AtriCure, Inc. | 311,320 | 0.1 | ||||||||||
685 | Atrion Corp. | 347,432 | 0.1 | |||||||||||
1,710 | @ | Audentes Therapeutics, Inc. | 31,242 | 0.0 | ||||||||||
2,426 | @,L | Avexis, Inc. | 115,793 | 0.0 | ||||||||||
5,889 | @,L | Avinger, Inc. | 21,789 | 0.0 | ||||||||||
18,534 | @ | AxoGen, Inc. | 166,806 | 0.0 | ||||||||||
9,937 | @ | Axovant Sciences Ltd. | 123,418 | 0.0 | ||||||||||
8,981 | @,L | Bellicum Pharmaceuticals, Inc. | 122,321 | 0.0 | ||||||||||
35,932 | @ | BioScrip, Inc. | 37,369 | 0.0 | ||||||||||
34,148 | @,L | BioCryst Pharmaceuticals, Inc. | 216,157 | 0.0 | ||||||||||
44,232 | @ | Bio-Path Holdings, Inc. | 59,713 | 0.0 | ||||||||||
12,467 | @ | BioTelemetry, Inc. | 278,637 | 0.0 | ||||||||||
15,430 | @,L | Bluebird Bio, Inc. | 952,031 | 0.1 | ||||||||||
9,460 | @ | Blueprint Medicines Corp. | 265,353 | 0.0 | ||||||||||
12,739 | @ | Cambrex Corp. | 687,269 | 0.1 | ||||||||||
14,589 | Cantel Medical Corp. | 1,148,884 | 0.2 | |||||||||||
12,858 | @ | Capital Senior Living Corp. | 206,371 | 0.0 | ||||||||||
10,670 | @,L | Cara Therapeutics, Inc. | 99,124 | 0.0 | ||||||||||
14,709 | @ | Cardiovascular Systems, Inc. | 356,105 | 0.1 | ||||||||||
21,476 | @ | Castlight Health, Inc. | 106,306 | 0.0 | ||||||||||
40,698 | @ | Catalent, Inc. | 1,097,218 | 0.2 | ||||||||||
43,036 | @,L | Celldex Therapeutics, Inc. | 152,347 | 0.0 | ||||||||||
5,721 | @ | Cellular Biomedicine Group, Inc. | 74,945 | 0.0 | ||||||||||
17,158 | @,L | Cempra, Inc. | 48,042 | 0.0 | ||||||||||
48,063 | @,L | Cerus Corp. | 209,074 | 0.0 | ||||||||||
6,592 | Chemed Corp. | 1,057,423 | 0.1 | |||||||||||
13,019 | @,L | ChemoCentryx, Inc. | 96,341 | 0.0 | ||||||||||
24,677 | @ | Chimerix, Inc. | 113,514 | 0.0 | ||||||||||
5,660 | @ | Civitas Solutions, Inc. | 112,634 | 0.0 | ||||||||||
2,991 | @ | Clearside Biomedical, Inc. | 26,740 | 0.0 | ||||||||||
12,469 | @,L | Clovis Oncology, Inc. | 553,873 | 0.1 | ||||||||||
13,314 | @,L | Coherus Biosciences, Inc. | 374,789 | 0.1 | ||||||||||
6,454 | @,L | Collegium Pharmaceutical, Inc. | 100,489 | 0.0 | ||||||||||
45,230 | @ | Community Health Systems, Inc. | 252,836 | 0.0 | ||||||||||
5,678 | L | Computer Programs & Systems, Inc. | 134,001 | 0.0 | ||||||||||
7,989 | @,L | Concert Pharmaceuticals, Inc. | 82,207 | 0.0 | ||||||||||
16,069 | @ | ConforMIS, Inc. | 130,159 | 0.0 | ||||||||||
11,991 | Conmed Corp. | 529,642 | 0.1 | |||||||||||
28,453 | @,L | Corcept Therapeutics, Inc. | 206,569 | 0.0 | ||||||||||
5,629 | @ | Corvel Corp. | 206,021 | 0.0 | ||||||||||
2,420 | @ | Cotiviti Holdings, Inc. | 83,248 | 0.0 | ||||||||||
15,683 | @ | Cross Country Healthcare, Inc. | 244,812 | 0.0 | ||||||||||
15,959 | CryoLife, Inc. | 305,615 | 0.1 | |||||||||||
55,931 | @ | Curis, Inc. | 172,267 | 0.0 | ||||||||||
10,410 | @ | Cynosure, Inc. | 474,696 | 0.1 | ||||||||||
14,122 | @,L | Cytokinetics, Inc. | 171,582 | 0.0 | ||||||||||
9,400 | @,L | CytomX Therapeutics, Inc. | 103,306 | 0.0 | ||||||||||
35,261 | @,L | CytRx Corp. | 13,124 | 0.0 | ||||||||||
26,705 | @ | Depomed, Inc. | 481,224 | 0.1 | ||||||||||
9,274 | @ | Dermira, Inc. | 281,280 | 0.1 |
See Accompanying Notes to Financial Statements
88 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
19,601 | @ | Diplomat Pharmacy, Inc. | 246,973 | 0.0 | ||||||||||
67,432 | @ | Durect Corp. | 90,359 | 0.0 | ||||||||||
16,941 | @,L | Dynavax Technologies Corp. | 66,917 | 0.0 | ||||||||||
3,529 | @,L | Eagle Pharmaceuticals, Inc./DE | 279,991 | 0.0 | ||||||||||
7,985 | @ | Edge Therapeutics, Inc. | 99,812 | 0.0 | ||||||||||
3,245 | @,L | Editas Medicine, Inc. | 52,666 | 0.0 | ||||||||||
3,632 | @,L | Egalet Corp. | 27,785 | 0.0 | ||||||||||
14,288 | @ | Emergent Biosolutions, Inc. | 469,218 | 0.1 | ||||||||||
7,373 | @ | Enanta Pharmaceuticals, Inc. | 246,995 | 0.0 | ||||||||||
23,200 | @ | Endocyte, Inc. | 59,160 | 0.0 | ||||||||||
33,439 | @,L | Endologix, Inc. | 191,271 | 0.0 | ||||||||||
20,824 | Ensign Group, Inc. | 462,501 | 0.1 | |||||||||||
22,377 | @ | Enzo Biochem, Inc. | 155,296 | 0.0 | ||||||||||
15,995 | @,L | Epizyme, Inc. | 193,539 | 0.0 | ||||||||||
6,342 | @,L | Esperion Therapeutics, Inc. | 79,402 | 0.0 | ||||||||||
6,559 | @,L | Evolent Health, Inc. | 97,073 | 0.0 | ||||||||||
41,805 | @,L | Exact Sciences Corp. | 558,515 | 0.1 | ||||||||||
7,368 | @ | Exactech, Inc. | 201,146 | 0.0 | ||||||||||
94,351 | @ | Exelixis, Inc. | 1,406,773 | 0.2 | ||||||||||
20,691 | @,L | FibroGen, Inc. | 442,787 | 0.1 | ||||||||||
11,497 | @ | FivePrime Therapeutics, Inc. | 576,115 | 0.1 | ||||||||||
5,566 | @ | Flex Pharma, Inc. | 29,388 | 0.0 | ||||||||||
8,944 | @ | Flexion Therapeutics, Inc. | 170,115 | 0.0 | ||||||||||
15,882 | @ | Fluidigm Corp. | 115,621 | 0.0 | ||||||||||
5,760 | @ | Foundation Medicine, Inc. | 101,952 | 0.0 | ||||||||||
4,103 | @,L | Galena Biopharma, Inc. | 7,960 | 0.0 | ||||||||||
6,337 | @ | Genesis Healthcare, Inc. | 26,932 | 0.0 | ||||||||||
16,782 | @ | GenMark Diagnostics, Inc. | 205,412 | 0.0 | ||||||||||
7,278 | @ | Genomic Health, Inc. | 213,900 | 0.0 | ||||||||||
70,915 | @,L | Geron Corp. | 146,794 | 0.0 | ||||||||||
7,143 | @ | Glaukos Corp. | 245,005 | 0.0 | ||||||||||
6,018 | @,L | Global Blood Therapeutics, Inc. | 86,960 | 0.0 | ||||||||||
26,619 | @ | Globus Medical, Inc. | 660,417 | 0.1 | ||||||||||
20,267 | @ | Haemonetics Corp. | 814,733 | 0.1 | ||||||||||
43,105 | @ | Halozyme Therapeutics, Inc. | 425,877 | 0.1 | ||||||||||
17,831 | @ | Halyard Health, Inc. | 659,390 | 0.1 | ||||||||||
18,155 | @ | HealthEquity, Inc. | 735,641 | 0.1 | ||||||||||
36,853 | Healthsouth Corp. | 1,519,818 | 0.2 | |||||||||||
11,193 | @ | HealthStream, Inc. | 280,385 | 0.0 | ||||||||||
13,609 | @ | Healthways, Inc. | 309,605 | 0.1 | ||||||||||
13,211 | @,L | Heron Therapeutics, Inc. | 173,064 | 0.0 | ||||||||||
2,607 | @ | Heska Corp. | 186,661 | 0.0 | ||||||||||
36,416 | @ | HMS Holdings Corp. | 661,315 | 0.1 | ||||||||||
65,329 | @ | Horizon Pharma PLC | 1,057,023 | 0.1 | ||||||||||
5,705 | @ | ICU Medical, Inc. | 840,632 | 0.1 | ||||||||||
38,826 | @,L | Idera Pharmaceuticals, Inc. | 58,239 | 0.0 | ||||||||||
14,152 | @,L | Ignyta, Inc. | 75,006 | 0.0 | ||||||||||
5,834 | @ | Immune Design Corp. | 32,087 | 0.0 | ||||||||||
40,961 | @,L | Immunogen, Inc. | 83,560 | 0.0 | ||||||||||
47,625 | @,L | Immunomedics, Inc. | 174,784 | 0.0 | ||||||||||
31,448 | @ | Impax Laboratories, Inc. | 416,686 | 0.1 | ||||||||||
16,562 | @ | INC Research Holdings, Inc. | 871,161 | 0.1 | ||||||||||
24,497 | @,L | Infinity Pharmaceuticals, Inc. | 33,071 | 0.0 |
34,467 | @,L | Innoviva, Inc. | 368,797 | 0.1 | ||||||||||
6,693 | @ | Inogen, Inc. | 449,569 | 0.1 | ||||||||||
9,194 | @,L | Inotek Pharmaceuticals Corp. | 56,083 | 0.0 | ||||||||||
27,603 | @,L | Inovio Pharmaceuticals, Inc. | 191,565 | 0.0 | ||||||||||
25,571 | @ | Insmed Inc. | 338,304 | 0.1 | ||||||||||
24,426 | @ | Insulet Corp. | 920,372 | 0.1 | ||||||||||
9,732 | @,L | Insys Therapeutics, Inc. | 89,534 | 0.0 | ||||||||||
12,408 | @ | Integer Holdings Corp. | 365,416 | 0.1 | ||||||||||
10,949 | @ | Integra LifeSciences Holdings Corp. | 939,315 | 0.1 | ||||||||||
1,187 | @,L | Intellia Therapeutics, Inc. | 15,562 | 0.0 | ||||||||||
11,596 | @ | Intersect ENT, Inc. | 140,312 | 0.0 | ||||||||||
14,573 | @ | Intra-Cellular Therapies, Inc. | 219,907 | 0.0 | ||||||||||
15,623 | Invacare Corp. | 203,880 | 0.0 | |||||||||||
11,203 | @ | Invitae Corp. | 88,952 | 0.0 | ||||||||||
14,550 | @,L | InVivo Therapeutics Holdings Corp. | 61,110 | 0.0 | ||||||||||
56,535 | @,L | Ironwood Pharmaceuticals, Inc. | 864,420 | 0.1 | ||||||||||
10,744 | @ | K2M Group Holdings, Inc. | 215,310 | 0.0 | ||||||||||
10,564 | @ | Karyopharm Therapeutics, Inc. | 99,302 | 0.0 | ||||||||||
30,303 | @,L | Keryx Biopharmaceuticals, Inc. | 177,576 | 0.0 | ||||||||||
35,799 | Kindred Healthcare, Inc. | 281,022 | 0.1 | |||||||||||
16,476 | @,L | Kite Pharma, Inc. | 738,784 | 0.1 | ||||||||||
6,082 | @,L | La Jolla Pharmaceutical Co. | 106,617 | 0.0 | ||||||||||
5,133 | Landauer, Inc. | 246,897 | 0.0 | |||||||||||
11,177 | @,L | Lannett Co., Inc. | 246,453 | 0.0 | ||||||||||
19,885 | @,L | Lexicon Pharmaceuticals, Inc. | 275,010 | 0.0 | ||||||||||
5,823 | @ | LHC Group, Inc. | 266,111 | 0.0 | ||||||||||
7,725 | @ | Ligand Pharmaceuticals, Inc. | 784,937 | 0.1 | ||||||||||
23,984 | @,L | Lion Biotechnologies, Inc. | 166,689 | 0.0 | ||||||||||
3,433 | @ | Lipocine, Inc. | 12,633 | 0.0 | ||||||||||
6,123 | @ | Loxo Oncology, Inc. | 196,640 | 0.0 | ||||||||||
16,995 | @ | Luminex Corp. | 343,809 | 0.1 | ||||||||||
12,797 | @ | MacroGenics, Inc. | 261,571 | 0.0 | ||||||||||
9,850 | @ | Magellan Health, Inc. | 741,212 | 0.1 | ||||||||||
140,682 | @ | MannKind Corp. | 89,572 | 0.0 | ||||||||||
16,875 | @ | Masimo Corp. | 1,137,375 | 0.2 | ||||||||||
28,063 | @,L | Medicines Co. | 952,458 | 0.1 | ||||||||||
15,738 | @,L | MediciNova, Inc. | 94,900 | 0.0 | ||||||||||
22,517 | @ | Medidata Solutions, Inc. | 1,118,419 | 0.2 | ||||||||||
3,480 | @ | Medpace Holdings, Inc. | 125,524 | 0.0 | ||||||||||
20,030 | Meridian Bioscience, Inc. | 354,531 | 0.1 | |||||||||||
17,038 | @ | Merit Medical Systems, Inc. | 451,507 | 0.1 | ||||||||||
50,986 | @,L | Merrimack Pharmaceuticals, Inc. | 208,023 | 0.0 | ||||||||||
41,806 | @,L | MiMedx Group Inc. | 370,401 | 0.1 | ||||||||||
7,598 | @ | Minerva Neurosciences, Inc. | 89,276 | 0.0 | ||||||||||
5,184 | @,L | Mirati Therapeutics, Inc. | 24,624 | 0.0 | ||||||||||
17,270 | @ | Molina Healthcare, Inc. | 937,070 | 0.1 | ||||||||||
26,950 | @ | Momenta Pharmaceuticals, Inc. | 405,597 | 0.1 | ||||||||||
5,958 | @,L | MyoKardia, Inc. | 77,156 | 0.0 |
See Accompanying Notes to Financial Statements
89 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
28,453 | @ | Myriad Genetics, Inc. | 474,312 | 0.1 | ||||||||||
7,065 | @ | NanoString Technologies, Inc. | 157,549 | 0.0 | ||||||||||
12,451 | @ | Natera, Inc. | 145,801 | 0.0 | ||||||||||
5,070 | National Healthcare Corp. | 384,255 | 0.1 | |||||||||||
12,856 | @ | Natus Medical, Inc. | 447,389 | 0.1 | ||||||||||
57,372 | @ | Nektar Therapeutics | 703,954 | 0.1 | ||||||||||
14,987 | @ | Neogen Corp. | 989,142 | 0.1 | ||||||||||
25,412 | @ | NeoGenomics, Inc. | 217,781 | 0.0 | ||||||||||
6,274 | @,L | Neos Therapeutics, Inc. | 36,703 | 0.0 | ||||||||||
10,071 | @ | Nevro Corp. | 731,759 | 0.1 | ||||||||||
9,355 | @,L | NewLink Genetics Corp. | 96,169 | 0.0 | ||||||||||
26,206 | @,L | Nobilis Health Corp. | 55,033 | 0.0 | ||||||||||
116,631 | @ | Novavax, Inc. | 146,955 | 0.0 | ||||||||||
22,386 | @,L | Novocure Ltd. | 175,730 | 0.0 | ||||||||||
20,483 | @ | NuVasive, Inc. | 1,379,735 | 0.2 | ||||||||||
27,229 | @ | NxStage Medical, Inc. | 713,672 | 0.1 | ||||||||||
8,790 | @,L | Ocular Therapeutix, Inc. | 73,572 | 0.0 | ||||||||||
15,996 | @,L | Omeros Corp. | 158,680 | 0.0 | ||||||||||
15,875 | @ | Omnicell, Inc. | 538,162 | 0.1 | ||||||||||
8,652 | @ | OncoMed Pharmaceuticals, Inc. | 66,707 | 0.0 | ||||||||||
12,695 | @,L | Ophthotech Corp. | 61,317 | 0.0 | ||||||||||
28,038 | @ | OraSure Technologies, Inc. | 246,174 | 0.0 | ||||||||||
43,807 | @,L | Organovo Holdings, Inc. | 148,506 | 0.0 | ||||||||||
7,790 | @ | Orthofix International NV | 281,842 | 0.1 | ||||||||||
9,459 | @,L | Osiris Therapeutics, Inc. | 46,444 | 0.0 | ||||||||||
10,688 | @ | Otonomy, Inc. | 169,939 | 0.0 | ||||||||||
15,549 | @,L | OvaScience, Inc. | 23,790 | 0.0 | ||||||||||
23,931 | Owens & Minor, Inc. | 844,525 | 0.1 | |||||||||||
11,500 | @,L | Oxford Immunotec Global PLC | 171,925 | 0.0 | ||||||||||
35,435 | @,L | Pacific Biosciences of California, Inc. | 134,653 | 0.0 | ||||||||||
15,516 | @ | Pacira Pharmaceuticals, Inc. | 501,167 | 0.1 | ||||||||||
6,658 | @,L | Paratek Pharmaceuticals, Inc. | 102,533 | 0.0 | ||||||||||
21,351 | @ | Parexel International Corp. | 1,403,188 | 0.2 | ||||||||||
71,377 | PDL BioPharma, Inc. | 151,319 | 0.0 | |||||||||||
10,838 | @,L | Penumbra, Inc. | 691,464 | 0.1 | ||||||||||
9,254 | @ | Pfenex, Inc. | 83,934 | 0.0 | ||||||||||
13,940 | @ | PharMerica Corp. | 350,591 | 0.1 | ||||||||||
7,291 | Phibro Animal Health Corp. | 213,626 | 0.0 | |||||||||||
20,704 | @ | Portola Pharmaceuticals, Inc. | 464,598 | 0.1 | ||||||||||
9,661 | @ | PRA Health Sciences, Inc. | 532,514 | 0.1 | ||||||||||
20,975 | @ | Prestige Brands Holdings, Inc. | 1,092,798 | 0.2 | ||||||||||
31,737 | @,L | Progenics Pharmaceuticals, Inc. | 274,208 | 0.0 | ||||||||||
2,155 | @ | Protagonist Therapeutics, Inc. | 47,388 | 0.0 | ||||||||||
3,908 | @,L | Proteostasis Therapeutics, Inc. | 47,912 | 0.0 | ||||||||||
14,789 | @,L | Prothena Corp. PLC | 727,471 | 0.1 | ||||||||||
6,813 | @ | Providence Service Corp. | 259,235 | 0.0 | ||||||||||
14,593 | @,L | PTC Therapeutics, Inc. | 159,210 | 0.0 | ||||||||||
10,633 | @ | Puma Biotechnology, Inc. | 326,433 | 0.1 | ||||||||||
20,850 | Quality Systems, Inc. | 274,178 | 0.0 |
12,270 | @ | Quidel Corp. | 262,823 | 0.0 | ||||||||||
13,715 | @ | Quorum Health Corp. | 99,708 | 0.0 | ||||||||||
12,862 | @,L | Radius Health, Inc. | 489,142 | 0.1 | ||||||||||
18,180 | @ | RadNet, Inc. | 117,261 | 0.0 | ||||||||||
1,907 | @,L | Reata Pharmaceuticals, Inc. | 41,630 | 0.0 | ||||||||||
9,529 | @ | REGENXBIO, Inc. | 176,763 | 0.0 | ||||||||||
18,011 | @ | Regulus Therapeutics, Inc. | 40,525 | 0.0 | ||||||||||
14,286 | @ | Repligen Corp. | 440,295 | 0.1 | ||||||||||
16,014 | @,L | Retrophin, Inc. | 303,145 | 0.1 | ||||||||||
9,121 | @ | Revance Therapeutics, Inc. | 188,805 | 0.0 | ||||||||||
41,161 | @ | Rigel Pharmaceuticals, Inc. | 97,963 | 0.0 | ||||||||||
24,337 | @,L | Rockwell Medical Technologies, Inc. | 159,407 | 0.0 | ||||||||||
35,891 | @ | RTI Surgical, Inc. | 116,646 | 0.0 | ||||||||||
11,389 | @ | Sage Therapeutics, Inc. | 581,522 | 0.1 | ||||||||||
30,539 | @,L | Sangamo Biosciences, Inc. | 93,144 | 0.0 | ||||||||||
19,699 | @ | Sarepta Therapeutics, Inc. | 540,344 | 0.1 | ||||||||||
24,590 | @ | Sciclone Pharmaceuticals, Inc. | 265,572 | 0.0 | ||||||||||
40,668 | @ | Select Medical Holdings Corp. | 538,851 | 0.1 | ||||||||||
2,549 | @,L | Selecta Biosciences, Inc. | 43,715 | 0.0 | ||||||||||
7,772 | @,L | Seres Therapeutics, Inc. | 76,943 | 0.0 | ||||||||||
14,911 | @,L | Sorrento Therapeutics, Inc. | 73,064 | 0.0 | ||||||||||
7,250 | @ | Spark Therapeutics, Inc. | 361,775 | 0.1 | ||||||||||
18,493 | @ | Spectranetics Corp. | 453,079 | 0.1 | ||||||||||
32,791 | @ | Spectrum Pharmaceuticals, Inc. | 145,264 | 0.0 | ||||||||||
18,835 | @,L | Staar Surgical Co. | 204,360 | 0.0 | ||||||||||
8,376 | @,L | Stemline Therapeutics, Inc. | 89,623 | 0.0 | ||||||||||
10,934 | @ | Sucampo Pharmaceuticals, Inc. | 148,156 | 0.0 | ||||||||||
20,431 | @ | Supernus Pharmaceuticals, Inc. | 515,883 | 0.1 | ||||||||||
8,416 | @ | Surgery Partners, Inc. | 133,394 | 0.0 | ||||||||||
10,258 | @ | Surgical Care Affiliates, Inc. | 474,638 | 0.1 | ||||||||||
8,943 | @ | SurModics, Inc. | 227,152 | 0.0 | ||||||||||
73,347 | @,L | Synergy Pharmaceuticals, Inc. | 446,683 | 0.1 | ||||||||||
38,251 | @ | Synthetic Biologics, Inc. | 29,170 | 0.0 | ||||||||||
1,535 | @ | Syros Pharmaceuticals, Inc. | 18,666 | 0.0 | ||||||||||
28,376 | @ | Team Health Holdings, Inc. | 1,232,937 | 0.2 | ||||||||||
9,040 | @,L | Teladoc, Inc. | 149,160 | 0.0 | ||||||||||
20,108 | @,L | Teligent, Inc. | 132,914 | 0.0 | ||||||||||
11,130 | @,L | Tesaro, Inc. | 1,496,762 | 0.2 | ||||||||||
17,479 | @,L | Tetraphase Pharmaceuticals, Inc. | 70,440 | 0.0 | ||||||||||
14,870 | @,L | TG Therapeutics, Inc. | 69,146 | 0.0 | ||||||||||
65,264 | @,L | TherapeuticsMD, Inc. | 376,573 | 0.1 | ||||||||||
14,883 | @,L | Theravance Biopharma, Inc. | 474,470 | 0.1 | ||||||||||
17,451 | @ | TransEnterix, Inc. | 22,686 | 0.0 | ||||||||||
20,791 | @ | Trevena, Inc. | 122,251 | 0.0 | ||||||||||
12,570 | @ | Triple-S Management Corp. | 260,199 | 0.0 |
See Accompanying Notes to Financial Statements
90 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
13,104 | @,L | Trovagene, Inc. | 27,518 | 0.0 | ||||||||||
15,105 | @,L | Ultragenyx Pharmaceutical, Inc. | 1,062,033 | 0.1 | ||||||||||
25,820 | @ | Universal American Corp./NY | 256,909 | 0.0 | ||||||||||
4,388 | US Physical Therapy, Inc. | 308,038 | 0.1 | |||||||||||
15,513 | @,L | Vanda Pharmaceuticals, Inc. | 247,432 | 0.0 | ||||||||||
7,973 | @ | Vascular Solutions, Inc. | 447,285 | 0.1 | ||||||||||
9,039 | @ | Veracyte, Inc. | 69,962 | 0.0 | ||||||||||
11,866 | @,L | Versartis, Inc. | 176,803 | 0.0 | ||||||||||
11,533 | @,L | Vital Therapies, Inc. | 50,169 | 0.0 | ||||||||||
14,164 | @ | Vocera Communications, Inc. | 261,892 | 0.0 | ||||||||||
5,630 | @ | Voyager Therapeutics, Inc. | 71,726 | 0.0 | ||||||||||
3,830 | @ | WaVe Life Sciences Ltd. | 100,155 | 0.0 | ||||||||||
41,344 | @ | Wright Medical Group NV | 950,085 | 0.1 | ||||||||||
7,857 | @,L | XBiotech, Inc. | 79,513 | 0.0 | ||||||||||
13,388 | @ | Xencor, Inc. | 352,372 | 0.1 | ||||||||||
11,162 | @ | Zafgen, Inc. | 35,495 | 0.0 | ||||||||||
14,501 | @,L | Zeltiq Aesthetics, Inc. | 631,084 | 0.1 | ||||||||||
49,869 | @,L | ZIOPHARM Oncology, Inc. | 266,799 | 0.0 | ||||||||||
12,461 | @,L | Zogenix, Inc. | 151,401 | 0.0 | ||||||||||
94,255,042 | 11.8 | |||||||||||||
Industrials: 14.3% | ||||||||||||||
17,925 | AAON, Inc. | 592,421 | 0.1 | |||||||||||
14,311 | AAR Corp. | 472,979 | 0.1 | |||||||||||
21,899 | ABM Industries, Inc. | 894,355 | 0.1 | |||||||||||
23,813 | Acacia Research - Acacia Technologies | 154,784 | 0.0 | |||||||||||
45,617 | @ | ACCO Brands Corp. | 595,302 | 0.1 | ||||||||||
23,635 | Actuant Corp. | 613,328 | 0.1 | |||||||||||
13,106 | Advanced Drainage Systems, Inc. | 269,984 | 0.0 | |||||||||||
17,794 | @ | Advisory Board Co. | 591,651 | 0.1 | ||||||||||
16,008 | @ | Aegion Corp. | 379,390 | 0.1 | ||||||||||
28,335 | @ | Aerojet Rocketdyne Holdings, Inc. | 508,613 | 0.1 | ||||||||||
9,760 | @ | Aerovironment, Inc. | 261,861 | 0.0 | ||||||||||
21,117 | @ | Air Transport Services Group, Inc. | 337,027 | 0.0 | ||||||||||
22,069 | Aircastle Ltd. | 460,139 | 0.1 | |||||||||||
4,879 | Alamo Group, Inc. | 371,292 | 0.0 | |||||||||||
12,883 | Albany International Corp. | 596,483 | 0.1 | |||||||||||
5,293 | Allegiant Travel Co. | 880,755 | 0.1 | |||||||||||
13,719 | Altra Industrial Motion Corp. | 506,231 | 0.1 | |||||||||||
2,423 | American Railcar Industries, Inc. | 109,738 | 0.0 | |||||||||||
6,117 | @ | American Woodmark Corp. | 460,304 | 0.1 | ||||||||||
12,273 | Apogee Enterprises, Inc. | 657,342 | 0.1 | |||||||||||
15,762 | Applied Industrial Technologies, Inc. | 936,263 | 0.1 | |||||||||||
6,394 | @,L | Aqua Metals, Inc. | 83,825 | 0.0 | ||||||||||
11,852 | ArcBest Corp. | 327,708 | 0.0 | |||||||||||
7,013 | Argan, Inc. | 494,767 | 0.1 | |||||||||||
11,325 | @ | Armstrong Flooring, Inc. | 225,481 | 0.0 | ||||||||||
8,485 | Astec Industries, Inc. | 572,398 | 0.1 | |||||||||||
9,641 | @ | Astronics Corp. | 326,251 | 0.0 |
5,187 | @ | Atkore International Group, Inc. | 124,021 | 0.0 | ||||||||||
10,948 | @ | Atlas Air Worldwide Holdings, Inc. | 570,938 | 0.1 | ||||||||||
11,516 | AZZ, Inc. | 735,872 | 0.1 | |||||||||||
19,462 | @ | Babcock & Wilcox Enterprises, Inc. | 322,875 | 0.0 | ||||||||||
21,304 | Barnes Group, Inc. | 1,010,236 | 0.1 | |||||||||||
4,172 | Barrett Business Services, Inc. | 267,425 | 0.0 | |||||||||||
23,502 | @ | Beacon Roofing Supply, Inc. | 1,082,737 | 0.1 | ||||||||||
22,822 | @ | BMC Stock Holdings, Inc. | 445,029 | 0.1 | ||||||||||
20,597 | Brady Corp. | 773,417 | 0.1 | |||||||||||
18,365 | Briggs & Stratton Corp. | 408,805 | 0.1 | |||||||||||
19,440 | Brink's Co. | 801,900 | 0.1 | |||||||||||
33,554 | @ | Builders FirstSource, Inc. | 368,087 | 0.0 | ||||||||||
9,101 | @ | Caesarstone Ltd. | 260,744 | 0.0 | ||||||||||
11,800 | @ | CAI International, Inc. | 102,306 | 0.0 | ||||||||||
1,008 | @ | Casella Waste Systems, Inc. | 12,509 | 0.0 | ||||||||||
26,407 | @ | CBIZ, Inc. | 361,776 | 0.0 | ||||||||||
13,198 | CEB, Inc. | 799,799 | 0.1 | |||||||||||
12,713 | Ceco Environmental Corp. | 177,346 | 0.0 | |||||||||||
13,670 | Celadon Group, Inc. | 97,741 | 0.0 | |||||||||||
13,186 | @ | Chart Industries, Inc. | 474,960 | 0.1 | ||||||||||
6,924 | CIRCOR International, Inc. | 449,229 | 0.1 | |||||||||||
18,705 | Clarcor, Inc. | 1,542,601 | 0.2 | |||||||||||
11,181 | Columbus McKinnon Corp. | 302,334 | 0.0 | |||||||||||
15,870 | Comfort Systems USA, Inc. | 528,471 | 0.1 | |||||||||||
12,853 | @ | Continental Building Products, Inc. | 296,904 | 0.0 | ||||||||||
6,474 | @ | Covenant Transportation Group, Inc. | 125,207 | 0.0 | ||||||||||
7,409 | @ | CSW Industrials, Inc. | 273,022 | 0.0 | ||||||||||
9,168 | Cubic Corp. | 439,606 | 0.1 | |||||||||||
17,802 | Curtiss-Wright Corp. | 1,751,005 | 0.2 | |||||||||||
18,504 | Deluxe Corp. | 1,325,071 | 0.2 | |||||||||||
27,334 | @ | DigitalGlobe, Inc. | 783,119 | 0.1 | ||||||||||
11,127 | Douglas Dynamics, Inc. | 374,424 | 0.0 | |||||||||||
5,069 | @ | DXP Enterprises, Inc. | 176,097 | 0.0 | ||||||||||
13,058 | @,L | Dycom Industries, Inc. | 1,048,427 | 0.1 | ||||||||||
12,508 | @ | Echo Global Logistics, Inc. | 313,325 | 0.0 | ||||||||||
24,319 | EMCOR Group, Inc. | 1,720,812 | 0.2 | |||||||||||
10,007 | Encore Wire Corp. | 433,803 | 0.1 | |||||||||||
6,935 | @,L | Energous Corp. | 116,855 | 0.0 | ||||||||||
15,708 | @,L | Energy Recovery, Inc. | 162,578 | 0.0 | ||||||||||
17,869 | EnerSys | 1,395,569 | 0.2 | |||||||||||
8,320 | @ | Engility Holdings, Inc. | 280,384 | 0.0 | ||||||||||
14,152 | Ennis, Inc. | 245,537 | 0.0 | |||||||||||
10,282 | EnPro Industries, Inc. | 692,596 | 0.1 | |||||||||||
12,773 | ESCO Technologies, Inc. | 723,590 | 0.1 | |||||||||||
17,502 | Essendant, Inc. | 365,792 | 0.0 | |||||||||||
11,342 | @ | Esterline Technologies Corp. | 1,011,706 | 0.1 | ||||||||||
11,366 | Exponent, Inc. | 685,370 | 0.1 | |||||||||||
27,820 | Federal Signal Corp. | 434,270 | 0.1 | |||||||||||
12,360 | Forward Air Corp. | 585,617 | 0.1 |
See Accompanying Notes to Financial Statements
91 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
18,539 | Franklin Electric Co., Inc. | 721,167 | 0.1 | |||||||||||
17,185 | @ | FTI Consulting, Inc. | 774,700 | 0.1 | ||||||||||
11,594 | @,L | FuelCell Energy, Inc. | 20,290 | 0.0 | ||||||||||
8,625 | G&K Services, Inc. | 831,881 | 0.1 | |||||||||||
14,434 | L | GATX Corp. | 888,846 | 0.1 | ||||||||||
27,091 | @ | Generac Holdings, Inc. | 1,103,687 | 0.1 | ||||||||||
20,250 | General Cable Corp. | 385,763 | 0.1 | |||||||||||
13,532 | @ | Gibraltar Industries, Inc. | 563,608 | 0.1 | ||||||||||
7,248 | Global Brass & Copper Holdings, Inc. | 248,606 | 0.0 | |||||||||||
9,134 | Gorman-Rupp Co. | 282,697 | 0.0 | |||||||||||
5,189 | Graham Corp. | 114,936 | 0.0 | |||||||||||
16,162 | Granite Construction, Inc. | 888,910 | 0.1 | |||||||||||
38,807 | @ | Great Lakes Dredge & Dock Corp. | 162,989 | 0.0 | ||||||||||
10,710 | L | Greenbrier Cos., Inc. | 445,001 | 0.1 | ||||||||||
16,239 | Griffon Corp. | 425,462 | 0.1 | |||||||||||
14,564 | H&E Equipment Services, Inc. | 338,613 | 0.0 | |||||||||||
31,405 | Harsco Corp. | 427,108 | 0.1 | |||||||||||
21,336 | @ | Hawaiian Holdings, Inc. | 1,216,152 | 0.2 | ||||||||||
15,569 | @ | HC2 Holdings, Inc. | 92,324 | 0.0 | ||||||||||
28,194 | Healthcare Services Group, Inc. | 1,104,359 | 0.1 | |||||||||||
18,849 | Heartland Express, Inc. | 383,766 | 0.1 | |||||||||||
10,901 | Heidrick & Struggles International, Inc. | 263,259 | 0.0 | |||||||||||
21,805 | Herman Miller, Inc. | 745,731 | 0.1 | |||||||||||
25,231 | Hillenbrand, Inc. | 967,609 | 0.1 | |||||||||||
18,984 | HNI Corp. | 1,061,585 | 0.1 | |||||||||||
13,959 | @ | HUB Group, Inc. | 610,706 | 0.1 | ||||||||||
9,620 | @ | Huron Consulting Group, Inc. | 487,253 | 0.1 | ||||||||||
3,600 | Hyster-Yale Materials Handling, Inc. | 229,572 | 0.0 | |||||||||||
3,750 | @ | Hyster-Yale Materials Handling, Inc. - B shares | 239,138 | 0.0 | ||||||||||
8,888 | @ | ICF International, Inc. | 490,618 | 0.1 | ||||||||||
24,258 | @ | Innerworkings, Inc. | 238,941 | 0.0 | ||||||||||
6,612 | Insperity, Inc. | 469,121 | 0.1 | |||||||||||
8,511 | Insteel Industries, Inc. | 303,332 | 0.0 | |||||||||||
27,502 | Interface, Inc. | 510,162 | 0.1 | |||||||||||
12,543 | John Bean Technologies Corp. | 1,078,071 | 0.1 | |||||||||||
39,661 | Joy Global, Inc. | 1,110,508 | 0.1 | |||||||||||
6,453 | Kadant, Inc. | 394,924 | 0.1 | |||||||||||
12,655 | Kaman Corp. | 619,209 | 0.1 | |||||||||||
10,996 | Kelly Services, Inc. | 252,028 | 0.0 | |||||||||||
28,066 | Kennametal, Inc. | 877,343 | 0.1 | |||||||||||
14,742 | @,L | Keyw Holding Corp. | 173,808 | 0.0 | ||||||||||
12,326 | Kforce, Inc. | 284,731 | 0.0 | |||||||||||
16,667 | Kimball International, Inc. | 292,673 | 0.0 | |||||||||||
20,629 | @ | KLX, Inc. | 930,574 | 0.1 | ||||||||||
24,610 | Knight Transportation, Inc. | 813,361 | 0.1 | |||||||||||
22,484 | Knoll, Inc. | 627,978 | 0.1 | |||||||||||
21,668 | Korn/Ferry International | 637,689 | 0.1 | |||||||||||
25,749 | @,L | Kratos Defense & Security Solutions, Inc. | 190,543 | 0.0 | ||||||||||
5,268 | Lindsay Manufacturing Co. | 393,045 | 0.1 | |||||||||||
5,862 | @ | Lydall, Inc. | 362,565 | 0.0 | ||||||||||
53,443 | @ | Manitowoc Co., Inc. | 319,589 | 0.0 | ||||||||||
10,645 | Marten Transport Ltd. | 248,029 | 0.0 |
11,616 | @ | Masonite International Corp. | 764,333 | 0.1 | ||||||||||
27,203 | @ | Mastec, Inc. | 1,040,515 | 0.1 | ||||||||||
19,149 | Matson, Inc. | 677,683 | 0.1 | |||||||||||
14,000 | Matthews International Corp. | 1,075,900 | 0.1 | |||||||||||
12,209 | McGrath Rentcorp | 478,471 | 0.1 | |||||||||||
17,715 | @ | Mercury Systems, Inc. | 535,347 | 0.1 | ||||||||||
34,842 | @ | Meritor, Inc. | 432,738 | 0.1 | ||||||||||
6,665 | Miller Industries, Inc. | 176,289 | 0.0 | |||||||||||
6,676 | @ | Mistras Group, Inc. | 171,440 | 0.0 | ||||||||||
20,100 | Mobile Mini, Inc. | 608,025 | 0.1 | |||||||||||
13,227 | @ | Moog, Inc. | 868,749 | 0.1 | ||||||||||
37,120 | @ | MRC Global, Inc. | 752,051 | 0.1 | ||||||||||
12,854 | MSA Safety, Inc. | 891,168 | 0.1 | |||||||||||
20,969 | Mueller Industries, Inc. | 837,921 | 0.1 | |||||||||||
69,538 | Mueller Water Products, Inc. | 925,551 | 0.1 | |||||||||||
6,038 | Multi-Color Corp. | 468,549 | 0.1 | |||||||||||
8,579 | @ | MYR Group, Inc. | 323,257 | 0.0 | ||||||||||
2,786 | National Presto Industries, Inc. | 296,430 | 0.0 | |||||||||||
24,494 | @ | Navigant Consulting, Inc. | 641,253 | 0.1 | ||||||||||
20,510 | @ | Navistar International Corp. | 643,399 | 0.1 | ||||||||||
9,339 | @ | NCI Building Systems, Inc. | 146,155 | 0.0 | ||||||||||
10,185 | NN, Inc. | 194,024 | 0.0 | |||||||||||
42,288 | @ | NOW, Inc. | 865,635 | 0.1 | ||||||||||
21,273 | @ | On Assignment, Inc. | 939,416 | 0.1 | ||||||||||
14,724 | @ | Orion Group Holdings, Inc. | 146,504 | 0.0 | ||||||||||
4,259 | Park-Ohio Holdings Corp. | 181,433 | 0.0 | |||||||||||
5,995 | @ | Patrick Industries, Inc. | 457,419 | 0.1 | ||||||||||
23,691 | @ | PGT Innovations, Inc. | 271,262 | 0.0 | ||||||||||
85,868 | @,L | Plug Power, Inc. | 103,042 | 0.0 | ||||||||||
5,440 | Powell Industries, Inc. | 212,160 | 0.0 | |||||||||||
18,117 | Primoris Services Corp. | 412,705 | 0.1 | |||||||||||
9,456 | @ | Proto Labs, Inc. | 485,566 | 0.1 | ||||||||||
10,636 | Quad/Graphics, Inc. | 285,896 | 0.0 | |||||||||||
17,077 | Quanex Building Products Corp. | 346,663 | 0.0 | |||||||||||
23,778 | @ | Radiant Logistics, Inc. | 92,734 | 0.0 | ||||||||||
16,620 | Raven Industries, Inc. | 418,824 | 0.1 | |||||||||||
10,531 | @ | RBC Bearings, Inc. | 977,382 | 0.1 | ||||||||||
19,684 | Resources Connection, Inc. | 378,917 | 0.1 | |||||||||||
33,759 | @ | Rexnord Corp. | 661,339 | 0.1 | ||||||||||
15,000 | @ | Roadrunner Transportation Systems, Inc. | 155,850 | 0.0 | ||||||||||
20,600 | @ | RPX Corp. | 222,480 | 0.0 | ||||||||||
15,483 | @ | Rush Enterprises, Inc. - Class A | 493,908 | 0.1 | ||||||||||
10,528 | @ | Saia, Inc. | 464,811 | 0.1 | ||||||||||
20,167 | @ | Scorpio Bulkers, Inc. | 101,843 | 0.0 | ||||||||||
15,864 | Simpson Manufacturing Co., Inc. | 694,050 | 0.1 | |||||||||||
5,978 | @ | SiteOne Landscape Supply, Inc. | 207,616 | 0.0 | ||||||||||
19,923 | Skywest, Inc. | 726,193 | 0.1 | |||||||||||
11,040 | @ | SP Plus Corp. | 310,776 | 0.0 | ||||||||||
16,735 | @ | SPX Corp. | 396,954 | 0.1 | ||||||||||
13,670 | @ | SPX FLOW, Inc. | 438,260 | 0.1 |
See Accompanying Notes to Financial Statements
92 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
5,298 | Standex International Corp. | 465,429 | 0.1 | |||||||||||
30,916 | Steelcase, Inc. | 553,396 | 0.1 | |||||||||||
10,132 | Sun Hydraulics Corp. | 404,976 | 0.1 | |||||||||||
29,008 | @,L | Sunrun, Inc. | 154,032 | 0.0 | ||||||||||
6,462 | Supreme Industries, Inc. | 101,453 | 0.0 | |||||||||||
29,917 | @,L | Swift Transportation Co. | 728,778 | 0.1 | ||||||||||
22,471 | @ | Taser International, Inc. | 544,697 | 0.1 | ||||||||||
12,579 | @ | Team, Inc. | 493,726 | 0.1 | ||||||||||
13,479 | @ | Teledyne Technologies, Inc. | 1,657,917 | 0.2 | ||||||||||
8,336 | Tennant Co. | 593,523 | 0.1 | |||||||||||
23,356 | Tetra Tech, Inc. | 1,007,811 | 0.1 | |||||||||||
9,409 | Textainer Group Holdings Ltd. | 70,097 | 0.0 | |||||||||||
17,256 | @ | Thermon Group Holdings, Inc. | 329,417 | 0.0 | ||||||||||
21,964 | Titan International, Inc. | 246,216 | 0.0 | |||||||||||
10,091 | @ | Titan Machinery, Inc. | 147,026 | 0.0 | ||||||||||
11,854 | @ | Trex Co., Inc. | 763,398 | 0.1 | ||||||||||
18,373 | @ | Trimas Corp. | 431,766 | 0.1 | ||||||||||
16,572 | @ | TriNet Group, Inc. | 424,575 | 0.1 | ||||||||||
15,174 | Triton International Ltd./Bermuda | 239,749 | 0.0 | |||||||||||
19,270 | Triumph Group, Inc. | 510,655 | 0.1 | |||||||||||
18,173 | @ | TrueBlue, Inc. | 447,964 | 0.1 | ||||||||||
16,140 | @ | Tutor Perini Corp. | 451,920 | 0.1 | ||||||||||
5,824 | Unifirst Corp. | 836,618 | 0.1 | |||||||||||
15,256 | @ | Univar, Inc. | 432,813 | 0.1 | ||||||||||
7,449 | Universal Forest Products, Inc. | 761,139 | 0.1 | |||||||||||
10,356 | US Ecology, Inc. | 508,997 | 0.1 | |||||||||||
4,667 | @ | Vectrus, Inc. | 111,308 | 0.0 | ||||||||||
4,212 | @ | Veritiv Corp. | 226,395 | 0.0 | ||||||||||
11,268 | Viad Corp. | 496,919 | 0.1 | |||||||||||
4,850 | VSE Corp. | 188,374 | 0.0 | |||||||||||
25,791 | @ | Wabash National Corp. | 408,014 | 0.1 | ||||||||||
15,532 | @ | WageWorks, Inc. | 1,126,070 | 0.1 | ||||||||||
11,082 | Watts Water Technologies, Inc. | 722,546 | 0.1 | |||||||||||
16,184 | Werner Enterprises, Inc. | 436,159 | 0.1 | |||||||||||
20,633 | @ | Wesco Aircraft Holdings, Inc. | 308,463 | 0.0 | ||||||||||
17,460 | West Corp. | 432,310 | 0.1 | |||||||||||
21,355 | Woodward, Inc. | 1,474,563 | 0.2 | |||||||||||
40,536 | @ | XPO Logistics, Inc. | 1,749,534 | 0.2 | ||||||||||
14,568 | @,L | YRC Worldwide, Inc. | 193,463 | 0.0 | ||||||||||
113,688,168 | 14.3 | |||||||||||||
Information Technology: 16.5% | ||||||||||||||
15,409 | @ | 2U, Inc. | 464,581 | 0.1 | ||||||||||
43,464 | @,L | 3D Systems Corp. | 577,637 | 0.1 | ||||||||||
39,307 | @ | 8x8, Inc. | 562,090 | 0.1 | ||||||||||
18,832 | @ | A10 Networks, Inc. | 156,494 | 0.0 | ||||||||||
2,335 | @ | Acacia Communications, Inc. | 144,186 | 0.0 | ||||||||||
46,897 | @ | ACI Worldwide, Inc. | 851,181 | 0.1 | ||||||||||
22,476 | @ | Actua Corp. | 314,664 | 0.0 | ||||||||||
30,857 | @ | Acxiom Corp. | 826,968 | 0.1 | ||||||||||
21,676 | Adtran, Inc. | 484,459 | 0.1 | |||||||||||
16,571 | @ | Advanced Energy Industries, Inc. | 907,262 | 0.1 | ||||||||||
311,448 | @ | Advanced Micro Devices, Inc. | 3,531,820 | 0.4 | ||||||||||
14,337 | @ | Aerohive Networks, Inc. | 81,721 | 0.0 | ||||||||||
10,559 | @ | Agilysys, Inc. | 109,391 | 0.0 | ||||||||||
9,130 | @ | Alpha & Omega Co. | 194,195 | 0.0 |
13,128 | @,L | Ambarella, Inc. | 710,619 | 0.1 | ||||||||||
20,027 | American Software, Inc. | 206,879 | 0.0 | |||||||||||
34,656 | @ | Amkor Technology, Inc. | 365,621 | 0.1 | ||||||||||
19,423 | @ | Angie's List, Inc. | 159,851 | 0.0 | ||||||||||
11,128 | @ | Anixter International, Inc. | 901,924 | 0.1 | ||||||||||
34,286 | @ | Applied Micro Circuits Corp. | 282,859 | 0.0 | ||||||||||
8,419 | @,L | Applied Optoelectronics, Inc. | 197,341 | 0.0 | ||||||||||
33,200 | @ | Aspen Technology, Inc. | 1,815,376 | 0.2 | ||||||||||
16,483 | @ | Avid Technology, Inc. | 72,525 | 0.0 | ||||||||||
11,000 | AVX Corp. | 171,930 | 0.0 | |||||||||||
12,847 | Badger Meter, Inc. | 474,697 | 0.1 | |||||||||||
20,692 | @ | Bankrate, Inc. | 228,647 | 0.0 | ||||||||||
9,637 | @ | Barracuda Networks, Inc. | 206,521 | 0.0 | ||||||||||
33,605 | @ | Bazaarvoice, Inc. | 162,984 | 0.0 | ||||||||||
16,915 | Belden, Inc. | 1,264,735 | 0.2 | |||||||||||
20,596 | @ | Benchmark Electronics, Inc. | 628,178 | 0.1 | ||||||||||
5,122 | @,L | Benefitfocus, Inc. | 152,123 | 0.0 | ||||||||||
7,871 | Black Box Corp. | 120,033 | 0.0 | |||||||||||
19,100 | Blackbaud, Inc. | 1,222,400 | 0.2 | |||||||||||
22,666 | @ | Blackhawk Network Holdings, Inc. | 853,942 | 0.1 | ||||||||||
19,329 | @ | Blucora, Inc. | 285,103 | 0.0 | ||||||||||
16,938 | @ | Bottomline Technologies de, Inc. | 423,789 | 0.1 | ||||||||||
17,669 | @ | Box, Inc. | 244,892 | 0.0 | ||||||||||
18,467 | @ | Brightcove, Inc. | 148,659 | 0.0 | ||||||||||
12,815 | @ | BroadSoft, Inc. | 528,619 | 0.1 | ||||||||||
29,869 | Brooks Automation, Inc. | 509,864 | 0.1 | |||||||||||
10,646 | Cabot Microelectronics Corp. | 672,508 | 0.1 | |||||||||||
9,694 | @ | CACI International, Inc. | 1,204,964 | 0.2 | ||||||||||
17,355 | @ | CalAmp Corp. | 251,647 | 0.0 | ||||||||||
23,907 | @ | Calix, Inc. | 184,084 | 0.0 | ||||||||||
25,602 | @ | Callidus Software, Inc. | 430,114 | 0.1 | ||||||||||
18,189 | @ | Cardtronics plc | 992,574 | 0.1 | ||||||||||
6,700 | Cass Information Systems, Inc. | 492,919 | 0.1 | |||||||||||
26,284 | @ | Cavium, Inc. | 1,641,173 | 0.2 | ||||||||||
10,193 | @ | Ceva, Inc. | 341,975 | 0.0 | ||||||||||
9,253 | @ | ChannelAdvisor Corp. | 132,781 | 0.0 | ||||||||||
56,037 | @ | Ciena Corp. | 1,367,863 | 0.2 | ||||||||||
10,768 | @,L | Cimpress NV | 986,456 | 0.1 | ||||||||||
25,520 | @ | Cirrus Logic, Inc. | 1,442,901 | 0.2 | ||||||||||
6,028 | @ | Clearfield, Inc. | 124,780 | 0.0 | ||||||||||
10,030 | @ | Coherent, Inc. | 1,377,972 | 0.2 | ||||||||||
15,820 | Cohu, Inc. | 219,898 | 0.0 | |||||||||||
15,272 | @ | Commvault Systems, Inc. | 784,981 | 0.1 | ||||||||||
21,245 | @ | comScore, Inc. | 670,917 | 0.1 | ||||||||||
7,024 | Comtech Telecommunications Corp. | 83,234 | 0.0 | |||||||||||
37,734 | Convergys Corp. | 926,747 | 0.1 | |||||||||||
21,668 | @ | Cornerstone OnDemand, Inc. | 916,773 | 0.1 | ||||||||||
17,325 | @ | Cray, Inc. | 358,627 | 0.1 | ||||||||||
13,057 | CSG Systems International, Inc. | 631,959 | 0.1 | |||||||||||
16,257 | CTS Corp. | 364,157 | 0.1 | |||||||||||
18,331 | Daktronics, Inc. | 196,142 | 0.0 | |||||||||||
18,424 | @ | DHI Group, Inc. | 115,150 | 0.0 | ||||||||||
24,067 | Diebold Nixdorf, Inc. | 605,285 | 0.1 | |||||||||||
13,291 | @ | Digi International, Inc. | 182,751 | 0.0 |
See Accompanying Notes to Financial Statements
93 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
3,767 | @,L | Digimarc Corp. | 113,010 | 0.0 | ||||||||||
16,484 | @ | Diodes, Inc. | 423,144 | 0.1 | ||||||||||
14,999 | @ | DSP Group, Inc. | 195,737 | 0.0 | ||||||||||
51,413 | EarthLink Holdings Corp. | 289,969 | 0.0 | |||||||||||
6,074 | @ | Eastman Kodak Co. | 94,147 | 0.0 | ||||||||||
10,545 | L | Ebix, Inc. | 601,592 | 0.1 | ||||||||||
19,117 | @ | Electronics for Imaging, Inc. | 838,472 | 0.1 | ||||||||||
13,728 | @,L | Ellie Mae, Inc. | 1,148,759 | 0.1 | ||||||||||
25,983 | @,L | Endurance International Group Holdings, Inc. | 241,642 | 0.0 | ||||||||||
13,628 | @ | Enernoc, Inc. | 81,768 | 0.0 | ||||||||||
57,668 | @ | Entegris, Inc. | 1,032,257 | 0.1 | ||||||||||
16,535 | @ | Envestnet, Inc. | 582,859 | 0.1 | ||||||||||
19,542 | @ | EPAM Systems, Inc. | 1,256,746 | 0.2 | ||||||||||
2,939 | @ | ePlus, Inc. | 338,573 | 0.0 | ||||||||||
25,351 | EVERTEC, Inc. | 449,980 | 0.1 | |||||||||||
9,443 | @ | Exa Corp. | 145,044 | 0.0 | ||||||||||
19,590 | @ | Exar Corp. | 211,180 | 0.0 | ||||||||||
14,432 | @ | ExlService Holdings, Inc. | 727,950 | 0.1 | ||||||||||
48,110 | @ | Extreme Networks, Inc. | 241,993 | 0.0 | ||||||||||
15,403 | @ | Fabrinet | 620,741 | 0.1 | ||||||||||
12,610 | Fair Isaac Corp. | 1,503,364 | 0.2 | |||||||||||
7,223 | @ | Faro Technologies, Inc. | 260,028 | 0.0 | ||||||||||
45,616 | @ | Finisar Corp. | 1,380,796 | 0.2 | ||||||||||
14,075 | @ | Five9, Inc. | 199,724 | 0.0 | ||||||||||
32,960 | @ | Formfactor, Inc. | 369,152 | 0.1 | ||||||||||
6,977 | Forrester Research, Inc. | 299,662 | 0.0 | |||||||||||
13,339 | @ | Gigamon, Inc. | 607,591 | 0.1 | ||||||||||
10,932 | @,L | Globant SA | 364,582 | 0.1 | ||||||||||
47,783 | @,L | Glu Mobile, Inc. | 92,699 | 0.0 | ||||||||||
25,314 | @,L | Gogo, Inc. | 233,395 | 0.0 | ||||||||||
33,455 | @ | GrubHub, Inc. | 1,258,577 | 0.2 | ||||||||||
11,596 | @ | GTT Communications, Inc. | 333,385 | 0.0 | ||||||||||
8,961 | Hackett Group, Inc. | 158,251 | 0.0 | |||||||||||
44,414 | @ | Harmonic, Inc. | 222,070 | 0.0 | ||||||||||
17,645 | @ | Hortonworks, Inc. | 146,630 | 0.0 | ||||||||||
11,546 | @ | HubSpot, Inc. | 542,662 | 0.1 | ||||||||||
24,891 | @ | II-VI, Inc. | 738,018 | 0.1 | ||||||||||
17,717 | @,L | Immersion Corp. | 188,332 | 0.0 | ||||||||||
12,180 | @ | Imperva, Inc. | 467,712 | 0.1 | ||||||||||
1,404 | @ | Impinj, Inc. | 49,617 | 0.0 | ||||||||||
57,530 | @ | Infinera Corp. | 488,430 | 0.1 | ||||||||||
15,742 | @ | Inphi Corp. | 702,408 | 0.1 | ||||||||||
15,698 | @ | Insight Enterprises, Inc. | 634,827 | 0.1 | ||||||||||
5,482 | @ | Instructure, Inc. | 107,173 | 0.0 | ||||||||||
54,932 | @ | Integrated Device Technology, Inc. | 1,294,198 | 0.2 | ||||||||||
14,376 | InterDigital, Inc. | 1,313,248 | 0.2 | |||||||||||
49,915 | Intersil Corp. | 1,113,104 | 0.1 | |||||||||||
19,680 | @ | IntraLinks Holdings, Inc. | 266,074 | 0.0 | ||||||||||
30,648 | @,L | InvenSense, Inc. | 391,988 | 0.1 | ||||||||||
13,620 | @ | Itron, Inc. | 856,017 | 0.1 | ||||||||||
27,015 | @ | Ixia | 434,941 | 0.1 | ||||||||||
10,843 | IXYS Corp. | 129,032 | 0.0 | |||||||||||
19,133 | j2 Global, Inc. | 1,565,079 | 0.2 | |||||||||||
30,833 | @ | Jive Software, Inc. | 134,124 | 0.0 | ||||||||||
14,491 | @ | Kimball Electronics, Inc. | 263,736 | 0.0 | ||||||||||
35,332 | @,L | Knowles Corp. | 590,398 | 0.1 | ||||||||||
34,554 | @ | Kopin Corp. | 98,133 | 0.0 | ||||||||||
52,589 | @ | Lattice Semiconductor Corp. | 387,055 | 0.1 | ||||||||||
37,445 | @ | Lionbridge Technologies, Inc. | 217,181 | 0.0 |
11,166 | @ | Liquidity Services, Inc. | 108,868 | 0.0 | ||||||||||
9,163 | Littelfuse, Inc. | 1,390,669 | 0.2 | |||||||||||
31,696 | @ | LivePerson, Inc. | 239,305 | 0.0 | ||||||||||
10,652 | LogMeIn, Inc. | 1,028,451 | 0.1 | |||||||||||
21,706 | @ | Lumentum Holdings, Inc. | 838,937 | 0.1 | ||||||||||
8,991 | @ | Macom Technology Solutions Holdings, Inc. | 416,103 | 0.1 | ||||||||||
10,194 | Mantech International Corp. | 430,696 | 0.1 | |||||||||||
20,566 | @ | Marchex, Inc. | 54,500 | 0.0 | ||||||||||
26,802 | MAXIMUS, Inc. | 1,495,284 | 0.2 | |||||||||||
23,038 | @ | MaxLinear, Inc. | 502,228 | 0.1 | ||||||||||
19,042 | @ | MeetMe, Inc. | 93,877 | 0.0 | ||||||||||
40,382 | Mentor Graphics Corp. | 1,489,692 | 0.2 | |||||||||||
1,314 | Mesa Laboratories, Inc. | 161,293 | 0.0 | |||||||||||
15,786 | Methode Electronics, Inc. | 652,751 | 0.1 | |||||||||||
45,228 | @ | Microsemi Corp. | 2,440,955 | 0.3 | ||||||||||
3,594 | @ | MicroStrategy, Inc. | 709,456 | 0.1 | ||||||||||
6,532 | @ | Mindbody, Inc. | 139,132 | 0.0 | ||||||||||
14,545 | @ | Mitek Systems, Inc. | 89,452 | 0.0 | ||||||||||
21,135 | MKS Instruments, Inc. | 1,255,419 | 0.2 | |||||||||||
26,888 | @,L | MobileIron, Inc. | 100,830 | 0.0 | ||||||||||
13,048 | @ | Model N, Inc. | 115,475 | 0.0 | ||||||||||
12,316 | @ | MoneyGram International, Inc. | 145,452 | 0.0 | ||||||||||
15,491 | Monolithic Power Systems, Inc. | 1,269,178 | 0.2 | |||||||||||
20,019 | Monotype Imaging Holdings, Inc. | 397,377 | 0.1 | |||||||||||
7,212 | MTS Systems Corp. | 408,920 | 0.1 | |||||||||||
8,875 | @ | Nanometrics, Inc. | 222,407 | 0.0 | ||||||||||
13,720 | @ | NeoPhotonics Corp. | 148,313 | 0.0 | ||||||||||
12,874 | @ | Netgear, Inc. | 699,702 | 0.1 | ||||||||||
36,856 | @ | Netscout Systems, Inc. | 1,160,964 | 0.2 | ||||||||||
21,000 | @ | NeuStar, Inc. | 701,400 | 0.1 | ||||||||||
8,265 | @ | New Relic, Inc. | 233,486 | 0.0 | ||||||||||
29,791 | NIC, Inc. | 712,005 | 0.1 | |||||||||||
26,878 | @ | Nimble Storage, Inc. | 212,874 | 0.0 | ||||||||||
23,502 | @ | Novanta, Inc. | 493,542 | 0.1 | ||||||||||
3,107 | NVE Corp. | 221,933 | 0.0 | |||||||||||
45,463 | @ | Oclaro, Inc. | 406,894 | 0.1 | ||||||||||
7,131 | @ | OSI Systems, Inc. | 542,812 | 0.1 | ||||||||||
11,510 | Park Electrochemical Corp. | 214,661 | 0.0 | |||||||||||
18,535 | @ | Paycom Software, Inc. | 843,157 | 0.1 | ||||||||||
8,979 | @ | Paylocity Holding Corp. | 269,460 | 0.0 | ||||||||||
14,127 | @ | PDF Solutions, Inc. | 318,564 | 0.0 | ||||||||||
16,370 | Pegasystems, Inc. | 589,320 | 0.1 | |||||||||||
16,874 | @ | Perficient, Inc. | 295,126 | 0.0 | ||||||||||
31,082 | @ | Photronics, Inc. | 351,227 | 0.0 | ||||||||||
22,607 | @ | Planet Payment, Inc. | 92,237 | 0.0 | ||||||||||
13,793 | Plantronics, Inc. | 755,305 | 0.1 | |||||||||||
14,207 | @ | Plexus Corp. | 767,746 | 0.1 | ||||||||||
12,156 | Power Integrations, Inc. | 824,785 | 0.1 | |||||||||||
21,379 | Progress Software Corp. | 682,631 | 0.1 | |||||||||||
17,095 | @ | Proofpoint, Inc. | 1,207,762 | 0.2 | ||||||||||
11,409 | @ | Pros Holdings, Inc. | 245,522 | 0.0 | ||||||||||
26,209 | @,L | Pure Storage, Inc. | 296,424 | 0.0 | ||||||||||
10,316 | @ | Q2 Holdings, Inc. | 297,617 | 0.0 | ||||||||||
10,888 | @ | Qualys, Inc. | 344,605 | 0.0 | ||||||||||
24,364 | @ | QuinStreet, Inc. | 91,609 | 0.0 | ||||||||||
27,696 | @,L | Quotient Technology, Inc. | 297,732 | 0.0 | ||||||||||
44,190 | @ | Rambus, Inc. | 608,496 | 0.1 | ||||||||||
7,999 | @ | Rapid7, Inc. | 97,348 | 0.0 |
See Accompanying Notes to Financial Statements
94 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
22,849 | @ | RealPage, Inc. | 685,470 | 0.1 | ||||||||||
6,386 | Reis, Inc. | 142,088 | 0.0 | |||||||||||
17,192 | @ | RetailMeNot, Inc. | 159,886 | 0.0 | ||||||||||
23,421 | @ | RingCentral, Inc. | 482,473 | 0.1 | ||||||||||
7,159 | @ | Rogers Corp. | 549,883 | 0.1 | ||||||||||
16,063 | @ | Rubicon Project, Inc. | 119,187 | 0.0 | ||||||||||
17,030 | @ | Rudolph Technologies, Inc. | 397,650 | 0.1 | ||||||||||
32,102 | @ | Sanmina Corp. | 1,176,538 | 0.2 | ||||||||||
12,400 | @ | Scansource, Inc. | 500,340 | 0.1 | ||||||||||
17,867 | Science Applications International Corp. | 1,515,122 | 0.2 | |||||||||||
27,005 | @ | Semtech Corp. | 852,008 | 0.1 | ||||||||||
29,852 | @ | ServiceSource International, Inc. | 169,559 | 0.0 | ||||||||||
37,798 | @ | ShoreTel, Inc. | 270,256 | 0.0 | ||||||||||
8,064 | @ | Shutterstock, Inc. | 383,201 | 0.1 | ||||||||||
15,638 | @ | Sigma Designs, Inc. | 93,828 | 0.0 | ||||||||||
16,705 | @ | Silicon Laboratories, Inc. | 1,085,825 | 0.1 | ||||||||||
17,030 | @ | Silver Spring Networks, Inc. | 226,669 | 0.0 | ||||||||||
21,337 | @ | Sonus Networks, Inc. | 134,423 | 0.0 | ||||||||||
7,292 | @ | SPS Commerce, Inc. | 509,638 | 0.1 | ||||||||||
6,740 | @,L | Stamps.com, Inc. | 772,741 | 0.1 | ||||||||||
20,222 | @ | Stratasys Ltd. | 334,472 | 0.0 | ||||||||||
16,108 | @ | Super Micro Computer, Inc. | 451,829 | 0.1 | ||||||||||
17,896 | @ | Sykes Enterprises, Inc. | 516,479 | 0.1 | ||||||||||
14,204 | @ | Synaptics, Inc. | 761,050 | 0.1 | ||||||||||
16,382 | @ | Synchronoss Technologies, Inc. | 627,431 | 0.1 | ||||||||||
11,412 | SYNNEX Corp. | 1,381,080 | 0.2 | |||||||||||
13,972 | Syntel, Inc. | 276,506 | 0.0 | |||||||||||
34,507 | @ | Take-Two Interactive Software, Inc. | 1,700,850 | 0.2 | ||||||||||
21,033 | @ | Tangoe, Inc. | 165,740 | 0.0 | ||||||||||
13,729 | @ | Tech Data Corp. | 1,162,572 | 0.2 | ||||||||||
9,377 | TeleTech Holdings, Inc. | 285,998 | 0.0 | |||||||||||
20,523 | Tessera Holding Corp. | 907,117 | 0.1 | |||||||||||
48,740 | @ | TiVo Corp. | 1,018,666 | 0.1 | ||||||||||
1,134 | @,L | Trade Desk, Inc./The | 31,378 | 0.0 | ||||||||||
44,027 | Travelport Worldwide Ltd. | 620,781 | 0.1 | |||||||||||
24,457 | @,L | TrueCar, Inc. | 305,712 | 0.0 | ||||||||||
28,434 | @ | TTM Technologies, Inc. | 387,555 | 0.1 | ||||||||||
11,893 | @,L | Ubiquiti Networks, Inc. | 687,415 | 0.1 | ||||||||||
10,962 | @ | Ultratech, Inc. | 262,869 | 0.0 | ||||||||||
22,868 | @,L | Unisys Corp. | 341,877 | 0.0 | ||||||||||
17,564 | @ | Universal Display Corp. | 988,853 | 0.1 | ||||||||||
4,094 | @ | Varonis Systems, Inc. | 109,719 | 0.0 | ||||||||||
12,950 | @ | VASCO Data Security International, Inc. | 176,767 | 0.0 | ||||||||||
17,371 | @ | Veeco Instruments, Inc. | 506,365 | 0.1 | ||||||||||
24,752 | @ | Verint Systems, Inc. | 872,508 | 0.1 | ||||||||||
18,120 | @ | Viasat, Inc. | 1,199,906 | 0.2 | ||||||||||
89,787 | @ | Viavi Solutions, Inc. | 734,458 | 0.1 | ||||||||||
26,200 | @,L | VirnetX Holding Corp. | 57,640 | 0.0 | ||||||||||
12,764 | @ | Virtusa Corp. | 320,632 | 0.0 | ||||||||||
45,717 | Vishay Intertechnology, Inc. | 740,615 | 0.1 | |||||||||||
7,452 | @ | Vishay Precision Group, Inc. | 140,843 | 0.0 | ||||||||||
20,031 | @ | Web.com Group, Inc. | 423,656 | 0.1 | ||||||||||
15,408 | @,L | WebMD Health Corp. | 763,775 | 0.1 | ||||||||||
10,216 | @,L | Xactly Corp. | 112,376 | 0.0 | ||||||||||
27,579 | @ | Xcerra Corp. | 210,704 | 0.0 | ||||||||||
16,543 | @ | XO Group, Inc. | 321,761 | 0.0 |
32,849 | @ | Zendesk, Inc. | 696,399 | 0.1 | ||||||||||
39,724 | @ | Zix Corp. | 196,237 | 0.0 | ||||||||||
131,536,390 | 16.5 | |||||||||||||
Materials: 4.7% | ||||||||||||||
13,872 | A Schulman, Inc. | 464,018 | 0.1 | |||||||||||
2,058 | AEP Industries, Inc. | 238,934 | 0.0 | |||||||||||
117,826 | @ | AK Steel Holding Corp. | 1,203,003 | 0.2 | ||||||||||
43,790 | L | Allegheny Technologies, Inc. | 697,575 | 0.1 | ||||||||||
13,761 | American Vanguard Corp. | 263,523 | 0.0 | |||||||||||
13,335 | Balchem Corp. | 1,119,073 | 0.1 | |||||||||||
15,765 | @ | Boise Cascade Co. | 354,712 | 0.1 | ||||||||||
22,160 | Calgon Carbon Corp. | 376,720 | 0.1 | |||||||||||
19,122 | Carpenter Technology Corp. | 691,643 | 0.1 | |||||||||||
18,984 | @ | Century Aluminum Co. | 162,503 | 0.0 | ||||||||||
2,872 | Chase Corp. | 239,956 | 0.0 | |||||||||||
76,602 | Chemours Co. | 1,692,138 | 0.2 | |||||||||||
26,810 | @ | Chemtura Corp. | 890,092 | 0.1 | ||||||||||
7,513 | @ | Clearwater Paper Corp. | 492,477 | 0.1 | ||||||||||
91,544 | @ | Cliffs Natural Resources, Inc. | 769,885 | 0.1 | ||||||||||
68,899 | @ | Coeur Mining, Inc. | 626,292 | 0.1 | ||||||||||
45,557 | Commercial Metals Co. | 992,231 | 0.1 | |||||||||||
5,840 | Deltic Timber Corp. | 450,089 | 0.1 | |||||||||||
32,243 | @ | Ferro Corp. | 462,042 | 0.1 | ||||||||||
28,378 | Ferroglobe PLC | 307,334 | 0.0 | |||||||||||
30,512 | @ | Ferroglobe Representation & Warranty Insurance Trust | – | – | ||||||||||
23,821 | @,L | Flotek Industries, Inc. | 223,679 | 0.0 | ||||||||||
29,559 | @ | GCP Applied Technologies, Inc. | 790,703 | 0.1 | ||||||||||
17,000 | Gold Resource Corp. | 73,950 | 0.0 | |||||||||||
2,867 | Greif, Inc. | 193,666 | 0.0 | |||||||||||
9,176 | Greif, Inc. - Class A | 470,821 | 0.1 | |||||||||||
6,410 | Hawkins, Inc. | 345,819 | 0.1 | |||||||||||
6,644 | Haynes International, Inc. | 285,626 | 0.0 | |||||||||||
20,318 | HB Fuller Co. | 981,563 | 0.1 | |||||||||||
30,499 | @ | Headwaters, Inc. | 717,336 | 0.1 | ||||||||||
163,792 | Hecla Mining Co. | 858,270 | 0.1 | |||||||||||
17,482 | @ | Ingevity Corp. | 959,063 | 0.1 | ||||||||||
9,438 | Innophos Holdings, Inc. | 493,230 | 0.1 | |||||||||||
9,913 | Innospec, Inc. | 679,041 | 0.1 | |||||||||||
7,218 | Kaiser Aluminum Corp. | 560,766 | 0.1 | |||||||||||
35,301 | KapStone Paper and Packaging Corp. | 778,387 | 0.1 | |||||||||||
5,755 | KMG Chemicals, Inc. | 223,812 | 0.0 | |||||||||||
8,786 | @ | Koppers Holdings, Inc. | 354,076 | 0.1 | ||||||||||
13,242 | @ | Kraton Corp. | 377,132 | 0.1 | ||||||||||
58,038 | @ | Louisiana-Pacific Corp. | 1,098,659 | 0.1 | ||||||||||
8,731 | @,L | LSB Industries, Inc. | 73,515 | 0.0 | ||||||||||
8,282 | Materion Corp. | 327,967 | 0.0 | |||||||||||
14,051 | Minerals Technologies, Inc. | 1,085,440 | 0.1 | |||||||||||
12,057 | Myers Industries, Inc. | 172,415 | 0.0 | |||||||||||
6,404 | Neenah Paper, Inc. | 545,621 | 0.1 | |||||||||||
66,806 | Olin Corp. | 1,710,902 | 0.2 | |||||||||||
3,689 | Olympic Steel, Inc. | 89,384 | 0.0 | |||||||||||
24,810 | @ | Omnova Solutions, Inc. | 248,100 | 0.0 | ||||||||||
18,379 | PH Glatfelter Co. | 439,074 | 0.1 | |||||||||||
33,517 | PolyOne Corp. | 1,073,885 | 0.1 | |||||||||||
5,615 | Quaker Chemical Corp. | 718,383 | 0.1 |
See Accompanying Notes to Financial Statements
95 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
20,779 | Rayonier Advanced Materials, Inc. | 321,243 | 0.0 | |||||||||||
13,633 | @ | Real Industry, Inc. | 83,161 | 0.0 | ||||||||||
4,908 | @ | Ryerson Holding Corp. | 65,522 | 0.0 | ||||||||||
12,770 | Schnitzer Steel Industries, Inc. | 328,189 | 0.0 | |||||||||||
13,344 | Schweitzer-Mauduit International, Inc. | 607,552 | 0.1 | |||||||||||
19,109 | Sensient Technologies Corp. | 1,501,585 | 0.2 | |||||||||||
7,562 | Stepan Co. | 616,152 | 0.1 | |||||||||||
53,889 | @ | Stillwater Mining Co | 868,152 | 0.1 | ||||||||||
30,051 | @ | Summit Materials, Inc. | 714,913 | 0.1 | ||||||||||
26,331 | SunCoke Energy, Inc. | 298,594 | 0.0 | |||||||||||
46,323 | @,L | TerraVia Holdings, Inc. | 53,271 | 0.0 | ||||||||||
17,066 | @ | TimkenSteel Corp. | 264,182 | 0.0 | ||||||||||
11,971 | Tredegar Corp. | 287,304 | 0.0 | |||||||||||
11,615 | Trinseo SA | 688,770 | 0.1 | |||||||||||
27,034 | Tronox Ltd. - CL A | 278,721 | 0.0 | |||||||||||
6,635 | @,L | US Concrete, Inc. | 434,593 | 0.1 | ||||||||||
19,036 | Worthington Industries, Inc. | 903,068 | 0.1 | |||||||||||
37,759,497 | 4.7 | |||||||||||||
Real Estate: 7.7% | ||||||||||||||
33,446 | Acadia Realty Trust | 1,093,015 | 0.1 | |||||||||||
10,404 | Agree Realty Corp. | 479,104 | 0.1 | |||||||||||
19,239 | Alexander & Baldwin, Inc. | 863,254 | 0.1 | |||||||||||
1,106 | Alexander's, Inc. | 472,118 | 0.1 | |||||||||||
4,895 | @,L | Altisource Portfolio Solutions SA | 130,158 | 0.0 | ||||||||||
18,039 | American Assets Trust, Inc. | 777,120 | 0.1 | |||||||||||
15,071 | Armada Hoffler Properties, Inc. | 219,584 | 0.0 | |||||||||||
15,151 | Ashford Hospitality Prime, Inc. | 206,811 | 0.0 | |||||||||||
35,244 | Ashford Hospitality Trust, Inc. | 273,493 | 0.0 | |||||||||||
23,374 | CareTrust REIT, Inc. | 358,090 | 0.0 | |||||||||||
17,218 | CatchMark Timber Trust, Inc. | 193,875 | 0.0 | |||||||||||
62,117 | CBL & Associates Properties, Inc. | 714,345 | 0.1 | |||||||||||
50,290 | Cedar Realty Trust, Inc. | 328,394 | 0.0 | |||||||||||
17,341 | Chatham Lodging Trust | 356,358 | 0.0 | |||||||||||
26,104 | Chesapeake Lodging Trust | 675,049 | 0.1 | |||||||||||
12,842 | City Office REIT, Inc. | 169,129 | 0.0 | |||||||||||
25,286 | Colony Starwood Homes | 728,490 | 0.1 | |||||||||||
8,824 | Community Healthcare Trust, Inc. | 203,217 | 0.0 | |||||||||||
3,121 | Consolidated-Tomoka Land Co. | 166,724 | 0.0 | |||||||||||
5,443 | L | CorEnergy Infrastructure Trust, Inc. | 189,852 | 0.0 | ||||||||||
13,521 | Coresite Realty Corp. | 1,073,162 | 0.1 | |||||||||||
139,031 | Cousins Properties, Inc. | 1,183,154 | 0.1 | |||||||||||
78,424 | DiamondRock Hospitality Co. | 904,229 | 0.1 | |||||||||||
29,118 | DuPont Fabros Technology, Inc. | 1,279,154 | 0.2 | |||||||||||
15,581 | Easterly Government Properties, Inc. | 311,932 | 0.0 | |||||||||||
13,376 | EastGroup Properties, Inc. | 987,684 | 0.1 |
30,832 | Education Realty Trust, Inc. | 1,304,194 | 0.2 | |||||||||||
57,190 | FelCor Lodging Trust, Inc. | 458,092 | 0.1 | |||||||||||
44,612 | First Industrial Realty Trust, Inc. | 1,251,367 | 0.2 | |||||||||||
36,600 | First Potomac Realty Trust | 401,502 | 0.1 | |||||||||||
21,376 | @ | Forestar Real Estate Group, Inc. | 284,301 | 0.0 | ||||||||||
26,781 | Four Corners Property Trust, Inc. | 549,546 | 0.1 | |||||||||||
46,564 | Franklin Street Properties Corp. | 603,469 | 0.1 | |||||||||||
17,752 | Getty Realty Corp. | 452,498 | 0.1 | |||||||||||
12,767 | Gladstone Commercial Corp. | 256,617 | 0.0 | |||||||||||
73,356 | L | Global Net Lease, Inc. | 574,377 | 0.1 | ||||||||||
22,943 | Government Properties Income Trust | 437,408 | 0.1 | |||||||||||
174,930 | Gramercy Property Trust | 1,605,857 | 0.2 | |||||||||||
46,661 | Healthcare Realty Trust, Inc. | 1,414,762 | 0.2 | |||||||||||
18,402 | Hersha Hospitality Trust | 395,643 | 0.1 | |||||||||||
16,488 | HFF, Inc. | 498,762 | 0.1 | |||||||||||
37,652 | Hudson Pacific Properties, Inc. | 1,309,537 | 0.2 | |||||||||||
23,229 | Independence Realty Trust, Inc. | 207,203 | 0.0 | |||||||||||
16,639 | @ | InfraREIT, Inc. | 298,004 | 0.0 | ||||||||||
69,311 | Investors Real Estate Trust | 494,187 | 0.1 | |||||||||||
31,333 | @ | iStar Financial, Inc. | 387,589 | 0.1 | ||||||||||
33,348 | Kennedy-Wilson Holdings, Inc. | 683,634 | 0.1 | |||||||||||
32,757 | Kite Realty Group Trust | 769,134 | 0.1 | |||||||||||
42,950 | LaSalle Hotel Properties | 1,308,686 | 0.2 | |||||||||||
81,443 | Lexington Realty Trust | 879,584 | 0.1 | |||||||||||
15,511 | LTC Properties, Inc. | 728,707 | 0.1 | |||||||||||
34,625 | Mack-Cali Realty Corp. | 1,004,818 | 0.1 | |||||||||||
5,563 | @ | Marcus & Millichap, Inc. | 148,643 | 0.0 | ||||||||||
118,888 | Medical Properties Trust, Inc. | 1,462,322 | 0.2 | |||||||||||
27,295 | Monmouth Real Estate Investment Corp. | 415,976 | 0.1 | |||||||||||
60,779 | Monogram Residential Trust, Inc. | 657,629 | 0.1 | |||||||||||
14,864 | National Health Investors, Inc. | 1,102,463 | 0.1 | |||||||||||
9,667 | National Storage Affiliates Trust | 213,351 | 0.0 | |||||||||||
32,161 | New Senior Investment Group, Inc. | 314,856 | 0.0 | |||||||||||
68,770 | New York REIT, Inc. | 695,952 | 0.1 | |||||||||||
25,381 | NorthStar Realty Europe Corp. | 319,039 | 0.0 | |||||||||||
9,007 | One Liberty Properties, Inc. | 226,256 | 0.0 | |||||||||||
17,737 | @ | Parkway, Inc. | 394,648 | 0.1 | ||||||||||
29,223 | Pebblebrook Hotel Trust | 869,384 | 0.1 | |||||||||||
30,609 | Pennsylvania Real Estate Investment Trust | 580,347 | 0.1 | |||||||||||
56,680 | Physicians Realty Trust | 1,074,653 | 0.1 | |||||||||||
16,284 | Potlatch Corp. | 678,229 | 0.1 | |||||||||||
13,529 | Preferred Apartment Communities, Inc. | 201,717 | 0.0 | |||||||||||
8,782 | PS Business Parks, Inc. | 1,023,279 | 0.1 |
See Accompanying Notes to Financial Statements
96 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
18,820 | QTS Realty Trust, Inc. | 934,413 | 0.1 | |||||||||||
56,111 | RAIT Financial Trust | 188,533 | 0.0 | |||||||||||
27,329 | Ramco-Gershenson Properties | 453,115 | 0.1 | |||||||||||
7,105 | RE/MAX Holdings, Inc. | 397,880 | 0.1 | |||||||||||
41,058 | Retail Opportunity Investments Corp. | 867,556 | 0.1 | |||||||||||
22,694 | Rexford Industrial Realty, Inc. | 526,274 | 0.1 | |||||||||||
50,811 | RLJ Lodging Trust | 1,244,361 | 0.2 | |||||||||||
3,757 | RMR Group, Inc. | 148,402 | 0.0 | |||||||||||
17,984 | Ryman Hospitality Properties | 1,133,172 | 0.1 | |||||||||||
26,196 | Sabra Healthcare REIT, Inc. | 639,706 | 0.1 | |||||||||||
1,959 | Saul Centers, Inc. | 130,489 | 0.0 | |||||||||||
21,362 | Select Income REIT | 538,322 | 0.1 | |||||||||||
10,042 | Seritage Growth Properties | 428,894 | 0.1 | |||||||||||
20,514 | Silver Bay Realty Trust Corp. | 351,610 | 0.0 | |||||||||||
22,559 | @,L | St. Joe Co. | 428,621 | 0.1 | ||||||||||
26,372 | STAG Industrial, Inc. | 629,500 | 0.1 | |||||||||||
1,469 | @ | Stratus Properties, Inc. | 48,110 | 0.0 | ||||||||||
41,860 | Summit Hotel Properties, Inc. | 671,016 | 0.1 | |||||||||||
86,415 | Sunstone Hotel Investors, Inc. | 1,317,829 | 0.2 | |||||||||||
8,290 | @,L | Tejon Ranch Co. | 210,815 | 0.0 | ||||||||||
24,537 | Terreno Realty Corp. | 699,059 | 0.1 | |||||||||||
31,415 | The Geo Group, Inc. | 1,128,741 | 0.1 | |||||||||||
20,761 | Tier REIT, Inc. | 361,034 | 0.0 | |||||||||||
15,454 | L | UMH Properties, Inc. | 232,583 | 0.0 | ||||||||||
7,936 | Universal Health Realty Income Trust | 520,522 | 0.1 | |||||||||||
33,148 | Urban Edge Properties | 911,901 | 0.1 | |||||||||||
14,040 | Urstadt Biddle Properties, Inc. | 338,504 | 0.0 | |||||||||||
73,749 | Washington Prime Group, Inc. | 767,727 | 0.1 | |||||||||||
30,031 | Washington Real Estate Investment Trust | 981,713 | 0.1 | |||||||||||
16,101 | Whitestone REIT | 231,532 | 0.0 | |||||||||||
41,638 | Xenia Hotels & Resorts, Inc. | 808,610 | 0.1 | |||||||||||
61,546,261 | 7.7 | |||||||||||||
Telecommunication Services: 0.8% | ||||||||||||||
4,127 | ATN International, Inc. | 330,697 | 0.1 | |||||||||||
18,949 | @ | Boingo Wireless, Inc. | 230,988 | 0.0 | ||||||||||
20,910 | @ | Cincinnati Bell, Inc. | 467,339 | 0.1 | ||||||||||
17,478 | Cogent Communications Holdings, Inc. | 722,715 | 0.1 | |||||||||||
20,318 | Consolidated Communications Holdings, Inc. | 545,538 | 0.1 | |||||||||||
12,379 | @ | Fairpoint Communications, Inc. | 231,487 | 0.0 | ||||||||||
12,882 | @ | General Communication, Inc. | 250,555 | 0.0 | ||||||||||
176,262 | @,L | Globalstar, Inc. | 278,494 | 0.0 | ||||||||||
14,556 | Inteliquent, Inc. | 333,624 | 0.1 | |||||||||||
12,181 | @,L | Intelsat SA | 32,523 | 0.0 | ||||||||||
35,589 | @,L | Iridium Communications, Inc. | 341,654 | 0.1 | ||||||||||
11,903 | @ | Lumos Networks Corp. | 185,925 | 0.0 | ||||||||||
24,035 | @ | NII Holdings, Inc. | 51,675 | 0.0 |
23,071 | @ | Orbcomm, Inc. | 190,797 | 0.0 | ||||||||||
5,646 | @,L | pdvWireless, Inc. | 127,317 | 0.0 | ||||||||||
20,309 | Shenandoah Telecommunications Co. | 554,436 | 0.1 | |||||||||||
11,020 | Spok Holdings, Inc. | 228,665 | 0.0 | |||||||||||
4,546 | @,L | Straight Path Communications, Inc. | 154,155 | 0.0 | ||||||||||
80,728 | @ | Vonage Holdings Corp. | 552,987 | 0.1 | ||||||||||
39,462 | Windstream Holdings, Inc. | 289,257 | 0.0 | |||||||||||
6,100,828 | 0.8 | |||||||||||||
Utilities: 3.5% | ||||||||||||||
19,007 | Allete, Inc. | 1,220,059 | 0.2 | |||||||||||
15,865 | American States Water Co. | 722,809 | 0.1 | |||||||||||
65,637 | Atlantic Power Corp. | 164,092 | 0.0 | |||||||||||
24,339 | L | Atlantica Yield plc | 470,960 | 0.1 | ||||||||||
26,750 | Avista Corp. | 1,069,732 | 0.1 | |||||||||||
20,421 | Black Hills Corp. | 1,252,624 | 0.2 | |||||||||||
21,983 | California Water Service Group | 745,224 | 0.1 | |||||||||||
7,230 | Chesapeake Utilities Corp. | 484,048 | 0.1 | |||||||||||
5,241 | Connecticut Water Service, Inc. | 292,710 | 0.0 | |||||||||||
48,543 | @ | Dynegy, Inc. | 410,674 | 0.1 | ||||||||||
18,350 | El Paso Electric Co. | 853,275 | 0.1 | |||||||||||
19,337 | L | Empire District Electric Co. | 659,198 | 0.1 | ||||||||||
8,507 | Genie Energy Ltd. | 48,915 | 0.0 | |||||||||||
20,051 | Idacorp, Inc. | 1,615,108 | 0.2 | |||||||||||
16,489 | MGE Energy, Inc. | 1,076,732 | 0.1 | |||||||||||
7,321 | Middlesex Water Co. | 314,364 | 0.0 | |||||||||||
36,221 | New Jersey Resources Corp. | 1,285,846 | 0.2 | |||||||||||
11,435 | Northwest Natural Gas Co. | 683,813 | 0.1 | |||||||||||
20,075 | NorthWestern Corp. | 1,141,665 | 0.1 | |||||||||||
14,280 | NRG Yield, Inc. - Class A | 219,341 | 0.0 | |||||||||||
24,367 | NRG Yield, Inc. - Class C | 384,999 | 0.0 | |||||||||||
20,540 | ONE Gas, Inc. | 1,313,738 | 0.2 | |||||||||||
14,307 | Ormat Technologies, Inc. | 767,141 | 0.1 | |||||||||||
17,798 | Otter Tail Corp. | 726,158 | 0.1 | |||||||||||
27,208 | Pattern Energy Group, Inc. | 516,680 | 0.1 | |||||||||||
31,884 | PNM Resources, Inc. | 1,093,621 | 0.1 | |||||||||||
33,667 | Portland General Electric Co. | 1,458,791 | 0.2 | |||||||||||
7,513 | SJW Group | 420,578 | 0.1 | |||||||||||
32,478 | South Jersey Industries, Inc. | 1,094,184 | 0.1 | |||||||||||
19,794 | Southwest Gas Corp. | 1,516,616 | 0.2 | |||||||||||
2,615 | L | Spark Energy, Inc. | 79,235 | 0.0 | ||||||||||
18,671 | Spire, Inc. | 1,205,213 | 0.1 | |||||||||||
42,169 | TerraForm Global, Inc. | 166,568 | 0.0 | |||||||||||
35,952 | TerraForm Power, Inc. | 460,545 | 0.1 | |||||||||||
6,811 | Unitil Corp. | 308,811 | 0.0 | |||||||||||
8,981 | @,L | Vivint Solar, Inc. | 22,902 | 0.0 | ||||||||||
20,300 | WGL Holdings, Inc. | 1,548,484 | 0.2 |
See Accompanying Notes to Financial Statements
97 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
7,348 | York Water Co. | 280,694 | 0.0 | |||||||||||
28,096,147 | 3.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $487,524,436) | 775,389,467 | 97.3 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Health Care: 0.0% | ||||||||||||||
12,980 | @ | Clinical Data, Inc. | – | – | ||||||||||
64,411 | @ | Dyax, Corp. - CVR | 71,496 | 0.0 | ||||||||||
42,590 | @ | Trius Therapeutics, Inc. - CVR | – | – | ||||||||||
71,496 | 0.0 | |||||||||||||
Telecommunication Services: 0.0% | ||||||||||||||
40,289 | @ | Leap Wireless International, Inc. - CVR | 136,983 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $107,503) | 208,479 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $487,631,939) | 775,597,946 | 97.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 8.9% | ||||||||||||||
Securities Lending Collateralcc: 6.1% | ||||||||||||||
2,229,266 | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,229,391, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $2,273,981, due 12/31/17-10/20/46) | 2,229,266 | 0.3 | |||||||||||
11,516,721 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $11,517,352, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $11,747,055, due 01/25/17-10/20/66) | 11,516,721 | 1.4 |
11,516,721 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $11,517,377, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $11,747,056, due 03/02/17-02/01/49) | 11,516,721 | 1.4 | |||||||||||
11,516,721 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $11,517,352, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $11,747,056, due 01/15/17-08/20/66) | 11,516,721 | 1.5 | |||||||||||
11,711,232 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/16, 0.65%, due 01/03/17 (Repurchase Amount $11,712,066, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $12,008,803, due 04/15/18-02/15/46) | 11,711,232 | 1.5 | |||||||||||
48,490,661 | 6.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.8% | ||||||||||||||
22,786,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $22,786,000) | 22,786,000 | 2.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $71,276,661) | 71,276,661 | 8.9 | ||||||||||||
Total Investments in Securities (Cost $558,908,600) | $ | 846,874,607 | 106.2 | |||||||||||
Liabilities in Excess of Other Assets | (49,506,280 | ) | (6.2 | ) | ||||||||||
Net Assets | $ | 797,368,327 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
See Accompanying Notes to Financial Statements
98 |
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (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, 2016. |
Cost for federal income tax purposes is $560,449,773.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 343,956,478 | ||
Gross Unrealized Depreciation | (57,531,644 | ) | ||
Net Unrealized Appreciation | $ | 286,424,834 |
See Accompanying Notes to Financial Statements
99 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 25.7% | ||||||||||||||
Basic Materials: 1.0% | ||||||||||||||
1,000,000 | Agrium, Inc., 3.150%, 10/01/22 | 994,374 | 0.1 | |||||||||||
500,000 | Agrium, Inc., 4.125%, 03/15/35 | 459,163 | 0.0 | |||||||||||
750,000 | Air Products & Chemicals, Inc., 1.200%, 10/15/17 | 749,871 | 0.0 | |||||||||||
500,000 | Airgas, Inc., 2.900%, 11/15/22 | 502,404 | 0.0 | |||||||||||
1,300,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/39 | 1,377,117 | 0.1 | |||||||||||
3,700,000 | BHP Billiton Finance USA Ltd., 3.250%, 11/21/21 | 3,810,937 | 0.1 | |||||||||||
500,000 | Cabot Corp., 2.550%, 01/15/18 | 502,067 | 0.0 | |||||||||||
800,000 | Cabot Corp., 3.700%, 07/15/22 | 812,952 | 0.0 | |||||||||||
500,000 | Dow Chemical Co., 4.625%, 10/01/44 | 502,691 | 0.0 | |||||||||||
1,782,000 | Dow Chemical Co., 8.550%, 05/15/19 | 2,042,635 | 0.1 | |||||||||||
500,000 | Dow Chemical Co/The, 4.250%, 10/01/34 | 493,544 | 0.0 | |||||||||||
68,000 | Eastman Chemical Co., 4.500%, 01/15/21 | 71,826 | 0.0 | |||||||||||
400,000 | Eastman Chemical Co., 4.650%, 10/15/44 | 397,471 | 0.0 | |||||||||||
2,279,000 | EI Du Pont de Nemours & Co., 6.000%, 07/15/18 | 2,421,939 | 0.1 | |||||||||||
250,000 | Goldcorp, Inc., 3.625%, 06/09/21 | 254,012 | 0.0 | |||||||||||
400,000 | International Paper Co., 3.650%, 06/15/24 | 404,630 | 0.0 | |||||||||||
750,000 | International Paper Co., 3.800%, 01/15/26 | 759,943 | 0.0 | |||||||||||
500,000 | International Paper Co., 5.150%, 05/15/46 | 522,436 | 0.0 | |||||||||||
750,000 | International Paper Co., 5.000%, 09/15/35 | 793,633 | 0.0 | |||||||||||
500,000 | LYB International Finance BV, 4.000%, 07/15/23 | 521,084 | 0.0 | |||||||||||
250,000 | Monsanto Co., 2.125%, 07/15/19 | 249,646 | 0.0 | |||||||||||
1,000,000 | Monsanto Co., 2.200%, 07/15/22 | 949,391 | 0.0 | |||||||||||
400,000 | Monsanto Co., 2.750%, 07/15/21 | 399,977 | 0.0 | |||||||||||
1,000,000 | Monsanto Co., 3.600%, 07/15/42 | 840,913 | 0.0 | |||||||||||
500,000 | Monsanto Co., 3.950%, 04/15/45 | 439,610 | 0.0 | |||||||||||
250,000 | Monsanto Co., 4.200%, 07/15/34 | 240,684 | 0.0 | |||||||||||
250,000 | Mosaic Co/The, 5.450%, 11/15/33 | 248,293 | 0.0 | |||||||||||
500,000 | Newmont Mining Corp., 5.875%, 04/01/35 | 535,750 | 0.0 |
1,000,000 | Potash Corp. of Saskatchewan, Inc., 5.625%, 12/01/40 | 1,081,431 | 0.1 | |||||||||||
1,000,000 | Praxair, Inc., 2.200%, 08/15/22 | 976,663 | 0.0 | |||||||||||
500,000 | Rio Tinto Finance USA Ltd., 3.750%, 06/15/25 | 515,148 | 0.0 | |||||||||||
1,039,000 | RPM International, Inc., 3.450%, 11/15/22 | 1,030,457 | 0.1 | |||||||||||
600,000 | Sherwin-Williams Co., 1.350%, 12/15/17 | 599,004 | 0.0 | |||||||||||
2,000,000 | Southern Copper Corp., 5.375%, 04/16/20 | 2,175,698 | 0.1 | |||||||||||
250,000 | Southern Copper Corp., 5.875%, 04/23/45 | 246,187 | 0.0 | |||||||||||
350,000 | Southern Copper Corp., 6.750%, 04/16/40 | 378,880 | 0.0 | |||||||||||
1,220,000 | Vale Overseas Ltd., 4.625%, 09/15/20 | 1,251,720 | 0.1 | |||||||||||
1,955,000 | Vale Overseas Ltd., 6.875%, 11/21/36 | 1,935,450 | 0.1 | |||||||||||
32,489,631 | 1.0 | |||||||||||||
Communications: 2.7% | ||||||||||||||
250,000 | 21st Century Fox America, Inc., 4.750%, 09/15/44 | 250,376 | 0.0 | |||||||||||
3,550,000 | 21st Century Fox America, Inc., 6.150%, 03/01/37 | 4,160,817 | 0.1 | |||||||||||
300,000 | Amazon.com, Inc., 1.200%, 11/29/17 | 300,163 | 0.0 | |||||||||||
300,000 | Amazon.com, Inc., 2.500%, 11/29/22 | 296,934 | 0.0 | |||||||||||
4,000,000 | America Movil SAB de CV, 5.000%, 03/30/20 | 4,281,092 | 0.1 | |||||||||||
500,000 | AT&T, Inc., 1.750%, 01/15/18 | 500,396 | 0.0 | |||||||||||
1,000,000 | AT&T, Inc., 2.450%, 06/30/20 | 993,151 | 0.0 | |||||||||||
6,760,000 | AT&T, Inc., 4.500%, 03/09/48 | 6,118,767 | 0.2 | |||||||||||
2,000,000 | AT&T, Inc., 4.500%, 05/15/35 | 1,935,324 | 0.1 | |||||||||||
2,250,000 | AT&T, Inc., 4.750%, 05/15/46 | 2,135,821 | 0.1 | |||||||||||
250,000 | AT&T, Inc., 5.650%, 02/15/47 | 268,624 | 0.0 | |||||||||||
1,620,000 | AT&T, Inc., 6.000%, 08/15/40 | 1,783,473 | 0.1 | |||||||||||
500,000 | British Telecommunications PLC, 2.350%, 02/14/19 | 502,990 | 0.0 | |||||||||||
300,000 | CBS Corp., 2.300%, 08/15/19 | 301,050 | 0.0 | |||||||||||
300,000 | CBS Corp., 3.700%, 08/15/24 | 302,324 | 0.0 | |||||||||||
250,000 | CBS Corp., 4.000%, 01/15/26 | 254,387 | 0.0 | |||||||||||
2,000,000 | CBS Corp., 4.300%, 02/15/21 | 2,120,694 | 0.1 | |||||||||||
250,000 | CBS Corp., 4.600%, 01/15/45 | 241,079 | 0.0 | |||||||||||
300,000 | CBS Corp., 4.900%, 08/15/44 | 300,870 | 0.0 |
See Accompanying Notes to Financial Statements
100 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/22 | 522,605 | 0.0 | |||||||||||
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/25 | 527,207 | 0.0 | |||||||||||
1,000,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/45 | 1,158,107 | 0.1 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.125%, 03/01/19 | 1,013,263 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.200%, 02/28/21 | 997,371 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.900%, 03/04/21 | 1,023,024 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 3.625%, 03/04/24 | 1,043,601 | 0.0 | |||||||||||
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/40 | 1,827,955 | 0.1 | |||||||||||
500,000 | Comcast Corp., 3.375%, 02/15/25 | 505,160 | 0.0 | |||||||||||
1,250,000 | Comcast Corp., 3.600%, 03/01/24 | 1,289,997 | 0.1 | |||||||||||
750,000 | Comcast Corp., 4.250%, 01/15/33 | 780,734 | 0.0 | |||||||||||
750,000 | Comcast Corp., 4.200%, 08/15/34 | 766,347 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.500%, 01/15/43 | 1,031,430 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.600%, 08/15/45 | 1,048,701 | 0.1 | |||||||||||
335,000 | Comcast Corp., 6.500%, 11/15/35 | 429,125 | 0.0 | |||||||||||
750,000 | Discovery Communications LLC, 3.250%, 04/01/23 | 731,443 | 0.0 | |||||||||||
1,800,000 | Discovery Communications LLC, 4.375%, 06/15/21 | 1,898,208 | 0.1 | |||||||||||
300,000 | eBay, Inc., 2.875%, 08/01/21 | 300,621 | 0.0 | |||||||||||
300,000 | eBay, Inc., 3.450%, 08/01/24 | 295,453 | 0.0 | |||||||||||
250,000 | eBay, Inc., 4.000%, 07/15/42 | 209,064 | 0.0 | |||||||||||
1,500,000 | Expedia, Inc., 5.950%, 08/15/20 | 1,639,800 | 0.1 | |||||||||||
1,000,000 | Expedia, Inc., 7.456%, 08/15/18 | 1,081,781 | 0.1 | |||||||||||
300,000 | Juniper Networks, Inc., 3.125%, 02/26/19 | 304,878 | 0.0 | |||||||||||
500,000 | Juniper Networks, Inc., 4.500%, 03/15/24 | 511,503 | 0.0 | |||||||||||
300,000 | Motorola Solutions, Inc., 3.500%, 09/01/21 | 302,480 | 0.0 | |||||||||||
100,000 | Motorola Solutions, Inc., 4.000%, 09/01/24 | 100,161 | 0.0 | |||||||||||
1,500,000 | # | NBCUniversal Enterprise, Inc., 1.974%, 04/15/19 | 1,505,323 | 0.1 | ||||||||||
500,000 | NBCUniversal Media LLC, 2.875%, 01/15/23 | 498,711 | 0.0 |
500,000 | NBCUniversal Media, LLC, 4.450%, 01/15/43 | 511,138 | 0.0 | |||||||||||
1,500,000 | Omnicom Group, Inc., 3.625%, 05/01/22 | 1,540,783 | 0.1 | |||||||||||
250,000 | Orange SA, 2.750%, 02/06/19 | �� | 253,437 | 0.0 | ||||||||||
500,000 | Orange SA, 5.500%, 02/06/44 | 575,371 | 0.0 | |||||||||||
1,500,000 | Qwest Corp., 6.750%, 12/01/21 | 1,631,250 | 0.1 | |||||||||||
250,000 | Rogers Communications, Inc., 5.000%, 03/15/44 | 267,933 | 0.0 | |||||||||||
500,000 | Scripps Networks Interactive, Inc., 3.500%, 06/15/22 | 505,370 | 0.0 | |||||||||||
250,000 | Scripps Networks Interactive, Inc., 3.900%, 11/15/24 | 254,171 | 0.0 | |||||||||||
1,000,000 | Telefonaktiebolaget LM Ericsson, 4.125%, 05/15/22 | 1,006,118 | 0.0 | |||||||||||
750,000 | Telefonica Emisiones SAU, 3.192%, 04/27/18 | 760,922 | 0.0 | |||||||||||
700,000 | Telefonica Emisiones SAU, 5.134%, 04/27/20 | 750,104 | 0.0 | |||||||||||
2,000,000 | Telefonica Emisiones SAU, 5.462%, 02/16/21 | 2,180,434 | 0.1 | |||||||||||
750,000 | Time Warner Cable LLC, 4.125%, 02/15/21 | 775,481 | 0.0 | |||||||||||
1,000,000 | Time Warner Cable LLC, 4.500%, 09/15/42 | 907,317 | 0.0 | |||||||||||
400,000 | Time Warner Cable, Inc., 5.350%, 12/15/43 | 423,822 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 2.100%, 06/01/19 | 500,407 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 3.550%, 06/01/24 | 496,150 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 4.650%, 06/01/44 | 482,929 | 0.0 | |||||||||||
1,500,000 | Time Warner, Inc., 4.875%, 03/15/20 | 1,601,372 | 0.1 | |||||||||||
1,925,000 | Time Warner, Inc., 6.500%, 11/15/36 | 2,331,751 | 0.1 | |||||||||||
500,000 | Verizon Communications, Inc., 1.100%, 11/01/17 | 498,894 | 0.0 | |||||||||||
500,000 | Verizon Communications, Inc., 2.550%, 06/17/19 | 507,133 | 0.0 | |||||||||||
776,000 | Verizon Communications, Inc., 2.625%, 02/21/20 | 783,529 | 0.0 | |||||||||||
500,000 | Verizon Communications, Inc., 3.450%, 03/15/21 | 516,274 | 0.0 | |||||||||||
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/34 | 1,631,035 | 0.1 | |||||||||||
655,000 | Verizon Communications, Inc., 4.522%, 09/15/48 | 629,388 | 0.0 | |||||||||||
3,000,000 | Verizon Communications, Inc., 4.750%, 11/01/41 | 2,967,717 | 0.1 | |||||||||||
3,136,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 3,183,984 | 0.1 |
See Accompanying Notes to Financial Statements
101 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
133,000 | Verizon Communications, Inc., 5.012%, 08/21/54 | 133,031 | 0.0 | |||||||||||
1,250,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 1,318,198 | 0.1 | |||||||||||
400,000 | Viacom, Inc., 2.200%, 04/01/19 | 396,754 | 0.0 | |||||||||||
1,000,000 | Viacom, Inc., 2.500%, 09/01/18 | 1,003,225 | 0.0 | |||||||||||
1,000,000 | Viacom, Inc., 3.250%, 03/15/23 | 951,350 | 0.0 | |||||||||||
400,000 | Viacom, Inc., 3.875%, 04/01/24 | 388,372 | 0.0 | |||||||||||
200,000 | Viacom, Inc., 4.850%, 12/15/34 | 178,552 | 0.0 | |||||||||||
400,000 | Viacom, Inc., 5.250%, 04/01/44 | 364,528 | 0.0 | |||||||||||
500,000 | Vodafone Group PLC, 1.500%, 02/19/18 | 498,221 | 0.0 | |||||||||||
500,000 | Vodafone Group PLC, 2.950%, 02/19/23 | 484,989 | 0.0 | |||||||||||
1,000,000 | Vodafone Group PLC, 6.150%, 02/27/37 | 1,123,062 | 0.1 | |||||||||||
300,000 | Walt Disney Co/The, 1.100%, 12/01/17 | 299,784 | 0.0 | |||||||||||
300,000 | Walt Disney Co/The, 2.350%, 12/01/22 | 295,207 | 0.0 | |||||||||||
400,000 | Walt Disney Co/The, 3.000%, 02/13/26 | 397,890 | 0.0 | |||||||||||
300,000 | Walt Disney Co/The, 4.125%, 06/01/44 | 310,287 | 0.0 | |||||||||||
1,000,000 | Walt Disney Co/The, 5.500%, 03/15/19 | 1,080,214 | 0.1 | |||||||||||
1,000,000 | WPP Finance 2010, 3.625%, 09/07/22 | 1,022,718 | 0.0 | |||||||||||
89,112,981 | 2.7 | |||||||||||||
Consumer, Cyclical: 1.9% | ||||||||||||||
250,000 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/29 | 243,125 | 0.0 | |||||||||||
1,000,000 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/30 | 947,500 | 0.0 | |||||||||||
500,000 | American Honda Finance Corp., 2.300%, 09/09/26 | 466,569 | 0.0 | |||||||||||
500,000 | AutoZone, Inc., 2.875%, 01/15/23 | 491,857 | 0.0 | |||||||||||
750,000 | AutoZone, Inc., 3.125%, 07/15/23 | 742,900 | 0.0 | |||||||||||
400,000 | BorgWarner, Inc., 4.375%, 03/15/45 | 385,242 | 0.0 | |||||||||||
400,000 | Coach, Inc., 4.250%, 04/01/25 | 402,404 | 0.0 | |||||||||||
1,652,188 | Continental Airlines 2009-2 Class A Pass Through Trust, 7.250%, 11/10/19 | 1,848,385 | 0.1 | |||||||||||
300,000 | Costco Wholesale Corp., 1.125%, 12/15/17 | 299,733 | 0.0 | |||||||||||
300,000 | Costco Wholesale Corp., 1.700%, 12/15/19 | 299,552 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 2.250%, 12/05/18 | 252,254 | 0.0 |
250,000 | CVS Health Corp., 2.250%, 08/12/19 | 251,416 | 0.0 | |||||||||||
750,000 | CVS Health Corp., 2.750%, 12/01/22 | 738,988 | 0.0 | |||||||||||
500,000 | CVS Health Corp., 2.800%, 07/20/20 | 507,647 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 3.375%, 08/12/24 | 250,881 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 3.500%, 07/20/22 | 1,027,674 | 0.1 | |||||||||||
443,000 | CVS Health Corp., 3.875%, 07/20/25 | 457,216 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 4.000%, 12/05/23 | 263,515 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 5.125%, 07/20/45 | 1,116,626 | 0.1 | |||||||||||
200,000 | CVS Health Corp., 5.300%, 12/05/43 | 227,043 | 0.0 | |||||||||||
500,000 | # | Daimler Finance North America LLC, 2.375%, 08/01/18 | 503,794 | 0.0 | ||||||||||
899,220 | Delta Air Lines 2007-1 Class A Pass Through Trust, 6.821%, 02/10/24 | 1,035,227 | 0.1 | |||||||||||
300,000 | Ford Motor Co., 4.750%, 01/15/43 | 285,344 | 0.0 | |||||||||||
500,000 | Ford Motor Co., 7.450%, 07/16/31 | 627,924 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 2.021%, 05/03/19 | 495,492 | 0.0 | |||||||||||
2,250,000 | Ford Motor Credit Co. LLC, 2.375%, 01/16/18 | 2,260,368 | 0.1 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 2.943%, 01/08/19 | 505,776 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.096%, 05/04/23 | 483,018 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/21 | 500,797 | 0.0 | |||||||||||
250,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/25 | 250,822 | 0.0 | |||||||||||
750,000 | Ford Motor Credit Co. LLC, 4.250%, 09/20/22 | 772,855 | 0.0 | |||||||||||
1,000,000 | Ford Motor Credit Co. LLC, 4.375%, 08/06/23 | 1,032,396 | 0.1 | |||||||||||
1,300,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/21 | 1,435,888 | 0.1 | |||||||||||
500,000 | Ford Motor Co., 4.346%, 12/08/26 | 505,516 | 0.0 | |||||||||||
750,000 | General Motors Co., 6.600%, 04/01/36 | 858,469 | 0.0 | |||||||||||
750,000 | General Motors Co., 6.750%, 04/01/46 | 881,044 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.100%, 01/15/19 | 1,010,755 | 0.1 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.200%, 07/06/21 | 991,805 | 0.0 | |||||||||||
750,000 | General Motors Financial Co., Inc., 3.700%, 05/09/23 | 738,229 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 5.250%, 03/01/26 | 1,053,565 | 0.1 | |||||||||||
3,350,000 | Home Depot, Inc., 5.875%, 12/16/36 | 4,233,653 | 0.1 | |||||||||||
500,000 | Hyatt Hotels Corp., 3.375%, 07/15/23 | 493,301 | 0.0 |
See Accompanying Notes to Financial Statements
102 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
500,000 | # | Hyundai Capital America, 2.400%, 10/30/18 | 502,122 | 0.0 | ||||||||||
1,000,000 | # | Hyundai Capital America, 2.875%, 08/09/18 | 1,011,864 | 0.1 | ||||||||||
500,000 | L | Kohl's Corp., 4.250%, 07/17/25 | 503,089 | 0.0 | ||||||||||
600,000 | Lowe's Cos, Inc., 4.250%, 09/15/44 | 608,787 | 0.0 | |||||||||||
500,000 | Macys Retail Holdings, Inc., 2.875%, 02/15/23 | 476,025 | 0.0 | |||||||||||
532,000 | L | Macys Retail Holdings, Inc., 3.625%, 06/01/24 | 521,973 | 0.0 | ||||||||||
1,000,000 | Macys Retail Holdings, Inc., 3.875%, 01/15/22 | 1,024,384 | 0.1 | |||||||||||
1,000,000 | Marriott International, Inc./DE, 3.000%, 03/01/19 | 1,017,631 | 0.1 | |||||||||||
500,000 | Marriott International, Inc./MD, 2.300%, 01/15/22 | 485,105 | 0.0 | |||||||||||
500,000 | Marriott International, Inc./MD, 3.125%, 02/15/23 | 487,678 | 0.0 | |||||||||||
400,000 | Marriott International, Inc./MD, 4.500%, 10/01/34 | 392,318 | 0.0 | |||||||||||
500,000 | Mattel, Inc., 1.700%, 03/15/18 | 498,959 | 0.0 | |||||||||||
500,000 | Mattel, Inc., 2.350%, 05/06/19 | 501,455 | 0.0 | |||||||||||
500,000 | Mattel, Inc., 3.150%, 03/15/23 | 492,468 | 0.0 | |||||||||||
1,000,000 | McDonald's Corp., 2.100%, 12/07/18 | 1,006,203 | 0.0 | |||||||||||
1,000,000 | McDonald's Corp., 2.750%, 12/09/20 | 1,015,702 | 0.1 | |||||||||||
500,000 | McDonald's Corp., 3.700%, 01/30/26 | 509,305 | 0.0 | |||||||||||
400,000 | McDonald's Corp., 4.600%, 05/26/45 | 413,848 | 0.0 | |||||||||||
500,000 | McDonald's Corp., 4.700%, 12/09/35 | 529,787 | 0.0 | |||||||||||
325,000 | McDonalds Corp., 6.300%, 10/15/37 | 408,972 | 0.0 | |||||||||||
1,250,000 | Mohawk Industries, Inc., 3.850%, 02/01/23 | 1,277,707 | 0.1 | |||||||||||
300,000 | Newell Rubbermaid, Inc., 2.050%, 12/01/17 | 301,042 | 0.0 | |||||||||||
300,000 | Newell Rubbermaid, Inc., 2.150%, 10/15/18 | 301,564 | 0.0 | |||||||||||
250,000 | Newell Rubbermaid, Inc., 2.875%, 12/01/19 | 254,506 | 0.0 | |||||||||||
250,000 | Newell Rubbermaid, Inc., 3.150%, 04/01/21 | 254,460 | 0.0 | |||||||||||
250,000 | Newell Rubbermaid, Inc., 3.850%, 04/01/23 | 259,408 | 0.0 | |||||||||||
250,000 | Newell Rubbermaid, Inc., 4.200%, 04/01/26 | 260,881 | 0.0 | |||||||||||
250,000 | Newell Rubbermaid, Inc., 5.375%, 04/01/36 | 281,864 | 0.0 | |||||||||||
500,000 | NIKE, Inc., 2.375%, 11/01/26 | 471,614 | 0.0 | |||||||||||
500,000 | NIKE, Inc., 3.375%, 11/01/46 | 451,722 | 0.0 | |||||||||||
250,000 | # | Nissan Motor Acceptance Corp., 2.000%, 03/08/19 | 249,434 | 0.0 |
2,000,000 | Nordstrom, Inc., 4.750%, 05/01/20 | 2,133,740 | 0.1 | |||||||||||
500,000 | NVR, Inc., 3.950%, 09/15/22 | 509,664 | 0.0 | |||||||||||
300,000 | OReilly Automotive, Inc., 3.800%, 09/01/22 | 310,464 | 0.0 | |||||||||||
250,000 | Starbucks Corp., 2.000%, 12/05/18 | 252,516 | 0.0 | |||||||||||
500,000 | TJX Cos, Inc., 2.500%, 05/15/23 | 489,674 | 0.0 | |||||||||||
1,070,000 | Toyota Motor Credit Corp., 1.700%, 02/19/19 | 1,066,556 | 0.1 | |||||||||||
590,000 | Toyota Motor Credit Corp., 2.250%, 10/18/23 | 568,619 | 0.0 | |||||||||||
487,913 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 12/01/27 | 483,034 | 0.0 | |||||||||||
250,000 | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/30 | 243,438 | 0.0 | |||||||||||
250,000 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | 241,563 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 2.700%, 11/18/19 | 253,365 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/21 | 254,733 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/26 | 245,532 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.800%, 11/18/24 | 254,557 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/34 | 251,943 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.650%, 06/01/46 | 254,202 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.800%, 11/18/44 | 257,449 | 0.0 | |||||||||||
1,000,000 | Wal-Mart Stores, Inc., 3.300%, 04/22/24 | 1,028,039 | 0.1 | |||||||||||
3,130,000 | Wal-Mart Stores, Inc., 5.625%, 04/01/40 | 3,873,378 | 0.1 | |||||||||||
300,000 | Whirlpool Corp., 3.700%, 05/01/25 | 302,839 | 0.0 | |||||||||||
200,000 | Whirlpool Corp., 4.000%, 03/01/24 | 207,571 | 0.0 | |||||||||||
62,431,318 | 1.9 | |||||||||||||
Consumer, Non-cyclical: 3.9% | ||||||||||||||
500,000 | Abbott Laboratories, 2.350%, 11/22/19 | 500,689 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 2.900%, 11/30/21 | 499,379 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 3.400%, 11/30/23 | 498,296 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 3.750%, 11/30/26 | 497,293 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 4.750%, 11/30/36 | 509,121 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 4.900%, 11/30/46 | 514,181 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 1.800%, 05/14/18 | 500,469 | 0.0 |
See Accompanying Notes to Financial Statements
103 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
500,000 | AbbVie, Inc., 2.300%, 05/14/21 | 489,965 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.500%, 05/14/20 | 500,245 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.850%, 05/14/23 | 485,200 | 0.0 | |||||||||||
250,000 | AbbVie, Inc., 3.200%, 11/06/22 | 250,212 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 3.200%, 05/14/26 | 475,969 | 0.0 | |||||||||||
250,000 | AbbVie, Inc., 3.600%, 05/14/25 | 247,741 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 4.300%, 05/14/36 | 477,227 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 4.450%, 05/14/46 | 479,729 | 0.0 | |||||||||||
1,250,000 | AbbVie, Inc., 4.500%, 05/14/35 | 1,230,069 | 0.1 | |||||||||||
250,000 | AbbVie, Inc., 4.700%, 05/14/45 | 245,760 | 0.0 | |||||||||||
1,000,000 | Actavis Funding SCS, 3.000%, 03/12/20 | 1,014,114 | 0.1 | |||||||||||
500,000 | Actavis Funding SCS, 3.450%, 03/15/22 | 507,588 | 0.0 | |||||||||||
500,000 | Actavis plc, 1.875%, 10/01/17 | 501,022 | 0.0 | |||||||||||
500,000 | Actavis plc, 3.250%, 10/01/22 | 498,052 | 0.0 | |||||||||||
500,000 | Actavis plc, 4.625%, 10/01/42 | 485,078 | 0.0 | |||||||||||
400,000 | Aetna, Inc., 2.200%, 03/15/19 | 401,124 | 0.0 | |||||||||||
500,000 | Aetna, Inc., 2.750%, 11/15/22 | 491,292 | 0.0 | |||||||||||
500,000 | Aetna, Inc., 2.800%, 06/15/23 | 492,671 | 0.0 | |||||||||||
1,000,000 | Aetna, Inc., 3.200%, 06/15/26 | 989,808 | 0.1 | |||||||||||
250,000 | Aetna, Inc., 3.500%, 11/15/24 | 253,751 | 0.0 | |||||||||||
500,000 | Aetna, Inc., 4.375%, 06/15/46 | 503,108 | 0.0 | |||||||||||
300,000 | Aetna, Inc., 4.500%, 05/15/42 | 304,839 | 0.0 | |||||||||||
500,000 | Allergan, Inc./United States, 2.800%, 03/15/23 | 478,947 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 2.950%, 05/02/23 | 499,863 | 0.0 | |||||||||||
300,000 | Altria Group, Inc., 4.250%, 08/09/42 | 295,810 | 0.0 | |||||||||||
500,000 | AmerisourceBergen Corp., 3.400%, 05/15/24 | 503,251 | 0.0 | |||||||||||
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/45 | 239,868 | 0.0 | |||||||||||
500,000 | Amgen, Inc., 2.250%, 08/19/23 | 470,515 | 0.0 | |||||||||||
250,000 | Amgen, Inc., 3.625%, 05/22/24 | �� | 254,416 | 0.0 | ||||||||||
4,400,000 | Amgen, Inc., 3.875%, 11/15/21 | 4,606,694 | 0.2 | |||||||||||
1,500,000 | Amgen, Inc., 4.400%, 05/01/45 | 1,442,380 | 0.1 | |||||||||||
842,000 | # | Amgen, Inc., 4.563%, 06/15/48 | 816,108 | 0.1 | ||||||||||
750,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 751,289 | 0.0 |
1,000,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/21 | 1,005,534 | 0.1 | |||||||||||
1,500,000 | Anheuser-Busch InBev Finance, Inc., 3.300%, 02/01/23 | 1,527,070 | 0.1 | |||||||||||
1,000,000 | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | 1,015,532 | 0.1 | |||||||||||
2,000,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | 2,109,626 | 0.1 | |||||||||||
1,000,000 | Anheuser-Busch InBev Finance, Inc., 4.900%, 02/01/46 | 1,077,979 | 0.1 | |||||||||||
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/42 | 225,295 | 0.0 | |||||||||||
3,500,000 | Anheuser-Busch InBev Worldwide, Inc., 5.375%, 01/15/20 | 3,817,814 | 0.1 | |||||||||||
250,000 | Anthem, Inc., 3.500%, 08/15/24 | 249,402 | 0.0 | |||||||||||
750,000 | AstraZeneca PLC, 1.950%, 09/18/19 | 750,061 | 0.0 | |||||||||||
1,900,000 | AstraZeneca PLC, 6.450%, 09/15/37 | 2,458,803 | 0.1 | |||||||||||
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/25 | 512,585 | 0.0 | |||||||||||
4,370,000 | Becton Dickinson & Co., 3.125%, 11/08/21 | 4,480,976 | 0.2 | |||||||||||
2,000,000 | Biogen, Inc., 6.875%, 03/01/18 | 2,115,390 | 0.1 | |||||||||||
400,000 | Boston Scientific Corp., 2.850%, 05/15/20 | 406,058 | 0.0 | |||||||||||
400,000 | Boston Scientific Corp., 3.375%, 05/15/22 | 406,643 | 0.0 | |||||||||||
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/42 | 447,446 | 0.0 | |||||||||||
500,000 | Campbell Soup Co., 3.800%, 08/02/42 | 451,549 | 0.0 | |||||||||||
500,000 | Cardinal Health, Inc., 3.200%, 03/15/23 | 504,681 | 0.0 | |||||||||||
500,000 | Cardinal Health, Inc., 4.900%, 09/15/45 | 528,623 | 0.0 | |||||||||||
1,000,000 | Celgene Corp., 2.300%, 08/15/18 | 1,006,335 | 0.1 | |||||||||||
250,000 | Celgene Corp., 3.625%, 05/15/24 | 251,327 | 0.0 | |||||||||||
2,945,000 | Celgene Corp., 3.950%, 10/15/20 | 3,079,198 | 0.1 | |||||||||||
500,000 | Celgene Corp., 4.625%, 05/15/44 | 490,503 | 0.0 | |||||||||||
1,000,000 | Celgene Corp., 4.000%, 08/15/23 | 1,043,064 | 0.1 | |||||||||||
500,000 | Celgene Corp., 5.000%, 08/15/45 | 520,866 | 0.0 | |||||||||||
2,000,000 | Cigna Corp., 4.000%, 02/15/22 | 2,089,780 | 0.1 | |||||||||||
2,500,000 | Cigna Corp., 5.125%, 06/15/20 | 2,708,822 | 0.1 | |||||||||||
750,000 | Clorox Co/The, 3.050%, 09/15/22 | 760,624 | 0.0 | |||||||||||
3,000,000 | Coca-Cola Co., 3.150%, 11/15/20 | 3,115,833 | 0.1 | |||||||||||
1,000,000 | Colgate-Palmolive Co., 0.900%, 05/01/18 | 994,906 | 0.1 |
See Accompanying Notes to Financial Statements
104 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
426,000 | Conagra Brands, Inc., 3.200%, 01/25/23 | 425,257 | 0.0 | |||||||||||
500,000 | Coventry Health Care, Inc., 5.450%, 06/15/21 | 555,334 | 0.0 | |||||||||||
500,000 | Covidien International Finance SA, 3.200%, 06/15/22 | 511,816 | 0.0 | |||||||||||
750,000 | Diageo Capital PLC, 1.125%, 04/29/18 | 745,330 | 0.0 | |||||||||||
750,000 | Diageo Capital PLC, 2.625%, 04/29/23 | 741,313 | 0.0 | |||||||||||
500,000 | Diageo Investment Corp., 2.875%, 05/11/22 | 502,839 | 0.0 | |||||||||||
750,000 | Dr Pepper Snapple Group, Inc., 2.000%, 01/15/20 | 744,841 | 0.0 | |||||||||||
250,000 | Dr Pepper Snapple Group, Inc., 3.400%, 11/15/25 | 249,669 | 0.0 | |||||||||||
350,000 | Dr Pepper Snapple Group, Inc., 4.500%, 11/15/45 | 355,810 | 0.0 | |||||||||||
250,000 | Dr Pepper Snapple Group, Inc., 4.420%, 12/15/46 | 254,796 | 0.0 | |||||||||||
725,000 | Ecolab, Inc., 4.350%, 12/08/21 | 783,602 | 0.1 | |||||||||||
500,000 | Eli Lilly & Co., 3.700%, 03/01/45 | 474,520 | 0.0 | |||||||||||
500,000 | # | ERAC USA Finance LLC, 2.350%, 10/15/19 | 499,652 | 0.0 | ||||||||||
500,000 | # | ERAC USA Finance LLC, 3.850%, 11/15/24 | 508,354 | 0.0 | ||||||||||
300,000 | Estee Lauder Cos, Inc./The, 3.700%, 08/15/42 | 276,604 | 0.0 | |||||||||||
400,000 | Express Scripts Holding Co., 2.250%, 06/15/19 | 400,087 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 3.400%, 03/01/27 | 468,721 | 0.0 | |||||||||||
250,000 | Express Scripts Holding Co., 3.500%, 06/15/24 | 247,160 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 3.000%, 07/15/23 | 484,170 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 4.800%, 07/15/46 | 479,641 | 0.0 | |||||||||||
350,000 | Flowers Foods, Inc., 4.375%, 04/01/22 | 367,869 | 0.0 | |||||||||||
750,000 | General Mills, Inc., 4.150%, 02/15/43 | 724,453 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 1.950%, 03/01/22 | 483,621 | 0.0 | |||||||||||
350,000 | Gilead Sciences, Inc., 2.050%, 04/01/19 | 351,096 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 2.500%, 09/01/23 | 482,037 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 2.950%, 03/01/27 | 478,394 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 3.250%, 09/01/22 | 510,200 | 0.0 | |||||||||||
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/26 | 263,559 | 0.0 | |||||||||||
250,000 | Gilead Sciences, Inc., 4.150%, 03/01/47 | 237,553 | 0.0 | |||||||||||
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/45 | 199,914 | 0.0 | |||||||||||
250,000 | Gilead Sciences, Inc., 4.750%, 03/01/46 | 258,773 | 0.0 |
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/44 | 363,571 | 0.0 | |||||||||||
500,000 | GlaxoSmithKline Capital, Inc., 2.800%, 03/18/23 | 501,126 | 0.0 | |||||||||||
2,050,000 | Humana, Inc., 3.150%, 12/01/22 | 2,048,842 | 0.1 | |||||||||||
1,070,000 | Humana, Inc., 6.300%, 08/01/18 | 1,145,904 | 0.1 | |||||||||||
500,000 | Kellogg Co., 3.250%, 04/01/26 | 488,346 | 0.0 | |||||||||||
551,000 | Kellogg Co., 4.000%, 12/15/20 | 580,303 | 0.0 | |||||||||||
250,000 | Kraft Heinz Foods Co., 4.375%, 06/01/46 | 235,720 | 0.0 | |||||||||||
500,000 | Kraft Heinz Foods Co., 5.200%, 07/15/45 | 524,395 | 0.0 | |||||||||||
500,000 | Kraft Heinz Foods Co., 5.000%, 07/15/35 | 525,340 | 0.0 | |||||||||||
3,266,000 | Kraft Heinz Foods Co., 6.125%, 08/23/18 | 3,482,245 | 0.1 | |||||||||||
400,000 | Kroger Co., 2.300%, 01/15/19 | 402,537 | 0.0 | |||||||||||
1,379,000 | Kroger Co., 7.500%, 04/01/31 | 1,858,040 | 0.1 | |||||||||||
400,000 | Kroger Co/The, 3.300%, 01/15/21 | 411,066 | 0.0 | |||||||||||
1,000,000 | Kroger Co/The, 3.850%, 08/01/23 | 1,038,779 | 0.1 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 249,807 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/22 | 252,119 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/45 | 247,416 | 0.0 | |||||||||||
500,000 | McKesson Corp., 1.400%, 03/15/18 | 498,045 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.284%, 03/15/19 | 502,023 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.850%, 03/15/23 | 489,352 | 0.0 | |||||||||||
400,000 | McKesson Corp., 3.796%, 03/15/24 | 412,438 | 0.0 | |||||||||||
300,000 | McKesson Corp., 4.883%, 03/15/44 | 305,753 | 0.0 | |||||||||||
350,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/20 | 354,431 | 0.0 | |||||||||||
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/44 | 242,051 | 0.0 | |||||||||||
250,000 | Medtronic, Inc., 4.625%, 03/15/44 | 268,649 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 1.850%, 02/10/20 | 250,135 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 3.700%, 02/10/45 | 238,491 | 0.0 | |||||||||||
1,000,000 | Merck & Co., Inc., 4.150%, 05/18/43 | 1,027,604 | 0.1 | |||||||||||
500,000 | Molson Coors Brewing Co., 5.000%, 05/01/42 | 523,634 | 0.0 | |||||||||||
250,000 | Mylan, Inc., 2.550%, 03/28/19 | 249,502 | 0.0 | |||||||||||
500,000 | Novartis Capital Corp., 3.400%, 05/06/24 | 515,142 | 0.0 | |||||||||||
250,000 | PepsiCo, Inc., 4.250%, 10/22/44 | 258,292 | 0.0 | |||||||||||
2,405,000 | PepsiCo, Inc., 4.875%, 11/01/40 | 2,665,264 | 0.1 |
See Accompanying Notes to Financial Statements
105 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
750,000 | Pfizer, Inc., 3.400%, 05/15/24 | 775,059 | 0.0 | |||||||||||
1,000,000 | Pfizer, Inc., 4.300%, 06/15/43 | 1,035,608 | 0.1 | |||||||||||
500,000 | Pfizer, Inc., 4.000%, 12/15/36 | 512,457 | 0.0 | |||||||||||
500,000 | Pfizer, Inc., 4.125%, 12/15/46 | 508,858 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 1.875%, 02/25/21 | 489,221 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.125%, 05/10/23 | 476,626 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.750%, 02/25/26 | 480,523 | 0.0 | |||||||||||
250,000 | Philip Morris International, Inc., 3.250%, 11/10/24 | 251,639 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 493,912 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 6.375%, 05/16/38 | 641,334 | 0.0 | |||||||||||
500,000 | Reynolds American, Inc., 5.700%, 08/15/35 | 575,003 | 0.0 | |||||||||||
250,000 | Reynolds American, Inc., 6.150%, 09/15/43 | 302,198 | 0.0 | |||||||||||
3,000,000 | Reynolds American, Inc., 8.125%, 06/23/19 | 3,423,066 | 0.1 | |||||||||||
3,330,000 | Sanofi-Aventis SA, 4.000%, 03/29/21 | 3,544,365 | 0.1 | |||||||||||
500,000 | St Jude Medical, Inc., 3.250%, 04/15/23 | 497,077 | 0.0 | |||||||||||
500,000 | St Jude Medical, Inc., 4.750%, 04/15/43 | 490,313 | 0.0 | |||||||||||
1,000,000 | Stryker Corp., 1.300%, 04/01/18 | 995,973 | 0.1 | |||||||||||
500,000 | Stryker Corp., 3.500%, 03/15/26 | 504,980 | 0.0 | |||||||||||
500,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/19 | 491,351 | 0.0 | |||||||||||
615,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.200%, 07/21/21 | 588,454 | 0.0 | |||||||||||
500,000 | Thermo Fisher Scientific, Inc., 1.850%, 01/15/18 | 500,787 | 0.0 | |||||||||||
250,000 | Thermo Fisher Scientific, Inc., 2.400%, 02/01/19 | 251,937 | 0.0 | |||||||||||
400,000 | Thermo Fisher Scientific, Inc., 3.300%, 02/15/22 | 406,458 | 0.0 | |||||||||||
250,000 | Thermo Fisher Scientific, Inc., 4.150%, 02/01/24 | 260,437 | 0.0 | |||||||||||
500,000 | Thermo Fisher Scientific, Inc., 3.000%, 04/15/23 | 491,595 | 0.0 | |||||||||||
150,000 | Tyson Foods, Inc., 2.650%, 08/15/19 | 151,456 | 0.0 | |||||||||||
750,000 | UnitedHealth Group, Inc., 1.625%, 03/15/19 | 747,075 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.300%, 12/15/19 | 302,227 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/23 | 497,102 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.875%, 12/15/21 | 304,005 | 0.0 |
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/23 | 501,624 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 3.100%, 03/15/26 | 493,023 | 0.0 | |||||||||||
2,000,000 | UnitedHealth Group, Inc., 3.375%, 11/15/21 | 2,074,886 | 0.1 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/35 | 272,599 | 0.0 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/45 | 275,520 | 0.0 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 6.000%, 02/15/18 | 1,048,556 | 0.1 | |||||||||||
400,000 | Verisk Analytics, Inc., 5.500%, 06/15/45 | 426,160 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 1.875%, 01/15/18 | 250,156 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 2.250%, 08/15/19 | 249,540 | 0.0 | |||||||||||
1,000,000 | Anthem, Inc., 2.300%, 07/15/18 | 1,006,748 | 0.1 | |||||||||||
250,000 | Anthem, Inc., 4.650%, 08/15/44 | 253,567 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 3.450%, 11/13/20 | 513,246 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 4.500%, 11/13/25 | 530,329 | 0.0 | |||||||||||
131,465,855 | 3.9 | |||||||||||||
Energy: 2.7% | ||||||||||||||
500,000 | Anadarko Petroleum Corp., 3.450%, 07/15/24 | 491,039 | 0.0 | |||||||||||
1,000,000 | Anadarko Petroleum Corp., 4.500%, 07/15/44 | 941,362 | 0.1 | |||||||||||
625,000 | Anadarko Petroleum Corp., 8.700%, 03/15/19 | 710,395 | 0.0 | |||||||||||
543,000 | Apache Corp., 3.250%, 04/15/22 | 551,622 | 0.0 | |||||||||||
500,000 | Apache Corp., 4.250%, 01/15/44 | 493,899 | 0.0 | |||||||||||
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/24 | 256,802 | 0.0 | |||||||||||
500,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/26 | 543,378 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets PLC, 1.375%, 11/06/17 | 999,499 | 0.1 | |||||||||||
500,000 | BP Capital Markets PLC, 2.112%, 09/16/21 | 490,436 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets PLC, 2.750%, 05/10/23 | 981,563 | 0.1 | |||||||||||
500,000 | BP Capital Markets PLC, 3.017%, 01/16/27 | 482,883 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.062%, 03/17/22 | 505,596 | 0.0 | |||||||||||
250,000 | BP Capital Markets PLC, 3.119%, 05/04/26 | 244,103 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.216%, 11/28/23 | 504,866 | 0.0 | |||||||||||
250,000 | BP Capital Markets PLC, 3.535%, 11/04/24 | 253,681 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.814%, 02/10/24 | 519,326 | 0.0 | |||||||||||
250,000 | Canadian Natural Resources Ltd., 3.800%, 04/15/24 | 249,248 | 0.0 | |||||||||||
300,000 | Chevron Corp., 1.104%, 12/05/17 | 299,344 | 0.0 | |||||||||||
500,000 | Chevron Corp., 1.561%, 05/16/19 | 498,213 | 0.0 |
See Accompanying Notes to Financial Statements
106 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
500,000 | Chevron Corp., 2.100%, 05/16/21 | 495,581 | 0.0 | |||||||||||
300,000 | Chevron Corp., 2.355%, 12/05/22 | 294,304 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.566%, 05/16/23 | 492,822 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.954%, 05/16/26 | 491,706 | 0.0 | |||||||||||
500,000 | Chevron Corp., 3.326%, 11/17/25 | 509,456 | 0.0 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 1.750%, 05/09/18 | 497,700 | 0.0 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 3.000%, 05/09/23 | 483,290 | 0.0 | |||||||||||
750,000 | CNOOC Finance 2015 USA LLC, 3.500%, 05/05/25 | 730,270 | 0.0 | |||||||||||
750,000 | CNOOC Nexen Finance 2014 ULC, 4.250%, 04/30/24 | 768,598 | 0.0 | |||||||||||
250,000 | CNOOC Nexen Finance 2014 ULC, 4.875%, 04/30/44 | 263,663 | 0.0 | |||||||||||
500,000 | L | ConocoPhillips Co., 3.350%, 05/15/25 | 493,623 | 0.0 | ||||||||||
500,000 | ConocoPhillips Co., 4.150%, 11/15/34 | 489,487 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.200%, 03/15/21 | 531,183 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.300%, 11/15/44 | 498,364 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.950%, 03/15/26 | 552,272 | 0.0 | |||||||||||
2,000,000 | ConocoPhillips, 6.500%, 02/01/39 | 2,535,928 | 0.1 | |||||||||||
400,000 | Devon Energy Corp., 3.250%, 05/15/22 | 397,532 | 0.0 | |||||||||||
1,750,000 | Devon Energy Corp., 4.000%, 07/15/21 | 1,808,697 | 0.1 | |||||||||||
1,000,000 | Devon Energy Corp., 5.000%, 06/15/45 | 984,188 | 0.1 | |||||||||||
500,000 | Ecopetrol SA, 4.125%, 01/16/25 | 469,500 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 3.500%, 06/10/24 | 243,585 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 4.500%, 06/10/44 | 232,862 | 0.0 | |||||||||||
500,000 | Energy Transfer Partners L.P., 3.600%, 02/01/23 | 491,932 | 0.0 | |||||||||||
500,000 | Energy Transfer Partners L.P., 4.150%, 10/01/20 | 517,832 | 0.0 | |||||||||||
800,000 | Energy Transfer Partners L.P., 6.125%, 12/15/45 | 852,635 | 0.1 | |||||||||||
1,809,000 | Energy Transfer Partners L.P., 6.500%, 02/01/42 | 1,957,504 | 0.1 | |||||||||||
400,000 | EnLink Midstream Partners L.P., 5.050%, 04/01/45 | 363,274 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 2.850%, 04/15/21 | 503,874 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 502,066 | 0.0 |
100,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 101,653 | 0.0 | |||||||||||
500,000 | L | Enterprise Products Operating LLC, 3.950%, 02/15/27 | 512,477 | 0.0 | ||||||||||
300,000 | Enterprise Products Operating LLC, 4.450%, 02/15/43 | 284,884 | 0.0 | |||||||||||
100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/44 | 101,150 | 0.0 | |||||||||||
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 1,799,896 | 0.1 | |||||||||||
400,000 | EOG Resources, Inc., 2.450%, 04/01/20 | 400,646 | 0.0 | |||||||||||
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/23 | 1,891,079 | 0.1 | |||||||||||
500,000 | EOG Resources, Inc., 3.900%, 04/01/35 | 474,278 | 0.0 | |||||||||||
250,000 | EOG Resources, Inc., 4.150%, 01/15/26 | 261,753 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 2.726%, 03/01/23 | 501,611 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 3.043%, 03/01/26 | 499,193 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 4.114%, 03/01/46 | 512,361 | 0.0 | |||||||||||
500,000 | Halliburton Co., 2.000%, 08/01/18 | 501,484 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.500%, 08/01/23 | 507,899 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.800%, 11/15/25 | 508,199 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.750%, 08/01/43 | 514,421 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.850%, 11/15/35 | 528,129 | 0.0 | |||||||||||
1,000,000 | Hess Corp., 5.600%, 02/15/41 | 1,019,345 | 0.1 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 03/01/21 | 507,688 | 0.0 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/23 | 494,071 | 0.0 | |||||||||||
667,000 | Kinder Morgan Energy Partners L.P., 3.950%, 09/01/22 | 684,932 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/24 | 409,448 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 399,413 | 0.0 | |||||||||||
2,825,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/38 | 3,281,749 | 0.1 | |||||||||||
300,000 | Kinder Morgan, Inc./DE, 3.050%, 12/01/19 | 304,366 | 0.0 | |||||||||||
500,000 | L | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 515,021 | 0.0 | ||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.050%, 02/15/46 | 495,894 | 0.0 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/45 | 526,845 | 0.0 | |||||||||||
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/42 | 1,365,294 | 0.1 |
See Accompanying Notes to Financial Statements
107 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
600,000 | Magellan Midstream Partners L.P., 6.550%, 07/15/19 | 664,113 | 0.0 | |||||||||||
500,000 | Marathon Oil Corp., 2.800%, 11/01/22 | 478,222 | 0.0 | |||||||||||
250,000 | L | Marathon Oil Corp., 3.850%, 06/01/25 | 242,549 | 0.0 | ||||||||||
1,000,000 | Marathon Oil Corp., 5.200%, 06/01/45 | 944,256 | 0.1 | |||||||||||
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/44 | 355,252 | 0.0 | |||||||||||
300,000 | Noble Energy, Inc., 3.900%, 11/15/24 | 302,419 | 0.0 | |||||||||||
700,000 | Noble Energy, Inc., 5.050%, 11/15/44 | 703,370 | 0.0 | |||||||||||
250,000 | Occidental Petroleum Corp., 4.625%, 06/15/45 | 260,233 | 0.0 | |||||||||||
500,000 | Occidental Petroleum Corp., 4.100%, 02/15/47 | 487,235 | 0.0 | |||||||||||
1,500,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 1,504,320 | 0.1 | |||||||||||
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/43 | 1,113,754 | 0.1 | |||||||||||
2,000,000 | Petroleos Mexicanos, 6.625%, 06/15/38 | 1,945,000 | 0.1 | |||||||||||
125,000 | Petroleos Mexicanos, 4.250%, 01/15/25 | 115,238 | 0.0 | |||||||||||
1,000,000 | Petroleos Mexicanos, 4.500%, 01/23/26 | 913,500 | 0.1 | |||||||||||
500,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 486,055 | 0.0 | |||||||||||
500,000 | Petroleos Mexicanos, 5.500%, 06/27/44 | 418,600 | 0.0 | |||||||||||
3,680,000 | Petroleos Mexicanos, 6.000%, 03/05/20 | 3,890,680 | 0.1 | |||||||||||
250,000 | Phillips 66, 4.650%, 11/15/34 | 260,622 | 0.0 | |||||||||||
500,000 | Pioneer Natural Resources Co., 3.950%, 07/15/22 | 518,854 | 0.0 | |||||||||||
300,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 2.850%, 01/31/23 | 283,707 | 0.0 | |||||||||||
275,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/22 | 276,564 | 0.0 | |||||||||||
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/25 | 775,217 | 0.0 | |||||||||||
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/44 | 223,167 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 1.750%, 09/12/21 | 485,748 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 2.250%, 11/10/20 | 499,187 | 0.0 | |||||||||||
1,040,000 | Shell International Finance BV, 2.875%, 05/10/26 | 1,005,197 | 0.1 | |||||||||||
500,000 | Shell International Finance BV, 3.750%, 09/12/46 | 460,278 | 0.0 |
1,500,000 | Shell International Finance BV, 4.125%, 05/11/35 | 1,532,100 | 0.1 | |||||||||||
250,000 | Shell International Finance BV, 4.375%, 05/11/45 | 253,351 | 0.0 | |||||||||||
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/45 | 571,629 | 0.0 | |||||||||||
250,000 | Statoil ASA, 2.250%, 11/08/19 | 252,056 | 0.0 | |||||||||||
250,000 | Statoil ASA, 2.750%, 11/10/21 | 252,419 | 0.0 | |||||||||||
500,000 | Statoil ASA, 3.950%, 05/15/43 | 477,115 | 0.0 | |||||||||||
2,950,000 | Suncor Energy, Inc., 6.500%, 06/15/38 | 3,775,366 | 0.1 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 3.450%, 01/15/23 | 488,615 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.400%, 04/01/21 | 526,622 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.950%, 01/15/43 | 458,313 | 0.0 | |||||||||||
2,000,000 | TC Pipelines L.P., 4.650%, 06/15/21 | 2,094,118 | 0.1 | |||||||||||
500,000 | Total Capital Canada Ltd., 2.750%, 07/15/23 | 494,690 | 0.0 | |||||||||||
500,000 | Total Capital International SA, 2.750%, 06/19/21 | 505,769 | 0.0 | |||||||||||
500,000 | Total Capital SA, 2.125%, 08/10/18 | 503,861 | 0.0 | |||||||||||
3,500,000 | Total Capital SA, 4.450%, 06/24/20 | 3,765,209 | 0.1 | |||||||||||
250,000 | TransCanada PipeLines Ltd., 1.875%, 01/12/18 | 250,403 | 0.0 | |||||||||||
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/34 | 2,109,628 | 0.1 | |||||||||||
1,000,000 | TransCanada Pipelines Ltd., 7.625%, 01/15/39 | 1,432,112 | 0.1 | |||||||||||
1,000,000 | Valero Energy Corp., 6.625%, 06/15/37 | 1,172,114 | 0.1 | |||||||||||
400,000 | Williams Partners L.P., 3.600%, 03/15/22 | 402,183 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 4.300%, 03/04/24 | 505,108 | 0.0 | |||||||||||
400,000 | Williams Partners L.P., 4.000%, 09/15/25 | 395,705 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 5.100%, 09/15/45 | 476,101 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 5.400%, 03/04/44 | 485,423 | 0.0 | |||||||||||
92,169,509 | 2.7 | |||||||||||||
Financial: 8.4% | ||||||||||||||
750,000 | Chubb INA Holdings, Inc., 2.700%, 03/13/23 | 741,991 | 0.0 | |||||||||||
1,000,000 | Chubb INA Holdings, Inc., 5.800%, 03/15/18 | 1,050,311 | 0.1 | |||||||||||
1,000,000 | Aflac, Inc., 3.625%, 06/15/23 | 1,034,929 | 0.1 | |||||||||||
500,000 | American International Group, Inc., 2.300%, 07/16/19 | 502,445 | 0.0 | |||||||||||
500,000 | American International Group, Inc., 3.300%, 03/01/21 | 512,211 | 0.0 |
See Accompanying Notes to Financial Statements
108 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
900,000 | American International Group, Inc., 4.500%, 07/16/44 | 889,213 | 0.0 | |||||||||||
250,000 | American International Group, Inc., 4.700%, 07/10/35 | 259,503 | 0.0 | |||||||||||
1,500,000 | American International Group, Inc., 4.875%, 06/01/22 | 1,639,444 | 0.1 | |||||||||||
500,000 | Air Lease Corp., 3.000%, 09/15/23 | 477,858 | 0.0 | |||||||||||
400,000 | Alexandria Real Estate Equities, Inc., 2.750%, 01/15/20 | 399,118 | 0.0 | |||||||||||
1,500,000 | Allstate Corp./The, 3.150%, 06/15/23 | 1,519,494 | 0.1 | |||||||||||
1,000,000 | Allstate Corp./The, 3.280%, 12/15/26 | 1,003,877 | 0.0 | |||||||||||
6,325,000 | American Express Co., 7.000%, 03/19/18 | 6,722,627 | 0.2 | |||||||||||
500,000 | American Express Credit Corp., 2.125%, 07/27/18 | 503,253 | 0.0 | |||||||||||
500,000 | American Tower Corp., 3.375%, 10/15/26 | 473,607 | 0.0 | |||||||||||
500,000 | American Tower Corp., 3.400%, 02/15/19 | 511,049 | 0.0 | |||||||||||
1,000,000 | American Tower Corp., 3.500%, 01/31/23 | 1,003,340 | 0.0 | |||||||||||
1,250,000 | American Tower Corp., 4.500%, 01/15/18 | 1,283,172 | 0.1 | |||||||||||
667,000 | American Tower Corp., 4.700%, 03/15/22 | 712,386 | 0.0 | |||||||||||
1,000,000 | Aon PLC, 4.450%, 05/24/43 | 966,030 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.600%, 06/14/44 | 494,923 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.750%, 05/15/45 | 506,374 | 0.0 | |||||||||||
400,000 | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/24 | 422,625 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/23 | 491,409 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.950%, 09/15/22 | 498,264 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 2.000%, 01/11/18 | 1,002,481 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 2.625%, 04/19/21 | 993,281 | 0.0 | |||||||||||
500,000 | Bank of America Corp., 2.650%, 04/01/19 | 505,360 | 0.0 | |||||||||||
4,000,000 | Bank of America Corp., 3.300%, 01/11/23 | 4,014,824 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 3.500%, 04/19/26 | 987,195 | 0.0 | |||||||||||
1,500,000 | Bank of America Corp., 3.950%, 04/21/25 | 1,493,940 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 4.100%, 07/24/23 | 1,045,004 | 0.1 | |||||||||||
1,000,000 | Bank of America Corp., 4.250%, 10/22/26 | 1,012,649 | 0.1 | |||||||||||
500,000 | Bank of America Corp., 4.000%, 04/01/24 | 515,887 | 0.0 | |||||||||||
2,000,000 | Bank of America Corp., 4.450%, 03/03/26 | 2,062,116 | 0.1 | |||||||||||
1,610,000 | Bank of America Corp., 5.650%, 05/01/18 | 1,687,201 | 0.1 |
1,900,000 | Bank of America Corp., 5.700%, 01/24/22 | 2,134,494 | 0.1 | |||||||||||
780,000 | Bank of America Corp., 4.183%, 11/25/27 | 780,997 | 0.0 | |||||||||||
700,000 | Bank of New York Mellon Corp., 3.000%, 10/30/28 | 665,370 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 1.300%, 01/25/18 | 999,184 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 1.350%, 03/06/18 | 997,635 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 2.100%, 08/01/18 | 1,008,028 | 0.1 | |||||||||||
500,000 | Bank of New York Mellon Corp., 2.200%, 08/16/23 | 477,479 | 0.0 | |||||||||||
500,000 | Bank of New York Mellon Corp., 2.500%, 04/15/21 | 500,432 | 0.0 | �� | ||||||||||
500,000 | L | Bank of Nova Scotia, 1.375%, 12/18/17 | 499,818 | 0.0 | ||||||||||
1,000,000 | Bank of Nova Scotia, 1.850%, 04/14/20 | 987,783 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia, 2.050%, 06/05/19 | 500,376 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia, 4.500%, 12/16/25 | 513,897 | 0.0 | |||||||||||
750,000 | Barclays PLC, 2.875%, 06/08/20 | 744,790 | 0.0 | |||||||||||
750,000 | Barclays PLC, 3.250%, 01/12/21 | 752,868 | 0.0 | |||||||||||
750,000 | Barclays PLC, 4.375%, 01/12/26 | 761,079 | 0.0 | |||||||||||
1,000,000 | Barclays PLC, 5.200%, 05/12/26 | 1,020,700 | 0.1 | |||||||||||
250,000 | Barclays PLC, 5.250%, 08/17/45 | 269,316 | 0.0 | |||||||||||
250,000 | BB&T Corp., 2.450%, 01/15/20 | 251,913 | 0.0 | |||||||||||
1,000,000 | BB&T Corp., 3.950%, 03/22/22 | 1,047,772 | 0.1 | |||||||||||
750,000 | Berkshire Hathaway Finance Corp., 1.300%, 05/15/18 | 748,121 | 0.0 | |||||||||||
500,000 | Berkshire Hathaway Finance Corp., 2.000%, 08/15/18 | 503,593 | 0.0 | |||||||||||
1,020,000 | Berkshire Hathaway Finance Corp., 3.000%, 05/15/22 | 1,038,984 | 0.1 | |||||||||||
750,000 | Berkshire Hathaway, Inc., 1.550%, 02/09/18 | 751,544 | 0.0 | |||||||||||
500,000 | BlackRock, Inc., 5.000%, 12/10/19 | 542,982 | 0.0 | |||||||||||
500,000 | BNP Paribas / BNP Paribas US Medium-Term Note Program LLC, 3.250%, 03/03/23 | 504,469 | 0.0 | |||||||||||
250,000 | BNP Paribas SA, 2.450%, 03/17/19 | 251,967 | 0.0 | |||||||||||
4,500,000 | Boston Properties L.P., 5.625%, 11/15/20 | 4,963,666 | 0.2 | |||||||||||
500,000 | Branch Banking & Trust Co., 3.625%, 09/16/25 | 508,227 | 0.0 | |||||||||||
400,000 | Branch Banking & Trust Co., 3.800%, 10/30/26 | 410,944 | 0.0 |
See Accompanying Notes to Financial Statements
109 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
500,000 | Capital One Financial Corp., 2.450%, 04/24/19 | 503,244 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.200%, 02/05/25 | 484,847 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 04/24/24 | 506,724 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 07/28/26 | 484,956 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 4.200%, 10/29/25 | 501,913 | 0.0 | |||||||||||
550,000 | Capital One NA/Mclean VA, 2.350%, 08/17/18 | 553,275 | 0.0 | |||||||||||
1,000,000 | Chubb Corp./The, 6.000%, 05/11/37 | 1,247,761 | 0.1 | |||||||||||
500,000 | Citigroup, Inc., 2.500%, 07/29/19 | 503,517 | 0.0 | |||||||||||
2,000,000 | Citigroup, Inc., 3.500%, 05/15/23 | 1,994,304 | 0.1 | |||||||||||
500,000 | Citigroup, Inc., 3.750%, 06/16/24 | 509,451 | 0.0 | |||||||||||
750,000 | Citigroup, Inc., 4.050%, 07/30/22 | 776,377 | 0.0 | |||||||||||
1,000,000 | Citigroup, Inc., 4.125%, 07/25/28 | 988,429 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.300%, 11/20/26 | 504,948 | 0.0 | |||||||||||
1,000,000 | Citigroup, Inc., 4.450%, 09/29/27 | 1,018,833 | 0.1 | |||||||||||
500,000 | Citigroup, Inc., 4.400%, 06/10/25 | 511,766 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.600%, 03/09/26 | 517,051 | 0.0 | |||||||||||
700,000 | Citigroup, Inc., 4.000%, 08/05/24 | 705,732 | 0.0 | |||||||||||
1,543,000 | Citigroup, Inc., 5.300%, 05/06/44 | 1,665,190 | 0.1 | |||||||||||
1,115,000 | Citigroup, Inc., 8.125%, 07/15/39 | 1,659,411 | 0.1 | |||||||||||
500,000 | Citizens Bank NA/Providence RI, 2.550%, 05/13/21 | 497,004 | 0.0 | |||||||||||
1,000,000 | CME Group, Inc., 3.000%, 09/15/22 | 1,022,511 | 0.1 | |||||||||||
300,000 | CNA Financial Corp., 4.500%, 03/01/26 | 313,877 | 0.0 | |||||||||||
500,000 | Comerica Bank, 2.500%, 06/02/20 | 499,712 | 0.0 | |||||||||||
500,000 | Comerica, Inc., 2.125%, 05/23/19 | 499,352 | 0.0 | |||||||||||
250,000 | Comerica, Inc., 3.800%, 07/22/26 | 246,289 | 0.0 | |||||||||||
250,000 | Compass Bank, 2.750%, 09/29/19 | 248,686 | 0.0 | |||||||||||
500,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 3.950%, 11/09/22 | 514,455 | 0.0 | |||||||||||
500,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.375%, 08/04/25 | 513,310 | 0.0 | |||||||||||
500,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY, 2.250%, 01/14/19 | 502,649 | 0.0 |
500,000 | Cooperatieve Rabobank UA/NY, 1.375%, 08/09/19 | 492,067 | 0.0 | |||||||||||
5,500,000 | Credit Suisse/New York NY, 6.000%, 02/15/18 | 5,721,441 | 0.2 | |||||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/21 | 1,006,455 | 0.1 | |||||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 06/09/23 | 999,225 | 0.0 | |||||||||||
1,000,000 | Deutsche Bank AG/London, 3.700%, 05/30/24 | 972,850 | 0.0 | |||||||||||
500,000 | Deutsche Bank AG, 2.850%, 05/10/19 | 497,957 | 0.0 | |||||||||||
750,000 | Deutsche Bank AG, 2.950%, 08/20/20 | 738,405 | 0.0 | |||||||||||
500,000 | L | Deutsche Bank AG, 3.125%, 01/13/21 | 491,665 | 0.0 | ||||||||||
500,000 | Deutsche Bank AG, 3.375%, 05/12/21 | 495,015 | 0.0 | |||||||||||
400,000 | Deutsche Bank AG, 4.100%, 01/13/26 | 394,110 | 0.0 | |||||||||||
800,000 | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | 807,132 | 0.0 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 3.100%, 06/04/20 | 506,050 | 0.0 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 3.200%, 08/09/21 | 503,004 | 0.0 | |||||||||||
400,000 | Discover Bank/Greenwood DE, 4.250%, 03/13/26 | 407,697 | 0.0 | |||||||||||
500,000 | Discover Bank/Greenwood DE, 4.200%, 08/08/23 | 521,117 | 0.0 | |||||||||||
500,000 | Discover Financial Services, 3.950%, 11/06/24 | 495,753 | 0.0 | |||||||||||
500,000 | EPR Properties, 4.500%, 04/01/25 | 494,144 | 0.0 | |||||||||||
500,000 | ERP Operating L.P., 4.500%, 07/01/44 | 509,084 | 0.0 | |||||||||||
2,000,000 | Fifth Third Bancorp, 3.500%, 03/15/22 | 2,054,184 | 0.1 | |||||||||||
400,000 | Fifth Third Bancorp, 4.300%, 01/16/24 | 411,864 | 0.0 | |||||||||||
250,000 | First Tennessee Bank NA, 2.950%, 12/01/19 | 250,668 | 0.0 | |||||||||||
7,801,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/35 | 8,177,445 | 0.3 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 2.875%, 02/25/21 | 502,381 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/26 | 501,722 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 503,768 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 3.500%, 11/16/26 | 490,760 | 0.0 | |||||||||||
2,050,000 | Goldman Sachs Group, Inc., 3.625%, 01/22/23 | 2,094,657 | 0.1 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/25 | 501,535 | 0.0 |
See Accompanying Notes to Financial Statements
110 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | 1,021,224 | 0.1 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/45 | 526,836 | 0.0 | |||||||||||
750,000 | Goldman Sachs Group, Inc., 5.750%, 01/24/22 | 843,295 | 0.0 | |||||||||||
4,840,000 | Goldman Sachs Group, Inc., 6.150%, 04/01/18 | 5,092,130 | 0.2 | |||||||||||
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 4,946,916 | 0.2 | |||||||||||
500,000 | HCP, Inc., 2.625%, 02/01/20 | 500,716 | 0.0 | |||||||||||
250,000 | HCP, Inc., 3.875%, 08/15/24 | 249,985 | 0.0 | |||||||||||
500,000 | HCP, Inc., 4.000%, 06/01/25 | 497,266 | 0.0 | |||||||||||
500,000 | Hospitality Properties Trust, 4.500%, 06/15/23 | 498,686 | 0.0 | |||||||||||
500,000 | Hospitality Properties Trust, 5.000%, 08/15/22 | 527,941 | 0.0 | |||||||||||
750,000 | Host Hotels & Resorts L.P., 3.750%, 10/15/23 | 736,580 | 0.0 | |||||||||||
400,000 | HSBC Holdings PLC, 3.400%, 03/08/21 | 406,651 | 0.0 | |||||||||||
300,000 | HSBC Holdings PLC, 4.300%, 03/08/26 | 310,983 | 0.0 | |||||||||||
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/37 | 4,221,501 | 0.1 | |||||||||||
1,000,000 | HSBC USA, Inc., 1.625%, 01/16/18 | 998,292 | 0.0 | |||||||||||
250,000 | HSBC USA, Inc., 2.250%, 06/23/19 | 249,934 | 0.0 | |||||||||||
250,000 | HSBC USA, Inc., 3.500%, 06/23/24 | 251,004 | 0.0 | |||||||||||
500,000 | HSBC Holdings PLC, 4.375%, 11/23/26 | 503,983 | 0.0 | |||||||||||
1,000,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 1,009,947 | 0.1 | |||||||||||
500,000 | Jefferies Group LLC, 5.125%, 04/13/18 | 516,913 | 0.0 | |||||||||||
900,000 | Jefferies Group, Inc., 5.125%, 01/20/23 | 942,216 | 0.0 | |||||||||||
1,500,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 1,498,157 | 0.1 | |||||||||||
750,000 | JPMorgan Chase & Co., 2.700%, 05/18/23 | 733,612 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 2.750%, 06/23/20 | 1,008,837 | 0.1 | |||||||||||
1,500,000 | JPMorgan Chase & Co., 3.375%, 05/01/23 | 1,495,197 | 0.1 | |||||||||||
500,000 | JPMorgan Chase & Co., 3.875%, 09/10/24 | 506,144 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/26 | 1,021,214 | 0.1 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/27 | 1,028,023 | 0.1 | |||||||||||
4,000,000 | JPMorgan Chase & Co., 4.500%, 01/24/22 | 4,312,472 | 0.1 | |||||||||||
7,375,000 | JPMorgan Chase & Co., 5.500%, 10/15/40 | 8,714,639 | 0.3 | |||||||||||
750,000 | KeyBank NA/Cleveland OH, 1.650%, 02/01/18 | 750,468 | 0.0 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/19 | 502,843 | 0.0 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 3.400%, 05/20/26 | 486,354 | 0.0 | |||||||||||
400,000 | Kilroy Realty L.P., 4.250%, 08/15/29 | 392,059 | 0.0 |
250,000 | Kilroy Realty L.P., 4.375%, 10/01/25 | 256,742 | 0.0 | |||||||||||
3,000,000 | Kreditanstalt fuer Wiederaufbau, 1.250%, 09/30/19 | 2,965,107 | 0.1 | |||||||||||
1,000,000 | Kreditanstalt fuer Wiederaufbau, 1.625%, 03/15/21 | 981,739 | 0.0 | |||||||||||
2,000,000 | Kreditanstalt fuer Wiederaufbau, 1.875%, 11/30/20 | 1,991,676 | 0.1 | |||||||||||
10,000,000 | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/22 | 10,183,280 | 0.3 | |||||||||||
750,000 | Liberty Property L.P., 3.250%, 10/01/26 | 718,595 | 0.0 | |||||||||||
1,500,000 | Lincoln National Corp., 4.200%, 03/15/22 | 1,587,942 | 0.1 | |||||||||||
750,000 | Lincoln National Corp., 3.625%, 12/12/26 | 748,671 | 0.0 | |||||||||||
500,000 | Lloyds Banking Group PLC, 4.650%, 03/24/26 | 506,700 | 0.0 | |||||||||||
250,000 | Loews Corp., 3.750%, 04/01/26 | 254,066 | 0.0 | |||||||||||
250,000 | Manufacturers & Traders Trust Co., 2.250%, 07/25/19 | 251,974 | 0.0 | |||||||||||
500,000 | Manulife Financial Corp., 4.150%, 03/04/26 | 521,877 | 0.0 | |||||||||||
500,000 | Manulife Financial Corp., 5.375%, 03/04/46 | 570,646 | 0.0 | |||||||||||
1,000,000 | Markel Corp., 3.625%, 03/30/23 | 1,002,965 | 0.0 | |||||||||||
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/25 | 402,912 | 0.0 | |||||||||||
500,000 | MetLife, Inc., 3.048%, 12/15/22 | 504,658 | 0.0 | |||||||||||
1,000,000 | MetLife, Inc., 3.600%, 11/13/25 | 1,016,504 | 0.1 | |||||||||||
500,000 | MetLife, Inc., 3.600%, 04/10/24 | 513,156 | 0.0 | |||||||||||
500,000 | MetLife, Inc., 4.050%, 03/01/45 | 479,679 | 0.0 | |||||||||||
400,000 | MetLife, Inc., 4.125%, 08/13/42 | 393,826 | 0.0 | |||||||||||
300,000 | MetLife, Inc., 4.721%, 12/15/44 | 319,373 | 0.0 | |||||||||||
500,000 | # | Metropolitan Life Global Funding I, 1.950%, 09/15/21 | 485,950 | 0.0 | ||||||||||
750,000 | # | Metropolitan Life Global Funding I, 3.450%, 12/18/26 | 756,701 | 0.0 | ||||||||||
1,500,000 | Morgan Stanley, 2.125%, 04/25/18 | 1,506,248 | 0.1 | |||||||||||
1,000,000 | Morgan Stanley, 2.500%, 04/21/21 | 989,272 | 0.0 | |||||||||||
750,000 | Morgan Stanley, 2.625%, 11/17/21 | 741,092 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.125%, 07/27/26 | 477,951 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.700%, 10/23/24 | 506,186 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.875%, 01/27/26 | 505,311 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 4.100%, 05/22/23 | 1,026,909 | 0.1 | |||||||||||
500,000 | Morgan Stanley, 4.350%, 09/08/26 | 510,469 | 0.0 |
See Accompanying Notes to Financial Statements
111 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
800,000 | Morgan Stanley, 4.875%, 11/01/22 | 857,548 | 0.0 | |||||||||||
10,500,000 | Morgan Stanley, 6.625%, 04/01/18 | 11,105,913 | 0.4 | |||||||||||
500,000 | MUFG Union Bank NA, 2.250%, 05/06/19 | 500,756 | 0.0 | |||||||||||
500,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/26 | 464,164 | 0.0 | |||||||||||
300,000 | National Retail Properties, Inc., 4.000%, 11/15/25 | 305,983 | 0.0 | |||||||||||
250,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 11/01/20 | 248,448 | 0.0 | |||||||||||
1,000,000 | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/46 | 1,042,194 | 0.1 | |||||||||||
300,000 | Northern Trust Corp., 2.375%, 08/02/22 | 296,240 | 0.0 | |||||||||||
250,000 | Northern Trust Corp., 3.950%, 10/30/25 | 262,110 | 0.0 | |||||||||||
1,000,000 | NYSE Holdings LLC, 2.000%, 10/05/17 | 1,005,307 | 0.1 | |||||||||||
500,000 | PNC Bank NA, 2.700%, 11/01/22 | 492,040 | 0.0 | |||||||||||
1,000,000 | PNC Bank NA, 2.950%, 01/30/23 | 985,367 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 3.250%, 06/01/25 | 499,003 | 0.0 | |||||||||||
500,000 | + | PNC Financial Services Group, Inc./The, 2.854%, 11/09/22 | 496,078 | 0.0 | ||||||||||
500,000 | PNC Financial Services Group, Inc./The, 3.300%, 03/08/22 | 513,865 | 0.0 | |||||||||||
500,000 | Primerica, Inc., 4.750%, 07/15/22 | 535,731 | 0.0 | |||||||||||
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/23 | 298,461 | 0.0 | |||||||||||
1,000,000 | Principal Financial Group, Inc., 3.300%, 09/15/22 | 1,012,172 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 1.450%, 08/15/19 | 996,550 | 0.0 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.250%, 03/15/20 | 1,015,585 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.300%, 09/15/20 | 1,019,547 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/25 | 1,032,724 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/24 | 1,064,867 | 0.1 | |||||||||||
500,000 | ProLogis L.P., 2.750%, 02/15/19 | 507,309 | 0.0 | |||||||||||
500,000 | ProLogis L.P., 4.250%, 08/15/23 | 530,978 | 0.0 | |||||||||||
400,000 | Protective Life Corp., 7.375%, 10/15/19 | 453,133 | 0.0 | |||||||||||
500,000 | Prudential Financial, Inc., 5.375%, 05/15/45 | 512,500 | 0.0 | |||||||||||
3,800,000 | Prudential Financial, Inc., 6.200%, 11/15/40 | 4,651,603 | 0.2 | |||||||||||
500,000 | Raymond James Financial, Inc., 3.625%, 09/15/26 | 487,878 | 0.0 | |||||||||||
400,000 | Realty Income Corp., 3.875%, 07/15/24 | 408,617 | 0.0 |
300,000 | Realty Income Corp., 4.125%, 10/15/26 | 309,011 | 0.0 | |||||||||||
1,000,000 | Regions Financial Corp., 3.200%, 02/08/21 | 1,014,287 | 0.1 | |||||||||||
750,000 | Royal Bank of Canada, 1.500%, 01/16/18 | 748,977 | 0.0 | |||||||||||
500,000 | Royal Bank of Canada, 4.650%, 01/27/26 | 532,929 | 0.0 | |||||||||||
500,000 | Royal Bank of Scotland Group PLC, 4.800%, 04/05/26 | 500,814 | 0.0 | |||||||||||
500,000 | Santander Holdings USA, Inc./PA, 2.650%, 04/17/20 | 495,621 | 0.0 | |||||||||||
750,000 | Santander Holdings USA, Inc., 2.700%, 05/24/19 | 749,552 | 0.0 | |||||||||||
400,000 | Santander Issuances SAU, 5.179%, 11/19/25 | 403,953 | 0.0 | |||||||||||
500,000 | Santander UK Group Holdings PLC, 2.875%, 08/05/21 | 489,378 | 0.0 | |||||||||||
750,000 | Santander UK Group Holdings PLC, 3.125%, 01/08/21 | 750,375 | 0.0 | |||||||||||
500,000 | Santander UK PLC, 2.500%, 03/14/19 | 502,890 | 0.0 | |||||||||||
250,000 | Senior Housing Properties Trust, 3.250%, 05/01/19 | 250,794 | 0.0 | |||||||||||
250,000 | Senior Housing Properties Trust, 4.750%, 05/01/24 | 251,184 | 0.0 | |||||||||||
1,000,000 | Simon Property Group L.P., 3.375%, 03/15/22 | 1,033,446 | 0.1 | |||||||||||
500,000 | Simon Property Group L.P., 4.250%, 10/01/44 | 493,569 | 0.0 | |||||||||||
1,500,000 | State Street Corp., 3.100%, 05/15/23 | 1,496,781 | 0.1 | |||||||||||
500,000 | State Street Corp., 3.550%, 08/18/25 | 510,618 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.058%, 07/14/21 | 483,463 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/21 | 491,742 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/26 | 464,505 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 2.750%, 05/01/23 | 487,844 | 0.0 | |||||||||||
250,000 | SunTrust Banks, Inc., 2.500%, 05/01/19 | 252,171 | 0.0 | |||||||||||
500,000 | SunTrust Banks, Inc., 2.900%, 03/03/21 | 507,132 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 3.300%, 05/15/26 | 482,856 | 0.0 | |||||||||||
500,000 | SunTrust Banks, Inc., 2.700%, 01/27/22 | 500,297 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 3.750%, 08/15/21 | 256,992 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 3.000%, 08/15/19 | 253,284 | 0.0 | |||||||||||
300,000 | Synchrony Financial, 4.250%, 08/15/24 | 305,514 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 4.500%, 07/23/25 | 256,911 | 0.0 |
See Accompanying Notes to Financial Statements
112 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
500,000 | Tanger Properties L.P., 3.125%, 09/01/26 | 469,931 | 0.0 | |||||||||||
3,000,000 | Travelers Cos, Inc., 3.900%, 11/01/20 | 3,176,406 | 0.1 | |||||||||||
700,000 | UBS AG/Stamford CT, 2.375%, 08/14/19 | 703,342 | 0.0 | |||||||||||
500,000 | # | UBS Group Funding Jersey Ltd., 2.950%, 09/24/20 | 500,284 | 0.0 | ||||||||||
500,000 | # | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | 500,336 | 0.0 | ||||||||||
500,000 | Unum Group, 3.000%, 05/15/21 | 498,613 | 0.0 | |||||||||||
750,000 | US Bancorp, 2.950%, 07/15/22 | 754,204 | 0.0 | |||||||||||
1,000,000 | US Bancorp, 3.000%, 03/15/22 | 1,019,252 | 0.1 | |||||||||||
500,000 | US Bancorp, 5.125%, 12/29/49 | 510,625 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P. / Ventas Capital Corp., 2.700%, 04/01/20 | 503,078 | 0.0 | |||||||||||
600,000 | Ventas Realty L.P. / Ventas Capital Corp., 3.250%, 08/15/22 | 605,780 | 0.0 | |||||||||||
250,000 | Ventas Realty L.P., 3.500%, 02/01/25 | 246,247 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 3.750%, 05/01/24 | 506,295 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 4.125%, 01/15/26 | 511,405 | 0.0 | |||||||||||
1,100,000 | Visa, Inc., 2.200%, 12/14/20 | 1,101,212 | 0.1 | |||||||||||
1,000,000 | Visa, Inc., 2.800%, 12/14/22 | 1,004,249 | 0.0 | |||||||||||
500,000 | Visa, Inc., 3.150%, 12/14/25 | 502,069 | 0.0 | |||||||||||
500,000 | Visa, Inc., 4.150%, 12/14/35 | 523,667 | 0.0 | |||||||||||
500,000 | Visa, Inc., 4.300%, 12/14/45 | 527,985 | 0.0 | |||||||||||
1,000,000 | Wells Fargo & Co., 3.450%, 02/13/23 | 1,003,420 | 0.0 | |||||||||||
500,000 | Wells Fargo & Co., 4.300%, 07/22/27 | 514,145 | 0.0 | |||||||||||
8,000,000 | Wells Fargo & Co., 4.600%, 04/01/21 | 8,594,200 | 0.3 | |||||||||||
500,000 | Wells Fargo & Co., 4.900%, 11/17/45 | 513,767 | 0.0 | |||||||||||
3,983,000 | Wells Fargo & Co., 5.606%, 01/15/44 | 4,514,611 | 0.2 | |||||||||||
500,000 | Welltower, Inc., 2.250%, 03/15/18 | 502,220 | 0.0 | |||||||||||
500,000 | Welltower, Inc., 4.000%, 06/01/25 | 511,234 | 0.0 | |||||||||||
1,000,000 | Westpac Banking Corp., 1.600%, 01/12/18 | 999,260 | 0.0 | |||||||||||
750,000 | Westpac Banking Corp., 4.322%, 11/23/31 | 750,486 | 0.0 | |||||||||||
1,000,000 | WR Berkley Corp., 4.625%, 03/15/22 | 1,069,820 | 0.1 | |||||||||||
400,000 | XLIT Ltd., 2.300%, 12/15/18 | 402,741 | 0.0 | |||||||||||
280,517,188 | 8.4 | |||||||||||||
Industrial: 1.9% | ||||||||||||||
750,000 | 3M Co., 2.250%, 09/19/26 | 703,804 | 0.0 |
500,000 | 3M Co., 2.000%, 06/26/22 | 489,959 | 0.0 | |||||||||||
200,000 | 3M Co., 3.875%, 06/15/44 | 199,837 | 0.0 | |||||||||||
1,300,000 | Agilent Technologies, Inc., 3.200%, 10/01/22 | 1,302,814 | 0.1 | |||||||||||
1,000,000 | Agilent Technologies, Inc., 3.875%, 07/15/23 | 1,029,173 | 0.1 | |||||||||||
398,000 | Agilent Technologies, Inc., 6.500%, 11/01/17 | 412,962 | 0.0 | |||||||||||
400,000 | Arrow Electronics, Inc., 3.500%, 04/01/22 | 396,084 | 0.0 | |||||||||||
750,000 | Boeing Capital Corp., 4.700%, 10/27/19 | 809,050 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 3.300%, 03/01/35 | 468,050 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 3.000%, 03/15/23 | 505,981 | 0.0 | |||||||||||
1,000,000 | Burlington Northern Santa Fe LLC, 3.450%, 09/15/21 | 1,044,085 | 0.1 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/42 | 519,815 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/43 | 524,211 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.700%, 09/01/45 | 547,485 | 0.0 | |||||||||||
400,000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/44 | 448,428 | 0.0 | |||||||||||
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/22 | 971,169 | 0.1 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/45 | 804,412 | 0.0 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/35 | 810,812 | 0.0 | |||||||||||
1,000,000 | Caterpillar Financial Services Corp., 1.250%, 11/06/17 | 997,682 | 0.1 | |||||||||||
300,000 | Caterpillar Financial Services Corp., 1.300%, 03/01/18 | 299,326 | 0.0 | |||||||||||
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/23 | 294,999 | 0.0 | |||||||||||
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/23 | 525,106 | 0.0 | |||||||||||
1,500,000 | Caterpillar, Inc., 2.600%, 06/26/22 | 1,493,962 | 0.1 | |||||||||||
250,000 | Caterpillar, Inc., 3.400%, 05/15/24 | 257,393 | 0.0 | |||||||||||
250,000 | Caterpillar, Inc., 4.300%, 05/15/44 | 259,340 | 0.0 | |||||||||||
750,000 | Corning, Inc., 1.450%, 11/15/17 | 749,557 | 0.0 | |||||||||||
500,000 | CSX Corp., 3.950%, 05/01/50 | 450,640 | 0.0 | |||||||||||
1,000,000 | CSX Corp., 4.100%, 03/15/44 | 971,225 | 0.1 | |||||||||||
1,000,000 | CSX Corp., 4.400%, 03/01/43 | 1,010,938 | 0.1 |
See Accompanying Notes to Financial Statements
113 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
1,580,000 | Cummins, Inc., 7.125%, 03/01/28 | 2,049,442 | 0.1 | |||||||||||
1,010,000 | Dover Corp., 4.300%, 03/01/21 | 1,076,520 | 0.1 | |||||||||||
250,000 | FedEx Corp., 2.300%, 02/01/20 | 250,320 | 0.0 | |||||||||||
200,000 | FedEx Corp., 3.875%, 08/01/42 | 182,898 | 0.0 | |||||||||||
500,000 | FedEx Corp., 4.750%, 11/15/45 | 518,863 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 1.000%, 11/15/17 | 499,146 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 2.250%, 11/15/22 | 493,788 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 3.600%, 11/15/42 | 474,142 | 0.0 | |||||||||||
500,000 | General Electric Co., 2.700%, 10/09/22 | 499,738 | 0.0 | |||||||||||
879,000 | General Electric Co., 5.250%, 12/06/17 | 910,653 | 0.0 | |||||||||||
430,000 | General Electric Co., 5.875%, 01/14/38 | 541,350 | 0.0 | |||||||||||
1,861,000 | General Electric Co., 6.750%, 03/15/32 | 2,477,892 | 0.1 | |||||||||||
2,600,000 | Honeywell International, Inc., 5.375%, 03/01/41 | 3,173,305 | 0.1 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.500%, 03/01/24 | 519,153 | 0.0 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/42 | 499,868 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 2.625%, 05/01/20 | 250,582 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 4.650%, 11/01/44 | 255,557 | 0.0 | |||||||||||
500,000 | John Deere Capital Corp., 1.950%, 01/08/19 | 502,078 | 0.0 | |||||||||||
750,000 | John Deere Capital Corp., 2.800%, 03/04/21 | 760,527 | 0.0 | |||||||||||
500,000 | John Deere Capital Corp., 3.350%, 06/12/24 | 510,673 | 0.0 | |||||||||||
400,000 | + | Johnson Controls International plc, 3.625%, 07/02/24 | 405,821 | 0.0 | ||||||||||
250,000 | + | Johnson Controls International plc, 4.625%, 07/02/44 | 248,660 | 0.0 | ||||||||||
250,000 | Johnson Controls International plc, 5.125%, 09/14/45 | 266,497 | 0.0 | |||||||||||
500,000 | Kennametal, Inc., 2.650%, 11/01/19 | 497,350 | 0.0 | |||||||||||
800,000 | L-3 Communications Corp., 4.950%, 02/15/21 | 854,790 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 2.500%, 11/23/20 | 504,291 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 3.100%, 01/15/23 | 505,622 | 0.0 | |||||||||||
1,000,000 | Lockheed Martin Corp., 3.350%, 09/15/21 | 1,032,841 | 0.1 | |||||||||||
1,000,000 | Lockheed Martin Corp., 3.550%, 01/15/26 | 1,022,229 | 0.1 | |||||||||||
250,000 | Lockheed Martin Corp., 3.600%, 03/01/35 | 237,891 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 4.500%, 05/15/36 | 532,451 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 4.700%, 05/15/46 | 544,979 | 0.0 |
2,000,000 | Norfolk Southern Corp., 3.950%, 10/01/42 | 1,903,610 | 0.1 | |||||||||||
500,000 | Norfolk Southern Corp., 4.450%, 06/15/45 | 519,297 | 0.0 | |||||||||||
1,000,000 | Norfolk Southern Corp., 4.800%, 08/15/43 | 1,090,614 | 0.1 | |||||||||||
500,000 | Northrop Grumman Corp., 3.850%, 04/15/45 | 475,316 | 0.0 | |||||||||||
200,000 | Packaging Corp. of America, 3.650%, 09/15/24 | 200,908 | 0.0 | |||||||||||
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/34 | 255,536 | 0.0 | |||||||||||
3,800,000 | Raytheon Co., 3.125%, 10/15/20 | 3,922,204 | 0.1 | |||||||||||
2,000,000 | Republic Services, Inc., 5.250%, 11/15/21 | 2,223,976 | 0.1 | |||||||||||
500,000 | Roper Technologies, Inc., 1.850%, 11/15/17 | 501,624 | 0.0 | |||||||||||
1,250,000 | Roper Technologies, Inc., 2.050%, 10/01/18 | 1,254,549 | 0.1 | |||||||||||
500,000 | Ryder System, Inc., 2.450%, 09/03/19 | 502,860 | 0.0 | |||||||||||
350,000 | Ryder System, Inc., 2.500%, 03/01/18 | 352,591 | 0.0 | |||||||||||
500,000 | Ryder System, Inc., 2.500%, 05/11/20 | 497,827 | 0.0 | |||||||||||
300,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/22 | 301,493 | 0.0 | |||||||||||
750,000 | Textron, Inc., 3.650%, 03/01/21 | 768,706 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 2.250%, 02/15/19 | 251,956 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 03/01/26 | 487,435 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 04/15/23 | 496,363 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.375%, 02/01/35 | 236,517 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.750%, 03/15/24 | 262,522 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.799%, 10/01/51 | 233,480 | 0.0 | |||||||||||
750,000 | Union Pacific Corp., 4.050%, 11/15/45 | 755,163 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 4.250%, 04/15/43 | 515,177 | 0.0 | |||||||||||
400,000 | United Parcel Service, Inc., 1.125%, 10/01/17 | 399,851 | 0.0 | |||||||||||
750,000 | United Technologies Corp., 3.100%, 06/01/22 | 770,636 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.150%, 05/15/45 | 505,211 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.500%, 06/01/42 | 535,416 | 0.0 | |||||||||||
406,000 | United Technologies Corp., 6.125%, 07/15/38 | 516,644 | 0.0 | |||||||||||
63,135,698 | 1.9 | |||||||||||||
Technology: 1.2% | ||||||||||||||
500,000 | Analog Devices, Inc., 3.900%, 12/15/25 | 512,940 | 0.0 | |||||||||||
1,500,000 | Apple, Inc., 1.000%, 05/03/18 | 1,494,453 | 0.1 | |||||||||||
500,000 | Apple, Inc., 2.100%, 05/06/19 | 504,789 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.150%, 02/09/22 | 491,505 | 0.0 |
See Accompanying Notes to Financial Statements
114 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
1,000,000 | Apple, Inc., 2.400%, 05/03/23 | 973,479 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.850%, 05/06/21 | 511,584 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.250%, 02/23/26 | 1,000,275 | 0.1 | |||||||||||
500,000 | Apple, Inc., 3.450%, 02/09/45 | 441,519 | 0.0 | |||||||||||
500,000 | Apple, Inc., 3.450%, 05/06/24 | 514,910 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.850%, 05/04/43 | 956,645 | 0.0 | |||||||||||
400,000 | Apple, Inc., 4.375%, 05/13/45 | 411,102 | 0.0 | |||||||||||
500,000 | Apple, Inc., 4.450%, 05/06/44 | 517,951 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 4.650%, 02/23/46 | 1,080,303 | 0.1 | |||||||||||
500,000 | Applied Materials, Inc., 3.900%, 10/01/25 | 527,072 | 0.0 | |||||||||||
600,000 | Autodesk, Inc., 1.950%, 12/15/17 | 601,133 | 0.0 | |||||||||||
400,000 | Autodesk, Inc., 3.600%, 12/15/22 | 400,941 | 0.0 | |||||||||||
250,000 | Autodesk, Inc., 4.375%, 06/15/25 | 256,933 | 0.0 | |||||||||||
400,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | 408,454 | 0.0 | ||||||||||
400,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | 413,957 | 0.0 | ||||||||||
400,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | 424,426 | 0.0 | ||||||||||
400,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | 433,526 | 0.0 | ||||||||||
400,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 8.350%, 07/15/46 | 493,284 | 0.0 | ||||||||||
500,000 | Fidelity National Information Services, Inc., 3.625%, 10/15/20 | 517,698 | 0.0 | |||||||||||
500,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/20 | 508,720 | 0.0 | |||||||||||
500,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | 520,776 | 0.0 | |||||||||||
321,000 | Hewlett-Packard Co., 3.750%, 12/01/20 | 332,402 | 0.0 | |||||||||||
1,000,000 | International Business Machines Corp., 1.625%, 05/15/20 | 987,628 | 0.1 | |||||||||||
500,000 | L | International Business Machines Corp., 1.875%, 05/15/19 | 501,119 | 0.0 | ||||||||||
1,030,000 | International Business Machines Corp., 2.250%, 02/19/21 | 1,028,490 | 0.1 | |||||||||||
1,000,000 | International Business Machines Corp., 3.375%, 08/01/23 | 1,026,932 | 0.1 |
1,000,000 | International Business Machines Corp., 3.450%, 02/19/26 | 1,022,824 | 0.1 | |||||||||||
260,000 | Intel Corp., 3.700%, 07/29/25 | 274,172 | 0.0 | |||||||||||
250,000 | Intel Corp., 4.900%, 07/29/45 | 279,786 | 0.0 | |||||||||||
500,000 | Lam Research Corp., 2.800%, 06/15/21 | 497,381 | 0.0 | |||||||||||
400,000 | Lam Research Corp., 3.800%, 03/15/25 | 400,625 | 0.0 | |||||||||||
750,000 | L | Microsoft Corp., 1.000%, 05/01/18 | 748,051 | 0.0 | ||||||||||
750,000 | Microsoft Corp., 1.550%, 08/08/21 | 727,229 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.375%, 05/01/23 | 981,414 | 0.1 | |||||||||||
500,000 | Microsoft Corp., 3.125%, 11/03/25 | 505,461 | 0.0 | |||||||||||
250,000 | Microsoft Corp., 3.500%, 02/12/35 | 240,727 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 3.625%, 12/15/23 | 789,735 | 0.0 | |||||||||||
250,000 | Microsoft Corp., 3.750%, 02/12/45 | 234,540 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 3.950%, 08/08/56 | 472,478 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 4.200%, 11/03/35 | 1,052,655 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 4.450%, 11/03/45 | 1,065,871 | 0.1 | |||||||||||
250,000 | Microsoft Corp., 4.875%, 12/15/43 | 277,609 | 0.0 | |||||||||||
250,000 | NetApp, Inc., 3.375%, 06/15/21 | 253,944 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 1.200%, 10/15/17 | 1,000,299 | 0.1 | |||||||||||
500,000 | Oracle Corp., 2.250%, 10/08/19 | 506,025 | 0.0 | |||||||||||
500,000 | Oracle Corp., 2.500%, 10/15/22 | 494,480 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.800%, 07/08/21 | 764,195 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.950%, 05/15/25 | 735,035 | 0.0 | |||||||||||
500,000 | Oracle Corp., 3.400%, 07/08/24 | 509,347 | 0.0 | |||||||||||
750,000 | Oracle Corp., 3.900%, 05/15/35 | 739,982 | 0.0 | |||||||||||
750,000 | Oracle Corp., 4.125%, 05/15/45 | 727,178 | 0.0 | |||||||||||
600,000 | Oracle Corp., 4.300%, 07/08/34 | 620,584 | 0.0 | |||||||||||
1,500,000 | Oracle Corp., 5.375%, 07/15/40 | 1,743,800 | 0.1 | |||||||||||
500,000 | QUALCOMM, Inc., 3.000%, 05/20/22 | 506,483 | 0.0 | |||||||||||
850,000 | QUALCOMM, Inc., 4.650%, 05/20/35 | 898,838 | 0.0 | |||||||||||
350,000 | QUALCOMM, Inc., 4.800%, 05/20/45 | 374,172 | 0.0 | |||||||||||
250,000 | Xerox Corp., 2.750%, 03/15/19 | 250,065 | 0.0 | |||||||||||
400,000 | Xerox Corp., 2.800%, 05/15/20 | 393,159 | 0.0 | |||||||||||
500,000 | Xerox Corp., 3.500%, 08/20/20 | 504,247 | 0.0 | |||||||||||
400,000 | L | Xerox Corp., 3.800%, 05/15/24 | 385,489 | 0.0 |
See Accompanying Notes to Financial Statements
115 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
250,000 | Xerox Corp., 4.800%, 03/01/35 | 225,934 | 0.0 | |||||||||||
465,000 | Xerox Corp., 6.350%, 05/15/18 | 490,329 | 0.0 | |||||||||||
40,489,089 | 1.2 | |||||||||||||
Utilities: 2.0% | ||||||||||||||
500,000 | Alabama Power Co., 4.150%, 08/15/44 | 502,696 | 0.0 | |||||||||||
300,000 | Ameren Illinois Co., 2.700%, 09/01/22 | 300,807 | 0.0 | |||||||||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/44 | 261,899 | 0.0 | |||||||||||
500,000 | Appalachian Power Co., 4.400%, 05/15/44 | 508,363 | 0.0 | |||||||||||
750,000 | Appalachian Power Co., 4.450%, 06/01/45 | 767,867 | 0.0 | |||||||||||
250,000 | Arizona Public Service Co., 2.200%, 01/15/20 | 250,248 | 0.0 | |||||||||||
400,000 | Arizona Public Service Co., 3.350%, 06/15/24 | 408,066 | 0.0 | |||||||||||
500,000 | Atmos Energy Corp., 4.125%, 10/15/44 | 497,525 | 0.0 | |||||||||||
1,000,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/23 | 1,023,415 | 0.1 | |||||||||||
500,000 | Baltimore Gas & Electric Co., 3.500%, 08/15/46 | 450,100 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 3.875%, 03/01/24 | 260,112 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 4.875%, 03/01/44 | 268,525 | 0.0 | |||||||||||
200,000 | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/56 | 199,823 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/44 | 520,762 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/45 | 530,402 | 0.0 | |||||||||||
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/54 | 419,822 | 0.0 | |||||||||||
300,000 | Consumers Energy Co., 2.850%, 05/15/22 | 304,646 | 0.0 | |||||||||||
200,000 | Dominion Gas Holdings LLC, 2.500%, 12/15/19 | 202,222 | 0.0 | |||||||||||
210,000 | Dominion Gas Holdings LLC, 2.800%, 11/15/20 | 211,938 | 0.0 | |||||||||||
200,000 | Dominion Gas Holdings LLC, 3.600%, 12/15/24 | 202,886 | 0.0 | |||||||||||
250,000 | DTE Electric Co., 4.300%, 07/01/44 | 262,611 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.500%, 06/01/24 | 403,296 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.850%, 12/01/23 | 413,987 | 0.0 | |||||||||||
500,000 | Duke Energy Carolinas LLC, 2.500%, 03/15/23 | 495,436 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 1.800%, 09/01/21 | 481,728 | 0.0 | |||||||||||
400,000 | Duke Energy Corp., 2.100%, 06/15/18 | 401,776 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.750%, 09/01/46 | 451,073 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.950%, 10/15/23 | 524,642 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 4.800%, 12/15/45 | 529,538 | 0.0 |
500,000 | Duke Energy Progress LLC, 3.700%, 10/15/46 | 473,674 | 0.0 | |||||||||||
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/45 | 763,488 | 0.0 | |||||||||||
150,000 | Duke Energy Progress, Inc., 4.150%, 12/01/44 | 149,090 | 0.0 | |||||||||||
1,500,000 | Duke Energy Progress, Inc., 4.375%, 03/30/44 | 1,554,985 | 0.1 | |||||||||||
500,000 | Edison International, 2.950%, 03/15/23 | 494,816 | 0.0 | |||||||||||
500,000 | Enel Generacion Chile SA, 4.250%, 04/15/24 | 500,929 | 0.0 | |||||||||||
400,000 | Entergy Arkansas, Inc., 3.500%, 04/01/26 | 407,516 | 0.0 | |||||||||||
400,000 | Entergy Arkansas, Inc., 3.700%, 06/01/24 | 414,335 | 0.0 | |||||||||||
500,000 | Entergy Louisiana LLC, 4.950%, 01/15/45 | 513,129 | 0.0 | |||||||||||
1,500,000 | Exelon Corp., 4.950%, 06/15/35 | 1,593,771 | 0.1 | |||||||||||
750,000 | Exelon Corp., 5.100%, 06/15/45 | 798,780 | 0.0 | |||||||||||
2,260,000 | Exelon Generation Co. LLC, 5.200%, 10/01/19 | 2,422,625 | 0.1 | |||||||||||
500,000 | Florida Power & Light Co., 3.250%, 06/01/24 | 510,133 | 0.0 | |||||||||||
750,000 | Florida Power & Light Co., 3.800%, 12/15/42 | 737,845 | 0.0 | |||||||||||
1,500,000 | Florida Power & Light Co., 4.050%, 06/01/42 | 1,529,784 | 0.1 | |||||||||||
500,000 | L | Georgia Power Co., 3.250%, 04/01/26 | 502,349 | 0.0 | ||||||||||
500,000 | Indiana Michigan Power Co., 4.550%, 03/15/46 | 519,644 | 0.0 | |||||||||||
250,000 | ITC Holdings Corp., 3.650%, 06/15/24 | 250,679 | 0.0 | |||||||||||
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/37 | 573,018 | 0.0 | |||||||||||
2,500,000 | Kentucky Utilities Co., 5.125%, 11/01/40 | 2,862,693 | 0.1 | |||||||||||
3,765,000 | Berkshire Hathaway Energy Co., 6.125%, 04/01/36 | 4,709,228 | 0.2 | |||||||||||
2,000,000 | Mississippi Power Co., 4.250%, 03/15/42 | 1,733,326 | 0.1 | |||||||||||
250,000 | # | Monongahela Power Co., 5.400%, 12/15/43 | 292,757 | 0.0 | ||||||||||
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/25 | 1,039,066 | 0.1 | |||||||||||
1,000,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/19 | 1,007,770 | 0.1 | |||||||||||
500,000 | Northern States Power Co/MN, 4.125%, 05/15/44 | 508,576 | 0.0 | |||||||||||
500,000 | Northern States Power Co/WI, 3.300%, 06/15/24 | 503,852 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.000%, 12/15/44 | 246,798 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.550%, 03/15/44 | 268,274 | 0.0 | |||||||||||
750,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/22 | 801,117 | 0.1 |
See Accompanying Notes to Financial Statements
116 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
500,000 | L | Pacific Gas & Electric Co., 2.950%, 03/01/26 | 490,119 | 0.0 | ||||||||||
1,850,000 | Pacific Gas & Electric Co., 3.500%, 10/01/20 | 1,919,673 | 0.1 | |||||||||||
500,000 | Pacific Gas & Electric Co., 4.300%, 03/15/45 | 512,423 | 0.0 | |||||||||||
500,000 | Pacific Gas & Electric Co., 4.750%, 02/15/44 | 549,766 | 0.0 | |||||||||||
750,000 | PECO Energy Co., 4.150%, 10/01/44 | 766,274 | 0.0 | |||||||||||
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/34 | 246,483 | 0.0 | |||||||||||
500,000 | PPL Capital Funding, Inc., 1.900%, 06/01/18 | 499,978 | 0.0 | |||||||||||
1,000,000 | Progress Energy, Inc., 4.400%, 01/15/21 | 1,060,566 | 0.1 | |||||||||||
500,000 | PSEG Power LLC, 3.000%, 06/15/21 | 501,610 | 0.0 | |||||||||||
3,410,000 | Public Service Co. of Colorado, 3.200%, 11/15/20 | 3,519,877 | 0.1 | |||||||||||
1,000,000 | Public Service Electric & Gas Co., 2.375%, 05/15/23 | 977,191 | 0.1 | |||||||||||
750,000 | Public Service Electric & Gas Co., 3.800%, 01/01/43 | 735,845 | 0.0 | |||||||||||
250,000 | Public Service Electric & Gas Co., 4.000%, 06/01/44 | 252,334 | 0.0 | |||||||||||
2,700,000 | SCANA Corp., 4.750%, 05/15/21 | 2,823,776 | 0.1 | |||||||||||
500,000 | Sempra Energy, 2.850%, 11/15/20 | 503,916 | 0.0 | |||||||||||
750,000 | Sempra Energy, 3.550%, 06/15/24 | 759,333 | 0.0 | |||||||||||
250,000 | Sempra Energy, 3.750%, 11/15/25 | 252,660 | 0.0 | |||||||||||
750,000 | Sierra Pacific Power Co., 2.600%, 05/01/26 | 717,383 | 0.0 | |||||||||||
250,000 | South Carolina Electric & Gas Co., 5.100%, 06/01/65 | 274,242 | 0.0 | |||||||||||
1,704,698 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/33 | 1,757,527 | 0.1 | |||||||||||
500,000 | Southern California Edison Co., 3.900%, 03/15/43 | 491,926 | 0.0 | |||||||||||
500,000 | Southern California Edison Co., 4.650%, 10/01/43 | 551,575 | 0.0 | |||||||||||
500,000 | Southern Co., 2.750%, 06/15/20 | 504,343 | 0.0 | |||||||||||
500,000 | Southern Power Co., 4.150%, 12/01/25 | 518,427 | 0.0 | |||||||||||
250,000 | Union Electric Co., 3.500%, 04/15/24 | 257,273 | 0.0 | |||||||||||
300,000 | Union Electric Co., 3.900%, 09/15/42 | 295,683 | 0.0 | |||||||||||
500,000 | Virginia Electric & Power Co., 1.200%, 01/15/18 | 497,966 | 0.0 | |||||||||||
500,000 | Virginia Electric & Power Co., 4.450%, 02/15/44 | 525,978 | 0.0 | |||||||||||
1,533,000 | Virginia Electric & Power Co., 6.000%, 05/15/37 | 1,899,865 | 0.1 | |||||||||||
1,000,000 | Westar Energy, Inc., 4.125%, 03/01/42 | 993,022 | 0.1 |
500,000 | Westar Energy, Inc., 4.625%, 09/01/43 | 536,014 | 0.0 | |||||||||||
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/44 | 256,404 | 0.0 | |||||||||||
500,000 | Wisconsin Power & Light Co., 4.100%, 10/15/44 | 504,100 | 0.0 | |||||||||||
67,693,810 | 2.0 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $836,045,772) | 859,505,079 | 25.7 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | ||||||||||||||
2,103,914 | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/36 | 2,353,826 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $2,331,480) | 2,353,826 | 0.1 | ||||||||||||
MUNICIPAL BONDS: 1.0% | ||||||||||||||
California: 0.2% | ||||||||||||||
4,335,000 | State of California, 7.550%, 04/01/39 | 6,437,518 | 0.2 | |||||||||||
Connecticut: 0.1% | ||||||||||||||
3,735,000 | State of Connecticut, 5.850%, 03/15/32 | 4,558,455 | 0.1 | |||||||||||
New Jersey: 0.2% | ||||||||||||||
3,425,000 | New Jersey State Turnpike Authority, 7.102%, 01/01/41 | 4,784,793 | 0.1 | |||||||||||
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/51 | 2,586,013 | 0.1 | |||||||||||
7,370,806 | 0.2 | |||||||||||||
New York: 0.2% | ||||||||||||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/40 | 4,661,002 | 0.2 | |||||||||||
Ohio: 0.2% | ||||||||||||||
3,355,000 | American Municipal Power, Inc., 7.834%, 02/15/41 | 4,744,742 | 0.2 | |||||||||||
Washington: 0.1% | ||||||||||||||
3,900,000 | State of Washington, 5.140%, 08/01/40 | 4,651,686 | 0.1 | |||||||||||
Total Municipal Bonds | ||||||||||||||
(Cost $27,014,826) | 32,424,209 | 1.0 | ||||||||||||
ASSET-BACKED SECURITIES: 0.5% | ||||||||||||||
Automobile Asset-Backed Securities: 0.3% | ||||||||||||||
1,000,000 | # | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | 1,000,693 | 0.0 | ||||||||||
500,000 | BMW Vehicle Owner Trust 2016-A A4, 1.370%, 12/27/22 | 492,221 | 0.0 | |||||||||||
1,200,000 | Capital Auto Receivables Asset Trust 2014-1 A4, 1.690%, 10/22/18 | 1,201,548 | 0.1 |
See Accompanying Notes to Financial Statements
117 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
1,000,000 | CarMax Auto Owner Trust 2014-2 A4, 1.610%, 10/15/19 | 1,001,691 | 0.0 | |||||||||||
850,000 | Carmax Auto Owner Trust 2016-3 A4, 1.600%, 01/18/22 | 838,934 | 0.0 | |||||||||||
820,000 | # | Ford Credit Auto Owner Trust 2014-2 A, 2.310%, 04/15/26 | 827,372 | 0.0 | ||||||||||
1,000,000 | Harley-Davidson Motorcycle Trust 2016-A A4, 1.610%, 04/15/22 | 992,658 | 0.0 | |||||||||||
2,100,000 | # | Hyundai Auto Lease Securitization Trust 2015-A A4, 1.650%, 08/15/19 | 2,105,196 | 0.1 | ||||||||||
1,000,000 | Nissan Auto Receivables 2016-C A4, 1.380%, 01/17/23 | 982,820 | 0.0 | |||||||||||
1,000,000 | Toyota Auto Receivables 2015-C Owner Trust A4, 1.690%, 12/15/20 | 1,001,741 | 0.0 | |||||||||||
1,050,000 | World Omni Auto Receivables Trust 2016-B A4, 1.480%, 11/15/22 | 1,027,376 | 0.1 | |||||||||||
11,472,250 | 0.3 | |||||||||||||
Credit Card Asset-Backed Securities: 0.2% | ||||||||||||||
1,350,000 | Cabela's Credit Card Master Note Trust 2016-1 A1, 1.780%, 06/15/22 | 1,346,875 | 0.1 | |||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2015-A2 A2, 2.080%, 03/15/23 | 1,003,854 | 0.0 | |||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2016-A4 A4, 1.330%, 06/15/22 | 987,154 | 0.0 | |||||||||||
500,000 | Citibank Credit Card Issuance Trust 2014-A1 A1, 2.880%, 01/23/23 | 513,372 | 0.0 | |||||||||||
1,000,000 | Discover Card Execution Note Trust 2014-A4 A4, 2.120%, 12/15/21 | 1,007,248 | 0.1 | |||||||||||
1,000,000 | Synchrony Credit Card Master Note Trust 2015-2 A, 1.600%, 04/15/21 | 1,001,127 | 0.0 | |||||||||||
5,859,630 | 0.2 | |||||||||||||
Other Asset-Backed Securities: 0.0% | ||||||||||||||
56,177 | AEP Texas Central Transition Funding III LLC 2012-1 A1, 0.880%, 12/01/18 | 56,128 | 0.0 | |||||||||||
500,000 | AEP Texas Central Transition Funding III LLC 2012-1 A2, 1.976%, 06/01/21 | 502,477 | 0.0 | |||||||||||
558,605 | 0.0 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $17,930,357) | 17,890,485 | 0.5 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.9% | ||||||||||||||
2,000,000 | # | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/33 | 2,012,707 | 0.1 |
20,540 | Banc of America Commercial Mortgage Trust 2006-3 A4, 5.889%, 07/10/44 | 20,513 | 0.0 | |||||||||||
191,691 | Banc of America Commercial Mortgage Trust 2007-3 A4, 5.549%, 06/10/49 | 192,780 | 0.0 | |||||||||||
1,000,000 | CFCRE Commercial Mortgage Trust 2016-C7, 4.363%, 12/10/54 | 1,035,570 | 0.0 | |||||||||||
841,350 | CD 2007-CD5 Mortgage Trust A4, 5.886%, 11/15/44 | 855,199 | 0.0 | |||||||||||
3,000,000 | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/47 | 3,195,981 | 0.1 | |||||||||||
650,000 | COMM 2015-CR23 A3, 3.230%, 05/10/48 | 656,305 | 0.0 | |||||||||||
1,000,000 | COMM 2016-CR28 A4, 3.762%, 02/10/49 | 1,041,971 | 0.0 | |||||||||||
1,000,000 | # | COMM 2013-CR10 AM, 4.517%, 08/10/46 | 1,072,987 | 0.0 | ||||||||||
315,000 | COMM 2015-PC1 B, 4.591%, 07/10/50 | 311,729 | 0.0 | |||||||||||
1,000,000 | COMM 2016-COR1 A4, 3.091%, 10/10/49 | 987,186 | 0.0 | |||||||||||
1,000,000 | COMM 2016-COR1 AM, 3.494%, 10/10/49 | 990,112 | 0.0 | |||||||||||
1,115,000 | COMM 2012-LC4 A4, 3.288%, 12/10/44 | 1,159,340 | 0.1 | |||||||||||
1,215,000 | # | Core Industrial Trust 2015-CALW A, 3.040%, 02/10/34 | 1,241,204 | 0.1 | ||||||||||
1,000,000 | # | Core Industrial Trust 2015-TEXW, 3.849%, 02/10/34 | 1,005,706 | 0.0 | ||||||||||
1,000,000 | # | Core Industrial Trust 2015-WEST, 3.292%, 02/10/37 | 1,004,144 | 0.0 | ||||||||||
846,821 | Credit Suisse Commercial Mortgage Trust Series 2007-C4 A4, 5.935%, 09/15/39 | 859,163 | 0.0 | |||||||||||
879,378 | COBALT CMBS Commercial Mortgage Trust 2007-C3 A4, 5.761%, 05/15/46 | 889,422 | 0.0 | |||||||||||
213,538 | # | DBUBS 2011-LC2A C, 5.543%, 07/10/44 | 230,974 | 0.0 | ||||||||||
500,000 | DBJPM Mortgage Trust 16-C1 A4, 3.276%, 05/10/49 | 506,256 | 0.0 | |||||||||||
2,000,000 | Ginnia mae Series 2011-20 C, 3.562%, 04/16/41 | 2,039,604 | 0.1 | |||||||||||
2,000,000 | Ginnie Mae Series 2011-127 C, 3.500%, 03/16/47 | 2,034,384 | 0.1 | |||||||||||
6,000,000 | Ginnie Mae Series 2011-142 B, 3.485%, 02/16/44 | 6,114,308 | 0.2 | |||||||||||
5,000,000 | Ginnie Mae Series 2011-38 D, 3.840%, 01/16/51 | 5,179,888 | 0.2 | |||||||||||
463,818 | Ginnie Mae Series 2011-53 B, 4.397%, 05/16/51 | 483,350 | 0.0 | |||||||||||
5,000,000 | Ginnie Mae Series 2014-150 C, 3.400%, 12/16/49 | 5,044,042 | 0.2 | |||||||||||
3,000,000 | Ginnie Mae Series 2014-50 C, 3.400%, 02/16/47 | 3,026,304 | 0.1 |
See Accompanying Notes to Financial Statements
118 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
635,000 | GS Mortgage Securities Corp. II 2012-GCJ9 A3, 2.773%, 11/10/45 | 641,053 | 0.0 | |||||||||||
2,903,511 | GS Mortgage Securities Trust 2007-GG10 A4, 5.793%, 08/10/45 | 2,925,147 | 0.1 | |||||||||||
1,000,000 | GS Mortgage Securities Trust 2016-GS2 C, 4.530%, 05/10/49 | 1,020,105 | 0.0 | |||||||||||
3,000,000 | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/49 | 2,939,127 | 0.1 | |||||||||||
264,586 | JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC18 A4, 5.440%, 06/12/47 | 264,405 | 0.0 | |||||||||||
999,668 | JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC19 A4, 5.713%, 02/12/49 | 1,005,746 | 0.0 | |||||||||||
378,051 | ML-CFC Commercial Mortgage Trust 2007-8 A3, 6.852%, 08/12/49 | 382,683 | 0.0 | |||||||||||
3,200,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/48 | 3,249,014 | 0.1 | |||||||||||
2,000,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/47 | 2,056,890 | 0.1 | |||||||||||
100,000 | # | Morgan Stanley Capital I Trust 2011-C1 D, 5.432%, 09/15/47 | 107,031 | 0.0 | ||||||||||
100,000 | # | Morgan Stanley Capital I Trust 2011-C1 E, 5.432%, 09/15/47 | 106,796 | 0.0 | ||||||||||
2,000,000 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/48 | 2,055,609 | 0.1 | |||||||||||
2,000,000 | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/59 | 2,022,502 | 0.1 | |||||||||||
320,000 | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/44 | 337,811 | 0.0 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $62,184,554) | 62,305,048 | 1.9 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 28.6% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 9.0%## | ||||||||||||||
6,026,968 | 2.621%, due 02/01/42 | 6,383,882 | 0.2 | |||||||||||
10,040,000 | W | 3.000%, due 10/15/26 | 10,302,821 | 0.3 | ||||||||||
27,170,000 | W | 3.000%, due 12/15/42 | 26,981,237 | 0.8 | ||||||||||
9,046,838 | 3.000%, due 04/01/45 | 8,999,793 | 0.3 | |||||||||||
9,014,783 | 3.000%, due 04/01/45 | 8,972,050 | 0.3 | |||||||||||
12,057,337 | 3.000%, due 11/01/46 | 12,018,810 | 0.4 | |||||||||||
47,387,000 | W | 3.500%, due 07/15/41 | 48,525,285 | 1.5 | ||||||||||
493,318 | 3.500%, due 01/01/42 | 508,252 | 0.0 | |||||||||||
2,808,157 | 3.500%, due 01/01/42 | 2,885,560 | 0.1 | |||||||||||
9,158,038 | 3.500%, due 08/01/42 | 9,437,046 | 0.3 | |||||||||||
33,733,251 | 3.500%, due 04/01/43 | 34,758,933 | 1.1 | |||||||||||
36,723,191 | 3.500%, due 02/01/44 | 37,842,794 | 1.1 |
4,515,000 | 3.750%, due 03/27/19 | 4,756,652 | 0.2 | |||||||||||
1,817,868 | 4.000%, due 01/01/25 | 1,915,555 | 0.1 | |||||||||||
218,330 | 4.000%, due 08/01/40 | 229,656 | 0.0 | |||||||||||
10,452,000 | W | 4.000%, due 08/15/40 | 10,978,887 | 0.3 | ||||||||||
2,333,521 | 4.000%, due 04/01/41 | 2,464,403 | 0.1 | |||||||||||
1,898,991 | 4.000%, due 05/01/41 | 2,005,443 | 0.1 | |||||||||||
68,348 | 4.000%, due 08/01/41 | 72,185 | 0.0 | |||||||||||
314,104 | 4.000%, due 12/01/41 | 330,988 | 0.0 | |||||||||||
1,941,617 | 4.000%, due 01/01/42 | 2,049,621 | 0.1 | |||||||||||
4,096,589 | 4.000%, due 03/01/42 | 4,316,424 | 0.1 | |||||||||||
131,437 | 4.000%, due 12/01/42 | 139,409 | 0.0 | |||||||||||
1,469,950 | 4.000%, due 02/01/44 | 1,564,910 | 0.1 | |||||||||||
1,278,262 | 4.000%, due 07/01/45 | 1,343,809 | 0.1 | |||||||||||
994,734 | 4.000%, due 09/01/45 | 1,045,915 | 0.0 | |||||||||||
920,312 | 4.000%, due 09/01/45 | 967,666 | 0.0 | |||||||||||
1,457,978 | 4.000%, due 09/01/45 | 1,533,051 | 0.1 | |||||||||||
3,829,631 | 4.000%, due 11/01/45 | 4,026,018 | 0.1 | |||||||||||
3,288,697 | 4.000%, due 05/01/46 | 3,458,193 | 0.1 | |||||||||||
11,038 | 4.500%, due 04/01/23 | 11,730 | 0.0 | |||||||||||
131,201 | 4.500%, due 03/01/39 | 141,100 | 0.0 | |||||||||||
386,785 | 4.500%, due 08/01/39 | 416,307 | 0.0 | |||||||||||
642,927 | 4.500%, due 09/01/39 | 691,651 | 0.0 | |||||||||||
476,299 | 4.500%, due 09/01/39 | 513,520 | 0.0 | |||||||||||
896,647 | 4.500%, due 09/01/39 | 967,874 | 0.0 | |||||||||||
989,476 | 4.500%, due 10/01/39 | 1,064,473 | 0.0 | |||||||||||
1,267,562 | 4.500%, due 12/01/39 | 1,364,332 | 0.1 | |||||||||||
422,178 | 4.500%, due 03/01/40 | 454,326 | 0.0 | |||||||||||
853,137 | 4.500%, due 04/01/40 | 917,457 | 0.0 | |||||||||||
164,409 | 4.500%, due 06/01/40 | 177,450 | 0.0 | |||||||||||
1,133,942 | 4.500%, due 07/01/40 | 1,220,743 | 0.1 | |||||||||||
806,291 | 4.500%, due 07/01/40 | 865,881 | 0.0 | |||||||||||
288,083 | 4.500%, due 08/01/40 | 310,155 | 0.0 | |||||||||||
855,673 | 4.500%, due 08/01/40 | 921,473 | 0.0 | |||||||||||
1,071,681 | 4.500%, due 03/01/41 | 1,154,019 | 0.1 | |||||||||||
273,266 | 4.500%, due 03/01/41 | 294,002 | 0.0 | |||||||||||
395,265 | 4.500%, due 04/01/41 | 425,726 | 0.0 | |||||||||||
1,024,495 | 4.500%, due 06/01/41 | 1,103,181 | 0.0 | |||||||||||
967,765 | 4.500%, due 07/01/41 | 1,044,752 | 0.0 | |||||||||||
4,785,145 | 4.500%, due 08/01/41 | 5,168,064 | 0.2 | |||||||||||
340,521 | 4.500%, due 08/01/41 | 365,833 | 0.0 | |||||||||||
27,188 | 5.000%, due 03/01/34 | 29,829 | 0.0 | |||||||||||
208,313 | 5.000%, due 12/01/34 | 228,867 | 0.0 | |||||||||||
705,850 | 5.000%, due 08/01/35 | 771,566 | 0.0 | |||||||||||
195,646 | 5.000%, due 08/01/35 | 214,079 | 0.0 | |||||||||||
218,300 | 5.000%, due 10/01/35 | 238,518 | 0.0 | |||||||||||
253,688 | 5.000%, due 10/01/35 | 277,712 | 0.0 | |||||||||||
307,050 | 5.000%, due 10/01/35 | 334,682 | 0.0 | |||||||||||
510,448 | 5.000%, due 12/01/35 | 557,814 | 0.0 | |||||||||||
69,924 | 5.000%, due 04/01/36 | 76,484 | 0.0 | |||||||||||
225,509 | 5.000%, due 11/01/36 | 246,447 | 0.0 | |||||||||||
165,550 | 5.000%, due 02/01/37 | 181,190 | 0.0 | |||||||||||
131,289 | 5.000%, due 05/01/37 | 143,623 | 0.0 | |||||||||||
1,915,927 | 5.000%, due 10/01/37 | 2,096,779 | 0.1 | |||||||||||
1,040,890 | 5.000%, due 03/01/38 | 1,136,034 | 0.0 | |||||||||||
353,876 | 5.000%, due 03/01/38 | 387,498 | 0.0 | |||||||||||
485,994 | 5.000%, due 03/01/38 | 531,582 | 0.0 | |||||||||||
349,074 | 5.000%, due 04/01/38 | 380,171 | 0.0 | |||||||||||
34,597 | 5.000%, due 10/01/38 | 37,681 | 0.0 | |||||||||||
133,228 | 5.000%, due 06/01/40 | 145,359 | 0.0 | |||||||||||
297,989 | 5.000%, due 08/01/40 | 325,164 | 0.0 | |||||||||||
825,717 | 5.000%, due 04/01/41 | 902,476 | 0.0 | |||||||||||
122,968 | 5.490%, due 02/01/37 | 136,238 | 0.0 | |||||||||||
465,991 | 5.500%, due 12/01/24 | 495,131 | 0.0 | |||||||||||
159,037 | 5.500%, due 09/01/34 | 178,391 | 0.0 | |||||||||||
152,085 | 5.500%, due 01/01/35 | 171,015 | 0.0 | |||||||||||
89,955 | 5.500%, due 09/01/35 | 101,437 | 0.0 | |||||||||||
1,717,113 | 5.500%, due 09/01/35 | 1,931,455 | 0.1 | |||||||||||
1,216,639 | 5.500%, due 10/01/35 | 1,348,739 | 0.1 | |||||||||||
120,751 | 5.500%, due 03/01/36 | 134,074 | 0.0 | |||||||||||
646,645 | 5.500%, due 03/01/36 | 725,562 | 0.0 |
See Accompanying Notes to Financial Statements
119 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
74,855 | 5.500%, due 05/01/36 | 83,578 | 0.0 | |||||||||||
481,302 | 5.500%, due 06/01/36 | 542,413 | 0.0 | |||||||||||
7,969 | 5.500%, due 07/01/36 | 8,952 | 0.0 | |||||||||||
32,756 | 5.500%, due 07/01/36 | 36,447 | 0.0 | |||||||||||
222,333 | 5.500%, due 07/01/36 | 249,069 | 0.0 | |||||||||||
58,016 | 5.500%, due 10/01/36 | 64,879 | 0.0 | |||||||||||
226,812 | 5.500%, due 11/01/36 | 253,112 | 0.0 | |||||||||||
136,768 | 5.500%, due 12/01/36 | 152,722 | 0.0 | |||||||||||
166,852 | 5.500%, due 12/01/36 | 186,345 | 0.0 | |||||||||||
12,719 | 5.500%, due 12/01/36 | 14,096 | 0.0 | |||||||||||
161,999 | 5.500%, due 02/01/37 | 180,374 | 0.0 | |||||||||||
18,948 | 5.500%, due 02/01/37 | 21,276 | 0.0 | |||||||||||
50,015 | 5.500%, due 05/01/37 | 55,508 | 0.0 | |||||||||||
7,893 | 5.500%, due 06/01/37 | 8,819 | 0.0 | |||||||||||
119,748 | 5.500%, due 12/01/37 | 132,981 | 0.0 | |||||||||||
44,519 | 5.500%, due 03/01/38 | 49,625 | 0.0 | |||||||||||
23,602 | 5.500%, due 06/01/38 | 26,313 | 0.0 | |||||||||||
10,864 | 5.500%, due 06/01/38 | 12,060 | 0.0 | |||||||||||
14,396 | 5.500%, due 08/01/38 | 15,955 | 0.0 | |||||||||||
2,923 | 5.500%, due 10/01/38 | 3,261 | 0.0 | |||||||||||
1,486,514 | 5.500%, due 11/01/38 | 1,670,984 | 0.1 | |||||||||||
33,838 | 5.500%, due 12/01/38 | 37,709 | 0.0 | |||||||||||
30,482 | 5.500%, due 12/01/38 | 33,891 | 0.0 | |||||||||||
24,880 | 5.500%, due 12/01/38 | 27,774 | 0.0 | |||||||||||
250,563 | 5.500%, due 01/01/39 | 279,543 | 0.0 | |||||||||||
41,403 | 5.500%, due 01/01/39 | 46,250 | 0.0 | |||||||||||
173,629 | 5.500%, due 01/01/40 | 192,930 | 0.0 | |||||||||||
174,135 | 5.500%, due 01/01/40 | 194,116 | 0.0 | |||||||||||
141,294 | 5.500%, due 03/01/40 | 157,149 | 0.0 | |||||||||||
138,009 | 5.500%, due 01/01/41 | 153,141 | 0.0 | |||||||||||
97,365 | 5.750%, due 05/01/37 | 108,884 | 0.0 | |||||||||||
297,441 | 5.800%, due 07/01/37 | 332,698 | 0.0 | |||||||||||
184,413 | 5.800%, due 08/01/37 | 206,660 | 0.0 | |||||||||||
91,119 | 5.800%, due 09/01/37 | 102,094 | 0.0 | |||||||||||
267,251 | 5.800%, due 09/01/37 | 299,814 | 0.0 | |||||||||||
9,950 | 6.000%, due 04/01/28 | 11,390 | 0.0 | |||||||||||
95,553 | 6.000%, due 07/01/28 | 108,016 | 0.0 | |||||||||||
907 | 6.000%, due 04/01/36 | 1,035 | 0.0 | |||||||||||
5,732 | 6.000%, due 04/01/36 | 6,508 | 0.0 | |||||||||||
20,424 | 6.000%, due 04/01/36 | 23,337 | 0.0 | |||||||||||
65,287 | 6.000%, due 06/01/36 | 74,490 | 0.0 | |||||||||||
23,879 | 6.000%, due 07/01/36 | 27,174 | 0.0 | |||||||||||
11,930 | 6.000%, due 08/01/36 | 13,613 | 0.0 | |||||||||||
143,293 | 6.000%, due 08/01/36 | 161,983 | 0.0 | |||||||||||
20,866 | 6.000%, due 08/01/36 | 23,759 | 0.0 | |||||||||||
116,078 | 6.000%, due 01/01/37 | 132,040 | 0.0 | |||||||||||
98,064 | 6.000%, due 02/01/37 | 111,749 | 0.0 | |||||||||||
6,628 | 6.000%, due 04/01/37 | 7,516 | 0.0 | |||||||||||
34,574 | 6.000%, due 06/01/37 | 39,339 | 0.0 | |||||||||||
3,010 | 6.000%, due 06/01/37 | 3,421 | 0.0 | |||||||||||
17,071 | 6.000%, due 07/01/37 | 19,377 | 0.0 | |||||||||||
682 | 6.000%, due 07/01/37 | 775 | 0.0 | |||||||||||
8,278 | 6.000%, due 08/01/37 | 9,358 | 0.0 | |||||||||||
14,495 | 6.000%, due 08/01/37 | 16,385 | 0.0 | |||||||||||
226,170 | 6.000%, due 08/01/37 | 256,437 | 0.0 | |||||||||||
17,653 | 6.000%, due 08/01/37 | 19,957 | 0.0 | |||||||||||
3,652 | 6.000%, due 08/01/37 | 4,128 | 0.0 | |||||||||||
8,438 | 6.000%, due 08/01/37 | 9,539 | 0.0 | |||||||||||
68,452 | 6.000%, due 08/01/37 | 77,696 | 0.0 | |||||||||||
29,791 | 6.000%, due 09/01/37 | 33,953 | 0.0 | |||||||||||
14,664 | 6.000%, due 09/01/37 | 16,600 | 0.0 | |||||||||||
5,308 | 6.000%, due 09/01/37 | 6,001 | 0.0 | |||||||||||
21,087 | 6.000%, due 10/01/37 | 23,837 | 0.0 | |||||||||||
31,401 | 6.000%, due 10/01/37 | 35,543 | 0.0 | |||||||||||
23,693 | 6.000%, due 10/01/37 | 26,856 | 0.0 | |||||||||||
10,374 | 6.000%, due 10/01/37 | 11,727 | 0.0 | |||||||||||
61,429 | 6.000%, due 11/01/37 | 69,559 | 0.0 | |||||||||||
5,997 | 6.000%, due 11/01/37 | 6,779 | 0.0 | |||||||||||
6,296 | 6.000%, due 11/01/37 | 7,143 | 0.0 | |||||||||||
2,878 | 6.000%, due 12/01/37 | 3,254 | 0.0 |
93,848 | 6.000%, due 12/01/37 | 106,294 | 0.0 | |||||||||||
4,387 | 6.000%, due 01/01/38 | 4,968 | 0.0 | |||||||||||
42,845 | 6.000%, due 01/01/38 | 48,599 | 0.0 | |||||||||||
48,102 | 6.000%, due 01/01/38 | 54,376 | 0.0 | |||||||||||
40,879 | 6.000%, due 02/01/38 | 46,211 | 0.0 | |||||||||||
6,008 | 6.000%, due 02/01/38 | 6,791 | 0.0 | |||||||||||
58,507 | 6.000%, due 05/01/38 | 66,475 | 0.0 | |||||||||||
3,858 | 6.000%, due 06/01/38 | 4,366 | 0.0 | |||||||||||
121,144 | 6.000%, due 07/01/38 | 137,340 | 0.0 | |||||||||||
79,392 | 6.000%, due 07/01/38 | 89,904 | 0.0 | |||||||||||
32,858 | 6.000%, due 08/01/38 | 37,143 | 0.0 | |||||||||||
20,044 | 6.000%, due 09/01/38 | 22,734 | 0.0 | |||||||||||
2,159 | 6.000%, due 09/01/38 | 2,441 | 0.0 | |||||||||||
696,803 | 6.000%, due 09/01/38 | 787,687 | 0.0 | |||||||||||
45,334 | 6.000%, due 09/01/38 | 51,247 | 0.0 | |||||||||||
27,150 | 6.000%, due 11/01/38 | 30,736 | 0.0 | |||||||||||
235,547 | 6.000%, due 01/01/39 | 266,270 | 0.0 | |||||||||||
389,533 | 6.000%, due 04/01/39 | 441,617 | 0.0 | |||||||||||
70,624 | 6.000%, due 08/01/39 | 79,885 | 0.0 | |||||||||||
140,212 | 6.000%, due 10/01/39 | 158,788 | 0.0 | |||||||||||
39,285 | 6.000%, due 11/01/39 | 44,496 | 0.0 | |||||||||||
140,202 | 6.000%, due 11/01/39 | 158,815 | 0.0 | |||||||||||
43,306 | 6.000%, due 11/01/39 | 48,955 | 0.0 | |||||||||||
4,593 | 6.000%, due 12/01/39 | 5,199 | 0.0 | |||||||||||
158,803 | 6.000%, due 05/01/40 | 180,291 | 0.0 | |||||||||||
46,061 | 6.150%, due 12/01/37 | 52,438 | 0.0 | |||||||||||
64,132 | 6.150%, due 12/01/37 | 72,943 | 0.0 | |||||||||||
81,722 | 6.150%, due 01/01/38 | 92,381 | 0.0 | |||||||||||
201,430 | 6.150%, due 02/01/38 | 227,702 | 0.0 | |||||||||||
172,124 | 6.150%, due 02/01/38 | 194,574 | 0.0 | |||||||||||
840,000 | 6.250%, due 07/15/32 | 1,156,449 | 0.1 | |||||||||||
22,411 | 6.500%, due 06/01/36 | 25,687 | 0.0 | |||||||||||
3,844 | 6.500%, due 08/01/36 | 4,360 | 0.0 | |||||||||||
81,909 | 6.500%, due 10/01/36 | 94,025 | 0.0 | |||||||||||
4,731 | 6.500%, due 10/01/36 | 5,552 | 0.0 | |||||||||||
38,202 | 6.500%, due 07/01/37 | 43,501 | 0.0 | |||||||||||
11,494 | 6.500%, due 09/01/37 | 12,991 | 0.0 | |||||||||||
12,330 | 6.500%, due 09/01/37 | 13,935 | 0.0 | |||||||||||
7,696 | 6.500%, due 10/01/37 | 8,700 | 0.0 | |||||||||||
32,599 | 6.500%, due 11/01/37 | 37,994 | 0.0 | |||||||||||
43,447 | 6.500%, due 04/01/38 | 49,798 | 0.0 | |||||||||||
14,641 | 6.500%, due 04/01/38 | 16,651 | 0.0 | |||||||||||
913 | 6.500%, due 05/01/38 | 1,033 | 0.0 | |||||||||||
5,992 | 6.500%, due 05/01/38 | 6,775 | 0.0 | |||||||||||
2,319 | 6.500%, due 07/01/38 | 2,620 | 0.0 | |||||||||||
2,689 | 6.500%, due 08/01/38 | 3,049 | 0.0 | |||||||||||
8,702 | 6.500%, due 09/01/38 | 9,834 | 0.0 | |||||||||||
402 | 6.500%, due 10/01/38 | 454 | 0.0 | |||||||||||
10,937 | 6.500%, due 10/01/38 | 12,361 | 0.0 | |||||||||||
17,315 | 6.500%, due 11/01/38 | 19,757 | 0.0 | |||||||||||
61,454 | 6.500%, due 12/01/38 | 69,442 | 0.0 | |||||||||||
689,112 | 6.500%, due 12/01/38 | 778,903 | 0.0 | |||||||||||
16,983 | 6.500%, due 12/01/38 | 19,196 | 0.0 | |||||||||||
7,920 | 6.500%, due 12/01/38 | 8,949 | 0.0 | |||||||||||
2,923 | 6.500%, due 12/01/38 | 3,304 | 0.0 | |||||||||||
3,907 | 6.500%, due 01/01/39 | 4,538 | 0.0 | |||||||||||
2,540,000 | 6.750%, due 03/15/31 | 3,584,755 | 0.1 | |||||||||||
301,732,869 | 9.0 | |||||||||||||
Federal National Mortgage Association: 12.0%## | ||||||||||||||
2,420,000 | 1.500%, due 06/22/20 | 2,407,588 | 0.1 | |||||||||||
7,730,820 | 2.500%, due 09/01/27 | 7,757,125 | 0.2 | |||||||||||
11,127,558 | 2.500%, due 06/01/30 | 11,158,402 | 0.4 | |||||||||||
7,431,037 | 2.500%, due 06/01/30 | 7,451,638 | 0.2 | |||||||||||
4,634,113 | 2.500%, due 07/01/30 | 4,646,962 | 0.2 | |||||||||||
19,076,000 | W | 2.500%, due 01/23/32 | 19,107,669 | 0.6 | ||||||||||
3,722,931 | 3.000%, due 06/01/26 | 3,842,657 | 0.1 | |||||||||||
10,730,627 | 3.000%, due 08/01/30 | 11,031,805 | 0.3 | |||||||||||
4,952,931 | 3.000%, due 09/01/30 | 5,094,768 | 0.2 | |||||||||||
25,991,140 | 3.000%, due 12/01/42 | 25,991,865 | 0.8 |
See Accompanying Notes to Financial Statements
120 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
14,092,225 | 3.000%, due 07/01/43 | 14,092,619 | 0.4 | |||||||||||
7,347,176 | 3.000%, due 09/01/43 | 7,347,376 | 0.2 | |||||||||||
2,861,936 | 3.000%, due 08/01/46 | 2,848,708 | 0.1 | |||||||||||
13,790,000 | W | 3.000%, due 01/18/47 | 13,700,254 | 0.4 | ||||||||||
395,391 | 3.500%, due 08/01/26 | 412,589 | 0.0 | |||||||||||
587,280 | 3.500%, due 08/01/26 | 612,972 | 0.0 | |||||||||||
29,162 | 3.500%, due 09/01/26 | 30,424 | 0.0 | |||||||||||
327,941 | 3.500%, due 10/01/26 | 342,257 | 0.0 | |||||||||||
880,951 | 3.500%, due 10/01/26 | 919,525 | 0.0 | |||||||||||
1,538,291 | 3.500%, due 11/01/26 | 1,604,227 | 0.1 | |||||||||||
1,570,082 | 3.500%, due 12/01/26 | 1,637,401 | 0.1 | |||||||||||
1,590,987 | 3.500%, due 12/01/26 | 1,660,280 | 0.1 | |||||||||||
1,889,032 | 3.500%, due 01/01/27 | 1,972,775 | 0.1 | |||||||||||
1,706,498 | 3.500%, due 03/01/41 | 1,760,271 | 0.1 | |||||||||||
2,203,018 | 3.500%, due 12/01/41 | 2,272,431 | 0.1 | |||||||||||
3,897,311 | 3.500%, due 01/01/42 | 4,020,282 | 0.1 | |||||||||||
8,591,784 | 3.500%, due 10/01/42 | 8,858,994 | 0.3 | |||||||||||
18,376,596 | 3.500%, due 11/01/42 | 18,949,110 | 0.6 | |||||||||||
7,800,454 | 3.500%, due 01/01/46 | 8,026,706 | 0.3 | |||||||||||
11,371,412 | 3.500%, due 02/01/46 | 11,701,244 | 0.4 | |||||||||||
5,683,611 | 3.500%, due 02/01/46 | 5,848,466 | 0.2 | |||||||||||
1,494,163 | 3.720%, due 10/01/29 | 1,558,086 | 0.1 | |||||||||||
22,992 | 4.000%, due 11/01/20 | 23,681 | 0.0 | |||||||||||
33,141 | 4.000%, due 07/01/22 | 34,158 | 0.0 | |||||||||||
14,224 | 4.000%, due 04/01/23 | 15,012 | 0.0 | |||||||||||
5,701 | 4.000%, due 05/01/23 | 5,875 | 0.0 | |||||||||||
19,166 | 4.000%, due 07/01/23 | 19,758 | 0.0 | |||||||||||
49,669 | 4.000%, due 03/01/24 | 52,455 | 0.0 | |||||||||||
67,088 | 4.000%, due 03/01/24 | 70,841 | 0.0 | |||||||||||
34,394 | 4.000%, due 04/01/24 | 36,325 | 0.0 | |||||||||||
1,505 | 4.000%, due 04/01/24 | 1,578 | 0.0 | |||||||||||
263,082 | 4.000%, due 07/01/24 | 277,980 | 0.0 | |||||||||||
91,208 | 4.000%, due 07/01/24 | 95,696 | 0.0 | |||||||||||
4,237 | 4.000%, due 08/01/24 | 4,474 | 0.0 | |||||||||||
88,080 | 4.000%, due 01/01/25 | 93,114 | 0.0 | |||||||||||
77,684 | 4.000%, due 02/01/25 | 82,092 | 0.0 | |||||||||||
404,127 | 4.000%, due 02/01/25 | 426,994 | 0.0 | |||||||||||
299,257 | 4.000%, due 06/01/25 | 311,094 | 0.0 | |||||||||||
6,733 | 4.000%, due 07/01/25 | 7,083 | 0.0 | |||||||||||
41,447 | 4.000%, due 09/01/25 | 43,579 | 0.0 | |||||||||||
42,717 | 4.000%, due 09/01/25 | 44,041 | 0.0 | |||||||||||
508,631 | 4.000%, due 12/01/25 | 524,357 | 0.0 | |||||||||||
484,829 | 4.000%, due 02/01/26 | 512,217 | 0.0 | |||||||||||
94,129 | 4.000%, due 03/01/26 | 98,676 | 0.0 | |||||||||||
151,783 | 4.000%, due 04/01/26 | 160,320 | 0.0 | |||||||||||
322,200 | 4.000%, due 04/01/26 | 340,068 | 0.0 | |||||||||||
1,054,038 | 4.000%, due 04/01/26 | 1,113,651 | 0.1 | |||||||||||
538,186 | 4.000%, due 05/01/26 | 568,618 | 0.0 | |||||||||||
281,897 | 4.000%, due 09/01/26 | 298,121 | 0.0 | |||||||||||
1,130,441 | 4.000%, due 10/01/40 | 1,197,129 | 0.1 | |||||||||||
294,075 | 4.000%, due 10/01/40 | 309,850 | 0.0 | |||||||||||
22,557,710 | 4.000%, due 11/01/40 | 23,741,065 | 0.7 | |||||||||||
1,886,333 | 4.000%, due 12/01/40 | 1,984,266 | 0.1 | |||||||||||
2,444,573 | 4.000%, due 12/01/40 | 2,588,921 | 0.1 | |||||||||||
4,139,231 | 4.000%, due 02/01/41 | 4,371,005 | 0.1 | |||||||||||
630,268 | 4.000%, due 03/01/41 | 664,196 | 0.0 | |||||||||||
662,743 | 4.000%, due 04/01/41 | 699,863 | 0.0 | |||||||||||
1,001,615 | 4.000%, due 08/01/41 | 1,060,494 | 0.0 | |||||||||||
521,123 | 4.000%, due 09/01/41 | 548,663 | 0.0 | |||||||||||
5,690,621 | 4.000%, due 11/01/41 | 6,012,248 | 0.2 | |||||||||||
865,823 | 4.000%, due 12/01/41 | 911,188 | 0.0 | |||||||||||
1,739,937 | 4.000%, due 01/01/42 | 1,838,616 | 0.1 | |||||||||||
977,829 | 4.000%, due 07/01/42 | 1,032,774 | 0.0 | |||||||||||
3,790,615 | 4.000%, due 12/01/42 | 4,003,002 | 0.1 | |||||||||||
3,032,407 | 4.000%, due 07/01/43 | 3,216,175 | 0.1 | |||||||||||
1,442,558 | 4.000%, due 02/01/44 | 1,529,184 | 0.1 | |||||||||||
2,884,747 | 4.000%, due 02/01/44 | 3,057,981 | 0.1 | |||||||||||
923,560 | 4.000%, due 03/01/44 | 973,910 | 0.0 | |||||||||||
3,055,391 | 4.000%, due 05/01/45 | 3,215,598 | 0.1 | |||||||||||
15,709,515 | 4.000%, due 06/01/45 | 16,578,959 | 0.5 |
2,498,247 | 4.000%, due 07/01/45 | 2,635,981 | 0.1 | |||||||||||
4,952,206 | 4.000%, due 07/01/45 | 5,249,421 | 0.2 | |||||||||||
4,232,820 | 4.000%, due 07/01/45 | 4,481,650 | 0.2 | |||||||||||
3,549,512 | 4.000%, due 07/01/45 | 3,760,772 | 0.1 | |||||||||||
4,886 | 4.500%, due 05/01/19 | 5,023 | 0.0 | |||||||||||
13,197 | 4.500%, due 05/01/19 | 13,590 | 0.0 | |||||||||||
15,961 | 4.500%, due 01/01/20 | 16,535 | 0.0 | |||||||||||
11,749 | 4.500%, due 08/01/20 | 12,107 | 0.0 | |||||||||||
3,061 | 4.500%, due 06/01/22 | 3,147 | 0.0 | |||||||||||
906 | 4.500%, due 07/01/22 | 931 | 0.0 | |||||||||||
36,264 | 4.500%, due 11/01/22 | 37,871 | 0.0 | |||||||||||
7,877 | 4.500%, due 02/01/23 | 8,367 | 0.0 | |||||||||||
47,343 | 4.500%, due 02/01/23 | 49,724 | 0.0 | |||||||||||
1,010 | 4.500%, due 03/01/23 | 1,073 | 0.0 | |||||||||||
208,793 | 4.500%, due 03/01/23 | 221,695 | 0.0 | |||||||||||
3,968 | 4.500%, due 03/01/23 | 4,207 | 0.0 | |||||||||||
1,997 | 4.500%, due 04/01/23 | 2,097 | 0.0 | |||||||||||
105,379 | 4.500%, due 04/01/23 | 111,386 | 0.0 | |||||||||||
33,536 | 4.500%, due 04/01/23 | 35,614 | 0.0 | |||||||||||
146,778 | 4.500%, due 04/01/23 | 155,880 | 0.0 | |||||||||||
29,058 | 4.500%, due 04/01/23 | 30,849 | 0.0 | |||||||||||
158,459 | 4.500%, due 05/01/23 | 168,234 | 0.0 | |||||||||||
4,072 | 4.500%, due 05/01/23 | 4,324 | 0.0 | |||||||||||
2,375 | 4.500%, due 05/01/23 | 2,521 | 0.0 | |||||||||||
1,448 | 4.500%, due 05/01/23 | 1,538 | 0.0 | |||||||||||
4,672 | 4.500%, due 07/01/23 | 4,803 | 0.0 | |||||||||||
12,461 | 4.500%, due 01/01/24 | 12,813 | 0.0 | |||||||||||
523,316 | 4.500%, due 07/01/24 | 556,514 | 0.0 | |||||||||||
725,636 | 4.500%, due 08/01/24 | 768,464 | 0.0 | |||||||||||
30,975 | 4.500%, due 09/01/24 | 32,329 | 0.0 | |||||||||||
320,160 | 4.500%, due 09/01/24 | 337,616 | 0.0 | |||||||||||
101,904 | 4.500%, due 09/01/24 | 108,278 | 0.0 | |||||||||||
22,906 | 4.500%, due 09/01/24 | 24,062 | 0.0 | |||||||||||
224,110 | 4.500%, due 10/01/24 | 238,302 | 0.0 | |||||||||||
74,261 | 4.500%, due 10/01/24 | 76,853 | 0.0 | |||||||||||
97,887 | 4.500%, due 10/01/24 | 101,297 | 0.0 | |||||||||||
113,548 | 4.500%, due 11/01/24 | 120,668 | 0.0 | |||||||||||
3,334 | 4.500%, due 11/01/24 | 3,428 | 0.0 | |||||||||||
28,919 | 4.500%, due 11/01/24 | 29,735 | 0.0 | |||||||||||
172,801 | 4.500%, due 11/01/24 | 183,693 | 0.0 | |||||||||||
8,393 | 4.500%, due 11/01/24 | 8,630 | 0.0 | |||||||||||
22,467 | 4.500%, due 11/01/24 | 23,100 | 0.0 | |||||||||||
147,382 | 4.500%, due 12/01/24 | 156,697 | 0.0 | |||||||||||
231,192 | 4.500%, due 12/01/24 | 237,715 | 0.0 | |||||||||||
3,098 | 4.500%, due 01/01/25 | 3,240 | 0.0 | |||||||||||
244,467 | 4.500%, due 01/01/25 | 258,353 | 0.0 | |||||||||||
205,670 | 4.500%, due 01/01/25 | 218,372 | 0.0 | |||||||||||
627,224 | 4.500%, due 05/01/25 | 666,947 | 0.0 | |||||||||||
35,410 | 4.500%, due 08/01/25 | 36,960 | 0.0 | |||||||||||
612,247 | 4.500%, due 01/01/26 | 646,884 | 0.0 | |||||||||||
193,690 | 4.500%, due 04/01/26 | 199,155 | 0.0 | |||||||||||
6,545 | 4.500%, due 06/01/34 | 7,079 | 0.0 | |||||||||||
31,116 | 4.500%, due 05/01/35 | 33,641 | 0.0 | |||||||||||
2,937 | 4.500%, due 03/01/38 | 3,168 | 0.0 | |||||||||||
11,314 | 4.500%, due 05/01/38 | 12,174 | 0.0 | |||||||||||
1,328 | 4.500%, due 05/01/38 | 1,429 | 0.0 | |||||||||||
23,347 | 4.500%, due 06/01/38 | 25,246 | 0.0 | |||||||||||
11,810 | 4.500%, due 07/01/38 | 12,707 | 0.0 | |||||||||||
9,696 | 4.500%, due 07/01/38 | 10,433 | 0.0 | |||||||||||
29,398 | 4.500%, due 09/01/38 | 31,633 | 0.0 | |||||||||||
935,115 | 4.500%, due 03/01/39 | 1,008,260 | 0.0 | |||||||||||
47,336 | 4.500%, due 04/01/39 | 50,938 | 0.0 | |||||||||||
32,124 | 4.500%, due 04/01/39 | 34,566 | 0.0 | |||||||||||
1,075,446 | 4.500%, due 07/01/39 | 1,158,207 | 0.1 | |||||||||||
2,640,664 | 4.500%, due 09/01/39 | 2,850,601 | 0.1 | |||||||||||
1,813,496 | 4.500%, due 10/01/39 | 1,956,131 | 0.1 | |||||||||||
575,957 | 4.500%, due 12/01/39 | 621,644 | 0.0 | |||||||||||
732,148 | 4.500%, due 12/01/39 | 788,617 | 0.0 | |||||||||||
618,699 | 4.500%, due 12/01/39 | 665,731 | 0.0 | |||||||||||
381,451 | 4.500%, due 03/01/40 | 411,892 | 0.0 |
See Accompanying Notes to Financial Statements
121 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
463,278 | 4.500%, due 10/01/40 | 500,535 | 0.0 | |||||||||||
544,507 | 4.500%, due 10/01/40 | 587,324 | 0.0 | |||||||||||
471,297 | 4.500%, due 10/01/40 | 508,691 | 0.0 | |||||||||||
1,089,395 | 4.500%, due 03/01/41 | 1,176,895 | 0.1 | |||||||||||
833,578 | 4.500%, due 04/01/41 | 899,823 | 0.0 | |||||||||||
4,450,972 | 4.500%, due 06/01/41 | 4,801,611 | 0.2 | |||||||||||
531,114 | 4.500%, due 06/01/41 | 573,265 | 0.0 | |||||||||||
446,215 | 4.500%, due 06/01/41 | 481,034 | 0.0 | |||||||||||
394,855 | 4.500%, due 06/01/41 | 424,947 | 0.0 | |||||||||||
208,159 | 4.500%, due 07/01/41 | 224,951 | 0.0 | |||||||||||
257,057 | 4.500%, due 07/01/41 | 277,838 | 0.0 | |||||||||||
7,380,500 | 4.500%, due 07/01/41 | 7,962,592 | 0.3 | |||||||||||
2,540,401 | 4.500%, due 08/01/41 | 2,744,931 | 0.1 | |||||||||||
1,904,525 | 4.500%, due 08/01/41 | 2,049,302 | 0.1 | |||||||||||
476,102 | 4.500%, due 08/01/41 | 514,461 | 0.0 | |||||||||||
37,492 | 5.000%, due 01/01/18 | 38,387 | 0.0 | |||||||||||
14,347 | 5.000%, due 01/01/18 | 14,690 | 0.0 | |||||||||||
37,857 | 5.000%, due 02/01/18 | 38,770 | 0.0 | |||||||||||
7,287 | 5.000%, due 04/01/18 | 7,461 | 0.0 | |||||||||||
920 | 5.000%, due 02/01/20 | 958 | 0.0 | |||||||||||
2,290 | 5.000%, due 06/01/21 | 2,365 | 0.0 | |||||||||||
13,753 | 5.000%, due 11/01/21 | 14,123 | 0.0 | |||||||||||
30,983 | 5.000%, due 01/01/22 | 32,053 | 0.0 | |||||||||||
1,237 | 5.000%, due 02/01/22 | 1,292 | 0.0 | |||||||||||
2,392 | 5.000%, due 04/01/22 | 2,449 | 0.0 | |||||||||||
442 | 5.000%, due 06/01/22 | 453 | 0.0 | |||||||||||
55,102 | 5.000%, due 06/01/22 | 58,856 | 0.0 | |||||||||||
31,702 | 5.000%, due 06/01/22 | 33,799 | 0.0 | |||||||||||
3,845 | 5.000%, due 06/01/22 | 3,937 | 0.0 | |||||||||||
24,690 | 5.000%, due 07/01/22 | 25,305 | 0.0 | |||||||||||
878 | 5.000%, due 07/01/22 | 899 | 0.0 | |||||||||||
11,582 | 5.000%, due 08/01/22 | 11,860 | 0.0 | |||||||||||
11,303 | 5.000%, due 09/01/22 | 11,574 | 0.0 | |||||||||||
19,975 | 5.000%, due 12/01/22 | 20,453 | 0.0 | |||||||||||
1,732 | 5.000%, due 01/01/23 | 1,850 | 0.0 | |||||||||||
26,043 | 5.000%, due 01/01/23 | 27,697 | 0.0 | |||||||||||
965 | 5.000%, due 02/01/23 | 988 | 0.0 | |||||||||||
85,602 | 5.000%, due 02/01/23 | 91,142 | 0.0 | |||||||||||
325,235 | 5.000%, due 02/01/23 | 347,433 | 0.0 | |||||||||||
19,949 | 5.000%, due 03/01/23 | 20,427 | 0.0 | |||||||||||
63,658 | 5.000%, due 03/01/23 | 65,858 | 0.0 | |||||||||||
1,480 | 5.000%, due 03/01/23 | 1,580 | 0.0 | |||||||||||
47,587 | 5.000%, due 03/01/23 | 50,705 | 0.0 | |||||||||||
11,178 | 5.000%, due 03/01/23 | 11,937 | 0.0 | |||||||||||
12,142 | 5.000%, due 04/01/23 | 12,977 | 0.0 | |||||||||||
11,555 | 5.000%, due 04/01/23 | 11,832 | 0.0 | |||||||||||
43,340 | 5.000%, due 04/01/23 | 46,087 | 0.0 | |||||||||||
39,972 | 5.000%, due 04/01/23 | 41,795 | 0.0 | |||||||||||
20,858 | 5.000%, due 05/01/23 | 22,280 | 0.0 | |||||||||||
12,586 | 5.000%, due 05/01/23 | 13,190 | 0.0 | |||||||||||
3,927 | 5.000%, due 05/01/23 | 4,021 | 0.0 | |||||||||||
18,594 | 5.000%, due 06/01/23 | 19,767 | 0.0 | |||||||||||
43,336 | 5.000%, due 06/01/23 | 45,280 | 0.0 | |||||||||||
16,312 | 5.000%, due 06/01/23 | 16,880 | 0.0 | |||||||||||
4,043 | 5.000%, due 06/01/23 | 4,139 | 0.0 | |||||||||||
36,585 | 5.000%, due 06/01/23 | 37,461 | 0.0 | |||||||||||
309,920 | 5.000%, due 07/01/23 | 328,958 | 0.0 | |||||||||||
123,045 | 5.000%, due 08/01/23 | 131,145 | 0.0 | |||||||||||
593 | 5.000%, due 09/01/23 | 631 | 0.0 | |||||||||||
18,314 | 5.000%, due 02/01/24 | 19,546 | 0.0 | |||||||||||
125,893 | 5.000%, due 03/01/24 | 134,382 | 0.0 | |||||||||||
38,023 | 5.000%, due 04/01/24 | 38,933 | 0.0 | |||||||||||
19,095 | 5.000%, due 04/01/24 | 20,181 | 0.0 | |||||||||||
74,594 | 5.000%, due 05/01/24 | 77,221 | 0.0 | |||||||||||
162,762 | 5.000%, due 06/01/24 | 170,373 | 0.0 | |||||||||||
433,234 | 5.000%, due 08/01/24 | 458,441 | 0.0 | |||||||||||
147,061 | 5.000%, due 07/01/33 | 160,223 | 0.0 | |||||||||||
119,436 | 5.000%, due 02/01/34 | 130,205 | 0.0 | |||||||||||
43,746 | 5.000%, due 11/01/34 | 47,895 | 0.0 | |||||||||||
3,202,521 | 5.000%, due 02/01/35 | 3,506,658 | 0.1 |
596,550 | 5.000%, due 06/01/35 | 655,151 | 0.0 | |||||||||||
40,123 | 5.000%, due 08/01/35 | 43,808 | 0.0 | |||||||||||
689,228 | 5.000%, due 09/01/35 | 752,656 | 0.0 | |||||||||||
167,082 | 5.000%, due 09/01/35 | 182,557 | 0.0 | |||||||||||
447,501 | 5.000%, due 09/01/35 | 489,058 | 0.0 | |||||||||||
55,011 | 5.000%, due 10/01/35 | 60,073 | 0.0 | |||||||||||
687,593 | 5.000%, due 03/01/36 | 751,561 | 0.0 | |||||||||||
871,757 | 5.000%, due 03/01/36 | 952,346 | 0.0 | |||||||||||
613,686 | 5.000%, due 05/01/36 | 669,896 | 0.0 | |||||||||||
7,416 | 5.000%, due 05/01/36 | 8,102 | 0.0 | |||||||||||
115,891 | 5.000%, due 06/01/36 | 126,663 | 0.0 | |||||||||||
1,211,660 | 5.000%, due 12/01/36 | 1,324,404 | 0.1 | |||||||||||
93,049 | 5.000%, due 12/01/36 | 101,725 | 0.0 | |||||||||||
283,940 | 5.000%, due 07/01/37 | 310,338 | 0.0 | |||||||||||
247,341 | 5.000%, due 01/01/38 | 270,658 | 0.0 | |||||||||||
429,241 | 5.000%, due 02/01/38 | 468,558 | 0.0 | |||||||||||
921,289 | 5.000%, due 02/01/38 | 1,006,405 | 0.0 | |||||||||||
603,015 | 5.000%, due 08/01/38 | 658,923 | 0.0 | |||||||||||
144,943 | 5.000%, due 07/01/40 | 158,756 | 0.0 | |||||||||||
393,499 | 5.000%, due 07/01/40 | 429,489 | 0.0 | |||||||||||
13,931 | 5.500%, due 10/01/17 | 14,059 | 0.0 | |||||||||||
2,341 | 5.500%, due 11/01/17 | 2,361 | 0.0 | |||||||||||
14,065 | 5.500%, due 11/01/17 | 14,178 | 0.0 | |||||||||||
6,510 | 5.500%, due 09/01/18 | 6,642 | 0.0 | |||||||||||
6,787 | 5.500%, due 07/01/20 | 6,894 | 0.0 | |||||||||||
1,252 | 5.500%, due 04/01/21 | 1,328 | 0.0 | |||||||||||
9,985 | 5.500%, due 10/01/21 | 10,407 | 0.0 | |||||||||||
5,202 | 5.500%, due 11/01/21 | 5,426 | 0.0 | |||||||||||
68,258 | 5.500%, due 11/01/21 | 71,970 | 0.0 | |||||||||||
248,417 | 5.500%, due 11/01/21 | 263,314 | 0.0 | |||||||||||
72,901 | 5.500%, due 12/01/21 | 76,200 | 0.0 | |||||||||||
250,597 | 5.500%, due 12/01/21 | 265,991 | 0.0 | |||||||||||
254,910 | 5.500%, due 12/01/21 | 272,764 | 0.0 | |||||||||||
41,104 | 5.500%, due 01/01/22 | 43,094 | 0.0 | |||||||||||
8,742 | 5.500%, due 01/01/22 | 9,232 | 0.0 | |||||||||||
6,310 | 5.500%, due 01/01/22 | 6,736 | 0.0 | |||||||||||
42,656 | 5.500%, due 02/01/22 | 45,711 | 0.0 | |||||||||||
2,534 | 5.500%, due 04/01/22 | 2,699 | 0.0 | |||||||||||
33,146 | 5.500%, due 06/01/22 | 35,095 | 0.0 | |||||||||||
31,693 | 5.500%, due 06/01/22 | 33,777 | 0.0 | |||||||||||
49,596 | 5.500%, due 07/01/22 | 53,411 | 0.0 | |||||||||||
2,148 | 5.500%, due 07/01/22 | 2,218 | 0.0 | |||||||||||
3,692 | 5.500%, due 07/01/22 | 3,962 | 0.0 | |||||||||||
4,439 | 5.500%, due 08/01/22 | 4,654 | 0.0 | |||||||||||
16,777 | 5.500%, due 09/01/22 | 17,871 | 0.0 | |||||||||||
82,009 | 5.500%, due 09/01/22 | 87,983 | 0.0 | |||||||||||
96,083 | 5.500%, due 11/01/22 | 101,278 | 0.0 | |||||||||||
12,401 | 5.500%, due 01/01/23 | 13,360 | 0.0 | |||||||||||
10,751 | 5.500%, due 02/01/23 | 11,470 | 0.0 | |||||||||||
13,627 | 5.500%, due 03/01/23 | 14,580 | 0.0 | |||||||||||
5,938 | 5.500%, due 04/01/23 | 6,370 | 0.0 | |||||||||||
23,124 | 5.500%, due 06/01/23 | 24,492 | 0.0 | |||||||||||
20,389 | 5.500%, due 08/01/23 | 21,978 | 0.0 | |||||||||||
50,951 | 5.500%, due 08/01/23 | 54,539 | 0.0 | |||||||||||
9,518 | 5.500%, due 08/01/23 | 10,151 | 0.0 | |||||||||||
3,355 | 5.500%, due 08/01/23 | 3,584 | 0.0 | |||||||||||
56,294 | 5.500%, due 09/01/23 | 59,929 | 0.0 | |||||||||||
10,277 | 5.500%, due 10/01/23 | 10,474 | 0.0 | |||||||||||
94,929 | 5.500%, due 11/01/23 | 102,488 | 0.0 | |||||||||||
3,214 | 5.500%, due 11/01/23 | 3,407 | 0.0 | |||||||||||
5,305 | 5.500%, due 11/01/23 | 5,630 | 0.0 | |||||||||||
140,721 | 5.500%, due 02/01/24 | 152,261 | 0.0 | |||||||||||
2,030 | 5.500%, due 03/01/24 | 2,074 | 0.0 | |||||||||||
12,439 | 5.500%, due 07/01/24 | 13,519 | 0.0 | |||||||||||
62,349 | 5.500%, due 07/01/24 | 65,316 | 0.0 | |||||||||||
83,709 | 5.500%, due 05/01/25 | 86,325 | 0.0 | |||||||||||
68,049 | 5.500%, due 08/01/25 | 71,288 | 0.0 | |||||||||||
4,770 | 5.500%, due 07/01/27 | 5,301 | 0.0 | |||||||||||
1,099 | 5.500%, due 08/01/27 | 1,222 | 0.0 | |||||||||||
189,177 | 5.500%, due 03/01/34 | 211,991 | 0.0 |
See Accompanying Notes to Financial Statements
122 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
164,640 | 5.500%, due 04/01/34 | 184,768 | 0.0 | |||||||||||
75,517 | 5.500%, due 11/01/34 | 84,739 | 0.0 | |||||||||||
69,688 | 5.500%, due 12/01/34 | 78,089 | 0.0 | |||||||||||
957,343 | 5.500%, due 02/01/35 | 1,074,145 | 0.0 | |||||||||||
127,261 | 5.500%, due 05/01/35 | 142,766 | 0.0 | |||||||||||
1,224,821 | 5.500%, due 09/01/35 | 1,372,450 | 0.1 | |||||||||||
135,533 | 5.500%, due 09/01/35 | 151,408 | 0.0 | |||||||||||
189,840 | 5.500%, due 04/01/36 | 212,466 | 0.0 | |||||||||||
117,507 | 5.500%, due 04/01/36 | 130,670 | 0.0 | |||||||||||
36,864 | 5.500%, due 05/01/36 | 41,033 | 0.0 | |||||||||||
124,987 | 5.500%, due 06/01/36 | 139,844 | 0.0 | |||||||||||
455,264 | 5.500%, due 07/01/36 | 510,321 | 0.0 | |||||||||||
256,748 | 5.500%, due 11/01/36 | 287,307 | 0.0 | |||||||||||
382,861 | 5.500%, due 12/01/36 | 428,446 | 0.0 | |||||||||||
74,993 | 5.500%, due 12/01/36 | 84,057 | 0.0 | |||||||||||
948,458 | 5.500%, due 12/01/36 | 1,059,750 | 0.0 | |||||||||||
127,615 | 5.500%, due 01/01/37 | 143,132 | 0.0 | |||||||||||
1,210,575 | 5.500%, due 03/01/37 | 1,354,523 | 0.1 | |||||||||||
568,343 | 5.500%, due 03/01/37 | 634,777 | 0.0 | |||||||||||
110,777 | 5.500%, due 03/01/37 | 123,684 | 0.0 | |||||||||||
493,729 | 5.500%, due 08/01/37 | 552,920 | 0.0 | |||||||||||
1,673 | 5.500%, due 01/01/38 | 1,866 | 0.0 | |||||||||||
5,622 | 5.500%, due 01/01/38 | 6,286 | 0.0 | |||||||||||
1,752 | 5.500%, due 01/01/38 | 1,958 | 0.0 | |||||||||||
20,276 | 5.500%, due 03/01/38 | 22,668 | 0.0 | |||||||||||
41,965 | 5.500%, due 05/01/38 | 46,899 | 0.0 | |||||||||||
77,828 | 5.500%, due 06/01/38 | 86,955 | 0.0 | |||||||||||
2,166,421 | 5.500%, due 09/01/38 | 2,424,005 | 0.1 | |||||||||||
524,894 | 5.500%, due 12/01/38 | 587,473 | 0.0 | |||||||||||
139,289 | 5.500%, due 06/01/39 | 155,468 | 0.0 | |||||||||||
57,314 | 5.500%, due 04/01/40 | 63,760 | 0.0 | |||||||||||
126,222 | 5.500%, due 05/01/40 | 140,414 | 0.0 | |||||||||||
256,939 | 5.500%, due 06/01/40 | 285,840 | 0.0 | |||||||||||
20,933 | 5.500%, due 07/01/40 | 23,387 | 0.0 | |||||||||||
166,229 | 5.700%, due 07/01/36 | 181,418 | 0.0 | |||||||||||
19,488 | 5.700%, due 07/01/36 | 19,557 | 0.0 | |||||||||||
28,278 | 6.000%, due 10/01/18 | 29,158 | 0.0 | |||||||||||
15,145 | 6.000%, due 01/01/34 | 17,354 | 0.0 | |||||||||||
4,954 | 6.000%, due 07/01/34 | 5,610 | 0.0 | |||||||||||
96,224 | 6.000%, due 12/01/34 | 110,092 | 0.0 | |||||||||||
55,256 | 6.000%, due 05/01/35 | 62,897 | 0.0 | |||||||||||
35,724 | 6.000%, due 01/01/36 | 40,450 | 0.0 | |||||||||||
95,525 | 6.000%, due 01/01/36 | 108,896 | 0.0 | |||||||||||
35,332 | 6.000%, due 02/01/36 | 40,041 | 0.0 | |||||||||||
23,419 | 6.000%, due 03/01/36 | 26,599 | 0.0 | |||||||||||
58,777 | 6.000%, due 03/01/36 | 66,707 | 0.0 | |||||||||||
19,693 | 6.000%, due 04/01/36 | 22,465 | 0.0 | |||||||||||
44,212 | 6.000%, due 04/01/36 | 50,078 | 0.0 | |||||||||||
93,995 | 6.000%, due 05/01/36 | 106,406 | 0.0 | |||||||||||
745 | 6.000%, due 06/01/36 | 844 | 0.0 | |||||||||||
3,651 | 6.000%, due 08/01/36 | 4,133 | 0.0 | |||||||||||
18,962 | 6.000%, due 08/01/36 | 21,491 | 0.0 | |||||||||||
118,077 | 6.000%, due 09/01/36 | 133,734 | 0.0 | |||||||||||
48,469 | 6.000%, due 09/01/36 | 54,868 | 0.0 | |||||||||||
40,846 | 6.000%, due 09/01/36 | 46,319 | 0.0 | |||||||||||
76,874 | 6.000%, due 09/01/36 | 87,024 | 0.0 | |||||||||||
24,173 | 6.000%, due 10/01/36 | 27,365 | 0.0 | |||||||||||
22,341 | 6.000%, due 10/01/36 | 25,290 | 0.0 | |||||||||||
719,171 | 6.000%, due 12/01/36 | 814,771 | 0.0 | |||||||||||
210,058 | 6.000%, due 12/01/36 | 237,922 | 0.0 | |||||||||||
77,469 | 6.000%, due 01/01/37 | 87,717 | 0.0 | |||||||||||
11,951 | 6.000%, due 02/01/37 | 13,554 | 0.0 | |||||||||||
5,959 | 6.000%, due 04/01/37 | 6,748 | 0.0 | |||||||||||
179,161 | 6.000%, due 07/01/37 | 203,258 | 0.0 | |||||||||||
47,689 | 6.000%, due 08/01/37 | 53,992 | 0.0 | |||||||||||
4,564 | 6.000%, due 08/01/37 | 5,170 | 0.0 | |||||||||||
5,537 | 6.000%, due 08/01/37 | 6,268 | 0.0 | |||||||||||
2,940 | 6.000%, due 09/01/37 | 3,328 | 0.0 | |||||||||||
65,369 | 6.000%, due 09/01/37 | 74,000 | 0.0 | |||||||||||
26,711 | 6.000%, due 09/01/37 | 30,241 | 0.0 |
821 | 6.000%, due 09/01/37 | 930 | 0.0 | |||||||||||
10,763 | 6.000%, due 09/01/37 | 12,184 | 0.0 | |||||||||||
48,275 | 6.000%, due 09/01/37 | 54,691 | 0.0 | |||||||||||
9,141 | 6.000%, due 09/01/37 | 10,352 | 0.0 | |||||||||||
3,064 | 6.000%, due 10/01/37 | 3,469 | 0.0 | |||||||||||
799 | 6.000%, due 10/01/37 | 905 | 0.0 | |||||||||||
7,341 | 6.000%, due 10/01/37 | 8,310 | 0.0 | |||||||||||
2,880 | 6.000%, due 10/01/37 | 3,261 | 0.0 | |||||||||||
26,782 | 6.000%, due 11/01/37 | 30,323 | 0.0 | |||||||||||
8,329 | 6.000%, due 11/01/37 | 9,434 | 0.0 | |||||||||||
59,861 | 6.000%, due 11/01/37 | 67,865 | 0.0 | |||||||||||
98,209 | 6.000%, due 11/01/37 | 111,175 | 0.0 | |||||||||||
28,698 | 6.000%, due 11/01/37 | 32,487 | 0.0 | |||||||||||
7,752 | 6.000%, due 11/01/37 | 8,775 | 0.0 | |||||||||||
23,884 | 6.000%, due 11/01/37 | 27,038 | 0.0 | |||||||||||
83,391 | 6.000%, due 12/01/37 | 94,467 | 0.0 | |||||||||||
48,165 | 6.000%, due 12/01/37 | 54,534 | 0.0 | |||||||||||
16,193 | 6.000%, due 12/01/37 | 18,336 | 0.0 | |||||||||||
24,306 | 6.000%, due 12/01/37 | 27,550 | 0.0 | |||||||||||
35,999 | 6.000%, due 01/01/38 | 40,752 | 0.0 | |||||||||||
5,465 | 6.000%, due 01/01/38 | 6,187 | 0.0 | |||||||||||
183,685 | 6.000%, due 02/01/38 | 208,151 | 0.0 | |||||||||||
816 | 6.000%, due 02/01/38 | 924 | 0.0 | |||||||||||
8,911 | 6.000%, due 03/01/38 | 10,092 | 0.0 | |||||||||||
134,307 | 6.000%, due 03/01/38 | 152,040 | 0.0 | |||||||||||
40,498 | 6.000%, due 04/01/38 | 45,853 | 0.0 | |||||||||||
581,332 | 6.000%, due 04/01/38 | 659,374 | 0.0 | |||||||||||
50,017 | 6.000%, due 05/01/38 | 56,621 | 0.0 | |||||||||||
52,570 | 6.000%, due 05/01/38 | 59,511 | 0.0 | |||||||||||
3,828 | 6.000%, due 06/01/38 | 4,333 | 0.0 | |||||||||||
16,061 | 6.000%, due 07/01/38 | 18,181 | 0.0 | |||||||||||
44,336 | 6.000%, due 07/01/38 | 50,190 | 0.0 | |||||||||||
961 | 6.000%, due 08/01/38 | 1,088 | 0.0 | |||||||||||
5,426 | 6.000%, due 08/01/38 | 6,202 | 0.0 | |||||||||||
14,119 | 6.000%, due 09/01/38 | 15,983 | 0.0 | |||||||||||
34,386 | 6.000%, due 09/01/38 | 39,320 | 0.0 | |||||||||||
75,647 | 6.000%, due 09/01/38 | 85,635 | 0.0 | |||||||||||
98,191 | 6.000%, due 10/01/38 | 111,155 | 0.0 | |||||||||||
6,024 | 6.000%, due 10/01/38 | 6,820 | 0.0 | |||||||||||
23,355 | 6.000%, due 10/01/38 | 26,439 | 0.0 | |||||||||||
408,155 | 6.000%, due 10/01/38 | 462,045 | 0.0 | |||||||||||
168,447 | 6.000%, due 10/01/38 | 190,834 | 0.0 | |||||||||||
25,857 | 6.000%, due 05/01/39 | 29,271 | 0.0 | |||||||||||
1,282,664 | 6.000%, due 10/01/39 | 1,455,269 | 0.1 | |||||||||||
30,245 | 6.000%, due 11/01/39 | 34,248 | 0.0 | |||||||||||
27,641 | 6.500%, due 04/01/28 | 31,287 | 0.0 | |||||||||||
1,329 | 6.500%, due 04/01/30 | 1,505 | 0.0 | |||||||||||
65,983 | 6.500%, due 02/01/34 | 74,679 | 0.0 | |||||||||||
11,595 | 6.500%, due 11/01/34 | 13,548 | 0.0 | |||||||||||
29,428 | 6.500%, due 01/01/36 | 34,117 | 0.0 | |||||||||||
56,022 | 6.500%, due 03/01/36 | 66,063 | 0.0 | |||||||||||
154,302 | 6.500%, due 04/01/36 | 179,131 | 0.0 | |||||||||||
1,861 | 6.500%, due 05/01/36 | 2,107 | 0.0 | |||||||||||
4,561 | 6.500%, due 06/01/36 | 5,163 | 0.0 | |||||||||||
5,092 | 6.500%, due 07/01/36 | 5,848 | 0.0 | |||||||||||
2,764 | 6.500%, due 07/01/36 | 3,157 | 0.0 | |||||||||||
20,127 | 6.500%, due 07/01/36 | 23,232 | 0.0 | |||||||||||
91,510 | 6.500%, due 07/01/36 | 103,595 | 0.0 | |||||||||||
43,582 | 6.500%, due 07/01/36 | 49,369 | 0.0 | |||||||||||
190,892 | 6.500%, due 07/01/36 | 218,146 | 0.0 | |||||||||||
9,249 | 6.500%, due 08/01/36 | 10,473 | 0.0 | |||||||||||
4,272 | 6.500%, due 08/01/36 | 4,837 | 0.0 | |||||||||||
219,618 | 6.500%, due 09/01/36 | 249,163 | 0.0 | |||||||||||
10,250 | 6.500%, due 09/01/36 | 11,605 | 0.0 | |||||||||||
30,770 | 6.500%, due 09/01/36 | 35,660 | 0.0 | |||||||||||
2,267 | 6.500%, due 09/01/36 | 2,567 | 0.0 | |||||||||||
7,184 | 6.500%, due 11/01/36 | 8,134 | 0.0 | |||||||||||
1,848 | 6.500%, due 11/01/36 | 2,092 | 0.0 | |||||||||||
1,741 | 6.500%, due 12/01/36 | 1,970 | 0.0 | |||||||||||
14,417 | 6.500%, due 12/01/36 | 16,316 | 0.0 |
See Accompanying Notes to Financial Statements
123 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
4,513 | 6.500%, due 12/01/36 | 5,110 | 0.0 | |||||||||||
906 | 6.500%, due 01/01/37 | 1,064 | 0.0 | |||||||||||
7,155 | 6.500%, due 01/01/37 | 8,099 | 0.0 | |||||||||||
85,597 | 6.500%, due 01/01/37 | 97,893 | 0.0 | |||||||||||
39,684 | 6.500%, due 01/01/37 | 44,943 | 0.0 | |||||||||||
24,701 | 6.500%, due 02/01/37 | 27,974 | 0.0 | |||||||||||
21,987 | 6.500%, due 03/01/37 | 24,896 | 0.0 | |||||||||||
77,503 | 6.500%, due 03/01/37 | 87,776 | 0.0 | |||||||||||
176,342 | 6.500%, due 03/01/37 | 207,563 | 0.0 | |||||||||||
12,708 | 6.500%, due 03/01/37 | 14,388 | 0.0 | |||||||||||
294 | 6.500%, due 04/01/37 | 333 | 0.0 | |||||||||||
6,771 | 6.500%, due 04/01/37 | 7,666 | 0.0 | |||||||||||
1,608 | 6.500%, due 07/01/37 | 1,820 | 0.0 | |||||||||||
4,057 | 6.500%, due 08/01/37 | 4,594 | 0.0 | |||||||||||
9,768 | 6.500%, due 08/01/37 | 11,253 | 0.0 | |||||||||||
6,002 | 6.500%, due 08/01/37 | 6,794 | 0.0 | |||||||||||
10,929 | 6.500%, due 09/01/37 | 12,466 | 0.0 | |||||||||||
145,675 | 6.500%, due 09/01/37 | 164,936 | 0.0 | |||||||||||
576 | 6.500%, due 09/01/37 | 652 | 0.0 | |||||||||||
2,299 | 6.500%, due 09/01/37 | 2,602 | 0.0 | |||||||||||
4,671 | 6.500%, due 09/01/37 | 5,346 | 0.0 | |||||||||||
179,523 | 6.500%, due 09/01/37 | 203,276 | 0.0 | |||||||||||
27,978 | 6.500%, due 09/01/37 | 33,059 | 0.0 | |||||||||||
62,514 | 6.500%, due 10/01/37 | 73,495 | 0.0 | |||||||||||
2,012 | 6.500%, due 10/01/37 | 2,378 | 0.0 | |||||||||||
4,789 | 6.500%, due 10/01/37 | 5,422 | 0.0 | |||||||||||
44,134 | 6.500%, due 10/01/37 | 52,428 | 0.0 | |||||||||||
10,264 | 6.500%, due 10/01/37 | 11,857 | 0.0 | |||||||||||
196,852 | 6.500%, due 11/01/37 | 227,944 | 0.0 | |||||||||||
185,034 | 6.500%, due 12/01/37 | 214,291 | 0.0 | |||||||||||
6,977 | 6.500%, due 12/01/37 | 7,901 | 0.0 | |||||||||||
3,069 | 6.500%, due 12/01/37 | 3,473 | 0.0 | |||||||||||
1,554 | 6.500%, due 12/01/37 | 1,759 | 0.0 | |||||||||||
24,484 | 6.500%, due 12/01/37 | 27,760 | 0.0 | |||||||||||
14,288 | 6.500%, due 12/01/37 | 16,170 | 0.0 | |||||||||||
1,466 | 6.500%, due 12/01/37 | 1,659 | 0.0 | |||||||||||
1,631 | 6.500%, due 12/01/37 | 1,847 | 0.0 | |||||||||||
976 | 6.500%, due 01/01/38 | 1,105 | 0.0 | |||||||||||
37,361 | 6.500%, due 01/01/38 | 42,389 | 0.0 | |||||||||||
1,510 | 6.500%, due 01/01/38 | 1,709 | 0.0 | |||||||||||
364,401 | 6.500%, due 02/01/38 | 419,808 | 0.0 | |||||||||||
90,279 | 6.500%, due 03/01/38 | 104,835 | 0.0 | |||||||||||
104,985 | 6.500%, due 04/01/38 | 123,497 | 0.0 | |||||||||||
4,355 | 6.500%, due 05/01/38 | 4,928 | 0.0 | |||||||||||
1,653 | 6.500%, due 06/01/38 | 1,871 | 0.0 | |||||||||||
373,455 | 6.500%, due 08/01/38 | 424,813 | 0.0 | |||||||||||
73,969 | 6.500%, due 08/01/38 | 83,757 | 0.0 | |||||||||||
176,958 | 6.500%, due 08/01/38 | 207,758 | 0.0 | |||||||||||
65,885 | 6.500%, due 09/01/38 | 74,607 | 0.0 | |||||||||||
37,296 | 6.500%, due 09/01/38 | 42,232 | 0.0 | |||||||||||
53,157 | 6.500%, due 10/01/38 | 60,175 | 0.0 | |||||||||||
6,885 | 6.500%, due 10/01/38 | 7,795 | 0.0 | |||||||||||
442,959 | 6.500%, due 10/01/38 | 501,945 | 0.0 | |||||||||||
32,544 | 6.500%, due 10/01/38 | 36,887 | 0.0 | |||||||||||
78,932 | 6.500%, due 11/01/38 | 89,354 | 0.0 | |||||||||||
2,506 | 6.500%, due 01/01/39 | 2,965 | 0.0 | |||||||||||
113,546 | 6.500%, due 01/01/39 | 131,807 | 0.0 | |||||||||||
50,650 | 6.500%, due 03/01/39 | 57,363 | 0.0 | |||||||||||
5,700 | 6.500%, due 09/01/39 | 6,453 | 0.0 | |||||||||||
805,000 | 6.625%, due 11/15/30 | 1,119,463 | 0.1 | |||||||||||
3,430,000 | 7.125%, due 01/15/30 | 4,893,005 | 0.2 | |||||||||||
1,560,000 | 7.250%, due 05/15/30 | 2,259,772 | 0.1 | |||||||||||
400,511,683 | 12.0 | |||||||||||||
Government National Mortgage Association: 6.7% | ||||||||||||||
67,399,000 | W | 3.000%, due 01/15/43 | 68,248,068 | 2.0 | ||||||||||
4,060,000 | W | 3.500%, due 10/20/41 | 4,220,735 | 0.1 | ||||||||||
78,359,411 | 3.500%, due 09/20/46 | 81,586,483 | 2.4 | |||||||||||
11,218,604 | 4.000%, due 10/20/43 | 11,953,923 | 0.4 |
4,987,260 | 4.000%, due 03/20/46 | 5,320,566 | 0.2 | |||||||||||
9,107,181 | 4.000%, due 03/20/46 | 9,717,878 | 0.3 | |||||||||||
1,856,700 | 4.500%, due 02/20/41 | 2,000,939 | 0.1 | |||||||||||
566,970 | 4.500%, due 03/20/41 | 611,336 | 0.0 | |||||||||||
2,207,781 | 4.500%, due 05/20/41 | 2,380,550 | 0.1 | |||||||||||
2,494,766 | 4.500%, due 06/20/41 | 2,688,583 | 0.1 | |||||||||||
4,615,230 | 4.500%, due 07/20/41 | 4,962,844 | 0.2 | |||||||||||
1,866,743 | 4.500%, due 09/20/41 | 2,012,828 | 0.1 | |||||||||||
5,759,779 | 4.500%, due 10/20/41 | 6,215,743 | 0.2 | |||||||||||
20,610 | 5.000%, due 10/15/37 | 22,779 | 0.0 | |||||||||||
2,951 | 5.000%, due 04/15/38 | 3,251 | 0.0 | |||||||||||
120,128 | 5.000%, due 03/15/39 | 132,599 | 0.0 | |||||||||||
226,298 | 5.000%, due 08/15/39 | 249,891 | 0.0 | |||||||||||
1,614,668 | 5.000%, due 09/15/39 | 1,782,520 | 0.1 | |||||||||||
1,742,346 | 5.000%, due 09/15/39 | 1,923,880 | 0.1 | |||||||||||
1,282,045 | 5.000%, due 02/15/40 | 1,406,757 | 0.0 | |||||||||||
1,299,931 | 5.000%, due 04/15/40 | 1,439,298 | 0.1 | |||||||||||
1,986,604 | 5.000%, due 06/15/40 | 2,186,152 | 0.1 | |||||||||||
82,255 | 5.000%, due 07/15/40 | 89,971 | 0.0 | |||||||||||
844,307 | 5.000%, due 04/15/42 | 923,506 | 0.0 | |||||||||||
1,289,038 | 5.000%, due 04/20/42 | 1,405,163 | 0.0 | |||||||||||
59,456 | 5.500%, due 07/20/38 | 65,889 | 0.0 | |||||||||||
781,154 | 5.500%, due 09/20/39 | 855,853 | 0.0 | |||||||||||
55,595 | 5.500%, due 10/20/39 | 61,706 | 0.0 | |||||||||||
1,291,010 | 5.500%, due 11/20/39 | 1,414,993 | 0.0 | |||||||||||
31,026 | 5.500%, due 11/20/39 | 34,384 | 0.0 | |||||||||||
18,536 | 5.500%, due 12/20/40 | 20,294 | 0.0 | |||||||||||
58,184 | 5.500%, due 01/20/41 | 64,857 | 0.0 | |||||||||||
202,206 | 5.500%, due 03/20/41 | 224,667 | 0.0 | |||||||||||
596,867 | 5.500%, due 04/20/41 | 671,031 | 0.0 | |||||||||||
997,641 | 5.500%, due 05/20/41 | 1,108,436 | 0.0 | |||||||||||
898,751 | 5.500%, due 06/20/41 | 1,008,845 | 0.0 | |||||||||||
30,655 | 6.000%, due 10/15/36 | 35,297 | 0.0 | |||||||||||
80,981 | 6.000%, due 08/15/37 | 91,912 | 0.0 | |||||||||||
134,150 | 6.000%, due 11/15/37 | 152,251 | 0.0 | |||||||||||
18,130 | 6.000%, due 12/15/37 | 20,566 | 0.0 | |||||||||||
39,129 | 6.000%, due 01/15/38 | 44,394 | 0.0 | |||||||||||
50,803 | 6.000%, due 01/15/38 | 57,628 | 0.0 | |||||||||||
53,100 | 6.000%, due 02/15/38 | 60,234 | 0.0 | |||||||||||
225,752 | 6.000%, due 02/15/38 | 256,140 | 0.0 | |||||||||||
1,160 | 6.000%, due 02/15/38 | 1,316 | 0.0 | |||||||||||
2,416 | 6.000%, due 04/15/38 | 2,741 | 0.0 | |||||||||||
340,822 | 6.000%, due 05/15/38 | 386,704 | 0.0 | |||||||||||
356,573 | 6.000%, due 05/15/38 | 404,474 | 0.0 | |||||||||||
50,687 | 6.000%, due 07/15/38 | 57,496 | 0.0 | |||||||||||
82,356 | 6.000%, due 09/15/38 | 93,513 | 0.0 | |||||||||||
134,642 | 6.000%, due 11/15/38 | 152,973 | 0.0 | |||||||||||
1,479,732 | 6.000%, due 08/20/40 | 1,698,834 | 0.1 | |||||||||||
222,533,671 | 6.7 | |||||||||||||
Other U.S. Agency Obligations: 0.9% | ||||||||||||||
22,990,000 | 1.100%, due 11/06/18 | 22,862,337 | 0.7 | |||||||||||
1,500,000 | 1.875%, due 08/15/22 | 1,477,780 | 0.0 | |||||||||||
10,000 | 6.150%, due 01/15/38 | 13,704 | 0.0 | |||||||||||
5,000,000 | 7.125%, due 05/01/30 | 7,120,490 | 0.2 | |||||||||||
31,474,311 | 0.9 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $955,650,542) | 956,252,534 | 28.6 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 2.8% | ||||||||||||||
4,206,000 | Asian Development Bank, 1.625%, 03/16/21 | 4,135,638 | 0.1 | |||||||||||
300,000 | Asian Development Bank, 2.125%, 03/19/25 | 289,504 | 0.0 | |||||||||||
3,000,000 | Colombia Government International Bond, 4.000%, 02/26/24 | 3,037,500 | 0.1 |
See Accompanying Notes to Financial Statements
124 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
1,950,000 | Colombia Government International Bond, 7.375%, 09/18/37 | 2,379,000 | 0.1 | |||||||||||
1,000,000 | Corp Andina de Fomento, 2.125%, 09/27/21 | 969,420 | 0.0 | |||||||||||
2,964,000 | Corp Andina de Fomento, 4.375%, 06/15/22 | 3,151,799 | 0.1 | |||||||||||
5,000,000 | European Bank for Reconstruction & Development, 1.000%, 06/15/18 | 4,968,755 | 0.2 | |||||||||||
4,000,000 | European Investment Bank, 1.125%, 08/15/19 | 3,940,212 | 0.1 | |||||||||||
6,700,000 | European Investment Bank, 1.625%, 06/15/21 | 6,540,895 | 0.2 | |||||||||||
2,000,000 | European Investment Bank, 4.000%, 02/16/21 | 2,146,098 | 0.1 | |||||||||||
500,000 | Export-Import Bank of Korea, 2.625%, 12/30/20 | 500,316 | 0.0 | |||||||||||
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/26 | 497,175 | 0.0 | |||||||||||
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/24 | 1,047,670 | 0.0 | |||||||||||
1,000,000 | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/22 | 1,017,419 | 0.0 | |||||||||||
1,000,000 | Inter-American Development Bank, 1.875%, 03/15/21 | 993,666 | 0.0 | |||||||||||
1,000,000 | Inter-American Development Bank, 3.200%, 08/07/42 | 955,055 | 0.0 | |||||||||||
2,000,000 | International Bank for Reconstruction & Development, 1.250%, 07/26/19 | 1,978,470 | 0.1 | |||||||||||
1,000,000 | International Finance Corp., 1.250%, 07/16/18 | 998,800 | 0.0 | |||||||||||
1,000,000 | Japan Bank for International Cooperation/Japan, 1.750%, 05/28/20 | 982,350 | 0.0 | |||||||||||
500,000 | L | Korea International Bond, 4.125%, 06/10/44 | 574,673 | 0.0 | ||||||||||
8,000,000 | Mexico Government International Bond, 4.750%, 03/08/44 | 7,292,000 | 0.2 | |||||||||||
1,460,000 | Panama Government International Bond, 8.875%, 09/30/27 | 2,011,150 | 0.1 | |||||||||||
4,000,000 | Philippine Government International Bond, 6.375%, 01/15/32 | 5,103,020 | 0.2 | |||||||||||
3,405,000 | Republic of Poland Government International Bond, 5.125%, 04/21/21 | 3,719,418 | 0.1 | |||||||||||
3,000,000 | Province of British Columbia Canada, 2.250%, 06/02/26 | 2,852,997 | 0.1 | |||||||||||
1,000,000 | Province of Ontario Canada, 1.875%, 05/21/20 | 996,523 | 0.0 | |||||||||||
13,308,000 | Province of Ontario Canada, 4.400%, 04/14/20 | 14,338,611 | 0.4 |
4,000,000 | Peruvian Government International Bond, 6.550%, 03/14/37 | 5,042,000 | 0.2 | |||||||||||
155,000 | Peruvian Government International Bond, 7.125%, 03/30/19 | 172,438 | 0.0 | |||||||||||
3,140,000 | Republic of South Africa Government International Bond, 5.500%, 03/09/20 | 3,334,366 | 0.1 | |||||||||||
5,160,000 | Ukraine Government AID Bonds, 1.847%, 05/29/20 | 5,157,848 | 0.2 | |||||||||||
3,000,000 | Uruguay Government International Bond, 4.500%, 08/14/24 | 3,135,000 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $94,704,058) | 94,259,786 | 2.8 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 36.8% | ||||||||||||||
U.S. Treasury Bonds: 7.5% | ||||||||||||||
85,925,000 | L | 2.000%, due 11/15/26 | 82,550,467 | 2.5 | ||||||||||
20,000,000 | 2.125%, due 05/15/25 | 19,582,660 | 0.6 | |||||||||||
1,352,000 | 2.250%, due 11/15/25 | 1,332,987 | 0.0 | |||||||||||
24,966,000 | L | 2.250%, due 08/15/46 | 20,939,259 | 0.6 | ||||||||||
7,000,000 | 2.500%, due 02/15/46 | 6,206,676 | 0.2 | |||||||||||
9,072,000 | 2.500%, due 05/15/46 | 8,042,419 | 0.2 | |||||||||||
2,000 | 2.750%, due 11/15/42 | 1,885 | 0.0 | |||||||||||
9,022,000 | 3.000%, due 11/15/44 | 8,894,609 | 0.3 | |||||||||||
10,042,000 | 3.000%, due 11/15/45 | 9,883,859 | 0.3 | |||||||||||
2,882,000 | 3.125%, due 02/15/43 | 2,914,777 | 0.1 | |||||||||||
5,686,000 | 3.125%, due 08/15/44 | 5,743,446 | 0.2 | |||||||||||
18,645,000 | 3.500%, due 02/15/39 | 20,359,147 | 0.6 | |||||||||||
13,888,000 | 3.625%, due 08/15/43 | 15,372,613 | 0.5 | |||||||||||
14,092,000 | 3.625%, due 02/15/44 | 15,590,149 | 0.5 | |||||||||||
13,251,000 | 3.750%, due 11/15/43 | 14,995,706 | 0.4 | |||||||||||
7,845,000 | 3.875%, due 08/15/40 | 8,993,280 | 0.3 | |||||||||||
6,505,000 | 4.375%, due 05/15/40 | 8,024,672 | 0.2 | |||||||||||
830,000 | 6.000%, due 02/15/26 | 1,072,030 | 0.0 | |||||||||||
250,500,641 | 7.5 | |||||||||||||
U.S. Treasury Notes: 29.3% | ||||||||||||||
4,006,000 | 0.750%, due 10/31/18 | 3,977,005 | 0.1 | |||||||||||
13,454,000 | 0.875%, due 05/31/18 | 13,429,056 | 0.4 | |||||||||||
5,000,000 | 1.000%, due 10/15/19 | 4,944,910 | 0.1 | |||||||||||
12,736,000 | 0.750%, due 10/31/17 | 12,725,888 | 0.4 | |||||||||||
2,285,600 | 0.750%, due 12/31/17 | 2,282,069 | 0.1 | |||||||||||
10,549,500 | 0.750%, due 01/31/18 | 10,528,274 | 0.3 | |||||||||||
20,000,000 | 0.750%, due 02/28/18 | 19,953,140 | 0.6 | |||||||||||
2,006,600 | 0.750%, due 04/15/18 | 2,000,608 | 0.1 | |||||||||||
7,260,000 | 0.750%, due 04/30/18 | 7,236,906 | 0.2 | |||||||||||
3,000,000 | 0.750%, due 07/31/18 | 2,983,881 | 0.1 | |||||||||||
4,498,000 | 0.750%, due 08/31/18 | 4,469,726 | 0.1 | |||||||||||
10,000,000 | 0.750%, due 02/15/19 | 9,899,400 | 0.3 | |||||||||||
10,000,000 | 0.750%, due 07/15/19 | 9,852,540 | 0.3 | |||||||||||
4,033,000 | 0.750%, due 08/15/19 | 3,969,960 | 0.1 | |||||||||||
2,768,000 | 0.875%, due 10/15/17 | 2,768,689 | 0.1 | |||||||||||
1,864,000 | 0.875%, due 11/15/17 | 1,864,250 | 0.1 | |||||||||||
1,918,000 | 0.875%, due 01/31/18 | 1,916,765 | 0.1 | |||||||||||
12,296,700 | 0.875%, due 03/31/18 | 12,282,079 | 0.4 | |||||||||||
10,000,000 | 0.875%, due 04/15/19 | 9,908,530 | 0.3 | |||||||||||
9,004,000 | 0.875%, due 09/15/19 | 8,882,716 | 0.3 | |||||||||||
785,000 | 1.000%, due 12/15/17 | 785,903 | 0.0 | |||||||||||
210,800 | 1.000%, due 03/15/18 | 210,920 | 0.0 | |||||||||||
1,508,000 | 1.000%, due 05/15/18 | 1,507,620 | 0.0 | |||||||||||
11,774,000 | 1.000%, due 11/30/18 | 11,735,240 | 0.4 | |||||||||||
10,000,000 | 1.000%, due 03/15/19 | 9,945,470 | 0.3 | |||||||||||
27,497,000 | 1.000%, due 08/31/19 | 27,230,582 | 0.8 |
See Accompanying Notes to Financial Statements
125 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
4,770,000 | 1.000%, due 11/15/19 | 4,710,881 | 0.1 | |||||||||||
10,000,000 | 1.125%, due 02/28/21 | 9,723,050 | 0.3 | |||||||||||
8,000,000 | 1.125%, due 08/31/21 | 7,723,336 | 0.2 | |||||||||||
29,467,000 | 1.250%, due 11/30/18 | 29,506,368 | 0.9 | |||||||||||
10,029,000 | 1.250%, due 12/15/18 | 10,039,370 | 0.3 | |||||||||||
1,000 | 1.250%, due 10/31/19 | 995 | 0.0 | |||||||||||
11,755,000 | 1.250%, due 01/31/20 | 11,664,063 | 0.4 | |||||||||||
3,534,000 | 1.250%, due 02/29/20 | 3,504,307 | 0.1 | |||||||||||
13,040,000 | 1.250%, due 10/31/21 | 12,633,674 | 0.4 | |||||||||||
16,756,000 | 1.375%, due 09/30/18 | 16,818,684 | 0.5 | |||||||||||
630,000 | 1.375%, due 12/15/19 | 628,201 | 0.0 | |||||||||||
933,000 | 1.375%, due 01/31/20 | 929,135 | 0.0 | |||||||||||
8,515,000 | 1.375%, due 02/29/20 | 8,471,063 | 0.3 | |||||||||||
9,022,000 | 1.375%, due 03/31/20 | 8,970,827 | 0.3 | |||||||||||
7,940,000 | 1.375%, due 04/30/20 | 7,885,166 | 0.2 | |||||||||||
7,000 | 1.375%, due 08/31/20 | 6,923 | 0.0 | |||||||||||
10,000,000 | 1.375%, due 10/31/20 | 9,871,080 | 0.3 | |||||||||||
37,540,000 | 1.375%, due 04/30/21 | 36,798,135 | 1.1 | |||||||||||
7,000,000 | 1.375%, due 08/31/23 | 6,624,352 | 0.2 | |||||||||||
5,000,000 | 1.375%, due 09/30/23 | 4,729,300 | 0.1 | |||||||||||
19,814,000 | 1.500%, due 12/31/18 | 19,927,931 | 0.6 | |||||||||||
11,925,000 | 1.500%, due 01/31/19 | 11,988,656 | 0.4 | |||||||||||
5,048,000 | 1.500%, due 02/28/19 | 5,075,042 | 0.2 | |||||||||||
6,540,000 | 1.500%, due 03/31/19 | 6,572,465 | 0.2 | |||||||||||
5,304,000 | 1.500%, due 05/31/19 | 5,327,486 | 0.2 | |||||||||||
7,002,000 | 1.500%, due 11/30/19 | 7,013,686 | 0.2 | |||||||||||
752,000 | 1.500%, due 05/31/20 | 749,343 | 0.0 | |||||||||||
4,833,000 | 1.500%, due 01/31/22 | 4,719,748 | 0.1 | |||||||||||
10,000,000 | 1.500%, due 02/28/23 | 9,608,460 | 0.3 | |||||||||||
10,000,000 | 1.500%, due 03/31/23 | 9,599,000 | 0.3 | |||||||||||
4,475,000 | 1.625%, due 03/31/19 | 4,509,883 | 0.1 | |||||||||||
2,317,000 | 1.625%, due 04/30/19 | 2,334,827 | 0.1 | |||||||||||
19,814,000 | 1.625%, due 07/31/19 | 19,948,319 | 0.6 | |||||||||||
12,097,000 | 1.625%, due 08/31/19 | 12,177,034 | 0.4 | |||||||||||
4,790,000 | 1.625%, due 12/31/19 | 4,811,790 | 0.1 | |||||||||||
2,976,000 | 1.625%, due 08/15/22 | 2,899,618 | 0.1 | |||||||||||
6,480,000 | 1.625%, due 04/30/23 | 6,260,950 | 0.2 | |||||||||||
10,184,000 | 1.625%, due 05/31/23 | 9,828,334 | 0.3 | |||||||||||
4,046,000 | 1.625%, due 10/31/23 | 3,888,433 | 0.1 | |||||||||||
24,847,000 | 1.625%, due 02/15/26 | 23,185,158 | 0.7 | |||||||||||
22,705,000 | 1.750%, due 09/30/19 | 22,922,423 | 0.7 | |||||||||||
35,000,000 | L | 1.750%, due 11/30/21 | 34,708,870 | 1.0 | ||||||||||
3,064,000 | 1.750%, due 02/28/22 | 3,024,707 | 0.1 | |||||||||||
7,810,000 | 1.750%, due 04/30/22 | 7,694,888 | 0.2 | |||||||||||
18,000,000 | 1.750%, due 09/30/22 | 17,642,106 | 0.5 | |||||||||||
69,000 | 1.750%, due 01/31/23 | 67,343 | 0.0 | |||||||||||
8,000,000 | 1.875%, due 11/30/21 | 7,971,256 | 0.2 | |||||||||||
10,000,000 | 1.875%, due 05/31/22 | 9,910,480 | 0.3 | |||||||||||
3,003,000 | 1.875%, due 08/31/22 | 2,965,303 | 0.1 | |||||||||||
24,900,000 | 2.000%, due 11/30/20 | 25,141,729 | 0.8 | |||||||||||
12,097,000 | 2.000%, due 02/28/21 | 12,184,921 | 0.4 | |||||||||||
4,000,000 | 2.000%, due 07/31/22 | 3,981,600 | 0.1 | |||||||||||
20,498,000 | 2.125%, due 01/31/21 | 20,757,751 | 0.6 | |||||||||||
3,700,000 | 2.125%, due 09/30/21 | 3,729,870 | 0.1 | |||||||||||
3,774,000 | 2.125%, due 12/31/21 | 3,803,033 | 0.1 | |||||||||||
10,105,000 | 2.125%, due 06/30/22 | 10,131,404 | 0.3 | |||||||||||
17,133,000 | 2.125%, due 11/30/23 | 17,000,682 | 0.5 | |||||||||||
9,810,000 | 2.250%, due 03/31/21 | 9,980,527 | 0.3 | |||||||||||
8,794,000 | 2.250%, due 04/30/21 | 8,941,748 | 0.3 | |||||||||||
26,457,000 | 2.250%, due 11/15/24 | 26,264,393 | 0.8 | |||||||||||
19,590,000 | 2.375%, due 12/31/20 | 20,055,400 | 0.6 | |||||||||||
9,874,000 | 2.500%, due 05/15/24 | 10,010,775 | 0.3 | |||||||||||
18,650,000 | 2.625%, due 04/30/18 | 19,047,487 | 0.6 | |||||||||||
26,255,000 | 2.750%, due 02/15/19 | 27,078,829 | 0.8 | |||||||||||
36,569,500 | 2.750%, due 11/15/23 | 37,736,140 | 1.1 | |||||||||||
42,052,000 | 2.750%, due 02/15/24 | 43,386,688 | 1.3 | |||||||||||
7,790,000 | 3.500%, due 05/15/20 | 8,276,797 | 0.2 |
4,025,000 | 8.125%, due 08/15/19 | 4,720,834 | 0.1 | |||||||||||
978,095,184 | 29.3 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $1,228,782,300) | 1,228,595,825 | 36.8 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $3,224,643,889) | 3,253,586,792 | 97.4 | ||||||||||||
SHORT-TERM INVESTMENTS: 11.7% | ||||||||||||||
Corporate Bonds/Notes: 1.0% | ||||||||||||||
1,725,000 | Aetna, Inc., 1.500%, 11/15/17 | 1,723,882 | 0.1 | |||||||||||
500,000 | # | American Honda Finance Corp., 1.500%, 09/11/17 | 501,275 | 0.0 | ||||||||||
500,000 | Anheuser-Busch InBev Worldwide, Inc., 1.375%, 07/15/17 | 500,484 | 0.0 | |||||||||||
250,000 | Apple, Inc., 1.050%, 05/05/17 | 250,185 | 0.0 | |||||||||||
300,000 | AT&T, Inc., 1.400%, 12/01/17 | 299,388 | 0.0 | |||||||||||
755,000 | AT&T, Inc., 1.700%, 06/01/17 | 756,111 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 3.875%, 03/22/17 | 1,005,715 | 0.1 | |||||||||||
1,000,000 | Bank of Montreal, 1.400%, 09/11/17 | 1,000,152 | 0.0 | |||||||||||
1,000,000 | BB&T Corp., 1.600%, 08/15/17 | 1,001,184 | 0.0 | |||||||||||
1,000,000 | Berkshire Hathaway Finance Corp., 1.600%, 05/15/17 | 1,001,894 | 0.1 | |||||||||||
250,000 | BNP Paribas SA, 1.375%, 03/17/17 | 250,046 | 0.0 | |||||||||||
1,500,000 | Bristol-Myers Squibb Co., 0.875%, 08/01/17 | 1,497,991 | 0.1 | |||||||||||
500,000 | British Telecommunications PLC, 1.250%, 02/14/17 | 500,039 | 0.0 | |||||||||||
500,000 | Bunge Ltd. Finance Corp., 3.200%, 06/15/17 | 503,805 | 0.0 | |||||||||||
400,000 | Cardinal Health, Inc., 1.900%, 06/15/17 | 401,128 | 0.0 | |||||||||||
300,000 | Caterpillar, Inc., 1.500%, 06/26/17 | 300,404 | 0.0 | |||||||||||
500,000 | Celgene Corp., 1.900%, 08/15/17 | 501,653 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 1.100%, 03/03/17 | 999,887 | 0.0 | |||||||||||
500,000 | CNOOC Nexen Finance 2014 ULC, 1.625%, 04/30/17 | 499,705 | 0.0 | |||||||||||
2,000,000 | Comcast Corp., 6.300%, 11/15/17 | 2,083,006 | 0.1 | |||||||||||
500,000 | Commonwealth Bank of Australia/New York NY, 1.900%, 09/18/17 | 502,332 | 0.0 | |||||||||||
1,000,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Utrect, 3.375%, 01/19/17 | 1,000,918 | 0.0 | |||||||||||
300,000 | Duke Energy Corp., 1.625%, 08/15/17 | 300,517 | 0.0 |
See Accompanying Notes to Financial Statements
126 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
250,000 | eBay, Inc., 1.350%, 07/15/17 | 250,128 | 0.0 | |||||||||||
1,000,000 | Ford Motor Credit Co. LLC, 4.250%, 02/03/17 | 1,001,989 | 0.1 | |||||||||||
1,000,000 | GlaxoSmithKline Capital PLC, 1.500%, 05/08/17 | 1,001,505 | 0.0 | |||||||||||
1,350,000 | Hartford Financial Services Group, Inc., 5.375%, 03/15/17 | 1,360,981 | 0.1 | |||||||||||
600,000 | Intel Corp., 1.350%, 12/15/17 | 600,947 | 0.0 | |||||||||||
200,000 | Johnson Controls International plc, 1.400%, 11/02/17 | 200,350 | 0.0 | |||||||||||
1,000,000 | Kraft Heinz Foods Co., 2.250%, 06/05/17 | 1,003,267 | 0.1 | |||||||||||
500,000 | Laboratory Corp. of America Holdings, 2.200%, 08/23/17 | 502,388 | 0.0 | |||||||||||
1,000,000 | Lowes Cos, Inc., 1.625%, 04/15/17 | 1,001,042 | 0.0 | |||||||||||
300,000 | NetApp, Inc., 2.000%, 12/15/17 | 300,883 | 0.0 | |||||||||||
400,000 | # | Nissan Motor Acceptance Corp., 1.950%, 09/12/17 | 401,174 | 0.0 | ||||||||||
250,000 | Philip Morris International, Inc., 1.250%, 11/09/17 | 249,779 | 0.0 | |||||||||||
500,000 | Ryder System, Inc., 2.500%, 03/01/17 | 500,533 | 0.0 | |||||||||||
750,000 | Shell International Finance BV, 1.125%, 08/21/17 | 750,003 | 0.0 | |||||||||||
5,075,000 | Time Warner Cable LLC, 5.850%, 05/01/17 | 5,147,319 | 0.2 | |||||||||||
500,000 | United Technologies Corp., 1.800%, 06/01/17 | 501,329 | 0.0 | |||||||||||
500,000 | Westpac Banking Corp., 2.000%, 08/14/17 | 502,212 | 0.0 | |||||||||||
400,000 | Xerox Corp., 2.950%, 03/15/17 | 401,219 | 0.0 | |||||||||||
33,058,749 | 1.0 | |||||||||||||
Commercial Paper: 2.1% | ||||||||||||||
5,000,000 | Z | Crown Point Capital Co., 04/10/17 | 4,985,636 | 0.1 | ||||||||||
10,000,000 | Z | CVS Health, 02/09/17 | 9,988,759 | 0.3 | ||||||||||
5,575,000 | Z | Ford Motor Co., 04/24/17 | 5,551,314 | 0.2 | ||||||||||
30,000,000 | Z | Jupiter Securitization Co., 03/20/17 | 29,939,133 | 0.9 | ||||||||||
10,000,000 | #,Z | Old Line Funding LLC, 03/14/17 | 9,982,672 | 0.3 | ||||||||||
5,000,000 | Z | Vodafone Group PLC, 01/23/17 | 4,997,010 | 0.2 | ||||||||||
5,000,000 | Z | Vodafone Group PLC, 09/28/17 | 4,938,573 | 0.1 | ||||||||||
70,383,097 | 2.1 | |||||||||||||
U.S. Government Agency Obligations: 1.2% | ||||||||||||||
11,310,000 | Fannie Mae, 5.375%, 06/12/17 | 11,542,330 | 0.4 | |||||||||||
14 | Fannie Mae, 5.500%, 01/01/17 | 14 | 0.0 | |||||||||||
3 | Fannie Mae, 5.500%, 01/01/17 | 3 | 0.0 | |||||||||||
283 | Fannie Mae, 5.500%, 02/01/17 | 283 | 0.0 |
7,735,000 | Freddie Mac, 1.000%, 03/08/17 | 7,741,335 | 0.2 | |||||||||||
21,246,000 | Freddie Mac, 1.000%, 09/29/17 | 21,268,138 | 0.6 | |||||||||||
40,552,103 | 1.2 | |||||||||||||
Securities Lending Collateralcc: 2.8% | ||||||||||||||
4,743,987 | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $4,744,252, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $4,839,142, due 12/31/17-10/20/46) | 4,743,987 | 0.1 | |||||||||||
22,540,716 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $22,541,951, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $22,991,530, due 01/25/17-10/20/66) | 22,540,716 | 0.6 | |||||||||||
22,540,716 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $22,542,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $22,991,530, due 03/02/17-02/01/49) | 22,540,716 | 0.7 | |||||||||||
22,540,716 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $22,541,951, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $22,991,531, due 01/15/17-08/20/66) | 22,540,716 | 0.7 |
See Accompanying Notes to Financial Statements
127 |
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2016 (continued) |
22,540,716 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/16, 0.65%, due 01/03/17 (Repurchase Amount $22,542,322, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $23,113,454, due 04/15/18-02/15/46) | 22,540,716 | 0.7 | |||||||||||
94,906,851 | 2.8 | |||||||||||||
Foreign Government Bonds: 0.1% | ||||||||||||||
2,710,000 | L | Nordic Investment Bank, 5.000%, 02/01/17 | ||||||||||||
(Cost $2,716,641) | 2,717,542 | 0.1 | ||||||||||||
U.S. Treasury Notes: 3.9% | ||||||||||||||
7,536,000 | United States Treasury Note, 0.500%, 01/31/17 | 7,536,942 | 0.2 | |||||||||||
3,001,000 | United States Treasury Note, 0.500%, 03/31/17 | 3,001,246 | 0.1 | |||||||||||
10,000,000 | United States Treasury Note, 0.625%, 05/31/17 | 10,001,570 | 0.3 | |||||||||||
29,512,000 | United States Treasury Note, 0.625%, 06/30/17 | 29,509,551 | 0.9 | |||||||||||
3,873,000 | United States Treasury Note, 0.750%, 01/15/17 | 3,873,546 | 0.1 | |||||||||||
6,188,000 | United States Treasury Note, 0.750%, 03/15/17 | 6,191,688 | 0.2 | |||||||||||
10,000,000 | United States Treasury Note, 0.875%, 11/30/17 | 10,001,730 | 0.3 | |||||||||||
2,784,000 | United States Treasury Note, 0.875%, 04/15/17 | 2,787,032 | 0.1 | |||||||||||
1,547,000 | United States Treasury Note, 0.875%, 05/15/17 | 1,548,655 | 0.0 | |||||||||||
3,885,000 | United States Treasury Note, 0.875%, 06/15/17 | 3,889,814 | 0.1 | |||||||||||
6,000,000 | United States Treasury Note, 0.875%, 08/15/17 | 6,006,132 | 0.2 | |||||||||||
4,005,000 | United States Treasury Note, 1.000%, 12/31/17 | 4,008,512 | 0.1 | |||||||||||
42,155,000 | United States Treasury Note, 2.375%, 07/31/17 | 42,563,524 | 1.3 | |||||||||||
130,919,942 | 3.9 | |||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
20,190,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $20,190,000) | 20,190,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $392,105,332) | 392,728,284 | 11.7 |
Total Investments in Securities (Cost $3,616,749,221) | $ | 3,646,315,076 | 109.1 | |||||||||||
Liabilities in Excess of Other Assets | (303,984,164 | ) | (9.1 | ) | ||||||||||
Net Assets | $ | 3,342,330,912 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
+ | Step-up basis bonds. Interest rates shown reflect current and next coupon rates. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
W | Settlement is on a when-issued or delayed-delivery basis. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Z | Indicates Zero Coupon Bond; rate shown reflects current effective yield. |
Cost for federal income tax purposes is $3,622,546,289.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 62,684,735 | ||
Gross Unrealized Depreciation | (38,915,948 | ) | ||
Net Unrealized Appreciation | $ | 23,768,787 |
See Accompanying Notes to Financial Statements
128 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.6% | ||||||||||||||
Consumer Discretionary: 11.9% | ||||||||||||||
22,353 | @ | Amazon.com, Inc. | 16,761,844 | 2.4 | ||||||||||
266,773 | Coach, Inc. | 9,342,390 | 1.3 | |||||||||||
102,716 | Hasbro, Inc. | 7,990,278 | 1.1 | |||||||||||
38,199 | LVMH Moet Hennessy Louis Vuitton SE | 7,283,490 | 1.0 | |||||||||||
95,094 | McDonald's Corp. | 11,574,842 | 1.7 | |||||||||||
1,069,046 | Panasonic Corp. | 10,842,435 | 1.6 | |||||||||||
126,750 | Renault S.A. | 11,257,569 | 1.6 | |||||||||||
147,693 | Starbucks Corp. | 8,199,915 | �� | 1.2 | ||||||||||
83,252,763 | 11.9 | |||||||||||||
Consumer Staples: 8.6% | ||||||||||||||
239,933 | Coca-Cola Co. | 9,947,622 | 1.4 | |||||||||||
316,372 | Diageo PLC | 8,209,857 | 1.2 | |||||||||||
283,427 | Japan Tobacco, Inc. | 9,303,105 | 1.3 | |||||||||||
121,771 | Kraft Heinz Co. | 10,633,044 | 1.5 | |||||||||||
167,369 | Nestle S.A. | 11,989,911 | 1.7 | |||||||||||
111,903 | Philip Morris International, Inc. | 10,238,006 | 1.5 | |||||||||||
60,321,545 | 8.6 | |||||||||||||
Energy: 7.3% | ||||||||||||||
221,187 | Canadian Natural Resources Ltd. | 7,051,442 | 1.0 | |||||||||||
93,373 | Chevron Corp. | 10,990,002 | 1.6 | |||||||||||
498,206 | ENI S.p.A. | 8,076,481 | 1.2 | |||||||||||
197,510 | Plains GP Holdings L.P. | 6,849,647 | 1.0 | |||||||||||
169,874 | Royal Dutch Shell PLC - Class A ADR | 9,237,748 | 1.3 | |||||||||||
103,279 | Schlumberger Ltd. | 8,670,272 | 1.2 | |||||||||||
50,875,592 | 7.3 | |||||||||||||
Financials: 18.1% | ||||||||||||||
1,636,809 | AIA Group Ltd. | 9,169,144 | 1.3 | |||||||||||
890,206 | Bank of America Corp. | 19,673,553 | 2.8 | |||||||||||
– | Banco Bilbao Vizcaya Argentaria S.A. | – | – | |||||||||||
72,141 | Chubb Ltd. | 9,531,269 | 1.4 | |||||||||||
367,869 | Danske Bank A/S | 11,129,423 | 1.6 | |||||||||||
658,977 | ING Groep NV | 9,277,608 | 1.3 | |||||||||||
2,218,166 | Insurance Australia Group Ltd. | 9,565,483 | 1.4 | |||||||||||
253,836 | JPMorgan Chase & Co. | 21,903,509 | 3.2 | |||||||||||
802,472 | Keycorp | 14,661,163 | 2.1 | |||||||||||
161,324 | Societe Generale | 7,935,040 | 1.1 | |||||||||||
95,416 | T. Rowe Price Group, Inc. | 7,181,008 | 1.0 | |||||||||||
359,255 | Yes Bank Ltd. | 6,094,137 | 0.9 | |||||||||||
126,121,337 | 18.1 | |||||||||||||
Health Care: 10.0% | ||||||||||||||
169,372 | AstraZeneca PLC | 9,249,080 | 1.3 | |||||||||||
95,202 | Medtronic PLC | 6,781,239 | 1.0 | |||||||||||
143,535 | Merck & Co., Inc. | 8,449,905 | 1.2 | |||||||||||
162,301 | Novartis AG | 11,803,097 | 1.7 | |||||||||||
51,658 | Roche Holding AG | 11,775,574 | 1.7 | |||||||||||
54,685 | Shire PLC ADR | 9,317,230 | 1.3 | |||||||||||
78,717 | UnitedHealth Group, Inc. | 12,597,869 | 1.8 | |||||||||||
69,973,994 | 10.0 |
Industrials: 10.8% | ||||||||||||||
131,715 | Deere & Co. | 13,571,914 | 1.9 | |||||||||||
79,465 | General Dynamics Corp. | 13,720,427 | 2.0 | |||||||||||
482,225 | LIXIL Group Corp. | 10,929,758 | 1.6 | |||||||||||
297,530 | Koninklijke Philips NV | 9,096,094 | 1.3 | |||||||||||
443,515 | Mitsubishi Corp. | 9,419,662 | 1.3 | |||||||||||
89,267 | Siemens AG | 10,929,884 | 1.6 | |||||||||||
638,798 | Volvo AB - B Shares | 7,436,893 | 1.1 | |||||||||||
75,104,632 | 10.8 | |||||||||||||
Information Technology: 15.6% | ||||||||||||||
221,981 | Apple, Inc. | 25,709,840 | 3.7 | |||||||||||
583,593 | Cisco Systems, Inc. | 17,636,181 | 2.5 | |||||||||||
200,227 | Intel Corp. | 7,262,233 | 1.0 | |||||||||||
389,336 | Microsoft Corp. | 24,193,339 | 3.5 | |||||||||||
258,272 | Oracle Corp. | 9,930,558 | 1.4 | |||||||||||
198,031 | Qualcomm, Inc. | 12,911,621 | 1.9 | |||||||||||
387,773 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 11,148,474 | 1.6 | |||||||||||
108,792,246 | 15.6 | |||||||||||||
Materials: 5.3% | ||||||||||||||
98,200 | BASF SE | 9,100,856 | 1.3 | |||||||||||
264,647 | Dow Chemical Co. | 15,143,101 | 2.2 | |||||||||||
214,857 | Nucor Corp. | 12,788,289 | 1.8 | |||||||||||
37,032,246 | 5.3 | |||||||||||||
Real Estate: 1.9% | ||||||||||||||
83,546 | Crown Castle International Corp. | 7,249,286 | 1.0 | |||||||||||
2,977 | Japan Retail Fund Investment Corp. | 6,035,023 | 0.9 | |||||||||||
13,284,309 | 1.9 | |||||||||||||
Telecommunication Services: 3.3% | ||||||||||||||
1,047,469 | China Mobile Ltd. | 11,043,650 | 1.6 | |||||||||||
803,900 | Orange SA | 12,190,357 | 1.7 | |||||||||||
23,234,007 | 3.3 | |||||||||||||
Utilities: 2.8% | ||||||||||||||
1,211,451 | Enel S.p.A. | 5,325,193 | 0.8 | |||||||||||
274,609 | �� | Gas Natural SDG S.A. | 5,166,316 | 0.7 | ||||||||||
76,070 | NextEra Energy, Inc. | 9,087,322 | 1.3 | |||||||||||
19,578,831 | 2.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $625,828,688) | 667,571,502 | 95.6 | ||||||||||||
SHORT-TERM INVESTMENTS: 4.1% | ||||||||||||||
Mutual Funds: 4.1% | ||||||||||||||
28,482,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $28,482,000) | 28,482,000 | 4.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $28,482,000) | 28,482,000 | 4.1 |
See Accompanying Notes to Financial Statements
129 |
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
Total Investments in Securities (Cost $654,310,688) | $ | 696,053,502 | 99.7 | |||||||||||
Assets in Excess of Other Liabilities | 1,773,305 | 0.3 | ||||||||||||
Net Assets | $ | 697,826,807 | 100.0 |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
Cost for federal income tax purposes is $655,705,737.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 60,704,937 | ||
Gross Unrealized Depreciation | (20,357,172 | ) | ||
Net Unrealized Appreciation | $ | 40,347,765 |
See Accompanying Notes to Financial Statements
130 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.2% | ||||||||||||||
Consumer Discretionary: 14.0% | ||||||||||||||
188,944 | @ | Acushnet Holdings Corp. | 3,724,086 | 0.5 | ||||||||||
160,813 | AMC Entertainment Holdings, Inc. | 5,411,357 | 0.8 | |||||||||||
437,128 | American Eagle Outfitters, Inc. | 6,631,232 | 1.0 | |||||||||||
224,091 | @ | Belmond Ltd. | 2,991,615 | 0.4 | ||||||||||
104,270 | Big Lots, Inc. | 5,235,397 | 0.8 | |||||||||||
134,344 | Caleres, Inc. | 4,409,170 | 0.6 | |||||||||||
111,402 | Cheesecake Factory | 6,670,752 | 1.0 | |||||||||||
45,426 | Childrens Place Retail Stores, Inc. | 4,585,755 | 0.7 | |||||||||||
317,393 | ClubCorp Holdings, Inc. | 4,554,590 | 0.7 | |||||||||||
117,499 | @ | Dave & Buster's Entertainment, Inc. | 6,615,194 | 0.9 | ||||||||||
52,577 | @ | Helen of Troy Ltd. | 4,440,128 | 0.6 | ||||||||||
190,451 | @ | Imax Corp. | 5,980,161 | 0.9 | ||||||||||
43,818 | Jack in the Box, Inc. | 4,891,841 | 0.7 | |||||||||||
74,115 | Marriott Vacations Worldwide Corp. | 6,288,658 | 0.9 | |||||||||||
162,584 | @ | Meritage Homes Corp. | 5,657,923 | 0.8 | ||||||||||
83,777 | Monro Muffler Brake, Inc. | 4,792,044 | 0.7 | |||||||||||
42,307 | Papa John's International, Inc. | 3,620,633 | 0.5 | |||||||||||
38,823 | Pool Corp. | 4,050,792 | 0.6 | |||||||||||
283,379 | Red Rock Resorts, Inc. | 6,571,559 | 0.9 | |||||||||||
97,122,887 | 14.0 | |||||||||||||
Consumer Staples: 2.5% | ||||||||||||||
397,006 | @,L | Amplify Snack Brands, Inc. | 3,497,623 | 0.5 | ||||||||||
408,352 | @,L | Hostess Brands, Inc. | 5,308,576 | 0.8 | ||||||||||
241,474 | @ | Performance Food Group Co. | 5,795,376 | 0.8 | ||||||||||
117,330 | L | Vector Group Ltd. | 2,668,084 | 0.4 | ||||||||||
17,269,659 | 2.5 | |||||||||||||
Energy: 3.7% | ||||||||||||||
140,028 | @ | Carrizo Oil & Gas, Inc. | 5,230,046 | 0.8 | ||||||||||
281,736 | @,L | Cloud Peak Energy, Inc. | 1,580,539 | 0.2 | ||||||||||
42,787 | @ | Dril-Quip, Inc. | 2,569,359 | 0.4 | ||||||||||
156,721 | @ | Forum Energy Technologies, Inc. | 3,447,862 | 0.5 | ||||||||||
199,653 | @ | Laredo Petroleum, Inc. | 2,823,093 | 0.4 | ||||||||||
197,707 | QEP Resources, Inc. | 3,639,786 | 0.5 | |||||||||||
232,173 | @ | Unit Corp. | 6,238,489 | 0.9 | ||||||||||
25,529,174 | 3.7 | |||||||||||||
Financials: 19.0% | ||||||||||||||
70,701 | L | Bank of NT Butterfield & Son Ltd. | 2,222,839 | 0.3 | ||||||||||
117,282 | Bank of the Ozarks, Inc. | 6,167,860 | 0.9 | |||||||||||
130,004 | Banner Corp. | 7,255,523 | 1.0 | |||||||||||
125,060 | Chemical Financial Corp. | 6,774,500 | 1.0 | |||||||||||
179,567 | CNO Financial Group, Inc. | 3,438,708 | 0.5 | |||||||||||
8,883 | @ | Enstar Group Ltd. | 1,756,169 | 0.3 |
66,779 | Evercore Partners, Inc. | 4,587,717 | 0.7 | |||||||||||
91,658 | First American Financial Corp. | 3,357,433 | 0.5 | |||||||||||
158,216 | Great Western Bancorp, Inc. | 6,896,636 | 1.0 | |||||||||||
128,963 | Horace Mann Educators Corp. | 5,519,616 | 0.8 | |||||||||||
495,331 | Investors Bancorp, Inc. | 6,909,868 | 1.0 | |||||||||||
172,692 | MB Financial, Inc. | 8,156,243 | 1.2 | |||||||||||
442,937 | OM Asset Management Plc | 6,422,587 | 0.9 | |||||||||||
73,454 | Pinnacle Financial Partners, Inc. | 5,090,362 | 0.7 | |||||||||||
41,051 | Primerica, Inc. | 2,838,677 | 0.4 | |||||||||||
380,296 | Radian Group, Inc. | 6,837,722 | 1.0 | |||||||||||
298,320 | Redwood Trust, Inc. | 4,537,447 | 0.7 | |||||||||||
129,657 | Renasant Corp. | 5,474,119 | 0.8 | |||||||||||
134,537 | Selective Insurance Group | 5,791,818 | 0.8 | |||||||||||
95,568 | Simmons First National Corp. | 5,939,551 | 0.9 | |||||||||||
230,800 | Sterling Bancorp/DE | 5,400,720 | 0.8 | |||||||||||
86,565 | @ | Stifel Financial Corp. | 4,323,922 | 0.6 | ||||||||||
118,022 | Webster Financial Corp. | 6,406,234 | 0.9 | |||||||||||
55,125 | @ | Western Alliance Bancorp. | 2,685,139 | 0.4 | ||||||||||
133,715 | WSFS Financial Corp. | 6,197,690 | 0.9 | |||||||||||
130,989,100 | 19.0 | |||||||||||||
Health Care: 8.7% | ||||||||||||||
113,227 | @ | Amedisys, Inc. | 4,826,867 | 0.7 | ||||||||||
152,669 | @ | AMN Healthcare Services, Inc. | 5,870,123 | 0.8 | ||||||||||
63,376 | @ | Charles River Laboratories International, Inc. | 4,828,617 | 0.7 | ||||||||||
95,682 | @ | Exelixis, Inc. | 1,426,619 | 0.2 | ||||||||||
184,952 | @,L | Halozyme Therapeutics, Inc. | 1,827,326 | 0.3 | ||||||||||
127,606 | Healthsouth Corp. | 5,262,471 | 0.8 | |||||||||||
80,552 | Hill-Rom Holdings, Inc. | 4,522,189 | 0.7 | |||||||||||
85,581 | @ | Horizon Pharma PLC | 1,384,701 | 0.2 | ||||||||||
146,197 | @ | Impax Laboratories, Inc. | 1,937,110 | 0.3 | ||||||||||
115,051 | @ | Integer Holdings Corp. | 3,388,252 | 0.5 | ||||||||||
11,925 | @,L | Ligand Pharmaceuticals, Inc. | 1,211,699 | 0.2 | ||||||||||
71,524 | @ | Masimo Corp. | 4,820,718 | 0.7 | ||||||||||
57,872 | @,L | Myovant Sciences Ltd. | 719,928 | 0.1 | ||||||||||
93,513 | @ | NuVasive, Inc. | 6,299,036 | 0.9 | ||||||||||
64,898 | Owens & Minor, Inc. | 2,290,250 | 0.3 | |||||||||||
47,727 | @,L | Pacira Pharmaceuticals, Inc. | 1,541,582 | 0.2 | ||||||||||
97,423 | @ | Prestige Brands Holdings, Inc. | 5,075,738 | 0.7 | ||||||||||
63,700 | @ | Team Health Holdings, Inc. | 2,767,765 | 0.4 | ||||||||||
60,000,991 | 8.7 | |||||||||||||
Industrials: 14.2% | ||||||||||||||
121,348 | ABM Industries, Inc. | 4,955,852 | 0.7 | |||||||||||
194,252 | Actuant Corp. | 5,040,839 | 0.7 | |||||||||||
129,725 | @ | Atlas Air Worldwide Holdings, Inc. | 6,765,159 | 1.0 | ||||||||||
131,716 | Barnes Group, Inc. | 6,245,973 | 0.9 | |||||||||||
115,335 | @ | Beacon Roofing Supply, Inc. | 5,313,483 | 0.8 |
See Accompanying Notes to Financial Statements
131 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
65,116 | Clarcor, Inc. | 5,370,117 | 0.8 | |||||||||||
49,940 | Curtiss-Wright Corp. | 4,912,098 | 0.7 | |||||||||||
8,257 | @ | Esterline Technologies Corp. | 736,524 | 0.1 | ||||||||||
161,415 | Healthcare Services Group, Inc. | 6,322,626 | 0.9 | |||||||||||
161,374 | @ | On Assignment, Inc. | 7,126,276 | 1.0 | ||||||||||
55,175 | Orbital ATK, Inc. | 4,840,503 | 0.7 | |||||||||||
70,778 | Regal-Beloit Corp. | 4,901,377 | 0.7 | |||||||||||
151,397 | @ | SPX FLOW, Inc. | 4,853,788 | 0.7 | ||||||||||
47,504 | @ | Teledyne Technologies, Inc. | 5,842,992 | 0.9 | ||||||||||
126,193 | Tetra Tech, Inc. | 5,445,228 | 0.8 | |||||||||||
78,713 | Toro Co. | 4,403,992 | 0.6 | |||||||||||
32,763 | Universal Forest Products, Inc. | 3,347,723 | 0.5 | |||||||||||
89,452 | Watts Water Technologies, Inc. | 5,832,270 | 0.9 | |||||||||||
81,362 | Woodward, Inc. | 5,618,046 | 0.8 | |||||||||||
97,874,866 | 14.2 | |||||||||||||
Information Technology: 18.1% | ||||||||||||||
167,711 | @ | Blackhawk Network Holdings, Inc. | 6,318,512 | 0.9 | ||||||||||
168,386 | @ | Bottomline Technologies de, Inc. | 4,213,018 | 0.6 | ||||||||||
51,314 | @ | CACI International, Inc. | 6,378,330 | 0.9 | ||||||||||
115,454 | @ | Cardtronics plc | 6,300,325 | 0.9 | ||||||||||
23,493 | @ | Coherent, Inc. | 3,227,586 | 0.5 | ||||||||||
113,739 | @ | Commvault Systems, Inc. | 5,846,185 | 0.8 | ||||||||||
142,613 | @ | Cornerstone OnDemand, Inc. | 6,033,956 | 0.9 | ||||||||||
451,766 | Cypress Semiconductor Corp. | 5,168,203 | 0.7 | |||||||||||
168,543 | Diebold Nixdorf, Inc. | 4,238,856 | 0.6 | |||||||||||
134,960 | @ | Electronics for Imaging, Inc. | 5,919,346 | 0.9 | ||||||||||
69,267 | @ | Euronet Worldwide, Inc. | 5,017,009 | 0.7 | ||||||||||
57,200 | Fair Isaac Corp. | 6,819,384 | 1.0 | |||||||||||
115,791 | Flir Systems, Inc. | 4,190,476 | 0.6 | |||||||||||
66,528 | j2 Global, Inc. | 5,441,990 | 0.8 | |||||||||||
38,843 | Littelfuse, Inc. | 5,895,202 | 0.9 | |||||||||||
168,231 | @,L | Match Group, Inc. | 2,876,750 | 0.4 | ||||||||||
98,228 | @ | Microsemi Corp. | 5,301,365 | 0.8 | ||||||||||
39,309 | MKS Instruments, Inc. | 2,334,955 | 0.3 | |||||||||||
264,534 | @ | NeoPhotonics Corp. | 2,859,613 | 0.4 | ||||||||||
157,011 | @ | Netscout Systems, Inc. | 4,945,846 | 0.7 | ||||||||||
532,525 | @ | Photronics, Inc. | 6,017,532 | 0.9 | ||||||||||
76,843 | @ | Plexus Corp. | 4,152,596 | 0.6 | ||||||||||
25,546 | @ | Proofpoint, Inc. | 1,804,825 | 0.3 | ||||||||||
172,481 | @ | Veeco Instruments, Inc. | 5,027,821 | 0.7 | ||||||||||
162,178 | @ | Verint Systems, Inc. | 5,716,775 | 0.8 | ||||||||||
124,552 | @ | Virtusa Corp. | 3,128,746 | 0.5 | ||||||||||
125,175,202 | 18.1 | |||||||||||||
Materials: 6.2% | ||||||||||||||
147,103 | Carpenter Technology Corp. | 5,320,715 | 0.8 | |||||||||||
260,097 | Commercial Metals Co. | 5,664,913 | 0.8 | |||||||||||
118,278 | HB Fuller Co. | 5,714,010 | 0.8 | |||||||||||
161,871 | KapStone Paper and Packaging Corp. | 3,569,256 | 0.5 | |||||||||||
77,392 | Minerals Technologies, Inc. | 5,978,532 | 0.9 | |||||||||||
296,255 | Olin Corp. | 7,587,091 | 1.1 | |||||||||||
85,592 | PolyOne Corp. | 2,742,368 | 0.4 |
125,687 | L | Valvoline, Inc. | 2,702,270 | 0.4 | ||||||||||
78,989 | Worthington Industries, Inc. | 3,747,238 | 0.5 | |||||||||||
43,026,393 | 6.2 | |||||||||||||
Real Estate: 6.5% | ||||||||||||||
258,235 | Easterly Government Properties, Inc. | 5,169,865 | 0.7 | |||||||||||
614,161 | Gramercy Property Trust | 5,637,998 | 0.8 | |||||||||||
170,800 | Hudson Pacific Properties, Inc. | 5,940,424 | 0.9 | |||||||||||
237,652 | Kennedy-Wilson Holdings, Inc. | 4,871,866 | 0.7 | |||||||||||
152,438 | LaSalle Hotel Properties | 4,644,786 | 0.7 | |||||||||||
43,288 | Life Storage, Inc. | 3,690,735 | 0.5 | |||||||||||
147,454 | QTS Realty Trust, Inc. | 7,321,091 | 1.1 | |||||||||||
184,123 | STAG Industrial, Inc. | 4,395,016 | 0.6 | |||||||||||
124,513 | Urban Edge Properties | 3,425,352 | 0.5 | |||||||||||
45,097,133 | 6.5 | |||||||||||||
Telecommunication Services: 0.6% | ||||||||||||||
106,598 | Cogent Communications Holdings, Inc. | 4,407,827 | 0.6 | |||||||||||
Utilities: 1.7% | ||||||||||||||
83,339 | Black Hills Corp. | 5,112,014 | 0.7 | |||||||||||
32,302 | Idacorp, Inc. | 2,601,926 | 0.4 | |||||||||||
97,707 | Portland General Electric Co. | 4,233,645 | 0.6 | |||||||||||
11,947,585 | 1.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $537,944,057) | 658,440,817 | 95.2 | ||||||||||||
EXCHANGE-TRADED FUNDS: 1.9% | ||||||||||||||
96,325 | iShares Russell 2000 ETF | 12,989,426 | 1.9 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $11,102,126) | 12,989,426 | 1.9 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $549,046,183) | 671,430,243 | 97.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.6% | ||||||||||||||
Securities Lending Collateralcc: 2.2% | ||||||||||||||
3,556,570 | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $3,556,769, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $3,627,908, due 12/31/17-10/20/46) | 3,556,570 | 0.5 |
See Accompanying Notes to Financial Statements
132 |
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
3,556,570 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,556,765, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,627,701, due 01/25/17-10/20/66) | 3,556,570 | 0.5 | |||||||||||
3,556,570 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $3,556,773, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,627,701, due 03/02/17-02/01/49) | 3,556,570 | 0.5 | |||||||||||
748,512 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $748,553, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $763,482, due 10/31/18-11/30/22) | 748,512 | 0.1 | |||||||||||
3,556,570 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,556,765, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,627,701, due 01/15/17-08/20/66) | 3,556,570 | 0.6 | |||||||||||
14,974,792 | 2.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.4% | ||||||||||||||
23,480,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $23,480,000) | 23,480,000 | 3.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $38,454,792) | 38,454,792 | 5.6 |
Total Investments in Securities (Cost $587,500,975) | $ | 709,885,035 | 102.7 | |||||||||||
Liabilities in Excess of Other Assets | (18,757,762 | ) | (2.7 | ) | ||||||||||
Net Assets | $ | 691,127,273 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2016. |
Cost for federal income tax purposes is $590,898,425.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 136,415,602 | ||
Gross Unrealized Depreciation | (17,428,992 | ) | ||
Net Unrealized Appreciation | $ | 118,986,610 |
See Accompanying Notes to Financial Statements
133 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) | The Code of Ethics 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(a) under the Act (17 CFR 270.30a-2(a)) is attached hereto as EX-99.CERT. |
(a)(3) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Portfolios, Inc.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: March 10, 2017
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: March 10, 2017
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: March 10, 2017