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: 811-05773
Voya Balanced Portfolio, 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, 2015 |
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
January 12, 2016
| | Index | | | | Description | | |
| | Barclays Global Inflation Linked U.S. TIPS Index | | | | The index measures the performance of the US Treasury Inflation Protected Securities (TIPS) market. | | |
| | Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Barclays U.S. Aggregate Bond Index | | | | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Barclays U.S. Corporate Investment Grade Bond Index | | | | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | iMoney Net First Tier Retail Index | | | | An unmanaged index that includes the most broadly based money market funds. | | |
| | MSCI All Country World IndexSM | | | | A free-float adjusted market capitalization index that is designed to measure equity performance in the global developed and emerging markets. | | |
| | MSCI EAFE® Index | | | | An unmanaged index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | Russell 2000® Index | | | | An unmanaged index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An unmanaged index that measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | Russell Midcap® Index | | | | An unmanaged index that measures the performance of the 800 smallest companies in the Russell 1000® Index, which represents approximately 26% of the total market capitalization of the Russell 1000® Index. | | |
| | S&P 500® Index | | | | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk Growth Index | | | | Seeks to provide increased exposure to equities, while also using some fixed-income exposure to dampen risk. | | |
| | Shanghai Stock Exchange Composite Index | | | | A capitalization-weighted index. The index tracks the daily price performance of all A-shares and B-shares listed on the Shanghai Stock Exchange. The index was developed on December 19, 1990 with a base value of 100. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 56.7% | |
| Corporate Bonds/Notes | | | 9.5% | |
| U.S. Government Agency Obligations | | | 6.5% | |
| Exchange-Traded Funds | | | 5.8% | |
| Mutual Funds | | | 4.0% | |
| Collateralized Mortgage Obligations | | | 3.6% | |
| U.S. Treasury Obligations | | | 3.4% | |
| Foreign Government Bonds | | | 1.8% | |
| Asset-Backed Securities | | | 1.6% | |
| Preferred Stock | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 7.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| Voya High Yield Bond Fund - Class P | | | 3.0% | |
| PowerShares Senior Loan Portfolio | | | 2.0% | |
| iShares MSCI Emerging Markets Index Fund | | | 1.5% | |
| Apple, Inc. | | | 1.3% | |
| Microsoft Corp. | | | 1.0% | |
| iShares Barclays 20+ Year Treasury Bond Fund | | | 1.0% | |
| SPDR Barclays Capital High Yield Bond ETF | | | 1.0% | |
| Credit Suisse Commodity Return Strategy Fund - Class I | | | 1.0% | |
| United States Treasury Note, 1.250%, 12/15/18 | | | 1.0% | |
| Amazon.com, Inc. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -1.86% | | | | | | 6.39% | | | | | | 4.48% | | | |
| | Class S | | | | | -2.14% | | | | | | 6.13% | | | | | | 4.21% | | | |
| | S&P Target Risk Growth Index | | | | | -0.69% | | | | | | 6.91% | | | | | | 5.32% | | | |
| | Barclays U.S. Aggregate Bond Index | | | | | 0.55% | | | | | | 3.25% | | | | | | 4.51% | | | |
| | MSCI EAFE® Index | | | | | -0.81% | | | | | | 3.60% | | | | | | 3.03% | | | |
| | Russell 3000® Index | | | | | 0.48% | | | | | | 12.18% | | | | | | 7.35% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global Value Advantage Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 21.2% | |
| Health Care | | | 13.1% | |
| Consumer Discretionary | | | 13.0% | |
| Information Technology | | | 12.4% | |
| Consumer Staples | | | 10.7% | |
| Industrials | | | 9.5% | |
| Energy | | | 6.4% | |
| Materials | | | 4.5% | |
| Telecommunication Services | | | 3.9% | |
| Utilities | | | 3.3% | |
| Assets in Excess of Other Liabilities* | | | 2.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 3.1% | |
| Microsoft Corp. | | | 2.7% | |
| Wells Fargo & Co. | | | 2.3% | |
| JPMorgan Chase & Co. | | | 2.2% | |
| Roche Holding AG | | | 2.0% | |
| Cisco Systems, Inc. | | | 1.9% | |
| Home Depot, Inc. | | | 1.9% | |
| Intel Corp. | | | 1.8% | |
| Kimberly-Clark Corp. | | | 1.8% | |
| Bristol-Myers Squibb Co. | | | 1.7% | |
| Portfolio holdings are subject to change daily. | |
Voya Global Value Advantage Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and S January 28, 2008 | | | Since Inception of Classes I, S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | -2.85% | | | | | | 4.87% | | | | | | 0.88% | | | | | | — | | | |
| | Class I | | | | | — | | | | | | — | | | | | | — | | | | | | -6.64% | | | |
| | Class S | | | | | -2.47% | | | | | | 5.16% | | | | | | 1.15% | | | | | | — | | | |
| | Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | -7.04% | | | |
| | Class T | | | | | — | | | | | | — | | | | | | — | | | | | | -7.04% | | | |
| | MSCI ACW Index | | | | | -2.36% | | | | | | 6.09% | | | | | | 3.38% | | | | | | -5.51% | | | |
| | | | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 19.5% | |
| Financials | | | 16.0% | |
| Health Care | | | 15.1% | |
| Consumer Discretionary | | | 14.2% | |
| Consumer Staples | | | 10.2% | |
| Industrials | | | 7.9% | |
| Energy | | | 6.6% | |
| Utilities | | | 3.2% | |
| Materials | | | 2.8% | |
| Telecommunication Services | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 4.5% | |
| Microsoft Corp. | | | 4.0% | |
| Pfizer, Inc. | | | 2.6% | |
| Merck & Co., Inc. | | | 2.5% | |
| General Electric Co. | | | 2.5% | |
| Wells Fargo & Co. | | | 2.4% | |
| Cisco Systems, Inc. | | | 2.4% | |
| AT&T, Inc. | | | 2.3% | |
| Intel Corp. | | | 2.1% | |
| Amazon.com, Inc. | | | 2.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 20, 2006 | | | Since Inception of Class S2 February 27, 2009 | | | |||||||||||||||
| | Class ADV | | | | | -1.82% | | | | | | 9.99% | | | | | | — | | | | | | 5.09% | | | | | | — | | | |
| | Class I | | | | | -1.42% | | | | | | 10.49% | | | | | | 6.47% | | | | | | — | | | | | | — | | | |
| | Class S | | | | | -1.64% | | | | | | 10.22% | | | | | | 6.19% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | -1.78% | | | | | | 10.07% | | | | | | — | | | | | | — | | | | | | 16.08% | | | |
| | S&P 500® Index | | | | | 1.38% | | | | | | 12.57% | | | | | | 7.31% | | | | | | 6.35% | | | | | | 18.63% | | | |
| | | | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| Investment Type Allocation as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 33.4% | |
| U.S. Government Agency Obligations | | | 32.6% | |
| Mutual Funds | | | 12.7% | |
| Collateralized Mortgage Obligations | | | 12.1% | |
| Asset-Backed Securities | | | 8.1% | |
| U.S. Treasury Obligations | | | 6.4% | |
| Foreign Government Bonds | | | 0.2% | |
| Municipal Bonds | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (5.6)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Bond, 2.875%, 08/15/45 | | | 3.1% | |
| Ginnie Mae, 3.500%, 11/20/41 | | | 3.1% | |
| Freddie Mac, 3.500%, 07/15/41 | | | 2.8% | |
| Voya Investment Grade Credit Fund - Class P | | | 2.6% | |
| Voya Securitized Credit Fund - Class P | | | 2.5% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 2.4% | |
| Voya High Yield Bond Fund - Class P | | | 2.0% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 1.6% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.2% | |
| Freddie Mac, 3.000%, 09/01/45 | | | 1.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 20, 2006 | | | Since Inception of Class S2 February 27, 2009 | | | |||||||||||||||
| | Class ADV | | | | | -0.02% | | | | | | 4.22% | | | | | | — | | | | | | 3.99% | | | | | | — | | | |
| | Class I | | | | | 0.60% | | | | | | 4.75% | | | | | | 4.55% | | | | | | — | | | | | | — | | | |
| | Class S | | | | | 0.26% | | | | | | 4.48% | | | | | | 4.28% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | 0.17% | | | | | | 4.32% | | | | | | — | | | | | | — | | | | | | 6.60% | | | |
| | Barclays U.S. Aggregate Bond Index | | | | | 0.55% | | | | | | 3.25% | | | | | | 4.51% | | | | | | 4.49% | | | | | | 4.39% | | | |
| | | | |
Portfolio Managers’ Report | Voya Money Market Portfolio |
| Investment Type Allocation as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Asset Backed Commercial Paper | | | 22.0% | |
| Treasury Debt | | | 21.8% | |
| Certificates of Deposit | | | 20.0% | |
| Other Note | | | 10.4% | |
| Investment Companies | | | 9.2% | |
| Financial Company Commercial Paper | | | 7.7% | |
| Other Commercial Paper | | | 7.4% | |
| Government Agency Debt | | | 5.8% | |
| Liabilities in Excess of Other Assets | | | (4.3)% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Bill, 0.281%, 03/24/16 | | | 17.0% | |
| BlackRock Liquidity Funds, TempCash, Institutional, 0.272%, 01/04/16 | | | 4.6% | |
| BlackRock Liquidity Funds, TempFund, Institutional, 0.284%, 01/04/16 | | | 4.6% | |
| Sumitomo Mitsui Trust NY, 0.249%, 01/05/16 | | | 4.4% | |
| Crown Point Capital Co., 0.305%, 01/04/16 | | | 4.3% | |
| Concord Minutement Capital Co., 0.305%, 01/04/16 | | | 4.3% | |
| United States Treasury Bill, 0.046%, 01/14/16 | | | 4.2% | |
| Norinchukin Bank NY, 0.460%, 03/01/16 | | | 4.1% | |
| Wells Fargo Bank NA, 0.499%, 09/21/16 | | | 3.1% | |
| Thunder Bay Funding LLC, 0.517%, 01/14/16 | | | 2.9% | |
| Portfolio holdings are subject to change daily. | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2015 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 26.2% | |
| Information Technology | | | 17.5% | |
| Industrials | | | 15.5% | |
| Consumer Discretionary | | | 12.9% | |
| Health Care | | | 12.8% | |
| Materials | | | 4.4% | |
| Consumer Staples | | | 2.6% | |
| Utilities | | | 2.3% | |
| Energy | | | 1.9% | |
| Exchange-Traded Funds | | | 1.8% | |
| Assets in Excess of Other Liabilities* | | | 2.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2015* (as a percentage of net assets) | | |||
| | | | | |
| iShares Russell 2000 ETF | | | 1.8% | |
| Healthsouth Corp. | | | 1.1% | |
| Clarcor, Inc. | | | 1.1% | |
| Littelfuse, Inc. | | | 1.1% | |
| j2 Global, Inc. | | | 1.1% | |
| STERIS PLC | | | 1.0% | |
| Webster Financial Corp. | | | 1.0% | |
| Investors Bancorp, Inc. | | | 1.0% | |
| MB Financial, Inc. | | | 1.0% | |
| Orbital ATK, Inc. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2015 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 16, 2008 | | | Since Inception of Class R6 November 24, 2015 | | | |||||||||||||||
| | Class ADV | | | | | -1.26% | | | | | | 9.67% | | | | | | — | | | | | | 14.49% | | | | | | — | | | |
| | Class I | | | | | -0.79% | | | | | | 10.21% | | | | | | 8.20% | | | | | | — | | | | | | — | | | |
| | Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | -3.99% | | | |
| | Class S | | | | | -1.02% | | | | | | 9.95% | | | | | | 7.90% | | | | | | — | | | | | | — | | | |
| | Russell 2000® Index | | | | | -4.41% | | | | | | 9.19% | | | | | | 6.80% | | | | | | 14.49% | | | | | | -4.25% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 969.10 | | | | | | 0.62% | | | | | $ | 3.08 | | | | | $ | 1,000.00 | | | | | $ | 1,022.08 | | | | | | 0.62% | | | | | $ | 3.16 | | |
Class S | | | | | 1,000.00 | | | | | | 967.50 | | | | | | 0.87 | | | | | | 4.31 | | | | | | 1,000.00 | | | | | | 1,020.82 | | | | | | 0.87 | | | | | | 4.43 | | |
Voya Global Value Advantage Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 931.60 | | | | | | 1.11% | | | | | $ | 5.40 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.11% | | | | | $ | 5.65 | | |
Class I | | | | | 1,000.00 | | | | | | 935.10 | | | | | | 0.61 | | | | | | 2.98 | | | | | | 1,000.00 | | | | | | 1,022.13 | | | | | | 0.61 | | | | | | 3.11 | | |
Class S | | | | | 1,000.00 | | | | | | 933.10 | | | | | | 0.86 | | | | | | 4.19 | | | | | | 1,000.00 | | | | | | 1,020.87 | | | | | | 0.86 | | | | | | 4.38 | | |
Class S2 | | | | | 1,000.00 | | | | | | 932.20 | | | | | | 1.01 | | | | | | 4.92 | | | | | | 1,000.00 | | | | | | 1,020.11 | | | | | | 1.01 | | | | | | 5.14 | | |
Class T | | | | | 1,000.00 | | | | | | 932.20 | | | | | | 1.21 | | | | | | 5.89 | | | | | | 1,000.00 | | | | | | 1,019.11 | | | | | | 1.21 | | | | | | 6.16 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 967.40 | | | | | | 1.03% | | | | | $ | 5.11 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 969.60 | | | | | | 0.58 | | | | | | 2.88 | | | | | | 1,000.00 | | | | | | 1,022.28 | | | | | | 0.58 | | | | | | 2.96 | | |
Class S | | | | | 1,000.00 | | | | | | 968.60 | | | | | | 0.83 | | | | | | 4.12 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Class S2 | | | | | 1,000.00 | | | | | | 967.80 | | | | | | 0.98 | | | | | | 4.86 | | | | | | 1,000.00 | | | | | | 1,020.27 | | | | | | 0.98 | | | | | | 4.99 | | |
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 999.60 | | | | | | 0.98% | | | | | $ | 4.94 | | | | | $ | 1,000.00 | | | | | $ | 1,020.27 | | | | | | 0.98% | | | | | | 4.99 | | |
Class I | | | | | 1,000.00 | | | | | | 1,003.40 | | | | | | 0.48 | | | | | | 2.42 | | | | | | 1,000.00 | | | | | | 1,022.79 | | | | | | 0.48 | | | | | | 2.45 | | |
Class S | | | | | 1,000.00 | | | | | | 1,001.50 | | | | | | 0.73 | | | | | | 3.68 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.73 | | | | | | 3.72 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,000.70 | | | | | | 0.88 | | | | | | 4.44 | | | | | | 1,000.00 | | | | | | 1,020.77 | | | | | | 0.88 | | | | | | 4.48 | | |
Voya Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,000.00 | | | | | | 0.22% | | | | | $ | 1.11 | | | | | $ | 1,000.00 | | | | | $ | 1,024.10 | | | | | | 0.22% | | | | | $ | 1.12 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.00 | | | | | | 0.22 | | | | | | 1.11 | | | | | | 1,000.00 | | | | | | 1,024.10 | | | | | | 0.22 | | | | | | 1.12 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | | Beginning Account Value July 1, 2015 | | | Ending Account Value December 31, 2015 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2015* | | ||||||||||||||||||||||||
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 937.80 | | | | | | 1.34% | | | | | $ | 6.54 | | | | | $ | 1,000.00 | | | | | $ | 1,018.45 | | | | | | 1.34% | | | | | $ | 6.82 | | |
Class I | | | | | 1,000.00 | | | | | | 940.40 | | | | | | 0.84 | | | | | | 4.11 | | | | | | 1,000.00 | | | | | | 1,020.97 | | | | | | 0.84 | | | | | | 4.28 | | |
Class R6(1) | | | | | 1,000.00 | | | | | | 960.10 | | | | | | 0.84 | | | | | | 0.86 | | | | | | 1,000.00 | | | | | | 1,020.97 | | | | | | 0.84 | | | | | | 4.28 | | |
Class S | | | | | 1,000.00 | | | | | | 939.30 | | | | | | 1.09 | | | | | | 5.33 | | | | | | 1,000.00 | | | | | | 1,019.71 | | | | | | 1.09 | | | | | | 5.55 | | |
| | | | | | | | | | | | | | |
Voya Balanced Portfolio, Inc., Voya Variable Funds, Voya Variable Portfolios, Inc., Voya Intermediate Bond Portfolio, and Voya Money Market Portfolio
February 25, 2016
| | | Voya Balanced Portfolio | | | Voya Global Value Advantage Portfolio | | | Voya Growth and Income Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 398,212,046 | | | | | $ | 786,004,573 | | | | | $ | 3,601,399,172 | | |
Investments in affiliated underlying funds at fair value** | | | | | 13,431,216 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 14,484,129 | | | | | | 12,164,936 | | | | | | 42,867,000 | | |
Total investments at fair value | | | | $ | 426,127,391 | | | | | $ | 798,169,509 | | | | | $ | 3,644,266,172 | | |
Cash | | | | | 29,041,140 | | | | | | 362 | | | | | | 25,074 | | |
Cash collateral for futures | | | | | 2,743,450 | | | | | | 168,300 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 550,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 161,047 | | | | | | 283,910 | | | | | | — | | |
Foreign cash collateral for futures***** | | | | | 4,604 | | | | | | — | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investments in affiliated underlying funds sold | | | | | 5,216,170 | | | | | | — | | | | | | — | | |
Investment securities sold | | | | | — | | | | | | — | | | | | | 31,225,834 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 2,088,914 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 43,969 | | | | | | 2,409,038 | | | | | | 2,621,132 | | |
Dividends | | | | | 451,127 | | | | | | 1,654,263 | | | | | | 7,899,703 | | |
Interest | | | | | 818,353 | | | | | | — | | | | | | — | | |
Foreign currency settlement (Note 14) | | | | | 18,617 | | | | | | 1,358,167 | | | | | | 486,453 | | |
Foreign tax reclaims | | | | | 86,404 | | | | | | 446,851 | | | | | | 73,971 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 799,184 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 909 | | | | | | 1,681 | | | | | | 8,014 | | |
Other assets | | | | | 122,240 | | | | | | 36,972 | | | | | | 496,560 | | |
Total assets | | | | | 468,273,519 | | | | | | 804,529,053 | | | | | | 3,687,102,913 | | |
LIABILITIES: | | | | | |||||||||||||||
Payable for investments in affiliated underlying funds purchased | | | | | 4,750,482 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 9,285,358 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 2,009,235 | | | | | | 305,205 | | | | | | 3,674,178 | | |
Payable for foreign cash collateral for futures****** | | | | | 26,117 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 7,648,866 | | | | | | 1,010,936 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 794,081 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 13,224 | | | | | | — | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | 300,000 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 211,925 | | | | | | 378,126 | | | | | | 1,756,649 | | |
Payable for distribution and shareholder service fees | | | | | 866 | | | | | | 158,222 | | | | | | 584,612 | | |
Payable for directors/trustees fees | | | | | 2,442 | | | | | | 3,690 | | | | | | 20,173 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 122,240 | | | | | | 36,972 | | | | | | 496,560 | | |
Other accrued expenses and liabilities | | | | | 138,727 | | | | | | 203,225 | | | | | | 393,324 | | |
Total liabilities | | | | | 25,303,563 | | | | | | 2,096,376 | | | | | | 6,925,496 | | |
NET ASSETS | | | | $ | 442,969,956 | | | | | $ | 802,432,677 | | | | | $ | 3,680,177,417 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 444,204,673 | | | | | $ | 1,025,029,473 | | | | | $ | 3,036,721,589 | | |
Undistributed net investment income | | | | | 7,368,281 | | | | | | 19,417,497 | | | | | | (515,229) | | |
Accumulated net realized gain (loss) | | | | | (6,944,145) | | | | | | (198,967,731) | | | | | | 39,758,990 | | |
Net unrealized appreciation (depreciation) | | | | | (1,658,853) | | | | | | (43,046,562) | | | | | | 604,212,067 | | |
NET ASSETS | | | | $ | 442,969,956 | | | | | $ | 802,432,677 | | | | | $ | 3,680,177,417 | | |
+ Including securities loaned at value | | | | $ | 7,455,134 | | | | | $ | 961,437 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 398,731,125 | | | | | $ | 829,027,566 | | | | | $ | 2,997,187,105 | | |
** Cost of investments in affiliated underlying funds | | | | $ | 14,472,597 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 14,484,150 | | | | | $ | 12,164,936 | | | | | $ | 42,867,000 | | |
**** Cost of foreign currencies | | | | $ | 157,243 | | | | | $ | 299,564 | | | | | $ | — | | |
***** Cost of foreign cash collateral for futures | | | | $ | 4,604 | | | | | $ | — | | | | | $ | — | | |
****** Cost of payable for foreign cash collateral for futures | | | | $ | 26,116 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Value Advantage Portfolio | | | Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 23,879,799 | | | | | $ | 1,145,071,946 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | n/a | | | | | | 2,697,322 | | | | | | 41,180,010 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.85 | | | | | $ | 27.81 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 438,912,314 | | | | | $ | 165,749,028 | | | | | $ | 1,872,684,388 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 31,136,599 | | | | | | 18,547,293 | | | | | | 66,564,352 | | |
Net asset value and redemption price per share | | | | $ | 14.10 | | | | | $ | 8.94 | | | | | $ | 28.13 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 4,057,642 | | | | | $ | 558,518,897 | | | | | $ | 662,075,115 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 200,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 289,674 | | | | | | 62,568,174 | | | | | | 23,793,786 | | |
Net asset value and redemption price per share | | | | $ | 14.01 | | | | | $ | 8.93 | | | | | $ | 27.83 | | |
Class S2 | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 288,345 | | | | | $ | 345,968 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | n/a | | | | | | 32,759 | | | | | | 12,535 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.80 | | | | | $ | 27.60 | | |
Class T | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 53,996,608 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 6,137,233 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.80 | | | | | | n/a | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Money Market Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 4,428,798,142 | | | | | $ | — | | | | | $ | 591,379,589 | | |
Investments in affiliated underlying funds at fair value** | | | | | 603,339,880 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 107,624,679 | | | | | | — | | | | | | 22,428,258 | | |
Total investments at fair value | | | | $ | 5,139,762,701 | | | | | $ | — | | | | | $ | 613,807,847 | | |
Short-term investments at amortized cost | | | | | — | | | | | | 564,570,652 | | | | | | — | | |
Cash | | | | | 260,358 | | | | | | 64 | | | | | | 816 | | |
Cash collateral for futures | | | | | 8,407,334 | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 13,492,000 | | | | | | — | | | | | | — | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 773,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 1,071 | | | | | | — | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | 136,197,127 | | | | | | — | | | | | | 4,780,602 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 278,534,422 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 548,416 | | | | | | 28,010 | | | | | | 496,675 | | |
Dividends | | | | | 4,054 | | | | | | 5,073 | | | | | | 729,288 | | |
Interest | | | | | 25,686,153 | | | | | | 128,329 | | | | | | — | | |
Foreign currency settlement (Note 14) | | | | | 33,363 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 312,243 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 10,483 | | | | | | 1,206 | | | | | | 1,296 | | |
Other assets | | | | | 361,420 | | | | | | 190,628 | | | | | | 52,866 | | |
Total assets | | | | | 5,604,384,145 | | | | | | 564,923,962 | | | | | | 619,869,390 | | |
LIABILITIES: | | | | | |||||||||||||||
Payable for investment securities purchased | | | | | 35,321,726 | | | | | | 15,667,435 | | | | | | 3,690,118 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 742,292,947 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 4,787,209 | | | | | | 7,633,837 | | | | | | 660,553 | | |
Payable upon receipt of securities loaned | | | | | 50,760,874 | | | | | | — | | | | | | 10,859,258 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 310,821 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 396,993 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 1,844,868 | | | | | | 142,094 | | | | | | 419,013 | | |
Payable for distribution and shareholder service fees | | | | | 825,469 | | | | | | 12 | | | | | | 26,068 | | |
Payable for directors/trustees fees | | | | | 23,700 | | | | | | 2,880 | | | | | | 3,169 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 361,420 | | | | | | 190,628 | | | | | | 52,860 | | |
Other accrued expenses and liabilities | | | | | 490,869 | | | | | | 70,154 | | | | | | 76,604 | | |
Total liabilities | | | | | 837,416,896 | | | | | | 23,707,040 | | | | | | 15,787,643 | | |
NET ASSETS | | | | $ | 4,766,967,249 | | | | | $ | 541,216,922 | | | | | $ | 604,081,747 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 4,999,080,824 | | | | | $ | 541,252,728 | | | | | $ | 485,234,233 | | |
Undistributed (distributions in excess of) net investment income | | | | | 455,801 | | | | | | (139,822) | | | | | | 2,366,567 | | |
Accumulated net realized gain (loss) | | | | | (177,200,767) | | | | | | 104,016 | | | | | | 50,983,464 | | |
Net unrealized appreciation (depreciation) | | | | | (55,368,609) | | | | | | — | | | | | | 65,497,483 | | |
NET ASSETS | | | | $ | 4,766,967,249 | | | | | $ | 541,216,922 | | | | | $ | 604,081,747 | | |
+ Including securities loaned at value | | | | $ | 49,605,746 | | | | | $ | — | | | | | $ | 10,571,531 | | |
* Cost of investments in securities | | | | $ | 4,430,071,114 | | | | | $ | — | | | | | $ | 525,882,106 | | |
** Cost of investments in affiliates | | | | $ | 654,858,746 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 107,604,549 | | | | | $ | — | | | | | $ | 22,428,258 | | |
**** Cost of foreign currencies | | | | $ | 1,069 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Money Market Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | |||||||||||||||
Net assets | | | | $ | 319,731,744 | | | | | | n/a | | | | | $ | 5,615,426 | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 25,776,553 | | | | | | n/a | | | | | | 295,699 | | |
Net asset value and redemption price per share | | | | $ | 12.40 | | | | | | n/a | | | | | $ | 18.99 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 1,248,125,162 | | | | | $ | 541,132,217 | | | | | $ | 487,778,093 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 99,720,766 | | | | | | 540,909,888 | | | | | | 24,717,872 | | |
Net asset value and redemption price per share | | | | $ | 12.52 | | | | | $ | 1.00 | | | | | $ | 19.73 | | |
Class R6 | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 2,902 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 147 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 19.74 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 3,169,893,722 | | | | | $ | 84,705 | | | | | $ | 110,685,326 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 254,765,926 | | | | | | 84,669 | | | | | | 5,725,107 | | |
Net asset value and redemption price per share | | | | $ | 12.44 | | | | | $ | 1.00 | | | | | $ | 19.33 | | |
Class S2 | | | | | |||||||||||||||
Net assets | | | | $ | 29,216,621 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 2,355,684 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 12.40 | | | | | | n/a | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Value Advantage Portfolio | | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Dividends from affiliated underlying funds | | | | $ | 632,142 | | | | | $ | — | | | | | $ | — | | | | | $ | 26,953,893 | | |
Dividends, net of foreign taxes withheld* | | | | | 7,470,022 | | | | | | 22,586,359 | | | | | | 100,552,221 | | | | | | 54,911 | | |
Interest | | | | | 4,125,824 | | | | | | — | | | | | | 5,732 | | | | | | 144,022,394 | | |
Securities lending income, net | | | | | 104,015 | | | | | | 244,493 | | | | | | 45,881 | | | | | | 762,588 | | |
Total investment income | | | | | 12,332,003 | | | | | | 22,830,852 | | | | | | 100,603,834 | | | | | | 171,793,786 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees(1) | | | | | 2,760,767 | | | | | | 3,663,856 | | | | | | 22,802,768 | | | | | | 22,006,481 | | |
Distribution and shareholder service fees: | | | |||||||||||||||||||||||
Class ADV | | | | | — | | | | | | 106,421 | | | | | | 6,284,159 | | | | | | 1,219,807 | | |
Class S | | | | | 11,528 | | | | | | 1,176,584 | | | | | | 1,837,115 | | | | | | 8,373,462 | | |
Class S2 | | | | | — | | | | | | 1,411 | | | | | | 1,318 | | | | | | 128,288 | | |
Class T | | | | | — | | | | | | 393,074 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 597 | | | | | | 1,234 | | | | | | 11,463 | | | | | | 10,409 | | |
Administrative service fees(1) | | | | | 168,681 | | | | | | 150,032 | | | | | | 1,404,051 | | | | | | 1,545,046 | | |
Shareholder reporting expense | | | | | 50,832 | | | | | | 79,880 | | | | | | 259,551 | | | | | | 273,269 | | |
Registration fees | | | | | — | | | | | | — | | | | | | — | | | | | | 1,124 | | |
Professional fees | | | | | 36,630 | | | | | | 34,605 | | | | | | 145,118 | | | | | | 186,555 | | |
Custody and accounting expense | | | | | 191,851 | | | | | | 196,525 | | | | | | 391,640 | | | | | | 584,373 | | |
Directors/Trustees fees | | | | | 14,647 | | | | | | 22,136 | | | | | | 121,034 | | | | | | 142,197 | | |
Miscellaneous expense | | | | | 28,144 | | | | | | 52,306 | | | | | | 181,461 | | | | | | 198,436 | | |
Interest expense | | | | | 82 | | | | | | 1,077 | | | | | | 3,459 | | | | | | 2,259 | | |
Total expenses | | | | | 3,263,759 | | | | | | 5,879,141 | | | | | | 33,443,137 | | | | | | 34,671,706 | | |
Net waived and reimbursed fees | | | | | (219,712) | | | | | | (78,897) | | | | | | (2,444,243) | | | | | | (2,159,236) | | |
Net expenses | | | | | 3,044,047 | | | | | | 5,800,244 | | | | | | 30,998,894 | | | | | | 32,512,470 | | |
Net investment income | | | | | 9,287,956 | | | | | | 17,030,608 | | | | | | 69,604,940 | | | | | | 139,281,316 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 19,861,946 | | | | | | (14,187,804) | | | | | | 328,877,989 | | | | | | 3,762,927 | | |
Capital gain distributions from affiliated underlying funds | | | | | — | | | | | | — | | | | | | — | | | | | | 2,059,344 | | |
Sale of investments in affiliated underlying funds | | | | | — | | | | | | — | | | | | | — | | | | | | (3,048,728) | | |
Foreign currency related transactions | | | | | (2,063,343) | | | | | | 1,259,232 | | | | | | 512,373 | | | | | | (451,608) | | |
Futures | | | | | 1,289,627 | | | | | | (1,055,216) | | | | | | 639,644 | | | | | | (12,551,943) | | |
Swaps | | | | | (385,276) | | | | | | — | | | | | | — | | | | | | (2,433,480) | | |
Written options | | | | | 852,591 | | | | | | — | | | | | | — | | | | | | 8,610,846 | | |
Net realized gain (loss) | | | | | 19,555,545 | | | | | | (13,983,788) | | | | | | 330,030,006 | | | | | | (4,052,642) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (36,730,219) | | | | | | (45,729,258) | | | | | | (453,782,172) | | | | | | (87,149,393) | | |
Affiliated underlying funds | | | | | (1,021,872) | | | | | | — | | | | | | — | | | | | | (28,738,431) | | |
Foreign currency related transactions | | | | | 514,266 | | | | | | (22,518) | | | | | | 2,758 | | | | | | 237,429 | | |
Futures | | | | | 136,245 | | | | | | 33,472 | | | | | | (726,481) | | | | | | (3,691,479) | | |
Swaps | | | | | 10,175 | | | | | | — | | | | | | — | | | | | | 1,501,202 | | |
Written options | | | | | (3,447) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (37,094,852) | | | | | | (45,718,304) | | | | | | (454,505,895) | | | | | | (117,840,672) | | |
Net realized and unrealized loss | | | | | (17,539,307) | | | | | | (59,702,092) | | | | | | (124,475,889) | | | | | | (121,893,314) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (8,251,351) | | | | | $ | (42,671,484) | | | | | $ | (54,870,949) | | | | | $ | 17,388,002 | | |
* Foreign taxes withheld | | | | $ | 197,581 | | | | | $ | 1,478,653 | | | | | $ | 332,538 | | | | | $ | — | | |
| | | Voya Money Market Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 36,250 | | | | | $ | 7,836,344 | | |
Interest, net of foreign taxes withheld* | | | | | 1,252,593 | | | | | | — | | |
Securities lending income, net | | | | | — | | | | | | 208,356 | | |
Total investment income | | | | | 1,288,843 | | | | | | 8,044,700 | | |
EXPENSES: | | | | ||||||||||
Investment management fees(1) | | | | | 1,821,007 | | | | | | 5,177,602 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 28,936 | | |
Class S | | | | | 264 | | | | | | 284,372 | | |
Class S2(2) | | | | | — | | | | | | 11 | | |
Transfer agent fees | | | | | 778 | | | | | | 1,043 | | |
Administrative service fees(1) | | | | | 194,439 | | | | | | 210,498 | | |
Shareholder reporting expense | | | | | 48,642 | | | | | | 42,708 | | |
Professional fees | | | | | 28,869 | | | | | | 35,657 | | |
Custody and accounting expense | | | | | 65,039 | | | | | | 80,020 | | |
Directors/Trustees fees | | | | | 17,281 | | | | | | 19,017 | | |
Miscellaneous expense | | | | | 27,748 | | | | | | 45,185 | | |
Interest expense | | | | | 524 | | | | | | 104 | | |
Total expenses | | | | | 2,204,591 | | | | | | 5,925,153 | | |
Net waived and reimbursed fees | | | | | (917,499) | | | | | | (295,260) | | |
Net expenses | | | | | 1,287,092 | | | | | | 5,629,893 | | |
Net investment income | | | | | 1,751 | | | | | | 2,414,807 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 105,348 | | | | | | 58,475,504 | | |
Foreign currency related transactions | | | | | — | | | | | | 6 | | |
Net realized gain | | | | | 105,348 | | | | | | 58,475,510 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | — | | | | | | (66,215,338) | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | (66,215,338) | | |
Net realized and unrealized gain (loss) | | | | | 105,348 | | | | | | (7,739,828) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 107,099 | | | | | $ | (5,325,021) | | |
* Foreign taxes withheld | | | | $ | 47 | | | | | $ | 12,824 | | |
| | | Voya Balanced Portfolio | | | Voya Global Value Advantage Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 9,287,956 | | | | | $ | 11,612,453 | | | | | $ | 17,030,608 | | | | | $ | 4,050,134 | | | ||||
Net realized gain (loss) | | | | | 19,555,545 | | | | | | 36,367,262 | | | | | | (13,983,788) | | | | | | 11,266,385 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (37,094,852) | | | | | | (15,716,533) | | | | | | (45,718,304) | | | | | | (6,805,584) | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | (8,251,351) | | | | | | 32,263,182 | | | | | | (42,671,484) | | | | | | 8,510,935 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | ||||||||||||||||||||||||||||
Net investment income: | | ||||||||||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (34,754) | | | ||||
Class I | | | | | (9,483,192) | | | | | | (8,604,651) | | | | | | (1,130,563) | | | | | | — | | | ||||
Class S | | | | | (77,986) | | | | | | (78,141) | | | | | | (2,463,069) | | | | | | (5,096,647) | | | ||||
Class S2 | | | | | — | | | | | | — | | | | | | (1,762) | | | | | | — | | | ||||
Class T | | | | | — | | | | | | — | | | | | | (416,187) | | | | | | — | | | ||||
Total distributions | | | | | (9,561,178) | | | | | | (8,682,792) | | | | | | (4,011,581) | | | | | | (5,131,401) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 3,063,612 | | | | | | 7,209,160 | | | | | | 128,410,776 | | | | | | 7,948,827 | | | ||||
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | — | | | | | | 817,995,808 | | | | | | — | | | ||||
Reinvestment of distributions | | | | | 9,561,178 | | | | | | 8,682,792 | | | | | | 4,011,581 | | | | | | 5,131,401 | | | ||||
| | | | | 12,624,790 | | | | | | 15,891,952 | | | | | | 950,418,165 | | | | | | 13,080,228 | | | ||||
Cost of shares redeemed | | | | | (63,852,104) | | | | | | (71,405,477) | | | | | | (271,062,713) | | | | | | (27,339,058) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (51,227,314) | | | | | | (55,513,525) | | | | | | 679,355,452 | | | | | | (14,258,830) | | | ||||
Net increase (decrease) in net assets | | | | | (69,039,843) | | | | | | (31,933,135) | | | | | | 632,672,387 | | | | | | (10,879,296) | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 512,009,799 | | | | | | 543,942,934 | | | | | | 169,760,290 | | | | | | 180,639,586 | | | ||||
End of year or period | | | | $ | 442,969,956 | | | | | $ | 512,009,799 | | | | | $ | 802,432,677 | | | | | $ | 169,760,290 | | | ||||
Undistributed net investment income at end of year or period | | | | $ | 7,368,281 | | | | | $ | 9,875,019 | | | | | $ | 19,417,497 | | | | | $ | 3,983,197 | | | ||||
|
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 69,604,940 | | | | | $ | 77,340,845 | | | | | $ | 139,281,316 | | | | | $ | 135,438,503 | | | ||||
Net realized gain (loss) | | | | | 330,030,006 | | | | | | 526,847,895 | | | | | | (4,052,642) | | | | | | 87,219,936 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | (454,505,895) | | | | | | (164,946,310) | | | | | | (117,840,672) | | | | | | 19,693,504 | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | (54,870,949) | | | | | | 439,242,430 | | | | | | 17,388,002 | | | | | | 242,351,943 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | ||||||||||||||||||||||||||||
Net investment income: | | ||||||||||||||||||||||||||||
Class ADV | | | | | (18,114,051) | | | | | | (20,253,935) | | | | | | (9,986,767) | | | | | | (5,558,145) | | | ||||
Class I | | | | | (38,458,104) | | | | | | (41,711,859) | | | | | | (43,838,685) | | | | | | (31,200,782) | | | ||||
Class S | | | | | (11,901,355) | | | | | | (13,490,161) | | | | | | (105,043,748) | | | | | | (106,574,035) | | | ||||
Class S2 | | | | | (6,176) | | | | | | (3,255) | | | | | | (938,671) | | | | | | (161,042) | | | ||||
Net realized gains: | | ||||||||||||||||||||||||||||
Class ADV | | | | | (56,976,573) | | | | | | (149,931,317) | | | | | | — | | | | | | — | | | ||||
Class I | | | | | (92,161,552) | | | | | | (235,869,791) | | | | | | — | | | | | | — | | | ||||
Class S | | | | | (32,932,122) | | | | | | (87,990,084) | | | | | | — | | | | | | — | | | ||||
Class S2 | | | | | (17,319) | | | | | | (34,844) | | | | | | — | | | | | | — | | | ||||
Total distributions | | | | | (250,567,252) | | | | | | (549,285,246) | | | | | | (159,807,871) | | | | | | (143,494,004) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 23,163,960 | | | | | | 46,421,375 | | | | | | 470,317,531 | | | | | | 215,719,028 | | | ||||
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | — | | | | | | 567,665,007 | | | | | | 2,882,928,925 | | | ||||
Reinvestment of distributions | | | | | 250,385,786 | | | | | | 548,990,972 | | | | | | 159,799,747 | | | | | | 143,483,422 | | | ||||
| | | | | 273,549,746 | | | | | | 595,412,347 | | | | | | 1,197,782,285 | | | | | | 3,242,131,375 | | | ||||
Cost of shares redeemed | | | | | (571,660,467) | | | | | | (692,572,215) | | | | | | (921,955,938) | | | | | | (733,223,928) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (298,110,721) | | | | | | (97,159,868) | | | | | | 275,826,347 | | | | | | 2,508,907,447 | | | ||||
Net increase (decrease) in net assets | | | | | (603,548,922) | | | | | | (207,202,684) | | | | | | 133,406,478 | | | | | | 2,607,765,386 | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 4,283,726,339 | | | | | | 4,490,929,023 | | | | | | 4,633,560,771 | | | | | | 2,025,795,385 | | | ||||
End of year or period | | | | $ | 3,680,177,417 | | | | | $ | 4,283,726,339 | | | | | $ | 4,766,967,249 | | | | | $ | 4,633,560,771 | | | ||||
Undistributed (distributions in excess of) net investment income at end of year or period | | | | $ | (515,229) | | | | | $ | (508,154) | | | | | $ | 455,801 | | | | | $ | 5,199,732 | | | ||||
|
| | | Voya Money Market Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||||||
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||||||
Net investment income | | | | $ | 1,751 | | | | | $ | — | | | | | $ | 2,414,807 | | | | | $ | 1,863,729 | | | ||||
Net realized gain | | | | | 105,348 | | | | | | 65,891 | | | | | | 58,475,510 | | | | | | 94,017,009 | | | ||||
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (66,215,338) | | | | | | (55,993,316) | | | ||||
Increase (decrease) in net assets resulting from operations | | | | | 107,099 | | | | | | 65,891 | | | | | | (5,325,021) | | | | | | 39,887,422 | | | ||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | ||||||||||||||||||||||||||||
Net investment income: | | ||||||||||||||||||||||||||||
Class I | | | | | (1,751) | | | | | | — | | | | | | (2,508,306) | | | | | | (1,995,917) | | | ||||
Class S | | | | | — | | | | | | — | | | | | | (277,274) | | | | | | (116,064) | | | ||||
Net realized gains: | | ||||||||||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (833,677) | | | | | | (780,154) | | | ||||
Class I | | | | | (67,210) | | | | | | (109,900) | | | | | | (72,451,613) | | | | | | (61,891,884) | | | ||||
Class S | | | | | (13) | | | | | | (16) | | | | | | (16,327,083) | | | | | | (13,010,836) | | | ||||
Class S2(1) | | | | | — | | | | | | — | | | | | | — | | | | | | (3,725) | | | ||||
Total distributions | | | | | (68,974) | | | | | | (109,916) | | | | | | (92,397,953) | | | | | | (77,798,580) | | | ||||
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||||||
Net proceeds from sale of shares | | | | | 85,417,851 | | | | | | 70,333,921 | | | | | | 66,263,407 | | | | | | 60,263,113 | | | ||||
Reinvestment of distributions | | | | | 68,974 | | | | | | 109,916 | | | | | | 92,397,953 | | | | | | 77,798,580 | | | ||||
| | | | | 85,486,825 | | | | | | 70,443,837 | | | | | | 158,661,360 | | | | | | 138,061,693 | | | ||||
Cost of shares redeemed | | | | | (161,158,873) | | | | | | (222,207,656) | | | | | | (98,689,613) | | | | | | (164,207,275) | | | ||||
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (75,672,048) | | | | | | (151,763,819) | | | | | | 59,971,747 | | | | | | (26,145,582) | | | ||||
Net decrease in net assets | | | | | (75,633,923) | | | | | | (151,807,844) | | | | | | (37,751,227) | | | | | | (64,056,740) | | | ||||
NET ASSETS: | | | | | | ||||||||||||||||||||||||
Beginning of year or period | | | | | 616,850,845 | | | | | | 768,658,689 | | | | | | 641,832,974 | | | | | | 705,889,714 | | | ||||
End of year or period | | | | $ | 541,216,922 | | | | | $ | 616,850,845 | | | | | $ | 604,081,747 | | | | | $ | 641,832,974 | | | ||||
Undistributed (distributions in excess of) net investment income at end of year or period | | | | $ | (139,822) | | | | | $ | (139,822) | | | | | $ | 2,366,567 | | | | | $ | 2,737,334 | | | ||||
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | 0.62 | | | 0.62 | | | 1.90 | | | | | 438,912 | | | | | | 193 | | |
12-31-14 | | | | | 14.01 | | | | | | 0.31• | | | | | | 0.55 | | | | | | 0.86 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 14.64 | | | | | | 6.22 | | | | | | 0.63 | | | | 0.63 | | | 0.63 | | | 2.18 | | | | | 507,213 | | | | | | 192 | | |
12-31-13 | | | | | 12.27 | | | | | | 0.28• | | | | | | 1.74 | | | | | | 2.02 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.01 | | | | | | 16.71 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 2.13 | | | | | 538,114 | | | | | | 210 | | |
12-31-12 | | | | | 11.13 | | | | | | 0.30• | | | | | | 1.20 | | | | | | 1.50 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.27 | | | | | | 13.64 | | | | | | 0.64 | | | | 0.64 | | | 0.64 | | | 2.57 | | | | | 520,249 | | | | | | 234 | | |
12-31-11 | | | | | 11.58 | | | | | | 0.29• | | | | | | (0.43) | | | | | | (0.14) | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 11.13 | | | | | | (1.40) | | | | | | 0.65 | | | | 0.65 | | | 0.65 | | | 2.51 | | | | | 524,887 | | | | | | 259 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | 0.87 | | | 0.87 | | | 1.65 | | | | | 4,058 | | | | | | 193 | | |
12-31-14 | | | | | 13.92 | | | | | | 0.28• | | | | | | 0.55 | | | | | | 0.83 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.55 | | | | | | 5.99 | | | | | | 0.88 | | | | 0.88 | | | 0.88 | | | 1.94 | | | | | 4,797 | | | | | | 192 | | |
12-31-13 | | | | | 12.20 | | | | | | 0.24• | | | | | | 1.73 | | | | | | 1.97 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 13.92 | | | | | | 16.33 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 1.88 | | | | | 5,829 | | | | | | 210 | | |
12-31-12 | | | | | 11.05 | | | | | | 0.27• | | | | | | 1.21 | | | | | | 1.48 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 12.20 | | | | | | 13.49 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 2.32 | | | | | 5,567 | | | | | | 234 | | |
12-31-11 | | | | | 11.50 | | | | | | 0.26• | | | | | | (0.43) | | | | | | (0.17) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.05 | | | | | | (1.66) | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.25 | | | | | 5,953 | | | | | | 259 | | |
Voya Global Value Advantage Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(a) | | | | | | 1.11 | | | | 1.11 | | | 1.11 | | | 2.26 | | | | | 23,880 | | | | | | 83 | | |
12-31-14 | | | | | 8.94 | | | | | | 0.19 | | | | | | 0.22 | | | | | | 0.41 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.11 | | | | | | 4.65 | | | | | | 1.12 | | | | 1.12 | | | 1.12 | | | 2.03 | | | | | 1,279 | | | | | | 88 | | |
12-31-13 | | | | | 8.15 | | | | | | 0.23• | | | | | | 0.85 | | | | | | 1.08 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.94 | | | | | | 13.46 | | | | | | 1.27 | | | | 1.28 | | | 1.28 | | | 2.70 | | | | | 1,312 | | | | | | 122 | | |
12-31-12 | | | | | 7.38 | | | | | | 0.25• | | | | | | 0.81 | | | | | | 1.06 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.15 | | | | | | 14.74 | | | | | | 1.33 | | | | 1.34 | | | 1.34 | | | 3.25 | | | | | 1,485 | | | | | | 23 | | |
12-31-11 | | | | | 7.93 | | | | | | 0.27• | | | | | | (0.56) | | | | | | (0.29) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 7.38 | | | | | | (4.18) | | | | | | 1.34 | | | | 1.34 | | | 1.34 | | | 3.48 | | | | | 812 | | | | | | 25 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-05-15(5) - 12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(a) | | | | | | 0.61 | | | | 0.61 | | | 0.61 | | | 2.78 | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(a) | | | | | | 0.86 | | | | 0.86 | | | 0.86 | | | 2.38 | | | | | 558,519 | | | | | | 83 | | |
12-31-14 | | | | | 9.03 | | | | | | 0.21• | | | | | | 0.22 | | | | | | 0.43 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.20 | | | | | | 4.87 | | | | | | 0.87 | | | | 0.87 | | | 0.87 | | | 2.28 | | | | | 168,482 | | | | | | 88 | | |
12-31-13 | | | | | 8.23 | | | | | | 0.25• | | | | | | 0.85 | | | | | | 1.10 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.03 | | | | | | 13.63 | | | | | | 1.02 | | | | 1.03 | | | 1.03 | | | 2.96 | | | | | 179,327 | | | | | | 122 | | |
12-31-12 | | | | | 7.44 | | | | | | 0.27• | | | | | | 0.83 | | | | | | 1.10 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 8.23 | | | | | | 15.12 | | | | | | 1.08 | | | | 1.09 | | | 1.09 | | | 3.54 | | | | | 180,208 | | | | | | 23 | | |
12-31-11 | | | | | 7.96 | | | | | | 0.30• | | | | | | (0.57) | | | | | | (0.27) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 7.44 | | | | | | (3.87) | | | | | | 1.09 | | | | 1.09 | | | 1.09 | | | 3.76 | | | | | 173,576 | | | | | | 25 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.11 | | | | 1.01 | | | 1.01 | | | 1.86 | | | | | 288 | | | | | | 83 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.36 | | | | 1.21 | | | 1.21 | | | 2.21 | | | | | 53,997 | | | | | | 83 | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | 1.03 | | | 1.03 | | | 1.46 | | | | | 1,145,072 | | | | | | 53 | | |
12-31-14 | | | | | 31.36 | | | | | | 0.49• | | | | | | 2.77 | | | | | | 3.26 | | | | | | 0.52 | | | | | | 3.82 | | | | | | — | | | | | | 4.34 | | | | | | — | | | | | | 30.28 | | | | | | 10.19 | | | | | | 1.08 | | | | 1.03 | | | 1.03 | | | 1.49 | | | | | 1,348,687 | | | | | | 87 | | |
12-31-13 | | | | | 24.31 | | | | | | 0.22• | | | | | | 7.09 | | | | | | 7.31 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 31.36 | | | | | | 30.07 | | | | | | 1.09 | | | | 1.04 | | | 1.04 | | | 0.80 | | | | | 1,441,995 | | | | | | 49 | | |
12-31-12 | | | | | 21.39 | | | | | | 0.29• | | | | | | 2.97 | | | | | | 3.26 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 24.31 | | | | | | 15.24 | | | | | | 1.09 | | | | 1.04 | | | 1.04 | | | 1.23 | | | | | 1,251,577 | | | | | | 57 | | |
12-31-11 | | | | | 21.74 | | | | | | 0.22 | | | | | | (0.38) | | | | | | (0.16) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 21.39 | | | | | | (0.72) | | | | | | 1.08 | | | | 1.03 | | | 1.03 | | | 1.03 | | | | | 1,221,084 | | | | | | 75 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | 0.58 | | | 0.58 | | | 1.91 | | | | | 1,872,684 | | | | | | 53 | | |
12-31-14 | | | | | 31.67 | | | | | | 0.64• | | | | | | 2.82 | | | | | | 3.46 | | | | | | 0.68 | | | | | | 3.82 | | | | | | — | | | | | | 4.50 | | | | | | — | | | | | | 30.63 | | | | | | 10.72 | | | | | | 0.58 | | | | 0.58 | | | 0.58 | | | 1.94 | | | | | 2,140,398 | | | | | | 87 | | |
12-31-13 | | | | | 24.54 | | | | | | 0.35• | | | | | | 7.17 | | | | | | 7.52 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 31.67 | | | | | | 30.66 | | | | | | 0.59 | | | | 0.59 | | | 0.59 | | | 1.25 | | | | | 2,182,314 | | | | | | 49 | | |
12-31-12 | | | | | 21.59 | | | | | | 0.40• | | | | | | 3.00 | | | | | | 3.40 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 24.54 | | | | | | 15.78 | | | | | | 0.59 | | | | 0.59 | | | 0.59 | | | 1.68 | | | | | 1,865,425 | | | | | | 57 | | |
12-31-11 | | | | | 21.94 | | | | | | 0.31• | | | | | | (0.37) | | | | | | (0.06) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 21.59 | | | | | | (0.27) | | | | | | 0.58 | | | | 0.58 | | | 0.58 | | | 1.39 | | | | | 1,873,712 | | | | | | 75 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | 0.83 | | | 0.83 | | | 1.66 | | | | | 662,075 | | | | | | 53 | | |
12-31-14 | | | | | 31.38 | | | | | | 0.56• | | | | | | 2.78 | | | | | | 3.34 | | | | | | 0.59 | | | | | | 3.82 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.31 | | | | | | 10.44 | | | | | | 0.83 | | | | 0.83 | | | 0.83 | | | 1.70 | | | | | 794,327 | | | | | | 87 | | |
12-31-13 | | | | | 24.32 | | | | | | 0.28• | | | | | | 7.10 | | | | | | 7.38 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 31.38 | | | | | | 30.34 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 1.00 | | | | | 865,453 | | | | | | 49 | | |
12-31-12 | | | | | 21.40 | | | | | | 0.34• | | | | | | 2.97 | | | | | | 3.31 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 24.32 | | | | | | 15.47 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 1.42 | | | | | 772,713 | | | | | | 57 | | |
12-31-11 | | | | | 21.77 | | | | | | 0.24• | | | | | | (0.35) | | | | | | (0.11) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 21.40 | | | | | | (0.51) | | | | | | 0.83 | | | | 0.83 | | | 0.83 | | | 1.13 | | | | | 795,131 | | | | | | 75 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | �� | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | 0.98 | | | 0.98 | | | 1.56 | | | | | 346 | | | | | | 53 | | |
12-31-14 | | | | | 31.05 | | | | | | 0.54• | | | | | | 2.70 | | | | | | 3.24 | | | | | | 0.36 | | | | | | 3.82 | | | | | | — | | | | | | 4.18 | | | | | | — | | | | | | 30.11 | | | | | | 10.24 | | | | | | 1.08 | | | | 0.98 | | | 0.98 | | | 1.68 | | | | | 314 | | | | | | 87 | | |
12-31-13 | | | | | 24.08 | | | | | | 0.22 | | | | | | 7.04 | | | | | | 7.26 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 31.05 | | | | | | 30.17 | | | | | | 1.09 | | | | 0.99 | | | 0.99 | | | 0.85 | | | | | 1,167 | | | | | | 49 | | |
12-31-12 | | | | | 21.23 | | | | | | 0.35• | | | | | | 2.90 | | | | | | 3.25 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 24.08 | | | | | | 15.30 | | | | | | 1.09 | | | | 0.99 | | | 0.99 | | | 1.47 | | | | | 728 | | | | | | 57 | | |
12-31-11 | | | | | 21.52 | | | | | | 0.41• | | | | | | (0.54) | | | | | | (0.13) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 21.23 | | | | | | (0.59) | | | | | | 1.08 | | | | 0.98 | | | 0.98 | | | 1.99 | | | | | 217 | | | | | | 75 | | |
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | 0.98 | | | 0.98 | | | 2.62 | | | | | 319,732 | | | | | | 346 | | |
12-31-14 | | | | | 12.42 | | | | | | 0.38• | | | | | | 0.39 | | | | | | 0.77 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.81 | | | | | | 6.21 | | | | | | 0.97 | | | | 0.97 | | | 0.97 | | | 2.97 | | | | | 191,895 | | | | | | 428 | | |
12-31-13 | | | | | 12.88 | | | | | | 0.39 | | | | | | (0.47) | | | | | | (0.08) | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.42 | | | | | | (0.62) | | | | | | 0.99 | | | | 0.99 | | | 0.99 | | | 3.05 | | | | | 37,058 | | | | | | 389 | | |
12-31-12 | | | | | 12.34 | | | | | | 0.42• | | | | | | 0.67 | | | | | | 1.09 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.88 | | | | | | 8.85 | | | | | | 1.00 | | | | 1.00 | | | 1.00 | | | 3.25 | | | | | 34,473 | | | | | | 425 | | |
12-31-11 | | | | | 12.04 | | | | | | 0.47• | | | | | | 0.38 | | | | | | 0.85 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.34 | | | | | | 7.04 | | | | | | 1.00 | | | | 1.00 | | | 1.00 | | | 3.76 | | | | | 16,953 | | | | | | 456 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | 0.48 | | | 0.48 | | | 3.14 | | | | | 1,248,125 | | | | | | 346 | | |
12-31-14 | | | | | 12.50 | | | | | | 0.44 | | | | | | 0.39 | | | | | | 0.83 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.90 | | | | | | 6.67 | | | | | | 0.47 | | | | 0.47 | | | 0.47 | | | 3.46 | | | | | 958,412 | | | | | | 428 | | |
12-31-13 | | | | | 12.96 | | | | | | 0.45 | | | | | | (0.47) | | | | | | (0.02) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.50 | | | | | | (0.12) | | | | | | 0.49 | | | | 0.49 | | | 0.49 | | | 3.57 | | | | | 846,916 | | | | | | 389 | | |
12-31-12 | | | | | 12.40 | | | | | | 0.49• | | | | | | 0.67 | | | | | | 1.16 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 12.96 | | | | | | 9.39 | | | | | | 0.50 | | | | 0.50 | | | 0.50 | | | 3.78 | | | | | 1,001,255 | | | | | | 425 | | |
12-31-11 | | | | | 12.07 | | | | | | 0.54• | | | | | | 0.37 | | | | | | 0.91 | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 12.40 | | | | | | 7.54 | | | | | | 0.50 | | | | 0.50 | | | 0.50 | | | 4.31 | | | | | 1,205,691 | | | | | | 456 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | 0.73 | | | 0.73 | | | 2.90 | | | | | 3,169,894 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.42• | | | | | | 0.38 | | | | | | 0.80 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.83 | | | | | | 6.48 | | | | | | 0.72 | | | | 0.72 | | | 0.72 | | | 3.21 | | | | | 3,477,973 | | | | | | 428 | | |
12-31-13 | | | | | 12.89 | | | | | | 0.44 | | | | | | (0.49) | | | | | | (0.05) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.43 | | | | | | (0.38) | | | | | | 0.74 | | | | 0.74 | | | 0.74 | | | 3.31 | | | | | 1,140,317 | | | | | | 389 | | |
12-31-12 | | | | | 12.34 | | | | | | 0.45• | | | | | | 0.67 | | | | | | 1.12 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 12.89 | | | | | | 9.08 | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 3.52 | | | | | 1,221,680 | | | | | | 425 | | |
12-31-11 | | | | | 12.01 | | | | | | 0.51• | | | | | | 0.37 | | | | | | 0.88 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.34 | | | | | | 7.30 | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 4.09 | | | | | 1,247,149 | | | | | | 456 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | 0.88 | | | 0.88 | | | 2.75 | | | | | 29,217 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.37• | | | | | | 0.40 | | | | | | 0.77 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.79 | | | | | | 6.17 | | | | | | 0.97 | | | | 0.87 | | | 0.87 | | | 2.87 | | | | | 5,281 | | | | | | 428 | | |
12-31-13 | | | | | 12.92 | | | | | | 0.44 | | | | | | (0.50) | | | | | | (0.06) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.43 | | | | | | (0.44) | | | | | | 0.99 | | | | 0.89 | | | 0.89 | | | 3.45 | | | | | 1,505 | | | | | | 389 | | |
12-31-12 | | | | | 12.37 | | | | | | 0.41 | | | | | | 0.69 | | | | | | 1.10 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.92 | | | | | | 8.93 | | | | | | 1.00 | | | | 0.90 | | | 0.90 | | | 3.37 | | | | | 1,277 | | | | | | 425 | | |
12-31-11 | | | | | 12.08 | | | | | | 0.52• | | | | | | 0.34 | | | | | | 0.86 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 12.37 | | | | | | 7.14 | | | | | | 1.00 | | | | 0.90 | | | 0.90 | | | 4.20 | | | | | 1,001 | | | | | | 456 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | ||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
Voya Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | 0.22 | | | 0.22 | | | 0.00* | | | | | 541,132 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | 0.19 | | | 0.19 | | | 0.00 | | | | | 616,745 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | 0.23 | | | 0.23 | | | 0.00 | | | | | 768,521 | | | | | | — | | |
12-31-12 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.03 | | | | | | 0.34 | | | | 0.34 | | | 0.34 | | | 0.03 | | | | | 975,469 | | | | | | — | | |
12-31-11 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | 0.26 | | | 0.26 | | | 0.00* | | | | | 1,176,157 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.63 | | | | 0.22 | | | 0.22 | | | 0.00 | | | | | 85 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | 0.19 | | | 0.19 | | | 0.00 | | | | | 106 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | 0.23 | | | 0.23 | | | 0.00 | | | | | 138 | | | | | | — | | |
12-31-12 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 1.00 | | | | | | 0.00 | | | | | | 0.59 | | | | 0.36 | | | 0.36 | | | 0.01 | | | | | 134 | | | | | | — | | |
12-31-11 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | 0.26 | | | 0.26 | | | 0.00 | | | | | 314 | | | | | | — | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | 1.34 | | | 1.34 | | | (0.07) | | | | | 5,615 | | | | | | 45 | | |
12-31-14 | | | | | 23.94 | | | | | | (0.03) | | | | | | 1.26 | | | | | | 1.23 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 22.49 | | | | | | 6.00 | | | | | | 1.34 | | | | 1.34 | | | 1.34 | | | (0.18) | | | | | 5,861 | | | | | | 30 | | |
12-31-13 | | | | | 19.13 | | | | | | (0.02) | | | | | | 6.64 | | | | | | 6.62 | | | | | | 0.01 | | | | | | 1.80 | | | | | | — | | | | | | 1.81 | | | | | | — | | | | | | 23.94 | | | | | | 37.04 | | | | | | 1.34 | | | | 1.34 | | | 1.34 | | | (0.13) | | | | | 7,233 | | | | | | 36 | | |
12-31-12 | | | | | 17.39 | | | | | | 0.01 | | | | | | 2.41 | | | | | | 2.42 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 19.13 | | | | | | 14.01 | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | 0.06 | | | | | 6,213 | | | | | | 49 | | |
12-31-11 | | | | | 17.98 | | | | | | (0.02)• | | | | | | (0.51) | | | | | | (0.53) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 17.39 | | | | | | (2.99) | | | | | | 1.35 | | | | 1.35 | | | 1.35 | | | (0.10) | | | | | 5,938 | | | | | | 61 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | 0.84 | | | 0.84 | | | 0.43 | | | | | 487,778 | | | | | | 45 | | |
12-31-14 | | | | | 24.63 | | | | | | 0.08 | | | | | | 1.31 | | | | | | 1.39 | | | | | | 0.09 | | | | | | 2.68 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 23.25 | | | | | | 6.54 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 0.33 | | | | | 520,298 | | | | | | 30 | | |
12-31-13 | | | | | 19.63 | | | | | | 0.08• | | | | | | 6.84 | | | | | | 6.92 | | | | | | 0.12 | | | | | | 1.80 | | | | | | — | | | | | | 1.92 | | | | | | — | | | | | | 24.63 | | | | | | 37.76 | | | | | | 0.84 | | | | 0.84 | | | 0.84 | | | 0.38 | | | | | 571,880 | | | | | | 36 | | |
12-31-12 | | | | | 17.82 | | | | | | 0.10• | | | | | | 2.47 | | | | | | 2.57 | | | | | | 0.08 | | | | | | 0.68 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 19.63 | | | | | | 14.52 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.55 | | | | | 472,254 | | | | | | 49 | | |
12-31-11 | | | | | 18.34 | | | | | | 0.07 | | | | | | (0.52) | | | | | | (0.45) | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 17.82 | | | | | | (2.49) | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.38 | | | | | 483,473 | | | | | | 61 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
11-24-15(5) - 12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | 0.84 | | | 0.84 | | | 0.99 | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | 1.09 | | | 1.09 | | | 0.18 | | | | | 110,685 | | | | | | 45 | | |
12-31-14 | | | | | 24.24 | | | | | | 0.02 | | | | | | 1.28 | | | | | | 1.30 | | | | | | 0.02 | | | | | | 2.68 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 22.84 | | | | | | 6.26 | | | | | | 1.09 | | | | 1.09 | | | 1.09 | | | 0.08 | | | | | 115,635 | | | | | | 30 | | |
12-31-13 | | | | | 19.35 | | | | | | 0.03 | | | | | | 6.72 | | | | | | 6.75 | | | | | | 0.06 | | | | | | 1.80 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 24.24 | | | | | | 37.37 | | | | | | 1.09 | | | | 1.09 | | | 1.09 | | | 0.12 | | | | | 126,746 | | | | | | 36 | | |
12-31-12 | | | | | 17.57 | | | | | | 0.05• | | | | | | 2.44 | | | | | | 2.49 | | | | | | 0.03 | | | | | | 0.68 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 19.35 | | | | | | 14.26 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.28 | | | | | 101,041 | | | | | | 49 | | |
12-31-11 | | | | | 18.09 | | | | | | 0.02 | | | | | | (0.50) | | | | | | (0.48) | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 17.57 | | | | | | (2.68) | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.12 | | | | | 108,502 | | | | | | 61 | | |
| | | | | | | | | | ��� | | | | | | | | |
| | | Buy | | | Sell | | ||||||
Balanced | | | | $ | 55,779,929 | | | | | $ | 33,901,911 | | |
Intermediate Bond | | | | | 43,263,651 | | | | | | 102,027,596 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 82,555,463 | | | | | $ | 36,885,630 | | |
Intermediate Bond | | | | | 463,478,344 | | | | | | 572,586,633 | | |
Growth and Income | | | | | 32,777,738 | | | | | | — | | |
Global Value Advantage | | | | | 4,895,910 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 442,980,064 | | | | | $ | 491,456,223 | | |
Global Value Advantage | | | | | 535,661,820 | | | | | | 644,391,234 | | |
Growth and Income | | | | | 2,088,135,783 | | | | | | 2,549,298,510 | | |
Intermediate Bond | | | | | 1,663,286,884 | | | | | | 1,894,136,587 | | |
Small Company | | | | | 276,138,480 | | | | | | 307,110,861 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 434,311,105 | | | | | $ | 433,470,307 | | |
Intermediate Bond | | | | | 15,869,705,468 | | | | | | 15,742,274,955 | | |
Portfolio | | | Fee | |
Balanced | | | 0.500% | |
Global Value Advantage | | | 0.46% on the first $500 million; 0.43% on the next $500 million; 0.41% thereafter | |
Growth and Income | | | 0.500% on the first $10 billion; 0.450% on the next $5 billion; 0.425% thereafter | |
Intermediate Bond | | | 0.400% on first $4 billion; 0.380% on next $3 billion; 0.360% thereafter | |
Money Market | | | 0.250% | |
Small Company | | | 0.750% | |
Portfolio | | | Fee | |
Balanced(1) | | | 0.60% | |
Global Value Advantage | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Growth and Income(1) | | | 0.600% on the first $10 billion; | |
| | | 0.550% on the next $5 billion; | |
| | | 0.525% thereafter | |
Intermediate Bond(1) | | | 0.50% on first $4 billion; | |
| | | 0.48% on next $3 billion; | |
| | | 0.46% thereafter | |
Money Market(1) | | | 0.35% | |
Small Company(1) | | | 0.85% | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2016 | | | 2017 | | | 2018 | | | Total | | ||||||||||||
Money Market | | | | $ | 951,763 | | | | | $ | 1,043,344 | | | | | $ | 658,101 | | | | | $ | 2,653,208 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Intermediate Bond | | | | | 7.75% | | |
| Money Market | | | | | 6.27 | | | ||
| Small Company | | | | | 7.28 | | | ||
Voya Insurance and Annuity Company | | | Global Value Advantage | | | | | 69.38 | | |
| Growth and Income | | | | | 45.28 | | | ||
| Intermediate Bond | | | | | 62.62 | | | ||
| Small Company | | | | | 15.35 | | | ||
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.92 | | |
| Global Value Advantage | | | | | 20.32 | | | ||
| Growth and Income | | | | | 48.21 | | | ||
| Intermediate Bond | | | | | 25.30 | | | ||
| Money Market | | | | | 91.63 | | | ||
| Small Company | | | | | 51.66 | | | ||
Voya Solution 2025 Portfolio | | | Small Company | | | | | 5.02 | | |
| | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Global Value Advantage(1) | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.05% | | | | | | 0.55% | | | | | | N/A | | | | | | 0.80% | | | | | | 0.95% | | | | | | N/A | | |
Small Company | | | | | 1.45% | | | | | | 0.95% | | | | | | 0.95% | | | | | | 1.20% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 4 | | | | | $ | 670,000 | | | | | | 1.12% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Global Value | | | | | |||||||||||||||
Advantage | | | | | 13 | | | | | | 2,674,769 | | | | | | 1.13 | | |
Growth and Income | | | | | 5 | | | | | | 22,545,800 | | | | | | 1.12 | | |
Intermediate Bond | | | | | 35 | | | | | | 2,066,443 | | | | | | 1.14 | | |
Money Market | | | | | 1 | | | | | | 17,079,000 | | | | | | 1.12 | | |
| | | Number of Contracts | | | Cost | | ||||||||
Balance at 12/31/2014 | | | | | — | | | | | $ | — | | | ||
Options Purchased | | | | | 100 | | | | | | 14,625 | | | ||
Options Expired | | | | | (100) | | | | | | (14,625) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | USD Notional | | | Cost | | ||||||||
Balance at 12/31/2014 | | | | | 2,843,000 | | | | | $ | 13,078 | | | ||
Options Purchased | | | | | 22,734,058 | | | | | | 209,624 | | | ||
Options Terminated in Closing Sell Transactions | | | | | (5,184,686) | | | | | | (59,935) | | | ||
Options Expired | | | | | (20,392,372) | | | | | | (162,767) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | USD Notional | | | Cost | | ||||||||
Balance at 12/31/2014 | | | | | 27,549,598 | | | | | $ | 124,003 | | | ||
Options Purchased | | | | | 362,364,000 | | | | | | 4,484,951 | | | ||
Options Terminated in Closing Sell Transactions | | | | | (260,794,000) | | | | | | (4,126,591) | | | ||
Options Expired | | | | | (129,119,598) | | | | | | (482,363) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | Number of Contracts | | | Premiums Received | | ||||||
Balance at 12/31/2014 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 100 | | | | | | 21,000 | | |
| | | Number of Contracts | | | Premiums Received | | ||||||||
Options Expired | | | | | (100) | | | | | | (21,000) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | USD Notional | | | Premiums Received | | ||||||||
Balance at 12/31/2014 | | | | | — | | | | | $ | — | | | ||
Options Written | | | | | 23,138,686 | | | | | | 90,727 | | | ||
Options Terminated in Closing Purchase Transactions | | | | | (11,863,686) | | | | | | (52,424) | | | ||
Options Expired | | | | | (11,275,000) | | | | | | (38,303) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | EUR Notional | | | USD Notional | | | Premiums Received | | ||||||||||||
Balance at 12/31/2014 | | | | | — | | | | | | 29,492,000 | | | | | $ | 85,907 | | | |||
Options Written | | | | | 314,396,000 | | | | | | 510,856,000 | | | | | | 3,388,842 | | | |||
Options Terminated in Closing Purchase Transactions | | | | | (157,198,000) | | | | | | (448,073,000) | | | | | | (3,050,235) | | | |||
Options Expired | | | | | (157,198,000) | | | | | | (92,275,000) | | | | | | (424,514) | | | |||
Balance at 12/31/2015 | | | | | — | | | | | | — | | | | | $ | — | | | |||
|
| | | USD Notional | | | Cost | | ||||||||
Balance at 12/31/2014 | | | | | 993,819,485 | | | | | $ | 4,869,715 | | | ||
Options Purchased | | | | | 3,659,844,000 | | | | | | 16,403,654 | | | ||
Options Terminated in Closing Sell Transactions | | | | | (1,903,289,000) | | | | | | (9,721,395) | | | ||
Options Expired | | | | | (2,750,374,485) | | | | | | (11,551,974) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | USD Notional | | | Premiums Received | | ||||||||
Balance at 12/31/2014 | | | | | — | | | | | $ | — | | | ||
Options Written | | | | | 5,143,954,000 | | | | | | 18,594,480 | | | ||
Options Terminated in Closing Purchase Transactions | | | | | (4,045,408,000) | | | | | | (17,427,275) | | | ||
Options Expired | | | | | (1,098,546,000) | | | | | | (1,167,205) | | | ||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | | ||
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 202,625 | | | | | | — | | | | | | 636,456 | | | | | | (4,345,705) | | | | | | (3,506,624) | | | | | | 2,953,398 | | | | | | — | | | | | | 9,483,192 | | | | | | (63,085,408) | | | | | | (50,648,818) | | |
12/31/2014 | | | | | 490,372 | | | | | | — | | | | | | 612,403 | | | | | | (4,861,806) | | | | | | (3,759,031) | | | | | | 6,967,759 | | | | | | — | | | | | | 8,604,651 | | | | | | (69,819,472) | | | | | | (54,247,062) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 7,630 | | | | | | — | | | | | | 5,259 | | | | | | (52,988) | | | | | | (40,099) | | | | | | 110,214 | | | | | | — | | | | | | 77,986 | | | | | | (766,696) | | | | | | (578,496) | | |
12/31/2014 | | | | | 16,786 | | | | | | — | | | | �� | | 5,585 | | | | | | (111,231) | | | | | | (88,860) | | | | | | 241,401 | | | | | | — | | | | | | 78,141 | | | | | | (1,586,005) | | | | | | (1,266,463) | | |
Global Value Advantage | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,646,676 | | | | | | 702,530 | | | | | | — | | | | | | (792,289) | | | | | | 2,556,917 | | | | | | 24,874,315 | | | | | | 6,554,145 | | | | | | — | | | | | | (7,296,576) | | | | | | 24,131,884 | | |
12/31/2014 | | | | | 28,485 | | | | | | — | | | | | | 3,901 | | | | | | (38,773) | | | | | | (6,387) | | | | | | 259,356 | | | | | | — | | | | | | 34,754 | | | | | | (352,057) | | | | | | (57,947) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
3/5/2015(1) - 12/31/2015 | | | | | 7,966,142 | | | | | | 13,499,724 | | | | | | 113,968 | | | | | | (3,032,541) | | | | | | 18,547,293 | | | | | | 75,699,383 | | | | | | 128,332,301 | | | | | | 1,130,563 | | | | | | (28,447,844) | | | | | | 176,714,403 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,610,281 | | | | | | 59,963,891 | | | | | | 248,043 | | | | | | (18,562,769) | | | | | | 44,259,446 | | | | | | 24,509,289 | | | | | | 567,994,045 | | | | | | 2,463,069 | | | | | | (174,600,717) | | | | | | 420,365,686 | | |
12/31/2014 | | | | | 832,547 | | | | | | — | | | | | | 566,924 | | | | | | (2,946,785) | | | | | | (1,547,314) | | | | | | 7,689,471 | | | | | | — | | | | | | 5,096,647 | | | | | | (26,987,001) | | | | | | (14,200,883) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
3/5/2015(1) - 12/31/2015 | | | | | 4,490 | | | | | | 1,501,436 | | | | | | 180 | | | | | | (1,473,347) | | | | | | 32,759 | | | | | | 41,593 | | | | | | 14,128,522 | | | | | | 1,762 | | | | | | (13,863,380) | | | | | | 308,497 | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
3/5/2015(1) - 12/31/2015 | | | | | 353,809 | | | | | | 10,731,841 | | | | | | 42,425 | | | | | | (4,990,842) | | | | | | 6,137,233 | | | | | | 3,286,196 | | | | | | 100,986,795 | | | | | | 416,187 | | | | | | (46,854,196) | | | | | | 57,834,982 | | |
Growth and Income | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 324,618 | | | | | | — | | | | | | 2,653,379 | | | | | | (6,332,093) | | | | | | (3,354,096) | | | | | | 9,477,145 | | | | | | — | | | | | | 75,090,624 | | | | | | (193,620,550) | | | | | | (109,052,781) | | |
12/31/2014 | | | | | 400,469 | | | | | | — | | | | | | 5,534,480 | | | | | | (7,386,574) | | | | | | (1,451,625) | | | | | | 13,212,287 | | | | | | — | | | | | | 170,185,252 | | | | | | (241,956,332) | | | | | | (58,558,793) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 290,105 | | | | | | — | | | | | | 4,555,997 | | | | | | (8,170,773) | | | | | | (3,324,671) | | | | | | 8,980,255 | | | | | | — | | | | | | 130,438,190 | | | | | | (250,938,958) | | | | | | (111,520,513) | | |
12/31/2014 | | | | | 799,962 | | | | | | — | | | | | | 8,918,861 | | | | | | (8,742,866) | | | | | | 975,957 | | | | | | 25,620,199 | | | | | | — | | | | | | 277,287,376 | | | | | | (288,762,379) | | | | | | 14,145,196 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 146,571 | | | | | | — | | | | | | 1,583,103 | | | | | | (4,145,273) | | | | | | (2,415,599) | | | | | | 4,428,772 | | | | | | — | | | | | | 44,833,477 | | | | | | (126,860,972) | | | | | | (77,598,723) | | |
12/31/2014 | | | | | 227,145 | | | | | | — | | | | | | 3,298,025 | | | | | | (4,897,593) | | | | | | (1,372,423) | | | | | | 7,362,201 | | | | | | — | | | | | | 101,480,245 | | | | | | (160,678,902) | | | | | | (51,836,456) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 9,093 | | | | | | — | | | | | | 836 | | | | | | (7,833) | | | | | | 2,096 | | | | | | 277,788 | | | | | | — | | | | | | 23,495 | | | | | | (239,987) | | | | | | 61,296 | | |
12/31/2014 | | | | | 6,900 | | | | | | — | | | | | | 1,246 | | | | | | (35,280) | | | | | | (27,134) | | | | | | 226,688 | | | | | | — | | | | | | 38,099 | | | | | | (1,174,602) | | | | | | (909,815) | | |
Intermediate Bond | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 1,033,309 | | | | | | 11,624,777 | | | | | | 802,976 | | | | | | (2,669,949) | | | | | | 10,791,113 | | | | | | 13,340,754 | | | | | | 149,184,469 | | | | | | 9,986,767 | | | | | | (34,328,099) | | | | | | 138,183,891 | | |
12/31/2014 | | | | | 1,008,851 | | | | | | 12,168,090 | | | | | | 434,533 | | | | | | (1,609,142) | | | | | | 12,002,332 | | | | | | 13,074,243 | | | | | | 154,197,567 | | | | | | 5,558,145 | | | | | | (20,800,864) | | | | | | 152,029,091 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 23,872,350 | | | | | | 12,071,020 | | | | | | 3,491,776 | | | | | | (13,997,676) | | | | | | 25,437,470 | | | | | | 310,214,545 | | | | | | 156,568,603 | | | | | | 43,830,561 | | | | | | (181,744,538) | | | | | | 328,869,171 | | |
12/31/2014 | | | | | 5,701,375 | | | | | | 7,270,005 | | | | | | 2,419,543 | | | | | | (8,856,545) | | | | | | 6,534,378 | | | | | | 74,750,108 | | | | | | 92,812,192 | | | | | | 31,190,200 | | | | | | (115,079,220) | | | | | | 83,673,280 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 9,216,475 | | | | | | 20,259,748 | | | | | | 8,416,637 | | | | | | (54,273,223) | | | | | | (16,380,363) | | | | | | 118,762,167 | | | | | | 260,842,115 | | | | | | 105,043,748 | | | | | | (700,912,894) | | | | | | (216,264,864) | | |
12/31/2014 | | | | | 9,546,315 | | | | | | 203,703,912 | | | | | | 8,318,881 | | | | | | (42,127,562) | | | | | | 179,441,546 | | | | | | 123,095,452 | | | | | | 2,585,587,889 | | | | | | 106,574,035 | | | | | | (547,039,572) | | | | | | 2,268,217,804 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,168,538 | | | | | | 83,377 | | | | | | 75,471 | | | | | | (384,423) | | | | | | 1,942,963 | | | | | | 28,000,065 | | | | | | 1,069,820 | | | | | | 938,671 | | | | | | (4,970,407) | | | | | | 25,038,149 | | |
12/31/2014 | | | | | 368,717 | | | | | | 3,875,395 | | | | | | 12,601 | | | | | | (3,965,115) | | | | | | 291,598 | | | | | | 4,799,225 | | | | | | 50,331,277 | | | | | | 161,042 | | | | | | (50,304,272) | | | | | | 4,987,272 | | |
Money Market | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 85,417,420 | | | | | | — | | | | | | 68,961 | | | | | | (161,137,105) | | | | | | (75,650,724) | | | | | | 85,417,419 | | | | | | — | | | | | | 68,961 | | | | | | (161,137,104) | | | | | | (75,650,724) | | |
12/31/2014 | | | | | 70,331,752 | | | | | | — | | | | | | 109,900 | | | | | | (222,173,820) | | | | | | (151,732,168) | | | | | | 70,331,752 | | | | | | — | | | | | | 109,900 | | | | | | (222,173,820) | | | | | | (151,732,168) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | | |
12/31/2014 | | | | | 2,169 | | | | | | — | | | | | | 16 | | | | | | (33,837) | | | | | | (31,652) | | | | | | 2,169 | | | | | | — | | | | | | 16 | | | | | | (33,836) | | | | | | (31,651) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Small Company | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 42,791 | | | | | | — | | | | | | 42,062 | | | | | | (49,749) | | | | | | 35,104 | | | | | | 879,068 | | | | | | — | | | | | | 833,677 | | | | | | (1,057,372) | | | | | | 655,373 | | |
12/31/2014 | | | | | 31,232 | | | | | | — | | | | | | 37,382 | | | | | | (110,097) | | | | | | (41,483) | | | | | | 701,029 | | | | | | — | | | | | | 780,154 | | | | | | (2,416,034) | | | | | | (934,851) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 2,254,931 | | | | | | — | | | | | | 3,651,238 | | | | | | (3,567,784) | | | | | | 2,338,385 | | | | | | 47,197,903 | | | | | | — | | | | | | 74,959,919 | | | | | | (75,492,777) | | | | | | 46,665,045 | | |
12/31/2014 | | | | | 2,074,599 | | | | | | — | | | | | | 2,971,526 | | | | | | (5,881,293) | | | | | | (835,168) | | | | | | 48,553,568 | | | | | | — | | | | | | 63,887,801 | | | | | | (133,003,794) | | | | | | (20,562,425) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
11/24/2015(1) - 12/31/2015 | | | | | 147 | | | | | | — | | | | | | — | | | | | | — | | | | | | 147 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | 898,027 | | | | | | — | | | | | | 824,447 | | | | | | (1,060,078) | | | | | | 662,396 | | | | | | 18,183,436 | | | | | | — | | | | | | 16,604,357 | | | | | | (22,100,391) | | | | | | 12,687,402 | | |
12/31/2014 | | | | | 493,548 | | | | | | — | | | | | | 620,364 | | | | | | (1,279,303) | | | | | | (165,391) | | | | | | 11,001,481 | | | | | | — | | | | | | 13,126,900 | | | | | | (28,787,447) | | | | | | (4,659,066) | | |
Class S2(2) | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (1,782) | | | | | | (1,782) | | | | | | — | | | | | | — | | | | | | — | | | | | | (39,073) | | | | | | (39,073) | | |
12/31/2014 | | | | | 319 | | | | | | — | | | | | | 177 | | | | | | —* | | | | | | 496 | | | | | | 7,035 | | | | | | — | | | | | | 3,725 | | | | | | — | | | | | | 10,760 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 362,868 | | | | | $ | (362,868) | | | | | $ | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 203,080 | | | | | | (203,080) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 3,150,835 | | | | | | (3,150,835) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 174,097 | | | | | | (174,097) | | | | | | — | | |
Goldman Sachs & Company | | | | | 457,233 | | | | | | (457,233) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 13,909 | | | | | | (13,909) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 1,149,708 | | | | | | (1,149,708) | | | | | | — | | |
Jefferies LLC | | | | | 180,029 | | | | | | (180,029) | | | | | | — | | |
JP Morgan Clearing Corp | | | | | 263,860 | | | | | | (263,860) | | | | | | — | | |
Merrill Lynch International | | | | | 81,728 | | | | | | (81,728) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 31,126 | | | | | | (31,126) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 122,020 | | | | | | (122,020) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
National Financial Services LLC | | | | | 55,271 | | | | | | (55,271) | | | | | | — | | | |||
RBC Capital Markets, LLC | | | | | 50,397 | | | | | | (50,397) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 300,607 | | | | | | (300,607) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 264,268 | | | | | | (264,268) | | | | | | — | | | |||
UBS AG | | | | | 119,293 | | | | | | (119,293) | | | | | | — | | | |||
UBS Securities LLC. | | | | | 56,793 | | | | | | (56,793) | | | | | | — | | | |||
Wells Fargo Securities LLC | | | | | 418,015 | | | | | | (418,015) | | | | | | — | | | |||
Total | | | | $ | 7,455,134 | | | | | $ | (7,455,134) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Goldman Sachs & Co. | | | | $ | 961,437 | | | | | $ | (961,437) | | | | | $ | — | | | |||
Total | | | | $ | 961,437 | | | | | $ | (961,437) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
Barclays Capital Inc. | | | | $ | 1,454,714 | | | | | $ | (1,454,714) | | | | | $ | — | | | |||
Citigroup Global Markets Inc. | | | | | 31,311,245 | | | | | | (31,311,245) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 179,524 | | | | | | (179,524) | | | | | | — | | | |||
HSBC Securities (USA) Inc. | | | | | 411,991 | | | | | | (411,991) | | | | | | — | | | |||
J.P. Morgan Securities LLC | | | | | 733,492 | | | | | | (733,492) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 5,297,867 | | | | | | (5,297,867) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 5,327,044 | | | | | | (5,327,044) | | | | | | — | | | |||
RBC Capital Markets, LLC | | | | | 2,344,117 | | | | | | (2,344,117) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 1,169,162 | | | | | | (1,169,162) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 1,376,589 | | | | | | (1,376,589) | | | | | | — | | | |||
Total | | | | $ | 49,605,746 | | | | | $ | (49,605,746) | | | | | $ | — | | | |||
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 225,799 | | | | | $ | (225,799) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | ||||||||||||
BMO Capital Markets Corp | | | | | 13,167 | | | | | | (13,167) | | | | | | — | | | |||
Deutsche Bank Securities Inc. | | | | | 583,203 | | | | | | (583,203) | | | | | | — | | | |||
Goldman, Sachs & Co. | | | | | 2,228,254 | | | | | | (2,228,254) | | | | | | — | | | |||
Jefferies LLC | | | | | 256,725 | | | | | | (256,725) | | | | | | — | | | |||
JP Morgan Clearing Corp | | | | | 1,014,959 | | | | | | (1,014,959) | | | | | | — | | | |||
Morgan Stanley & Co. LLC | | | | | 1,392,721 | | | | | | (1,392,721) | | | | | | — | | | |||
RBC Dominion Securities Inc | | | | | 1,904,774 | | | | | | (1,904,774) | | | | | | — | | | |||
Scotia Capital (USA) INC | | | | | 1,578,479 | | | | | | (1,578,479) | | | | | | — | | | |||
SG Americas Securities, LLC | | | | | 456,576 | | | | | | (456,576) | | | | | | — | | | |||
UBS Securities LLC. | | | | | 916,875 | | | | | | (916,875) | | | | | | — | | | |||
Total | | | | $ | 10,571,531 | | | | | $ | (10,571,531) | | | | | $ | — | | | |||
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/ (Losses) | | |||||||||
Balanced | | | | $ | (9,425) | | | | | $ | (2,233,516) | | | | | $ | 2,242,941 | | |
Global Value Advantage | | | | | (2,454,040) | | | | | | 1,737,620 | | | | | | 716,420 | | |
Growth and Income(1) | | | | | (16,215,038) | | | | | | (1,132,329) | | | | | | 17,347,367 | | |
Intermediate Bond(2) | | | | | — | | | | | | 15,799,346 | | | | | | (15,799,346) | | |
Small Company | | | | | — | | | | | | 6 | | | | | | (6) | | |
| | | Year Ended December 31, 2015 | | | Year Ended December 31, 2014 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 9,561,178 | | | | | $ | — | | | | | $ | 8,682,792 | | | | | $ | — | | |
Global Value Advantage | | | | | 4,011,581 | | | | | | — | | | | | | 5,131,401 | | | | | | — | | |
Growth and Income | | | | | 68,479,686 | | | | | | 182,087,566 | | | | | | 84,492,933 | | | | | | 464,792,313 | | |
Intermediate Bond | | | | | 159,807,871 | | | | | | — | | | | | | 143,494,004 | | | | | | — | | |
Money Market | | | | | 59,269 | | | | | | 9,705 | | | | | | 109,916 | | | | | | — | | |
Small Company | | | | | 11,222,450 | | | | | | 81,175,503 | | | | | | 14,880,846 | | | | | | 62,917,734 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||||||||||||||||||
Balanced | | | | $ | 7,676,062 | | | | | $ | — | | | | | $ | — | | | | | $ | (3,888,063) | | | | | $ | (4,893,731) | | | | | | Short-term | | | | | | 2017 | | | |||||||
Global Value Advantage | | | | | 19,356,238 | | | | | | — | | | | | | — | | | | | | (45,067,231) | | | | | | (114,056,757) | | | | | | Short-term | | | | | | 2016 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (16,197,601) | | | | | | Short-term | | | | | | 2017 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (6,695,973) | | | | | | Short-term | | | | | | 2018 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (59,900,001) | | | | | | Short-term | | | | | | None | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (196,850,332)* | | | | | | | | | | | | | | | |||||||
Growth and Income | | | | | — | | | | | | 93,107,624 | | | | | | — | | | | | | 586,095,417 | | | | | | (35,231,984)* | | | | | | Short-term | | | | | | 2016 | | | |||||||
Intermediate Bond | | | | | 2,802,409 | | | | | | — | | | | | | (19,905,658) | | | | | | (56,396,730) | | | | | | (152,830,543) | | | | | | Short-term | | | | | | 2017 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (4,304,116) | | | | | | Long-term | | | | | | None | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (157,134,659)* | | | | | | | | | | | | | | | |||||||
Money Market | | | | | 104,857 | | | | | | 2,379 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | |||||||
Small Company | | | | | 2,560,187 | | | | | | 55,066,254 | | | | | | — | | | | | | 63,360,702 | | | | | | (1,570,776) | | | | | | Short-term | | | | | | 2016 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (520,509) | | | | | | Short-term | | | | | | 2017 | | | |||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (2,091,285)* | | | | | | | | | | | | | | | |||||||
|
| Net investment income | | | | $ | 19,127,226 | | |
| Net realized and unrealized loss on investments | | | | $ | (71,422,278) | | |
| Net decrease in net assets resulting from operations | | | | $ | (52,295,052) | | |
Acquired Portfolios | | | Total Net Assets of Acquired Portfolios (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Capital Loss Carryforwards (000s) | | | Acquired Unrealized Appreciation/ (Depreciation) (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
Acquired 1 Portfolio | | | | $ | 534,681 | | | | | $ | 169,240 | | | | | $ | 154,807 | | | | | $ | (12,803) | | | | | | 1.8507 | | |
Acquired 2 Portfolio | | | | $ | 111,826 | | | | | $ | 169,240 | | | | | $ | 7,894* | | | | | $ | 4,632 | | | | | | 0.9631 | | |
| Net investment income | | | | $ | 18,044,431 | | |
| Net realized and unrealized loss on investments | | | | $ | (56,943,168) | | |
| Net decrease in net assets resulting from operations | | | | $ | (38,898,737) | | |
Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
| $ | 171,489 | | | | | $ | 734,035 | | | | | $ | — | | | | | $ | (2,082) | | | | | | 1.0286 | | |
| Net investment income | | | | $ | 148,621,340 | | |
| Net realized and unrealized loss on investments | | | | $ | (127,152,986) | | |
| Net increase in net assets resulting from operations | | | | $ | 21,468,354 | | |
Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolios’ Unrealized Depreciation (000s) | | | Portfolio’s Conversion Ratio | | |||||||||||||||
| $ | 567,665 | | | | | $ | 4,449,177 | | | | | $ | — | | | | | $ | (1,127) | | | | | | 0.8214 | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | ||||||
Money Market | | | | | | | | | | | | | | | | |
Class I | | | | $ | 0.0001 | | | | February 1, 2016 | | | | | Daily | | |
Class S | | | | $ | 0.0000 | | | | February 1, 2016 | | | | | Daily | | |
Voya Balanced Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 56.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 8.2% | | ||||||||||||
| | | 5,932 | @ | | Amazon.com, Inc. | | | | $ | 4,009,379 | | | | | | 0.9 | | | |
| | | 31,909 | | | | Comcast Corp. - Class A | | | | | 1,800,625 | | | | | | 0.4 | | |
| | | 25,415 | @ | | Dish Network Corp. - Class A | | | | | 1,453,230 | | | | | | 0.3 | | | |
| | | 22,701 | | | | Home Depot, Inc. | | | | | 3,002,207 | | | | | | 0.7 | | |
| | | 26,409 | @ | | Jarden Corp. | | | | | 1,508,482 | | | | | | 0.3 | | | |
| | | 25,594 | | | | McDonald’s Corp. | | | | | 3,023,675 | | | | | | 0.7 | | |
| | | 31,289 | | | | Nike, Inc. | | | | | 1,955,563 | | | | | | 0.5 | | |
| | | 680,981 | | | | Other Securities(a) | | | | | 19,468,929 | | | | | | 4.4 | | |
| | | | | | | | | | | | 36,222,090 | | | | | | 8.2 | | |
| | | | | | | Consumer Staples: 4.9% | | ||||||||||||
| | | 23,030 | | | | Coca-Cola Enterprises, Inc. | | | | | 1,133,997 | | | | | | 0.2 | | |
| | | 16,688 | | | | CVS Health Corp. | | | | | 1,631,586 | | | | | | 0.4 | | |
| | | 18,404 | | | | Nestle S.A. | | | | | 1,366,226 | | | | | | 0.3 | | |
| | | 33,675 | | | | PepsiCo, Inc. | | | | | 3,364,806 | | | | | | 0.8 | | |
| | | 405,749 | | | | Other Securities(a) | | | | | 14,355,405 | | | | | | 3.2 | | |
| | | | | | | | | | | | 21,852,020 | | | | | | 4.9 | | |
| | | | | | | Energy: 2.9% | | ||||||||||||
| | | 18,533 | | | | Chevron Corp. | | | | | 1,667,229 | | | | | | 0.4 | | |
| | | 42,409 | | | | Halliburton Co. | | | | | 1,443,602 | | | | | | 0.3 | | |
| | | 13,984 | @ | | Royal Dutch Shell PLC - Class A ADR | | | | | 640,327 | | | | | | 0.1 | | | |
| | | 34,525 | | | | Royal Dutch Shell PLC - Class A | | | | | 781,967 | | | | | | 0.2 | | |
| | | 9,941 | | | | Royal Dutch Shell PLC - Class B | | | | | 226,566 | | | | | | 0.0 | | |
| | | 15,647 | L | | Total S.A. ADR | | | | | 703,333 | | | | | | 0.2 | | | |
| | | 17,033 | | | | Total S.A. | | | | | 763,617 | | | | | | 0.2 | | |
| | | 196,673 | | | | Other Securities(a) | | | | | 6,603,174 | | | | | | 1.5 | | |
| | | | | | | | | | | | 12,829,815 | | | | | | 2.9 | | |
| | | | | | | Financials: 11.7% | | ||||||||||||
| | | 1,984 | #,@ | | Amundi SA | | | | | 93,101 | | | | | | 0.0 | | | |
| | | 36,166 | | | | Citigroup, Inc. | | | | | 1,871,591 | | | | | | 0.5 | | |
| | | 39,075 | | | | JPMorgan Chase & Co. | | | | | 2,580,122 | | | | | | 0.6 | | |
| | | 58,666 | | | | Wells Fargo & Co. | | | | | 3,189,084 | | | | | | 0.7 | | |
| | | 2,279,878 | | | | Other Securities(a) | | | | | 43,899,983 | | | | | | 9.9 | | |
| | | | | | | | | | | | 51,633,881 | | | | | | 11.7 | | |
| | | | | | | Health Care: 7.5% | | ||||||||||||
| | | 9,605 | | | | Amgen, Inc. | | | | | 1,559,180 | | | | | | 0.4 | | |
| | | 39,181 | | | | Bristol-Myers Squibb Co. | | | | | 2,695,261 | | | | | | 0.6 | | |
| | | 18,522 | | | | Gilead Sciences, Inc. | | | | | 1,874,241 | | | | | | 0.4 | | |
| | | 57,967 | | | | Merck & Co., Inc. | | | | | 3,061,817 | | | | | | 0.7 | | |
| | | 68,307 | | | | Pfizer, Inc. | | | | | 2,204,950 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 22,946 | | | | UnitedHealth Group, Inc. | | | | $ | 2,699,367 | | | | | | 0.6 | | |
| | | 239,195 | | | | Other Securities(a) | | | | | 19,177,228 | | | | | | 4.3 | | |
| | | | | | | | | | | | 33,272,044 | | | | | | 7.5 | | |
| | | | | | | Industrials: 6.6% | | ||||||||||||
| | | 16,083 | | | | Danaher Corp. | | | | | 1,493,789 | | | | | | 0.4 | | |
| | | 29,181 | | | | Delta Air Lines, Inc. | | | | | 1,479,185 | | | | | | 0.3 | | |
| | | 89,781 | | | | General Electric Co. | | | | | 2,796,678 | | | | | | 0.6 | | |
| | | 7,401 | | | | Roper Technologies, Inc. | | | | | 1,404,636 | | | | | | 0.3 | | |
| | | 599,887 | | | | Other Securities(a) | | | | | 21,922,241 | | | | | | 5.0 | | |
| | | | | | | | | | | | 29,096,529 | | | | | | 6.6 | | |
| | | | | | | Information Technology: 9.5% | | ||||||||||||
| | | 17,561 | @ | | Adobe Systems, Inc. | | | | | 1,649,680 | | | | | | 0.4 | | | |
| | | 5,148 | @ | | Alphabet, Inc. - Class A | | | | | 4,005,195 | | | | | | 0.9 | | | |
| | | 55,703 | | | | Apple, Inc. | | | | | 5,863,298 | | | | | | 1.3 | | |
| | | 78,263 | | | | Cisco Systems, Inc. | | | | | 2,125,232 | | | | | | 0.5 | | |
| | | 13,777 | @ | | Facebook, Inc. | | | | | 1,441,901 | | | | | | 0.3 | | | |
| | | 61,231 | | | | Intel Corp. | | | | | 2,109,408 | | | | | | 0.5 | | |
| | | 83,440 | | | | Microsoft Corp. | | | | | 4,629,251 | | | | | | 1.0 | | |
| | | 32,909 | | | | Visa, Inc. - Class A | | | | | 2,552,093 | | | | | | 0.6 | | |
| | | 539,806 | | | | Other Securities(a) | | | | | 17,879,967 | | | | | | 4.0 | | |
| | | | | | | | | | | | 42,256,025 | | | | | | 9.5 | | |
| | | | | | | Materials: 2.4% | | ||||||||||||
| | | 298,515 | | | | Other Securities | | | | | 10,595,259 | | | | | | 2.4 | | |
| | | | | | | Telecommunication Services: 1.0% | | ||||||||||||
| | | 54,944 | | | | AT&T, Inc. | | | | | 1,890,623 | | | | | | 0.4 | | |
| | | 533,769 | | | | Other Securities | | | | | 2,435,458 | | | | | | 0.6 | | |
| | | | | | | | | | | | 4,326,081 | | | | | | 1.0 | | |
| | | | | | | Utilities: 2.0% | | ||||||||||||
| | | 17,486 | | | | DTE Energy Co. | | | | | 1,402,202 | | | | | | 0.3 | | |
| | | 28,381 | | | | PG&E Corp. | | | | | 1,509,586 | | | | | | 0.4 | | |
| | | 349,370 | | | | Other Securities | | | | | 5,922,172 | | | | | | 1.3 | | |
| | | | | | | | | | | | 8,833,960 | | | | | | 2.0 | | |
| | | | | | | Total Common Stock (Cost $245,115,796) | | | | | 250,917,704 | | | | | | 56.7 | | |
| EXCHANGE-TRADED FUNDS: 5.8% | | ||||||||||||||||||
| | | 37,981 | | | | iShares Barclays 20+ Year Treasury Bond Fund | | | | | 4,581,268 | | | | | | 1.0 | | |
| | | 205,700 | | | | iShares MSCI Emerging Markets Index Fund | | | | | 6,621,483 | | | | | | 1.5 | | |
| | | 3,798 | | | | iShares Russell 1000 Value Index Fund | | | | | 371,673 | | | | | | 0.1 | | |
| | | 4,500 | | | | iShares S&P MidCap 400 Index Fund | | | | | 627,210 | | | | | | 0.2 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| EXCHANGE-TRADED FUNDS: (continued) | | |||||||||||||||||||||
| | | 403,515 | | | | PowerShares Senior Loan Portfolio | | | | $ | 9,038,736 | | | | | | 2.0 | | | |||
| | | 133,500 | | | | SPDR Barclays Capital High Yield Bond ETF | | | | | 4,526,985 | | | | | | 1.0 | | | |||
| | | | | | | Total Exchange-Traded Funds (Cost $29,696,546) | | | | | 25,767,355 | | | | | | 5.8 | | | |||
| MUTUAL FUNDS: 4.0% | | |||||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 3.0% | | |||||||||||||||
| | | 1,790,829 | | | | Voya High Yield Bond Fund - Class P | | | | | 13,431,216 | | | | | | 3.0 | | | |||
| | | | | | | Unaffiliated Investment Companies: 1.0% | | |||||||||||||||
| | | 965,993 | @ | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 4,356,627 | | | | | | 1.0 | | | ||||
| | | | | | | Total Mutual Funds (Cost $20,072,597) | | | | | 17,787,843 | | | | | | 4.0 | | | |||
| PREFERRED STOCK: 0.0% | | |||||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.0% | | |||||||||||||||
| | | 1,165 | | | | Other Securities | | | | | 168,203 | | | | | | 0.0 | | | |||
| | | | | | | Total Preferred Stock (Cost $289,361) | | | | | 168,203 | | | | | | 0.0 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 9.5% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.5% | | ||||||||||||
| | | 340,000 | # | | Anglo American Capital PLC, 2.625%, 09/27/17 | | | | | 297,620 | | | | | | 0.1 | | | |
| | | 200,000 | # | | BHP Billiton Finance USA Ltd., 6.750%, 10/19/75 | | | | | 193,500 | | | | | | 0.1 | | | |
| | | 67,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 66,698 | | | | | | 0.0 | | | |
| | | 25,000 | # | | Georgia-Pacific LLC, 3.600%, 03/01/25 | | | | | 24,770 | | | | | | 0.0 | | | |
| | | 38,000 | # | | Glencore Funding LLC, 2.500%, 01/15/19 | | | | | 31,752 | | | | | | 0.0 | | | |
| | | 84,000 | #,L | | Glencore Funding LLC, 2.875%, 04/16/20 | | | | | 65,583 | | | | | | 0.0 | | | |
| | | 75,000 | # | | NOVA Chemicals Corp., 5.250%, 08/01/23 | | | | | 74,531 | | | | | | 0.0 | | | |
| | | 1,544,000 | | | | Other Securities(a) | | | | | 1,359,774 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,114,228 | | | | | | 0.5 | | |
| | | | | | | Communications: 1.4% | | ||||||||||||
| | | 209,000 | | | | AT&T, Inc., 3.000%-5.350%, 06/30/22-06/15/44 | | | | | 201,293 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 131,000 | # | | CCO Safari II LLC, 4.464%, 07/23/22 | | | | $ | 130,691 | | | | | | 0.0 | | | |
| | | 32,000 | # | | CCO Safari II LLC, 4.908%, 07/23/25 | | | | | 32,017 | | | | | | 0.0 | | | |
| | | 33,000 | # | | CommScope, Inc., 5.000%, 06/15/21 | | | | | 31,762 | | | | | | 0.0 | | | |
| | | 40,000 | # | | CommScope, Inc., 5.500%, 06/15/24 | | | | | 38,150 | | | | | | 0.0 | | | |
| | | 64,000 | # | | Cox Communications, Inc., 3.850%, 02/01/25 | | | | | 58,790 | | | | | | 0.0 | | | |
| | | 142,000 | # | | COX Communications, Inc., 2.950%, 06/30/23 | | | | | 125,305 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | Millicom International Cellular SA, 4.750%, 05/22/20 | | | | | 180,000 | | | | | | 0.0 | | | |
| | | 20,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 19,825 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Numericable Group SA, 6.000%, 05/15/22 | | | | | 194,500 | | | | | | 0.0 | | | |
| | | 170,000 | # | | Sinclair Television Group, Inc., 5.625%, 08/01/24 | | | | | 165,962 | | | | | | 0.0 | | | |
| | | 209,000 | # | | Sirius XM Radio, Inc., 5.875%, 10/01/20 | | | | | 219,450 | | | | | | 0.1 | | | |
| | | 200,000 | # | | SoftBank Group Corp., 4.500%, 04/15/20 | | | | | 199,500 | | | | | | 0.1 | | | |
| | | 400,000 | # | | Telefonica Chile SA, 3.875%, 10/12/22 | | | | | 395,284 | | | | | | 0.1 | | | |
| | | 110,000 | # | | West Corp., 5.375%, 07/15/22 | | | | | 95,288 | | | | | | 0.0 | | | |
| | | 4,276,000 | | | | Other Securities | | | | | 4,265,370 | | | | | | 1.0 | | |
| | | | | | | | | | | | 6,353,187 | | | | | | 1.4 | | |
| | | | | | | Consumer, Cyclical: 0.4% | | ||||||||||||
| | | 1,801,000 | | | | Other Securities(a) | | | | | 1,803,135 | | | | | | 0.4 | | |
| | | | | | | Consumer, Non-cyclical: 1.5% | | ||||||||||||
| | | 60,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 61,631 | | | | | | 0.0 | | | |
| | | 310,000 | | | | Coca-Cola Co/The, 0.875%-1.875%, 10/27/17-10/27/20 | | | | | 307,974 | | | | | | 0.1 | | |
| | | 267,000 | | | | Gilead Sciences, Inc., 2.550%-3.650%, 09/01/20-03/01/26 | | | | | 269,314 | | | | | | 0.1 | | |
| | | 80,000 | # | | HJ Heinz Co., 2.800%, 07/02/20 | | | | | 79,896 | | | | | | 0.0 | | | |
| | | 126,000 | # | | Kraft Heinz Foods Co., 3.950%, 07/15/25 | | | | | 127,466 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 200,000 | # | | Imperial Tobacco Finance PLC, 2.950%, 07/21/20 | | | | $ | 200,667 | | | | | | 0.1 | | | |
| | | 95,000 | # | | JBS USA LLC/JBS USA Finance, Inc., 5.875%, 07/15/24 | | | | | 86,450 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Marfrig Overseas Ltd., 9.500%, 05/04/20 | | | | | 98,500 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 40,088 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | | | | | 100,250 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | | 98,250 | | | | | | 0.0 | | | |
| | | 67,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 67,229 | | | | | | 0.0 | | | |
| | | 4,883,000 | | | | Other Securities | | | | | 4,892,348 | | | | | | 1.1 | | |
| | | | | | | | | | | | 6,430,063 | | | | | | 1.5 | | |
| | | | | | | Diversified: 0.0% | | ||||||||||||
| | | 90,000 | | | | Other Securities | | | | | 88,614 | | | | | | 0.0 | | |
| | | | | | | Energy: 1.0% | | ||||||||||||
| | | 21,000 | # | | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | | | | | 19,070 | | | | | | 0.0 | | | |
| | | 25,000 | # | | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 20,875 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Kinder Morgan Finance Co. LLC, 6.000%, 01/15/18 | | | | | 80,706 | | | | | | 0.0 | | | |
| | | 400,000 | # | | Reliance Industries Ltd., 5.875%, 12/31/49 | | | | | 393,500 | | | | | | 0.1 | | | |
| | | 150,000 | # | | YPF SA, 8.500%, 07/28/25 | | | | | 143,625 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | YPF SA, 8.875%, 12/19/18 | | | | | 202,750 | | | | | | 0.1 | | | |
| | | 3,828,000 | | | | Other Securities(a) | | | | | 3,465,900 | | | | | | 0.8 | | |
| | | | | | | | | | | | 4,326,426 | | | | | | 1.0 | | |
| | | | | | | Financial: 3.0% | | ||||||||||||
| | | 210,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 208,539 | | | | | | 0.1 | | | |
| | | 200,000 | # | | ABN AMRO Bank NV, 4.750%, 07/28/25 | | | | | 199,730 | | | | | | 0.0 | | | |
| | | 95,000 | # | | Alliance Data Systems Corp., 5.375%, 08/01/22 | | | | | 90,725 | | | | | | 0.0 | | | |
| | | 150,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 147,641 | | | | | | 0.0 | | | |
| | | 561,000 | | | | Bank of America Corp., 2.625%-4.750%, 10/19/20-04/21/45 | | | | | 568,033 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 200,000 | # | | Bank of Tokyo-Mitsubishi UFJ Ltd./The, 2.300%, 03/05/20 | | | | $ | 197,422 | | | | | | 0.0 | | | |
| | | 197,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 210,343 | | | | | | 0.1 | | | |
| | | 32,000 | # | | BNP Paribas SA, 4.375%, 09/28/25 | | | | | 31,405 | | | | | | 0.0 | | | |
| | | 200,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 202,050 | | | | | | 0.0 | | | |
| | | 200,000 | # | | BPCE SA, 5.700%, 10/22/23 | | | | | 210,585 | | | | | | 0.1 | | | |
| | | 200,000 | # | | Credit Agricole SA, 4.375%, 03/17/25 | | | | | 194,053 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 215,960 | | | | | | 0.0 | | | |
| | | 132,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/20 | | | | | 130,891 | | | | | | 0.1 | | | |
| | | 52,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | | | | | 50,334 | | | | | | 0.0 | | | |
| | | 77,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 77,083 | | | | | | 0.0 | | | |
| | | 250,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 249,367 | | | | | | 0.1 | | |
| | | 100,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 109,327 | | | | | | 0.0 | | | |
| | | 200,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 199,343 | | | | | | 0.1 | | | |
| | | 181,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 198,874 | | | | | | 0.1 | | | |
| | | 739,000 | | | | JPMorgan Chase & Co., 1.625%-6.125%, 05/15/18-12/29/49 | | | | | 741,432 | | | | | | 0.2 | | |
| | | 45,000 | # | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 44,863 | | | | | | 0.0 | | | |
| | | 400,000 | # | | Mizuho Bank Ltd., 3.200%, 03/26/25 | | | | | 391,950 | | | | | | 0.1 | | | |
| | | 80,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 79,391 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 69,891 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Santander UK Group Holdings PLC, 4.750%, 09/15/25 | | | | | 198,328 | | | | | | 0.1 | | | |
| | | 70,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.250%, 10/28/25 | | | | | 65,835 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 73,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | $ | 70,981 | | | | | | 0.0 | | | |
| | | 59,000 | # | | Skandinaviska Enskilda Banken AB, 2.625%, 11/17/20 | | | | | 58,858 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Swedbank AB, 2.200%, 03/04/20 | | | | | 197,856 | | | | | | 0.0 | | | |
| | | 41,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 41,064 | | | | | | 0.0 | | | |
| | | 437,000 | | | | Wells Fargo & Co., 3.900%-5.900%, 06/03/26-12/29/49 | | | | | 434,801 | | | | | | 0.1 | | |
| | | 99,000 | | | | Wells Fargo & Co., 2.550%, 12/07/20 | | | | | 98,571 | | | | | | 0.0 | | |
| | | 7,430,000 | | | | Other Securities | | | | | 7,530,781 | | | | | | 1.7 | | |
| | | | | | | | | | | | 13,516,307 | | | | | | 3.0 | | |
| | | | | | | Industrial: 0.4% | | ||||||||||||
| | | 80,000 | # | | AP Moeller - Maersk A/S, 2.550%, 09/22/19 | | | | | 79,269 | | | | | | 0.0 | | | |
| | | 25,000 | # | | Building Materials Corp. of America, 6.000%, 10/15/25 | | | | | 25,625 | | | | | | 0.0 | | | |
| | | 45,000 | #,L | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 45,759 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Sanmina Corp., 4.375%, 06/01/19 | | | | | 100,750 | | | | | | 0.0 | | | |
| | | 150,000 | # | | Siemens Financieringsmaatschappij NV, 2.900%, 05/27/22 | | | | | 150,255 | | | | | | 0.1 | | | |
| | | 60,000 | # | | Siemens Financieringsmaatschappij NV, 3.250%, 05/27/25 | | | | | 60,083 | | | | | | 0.0 | | | |
| | | 1,244,000 | | | | Other Securities | | | | | 1,233,289 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,695,030 | | | | | | 0.4 | | |
| | | | | | | Technology: 0.7% | | ||||||||||||
| | | 55,000 | # | | Activision Blizzard, Inc., 5.625%, 09/15/21 | | | | | 57,750 | | | | | | 0.0 | | | |
| | | 85,000 | # | | Audatex North America, Inc., 6.000%, 06/15/21 | | | | | 85,956 | | | | | | 0.0 | | | |
| | | 119,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 118,956 | | | | | | 0.1 | | | |
| | | 90,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 90,026 | | | | | | 0.0 | | | |
| | | 30,000 | # | | HP Enterprise Co., 3.600%, 10/15/20 | | | | | 30,104 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 30,000 | # | | HP Enterprise Co., 4.400%, 10/15/22 | | | | $ | 29,932 | | | | | | 0.0 | | | |
| | | 7,000 | # | | HP Enterprise Co., 4.900%, 10/15/25 | | | | | 6,888 | | | | | | 0.0 | | | |
| | | 165,000 | | | | Intel Corp., 2.450%-3.700%, 07/29/20-07/29/25 | | | | | 169,156 | | | | | | 0.0 | | |
| | | 200,000 | # | | NXP BV/NXP Funding LLC, 5.750%, 02/15/21 | | | | | 208,750 | | | | | | 0.1 | | | |
| | | 60,000 | # | | Seagate HDD Cayman, 4.875%, 06/01/27 | | | | | 46,163 | | | | | | 0.0 | | | |
| | | 2,193,000 | | | | Other Securities | | | | | 2,162,889 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,006,570 | | | | | | 0.7 | | |
| | | | | | | Utilities: 0.6% | | ||||||||||||
| | | 200,000 | # | | Abu Dhabi National Energy Co., 5.875%, 12/13/21 | | | | | 221,000 | | | | | | 0.1 | | | |
| | | 225,000 | # | | Calpine Corp., 6.000%, 01/15/22 | | | | | 233,368 | | | | | | 0.1 | | | |
| | | 58,000 | # | | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | | | | | 64,779 | | | | | | 0.0 | | | |
| | | 86,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 97,491 | | | | | | 0.0 | | | |
| | | 219,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 215,876 | | | | | | 0.1 | | | |
| | | 27,000 | # | | Electricite de France SA, 3.625%, 10/13/25 | | | | | 26,462 | | | | | | 0.0 | | | |
| | | 27,000 | # | | Electricite de France SA, 4.950%, 10/13/45 | | | | | 26,316 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | | | | | 206,000 | | | | | | 0.0 | | | |
| | | 37,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 37,326 | | | | | | 0.0 | | | |
| | | 1,442,000 | | | | Other Securities | | | | | 1,504,688 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,633,306 | | | | | | 0.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $42,586,699) | | | | | 41,966,866 | | | | | | 9.5 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 3.6% | | ||||||||||||||||||
| | | 100,000 | # | | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | | | | | 100,074 | | | | | | 0.0 | | | |
| | | 190,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF, 2.331%, 01/15/28 | | | | | 187,803 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 72,395 | | | | Banc of America Alternative Loan Trust 2004-1 4A1, 4.750%, 02/25/19 | | | | $ | 72,870 | | | | | | 0.0 | | |
| | | 250,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.558%, 06/10/49 | | | | | 253,654 | | | | | | 0.1 | | |
| | | 120,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 B, 5.558%, 06/10/49 | | | | | 118,725 | | | | | | 0.0 | | |
| | | 180,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 5.809%, 02/10/51 | | | | | 182,763 | | | | | | 0.0 | | |
| | | 30,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 5.809%, 02/10/51 | | | | | 30,076 | | | | | | 0.0 | | | |
| | | 498,633 | ^ | | Banc of America Commercial Mortgage Trust 2015-UBS7 XA, 0.944%, 09/15/48 | | | | | 31,726 | | | | | | 0.0 | | | |
| | | 190,000 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2004-4 G, 5.402%, 07/10/42 | | | | | 190,225 | | | | | | 0.1 | | | |
| | | 74,000 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.762%, 03/11/41 | | | | | 79,912 | | | | | | 0.0 | | | |
| | | 36,558 | | | | Banc of America Mortgage 2005-J Trust 2A4, 2.947%, 11/25/35 | | | | | 34,023 | | | | | | 0.0 | | |
| | | 3,700,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 186,695 | | | | | | 0.0 | | | |
| | | 196,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 5.911%, 06/11/41 | | | | | 206,255 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6, 5.406%, 11/11/41 | | | | | 75,233 | | | | | | 0.0 | | | |
| | | 210,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6, 5.667%, 11/11/41 | | | | | 226,009 | | | | | | 0.1 | | | |
| | | 140,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.761%, 02/13/42 | | | | | 145,312 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 260,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.620%, 04/12/38 | | | | $ | 260,243 | | | | | | 0.1 | | | |
| | | 110,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.620%, 04/12/38 | | | | | 112,764 | | | | | | 0.0 | | | |
| | | 209,449 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 221,052 | | | | | | 0.1 | | | |
| | | 50,000 | # | | Citigroup Commercial Mortgage Trust 2012-GC8 D, 4.877%, 09/10/45 | | | | | 48,084 | | | | | | 0.0 | | | |
| | | 110,000 | # | | COMM 2004-LNB2 H Mortgage Trust H, 6.067%, 03/10/39 | | | | | 118,910 | | | | | | 0.1 | | | |
| | | 1,806,585 | #,^ | | COMM 2012 - LTRT XA Mortgage Trust, 1.060%, 10/05/30 | | | | | 93,020 | | | | | | 0.0 | | | |
| | | 623,218 | ^ | | COMM 2013-LC6 XA Mortgage Trust, 1.742%, 01/10/46 | | | | | 42,718 | | | | | | 0.0 | | | |
| | | 745,057 | ^ | | Commercial Mortgage Pass Through Certificates, 1.394%, 04/10/47 | | | | | 52,782 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.047%, 06/10/36 | | | | | 81,120 | | | | | | 0.0 | | | |
| | | 931,031 | ^ | | Commercial Mortgage Trust, 1.828%, 08/15/45 | | | | | 77,963 | | | | | | 0.0 | | | |
| | | 2,380,000 | #,^ | | Commercial Mortgage Trust, 0.595%, 10/15/45 | | | | | 89,482 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1 K, 5.415%, 02/25/21 | | | | | 69,951 | | | | | | 0.1 | | | |
| | | 9,575 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 9,563 | | | | | | 0.0 | | | |
| | | 30,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 29,931 | | | | | | 0.0 | | |
| | | 50,000 | # | | Credit Suisse First Boston Mortgage Securities Corp., 6.258%, 05/15/36 | | | | | 55,115 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 36,093 | # | | Credit Suisse Mortgage Capital Certificates 2009-3R 30A1, 2.380%, 07/27/37 | | | | $ | 36,214 | | | | | | 0.0 | | | |
| | | 509,662 | #,^ | | DBUBS 2011-LC1 XA Mortgage Trust, 1.127%, 11/10/46 | | | | | 10,758 | | | | | | 0.0 | | | |
| | | 80,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.322%, 07/25/24 | | | | | 73,088 | | | | | | 0.1 | | |
| | | 440,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.322%, 11/25/24 | | | | | 448,805 | | | | | | 0.1 | | |
| | | 70,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.422%, 05/25/25 | | | | | 66,596 | | | | | | 0.0 | | |
| | | 66,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.722%, 02/25/25 | | | | | 64,049 | | | | | | 0.0 | | |
| | | 60,000 | | | | Fannie Mae Connecticut Avenue Securities, 5.422%, 11/25/24 | | | | | 60,206 | | | | | | 0.0 | | |
| | | 1,911,340 | ^ | | Fannie Mae Series 2011-M3 X, 0.002%, 07/25/21 | | | | | 22,639 | | | | | | 0.0 | | | |
| | | 121,781 | ^ | | First Horizon Alternative Mortgage Securities, 6.278%, 12/25/36 | | | | | 32,696 | | | | | | 0.0 | | | |
| | | 1,774,632 | ^ | | Freddie Mac Series K704 X1, 1.966%, 08/25/18 | | | | | 77,106 | | | | | | 0.0 | | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 4.972%, 10/25/24 | | | | | 198,657 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.172%, 10/25/24 | | | | | 100,505 | | | | | | 0.0 | | |
| | | 290,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DN1 M3, 4.572%, 01/25/25 | | | | | 286,253 | | | | | | 0.1 | | |
| | | 30,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M2, 2.622%, 03/25/25 | | | | | 29,937 | | | | | | 0.0 | | |
| | | 110,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 4.222%, 03/25/25 | | | | | 106,200 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 280,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes, 4.022%-5.222%, 04/25/24-05/25/28 | | | | $ | 267,489 | | | | | | 0.1 | | |
| | | 7,286,175 | #,^ | | FREMF Mortgage Trust, 0.100%, 12/25/44 | | | | | 34,529 | | | | | | 0.0 | | | |
| | | 942,632 | ^ | | GS Mortgage Securities Corp. II, 2.519%, 05/10/45 | | | | | 84,875 | | | | | | 0.0 | | | |
| | | 100,000 | # | | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | | | | | 90,702 | | | | | | 0.0 | | | |
| | | 100,000 | # | | GS Mortgage Securities Trust 2010-C2, 5.188%, 12/10/43 | | | | | 101,735 | | | | | | 0.1 | | | |
| | | 90,000 | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-LDP8 B, 5.520%, 05/15/45 | | | | | 90,253 | | | | | | 0.0 | | |
| | | 1,050,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.356%, 12/15/47 | | | | | 22,305 | | | | | | 0.0 | | | |
| | | 40,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.587%, 05/15/41 | | | | | 41,130 | | | | | | 0.0 | | | |
| | | 3,095,888 | ^ | | JP Morgan Chase Commercial Mortgage Securities Corp., 0.600%, 01/15/46 | | | | | 52,959 | | | | | | 0.0 | | | |
| | | 30,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | | | | | 29,787 | | | | | | 0.0 | | |
| | | 40,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.366%, 06/12/41 | | | | | 38,901 | | | | | | 0.0 | | |
| | | 30,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.549%, 05/15/45 | | | | | 30,001 | | | | | | 0.0 | | |
| | | 1,461,718 | ^ | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.746%, 06/15/45 | | | | | 92,015 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 137,276 | | | | JP Morgan Mortgage Trust 2005-A4 B1, 2.535%, 07/25/35 | | | | $ | 122,368 | | | | | | 0.1 | | |
| | | 2,964,927 | ^ | | JPMBB Commercial Mortgage Securities Trust 2013-C14, 0.969%, 08/15/46 | | | | | 103,995 | | | | | | 0.1 | | | |
| | | 1,279,680 | ^ | | JPMBB Commercial Mortgage Securities Trust, 1.263%, 04/15/47 | | | | | 58,994 | | | | | | 0.0 | | | |
| | | 1,337,591 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | | | | | 9,874 | | | | | | 0.0 | | | |
| | | 190,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.284%, 02/15/40 | | | | | 188,804 | | | | | | 0.1 | | | |
| | | 30,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 29,967 | | | | | | 0.0 | | | |
| | | 60,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR14, 5.990%, 09/15/39 | | | | | 60,702 | | | | | | 0.0 | | | |
| | | 60,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR15, 5.990%, 09/15/39 | | | | | 60,518 | | | | | | 0.0 | | | |
| | | 60,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR16, 5.990%, 09/15/39 | | | | | 59,957 | | | | | | 0.0 | | | |
| | | 7,247,667 | #,^ | | LB-UBS Commercial Mortgage Trust, 0.652%, 11/15/38 | | | | | 33,900 | | | | | | 0.0 | | | |
| | | 90,000 | # | | LB-UBS Commercial Mortgage Trust, 5.066%, 10/15/36 | | | | | 93,042 | | | | | | 0.0 | | | |
| | | 180,000 | # | | LB-UBS Commercial Mortgage Trust, 5.990%, 09/15/39 | | | | | 183,156 | | | | | | 0.1 | | | |
| | | 82,429 | # | | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | | | | | 81,950 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Merrill Lynch Mortgage Trust 2005-MKB2 E, 6.067%, 09/12/42 | | | | | 105,132 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.438%, 09/15/47 | | | | | 105,566 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.438%, 09/15/47 | | | | | 103,147 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 130,000 | # | | Morgan Stanley Capital I Trust 2011-C1, 5.438%, 09/15/47 | | | | $ | 141,589 | | | | | | 0.0 | | | |
| | | 0 | # | | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | | | | | — | | | | | | — | | | |
| | | 200,000 | # | | Morgan Stanley Re-REMIC Trust, 0.250%, 07/27/49 | | | | | 181,660 | | | | | | 0.1 | | | |
| | | 165,529 | # | | Springleaf Mortgage Loan Trust 2013-3A A, 1.870%, 09/25/57 | | | | | 165,452 | | | | | | 0.0 | | | |
| | | 125,414 | # | | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | | | | | 128,448 | | | | | | 0.0 | | | |
| | | 942,307 | #,^ | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.089%, 08/10/49 | | | | | 87,121 | | | | | | 0.0 | | | |
| | | 109,348 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.852%, 06/25/37 | | | | | 79,666 | | | | | | 0.0 | | |
| | | 947,923 | #,^ | | Wells Fargo Commercial Mortgage Trust 2012-LC5 XA, 2.061%, 10/15/45 | | | | | 83,211 | | | | | | 0.0 | | | |
| | | 275,310 | | | | Wells Fargo Mortgage Backed Securities Trust 2005-AR14 A1, 2.740%, 08/25/35 | | | | | 272,743 | | | | | | 0.1 | | |
| | | 95,238 | | | | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust 1A6, 2.736%, 09/25/35 | | | | | 91,018 | | | | | | 0.0 | | |
| | | 83,701 | | | | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 2.733%, 10/25/36 | | | | | 79,910 | | | | | | 0.0 | | |
| | | 18,761 | | | | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A2, 2.733%, 10/25/36 | | | | | 17,911 | | | | | | 0.0 | | |
| | | 96,909 | | | | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust 2A1, 2.738%, 05/25/36 | | | | | 92,521 | | | | | | 0.1 | | |
| | | 89,350 | | | | Wells Fargo Mortgage Backed Securities 2006-AR8 Trust 3A2, 2.808%, 04/25/36 | | | | | 86,949 | | | | | | 0.0 | | |
| | | 40,720 | | | | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.792%, 07/25/37 | | | | | 34,901 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 104,920 | | | | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust A1, 2.767%, 12/28/37 | | | | $ | 97,248 | | | | | | 0.1 | | |
| | | 84,400 | | | | Wells Fargo Mortgage Backed Securities Trust, 5.788%, 04/25/36 | | | | | 81,944 | | | | | | 0.0 | | |
| | | 712,192 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.164%, 08/15/45 | | | | | 59,369 | | | | | | 0.0 | | | |
| | | 593,862 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12, 1.441%, 03/15/48 | | | | | 39,833 | | | | | | 0.0 | | | |
| | | 8,064,234 | | | | Other Securities | | | | | 6,836,207 | | | | | | 1.6 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $15,974,147) | | | | | 16,133,216 | | | | | | 3.6 | | |
| U.S. TREASURY OBLIGATIONS: 3.4% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.9% | | ||||||||||||
| | | 1,726,000 | | | | 2.250%, due 11/15/25 | | | | | 1,722,306 | | | | | | 0.4 | | |
| | | 2,466,000 | | | | 2.875%, due 08/15/45 | | | | | 2,390,960 | | | | | | 0.5 | | |
| | | | | | | | | | | | 4,113,266 | | | | | | 0.9 | | |
| | | | | | | U.S. Treasury Notes: 2.5% | | ||||||||||||
| | | 3,668,000 | L | | 0.875%, due 11/30/17 | | | | | 3,658,027 | | | | | | 0.8 | | | |
| | | 4,363,000 | | | | 1.250%, due 12/15/18 | | | | | 4,354,640 | | | | | | 1.0 | | |
| | | 1,458,000 | | | | 2.000%, due 11/30/22 | | | | | 1,450,214 | | | | | | 0.4 | | |
| | | 1,311,000 | | | | 1.750%, due 12/31/20 | | | | | 1,310,202 | | | | | | 0.3 | | |
| | | | | | | | | | | | 10,773,083 | | | | | | 2.5 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $14,890,263) | | | | | 14,886,349 | | | | | | 3.4 | | |
| ASSET-BACKED SECURITIES: 1.6% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 40,000 | # | | MMCA Automobile Trust, 2.260%, 10/15/20 | | | | | 39,722 | | | | | | 0.0 | | | |
| | | 120,000 | # | | Oscar US Funding Trust 2014-1, 2.550%, 12/15/21 | | | | | 122,046 | | | | | | 0.0 | | | |
| | | 160,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | | | | | 162,867 | | | | | | 0.1 | | | |
| | | 110,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | | | | | 112,543 | | | | | | 0.0 | | | |
| | | 30,000 | # | | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | | | | | 30,005 | | | | | | 0.0 | | | |
| | | 490,000 | | | | Other Securities | | | | | 491,640 | | | | | | 0.1 | | |
| | | | | | | | | | | | 958,823 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities: 1.4% | | ||||||||||||
| | | 200,000 | #,^ | | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | | | | $ | — | | | | | | — | | | |
| | | 500,000 | # | | ARES XII CLO Ltd., 2.393%, 11/25/20 | | | | | 490,931 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Atrium V, 4.070%, 07/20/20 | | | | | 241,742 | | | | | | 0.1 | | | |
| | | 22,044 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 21,908 | | | | | | 0.0 | | | |
| | | 121,963 | # | | Black Diamond CLO 2005-1A C, 1.340%, 06/20/17 | | | | | 121,615 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.216%, 03/17/21 | | | | | 241,045 | | | | | | 0.0 | | | |
| | | 500,000 | # | | Carlyle High Yield Partners IX Ltd., 0.902%, 08/01/21 | | | | | 477,542 | | | | | | 0.1 | | | |
| | | 200,000 | # | | CIFC Funding 2006-II Ltd., 2.014%, 03/01/21 | | | | | 196,103 | | | | | | 0.1 | | | |
| | | 96,297 | # | | CIFC Funding 2006-II Ltd., 4.414%, 03/01/21 | | | | | 94,254 | | | | | | 0.0 | | | |
| | | 250,000 | # | | ColumbusNova CLO IV Ltd. 2007-2A C, 2.571%, 10/15/21 | | | | | 246,583 | | | | | | 0.1 | | | |
| | | 56,233 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 56,324 | | | | | | 0.0 | | | |
| | | 100,000 | # | | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | | | | | 97,262 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.773%, 10/28/19 | | | | | 250,059 | | | | | | 0.1 | | | |
| | | 96,066 | # | | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | | | | | 95,105 | | | | | | 0.0 | | | |
| | | 99,148 | # | | HERO Funding Trust 2015-3, 4.280%, 09/20/41 | | | | | 99,474 | | | | | | 0.0 | | | |
| | | 330,000 | # | | Kingsland III Ltd., 1.032%, 08/24/21 | | | | | 314,818 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Madison Park Funding Ltd. 2007-6A C, 1.320%, 07/26/21 | | | | | 237,227 | | | | | | 0.0 | | | |
| | | 66,793 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 66,261 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Momentum Capital Fund Ltd., 1.715%, 09/18/21 | | | | | 245,750 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | |||||||||||||||
| | | 250,000 | # | | MSIM Peconic Bay Ltd., 2.317%, 07/20/19 | | | | $ | 246,665 | | | | | | 0.1 | | | ||||
| | | 500,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.320%, 03/25/20 | | | | | 484,463 | | | | | | 0.1 | | | ||||
| | | 300,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | | 283,910 | | | | | | 0.1 | | | ||||
| | | 100,000 | # | | Purchasing Power Funding 2015-A A2, 4.750%, 12/25/49 | | | | | 99,587 | | | | | | 0.0 | | | ||||
| | | 91,418 | # | | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | | | | | 89,673 | | | | | | 0.0 | | | ||||
| | | 100,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 99,357 | | | | | | 0.0 | | | ||||
| | | 250,000 | # | | St James River CLO Ltd. 2007-1A D, 2.792%, 06/11/21 | | | | | 242,876 | | | | | | 0.1 | | | ||||
| | | 100,000 | # | | Telos CLO 2006-1A E Ltd., 4.571%, 10/11/21 | | | | | 99,859 | | | | | | 0.0 | | | ||||
| | | 50,000 | # | | Trade MAPS 1 Ltd., 2.543%, 12/10/18 | | | | | 49,675 | | | | | | 0.0 | | | ||||
| | | 1,030,040 | | | | Other Securities | | | | | 864,156 | | | | | | 0.2 | | | |||
| | | | | | | | | | | | 6,154,224 | | | | | | 1.4 | | | |||
| | | | | | | Total Asset-Backed Securities (Cost $7,159,384) | | | | | 7,113,047 | | | | | | 1.6 | | | |||
| FOREIGN GOVERNMENT BONDS: 1.8% | | |||||||||||||||||||||
| | | EUR1,175,000 | # | | Austria Government Bond, 1.650%, 10/21/24 | | | | | 1,378,768 | | | | | | 0.3 | | | ||||
| | | 200,000 | # | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 193,500 | | | | | | 0.0 | | | ||||
| | | 200,000 | # | | El Fondo MIVIVIENDA SA, 3.500%, 01/31/23 | | | | | 187,600 | | | | | | 0.0 | | | ||||
| | | 10,000 | # | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 10,431 | | | | | | 0.0 | | | ||||
| | | EUR1,400,000 | # | | Spain Government Bond, 1.600%, 04/30/25 | | | | | 1,513,461 | | | | | | 0.4 | | | ||||
| | | EUR410,000 | # | | Spain Government Bond, 2.750%, 10/31/24 | | | | | 486,473 | | | | | | 0.1 | | | ||||
| | | GBP10,124,996 | | | | Other Securities(a) | | | | | 4,438,112 | | | | | | 1.0 | | | |||
| | | | | | | Total Foreign Government Bonds (Cost $8,961,514) | | | | | 8,208,345 | | | | | | 1.8 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 6.5% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 2.4%## | | ||||||||||||
| | | 14,476,593 | ^,W | | 0.010%-20.613%, due 12/15/17-10/01/45 | | | | $ | 10,710,310 | | | | | | 2.4 | | | |
| | | | | | | Federal National Mortgage Association: 3.0%## | | ||||||||||||
| | | 21,617,982 | ^,W | | 0.922%-7.500%, due 06/01/16-11/01/45 | | | | | 13,214,726 | | | | | | 3.0 | | | |
| | | | | | | Government National Mortgage Association: 1.1% | | ||||||||||||
| | | 9,470,018 | ^ | | 0.630%, due 07/20/39 | | | | | 219,960 | | | | | | 0.1 | | | |
| | | 3,762,397 | ^ | | 0.681%, due 12/16/43 | | | | | 188,886 | | | | | | 0.0 | | | |
| | | 1,320,000 | W | | 3.500%, due 11/20/41 | | | | | 1,372,903 | | | | | | 0.3 | | | |
| | | 1,723,122 | ^ | | 4.500%, due 05/16/35 | | | | | 46,410 | | | | | | 0.0 | | | |
| | | 160,000 | ^ | | 5.000%, due 09/20/40 | | | | | 80,134 | | | | | | 0.0 | | | |
| | | 2,703,846 | W | | 3.000%-7.000%, due 05/16/32-10/20/60 | | | | | 2,861,006 | | | | | | 0.7 | | | |
| | | | | | | | | | | | 4,769,299 | | | | | | 1.1 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $28,457,415) | | | | | 28,694,335 | | | | | | 6.5 | | |
| | | | | | | Total Long-Term Investments (Cost $413,203,722) | | | | | 411,643,262 | | | | | | 92.9 | | |
| SHORT-TERM INVESTMENTS: 3.3% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.7% | | ||||||||||||
| | | 382,382 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $382,395, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $390,043, due 02/29/16-02/15/45) | | | | | 382,382 | | | | | | 0.1 | | |
| | | 1,816,621 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $1,816,689, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $1,852,953, due 01/15/16-04/01/51) | | | | | 1,816,621 | | | | | | 0.4 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 1,816,621 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,816,695, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,852,954, due 03/31/21-02/15/44) | | | | $ | 1,816,621 | | | | | | 0.4 | | |
| | | 1,816,621 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $1,816,683, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $1,852,953, due 04/01/24-04/20/65) | | | | | 1,816,621 | | | | | | 0.4 | | |
| | | 1,816,621 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,816,687, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,852,953, due 01/15/16-10/20/65) | | | | | 1,816,621 | | | | | | 0.4 | | |
| | | | | | | | | | | | 7,648,866 | | | | | | 1.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | U.S. Treasury Notes: 0.1% | | ||||||||||||
| | | 50,000 | | | | United States Treasury Note, 1.500%, due 07/31/16 (Cost $50,284) | | | | | 50,263 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 1.6% | | |||||||||||||||
| | | 6,785,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $6,785,000) | | | | $ | 6,785,000 | | | | | | 1.5 | | | |||
| | | | | | | Total Short-Term Investments (Cost $14,484,150) | | | | | 14,484,129 | | | | | | 3.3 | | | |||
| | | | | | | Total Investments in Securities (Cost $427,687,872) | | | | $ | 426,127,391 | | | | | | 96.2 | | | |||
| | | | | | | Assets in Excess of Other Liabilities | | | | | 16,842,565 | | | | | | 3.8 | | | |||
| | | | | | | Net Assets | | | | $ | 442,969,956 | | | | | | 100.0 | | | |||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| Gross Unrealized Appreciation | | | | $ | 20,778,111 | | | |
| Gross Unrealized Depreciation | | | | | (24,646,794) | | | |
| Net Unrealized Depreciation | | | | $ | (3,868,683) | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | 30,086,984 | | | | | $ | 6,135,106 | | | | | $ | — | | | | | $ | 36,222,090 | | | ||||
Consumer Staples | | | | | 15,995,373 | | | | | | 5,856,647 | | | | | | — | | | | | | 21,852,020 | | | ||||
Energy | | | | | 10,875,289 | | | | | | 1,954,526 | | | | | | — | | | | | | 12,829,815 | | | ||||
Financials | | | | | 39,065,867 | | | | | | 12,568,014 | | | | | | — | | | | | | 51,633,881 | | | ||||
Health Care | | | | | 27,182,003 | | | | | | 6,090,041 | | | | | | — | | | | | | 33,272,044 | | | ||||
Industrials | | | | | 23,156,412 | | | | | | 5,940,117 | | | | | | — | | | | | | 29,096,529 | | | ||||
Information Technology | | | | | 39,806,820 | | | | | | 2,449,205 | | | | | | — | | | | | | 42,256,025 | | | ||||
Materials | | | | | 7,779,664 | | | | | | 2,815,595 | | | | | | — | | | | | | 10,595,259 | | | ||||
Telecommunication Services | | | | | 1,890,623 | | | | | | 2,435,458 | | | | | | — | | | | | | 4,326,081 | | | ||||
Utilities | | | | | 6,952,977 | | | | | | 1,880,983 | | | | | | — | | | | | | 8,833,960 | | | ||||
Total Common Stock | | | | | 202,792,012 | | | | | | 48,125,692 | | | | | | — | | | | | | 250,917,704 | | | ||||
Exchange-Traded Funds | | | | | 25,767,354 | | | | | | — | | | | | | — | | | | | | 25,767,354 | | | ||||
Mutual Funds | | | | | 17,787,843 | | | | | | — | | | | | | — | | | | | | 17,787,843 | | | ||||
Preferred Stock | | | | | — | | | | | | 168,203 | | | | | | — | | | | | | 168,203 | | | ||||
Corporate Bonds/Notes | | | | | — | | | | | | 41,966,866 | | | | | | — | | | | | | 41,966,866 | | | ||||
Collateralized Mortgage Obligations | | | | | — | | | | | | 16,133,216 | | | | | | — | | | | | | 16,133,216 | | | ||||
Short-Term Investments | | | | | 6,785,000 | | | | | | 7,699,129 | | | | | | — | | | | | | 14,484,129 | | | ||||
U.S. Government Agency Obligations | | | | | — | | | | | | 28,694,335 | | | | | | — | | | | | | 28,694,335 | | | ||||
U.S. Treasury Obligations | | | | | — | | | | | | 14,886,349 | | | | | | — | | | | | | 14,886,349 | | | ||||
Foreign Government Bonds | | | | | — | | | | | | 8,208,345 | | | | | | — | | | | | | 8,208,345 | | | ||||
Asset-Backed Securities | | | | | — | | | | | | 7,013,460 | | | | | | 99,587 | | | | | | 7,113,047 | | | ||||
Total Investments, at fair value | | | | $ | 253,132,209 | | | | | $ | 172,895,595 | | | | | $ | 99,587 | | | | | $ | 426,127,391 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 2,290,814 | | | | | | — | | | | | | 2,290,814 | | | ||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 799,184 | | | | | | — | | | | | | 799,184 | | | ||||
Futures | | | | | 24,862 | | | | | | — | | | | | | — | | | | | | 24,862 | | | ||||
Total Assets | | | | $ | 253,157,071 | | | | | $ | 175,985,593 | | | | | $ | 99,587 | | | | | $ | 429,242,251 | | | ||||
Liabilities Table | | | | | | ||||||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (2,324,056) | | | | | $ | — | | | | | $ | (2,324,056) | | | ||||
Forward Foreign Currency Contracts | | | | | — | | | | | | (794,081) | | | | | | — | | | | | | (794,081) | | | ||||
Futures | | | | | (89,355) | | | | | | — | | | | | | — | | | | | | (89,355) | | | ||||
Total Liabilities | | | | $ | (89,355) | | | | | $ | (3,118,137) | | | | | $ | — | | | | | $ | (3,207,492) | | | ||||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Issuer | | | Beginning Fair Value at 12/31/14 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2015 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||||||||||
Voya High Yield Bond Fund - Class P | | | | $ | 1,113,245 | | | | | $ | 13,339,843 | | | | | $ | — | | | | | $ | (1,021,872) | | | | | $ | 13,431,216 | | | | | $ | 632,142 | | | | | $ | — | | | | | $ | — | | | ||||||||
| | | | $ | 1,113,245 | | | | | $ | 13,339,843 | | | | | $ | — | | | | | $ | (1,021,872) | | | | | $ | 13,431,216 | | | | | $ | 632,142 | | | | | $ | — | | | | | $ | — | | | ||||||||
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | Canadian Dollar | | | | | 312,222 | | | | | | Buy | | | | | | 01/15/16 | | | | | $ | 224,000 | | | | | $ | 225,648 | | | | | $ | 1,648 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 3,426,573 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 396,000 | | | | | | 387,067 | | | | | | (8,933) | | |
Barclays Bank PLC | | | New Zealand Dollar | | | | | 129,918 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 86,000 | | | | | | 88,789 | | | | | | 2,789 | | |
Barclays Bank PLC | | | Brazilian Real | | | | | 5,294 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 1,327 | | | | | | 1,309 | | | | | | (18) | | |
Barclays Bank PLC | | | Turkish Lira | | | | | 211,898 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 69,872 | | | | | | 71,282 | | | | | | 1,410 | | |
Barclays Bank PLC | | | South Korean Won | | | | | 649,483,611 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 569,373 | | | | | | 552,455 | | | | | | (16,918) | | |
Barclays Bank PLC | | | Malaysian Ringgit | | | | | 352,023 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 81,676 | | | | | | 81,634 | | | | | | (42) | | |
Citigroup, Inc. | | | EU Euro | | | | | 62,654 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 69,000 | | | | | | 68,108 | | | | | | (892) | | |
Citigroup, Inc. | | | New Zealand Dollar | | | | | 168,743 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 113,000 | | | | | | 115,323 | | | | | | 2,323 | | |
Citigroup, Inc. | | | Canadian Dollar | | | | | 192,050 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 141,000 | | | | | | 138,798 | | | | | | (2,202) | | |
Citigroup, Inc. | | | EU Euro | | | | | 2,107,118 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 2,299,000 | | | | | | 2,290,562 | | | | | | (8,438) | | |
Citigroup, Inc. | | | EU Euro | | | | | 1,261,426 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 1,383,000 | | | | | | 1,371,244 | | | | | | (11,756) | | |
Citigroup, Inc. | | | EU Euro | | | | | 67,711 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 72,000 | | | | | | 73,606 | | | | | | 1,606 | | |
Citigroup, Inc. | | | EU Euro | | | | | 1,462,028 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 1,548,252 | | | | | | 1,589,311 | | | | | | 41,059 | | |
Citigroup, Inc. | | | Colombian Peso | | | | | 995,085 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 297 | | | | | | 311 | | | | | | 14 | | |
Citigroup, Inc. | | | Australian Dollar | | | | | 546,500 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 388,329 | | | | | | 397,729 | | | | | | 9,400 | | |
Citigroup, Inc. | | | Canadian Dollar | | | | | 140,223 | | | ��� | | | Buy | | | | | | 01/29/16 | | | | | | 107,000 | | | | | | 101,345 | | | | | | (5,655) | | |
Citigroup, Inc. | | | Swiss Franc | | | | | 274,517 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 278,983 | | | | | | 274,376 | | | | | | (4,607) | | |
Citigroup, Inc. | | | Hong Kong Sar Dollar | | | | | 83,689 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 10,802 | | | | | | 10,801 | | | | | | (1) | | |
Citigroup, Inc. | | | Thai Baht | | | | | 4,334,011 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 120,889 | | | | | | 120,357 | | | | | | (532) | | |
Deutsche Bank AG | | | New Zealand Dollar | | | | | 194,769 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 133,000 | | | | | | 133,110 | | | | | | 110 | | |
Deutsche Bank AG | | | EU Euro | | | | | 242,182 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 265,000 | | | | | | 263,266 | | | | | | (1,734) | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 347,677 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 251,000 | | | | | | 253,210 | | | | | | 2,210 | | |
Deutsche Bank AG | | | Swiss Franc | | | | | 110,021 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 111,000 | | | | | | 109,897 | | | | | | (1,103) | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 470,244 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 339,000 | | | | | | 342,475 | | | | | | 3,475 | | |
Deutsche Bank AG | | | EU Euro | | | | | 368,838 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 403,000 | | | | | | 400,948 | | | | | | (2,052) | | |
Deutsche Bank AG | | | British Pound | | | | | 87,087 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 131,000 | | | | | | 128,388 | | | | | | (2,612) | | |
Deutsche Bank AG | | | New Zealand Dollar | | | | | 418,266 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 277,000 | | | | | | 285,853 | | | | | | 8,853 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 343,397 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 249,000 | | | | | | 250,093 | | | | | | 1,093 | | |
Deutsche Bank AG | | | EU Euro | | | | | 4,253,404 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 4,603,000 | | | | | | 4,623,702 | | | | | | 20,702 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 238,577 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 174,000 | | | | | | 173,754 | | | | | | (246) | | |
Deutsche Bank AG | | | EU Euro | | | | | 3,840,456 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 4,088,000 | | | | | | 4,174,802 | | | | | | 86,802 | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 1,129,854 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 131,000 | | | | | | 127,629 | | | | | | (3,371) | | |
Deutsche Bank AG | | | British Pound | | | | | 66,687 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 101,388 | | | | | | 98,317 | | | | | | (3,071) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 4,970,660 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 579,518 | | | | | | 561,405 | | | | | | (18,113) | | |
Deutsche Bank AG | | | New Zealand Dollar | | | | | 145,665 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 95,693 | | | | | | 99,454 | | | | | | 3,761 | | |
Deutsche Bank AG | | | Swedish Krona | | | | | 1,061,072 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 123,090 | | | | | | 125,794 | | | | | | 2,704 | | |
Deutsche Bank AG | | | Mexican Peso | | | | | 12,322,594 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 709,811 | | | | | | 711,506 | | | | | | 1,695 | | |
Deutsche Bank AG | | | Japanese Yen | | | | | 71,271,675 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 591,000 | | | | | | 593,286 | | | | | | 2,286 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Deutsche Bank AG | | | Singapore Dollar | | | | | 110,734 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 78,775 | | | | | | 78,027 | | | | | | (748) | | | ||||||
Goldman Sachs & Co. | | | Canadian Dollar | | | | | 206,869 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 150,000 | | | | | | 149,508 | | | | | | (492) | | | ||||||
Goldman Sachs & Co. | | | Japanese Yen | | | | | 55,676,985 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 455,000 | | | | | | 463,332 | | | | | | 8,332 | | | ||||||
JPMorgan Chase & Co. | | | British Pound | | | | | 181,562 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 280,000 | | | | | | 267,680 | | | | | | (12,320) | | | ||||||
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 441,837 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 314,000 | | | | | | 321,558 | | | | | | 7,558 | | | ||||||
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 2,082,500 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 1,589,012 | | | | | | 1,505,105 | | | | | | (83,907) | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 544,879 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 601,000 | | | | | | 592,526 | | | | | | (8,474) | | | ||||||
JPMorgan Chase & Co. | | | Indonesian Rupiah | | | | | 841,602,000 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 59,815 | | | | | | 60,352 | | | | | | 537 | | | ||||||
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 1,099,857,093 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 9,122,948 | | | | | | 9,155,529 | | | | | | 32,581 | | | ||||||
JPMorgan Chase & Co. | | | British Pound | | | | | 224,642 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 333,000 | | | | | | 331,180 | | | | | | (1,820) | | | ||||||
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 533,154 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 382,000 | | | | | | 385,319 | | | | | | 3,319 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 206,857 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 224,000 | | | | | | 224,866 | | | | | | 866 | | | ||||||
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 31,374,592 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 256,000 | | | | | | 261,093 | | | | | | 5,093 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,253,575 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 1,373,000 | | | | | | 1,362,710 | | | | | | (10,290) | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 204,267 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 223,000 | | | | | | 222,051 | | | | | | (949) | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,209,555 | | | | | | Buy | | | | | | 01/20/16 | | | | | | 1,313,000 | | | | | | 1,315,024 | | | | | | 2,024 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 2,107,739 | | | | | | Buy | | | | | | 01/20/16 | | | | | | 2,288,000 | | | | | | 2,291,528 | | | | | | 3,528 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,264,828 | | | | | | Buy | | | | | | 01/20/16 | | | | | | 1,373,000 | | | | | | 1,375,117 | | | | | | 2,117 | | | ||||||
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 12,786,993 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 106,000 | | | | | | 106,411 | | | | | | 411 | | | ||||||
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 375,496 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 253,000 | | | | | | 256,623 | | | | | | 3,623 | | | ||||||
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 200,623 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 146,000 | | | | | | 146,112 | | | | | | 112 | | | ||||||
JPMorgan Chase & Co. | | | EU Euro | | | | | 2,115,218 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 2,301,000 | | | | | | 2,299,367 | | | | | | (1,633) | | | ||||||
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 416,957 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 312,000 | | | | | | 301,342 | | | | | | (10,658) | | | ||||||
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 981,813 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 735,114 | | | | | | 709,574 | | | | | | (25,540) | | | ||||||
JPMorgan Chase & Co. | | | Danish Krone | | | | | 849,772 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 120,687 | | | | | | 123,785 | | | | | | 3,098 | | | ||||||
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 1,220,214,461 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 9,929,315 | | | | | | 10,154,360 | | | | | | 225,045 | | | ||||||
JPMorgan Chase & Co. | | | Russian Ruble | | | | | 2,847,623 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 39,398 | | | | | | 38,297 | | | | | | (1,101) | | | ||||||
Morgan Stanley | | | New Zealand Dollar | | | | | 325,838 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 216,000 | | | | | | 222,686 | | | | | | 6,686 | | | ||||||
Morgan Stanley | | | Danish Krone | | | | | 849,772 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 125,770 | | | | | | 123,836 | | | | | | (1,934) | | | ||||||
Morgan Stanley | | | EU Euro | | | | | 6,980,661 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 7,699,427 | | | | | | 7,591,086 | | | | | | (108,341) | | | ||||||
Morgan Stanley | | | New Zealand Dollar | | | | | 155,382 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 104,000 | | | | | | 106,088 | | | | | | 2,088 | | | ||||||
Morgan Stanley | | | New Zealand Dollar | | | | | 259,036 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 178,000 | | | | | | 177,031 | | | | | | (969) | | | ||||||
Morgan Stanley | | | Norwegian Krone | | | | | 5,368,695 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 616,000 | | | | | | 606,450 | | | | | | (9,550) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 165,569 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 247,000 | | | | | | 244,091 | | | | | | (2,909) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 1,534,100 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 2,287,000 | | | | | | 2,261,657 | | | | | | (25,343) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 920,326 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 1,372,000 | | | | | | 1,356,797 | | | | | | (15,203) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 70,481 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 105,000 | | | | | | 103,908 | | | | | | (1,092) | | | ||||||
Morgan Stanley | | | British Pound | | | | | 73,278 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 111,000 | | | | | | 108,031 | | | | | | (2,969) | | | ||||||
Morgan Stanley | | | Australian Dollar | | | | | 1,914,063 | | | | | | Buy | | | | | | 01/20/16 | | | | | | 1,373,000 | | | | | | 1,393,643 | | | | | | 20,643 | | | ||||||
Morgan Stanley | | | British Pound | | | | | 77,757 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 118,000 | | | | | | 114,634 | | | | | | (3,366) | | | ||||||
Morgan Stanley | | | Australian Dollar | | | | | 521,576 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 382,000 | | | | | | 379,860 | | | | | | (2,140) | | | ||||||
Morgan Stanley | | | EU Euro | | | | | 111,166 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 121,000 | | | | | | 120,844 | | | | | | (156) | | | ||||||
Morgan Stanley | | | Norwegian Krone | | | | | 1,123,407 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 130,000 | | | | | | 126,900 | | | | | | (3,100) | | | ||||||
Morgan Stanley | | | Swiss Franc | | | | | 381,372 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 372,226 | | | | | | 380,944 | | | | | | 8,718 | | | ||||||
Morgan Stanley | | | Norwegian Krone | | | | | 704,669 | | | | | | Buy | | | | | | 01/15/16 | | | | | | 81,067 | | | | | | 79,600 | | | | | | (1,467) | | | ||||||
Morgan Stanley | | | Chilean Peso | | | | | 4,391,763 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 6,126 | | | | | | 6,150 | | | | | | 24 | | | ||||||
Morgan Stanley | | | Czech Koruna | | | | | 1,154,548 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 47,221 | | | | | | 46,523 | | | | | | (698) | | | ||||||
Morgan Stanley | | | Hungarian Forint | | | | | 401,990 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 1,396 | | | | | | 1,384 | | | | | | (12) | | | ||||||
Morgan Stanley | | | Israeli New Shekel | | | | | 191,464 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 49,737 | | | | | | 49,275 | | | | | | (462) | | | ||||||
Morgan Stanley | | | Peruvian Nuevo Sol | | | | | 11,796 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 3,450 | | | | | | 3,416 | | | | | | (34) | | | ||||||
Morgan Stanley | | | Polish Zloty | | | | | 422,687 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 106,543 | | | | | | 107,611 | | | | | | 1,068 | | | ||||||
Morgan Stanley | | | South African Rand | | | | | 969,568 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 63,895 | | | | | | 61,908 | | | | | | (1,987) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 99,451 | | | ||||||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | EU Euro | | | | | 285,387 | | | | | | Sell | | | | | | 01/15/16 | | | | | $ | 315,000 | | | | | $ | 310,232 | | | | | $ | 4,768 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 733,969 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 86,000 | | | | | | 82,909 | | | | | | 3,091 | | |
Barclays Bank PLC | | | EU Euro | | | | | 4,314,923 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 4,605,000 | | | | | | 4,690,576 | | | | | | (85,576) | | |
Barclays Bank PLC | | | Romanian New Leu | | | | | 4,811 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 1,172 | | | | | | 1,157 | | | | | | 15 | | |
Barclays Bank PLC | | | Norwegian Krone | | | | | 1,046,623 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 123,000 | | | | | | 118,210 | | | | | | 4,790 | | |
Citigroup, Inc. | | | Australian Dollar | | | | | 540,199 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 388,000 | | | | | | 393,423 | | | | | | (5,423) | | |
Citigroup, Inc. | | | Canadian Dollar | | | | | 203,293 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 148,000 | | | | | | 146,923 | | | | | | 1,077 | | |
Citigroup, Inc. | | | Japanese Yen | | | | | 56,559,532 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 461,000 | | | | | | 470,676 | | | | | | (9,676) | | |
Citigroup, Inc. | | | New Zealand Dollar | | | | | 198,962 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 133,202 | | | | | | 135,843 | | | | | | (2,641) | | |
Citigroup, Inc. | | | Norwegian Krone | | | | | 2,008,269 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 236,000 | | | | | | 226,822 | | | | | | 9,178 | | |
Citigroup, Inc. | | | Swedish Krona | | | | | 1,061,072 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 124,601 | | | | | | 125,794 | | | | | | (1,193) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 1,527,178 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 174,000 | | | | | | 172,511 | | | | | | 1,489 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 192,547 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 137,000 | | | | | | 140,230 | | | | | | (3,230) | | |
Deutsche Bank AG | | | Norwegian Krone | | | | | 1,828,111 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 210,000 | | | | | | 206,504 | | | | | | 3,496 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 198,986 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 144,000 | | | | | | 144,920 | | | | | | (920) | | |
Deutsche Bank AG | | | Japanese Yen | | | | | 276,061,579 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 2,249,000 | | | | | | 2,297,325 | | | | | | (48,325) | | |
Deutsche Bank AG | | | Swiss Franc | | | | | 98,929 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 100,000 | | | | | | 98,818 | | | | | | 1,182 | | |
Deutsche Bank AG | | | Danish Krone | | | | | 849,772 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 124,287 | | | | | | 123,836 | | | | | | 451 | | |
Deutsche Bank AG | | | Swiss Franc | | | | | 17,050 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 17,189 | | | | | | 17,041 | | | | | | 148 | | |
Deutsche Bank AG | | | EU Euro | | | | | 7,525,539 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 8,205,020 | | | | | | 8,183,611 | | | | | | 21,409 | | |
Deutsche Bank AG | | | Australian Dollar | | | | | 988,337 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 703,194 | | | | | | 719,287 | | | | | | (16,093) | | |
Goldman Sachs & Co. | | | Japanese Yen | | | | | 17,790,966 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 148,000 | | | | | | 148,053 | | | | | | (53) | | |
Goldman Sachs & Co. | | | Canadian Dollar | | | | | 2,042,555 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 1,550,481 | | | | | | 1,476,234 | | | | | | 74,247 | | |
HSBC Bank PLC | | | Thai Baht | | | | | 5,104,190 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 142,000 | | | | | | 141,800 | | | | | | 200 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 102,085 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 68,000 | | | | | | 69,700 | | | | | | (1,700) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 184,638 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 187,000 | | | | | | 184,543 | | | | | | 2,457 | | |
JPMorgan Chase & Co. | | | British Pound | | | | | 91,512 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 141,000 | | | | | | 134,918 | | | | | | 6,082 | | |
JPMorgan Chase & Co. | | | South Korean Won | | | | | 476,852,400 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 402,000 | | | | | | 406,211 | | | | | | (4,211) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 257,057 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 187,000 | | | | | | 187,213 | | | | | | (213) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 270,408 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 295,000 | | | | | | 293,949 | | | | | | 1,051 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 117,401 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 119,000 | | | | | | 117,269 | | | | | | 1,731 | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,264,064 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 1,372,000 | | | | | | 1,374,113 | | | | | | (2,113) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 2,107,081 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 2,287,000 | | | | | | 2,290,522 | | | | | | (3,522) | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 1,209,706 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 1,313,000 | | | | | | 1,315,022 | | | | | | (2,022) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 310,569 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 223,000 | | | | | | 224,453 | | | | | | (1,453) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 188,602 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 127,000 | | | | | | 128,895 | | | | | | (1,895) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 410,850 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 295,000 | | | | | | 299,219 | | | | | | (4,219) | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 286,660 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 194,000 | | | | | | 195,910 | | | | | | (1,910) | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 363,398 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 365,000 | | | | | | 362,991 | | | | | | 2,009 | | |
JPMorgan Chase & Co. | | | New Zealand Dollar | | | | | 403,137 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 272,000 | | | | | | 275,514 | | | | | | (3,514) | | |
JPMorgan Chase & Co. | | | Australian Dollar | | | | | 322,233 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 232,000 | | | | | | 234,680 | | | | | | (2,680) | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 118,527,971 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 979,000 | | | | | | 986,364 | | | | | | (7,364) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 164,344 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 121,000 | | | | | | 118,775 | | | | | | 2,225 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 197,069 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 199,000 | | | | | | 196,848 | | | | | | 2,152 | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 11,424,119 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 93,000 | | | | | | 95,069 | | | | | | (2,069) | | |
JPMorgan Chase & Co. | | | Canadian Dollar | | | | | 129,724 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 96,000 | | | | | | 93,754 | | | | | | 2,246 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 257,548 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 258,000 | | | | | | 257,259 | | | | | | 741 | | |
JPMorgan Chase & Co. | | | EU Euro | | | | | 213,003 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 231,000 | | | | | | 231,547 | | | | | | (547) | | |
JPMorgan Chase & Co. | | | Japanese Yen | | | | | 16,113,806 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 131,000 | | | | | | 134,096 | | | | | | (3,096) | | |
JPMorgan Chase & Co. | | | British Pound | | | | | 45,478 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 68,000 | | | | | | 67,047 | | | | | | 953 | | |
JPMorgan Chase & Co. | | | Swiss Franc | | | | | 174,808 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 172,000 | | | | | | 174,612 | | | | | | (2,612) | | |
JPMorgan Chase & Co. | | | British Pound | | | | | 77,986 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 117,471 | | | | | | 114,972 | | | | | | 2,499 | | |
Morgan Stanley | | | New Zealand Dollar | | | | | 740,940 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 486,351 | | | | | | 506,376 | | | | | | (20,025) | | |
Morgan Stanley | | | Japanese Yen | | | | | 1,171,128,768 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 9,637,957 | | | | | | 9,748,817 | | | | | | (110,860) | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Morgan Stanley | | | Canadian Dollar | | | | | 180,168 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 138,000 | | | | | | 130,214 | | | | | | 7,786 | | |
Morgan Stanley | | | British Pound | | | | | 156,736 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 241,504 | | | | | | 231,079 | | | | | | 10,425 | | |
Morgan Stanley | | | Norwegian Krone | | | | | 1,915,768 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 225,262 | | | | | | 216,374 | | | | | | 8,888 | | |
Morgan Stanley | | | Swiss Franc | | | | | 72,829 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 74,000 | | | | | | 72,791 | | | | | | 1,209 | | |
Morgan Stanley | | | EU Euro | | | | | 278,936 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 303,000 | | | | | | 303,220 | | | | | | (220) | | |
Morgan Stanley | | | Norwegian Krone | | | | | 4,032,427 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 463,000 | | | | | | 455,504 | | | | | | 7,496 | | |
Morgan Stanley | | | British Pound | | | | | 139,692 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 207,000 | | | | | | 205,942 | | | | | | 1,058 | | |
Morgan Stanley | | | EU Euro | | | | | 473,339 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 519,000 | | | | | | 514,547 | | | | | | 4,453 | | |
Morgan Stanley | | | British Pound | | | | | 914,168 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 1,373,000 | | | | | | 1,347,718 | | | | | | 25,282 | | |
Morgan Stanley | | | British Pound | | | | | 71,329 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 107,000 | | | | | | 105,157 | | | | | | 1,843 | | |
Morgan Stanley | | | Japanese Yen | | | | | 12,453,005 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 102,000 | | | | | | 103,631 | | | | | | (1,631) | | |
Morgan Stanley | | | EU Euro | | | | | 1,209,165 | | | | | | Sell | | | | | | 01/20/16 | | | | | | 1,313,000 | | | | | | 1,314,600 | | | | | | (1,600) | | |
Morgan Stanley | | | British Pound | | | | | 920,999 | | | | | | Sell | | | | | | 01/20/16 | | | | | | 1,373,000 | | | | | | 1,357,808 | | | | | | 15,192 | | |
Morgan Stanley | | | British Pound | | | | | 1,534,774 | | | | | | Sell | | | | | | 01/20/16 | | | | | | 2,288,000 | | | | | | 2,262,684 | | | | | | 25,316 | | |
Morgan Stanley | | | EU Euro | | | | | 424,601 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 465,000 | | | | | | 461,567 | | | | | | 3,433 | | |
Morgan Stanley | | | Japanese Yen | | | | | 20,290,301 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 167,000 | | | | | | 168,851 | | | | | | (1,851) | | |
Morgan Stanley | | | British Pound | | | | | 57,392 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 87,000 | | | | | | 84,610 | | | | | | 2,390 | | |
Morgan Stanley | | | Canadian Dollar | | | | | 192,908 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 142,000 | | | | | | 139,418 | | | | | | 2,582 | | |
Morgan Stanley | | | EU Euro | | | | | 214,586 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 234,000 | | | | | | 233,267 | | | | | | 733 | | |
Morgan Stanley | | | Japanese Yen | | | | | 8,006,925 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 65,000 | | | | | | 66,632 | | | | | | (1,632) | | |
Morgan Stanley | | | Australian Dollar | | | | | 16,015 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 11,560 | | | | | | 11,664 | | | | | | (104) | | |
Morgan Stanley | | | Swedish Krona | | | | | 1,659,381 | | | | | | Sell | | | | | | 01/15/16 | | | | | | 190,714 | | | | | | 196,642 | | | | | | (5,928) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (94,348) | | |
| | | | | | | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
30-year German Government Bond | | | | | 7 | | | | | | 03/08/16 | | | | | $ | 1,151,744 | | | | | $ | (8,970) | | | ||||
Australia 10-Year Bond | | | | | 2 | | | | | | 03/15/16 | | | | | | 184,932 | | | | | | 915 | | | ||||
Australia 3-Year Bond | | | | | 5 | | | | | | 03/15/16 | | | | | | 406,130 | | | | | | 758 | | | ||||
Canada 10-Year Bond | | | | | 6 | | | | | | 03/21/16 | | | | | | 611,361 | | | | | | 11,742 | | | ||||
Euro-Bobl 5-Year | | | | | 27 | | | | | | 03/08/16 | | | | | | 3,834,172 | | | | | | (5,905) | | | ||||
Euro-Schatz | | | | | 28 | | | | | | 03/08/16 | | | | | | 3,393,156 | | | | | | 528 | | | ||||
Japanese Government Bonds 10-Year Mini | | | | | 3 | | | | | | 03/11/16 | | | | | | 372,045 | | | | | | 777 | | | ||||
Long Gilt | | | | | 8 | | | | | | 03/29/16 | | | | | | 1,377,147 | | | | | | (8,378) | | | ||||
S&P 500 E-Mini | | | | | 293 | | | | | | 03/18/16 | | | | | | 29,818,610 | | | | | | (17,855) | | | ||||
Short Gilt | | | | | 3 | | | | | | 03/29/16 | | | | | | 457,565 | | | | | | (319) | | | ||||
U.S. Treasury 10-Year Note | | | | | 3 | | | | | | 03/21/16 | | | | | | 377,719 | | | | | | (2,341) | | | ||||
U.S. Treasury 2-Year Note | | | | | 64 | | | | | | 03/31/16 | | | | | | 13,903,000 | | | | | | (21,197) | | | ||||
U.S. Treasury 5-Year Note | | | | | 58 | | | | | | 03/31/16 | | | | | | 6,862,578 | | | | | | (12,446) | | | ||||
U.S. Treasury Long Bond | | | | | 4 | | | | | | 03/21/16 | | | | | | 615,000 | | | | | | (2,157) | | | ||||
U.S. Treasury Ultra Long Bond | | | | | 21 | | | | | | 03/21/16 | | | | | | 3,332,437 | | | | | | 10,142 | | | ||||
| | | | | | | | | | | | | | | | $ | 66,697,596 | | | | | $ | (54,706) | | | ||||
Short Contracts | | | | | | ||||||||||||||||||||||||
Euro-Bund | | | | | (18) | | | | | | 03/08/16 | | | | | | (3,089,168) | | | | | | (9,787) | | | ||||
| | | | | | | | | | | | | | | | $ | (3,089,168) | | | | | $ | (9,787) | | | ||||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Fixed Rate (%) | | | Clearinghouse | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||||||||
CDX North American Investment Grade Index Series 25, Version 1 | | | | | Sell | | | | | | 1.000 | | | | Intercontinental Exchange | | | | | 12/20/20 | | | | | | USD5,800,000 | | | | | $ | 31,685 | | | | | $ | (16,010) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 31,685 | | | | | $ | (16,010) | | | ||||||
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 1.848% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 07/06/45 | | | | | | EUR200,000 | | | | | $ | (12,664) | | | | | $ | (12,371) | | |
Receive a fixed rate equal to 1.622% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 07/09/45 | | | | | | EUR200,000 | | | | | | 597 | | | | | | 146 | | |
Receive a fixed rate equal to 1.488% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/05/45 | | | | | | EUR400,000 | | | | | | (13,237) | | | | | | (13,852) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.534% | | | Chicago Mercantile Exchange | | | | | 08/06/45 | | | | | | EUR200,000 | | | | | | 4,132 | | | | | | 4,436 | | |
Receive a fixed rate equal to 1.448% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/25/45 | | | | | | EUR800,000 | | | | | | (35,110) | | | | | | (37,120) | | |
Receive a fixed rate equal to 1.409% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/26/45 | | | | | | EUR400,000 | | | | | | (21,684) | | | | | | (22,969) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.557% | | | Chicago Mercantile Exchange | | | | | 08/27/45 | | | | | | EUR1,200,000 | | | | | | 17,629 | | | | | | 18,687 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.615% | | | Chicago Mercantile Exchange | | | | | 09/11/45 | | | | | | EUR1,700,000 | | | | | | (1,535) | | | | | | (1,353) | | |
Receive a fixed rate equal to 1.682% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/18/45 | | | | | | EUR2,100,000 | | | | | | 39,338 | | | | | | 40,418 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.675% | | | Chicago Mercantile Exchange | | | | | 09/21/45 | | | | | | EUR300,000 | | | | | | (5,096) | | | | | | (5,225) | | |
Receive a fixed rate equal to 1.573% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/22/45 | | | | | | EUR600,000 | | | | | | (6,231) | | | | | | (6,577) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.612% | | | Chicago Mercantile Exchange | | | | | 09/23/45 | | | | | | EUR610,000 | | | | | | 36 | | | | | | 191 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.564% | | | Chicago Mercantile Exchange | | | | | 09/24/45 | | | | | | EUR1,500,000 | | | | | | 19,207 | | | | | | 20,012 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.530% | | | Chicago Mercantile Exchange | | | | | 09/25/45 | | | | | | EUR1,100,000 | | | | | | 24,129 | | | | | | 25,025 | | |
Receive a fixed rate equal to 1.552% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/25/45 | | | | | | EUR1,200,000 | | | | | | (19,398) | | | | | | (20,147) | | |
Receive a fixed rate equal to 1.516% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/28/45 | | | | | | EUR200,000 | | | | | | (5,134) | | | | | | (5,323) | | |
Receive a fixed rate equal to 1.509% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/28/45 | | | | | | EUR700,000 | | | | | | (19,302) | | | | | | (20,005) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.593% | | | Chicago Mercantile Exchange | | | | | 11/06/45 | | | | | | EUR1,200,000 | | | | | | 5,898 | | | | | | 7,131 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.662% | | | Chicago Mercantile Exchange | | | | | 11/11/45 | | | | | | EUR1,200,000 | | | | | | (16,222) | | | | | | (14,731) | | |
Receive a fixed rate equal to 1.548% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/20/45 | | | | | | EUR2,130,000 | | | | | | (36,497) | | | | | | (38,128) | | |
Receive a fixed rate equal to 1.539% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/20/45 | | | | | | EUR1,500,000 | | | | | | (29,137) | | | | | | (30,243) | | |
Receive a fixed rate equal to 1.496% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/23/45 | | | | | | EUR900,000 | | | | | | (28,022) | | | | | | (28,567) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.481% | | | Chicago Mercantile Exchange | | | | | 11/27/45 | | | | | | EUR900,000 | | | | | | 31,505 | | | | | | 32,002 | | |
Receive a fixed rate equal to 1.478% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 12/01/45 | | | | | | EUR2,110,000 | | | | | | (75,775) | | | | | | (76,899) | | |
Receive a floating rate equal to the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.237% | | | Chicago Mercantile Exchange | | | | | 10/03/17 | | | | | | EUR1,500,000 | | | | | | (7,740) | | | | | | (7,966) | | |
Receive a fixed rate equal to 0.524% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 07/06/20 | | | | | | EUR1,100,000 | | | | | | 14,332 | | | | | | 14,195 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.451% | | | Chicago Mercantile Exchange | | | | | 07/09/20 | | | | | | EUR1,100,000 | | | | | | (10,299) | | | | | | (10,095) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.393% | | | Chicago Mercantile Exchange | | | | | 08/05/20 | | | | | | EUR1,900,000 | | | | | | (11,455) | | | | | | (11,226) | | |
Receive a fixed rate equal to 0.393% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/06/20 | | | | | | EUR1,200,000 | | | | | | 7,213 | | | | | | 7,068 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.365% | | | Chicago Mercantile Exchange | | | | | 08/25/20 | | | | | | EUR3,600,000 | | | | | | (15,276) | | | | | | (14,616) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.372% | | | Chicago Mercantile Exchange | | | | | 08/26/20 | | | | | | EUR1,800,000 | | | | | | (8,252) | | | | | | (7,963) | | |
Receive a fixed rate equal to 0.434% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 08/27/20 | | | | | | EUR6,100,000 | | | | | | 47,037 | | | | | | 47,221 | | |
Receive a fixed rate equal to 0.393% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/11/20 | | | | | | EUR4,300,000 | | | | | | 22,905 | | | | | | 22,799 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.429% | | | Chicago Mercantile Exchange | | | | | 09/18/20 | | | | | | EUR6,000,000 | | | | | | (42,248) | | | | | | (42,517) | | |
Receive a fixed rate equal to 0.434% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/21/20 | | | | | | EUR500,000 | | | | | | 3,622 | | | | | | 3,652 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.381% | | | Chicago Mercantile Exchange | | | | | 09/22/20 | | | | | | EUR2,400,000 | | | | | | (10,778) | | | | | | (10,673) | | |
Receive a fixed rate equal to 0.394% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/23/20 | | | | | | EUR2,760,000 | | | | | | 14,201 | | | | | | 14,139 | | |
Receive a fixed rate equal to 0.355% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/25/20 | | | | | | EUR3,400,000 | | | | | | 10,631 | | | | | | 10,390 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.369% | | | Chicago Mercantile Exchange | | | | | 09/25/20 | | | | | | EUR1,600,000 | | | | | | (6,150) | | | | | | (6,076) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.360% | | | Chicago Mercantile Exchange | | | | | 09/28/20 | | | | | | EUR900,000 | | | | | | (2,994) | | | | | | (2,935) | | |
Receive a fixed rate equal to 1.043% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/11/25 | | | | | | EUR2,200,000 | | | | | | 17,570 | | | | | | 17,736 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.100% | | | Chicago Mercantile Exchange | | | | | 09/18/25 | | | | | | EUR1,400,000 | | | | | | (19,193) | | | | | | (19,586) | | |
Receive a fixed rate equal to 1.101% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/21/25 | | | | | | EUR500,000 | | | | | | 6,849 | | | | | | 6,990 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.012% | | | Chicago Mercantile Exchange | | | | | 09/22/25 | | | | | | EUR1,300,000 | | | | | | (5,797) | | | | | | (5,710) | | |
Receive a fixed rate equal to 0.976% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 09/24/25 | | | | | | EUR3,200,000 | | | | | | 2,106 | | | | | | 1,670 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.990% | | | Chicago Mercantile Exchange | | | | | 09/25/25 | | | | | | EUR800,000 | | | | | | (1,660) | | | | | | (1,589) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.965% | | | Chicago Mercantile Exchange | | | | | 09/28/25 | | | | | | EUR1,000,000 | | | | | | 642 | | | | | | 823 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.976% | | | Chicago Mercantile Exchange | | | | | 10/15/25 | | | | | | EUR3,100,000 | | | | | | 224 | | | | | | 719 | | |
Receive a fixed rate equal to 0.900% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 10/26/25 | | | | | | EUR3,300,000 | | | | | | (27,728) | | | | | | (29,320) | | |
Receive a fixed rate equal to 0.902% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 10/27/25 | | | | | | EUR5,600,000 | | | | | | (45,426) | | | | | | (48,111) | | |
Receive a fixed rate equal to 0.943% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/06/25 | | | | | | EUR1,900,000 | | | | | | (7,993) | | | | | | (8,902) | | |
Receive a fixed rate equal to 0.996% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/11/25 | | | | | | EUR2,600,000 | | | | | | 3,234 | | | | | | 1,835 | | |
Receive a fixed rate equal to 0.955% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/12/25 | | | | | | EUR1,500,000 | | | | | | (4,622) | | | | | | (5,338) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.878% | | | Chicago Mercantile Exchange | | | | | 11/20/25 | | | | | | EUR5,425,000 | | | | | | 61,929 | | | | | | 63,806 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.885% | | | Chicago Mercantile Exchange | | | | | 11/20/25 | | | | | | EUR3,500,000 | | | | | | 36,082 | | | | | | 37,341 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.857% | | | Chicago Mercantile Exchange | | | | | 11/23/25 | | | | | | EUR2,400,000 | | | | | | 33,126 | | | | | | 33,901 | | |
Receive a fixed rate equal to 0.832% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 11/27/25 | | | | | | EUR2,400,000 | | | | | | (39,603) | | | | | | (40,177) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 0.832% | | | Chicago Mercantile Exchange | | | | | 12/01/25 | | | | | | EUR5,411,000 | | | | | | 89,524 | | | | | | 91,006 | | |
Receive a fixed rate equal to 1.555% and pay a floating rate based on the 6-month EUR-EURIBOR-Reuters | | | Chicago Mercantile Exchange | | | | | 10/15/45 | | | | | | EUR1,800,000 | | | | | | (27,473) | | | | | | (28,409) | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.524% | | | Chicago Mercantile Exchange | | | | | 10/19/45 | | | | | | EUR500,000 | | | | | | 11,760 | | | | | | 12,265 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.498% | | | Chicago Mercantile Exchange | | | | | 10/26/45 | | | | | | EUR1,600,000 | | | | | | 48,954 | | | | | | 50,767 | | |
Receive a floating rate based on the 6-month EUR-EURIBOR-Reuters and pay a fixed rate equal to 1.527% | | | Chicago Mercantile Exchange | | | | | 10/27/45 | | | | | | EUR2,100,000 | | | | | | 47,813 | | | | | | 49,983 | | |
Receive a fixed rate equal to 0.754% and pay a floating rate based on the 6-month JPY-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/21/24 | | | | | | JPY259,000,000 | | | | | | 76,576 | | | | | | 82,474 | | |
Receive a fixed rate equal to 1.289% and pay a floating rate based on the 6-month JPY-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 02/04/45 | | | | | | JPY183,000,000 | | | | | | 33,498 | | | | | | 31,742 | | |
Receive a floating rate based on the 6-month JPY-LIBOR-BBA and pay a fixed rate equal to 1.443% | | | Chicago Mercantile Exchange | | | | | 02/24/45 | | | | | | JPY83,385,931 | | | | | | (42,910) | | | | | | (42,621) | | |
Receive a fixed rate equal to 0.558% and pay a floating rate based on the 6-month JPY-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 02/24/45 | | | | | | JPY192,978,870 | | | | | | 27,107 | | | | | | 26,812 | | |
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | | | USD612,000 | | | | | | (5,834) | | | | | | (5,834) | | |
Receive a fixed rate equal to 2.928% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/15/35 | | | | | | USD1,000,000 | | | | | | 59,019 | | | | | | 59,019 | | |
Receive a fixed rate equal to 2.510% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/35 | | | | | | USD729,000 | | | | | | (6,488) | | | | | | (6,488) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.593% | | | Chicago Mercantile Exchange | | | | | 10/13/40 | | | | | | USD221,000 | | | | | | 1,374 | | | | | | 1,374 | | |
Receive a fixed rate equal to 2.832% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/09/45 | | | | | | USD400,000 | | | | | | 14,830 | | | | | | 14,830 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.901% | | | Chicago Mercantile Exchange | | | | | 07/13/45 | | | | | | USD800,000 | | | | | | (41,498) | | | | | | (41,498) | | |
Receive a fixed rate equal to 2.896% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/21/45 | | | | | | USD296,000 | | | | | | 15,047 | | | | | | 15,047 | | |
Receive a fixed rate equal to 2.860% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/24/45 | | | | | | USD444,000 | | | | | | 19,179 | | | | | | 19,179 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.782% | | | Chicago Mercantile Exchange | | | | | 07/29/45 | | | | | | USD700,000 | | | | | | (18,587) | | | | | | (18,587) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.799% | | | Chicago Mercantile Exchange | | | | | 07/30/45 | | | | | | USD400,000 | | | | | | (12,037) | | | | | | (12,037) | | |
Receive a fixed rate equal to 2.808% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/31/45 | | | | | | USD1,800,000 | | | | | | 58,154 | | | | | | 58,154 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.687% | | | Chicago Mercantile Exchange | | | | | 09/25/45 | | | | | | USD300,000 | | | | | | (1,624) | | | | | | (1,624) | | |
Receive a fixed rate equal to 2.613% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/28/45 | | | | | | USD500,000 | | | | | | (5,265) | | | | | | (5,265) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.619% | | | Chicago Mercantile Exchange | | | | | 10/13/45 | | | | | | USD1,071,000 | | | | | | 9,930 | | | | | | 9,930 | | |
Receive a fixed rate equal to 0.771% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/09/16 | | | | | | USD17,800,000 | | | | | | 776 | | | | | | 776 | | |
Receive a floating rate equal to the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.119% | | | Chicago Mercantile Exchange | | | | | 08/08/17 | | | | | | USD5,000,000 | | | | | | (6,657) | | | | | | (6,657) | | |
Receive a fixed rate equal to 1.178% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/15/18 | | | | | | USD10,400,000 | | | | | | (18,959) | | | | | | (18,959) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.166% | | | Chicago Mercantile Exchange | | | | | 05/20/18 | | | | | | USD5,200,000 | | | | | | 11,382 | | | | | | 11,382 | | |
Receive a fixed rate equal to 1.208% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/21/18 | | | | | | USD3,100,000 | | | | | | (3,702) | | | | | | (3,702) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.231% | | | Chicago Mercantile Exchange | | | | | 05/27/18 | | | | | | USD6,100,000 | | | | | | 4,832 | | | | | | 4,832 | | |
Receive a fixed rate equal to 1.224% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/27/18 | | | | | | USD4,300,000 | | | | | | (4,174) | | | | | | (4,174) | | |
Receive a fixed rate equal to 1.206% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/01/18 | | | | | | USD3,100,000 | | | | | | (4,569) | | | | | | (4,569) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.257% | | | Chicago Mercantile Exchange | | | | | 06/04/18 | | | | | | USD3,100,000 | | | | | | 984 | | | | | | 984 | | |
Receive a fixed rate equal to 1.323% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/10/18 | | | | | | USD2,500,000 | | | | | | 2,752 | | | | | | 2,752 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.347% | | | Chicago Mercantile Exchange | | | | | 06/11/18 | | | | | | USD3,100,000 | | | | | | (5,202) | | | | | | (5,202) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.374% | | | Chicago Mercantile Exchange | | | | | 06/12/18 | | | | | | USD1,263,000 | | | | | | (2,908) | | | | | | (2,908) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.267% | | | Chicago Mercantile Exchange | | | | | 06/19/18 | | | | | | USD6,384,000 | | | | | | 3,263 | | | | | | 3,263 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.283% | | | Chicago Mercantile Exchange | | | | | 06/26/18 | | | | | | USD2,200,000 | | | | | | 615 | | | | | | 615 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.301% | | | Chicago Mercantile Exchange | | | | | 07/03/18 | | | | | | USD2,200,000 | | | | | | (115) | | | | | | (115) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.249% | | | Chicago Mercantile Exchange | | | | | 07/06/18 | | | | | | USD2,200,000 | | | | | | 2,771 | | | | | | 2,771 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.230% | | | Chicago Mercantile Exchange | | | | | 07/14/18 | | | | | | USD3,100,000 | | | | | | 5,851 | | | | | | 5,851 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.277% | | | Chicago Mercantile Exchange | | | | | 07/15/18 | | | | | | USD10,500,000 | | | | | | 7,360 | | | | | | 7,360 | | |
Receive a fixed rate equal to 1.285% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/27/18 | | | | | | USD20,400,000 | | | | | | (12,742) | | | | | | (12,742) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.036% | | | Chicago Mercantile Exchange | | | | | 10/13/18 | | | | | | USD3,984,000 | | | | | | 35,924 | | | | | | 35,924 | | |
Receive a fixed rate equal to 1.525% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/11/19 | | | | | | USD7,000,000 | | | | | | 11,343 | | | | | | 11,343 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.465% | | | Chicago Mercantile Exchange | | | | | 05/18/19 | | | | | | USD4,000,000 | | | | | | 1,731 | | | | | | 1,731 | | |
Receive a fixed rate equal to 1.460% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/01/19 | | | | | | USD2,700,000 | | | | | | (2,307) | | | | | | (2,307) | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 1.640% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/09/19 | | | | | | USD3,100,000 | | | | | | 15,671 | | | | | | 15,671 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.659% | | | Chicago Mercantile Exchange | | | | | 06/09/19 | | | | | | USD3,100,000 | | | | | | (17,659) | | | | | | (17,659) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.686% | | | Chicago Mercantile Exchange | | | | | 06/15/19 | | | | | | USD3,100,000 | | | | | | (20,138) | | | | | | (20,138) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.682% | | | Chicago Mercantile Exchange | | | | | 06/15/19 | | | | | | USD3,100,000 | | | | | | (19,665) | | | | | | (19,665) | | |
Receive a fixed rate equal to 1.609% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/17/19 | | | | | | USD3,100,000 | | | | | | 11,953 | | | | | | 11,953 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.418% | | | Chicago Mercantile Exchange | | | | | 07/09/19 | | | | | | USD1,900,000 | | | | | | 5,915 | | | | | | 5,915 | | |
Receive a fixed rate equal to 1.462% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/13/19 | | | | | | USD3,900,000 | | | | | | (6,638) | | | | | | (6,638) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.557% | | | Chicago Mercantile Exchange | | | | | 07/21/19 | | | | | | USD1,583,000 | | | | | | (2,405) | | | | | | (2,405) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.581% | | | Chicago Mercantile Exchange | | | | | 07/24/19 | | | | | | USD2,374,500 | | | | | | (5,550) | | | | | | (5,550) | | |
Receive a fixed rate equal to 1.493% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/29/19 | | | | | | USD4,000,000 | | | | | | (3,164) | | | | | | (3,164) | | |
Receive a fixed rate equal to 1.502% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/30/19 | | | | | | USD2,400,000 | | | | | | (1,156) | | | | | | (1,155) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.534% | | | Chicago Mercantile Exchange | | | | | 07/31/19 | | | | | | USD9,200,000 | | | | | | (5,841) | | | | | | (5,841) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.794% | | | Chicago Mercantile Exchange | | | | | 08/08/19 | | | | | | USD3,500,000 | | | | | | (33,857) | | | | | | (33,857) | | |
Receive a fixed rate equal to 1.301% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/25/19 | | | | | | USD1,600,000 | | | | | | (14,452) | | | | | | (14,452) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.261% | | | Chicago Mercantile Exchange | | | | | 09/28/19 | | | | | | USD2,300,000 | | | | | | 24,420 | | | | | | 24,420 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.668% | | | Chicago Mercantile Exchange | | | | | 10/30/19 | | | | | | USD17,090,000 | | | | | | (70,108) | | | | | | (70,108) | | |
Receive a fixed rate equal to 2.000% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 11/05/19 | | | | | | USD20,300,000 | | | | | | 333,368 | | | | | | 333,368 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.882% | | | Chicago Mercantile Exchange | | | | | 06/30/20 | | | | | | USD5,230,000 | | | | | | (49,227) | | | | | | (49,227) | | |
Receive a fixed rate equal to 1.780% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/06/20 | | | | | | USD1,700,000 | | | | | | 8,163 | | | | | | 8,163 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.453% | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | | | USD715,000 | | | | | | 8,489 | | | | | | 8,489 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.603% | | | Chicago Mercantile Exchange | | | | | 11/05/20 | | | | | | USD7,247,000 | | | | | | 38,989 | | | | | | 38,989 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.690% | | | Chicago Mercantile Exchange | | | | | 12/22/20 | | | | | | USD4,652,000 | | | | | | 10,368 | | | | | | 10,368 | | |
Receive a fixed rate equal to 1.785% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/22 | | | | | | USD1,701,000 | | | | | | (18,286) | | | | | | (18,286) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.507% | | | Chicago Mercantile Exchange | | | | | 10/09/24 | | | | | | USD1,800,000 | | | | | | (55,609) | | | | | | (55,609) | | |
Receive a fixed rate equal to 2.408% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/30/24 | | | | | | USD5,170,000 | | | | | | 117,979 | | | | | | 117,979 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.760% | | | Chicago Mercantile Exchange | | | | | 11/05/24 | | | | | | USD10,760,000 | | | | | | (554,991) | | | | | | (554,991) | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.189% | | | Chicago Mercantile Exchange | | | | | 05/05/25 | | | | | | USD7,000,000 | | | | | | (11,439) | | | | | | (11,439) | | |
Receive a fixed rate equal to 2.168% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/05/25 | | | | | | USD7,000,000 | | | | | | (1,288) | | | | | | (1,288) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.464% | | | Chicago Mercantile Exchange | | | | | 06/15/25 | | | | | | USD3,065,333 | | | | | | (76,708) | | | | | | (76,708) | | |
Receive a fixed rate equal to 2.488% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/16/25 | | | | | | USD3,800,000 | | | | | | 103,073 | | | | | | 103,073 | | |
Receive a fixed rate equal to 2.455% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/17/25 | | | | | | USD3,800,000 | | | | | | 92,161 | | | | | | 92,161 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.467% | | | Chicago Mercantile Exchange | | | | | 06/19/25 | | | | | | USD692,000 | | | | | | (17,416) | | | | | | (17,416) | | |
Receive a fixed rate equal to 2.382% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/23/25 | | | | | | USD950,000 | | | | | | (16,760) | | | | | | (16,760) | | |
Receive a fixed rate equal to 2.528% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 07/15/25 | | | | | | USD2,698,000 | | | | | | 81,780 | | | | | | 81,780 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.543% | | | Chicago Mercantile Exchange | | | | | 07/15/25 | | | | | | USD900,000 | | | | | | (28,447) | | | | | | (28,447) | | |
Receive a fixed rate equal to 2.232% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 09/14/25 | | | | | | USD1,300,000 | | | | | | 4,232 | | | | | | 4,232 | | |
Receive a fixed rate equal to 2.099% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/25 | | | | | | USD58,000 | | | | | | (538) | | | | | | (538) | | |
Receive a fixed rate equal to 2.760% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/11/25 | | | | | | USD2,633,000 | | | | | | 2,373 | | | | | | 2,373 | | |
Receive a fixed rate equal to 2.729% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/16/25 | | | | | | USD2,638,000 | | | | | | (1,351) | | | | | | (1,351) | | |
Receive a fixed rate equal to 2.719% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/22/25 | | | | | | USD5,359,000 | | | | | | (5,457) | | | | | | (5,457) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 3.294% | | | Chicago Mercantile Exchange | | | | | 06/10/35 | | | | | | USD1,900,000 | | | | | | (38,286) | | | | | | (38,286) | | |
Receive a fixed rate equal to 3.285% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/15/35 | | | | | | USD3,800,000 | | | | | | 74,005 | | | | | | 74,005 | | |
Receive a fixed rate equal to 2.805% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/16/35 | | | | | | USD2,945,000 | | | | | | 116,312 | | | | | | 116,312 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.834% | | | Chicago Mercantile Exchange | | | | | 06/16/35 | | | | | | USD3,800,000 | | | | | | (167,724) | | | | | | (167,724) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.810% | | | Chicago Mercantile Exchange | | | | | 06/17/35 | | | | | | USD3,800,000 | | | | | | (153,544) | | | | | | (153,544) | | |
Receive a fixed rate equal to 2.815% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/19/35 | | | | | | USD793,000 | | | | | | 32,579 | | | | | | 32,579 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.753% | | | Chicago Mercantile Exchange | | | | | 06/23/35 | | | | | | USD950,000 | | | | | | 29,491 | | | | | | 29,491 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.715% | | | Chicago Mercantile Exchange | | | | | 05/11/45 | | | | | | USD1,300,000 | | | | | | (15,673) | | | | | | (15,673) | | |
Receive a fixed rate equal to 2.810% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 05/18/45 | | | | | | USD700,000 | | | | | | 22,894 | | | | | | 22,894 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.659% | | | Chicago Mercantile Exchange | | | | | 06/01/45 | | | | | | USD1,100,000 | | | | | | (175) | | | | | | (175) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.926% | | | Chicago Mercantile Exchange | | | | | 06/09/45 | | | | | | USD600,000 | | | | | | (34,489) | | | | | | (34,489) | | |
Receive a fixed rate equal to 2.905% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/09/45 | | | | | | USD600,000 | | | | | | 31,840 | | | | | | 31,840 | | |
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Receive a fixed rate equal to 2.980% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/15/45 | | | | | | USD600,000 | | | | | | 41,455 | | | | | | 41,455 | | | ||||
Receive a fixed rate equal to 2.959% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/15/45 | | | | | | USD600,000 | | | | | | 38,805 | | | | | | 38,805 | | | ||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.891% | | | Chicago Mercantile Exchange | | | | | 06/17/45 | | | | | | USD600,000 | | | | | | (29,998) | | | | | | (29,998) | | | ||||
| | | | | | | | | | | | | | | | | | | $ | (20,510) | | | | | $ | (17,232) | | | ||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Asset Derivatives | | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 799,184 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 24,862 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 2,290,814 | | | |
Total Asset Derivatives | | | | | | | $ | 3,114,860 | | | |
Liability Derivatives | | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 794,081 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 71,501 | | | |
Equity contracts | | | Net Assets — Unrealized depreciation** | | | | | 17,854 | | | |
Credit contracts | | | Net Assets — Unrealized depreciation*** | | | | | 16,010 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 2,308,046 | | | |
Total Liability Derivatives | | | | | | | $ | 3,207,492 | | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (62,905) | | | | | $ | — | | | | | $ | (62,905) | | | ||||||
Equity contracts | | | | | — | | | | | | — | | | | | | 1,499,283 | | | | | | — | | | | | | — | | | | | | 1,499,283 | | | ||||||
Foreign exchange contracts | | | | | (123,260) | | | | | | (2,070,850) | | | | | | — | | | | | | — | | | | | | 61,825 | | | | | | (2,132,285) | | | ||||||
Interest rate contracts | | | | | (685,302) | | | | | | — | | | | | | (209,656) | | | | | | (322,371) | | | | | | 790,766 | | | | | | (426,563) | | | ||||||
Total | | | | $ | (808,562) | | | | | $ | (2,070,850) | | | | | $ | 1,289,627 | | | | | $ | (385,276) | | | | | $ | 852,591 | | | | | $ | (1,122,470) | | | ||||||
|
Voya Balanced Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (63,416) | | | | | $ | — | | | | | $ | (63,416) | | | ||||||
Equity contracts | | | | | — | | | | | | — | | | | | | 321,354 | | | | | | — | | | | | | — | | | | | | 321,354 | | | ||||||
Foreign exchange contracts | | | | | 13,078 | | | | | | 478,936 | | | | | | — | | | | | | — | | | | | | — | | | | | | 492,014 | | | ||||||
Interest rate contracts | | | | | 123,558 | | | | | | — | | | | | | (185,109) | | | | | | 73,591 | | | | | | (3,447) | | | | | | 8,593 | | | ||||||
Total | | | | $ | 136,636 | | | | | $ | 478,936 | | | | | $ | 136,245 | | | | | $ | 10,175 | | | | | $ | (3,447) | | | | | $ | 758,545 | | | ||||||
|
| | | Barclays Bank PLC | | | Citigroup, Inc. | | | Deutsche Bank AG | | | Goldman Sachs & Co. | | | HSBC Bank PLC | | | JPMorgan Chase & Co. | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 18,511 | | | | | $ | 64,657 | | | | | $ | 161,866 | | | | | $ | 82,579 | | | | | $ | 200 | | | | | $ | 314,058 | | | | | $ | 157,313 | | | | | $ | 799,184 | | | ||||||||
Total Assets | | | | $ | 18,511 | | | | | $ | 64,657 | | | | | $ | 161,866 | | | | | $ | 82,579 | | | | | $ | 200 | | | | | $ | 314,058 | | | | | $ | 157,313 | | | | | $ | 799,184 | | | ||||||||
Liabilities: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 111,487 | | | | | $ | 53,016 | | | | | $ | 101,618 | | | | | $ | 545 | | | | | $ | — | | | | | $ | 201,832 | | | | | $ | 325,583 | | | | | $ | 794,081 | | | ||||||||
Total Liabilities | | | | $ | 111,487 | | | | | $ | 53,016 | | | | | $ | 101,618 | | | | | $ | 545 | | | | | $ | — | | | | | $ | 201,832 | | | | | $ | 325,583 | | | | | $ | 794,081 | | | ||||||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (92,976) | | | | | $ | 11,641 | | | | | $ | 60,248 | | | | | $ | 82,034 | | | | | $ | 200 | | | | | $ | 112,226 | | | | | $ | (168,270) | | | | | $ | 5,103 | | | ||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | ||||||||
Net Exposure(1)(2) | | | | $ | (92,976) | | | | | $ | 11,641 | | | | | $ | 60,248 | | | | | $ | 82,034 | | | | | $ | 200 | | | | | $ | 112,226 | | | | | $ | (168,270) | | | | | $ | 5,103 | | | ||||||||
|
Voya Global Value Advantage | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.4% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 13.0% | | ||||||||||||
| | | 19,062 | @ | | Amazon.com, Inc. | | | | $ | 12,883,815 | | | | | | 1.6 | | | |
| | | 112,557 | | | | Home Depot, Inc. | | | | | 14,885,663 | | | | | | 1.9 | | |
| | | 114,654 | | | | McDonald’s Corp. | | | | | 13,545,224 | | | | | | 1.7 | | |
| | | 157,690 | | | | Nike, Inc. | | | | | 9,855,625 | | | | | | 1.2 | | |
| | | 80,340 | | | | Renault S.A. | | | | | 8,041,715 | | | | | | 1.0 | | |
| | | 190,500 | | | | Toyota Motor Corp. | | | | | 11,730,804 | | | | | | 1.5 | | |
| | | 1,148,227 | | | | Other Securities | | | | | 33,040,255 | | | | | | 4.1 | | |
| | | | | | | | | | | | 103,983,101 | | | | | | 13.0 | | |
| | | | | | | Consumer Staples: 10.7% | | ||||||||||||
| | | 381,881 | | | | Diageo PLC | | | | | 10,428,376 | | | | | | 1.3 | | |
| | | 113,709 | | | | Kimberly-Clark Corp. | | | | | 14,475,156 | | | | | | 1.8 | | |
| | | 149,719 | | | | Kraft Heinz Co. | | | | | 10,893,555 | | | | | | 1.4 | | |
| | | 155,373 | | | | Nestle S.A. | | | | | 11,534,154 | | | | | | 1.4 | | |
| | | 129,357 | | | | PepsiCo, Inc. | | | | | 12,925,351 | | | | | | 1.6 | | |
| | | 141,332 | | | | Philip Morris International, Inc. | | | | | 12,424,496 | | | | | | 1.5 | | |
| | | 147,804 | | | | Other Securities | | | | | 13,466,690 | | | | | | 1.7 | | |
| | | | | | | | | | | | 86,147,778 | | | | | | 10.7 | | |
| | | | | | | Energy: 6.4% | | ||||||||||||
| | | 158,501 | | | | Occidental Petroleum Corp. | | | | | 10,716,253 | | | | | | 1.3 | | |
| | | 206,541 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 9,457,512 | | | | | | 1.2 | | |
| | | 257,786 | | | | Total S.A. | | | | | 11,556,967 | | | | | | 1.4 | | |
| | | 528,928 | | | | Other Securities | | | | | 19,886,508 | | | | | | 2.5 | | |
| | | | | | | | | | | | 51,617,240 | | | | | | 6.4 | | |
| | | | | | | Financials: 20.6% | | ||||||||||||
| | | 391,811 | | | | Admiral Group PLC | | | | | 9,574,202 | | | | | | 1.2 | | |
| | | 173,967 | #,@ | | Amundi SA | | | | | 8,163,595 | | | | | | 1.0 | | | |
| | | 212,212 | | | | BB&T Corp. | | | | | 8,023,736 | | | | | | 1.0 | | |
| | | 1,373,416 | | | | Challenger Ltd. | | | | | 8,655,773 | | | | | | 1.1 | | |
| | | 2,475,364 | | | | Intesa Sanpaolo SpA - ISP | | | | | 8,220,728 | | | | | | 1.0 | | |
| | | 268,537 | | | | JPMorgan Chase & Co. | | | | | 17,731,498 | | | | | | 2.2 | | |
| | | 282,800 | | | | NKSJ Holdings, Inc. | | | | | 9,285,652 | | | | | | 1.2 | | |
| | | 45,402 | | | | Simon Property Group, Inc. | | | | | 8,827,965 | | | | | | 1.1 | | |
| | | 2,569,000 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 9,729,655 | | | | | | 1.2 | | |
| | | 336,144 | | | | Wells Fargo & Co. | | | | | 18,272,788 | | | | | | 2.3 | | |
| | | 39,227 | | | | Zurich Insurance Group AG | | | | | 10,077,417 | | | | | | 1.2 | | |
| | | 3,582,306 | | | | Other Securities | | | | | 48,929,568 | | | | | | 6.1 | | |
| | | | | | | | | | | | 165,492,577 | | | | | | 20.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care: 13.1% | | ||||||||||||
| | | 170,183 | | | | AstraZeneca PLC | | | | $ | 11,495,479 | | | | | | 1.4 | | |
| | | 200,485 | | | | Bristol-Myers Squibb Co. | | | | | 13,791,363 | | | | | | 1.7 | | |
| | | 122,352 | | | | Gilead Sciences, Inc. | | | | | 12,380,799 | | | | | | 1.6 | | |
| | | 168,599 | | | | Medtronic PLC | | | | | 12,968,635 | | | | | | 1.6 | | |
| | | 152,999 | | | | Novartis AG | | | | | 13,160,863 | | | | | | 1.7 | | |
| | | 388,317 | | | | Pfizer, Inc. | | | | | 12,534,873 | | | | | | 1.6 | | |
| | | 58,921 | | | | Roche Holding AG | | | | | 16,327,505 | | | | | | 2.0 | | |
| | | 102,878 | | | | UnitedHealth Group, Inc. | | | | | 12,102,568 | | | | | | 1.5 | | |
| | | | | | | | | | | | 104,762,085 | | | | | | 13.1 | | |
| | | | | | | Industrials: 9.5% | | ||||||||||||
| | | 91,494 | | | | Boeing Co. | | | | | 13,229,118 | | | | | | 1.6 | | |
| | | 426,021 | | | | General Electric Co. | | | | | 13,270,554 | | | | | | 1.6 | | |
| | | 499,300 | | | | LIXIL Group Corp. | | | | | 11,089,306 | | | | | | 1.4 | | |
| | | 352,347 | | | | Koninklijke Philips NV | | | | | 8,993,448 | | | | | | 1.1 | | |
| | | 469,600 | | | | Mitsubishi Corp. | | | | | 7,810,914 | | | | | | 1.0 | | |
| | | 104,799 | | | | Siemens AG | | | | | 10,138,925 | | | | | | 1.3 | | |
| | | 4,972,865 | | | | Other Securities | | | | | 11,890,148 | | | | | | 1.5 | | |
| | | | | | | | | | | | 76,422,413 | | | | | | 9.5 | | |
| | | | | | | Information Technology: 12.4% | | ||||||||||||
| | | 234,731 | | | | Apple, Inc. | | | | | 24,707,785 | | | | | | 3.1 | | |
| | | 556,171 | | | | Cisco Systems, Inc. | | | | | 15,102,824 | | | | | | 1.9 | | |
| | | 428,121 | | | | Intel Corp. | | | | | 14,748,768 | | | | | | 1.8 | | |
| | | 216,098 | | | | Microchip Technology, Inc. | | | | | 10,057,201 | | | | | | 1.2 | | |
| | | 386,400 | | | | Microsoft Corp. | | | | | 21,437,472 | | | | | | 2.7 | | |
| | | 407,116 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. - SP ADR | | | | | 9,261,889 | | | | | | 1.2 | | |
| | | 571,000 | | | | Other Securities | | | | | 4,318,758 | | | | | | 0.5 | | |
| | | | | | | | | | | | 99,634,697 | | | | | | 12.4 | | |
| | | | | | | Materials: 4.5% | | ||||||||||||
| | | 111,989 | | | | BASF SE | | | | | 8,531,151 | | | | | | 1.1 | | |
| | | 699,046 | | | | BHP Billiton Ltd. | | | | | 8,996,396 | | | | | | 1.1 | | |
| | | 255,652 | | | | International Paper Co. | | | | | 9,638,080 | | | | | | 1.2 | | |
| | | 168,408 | | | | Koninklijke DSM NV | | | | | 8,444,939 | | | | | | 1.1 | | |
| | | | | | | | | | | | 35,610,566 | | | | | | 4.5 | | |
| | | | | | | Telecommunication Services: 3.9% | | ||||||||||||
| | | 273,244 | | | | AT&T, Inc. | | | | | 9,402,326 | | | | | | 1.2 | | |
| | | 719,500 | | | | China Mobile Ltd. | | | | | 8,098,768 | | | | | | 1.0 | | |
| | | 3,303,123 | | | | Other Securities | | | | | 13,794,520 | | | | | | 1.7 | | |
| | | | | | | | | | | | 31,295,614 | | | | | | 3.9 | | |
Voya Global Value Advantage | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Utilities: 3.3% | | |||||||||||||||
| | | 425,419 | L | | Gas Natural SDG S.A. | | | | $ | 8,675,296 | | | | | | 1.1 | | | ||||
| | | 225,275 | | | | PG&E Corp. | | | | | 11,982,377 | | | | | | 1.5 | | | |||
| | | 75,820 | | | | Other Securities | | | | | 6,080,006 | | | | | | 0.7 | | | |||
| | | | | | | | | | | | 26,737,679 | | | | | | 3.3 | | | |||
| | | | | | | Total Common Stock (Cost $822,503,915) | | | | | 781,703,750 | | | | | | 97.4 | | | |||
| PREFERRED STOCK: 0.6% | | |||||||||||||||||||||
| | | | | | | Financials: 0.6% | | |||||||||||||||
| | | 646,226 | | | | Other Securities | | | | | 4,300,823 | | | | | | 0.6 | | | |||
| | | | | | | Total Preferred Stock (Cost $6,523,651) | | | | | 4,300,823 | | | | | | 0.6 | | | |||
| | | | | | | Total Long-Term Investments (Cost $829,027,566) | | | | | 786,004,573 | | | | | | 98.0 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.5% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.1% | | ||||||||||||
| | | 1,000,000 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,000,036, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,020,000, due 01/15/16-10/20/65) | | | | | 1,000,000 | | | | | | 0.1 | | |
| | | 10,936 | | | | Royal Bank of Scotland PLC, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $10,936, collateralized by various U.S. Government Securities, 0.074%-3.250%, Market Value plus accrued interest $11,155, due 07/31/16-11/15/23) | | | | | 10,936 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,010,936 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 1.4% | | |||||||||||||||
| | | 11,154,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $11,154,000) | | | | $ | 11,154,000 | | | | | | 1.4 | | | |||
| | | | | | | Total Short-Term Investments (Cost $12,164,936) | | | | | 12,164,936 | | | | | | 1.5 | | | |||
| | | | | | | Total Investments in Securities (Cost $841,192,502) | | | | $ | 798,169,509 | | | | | | 99.5 | | | |||
| | | | | | | Assets in Excess of Other Liabilities | | | | | 4,263,168 | | | | | | 0.5 | | | |||
| | | | | | | Net Assets | | | | $ | 802,432,677 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 25,577,252 | | | |
| Gross Unrealized Depreciation | | | | | (70,587,442) | | | |
| Net Unrealized Depreciation | | | | $ | (45,010,190) | | | |
|
Voya Global Value Advantage | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of December 31, 2015 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||||||
Consumer Discretionary | | | | $ | 64,157,821 | | | | | $ | 39,825,280 | | | | | $ | — | | | | | $ | 103,983,101 | | | ||||
Consumer Staples | | | | | 57,858,051 | | | | | | 28,289,727 | | | | | | — | | | | | | 86,147,778 | | | ||||
Energy | | | | | 36,073,021 | | | | | | 15,544,219 | | | | | | — | | | | | | 51,617,240 | | | ||||
Financials | | | | | 83,867,969 | | | | | | 81,624,608 | | | | | | — | | | | | | 165,492,577 | | | ||||
Health Care | | | | | 63,778,238 | | | | | | 40,983,847 | | | | | | — | | | | | | 104,762,085 | | | ||||
Industrials | | | | | 26,499,672 | | | | | | 49,922,741 | | | | | | — | | | | | | 76,422,413 | | | ||||
Information Technology | | | | | 95,315,939 | | | | | | 4,318,758 | | | | | | — | | | | | | 99,634,697 | | | ||||
Materials | | | | | 9,638,080 | | | | | | 25,972,486 | | | | | | — | | | | | | 35,610,566 | | | ||||
Telecommunication Services | | | | | 9,402,326 | | | | | | 21,893,288 | | | | | | — | | | | | | 31,295,614 | | | ||||
Utilities | | | | | 18,062,383 | | | | | | 8,675,296 | | | | | | — | | | | | | 26,737,679 | | | ||||
Total Common Stock | | | | | 464,653,500 | | | | | | 317,050,250 | | | | | | — | | | | | | 781,703,750 | | | ||||
Preferred Stock | | | | | 4,300,823 | | | | | | — | | | | | | — | | | | | | 4,300,823 | | | ||||
Short-Term Investments | | | | | 11,154,000 | | | | | | 1,010,936 | | | | | | — | | | | | | 12,164,936 | | | ||||
Total Investments, at fair value | | | | $ | 480,108,323 | | | | | $ | 318,061,186 | | | | | $ | — | | | | | $ | 798,169,509 | | | ||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||||||
Futures | | | | | 33,472 | | | | | | — | | | | | | — | | | | | | 33,472 | | | ||||
Total Assets | | | | $ | 480,141,795 | | | | | $ | 318,061,186 | | | | | $ | — | | | | | $ | 798,202,981 | | | ||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 99 | | | | | | 03/18/16 | | | | | $ | 3,898,125 | | | | | $ | 33,472 | | | ||||
| | | | | | | | | | | | | | | | $ | 3,898,125 | | | | | $ | 33,472 | | | ||||
|
Voya Global Value Advantage | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 33,472 | | |
Total Asset Derivatives | | | | | | | $ | 33,472 | | |
| | | | | | | | | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (1,055,216) | | | |
Total | | | | $ | (1,055,216) | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 33,472 | | | |
Total | | | | $ | 33,472 | | | |
|
Voya Growth and Income Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 14.2% | | ||||||||||||
| | | 115,046 | | | | Amazon.com, Inc. | | | | $ | 77,758,441 | | | | | | 2.1 | | |
| | | 1,174,173 | | | | Coach, Inc. | | | | | 38,430,682 | | | | | | 1.0 | | |
| | | 1,017,875 | | | | Comcast Corp. - Class A | | | | | 57,438,686 | | | | | | 1.6 | | |
| | | 615,786 | | | | Delphi Automotive PLC | | | | | 52,791,334 | | | | | | 1.4 | | |
| | | 659,328 | | | | Dish Network Corp. - Class A | | | | | 37,700,375 | | | | | | 1.0 | | |
| | | 545,719 | | | | Hasbro, Inc. | | | | | 36,759,632 | | | | | | 1.0 | | |
| | | 537,563 | | | | Home Depot, Inc. | | | | | 71,092,707 | | | | | | 1.9 | | |
| | | 598,239 | | | | McDonald’s Corp. | | | | | 70,675,955 | | | | | | 1.9 | | |
| | | 796,482 | | | | Nike, Inc. | | | | | 49,780,125 | | | | | | 1.4 | | |
| | | 1,454,337 | | | | Other Securities | | | | | 31,122,812 | | | | | | 0.9 | | |
| | | | | | | | | | | | 523,550,749 | | | | | | 14.2 | | |
| | | | | | | Consumer Staples: 10.2% | | ||||||||||||
| | | 726,076 | | | | CVS Health Corp. | | | | | 70,988,451 | | | | | | 1.9 | | |
| | | 551,445 | | | | Dr Pepper Snapple Group, Inc. | | | | | 51,394,674 | | | | | | 1.4 | | |
| | | 577,137 | | | | Kimberly-Clark Corp. | | | | | 73,469,540 | | | | | | 2.0 | | |
| | | 715,521 | | | | Kraft Heinz Co. | | | | | 52,061,308 | | | | | | 1.4 | | |
| | | 748,194 | | | | PepsiCo, Inc. | | | | | 74,759,544 | | | | | | 2.0 | | |
| | | 607,622 | | | | Philip Morris International, Inc. | | | | | 53,416,050 | | | | | | 1.5 | | |
| | | | | | | | | | | | 376,089,567 | | | | | | 10.2 | | |
| | | | | | | Energy: 6.6% | | ||||||||||||
| | | 567,371 | | | | EOG Resources, Inc. | | | | | 40,164,193 | | | | | | 1.1 | | |
| | | 769,626 | | | | Occidental Petroleum Corp. | | | | | 52,034,414 | | | | | | 1.4 | | |
| | | 685,065 | | | | Valero Energy Corp. | | | | | 48,440,946 | | | | | | 1.3 | | |
| | | 2,404,737 | | | | Other Securities | | | | | 103,145,243 | | | | | | 2.8 | | |
| | | | | | | | | | | | 243,784,796 | | | | | | 6.6 | | |
| | | | | | | Financials: 16.0% | | ||||||||||||
| | | 748,142 | | | | Allstate Corp. | | | | | 46,452,137 | | | | | | 1.3 | | |
| | | 1,209,376 | | | | BB&T Corp. | | | | | 45,726,506 | | | | | | 1.2 | | |
| | | 1,102,470 | | | | Citigroup, Inc. | | | | | 57,052,822 | | | | | | 1.5 | | |
| | | 873,316 | @ | | Discover Financial Services | | | | | 46,827,204 | | | | | | 1.3 | | | |
| | | 1,074,120 | | | | JPMorgan Chase & Co. | | | | | 70,924,144 | | | | | | 1.9 | | |
| | | 454,062 | | | | Prudential Financial, Inc. | | | | | 36,965,187 | | | | | | 1.0 | | |
| | | 217,779 | | | | Simon Property Group, Inc. | | | | | 42,344,949 | | | | | | 1.2 | | |
| | | 1,352,740 | | | | Unum Group | | | | | 45,032,715 | | | | | | 1.2 | | |
| | | 1,614,376 | | | | Wells Fargo & Co. | | | | | 87,757,479 | | | | | | 2.4 | | |
| | | 3,466,570 | | | | Other Securities | | | | | 110,888,500 | | | | | | 3.0 | | |
| | | | | | | | | | | | 589,971,643 | | | | | | 16.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care: 15.1% | | |||||||||||||||
| | | 441,030 | | | | Amgen, Inc. | | | | $ | 71,592,400 | | | | | | 1.9 | | | |||
| | | 1,116,418 | | | | Bristol-Myers Squibb Co. | | | | | 76,798,394 | | | | | | 2.1 | | | |||
| | | 752,622 | | | | Gilead Sciences, Inc. | | | | | 76,157,820 | | | | | | 2.1 | | | |||
| | | 921,675 | @ | | Medtronic PLC | | | | | 70,895,241 | | | | | | 1.9 | | | ||||
| | | 1,755,629 | | | | Merck & Co., Inc. | | | | | 92,732,324 | | | | | | 2.5 | | | |||
| | | 2,950,092 | | | | Pfizer, Inc. | | | | | 95,228,970 | | | | | | 2.6 | | | |||
| | | 615,593 | | | | UnitedHealth Group, Inc. | | | | | 72,418,360 | | | | | | 2.0 | | | |||
| | | | | | | | | | | | 555,823,509 | | | | | | 15.1 | | | |||
| | | | | | | Industrials: 7.9% | | |||||||||||||||
| | | 459,880 | | | | Boeing Co. | | | | | 66,494,049 | | | | | | 1.8 | | | |||
| | | 524,190 | | | | Deere & Co. | | | | | 39,979,971 | | | | | | 1.1 | | | |||
| | | 375,504 | | | | General Dynamics Corp. | | | | | 51,579,230 | | | | | | 1.4 | | | |||
| | | 2,940,785 | | | | General Electric Co. | | | | | 91,605,453 | | | | | | 2.5 | | | |||
| | | 173,805 | @ | | TransDigm Group, Inc. | | | | | 39,705,752 | | | | | | 1.1 | | | ||||
| | | | | | | | | | | | 289,364,455 | | | | | | 7.9 | | | |||
| | | | | | | Information Technology: 19.5% | | |||||||||||||||
| | | 1,225,859 | | | | Activision Blizzard, Inc. | | | | | 47,453,002 | | | | | | 1.3 | | | |||
| | | 1,572,591 | | | | Apple, Inc. | | | | | 165,530,929 | | | | | | 4.5 | | | |||
| | | 660,273 | | | | Automatic Data Processing, Inc. | | | | | 55,938,329 | | | | | | 1.5 | | | |||
| | | 3,200,763 | | | | Cisco Systems, Inc. | | | | | 86,916,719 | | | | | | 2.4 | | | |||
| | | 795,733 | | | | Fidelity National Information Services, Inc. | | | | | 48,221,420 | | | | | | 1.3 | | | |||
| | | 2,271,171 | | | | Intel Corp. | | | | | 78,241,841 | | | | | | 2.1 | | | |||
| | | 822,262 | | | | Microchip Technology, Inc. | | | | | 38,268,073 | | | | | | 1.1 | | | |||
| | | 2,641,609 | | | | Microsoft Corp. | | | | | 146,556,467 | | | | | | 4.0 | | | |||
| | | 759,485 | | | | TE Connectivity Ltd. | | | | | 49,070,326 | | | | | | 1.3 | | | |||
| | | | | | | | | | | | 716,197,106 | | | | | | 19.5 | | | |||
| | | | | | | Materials: 2.8% | | |||||||||||||||
| | | 1,044,088 | | | | Dow Chemical Co. | | | | | 53,749,650 | | | | | | 1.4 | | | |||
| | | 1,335,065 | | | | International Paper Co. | | | | | 50,331,951 | | | | | | 1.4 | | | |||
| | | | | | | | | | | | 104,081,601 | | | | | | 2.8 | | | |||
| | | | | | | Telecommunication Services: 2.3% | | |||||||||||||||
| | | 2,448,221 | | | | AT&T, Inc. | | | | | 84,243,285 | | | | | | 2.3 | | | |||
| | | | | | | Utilities: 3.2% | | |||||||||||||||
| | | 521,978 | | | | DTE Energy Co. | | | | | 41,857,416 | | | | | | 1.1 | | | |||
| | | 876,112 | | | | PG&E Corp. | | | | | 46,600,397 | | | | | | 1.3 | | | |||
| | | 512,007 | | | | Other Securities | | | | | 29,834,648 | | | | | | 0.8 | | | |||
| | | | | | | | | | | | 118,292,461 | | | | | | 3.2 | | | |||
| | | | | | | Total Common Stock (Cost $2,997,187,105) | | | | | 3,601,399,172 | | | | | | 97.8 | | | |||
|
Voya Growth and Income Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| CORPORATE BONDS/NOTES: —% | | |||||||||||||||||||||
| | | | | | | Utilities: –% | | |||||||||||||||
| | | 30,000,000 | | | | Other Securities | | | | $ | — | | | | | | — | | | |||
| | | | | | | Total Corporate Bonds/Notes (Cost $–) | | | | | — | | | | | | — | | | |||
| | | | | | | Total Long-Term Investments (Cost $2,997,187,105) | | | | | 3,601,399,172 | | | | | | 97.8 | | | |||
|
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| SHORT-TERM INVESTMENTS: 1.2% | | |||||||||||||||||||||
| | | | | | | Mutual Funds: 1.2% | | |||||||||||||||
| | | 42,867,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $42,867,000) | | | | | 42,867,000 | | | | | | 1.2 | | | |||
| | | | | | | Total Short-Term Investments (Cost $42,867,000) | | | | | 42,867,000 | | | | | | 1.2 | | | |||
| | | | | | | Total Investments in Securities (Cost $3,040,054,105) | | | | $ | 3,644,266,172 | | | | | | 99.0 | | | |||
| | | | | | | Assets in Excess of Other Liabilities | | | | | 35,911,245 | | | | | | 1.0 | | | |||
| | | | | | | Net Assets | | | | $ | 3,680,177,417 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | 731,734,231 | | | |
| Gross Unrealized Depreciation | | | | | (145,638,814) | | | |
| Net Unrealized Appreciation | | | | $ | 586,095,417 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | ||||||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||||||
Common Stock* | | | | $ | 3,601,399,172 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,601,399,172 | | | ||||
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | ||||
Short-Term Investments | | | | | 42,867,000 | | | | | | — | | | | | | — | | | | | | 42,867,000 | | | ||||
Total Investments, at fair value | | | | $ | 3,644,266,172 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,644,266,172 | | | ||||
|
Voya Growth and Income Portfolio | as of December 31, 2015 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | 639,644 | | | |
Total | | | | $ | 639,644 | | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | ||||
Derivatives not accounted for as hedging instruments | | | Futures | | ||||
Equity contracts | | | | $ | (726,481) | | | |
Total | | | | $ | (726,481) | | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 33.4% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.7% | | ||||||||||||
| | | 2,587,000 | # | | Anglo American Capital PLC, 2.625%, 09/27/17 | | | | $ | 2,264,536 | | | | | | 0.0 | | | |
| | | 2,440,000 | # | | BHP Billiton Finance USA Ltd., 6.750%, 10/19/75 | | | | | 2,360,700 | | | | | | 0.0 | | | |
| | | 4,500,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 4,479,691 | | | | | | 0.1 | | | |
| | | 2,737,000 | # | | Georgia-Pacific LLC, 3.600%, 03/01/25 | | | | | 2,711,883 | | | | | | 0.1 | | | |
| | | 6,047,000 | #,L | | Glencore Funding LLC, 2.875%, 04/16/20 | | | | | 4,721,195 | | | | | | 0.1 | | | |
| | | 21,252,000 | | | | Other Securities(a) | | | | | 19,541,052 | | | | | | 0.4 | | |
| | | | | | | | | | | | 36,079,057 | | | | | | 0.7 | | |
| | | | | | | Communications: 3.0% | | ||||||||||||
| | | 4,297,000 | # | | CCO Safari II LLC, 4.464%, 07/23/22 | | | | | 4,286,863 | | | | | | 0.1 | | | |
| | | 3,235,000 | # | | CCO Safari II LLC, 4.908%, 07/23/25 | | | | | 3,236,705 | | | | | | 0.1 | | | |
| | | 2,793,000 | # | | Cox Communications, Inc., 3.850%, 02/01/25 | | | | | 2,565,655 | | | | | | 0.0 | | | |
| | | 2,350,000 | # | | Sable International Finance Ltd., 8.750%, 02/01/20 | | | | | 2,473,375 | | | | | | 0.0 | | | |
| | | 2,500,000 | # | | Sirius XM Radio, Inc., 5.875%, 10/01/20 | | | | | 2,625,000 | | | | | | 0.1 | | | |
| | | 14,887,000 | | | | Time Warner Cable, Inc., 4.050%-5.875%, 12/15/23-12/15/43 | | | | | 14,840,584 | | | | | | 0.3 | | |
| | | 3,980,000 | | | | Time Warner, Inc., 4.850%-6.500%, 11/15/36-07/15/45 | | | | | 3,966,736 | | | | | | 0.1 | | |
| | | 11,888,000 | | | | Verizon Communications, Inc., 5.150%, 09/15/23 | | | | | 13,091,101 | | | | | | 0.3 | | |
| | | 23,348,000 | | | | Verizon Communications, Inc., 3.000%-6.550%, 11/01/21-08/21/54 | | | | | 23,252,148 | | | | | | 0.5 | | |
| | | 74,673,000 | | | | Other Securities | | | | | 73,188,963 | | | | | | 1.5 | | |
| | | | | | | | | | | | 143,527,130 | | | | | | 3.0 | | |
| | | | | | | Consumer, Cyclical: 1.6% | | ||||||||||||
| | | 2,105,000 | # | | Carlson Wagonlit BV, 6.875%, 06/15/19 | | | | | 2,162,887 | | | | | | 0.0 | | | |
| | | 17,522,000 | L | | McDonald’s Corp., 3.375%-4.875%, 05/26/25-12/09/45 | | | | | 17,444,654 | | | | | | 0.4 | | | |
| | | 59,227,659 | | | | Other Securities | | | | | 57,899,040 | | | | | | 1.2 | | |
| | | | | | | | | | | | 77,506,581 | | | | | | 1.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 6.5% | | ||||||||||||
| | | 14,450,000 | | | | AstraZeneca PLC, 1.750%-2.375%, 11/16/18-11/16/20 | | | | $ | 14,397,574 | | | | | | 0.3 | | |
| | | 4,120,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 4,231,977 | | | | | | 0.1 | | | |
| | | 8,810,000 | | | | Coca-Cola Co/The, 0.875%, 10/27/17 | | | | | 8,779,975 | | | | | | 0.2 | | |
| | | 11,030,000 | | | | Coca-Cola Co/The, 1.875%, 10/27/20 | | | | | 10,929,517 | | | | | | 0.2 | | |
| | | 10,950,000 | | | | Gilead Sciences, Inc., 3.650%, 03/01/26 | | | | | 11,061,011 | | | | | | 0.2 | | |
| | | 8,329,000 | | | | Gilead Sciences, Inc., 2.550%-3.500%, 09/01/20-02/01/25 | | | | | 8,387,514 | | | | | | 0.2 | | |
| | | 5,880,000 | # | | HJ Heinz Co., 2.800%, 07/02/20 | | | | | 5,872,368 | | | | | | 0.1 | | | |
| | | 5,019,000 | # | | Kraft Heinz Foods Co., 3.950%, 07/15/25 | | | | | 5,077,376 | | | | | | 0.1 | | | |
| | | 3,770,000 | # | | Imperial Tobacco Finance PLC, 2.950%, 07/21/20 | | | | | 3,782,573 | | | | | | 0.1 | | | |
| | | 4,260,000 | # | | Imperial Tobacco Finance PLC, 3.750%, 07/21/22 | | | | | 4,283,558 | | | | | | 0.1 | | | |
| | | 19,211,000 | | | | Laboratory Corp. of America Holdings, 2.200%-3.200%, 08/23/17-02/01/22 | | | | | 19,038,533 | | | | | | 0.4 | | |
| | | 18,810,000 | | | | Medtronic, Inc., 3.150%-4.375%, 03/15/22-03/15/35 | | | | | 19,044,841 | | | | | | 0.4 | | |
| | | 11,072,000 | | | | Merck & Co., Inc., 2.350%, 02/10/22 | | | | | 10,880,731 | | | | | | 0.2 | | |
| | | 4,980,000 | | | | Merck & Co., Inc., 2.750%, 02/10/25 | | | | | 4,854,335 | | | | | | 0.1 | | |
| | | 2,830,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 2,836,234 | | | | | | 0.1 | | | |
| | | 6,887,000 | # | | Roche Holdings, Inc., 3.000%, 11/10/25 | | | | | 6,816,753 | | | | | | 0.1 | | | |
| | | 5,000,000 | # | | Valeant Pharmaceuticals International, 5.625%, 12/01/21 | | | | | 4,625,000 | | | | | | 0.1 | | | |
| | | 3,222,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 3,232,987 | | | | | | 0.1 | | | |
| | | 160,226,000 | | | | Other Securities | | | | | 160,101,964 | | | | | | 3.4 | | |
| | | | | | | | | | | | 308,234,821 | | | | | | 6.5 | | |
| | | | | | | Diversified: 0.1% | | ||||||||||||
| | | 200,000 | # | | Nemak SA de CV, 5.500%, 02/28/23 | | | | | 201,500 | | | | | | 0.0 | | | |
| | | 6,320,000 | | | | Other Securities | | | | | 6,222,685 | | | | | | 0.1 | | |
| | | | | | | | | | | | 6,424,185 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy: 2.7% | | ||||||||||||
| | | 2,522,000 | # | | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | | | | $ | 2,290,160 | | | | | | 0.0 | | | |
| | | 13,360,000 | | | | Shell International Finance BV, 2.250%-4.375%, 11/10/20-05/11/45 | | | | | 13,048,197 | | | | | | 0.3 | | |
| | | 131,376,000 | | | | Other Securities(a) | | | | | 113,002,911 | | | | | | 2.4 | | |
| | | | | | | | | | | | 128,341,268 | | | | | | 2.7 | | |
| | | | | | | Financial: 12.6% | | ||||||||||||
| | | 5,820,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 5,779,516 | | | | | | 0.1 | | | |
| | | 2,546,000 | # | | ABN AMRO Bank NV, 4.750%, 07/28/25 | | | | | 2,542,563 | | | | | | 0.1 | | | |
| | | 9,320,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 9,173,406 | | | | | | 0.2 | | | |
| | | 27,180,000 | | | | Bank of America Corp., 2.625%-4.750%, 10/19/20-04/21/45 | | | | | 27,417,707 | | | | | | 0.6 | | |
| | | 3,983,000 | # | | Banque Federative du Credit Mutuel SA, 2.750%, 10/15/20 | | | | | 4,003,720 | | | | | | 0.1 | | | |
| | | 6,475,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 6,913,552 | | | | | | 0.1 | | | |
| | | 3,247,000 | # | | BNP Paribas SA, 4.375%, 09/28/25 | | | | | 3,186,609 | | | | | | 0.1 | | | |
| | | 3,335,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,369,177 | | | | | | 0.1 | | | |
| | | 27,924,000 | | | | Citigroup, Inc., 1.800%-6.675%, 02/05/18-09/13/43 | | | | | 28,705,376 | | | | | | 0.6 | | |
| | | 13,870,000 | | | | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | | | | | 13,662,435 | | | | | | 0.3 | | |
| | | 1,370,000 | # | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | | | | | 1,696,402 | | | | | | 0.0 | | | |
| | | 5,034,000 | # | | Credit Agricole SA, 4.375%, 03/17/25 | | | | | 4,884,324 | | | | | | 0.1 | | | |
| | | 12,611,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 13,617,358 | | | | | | 0.3 | | | |
| | | 1,961,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | | | | | 1,898,164 | | | | | | 0.1 | | | |
| | | 5,703,000 | # | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 5,709,170 | | | | | | 0.1 | | | |
| | | 6,922,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 6,904,467 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 13,673,000 | | | | Deutsche Bank AG/London, 1.875%, 02/13/18 | | | | $ | 13,563,329 | | | | | | 0.3 | | |
| | | 13,071,000 | | | | Goldman Sachs Group, Inc./The, 2.750%-4.250%, 09/15/20-10/21/25 | | | | | 13,038,843 | | | | | | 0.3 | | |
| | | 25,099,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 07/19/18-05/22/45 | | | | | 26,208,052 | | | | | | 0.5 | | |
| | | 5,994,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 6,553,042 | | | | | | 0.1 | | | |
| | | 3,400,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 3,388,831 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | International Lease Finance Corp., 6.750%, 09/01/16 | | | | | 3,086,250 | | | | | | 0.0 | | | |
| | | 3,437,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 3,776,404 | | | | | | 0.1 | | | |
| | | 35,437,000 | | | | JPMorgan Chase & Co., 2.550%-6.125%, 10/29/20-12/29/49 | | | | | 35,634,484 | | | | | | 0.7 | | |
| | | 5,649,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 2.650%, 10/19/20 | | | | | 5,649,248 | | | | | | 0.1 | | | |
| | | 2,908,000 | # | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 2,899,169 | | | | | | 0.0 | | | |
| | | 3,974,000 | # | | Mizuho Bank Ltd., 3.200%, 03/26/25 | | | | | 3,894,019 | | | | | | 0.1 | | | |
| | | 26,033,000 | | | | Morgan Stanley, 2.800%-4.000%, 06/16/20-04/23/27 | | | | | 26,362,130 | | | | | | 0.5 | | |
| | | 5,950,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 5,904,726 | | | | | | 0.1 | | | |
| | | 2,661,000 | # | | Nordea Bank AB, 6.125%, 12/29/49 | | | | | 2,608,312 | | | | | | 0.1 | | | |
| | | 5,330,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 5,321,696 | | | | | | 0.1 | | | |
| | | 2,757,000 | # | | RBS Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | | 2,770,782 | | | | | | 0.1 | | | |
| | | 600,000 | # | | Royal Bank of Scotland Group PLC, 6.990%, 10/29/49 | | | | | 697,500 | | | | | | 0.0 | | | |
| | | 9,026,000 | | | | Santander Bank NA, 2.000%, 01/12/18 | | | | | 8,964,849 | | | | | | 0.2 | | |
| | | 3,598,000 | # | | Santander UK Group Holdings PLC, 4.750%, 09/15/25 | | | | | 3,567,917 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 4,940,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.250%, 10/28/25 | | | | $ | 4,646,090 | | | | | | 0.1 | | | |
| | | 4,782,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 4,649,696 | | | | | | 0.1 | | | |
| | | 4,365,000 | # | | Skandinaviska Enskilda Banken AB, 2.625%, 11/17/20 | | | | | 4,354,485 | | | | | | 0.1 | | | |
| | | 3,049,000 | #,L | | Societe Generale SA, 4.250%, 04/14/25 | | | | | 2,884,409 | | | | | | 0.1 | | | |
| | | 5,698,000 | # | | Societe Generale SA, 4.750%, 11/24/25 | | | | | 5,525,584 | | | | | | 0.1 | | | |
| | | 6,475,000 | | | | UBS AG/Stamford CT, 7.625%, 08/17/22 | | | | | 7,391,245 | | | | | | 0.1 | | |
| | | 3,101,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 3,105,881 | | | | | | 0.1 | | | |
| | | 14,864,000 | | | | Visa, Inc., 2.800%, 12/14/22 | | | | | 14,904,415 | | | | | | 0.3 | | |
| | | 12,060,000 | | | | Visa, Inc., 3.150%-4.150%, 12/14/25-12/14/35 | | | | | 12,152,042 | | | | | | 0.3 | | |
| | | 4,725,000 | # | | WEA Finance LLC/Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 4,691,396 | | | | | | 0.1 | | | |
| | | 3,328,000 | # | | WEA Finance LLC/Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | | | | | 3,315,799 | | | | | | 0.1 | | | |
| | | 25,023,000 | | | | Wells Fargo & Co., 3.900%-5.900%, 06/03/26-12/29/49 | | | | | 24,866,678 | | | | | | 0.5 | | |
| | | 197,026,400 | | | | Other Securities | | | | | 196,454,625 | | | | | | 4.1 | | |
| | | | | | | | | | | | 602,295,874 | | | | | | 12.6 | | |
| | | | | | | Industrial: 1.7% | | ||||||||||||
| | | 4,853,000 | # | | AP Moeller - Maersk A/S, 2.550%, 09/22/19 | | | | | 4,808,624 | | | | | | 0.1 | | | |
| | | 1,310,000 | # | | Building Materials Corp. of America, 6.000%, 10/15/25 | | | | | 1,342,750 | | | | | | 0.0 | | | |
| | | 308,000 | #,L | | Cemex SAB de CV, 6.125%, 05/05/25 | | | | | 264,110 | | | | | | 0.0 | | | |
| | | 15,607,000 | | | | Lockheed Martin Corp., 2.500%-3.800%, 11/23/20-03/01/45 | | | | | 15,060,241 | | | | | | 0.3 | | |
| | | 2,180,000 | #,L | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 2,216,788 | | | | | | 0.1 | | | |
| | | 4,925,000 | # | | Rolls-Royce PLC, 2.375%, 10/14/20 | | | | | 4,818,778 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 4,450,000 | # | | Siemens Financieringsmaatschappij NV, 3.250%, 05/27/25 | | | | $ | 4,456,110 | | | | | | 0.1 | | | |
| | | 45,801,260 | | | | Other Securities | | | | | 46,175,148 | | | | | | 1.0 | | |
| | | | | | | | | | | | 79,142,549 | | | | | | 1.7 | | |
| | | | | | | Technology: 2.9% | | ||||||||||||
| | | 13,940,000 | | | | Apple, Inc., 1.550%, 02/07/20 | | | | | 13,721,101 | | | | | | 0.3 | | |
| | | 9,185,000 | | | | Apple, Inc., 2.150%-4.450%, 02/09/22-05/06/44 | | | | | 8,914,337 | | | | | | 0.2 | | |
| | | 5,155,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 5,153,072 | | | | | | 0.1 | | | |
| | | 3,867,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 3,868,129 | | | | | | 0.1 | | | |
| | | 2,020,000 | # | | HP Enterprise Co., 3.600%, 10/15/20 | | | | | 2,027,020 | | | | | | 0.0 | | | |
| | | 2,470,000 | # | | HP Enterprise Co., 4.400%, 10/15/22 | | | | | 2,464,393 | | | | | | 0.1 | | | |
| | | 770,000 | # | | HP Enterprise Co., 4.900%, 10/15/25 | | | | | 757,653 | | | | | | 0.0 | | | |
| | | 13,820,000 | | | | International Business Machines Corp., 1.125%-2.875%, 02/06/18-11/09/22 | | | | | 13,734,181 | | | | | | 0.3 | | |
| | | 13,880,000 | | | | Microsoft Corp., 2.000%, 11/03/20 | | | | | 13,894,824 | | | | | | 0.3 | | |
| | | 15,420,000 | | | | Microsoft Corp., 1.300%-4.200%, 11/03/18-11/03/35 | | | | | 15,168,054 | | | | | | 0.3 | | |
| | | 15,797,000 | | | | Oracle Corp., 2.950%-4.125%, 07/15/23-05/15/45 | | | | | 15,539,727 | | | | | | 0.3 | | |
| | | 4,170,000 | # | | Seagate HDD Cayman, 4.875%, 06/01/27 | | | | | 3,208,348 | | | | | | 0.1 | | | |
| | | 38,490,000 | | | | Other Securities | | | | | 37,986,894 | | | | | | 0.8 | | |
| | | | | | | | | | | | 136,437,733 | | | | | | 2.9 | | |
| | | | | | | Utilities: 1.6% | | ||||||||||||
| | | 4,390,000 | # | | Calpine Corp., 6.000%, 01/15/22 | | | | | 4,553,264 | | | | | | 0.1 | | | |
| | | 2,192,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 2,484,897 | | | | | | 0.0 | | | |
| | | 9,063,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 8,933,717 | | | | | | 0.2 | | | |
| | | 1,725,000 | # | | Electricite de France SA, 3.625%, 10/13/25 | | | | | 1,690,638 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 1,725,000 | # | | Electricite de France SA, 4.950%, 10/13/45 | | | | $ | 1,681,309 | | | | | | 0.0 | | | |
| | | 4,622,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 4,662,738 | | | | | | 0.1 | | | |
| | | 50,633,000 | | | | Other Securities | | | | | 51,230,855 | | | | | | 1.1 | | |
| | | | | | | | | | | | 75,237,418 | | | | | | 1.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,620,546,151) | | | | | 1,593,226,616 | | | | | | 33.4 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 12.1% | | ||||||||||||||||||
| | | 10,052,161 | | | | Alternative Loan Trust 2005-10CB 1A1, 0.922%, 05/25/35 | | | | | 8,224,539 | | | | | | 0.2 | | |
| | | 8,159,842 | | | | Alternative Loan Trust 2005-51 3A2A, 1.547%, 11/20/35 | | | | | 6,947,886 | | | | | | 0.1 | | |
| | | 4,471,223 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 4,172,319 | | | | | | 0.1 | | |
| | | 2,388,315 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 2,042,260 | | | | | | 0.0 | | |
| | | 3,056,333 | | | | Alternative Loan Trust 2006-18CB A11, 0.922%, 07/25/36 | | | | | 1,964,974 | | | | | | 0.0 | | |
| | | 3,833,075 | | | | Alternative Loan Trust 2007-21CB, 0.822%, 09/25/37 | | | | | 2,439,850 | | | | | | 0.1 | | |
| | | 3,851,592 | | | | Alternative Loan Trust 2007-23CB, 0.922%, 09/25/37 | | | | | 2,454,173 | | | | | | 0.1 | | |
| | | 2,500,000 | # | | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | | | | | 2,501,856 | | | | | | 0.0 | | | |
| | | 2,690,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF, 2.331%, 01/15/28 | | | | | 2,658,900 | | | | | | 0.1 | | | |
| | | 5,390,000 | # | | BAMLL Re-REMIC Trust 2015-FRR11, 1.890%, 09/27/44 | | | | | 4,981,823 | | | | | | 0.1 | | | |
| | | 3,299,394 | # | | Banc of America Re-REMIC Trust 2010-UBER5, 5.651%, 02/17/51 | | | | | 3,338,473 | | | | | | 0.1 | | | |
| | | 3,240,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.558%, 06/10/49 | | | | | 3,287,360 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,860,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 B, 5.558%, 06/10/49 | | | | $ | 4,808,373 | | | | | | 0.1 | | |
| | | 5,010,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 5.809%, 02/10/51 | | | | | 5,086,890 | | | | | | 0.1 | | |
| | | 2,190,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 5.809%, 02/10/51 | | | | | 2,195,560 | | | | | | 0.0 | | | |
| | | 5,040,243 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2004-4 G, 5.402%, 07/10/42 | | | | | 5,046,222 | | | | | | 0.1 | | | |
| | | 2,270,000 | | | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2005-6 F, 5.424%, 09/10/47 | | | | | 2,263,213 | | | | | | 0.0 | | |
| | | 2,295,251 | | | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.424%, 09/10/47 | | | | | 2,294,181 | | | | | | 0.1 | | |
| | | 2,246,000 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.762%, 03/11/41 | | | | | 2,425,438 | | | | | | 0.1 | | | |
| | | 39,850 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.762%, 03/11/41 | | | | | 39,817 | | | | | | 0.0 | | | |
| | | 1,115,540 | | | | Banc of America Mortgage 2005-J Trust 2A4, 2.947%, 11/25/35 | | | | | 1,038,180 | | | | | | 0.0 | | |
| | | 227,210 | | | | Banc of America Mortgage Securities, Inc., 2.748%, 07/25/33 | | | | | 227,910 | | | | | | 0.0 | | |
| | | 1,433,421 | | | | Banc of America Funding Corp., 2.754%-6.000%, 05/25/35-08/25/37 | | | | | 1,391,279 | | | | | | 0.0 | | |
| | | 20,280,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 1,023,290 | | | | | | 0.0 | | | |
| | | 144,859 | # | | BCAP, LLC Trust, 5.283%, 03/26/37 | | | | | 140,769 | | | | | | 0.0 | | | |
| | | 5,426,665 | | | | Bear Stearns ALT-A Trust 2005-10 22A1, 2.608%, 01/25/36 | | | | | 4,702,079 | | | | | | 0.1 | | |
| | | 5,000,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 5.911%, 06/11/41 | | | | | 5,261,604 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | $ | 1,389,222 | | | | | | 0.0 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 1,375,724 | | | | | | 0.0 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 1,338,690 | | | | | | 0.0 | | | |
| | | 3,950,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.177%, 10/12/42 | | | | | 3,945,608 | | | | | | 0.1 | | |
| | | 3,860,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 5.882%, 06/11/50 | | | | | 3,831,519 | | | | | | 0.1 | | |
| | | 7,099,576 | | | | Bear Stearns Adjustable Rate Mortgage Trust, 2.660%-3.556%, 01/25/34-07/25/36 | | | | | 6,662,479 | | | | | | 0.2 | | |
| | | 6,769,693 | | | | Bear Stearns Alternative-A Trust, 2.601%-2.760%, 05/25/35-11/25/36 | | | | | 5,420,286 | | | | | | 0.1 | | |
| | | 547,688 | | | | Bear Stearns Structured Products, Inc., 2.566%-2.693%, 01/26/36-12/26/46 | | | | | 436,454 | | | | | | 0.0 | | |
| | | 1,060,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.997%, 06/11/41 | | | | | 1,045,147 | | | | | | 0.0 | | | |
| | | 4,162,789 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 4,393,408 | | | | | | 0.1 | | | |
| | | 2,730,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 4.722%, 07/25/25 | | | | | 2,730,000 | | | | | | 0.1 | | | |
| | | 8,355,000 | # | | Citigroup Commercial Mortgage Trust 2012-GC8 D, 4.877%, 09/10/45 | | | | | 8,034,854 | | | | | | 0.2 | | | |
| | | 1,029,535 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 2.783%, 08/25/35 | | | | | 1,019,098 | | | | | | 0.0 | | |
| | | 657,624 | | | | Citimortgage Alternative Loan Trust, 6.000%, 02/25/37 | | | | | 585,080 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,805,126 | | | | Citicorp Mortgage Securities, Inc., 5.500%-6.000%, 08/25/36-01/25/37 | | | | $ | 2,878,615 | | | | | | 0.1 | | |
| | | 16,095,372 | | | | Citigroup Mortgage Loan Trust, Inc., 2.570%-5.500%, 08/25/35-09/25/37 | | | | | 15,624,835 | | | | | | 0.3 | | |
| | | 47,914,891 | ^ | | COMM 2012-CCRE5 XA Mortgage Trust, 1.837%, 12/10/45 | | | | | 3,734,606 | | | | | | 0.1 | | | |
| | | 55,761,035 | ^ | | Commercial Mortgage Pass Through Certificates, 1.413%, 03/10/47 | | | | | 4,209,211 | | | | | | 0.1 | | | |
| | | 6,884,000 | | | | Commercial Mortgage Trust 2007-GG11 AJ, 6.049%, 12/10/49 | | | | | 6,991,818 | | | | | | 0.1 | | |
| | | 83,372,254 | ^ | | Commercial Mortgage Trust, 1.402%, 08/10/46 | | | | | 5,010,306 | | | | | | 0.1 | | | |
| | | 65,166,000 | #,^ | | Commercial Mortgage Trust, 0.595%, 10/15/45 | | | | | 2,450,079 | | | | | | 0.1 | | | |
| | | 1,826,367 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.922%, 11/25/35 | | | | | 1,160,876 | | | | | | 0.0 | | |
| | | 1,368,338 | ^ | | Countrywide Alternative Loan Trust, 4.578%, 05/25/35 | | | | | 154,111 | | | | | | 0.0 | | | |
| | | 2,466,251 | # | | Countrywide Commercial Mortgage Trust 2007-MF1 A, 6.072%, 11/12/43 | | | | | 2,527,907 | | | | | | 0.1 | | | |
| | | 314,428 | # | | Countrywide Home Loan Mortgage Pass-through Trust, 0.762%, 06/25/35 | | | | | 275,849 | | | | | | 0.0 | | | |
| | | 10,907,197 | | | | Countrywide Alternative Loan Trust, 0.542%-5.500%, 12/25/35-06/25/36 | | | | | 9,779,767 | | | | | | 0.2 | | |
| | | 11,848,111 | | | | Countrywide Home Loan Mortgage Pass-through Trust, 0.622%-2.671%, 11/25/34-04/25/46 | | | | | 10,953,092 | | | | | | 0.2 | | |
| | | 3,082,975 | | | | Credit Suisse Commercial Mortgage Trust Series 2006-C4, 5.460%, 09/15/39 | | | | | 3,141,913 | | | | | | 0.1 | | |
| | | 950,000 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1 K, 5.415%, 02/25/21 | | | | | 949,335 | | | | | | 0.0 | | | |
| | | 3,270,000 | | | | Credit Suisse Commercial Mortgage Trust Series 2007-C4, 5.949%, 09/15/39 | | | | | 3,303,710 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 162,772 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | $ | 162,564 | | | | | | 0.0 | | | |
| | | 1,760,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 1,755,948 | | | | | | 0.0 | | |
| | | 450,000 | # | | DBUBS 2011-LC2 Mortgage Trust, 5.453%, 07/10/44 | | | | | 470,730 | | | | | | 0.0 | | | |
| | | 1,343,000 | # | | DBUBS 2011-LC3 Mortgage Trust, 5.465%, 08/10/44 | | | | | 1,400,889 | | | | | | 0.0 | | | |
| | | 3,865,552 | # | | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Certificates Series 2007-WM1, 4.240%, 06/27/37 | | | | | 3,870,162 | | | | | | 0.1 | | | |
| | | 3,810,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.322%, 07/25/24 | | | | | 3,480,805 | | | | | | 0.1 | | |
| | | 7,150,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.322%, 11/25/24 | | | | | 7,293,073 | | | | | | 0.2 | | |
| | | 4,810,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.422%, 05/25/25 | | | | | 4,576,107 | | | | | | 0.1 | | |
| | | 4,758,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.722%, 02/25/25 | | | | | 4,617,373 | | | | | | 0.1 | | |
| | | 590,000 | | | | Fannie Mae Connecticut Avenue Securities, 5.422%, 11/25/24 | | | | | 592,021 | | | | | | 0.0 | | |
| | | 119,094,480 | ^ | | Fannie Mae Series 2011-M3 X, 0.002%, 07/25/21 | | | | | 1,410,650 | | | | | | 0.0 | | | |
| | | 22,303,564 | ^ | | First Horizon Alternative Mortgage Securities, 4.278%, 01/25/36 | | | | | 2,757,604 | | | | | | 0.1 | | | |
| | | 3,192,211 | ^ | | First Horizon Alternative Mortgage Securities, 6.278%, 12/25/36 | | | | | 857,063 | | | | | | 0.0 | | | |
| | | 17,841,405 | ^ | | Freddie Mac Series K015 X3, 2.801%, 08/25/39 | | | | | 2,361,397 | | | | | | 0.0 | | | |
| | | 3,760,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.172%, 10/25/24 | | | | | 3,778,979 | | | | | | 0.1 | | |
| | | 6,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DN1 M3, 4.572%, 01/25/25 | | | | | 5,922,479 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,180,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 4.222%, 03/25/25 | | | | $ | 4,035,618 | | | | | | 0.1 | | |
| | | 13,770,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes, 5.222%, 05/25/28 | | | | | 13,688,383 | | | | | | 0.3 | | |
| | | 650,657,404 | #,^ | | FREMF Mortgage Trust, 0.100%, 12/25/44 | | | | | 3,083,466 | | | | | | 0.1 | | | |
| | | 98,515,523 | ^ | | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.329%, 11/10/45 | | | | | 9,552,873 | | | | | | 0.2 | | | |
| | | 16,001,770 | ^ | | GS Mortgage Securities Corp. II, 1.519%, 11/10/46 | | | | | 1,036,116 | | | | | | 0.0 | | | |
| | | 21,353,512 | ^ | | GS Mortgage Securities Corp. II, 2.519%, 05/10/45 | | | | | 1,922,683 | | | | | | 0.1 | | | |
| | | 4,920,000 | | | | GS Mortgage Securities Trust 2006-GG6 D, 5.666%, 04/10/38 | | | | | 4,915,552 | | | | | | 0.1 | | |
| | | 2,290,000 | | | | GS Mortgage Securities Trust 2006-GG6, 5.666%, 04/10/38 | | | | | 2,288,192 | | | | | | 0.1 | | |
| | | 4,400,000 | # | | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | | | | | 3,990,869 | | | | | | 0.1 | | | |
| | | 7,600,000 | # | | GS Mortgage Securities Trust 2010-C2, 5.188%, 12/10/43 | | | | | 7,731,874 | | | | | | 0.1 | | | |
| | | 4,115,009 | | | | HomeBanc Mortgage Trust 2005-3 A2, 0.732%, 07/25/35 | | | | | 3,869,164 | | | | | | 0.1 | | |
| | | 3,858,252 | | | | HomeBanc Mortgage Trust 2006-2 A1, 0.602%, 12/25/36 | | | | | 3,428,735 | | | | | | 0.1 | | |
| | | 3,628,524 | | | | HomeBanc Mortgage Trust 2006-2 A2, 0.642%, 12/25/36 | | | | | 3,233,675 | | | | | | 0.0 | | |
| | | 11,207,588 | | | | Homebanc Mortgage Trust, 0.662%, 07/25/35 | | | | | 10,489,722 | | | | | | 0.2 | | |
| | | 716,762 | | | | Homebanc Mortgage Trust, 1.282%, 08/25/29 | | | | | 675,971 | | | | | | 0.0 | | |
| | | 23,450,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.356%, 12/15/47 | | | | | 498,141 | | | | | | 0.0 | | | |
| | | 1,290,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.587%, 05/15/41 | | | | | 1,326,441 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 90,536,984 | ^ | | JP Morgan Chase Commercial Mortgage Securities Corp., 0.600%, 01/15/46 | | | | $ | 1,548,762 | | | | | | 0.0 | | | |
| | | 4,240,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CIBC6, 5.379%, 07/12/37 | | | | | 4,189,909 | | | | | | 0.1 | | | |
| | | 2,165,350 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.482%, 10/15/37 | | | | | 2,163,429 | | | | | | 0.1 | | | |
| | | 3,829,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.366%, 06/12/41 | | | | | 3,723,838 | | | | | | 0.1 | | |
| | | 1,000,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP1 G, 5.763%, 03/15/46 | | | | | 992,130 | | | | | | 0.0 | | | |
| | | 1,250,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.549%, 05/15/45 | | | | | 1,250,039 | | | | | | 0.0 | | |
| | | 41,336,764 | ^ | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.746%, 06/15/45 | | | | | 2,602,133 | | | | | | 0.1 | | | |
| | | 5,468,365 | | | | JP Morgan Mortgage Trust 2005-S3, 6.000%, 01/25/36 | | | | | 4,683,015 | | | | | | 0.1 | | |
| | | 55,082 | | | | JP Morgan Mortgage Trust, 5.750%, 01/25/36 | | | | | 48,450 | | | | | | 0.0 | | |
| | | 2,770,274 | ^ | | JPMBB Commercial Mortgage Securities Trust 2015-C28, 1.205%, 10/15/48 | | | | | 191,756 | | | | | | 0.0 | | | |
| | | 5,805,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%-5.097%, 01/12/37 | | | | | 5,773,806 | | | | | | 0.1 | | |
| | | 390,874 | | | | JPMorgan Mortgage Trust, 2.710%-2.726%, 02/25/ 35-07/25/35 | | | | | 397,843 | | | | | | 0.0 | | |
| | | 38,805,818 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | | | | | 286,461 | | | | | | 0.0 | | | |
| | | 1,310,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.284%, 02/15/40 | | | | | 1,301,754 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,290,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | | | | $ | 4,568,431 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3, 5.013%, 07/15/40 | | | | | 962,564 | | | | | | 0.0 | | |
| | | 2,600,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 2,597,099 | | | | | | 0.1 | | | |
| | | 2,460,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 AJ, 5.840%, 06/15/38 | | | | | 2,500,970 | | | | | | 0.1 | | |
| | | 2,100,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 D, 5.840%, 06/15/38 | | | | | 2,123,780 | | | | | | 0.0 | | |
| | | 5,977,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 5.840%, 06/15/38 | | | | | 5,954,498 | | | | | | 0.1 | | |
| | | 525,913 | | | | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | | | | | 553,994 | | | | | | 0.0 | | |
| | | 29,357,865 | #,^ | | LB-UBS Commercial Mortgage Trust, 0.652%, 11/15/38 | | | | | 144,737 | | | | | | 0.0 | | | |
| | | 153,382,200 | #,^ | | LB-UBS Commercial Mortgage Trust, 0.652%, 11/15/38 | | | | | 717,430 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | LB-UBS Commercial Mortgage Trust, 4.913%, 10/15/36 | | | | | 1,528,415 | | | | | | 0.0 | | | |
| | | 3,390,000 | # | | LB-UBS Commercial Mortgage Trust, 5.066%, 10/15/36 | | | | | 3,504,566 | | | | | | 0.1 | | | |
| | | 4,830,000 | # | | LB-UBS Commercial Mortgage Trust, 5.990%, 09/15/39 | | | | | 4,914,694 | | | | | | 0.1 | | | |
| | | 4,730,000 | # | | LB-UBS Commercial Mortgage Trust, 5.990%, 09/15/39 | | | | | 4,815,448 | | | | | | 0.1 | | | |
| | | 2,802,360 | # | | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | | | | | 2,786,058 | | | | | | 0.1 | | | |
| | | 3,930,000 | # | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5, 4.688%, 08/15/45 | | | | | 3,802,072 | | | | | | 0.1 | | | |
| | | 2,900,000 | | | | Morgan Stanley Capital I Trust 2007-HQ12 C, 5.723%, 04/12/49 | | | | | 2,893,415 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,220,000 | # | | Morgan Stanley Capital I Trust 2008-TOP29, 6.268%, 01/11/43 | | | | $ | 1,249,250 | | | | | | 0.0 | | | |
| | | 3,505,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.438%, 09/15/47 | | | | | 3,700,082 | | | | | | 0.1 | | | |
| | | 3,325,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.438%, 09/15/47 | | | | | 3,429,627 | | | | | | 0.1 | | | |
| | | 718,400 | # | | Morgan Stanley Capital I, Inc., 5.910%, 11/15/31 | | | | | 723,005 | | | | | | 0.0 | | | |
| | | 1,160,000 | # | | Morgan Stanley Dean Witter Capital I, 7.491%, 07/15/33 | | | | | 1,278,245 | | | | | | 0.0 | | | |
| | | 2,200,711 | | | | Morgan Stanley Mortgage Loan Trust 2006-3AR 2A1, 2.862%, 03/25/36 | | | | | 1,796,714 | | | | | | 0.0 | | |
| | | 4,740,000 | # | | Morgan Stanley Re-REMIC Trust, 0.250%, 07/27/49 | | | | | 4,305,342 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Morgan Stanley Capital I Trust 2005-TOP19, 5.772%, 06/12/47 | | | | | 1,005,102 | | | | | | 0.0 | | | |
| | | 35,586 | # | | Nomura Asset Acceptance Corp., 7.000%, 02/19/30 | | | | | 35,123 | | | | | | 0.0 | | | |
| | | 1,574,735 | # | | N-Star Real Estate CDO Ltd. 2013-1A A, 2.272%, 08/25/29 | | | | | 1,574,262 | | | | | | 0.0 | | | |
| | | 2,539,379 | # | | RBSSP Resecuritization Trust, 0.471%, 02/26/37 | | | | | 2,401,707 | | | | | | 0.0 | | | |
| | | 33,315,267 | #,^ | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.089%, 08/10/49 | | | | | 3,080,150 | | | | | | 0.1 | | | |
| | | 5,390,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2005-C22, 5.565%, 12/15/44 | | | | | 5,375,119 | | | | | | 0.1 | | |
| | | 2,640,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C23, 5.625%, 01/15/45 | | | | | 2,633,969 | | | | | | 0.1 | | |
| | | 5,102,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 D, 5.767%, 05/15/43 | | | | | 5,100,975 | | | | | | 0.1 | | |
| | | 12,452,000 | | | | Wachovia Bank Commercial Mortgage Trust Series, 5.767%, 05/15/43 | | | | | 12,510,793 | | | | | | 0.3 | | |
| | | 8,540,000 | | | | Wachovia Bank Commercial Mortgage Trust Series, 5.952%, 02/15/51 | | | | | 8,551,585 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,250,000 | | | | Wachovia Bank Commercial Mortgage Trust, 5.413%, 12/15/43 | | | | $ | 2,256,292 | | | | | | 0.0 | | |
| | | 562,502 | | | | WaMu Alternative Mortgage Pass-Through Certificates, 5.500%, 10/25/35 | | | | | 528,283 | | | | | | 0.0 | | |
| | | 1,614,987 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.431%, 10/25/36 | | | | | 1,455,656 | | | | | | 0.0 | | |
| | | 2,803,264 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust, 2.258%, 12/25/36 | | | | | 2,421,711 | | | | | | 0.1 | | |
| | | 6,106,281 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.397%, 08/25/46 | | | | | 5,272,121 | | | | | | 0.1 | | |
| | | 6,860,466 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 1.972%, 04/25/37 | | | | | 5,852,058 | | | | | | 0.1 | | |
| | | 4,185,479 | | | | WaMu Mortgage Pass-Through Certificates, 2.224%, 07/25/37 | | | | | 3,589,282 | | | | | | 0.1 | | |
| | | 5,347,427 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 4,791,376 | | | | | | 0.1 | | |
| | | 5,070,089 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 0.522%, 12/25/36 | | | | | 3,381,049 | | | | | | 0.1 | | |
| | | 6,516,162 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.217%, 08/25/46 | | | | | 4,427,273 | | | | | | 0.1 | | |
| | | 1,835,981 | | | | WaMu Mortgage Pass Through Certificates, 1.657%-1.867%, 10/25/36-06/25/42 | | | | | 1,555,052 | | | | | | 0.0 | | |
| | | 2,436,775 | | | | Washington Mutual Mortgage Pass-through Certificates, 1.062%-4.294%, 02/27/34-08/25/46 | | | | | 2,235,811 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||||||||
| | | 4,569,592 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.852%, 06/25/37 | | | | $ | 3,329,216 | | | | | | 0.1 | | | |||
| | | 2,428,584 | | | | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust 1A6, 2.736%, 09/25/35 | | | | | 2,320,965 | | | | | | 0.1 | | | |||
| | | 1,090,496 | | | | Wells Fargo Mortgage Backed Securities 2006-AR10 Trust, 2.710%, 07/25/36 | | | | | 1,066,897 | | | | | | 0.0 | | | |||
| | | 2,254,426 | | | | Wells Fargo Mortgage Backed Securities 2006-AR6 Trust 3A1, 2.801%, 03/25/36 | | | | | 2,198,053 | | | | | | 0.0 | | | |||
| | | 2,630,888 | | | | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.792%, 07/25/37 | | | | | 2,254,907 | | | | | | 0.1 | | | |||
| | | 2,757,798 | #,^ | | Wells Fargo Mortgage Backed Securities Trust, 1.524%, 06/15/45 | | | | | 199,040 | | | | | | 0.0 | | | ||||
| | | 5,674,772 | | | | Wells Fargo Mortgage Backed Securities Trust, 2.741%-5.788%, 05/25/ 35-04/25/36 | | | | | 5,499,960 | | | | | | 0.1 | | | |||
| | | 523,616 | | | | Wells Fargo Mortgage-Backed Securities Trust, 2.736%-2.823%, 10/25/33-01/25/35 | | | | | 532,511 | | | | | | 0.0 | | | |||
| | | 84,449,034 | | | | Other Securities | | | | | 69,923,261 | | | | | | 1.5 | | | |||
| | | | | | | Total Collateralized Mortgage Obligations (Cost $571,523,768) | | | | | 576,751,456 | | | | | | 12.1 | | | |||
| MUNICIPAL BONDS: 0.1% | | |||||||||||||||||||||
| | | | | | | California: 0.1% | | |||||||||||||||
| | | 2,800,000 | | | | Other Securities | | | | | 3,629,086 | | | | | | 0.1 | | | |||
| | | | | | | Total Municipal Bonds (Cost $2,810,473) | | | | | 3,629,086 | | | | | | 0.1 | | | |||
| FOREIGN GOVERNMENT BONDS: 0.2% | | |||||||||||||||||||||
| | | 300,000 | # | | Banco Nacional de Desenvolvimento Economico e Social, 3.375%, 09/26/16 | | | | | 297,750 | | | | | | 0.0 | | | ||||
| | | 7,526,000 | | | | Other Securities | | | | | 7,549,208 | | | | | | 0.2 | | | |||
| | | | | | | Total Foreign Government Bonds (Cost $7,854,687) | | | | | 7,846,958 | | | | | | 0.2 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: 6.4% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 4.1% | | ||||||||||||
| | | 47,661,000 | | | | 2.250%, due 11/15/25 | | | | $ | 47,559,005 | | | | | | 1.0 | | |
| | | 152,582,000 | | | | 2.875%, due 08/15/45 | | | | | 147,938,930 | | | | | | 3.1 | | |
| | | 231,000 | | | | Other Securities | | | | | 206,899 | | | | | | 0.0 | | |
| | | | | | | | | | | | 195,704,834 | | | | | | 4.1 | | |
| | | | | | | U.S. Treasury Notes: 2.3% | | ||||||||||||
| | | 31,050,100 | L | | 0.875%, due 11/30/17 | | | | | 30,965,675 | | | | | | 0.6 | | | |
| | | 25,564,000 | | | | 1.250%, due 12/15/18 | | | | | 25,515,019 | | | | | | 0.5 | | |
| | | 21,981,000 | | | | 1.750%, due 12/31/20 | | | | | 21,967,614 | | | | | | 0.5 | | |
| | | 33,757,000 | | | | 2.000%, due 11/30/22 | | | | | 33,576,738 | | | | | | 0.7 | | |
| | | | | | | | | | | | 112,025,046 | | | | | | 2.3 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $307,785,583) | | | | | 307,729,880 | | | | | | 6.4 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 32.6% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 13.2%## | | ||||||||||||
| | | 16,303,000 | W | | 0.010%, due 12/15/42 | | | | | 16,277,344 | | | | | | 0.3 | | | |
| | | 41,700,000 | W | | 2.500%, due 02/01/31 | | | | | 41,991,845 | | | | | | 0.9 | | | |
| | | 52,900,744 | | | | 3.000%, due 09/01/45 | | | | | 52,873,039 | | | | | | 1.1 | | |
| | | 129,247,000 | W | | 3.500%, due 07/15/41 | | | | | 133,054,982 | | | | | | 2.8 | | | |
| | | 28,038,008 | | | | 3.500%, due 01/01/45 | | | | | 28,894,252 | | | | | | 0.6 | | |
| | | 5,000,000 | ^ | | 4.000%, due 11/15/38 | | | | | 1,134,826 | | | | | | 0.0 | | | |
| | | 1,769,118 | ^ | | 4.000%, due 04/15/43 | | | | | 319,212 | | | | | | 0.0 | | | |
| | | 25,578,137 | | | | 4.000%, due 09/01/45 | | | | | 27,053,869 | | | | | | 0.6 | | |
| | | 12,580,661 | | | | 4.000%, due 09/01/45 | | | | | 13,316,218 | | | | | | 0.3 | | |
| | | 23,592,266 | | | | 4.000%, due 10/01/45 | | | | | 24,953,442 | | | | | | 0.5 | | |
| | | 5,821,311 | ^ | | 4.500%, due 12/15/40 | | | | | 920,164 | | | | | | 0.0 | | | |
| | | 22,615,886 | | | | 4.500%, due 04/15/41 | | | | | 25,849,573 | | | | | | 0.6 | | |
| | | 6,402,224 | ^ | | 4.500%, due 08/15/42 | | | | | 1,045,587 | | | | | | 0.0 | | | |
| | | 2,913,457 | ^ | | 5.000%, due 02/15/40 | | | | | 557,000 | | | | | | 0.0 | | | |
| | | 3,788,434 | ^ | | 5.000%, due 12/15/43 | | | | | 717,776 | | | | | | 0.0 | | | |
| | | 741,977 | ^ | | 5.142%, due 03/15/33 | | | | | 813,301 | | | | | | 0.0 | | | |
| | | 2,708,170 | ^ | | 5.500%, due 12/15/18 | | | | | 116,804 | | | | | | 0.0 | | | |
| | | 19,858,413 | ^ | | 5.620%, due 08/15/43 | | | | | 4,348,029 | | | | | | 0.1 | | | |
| | | 3,535,921 | ^ | | 5.670%, due 05/15/36 | | | | | 314,988 | | | | | | 0.0 | | | |
| | | 5,126,356 | ^ | | 5.720%, due 07/15/40 | | | | | 734,137 | | | | | | 0.0 | | | |
| | | 25,385,491 | ^ | | 5.720%, due 01/15/41 | | | | | 3,895,873 | | | | | | 0.1 | | | |
| | | 11,924,043 | ^ | | 5.770%, due 09/15/44 | | | | | 2,318,535 | | | | | | 0.1 | | | |
| | | 36,075,201 | ^ | | 5.820%, due 03/15/44 | | | | | 5,620,592 | | | | | | 0.1 | | | |
| | | 23,649,447 | ^ | | 5.820%, due 03/15/44 | | | | | 3,730,875 | | | | | | 0.1 | | | |
| | | 15,028,646 | ^ | | 5.870%, due 07/15/39 | | | | | 2,159,666 | | | | | | 0.1 | | | |
| | | 15,799,311 | ^ | | 5.870%, due 10/15/39 | | | | | 2,515,854 | | | | | | 0.1 | | | |
| | | 872,560 | ^ | | 6.000%, due 04/15/33 | | | | | 226,071 | | | | | | 0.0 | | | |
| | | 3,207,710 | ^ | | 6.155%, due 06/15/36 | | | | | 498,113 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
| | | 11,749,258 | ^ | | 6.220%, due 05/15/41 | | | | $ | 2,404,320 | | | | | | 0.1 | | | |
| | | 27,634,617 | ^ | | 6.220%, due 11/15/41 | | | | | 6,203,156 | | | | | | 0.1 | | | |
| | | 3,918,704 | ^ | | 6.270%, due 09/15/33 | | | | | 704,567 | | | | | | 0.0 | | | |
| | | 9,104,244 | ^ | | 6.270%, due 03/15/35 | | | | | 1,188,868 | | | | | | 0.0 | | | |
| | | 5,651,805 | ^ | | 6.270%, due 12/15/39 | | | | | 632,105 | | | | | | 0.0 | | | |
| | | 15,185,331 | ^ | | 6.270%, due 01/15/40 | | | | | 2,263,134 | | | | | | 0.1 | | | |
| | | 21,058,127 | ^ | | 6.270%, due 09/15/42 | | | | | 4,568,371 | | | | | | 0.1 | | | |
| | | 13,825,730 | ^ | | 6.370%, due 11/15/25 | | | | | 1,773,533 | | | | | | 0.0 | | | |
| | | 12,019,335 | ^ | | 6.370%, due 04/15/40 | | | | | 2,002,057 | | | | | | 0.0 | | | |
| | | 12,982,814 | ^ | | 6.400%, due 10/15/35 | | | | | 2,462,270 | | | | | | 0.1 | | | |
| | | 2,705,319 | ^ | | 23.355%, due 01/15/36 | | | | | 1,448,821 | | | | | | 0.0 | | | |
| | | 193,221,860 | | | | 0.681%-18.869%, due 10/01/17-09/01/45 | | | | | 205,760,340 | | | | | | 4.3 | | |
| | | | | | | | | | | | 627,663,509 | | | | | | 13.2 | | |
| | | | | | | Federal National Mortgage Association: 12.4%## | | ||||||||||||
| | | 19,103,000 | W | | 2.500%, due 01/15/28 | | | | | 19,255,504 | | | | | | 0.4 | | | |
| | | 8,777,995 | ^ | | 3.000%, due 10/25/32 | | | | | 976,323 | | | | | | 0.0 | | | |
| | | 12,492,000 | W | | 3.000%, due 09/25/42 | | | | | 12,493,089 | | | | | | 0.3 | | | |
| | | 21,546,926 | | | | 3.000%, due 07/01/43 | | | | | 21,598,580 | | | | | | 0.5 | | |
| | | 16,237,925 | | | | 3.000%, due 04/01/45 | | | | | 16,265,634 | | | | | | 0.3 | | |
| | | 19,058,000 | W | | 3.500%, due 06/25/42 | | | | | 19,664,070 | | | | | | 0.4 | | | |
| | | 718,427 | ^ | | 3.500%, due 08/25/43 | | | | | 133,345 | | | | | | 0.0 | | | |
| | | 719,780 | ^ | | 4.000%, due 11/01/18 | | | | | 28,347 | | | | | | 0.0 | | | |
| | | 20,540,037 | | | | 4.000%, due 12/01/39 | | | | | 21,752,026 | | | | | | 0.5 | | |
| | | 28,863,000 | W | | 4.000%, due 08/25/40 | | | | | 30,544,271 | | | | | | 0.6 | | | |
| | | 7,533,521 | ^ | | 4.000%, due 09/25/41 | | | | | 1,003,206 | | | | | | 0.0 | | | |
| | | 1,040,544 | ^ | | 4.000%, due 08/25/43 | | | | | 205,141 | | | | | | 0.0 | | | |
| | | 24,388,210 | | | | 4.000%, due 07/01/45 | | | | | 25,872,045 | | | | | | 0.6 | | |
| | | 1,838,849 | ^ | | 5.000%, due 05/25/18 | | | | | 67,059 | | | | | | 0.0 | | | |
| | | 23,145,468 | ^ | | 5.000%, due 01/25/41 | | | | | 2,983,252 | | | | | | 0.1 | | | |
| | | 8,208,625 | ^ | | 5.000%, due 04/25/42 | | | | | 1,654,406 | | | | | | 0.0 | | | |
| | | 9,745,927 | | | | 5.500%, due 06/01/38 | | | | | 10,890,919 | | | | | | 0.2 | | |
| | | 7,759,286 | ^ | | 5.500%, due 11/25/40 | | | | | 1,630,752 | | | | | | 0.0 | | | |
| | | 25,583,179 | ^ | | 5.648%, due 11/25/40 | | | | | 3,503,586 | | | | | | 0.1 | | | |
| | | 23,700,744 | ^ | | 5.678%, due 10/25/42 | | | | | 4,736,757 | | | | | | 0.1 | | | |
| | | 29,651,527 | ^ | | 5.678%, due 12/25/42 | | | | | 5,755,341 | | | | | | 0.1 | | | |
| | | 618,899 | ^ | | 5.728%, due 03/25/42 | | | | | 99,249 | | | | | | 0.0 | | | |
| | | 15,508,198 | ^ | | 5.728%, due 11/25/42 | | | | | 3,489,737 | | | | | | 0.1 | | | |
| | | 14,501,205 | ^ | | 5.728%, due 02/25/43 | | | | | 3,461,031 | | | | | | 0.1 | | | |
| | | 18,851,417 | ^ | | 5.778%, due 06/25/33 | | | | | 3,924,075 | | | | | | 0.1 | | | |
| | | 10,693,436 | ^ | | 5.998%, due 06/25/40 | | | | | 1,821,578 | | | | | | 0.0 | | | |
| | | 1,585,959 | ^ | | 6.000%, due 08/25/33 | | | | | 404,416 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | 5,326,556 | ^ | | 6.028%, due 02/25/42 | | | | $ | 813,465 | | | | | | 0.0 | | | |
| | | 4,731,030 | ^ | | 6.178%, due 09/25/40 | | | | | 928,465 | | | | | | 0.0 | | | |
| | | 6,397,429 | ^ | | 6.178%, due 10/25/40 | | | | | 1,138,131 | | | | | | 0.0 | | | |
| | | 12,478,061 | ^ | | 6.198%, due 06/25/40 | | | | | 1,995,112 | | | | | | 0.0 | | | |
| | | 11,845,660 | ^ | | 6.258%, due 10/25/35 | | | | | 2,156,313 | | | | | | 0.1 | | | |
| | | 1,750,205 | ^ | | 6.278%, due 08/25/26 | | | | | 236,793 | | | | | | 0.0 | | | |
| | | 6,483,137 | ^ | | 6.318%, due 01/25/37 | | | | | 1,357,330 | | | | | | 0.0 | | | |
| | | 15,357,129 | ^ | | 6.328%, due 10/25/35 | | | | | 2,719,331 | | | | | | 0.1 | | | |
| | | 338,870,646 | | | | 0.397%-31.342%, due 06/01/16-11/01/45 | | | | | 365,007,702 | | | | | | 7.7 | | |
| | | | | | | | | | | | 590,566,381 | | | | | | 12.4 | | |
| | | | | | | Government National Mortgage Association: 7.0% | | ||||||||||||
| | | 44,720,000 | W | | 3.000%, due 01/15/43 | | | | | 45,329,669 | | | | | | 1.0 | | | |
| | | 139,737,000 | W | | 3.500%, due 11/20/41 | | | | | 145,337,400 | | | | | | 3.1 | | | |
| | | 10,167,023 | ^ | | 4.000%, due 08/16/26 | | | | | 1,215,200 | | | | | | 0.0 | | | |
| | | 9,939,455 | | | | 4.000%, due 10/20/45 | | | | | 10,575,365 | | | | | | 0.2 | | |
| | | 5,392,942 | ^ | | 4.500%, due 12/20/37 | | | | | 300,210 | | | | | | 0.0 | | | |
| | | 3,869,963 | ^ | | 4.500%, due 05/20/40 | | | | | 487,888 | | | | | | 0.0 | | | |
| | | 2,804,770 | ^ | | 5.000%, due 11/20/39 | | | | | 450,121 | | | | | | 0.0 | | | |
| | | 10,472,849 | ^ | | 5.000%, due 01/20/40 | | | | | 2,646,102 | | | | | | 0.1 | | | |
| | | 6,756,118 | ^ | | 5.000%, due 03/20/40 | | | | | 1,101,501 | | | | | | 0.0 | | | |
| | | 3,373,463 | ^ | | 5.000%, due 10/20/40 | | | | | 470,159 | | | | | | 0.0 | | | |
| | | 9,927,315 | ^ | | 5.198%, due 06/20/44 | | | | | 1,905,374 | | | | | | 0.0 | | | |
| | | 21,983,149 | ^ | | 5.256%, due 04/16/44 | | | | | 3,369,713 | | | | | | 0.1 | | | |
| | | 6,451,429 | ^ | | 5.448%, due 06/20/40 | | | | | 993,551 | | | | | | 0.0 | | | |
| | | 28,878,512 | ^ | | 5.500%, due 11/20/43 | | | | | 6,076,019 | | | | | | 0.1 | | | |
| | | 27,501,313 | ^ | | 5.500%, due 12/16/43 | | | | | 5,617,572 | | | | | | 0.1 | | | |
| | | 23,833,083 | ^ | | 5.648%, due 07/20/39 | | | | | 3,771,955 | | | | | | 0.1 | | | |
| | | 28,321,556 | ^ | | 5.756%, due 05/16/40 | | | | | 4,061,895 | | | | | | 0.1 | | | |
| | | 23,704,568 | ^ | | 5.798%, due 05/20/37 | | | | | 4,014,769 | | | | | | 0.1 | | | |
| | | 4,191,208 | ^ | | 5.798%, due 06/20/38 | | | | | 388,763 | | | | | | 0.0 | | | |
| | | 8,382,283 | ^ | | 5.798%, due 04/20/39 | | | | | 1,432,492 | | | | | | 0.0 | | | |
| | | 28,517,830 | ^ | | 5.856%, due 12/16/39 | | | | | 4,175,766 | | | | | | 0.1 | | | |
| | | 29,431,942 | ^ | | 5.856%, due 04/16/44 | | | | | 4,689,115 | | | | | | 0.1 | | | |
| | | 4,769,989 | ^ | | 5.898%, due 05/20/39 | | | | | 467,391 | | | | | | 0.0 | | | |
| | | 3,963,407 | ^ | | 5.998%, due 04/20/38 | | | | | 653,569 | | | | | | 0.0 | | | |
| | | 26,263,798 | ^ | | 6.000%, due 05/16/44 | | | | | 7,091,225 | | | | | | 0.2 | | | |
| | | 3,069,042 | ^ | | 6.156%, due 05/16/38 | | | | | 553,839 | | | | | | 0.0 | | | |
| | | 8,907,619 | ^ | | 6.156%, due 01/16/39 | | | | | 1,457,568 | | | | | | 0.0 | | | |
| | | 12,903,442 | ^ | | 6.218%, due 08/20/40 | | | | | 2,740,113 | | | | | | 0.1 | | | |
| | | 12,302,664 | ^ | | 6.268%, due 06/20/41 | | | | | 2,317,304 | | | | | | 0.0 | | | |
| | | 5,456,266 | ^ | | 6.306%, due 09/16/40 | | | | | 1,013,434 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| | | 2,320,438 | ^ | | 6.426%, due 02/16/35 | | | | $ | 420,148 | | | | | | 0.0 | | | |
| | | 3,683,395 | ^ | | 6.598%, due 04/20/36 | | | | | 254,431 | | | | | | 0.0 | | | |
| | | 64,429,806 | | | | 0.745%-24.037%, due 03/16/32-10/20/60 | | | | | 69,940,376 | | | | | | 1.5 | | |
| | | | | | | | | | | | 335,319,997 | | | | | | 7.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $1,532,447,023) | | | | | 1,553,549,887 | | | | | | 32.6 | | |
| ASSET-BACKED SECURITIES: 8.1% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 1.4% | | ||||||||||||
| | | 2,680,000 | | | | AmeriCredit Automobile Receivables Trust 2012-5, 2.350%, 12/10/18 | | | | | 2,693,214 | | | | | | 0.1 | | |
| | | 4,855,000 | | | | AmeriCredit Automobile Receivables Trust 2013-1, 2.090%, 02/08/19 | | | | | 4,855,414 | | | | | | 0.1 | | |
| | | 4,270,000 | | | | AmeriCredit Automobile Receivables Trust 2013-4, 3.310%, 10/08/19 | | | | | 4,341,909 | | | | | | 0.1 | | |
| | | 5,470,000 | | | | AmeriCredit Automobile Receivables Trust 2013-5, 2.860%, 12/08/19 | | | | | 5,505,312 | | | | | | 0.1 | | |
| | | 2,570,000 | # | | MMCA Automobile Trust, 1.920%, 12/16/19 | | | | | 2,559,600 | | | | | | 0.1 | | | |
| | | 2,360,000 | # | | MMCA Automobile Trust, 2.260%, 10/15/20 | | | | | 2,343,587 | | | | | | 0.0 | | | |
| | | 3,135,000 | | | | Santander Drive Auto Receivables Trust 2013-2, 2.570%, 03/15/19 | | | | | 3,156,362 | | | | | | 0.1 | | |
| | | 2,775,000 | | | | Santander Drive Auto Receivables Trust 2013-4, 3.920%, 01/15/20 | | | | | 2,839,946 | | | | | | 0.0 | | |
| | | 10,500,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | | | | | 10,688,138 | | | | | | 0.2 | | | |
| | | 7,030,000 | # | | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | | | | | 7,192,550 | | | | | | 0.2 | | | |
| | | 6,130,000 | | | | Santander Drive Auto Receivables Trust 2014-3, 2.650%, 08/17/20 | | | | | 6,103,321 | | | | | | 0.1 | | |
| | | 1,850,000 | # | | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | | | | | 1,850,336 | | | | | | 0.0 | | | |
| | | 14,020,000 | | | | Other Securities | | | | | 13,945,128 | | | | | | 0.3 | | |
| | | | | | | | | | | | 68,074,817 | | | | | | 1.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Home Equity Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2, 1.337%, 03/25/35 | | | | $ | 2,086,870 | | | | | | 0.0 | | |
| | | 13,785,395 | | | | Other Securities | | | | | 12,730,872 | | | | | | 0.3 | | |
| | | | | | | | | | | | 14,817,742 | | | | | | 0.3 | | |
| | | | | | | Other Asset-Backed Securities: 6.4% | | ||||||||||||
| | | 3,000,000 | # | | 1776 CLO Ltd. 2006-1A D, 2.094%, 05/08/20 | | | | | 2,674,446 | | | | | | 0.1 | | | |
| | | 2,300,000 | # | | American Homes 4 Rent 2015-SFR1 E, 5.639%, 04/17/45 | | | | | 2,239,588 | | | | | | 0.1 | | | |
| | | 2,590,613 | #,^ | | American Homes 4 Rent 2015-SFR1 XS, 04/17/52 | | | | | — | | | | | | — | | | |
| | | 2,000,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/15 | | | | | 1,960,144 | | | | | | 0.0 | | | |
| | | 2,200,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class D, 5.036%, 10/17/25 | | | | | 2,182,358 | | | | | | 0.0 | | | |
| | | 12,785,000 | #,^ | | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 2,500,000 | # | | Apidos Cinco CDO Ltd., 2.559%, 05/14/20 | | | | | 2,476,160 | | | | | | 0.1 | | | |
| | | 3,500,000 | # | | ARES XII CLO Ltd., 1.571%, 10/11/21 | | | | | 3,327,688 | | | | | | 0.1 | | | |
| | | 3,150,000 | # | | ARES XII CLO Ltd., 2.393%, 11/25/20 | | | | | 3,092,868 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | ARES XII CLO Ltd., 3.643%, 11/25/20 | | | | | 1,499,760 | | | | | | 0.0 | | | |
| | | 6,750,000 | # | | Atrium V, 1.060%, 07/20/20 | | | | | 6,531,800 | | | | | | 0.2 | | | |
| | | 1,750,000 | # | | Atrium V, 4.070%, 07/20/20 | | | | | 1,692,192 | | | | | | 0.0 | | | |
| | | 1,719,451 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 1,708,790 | | | | | | 0.0 | | | |
| | | 243,927 | # | | Black Diamond CLO 2005-1A C, 1.340%, 06/20/17 | | | | | 243,230 | | | | | | 0.0 | | | |
| | | 10,000,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.216%, 03/17/21 | | | | | 9,641,810 | | | | | | 0.2 | | | |
| | | 9,264,042 | # | | Callidus Debt Partners CLO Fund VI Ltd. 6A A1T, 0.576%, 10/23/21 | | | | | 9,073,526 | | | | | | 0.2 | | | |
| | | 1,750,000 | # | | Callidus Debt Partners CLO Fund VI Ltd., 3.316%, 10/23/21 | | | | | 1,694,429 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 3,000,000 | # | | Canaras Summit CLO Ltd., 1.050%, 06/19/21 | | | | $ | 2,902,521 | | | | | | 0.1 | | | |
| | | 7,000,000 | # | | Canaras Summit CLO Ltd., 1.370%, 06/19/21 | | | | | 6,679,505 | | | | | | 0.1 | | | |
| | | 4,250,000 | # | | Carlyle High Yield Partners IX Ltd., 0.902%, 08/01/21 | | | | | 4,059,107 | | | | | | 0.1 | | | |
| | | 10,400,000 | # | | CIFC Funding 2006-II Ltd., 2.014%, 03/01/21 | | | | | 10,197,366 | | | | | | 0.2 | | | |
| | | 5,344,486 | # | | CIFC Funding 2006-II Ltd., 4.414%, 03/01/21 | | | | | 5,231,082 | | | | | | 0.1 | | | |
| | | 4,200,000 | # | | CIFC Funding Ltd, 1.512%, 08/14/24 | | | | | 4,195,191 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | Clydesdale CLO 2006 Ltd, 1.042%, 12/19/18 | | | | | 2,897,412 | | | | | | 0.1 | | | |
| | | 8,450,000 | # | | ColumbusNova CLO IV Ltd. 2007-2A C, 2.571%, 10/15/21 | | | | | 8,334,497 | | | | | | 0.2 | | | |
| | | 6,500,000 | # | | Cornerstone CLO Ltd., 2.721%, 07/15/21 | | | | | 6,280,618 | | | | | | 0.1 | | | |
| | | 1,423,451 | # | | Denali Capital CLO VI Ltd., 2.017%, 04/21/20 | | | | | 1,421,231 | | | | | | 0.0 | | | |
| | | 4,367,393 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 4,374,484 | | | | | | 0.1 | | | |
| | | 4,900,000 | # | | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | | | | | 4,765,827 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Flagship CLO V, 0.920%, 09/20/19 | | | | | 975,403 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Flagship CLO V, 1.270%, 09/20/19 | | | | | 1,451,377 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Flagship CLO V, 2.120%, 09/20/19 | | | | | 1,442,118 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Fraser Sullivan CLO II Ltd. 2006-2A E, 4.070%, 12/20/20 | | | | | 1,471,114 | | | | | | 0.0 | | | |
| | | 2,265,740 | # | | Fraser Sullivan CLO II Ltd., 0.970%, 12/20/20 | | | | | 2,253,920 | | | | | | 0.1 | | | |
| | | 6,500,000 | # | | Fraser Sullivan CLO II Ltd., 1.290%, 12/20/20 | | | | | 6,395,070 | | | | | | 0.1 | | | |
| | | 3,250,000 | # | | Fraser Sullivan CLO II Ltd., 2.070%, 12/20/20 | | | | | 3,163,365 | | | | | | 0.1 | | | |
| | | 1,600,000 | # | | Gale Force 3 CLO Ltd. 2007-3A D, 1.715%, 04/19/21 | | | | | 1,509,717 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,875,000 | # | | GoldenTree Loan Opportunities III Ltd., 1.579%, 05/01/22 | | | | $ | 2,761,935 | | | | | | 0.0 | | | |
| | | 4,125,000 | # | | GoldenTree Loan Opportunities V Ltd., 3.565%, 10/18/21 | | | | | 4,095,279 | | | | | | 0.1 | | | |
| | | 2,150,000 | # | | GSC Group CDO Fund VIII Ltd, 1.065%, 04/17/21 | | | | | 2,134,552 | | | | | | 0.0 | | | |
| | | 5,000,000 | # | | Gulf Stream - Compass CLO 2007-1A B Ltd., 1.223%, 10/28/19 | | | | | 4,938,305 | | | | | | 0.1 | | | |
| | | 5,050,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.773%, 10/28/19 | | | | | 5,051,197 | | | | | | 0.1 | | | |
| | | 3,825,000 | # | | Gulf Stream - Compass CLO, 2.323%, 10/28/19 | | | | | 3,824,227 | | | | | | 0.1 | | | |
| | | 1,900,000 | # | | Gulf Stream-Rashinban CLO 2006-1A C Ltd., 1.087%, 11/26/20 | | | | | 1,858,783 | | | | | | 0.0 | | | |
| | | 6,811,059 | # | | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | | | | | 6,742,948 | | | | | | 0.1 | | | |
| | | 6,821,406 | # | | HERO Funding Trust 2015-3, 4.280%, 09/20/41 | | | | | 6,843,787 | | | | | | 0.2 | | | |
| | | 1,579,465 | # | | Hillmark Funding, 0.628%, 05/21/21 | | | | | 1,550,310 | | | | | | 0.0 | | | |
| | | 2,900,000 | # | | Invitation Homes Trust 2014-SFR2 E, 3.501%, 06/17/32 | | | | | 2,787,814 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | Jersey Street CLO Ltd., 1.867%, 10/20/18 | | | | | 1,960,122 | | | | | | 0.0 | | | |
| | | 4,250,000 | # | | Kingsland III Ltd., 1.032%, 08/24/21 | | | | | 4,054,479 | | | | | | 0.1 | | | |
| | | 4,100,000 | # | | KKR Financial CLO 2007-1 Ltd., 2.612%, 05/15/21 | | | | | 4,074,625 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | Landmark IX CDO Ltd., 1.771%, 04/15/21 | | | | | 1,660,530 | | | | | | 0.0 | | | |
| | | 5,500,000 | # | | Madison Park Funding II Ltd. 2006-2A D, 5.353%, 03/25/20 | | | | | 5,449,087 | | | | | | 0.1 | | | |
| | | 2,500,000 | # | | Madison Park Funding II Ltd., 5.793%, 03/25/20 | | | | | 2,588,163 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Madison Park Funding III Ltd. 2006-3A D, 3.770%, 10/25/20 | | | | | 1,470,769 | | | | | | 0.0 | | | |
| | | 1,000,000 | # | | Madison Park Funding Ltd., 2.403%, 03/25/20 | | | | | 973,701 | | | | | | 0.0 | | | |
| | | 4,000,000 | # | | Madison Park Funding Ltd., 5.570%, 07/26/21 | | | | | 3,971,828 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | |||||||||||||||
| | | 4,850,830 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | $ | 4,812,193 | | | | | | 0.1 | | | ||||
| | | 2,900,000 | # | | Momentum Capital Fund Ltd., 1.715%, 09/18/21 | | | | | 2,850,703 | | | | | | 0.1 | | | ||||
| | | 7,170,000 | # | | MSIM Peconic Bay Ltd., 2.317%, 07/20/19 | | | | | 7,074,359 | | | | | | 0.1 | | | ||||
| | | 12,750,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.320%, 03/25/20 | | | | | 12,353,794 | | | | | | 0.3 | | | ||||
| | | 4,650,000 | # | | Muir Grove CLO Ltd., 3.320%, 03/25/20 | | | | | 4,631,874 | | | | | | 0.1 | | | ||||
| | | 2,500,000 | # | | Ocean Trails CLO I, 1.071%, 10/12/20 | | | | | 2,381,263 | | | | | | 0.1 | | | ||||
| | | 8,200,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | | 7,760,219 | | | | | | 0.2 | | | ||||
| | | 4,580,000 | # | | Purchasing Power Funding 2015-A A2, 4.750%, 12/25/49 | | | | | 4,561,098 | | | | | | 0.1 | | | ||||
| | | 1,500,000 | # | | Regatta Funding Ltd. 2007-1A B2L, 3.812%, 06/15/20 | | | | | 1,478,774 | | | | | | 0.0 | | | ||||
| | | 1,750,000 | # | | Sierra CLO II Ltd., 1.720%, 01/22/21 | | | | | 1,688,313 | | | | | | 0.0 | | | ||||
| | | 676,490 | # | | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | | | | | 663,583 | | | | | | 0.0 | | | ||||
| | | 2,874,527 | # | | SpringCastle America Funding LLC, 2.700%, 05/25/23 | | | | | 2,869,158 | | | | | | 0.1 | | | ||||
| | | 4,630,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 4,600,211 | | | | | | 0.1 | | | ||||
| | | 2,500,000 | # | | St James River CLO Ltd. 2007-1A D, 2.792%, 06/11/21 | | | | | 2,428,760 | | | | | | 0.1 | | | ||||
| | | 4,000,000 | # | | Telos CLO 2006-1A D Ltd., 2.021%, 10/11/21 | | | | | 3,910,340 | | | | | | 0.1 | | | ||||
| | | 1,400,000 | # | | Telos CLO 2006-1A E Ltd., 4.571%, 10/11/21 | | | | | 1,398,022 | | | | | | 0.0 | | | ||||
| | | 2,010,000 | # | | Trade MAPS 1 Ltd., 2.543%, 12/10/18 | | | | | 1,996,935 | | | | | | 0.0 | | | ||||
| | | 39,137,367 | | | | Other Securities | | | | | 36,879,946 | | | | | | 0.8 | | | |||
| | | | | | | | | | | | 303,171,700 | | | | | | 6.4 | | | |||
| | | | | | | Total Asset-Backed Securities (Cost $387,103,429) | | | | | 386,064,259 | | | | | | 8.1 | | | |||
|
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| MUTUAL FUNDS: 12.7% | | |||||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 12.7% | | |||||||||||||||
| | | 8,151,813 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 75,893,382 | | | | | | 1.6 | | | |||
| | | 12,657,839 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 114,426,869 | | | | | | 2.4 | | | |||
| | | 8,165,367 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 56,096,074 | | | | | | 1.2 | | | |||
| | | 2,203,045 | | | | Voya Floating Rate Fund - Class P | | | | | 21,237,355 | | | | | | 0.4 | | | |||
| | | 12,852,264 | | | | Voya High Yield Bond Fund - Class P | | | | | 96,391,981 | | | | | | 2.0 | | | |||
| | | 11,701,855 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 121,933,330 | | | | | | 2.6 | | | |||
| | | 11,736,089 | | | | Voya Securitized Credit Fund - Class P | | | | | 117,360,889 | | | | | | 2.5 | | | |||
| | | | | | | Total Mutual Funds (Cost $654,858,746) | | | | | 603,339,880 | | | | | | 12.7 | | | |||
| | | | | | | Total Long-Term Investments (Cost $5,084,929,860) | | | | | 5,032,138,022 | | | | | | 105.6 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.2% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 1.0% | | ||||||||||||
| | | 10,000,000 | | | | Duke Energy Corp., 0.490%, 02/01/16 | | | | | 9,995,700 | | | | | | 0.2 | | |
| | | 10,109,000 | | | | Hewlett Packard, 0.220%, 01/06/16 | | | | | 10,108,638 | | | | | | 0.2 | | |
| | | 5,000,000 | | | | Hewlett Packard, 0.330%, 01/25/16 | | | | | 4,998,882 | | | | | | 0.1 | | |
| | | 5,000,000 | | | | Hewlett Packard, 0.340%, 01/27/16 | | | | | 4,998,751 | | | | | | 0.1 | | |
| | | 10,000,000 | | | | Thomson Reuters Corp., 0.500%, 02/29/16 | | | | | 9,991,833 | | | | | | 0.2 | | |
| | | 5,000,000 | | | | United Healthcare Corp., 0.520%, 03/21/16 | | | | | 4,994,251 | | | | | | 0.1 | | |
| | | 5,000,000 | | | | United Healthcare Group Inc., 0.510%, 03/15/16 | | | | | 4,994,750 | | | | | | 0.1 | | |
| | | | | | | | | | | | 50,082,805 | | | | | | 1.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.1% | | ||||||||||||
| | | 9,632,689 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $9,633,016, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $9,825,343, due 06/09/16-05/20/45) | | | | $ | 9,632,689 | | | | | | 0.2 | | |
| | | 12,055,816 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $12,056,305, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $12,296,935, due 03/31/ 21-02/15/44) | | | | | 12,055,816 | | | | | | 0.2 | | |
| | | 12,055,816 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $12,056,226, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $12,296,932, due 04/01/24-04/20/65) | | | | | 12,055,816 | | | | | | 0.3 | | |
| | | 12,055,816 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $12,056,252, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10. 500%, Market Value plus accrued interest $12,296,932, due 01/15/16-10/20/65) | | | | | 12,055,816 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 4,960,737 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $4,960,960, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $5,063,596, due 01/15/17- 02/15/42) | | | | $ | 4,960,737 | | | | | | 0.1 | | |
| | | | | | | | | | | | 50,760,874 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | | Mutual Funds: 0.1% | | |||||||||||||||
| | | 6,781,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $6,781,000) | | | | | 6,781,000 | | | | | | 0.1 | | | |||
| | | | | | | Total Short-Term Investments (Cost $107,604,549) | | | | | 107,624,679 | | | | | | 2.2 | | | |||
| | | | | | | Total Investments in Securities (Cost $5,192,534,409) | | | | $ | 5,139,762,701 | | | | | | 107.8 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (372,795,452) | | | | | | (7.8) | | | |||
| | | | | | | Net Assets | | | | $ | 4,766,967,249 | | | | | | 100.0 | | | |||
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| Gross Unrealized Appreciation | | | | $ | 58,180,295 | | | |
| Gross Unrealized Depreciation | | | | | (112,872,161) | | | |
| Net Unrealized Depreciation | | | | $ | (54,691,866) | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Mutual Funds | | | | $ | 603,339,880 | | | | | $ | — | | | | | $ | — | | | | | $ | 603,339,880 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,593,226,616 | | | | | | — | | | | | | 1,593,226,616 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 576,751,456 | | | | | | — | | | | | | 576,751,456 | | |
Municipal Bonds | | | | | — | | | | | | 3,629,086 | | | | | | — | | | | | | 3,629,086 | | |
Short-Term Investments | | | | | 6,781,000 | | | | | | 100,843,679 | | | | | | — | | | | | | 107,624,679 | | |
Foreign Government Bonds | | | | | — | | | | | | 7,846,958 | | | | | | — | | | | | | 7,846,958 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 307,729,880 | | | | | | — | | | | | | 307,729,880 | | |
Asset-Backed Securities | | | | | — | | | | | | 381,503,161 | | | | | | 4,561,098 | | | | | | 386,064,259 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,553,549,887 | | | | | | — | | | | | | 1,553,549,887 | | |
Total Investments, at fair value | | | | $ | 610,120,880 | | | | | $ | 4,525,080,723 | | | | | $ | 4,561,098 | | | | | $ | 5,139,762,701 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 4,252,086 | | | | | | — | | | | | | 4,252,086 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 312,243 | | | | | | — | | | | | | 312,243 | | |
Futures | | | | | 422,878 | | | | | | — | | | | | | — | | | | | | 422,878 | | |
Total Assets | | | | $ | 610,543,758 | | | | | $ | 4,529,645,052 | | | | | $ | 4,561,098 | | | | | $ | 5,144,749,908 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (6,101,685) | | | | | $ | — | | | | | $ | (6,101,685) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (310,821) | | | | | | — | | | | | | (310,821) | | |
Futures | | | | | (1,171,606) | | | | | | — | | | | | | — | | | | | | (1,171,606) | | |
Total Liabilities | | | | $ | (1,171,606) | | | | | $ | (6,412,506) | | | | | $ | — | | | | | $ | (7,584,112) | | |
| | | | | |
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
Issuer | | | Beginning Fair Value at 12/31/14 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/15 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 67,321,662 | | | | | $ | 11,831,369 | | | | | $ | — | | | | | $ | (3,259,649) | | | | | $ | 75,893,382 | | | | | $ | 3,499,890 | | | | | $ | — | | | | | $ | — | | | ||||||||
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 127,656,962 | | | | | | 19,677,803 | | | | | | (30,545,122) | | | | | | (2,362,774) | | | | | | 114,426,869 | | | | | | 6,167,267 | | | | | | (2,019,122) | | | | | | — | | | ||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 55,850,342 | | | | | | 8,800,000 | | | | | | — | | | | | | (8,554,268) | | | | | | 56,096,074 | | | | | | — | | | | | | — | | | | | | — | | | ||||||||
Voya Floating Rate Fund - Class P | | | | | 21,006,226 | | | | | | 1,020,336 | | | | | | — | | | | | | (789,206) | | | | | | 21,237,355 | | | | | | 1,020,335 | | | | | | — | | | | | | — | | | ||||||||
Voya High Yield Bond Fund - Class P | | | | | 97,142,654 | | | | | | 21,759,276 | | | | | | (16,029,606) | | | | | | (6,480,343) | | | | | | 96,391,981 | | | | | | 6,404,266 | | | | | | (1,029,606) | | | | | | — | | | ||||||||
Voya Investment Grade Credit Fund - Class P | | | | | 111,937,388 | | | | | | 15,163,457 | | | | | | — | | | | | | (5,167,515) | | | | | | 121,933,330 | | | | | | 4,599,160 | | | | | | — | | | | | | 346,545 | | | ||||||||
Voya Securitized Credit Fund - Class P | | | | | 102,238,782 | | | | | | 17,246,783 | | | | | | — | | | | | | (2,124,676) | | | | | | 117,360,889 | | | | | | 5,262,975 | | | | | | — | | | | | | 1,712,799 | | | ||||||||
| | | | $ | 583,154,016 | | | | | $ | 95,499,023 | | | | | $ | (46,574,728) | | | | | $ | (28,738,431) | | | | | $ | 603,339,880 | | | | | $ | 26,953,893 | | | | | $ | (3,048,728) | | | | | $ | 2,059,344 | | | ||||||||
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||||||||
Deutsche Bank AG | | | Singapore Dollar | | | | | 1,301,141 | | | | | | Buy | | | | | | 01/29/16 | | | | | $ | 925,616 | | | | | $ | 916,830 | | | | | $ | (8,786) | | | ||||||
Morgan Stanley | | | EU Euro | | | | | 2,431,423 | | | | | | Buy | | | | | | 01/29/16 | | | | | | 2,681,775 | | | | | | 2,644,039 | | | | | | (37,736) | | | ||||||
Morgan Stanley | | | Czech Koruna | | | | | 19,403,537 | | | | | | Buy | | | | | | 03/11/16 | | | | | | 793,607 | | | | | | 781,883 | | | | | | (11,724) | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (58,246) | | | ||||||
Barclays Bank PLC | | | Romanian New Leu | | | | | 2,063,414 | | | | | | Sell | | | | | | 03/11/16 | | | | | $ | 502,554 | | | | | $ | 496,278 | | | | | $ | 6,276 | | | ||||||
Barclays Bank PLC | | | Turkish Lira | | | | | 11,701,978 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,858,663 | | | | | | 3,936,550 | | | | | | (77,887) | | | ||||||
Barclays Bank PLC | | | Brazilian Real | | | | | 10,946,559 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 2,744,186 | | | | | | 2,706,905 | | | | | | 37,281 | | | ||||||
Barclays Bank PLC | | | Malaysian Ringgit | | | | | 20,214,909 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 4,690,234 | | | | | | 4,687,805 | | | | | | 2,429 | | | ||||||
Citigroup, Inc. | | | Colombian Peso | | | | | 6,651,495,118 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 1,984,484 | | | | | | 2,079,649 | | | | | | (95,165) | | | ||||||
Citigroup, Inc. | | | Thai Baht | | | | | 142,019,697 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 3,961,376 | | | | | | 3,943,942 | | | | | | 17,434 | | | ||||||
Deutsche Bank AG | | | Mexican Peso | | | | | 78,679,027 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 4,532,103 | | | | | | 4,542,925 | | | | | | (10,822) | | | ||||||
HSBC Bank PLC | | | Philippine Peso | | | | | 30,666,070 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 650,988 | | | | | | 651,765 | | | | | | (777) | | | ||||||
JPMorgan Chase & Co. | | | Indonesian Rupiah | | | | | 50,194,746,125 | | | | | | Sell | | | | | | 01/29/16 | | | | | | 3,567,501 | | | | | | 3,599,515 | | | | | | (32,014) | | | ||||||
JPMorgan Chase & Co. | | | Russian Ruble | | | | | 225,086,922 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,114,140 | | | | | | 3,027,109 | | | | | | 87,031 | | | ||||||
Morgan Stanley | | | Hungarian Forint | | | | | 884,306,740 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,070,504 | | | | | | 3,043,807 | | | | | | 26,697 | | | ||||||
Morgan Stanley | | | Polish Zloty | | | | | 13,782,743 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,474,110 | | | | | | 3,508,933 | | | | | | (34,823) | | | ||||||
Morgan Stanley | | | South African Rand | | | | | 56,586,342 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 3,729,055 | | | | | | 3,613,088 | | | | | | 115,967 | | | ||||||
Morgan Stanley | | | Chilean Peso | | | | | 200,391,584 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 279,525 | | | | | | 280,612 | | | | | | (1,087) | | | ||||||
Morgan Stanley | | | Peruvian Nuevo Sol | | | | | 6,689,361 | | | | | | Sell | | | | | | 03/11/16 | | | | | | 1,956,526 | | | | | | 1,937,398 | | | | | | 19,128 | | | ||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 59,668 | | | ||||||
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | 2,601 | | | | | | 03/21/16 | | | | | $ | 327,482,156 | | | | | $ | (1,069,146) | | | ||||
U.S. Treasury 2-Year Note | | | | | 552 | | | | | | 03/31/16 | | | | | | 119,913,378 | | | | | | (35,826) | | | ||||
U.S. Treasury 5-Year Note | | | | | 1,612 | | | | | | 03/31/16 | | | | | | 190,732,340 | | | | | | (66,634) | | | ||||
U.S. Treasury Ultra Long Bond | | | | | 799 | | | | | | 03/21/16 | | | | | | 126,791,312 | | | | | | 417,684 | | | ||||
| | | | | | | | | | | | | | | | $ | 764,919,186 | | | | | $ | (753,922) | | | ||||
Short Contracts | | | | | | ||||||||||||||||||||||||
U.S. Treasury Long Bond | | | | | (686) | | | | | | 03/21/16 | | | | | | (105,472,500) | | | | | | 5,194 | | | ||||
| | | | | | | | | | | | | | | | $ | (105,472,500) | | | | | $ | 5,194 | | | ||||
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Fixed Rate (%) | | | Clearinghouse | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||||
CDX North American Investment Grade Index Series 25, Version 1 | | | Sell | | | | | 1.000 | | | | Intercontinental Exchange | | | | | 12/20/20 | | | | | | USD241,170,000 | | | | | $ | 1,317,512 | | | | | $ | (665,712) | | | |||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,317,512 | | | | | $ | (665,712) | | | |||||
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | USD 50,908,000 | | | | $ | (485,304) | | | | | $ | (485,304) | | | |||
Receive a fixed rate equal to 2.510% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/35 | | | | USD 29,003,000 | | | | | (258,125) | | | | | | (258,125) | | | |||
Receive a fixed rate equal to 2.593% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/40 | | | | USD 40,443,000 | | | | | (254,488) | | | | | | (254,488) | | | |||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.619% | | | Chicago Mercantile Exchange | | | | | 10/13/45 | | | | USD 35,916,000 | | | | | 332,994 | | | | | | 332,994 | | | |||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.668% | | | Chicago Mercantile Exchange | | | | | 10/30/19 | | | | USD 444,148,000 | | | | | (1,822,025) | | | | | | (1,822,025) | | | |||
Receive a fixed rate equal to 1.459% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | USD 225,664,000 | | | | | (2,616,031) | | | | | | (2,616,031) | | | |||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.603% | | | Chicago Mercantile Exchange | | | | | 11/05/20 | | | | USD 497,453,000 | | | | | 2,676,303 | | | | | | 2,676,303 | | | |||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.780% | | | Chicago Mercantile Exchange | | | | | 10/13/22 | | | | USD 112,415,000 | | | | | 1,242,789 | | | | | | 1,242,789 | | | |||
| | | | | | | | | | | | | | | | $ | (1,183,887) | | | | | $ | (1,183,887) | | | |||
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | ||||
Asset Derivatives | | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 312,243 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 422,878 | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 4,252,086 | | | |
Total Asset Derivatives | | | | | | | $ | 4,987,207 | | | |
Liability Derivatives | | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 310,821 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 1,171,606 | | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 665,712 | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 5,435,973 | | | |
Total Liability Derivatives | | | | | | | $ | 7,584,112 | | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,611,459) | | | | | $ | — | | | | | $ | (1,611,459) | | | ||||||
Foreign exchange contracts | | | | | — | | | | | | (591,885) | | | | | | — | | | | | | — | | | | | | — | | | | | | (591,885) | | | ||||||
Interest rate contracts | | | | | (11,608,465) | | | | | | — | | | | | | (12,551,943) | | | | | | (822,021) | | | | | | 8,610,846 | | | | | | (16,371,583) | | | ||||||
Total | | | | $ | (11,608,465) | | | | | $ | (591,885) | | | | | $ | (12,551,943) | | | | | $ | (2,433,480) | | | | | $ | 8,610,846 | | | | | $ | (18,574,927) | | | ||||||
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (3,104,183) | | | | | $ | (3,104,183) | | | |||||
Foreign exchange contracts | | | | | — | | | | | | 279,544 | | | | | | — | | | | | | — | | | | | | 279,544 | | | |||||
Interest rate contracts | | | | | 4,856,184 | | | | | | — | | | | | | (3,691,479) | | | | | | 4,605,385 | | | | | | 5,770,090 | | | |||||
Total | | | | $ | 4,856,184 | | | | | $ | 279,544 | | | | | $ | (3,691,479) | | | | | $ | 1,501,202 | | | | | $ | 2,945,451 | | | |||||
|
Voya Intermediate Bond Portfolio | as of December 31, 2015 (continued) |
| | | Barclays Bank PLC | | | Citigroup, Inc. | | | Deutsche Bank AG | | | HSBC Bank PLC | | | JPMorgan Chase & Co. | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||||||||||
Assets: | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 45,986 | | | | | $ | 17,434 | | | | | $ | — | | | | | $ | — | | | | | $ | 87,031 | | | | | $ | 161,792 | | | | | $ | 312,243 | | | |||||||
Total Assets | | | | $ | 45,986 | | | | | $ | 17,434 | | | | | $ | — | | | | | $ | — | | | | | $ | 87,031 | | | | | $ | 161,792 | | | | | $ | 312,243 | | | |||||||
Liabilities: | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 77,887 | | | | | $ | 95,165 | | | | | $ | 19,608 | | | | | $ | 777 | | | | | $ | 32,014 | | | | | $ | 85,370 | | | | | $ | 310,821 | | | |||||||
Total Liabilities | | | | $ | 77,887 | | | | | $ | 95,165 | | | | | $ | 19,608 | | | | | $ | 777 | | | | | $ | 32,014 | | | | | $ | 85,370 | | | | | $ | 310,821 | | | |||||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (31,901) | | | | | $ | (77,731) | | | | | $ | (19,608) | | | | | $ | (777) | | | | | $ | 55,017 | | | | | $ | 76,422 | | | | | | 1,422 | | | |||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | |||||||
Net Exposure(1) | | | | $ | (31,901) | | | | | $ | (77,731) | | | | | $ | (19,608) | | | | | $ | (777) | | | | | $ | 55,017 | | | | | $ | 76,422 | | | | | $ | 1,422 | | | |||||||
|
Voya Money Market Portfolio | as of December 31, 2015 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| Asset Backed Commercial Paper: 22.0% | | ||||||||||||||||||
| | | 2,550,000 | | | | Barton Capital LLC, 0.213%, due 01/05/16 | | | | $ | 2,549,940 | | | | | | 0.5 | | |
| | | 3,850,000 | | | | Barton Capital LLC, 0.254%, due 01/04/16 | | | | | 3,849,920 | | | | | | 0.7 | | |
| | | 5,200,000 | # | | Barton Capital LLC, 0.263%, due 05/06/16 | | | | | 5,200,000 | | | | | | 1.0 | | | |
| | | 11,900,000 | # | | Barton Capital LLC, 0.265%, due 02/16/16 | | | | | 11,900,000 | | | | | | 2.2 | | | |
| | | 23,250,000 | | | | Concord Minutement Capital Co., 0.305%, due 01/04/16 | | | | | 23,249,419 | | | | | | 4.3 | | |
| | | 23,450,000 | | | | Crown Point Capital Co., 0.305%, due 01/04/16 | | | | | 23,449,414 | | | | | | 4.3 | | |
| | | 500,000 | | | | Jupiter Securitization Company LLC, 0.407%, due 02/18/16 | | | | | 499,733 | | | | | | 0.1 | | |
| | | 8,690,000 | | | | Jupiter Securitization Company LLC, 0.427%, due 01/04/16 | | | | | 8,689,702 | | | | | | 1.6 | | |
| | | 2,250,000 | | | | Old Line Funding LLC, 0.376%, due 02/25/16 | | | | | 2,248,728 | | | | | | 0.4 | | |
| | | 7,700,000# | | | | Old Line Funding LLC, 0.537%, due 01/06/16 | | | | | 7,700,000 | | | | | | 1.4 | | |
| | | 13,450,000# | | | | Old Line Funding LLC, 0.550%, due 02/16/16 | | | | | 13,450,000 | | | | | | 2.5 | | |
| | | 250,000 | | | | Thunder Bay Funding LLC, 0.459%, due 03/07/16 | | | | | 249,817 | | | | | | 0.1 | | |
| | | 15,750,000 | # | | Thunder Bay Funding LLC, 0.517%, due 01/14/16 | | | | | 15,750,000 | | | | | | 2.9 | | | |
| | | | | | | Total Asset Backed Commercial Paper (Cost $118,786,673) | | | | | 118,786,673 | | | | | | 22.0 | | |
| Certificates of Deposit: 20.0% | | ||||||||||||||||||
| | | 8,800,000 | | | | Bank of Tokyo-Mitsubishi UFJ NY, 0.250%, due 01/04/16 | | | | | 8,800,000 | | | | | | 1.6 | | |
| | | 14,750,000 | | | | Bank of Tokyo-Mitsubishi UFJ NY, 0.250%, due 01/05/16 | | | | | 14,750,000 | | | | | | 2.7 | | |
| | | 15,000,000 | | | | Mizuho Bank Ltd./NY, 0.270%, due 01/11/16 | | | | | 15,000,000 | | | | | | 2.8 | | |
| | | 7,500,000 | | | | Mizuho Bank Ltd./NY, 0.300%, due 02/03/16 | | | | | 7,499,656 | | | | | | 1.4 | | |
| | | 1,300,000 | | | | Mizuho Bank Ltd./NY, 0.330%, due 01/04/16 | | | | | 1,300,008 | | | | | | 0.2 | | |
| | | 21,950,000 | | | | Norinchukin Bank NY, 0.460%, due 03/01/16 | | | | | 21,950,000 | | | | | | 4.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| Certificates of Deposit: (continued) | | |||||||||||||||||||||
| | | 13,500,000 | | | | Royal Bank of Canada NY, 0.421%, due 01/04/16 | | | | $ | 13,500,000 | | | | | | 2.5 | | | |||
| | | 11,300,000 | | | | Societe Generale NY, 0.350%, due 01/05/16 | | | | | 11,300,144 | | | | | | 2.1 | | | |||
| | | 14,100,000 | | | | Westpac Banking Corp./NY, 0.330%, due 01/05/16 | | | | | 14,099,952 | | | | | | 2.6 | | | |||
| | | | | | | Total Certificates of Deposit (Cost $108,199,760) | | | | | 108,199,760 | | | | | | 20.0 | | | |||
| Financial Company Commercial Paper: 7.7% | | |||||||||||||||||||||
| | | 14,500,000 | | | | Australia & New Zealand Banking Group, 0.455%, due 09/19/16 | | | | | 14,500,000 | | | | | | 2.7 | | | |||
| | | 750,000 | | | | Skandinaviska Enskilda Banken AB, 0.447%, due 02/12/16 | | | | | 749,615 | | | | | | 0.1 | | | |||
| | | 1,250,000 | | | | Societe Generale, 0.345%, due 01/13/16 | | | | | 1,249,858 | | | | | | 0.2 | | | |||
| | | 23,550,000 | | | | Sumitomo Mitsui Trust NY, 0.249%, due 01/05/16 | | | | | 23,549,359 | | | | | | 4.4 | | | |||
| | | 1,500,000 | | | | UBS Finance Delaware LLC, 0.305%, due 01/04/16 | | | | | 1,499,963 | | | | | | 0.3 | | | |||
| | | | | | | Total Financial Company Commercial Paper (Cost $41,548,795) | | | | | 41,548,795 | | | | | | 7.7 | | | |||
| Government Agency Debt: 5.8% | | |||||||||||||||||||||
| | | 675,000 | Z | | Fannie Mae Discount Notes, 0.284%, due 02/26/16 | | | | | 674,722 | | | | | | 0.1 | | | ||||
| | | 900,000 | Z | | Fannie Mae Discount Notes, 0.406%, due 02/02/16 | | | | | 899,840 | | | | | | 0.2 | | | ||||
| | | 15,000,000 | Z | | Fannie Mae Discount Notes, 0.562%, due 06/29/16 | | | | | 14,958,750 | | | | | | 2.7 | | | ||||
| | | 15,000,000 | Z | | Federal Home Loan Bank Discount Notes, 0.335%, due 02/26/16 | | | | | 14,992,712 | | | | | | 2.8 | | | ||||
| | | | | | | Total Government Agency Debt (Cost $31,526,024) | | | | | 31,526,024 | | | | | | 5.8 | | | |||
| Investment Companies: 9.2% | | |||||||||||||||||||||
| | | 25,000,000 | | | | BlackRock Liquidity Funds, TempCash, Institutional, 0.272%, due 01/04/16 | | | | | 25,000,000 | | | | | | 4.6 | | | |||
| | | 24,981,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional, 0.284%, due 01/04/16 | | | | | 24,981,000 | | | | | | 4.6 | | | |||
| | | | | | | Total Investment Companies (Cost $49,981,000) | | | | | 49,981,000 | | | | | | 9.2 | | | |||
|
Voya Money Market Portfolio | as of December 31, 2015 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| Other Commercial Paper: 7.4% | | |||||||||||||||||||||
| | | 7,750,000 | | | | Cargill Global Fund PLC, 0.345%, due 01/11/16 | | | | $ | 7,749,268 | | | | | | 1.4 | | | |||
| | | 8,000,000 | | | | Exxon Mobil Corp., 0.278%, due 01/06/16 | | | | | 7,999,711 | | | | | | 1.5 | | | |||
| | | 9,000,000 | | | | Exxon Mobil Corp., 0.376%, due 01/11/16 | | | | | 8,999,075 | | | | | | 1.6 | | | |||
| | | 15,500,000 | | | | KFW, 0.274%, due 01/14/16 | | | | | 15,498,489 | | | | | | 2.9 | | | |||
| | | | | | | Total Other Commercial Paper (Cost $40,246,543) | | | | | 40,246,543 | | | | | | 7.4 | | | |||
| Other Note: 10.4% | | |||||||||||||||||||||
| | | 4,750,000 | | | | General Electric Capital Corp., 0.474%, due 01/08/16 | | | | | 4,750,164 | | | | | | 0.9 | | | |||
| | | 11,600,000 | | | | JPMorgan Chase Bank NA, 0.480%, due 09/22/16 | | | | | 11,600,114 | | | | | | 2.1 | | | |||
| | | 12,000,000# | | | | Svenska Handelsbanken AB, 0.484%, due 09/02/16 | | | | | 12,000,000 | | | | | | 2.2 | | | |||
| | | 2,850,000 | | | | Svenska Handelsbanken AB, 0.795%, due 03/21/16 | | | | | 2,852,289 | | | | | | 0.5 | | | |||
| | | 8,500,000 | | | | Toyota Motor Credit Corp., 0.302%, due 06/13/16 | | | | | 8,500,000 | | | | | | 1.6 | | | |||
| | | 16,750,000 | | | | Wells Fargo Bank NA, 0.499%, due 09/21/16 | | | | | 16,750,000 | | | | | | 3.1 | | | |||
| | | | | | | Total Other Note (Cost $56,452,567) | | | | | 56,452,567 | | | | | | 10.4 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| Treasury Debt: 21.8% | | |||||||||||||||||||||
| | | 22,587,000 | | | | United States Treasury Bill, 0.046%, due 01/14/16 | | | | $ | 22,586,633 | | | | | | 4.2 | | | |||
| | | 3,000,000 | | | | United States Treasury Bill, 0.239%, due 03/31/16 | | | | | 2,998,237 | | | | | | 0.6 | | | |||
| | | 92,303,000 | | | | United States Treasury Bill, 0.281%, due 03/24/16 | | | | | 92,244,420 | | | | | | 17.0 | | | |||
| | | | | | | Total Treasury Debt (Cost $117,829,290) | | | | | 117,829,290 | | | | | | 21.8 | | | |||
| | | | | | | Total Investments in Securities (Cost $564,570,652) | | | | $ | 564,570,652 | | | | | | 104.3 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (23,353,730) | | | | | | (4.3) | | | |||
| | | | | | | Net Assets | | | | $ | 541,216,922 | | | | | | 100.0 | | | |||
|
| Gross Unrealized Appreciation | | | | $ | — | | | |
| Gross Unrealized Depreciation | | | | | — | | | |
| Net Unrealized Depreciation | | | | $ | — | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Government Agency Debt | | | | $ | — | | | | | $ | 31,526,024 | | | | | $ | — | | | | | $ | 31,526,024 | | | ||||
Other Commercial Paper | | | | | — | | | | | | 40,246,543 | | | | | | — | | | | | | 40,246,543 | | | ||||
Treasury Debt | | | | | — | | | | | | 117,829,290 | | | | | | — | | | | | | 117,829,290 | | | ||||
Other Note | | | | | — | | | | | | 56,452,567 | | | | | | — | | | | | | 56,452,567 | | | ||||
Certificates of Deposit | | | | | — | | | | | | 108,199,760 | | | | | | — | | | | | | 108,199,760 | | | ||||
Financial Company Commercial Paper | | | | | — | | | | | | 41,548,795 | | | | | | — | | | | | | 41,548,795 | | | ||||
Investment Companies | | | | | 49,981,000 | | | | | | — | | | | | | — | | | | | | 49,981,000 | | | ||||
Asset Backed Commercial Paper | | | | | — | | | | | | 118,786,673 | | | | | | — | | | | | | 118,786,673 | | | ||||
Total Investments, at fair value | | | | $ | 49,981,000 | | | | | $ | 514,589,652 | | | | | $ | — | | | | | $ | 564,570,652 | | | ||||
|
Voya Small Company Portfolio | as of December 31, 2015 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.1% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.9% | | ||||||||||||
| | | 101,225 | | | | Cheesecake Factory | | | | $ | 4,667,484 | | | | | | 0.8 | | |
| | | 54,675 | @ | | Helen of Troy Ltd. | | | | | 5,153,119 | | | | | | 0.8 | | | |
| | | 69,575 | | | | Jack in the Box, Inc. | | | | | 5,337,098 | | | | | | 0.9 | | |
| | | 81,225 | @ | | Marriott Vacations Worldwide Corp. | | | | | 4,625,764 | | | | | | 0.8 | | | |
| | | 72,650 | | Monro Muffler Brake, Inc. | | | | | 4,810,883 | | | | | | 0.8 | | | ||
| | | 101,440 | @ | | Papa John’s International, Inc. | | | | | 5,667,453 | | | | | | 0.9 | | | |
| | | 42,070 | @ | | Vail Resorts, Inc. | | | | | 5,384,539 | | | | | | 0.9 | | | |
| | | 1,879,286 | | | | Other Securities | | | | | 42,187,240 | | | | | | 7.0 | | |
| | | | | | | | | | | | 77,833,580 | | | | | | 12.9 | | |
| | | | | | | Consumer Staples: 2.6% | | ||||||||||||
| | | 120,100 | @ | | Pinnacle Foods, Inc. | | | | | 5,099,446 | | | | | | 0.9 | | | |
| | | 308,005 | | | | Other Securities | | | | | 10,477,973 | | | | | | 1.7 | | |
| | | | | | | | | | | | 15,577,419 | | | | | | 2.6 | | |
| | | | | | | Energy: 1.9% | | ||||||||||||
| | | 1,079,685 | | | | Other Securities(a) | | | | | 11,834,798 | | | | | | 1.9 | | |
| | | | | | | Financials: 26.2% | | ||||||||||||
| | | 265,600 | @ | | Colony Capital, Inc. | | | | | 5,173,888 | | | | | | 0.9 | | | |
| | | 137,387 | | | | DCT Industrial Trust, Inc. | | | | | 5,134,152 | | | | | | 0.8 | | |
| | | 140,804 | | | | First American Financial Corp. | | | | | 5,054,864 | | | | | | 0.8 | | |
| | | 183,358 | @ | | Great Western Bancorp, Inc. | | | | | 5,321,049 | | | | | | 0.9 | | | |
| | | 112,450 | | | | Highwoods Properties, Inc. | | | | | 4,902,820 | | | | | | 0.8 | | |
| | | 465,350 | | | | Investors Bancorp, Inc. | | | | | 5,788,954 | | | | | | 1.0 | | |
| | | 197,500 | | | | Kennedy-Wilson Holdings, Inc. | | | | | 4,755,800 | | | | | | 0.8 | | |
| | | 178,150 | | MB Financial, Inc. | | | | | 5,766,715 | | | | | | 1.0 | | | ||
| | | 132,775 | | | | PrivateBancorp, Inc. | | | | | 5,446,431 | | | | | | 0.9 | | |
| | | 365,475 | @ | | Radian Group, Inc. | | | | | 4,893,710 | | | | | | 0.8 | | | |
| | | 231,050 | | | | Starwood Property Trust, Inc. | | | | | 4,750,388 | | | | | | 0.8 | | |
| | | 317,725 | | | | Sterling Bancorp/DE | | | | | 5,153,500 | | | | | | 0.8 | | |
| | | 253,985 | @ | | Talmer Bancorp, Inc. | | | | | 4,599,668 | | | | | | 0.8 | | | |
| | | 162,825 | @ | | Webster Financial Corp. | | | | | 6,055,462 | | | | | | 1.0 | | | |
| | | 2,494,022 | | | | Other Securities | | | | | 85,235,272 | | | | | | 14.1 | | |
| | | | | | | | | | | | 158,032,673 | | | | | | 26.2 | | |
| | | | | | | Health Care: 12.8% | | ||||||||||||
| | | 59,924 | | | | Charles River Laboratories International, Inc. | | | | | 4,817,290 | | | | | | 0.8 | | |
| | | 93,900 | | | | Greatbatch, Inc. | | | | | 4,929,750 | | | | | | 0.8 | | |
| | | 193,644 | | | | Healthsouth Corp. | | | | | 6,740,748 | | | | | | 1.1 | | |
| | | 102,650 | | | | Hill-Rom Holdings, Inc. | | | | | 4,933,359 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| COMMON STOCK: (continued) | | |||||||||||||||||||||
| | | | | | | Health Care (continued) | | |||||||||||||||
| | | 80,630 | | | | STERIS PLC | | | | $ | 6,074,664 | | | | | | 1.0 | | | |||
| | | 65,100 | @ | | WellCare Health Plans, Inc. | | | | | 5,091,471 | | | | | | 0.9 | | | ||||
| | | 1,380,196 | | | | Other Securities(a) | | | | | 44,943,861 | | | | | | 7.4 | | | |||
| | | | | | | | | | | | 77,531,143 | | | | | | 12.8 | | | |||
| | | | | | | Industrials: 15.5% | | |||||||||||||||
| | | 188,250 | @ | | ABM Industries, Inc. | | | | | 5,359,478 | | | | | | 0.9 | | | ||||
| | | 204,825 | @ | | Actuant Corp. | | | | | 4,907,607 | | | | | | 0.8 | | | ||||
| | | 111,516 | @ | | Atlas Air Worldwide Holdings, Inc. | | | | | 4,610,071 | | | | | | 0.8 | | | ||||
| | | 140,200 | | | | Barnes Group, Inc. | | | | | 4,961,678 | | | | | | 0.8 | | | |||
| | | 132,100 | | | | Clarcor, Inc. | | | | | 6,562,728 | | | | | | 1.1 | | | |||
| | | 106,075 | | | | On Assignment, Inc. | | | | | 4,768,071 | | | | | | 0.8 | | | |||
| | | 64,075 | | | | Orbital ATK, Inc. | | | | | 5,724,461 | | | | | | 0.9 | | | |||
| | | 179,350 | | Tetra Tech, Inc. | | | | | 4,666,687 | | | | | | 0.8 | | | |||||
| | | 68,825 | | | | Toro Co. | | | | | 5,029,043 | | | | | | 0.8 | | | |||
| | | 106,000 | | | | Watts Water Technologies, Inc. | | | | | 5,265,020 | | | | | | 0.9 | | | |||
| | | 1,294,267 | | | | Other Securities | | | | | 41,838,098 | | | | | | 6.9 | | | |||
| | | | | | | | | | | | 93,692,942 | | | | | | 15.5 | | | |||
| | | | | | | Information Technology: 17.5% | | |||||||||||||||
| | | 128,512 | @ | | Blackhawk Network Holdings, Inc. | | | | | 5,681,515 | | | | | | 0.9 | | | ||||
| | | 146,991 | @ | | Cardtronics, Inc. | | | | | 4,946,247 | | | | | | 0.8 | | | ||||
| | | 136,700 | @ | | Commvault Systems, Inc. | | | | | 5,379,145 | | | | | | 0.9 | | | ||||
| | | 142,906 | @ | | Cornerstone OnDemand, Inc. | | | | | 4,934,544 | | | | | | 0.8 | | | ||||
| | | 76,700 | @ | | j2 Global, Inc. | | | | | 6,313,944 | | | | | | 1.1 | | | ||||
| | | 59,225 | @ | | Littelfuse, Inc. | | | | | 6,337,667 | | | | | | 1.1 | | | ||||
| | | 191,794 | @ | | Q2 Holdings, Inc. | | | | | 5,057,608 | | | | | | 0.8 | | | ||||
| | | 165,200 | @ | | QLIK Technologies, Inc. | | | | | 5,230,232 | | | | | | 0.9 | | | ||||
| | | 57,400 | | | | WEX, Inc. | | | | | 5,074,160 | | | | | | 0.8 | | | |||
| | | 2,138,946 | | | | Other Securities(a) | | | | | 56,802,057 | | | | | | 9.4 | | | |||
| | | | | | | | | | | | 105,757,119 | | | | | | 17.5 | | | |||
| | | | | | | Materials: 4.4% | | |||||||||||||||
| | | 337,600 | | | | Commercial Metals Co. | | | | | 4,621,744 | | | | | | 0.8 | | | |||
| | | 142,150 | | | | HB Fuller Co. | | | | | 5,184,210 | | | | | | 0.9 | | | |||
| | | 596,350 | | | | Other Securities | | | | | 16,555,582 | | | | | | 2.7 | | | |||
| | | | | | | | | | | | 26,361,536 | | | | | | 4.4 | | | |||
| | | | | | | Utilities: 2.3% | | |||||||||||||||
| | | 324,500 | | | | Other Securities | | | | | 14,038,989 | | | | | | 2.3 | | | |||
| | | | | | | Total Common Stock (Cost $514,675,286) | | | | | 580,660,199 | | | | | | 96.1 | | | |||
|
Voya Small Company Portfolio | as of December 31, 2015 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| EXCHANGE-TRADED FUNDS: 1.8% | | |||||||||||||||||||||
| | | 95,275 | | | | iShares Russell 2000 ETF | | | | $ | 10,719,390 | | | | | | 1.8 | | | |||
| | | | | | | Total Exchange-Traded Funds (Cost $11,206,820) | | | | | 10,719,390 | | | | | | 1.8 | | | |||
| | | | | | | Total Long-Term Investments (Cost $525,882,106) | | | | | 591,379,589 | | | | | | 97.9 | | | |||
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.8% | | ||||||||||||
| | | 2,060,849 | | | | BNP Paribas Bank, Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $2,060,919, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $2,102,066, due 06/09/16-05/20/45) | | | | | 2,060,849 | | | | | | 0.4 | | |
| | | 2,579,092 | | | | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $2,579,188, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $2,630,674, due 01/15/16-04/01/51) | | | | | 2,579,092 | | | | | | 0.4 | | |
| | | 2,579,092 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $2,579,197, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $2,630,674, due 03/31/21-02/15/44) | | | | | 2,579,092 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 2,579,092 | | | | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $2,579,185, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $2,630,674, due 01/15/16-10/20/65) | | | | $ | 2,579,092 | | | | | | 0.4 | | |
| | | 1,061,133 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/15, 0.41%, due 01/04/16 (Repurchase Amount $1,061,181, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,083,135, due 01/15/17-02/15/42) | | | | | 1,061,133 | | | | | | 0.2 | | |
| | | | | | | | | | | | 10,859,258 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||||
| | | | | | | Mutual Funds: 1.9% | | |||||||||||||||
| | | 11,569,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† (Cost $11,569,000) | | | | | 11,569,000 | | | | | | 1.9 | | | |||
| | | | | | | Total Short-Term Investments (Cost $22,428,258) | | | | | 22,428,258 | | | | | | 3.7 | | | |||
| | | | | | | Total Investments in Securities (Cost $548,310,364) | | | | $ | 613,807,847 | | | | | | 101.6 | | | |||
| | | | | | | Liabilities in Excess of Other Assets | | | | | (9,726,100) | | | | | | (1.6) | | | |||
| | | | | | | Net Assets | | | | $ | 604,081,747 | | | | | | 100.0 | | | |||
|
Voya Small Company Portfolio | as of December 31, 2015 (continued) |
| Gross Unrealized Appreciation | | | | $ | 99,823,375 | | | |
| Gross Unrealized Depreciation | | | | | (36,462,673) | | | |
| Net Unrealized Appreciation | | | | $ | 63,360,702 | | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2015 | | ||||||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Common Stock* | | | | $ | 580,660,199 | | | | | $ | — | | | | | $ | — | | | | | $ | 580,660,199 | | | ||||
Exchange-Traded Funds | | | | | 10,719,390 | | | | | | — | | | | | | — | | | | | | 10,719,390 | | | ||||
Short-Term Investments | | | | | 11,569,000 | | | | | | 10,859,258 | | | | | | — | | | | | | 22,428,258 | | | ||||
Total Investments, at fair value | | | | $ | 602,948,589 | | | | | $ | 10,859,258 | | | | | $ | — | | | | | $ | 613,807,847 | | | ||||
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Balanced Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2832 | | |
Class S | | | NII | | | | $ | 0.2421 | | |
Voya Global Value Advantage Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.0559 | | |
Class S | | | NII | | | | $ | 0.0472 | | |
Class S2 | | | NII | | | | $ | 0.0559 | | |
Class T | | | NII | | | | $ | 0.0559 | | |
Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4710 | | |
Class I | | | NII | | | | $ | 0.6182 | | |
Class S | | | NII | | | | $ | 0.5354 | | |
Class S2 | | | NII | | | | $ | 0.5283 | | |
All Classes | | | LTCG | | | | $ | 1.4815 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Intermediate Bond Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4080 | | |
Class I | | | NII | | | | $ | 0.4566 | | |
Class S | | | NII | | | | $ | 0.4227 | | |
Class S2 | | | NII | | | | $ | 0.4117 | | |
Voya Money Market Portfolio | | | ||||||||
Class I | | | NII | | | | $ | 0.0000* | | |
Class S | | | NII | | | | $ | — | | |
All Classes | | | STCG | | | | $ | 0.0001 | | |
All Classes | | | LTCG | | | | $ | 0.0000* | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.1162 | | |
Class R6(1) | | | NII | | | | $ | — | | |
Class S | | | NII | | | | $ | 0.0570 | | |
All Classes | | | STCG | | | | $ | 0.3160 | | |
All Classes | | | LTCG | | | | $ | 3.0404 | | |
| Voya Balanced Portfolio | | | | | 45.59% | | |
| Voya Global Value Advantage Portfolio | | | | | 58.30% | | |
| Voya Growth and Income Portfolio | | | | | 100.00% | | |
| Voya Intermediate Bond Portfolio | | | | | 0.05% | | |
| Voya Small Company Portfolio | | | | | 56.22% | | |
| Voya Growth and Income Portfolio | | | | $ | 182,087,566 | | |
| Voya Money Market Portfolio | | | | $ | 9,705 | | |
| Voya Small Company Portfolio | | | | $ | 81,175,503 | | |
| Name, Address and Age | | | Position(s) Held with the Company/Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
| Independent Directors/Trustees*: | | | | | | | ||||||||||
| Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Director/Trustee | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
| John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Chairperson Director/Trustee | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
| Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (35 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
| Peter S. Drotch 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | First Marblehead Corporation (September 2003– Present). | |
| Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258-2034 Age: 65 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
| Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 71 | | | Director/Trustee | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
| Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
| Name, Address and Age | | | Position(s) Held with the Company/Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
| Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
| Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
| Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director/Trustee | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 – September 2012). | | | 151 | | | None. | |
| Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director/Trustee | | | May 2013 – Present | | | Retired. Formerly, President, Springwell Corporation, a corporate finance firm (March 1989 – August 2011). | | | 151 | | | UGI Corporation (February 2006 – Present) and UGI Utilities, Inc. (February 2006 – Present). | |
| Director/Trustee who is an “interested person”: | | |||||||||||||||
| Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director/Trustee | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management, LLC (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | |
| Name, Address and Age | | | Position(s) Held With the Company/Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
| Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
| Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Managing Director and Chief Operating Officer | | | April 2012 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (April 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013); Executive Vice President and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (January 2007 – April 2012) and Chief Compliance Officer, Voya Family of Funds (March 2011 – February 2012). | |
| Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 65 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
| Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investments, LLC and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). Formerly, Assistant General Counsel and Assistant Secretary, The Northwestern Mutual Life Insurance Company (June 2004 – January 2012). | |
| Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
| Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
| Julius A. Drelick, III 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Senior Vice President | | | September 2012 – Present | | | Senior Vice President and Chief Compliance Officer of Directed Services LLC and Voya Investments, LLC (January 2014 – Present); and Senior Vice President – Fund Compliance, Voya Funds Services, LLC (June 2012 – Present). Formerly, Vice President – Platform Product Management & Project Management, Voya Investments, LLC (April 2007 – June 2012). | |
| Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
| Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). Formerly, Assistant Vice President – Director, Voya Funds Services, LLC (March 2003 – March 2012). | |
| Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
| Name, Address and Age | | | Position(s) Held With the Company/Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
| Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Money Laundering Reporting Officer, Voya Investments Distributor, LLC (April 2010 – Present); Anti-Money Laundering Compliance Officer, Voya Financial, Inc. (January 2013 – Present); and Money Laundering Reporting Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
| Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
| Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). Formerly, Treasurer, Voya Family of Funds (November 1999 – February 2012). | |
| Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
| Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Investment Management – Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). Formerly Managing Paralegal, Registration Statements (June 2003 – July 2012). | |
| Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2013 – Present). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
| Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Secretary | | | September 2003 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
| Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
| Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Assistant Secretary | | | September 2003 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Exhibit 99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that Colleen D. Baldwin, Peter S. Drotch, Patrick W. Kenny, Joseph E. Obermeyer, and Roger B. Vincent are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Drotch, Mr. Kenny, Mr. Obermeyer and Mr. Vincent are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements, for services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $6,248 for year ended December 31, 2015 and $6,574 for year ended December 31, 2014. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $2,525 for year ended December 31, 2015 and $2,525 for year ended December 31, 2014. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $4,236 in the year ended December 31, 2015 and $4,160 in the year ended December 31, 2014. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 in the year ended December 31, 2015 and $12,732 in the year ended December 31, 2014. |
(e) (1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. | Statement of Principles |
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. | Audit Services |
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. | Audit-related Services |
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. | Tax Services |
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult
outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. | Other Services |
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. | Pre-approval of Fee levels and Budgeted Amounts |
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. | Procedures |
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. | Delegation |
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. | Additional Requirements |
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 20, 2014
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2015 through December 31, 2015
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $13,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $525 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2015 through December 31, 2015
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,525 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2015 through December 31, 2015
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Assistance and advice regarding year-end reporting for 1099’s, as requested | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax training courses | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, and similar routine tax consultations. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2015 through December 31, 2015
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | √
| √
| Not to exceed $5,300 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: | January 1, 2015 to December 31, 2015 |
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) — (4)(d) that were approved by the auditcommittee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50%. |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant's fiscal years ended December 31, 2015 and December 31, 2014; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2015 | 2014 | ||||||
Voya Balanced Portfolio, Inc. | $ | 6,761 | $ | 19,417 | ||||
Voya Investments, LLC (1) | $ | 145,625 | $ | 184,250 |
_______________ |
(1) Each Registrant's investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc. |
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments
Complete schedule of investments filed herein.
Report of Independent Registered Public Accounting Firm
The Shareholders and Board of Directors
Voya Balanced Portfolio, Inc.
We have audited the accompanying statement of assets and liabilities, including the summary portfolio of investments, of Voya Balanced Portfolio, a series of Voya Balanced Portfolio, Inc., as of December 31, 2015, and the related statement of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended (collectively, the "financial statements"), the financial highlights for each of the years in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolio of investments as of December 31, 2015 (included in Item 6 of this Form N-CSR). These financial statements, financial highlights, and portfolio of investments are the responsibility of management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolio 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 portfolio 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 portfolio of investments. Our procedures included confirmation of securities owned as of December 31, 2015, by correspondence with the custodian, transfer agent, and brokers, or by other appropriate auditing procedures when replies from brokers were not received. An audit also includes assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, the financial statements, financial highlights, and portfolio of investments referred to above present fairly, in all material respects, the financial position of the aforementioned fund of Voya Balanced Portfolio, Inc., as of December 31, 2015, and the results of its operations for the year then ended, the changes in its net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Boston, Massachusetts | |
February 25, 2016 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 56.6% | ||||||||||||||
Consumer Discretionary: 8.2% | ||||||||||||||
5,932 | @ | Amazon.com, Inc. | 4,009,379 | 0.9 | ||||||||||
13,132 | AMC Networks, Inc. | 980,698 | 0.2 | |||||||||||
18,401 | L | American Eagle Outfitters | 285,216 | 0.1 | ||||||||||
25,809 | Barratt Developments PLC | 237,824 | 0.1 | |||||||||||
7,484 | Big Lots, Inc. | 288,433 | 0.1 | |||||||||||
4,500 | Bridgestone Corp. | 154,356 | 0.0 | |||||||||||
7,326 | Cheesecake Factory | 337,802 | 0.1 | |||||||||||
1,134 | @ | Chipotle Mexican Grill, Inc. | 544,150 | 0.1 | ||||||||||
1,551 | Cinemark Holdings, Inc. | 51,850 | 0.0 | |||||||||||
23,648 | Coach, Inc. | 773,999 | 0.2 | |||||||||||
31,909 | Comcast Corp. – Class A | 1,800,625 | 0.4 | |||||||||||
2,565 | @,L | Cracker Barrel Old Country Store | 325,319 | 0.1 | ||||||||||
1,414 | Daimler AG | 118,146 | 0.0 | |||||||||||
7,894 | Dana Holding Corp. | 108,937 | 0.0 | |||||||||||
8,911 | Delphi Automotive PLC | 763,940 | 0.2 | |||||||||||
12,100 | Denso Corp. | 578,205 | 0.1 | |||||||||||
25,415 | @ | Dish Network Corp. - Class A | 1,453,230 | 0.3 | ||||||||||
17,113 | Dollar General Corp. | 1,229,911 | 0.3 | |||||||||||
4,059 | Domino's Pizza, Inc. | 451,564 | 0.1 | |||||||||||
6,083 | L | Flight Centre Ltd. | 175,438 | 0.0 | ||||||||||
6,839 | Foot Locker, Inc. | 445,151 | 0.1 | |||||||||||
5,000 | Fuji Heavy Industries Ltd. | 205,981 | 0.1 | |||||||||||
23,164 | Gentex Corp. | 370,856 | 0.1 | |||||||||||
15,071 | Hasbro, Inc. | 1,015,183 | 0.2 | |||||||||||
26,373 | Hilton Worldwide Holdings, Inc. | 564,382 | 0.1 | |||||||||||
22,701 | Home Depot, Inc. | 3,002,207 | 0.7 | |||||||||||
992 | Hugo Boss AG | 81,849 | 0.0 | |||||||||||
6,071 | International Speedway Corp. | 204,714 | 0.0 | |||||||||||
22,600 | Isuzu Motors Ltd. | 243,462 | 0.1 | |||||||||||
5,443 | Jack in the Box, Inc. | 417,533 | 0.1 | |||||||||||
26,409 | @ | Jarden Corp. | 1,508,482 | 0.3 | ||||||||||
12,308 | L | JC Penney Co., Inc. | 81,971 | 0.0 | ||||||||||
53,576 | Kingfisher PLC | 259,496 | 0.1 | |||||||||||
2,863 | Lear Corp. | 351,662 | 0.1 | |||||||||||
23,248 | LKQ Corp. | 688,838 | 0.2 | |||||||||||
3,214 | LVMH Moet Hennessy Louis Vuitton SE | 504,826 | 0.1 | |||||||||||
25,594 | McDonald's Corp. | 3,023,675 | 0.7 | |||||||||||
85,200 | MGM China Holdings Ltd. | 105,893 | 0.0 | |||||||||||
10,500 | Namco Bandai Holdings, Inc. | 221,835 | 0.1 | |||||||||||
2,538 | Next PLC | 272,509 | 0.1 | |||||||||||
31,289 | Nike, Inc. | 1,955,563 | 0.4 | |||||||||||
165 | NVR, Inc. | 271,095 | 0.1 | |||||||||||
28,400 | Panasonic Corp. | 287,905 | 0.1 | |||||||||||
813 | @ | Polaris Industries, Inc. | 69,877 | 0.0 | ||||||||||
3,652 | ProSiebenSat.1 Media AG | 184,249 | 0.0 | |||||||||||
4,926 | Renault S.A. | 493,073 | 0.1 | |||||||||||
17,770 | Ross Stores, Inc. | 956,204 | 0.2 | |||||||||||
1,488 | RTL Group SA | 124,810 | 0.0 | |||||||||||
9,900 | Sekisui Chemical Co., Ltd. | 129,257 | 0.0 | |||||||||||
8,367 | @ | Skechers USA, Inc. | 252,767 | 0.1 | ||||||||||
13,012 | Starbucks Corp. | 781,110 | 0.2 | |||||||||||
16,500 | Sumitomo Rubber Industries, Inc. | 214,556 | 0.1 | |||||||||||
54,489 | Taylor Wimpey PLC | 162,888 | 0.0 | |||||||||||
11,900 | Television Broadcasts Ltd. | 48,898 | 0.0 | |||||||||||
3,487 | @ | Thor Industries, Inc. | 195,795 | 0.0 | ||||||||||
5,184 | Toll Brothers, Inc. | 172,627 | 0.0 | |||||||||||
18,500 | Toyota Motor Corp. | 1,139,212 | 0.3 | |||||||||||
1,904 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 352,240 | 0.1 | ||||||||||
12,400 | L | Yokohama Rubber Co., Ltd. | 190,437 | 0.0 | ||||||||||
36,222,090 | 8.2 | |||||||||||||
Consumer Staples: 4.9% | ||||||||||||||
1,242 | @ | Anheuser-Busch InBev Worldwide, Inc. | 154,564 | 0.0 | ||||||||||
3,633 | British American Tobacco PLC | 201,756 | 0.0 | |||||||||||
6,600 | Carrefour S.A. | 190,474 | 0.0 | |||||||||||
2,296 | Casey's General Stores, Inc. | 276,553 | 0.1 | |||||||||||
2,976 | L | Casino Guichard Perrachon S.A. | 136,720 | 0.0 | ||||||||||
12,091 | Church & Dwight Co., Inc. | 1,026,284 | 0.2 | |||||||||||
7,936 | Coca-Cola Amatil Ltd. | 53,512 | 0.0 | |||||||||||
23,030 | Coca-Cola Enterprises, Inc. | 1,133,997 | 0.2 | |||||||||||
7,658 | Costco Wholesale Corp. | 1,236,767 | 0.3 | |||||||||||
16,688 | CVS Health Corp. | 1,631,586 | 0.4 | |||||||||||
17,139 | Dean Foods Co. | 293,934 | 0.1 | |||||||||||
3,279 | Delhaize Group | 319,136 | 0.1 | |||||||||||
27,236 | Diageo PLC | 743,758 | 0.2 | |||||||||||
10,064 | Dr Pepper Snapple Group, Inc. | 937,965 | 0.2 | |||||||||||
21,510 | Flowers Foods, Inc. | 462,250 | 0.1 | |||||||||||
3,087 | Danone | 208,600 | 0.0 | |||||||||||
8,451 | Imperial Tobacco Group PLC | 446,365 | 0.1 | |||||||||||
3,543 | @ | Ingredion, Inc. | 339,561 | 0.1 | ||||||||||
11,900 | Japan Tobacco, Inc. | 436,894 | 0.1 | |||||||||||
8,918 | Kimberly-Clark Corp. | 1,135,262 | 0.2 | |||||||||||
16,237 | Koninklijke Ahold NV | 342,496 | 0.1 | |||||||||||
13,217 | Kraft Heinz Co. | 961,669 | 0.2 | |||||||||||
1,500 | Lawson, Inc. | 121,756 | 0.0 | |||||||||||
6,317 | Monster Beverage Corp. | 940,980 | 0.2 | |||||||||||
18,404 | Nestle S.A. | 1,366,226 | 0.3 | |||||||||||
33,675 | PepsiCo, Inc. | 3,364,806 | 0.8 | |||||||||||
14,251 | Philip Morris International, Inc. | 1,252,806 | 0.3 | |||||||||||
6,894 | @ | Pinnacle Foods, Inc. | 292,719 | 0.1 | ||||||||||
3,968 | Svenska Cellulosa AB SCA | 114,993 | 0.0 | |||||||||||
28,205 | Tate & Lyle PLC | 248,441 | 0.1 | |||||||||||
1,333 | L | Tootsie Roll Industries, Inc. | 42,110 | 0.0 | ||||||||||
4,592 | TreeHouse Foods, Inc. | 360,288 | 0.1 | |||||||||||
5,870 | Unilever NV | 255,840 | 0.0 | |||||||||||
6,944 | Wesfarmers Ltd. | 209,348 | 0.1 | |||||||||||
1,285 | WhiteWave Foods Co. | 49,999 | 0.0 | |||||||||||
117,600 | Wilmar International Ltd. | 242,648 | 0.1 | |||||||||||
17,977 | Woolworths Ltd. | 318,957 | 0.1 | |||||||||||
21,852,020 | 4.9 | |||||||||||||
Energy: 2.9% | ||||||||||||||
12,018 | Anadarko Petroleum Corp. | 583,834 | 0.1 | |||||||||||
8,075 | Atwood Oceanics, Inc. | 82,607 | 0.0 | |||||||||||
11,252 | Baker Hughes, Inc. | 519,280 | 0.1 | |||||||||||
69 | BG Group PLC | 1,000 | 0.0 | |||||||||||
34,902 | BP PLC | 181,376 | 0.0 |
See Accompanying Notes to Financial Statements
1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
11,050 | California Resources Corp. | 25,747 | 0.0 | |||||||||||
18,533 | Chevron Corp. | 1,667,229 | 0.4 | |||||||||||
6,240 | @ | Dril-Quip, Inc. | 369,595 | 0.1 | ||||||||||
11,264 | EOG Resources, Inc. | 797,379 | 0.2 | |||||||||||
4,377 | EQT Corp. | 228,173 | 0.1 | |||||||||||
42,409 | Halliburton Co. | 1,443,602 | 0.3 | |||||||||||
15,386 | Hess Corp. | 745,913 | 0.2 | |||||||||||
3,034 | @ | HollyFrontier Corp. | 121,026 | 0.0 | ||||||||||
9,003 | L | Noble Corp. PLC | 94,982 | 0.0 | ||||||||||
18,015 | Occidental Petroleum Corp. | 1,217,994 | 0.3 | |||||||||||
23,660 | @ | Patterson-UTI Energy, Inc. | 356,793 | 0.1 | ||||||||||
13,984 | @ | Royal Dutch Shell PLC - Class A ADR | 640,327 | 0.1 | ||||||||||
34,525 | Royal Dutch Shell PLC - Class A | 781,967 | 0.2 | |||||||||||
9,941 | Royal Dutch Shell PLC - Class B | 226,566 | 0.0 | |||||||||||
5,992 | L | SM Energy Co. | 117,803 | 0.0 | ||||||||||
15,647 | L | Total S.A. ADR | 703,333 | 0.2 | ||||||||||
17,033 | Total S.A. | 763,617 | 0.2 | |||||||||||
15,876 | Valero Energy Corp. | 1,122,592 | 0.3 | |||||||||||
6,460 | WPX Energy, Inc. | 37,080 | 0.0 | |||||||||||
12,829,815 | 2.9 | |||||||||||||
Financials: 11.6% | ||||||||||||||
36,243 | 3i Group PLC | 256,740 | 0.1 | |||||||||||
19,838 | Aberdeen Asset Management PLC | 84,535 | 0.0 | |||||||||||
20,976 | Admiral Group PLC | 512,565 | 0.1 | |||||||||||
1,681 | Affiliated Managers Group, Inc. | 268,557 | 0.1 | |||||||||||
16,600 | AIA Group Ltd. | 99,186 | 0.0 | |||||||||||
7,905 | @ | Alexander & Baldwin, Inc. | 279,126 | 0.1 | ||||||||||
177 | Alleghany Corp. | 84,594 | 0.0 | |||||||||||
3,349 | Allianz SE | 590,358 | 0.1 | |||||||||||
16,281 | Allstate Corp. | 1,010,887 | 0.2 | |||||||||||
6,315 | Ameriprise Financial, Inc. | 672,042 | 0.2 | |||||||||||
1,984 | #,@ | Amundi SA | 93,101 | 0.0 | ||||||||||
22,829 | Arthur J. Gallagher & Co. | 934,619 | 0.2 | |||||||||||
4,728 | Aspen Insurance Holdings Ltd. | 228,362 | 0.1 | |||||||||||
22,290 | Australia & New Zealand Banking Group Ltd. | 449,807 | 0.1 | |||||||||||
100,748 | Banco Santander SA | 495,619 | 0.1 | |||||||||||
6,829 | Bancorpsouth, Inc. | 163,828 | 0.0 | |||||||||||
24,328 | BB&T Corp. | 919,842 | 0.2 | |||||||||||
3,171 | Blackrock, Inc. | 1,079,789 | 0.2 | |||||||||||
21,376 | Blackstone Group LP | 625,034 | 0.1 | |||||||||||
1,786 | BNP Paribas | 101,048 | 0.0 | |||||||||||
13,296 | British Land Co. PLC | 153,847 | 0.0 | |||||||||||
37,609 | Brixmor Property Group, Inc. | 971,064 | 0.2 | |||||||||||
1,826 | Care Capital Properties, Inc. | 55,821 | 0.0 | |||||||||||
47,883 | Challenger Ltd. | 301,776 | 0.1 | |||||||||||
36,166 | Citigroup, Inc. | 1,871,590 | 0.4 | |||||||||||
2,989 | Commonwealth Bank of Australia | 184,793 | 0.0 | |||||||||||
3,175 | @ | Communications Sales & Leasing, Inc. | 59,341 | 0.0 | ||||||||||
12,302 | Corporate Office Properties Trust SBI MD | 268,553 | 0.1 | |||||||||||
21,660 | Credit Agricole SA | 255,246 | 0.1 | |||||||||||
26,782 | L | CaixaBank SA | 93,218 | 0.0 | ||||||||||
14,900 | Dai-ichi Life Insurance Co., Ltd. | 247,902 | 0.1 | |||||||||||
20,483 | DDR Corp. | 344,934 | 0.1 | |||||||||||
6,894 | Deutsche Wohnen AG | 190,633 | 0.0 | |||||||||||
20,276 | @ | Discover Financial Services | 1,087,199 | 0.3 | ||||||||||
19,458 | DnB NOR ASA | 239,746 | 0.1 | |||||||||||
4,426 | Endurance Specialty Holdings Ltd. | 283,220 | 0.1 | |||||||||||
3,095 | Everest Re Group Ltd. | 566,664 | 0.1 | |||||||||||
2,452 | Extra Space Storage, Inc. | 216,291 | 0.1 | |||||||||||
668 | @ | Federal Realty Investment Trust | 97,595 | 0.0 | ||||||||||
12,607 | First American Financial Corp. | 452,591 | 0.1 | |||||||||||
4,557 | @ | FirstMerit Corp. | 84,988 | 0.0 | ||||||||||
31,105 | @ | Gaming and Leisure Properties, Inc. | 864,719 | 0.2 | ||||||||||
91,000 | Hang Lung Properties Ltd. | 206,193 | 0.0 | |||||||||||
4,481 | @ | Hanover Insurance Group, Inc. | 364,485 | 0.1 | ||||||||||
19,459 | Hartford Financial Services Group, Inc. | 845,688 | 0.2 | |||||||||||
5,961 | Highwoods Properties, Inc. | 259,900 | 0.1 | |||||||||||
7,042 | @ | Hospitality Properties Trust | 184,148 | 0.0 | ||||||||||
99,137 | HSBC Holdings PLC | 782,614 | 0.2 | |||||||||||
12,484 | Huntington Bancshares, Inc. | 138,073 | 0.0 | |||||||||||
4,910 | Intercontinental Exchange, Inc. | 1,258,237 | 0.3 | |||||||||||
192,291 | Intesa Sanpaolo SpA - ISP | 638,602 | 0.1 | |||||||||||
11,500 | Iyo Bank Ltd. | 111,731 | 0.0 | |||||||||||
2,118 | Jones Lang LaSalle, Inc. | 338,583 | 0.1 | |||||||||||
39,075 | JPMorgan Chase & Co. | 2,580,122 | 0.6 | |||||||||||
1,895 | KBC Groep NV | 118,488 | 0.0 | |||||||||||
79,059 | @ | Keycorp | 1,042,788 | 0.2 | ||||||||||
16,710 | Land Securities Group PLC | 289,670 | 0.1 | |||||||||||
11,306 | LaSalle Hotel Properties | 284,459 | 0.1 | |||||||||||
21,363 | Lazard Ltd. | 961,549 | 0.2 | |||||||||||
33,113 | Liberty Property Trust | 1,028,159 | 0.2 | |||||||||||
14,239 | Lincoln National Corp. | 715,652 | 0.2 | |||||||||||
43,500 | Link REIT | 259,342 | 0.1 | |||||||||||
477 | MarketAxess Holdings, Inc. | 53,228 | 0.0 | |||||||||||
13,350 | Mid-America Apartment Communities, Inc. | 1,212,313 | 0.3 | |||||||||||
23,100 | Mitsubishi UFJ Financial Group, Inc. | 143,087 | 0.0 | |||||||||||
10,100 | MS&AD Insurance Group Holdings, Inc. | 296,179 | 0.1 | |||||||||||
9,635 | @ | Moody's Corp. | 966,776 | 0.2 | ||||||||||
1,092 | Muenchener Rueckversicherungs-Gesellschaft AG | 217,568 | 0.1 | |||||||||||
4,167 | National Australia Bank Ltd. | 90,931 | 0.0 | |||||||||||
80,000 | New World Development Ltd. | 78,555 | 0.0 | |||||||||||
3,260 | L | New York Community Bancorp., Inc. | 53,203 | 0.0 | ||||||||||
16,400 | NKSJ Holdings, Inc. | 538,489 | 0.1 | |||||||||||
19,719 | Nordea Bank AB | 216,352 | 0.1 | |||||||||||
90,458 | Old Mutual PLC | 237,966 | 0.1 | |||||||||||
47,900 | Oversea-Chinese Banking Corp. | 296,138 | 0.1 | |||||||||||
11,447 | PacWest Bancorp | 493,366 | 0.1 | |||||||||||
39,676 | Platinum Asset Management Ltd. | 231,842 | 0.1 | |||||||||||
7,394 | Primerica, Inc. | 349,219 | 0.1 | |||||||||||
6,352 | Prosperity Bancshares, Inc. | 304,007 | 0.1 | |||||||||||
9,149 | Prudential Financial, Inc. | 744,820 | 0.2 | |||||||||||
20,705 | QBE Insurance Group Ltd. | 188,315 | 0.0 |
See Accompanying Notes to Financial Statements
2 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
2,213 | @ | Raymond James Financial, Inc. | 128,288 | 0.0 | ||||||||||
3,708 | Reinsurance Group of America, Inc. | 317,219 | 0.1 | |||||||||||
3,623 | RenaissanceRe Holdings Ltd. | 410,087 | 0.1 | |||||||||||
11,308 | Sampo OYJ | 574,249 | 0.1 | |||||||||||
8,700 | Softbank Investment Corp. | 93,881 | 0.0 | |||||||||||
70,342 | Scentre Group | 213,357 | 0.1 | |||||||||||
6,964 | SEI Investments Co. | 364,914 | 0.1 | |||||||||||
4,097 | Signature Bank | 628,357 | 0.1 | |||||||||||
5,494 | Simon Property Group, Inc. | 1,068,253 | 0.2 | |||||||||||
19,700 | SLM Corp. | 128,444 | 0.0 | |||||||||||
3,431 | Societe Generale | 158,109 | 0.0 | |||||||||||
9,055 | @ | Stifel Financial Corp. | 383,570 | 0.1 | ||||||||||
6,700 | Sumitomo Mitsui Financial Group, Inc. | 252,865 | 0.1 | |||||||||||
140,000 | Sumitomo Mitsui Trust Holdings, Inc. | 530,226 | 0.1 | |||||||||||
4,026 | @ | SVB Financial Group | 478,691 | 0.1 | ||||||||||
2,234 | @ | Synovus Financial Corp. | 72,337 | 0.0 | ||||||||||
5,592 | @ | Taubman Centers, Inc. | 429,018 | 0.1 | ||||||||||
28,212 | @ | TD Ameritrade Holding Corp. | 979,238 | 0.2 | ||||||||||
10,722 | UBS Group AG | 208,001 | 0.0 | |||||||||||
2,478 | UDR, Inc. | 93,098 | 0.0 | |||||||||||
16,700 | United Overseas Bank Ltd. | 230,240 | 0.1 | |||||||||||
27,493 | Unum Group | 915,242 | 0.2 | |||||||||||
4,779 | Urban Edge Properties | 112,068 | 0.0 | |||||||||||
7,541 | Validus Holdings Ltd. | 349,073 | 0.1 | |||||||||||
8,735 | Waddell & Reed Financial, Inc. | 250,345 | 0.1 | |||||||||||
5,038 | @ | Webster Financial Corp. | 187,363 | 0.0 | ||||||||||
12,789 | @ | Weingarten Realty Investors | 442,244 | 0.1 | ||||||||||
58,666 | Wells Fargo & Co. | 3,189,084 | 0.7 | |||||||||||
4,498 | Westpac Banking Corp. | 109,030 | 0.0 | |||||||||||
46,000 | Wharf Holdings Ltd. | 253,620 | 0.1 | |||||||||||
28,000 | Wheelock & Co., Ltd. | 117,493 | 0.0 | |||||||||||
35,420 | WP GLIMCHER, Inc. | 375,806 | 0.1 | |||||||||||
2,444 | Zurich Insurance Group AG | 627,864 | 0.1 | |||||||||||
51,633,881 | 11.6 | |||||||||||||
Health Care: 7.5% | ||||||||||||||
3,320 | @ | Abiomed, Inc. | 299,730 | 0.1 | ||||||||||
3,482 | Allergan plc | 1,088,125 | 0.2 | |||||||||||
9,605 | Amgen, Inc. | 1,559,180 | 0.4 | |||||||||||
12,203 | AstraZeneca PLC | 824,285 | 0.2 | |||||||||||
2,793 | Bayer AG | 348,821 | 0.1 | |||||||||||
3,683 | Biogen, Inc. | 1,128,287 | 0.3 | |||||||||||
613 | Bio-Rad Laboratories, Inc. | 84,999 | 0.0 | |||||||||||
39,181 | Bristol-Myers Squibb Co. | 2,695,261 | 0.6 | |||||||||||
9,598 | @ | Celgene Corp. | 1,149,456 | 0.3 | ||||||||||
8,514 | @ | Centene Corp. | 560,306 | 0.1 | ||||||||||
4,287 | Charles River Laboratories International, Inc. | 344,632 | 0.1 | |||||||||||
4,330 | @ | Community Health Systems, Inc. | 114,875 | 0.0 | ||||||||||
16,400 | Daiichi Sankyo Co., Ltd. | 338,491 | 0.1 | |||||||||||
14,020 | @ | Edwards Lifesciences Corp. | 1,107,300 | 0.3 | ||||||||||
18,522 | Gilead Sciences, Inc. | 1,874,241 | 0.4 | |||||||||||
23,968 | GlaxoSmithKline PLC | 484,057 | 0.1 | |||||||||||
4,846 | Health Net, Inc. | 331,757 | 0.1 | |||||||||||
4,008 | Hill-Rom Holdings, Inc. | 192,624 | 0.0 | |||||||||||
16,810 | Hologic, Inc. | 650,379 | 0.1 | |||||||||||
6,230 | McKesson Corp. | 1,228,743 | 0.3 | |||||||||||
6,900 | Medipal Holdings Corp. | 117,604 | 0.0 | |||||||||||
3,566 | Mednax, Inc. | 255,540 | 0.1 | |||||||||||
17,603 | @ | Medtronic PLC | 1,354,023 | 0.3 | ||||||||||
57,967 | Merck & Co., Inc. | 3,061,817 | 0.7 | |||||||||||
1,874 | @ | Mettler Toledo International, Inc. | 635,530 | 0.1 | ||||||||||
4,995 | L | Molina Healthcare, Inc. | 300,349 | 0.1 | ||||||||||
14,186 | Novartis AG | 1,220,269 | 0.3 | |||||||||||
8,122 | Novo Nordisk A/S | 470,249 | 0.1 | |||||||||||
1,486 | @ | Owens & Minor, Inc. | 53,466 | 0.0 | ||||||||||
68,307 | Pfizer, Inc. | 2,204,950 | 0.5 | |||||||||||
2,713 | Quintiles Transnational Holdings, Inc. | 186,275 | 0.0 | |||||||||||
1,247 | Resmed, Inc. | 66,951 | 0.0 | |||||||||||
4,576 | Roche Holding AG | 1,268,048 | 0.3 | |||||||||||
2,422 | Sanofi | 206,408 | 0.0 | |||||||||||
4,840 | Shire PLC | 332,062 | 0.1 | |||||||||||
4,568 | Shire PLC ADR | 936,440 | 0.2 | |||||||||||
6,937 | STERIS PLC | 522,634 | 0.1 | |||||||||||
3,000 | Suzuken Co., Ltd. | 114,006 | 0.0 | |||||||||||
5,606 | Teva Phaemaceutical Industries Ltd. | 365,741 | 0.1 | |||||||||||
875 | United Therapeutics Corp. | 137,034 | 0.0 | |||||||||||
22,946 | UnitedHealth Group, Inc. | 2,699,367 | 0.6 | |||||||||||
4,574 | @ | WellCare Health Plans, Inc. | 357,732 | 0.1 | ||||||||||
33,272,044 | 7.5 | |||||||||||||
Industrials: 6.6% | ||||||||||||||
451 | @ | Acuity Brands, Inc. | 105,444 | 0.0 | ||||||||||
10,674 | @ | Aecom Technology Corp. | 320,540 | 0.1 | ||||||||||
4,772 | Alaska Air Group, Inc. | 384,194 | 0.1 | |||||||||||
6,695 | L | Alstom SA | 204,499 | 0.0 | ||||||||||
22,860 | @ | Ametek, Inc. | 1,225,068 | 0.3 | ||||||||||
178 | AP Moller - Maersk A/S - Class B | 232,166 | 0.1 | |||||||||||
17,318 | BAE Systems PLC | 127,505 | 0.0 | |||||||||||
5,269 | Boeing Co. | 761,845 | 0.2 | |||||||||||
5,202 | Carlisle Cos., Inc. | 461,365 | 0.1 | |||||||||||
21,334 | CK Hutchison Holdings Ltd. | 286,770 | 0.1 | |||||||||||
4,694 | Clarcor, Inc. | 233,198 | 0.1 | |||||||||||
33,863 | CNH Industrial NV | 231,927 | 0.0 | |||||||||||
16,083 | Danaher Corp. | 1,493,789 | 0.3 | |||||||||||
10,161 | Deere & Co. | 774,980 | 0.2 | |||||||||||
29,181 | Delta Air Lines, Inc. | 1,479,185 | 0.3 | |||||||||||
445 | Deluxe Corp. | 24,270 | 0.0 | |||||||||||
9,725 | easyJet PLC | 249,418 | 0.1 | |||||||||||
5,964 | Airbus Group SE | 401,901 | 0.1 | |||||||||||
5,160 | Fortune Brands Home & Security, Inc. | 286,380 | 0.1 | |||||||||||
6,689 | General Dynamics Corp. | 918,801 | 0.2 | |||||||||||
89,781 | General Electric Co. | 2,796,678 | 0.6 | |||||||||||
11,890 | Hubbell, Inc. | 1,201,366 | 0.3 | |||||||||||
1,595 | Huntington Ingalls Industries, Inc. | 202,326 | 0.0 | |||||||||||
18,622 | Ingersoll-Rand PLC - Class A | 1,029,610 | 0.2 | |||||||||||
10,400 | Itochu Corp. | 123,016 | 0.0 | |||||||||||
3,000 | Japan Airlines Co. Ltd. | 107,379 | 0.0 | |||||||||||
19,765 | JetBlue Airways Corp. | 447,677 | 0.1 | |||||||||||
18,599 | LIXIL Group Corp. | 413,078 | 0.1 | |||||||||||
938 | KLX, Inc. | 28,881 | 0.0 | |||||||||||
18,800 | Komatsu Ltd. | 307,614 | 0.1 | |||||||||||
19,438 | Koninklijke Philips NV | 496,143 | 0.1 | |||||||||||
884 | Lennox International, Inc. | 110,412 | 0.0 | |||||||||||
8,615 | Lincoln Electric Holdings, Inc. | 447,032 | 0.1 | |||||||||||
5,822 | @ | Manpower, Inc. | 490,736 | 0.1 | ||||||||||
4,033 | Metso OYJ | 90,340 | 0.0 |
See Accompanying Notes to Financial Statements
3 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
29,900 | Mitsubishi Corp. | 497,330 | 0.1 | |||||||||||
28,000 | Mitsubishi Electric Corp. | 293,912 | 0.1 | |||||||||||
40,548 | @ | Mueller Water Products, Inc. | 348,713 | 0.1 | ||||||||||
4,951 | Northrop Grumman Corp. | 934,798 | 0.2 | |||||||||||
6,206 | Orbital ATK, Inc. | 554,444 | 0.1 | |||||||||||
5,002 | Regal-Beloit Corp. | 292,717 | 0.1 | |||||||||||
7,401 | Roper Technologies, Inc. | 1,404,636 | 0.3 | |||||||||||
36,615 | Royal Mail PLC | 239,825 | 0.1 | |||||||||||
8,310 | Siemens AG | 803,963 | 0.2 | |||||||||||
14,274 | SKF AB - B Shares | 230,544 | 0.0 | |||||||||||
7,499 | Stanley Black & Decker, Inc. | 800,368 | 0.2 | |||||||||||
4,229 | Teledyne Technologies, Inc. | 375,112 | 0.1 | |||||||||||
17,013 | Textron, Inc. | 714,716 | 0.2 | |||||||||||
5,596 | Toro Co. | 408,900 | 0.1 | |||||||||||
689 | @ | Towers Watson & Co. | 88,509 | 0.0 | ||||||||||
2,609 | @ | TransDigm Group, Inc. | 596,026 | 0.1 | ||||||||||
10,469 | @ | Trinity Industries, Inc. | 251,465 | 0.1 | ||||||||||
6,859 | @,L | United States Steel Corp. | 54,735 | 0.0 | ||||||||||
33,149 | Volvo AB - B Shares | 307,376 | 0.1 | |||||||||||
5,092 | Wabtec Corp. | 362,143 | 0.1 | |||||||||||
10,634 | Waste Connections, Inc. | 598,907 | 0.1 | |||||||||||
5,439 | Wolseley PLC | 295,410 | 0.1 | |||||||||||
2,949 | @ | Woodward, Inc. | 146,447 | 0.0 | ||||||||||
29,096,529 | 6.6 | |||||||||||||
Information Technology: 9.5% | ||||||||||||||
16,951 | Activision Blizzard, Inc. | 656,173 | 0.1 | |||||||||||
17,561 | @ | Adobe Systems, Inc. | 1,649,680 | 0.4 | ||||||||||
5,148 | @ | Alphabet, Inc. - Class A | 4,005,195 | 0.9 | ||||||||||
7,483 | Amadeus IT Holding S.A. | 329,812 | 0.1 | |||||||||||
6,733 | @ | Ansys, Inc. | 622,802 | 0.1 | ||||||||||
55,703 | Apple, Inc. | 5,863,298 | 1.3 | |||||||||||
4,805 | @ | ARRIS Group, Inc. | 146,889 | 0.0 | ||||||||||
1,687 | Arrow Electronics, Inc. | 91,402 | 0.0 | |||||||||||
8,937 | @ | Avago Technologies Ltd. | 1,297,206 | 0.3 | ||||||||||
4,429 | Broadridge Financial Solutions, Inc. ADR | 237,970 | 0.1 | |||||||||||
28,561 | Brocade Communications Systems, Inc. | 262,190 | 0.1 | |||||||||||
3,357 | Cap Gemini SA | 311,483 | 0.1 | |||||||||||
1,741 | CDK Global, Inc. | 82,645 | 0.0 | |||||||||||
78,263 | Cisco Systems, Inc. | 2,125,232 | 0.5 | |||||||||||
20,167 | Cognizant Technology Solutions Corp. | 1,210,423 | 0.3 | |||||||||||
2,190 | @ | Commvault Systems, Inc. | 86,176 | 0.0 | ||||||||||
30,306 | Computershare Ltd. | 255,011 | 0.1 | |||||||||||
4,309 | CoreLogic, Inc. | 145,903 | 0.0 | |||||||||||
30,039 | Cypress Semiconductor Corp. | 294,683 | 0.1 | |||||||||||
12,928 | @ | Electronic Arts, Inc. | 888,412 | 0.2 | ||||||||||
3,317 | F5 Networks, Inc. | 321,616 | 0.1 | |||||||||||
13,777 | @ | Facebook, Inc. | 1,441,901 | 0.3 | ||||||||||
584 | Fair Isaac Corp. | 55,001 | 0.0 | |||||||||||
13,310 | Fortinet, Inc. | 414,873 | 0.1 | |||||||||||
4,700 | Fuji Photo Film Co., Ltd. | 196,143 | 0.0 | |||||||||||
582 | Gartner, Inc. | 52,787 | 0.0 | |||||||||||
921 | Global Payments, Inc. | 59,414 | 0.0 | |||||||||||
34,300 | L | GungHo Online Entertainment, Inc. | 93,180 | 0.0 | ||||||||||
66,900 | Hitachi Ltd. | 379,081 | 0.1 | |||||||||||
12,232 | Ingram Micro, Inc. | 371,608 | 0.1 | |||||||||||
18,308 | Integrated Device Technology, Inc. | 482,416 | 0.1 | |||||||||||
61,231 | Intel Corp. | 2,109,408 | 0.5 | |||||||||||
3,955 | InterDigital, Inc. | 193,953 | 0.0 | |||||||||||
18,133 | Intersil Corp. | 231,377 | 0.0 | |||||||||||
1,961 | @ | j2 Global, Inc. | 161,429 | 0.0 | ||||||||||
14,900 | Konica Minolta Holdings, Inc. | 149,226 | 0.0 | |||||||||||
6,680 | Manhattan Associates, Inc. | 442,016 | 0.1 | |||||||||||
24,058 | L | Microchip Technology, Inc. | 1,119,659 | 0.3 | ||||||||||
83,440 | Microsoft Corp. | 4,629,251 | 1.0 | |||||||||||
4,600 | Mixi, Inc. | 172,056 | 0.0 | |||||||||||
10,085 | @ | National Instruments Corp. | 289,339 | 0.1 | ||||||||||
11,513 | L | NeuStar, Inc. | 275,967 | 0.1 | ||||||||||
8,520 | NXP Semiconductor NV - NXPI - US | 717,810 | 0.2 | |||||||||||
6,443 | Plantronics, Inc. | 305,527 | 0.1 | |||||||||||
23,976 | Polycom, Inc. | 301,858 | 0.1 | |||||||||||
15,232 | Red Hat, Inc. | 1,261,362 | 0.3 | |||||||||||
14,400 | Ricoh Co., Ltd. | 148,274 | 0.0 | |||||||||||
5,280 | @ | Salesforce.com, Inc. | 413,952 | 0.1 | ||||||||||
3,890 | SAP SE | 308,685 | 0.1 | |||||||||||
1,869 | Science Applications International Corp. | 85,563 | 0.0 | |||||||||||
6,900 | Seiko Epson Corp. | 106,254 | 0.0 | |||||||||||
4,310 | SolarWinds, Inc. | 253,859 | 0.1 | |||||||||||
1,143 | Synopsys, Inc. | 52,132 | 0.0 | |||||||||||
3,952 | Tech Data Corp. | 262,334 | 0.1 | |||||||||||
2,852 | Tyler Technologies, Inc. | 497,161 | 0.1 | |||||||||||
2,890 | Ultimate Software Group, Inc. | 565,024 | 0.1 | |||||||||||
32,909 | Visa, Inc. - Class A | 2,552,093 | 0.6 | |||||||||||
2,487 | WEX, Inc. | 219,851 | 0.0 | |||||||||||
42,256,025 | 9.5 | |||||||||||||
Materials: 2.4% | ||||||||||||||
3,275 | Air Liquide SA | 367,675 | 0.1 | |||||||||||
2,296 | Albemarle Corp. | 128,599 | 0.0 | |||||||||||
474 | Ashland, Inc. | 48,680 | 0.0 | |||||||||||
9,838 | BASF SE | 749,444 | 0.2 | |||||||||||
40,386 | BHP Billiton Ltd. | 519,749 | 0.1 | |||||||||||
5,359 | Carpenter Technology Corp. | 162,217 | 0.0 | |||||||||||
7,742 | Chemours Co. | 41,497 | 0.0 | |||||||||||
27,990 | Commercial Metals Co. | 383,183 | 0.1 | |||||||||||
24,277 | Crown Holdings, Inc. | 1,230,844 | 0.3 | |||||||||||
23,632 | Dow Chemical Co. | 1,216,575 | 0.3 | |||||||||||
14,482 | Eastman Chemical Co. | 977,680 | 0.2 | |||||||||||
22,661 | International Paper Co. | 854,320 | 0.2 | |||||||||||
16,100 | JSR Corp. | 250,908 | 0.0 | |||||||||||
8,708 | Koninklijke DSM NV | 436,669 | 0.1 | |||||||||||
4,448 | Minerals Technologies, Inc. | 203,985 | 0.1 | |||||||||||
18,002 | Olin Corp. | 310,715 | 0.1 | |||||||||||
20,158 | Packaging Corp. of America | 1,270,962 | 0.3 | |||||||||||
3,660 | Reliance Steel & Aluminum Co. | 211,951 | 0.1 | |||||||||||
2,019 | Royal Gold, Inc. | 73,633 | 0.0 | |||||||||||
6,100 | Shin-Etsu Chemical Co., Ltd. | 331,632 | 0.1 | |||||||||||
27,367 | @ | Steel Dynamics, Inc. | 489,048 | 0.1 | ||||||||||
5,832 | @ | Worthington Industries, Inc. | 175,776 | 0.0 | ||||||||||
3,709 | Yara International ASA | 159,517 | 0.0 | |||||||||||
10,595,259 | 2.4 | |||||||||||||
Telecommunication Services: 1.0% | ||||||||||||||
54,944 | AT&T, Inc. | 1,890,623 | 0.4 | |||||||||||
227,093 | Bezeq Israeli Telecommunication Corp., Ltd. | 499,914 | 0.1 | |||||||||||
3,968 | Elisa OYJ | 149,296 | 0.1 |
See Accompanying Notes to Financial Statements
4 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Telecommunication Services: (continued) | ||||||||||||||
24,511 | Orange SA | 409,966 | 0.1 | |||||||||||
8,500 | KDDI Corp. | 220,747 | 0.1 | |||||||||||
2,034 | Millicom International Cellular S.A. | 116,711 | 0.0 | |||||||||||
10,201 | Nippon Telegraph & Telephone Corp. | 405,981 | 0.1 | |||||||||||
12,400 | NTT DoCoMo, Inc. | 254,344 | 0.1 | |||||||||||
198,000 | PCCW Ltd. | 115,742 | 0.0 | |||||||||||
8,204 | Telenor ASA | 136,749 | 0.0 | |||||||||||
38,858 | Vodafone Group PLC | 126,008 | 0.0 | |||||||||||
4,326,081 | 1.0 | |||||||||||||
Utilities: 2.0% | ||||||||||||||
18,892 | American Electric Power Co., Inc. | 1,100,837 | 0.3 | |||||||||||
5,209 | Cleco Corp. | 271,962 | 0.1 | |||||||||||
17,486 | DTE Energy Co. | 1,402,202 | 0.3 | |||||||||||
79,892 | Enel S.p.A. | 335,013 | 0.1 | |||||||||||
31,306 | EDP - Energias de Portugal SA | 112,807 | 0.0 | |||||||||||
24,865 | Gas Natural SDG S.A. | 507,056 | 0.1 | |||||||||||
28,500 | Power Assets Holdings Ltd. | 261,275 | 0.1 | |||||||||||
2,073 | @ | Idacorp, Inc. | 140,964 | 0.0 | ||||||||||
14,865 | OGE Energy Corp. | 390,801 | 0.1 | |||||||||||
8,818 | ONE Gas, Inc. | 442,399 | 0.1 | |||||||||||
28,381 | PG&E Corp. | 1,509,585 | 0.4 | |||||||||||
870 | Pinnacle West Capital Corp. | 56,098 | 0.0 | |||||||||||
5,680 | @ | Questar Corp. | 110,647 | 0.0 | ||||||||||
10,047 | RWE AG | 126,667 | 0.0 | |||||||||||
9,720 | Sempra Energy | 913,777 | 0.2 | |||||||||||
13,700 | Suez Environnement S.A. | 256,237 | 0.0 | |||||||||||
21,336 | Talen Energy Corp. | 132,923 | 0.0 | |||||||||||
60,000 | Tokyo Gas Co., Ltd. | 281,928 | 0.1 | |||||||||||
12,853 | @ | UGI Corp. | 433,917 | 0.1 | ||||||||||
744 | WGL Holdings, Inc. | 46,865 | 0.0 | |||||||||||
8,833,960 | 2.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $245,115,796) | 250,917,704 | 56.6 | ||||||||||||
EXCHANGE-TRADED FUNDS: 5.8% | ||||||||||||||
37,981 | iShares Barclays 20+ Year Treasury Bond Fund | 4,581,268 | 1.0 | |||||||||||
205,700 | iShares MSCI Emerging Markets Index Fund | 6,621,483 | 1.5 | |||||||||||
3,798 | iShares Russell 1000 Value Index Fund | 371,672 | 0.1 | |||||||||||
4,500 | iShares S&P MidCap 400 Index Fund | 627,210 | 0.2 | |||||||||||
403,515 | PowerShares Senior Loan Portfolio | 9,038,736 | 2.0 | |||||||||||
133,500 | SPDR Barclays Capital High Yield Bond ETF | 4,526,985 | 1.0 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $29,696,546) | 25,767,354 | 5.8 | ||||||||||||
MUTUAL FUNDS: 4.0% | ||||||||||||||
Affiliated Investment Companies: 3.0% | ||||||||||||||
1,790,829 | Voya High Yield Bond Fund - Class P | 13,431,216 | 3.0 | |||||||||||
Unaffiliated Investment Companies: 1.0% | ||||||||||||||
965,993 | @ | Credit Suisse Commodity Return Strategy Fund - Class I | 4,356,627 | 1.0 | ||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $20,072,597) | 17,787,843 | 4.0 | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
Consumer Discretionary: 0.0% | ||||||||||||||
1,165 | Volkswagen AG | 168,203 | 0.0 | |||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $289,361) | 168,203 | 0.0 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 9.5% | ||||||||||||||
Basic Materials: 0.5% | ||||||||||||||
30,000 | Albemarle Corp., 3.000%, 12/01/19 | 29,462 | 0.0 | |||||||||||
340,000 | # | Anglo American Capital PLC, 2.625%, 09/27/17 | 297,620 | 0.1 | ||||||||||
60,000 | L | ArcelorMittal, 6.500%, 03/01/21 | 48,593 | 0.0 | ||||||||||
29,000 | Barrick Gold Corp., 4.100%, 05/01/23 | 24,918 | 0.0 | |||||||||||
181,000 | Barrick North America Finance LLC, 5.750%, 05/01/43 | 131,283 | 0.0 | |||||||||||
112,000 | BHP Billiton Finance USA Ltd., 5.000%, 09/30/43 | 101,855 | 0.0 | |||||||||||
200,000 | # | BHP Billiton Finance USA Ltd., 6.750%, 10/19/75 | 193,500 | 0.1 | ||||||||||
115,000 | Eastman Chemical Co., 2.700%, 01/15/20 | 114,018 | 0.0 | |||||||||||
200,000 | EuroChem Mineral & Chemical Co. OJSC via EuroChem GI Ltd., 5.125%, 12/12/17 | 201,200 | 0.1 | |||||||||||
67,000 | # | Georgia-Pacific LLC, 2.539%, 11/15/19 | 66,698 | 0.0 | ||||||||||
25,000 | # | Georgia-Pacific LLC, 3.600%, 03/01/25 | 24,771 | 0.0 | ||||||||||
38,000 | # | Glencore Funding LLC, 2.500%, 01/15/19 | 31,752 | 0.0 | ||||||||||
84,000 | #,L | Glencore Funding LLC, 2.875%, 04/16/20 | 65,583 | 0.0 | ||||||||||
73,000 | Goldcorp, Inc., 3.700%, 03/15/23 | 66,782 | 0.0 | |||||||||||
205,000 | L | Huntsman International LLC, 4.875%, 11/15/20 | 188,088 | 0.1 | ||||||||||
200,000 | Metalloinvest Finance Ltd., 6.500%, 07/21/16 | 202,715 | 0.1 | |||||||||||
75,000 | # | NOVA Chemicals Corp., 5.250%, 08/01/23 | 74,531 | 0.0 | ||||||||||
85,000 | PolyOne Corp., 5.250%, 03/15/23 | 83,300 | 0.0 | |||||||||||
54,000 | Steel Dynamics, Inc., 5.125%, 10/01/21 | 50,220 | 0.0 | |||||||||||
200,000 | Vedanta Resources PLC, 8.250%, 06/07/21 | 117,339 | 0.0 | |||||||||||
2,114,228 | 0.5 | |||||||||||||
Communications: 1.4% | ||||||||||||||
73,000 | 21st Century Fox America, Inc., 3.000%, 09/15/22 | 72,049 | 0.0 |
See Accompanying Notes to Financial Statements
5 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
68,000 | 21st Century Fox America, Inc., 5.400%, 10/01/43 | 71,035 | 0.0 | |||||||||||
69,000 | 21st Century Fox America, Inc., 6.900%, 03/01/19 | 78,449 | 0.0 | |||||||||||
200,000 | Alibaba Group Holding Ltd, 3.600%, 11/28/24 | 191,768 | 0.1 | |||||||||||
28,000 | AT&T, Inc., 3.400%, 05/15/25 | 26,967 | 0.0 | |||||||||||
41,000 | AT&T, Inc., 3.000%, 06/30/22 | 39,942 | 0.0 | |||||||||||
61,000 | AT&T, Inc., 4.800%, 06/15/44 | 56,092 | 0.0 | |||||||||||
79,000 | AT&T, Inc., 5.350%, 09/01/40 | 78,292 | 0.0 | |||||||||||
147,000 | Cablevision Systems Corp., 8.625%, 09/15/17 | 155,085 | 0.1 | |||||||||||
68,000 | CBS Corp., 2.300%, 08/15/19 | 67,309 | 0.0 | |||||||||||
64,000 | CBS Corp., 3.700%, 08/15/24 | 62,388 | 0.0 | |||||||||||
89,000 | CC Holdings GS V LLC / Crown Castle GS III Corp., 2.381%, 12/15/17 | 89,138 | 0.0 | |||||||||||
285,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/23 | 286,069 | 0.1 | |||||||||||
20,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/23 | 20,550 | 0.0 | |||||||||||
131,000 | # | CCO Safari II LLC, 4.464%, 07/23/22 | 130,691 | 0.0 | ||||||||||
32,000 | # | CCO Safari II LLC, 4.908%, 07/23/25 | 32,017 | 0.0 | ||||||||||
90,000 | CenturyLink, Inc., 6.750%, 12/01/23 | 84,712 | 0.0 | |||||||||||
30,000 | Cisco Systems, Inc., 3.000%, 06/15/22 | 30,542 | 0.0 | |||||||||||
40,000 | # | CommScope, Inc., 5.500%, 06/15/24 | 38,150 | 0.0 | ||||||||||
33,000 | # | CommScope, Inc., 5.000%, 06/15/21 | 31,762 | 0.0 | ||||||||||
142,000 | # | COX Communications, Inc., 2.950%, 06/30/23 | 125,305 | 0.0 | ||||||||||
64,000 | # | Cox Communications, Inc., 3.850%, 02/01/25 | 58,791 | 0.0 | ||||||||||
51,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 3.800%, 03/15/22 | 51,424 | 0.0 | |||||||||||
224,000 | DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 5.150%, 03/15/42 | 209,420 | 0.1 | |||||||||||
40,000 | DISH DBS Corp., 4.250%, 04/01/18 | 40,200 | 0.0 | |||||||||||
120,000 | DISH DBS Corp., 5.875%, 07/15/22 | 112,200 | 0.0 | |||||||||||
56,000 | eBay, Inc., 2.600%, 07/15/22 | 52,224 | 0.0 | |||||||||||
62,000 | eBay, Inc., 2.875%, 08/01/21 | 61,102 | 0.0 | |||||||||||
102,000 | eBay, Inc., 4.000%, 07/15/42 | 80,851 | 0.0 | |||||||||||
102,000 | Equinix, Inc., 5.375%, 04/01/23 | 104,550 | 0.0 | |||||||||||
190,000 | Intelsat Jackson Holdings SA, 7.250%, 10/15/20 | 166,250 | 0.1 | |||||||||||
200,000 | #,L | Millicom International Cellular SA, 4.750%, 05/22/20 | 180,000 | 0.1 | ||||||||||
220,000 | Netflix, Inc., 5.750%, 03/01/24 | 227,150 | 0.1 | |||||||||||
20,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 19,825 | 0.0 | ||||||||||
200,000 | # | Numericable Group SA, 6.000%, 05/15/22 | 194,500 | 0.1 | ||||||||||
43,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/19 | 42,344 | 0.0 | |||||||||||
170,000 | # | Sinclair Television Group, Inc., 5.625%, 08/01/24 | 165,962 | 0.1 | ||||||||||
209,000 | # | Sirius XM Radio, Inc., 5.875%, 10/01/20 | 219,450 | 0.1 | ||||||||||
200,000 | # | SoftBank Group Corp., 4.500%, 04/15/20 | 199,500 | 0.1 | ||||||||||
95,000 | Starz LLC / Starz Finance Corp., 5.000%, 09/15/19 | 96,425 | 0.0 | |||||||||||
110,000 | TEGNA, Inc., 5.125%, 07/15/20 | 114,400 | 0.0 | |||||||||||
100,000 | TEGNA, Inc., 6.375%, 10/15/23 | 105,750 | 0.0 | |||||||||||
400,000 | # | Telefonica Chile SA, 3.875%, 10/12/22 | 395,284 | 0.1 | ||||||||||
98,000 | Telefonica Emisiones SAU, 3.992%, 02/16/16 | 98,272 | 0.0 | |||||||||||
60,000 | Time Warner Cable, Inc., 4.050%, 12/15/23 | 61,353 | 0.0 | |||||||||||
94,000 | Time Warner Cable, Inc., 5.350%, 12/15/43 | 94,122 | 0.0 | |||||||||||
171,000 | Time Warner Cable, Inc., 5.875%, 11/15/40 | 162,531 | 0.1 | |||||||||||
60,000 | Time Warner, Inc., 4.850%, 07/15/45 | 57,316 | 0.0 | |||||||||||
101,000 | Time Warner, Inc., 6.500%, 11/15/36 | 114,691 | 0.0 | |||||||||||
100,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 102,270 | 0.0 | |||||||||||
35,000 | T-Mobile USA, Inc., 6.250%, 04/01/21 | 36,225 | 0.0 | |||||||||||
95,000 | T-Mobile USA, Inc., 6.625%, 04/01/23 | 97,137 | 0.0 | |||||||||||
120,000 | Verizon Communications, Inc., 3.000%, 11/01/21 | 119,864 | 0.0 | |||||||||||
64,000 | Verizon Communications, Inc., 3.500%, 11/01/24 | 63,363 | 0.0 | |||||||||||
44,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 41,788 | 0.0 | |||||||||||
131,000 | Verizon Communications, Inc., 5.012%, 08/21/54 | 120,404 | 0.0 | |||||||||||
84,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 83,889 | 0.0 | |||||||||||
220,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 242,265 | 0.1 | |||||||||||
81,000 | Verizon Communications, Inc., 6.550%, 09/15/43 | 96,496 | 0.0 | |||||||||||
110,000 | # | West Corp., 5.375%, 07/15/22 | 95,287 | 0.0 | ||||||||||
6,353,187 | 1.4 | |||||||||||||
Consumer, Cyclical: 0.4% | ||||||||||||||
90,000 | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 09/22/27 | 89,887 | 0.0 | |||||||||||
70,000 | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 09/22/27 | 70,787 | 0.0 |
See Accompanying Notes to Financial Statements
6 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
110,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/24 | 111,650 | 0.0 | |||||||||||
112,000 | CVS Health Corp., 2.800%, 07/20/20 | 112,667 | 0.0 | |||||||||||
53,000 | CVS Health Corp., 3.500%, 07/20/22 | 54,034 | 0.0 | |||||||||||
95,000 | CVS Health Corp., 5.125%, 07/20/45 | 100,462 | 0.0 | |||||||||||
49,000 | Ford Motor Co., 4.750%, 01/15/43 | 46,358 | 0.0 | |||||||||||
200,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/25 | 199,783 | 0.1 | |||||||||||
143,000 | Ford Motor Credit Co. LLC, 8.125%, 01/15/20 | 168,634 | 0.1 | |||||||||||
48,000 | General Motors Financial Co., Inc., 3.100%, 01/15/19 | 47,975 | 0.0 | |||||||||||
59,000 | General Motors Financial Co., Inc., 4.300%, 07/13/25 | 57,361 | 0.0 | |||||||||||
70,000 | Johnson Controls, Inc., 4.625%, 07/02/44 | 59,542 | 0.0 | |||||||||||
30,000 | Kohls Corp., 4.750%, 12/15/23 | 30,682 | 0.0 | |||||||||||
67,000 | Kohl's Corp., 5.550%, 07/17/45 | 62,578 | 0.0 | |||||||||||
120,000 | L | McDonald's Corp., 3.375%, 05/26/25 | 117,827 | 0.1 | ||||||||||
78,000 | McDonald's Corp., 3.700%, 01/30/26 | 78,118 | 0.0 | |||||||||||
70,000 | McDonald's Corp., 4.875%, 12/09/45 | 70,652 | 0.0 | |||||||||||
112,000 | MDC Holdings, Inc., 6.000%, 01/15/43 | 89,040 | 0.0 | |||||||||||
42,000 | Newell Rubbermaid, Inc., 2.150%, 10/15/18 | 40,681 | 0.0 | |||||||||||
55,000 | Newell Rubbermaid, Inc., 2.875%, 12/01/19 | 53,127 | 0.0 | |||||||||||
15,000 | Ryland Group, Inc., 6.625%, 05/01/20 | 16,425 | 0.0 | |||||||||||
113,000 | Toll Brothers Finance Corp., 6.750%, 11/01/19 | 124,865 | 0.1 | |||||||||||
1,803,135 | 0.4 | |||||||||||||
Consumer, Non-cyclical: 1.5% | ||||||||||||||
169,000 | AbbVie, Inc., 2.500%, 05/14/20 | 167,501 | 0.1 | |||||||||||
30,000 | AbbVie, Inc., 3.200%, 11/06/22 | 29,587 | 0.0 | |||||||||||
125,000 | Actavis Funding SCS, 2.350%, 03/12/18 | 125,216 | 0.0 | |||||||||||
91,000 | Actavis Funding SCS, 3.450%, 03/15/22 | 91,269 | 0.0 | |||||||||||
114,000 | Altria Group, Inc., 2.625%, 01/14/20 | 114,314 | 0.0 | |||||||||||
60,000 | AmerisourceBergen Corp., 3.250%, 03/01/25 | 58,239 | 0.0 | |||||||||||
261,000 | Amsurg Corp., 5.625%, 07/15/22 | 259,369 | 0.1 | |||||||||||
120,000 | AstraZeneca PLC, 1.750%, 11/16/18 | 119,714 | 0.0 | |||||||||||
130,000 | AstraZeneca PLC, 2.375%, 11/16/20 | 129,268 | 0.1 | |||||||||||
70,000 | Automatic Data Processing, Inc., 3.375%, 09/15/25 | 71,506 | 0.0 | |||||||||||
60,000 | # | BAT International Finance PLC, 3.500%, 06/15/22 | 61,631 | 0.0 | ||||||||||
64,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 63,941 | 0.0 | |||||||||||
64,000 | Becton Dickinson and Co., 2.675%, 12/15/19 | 64,426 | 0.0 | |||||||||||
17,000 | Becton Dickinson and Co., 3.734%, 12/15/24 | 17,188 | 0.0 | |||||||||||
32,000 | Biogen, Inc., 4.050%, 09/15/25 | 32,229 | 0.0 | |||||||||||
61,000 | Cardinal Health, Inc., 2.400%, 11/15/19 | 61,055 | 0.0 | |||||||||||
104,000 | Celgene Corp., 2.250%, 05/15/19 | 103,180 | 0.0 | |||||||||||
26,000 | Celgene Corp., 3.875%, 08/15/25 | 25,969 | 0.0 | |||||||||||
77,000 | Celgene Corp., 4.000%, 08/15/23 | 79,194 | 0.0 | |||||||||||
140,000 | Coca-Cola Co., 0.875%, 10/27/17 | 139,523 | 0.1 | |||||||||||
170,000 | Coca-Cola Co., 1.875%, 10/27/20 | 168,451 | 0.1 | |||||||||||
40,000 | Danaher Corp., 2.400%, 09/15/20 | 40,030 | 0.0 | |||||||||||
30,000 | Danaher Corp., 3.350%, 09/15/25 | 30,510 | 0.0 | |||||||||||
100,000 | General Mills, Inc., 2.200%, 10/21/19 | 100,122 | 0.0 | |||||||||||
37,000 | Gilead Sciences, Inc., 2.550%, 09/01/20 | 37,028 | 0.0 | |||||||||||
80,000 | Gilead Sciences, Inc., 3.500%, 02/01/25 | 80,766 | 0.0 | |||||||||||
150,000 | Gilead Sciences, Inc., 3.650%, 03/01/26 | 151,521 | 0.1 | |||||||||||
100,000 | HCA, Inc., 5.250%, 04/15/25 | 101,000 | 0.0 | |||||||||||
75,000 | Hertz Corp., 4.250%, 04/01/18 | 76,125 | 0.0 | |||||||||||
80,000 | # | HJ Heinz Co., 2.800%, 07/02/20 | 79,896 | 0.0 | ||||||||||
126,000 | # | Kraft Heinz Foods Co., 3.950%, 07/15/25 | 127,465 | 0.1 | ||||||||||
20,000 | Humana, Inc., 3.150%, 12/01/22 | 19,483 | 0.0 | |||||||||||
200,000 | # | Imperial Tobacco Finance PLC, 2.950%, 07/21/20 | 200,667 | 0.1 | ||||||||||
95,000 | # | JBS USA LLC / JBS USA Finance, Inc., 5.875%, 07/15/24 | 86,450 | 0.0 | ||||||||||
55,000 | JM Smucker Co/The, 3.000%, 03/15/22 | 54,802 | 0.0 | |||||||||||
122,000 | Kroger Co., 2.300%, 01/15/19 | 122,423 | 0.0 | |||||||||||
64,000 | Laboratory Corp. of America Holdings, 2.200%, 08/23/17 | 64,254 | 0.0 | |||||||||||
150,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 148,291 | 0.1 | |||||||||||
60,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/22 | 58,989 | 0.0 | |||||||||||
100,000 | # | Marfrig Overseas Ltd., 9.500%, 05/04/20 | 98,500 | 0.0 | ||||||||||
74,000 | McKesson Corp., 2.284%, 03/15/19 | 73,770 | 0.0 | |||||||||||
40,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/20 | 40,051 | 0.0 | |||||||||||
160,000 | Medtronic, Inc., 3.150%, 03/15/22 | 161,910 | 0.1 | |||||||||||
169,000 | Medtronic, Inc., 3.500%, 03/15/25 | 171,201 | 0.1 |
See Accompanying Notes to Financial Statements
7 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
72,000 | Medtronic, Inc., 4.375%, 03/15/35 | 72,883 | 0.0 | |||||||||||
160,000 | Merck & Co., Inc., 2.350%, 02/10/22 | 157,236 | 0.1 | |||||||||||
70,000 | Merck & Co., Inc., 2.750%, 02/10/25 | 68,234 | 0.0 | |||||||||||
40,000 | # | Mylan NV, 3.750%, 12/15/20 | 40,088 | 0.0 | ||||||||||
160,000 | Mylan, Inc., 2.600%, 06/24/18 | 158,881 | 0.1 | |||||||||||
10,000 | Novartis Capital Corp., 3.000%, 11/20/25 | 9,879 | 0.0 | |||||||||||
110,000 | Novartis Capital Corp., 4.000%, 11/20/45 | 108,104 | 0.0 | |||||||||||
102,000 | PepsiCo, Inc., 2.150%, 10/14/20 | 101,642 | 0.0 | |||||||||||
69,000 | Philip Morris International, Inc., 3.375%, 08/11/25 | 69,920 | 0.0 | |||||||||||
167,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 161,721 | 0.1 | |||||||||||
10,000 | Reynolds American, Inc., 4.450%, 06/12/25 | 10,484 | 0.0 | |||||||||||
30,000 | Reynolds American, Inc., 5.700%, 08/15/35 | 32,966 | 0.0 | |||||||||||
63,000 | Reynolds American, Inc., 6.150%, 09/15/43 | 71,656 | 0.0 | |||||||||||
79,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 73,371 | 0.0 | |||||||||||
100,000 | St Jude Medical, Inc., 2.500%, 01/15/16 | 100,037 | 0.0 | |||||||||||
56,000 | St Jude Medical, Inc., 2.800%, 09/15/20 | 56,082 | 0.0 | |||||||||||
69,000 | St Jude Medical, Inc., 3.250%, 04/15/23 | 67,901 | 0.0 | |||||||||||
66,000 | St Jude Medical, Inc., 4.750%, 04/15/43 | 64,750 | 0.0 | |||||||||||
55,000 | Synchrony Financial, 3.750%, 08/15/21 | 55,034 | 0.0 | |||||||||||
60,000 | Synchrony Financial, 3.000%, 08/15/19 | 59,979 | 0.0 | |||||||||||
75,000 | Synchrony Financial, 4.250%, 08/15/24 | 74,125 | 0.0 | |||||||||||
60,000 | Sysco Corp., 2.600%, 10/01/20 | 60,158 | 0.0 | |||||||||||
190,000 | Tenet Healthcare Corp., 6.000%, 10/01/20 | 200,925 | 0.1 | |||||||||||
26,000 | Tyson Foods, Inc., 3.950%, 08/15/24 | 26,744 | 0.0 | |||||||||||
100,000 | United Rentals North America, Inc., 7.625%, 04/15/22 | 107,370 | 0.0 | |||||||||||
100,000 | # | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | 100,250 | 0.0 | ||||||||||
100,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 98,250 | 0.0 | ||||||||||
67,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 67,228 | 0.0 | ||||||||||
50,000 | Zimmer Biomet Holdings, Inc., 4.450%, 08/15/45 | 46,141 | 0.0 | |||||||||||
6,430,063 | 1.5 | |||||||||||||
Diversified: 0.0% | ||||||||||||||
90,000 | MUFG Americas Holdings Corp., 2.250%, 02/10/20 | 88,614 | 0.0 | |||||||||||
Energy: 1.0% | ||||||||||||||
59,000 | Anadarko Petroleum Corp., 6.375%, 09/15/17 | 61,892 | 0.0 | |||||||||||
90,000 | Antero Resources Corp., 5.375%, 11/01/21 | 72,450 | 0.0 | |||||||||||
70,000 | BP Capital Markets PLC, 2.315%, 02/13/20 | 69,035 | 0.0 | |||||||||||
56,000 | BP Capital Markets PLC, 3.062%, 03/17/22 | 54,958 | 0.0 | |||||||||||
34,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 30,850 | 0.0 | |||||||||||
134,000 | Chevron Corp., 2.419%, 11/17/20 | 133,425 | 0.1 | |||||||||||
21,000 | # | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | 19,069 | 0.0 | ||||||||||
45,000 | ConocoPhillips Co., 4.300%, 11/15/44 | 37,479 | 0.0 | |||||||||||
151,000 | Devon Energy Corp., 5.600%, 07/15/41 | 114,385 | 0.0 | |||||||||||
23,000 | L | Diamond Offshore Drilling, Inc., 3.450%, 11/01/23 | 19,036 | 0.0 | ||||||||||
89,000 | El Paso Pipeline Partners Operating Co. LLC, 4.300%, 05/01/24 | 76,659 | 0.0 | |||||||||||
79,000 | Enable Midstream Partners L.P., 3.900%, 05/15/24 | 60,534 | 0.0 | |||||||||||
114,000 | Enbridge Energy Partners, 9.875%, 03/01/19 | 129,937 | 0.1 | |||||||||||
15,000 | Enbridge, Inc., 3.500%, 06/10/24 | 12,591 | 0.0 | |||||||||||
24,000 | Enbridge, Inc., 4.500%, 06/10/44 | 16,403 | 0.0 | |||||||||||
125,000 | Energy Transfer Partners L.P., 4.900%, 02/01/24 | 111,633 | 0.0 | |||||||||||
83,000 | Energy Transfer Partners L.P., 6.050%, 06/01/41 | 64,946 | 0.0 | |||||||||||
139,000 | Energy Transfer Partners L.P., 9.700%, 03/15/19 | 153,232 | 0.1 | |||||||||||
72,000 | Ensco PLC, 4.500%, 10/01/24 | 49,666 | 0.0 | |||||||||||
21,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 18,891 | 0.0 | |||||||||||
45,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 41,263 | 0.0 | |||||||||||
60,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 49,193 | 0.0 | |||||||||||
39,000 | Enterprise Products Operating LLC, 6.450%, 09/01/40 | 37,165 | 0.0 | |||||||||||
98,000 | FMC Technologies, Inc., 3.450%, 10/01/22 | 86,051 | 0.0 | |||||||||||
50,000 | Halliburton Co., 2.700%, 11/15/20 | 49,476 | 0.0 | |||||||||||
53,000 | Halliburton Co., 4.750%, 08/01/43 | 49,865 | 0.0 | |||||||||||
50,000 | Halliburton Co., 4.850%, 11/15/35 | 49,210 | 0.0 | |||||||||||
25,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 20,875 | 0.0 | ||||||||||
275,000 | KazMunayGas National Co. JSC, 7.000%, 05/05/20 | 291,960 | 0.1 | |||||||||||
63,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/24 | 53,725 | 0.0 |
See Accompanying Notes to Financial Statements
8 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
76,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 57,613 | 0.0 | |||||||||||
80,000 | # | Kinder Morgan Finance Co. LLC, 6.000%, 01/15/18 | 80,706 | 0.0 | ||||||||||
16,000 | L | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 13,857 | 0.0 | ||||||||||
25,000 | L | Marathon Oil Corp., 3.850%, 06/01/25 | 20,162 | 0.0 | ||||||||||
30,000 | Marathon Oil Corp., 5.200%, 06/01/45 | 21,426 | 0.0 | |||||||||||
37,000 | Marathon Petroleum Corp., 5.000%, 09/15/54 | 29,720 | 0.0 | |||||||||||
71,000 | Marathon Petroleum Corp., 6.500%, 03/01/41 | 71,288 | 0.0 | |||||||||||
83,000 | Occidental Petroleum Corp., 3.500%, 06/15/25 | 81,211 | 0.0 | |||||||||||
60,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 57,338 | 0.0 | |||||||||||
95,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 82,358 | 0.0 | |||||||||||
91,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.500%, 04/15/23 | 82,052 | 0.0 | |||||||||||
400,000 | # | Reliance Industries Ltd., 5.875%, 12/31/49 | 393,500 | 0.1 | ||||||||||
70,000 | Rowan Cos, Inc., 5.850%, 01/15/44 | 42,345 | 0.0 | |||||||||||
60,000 | Shell International Finance BV, 1.625%, 11/10/18 | 59,720 | 0.0 | |||||||||||
60,000 | Shell International Finance BV, 2.250%, 11/10/20 | 59,167 | 0.0 | |||||||||||
240,000 | Shell International Finance BV, 3.250%, 05/11/25 | 234,808 | 0.1 | |||||||||||
20,000 | Shell International Finance BV, 4.375%, 05/11/45 | 18,959 | 0.0 | |||||||||||
170,000 | Statoil ASA, 2.450%, 01/17/23 | 161,476 | 0.1 | |||||||||||
38,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/24 | 32,939 | 0.0 | |||||||||||
40,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/45 | 29,792 | 0.0 | |||||||||||
175,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 6.125%, 10/15/21 | 167,125 | 0.1 | |||||||||||
90,000 | L | Transocean, Inc., 4.300%, 10/15/22 | 48,150 | 0.0 | ||||||||||
125,000 | Williams Partners L.P., 3.600%, 03/15/22 | 98,485 | 0.0 | |||||||||||
150,000 | # | YPF SA, 8.500%, 07/28/25 | 143,625 | 0.1 | ||||||||||
200,000 | #,L | YPF SA, 8.875%, 12/19/18 | 202,750 | 0.1 | ||||||||||
4,326,426 | 1.0 | |||||||||||||
Financial: 3.0% | ||||||||||||||
254,000 | Abbey National Treasury Services PLC/United Kingdom, 2.375%, 03/16/20 | 253,919 | 0.1 | |||||||||||
210,000 | # | ABN AMRO Bank NV, 2.450%, 06/04/20 | 208,539 | 0.1 | ||||||||||
200,000 | # | ABN AMRO Bank NV, 4.750%, 07/28/25 | 199,730 | 0.1 | ||||||||||
80,000 | ACE INA Holdings, Inc., 2.300%, 11/03/20 | 79,515 | 0.0 | |||||||||||
277,000 | Aegon NV, 2.142%, 07/29/49 | 221,133 | 0.1 | |||||||||||
19,000 | American International Group, Inc., 3.750%, 07/10/25 | 18,879 | 0.0 | |||||||||||
7,000 | American International Group, Inc., 8.175%, 05/15/68 | 9,223 | 0.0 | |||||||||||
95,000 | # | Alliance Data Systems Corp., 5.375%, 08/01/22 | 90,725 | 0.0 | ||||||||||
70,000 | American Express Credit Corp., 1.875%, 11/05/18 | 69,853 | 0.0 | |||||||||||
99,000 | American Tower Corp., 3.400%, 02/15/19 | 101,648 | 0.0 | |||||||||||
62,000 | American Tower Corp., 4.500%, 01/15/18 | 64,692 | 0.0 | |||||||||||
53,000 | Aon PLC, 2.800%, 03/15/21 | 52,865 | 0.0 | |||||||||||
150,000 | # | Athene Global Funding, 2.875%, 10/23/18 | 147,641 | 0.0 | ||||||||||
27,000 | AvalonBay Communities, Inc., 3.500%, 11/15/24 | 26,937 | 0.0 | |||||||||||
23,000 | AvalonBay Communities, Inc., 3.500%, 11/15/25 | 22,827 | 0.0 | |||||||||||
47,000 | Bank of America Corp., 2.625%, 10/19/20 | 46,481 | 0.0 | |||||||||||
52,000 | Bank of America Corp., 3.300%, 01/11/23 | 51,350 | 0.0 | |||||||||||
103,000 | Bank of America Corp., 3.875%, 08/01/25 | 104,776 | 0.0 | |||||||||||
17,000 | Bank of America Corp., 3.950%, 04/21/25 | 16,587 | 0.0 | |||||||||||
66,000 | Bank of America Corp., 4.125%, 01/22/24 | 68,319 | 0.0 | |||||||||||
71,000 | Bank of America Corp., 4.100%, 07/24/23 | 73,561 | 0.0 | |||||||||||
25,000 | Bank of America Corp., 4.250%, 10/22/26 | 24,801 | 0.0 | |||||||||||
25,000 | Bank of America Corp., 4.200%, 08/26/24 | 25,081 | 0.0 | |||||||||||
125,000 | Bank of America Corp., 4.000%, 04/01/24 | 128,129 | 0.0 | |||||||||||
30,000 | Bank of America Corp., 4.750%, 04/21/45 | 28,946 | 0.0 | |||||||||||
200,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd./The, 2.300%, 03/05/20 | 197,422 | 0.1 | ||||||||||
197,000 | # | Barclays Bank PLC, 6.050%, 12/04/17 | 210,343 | 0.1 | ||||||||||
32,000 | # | BNP Paribas SA, 4.375%, 09/28/25 | 31,405 | 0.0 | ||||||||||
200,000 | # | BPCE SA, 5.150%, 07/21/24 | 202,050 | 0.1 | ||||||||||
200,000 | # | BPCE SA, 5.700%, 10/22/23 | 210,585 | 0.1 | ||||||||||
65,000 | CBRE Services, Inc., 5.250%, 03/15/25 | 65,965 | 0.0 | |||||||||||
100,000 | Citigroup, Inc., 1.800%, 02/05/18 | 99,703 | 0.0 | |||||||||||
79,000 | Citigroup, Inc., 2.650%, 10/26/20 | 78,514 | 0.0 | |||||||||||
90,000 | Citigroup, Inc., 4.450%, 09/29/27 | 89,667 | 0.0 | |||||||||||
90,000 | Citigroup, Inc., 4.000%, 08/05/24 | 89,357 | 0.0 | |||||||||||
112,000 | Citigroup, Inc., 5.500%, 09/13/25 | 121,886 | 0.0 | |||||||||||
40,000 | Citigroup, Inc., 6.675%, 09/13/43 | 49,215 | 0.0 |
See Accompanying Notes to Financial Statements
9 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
500,000 | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | 492,518 | 0.1 | |||||||||||
116,000 | Comerica, Inc., 3.800%, 07/22/26 | 114,487 | 0.0 | |||||||||||
260,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.375%, 08/04/25 | 264,983 | 0.1 | |||||||||||
46,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.500%, 01/11/21 | 50,109 | 0.0 | |||||||||||
84,000 | Corporate Office Properties L.P., 3.700%, 06/15/21 | 81,488 | 0.0 | |||||||||||
200,000 | # | Credit Agricole SA, 4.375%, 03/17/25 | 194,053 | 0.1 | ||||||||||
200,000 | # | Credit Suisse AG, 6.500%, 08/08/23 | 215,960 | 0.1 | ||||||||||
132,000 | # | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/20 | 130,891 | 0.0 | ||||||||||
52,000 | # | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | 50,334 | 0.0 | ||||||||||
77,000 | # | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | 77,083 | 0.0 | ||||||||||
250,000 | Credit Suisse/New York NY, 1.750%, 01/29/18 | 249,367 | 0.1 | |||||||||||
262,000 | Deutsche Bank AG/London, 1.875%, 02/13/18 | 259,899 | 0.1 | |||||||||||
117,000 | Discover Financial Services, 5.200%, 04/27/22 | 125,341 | 0.0 | |||||||||||
136,000 | Equity One, Inc., 3.750%, 11/15/22 | 131,533 | 0.0 | |||||||||||
17,000 | Essex Portfolio L.P., 3.500%, 04/01/25 | 16,388 | 0.0 | |||||||||||
116,000 | Fifth Third Bancorp, 4.500%, 06/01/18 | 122,238 | 0.0 | |||||||||||
100,000 | Fifth Third Bancorp, 8.250%, 03/01/38 | 139,983 | 0.0 | |||||||||||
160,000 | General Electric Capital Corp., 4.375%, 09/16/20 | 173,877 | 0.1 | |||||||||||
107,000 | Goldman Sachs Group, Inc., 2.600%, 04/23/20 | 106,865 | 0.0 | |||||||||||
92,000 | Goldman Sachs Group, Inc., 2.750%, 09/15/20 | 92,060 | 0.0 | |||||||||||
89,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | 91,029 | 0.0 | |||||||||||
64,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/25 | 63,677 | 0.0 | |||||||||||
42,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/45 | 40,921 | 0.0 | |||||||||||
135,000 | Goldman Sachs Group, Inc., 5.250%, 07/27/21 | 149,512 | 0.0 | |||||||||||
76,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 89,049 | 0.0 | |||||||||||
129,000 | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | 159,748 | 0.1 | |||||||||||
100,000 | # | HBOS PLC, 6.750%, 05/21/18 | 109,327 | 0.0 | ||||||||||
25,000 | HCP, Inc., 3.875%, 08/15/24 | 24,274 | 0.0 | |||||||||||
116,000 | HCP, Inc., 4.250%, 11/15/23 | 116,360 | 0.0 | |||||||||||
25,000 | HCP, Inc., 4.000%, 06/01/25 | 24,472 | 0.0 | |||||||||||
250,000 | Huntington National Bank, 2.200%, 11/06/18 | 249,512 | 0.1 | |||||||||||
76,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 76,142 | 0.0 | |||||||||||
200,000 | # | ING Bank NV, 2.000%, 11/26/18 | 199,343 | 0.1 | ||||||||||
80,000 | Intercontinental Exchange, Inc., 2.750%, 12/01/20 | 80,068 | 0.0 | |||||||||||
181,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 198,874 | 0.1 | ||||||||||
400,000 | Intesa Sanpaolo SpA, 3.875%, 01/15/19 | 412,260 | 0.1 | |||||||||||
103,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 102,278 | 0.0 | |||||||||||
89,000 | JPMorgan Chase & Co., 2.550%, 10/29/20 | 88,267 | 0.0 | |||||||||||
70,000 | JPMorgan Chase & Co., 3.875%, 09/10/24 | 69,795 | 0.0 | |||||||||||
84,000 | JPMorgan Chase & Co., 3.900%, 07/15/25 | 86,610 | 0.0 | |||||||||||
72,000 | JPMorgan Chase & Co., 4.125%, 12/15/26 | 72,028 | 0.0 | |||||||||||
75,000 | JPMorgan Chase & Co., 6.100%, 10/29/49 | 75,476 | 0.0 | |||||||||||
184,000 | JPMorgan Chase & Co., 6.000%, 12/29/49 | 184,203 | 0.1 | |||||||||||
62,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 62,775 | 0.0 | |||||||||||
25,000 | Kimco Realty Corp., 3.125%, 06/01/23 | 24,247 | 0.0 | |||||||||||
250,000 | Manufacturers & Traders Trust Co., 2.100%, 02/06/20 | 245,721 | 0.1 | |||||||||||
45,000 | # | Mizuho Bank Ltd., 2.150%, 10/20/18 | 44,863 | 0.0 | ||||||||||
400,000 | # | Mizuho Bank Ltd., 3.200%, 03/26/25 | 391,950 | 0.1 | ||||||||||
120,000 | Morgan Stanley, 2.800%, 06/16/20 | 120,553 | 0.0 | |||||||||||
51,000 | Morgan Stanley, 3.750%, 02/25/23 | 52,352 | 0.0 | |||||||||||
186,000 | Morgan Stanley, 3.875%, 04/29/24 | 189,956 | 0.1 | |||||||||||
45,000 | Morgan Stanley, 3.950%, 04/23/27 | 43,793 | 0.0 | |||||||||||
85,000 | Morgan Stanley, 4.100%, 05/22/23 | 86,065 | 0.0 | |||||||||||
90,000 | Morgan Stanley, 4.000%, 07/23/25 | 92,941 | 0.0 | |||||||||||
115,000 | MPT Operating Partnership L.P./MPT Finance Corp., 6.375%, 02/15/22 | 117,731 | 0.0 | |||||||||||
69,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 11/01/20 | 68,409 | 0.0 | |||||||||||
80,000 | # | New York Life Global Funding, 1.550%, 11/02/18 | 79,391 | 0.0 | ||||||||||
25,000 | Principal Financial Group, Inc., 3.400%, 05/15/25 | 24,560 | 0.0 | |||||||||||
70,000 | # | Principal Life Global Funding II, 2.625%, 11/19/20 | 69,891 | 0.0 | ||||||||||
55,000 | Sabra Health Care L.P. / Sabra Capital Corp., 5.500%, 02/01/21 | 56,925 | 0.0 | |||||||||||
50,000 | Santander Holdings USA, Inc./PA, 2.650%, 04/17/20 | 49,104 | 0.0 |
See Accompanying Notes to Financial Statements
10 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
70,000 | Santander UK Group Holdings PLC, 2.875%, 10/16/20 | 69,665 | 0.0 | |||||||||||
200,000 | # | Santander UK Group Holdings PLC, 4.750%, 09/15/25 | 198,328 | 0.1 | ||||||||||
70,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 3.250%, 10/28/25 | 65,835 | 0.0 | ||||||||||
73,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | 70,980 | 0.0 | ||||||||||
85,000 | Simon Property Group L.P., 3.500%, 09/01/25 | 86,220 | 0.0 | |||||||||||
59,000 | # | Skandinaviska Enskilda Banken AB, 2.625%, 11/17/20 | 58,858 | 0.0 | ||||||||||
250,000 | Sumitomo Mitsui Banking Corp., 2.450%, 01/16/20 | 248,873 | 0.1 | |||||||||||
200,000 | # | Swedbank AB, 2.200%, 03/04/20 | 197,856 | 0.1 | ||||||||||
60,000 | Synchrony Financial, 2.700%, 02/03/20 | 58,928 | 0.0 | |||||||||||
41,000 | # | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | 41,065 | 0.0 | ||||||||||
212,000 | Visa, Inc., 2.800%, 12/14/22 | 212,576 | 0.1 | |||||||||||
240,000 | Visa, Inc., 3.150%, 12/14/25 | 240,807 | 0.1 | |||||||||||
90,000 | Visa, Inc., 4.150%, 12/14/35 | 91,036 | 0.0 | |||||||||||
30,000 | Washington Real Estate Investment Trust, 3.950%, 10/15/22 | 29,522 | 0.0 | |||||||||||
60,000 | Wells Fargo & Co., 3.900%, 05/01/45 | 55,460 | 0.0 | |||||||||||
178,000 | Wells Fargo & Co., 4.100%, 06/03/26 | 179,917 | 0.1 | |||||||||||
63,000 | Wells Fargo & Co., 4.300%, 07/22/27 | 64,451 | 0.0 | |||||||||||
71,000 | Wells Fargo & Co., 4.650%, 11/04/44 | 69,241 | 0.0 | |||||||||||
65,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 65,731 | 0.0 | |||||||||||
99,000 | Wells Fargo & Co., 2.550%, 12/07/20 | 98,571 | 0.0 | |||||||||||
60,000 | XLIT Ltd., 5.500%, 03/31/45 | 56,209 | 0.0 | |||||||||||
13,516,307 | 3.0 | |||||||||||||
Industrial: 0.4% | ||||||||||||||
80,000 | # | AP Moeller - Maersk A/S, 2.550%, 09/22/19 | 79,269 | 0.0 | ||||||||||
60,000 | Boeing Co., 1.650%, 10/30/20 | 58,780 | 0.0 | |||||||||||
40,000 | Boeing Co., 2.600%, 10/30/25 | 38,774 | 0.0 | |||||||||||
25,000 | # | Building Materials Corp. of America, 6.000%, 10/15/25 | 25,625 | 0.0 | ||||||||||
30,000 | Cummins, Inc., 4.875%, 10/01/43 | 31,043 | 0.0 | |||||||||||
75,000 | Eaton Corp., 1.500%, 11/02/17 | 74,564 | 0.0 | |||||||||||
87,000 | Eaton Corp., 4.150%, 11/02/42 | 80,523 | 0.0 | |||||||||||
47,000 | Emerson Electric Co., 2.625%, 12/01/21 | 46,741 | 0.0 | |||||||||||
61,000 | General Dynamics Corp., 2.250%, 11/15/22 | 58,741 | 0.0 | |||||||||||
118,000 | General Electric Co., 4.100%, 12/29/49 | 117,853 | 0.1 | |||||||||||
123,000 | General Electric Co., 4.000%, 12/29/49 | 123,154 | 0.1 | |||||||||||
14,000 | Harris Corp., 3.832%, 04/28/25 | 13,817 | 0.0 | |||||||||||
37,000 | Ingersoll-Rand Global Holding Co. Ltd., 4.250%, 06/15/23 | 38,172 | 0.0 | |||||||||||
87,000 | Jabil Circuit, Inc., 7.750%, 07/15/16 | 89,393 | 0.0 | |||||||||||
80,000 | Lockheed Martin Corp., 2.500%, 11/23/20 | 79,810 | 0.0 | |||||||||||
39,000 | Lockheed Martin Corp., 3.100%, 01/15/23 | 39,039 | 0.0 | |||||||||||
70,000 | Lockheed Martin Corp., 3.550%, 01/15/26 | 70,504 | 0.0 | |||||||||||
90,000 | Lockheed Martin Corp., 3.800%, 03/01/45 | 80,053 | 0.0 | |||||||||||
45,000 | #,L | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 45,759 | 0.0 | ||||||||||
100,000 | # | Sanmina Corp., 4.375%, 06/01/19 | 100,750 | 0.1 | ||||||||||
150,000 | # | Siemens Financieringsmaatschappij NV, 2.900%, 05/27/22 | 150,255 | 0.1 | ||||||||||
60,000 | # | Siemens Financieringsmaatschappij NV, 3.250%, 05/27/25 | 60,082 | 0.0 | ||||||||||
47,000 | Thermo Fisher Scientific, Inc., 1.850%, 01/15/18 | 46,879 | 0.0 | |||||||||||
50,000 | Tyco International Finance SA, 3.900%, 02/14/26 | 50,244 | 0.0 | |||||||||||
89,000 | Union Pacific Corp., 4.000%, 02/01/21 | 95,206 | 0.0 | |||||||||||
1,695,030 | 0.4 | |||||||||||||
Technology: 0.7% | ||||||||||||||
55,000 | # | Activision Blizzard, Inc., 5.625%, 09/15/21 | 57,750 | 0.0 | ||||||||||
146,000 | Apple Inc., 1.000%, 05/03/18 | 144,903 | 0.1 | |||||||||||
180,000 | Apple, Inc., 1.550%, 02/07/20 | 177,174 | 0.1 | |||||||||||
90,000 | Apple, Inc., 2.150%, 02/09/22 | 87,462 | 0.0 | |||||||||||
30,000 | Apple, Inc., 2.500%, 02/09/25 | 28,741 | 0.0 | |||||||||||
180,000 | Apple, Inc., 3.200%, 05/13/25 | 182,508 | 0.1 | |||||||||||
50,000 | Applied Materials, Inc., 3.900%, 10/01/25 | 50,360 | 0.0 | |||||||||||
85,000 | # | Audatex North America, Inc., 6.000%, 06/15/21 | 85,956 | 0.0 | ||||||||||
44,000 | Fidelity National Information Services, Inc., 2.850%, 10/15/18 | 44,185 | 0.0 | |||||||||||
85,000 | Fidelity National Information Services, Inc., 3.625%, 10/15/20 | 86,237 | 0.0 | |||||||||||
119,000 | # | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | 118,956 | 0.0 | ||||||||||
90,000 | # | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | 90,026 | 0.0 | ||||||||||
30,000 | # | HP Enterprise Co., 3.600%, 10/15/20 | 30,104 | 0.0 | ||||||||||
30,000 | # | HP Enterprise Co., 4.400%, 10/15/22 | 29,932 | 0.0 |
See Accompanying Notes to Financial Statements
11 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
7,000 | # | HP Enterprise Co., 4.900%, 10/15/25 | 6,888 | 0.0 | ||||||||||
75,000 | Intel Corp., 2.450%, 07/29/20 | 75,939 | 0.0 | |||||||||||
90,000 | Intel Corp., 3.700%, 07/29/25 | 93,217 | 0.0 | |||||||||||
90,000 | International Business Machines Corp., 1.125%, 02/06/18 | 89,430 | 0.0 | |||||||||||
120,000 | International Business Machines Corp., 2.875%, 11/09/22 | 119,270 | 0.0 | |||||||||||
48,000 | KLA-Tencor Corp., 4.125%, 11/01/21 | 48,154 | 0.0 | |||||||||||
160,000 | Microsoft Corp., 1.300%, 11/03/18 | 159,801 | 0.1 | |||||||||||
300,000 | Microsoft Corp., 2.000%, 11/03/20 | 300,320 | 0.1 | |||||||||||
40,000 | Microsoft Corp., 2.375%, 02/12/22 | 39,528 | 0.0 | |||||||||||
50,000 | Microsoft Corp., 3.500%, 02/12/35 | 46,313 | 0.0 | |||||||||||
30,000 | Microsoft Corp., 4.200%, 11/03/35 | 30,673 | 0.0 | |||||||||||
200,000 | # | NXP BV / NXP Funding LLC, 5.750%, 02/15/21 | 208,750 | 0.1 | ||||||||||
169,000 | Oracle Corp., 2.950%, 05/15/25 | 165,205 | 0.1 | |||||||||||
66,000 | Oracle Corp., 3.625%, 07/15/23 | 68,370 | 0.0 | |||||||||||
83,000 | Oracle Corp., 4.125%, 05/15/45 | 78,750 | 0.0 | |||||||||||
80,000 | Qualcomm, Inc., 3.450%, 05/20/25 | 76,836 | 0.0 | |||||||||||
90,000 | Qualcomm, Inc., 4.800%, 05/20/45 | 80,180 | 0.0 | |||||||||||
60,000 | # | Seagate HDD Cayman, 4.875%, 06/01/27 | 46,163 | 0.0 | ||||||||||
62,000 | Xerox Corp., 2.750%, 09/01/20 | 58,489 | 0.0 | |||||||||||
3,006,570 | 0.7 | |||||||||||||
Utilities: 0.6% | ||||||||||||||
200,000 | # | Abu Dhabi National Energy Co., 5.875%, 12/13/21 | 221,000 | 0.1 | ||||||||||
22,000 | Berkshire Hathaway Energy Co., 3.500%, 02/01/25 | 21,860 | 0.0 | |||||||||||
225,000 | # | Calpine Corp., 6.000%, 01/15/22 | 233,368 | 0.1 | ||||||||||
50,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42 | 45,038 | 0.0 | |||||||||||
58,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 64,779 | 0.0 | ||||||||||
86,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 97,491 | 0.0 | ||||||||||
219,000 | # | Electricite de France SA, 2.350%, 10/13/20 | 215,876 | 0.1 | ||||||||||
27,000 | # | Electricite de France SA, 3.625%, 10/13/25 | 26,462 | 0.0 | ||||||||||
27,000 | # | Electricite de France SA, 4.950%, 10/13/45 | 26,316 | 0.0 | ||||||||||
200,000 | # | Empresa de Energia de Bogota SA, 6.125%, 11/10/21 | 206,000 | 0.1 | ||||||||||
74,000 | Entergy Texas, Inc., 7.125%, 02/01/19 | 83,869 | 0.0 | |||||||||||
60,000 | Exelon Corp., 2.850%, 06/15/20 | 59,750 | 0.0 | |||||||||||
79,000 | FirstEnergy Corp., 2.750%, 03/15/18 | 79,398 | 0.0 | |||||||||||
190,000 | FirstEnergy Corp., 4.250%, 03/15/23 | 193,695 | 0.1 | |||||||||||
70,000 | Georgia Power Co., 1.950%, 12/01/18 | 69,867 | 0.0 | |||||||||||
68,000 | Indiana Michigan Power Co., 7.000%, 03/15/19 | 77,135 | 0.0 | |||||||||||
37,000 | # | Jersey Central Power & Light Co., 4.300%, 01/15/26 | 37,326 | 0.0 | ||||||||||
279,000 | Metropolitan Edison Co., 7.700%, 01/15/19 | 317,991 | 0.1 | |||||||||||
26,000 | Nevada Power Co., 7.125%, 03/15/19 | 29,751 | 0.0 | |||||||||||
109,000 | NextEra Energy Capital Holdings, Inc., 2.700%, 09/15/19 | 108,614 | 0.0 | |||||||||||
83,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/23 | 82,865 | 0.0 | |||||||||||
58,000 | Nisource Finance Corp., 5.950%, 06/15/41 | 66,804 | 0.0 | |||||||||||
54,000 | Pacific Gas & Electric Co., 3.400%, 08/15/24 | 54,322 | 0.0 | |||||||||||
83,000 | Southwestern Electric Power Co., 5.550%, 01/15/17 | 85,807 | 0.0 | |||||||||||
67,000 | TransAlta Corp., 4.500%, 11/15/22 | 58,324 | 0.0 | |||||||||||
70,000 | Wisconsin Public Service Corp., 1.650%, 12/04/18 | 69,598 | 0.0 | |||||||||||
2,633,306 | 0.6 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $42,586,699) | 41,966,866 | 9.5 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.6% | ||||||||||||||
121,593 | Adjustable Rate Mortgage Trust 2006-2, 2.843%, 05/25/36 | 113,666 | 0.0 | |||||||||||
160,583 | Alternative Loan Trust 2005-10CB 1A1, 0.922%, 05/25/35 | 131,387 | 0.0 | |||||||||||
217,734 | Alternative Loan Trust 2005-51 3A2A, 1.547%, 11/20/35 | 185,395 | 0.1 | |||||||||||
255,466 | Alternative Loan Trust 2005-J2, 0.822%, 04/25/35 | 214,109 | 0.1 | |||||||||||
54,478 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | 46,584 | 0.0 | |||||||||||
227,223 | Alternative Loan Trust 2006-19CB A12, 0.822%, 08/25/36 | 155,825 | 0.1 | |||||||||||
57,803 | Alternative Loan Trust 2007-21CB, 0.822%, 09/25/37 | 36,793 | 0.0 | |||||||||||
58,407 | Alternative Loan Trust 2007-23CB, 0.922%, 09/25/37 | 37,216 | 0.0 | |||||||||||
186,183 | Alternative Loan Trust 2007-2CB, 1.022%, 03/25/37 | 128,835 | 0.0 | |||||||||||
159,423 | American Home Mortgage Assets Trust 2006-3 2A11, 1.197%, 10/25/46 | 114,380 | 0.0 | |||||||||||
100,000 | # | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | 100,074 | 0.0 |
See Accompanying Notes to Financial Statements
12 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
190,000 | # | BAMLL Commercial Mortgage Securities Trust 2015-ASHF, 2.331%, 01/15/28 | 187,803 | 0.1 | ||||||||||
72,395 | Banc of America Alternative Loan Trust 2004-1 4A1, 4.750%, 02/25/19 | 72,870 | 0.0 | |||||||||||
250,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.558%, 06/10/49 | 253,654 | 0.1 | |||||||||||
120,000 | Banc of America Commercial Mortgage Trust 2007-3 B, 5.558%, 06/10/49 | 118,725 | 0.0 | |||||||||||
180,000 | Banc of America Commercial Mortgage Trust 2007-4 AJ, 5.809%, 02/10/51 | 182,763 | 0.1 | |||||||||||
30,000 | # | Banc of America Commercial Mortgage Trust 2007-4 B, 5.809%, 02/10/51 | 30,076 | 0.0 | ||||||||||
498,633 | ^ | Banc of America Commercial Mortgage Trust 2015-UBS7 XA, 0.944%, 09/15/48 | 31,726 | 0.0 | ||||||||||
190,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2004-4 G, 5.402%, 07/10/42 | 190,225 | 0.1 | ||||||||||
74,000 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc., 5.762%, 03/11/41 | 79,912 | 0.0 | ||||||||||
36,558 | Banc of America Mortgage 2005-J Trust 2A4, 2.947%, 11/25/35 | 34,023 | 0.0 | |||||||||||
3,700,000 | #,^ | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | 186,695 | 0.1 | ||||||||||
105,548 | Bear Stearns Adjustable Rate Mortgage Trust, 2.749%, 07/25/36 | 89,876 | 0.0 | |||||||||||
143,563 | Bear Stearns ALT-A Trust 2005-10 22A1, 2.608%, 01/25/36 | 124,394 | 0.0 | |||||||||||
196,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4, 5.911%, 06/11/41 | 206,255 | 0.1 | ||||||||||
70,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6, 5.406%, 11/11/41 | 75,233 | 0.0 | ||||||||||
210,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6, 5.667%, 11/11/41 | 226,009 | 0.1 | ||||||||||
140,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18, 5.761%, 02/13/42 | 145,312 | 0.1 | ||||||||||
120,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20, 5.177%, 10/12/42 | 119,867 | 0.0 | |||||||||||
260,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.620%, 04/12/38 | 260,243 | 0.1 | ||||||||||
110,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, 5.620%, 04/12/38 | 112,764 | 0.0 | ||||||||||
209,449 | # | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | 221,052 | 0.1 | ||||||||||
79,994 | ChaseFlex Trust Series 2006-2 A3, 5.053%, 09/25/36 | 70,252 | 0.0 | |||||||||||
50,000 | # | Citigroup Commercial Mortgage Trust 2012-GC8 D, 4.877%, 09/10/45 | 48,084 | 0.0 | ||||||||||
265,145 | Citigroup Mortgage Loan Trust 2006-AR2, 2.726%, 03/25/36 | 243,182 | 0.1 | |||||||||||
15,512 | Citigroup Mortgage Loan Trust, Inc. 2005-4 A, 2.783%, 08/25/35 | 15,354 | 0.0 | |||||||||||
136,575 | Citigroup Mortgage Loan Trust, Inc., 2.905%, 09/25/37 | 124,158 | 0.0 | |||||||||||
107,619 | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/36 | 97,363 | 0.0 | |||||||||||
110,000 | # | COMM 2004-LNB2 H Mortgage Trust H, 6.067%, 03/10/39 | 118,910 | 0.0 | ||||||||||
1,806,585 | #,^ | COMM 2012 - LTRT XA Mortgage Trust, 1.060%, 10/05/30 | 93,020 | 0.0 | ||||||||||
623,218 | ^ | COMM 2013-LC6 XA Mortgage Trust, 1.742%, 01/10/46 | 42,718 | 0.0 | ||||||||||
745,057 | ^ | Commercial Mortgage Pass Through Certificates, 1.394%, 04/10/47 | 52,782 | 0.0 | ||||||||||
80,000 | # | Commercial Mortgage Trust 2004-GG1 F, 6.047%, 06/10/36 | 81,120 | 0.0 | ||||||||||
40,000 | Commercial Mortgage Trust 2007-GG11 AJ, 6.049%, 12/10/49 | 40,626 | 0.0 | |||||||||||
2,380,000 | #,^ | Commercial Mortgage Trust, 0.595%, 10/15/45 | 89,482 | 0.0 | ||||||||||
931,031 | ^ | Commercial Mortgage Trust, 1.828%, 08/15/45 | 77,962 | 0.0 | ||||||||||
17,441 | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.922%, 11/25/35 | 11,086 | 0.0 | |||||||||||
209,664 | Countrywide Alternative Loan Trust, 0.542%, 06/25/36 | 184,214 | 0.1 | |||||||||||
136,351 | Countrywide Alternative Loan Trust, 5.500%, 12/25/35 | 127,101 | 0.0 | |||||||||||
70,000 | # | Credit Suisse Commercial Mortgage Trust Series 2006-K1 K, 5.415%, 02/25/21 | 69,951 | 0.0 | ||||||||||
9,575 | # | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | 9,563 | 0.0 | ||||||||||
30,000 | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | 29,931 | 0.0 |
See Accompanying Notes to Financial Statements
13 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
50,000 | # | Credit Suisse First Boston Mortgage Securities Corp., 6.258%, 05/15/36 | 55,115 | 0.0 | ||||||||||
36,093 | # | Credit Suisse Mortgage Capital Certificates 2009-3R 30A1, 2.380%, 07/27/37 | 36,214 | 0.0 | ||||||||||
509,662 | #,^ | DBUBS 2011-LC1 XA Mortgage Trust, 1.127%, 11/10/46 | 10,758 | 0.0 | ||||||||||
304,021 | Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.542%, 08/25/36 | 245,306 | 0.1 | |||||||||||
458,718 | Deutsche ALT-A Securities, Inc. Alternate Loan Trust, 0.612%, 10/25/36 | 258,867 | 0.1 | |||||||||||
80,000 | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.322%, 07/25/24 | 73,088 | 0.0 | |||||||||||
440,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.322%, 11/25/24 | 448,804 | 0.1 | |||||||||||
70,000 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.422%, 05/25/25 | 66,596 | 0.0 | |||||||||||
66,000 | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.722%, 02/25/25 | 64,049 | 0.0 | |||||||||||
60,000 | Fannie Mae Connecticut Avenue Securities, 5.422%, 11/25/24 | 60,206 | 0.0 | |||||||||||
1,911,340 | ^ | Fannie Mae Series 2011-M3 X, 0.002%, 07/25/21 | 22,639 | 0.0 | ||||||||||
121,781 | First Horizon Alternative Mortgage Securities, 0.722%, 12/25/36 | 67,320 | 0.0 | |||||||||||
121,781 | ^ | First Horizon Alternative Mortgage Securities, 6.278%, 12/25/36 | 32,696 | 0.0 | ||||||||||
35,699 | First Horizon Alternative Mortgage Securities, 6.000%, 08/25/36 | 29,304 | 0.0 | |||||||||||
1,774,632 | ^ | Freddie Mac Series K704 X1, 1.966%, 08/25/18 | 77,106 | 0.0 | ||||||||||
200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 4.972%, 10/25/24 | 198,657 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.172%, 10/25/24 | 100,505 | 0.0 | |||||||||||
290,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DN1 M3, 4.572%, 01/25/25 | 286,253 | 0.1 | |||||||||||
30,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M2, 2.622%, 03/25/25 | 29,937 | 0.0 | |||||||||||
110,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 4.222%, 03/25/25 | 106,200 | 0.0 | |||||||||||
180,000 | Freddie Mac Structured Agency Credit Risk Debt Notes, 4.022%, 04/25/24 | 168,081 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes, 5.222%, 05/25/28 | 99,407 | 0.0 | |||||||||||
7,286,175 | #,^ | FREMF Mortgage Trust, 0.100%, 12/25/44 | 34,529 | 0.0 | ||||||||||
66,348 | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 0.632%, 04/25/36 | 50,192 | 0.0 | |||||||||||
942,632 | ^ | GS Mortgage Securities Corp. II, 2.519%, 05/10/45 | 84,875 | 0.0 | ||||||||||
130,000 | GS Mortgage Securities Trust 2006-GG6 D, 5.666%, 04/10/38 | 129,882 | 0.0 | |||||||||||
50,000 | GS Mortgage Securities Trust 2006-GG6, 5.666%, 04/10/38 | 49,961 | 0.0 | |||||||||||
100,000 | # | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | 90,702 | 0.0 | ||||||||||
100,000 | # | GS Mortgage Securities Trust 2010-C2, 5.188%, 12/10/43 | 101,735 | 0.0 | ||||||||||
38,288 | HomeBanc Mortgage Trust 2006-2 A1, 0.602%, 12/25/36 | 34,026 | 0.0 | |||||||||||
99,692 | Homebanc Mortgage Trust, 0.662%, 07/25/35 | 93,306 | 0.0 | |||||||||||
145,916 | Homebanc Mortgage Trust, 1.282%, 08/25/29 | 137,612 | 0.0 | |||||||||||
235,092 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.632%, 04/25/46 | 182,518 | 0.1 | |||||||||||
90,000 | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-LDP8 B, 5.520%, 05/15/45 | 90,253 | 0.0 | |||||||||||
1,050,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.356%, 12/15/47 | 22,305 | 0.0 | ||||||||||
40,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. Commercial Mortgage Pass-Thr, 5.587%, 05/15/41 | 41,130 | 0.0 | ||||||||||
3,095,888 | ^ | JP Morgan Chase Commercial Mortgage Securities Corp., 0.600%, 01/15/46 | 52,960 | 0.0 | ||||||||||
30,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | 29,787 | 0.0 | |||||||||||
40,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.366%, 06/12/41 | 38,901 | 0.0 | |||||||||||
30,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.549%, 05/15/45 | 30,001 | 0.0 | |||||||||||
1,461,718 | ^ | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.746%, 06/15/45 | 92,015 | 0.0 | ||||||||||
137,276 | JP Morgan Mortgage Trust 2005-A4 B1, 2.535%, 07/25/35 | 122,368 | 0.0 | |||||||||||
2,964,927 | ^ | JPMBB Commercial Mortgage Securities Trust 2013-C14, 0.969%, 08/15/46 | 103,995 | 0.0 |
See Accompanying Notes to Financial Statements
14 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
1,279,680 | ^ | JPMBB Commercial Mortgage Securities Trust, 1.263%, 04/15/47 | 58,994 | 0.0 | ||||||||||
1,337,591 | #,^ | LB-UBS Commercial Mortgage Trust 2004-C1, 1.000%, 01/15/36 | 9,874 | 0.0 | ||||||||||
190,000 | # | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.284%, 02/15/40 | 188,804 | 0.1 | ||||||||||
140,000 | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | 149,086 | 0.1 | |||||||||||
30,000 | # | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | 29,967 | 0.0 | ||||||||||
60,000 | LB-UBS Commercial Mortgage Trust 2005-C7 E, 5.350%, 11/15/40 | 62,149 | 0.0 | |||||||||||
130,000 | LB-UBS Commercial Mortgage Trust 2006-C4 D, 5.840%, 06/15/38 | 131,472 | 0.0 | |||||||||||
40,000 | LB-UBS Commercial Mortgage Trust 2006-C4 E, 5.840%, 06/15/38 | 39,849 | 0.0 | |||||||||||
60,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR14, 5.990%, 09/15/39 | 60,702 | 0.0 | ||||||||||
60,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR15, 5.990%, 09/15/39 | 60,518 | 0.0 | ||||||||||
60,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR16, 5.990%, 09/15/39 | 59,957 | 0.0 | ||||||||||
7,247,667 | #,^ | LB-UBS Commercial Mortgage Trust, 0.652%, 11/15/38 | 33,900 | 0.0 | ||||||||||
17,338 | LB-UBS Commercial Mortgage Trust, 4.954%, 07/15/40 | 18,264 | 0.0 | |||||||||||
90,000 | # | LB-UBS Commercial Mortgage Trust, 5.066%, 10/15/36 | 93,042 | 0.0 | ||||||||||
180,000 | # | LB-UBS Commercial Mortgage Trust, 5.990%, 09/15/39 | 183,156 | 0.1 | ||||||||||
82,429 | # | LB-UBS Commercial Mortgage Trust, 6.890%, 07/15/32 | 81,950 | 0.0 | ||||||||||
101,768 | Lehman XS Trust Series 2005-5N 1A2, 0.782%, 11/25/35 | 81,107 | 0.0 | |||||||||||
207,989 | Lehman XS Trust Series 2006-14N 2A, 0.622%, 09/25/46 | 166,968 | 0.1 | |||||||||||
60,000 | Merrill Lynch Mortgage Investors Trust Series 1998-C1-CTL E, 6.750%, 11/15/26 | 65,088 | 0.0 | |||||||||||
100,000 | # | Merrill Lynch Mortgage Trust 2005-MKB2 E, 6.067%, 09/12/42 | 105,132 | 0.0 | ||||||||||
40,000 | Merrill Lynch Mortgage Trust 2006-C2 AJ, 5.802%, 08/12/43 | 39,990 | 0.0 | |||||||||||
55,000 | Merrill Lynch Mortgage Trust, 5.666%, 05/12/39 | 54,879 | 0.0 | |||||||||||
100,000 | # | Morgan Stanley Capital I Trust 2011-C1 D, 5.438%, 09/15/47 | 105,566 | 0.0 | ||||||||||
100,000 | # | Morgan Stanley Capital I Trust 2011-C1 E, 5.438%, 09/15/47 | 103,147 | 0.0 | ||||||||||
130,000 | # | Morgan Stanley Capital I Trust 2011-C1, 5.438%, 09/15/47 | 141,589 | 0.0 | ||||||||||
0 | # | Morgan Stanley Re-REMIC Trust 2010-C30 A3B, 5.246%, 12/17/43 | – | – | ||||||||||
200,000 | # | Morgan Stanley Re-REMIC Trust, 0.250%, 07/27/49 | 181,660 | 0.1 | ||||||||||
50,456 | Opteum Mortgage Acceptance Corp. Trust 2006-1 1APT, 0.632%, 04/25/36 | 43,854 | 0.0 | |||||||||||
100,000 | Opteum Mortgage Acceptance Corp. Trust 2006-1, 0.722%, 04/25/36 | 82,711 | 0.0 | |||||||||||
45,571 | Prime Mortgage Trust, 5.500%, 03/25/37 | 41,346 | 0.0 | |||||||||||
165,529 | # | Springleaf Mortgage Loan Trust 2013-3A A, 1.870%, 09/25/57 | 165,452 | 0.1 | ||||||||||
96,250 | Structured Asset Mortgage Investments, Inc., 0.882%, 04/19/35 | 89,664 | 0.0 | |||||||||||
125,414 | # | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | 128,448 | 0.0 | ||||||||||
942,307 | #,^ | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.089%, 08/10/49 | 87,121 | 0.0 | ||||||||||
180,000 | Wachovia Bank Commercial Mortgage Trust Series 2005-C22, 5.565%, 12/15/44 | 179,503 | 0.1 | |||||||||||
60,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C23, 5.625%, 01/15/45 | 59,863 | 0.0 | |||||||||||
190,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 D, 5.767%, 05/15/43 | 189,962 | 0.1 | |||||||||||
90,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25, 5.767%, 05/15/43 | 90,479 | 0.0 | |||||||||||
170,000 | Wachovia Bank Commercial Mortgage Trust Series, 5.767%, 05/15/43 | 170,803 | 0.1 | |||||||||||
69,005 | WaMu Mortgage Pass Through Certificates, 1.867%, 10/25/36 | 58,283 | 0.0 | |||||||||||
15,657 | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.431%, 10/25/36 | 14,112 | 0.0 | |||||||||||
255,238 | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust 3A1, 3.824%, 12/25/36 | 232,856 | 0.1 | |||||||||||
55,164 | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 Trust, 4.276%, 08/25/36 | 49,462 | 0.0 | |||||||||||
147,201 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.397%, 08/25/46 | 127,092 | 0.0 |
See Accompanying Notes to Financial Statements
15 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
262,902 | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 3A2, 4.294%, 02/25/37 | 243,889 | 0.1 | |||||||||||
122,624 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.300%, 12/25/36 | 107,128 | 0.0 | |||||||||||
90,448 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 1.972%, 04/25/37 | 77,153 | 0.0 | |||||||||||
169,246 | WaMu Mortgage Pass-Through Certificates, 2.224%, 07/25/37 | 145,138 | 0.1 | |||||||||||
59,401 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 0.522%, 12/25/36 | 39,613 | 0.0 | |||||||||||
421,118 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 4A, 1.247%, 06/25/46 | 294,489 | 0.1 | |||||||||||
109,348 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.852%, 06/25/37 | 79,666 | 0.0 | |||||||||||
947,923 | #,^ | Wells Fargo Commercial Mortgage Trust 2012-LC5 XA, 2.061%, 10/15/45 | 83,211 | 0.0 | ||||||||||
275,310 | Wells Fargo Mortgage Backed Securities Trust 2005-AR14 A1, 2.740%, 08/25/35 | 272,743 | 0.1 | |||||||||||
95,238 | Wells Fargo Mortgage Backed Securities 2005-AR15 Trust 1A6, 2.736%, 09/25/35 | 91,018 | 0.0 | |||||||||||
83,701 | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A1, 2.733%, 10/25/36 | 79,910 | 0.0 | |||||||||||
18,761 | Wells Fargo Mortgage Backed Securities 2006-AR17 Trust A2, 2.733%, 10/25/36 | 17,911 | 0.0 | |||||||||||
96,909 | Wells Fargo Mortgage Backed Securities 2006-AR7 Trust 2A1, 2.738%, 05/25/36 | 92,521 | 0.0 | |||||||||||
89,350 | Wells Fargo Mortgage Backed Securities 2006-AR8 Trust 3A2, 2.808%, 04/25/36 | 86,949 | 0.0 | |||||||||||
40,720 | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.792%, 07/25/37 | 34,901 | 0.0 | |||||||||||
104,920 | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust A1, 2.767%, 12/28/37 | 97,248 | 0.0 | |||||||||||
84,400 | Wells Fargo Mortgage Backed Securities Trust, 5.788%, 04/25/36 | 81,944 | 0.0 | |||||||||||
712,192 | #,^ | WFRBS Commercial Mortgage Trust 2012-C8 XA, 2.164%, 08/15/45 | 59,369 | 0.0 | ||||||||||
593,862 | #,^ | WFRBS Commercial Mortgage Trust 2013-C12, 1.441%, 03/15/48 | 39,833 | 0.0 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $15,974,147) | 16,133,216 | 3.6 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 3.4% | ||||||||||||||
U.S. Treasury Bonds: 0.9% | ||||||||||||||
2,466,000 | 2.875%, due 08/15/45 | 2,390,960 | 0.5 | |||||||||||
1,726,000 | 2.250%, due 11/15/25 | 1,722,306 | 0.4 | |||||||||||
4,113,266 | 0.9 | |||||||||||||
U.S. Treasury Notes: 2.5% | ||||||||||||||
3,668,000 | L | 0.875%, due 11/30/17 | 3,658,027 | 0.8 | ||||||||||
4,363,000 | 1.250%, due 12/15/18 | 4,354,640 | 1.0 | |||||||||||
1,311,000 | 1.750%, due 12/31/20 | 1,310,202 | 0.3 | |||||||||||
1,458,000 | 2.000%, due 11/30/22 | 1,450,214 | 0.4 | |||||||||||
10,773,083 | 2.5 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $14,890,263) | 14,886,349 | 3.4 | ||||||||||||
ASSET-BACKED SECURITIES: 1.6% | ||||||||||||||
Automobile Asset-Backed Securities: 0.2% | ||||||||||||||
70,000 | AmeriCredit Automobile Receivables Trust 2013-4, 3.310%, 10/08/19 | 71,179 | 0.0 | |||||||||||
90,000 | AmeriCredit Automobile Receivables Trust 2013-5, 2.860%, 12/08/19 | 90,581 | 0.0 | |||||||||||
40,000 | Capital Auto Receivables Asset Trust 2015-2 B, 2.290%, 05/20/20 | 39,791 | 0.0 | |||||||||||
30,000 | Capital Auto Receivables Asset Trust 2015-2 C, 2.670%, 08/20/20 | 29,710 | 0.0 | |||||||||||
50,000 | GM Financial Automobile Leasing Trust 2015-2 B, 2.420%, 07/22/19 | 49,906 | 0.0 | |||||||||||
50,000 | GM Financial Automobile Leasing Trust 2015-2 C, 2.990%, 07/22/19 | 49,782 | 0.0 | |||||||||||
40,000 | # | MMCA Automobile Trust, 2.260%, 10/15/20 | 39,722 | 0.0 | ||||||||||
120,000 | # | Oscar US Funding Trust 2014-1, 2.550%, 12/15/21 | 122,046 | 0.1 | ||||||||||
50,000 | Santander Drive Auto Receivables Trust 2013-4, 3.920%, 01/15/20 | 51,170 | 0.0 | |||||||||||
160,000 | # | Santander Drive Auto Receivables Trust 2013-A, 3.780%, 10/15/19 | 162,867 | 0.1 | ||||||||||
110,000 | # | Santander Drive Auto Receivables Trust 2013-A, 4.710%, 01/15/21 | 112,543 | 0.0 | ||||||||||
110,000 | Santander Drive Auto Receivables Trust 2014-3, 2.650%, 08/17/20 | 109,521 | 0.0 | |||||||||||
30,000 | # | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | 30,005 | 0.0 | ||||||||||
958,823 | 0.2 |
See Accompanying Notes to Financial Statements
16 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: 1.4% | ||||||||||||||
200,000 | #,^ | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | – | – | ||||||||||
500,000 | # | ARES XII CLO Ltd., 2.393%, 11/25/20 | 490,931 | 0.1 | ||||||||||
250,000 | # | Atrium V, 4.070%, 07/20/20 | 241,742 | 0.1 | ||||||||||
22,044 | # | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | 21,908 | 0.0 | ||||||||||
121,963 | # | Black Diamond CLO 2005-1A C, 1.340%, 06/20/17 | 121,615 | 0.0 | ||||||||||
250,000 | # | Bluemountain CLO III Ltd. 2007-3A C, 1.216%, 03/17/21 | 241,045 | 0.1 | ||||||||||
500,000 | # | Carlyle High Yield Partners IX Ltd., 0.902%, 08/01/21 | 477,542 | 0.1 | ||||||||||
17,886 | Chase Funding Trust Series 2003-5 2A2, 1.022%, 07/25/33 | 16,405 | 0.0 | |||||||||||
200,000 | # | CIFC Funding 2006-II Ltd., 2.014%, 03/01/21 | 196,103 | 0.0 | ||||||||||
96,297 | # | CIFC Funding 2006-II Ltd., 4.414%, 03/01/21 | 94,254 | 0.0 | ||||||||||
79,302 | + | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 5.342%, 03/25/36 | 57,118 | 0.0 | ||||||||||
250,000 | # | ColumbusNova CLO IV Ltd. 2007-2A C, 2.571%, 10/15/21 | 246,583 | 0.1 | ||||||||||
101,760 | CSAB Mortgage-Backed Trust 2007-1, 5.858%, 05/25/37 | 56,529 | 0.0 | |||||||||||
56,233 | # | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | 56,324 | 0.0 | ||||||||||
100,000 | # | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | 97,262 | 0.0 | ||||||||||
180,984 | FBR Securitization Trust, 1.102%, 10/25/35 | 156,559 | 0.0 | |||||||||||
132,889 | First Franklin Mortgage Loan Trust 2006-FF5, 0.582%, 04/25/36 | 112,130 | 0.0 | |||||||||||
250,000 | # | Gulf Stream - Compass CLO 2007-1A D Ltd., 3.773%, 10/28/19 | 250,059 | 0.1 | ||||||||||
96,066 | # | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | 95,105 | 0.0 | ||||||||||
99,148 | # | HERO Funding Trust 2015-3, 4.280%, 09/20/41 | 99,474 | 0.0 | ||||||||||
330,000 | # | Kingsland III Ltd., 1.032%, 08/24/21 | 314,818 | 0.1 | ||||||||||
250,000 | # | Madison Park Funding Ltd. 2007-6A C, 1.320%, 07/26/21 | 237,227 | 0.1 | ||||||||||
66,793 | # | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | 66,261 | 0.0 | ||||||||||
78,275 | Marketplace Loan Trust Series 2015-AV2, 4.000%, 10/15/21 | 77,590 | 0.0 | |||||||||||
250,000 | # | Momentum Capital Fund Ltd., 1.715%, 09/18/21 | 245,750 | 0.1 | ||||||||||
250,000 | # | MSIM Peconic Bay Ltd., 2.317%, 07/20/19 | 246,665 | 0.1 | ||||||||||
500,000 | # | Muir Grove CLO Ltd. 2007-1A B, 2.320%, 03/25/20 | 484,463 | 0.1 | ||||||||||
300,000 | # | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | 283,910 | 0.1 | ||||||||||
100,000 | # | Purchasing Power Funding 2015-A A2, 4.750%, 12/25/49 | 99,587 | 0.0 | ||||||||||
438,944 | Securitized Asset Backed Receivables LLC Trust 2006-NC2 A3, 0.662%, 03/25/36 | 387,825 | 0.1 | |||||||||||
91,418 | # | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | 89,673 | 0.0 | ||||||||||
100,000 | # | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | 99,357 | 0.0 | ||||||||||
250,000 | # | St James River CLO Ltd. 2007-1A D, 2.792%, 06/11/21 | 242,876 | 0.1 | ||||||||||
100,000 | # | Telos CLO 2006-1A E Ltd., 4.571%, 10/11/21 | 99,859 | 0.0 | ||||||||||
50,000 | # | Trade MAPS 1 Ltd., 2.543%, 12/10/18 | 49,675 | 0.0 | ||||||||||
6,154,224 | 1.4 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $7,159,384) | 7,113,047 | 1.6 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 1.9% | ||||||||||||||
EUR | 1,175,000 | # | Austria Government Bond, 1.650%, 10/21/24 | 1,378,767 | 0.3 | |||||||||
120,000 | Brazil Government International Bond, 8.750%, 02/04/25 | 131,100 | 0.0 | |||||||||||
45,000 | Brazilian Government International Bond, 2.625%, 01/05/23 | 34,312 | 0.0 | |||||||||||
EUR | 50,000 | Bundesrepublik Deutschland, 2.500%, 08/15/46 | 67,851 | 0.0 | ||||||||||
EUR | 20,000 | Bundesschatzanweisungen, -0.350%, 06/16/17 | 21,847 | 0.0 | ||||||||||
CAD | 140,000 | Canadian Government Bond, 3.500%, 12/01/45 | 131,278 | 0.0 | ||||||||||
400,000 | Colombia Government International Bond, 2.625%, 03/15/23 | 352,400 | 0.1 | |||||||||||
128,000 | Colombia Government International Bond, 8.125%, 05/21/24 | 153,792 | 0.0 | |||||||||||
200,000 | # | Dominican Republic International Bond, 5.500%, 01/27/25 | 193,500 | 0.1 | ||||||||||
200,000 | # | El Fondo MIVIVIENDA SA, 3.500%, 01/31/23 | 187,600 | 0.1 | ||||||||||
91,000 | Guatemala Government Bond, 8.125%, 10/06/34 | 116,708 | 0.0 | |||||||||||
184,000 | Hungary Government International Bond, 5.375%, 02/21/23 | 201,059 | 0.1 | |||||||||||
300,000 | Indonesia Government International Bond, 8.500%, 10/12/35 | 374,339 | 0.1 | |||||||||||
90,000 | Inter-American Development Bank, 1.375%, 07/15/20 | 88,496 | 0.0 | |||||||||||
165,000 | Lebanon Government International Bond, 6.000%, 01/27/23 | 160,654 | 0.1 |
See Accompanying Notes to Financial Statements
17 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | ||||||||||||||
MXN | 6,490,000 | Mexican Bonos, 6.500%, 06/10/21 | 391,454 | 0.1 | ||||||||||
174,000 | Petroleos de Venezuela SA, 5.250%, 04/12/17 | 87,853 | 0.0 | |||||||||||
47,000 | Petroleos de Venezuela SA, 9.000%, 11/17/21 | 19,000 | 0.0 | |||||||||||
400,000 | L | Petroleos Mexicanos, 4.500%, 01/23/26 | 352,400 | 0.1 | ||||||||||
19,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 17,765 | 0.0 | |||||||||||
39,000 | Petroleos Mexicanos, 5.500%, 01/21/21 | 39,437 | 0.0 | |||||||||||
100,000 | Philippine Government International Bond, 7.750%, 01/14/31 | 140,872 | 0.0 | |||||||||||
50,000 | Philippine Government International Bond, 9.500%, 02/02/30 | 78,935 | 0.0 | |||||||||||
150,000 | Romanian Government International Bond, 4.375%, 08/22/23 | 156,465 | 0.0 | |||||||||||
10,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 10,431 | 0.0 | ||||||||||
104,125 | Russian Foreign Bond - Eurobond, 7.500%, 03/31/30 | 124,990 | 0.0 | |||||||||||
EUR | 1,400,000 | # | Spain Government Bond, 1.600%, 04/30/25 | 1,513,461 | 0.4 | |||||||||
EUR | 410,000 | # | Spain Government Bond, 2.750%, 10/31/24 | 486,473 | 0.1 | |||||||||
324,000 | Turkey Government International Bond, 7.375%, 02/05/25 | 379,307 | 0.1 | |||||||||||
GBP | 420,000 | United Kingdom Gilt, 3.500%, 01/22/45 | 722,959 | 0.2 | ||||||||||
74,871 | Uruguay Government International Bond, 7.625%, 03/21/36 | 92,840 | 0.0 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $8,961,514) | 8,208,345 | 1.9 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 6.5% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 2.4%## | ||||||||||||||
754,000 | W | 0.010%, due 12/15/42 | 752,813 | 0.2 | ||||||||||
28,231 | 2.500%, due 05/01/30 | 28,540 | 0.0 | |||||||||||
28,089 | 2.500%, due 05/01/30 | 28,387 | 0.0 | |||||||||||
38,741 | 2.500%, due 06/01/30 | 39,153 | 0.0 | |||||||||||
643,000 | W | 2.500%, due 02/01/31 | 647,500 | 0.2 | ||||||||||
56,112 | 3.000%, due 03/01/45 | 56,098 | 0.0 | |||||||||||
54,964 | 3.000%, due 03/01/45 | 54,967 | 0.0 | |||||||||||
330,904 | 3.000%, due 04/01/45 | 330,820 | 0.1 | |||||||||||
249,010 | 3.000%, due 04/01/45 | 249,025 | 0.1 | |||||||||||
619,154 | 3.000%, due 09/01/45 | 618,830 | 0.1 | |||||||||||
876,242 | ^ | 3.500%, due 05/15/30 | 79,048 | 0.0 | ||||||||||
1,297,000 | W | 3.500%, due 07/15/41 | 1,335,213 | 0.3 | ||||||||||
111,708 | 3.500%, due 03/01/45 | 115,271 | 0.0 | |||||||||||
463,613 | 4.000%, due 12/01/41 | 491,193 | 0.1 | |||||||||||
84,638 | 4.000%, due 09/01/45 | 89,541 | 0.0 | |||||||||||
272,950 | 4.000%, due 09/01/45 | 288,697 | 0.1 | |||||||||||
130,062 | 4.000%, due 09/01/45 | 137,667 | 0.0 | |||||||||||
95,712 | 4.000%, due 09/01/45 | 101,234 | 0.0 | |||||||||||
61,689 | 4.000%, due 09/01/45 | 65,295 | 0.0 | |||||||||||
72,196 | 4.000%, due 09/01/45 | 76,372 | 0.0 | |||||||||||
235,354 | 4.000%, due 10/01/45 | 248,932 | 0.1 | |||||||||||
1,061,150 | ^ | 4.500%, due 04/15/40 | 140,533 | 0.0 | ||||||||||
472,678 | 4.500%, due 08/01/41 | 510,501 | 0.1 | |||||||||||
897,604 | 4.500%, due 09/01/41 | 968,781 | 0.2 | |||||||||||
36,627 | 4.500%, due 01/15/42 | 40,091 | 0.0 | |||||||||||
59,983 | 5.000%, due 12/15/17 | 61,625 | 0.0 | |||||||||||
143,583 | 5.000%, due 02/15/35 | 157,714 | 0.0 | |||||||||||
148,396 | ^ | 5.142%, due 03/15/33 | 162,660 | 0.0 | ||||||||||
193,847 | 5.500%, due 12/15/32 | 214,875 | 0.1 | |||||||||||
55,260 | 5.500%, due 09/15/34 | 61,239 | 0.0 | |||||||||||
362,640 | ^ | 5.500%, due 10/15/35 | 78,278 | 0.0 | ||||||||||
418,644 | 5.500%, due 02/15/36 | 463,882 | 0.1 | |||||||||||
177,142 | 5.500%, due 06/15/37 | 196,851 | 0.1 | |||||||||||
11,203 | 5.500%, due 07/01/37 | 12,519 | 0.0 | |||||||||||
182,861 | 5.500%, due 07/15/37 | 203,043 | 0.1 | |||||||||||
157,377 | 6.000%, due 12/15/28 | 178,519 | 0.0 | |||||||||||
239,206 | 6.000%, due 01/15/29 | 272,226 | 0.1 | |||||||||||
261,134 | 6.000%, due 07/15/32 | 295,875 | 0.1 | |||||||||||
272,580 | 6.000%, due 10/15/37 | 296,901 | 0.1 | |||||||||||
2,184,297 | ^ | 6.270%, due 06/15/41 | 331,035 | 0.1 | ||||||||||
8,266 | 6.500%, due 12/01/31 | 9,697 | 0.0 | |||||||||||
574,151 | ^ | 7.420%, due 05/15/29 | 115,258 | 0.0 | ||||||||||
54,597 | 20.613%, due 04/15/41 | 103,611 | 0.0 | |||||||||||
10,710,310 | 2.4 | |||||||||||||
Federal National Mortgage Association: 3.0%## | ||||||||||||||
592,477 | 0.922%, due 12/25/40 | 594,173 | 0.1 | |||||||||||
124,390 | 0.942%, due 03/25/37 | 125,372 | 0.0 | |||||||||||
56,170 | 2.000%, due 11/25/42 | 55,565 | 0.0 | |||||||||||
298,000 | W | 2.500%, due 01/15/28 | 300,379 | 0.1 | ||||||||||
47,979 | 2.500%, due 05/01/30 | 48,434 | 0.0 | |||||||||||
95,078 | 2.500%, due 06/01/30 | 95,970 | 0.0 | |||||||||||
133,265 | 2.500%, due 06/01/30 | 134,515 | 0.0 | |||||||||||
38,335 | 2.500%, due 07/01/30 | 38,695 | 0.0 | |||||||||||
299,754 | 3.000%, due 08/01/30 | 309,471 | 0.1 | |||||||||||
183,902 | 3.000%, due 09/01/30 | 189,971 | 0.0 | |||||||||||
2,103,707 | ^ | 3.000%, due 02/25/33 | 301,451 | 0.1 | ||||||||||
347,935 | 3.000%, due 01/25/38 | 358,085 | 0.1 | |||||||||||
541,000 | W | 3.000%, due 09/25/42 | 541,047 | 0.1 | ||||||||||
693,839 | 3.000%, due 07/01/43 | 699,754 | 0.2 | |||||||||||
482,600 | 3.000%, due 07/01/43 | 483,757 | 0.1 | |||||||||||
486,423 | 3.000%, due 04/01/45 | 487,253 | 0.1 | |||||||||||
1,259,000 | W | 3.500%, due 06/25/42 | 1,299,038 | 0.3 | ||||||||||
126,000 | W | 4.000%, due 08/25/40 | 133,339 | 0.0 | ||||||||||
43,514 | 4.000%, due 07/01/42 | 46,183 | 0.0 | |||||||||||
323,238 | 4.000%, due 07/01/42 | 343,224 | 0.1 | |||||||||||
106,360 | 4.000%, due 06/01/45 | 112,929 | 0.0 | |||||||||||
75,960 | 4.000%, due 06/01/45 | 80,582 | 0.0 | |||||||||||
29,917 | 4.000%, due 11/01/45 | 31,643 | 0.0 | |||||||||||
890,447 | ^ | 4.500%, due 07/25/30 | 141,685 | 0.0 | ||||||||||
665,922 | 4.500%, due 10/25/36 | 715,594 | 0.2 | |||||||||||
212,000 | W | 4.500%, due 01/25/39 | 228,967 | 0.1 | ||||||||||
87,583 | 4.500%, due 11/01/40 | 94,831 | 0.0 | |||||||||||
234,337 | 4.500%, due 10/01/41 | 253,682 | 0.1 | |||||||||||
767,668 | 4.500%, due 05/01/44 | 829,462 | 0.2 | |||||||||||
74,573 | 5.000%, due 06/01/33 | 82,515 | 0.0 | |||||||||||
32,200 | 5.000%, due 07/25/34 | 32,391 | 0.0 | |||||||||||
101,379 | 5.000%, due 07/01/35 | 112,174 | 0.0 | |||||||||||
17,804 | 5.000%, due 02/01/36 | 19,653 | 0.0 | |||||||||||
6,555 | 5.000%, due 07/01/36 | 7,253 | 0.0 | |||||||||||
163,602 | 5.000%, due 07/01/37 | 181,035 | 0.0 | |||||||||||
208,569 | 5.000%, due 07/01/37 | 230,806 | 0.1 | |||||||||||
362,962 | 5.000%, due 05/25/40 | 393,752 | 0.1 | |||||||||||
231,195 | 5.000%, due 11/01/40 | 256,127 | 0.1 | |||||||||||
295,146 | 5.000%, due 04/25/41 | 326,375 | 0.1 | |||||||||||
74,821 | 5.000%, due 05/01/41 | 82,667 | 0.0 | |||||||||||
173,302 | 5.000%, due 06/01/41 | 191,476 | 0.0 | |||||||||||
98,306 | 5.000%, due 06/01/41 | 108,605 | 0.0 | |||||||||||
237,361 | 5.500%, due 12/01/36 | 266,287 | 0.1 | |||||||||||
3,029,771 | ^ | 5.728%, due 07/25/33 | 620,922 | 0.1 | ||||||||||
1,661 | 6.000%, due 06/01/16 | 1,672 | 0.0 | |||||||||||
2,979 | 6.000%, due 07/01/16 | 2,996 | 0.0 |
See Accompanying Notes to Financial Statements
18 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal National Mortgage Association: (continued) | ||||||||||||||
535 | 6.000%, due 07/01/16 | 536 | 0.0 | |||||||||||
432 | 6.000%, due 08/01/16 | 435 | 0.0 | |||||||||||
1,185 | 6.000%, due 10/01/16 | 1,191 | 0.0 | |||||||||||
947 | 6.000%, due 10/01/16 | 958 | 0.0 | |||||||||||
10,680 | 6.000%, due 03/01/17 | 10,866 | 0.0 | |||||||||||
857 | 6.000%, due 04/01/17 | 859 | 0.0 | |||||||||||
1,432 | 6.000%, due 04/01/17 | 1,449 | 0.0 | |||||||||||
1,805 | 6.000%, due 04/01/17 | 1,818 | 0.0 | |||||||||||
10,689 | 6.000%, due 06/01/17 | 10,889 | 0.0 | |||||||||||
2,443 | 6.000%, due 09/01/17 | 2,494 | 0.0 | |||||||||||
13,966 | 6.000%, due 10/01/17 | 14,252 | 0.0 | |||||||||||
7,802 | 6.000%, due 11/01/17 | 7,973 | 0.0 | |||||||||||
230,030 | 6.000%, due 04/25/31 | 261,454 | 0.1 | |||||||||||
1,106,980 | ^ | 6.138%, due 06/25/41 | 209,013 | 0.1 | ||||||||||
3,749,998 | ^ | 6.148%, due 06/25/36 | 677,925 | 0.2 | ||||||||||
7,769 | 7.000%, due 06/01/29 | 8,560 | 0.0 | |||||||||||
953 | 7.000%, due 10/01/29 | 1,080 | 0.0 | |||||||||||
3,288 | 7.000%, due 01/01/32 | 3,660 | 0.0 | |||||||||||
649 | 7.000%, due 04/01/32 | 672 | 0.0 | |||||||||||
2,310 | 7.000%, due 05/01/32 | 2,582 | 0.0 | |||||||||||
1,106 | 7.500%, due 11/01/29 | 1,154 | 0.0 | |||||||||||
3,140 | 7.500%, due 10/01/30 | 3,149 | 0.0 | |||||||||||
13,214,726 | 3.0 | |||||||||||||
Government National Mortgage Association: 1.1% | ||||||||||||||
9,470,018 | ^ | 0.630%, due 07/20/39 | 219,960 | 0.1 | ||||||||||
3,762,397 | ^ | 0.681%, due 12/16/43 | 188,886 | 0.1 | ||||||||||
581,000 | W | 3.000%, due 01/15/43 | 588,921 | 0.1 | ||||||||||
1,320,000 | W | 3.500%, due 11/20/41 | 1,372,903 | 0.3 | ||||||||||
67,771 | 3.500%, due 06/20/45 | 70,774 | 0.0 | |||||||||||
120,489 | 4.000%, due 11/20/40 | 129,122 | 0.0 | |||||||||||
476,193 | 4.000%, due 08/20/45 | 506,215 | 0.1 | |||||||||||
714,926 | 4.000%, due 10/20/45 | 760,666 | 0.2 | |||||||||||
1,723,122 | ^ | 4.500%, due 05/16/35 | 46,409 | 0.0 | ||||||||||
207,384 | 4.500%, due 08/20/41 | 226,003 | 0.1 | |||||||||||
124,000 | 4.750%, due 05/20/39 | 135,703 | 0.0 | |||||||||||
160,000 | ^ | 5.000%, due 09/20/40 | 80,134 | 0.0 | ||||||||||
183,560 | 5.140%, due 10/20/60 | 194,199 | 0.1 | |||||||||||
163,813 | 5.288%, due 10/20/60 | 174,763 | 0.0 | |||||||||||
64,711 | 7.000%, due 05/16/32 | 74,641 | 0.0 | |||||||||||
4,769,299 | 1.1 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $28,457,415) | 28,694,335 | 6.5 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $413,203,722) | 411,643,262 | 92.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 3.3% | ||||||||||||||
Securities Lending Collateralcc: 1.7% | ||||||||||||||
382,382 | Bank of Nova Scotia, Repurchase Agreement dated 12/31/15, 0.30%, due 01/04/16 (Repurchase Amount $382,395, collateralized by various U.S. Government Securities, 0.000%-8.500%, Market Value plus accrued interest $390,043, due 02/29/16-02/15/45) | 382,382 | 0.1 | |||||||||||
1,816,621 | Citigroup, Inc., Repurchase Agreement dated 12/31/15, 0.34%, due 01/04/16 (Repurchase Amount $1,816,689, collateralized by various U.S. Government Agency Obligations, 0.000%-11.500%, Market Value plus accrued interest $1,852,953, due 01/15/16-04/01/51) | 1,816,621 | 0.4 | |||||||||||
1,816,621 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/31/15, 0.37%, due 01/04/16 (Repurchase Amount $1,816,695, collateralized by various U.S. Government Securities, 1.500%-3.625%, Market Value plus accrued interest $1,852,954, due 03/31/21-02/15/44) | 1,816,621 | 0.4 | |||||||||||
1,816,621 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 12/31/15, 0.31%, due 01/04/16 (Repurchase Amount $1,816,683, collateralized by various U.S. Government Agency Obligations, 1.994%-6.035%, Market Value plus accrued interest $1,852,953, due 04/01/24-04/20/65) | 1,816,621 | 0.4 | |||||||||||
1,816,621 | Nomura Securities, Repurchase Agreement dated 12/31/15, 0.33%, due 01/04/16 (Repurchase Amount $1,816,687, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,852,953, due 01/15/16-10/20/65) | 1,816,621 | 0.4 | |||||||||||
7,648,866 | 1.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. Treasury Notes: 0.1% | ||||||||||||||
50,000 | United States Treasury Note"" | |||||||||||||
(Cost $50,284) | 50,263 | 0.1 | ||||||||||||
Mutual Funds: 1.5% | ||||||||||||||
6,785,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.270%†† | |||||||||||||
(Cost $6,785,000) | 6,785,000 | 1.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $14,484,150) | 14,484,129 | 3.3 |
See Accompanying Notes to Financial Statements
19 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2015 (continued) |
Principal Amount† |
| Value | Percentage of Net Assets | ||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Total Investments in Securities (Cost $427,687,872) | $ | 426,127,391 | 96.2 | ||||||||
Assets in Excess of Other Liabilities | 16,842,565 | 3.8 | |||||||||
Net Assets | $ | 442,969,956 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2015. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
+ | Step-up basis bonds. Interest rates shown reflect current and next coupon rates. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
W | Settlement is on a when-issued or delayed-delivery basis. |
L | Loaned security, a portion or all of the security is on loan at December 31, 2015. |
^ | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
CAD | Canadian Dollar |
EUR | EU Euro |
GBP | British Pound |
MXN | Mexican Peso |
Cost for federal income tax purposes is $429,996,074. |
Net unrealized depreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 20,778,111 | ||
Gross Unrealized Depreciation | (24,646,794 | ) | ||
Net Unrealized Depreciation | $ | (3,868,683 | ) |
See Accompanying Notes to Financial Statements
20 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
N/A.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) | Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT |
(3) | Not applicable. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Balanced Portfolio, Inc.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer | ||
Date: | March 8, 2016 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer | ||
Date: | March 8, 2016 |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: | March 8, 2016 |