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 E. Lombard Street, Baltimore, MD 21202
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: | December 31 |
Date of reporting period: | January 1, 2016 to June 30, 2016 |
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
July 25, 2016
| | Index | | | | Description | | |
| | Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Barclays U.S. Aggregate Bond Index | | | | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Barclays U.S. Corporate Investment Grade Bond Index | | | | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,028.30 | | | | | | 0.61% | | | | | $ | 3.08 | | | | | $ | 1,000.00 | | | | | $ | 1,021.83 | | | | | | 0.61% | | | | | $ | 3.07 | | |
Class S | | | | | 1,000.00 | | | | | | 1,026.90 | | | | | | 0.86 | | | | | | 4.33 | | | | | | 1,000.00 | | | | | | 1,020.59 | | | | | | 0.86 | | | | | | 4.32 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 998.60 | | | | | | 1.10% | | | | | $ | 5.47 | | | | | $ | 1,000.00 | | | | | $ | 1,019.39 | | | | | | 1.10% | | | | | $ | 5.52 | | |
Class I | | | | | 1,000.00 | | | | | | 1,000.20 | | | | | | 0.60 | | | | | | 2.98 | | | | | | 1,000.00 | | | | | | 1,021.88 | | | | | | 0.60 | | | | | | 3.02 | | |
Class S | | | | | 1,000.00 | | | | | | 999.00 | | | | | | 0.85 | | | | | | 4.22 | | | | | | 1,000.00 | | | | | | 1,020.64 | | | | | | 0.85 | | | | | | 4.27 | | |
Class S2 | | | | | 1,000.00 | | | | | | 998.10 | | | | | | 1.00 | | | | | | 4.97 | | | | | | 1,000.00 | | | | | | 1,019.89 | | | | | | 1.00 | | | | | | 5.02 | | |
Class T | | | | | 1,000.00 | | | | | | 997.10 | | | | | | 1.20 | | | | | | 5.96 | | | | | | 1,000.00 | | | | | | 1,018.90 | | | | | | 1.20 | | | | | | 6.02 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,000.60 | | | | | | 0.33% | | | | | $ | 1.64 | | | | | $ | 1,000.00 | | | | | $ | 1,023.22 | | | | | | 0.33% | | | | | $ | 1.66 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.20 | | | | | | 0.37 | | | | | | 1.84 | | | | | | 1,000.00 | | | | | | 1,023.02 | | | | | | 0.37 | | | | | | 1.86 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,031.40 | | | | | | 1.03% | | | | | $ | 5.20 | | | | | $ | 1,000.00 | | | | | $ | 1,019.74 | | | | | | 1.03% | | | | | $ | 5.17 | | |
Class I | | | | | 1,000.00 | | | | | | 1,033.90 | | | | | | 0.58 | | | | | | 2.93 | | | | | | 1,000.00 | | | | | | 1,021.98 | | | | | | 0.58 | | | | | | 2.92 | | |
Class S | | | | | 1,000.00 | | | | | | 1,032.40 | | | | | | 0.83 | | | | | | 4.19 | | | | | | 1,000.00 | | | | | | 1,020.74 | | | | | | 0.83 | | | | | | 4.17 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,032.00 | | | | | | 0.98 | | | | | | 4.95 | | | | | | 1,000.00 | | | | | | 1,019.99 | | | | | | 0.98 | | | | | | 4.92 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,052.50 | | | | | | 0.98% | | | | | $ | 5.00 | | | | | $ | 1,000.00 | | | | | $ | 1,019.99 | | | | | | 0.98% | | | | | $ | 4.92 | | |
Class I | | | | | 1,000.00 | | | | | | 1,054.50 | | | | | | 0.48 | | | | | | 2.45 | | | | | | 1,000.00 | | | | | | 1,022.48 | | | | | | 0.48 | | | | | | 2.41 | | |
Class S | | | | | 1,000.00 | | | | | | 1,053.60 | | | | | | 0.73 | | | | | | 3.73 | | | | | | 1,000.00 | | | | | | 1,021.23 | | | | | | 0.73 | | | | | | 3.67 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,053.50 | | | | | | 0.88 | | | | | | 4.49 | | | | | | 1,000.00 | | | | | | 1,020.49 | | | | | | 0.88 | | | | | | 4.42 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,054.40 | | | | | | 1.34% | | | | | $ | 6.84 | | | | | $ | 1,000.00 | | | | | $ | 1,018.20 | | | | | | 1.34% | | | | | $ | 6.72 | | |
Class I | | | | | 1,000.00 | | | | | | 1,057.40 | | | | | | 0.84 | | | | | | 4.30 | | | | | | 1,000.00 | | | | | | 1,020.69 | | | | | | 0.84 | | | | | | 4.22 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,057.50 | | | | | | 0.84 | | | | | | 4.30 | | | | | | 1,000.00 | | | | | | 1,020.69 | | | | | | 0.84 | | | | | | 4.22 | | |
Class S | | | | | 1,000.00 | | | | | | 1,055.70 | | | | | | 1.09 | | | | | | 5.57 | | | | | | 1,000.00 | | | | | | 1,019.44 | | | | | | 1.09 | | | | | | 5.47 | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 381,321,686 | | | | | $ | 700,315,429 | | | | | $ | — | | |
Investments in affiliated underlying funds at fair value** | | | | | 29,962,530 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 24,693,131 | | | | | | 44,752,641 | | | | | | — | | |
Total investments at fair value | | | | $ | 435,977,347 | | | | | $ | 745,068,070 | | | | | $ | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 409,560,615 | | |
Cash | | | | | 5,088,001 | | | | | | 417,546 | | | | | | 1,377 | | |
Cash collateral for futures | | | | | 989,265 | | | | | | 1,144,800 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 300,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 93,054 | | | | | | 288,048 | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investments in affiliated underlying funds sold | | | | | 13,500,651 | | | | | | — | | | | | | — | | |
Investment securities sold | | | | | — | | | | | | — | | | | | | 116,936,828 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 3,490,930 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 4,091 | | | | | | 487,956 | | | | | | 569,876 | | |
Dividends | | | | | 352,665 | | | | | | 1,733,416 | | | | | | 2,984 | | |
Interest | | | | | 525,506 | | | | | | — | | | | | | 155,605 | | |
Foreign tax reclaims | | | | | 94,226 | | | | | | 769,951 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 1,052 | | | | | | — | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | 2,793 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 4,950 | | | | | | 8,818 | | | | | | 6,298 | | |
Other assets | | | | | 54,824 | | | | | | 40,266 | | | | | | 127,724 | | |
Total assets | | | | | 460,479,355 | | | | | | 749,958,871 | | | | | | 527,361,307 | | |
LIABILITIES: | | | | | |||||||||||||||
Payable for investments in affiliated underlying funds purchased | | | | | 12,231,509 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 11,473,576 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 485,511 | | | | | | 399,344 | | ��� | | | | 1,252,087 | | |
Payable for foreign cash collateral for futures***** | | | | | 15,123 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 6,863,736 | | | | | | 14,841,641 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 2,421 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 195,397 | | | | | | 332,656 | | | | | | 132,667 | | |
Payable for distribution and shareholder service fees | | | | | 809 | | | | | | 136,509 | | | | | | 131 | | |
Payable for directors/trustees fees | | | | | 2,132 | | | | | | 3,730 | | | | | | 2,689 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 54,824 | | | | | | 40,266 | | | | | | 127,724 | | |
Other accrued expenses and liabilities | | | | | 106,114 | | | | | | 161,800 | | | | | | 70,277 | | |
Written options, at fair value^ | | | | | 46,436 | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 31,477,588 | | | | | | 15,915,946 | | | | | | 1,585,575 | | |
NET ASSETS | | | | $ | 429,001,767 | | | | | $ | 734,042,925 | | | | | $ | 525,775,732 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 426,315,273 | | | | | $ | 978,735,321 | | | | | $ | 525,734,668 | | |
Undistributed (distributions in excess of) net investment income | | | | | 4,095,559 | | | | | | 11,368,717 | | | | | | (139,827) | | |
Accumulated net realized gain (loss) | | | | | (7,454,100) | | | | | | (258,047,529) | | | | | | 180,891 | | |
Net unrealized appreciation | | | | | 6,045,035 | | | | | | 1,986,416 | | | | | | — | | |
NET ASSETS | | | | $ | 429,001,767 | | | | | $ | 734,042,925 | | | | | $ | 525,775,732 | | |
+ Including securities loaned at value | | | | $ | 6,688,439 | | | | | $ | 14,395,222 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 374,358,902 | | | | | $ | 699,111,456 | | | | | $ | — | | |
** Cost of investments in affiliated underlying funds | | | | $ | 30,471,752 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 24,690,038 | | | | | $ | 44,752,641 | | | | | $ | — | | |
**** Cost of foreign currencies | | | | $ | 91,958 | | | | | $ | 295,035 | | | | | $ | — | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | 15,123 | | | | | $ | — | | | | | $ | — | | |
^ Premiums received on written options | | | | $ | 43,602 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 21,186,809 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 2,456,300 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.63 | | | | | | n/a | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 425,086,551 | | | | | $ | 155,109,386 | | | | | $ | 525,693,078 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 29,856,061 | | | | | | 17,856,006 | | | | | | 525,393,772 | | |
Net asset value and redemption price per share | | | | $ | 14.24 | | | | | $ | 8.69 | | | | | $ | 1.00 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 3,915,216 | | | | | $ | 512,491,246 | | | | | $ | 82,654 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 276,284 | | | | | | 58,999,865 | | | | | | 82,724 | | |
Net asset value and redemption price per share | | | | $ | 14.17 | | | | | $ | 8.69 | | | | | $ | 1.00 | | |
Class S2 | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 309,782 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 36,137 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.57 | | | | | | n/a | | |
Class T | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | $ | 44,945,702 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 5,239,592 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 8.58 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 3,516,213,714 | | | | | $ | 4,702,266,690 | | | | | $ | 582,894,918 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 637,056,670 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 48,543,198 | | | | | | 82,378,513 | | | | | | 45,307,364 | | |
Total investments at fair value | | | | $ | 3,564,756,912 | | | | | $ | 5,421,701,873 | | | | | $ | 628,202,282 | | |
Cash | | | | | 737 | | | | | | 63,787 | | | | | | 50 | | |
Cash collateral for futures | | | | | — | | | | | | 8,282,841 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 8,232,000 | | | | | | — | | |
Foreign currencies at value**** | | | | | — | | | | | | 1,065 | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | — | | | | | | 192,347,572 | | | | | | 3,176,699 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 239,347,794 | | | | | | — | | |
Fund shares sold | | | | | 13,717 | | | | | | 101,664 | | | | | | 423,567 | | |
Dividends | | | | | 7,684,016 | | | | | | 7,790 | | | | | | 633,273 | | |
Interest | | | | | — | | | | | | 22,568,063 | | | | | | — | | |
Foreign tax reclaims | | | | | 73,971 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 251,000 | | | | | | — | | |
Prepaid expenses | | | | | 40,422 | | | | | | 55,562 | | | | | | 6,505 | | |
Reimbursement due from manager | | | | | — | | | | | | — | | | | | | 564 | | |
Other assets | | | | | 258,309 | | | | | | 318,969 | | | | | | 35,925 | | |
Total assets | | | | | 3,572,828,084 | | | | | | 5,893,279,980 | | | | | | 632,478,865 | | |
LIABILITIES: | | | | | |||||||||||||||
Income distribution payable | | | | | — | | | | | | 636 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 229,618,367 | | | | | | 4,983,583 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 745,082,005 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 4,974,358 | | | | | | 6,104,912 | | | | | | 1,401,624 | | |
Payable upon receipt of securities loaned | | | | | 20,547,198 | | | | | | 64,739,690 | | | | | | 27,065,364 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 1,071,611 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 348,408 | | | | | | — | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 2,508,000 | | | | | | — | | |
Payable for investment management fees | | | | | 1,608,068 | | | | | | 1,783,634 | | | | | | 397,120 | | |
Payable for distribution and shareholder service fees | | | | | 534,940 | | | | | | 799,611 | | | | | | 24,317 | | |
Payable for directors/trustees fees | | | | | 17,424 | | | | | | 24,087 | | | | | | 2,877 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 258,309 | | | | | | 318,969 | | | | | | 35,925 | | |
Other accrued expenses and liabilities | | | | | 363,144 | | | | | | 368,846 | | | | | | 62,288 | | |
Written options, at fair value^ | | | | | — | | | | | | 2,813,803 | | | | | | — | | |
Total liabilities | | | | | 28,303,441 | | | | | | 1,055,582,579 | | | | | | 33,973,098 | | |
NET ASSETS | | | | $ | 3,544,524,643 | | | | | $ | 4,837,697,401 | | | | | $ | 598,505,767 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 2,886,449,387 | | | | | $ | 4,841,390,298 | | | | | $ | 505,573,882 | | |
Undistributed net investment income | | | | | 33,161,098 | | | | | | 46,091,412 | | | | | | 1,317,352 | | |
Accumulated net realized gain (loss) | | | | | 97,153,060 | | | | | | (135,562,547) | | | | | | 24,842,355 | | |
Net unrealized appreciation | | | | | 527,761,098 | | | | | | 85,778,238 | | | | | | 66,772,178 | | |
NET ASSETS | | | | $ | 3,544,524,643 | | | | | $ | 4,837,697,401 | | | | | $ | 598,505,767 | | |
+ Including securities loaned at value | | | | $ | 20,102,010 | | | | | $ | 63,425,916 | | | | | $ | 26,266,584 | | |
* Cost of investments in securities | | | | $ | 2,988,452,617 | | | | | $ | 4,601,741,332 | | | | | $ | 516,122,740 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 657,075,891 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 48,543,198 | | | | | $ | 82,378,631 | | | | | $ | 45,307,364 | | |
**** Cost of foreign currencies | | | | $ | — | | | | | $ | 1,067 | | | | | $ | — | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 2,642,029 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | ||||||||||
Net assets | | | | $ | 1,100,095,036 | | | | | $ | 325,911,701 | | | | | $ | 5,530,724 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 39,411,908 | | | | | | 25,082,965 | | | | | | 306,424 | | |
Net asset value and redemption price per share | | | | $ | 27.91 | | | | | $ | 12.99 | | | | | $ | 18.05 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 1,811,897,932 | | | | | $ | 1,263,042,750 | | | | | $ | 485,478,260 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 63,991,602 | | | | | | 96,176,100 | | | | | | 25,843,330 | | |
Net asset value and redemption price per share | | | | $ | 28.31 | | | | | $ | 13.13 | | | | | $ | 18.79 | | |
Class R6 | | | | | |||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 134,617 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 7,162 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 18.80 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 632,187,097 | | | | | $ | 3,221,481,507 | | | | | $ | 107,362,166 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 22,609,785 | | | | | | 246,964,064 | | | | | | 5,836,894 | | |
Net asset value and redemption price per share | | | | $ | 27.96 | | | | | $ | 13.04 | | | | | $ | 18.39 | | |
Class S2 | | | | | |||||||||||||||
Net assets | | | | $ | 344,578 | | | | | $ | 27,261,443 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 12,437 | | | | | | 2,097,692 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 27.71 | | | | | $ | 13.00 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 3,667,417 | | | | | $ | 14,204,427 | | | | | $ | 45,798 | | | | | $ | 46,818,981 | | |
Interest, net of foreign taxes withheld* | | | | | 1,422,343 | | | | | | — | | | | | | 1,081,998 | | | | | | 45,762 | | |
Dividends from affiliated funds | | | | | 569,641 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 61,200 | | | | | | 183,738 | | | | | | — | | | | | | 150,872 | | |
Total investment income | | | | | 5,720,601 | | | | | | 14,388,165 | | | | | | 1,127,796 | | | | | | 47,015,615 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 1,272,280 | | | | | | 2,040,736 | | | | | | 935,761 | | | | | | 10,397,539 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | 54,023 | | | | | | — | | | | | | 2,697,285 | | |
Class S | | | | | 4,858 | | | | | | 645,169 | | | | | | 499 | | | | | | 775,912 | | |
Class S2 | | | | | — | | | | | | 672 | | | | | | — | | | | | | 774 | | |
Class T | | | | | — | | | | | | 183,093 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 286 | | | | | | 943 | | | | | | 374 | | | | | | 5,851 | | |
Shareholder reporting expense | | | | | 17,120 | | | | | | 46,620 | | | | | | 22,792 | | | | | | 144,336 | | |
Professional fees | | | | | 9,556 | | | | | | 19,110 | | | | | | 13,643 | | | | | | 57,286 | | |
Custody and accounting expense | | | | | 91,014 | | | | | | 87,770 | | | | | | 28,714 | | | | | | 171,376 | | |
Directors/trustees fees | | | | | 6,396 | | | | | | 11,190 | | | | | | 8,067 | | | | | | 52,273 | | |
Miscellaneous expense | | | | | 10,776 | | | | | | 26,379 | | | | | | 12,708 | | | | | | 86,087 | | |
Interest expense | | | | | 288 | | | | | | 119 | | | | | | 492 | | | | | | 216 | | |
Total expenses | | | | | 1,412,574 | | | | | | 3,115,824 | | | | | | 1,023,050 | | | | | | 14,388,935 | | |
Net waived and reimbursed fees | | | | | (95,420) | | | | | | (36,712) | | | | | | (126,044) | | | | | | (1,049,647) | | |
Brokerage commission recapture | | | | | (237) | | | | | | — | | | | | | — | | | | | | — | | |
Net expenses | | | | | 1,316,917 | | | | | | 3,079,112 | | | | | | 897,006 | | | | | | 13,339,288 | | |
Net investment income | | | | | 4,403,684 | | | | | | 11,309,053 | | | | | | 230,790 | | | | | | 33,676,327 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | (2,540,128) | | | | | | (59,670,924) | | | | | | 180,890 | | | | | | 151,081,813 | | |
Sale of affiliated underlying funds | | | | | (105,542) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 1,542,373 | | | | | | (164,328) | | | | | | — | | | | | | 13,705 | | |
Futures | | | | | (23,539) | | | | | | 755,454 | | | | | | — | | | | | | (591,216) | | |
Swaps | | | | | (27,663) | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 644,544 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | (509,955) | | | | | | (59,079,798) | | | | | | 180,890 | | | | | | 150,504,302 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 7,484,978 | | | | | | 44,226,966 | | | | | | — | | | | | | (76,450,969) | | |
Affiliated underlying funds | | | | | 532,158 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (2,678) | | | | | | 38,930 | | | | | | — | | | | | | — | | |
Futures | | | | | 96,900 | | | | | | 767,082 | | | | | | — | | | | | | — | | |
Swaps | | | | | (404,636) | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | (2,834) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 7,703,888 | | | | | | 45,032,978 | | | | | | — | | | | | | (76,450,969) | | |
Net realized and unrealized gain (loss) | | | | | 7,193,933 | | | | | | (14,046,820) | | | | | | 180,890 | | | | | | 74,053,333 | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 11,597,617 | | | | | $ | (2,737,767) | | | | | $ | 411,680 | | | | | $ | 107,729,660 | | |
* Foreign taxes withheld | | | | $ | 131,428 | | | | | $ | 1,146,283 | | | | | $ | 1,575 | | | | | $ | 289,989 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends | | | | $ | 28,390 | | | | | $ | 3,817,904 | | |
Interest | | | | | 72,683,038 | | | | | | — | | |
Dividends from affiliated underlying funds | | | | | 13,914,736 | | | | | | — | | |
Securities lending income, net | | | | | 321,085 | | | | | | 85,002 | | |
Total investment income | | | | | 86,947,249 | | | | | | 3,902,906 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 11,896,490 | | | | | | 2,432,064 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 797,582 | | | | | | 13,450 | | |
Class S | | | | | 4,004,639 | | | | | | 127,727 | | |
Class S2 | | | | | 65,169 | | | | | | — | | |
Transfer agent fees | | | | | 5,338 | | | | | | 507 | | |
Shareholder reporting expense | | | | | 145,792 | | | | | | 21,840 | | |
Registration fees | | | | | 9,463 | | | | | | 30 | | |
Professional fees | | | | | 95,416 | | | | | | 9,464 | | |
Custody and accounting expense | | | | | 321,692 | | | | | | 36,400 | | |
Directors/trustees fees | | | | | 72,262 | | | | | | 8,631 | | |
Miscellaneous expense | | | | | 114,842 | | | | | | 14,183 | | |
Interest expense | | | | | 3,490 | | | | | | 4 | | |
Total expenses | | | | | 17,532,175 | | | | | | 2,664,300 | | |
Net waived and reimbursed fees | | | | | (1,087,339) | | | | | | (128,767) | | |
Net expenses | | | | | 16,444,836 | | | | | | 2,535,533 | | |
Net investment income | | | | | 70,502,413 | | | | | | 1,367,373 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 40,958,529 | | | | | | 29,071,911 | | |
Sale of affiliated underlying funds | | | | | (979,762) | | | | | | — | | |
Foreign currency related transactions | | | | | (2,076,984) | | | | | | — | | |
Futures | | | | | 11,546,109 | | | | | | — | | |
Swaps | | | | | (7,809,672) | | | | | | — | | |
Net realized gain | | | | | 41,638,220 | | | | | | 29,071,911 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | 101,778,080 | | | | | | 1,274,695 | | |
Affiliated underlying funds | | | | | 31,499,646 | | | | | | — | | |
Foreign currency related transactions | | | | | (822,039) | | | | | | — | | |
Futures | | | | | 24,171,413 | | | | | | — | | |
Swaps | | | | | (15,308,479) | | | | | | — | | |
Written options | | | | | (171,774) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 141,146,847 | | | | | | 1,274,695 | | |
Net realized and unrealized gain | | | | | 182,785,067 | | | | | | 30,346,606 | | |
Increase in net assets resulting from operations | | | | $ | 253,287,480 | | | | | $ | 31,713,979 | | |
|
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 4,403,684 | | | | | $ | 9,287,956 | | | | | $ | 11,309,053 | | | | | $ | 17,030,608 | | |
Net realized gain (loss) | | | | | (509,955) | | | | | | 19,555,545 | | | | | | (59,079,798) | | | | | | (13,983,788) | | |
Net change in unrealized appreciation (depreciation) | | | | | 7,703,888 | | | | | | (37,094,852) | | | | | | 45,032,978 | | | | | | (45,718,304) | | |
Increase (decrease) in net assets resulting from operations | | | | | 11,597,617 | | | | | | (8,251,351) | | | | | | (2,737,767) | | | | | | (42,671,484) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (502,893) | | | | | | — | | |
Class I | | | | | (7,616,888) | | | | | | (9,483,192) | | | | | | (4,372,370) | | | | | | (1,130,563) | | |
Class S | | | | | (59,518) | | | | | | (77,986) | | | | | | (13,379,827) | | | | | | (2,463,069) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (7,294) | | | | | | (1,762) | | |
Class T | | | | | — | | | | | | — | | | | | | (1,095,449) | | | | | | (416,187) | | |
Total distributions | | | | | (7,676,406) | | | | | | (9,561,178) | | | | | | (19,357,833) | | | | | | (4,011,581) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 2,896,720 | | | | | | 3,063,612 | | | | | | 7,385,646 | | | | | | 128,410,776 | | |
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | — | | | | | | — | | | | | | 817,995,808 | | |
Reinvestment of distributions | | | | | 7,676,406 | | | | | | 9,561,178 | | | | | | 19,357,833 | | | | | | 4,011,581 | | |
| | | | | 10,573,126 | | | | | | 12,624,790 | | | | | | 26,743,479 | | | | | | 950,418,165 | | |
Cost of shares redeemed | | | | | (28,462,526) | | | | | | (63,852,104) | | | | | | (73,037,631) | | | | | | (271,062,713) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (17,889,400) | | | | | | (51,227,314) | | | | | | (46,294,152) | | | | | | 679,355,452 | | |
Net increase (decrease) in net assets | | | | | (13,968,189) | | | | | | (69,039,843) | | | | | | (68,389,752) | | | | | | 632,672,387 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 442,969,956 | | | | | | 512,009,799 | | | | | | 802,432,677 | | | | | | 169,760,290 | | |
End of year or period | | | | $ | 429,001,767 | | | | | $ | 442,969,956 | | | | | $ | 734,042,925 | | | | | $ | 802,432,677 | | |
Undistributed net investment income at end of year or period | | | | $ | 4,095,559 | | | | | $ | 7,368,281 | | | | | $ | 11,368,717 | | | | | $ | 19,417,497 | | |
|
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 230,790 | | | | | $ | 1,751 | | | | | $ | 33,676,327 | | | | | $ | 69,604,940 | | |
Net realized gain | | | | | 180,890 | | | | | | 105,348 | | | | | | 150,504,302 | | | | | | 330,030,006 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (76,450,969) | | | | | | (454,505,895) | | |
Increase (decrease) in net assets resulting from operations | | | | | 411,680 | | | | | | 107,099 | | | | | | 107,729,660 | | | | | | (54,870,949) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (18,114,051) | | |
Class I | | | | | (230,794) | | | | | | (1,751) | | | | | | — | | | | | | (38,458,104) | | |
Class S | | | | | (1) | | | | | | — | | | | | | — | | | | | | (11,901,355) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (6,176) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (29,209,588) | | | | | | (56,976,573) | | |
Class I | | | | | (103,808) | | | | | | (67,210) | | | | | | (47,158,186) | | | | | | (92,161,552) | | |
Class S | | | | | (207) | | | | | | (13) | | | | | | (16,733,427) | | | | | | (32,932,122) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (9,031) | | | | | | (17,319) | | |
Total distributions | | | | | (334,810) | | | | | | (68,974) | | | | | | (93,110,232) | | | | | | (250,567,252) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 52,982,467 | | | | | | 85,417,851 | | | | | | 5,713,570 | | | | | | 23,163,960 | | |
Reinvestment of distributions | | | | | 334,810 | | | | | | 68,974 | | | | | | 93,049,121 | | | | | | 250,385,786 | | |
| | | | | 53,317,277 | | | | | | 85,486,825 | | | | | | 98,762,691 | | | | | | 273,549,746 | | |
Cost of shares redeemed | | | | | (68,835,337) | | | | | | (161,158,873) | | | | | | (249,034,893) | | | | | | (571,660,467) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (15,518,060) | | | | | | (75,672,048) | | | | | | (150,272,202) | | | | | | (298,110,721) | | |
Net decrease in net assets | | | | | (15,441,190) | | | | | | (75,633,923) | | | | | | (135,652,774) | | | | | | (603,548,922) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 541,216,922 | | | | | | 616,850,845 | | | | | | 3,680,177,417 | | | | | | 4,283,726,339 | | |
End of year or period | | | | $ | 525,775,732 | | | | | $ | 541,216,922 | | | | | $ | 3,544,524,643 | | | | | $ | 3,680,177,417 | | |
Undistributed (distributions in excess of) net investment income at end of year or period | | | | $ | (139,827) | | | | | $ | (139,822) | | | | | $ | 33,161,098 | | | | | $ | (515,229) | | |
|
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 70,502,413 | | | | | $ | 139,281,316 | | | | | $ | 1,367,373 | | | | | $ | 2,414,807 | | |
Net realized gain (loss) | | | | | 41,638,220 | | | | | | (4,052,642) | | | | | | 29,071,911 | | | | | | 58,475,510 | | |
Net change in unrealized appreciation (depreciation) | | | | | 141,146,847 | | | | | | (117,840,672) | | | | | | 1,274,695 | | | | | | (66,215,338) | | |
Increase (decrease) in net assets resulting from operations | | | | | 253,287,480 | | | | | | 17,388,002 | | | | | | 31,713,979 | | | | | | (5,325,021) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (1,503,212) | | | | | | (9,986,767) | | | | | | — | | | | | | — | | |
Class I | | | | | (6,887,223) | | | | | | (43,838,685) | | | | | | (2,207,939) | | | | | | (2,508,306) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (13) | | | | | | — | | |
Class S | | | | | (16,342,652) | | | | | | (105,043,748) | | | | | | (208,636) | | | | | | (277,274) | | |
Class S2 | | | | | (133,715) | | | | | | (938,671) | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (552,879) | | | | | | (833,677) | | |
Class I | | | | | — | | | | | | — | | | | | | (44,683,696) | | | | | | (72,451,613) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (279) | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | (9,976,166) | | | | | | (16,327,083) | | |
Total distributions | | | | | (24,866,802) | | | | | | (159,807,871) | | | | | | (57,629,608) | | | | | | (92,397,953) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 125,922,632 | | | | | | 470,317,531 | | | | | | 19,870,595 | | | | | | 66,263,407 | | |
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | 567,665,007 | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | 24,864,850 | | | | | | 159,799,747 | | | | | | 57,629,316 | | | | | | 92,397,953 | | |
| | | | | 150,787,482 | | | | | | 1,197,782,285 | | | | | | 77,499,911 | | | | | | 158,661,360 | | |
Cost of shares redeemed | | | | | (308,478,008) | | | | | | (921,955,938) | | | | | | (57,160,262) | | | | | | (98,689,613) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (157,690,526) | | | | | | 275,826,347 | | | | | | 20,339,649 | | | | | | 59,971,747 | | |
Net increase (decrease) in net assets | | | | | 70,730,152 | | | | | | 133,406,478 | | | | | | (5,575,980) | | | | | | (37,751,227) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 4,766,967,249 | | | | | | 4,633,560,771 | | | | | | 604,081,747 | | | | | | 641,832,974 | | |
End of year or period | | | | $ | 4,837,697,401 | | | | | $ | 4,766,967,249 | | | | | $ | 598,505,767 | | | | | $ | 604,081,747 | | |
Undistributed net investment income at end of year or period | | | | $ | 46,091,412 | | | | | $ | 455,801 | | | | | $ | 1,317,352 | | | | | $ | 2,366,567 | | |
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| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 14.10 | | | | | | 0.14• | | | | | | 0.25 | | | | | | 0.39 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.24 | | | | | | 2.83 | | | | | | 0.66 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.08 | | | | | | 425,087 | | | | | | 116 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 14.01 | | | | | | 0.13• | | | | | | 0.24 | | | | | | 0.37 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.17 | | | | | | 2.69 | | | | | | 0.91 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.83 | | | | | | 3,915 | | | | | | 116 | | |
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 Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 8.85 | | | | | | 0.12• | | | | | | (0.14) | | | | | | (0.02) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.63 | | | | | | (0.14) | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.77 | | | | | | 21,187 | | | | | | 71 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 8.94 | | | | | | 0.14• | | | | | | (0.14) | | | | | | 0.00* | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.69 | | | | | | 0.02 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 3.28 | | | | | | 155,109 | | | | | | 71 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 8.93 | | | | | | 0.13• | | | | | | (0.14) | | | | | | (0.01) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.69 | | | | | | (0.10) | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 3.03 | | | | | | 512,491 | | | | | | 71 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 8.80 | | | | | | 0.12• | | | | | | (0.14) | | | | | | (0.02) | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 8.57 | | | | | | (0.19) | | | | | | 1.07 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.93 | | | | | | 310 | | | | | | 71 | | |
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 | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Global Equity Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 8.80 | | | | | | 0.11• | | | | | | (0.14) | | | | | | (0.03) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 8.58 | | | | | | (0.29) | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.66 | | | | | | 44,946 | | | | | | 71 | | |
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 Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.06 | | | | | | 0.38 | | | | | | 0.33 | | | | | | 0.33 | | | | | | 0.09 | | | | | | 525,693 | | | | | | — | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.63 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 0.01 | | | | | | 83 | | | | | | — | | |
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 Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 27.81 | | | | | | 0.23• | | | | | | 0.61 | | | | | | 0.84 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 27.91 | | | | | | 3.14 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.68 | | | | | | 1,100,095 | | | | | | 59 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 28.13 | | | | | | 0.29• | | | | | | 0.63 | | | | | | 0.92 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 28.31 | | | | | | 3.39 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 2.13 | | | | | | 1,811,898 | | | | | | 59 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 27.83 | | | | | | 0.25• | | | | | | 0.62 | | | | | | 0.87 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 27.96 | | | | | | 3.24 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.88 | | | | | | 632,187 | | | | | | 59 | | |
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 | | |
| | | | | | | | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 27.60 | | | | | | 0.23• | | | | | | 0.62 | | | | | | 0.85 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 0.74 | | | | | | — | | | | | | 27.71 | | | | | | 3.20 | | | | | | 1.10 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.73 | | | | | | 345 | | | | | | 59 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.40 | | | | | | 0.17• | | | | | | 0.48 | | | | | | 0.65 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 12.99 | | | | | | 5.25 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.65 | | | | | | 325,912 | | | | | | 157 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.52 | | | | | | 0.20• | | | | | | 0.48 | | | | | | 0.68 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 13.13 | | | | | | 5.45 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.15 | | | | | | 1,263,043 | | | | | | 157 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.44 | | | | | | 0.18• | | | | | | 0.49 | | | | | | 0.67 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 13.04 | | | | | | 5.36 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.90 | | | | | | 3,221,482 | | | | | | 157 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.40 | | | | | | 0.17• | | | | | | 0.49 | | | | | | 0.66 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 13.00 | | | | | | 5.35 | | | | | | 1.00 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.75 | | | | | | 27,261 | | | | | | 157 | | |
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) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 18.99 | | | | | | (0.00)* | | | | | | 0.96 | | | | | | 0.96 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 18.05 | | | | | | 5.44 | | | | | | 1.39 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 0.02 | | | | | | 5,531 | | | | | | 34 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 19.73 | | | | | | 0.05• | | | | | | 1.00 | | | | | | 1.05 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 18.79 | | | | | | 5.74 | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.53 | | | | | | 485,478 | | | | | | 34 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 19.74 | | | | | | 0.27• | | | | | | 0.78 | | | | | | 1.05 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 18.80 | | | | | | 5.75 | | | | | | 1.68 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 3.40 | | | | | | 135 | | | | | | 34 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 19.33 | | | | | | 0.02• | | | | | | 0.98 | | | | | | 1.00 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 18.39 | | | | | | 5.57 | | | | | | 1.14 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.27 | | | | | | 107,362 | | | | | | 34 | | |
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 | | | | $ | 32,913,919 | | | | | $ | 20,838,038 | | |
Intermediate Bond | | | | | 2,624,660 | | | | | | 41,798,714 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 57,057,741 | | | | | $ | 12,748,329 | | |
Global Equity | | | | | 12,312,508 | | | | | | — | | |
Growth and Income | | | | | 7,824,118 | | | | | | — | | |
Intermediate Bond | | | | | 762,545,611 | | | | | | 141,460,150 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 226,109,823 | | | | | $ | 237,496,659 | | |
Global Equity | | | | | 516,337,631 | | | | | | 586,452,331 | | |
Growth and Income | | | | | 2,031,656,685 | | | | | | 2,190,924,883 | | |
Intermediate Bond | | | | | 664,127,308 | | | | | | 1,022,545,035 | | |
Small Company | | | | | 192,057,780 | | | | | | 230,520,054 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 239,011,489 | | | | | $ | 233,303,030 | | |
Intermediate Bond | | | | | 7,390,274,757 | | | | | | 6,869,543,747 | | |
Portfolio | | | Fee | |
Balanced(1) | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; 0.53% on the next $500 million; 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1)(2) | | | 0.600% on the first $5 billion; 0.550% on the next $5 billion; 0.525% thereafter | |
Intermediate Bond(1) | | | 0.50% on first $4 billion; 0.48% on next $3 billion; 0.46% thereafter | |
Small Company(1) | | | 0.85% | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2017 | | | 2018 | | | 2019 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 1,135,492 | | | | | $ | 843,906 | | | | | $ | 302,589 | | | | | $ | 2,281,987 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 8.30% | | |
| | | Intermediate Bond | | | | | 7.91 | | |
| | | Small Company | | | | | 7.54 | | |
Voya Insurance and Annuity Company | | | Global Equity | | | | | 69.24 | | |
| | | Growth and Income | | | | | 45.22 | | |
| | | Intermediate Bond | | | | | 62.79 | | |
| | | Small Company | | | | | 14.96 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.40 | | |
| | | Global Equity | | | | | 20.35 | | |
| | | Government Money Market | | | | | 89.44 | | |
| | | Growth and Income | | | | | 48.51 | | |
| | | Intermediate Bond | | | | | 25.02 | | |
| | | Small Company | | | | | 52.69 | | |
| | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Global Equity(1) | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.05% | | | | | | 0.55% | | | | | | N/A | | | | | | 0.80% | | | | | | 0.95% | | | | | | N/A | | |
Small Company | | | | | 1.45% | | | | | | 0.95% | | | | | | 0.95% | | | | | | 1.20% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Global Equity | | | | | 1 | | | | | $ | 1,491,000 | | | | | | 1.37% | | |
Government Money Market | | | | | 4 | | | | | | 3,175,250 | | | | | | 1.37 | | |
Growth and Income | | | | | 5 | | | | | | 1,021,800 | | | | | | 1.37 | | |
Intermediate Bond | | | | | 19 | | | | | | 4,900,447 | | | | | | 1.37 | | |
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 34,256,000 | | | | | | 148,981 | | |
Options Terminated in Closing Sell Transactions | | | | | (15,100,000) | | | | | | (92,032) | | |
Options Expired | | | | | (19,156,000) | | | | | | (56,949) | | |
Balance at 06/30/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 72,560,000 | | | | | | 1,476,899 | | |
Options Terminated in Closing Sell Transactions | | | | | (59,760,000) | | | | | | (1,432,764) | | |
Balance at 06/30/2016 | | | | | 12,800,000 | | | | | $ | 44,135 | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 34,256,000 | | | | | | 162,001 | | |
Options Terminated in Closing Purchase Transactions | | | | | (15,100,000) | | | | | | (92,032) | | |
Options Expired | | | | | (19,156,000) | | | | | | (69,969) | | |
Balance at 06/30/2016 | | | | | — | | | | | $ | — | | |
|
| | | EUR Notional | | | USD Notional | | | Premiums Received | | |||||||||
Balance at 12/31/2015 | | | | | — | | | | | | — | | | | | $ | — | | |
Options Written | | | | | 110,800,000 | | | | | | 272,700,000 | | | | | | 1,772,540 | | |
Options Terminated in Closing Purchase Transactions | | | | | (55,400,000) | | | | | | (259,900,000) | | | | | | (1,701,072) | | |
Options Expired | | | | | (55,400,000) | | | | | | — | | | | | | (27,866) | | |
Balance at 06/30/2016 | | | | | — | | | | | | 12,800,000 | | | | | $ | 43,602 | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 775,600,000 | | | | | | 2,674,345 | | |
Balance at 06/30/2016 | | | | | 775,600,000 | | | | | $ | 2,674,345 | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 775,600,000 | | | | | | 2,642,029 | | |
Balance at 06/30/2016 | | | | | 775,600,000 | | | | | $ | 2,642,029 | | |
|
| | | 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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 202,245 | | | | | | — | | | | | | 545,232 | | | | | | (2,028,015) | | | | | | (1,280,538) | | | | | | 2,861,111 | | | | | | — | | | | | | 7,616,888 | | | | | | (28,186,719) | | | | | | (17,708,720) | | |
12/31/2015 | | | | | 202,625 | | | | | | — | | | | | | 636,456 | | | | | | (4,345,705) | | | | | | (3,506,624) | | | | | | 2,953,398 | | | | | | — | | | | | | 9,483,192 | | | | | | (63,085,408) | | | | | | (50,648,818) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 2,604 | | | | | | — | | | | | | 4,279 | | | | | | (20,273) | | | | | | (13,390) | | | | | | 35,609 | | | | | | — | | | | | | 59,518 | | | | | | (275,807) | | | | | | (180,680) | | |
12/31/2015 | | | | | 7,630 | | | | | | — | | | | | | 5,259 | | | | | | (52,988) | | | | | | (40,099) | | | | | | 110,214 | | | | | | — | | | | | | 77,986 | | | | | | (766,696) | | | | | | (578,496) | | |
Global Equity | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 15,369 | | | | | | — | | | | | | 59,304 | | | | | | (315,695) | | | | | | (241,022) | | | | | | 133,003 | | | | | | — | | | | | | 502,893 | | | | | | (2,684,741) | | | | | | (2,048,845) | | |
12/31/2015 | | | | | 2,646,676 | | | | | | 702,530 | | | | | | — | | | | | | (792,289) | | | | | | 2,556,917 | | | | | | 24,874,315 | | | | | | 6,554,145 | | | | | | — | | | | | | (7,296,576) | | | | | | 24,131,884 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 184,201 | | | | | | — | | | | | | 512,588 | | | | | | (1,388,075) | | | | | | (691,286) | | | | | | 1,607,685 | | | | | | — | | | | | | 4,372,370 | | | | | | (11,920,291) | | | | | | (5,940,236) | | |
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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 166,415 | | | | | | — | | | | | | 1,566,724 | | | | | | (5,301,449) | | | | | | (3,568,310) | | | | | | 1,441,534 | | | | | | — | | | | | | 13,379,827 | | | | | | (45,508,719) | | | | | | (30,687,358) | | |
12/31/2015 | | | | | 2,610,281 | | | | | | 59,963,891 | | | | | | 248,043 | | | | | | (18,562,769) | | | | | | 44,259,446 | | | | | | 24,509,289 | | | | | | 567,994,045 | | | | | | 2,463,069 | | | | | | (174,600,717) | | | | | | 420,365,686 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 2,632 | | | | | | — | | | | | | 865 | | | | | | (118) | | | | | | 3,379 | | | | | | 22,319 | | | | | | — | | | | | | 7,294 | | | | | | (1,021) | | | | | | 28,592 | | |
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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 489,908 | | | | | | — | | | | | | 129,793 | | | | | | (1,517,342) | | | | | | (897,641) | | | | | | 4,181,105 | | | | | | — | | | | | | 1,095,449 | | | | | | (12,922,859) | | | | | | (7,646,305) | | |
3/5/2015(1) - 12/31/2015 | | | | | 353,809 | | | | | | 10,731,841 | | | | | | 42,425 | | | | | | (4,990,842) | | | | | | 6,137,233 | | | | | | 3,286,196 | | | | | | 100,986,795 | | | | | | 416,187 | | | | | | (46,854,196) | | | | | | 57,834,982 | | |
Government Money Market | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 51,997,315 | | | | | | — | | | | | | 334,602 | | | | | | (67,848,032) | | | | | | (15,516,115) | | | | | | 51,997,315 | | | | | | — | | | | | | 334,602 | | | | | | (67,848,032) | | | | | | (15,516,115) | | |
12/31/2015 | | | | | 85,417,420 | | | | | | — | | | | | | 68,961 | | | | | | (161,137,105) | | | | | | (75,650,724) | | | | | | 85,417,419 | | | | | | — | | | | | | 68,961 | | | | | | (161,137,104) | | | | | | (75,650,724) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 985,152 | | | | | | — | | | | | | 208 | | | | | | (987,305) | | | | | | (1,945) | | | | | | 985,152 | | | | | | — | | | | | | 208 | | | | | | (987,305) | | | | | | (1,945) | | |
12/31/2015 | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | | |
Growth and Income | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 57,987 | | | | | | — | | | | | | 1,087,070 | | | | | | (2,913,159) | | | | | | (1,768,102) | | | | | | 1,581,310 | | | | | | — | | | | | | 29,209,588 | | | | | | (78,746,919) | | | | | | (47,956,021) | | |
12/31/2015 | | | | | 324,618 | | | | | | — | | | | | | 2,653,379 | | | | | | (6,332,093) | | | | | | (3,354,096) | | | | | | 9,477,145 | | | | | | — | | | | | | 75,090,624 | | | | | | (193,620,550) | | | | | | (109,052,781) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 102,117 | | | | | | — | | | | | | 1,728,968 | | | | | | (4,403,835) | | | | | | (2,572,750) | | | | | | 2,785,641 | | | | | | — | | | | | | 47,097,075 | | | | | | (120,022,833) | | | | | | (70,140,117) | | |
12/31/2015 | | | | | 290,105 | | | | | | — | | | | | | 4,555,997 | | | | | | (8,170,773) | | | | | | (3,324,671) | | | | | | 8,980,255 | | | | | | — | | | | | | 130,438,190 | | | | | | (250,938,958) | | | | | | (111,520,513) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 49,125 | | | | | | — | | | | | | 621,829 | | | | | | (1,854,955) | | | | | | (1,184,001) | | | | | | 1,329,212 | | | | | | — | | | | | | 16,733,427 | | | | | | (50,235,735) | | | | | | (32,173,096) | | |
12/31/2015 | | | | | 146,571 | | | | | | — | | | | | | 1,583,103 | | | | | | (4,145,273) | | | | | | (2,415,599) | | | | | | 4,428,772 | | | | | | — | | | | | | 44,833,477 | | | | | | (126,860,972) | | | | | | (77,598,723) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 649 | | | | | | — | | | | | | 339 | | | | | | (1,086) | | | | | | (98) | | | | | | 17,407 | | | | | | — | | | | | | 9,031 | | | | | | (29,406) | | | | | | (2,968) | | |
12/31/2015 | | | | | 9,093 | | | | | | — | | | | | | 836 | | | | | | (7,833) | | | | | | 2,096 | | | | | | 277,788 | | | | | | — | | | | | | 23,495 | | | | | | (239,987) | | | | | | 61,296 | | |
Intermediate Bond | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 541,062 | | | | | | — | | | | | | 116,643 | | | | | | (1,351,293) | | | | | | (693,588) | | | | | | 6,886,975 | | | | | | — | | | | | | 1,503,212 | | | | | | (17,122,786) | | | | | | (8,732,599) | | |
12/31/2015 | | | | | 1,033,309 | | | | | | 11,624,777 | | | | | | 802,976 | | | | | | (2,669,949) | | | | | | 10,791,113 | | | | | | 13,340,754 | | | | | | 149,184,469 | | | | | | 9,986,767 | | | | | | (34,328,099) | | | | | | 138,183,891 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 1,840,653 | | | | | | — | | | | | | 528,736 | | | | | | (5,914,055) | | | | | | (3,544,666) | | | | | | 23,580,394 | | | | | | — | | | | | | 6,885,271 | | | | | | (75,558,329) | | | | | | (45,092,664) | | |
12/31/2015 | | | | | 23,872,350 | | | | | | 12,071,020 | | | | | | 3,491,776 | | | | | | (13,997,676) | | | | | | 25,437,470 | | | | | | 310,214,545 | | | | | | 156,568,603 | | | | | | 43,830,561 | | | | | | (181,744,538) | | | | | | 328,869,171 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 7,351,385 | | | | | | — | | | | | | 1,263,259 | | | | | | (16,416,506) | | | | | | (7,801,862) | | | | | | 92,534,273 | | | | | | — | | | | | | 16,342,652 | | | | | | (209,467,389) | | | | | | (100,590,464) | | |
12/31/2015 | | | | | 9,216,475 | | | | | | 20,259,748 | | | | | | 8,416,637 | | | | | | (54,273,223) | | | | | | (16,380,363) | | | | | | 118,762,167 | | | | | | 260,842,115 | | | | | | 105,043,748 | | | | | | (700,912,894) | | | | | | (216,264,864) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 229,299 | | | | | | — | | | | | | 10,372 | | | | | | (497,663) | | | | | | (257,992) | | | | | | 2,920,990 | | | | | | — | | | | | | 133,715 | | | | | | (6,329,504) | | | | | | (3,274,799) | | |
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 | | |
| | | 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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 17,769 | | | | | | — | | | | | | 31,848 | | | | | | (38,893) | | | | | | 10,724 | | | | | | 323,990 | | | | | | — | | | | | | 552,879 | | | | | | (697,089) | | | | | | 179,780 | | |
12/31/2015 | | | | | 42,791 | | | | | | — | | | | | | 42,062 | | | | | | (49,749) | | | | | | 35,104 | | | | | | 879,068 | | | | | | — | | | | | | 833,677 | | | | | | (1,057,372) | | | | | | 655,373 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 841,074 | | | | | | — | | | | | | 2,597,874 | | | | | | (2,313,490) | | | | | | 1,125,458 | | | | | | 15,832,348 | | | | | | — | | | | | | 46,891,635 | | | | | | (44,294,982) | | | | | | 18,429,001 | | |
12/31/2015 | | | | | 2,254,931 | | | | | | — | | | | | | 3,651,238 | | | | | | (3,567,784) | | | | | | 2,338,385 | | | | | | 47,197,903 | | | | | | — | | | | | | 74,959,919 | | | | | | (75,492,777) | | | | | | 46,665,045 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 7,016 | | | | | | — | | | | | | — | | | | | | (1) | | | | | | 7,015 | | | | | | 129,155 | | | | | | — | | | | | | — | | | | | | (14) | | | | | | 129,141 | | |
11/24/2015(1) - 12/31/2015 | | | | | 147 | | | | | | — | | | | | | — | | | | | | — | | | | | | 147 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 190,900 | | | | | | — | | | | | | 576,063 | | | | | | (655,176) | | | | | | 111,787 | | | | | | 3,585,102 | | | | | | — | | | | | | 10,184,802 | | | | | | (12,168,177) | | | | | | 1,601,727 | | |
12/31/2015 | | | | | 898,027 | | | | | | — | | | | | | 824,447 | | | | | | (1,060,078) | | | | | | 662,396 | | | | | | 18,183,436 | | | | | | — | | | | | | 16,604,357 | | | | | | (22,100,391) | | | | | | 12,687,402 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (1,782) | | | | | | (1,782) | | | | | | — | | | | | | — | | | | | | — | | | | | | (39,073) | | | | | | (39,073) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 160,027 | | | | | $ | (160,027) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 181,498 | | | | | | (181,498) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,054,482 | | | | | | (1,054,482) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 93,654 | | | | | | (93,654) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 16,402 | | | | | | (16,402) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 53,120 | | | | | | (53,120) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,874,073 | | | | | | (1,874,073) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 209,672 | | | | | | (209,672) | | | | | | — | | |
Jefferies LLC | | | | | 171,651 | | | | | | (171,651) | | | | | | — | | |
JP Morgan Clearing Corp | | | | | 452,399 | | | | | | (452,399) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 96,240 | | | | | | (96,240) | | | | | | — | | |
Merrill Lynch International | | | | | 58,707 | | | | | | (58,707) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 51,263 | | | | | | (51,263) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 332,913 | | | | | | (332,913) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 634,255 | | | | | | (634,255) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
RBC Dominion Securities Inc | | | | | 26,729 | | | | | | (26,729) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 85,556 | | | | | | (85,556) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 649,441 | | | | | | (649,441) | | | | | | — | | |
Societe Generale | | | | | 299,286 | | | | | | (299,286) | | | | | | — | | |
UBS AG | | | | | 187,071 | | | | | | (187,071) | | | | | | — | | |
Total | | | | $ | 6,688,439 | | | | | $ | (6,688,439) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Merrill Lynch International | | | | $ | 5,795 | | | | | $ | (5,795) | | | | | $ | — | | |
SG Americas Securities, LLC | | | | | 10,115,532 | | | | | | (10,115,532) | | | | | | — | | |
Societe Generale | | | | | 4,273,895 | | | | | | (4,273,895) | | | | | | — | | |
Total | | | | $ | 14,395,222 | | | | | $ | (14,395,222) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas | | | | $ | 16,574,890 | | | | | $ | (16,574,890) | | | | | $ | — | | |
Jefferies LLC | | | | | 1,391,235 | | | | | | (1,391,235) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 1,519,385 | | | | | | (1,519,385) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 616,500 | | | | | | (616,500) | | | | | | — | | |
Total | | | | $ | 20,102,010 | | | | | $ | (20,102,010) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,844,280 | | | | | $ | (1,844,280) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 49,090,641 | | | | | | (49,090,641) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 298,485 | | | | | | (298,485) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Securities (USA) Inc. | | | | | 1,887,048 | | | | | | (1,887,048) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 3,530,667 | | | | | | (3,530,667) | | | | | | — | | |
Jefferies LLC | | | | | 728,782 | | | | | | (728,782) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,424,487 | | | | | | (1,424,487) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,282,522 | | | | | | (1,282,522) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 3,339,004 | | | | | | (3,339,004) | | | | | | — | | |
Total | | | | $ | 63,425,916 | | | | | $ | (63,425,916) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,079,237 | | | | | $ | (1,079,237) | | | | | $ | — | | |
BNP Paribas | | | | | 1,192,508 | | | | | | (1,192,508) | | | | | | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 1,111 | | | | | | (1,111) | | | | | | — | | |
Barclays Capital Inc. | | | | | 4,481,447 | | | | | | (4,481,447) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 611,561 | | | | | | (611,561) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 563,502 | | | | | | (563,502) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 429,515 | | | | | | (429,515) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 509,616 | | | | | | (509,616) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,634,931 | | | | | | (1,634,931) | | | | | | — | | |
JP Morgan Clearing Corp | | | | | 5,383,236 | | | | | | (5,383,236) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 150,864 | | | | | | (150,864) | | | | | | — | | |
Jefferies LLC | | | | | 11,354 | | | | | | (11,354) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 520,514 | | | | | | (520,514) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 6,135,831 | | | | | | (6,135,831) | | | | | | — | | |
National Financial Services LLC | | | | | 225,155 | | | | | | (225,155) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 373,173 | | | | | | (373,173) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 333,381 | | | | | | (333,381) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 525,680 | | | | | | (525,680) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,473,814 | | | | | | (1,473,814) | | | | | | — | | |
UBS Securities LLC. | | | | | 113,916 | | | | | | (113,916) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 516,238 | | | | | | (516,238) | | | | | | — | | |
Total | | | | $ | 26,266,584 | | | | | $ | (26,266,584) | | | | | $ | — | | |
|
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Balanced | | | | $ | 7,676,406 | | | | | $ | — | | | | | $ | 9,561,178 | | | | | $ | — | | |
Global Equity | | | | | 19,357,833 | | | | | | — | | | | | | 4,011,581 | | | | | | — | | |
Government Money Market | | | | | 334,810 | | | | | | — | | | | | | 59,269 | | | | | | 9,705 | | |
Growth and Income | | | | | — | | | | | | 93,110,232 | | | | | | 68,479,686 | | | | | | 182,087,566 | | |
Intermediate Bond | | | | | 24,866,802 | | | | | | — | | | | | | 159,807,871 | | | | | | — | | |
Small Company | | | | | 2,562,016 | | | | | | 55,067,592 | | | | | | 11,222,450 | | | | | | 81,175,503 | | |
| | | 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 Equity | | | | | 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)* | | | | | ||||||||||
Government Money Market | | | | | 104,857 | | | | | | 2,379 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
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)* | | | | | ||||||||||
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 Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
| $ | 567,665 | | | | | $ | 4,449,177 | | | | | $ | — | | | | | $ | (1,127) | | | | | | 0.8214 | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | | | ||||||||||
Government Money Market | | | | | | | | | | | | | | |||||||||
Class I* | | | | $ | 0.0000 | | | | August 1, 2016 | | | | | Daily | | | | | ||||
Class S | | | | $ | — | | | | August 1, 2016 | | | | | Daily | | | | | ||||
Intermediate Bond | | | | | ||||||||||||||||||
Class ADV | | | | $ | 0.0310 | | | | August 1, 2016 | | | | | Daily | | | | | ||||
Class I | | | | $ | 0.0369 | | | | August 1, 2016 | | | | | Daily | | | | | ||||
Class S | | | | $ | 0.0339 | | | | August 1, 2016 | | | | | Daily | | | | | ||||
Class S2 | | | | $ | 0.0321 | | | | August 1, 2016 | | | | | Daily | | | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) |
| Investment Type Allocation as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 54.2% | |
| Exchange-Traded Funds | | | 9.8% | |
| Mutual Funds | | | 8.5% | |
| Corporate Bonds/Notes | | | 8.0% | |
| U.S. Treasury Obligations | | | 5.6% | |
| U.S. Government Agency Obligations | | | 5.5% | |
| Collateralized Mortgage Obligations | | | 2.7% | |
| Asset-Backed Securities | | | 1.2% | |
| Foreign Government Bonds | | | 0.4% | |
| Preferred Stock | | | 0.0% | |
| Purchased Options | | | 0.0% | |
| Rights | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 4.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 54.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 7.0% | | ||||||||||||
| | | 4,015 | @ | | Amazon.com, Inc. | | | | $ | 2,873,214 | | | | | | 0.7 | | | |
| | | 71,226 | | | | Coach, Inc. | | | | | 2,901,747 | | | | | | 0.7 | | |
| | | 34,992 | | | | Comcast Corp. - Class A | | | | | 2,281,128 | | | | | | 0.5 | | |
| | | 39,389 | @ | | Dish Network Corp. - Class A | | | | | 2,063,984 | | | | | | 0.5 | | | |
| | | 21,187 | | | | Hasbro, Inc. | | | | | 1,779,496 | | | | | | 0.4 | | |
| | | 20,233 | | | | Home Depot, Inc. | | | | | 2,583,552 | | | | | | 0.6 | | |
| | | 21,612 | | | | McDonald’s Corp. | | | | | 2,600,788 | | | | | | 0.6 | | |
| | | 661,728 | | | | Other Securities(a) | | | | | 12,941,009 | | | | | | 3.0 | | |
| | | | | | | | | | | | 30,024,918 | | | | | | 7.0 | | |
| | | | | | | Consumer Staples: 5.4% | | ||||||||||||
| | | 36,374 | | | | Coca-Cola Co. | | | | | 1,648,833 | | | | | | 0.4 | | |
| | | 13,713 | | | | Costco Wholesale Corp. | | | | | 2,153,490 | | | | | | 0.5 | | |
| | | 10,188 | @ | | Monster Beverage Corp. | | | | | 1,637,313 | | | | | | 0.4 | | | |
| | | 20,635 | | | | PepsiCo, Inc. | | | | | 2,186,072 | | | | | | 0.5 | | |
| | | 20,075 | | | | Philip Morris International, Inc. | | | | | 2,042,029 | | | | | | 0.5 | | |
| | | 260,000 | # | | WH Group Ltd. | | | | | 205,919 | | | | | | 0.0 | | | |
| | | 406,092 | | | | Other Securities(a) | | | | | 13,166,426 | | | | | | 3.1 | | |
| | | | | | | | | | | | 23,040,082 | | | | | | 5.4 | | |
| | | | | | | Energy: 3.3% | | ||||||||||||
| | | 15,066 | | | | Chevron Corp. | | | | | 1,579,369 | | | | | | 0.3 | | |
| | | 26,824 | | | | ENI S.p.A. | | | | | 432,061 | | | | | | 0.1 | | |
| | | 37,270 | L | | ENI SpA ADR | | | | | 1,205,684 | | | | | | 0.3 | | | |
| | | 26,885 | | | | Royal Dutch Shell PLC - Class A | | | | | 738,405 | | | | | | 0.2 | | |
| | | 37,526 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 2,072,186 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 11,815 | | | | Royal Dutch Shell PLC - Class B | | | | $ | 326,433 | | | | | | 0.1 | | |
| | | 20,952 | | | | Schlumberger Ltd. | | | | | 1,656,884 | | | | | | 0.4 | | |
| | | 209,898 | | | | Other Securities(a) | | | | | 6,208,424 | | | | | | 1.4 | | |
| | | | | | | | | | | | 14,219,446 | | | | | | 3.3 | | |
| | | | | | | Financials: 10.5% | | ||||||||||||
| | | 38,656 | | | | JPMorgan Chase & Co. | | | | | 2,402,084 | | | | | | 0.5 | | |
| | | 140,338 | | | | Keycorp | | | | | 1,550,735 | | | | | | 0.4 | | |
| | | 68,897 | | | | Wells Fargo & Co. | | | | | 3,260,895 | | | | | | 0.8 | | |
| | | 2,157,804 | | | | Other Securities(a) | | | | | 37,647,087 | | | | | | 8.8 | | |
| | | | | | | | | | | | 44,860,801 | | | | | | 10.5 | | |
| | | | | | | Health Care: 7.6% | | ||||||||||||
| | | 8,953 | | | | AstraZeneca PLC | | | | | 535,245 | | | | | | 0.1 | | |
| | | 63,418 | L | | AstraZeneca PLC ADR | | | | | 1,914,589 | | | | | | 0.5 | | | |
| | | 23,675 | | | | Bristol-Myers Squibb Co. | | | | | 1,741,296 | | | | | | 0.4 | | |
| | | 15,727 | | | | Danaher Corp. | | | | | 1,588,427 | | | | | | 0.4 | | |
| | | 23,910 | | | | Gilead Sciences, Inc. | | | | | 1,994,572 | | | | | | 0.5 | | |
| | | 26,111 | | | | Medtronic PLC | | | | | 2,265,652 | | | | | | 0.5 | | |
| | | 51,371 | | | | Merck & Co., Inc. | | | | | 2,959,483 | | | | | | 0.7 | | |
| | | 22,310 | | | | UnitedHealth Group, Inc. | | | | | 3,150,172 | | | | | | 0.7 | | |
| | | 224,420 | | | | Other Securities | | | | | 16,369,186 | | | | | | 3.8 | | |
| | | | | | | | | | | | 32,518,622 | | | | | | 7.6 | | |
| | | | | | | Industrials: 5.5% | | ||||||||||||
| | | 11,705 | | | | General Dynamics Corp. | | | | | 1,629,804 | | | | | | 0.4 | | |
| | | 997,880 | | | | Other Securities(a) | | | | | 21,841,559 | | | | | | 5.1 | | |
| | | | | | | | | | | | 23,471,363 | | | | | | 5.5 | | |
| | | | | | | Information Technology: 9.1% | | ||||||||||||
| | | 17,172 | @ | | Adobe Systems, Inc. | | | | | 1,644,906 | | | | | | 0.4 | | | |
| | | 4,526 | @ | | Alphabet, Inc. - Class A | | | | | 3,184,177 | | | | | | 0.8 | | | |
| | | 510 | @ | | Alphabet, Inc. - Class C | | | | | 352,971 | | | | | | 0.1 | | | |
| | | 52,499 | | | | Apple, Inc. | | | | | 5,018,904 | | | | | | 1.2 | | |
| | | 90,904 | | | | Cisco Systems, Inc. | | | | | 2,608,036 | | | | | | 0.6 | | |
| | | 20,127 | @ | | Facebook, Inc. | | | | | 2,300,114 | | | | | | 0.5 | | | |
| | | 70,104 | | | | Microsoft Corp. | | | | | 3,587,222 | | | | | | 0.8 | | |
| | | 33,969 | | | | Qualcomm, Inc. | | | | | 1,819,719 | | | | | | 0.4 | | |
| | | 24,772 | | | | Visa, Inc. - Class A | | | | | 1,837,339 | | | | | | 0.4 | | |
| | | 516,647 | | | | Other Securities(a) | | | | | 16,827,571 | | | | | | 3.9 | | |
| | | | | | | | | | | | 39,180,959 | | | | | | 9.1 | | |
| | | | | | | Materials: 2.4% | | ||||||||||||
| | | 34,728 | | | | Dow Chemical Co. | | | | | 1,726,329 | | | | | | 0.4 | | |
| | | 294,433 | | | | Other Securities | | | | | 8,685,347 | | | | | | 2.0 | | |
| | | | | | | | | | | | 10,411,676 | | | | | | 2.4 | | |
| | | | | | | Telecommunication Services: 1.2% | | ||||||||||||
| | | 74,080 | | | | AT&T, Inc. | | | | | 3,200,997 | | | | | | 0.8 | | |
| | | 436,651 | | | | Other Securities | | | | | 1,874,885 | | | | | | 0.4 | | |
| | | | | | | | | | | | 5,075,882 | | | | | | 1.2 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 2.2% | | ||||||||||||
| | | 47,444 | | | | Exelon Corp. | | | | $ | 1,725,064 | | | | | | 0.4 | | |
| | | 27,062 | | | | PG&E Corp. | | | | | 1,729,803 | | | | | | 0.4 | | |
| | | 304,425 | | | | Other Securities(a) | | | | | 6,170,972 | | | | | | 1.4 | | |
| | | | | | | | | | | | 9,625,839 | | | | | | 2.2 | | |
| | | | | | | Total Common Stock (Cost $225,121,741) | | | | | 232,429,588 | | | | | | 54.2 | | |
| EXCHANGE-TRADED FUNDS: 9.8% | | ||||||||||||||||||
| | | 250,313 | | | | iShares MSCI Emerging Markets Index Fund | | | | | 8,600,755 | | | | | | 2.0 | | |
| | | 83,758 | | | | iShares Russell 1000 Value Index Fund | | | | | 8,648,851 | | | | | | 2.0 | | |
| | | 1,800 | | | | iShares S&P MidCap 400 Index Fund | | | | | 268,902 | | | | | | 0.1 | | |
| | | 370,707 | | | | PowerShares Senior Loan Portfolio | | | | | 8,515,140 | | | | | | 2.0 | | |
| | | 120,095 | | | | SPDR Barclays Capital High Yield Bond | | | | | 4,287,391 | | | | | | 1.0 | | |
| | | 103,573 | | | | SPDR Dow Jones International Real Estate | | | | | 4,294,136 | | | | | | 1.0 | | |
| | | 48,489 | | | | Vanguard REIT | | | | | 4,299,520 | | | | | | 1.0 | | |
| | | 57,228 | | | | Vanguard Total International Bond | | | | | 3,187,600 | | | | | | 0.7 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $43,708,987) | | | | | 42,102,295 | | | | | | 9.8 | | |
| MUTUAL FUNDS: 8.5% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 7.0% | | ||||||||||||
| | | 1,312,257 | | | | Voya Floating Rate Fund - Class P | | | | | 12,820,747 | | | | | | 3.0 | | |
| | | 2,206,150 | | | | Voya High Yield Bond Fund - Class P | | | | | 17,141,783 | | | | | | 4.0 | | |
| | | | | | | | | | | | 29,962,530 | | | | | | 7.0 | | |
| | | | | | | Unaffiliated Investment Companies: 1.5% | | ||||||||||||
| | | 1,245,941 | @ | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 6,379,216 | | | | | | 1.5 | | | |
| | | | | | | Total Mutual Funds (Cost $37,384,044) | | | | | 36,341,746 | | | | | | 8.5 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Consumer Staples: 0.0% | | ||||||||||||
| | | 1,748 | | | | Other Securities | | | | | 213,625 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $199,715) | | | | | 213,625 | | | | | | 0.0 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 6,006 | | | | Other Securities | | | | | 1,953 | | | | | | 0.0 | | |
| | | | | | | Total Rights (Cost $1,971) | | | | | 1,953 | | | | | | 0.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 8.0% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.1% | | ||||||||||||
| | $ | 67,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | $ | 68,669 | | | | | | 0.0 | | | |
| | | 27,000 | # | | Glencore Funding LLC, 2.500%, 01/15/19 | | | | | 26,089 | | | | | | 0.0 | | | |
| | | 84,000 | # | | Glencore Funding LLC, 2.875%, 04/16/20 | | | | | 79,029 | | | | | | 0.0 | | | |
| | | 255,000 | | | | Other Securities | | | | | 262,780 | | | | | | 0.1 | | |
| | | | | | | | | | | | 436,567 | | | | | | 0.1 | | |
| | | | | | | Communications: 0.9% | | ||||||||||||
| | | 798,000 | | | | AT&T, Inc., 2.300%-5.350%, 03/11/19-06/15/44 | | | | | 842,614 | | | | | | 0.2 | | |
| | | 32,000 | # | | Charter Communications Operating LLC 4.908, 4.908%, 07/23/25 | | | | | 34,940 | | | | | | 0.0 | | | |
| | | 63,000 | # | | Charter Communications Operating LLC, 4.464%, 07/23/22 | | | | | 67,918 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | Millicom International Cellular SA, 4.750%, 05/22/20 | | | | | 201,750 | | | | | | 0.1 | | | |
| | | 20,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 20,475 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Telefonica Chile SA, 3.875%, 10/12/22 | | | | | 207,529 | | | | | | 0.1 | | | |
| | | 2,186,000 | | | | Other Securities | | | | | 2,288,327 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,663,553 | | | | | | 0.9 | | |
| | | | | | | Consumer, Cyclical: 0.5% | | ||||||||||||
| | | 63,000 | | | | McDonald’s Corp., 2.100%, 12/07/18 | | | | | 64,510 | | | | | | 0.0 | | |
| | | 1,866,000 | | | | Other Securities | | | | | 1,961,649 | | | | | | 0.5 | | |
| | | | | | | | | | | | 2,026,159 | | | | | | 0.5 | | |
| | | | | | | Consumer, Non-cyclical: 1.5% | | ||||||||||||
| | | 151,000 | | | | AstraZeneca PLC, 1.750%, 11/16/18 | | | | | 153,047 | | | | | | 0.0 | | |
| | | 43,000 | # | | BAT International Finance PLC, 1.850%, 06/15/18 | | | | | 43,483 | | | | | | 0.0 | | | |
| | | 60,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 64,432 | | | | | | 0.0 | | | |
| | | 200,000 | | | | Gilead Sciences, Inc., 3.500%-3.650%, 02/01/25-03/01/26 | | | | | 216,138 | | | | | | 0.1 | | |
| | | 200,000 | # | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 206,171 | | | | | | 0.1 | | | |
| | | 85,000 | # | | Kraft Heinz Foods Co., 2.000%, 07/02/18 | | | | | 86,203 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Kraft Heinz Foods Co., 2.800%, 07/02/20 | | | | | 83,159 | | | | | | 0.0 | | | |
| | | 48,000 | # | | Kraft Heinz Foods Co., 3.950%, 07/15/25 | | | | | 52,312 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | $ | 60,000 | # | | Kraft Heinz Foods Co., 4.375%, 06/01/46 | | | | $ | 63,765 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Mylan NV, 2.500%, 06/07/19 | | | | | 40,560 | | | | | | 0.0 | | | |
| | | 61,000 | # | | Mylan NV, 3.150%, 06/15/21 | | | | | 62,015 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 41,749 | | | | | | 0.0 | | | |
| | | 64,000 | # | | Mylan NV, 3.950%, 06/15/26 | | | | | 64,873 | | | | | | 0.1 | | | |
| | | 130,000 | | | | Philip Morris International, Inc., 4.250%-5.650%, 05/16/18-11/10/44 | | | | | 142,335 | | | | | | 0.0 | | |
| | | 50,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | | | | | 44,375 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | | 86,270 | | | | | | 0.0 | | | |
| | | 67,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 68,366 | | | | | | 0.0 | | | |
| | | 4,775,000 | | | | Other Securities | | | | | 4,989,198 | | | | | | 1.2 | | |
| | | | | | | | | | | | 6,508,451 | | | | | | 1.5 | | |
| | | | | | | Diversified: 0.0% | | ||||||||||||
| | | 90,000 | | | | Other Securities | | | | | 90,703 | | | | | | 0.0 | | |
| | | | | | | Energy: 0.9% | | ||||||||||||
| | | 15,000 | # | | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 14,061 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Kinder Morgan Finance Co. LLC, 6.000%, 01/15/18 | | | | | 84,207 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Reliance Industries Ltd., 5.875%, 12/31/49 | | | | | 203,990 | | | | | | 0.0 | | | |
| | | 50,000 | # | | YPF SA, 8.500%, 07/28/25 | | | | | 53,012 | | | | | | 0.0 | | | |
| | | 200,000 | # | | YPF SA, 8.875%, 12/19/18 | | | | | 216,000 | | | | | | 0.1 | | | |
| | | 3,372,000 | | | | Other Securities(a) | | | | | 3,444,789 | | | | | | 0.8 | | |
| | | | | | | | | | | | 4,016,059 | | | | | | 0.9 | | |
| | | | | | | Financial: 2.9% | | ||||||||||||
| | | 210,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 214,951 | | | | | | 0.1 | | | |
| | | 200,000 | #,L | | ABN AMRO Bank NV, 4.800%, 04/18/26 | | | | | 208,436 | | | | | | 0.0 | | | |
| | | 150,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 148,888 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Bank of Tokyo-Mitsubishi UFJ Ltd./The, 2.300%, 03/05/20 | | | | | 203,277 | | | | | | 0.0 | | | |
| | | 197,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 206,448 | | | | | | 0.1 | | | |
| | | 32,000 | # | | BNP Paribas SA, 4.375%, 09/28/25 | | | | | 32,526 | | | | | | 0.0 | | | |
| | | 200,000 | # | | BPCE SA, 5.700%, 10/22/23 | | | | | 215,238 | | | | | | 0.1 | | | |
| | | 107,000 | # | | Commonwealth Bank of Australia, 2.850%, 05/18/26 | | | | | 108,585 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 250,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | $ | 250,265 | | | | | | 0.1 | | |
| | | 100,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 107,510 | | | | | | 0.0 | | | |
| | | 200,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 202,199 | | | | | | 0.0 | | | |
| | | 181,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 199,180 | | | | | | 0.0 | | | |
| | | 801,000 | | | | JPMorgan Chase & Co., 1.625%-6.125%, 03/01/18-12/29/49 | | | | | 826,823 | | | | | | 0.2 | | |
| | | 45,000 | # | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 45,642 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | Mizuho Financial Group, Inc., 3.477%, 04/12/26 | | | | | 213,663 | | | | | | 0.1 | | | |
| | | 80,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 80,770 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 72,118 | | | | | | 0.0 | | | |
| | | 73,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 75,591 | | | | | | 0.0 | | | |
| | | 41,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 42,662 | | | | | | 0.0 | | | |
| | | 210,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | | | | | 219,114 | | | | | | 0.1 | | | |
| | | 200,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 204,030 | | | | | | 0.1 | | | |
| | | 8,359,000 | | | | Other Securities | | | | | 8,488,630 | | | | | | 2.0 | | |
| | | | | | | | | | | | 12,366,546 | | | | | | 2.9 | | |
| | | | | | | Industrial: 0.2% | | ||||||||||||
| | | 25,000 | #,L | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 26,307 | | | | | | 0.0 | | | |
| | | 911,000 | | | | Other Securities | | | | | 957,868 | | | | | | 0.2 | | |
| | | | | | | | | | | | 984,175 | | | | | | 0.2 | | |
| | | | | | | Technology: 0.5% | | ||||||||||||
| | | 106,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | | | | | 108,662 | | | | | | 0.0 | | | |
| | | 104,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 107,008 | | | | | | 0.0 | | | |
| | | 110,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 114,223 | | | | | | 0.1 | | | |
| | | 102,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 106,020 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | $ | 105,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | $ | 106,393 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 81,961 | | | | | | 0.0 | | | |
| | | 30,000 | # | | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | | | | | 32,161 | | | | | | 0.0 | | | |
| | | 7,000 | # | | Hewlett Packard Enterprise Co., 4.900%, 10/15/25 | | | | | 7,331 | | | | | | 0.0 | | | |
| | | 1,509,000 | | | | Other Securities | | | | | 1,561,120 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,224,879 | | | | | | 0.5 | | |
| | | | | | | Utilities: 0.5% | | ||||||||||||
| | | 60,000 | # | | Cleco Corporate Holdings LLC, 3.743%, 05/01/26 | | | | | 61,819 | | | | | | 0.0 | | | |
| | | 58,000 | # | | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | | | | | 66,573 | | | | | | 0.0 | | | |
| | | 86,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 99,046 | | | | | | 0.1 | | | |
| | | 123,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 125,777 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Empresa de Energia de Bogota SA ESP, 6.125%, 11/10/21 | | | | | 209,250 | | | | | | 0.1 | | | |
| | | 130,000 | | | | Exelon Corp., 2.850%-3.400%, 06/15/20-04/15/26 | | | | | 135,302 | | | | | | 0.0 | | |
| | | 37,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 39,631 | | | | | | 0.0 | | | |
| | | 1,153,000 | | | | Other Securities | | | | | 1,229,879 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,967,277 | | | | | | 0.5 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $33,306,299) | | | | | 34,284,369 | | | | | | 8.0 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 2.7% | | ||||||||||||||||||
| | | 72,457 | #,+ | | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | | | | | 72,862 | | | | | | 0.0 | | | |
| | | 190,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF C, 2.442%, 01/15/28 | | | | | 183,621 | | | | | | 0.1 | | | |
| | | 30,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 6.000%, 02/10/51 | | | | | 29,385 | | | | | | 0.0 | | | |
| | | 72,792 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2003-2 H, 5.956%, 03/11/41 | | | | | 78,103 | | | | | | 0.0 | | | |
| | | 13,528 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2004-4 G, 6.240%, 07/10/42 | | | | | 13,531 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 2,180,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/33 | | | | $ | 104,579 | | | | | | 0.0 | | | |
| | | 196,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.154%, 06/11/41 | | | | | 219,728 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E, 5.406%, 11/11/41 | | | | | 75,408 | | | | | | 0.0 | | | |
| | | 210,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.445%, 11/11/41 | | | | | 226,311 | | | | | | 0.1 | | | |
| ��� | | 140,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 F, 5.926%, 02/13/42 | | | | | 145,466 | | | | | | 0.0 | | | |
| | | 99,017 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.907%, 04/12/38 | | | | | 99,481 | | | | | | 0.0 | | | |
| | | 260,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.907%, 04/12/38 | | | | | 245,821 | | | | | | 0.1 | | | |
| | | 118,377 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 124,903 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 4.746%, 07/25/25 | | | | | 40,321 | | | | | | 0.0 | | | |
| | | 110,000 | # | | COMM 2004-LNB2 H Mortgage Trust H, 6.067%, 03/10/39 | | | | | 120,049 | | | | | | 0.0 | | | |
| | | 1,732,921 ^ | | | | COMM 2012-CCRE2 XA Mortgage Trust, 1.901%, 08/15/45 | | | | | 139,915 | | | | | | 0.1 | | |
| | | 984,438 ^ | | | | COMM 2012-CCRE4 XA Mortgage Trust, 2.072%, 10/15/45 | | | | | 77,928 | | | | | | 0.0 | | |
| | | 2,380,000 | #,^ | | COMM 2012-CCRE4 XB Mortgage Trust, 0.746%, 10/15/45 | | | | | 85,528 | | | | | | 0.0 | | | |
| | | 616,957 ^ | | | | COMM 2013-LC6 XA Mortgage Trust, 1.866%, 01/10/46 | | | | | 38,512 | | | | | | 0.0 | | |
| | | 73,081 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.255%, 06/10/36 | | | | | 74,092 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1 K, 5.415%, 02/25/21 | | | | | 70,153 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 7,326 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | $ | 7,327 | | | | | | 0.0 | | | |
| | | 50,000 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.466%, 05/15/36 | | | | | 54,912 | | | | | | 0.0 | | | |
| | | 30,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 26,985 | | | | | | 0.0 | | |
| | | 110,000 | # | | DBUBS Mortgage Trust 2011-LC1A E, 5.884%, 11/10/46 | | | | | 116,526 | | | | | | 0.0 | | | |
| | | 40,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.353%, 07/25/24 | | | | | 37,643 | | | | | | 0.0 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 M2, 3.453%, 07/25/24 | | | | | 94,345 | | | | | | 0.0 | | |
| | | 170,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.453%, 05/25/25 | | | | | 170,192 | | | | | | 0.1 | | |
| | | 66,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.753%, 02/25/25 | | | | | 67,079 | | | | | | 0.0 | | |
| | | 160,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.353%-5.453%, 11/25/24 | | | | | 163,163 | | | | | | 0.0 | | |
| | | 400,000 | | | | Fannie Mae Connecticut Avenue Securities, 5.453%-6.353%, 07/25/25-10/25/28 | | | | | 411,915 | | | | | | 0.1 | | |
| | | 107,632 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 6.247%, 12/25/36 | | | | | 34,145 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 4.953%, 02/25/24 | | | | | 102,321 | | | | | | 0.0 | | |
| | | 180,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.053%, 04/25/24 | | | | | 175,935 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.453%, 08/25/24 | | | | | 99,797 | | | | | | 0.0 | | |
| | | 250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 5.003%, 10/25/24 | | | | | 255,076 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| $ | 50,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.203%, 10/25/24 | | | | $ | 51,205 | | | | | | 0.0 | | |
| | 260,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DN1 M3, 4.603%, 01/25/25 | | | | | 270,452 | | | | | | 0.1 | | |
| | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.153%, 04/25/28 | | | | | 99,294 | | | | | | 0.0 | | |
| | 60,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 4.253%, 03/25/25 | | | | | 62,123 | | | | | | 0.0 | | |
| | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 3.703%, 05/25/25 | | | | | 96,645 | | | | | | 0.0 | | |
| | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.253%, 05/25/28 | | | | | 98,932 | | | | | | 0.0 | | |
| | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.003%, 07/25/28 | | | | | 104,329 | | | | | | 0.1 | | |
| | 80,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA2 M3, 5.103%, 10/25/28 | | | | | 78,120 | | | | | | 0.0 | | |
| | 21,935,329 | #,^ | | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/45 | | | | | 97,617 | | | | | | 0.0 | | | |
| | 100,000 | # | | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | | | | | 85,022 | | | | | | 0.0 | | | |
| | 100,000 | # | | GS Mortgage Securities Trust 2010-C2, 5.357%, 12/10/43 | | | | | 101,529 | | | | | | 0.1 | | | |
| | 1,900,855 ^ | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.658%, 05/10/45 | | | | | 151,853 | | | | | | 0.0 | | |
| | 40,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.727%, 05/15/41 | | | | | 41,265 | | | | | | 0.0 | | | |
| | 90,000 | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-LDP8 B, 5.520%, 05/15/45 | | | | | 89,901 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 1,050,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.441%, 12/15/47 | | | | $ | 21,025 | | | | | | 0.0 | | | |
| | | 30,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | | | | | 29,197 | | | | | | 0.0 | | |
| | | 30,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.549%, 05/15/45 | | | | | 28,906 | | | | | | 0.0 | | |
| | | 3,066,520 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 XA, 0.701%, 01/15/46 | | | | | 43,364 | | | | | | 0.0 | | |
| | | 4,699,115 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2013-C14 XA, 1.098%, 08/15/46 | | | | | 142,387 | | | | | | 0.1 | | |
| | | 977,949 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.403%, 04/15/47 | | | | | 40,376 | | | | | | 0.0 | | |
| | | 1,300,427 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | | | | | 3,297 | | | | | | 0.0 | | | |
| | | 90,000 | # | | LB-UBS Commercial Mortgage Trust 2004-C7 K, 5.306%, 10/15/36 | | | | | 91,843 | | | | | | 0.0 | | | |
| | | 139,286 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.418%, 02/15/40 | | | | | 139,125 | | | | | | 0.1 | | | |
| | | 23,846 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR14, 6.101%, 09/15/39 | | | | | 23,885 | | | | | | 0.0 | | | |
| | | 60,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR15, 6.101%, 09/15/39 | | | | | 60,092 | | | | | | 0.0 | | | |
| | | 60,000 | # | | LB-UBS Commercial Mortgage Trust 2006-C6 JR16, 6.101%, 09/15/39 | | | | | 60,069 | | | | | | 0.0 | | | |
| | | 5,561,135 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.903%, 11/15/38 | | | | | 7,053 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Merrill Lynch Mortgage Trust 2005-MKB2 E, 6.268%, 09/12/42 | | | | | 103,412 | | | | | | 0.0 | | | |
| | | 130,000 | # | | Morgan Stanley Capital I Trust 2011-C1 C, 5.601%, 09/15/47 | | | | | 145,335 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.601%, 09/15/47 | | | | | 104,567 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.601%, 09/15/47 | | | | $ | 102,802 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 88,991 | | | | | | 0.0 | | | |
| | | 70,139 | # | | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | | | | | 70,982 | | | | | | 0.0 | | | |
| | | 1,345,392 ^ | | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.740%, 01/15/59 | | | | | 132,775 | | | | | | 0.1 | | |
| | | 479,286 | #,^ | | Wells Fargo Mortgage Backed Securities Trust 2012-C8 XA, 2.306%, 08/15/45 | | | | | 36,030 | | | | | | 0.0 | | | |
| | | 581,452 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.538%, 03/15/48 | | | | | 35,699 | | | | | | 0.0 | | | |
| | | 1,555,739 ^ | | | | Wells Fargo Commercial Mortgage Trust 2014-LC16, 1.615%, 08/15/50 | | | | | 109,241 | | | | | | 0.0 | | |
| | | 5,413,345 | | | | Other Securities | | | | | 4,617,587 | | | | | | 1.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $11,789,198) | | | | | 11,749,385 | | | | | | 2.7 | | |
| FOREIGN GOVERNMENT BONDS: 0.4% | | ||||||||||||||||||
| | | 175,000 | # | | Argentine Republic Government International Bond, 6.875%, 04/22/21 | | | | | 187,250 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 102,250 | | | | | | 0.0 | | | |
| | | 10,000 | # | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 10,719 | | | | | | 0.0 | | | |
| | | 1,021,539 | | | | Other Securities(a) | | | | | 1,176,184 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,476,403 | | | | | | 0.4 | | |
| | | | | | | Oil & Gas: 0.0% | | ||||||||||||
| | | 49,000 | | | | Other Securities | | | | | 30,865 | | | | | | 0.0 | | |
| | | | | | | Total Foreign Government Bonds (Cost $1,511,942) | | | | | 1,507,268 | | | | | | 0.4 | | |
| ASSET-BACKED SECURITIES: 1.2% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 40,000 | # | | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | | | | | 40,356 | | | | | | 0.0 | | | |
| | | 120,000 | # | | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | | | | | 119,767 | | | | | | 0.0 | | | |
| | | 160,000 | # | | Santander Drive Auto Receivables Trust 2013-A D, 3.780%, 10/15/19 | | | | | 163,816 | | | | | | 0.1 | | | |
| | | 110,000 | # | | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | | | | | 113,104 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 30,000 | # | | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | | | | $ | 30,482 | | | | | | 0.0 | | | |
| | | 490,000 | | | | Other Securities | | | | | 496,438 | | | | | | 0.1 | | |
| | | | | | | | | | | | 963,963 | | | | | | 0.2 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 200,000 | | | | Other Securities | | | | | 191,600 | | | | | | 0.1 | | |
| | | | | | | Other Asset-Backed Securities: 0.9% | | ||||||||||||
| | | 198,667 | #,^ | | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 250,000 | # | | Atrium V 5A D, 4.336%, 07/20/20 | | | | | 250,057 | | | | | | 0.1 | | | |
| | | 11,408 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 11,465 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.346%, 03/17/21 | | | | | 240,870 | | | | | | 0.1 | | | |
| | | 500,000 | # | | Carlyle High Yield Partners IX Ltd. 2006-9A B, 1.056%, 08/01/21 | | | | | 478,530 | | | | | | 0.1 | | | |
| | | 96,297 | # | | CIFC Funding 2006-2A B2L, 4.673%, 03/01/21 | | | | | 95,217 | | | | | | 0.0 | | | |
| | | 200,000 | # | | CIFC Funding 2006-I2A B1L, 2.273%, 03/01/21 | | | | | 196,962 | | | | | | 0.1 | | | |
| | | 47,768 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 48,483 | | | | | | 0.0 | | | |
| | | 88,419 | # | | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | | | | | 89,850 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 4.084%, 10/28/19 | | | | | 250,064 | | | | | | 0.1 | | | |
| | | 90,475 | # | | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | | | | | 90,869 | | | | | | 0.0 | | | |
| | | 94,416 | # | | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | | | | | 95,681 | | | | | | 0.0 | | | |
| | | 330,000 | # | | Kingsland III Ltd. 2006-3A B, 1.311%, 08/24/21 | | | | | 312,051 | | | | | | 0.1 | | | |
| | | 37,862 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 38,040 | | | | | | 0.0 | | | |
| | | 45,105 | # | | Marketplace Loan Trust Series 2015-AV2, 4.000%, 10/15/21 | | | | | 44,992 | | | | | | 0.0 | | | |
| | | 250,000 | # | | MSIM Peconic Bay Ltd. 2007-1A C, 2.634%, 07/20/19 | | | | | 250,009 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 300,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | $ | 294,470 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Purchasing Power Funding 2015-A A2, 4.750%, 12/25/49 | | | | | 99,625 | | | | | | 0.0 | | | |
| | | 76,029 | # | | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | | | | | 76,115 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 100,650 | | | | | | 0.0 | | | |
| | | 250,000 | # | | St James River CLO Ltd. 2007-1A D, 2.956%, 06/11/21 | | | | | 240,832 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Taco Bell Funding LLC, 3.832%, 05/25/46 | | | | | 101,506 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Telos CLO 2006-1A E Ltd., 4.879%, 10/11/21 | | | | | 99,882 | | | | | | 0.0 | | | |
| | | 50,000 | # | | Trade MAPS 1 Ltd. 2013-1A C, 2.695%, 12/10/18 | | | | | 49,833 | | | | | | 0.0 | | | |
| | | 486,807 | | | | Other Securities | | | | | 427,671 | | | | | | 0.1 | | |
| | | | | | | | | | | | 3,983,724 | | | | | | 0.9 | | |
| | | | | | | Total Asset-Backed Securities (Cost $5,137,289) | | | | | 5,139,287 | | | | | | 1.2 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 5.5% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 1.5%## | | ||||||||||||
| | | 5,858,346 | ^,W | | 2.500%-6.500%, due 12/15/17-09/01/45 | | | | | 6,494,126 | | | | | | 1.5 | | | |
| | | | | | | Federal National Mortgage Association: 2.3%## | | ||||||||||||
| | | 2,976,000 | W | | 3.500%, due 07/01/45 | | | | | 3,140,378 | | | | | | 0.8 | | | |
| | | 5,911,435 | | | | 2.500%-7.500%, due 08/01/16-02/25/49 | | | | | 6,462,952 | | | | | | 1.5 | | |
| | | | | | | | | | | | 9,603,330 | | | | | | 2.3 | | |
| | | | | | | Government National Mortgage Association: 1.7% | | ||||||||||||
| | | 2,603,000 | W | | 3.000%, due 08/01/44 | | | | | 2,716,525 | | | | | | 0.6 | | | |
| | | 1,814,000 | W | | 3.500%, due 07/01/44 | | | | | 1,925,462 | | | | | | 0.5 | | | |
| | | 2,598,013 | | | | 3.000%-7.000%, due 05/16/32-10/20/60 | | | | | 2,800,101 | | | | | | 0.6 | | |
| | | | | | | | | | | | 7,442,088 | | | | | | 1.7 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $23,015,112) | | | | | 23,539,544 | | | | | | 5.5 | | |
| U.S. TREASURY OBLIGATIONS: 5.6% | | ||||||||||||||||||
| | | | | | | Treasury Inflation Indexed Protected Securities: 0.4% | | ||||||||||||
| | | 1,583,917 | | | | 0.625%, due 01/15/26 | | | | | 1,669,516 | | | | | | 0.4 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 1.1% | | ||||||||||||
| | $ | 3,583,000 | | | | 2.500%, due 02/15/46 | | | | $ | 3,734,439 | | | | | | 0.9 | | |
| | | 1,030,000 | L | | 1.625%-3.000%, due 05/15/26-11/15/45 | | | | | 1,043,514 | | | | | | 0.2 | | | |
| | | | | | | | | | | | 4,777,953 | | | | | | 1.1 | | |
| | | | | | | U.S. Treasury Notes: 4.1% | | ||||||||||||
| | | 6,609,000 | | | | 0.625%, due 06/30/18 | | | | | 6,613,263 | | | | | | 1.6 | | |
| | | 5,230,000 | | | | 0.875%, due 06/15/19 | | | | | 5,256,150 | | | | | | 1.2 | | |
| | | 2,140,000 | | | | 1.375%, due 06/30/23 | | | | | 2,151,870 | | | | | | 0.5 | | |
| | | 2,478,000 | | | | 1.625%, due 02/15/26 | | | | | 2,507,523 | | | | | | 0.6 | | |
| | | 982,000 | | | | 0.875%-1.750%, due 12/31/17-01/31/23 | | | | | 988,196 | | | | | | 0.2 | | |
| | | | | | | | | | | | 17,517,002 | | | | | | 4.1 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $23,610,221) | | | | | 23,964,471 | | | | | | 5.6 | | |
|
| # of Contracts | | | Value | | | Percentage of Net Assets | | ||||||||||||
| PURCHASED OPTIONS: 0.0% | | ||||||||||||||||||
| | | | | | | OTC Interest Rate Swaptions: 0.0% | | ||||||||||||
| | | 3,300,000 | @ | | Receive a fixed rate equal to 1.205% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | | | | | 3,582 | | | | | | 0.0 | | | |
| | | 3,100,000 | @ | | Receive a fixed rate equal to 1.208% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | | | | | 3,463 | | | | | | 0.0 | | | |
| | | 3,300,000 | @ | | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.605%, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | | | | | 1,906 | | | | | | 0.0 | | | |
| | | 3,100,000 | @ | | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.608%, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | | | | | 1,734 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 10,685 | | | | | | 0.0 | | |
| | | | | | | Total Purchased Options (Cost $44,135) | | | | | 10,685 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $404,830,654) | | | | | 411,284,216 | | | | | | 95.9 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.7% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 0.0% | | ||||||||||||
| | $ | 65,000 | | | | AmerisourceBergen Corp., 1.150%, 05/15/17 | | | | $ | 64,998 | | | | | | 0.0 | | |
| | | 32,000 | | | | L-3 Communications Corp., 1.500%, 05/28/17 | | | | | 32,016 | | | | | | 0.0 | | |
| | | | | | | | | | | | 97,014 | | | | | | 0.0 | | |
| | | | | | | Securities Lending Collateralcc: 1.6% | | ||||||||||||
| | | 1,630,153 | | | | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $1,630,171, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $1,662,756, due 08/15/16-11/15/45) | | | | | 1,630,153 | | | | | | 0.4 | | |
| | | 1,630,153 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,630,174, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,662,756, due 07/15/16-09/20/65) | | | | | 1,630,153 | | | | | | 0.4 | | |
| | | 1,630,153 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $1,630,175, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,662,756, due 07/07/16-02/01/49) | | | | | 1,630,153 | | | | | | 0.4 | | |
| | | 1,630,153 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $1,630,173, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $1,662,756, due 03/15/18-09/09/49) | | | | | 1,630,153 | | | | | | 0.4 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 343,124 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $343,128, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $349,986, due 12/01/16-02/20/66) | | | | $ | 343,124 | | | | | | 0.0 | | |
| | | | | | | | | | | | 6,863,736 | | | | | | 1.6 | | |
| | | | | | | U.S. Treasury Obligations: 1.1% | | ||||||||||||
| | | 4,860,000 | | | | United States Treasury Note, 0.500%, 02/28/17 (Cost $4,859,193) | | | | | 4,862,381 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.0% | | ||||||||||||
| | | 12,870,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $12,870,000) | | | | | 12,870,000 | | | | | | 3.0 | | |
| | | | | | | Total Short-Term Investments (Cost $24,690,038) | | | | | 24,693,131 | | | | | | 5.7 | | |
| | | | | | | Total Investments in Securities (Cost $429,520,692) | | | | $ | 435,977,347 | | | | | | 101.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (6,975,580) | | | | | | (1.6) | | |
| | | | | | | Net Assets | | | | $ | 429,001,767 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 20,642,157 | | |
| Gross Unrealized Depreciation | | | | | (16,861,858) | | |
| Net Unrealized Appreciation | | | | $ | 3,780,299 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 25,671,935 | | | | | $ | 4,352,983 | | | | | $ | — | | | | | $ | 30,024,918 | | |
Consumer Staples | | | | | 17,765,209 | | | | | | 5,274,873 | | | | | | — | | | | | | 23,040,082 | | |
Energy | | | | | 12,014,114 | | | | | | 2,205,332 | | | | | | — | | | | | | 14,219,446 | | |
Financials | | | | | 36,047,871 | | | | | | 8,812,930 | | | | | | — | | | | | | 44,860,801 | | |
Health Care | | | | | 27,963,255 | | | | | | 4,555,367 | | | | | | — | | | | | | 32,518,622 | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Industrials | | | | | 18,899,348 | | | | | | 4,572,015 | | | | | | — | | | | | | 23,471,363 | | |
Information Technology | | | | | 37,173,365 | | | | | | 2,007,594 | | | | | | — | | | | | | 39,180,959 | | |
Materials | | | | | 8,003,925 | | | | | | 2,407,751 | | | | | | — | | | | | | 10,411,676 | | |
Telecommunication Services | | | | | 3,200,997 | | | | | | 1,874,885 | | | | | | — | | | | | | 5,075,882 | | |
Utilities | | | | | 8,194,350 | | | | | | 1,431,489 | | | | | | — | | | | | | 9,625,839 | | |
Total Common Stock | | | | | 194,934,369 | | | | | | 37,495,219 | | | | | | — | | | | | | 232,429,588 | | |
Exchange-Traded Funds | | | | | 42,102,295 | | | | | | — | | | | | | — | | | | | | 42,102,295 | | |
Mutual Funds | | | | | 36,341,746 | | | | | | — | | | | | | — | | | | | | 36,341,746 | | |
Preferred Stock | | | | | — | | | | | | 213,625 | | | | | | — | | | | | | 213,625 | | |
Rights | | | | | 1,953 | | | | | | — | | | | | | — | | | | | | 1,953 | | |
Purchased Options | | | | | — | | | | | | 10,685 | | | | | | — | | | | | | 10,685 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 34,284,369 | | | | | | — | | | | | | 34,284,369 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 11,749,385 | | | | | | — | | | | | | 11,749,385 | | |
Short-Term Investments | | | | | 12,870,000 | | | | | | 11,823,131 | | | | | | — | | | | | | 24,693,131 | | |
Foreign Government Bonds | | | | | — | | | | | | 1,507,268 | | | | | | — | | | | | | 1,507,268 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 23,964,471 | | | | | | — | | | | | | 23,964,471 | | |
Asset-Backed Securities | | | | | — | | | | | | 5,039,662 | | | | | | 99,625 | | | | | | 5,139,287 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 23,539,544 | | | | | | — | | | | | | 23,539,544 | | |
Total Investments, at fair value | | | | $ | 286,250,363 | | | | | $ | 149,627,359 | | | | | $ | 99,625 | | | | | $ | 435,977,347 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 271,342 | | | | | | — | | | | | | 271,342 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,052 | | | | | | — | | | | | | 1,052 | | |
Futures | | | | | 715,613 | | | | | | — | | | | | | — | | | | | | 715,613 | | |
Total Assets | | | | $ | 286,965,976 | | | | | $ | 149,899,753 | | | | | $ | 99,625 | | | | | $ | 436,965,354 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (709,220) | | | | | $ | — | | | | | $ | (709,220) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (2,421) | | | | | | — | | | | | | (2,421) | | |
Futures | | | | | (683,206) | | | | | | — | | | | | | — | | | | | | (683,206) | | |
Written Options | | | | | — | | | | | | (46,436) | | | | | | — | | | | | | (46,436) | | |
Total Liabilities | | | | $ | (683,206) | | | | | $ | (758,077) | | | | | $ | — | | | | | $ | (1,441,283) | | |
Issuer | | | Beginning Fair Value at 12/31/15 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2016 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class P | | | | $ | — | | | | | $ | 13,134,373 | | | | | $ | (287,322) | | | | | $ | (26,304) | | | | | $ | 12,820,747 | | | | | $ | 106,838 | | | | | $ | (85) | | | | | $ | — | | |
Voya High Yield Bond Fund - Class P | | | | | 13,431,216 | | | | | | 4,517,962 | | | | | | (1,365,858) | | | | | | 558,463 | | | | | | 17,141,783 | | | | | | 462,803 | | | | | | (105,457) | | | | | | — | | |
| | | | $ | 13,431,216 | | | | | $ | 17,652,335 | | | | | $ | (1,653,180) | | | | | $ | 532,159 | | | | | $ | 29,962,530 | | | | | $ | 569,641 | | | | | $ | (105,542) | | | | | $ | — | | |
|
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | South Korean Won | | | | | 104,798,600 | | | | | | Buy | | | | | | 07/15/16 | | | | | $ | 91,296 | | | | | $ | 90,935 | | | | | $ | (361) | | |
Deutsche Bank AG | | | Thai Baht | | | | | 4,261,421 | | | | | | Buy | | | | | | 07/15/16 | | | | | | 121,912 | | | | | | 121,245 | | | | | | (667) | | |
Deutsche Bank AG | | | Singapore Dollar | | | | | 110,734 | | | | | | Buy | | | | | | 07/15/16 | | | | | | 81,743 | | | | | | 82,194 | | | | | | 451 | | |
Goldman Sachs & Co. | | | Hong Kong Sar Dollar | | | | | 83,689 | | | | | | Buy | | | | | | 07/15/16 | | | | | | 10,798 | | | | | | 10,789 | | | | | | (9) | | |
Morgan Stanley | | | Indonesian Rupiah | | | | | 841,602,000 | | | | | | Buy | | | | | | 07/15/16 | | | | | | 63,493 | | | | | | 63,675 | | | | | | 182 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (404) | | |
Barclays Bank PLC | | | South Korean Won | | | | | 104,798,600 | | | | | | Sell | | | | | | 07/15/16 | | | | | $ | 91,348 | | | | | $ | 90,935 | | | | | $ | 413 | | |
Deutsche Bank AG | | | Thai Baht | | | | | 4,261,421 | | | | | | Sell | | | | | | 07/15/16 | | | | | | 120,823 | | | | | | 121,245 | | | | | | (422) | | |
Deutsche Bank AG | | | Singapore Dollar | | | | | 110,734 | | | | | | Sell | | | | | | 07/15/16 | | | | | | 81,842 | | | | | | 82,193 | | | | | | (351) | | |
Goldman Sachs & Co. | | | Hong Kong Sar Dollar | | | | | 83,689 | | | | | | Sell | | | | | | 07/15/16 | | | | | | 10,795 | | | | | | 10,789 | | | | | | 6 | | |
Morgan Stanley | | | Indonesian Rupiah | | | | | 841,602,000 | | | | | | Sell | | | | | | 07/15/16 | | | | | | 63,065 | | | | | | 63,676 | | | | | | (611) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (965) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 75 | | | | | | 09/16/16 | | | | | $ | 8,605,500 | | | | | $ | 134,381 | | |
S&P Mid 400 E-Mini | | | | | 57 | | | | | | 09/16/16 | | | | | | 8,510,100 | | | | | | (6,818) | | |
U.S. Treasury 2-Year Note | | | | | 47 | | | | | | 09/30/16 | | | | | | 10,308,422 | | | | | | 31,485 | | |
U.S. Treasury 5-Year Note | | | | | 167 | | | | | | 09/30/16 | | | | | | 20,401,398 | | | | | | 350,892 | | |
U.S. Treasury Ultra Long Bond | | | | | 16 | | | | | | 09/21/16 | | | | | | 2,982,000 | | | | | | 198,855 | | |
| | | | | | | | | | | | | | | | $ | 50,807,420 | | | | | $ | 708,795 | | |
Short Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | (153) | | | | | | 09/16/16 | | | | | | (15,990,030) | | | | | | (412,421) | | |
U.S. Treasury 10-Year Note | | | | | (26) | | | | | | 09/21/16 | | | | | | (3,457,594) | | | | | | (73,252) | | |
U.S. Treasury Long Bond | | | | | (9) | | | | | | 09/21/16 | | | | | | (1,551,094) | | | | | | (77,126) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (23) | | | | | | 09/21/16 | | | | | | (3,350,453) | | | | | | (113,589) | | |
| | | | | | | | | | | | | | | | $ | (24,349,171) | | | | | $ | (676,388) | | |
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | | | USD612,000 | | | | | $ | 60,908 | | | | | $ | 60,908 | | |
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 | | | | | | 93,700 | | | | | | 93,700 | | |
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 | | | | | | (34,703) | | | | | | (34,703) | | |
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 | | | | | | (190,570) | | | | | | (190,570) | | |
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 | | | | | | (24,646) | | | | | | (24,646) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.668% | | | Chicago Mercantile Exchange | | | | | 10/30/19 | | | | | | USD7,138,000 | | | | | | (193,054) | | | | | | (193,054) | | |
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.453% | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | | | USD715,000 | | | | | | (15,645) | | | | | | (15,645) | | |
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 | | | | | | (205,231) | | | | | | (205,231) | | |
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 | | | | | | 69,322 | | | | | | 69,322 | | |
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 | | | | | | 3,832 | | | | | | 3,832 | | |
Receive a fixed rate equal to 2.126% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/10/26 | | | | | | USD2,814,000 | | | | | | 43,580 | | | | | | 43,580 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.646% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | (7,974) | | | | | | (7,974) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.618% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | (7,059) | | | | | | (7,059) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | (7,159) | | | | | | (7,159) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.620% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | (7,126) | | | | | | (7,126) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.625% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD204,000 | | | | | | (4,269) | | | | | | (4,269) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.902% | | | Chicago Mercantile Exchange | | | | | 06/28/26 | | | | | | USD2,814,000 | | | | | | (9,097) | | | | | | (9,097) | | |
Receive a fixed rate equal to 1.371% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/29/26 | | | | | | USD830,000 | | | | | | (2,687) | | | | | | (2,687) | | |
| | | | | | | | | | | | | | | | | | | $ | (437,878) | | | | | $ | (437,878) | | |
|
Description | | | Counterparty | | | Floating Rate Index/Underlying Reference Entity | | | Pay/ Receive Floating | | | Exercise Rate | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Put OTC Swaption | | | Goldman Sachs & Co. | | | 3-month USD-LIBOR-BBA | | | Pay | | | | | 1.806% | | | | | | 07/18/16 | | | | | | USD3,300,000 | | | | | $ | 4,018 | | | | | $ | (106) | | |
Put OTC Swaption | | | Goldman Sachs & Co. | | | 3-month USD-LIBOR-BBA | | | Pay | | | | | 1.808% | | | | | | 07/18/16 | | | | | | USD3,100,000 | | | | | | 3,706 | | | | | | (96) | | |
Call OTC Swaption | | | Goldman Sachs & Co. | | | 3-month USD-LIBOR-BBA | | | Receive | | | | | 1.406% | | | | | | 07/18/16 | | | | | | USD3,300,000 | | | | | | 18,372 | | | | | | (23,586) | | |
Call OTC Swaption | | | Goldman Sachs & Co. | | | 3-month USD-LIBOR-BBA | | | Receive | | | | | 1.408% | | | | | | 07/18/16 | | | | | | USD3,100,000 | | | | | | 17,506 | | | | | | (22,648) | | |
Total Written Swaptions | | | | $ | 43,602 | | | | | $ | (46,436) | | | |||||||||||||||||||||||||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Interest rate contracts | | | Investments in securities at value* | | | | $ | 10,685 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 1,052 | | |
Equity contracts | | | Net Assets — Unrealized appreciation** | | | | | 134,381 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 581,232 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 271,342 | | |
Total Asset Derivatives | | | | | | | $ | 998,692 | | |
|
Voya Balanced Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | |||
Liability Derivatives | | | | ||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 2,421 | |
Equity contracts | | | Net Assets — Unrealized depreciation** | | | | | 6,818 | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 676,388 | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 709,220 | |
Interest rate contracts | | | Written Options, at fair value | | | | | 46,436 | |
Total Liability Derivatives | | | | | | | $ | 1,441,283 | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (37,075) | | | | | $ | — | | | | | $ | (37,075) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (465,773) | | | | | | — | | | | | | — | | | | | | (465,773) | | |
Foreign exchange contracts | | | | | (62,320) | | | | | | 1,078,837 | | | | | | — | | | | | | — | | | | | | 118,852 | | | | | | 1,135,369 | | |
Interest rate contracts | | | | | (285,782) | | | | | | — | | | | | | 442,234 | | | | | | 9,412 | | | | | | 525,691 | | | | | | 691,555 | | |
Total | | | | $ | (348,102) | | | | | $ | 1,078,837 | | | | | $ | (23,539) | | | | | $ | (27,663) | | | | | $ | 644,543 | | | | | $ | 1,324,076 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 16,010 | | | | | $ | — | | | | | $ | 16,010 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 145,417 | | | | | | — | | | | | | — | | | | | | 145,417 | | |
Foreign exchange contracts | | | | | — | | | | | | (6,472) | | | | | | — | | | | | | — | | | | | | — | | | | | | (6,472) | | |
Interest rate contracts | | | | | (33,450) | | | | | | — | | | | | | (48,517) | | | | | | (420,646) | | | | | | (2,834) | | | | | | (505,447) | | |
Total | | | | $ | (33,450) | | | | | $ | (6,472) | | | | | $ | 96,900 | | | | | $ | (404,636) | | | | | $ | (2,834) | | | | | $ | (350,492) | | |
|
| | | Barclays Bank PLC | | | Deutsche Bank AG | | | Goldman Sachs & Co. | | | Morgan Stanley | | | Totals | | |||||||||||||||
Assets: | | | | | | | |||||||||||||||||||||||||
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | 10,685 | | | | | $ | — | | | | | $ | 10,685 | | |
Forward foreign currency contracts | | | | | 413 | | | | | | 451 | | | | | | 6 | | | | | | 182 | | | | | $ | 1,052 | | |
Total Assets | | | | $ | 413 | | | | | $ | 451 | | | | | $ | 10,691 | | | | | $ | 182 | | | | | $ | 11,737 | | |
Liabilities: | | | | | | | |||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 361 | | | | | $ | 1,440 | | | | | $ | 9 | | | | | $ | 611 | | | | | $ | 2,421 | | |
Written options | | | | | — | | | | | | — | | | | | | 46,436 | | | | | | — | | | | | | 46,436 | | |
Total Liabilities | | | | $ | 361 | | | | | $ | 1,440 | | | | | $ | 46,445 | | | | | $ | 611 | | | | | $ | 48,857 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 52 | | | | | $ | (989) | | | | | $ | (35,754) | | | | | $ | (429) | | | | | $ | (37,120) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 52 | | | | | $ | (989) | | | | | $ | (35,754) | | | | | $ | (429) | | | | | $ | (37,120) | | |
|
Voya Global Equity Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 19.4% | |
| Information Technology | | | 13.6% | |
| Health Care | | | 12.2% | |
| Consumer Staples | | | 11.8% | |
| Consumer Discretionary | | | 11.1% | |
| Industrials | | | 9.0% | |
| Energy | | | 7.0% | |
| Materials | | | 4.4% | |
| Telecommunication Services | | | 4.1% | |
| Utilities | | | 2.8% | |
| Assets in Excess of Other Liabilities* | | | 4.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.4% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.1% | | ||||||||||||
| | | 24,13 | @ | | Amazon.com, Inc. | | | | $ | 17,268,626 | | | | | | 2.4 | | | |
| | | 434,462 | | | | Coach, Inc. | | | | | 17,699,982 | | | | | | 2.4 | | |
| | | 114,272 | | | | Hasbro, Inc. | | | | | 9,597,705 | | | | | | 1.3 | | |
| | | 103,308 | | | | McDonald’s Corp. | | | | | 12,432,085 | | | | | | 1.7 | | |
| | | 1,090,000 | | | | Panasonic Corp. | | | | | 9,377,859 | | | | | | 1.3 | | |
| | | 129,235 | | | | Renault S.A. | | | | | 9,756,965 | | | | | | 1.3 | | |
| | | 34,186 | | | | Other Securities | | | | | 5,153,040 | | | | | | 0.7 | | |
| | | | | | | | | | | | 81,286,262 | | | | | | 11.1 | | |
| | | | | | | Consumer Staples: 11.8% | | ||||||||||||
| | | 289,160 | | | | Coca-Cola Co. | | | | | 13,107,623 | | | | | | 1.8 | | |
| | | 329,235 | | | | Diageo PLC | | | | | 9,197,443 | | | | | | 1.3 | | |
| | | 327,500 | | | | Japan Tobacco, Inc. | | | | | 13,198,972 | | | | | | 1.8 | | |
| | | 88,125 | | | | Kimberly-Clark Corp. | | | | | 12,115,425 | | | | | | 1.6 | | |
| | | 132,638 | | | | Kraft Heinz Co. | | | | | 11,735,810 | | | | | | 1.6 | | |
| | | 179,210 | | | | Nestle S.A. | | | | | 13,884,892 | | | | | | 1.9 | | |
| | | 131,855 | | | | Philip Morris International, Inc. | | | | | 13,412,291 | | | | | | 1.8 | | |
| | | | | | | | | | | | 86,652,456 | | | | | | 11.8 | | |
| | | | | | | Energy: 7.0% | | ||||||||||||
| | | 791,102 | | | | ENI S.p.A. | | | | | 12,742,472 | | | | | | 1.7 | | |
| | | 95,532 | | | | Occidental Petroleum Corp. | | | | | 7,218,398 | | | | | | 1.0 | | |
| | | 237,302 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 13,103,816 | | | | | | 1.8 | | |
| | | 145,405 | | | | Valero Energy Corp. | | | | | 7,415,655 | | | | | | 1.0 | | |
| | | 304,012 | | | | Other Securities | | | | | 11,122,624 | | | | | | 1.5 | | |
| | | | | | | | | | | | 51,602,965 | | | | | | 7.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 19.4% | | ||||||||||||
| | | 212,212 | | | | BB&T Corp. | | | | $ | 7,556,869 | | | | | | 1.0 | | |
| | | 100,623 | | | | Crown Castle International Corp. | | | | | 10,206,191 | | | | | | 1.4 | | |
| | | 311,490 | | | | Danske Bank A/S | | | | | 8,198,535 | | | | | | 1.1 | | |
| | | 109,452 | | | | Deutsche Boerse AG | | | | | 8,992,042 | | | | | | 1.2 | | |
| | | 177,113 | | | | Hartford Financial Services Group, Inc. | | | | | 7,860,275 | | | | | | 1.1 | | |
| | | 3,035 | | | | Japan Retail Fund Investment Corp. | | | | | 7,749,774 | | | | | | 1.1 | | |
| | | 181,150 | | | | JPMorgan Chase & Co. | | | | | 11,256,661 | | | | | | 1.5 | | |
| | | 267,468 | | | | Liberty Property Trust | | | | | 10,623,829 | | | | | | 1.4 | | |
| | | 27,024 | | | | Partners Group | | | | | 11,581,554 | | | | | | 1.6 | | |
| | | 47,136 | | | | Simon Property Group, Inc. | | | | | 10,223,798 | | | | | | 1.4 | | |
| | | 100,089 | | | | T. Rowe Price Group, Inc. | | | | | 7,303,494 | | | | | | 1.0 | | |
| | | 336,144 | | | | Wells Fargo & Co. | | | | | 15,909,695 | | | | | | 2.2 | | |
| | | 5,129,884 | | | | Other Securities | | | | | 25,035,903 | | | | | | 3.4 | | |
| | | | | | | | | | | | 142,498,620 | | | | | | 19.4 | | |
| | | | | | | Health Care: 12.2% | | ||||||||||||
| | | 194,203 | | | | AstraZeneca PLC | | | | | 11,610,197 | | | | | | 1.6 | | |
| | | 164,321 | | | | Gilead Sciences, Inc. | | | | | 13,707,658 | | | | | | 1.9 | | |
| | | 155,838 | | | | Medtronic PLC | | | | | 13,522,063 | | | | | | 1.8 | | |
| | | 164,970 | | | | Novartis AG | | | | | 13,616,385 | | | | | | 1.9 | | |
| | | 53,999 | | | | Roche Holding AG | | | | | 14,249,247 | | | | | | 1.9 | | |
| | | 50,705 | | | | Shire PLC ADR | | | | | 9,333,776 | | | | | | 1.3 | | |
| | | 93,208 | | | | UnitedHealth Group, Inc. | | | | | 13,160,969 | | | | | | 1.8 | | |
| | | | | | | | | | | | 89,200,295 | | | | | | 12.2 | | |
| | | | | | | Industrials: 9.0% | | ||||||||||||
| | | 181,849 | | | | Deere & Co. | | | | | 14,737,043 | | | | | | 2.0 | | |
| | | 56,481 | | | | General Dynamics Corp. | | | | | 7,864,414 | | | | | | 1.1 | | |
| | | 545,200 | | | | LIXIL Group Corp. | | | | | 8,953,194 | | | | | | 1.2 | | |
| | | 331,833 | | | | Koninklijke Philips NV | | | | | 8,241,531 | | | | | | 1.1 | | |
| | | 576,600 | | | | Mitsubishi Corp. | | | | | 10,152,389 | | | | | | 1.4 | | |
| | | 91,017 | | | | Siemens AG | | | | | 9,340,314 | | | | | | 1.3 | | |
| | | 651,318 | | | | Other Securities | | | | | 6,470,399 | | | | | | 0.9 | | |
| | | | | | | | | | | | 65,759,284 | | | | | | 9.0 | | |
| | | | | | | Information Technology: 13.6% | | ||||||||||||
| | | 220,601 | | | | Apple, Inc. | | | | | 21,089,456 | | | | | | 2.9 | | |
| | | 724,997 | | | | Cisco Systems, Inc. | | | | | 20,800,164 | | | | | | 2.8 | | |
| | | 124,304 | L | | Lam Research Corp. | | | | | 10,448,994 | | | | | | 1.4 | | | |
| | | 401,314 | | | | Microsoft Corp. | | | | | 20,535,237 | | | | | | 2.8 | | |
| | | 304,174 | | | | Qualcomm, Inc. | | | | | 16,294,601 | | | | | | 2.2 | | |
| | | 407,116 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | | | | | 10,678,653 | | | | | | 1.5 | | |
| | | | | | | | | | | | 99,847,105 | | | | | | 13.6 | | |
Voya Global Equity Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Materials: 4.4% | | ||||||||||||
| | | 104,861 | | | | BASF SE | | | | $ | 8,040,644 | | | | | | 1.1 | | |
| | | 275,518 | | | | Dow Chemical Co. | | | | | 13,696,000 | | | | | | 1.8 | | |
| | | 219,068 | | | | Nucor Corp. | | | | | 10,824,150 | | | | | | 1.5 | | |
| | | | | | | | | | | | 32,560,794 | | | | | | 4.4 | | |
| | | | | | | Telecommunication Services: 4.1% | | ||||||||||||
| | | 179,103 | | | | AT&T, Inc. | | | | | 7,739,041 | | | | | | 1.0 | | |
| | | 1,068,000 | | | | China Mobile Ltd. | | | | | 12,339,902 | | | | | | 1.7 | | |
| | | 624,638 | L | | Orange SA | | | | | 10,156,974 | | | | | | 1.4 | | | |
| | | | | | | | | | | | 30,235,917 | | | | | | 4.1 | | |
| | | | | | | Utilities: 2.8% | | ||||||||||||
| | | 150,540 | | | | PG&E Corp. | | | | | 9,622,517 | | | | | | 1.3 | | |
| | | 1,515,188 | | | | Other Securities(a) | | | | | 11,049,214 | | | | | | 1.5 | | |
| | | | | | | | | | | | 20,671,731 | | | | | | 2.8 | | |
| | | | | | | Total Common Stock (Cost $699,111,456) | | | | | 700,315,429 | | | | | | 95.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 2.0% | | ||||||||||||
| | $ | 3,524,938 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $3,524,983, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $3,595,437, due 07/15/16-09/20/65) | | | | | 3,524,938 | | | | | | 0.5 | | |
| | | 3,524,938 | | | | Citigroup, Inc., Repurchase Agreement dated 06/30/16, 0.44%, due 07/01/16 (Repurchase Amount $3,524,980, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $3,595,437, due 04/30/17-03/15/57) | | | | | 3,524,938 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 3,524,938 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $3,524,986, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $3,595,437, due 07/07/16-02/01/49) | | | | $ | 3,524,938 | | | | | | 0.5 | | |
| | | 741,889 | | | | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $741,898, collateralized by various U.S. Government Agency Obligations, 1.000%-8.000%, Market Value plus accrued interest $756,727, due 06/01/22-11/20/45) | | | | | 741,889 | | | | | | 0.1 | | |
| | | 3,524,938 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $3,524,979, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $3,595,437, due 12/01/16-02/20/66) | | | | | 3,524,938 | | | | | | 0.4 | | |
| | | | | | | | | | | | 14,841,641 | | | | | | 2.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 4.1% | | ||||||||||||
| | | 29,911,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $29,911,000) | | | | | 29,911,000 | | | | | | 4.1 | | |
| | | | | | | Total Short-Term Investments (Cost $44,752,641) | | | | | 44,752,641 | | | | | | 6.1 | | |
| | | | | | | Total Investments in Securities (Cost $743,864,097) | | | | $ | 745,068,070 | | | | | | 101.5 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,025,145) | | | | | | (1.5) | | |
| | | | | | | Net Assets | | | | $ | 734,042,925 | | | | | | 100.0 | | |
|
Voya Global Equity Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Net unrealized depreciation consists of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 39,371,726 | | |
| Gross Unrealized Depreciation | | | | | (41,411,187) | | |
| Net Unrealized Depreciation | | | | $ | (2,039,461) | | |
| | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 56,998,398 | | | | | $ | 24,287,864 | | | | | $ | — | | | | | $ | 81,286,262 | | |
Consumer Staples | | | | | 50,371,149 | | | | | | 36,281,307 | | | | | | — | | | | | | 86,652,456 | | |
Energy | | | | | 38,860,493 | | | | | | 12,742,472 | | | | | | — | | | | | | 51,602,965 | | |
Financials | | | | | 80,940,812 | | | | | | 61,557,808 | | | | | | — | | | | | | 142,498,620 | | |
Health Care | | | | | 49,724,466 | | | | | | 39,475,829 | | | | | | — | | | | | | 89,200,295 | | |
Industrials | | | | | 22,601,457 | | | | | | 43,157,827 | | | | | | — | | | | | | 65,759,284 | | |
Information Technology | | | | | 99,847,105 | | | | | | — | | | | | | — | | | | | | 99,847,105 | | |
Materials | | | | | 24,520,150 | | | | | | 8,040,644 | | | | | | — | | | | | | 32,560,794 | | |
Telecommunication Services | | | | | 7,739,041 | | | | | | 22,496,876 | | | | | | — | | | | | | 30,235,917 | | |
Utilities | | | | | 9,622,517 | | | | | | 11,049,214 | | | | | | — | | | | | | 20,671,731 | | |
Total Common Stock | | | | | 441,225,588 | | | | | | 259,089,841 | | | | | | — | | | | | | 700,315,429 | | |
Short-Term Investments | | | | | 29,911,000 | | | | | | 14,841,641 | | | | | | — | | | | | | 44,752,641 | | |
Total Investments, at fair value | | | | $ | 471,136,588 | | | | | $ | 273,931,482 | | | | | $ | — | | | | | $ | 745,068,070 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 800,554 | | | | | | — | | | | | | — | | | | | | 800,554 | | |
Total Assets | | | | $ | 471,937,142 | | | | | $ | 273,931,482 | | | | | $ | — | | | | | $ | 745,868,624 | | |
|
Voya Global Equity Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 424 | | | | | | 09/16/16 | | | | | $ | 17,695,640 | | | | | $ | 800,554 | | |
| | | | | | | | | | | | | | | | $ | 17,695,640 | | | | | $ | 800,554 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 800,554 | | |
Total Asset Derivatives | | | | | | | $ | 800,554 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 755,454 | | |
Total | | | | $ | 755,454 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 767,082 | | |
Total | | | | $ | 767,082 | | |
|
Voya Government Money Market | PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) |
| Investment Type Allocation as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 37.4% | |
| U.S. Treasury Debt | | | 24.2% | |
| Investment Companies | | | 9.1% | |
| U.S. Treasury Repurchase Agreement | | | 7.2% | |
| Assets in Excess of Other Liabilities | | | 22.1% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| Investment Companies: 9.1% | | ||||||||||||||||||
| | $ | 24,000,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.292%, due 07/01/16 | | | | $ | 24,000,000 | | | | | | 4.5 | | |
| | | 22,000,000 | | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.296%, due 07/01/16 | | | | | 22,000,000 | | | | | | 4.2 | | |
| | | 2,000,000 | | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio, 0.268%, due 07/01/16 | | | | | 2,000,000 | | | | | | 0.4 | | |
| | | | | | | Total Investment Companies (Cost $48,000,000) | | | | | 48,000,000 | | | | | | 9.1 | | |
| U.S. Government Agency Debt: 37.4% | | ||||||||||||||||||
| | | 1,000,000 | | | | Fannie Mae Discount Notes, 0.285%, due 08/10/16 | | | | | 999,689 | | | | | | 0.2 | | |
| | | 1,250,000 | | | | Fannie Mae Discount Notes, 0.289%, due 08/01/16 | | | | | 1,249,699 | | | | | | 0.2 | | |
| | | 950,000 | | | | Fannie Mae Discount Notes, 0.306%, due 09/06/16 | | | | | 949,470 | | | | | | 0.2 | | |
| | | 1,425,000 | | | | Fannie Mae Discount Notes, 0.357%, due 09/19/16 | | | | | 1,423,892 | | | | | | 0.3 | | |
| | | 2,000,000 | | | | Fannie Mae Discount Notes, 0.423%, due 11/14/16 | | | | | 1,996,864 | | | | | | 0.4 | | |
| | | 2,225,000 | | | | Fannie Mae, 0.468%, due 07/20/17 | | | | | 2,224,763 | | | | | | 0.4 | | |
| | | 1,500,000 | | | | Fannie Mae, 0.625%, due 08/26/16 | | | | | 1,500,549 | | | | | | 0.3 | | |
| | | 2,250,000 | | | | Fannie Mae, 1.250%, due 09/28/16 | | | | | 2,254,392 | | | | | | 0.4 | | |
| | | 350,000 | | | | Fannie Mae, 1.375%, due 11/15/16 | | | | | 351,053 | | | | | | 0.1 | | |
| | | 200,000 | | | | Fannie Mae, 5.375%, due 06/12/17 | | | | | 208,710 | | | | | | 0.0 | | |
| | | 1,603,000 | | | | Fannie Mae, 5.375%, due 07/15/16 | | | | | 1,606,142 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. Government Agency Debt: (continued) | | ||||||||||||||||||
| | $ | 900,000 | | | | Federal Farm Credit Banks, 0.404%, due 02/21/17 | | | | $ | 899,831 | | | | | | 0.2 | | |
| | | 9,000,000 | | | | Federal Farm Credit Banks, 0.414%, due 04/03/17 | | | | | 8,996,651 | | | | | | 1.7 | | |
| | | 26,000,000 | | | | Federal Farm Credit Banks, 0.450%, due 10/21/16 | | | | | 25,999,999 | | | | | | 4.9 | | |
| | | 20,250,000 | | | | Federal Farm Credit Banks, 0.460%, due 12/19/16 | | | | | 20,250,954 | | | | | | 3.8 | | |
| | | 10,750,000 | | | | Federal Farm Credit Banks, 0.490%, due 03/22/17 | | | | | 10,751,179 | | | | | | 2.0 | | |
| | | 500,000 | | | | Federal Farm Credit Banks, 0.500%, due 07/03/17 | | | | | 499,695 | | | | | | 0.1 | | |
| | | 1,100,000 | | | | Federal Farm Credit Banks, 0.730%, due 06/19/17 | | | | | 1,099,047 | | | | | | 0.2 | | |
| | | 3,200,000 | | | | Federal Farm Credit Discount Notes, 0.521%, due 12/27/16 | | | | | 3,191,885 | | | | | | 0.6 | | |
| | | 6,250,000 | | | | Federal Farm Credit Discount Notes, 0.593%, due 02/22/17 | | | | | 6,226,236 | | | | | | 1.2 | | |
| | | 1,500,000 | | | | Federal Farm Credit Discount Notes, 0.650%, due 02/03/17 | | | | | 1,494,213 | | | | | | 0.3 | | |
| | | 11,000,000 | | | | Federal Home Loan Bank Discount Notes, 0.346%, due 08/05/16 | | | | | 10,996,364 | | | | | | 2.1 | | |
| | | 6,000,000 | | | | Federal Home Loan Bank Discount Notes, 0.418%, due 09/14/16 | | | | | 5,994,875 | | | | | | 1.1 | | |
| | | 7,250,000 | | | | Federal Home Loan Bank Discount Notes, 0.630%, due 12/05/16 | | | | | 7,230,397 | | | | | | 1.4 | | |
| | | 7,750,000 | | | | Federal Home Loan Banks, 0.405%, due 11/10/16 | | | | | 7,749,722 | | | | | | 1.5 | | |
| | | 1,400,000 | | | | Federal Home Loan Banks, 0.443%, due 01/27/17 | | | | | 1,400,000 | | | | | | 0.3 | | |
| | | 375,000 | | | | Federal Home Loan Banks, 0.446%, due 03/17/17 | | | | | 374,916 | | | | | | 0.1 | | |
| | | 3,250,000 | | | | Federal Home Loan Banks, 0.467%, due 06/01/17 | | | | | 3,250,000 | | | | | | 0.6 | | |
| | | 6,250,000 | | | | Federal Home Loan Banks, 0.477%, due 03/01/17 | | | | | 6,250,000 | | | | | | 1.2 | | |
| | | 3,000,000 | | | | Federal Home Loan Banks, 0.481%, due 05/16/17 | | | | | 2,999,253 | �� | | | | | 0.6 | | |
| | | 1,250,000 | | | | Federal Home Loan Banks, 2.000%, due 09/09/16 | | | | | 1,253,705 | | | | | | 0.2 | | |
| | | 300,000 | | | | Federal Home Loan Mortgage Corp., 0.452%, due 01/13/17 | | | | | 300,055 | | | | | | 0.1 | | |
| | | 850,000 | | | | Federal Home Loan Mortgage Corp., 0.493%, due 04/27/17 | | | | | 850,347 | | | | | | 0.2 | | |
Voya Government Money Market | PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. Government Agency Debt: (continued) | | ||||||||||||||||||
| | $ | 665,000 | | | | Federal Home Loan Mortgage Corp., 5.125%, due 10/18/16 | | | | $ | 674,197 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Freddie Mac Discount Notes, 0.333%, due 08/19/16 | | | | | 999,564 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | Freddie Mac Discount Notes, 0.357%, due 09/13/16 | | | | | 1,498,921 | | | | | | 0.3 | | |
| | | 3,450,000 | | | | Freddie Mac Discount Notes, 0.403%, due 10/17/16 | | | | | 3,445,912 | | | | | | 0.7 | | |
| | | 7,750,000 | | | | Freddie Mac Discount Notes, 0.459%, due 11/25/16 | | | | | 7,735,759 | | | | | | 1.5 | | |
| | | 7,500,000 | | | | Freddie Mac Discount Notes, 0.459%, due 12/14/16 | | | | | 7,484,437 | | | | | | 1.4 | | |
| | | 9,750,000 | | | | Freddie Mac Discount Notes, 0.469%, due 09/15/16 | | | | | 9,740,532 | | | | | | 1.8 | | |
| | | 15,500,000 | | | | Freddie Mac Discount Notes, 0.490%, due 10/04/16 | | | | | 15,480,367 | | | | | | 2.9 | | |
| | | 3,250,000 | | | | Freddie Mac Discount Notes, 0.498%, due 10/03/16 | | | | | 3,245,861 | | | | | | 0.6 | | |
| | | 400,000 | | | | Freddie Mac Discount Notes, 0.511%, due 01/05/17 | | | | | 398,956 | | | | | | 0.1 | | |
| | | 2,500,000 | | | | Freddie Mac Discount Notes, 0.510%, due 12/01/16 | | | | | 2,494,687 | | | | | | 0.5 | | |
| | | 600,000 | | | | Freddie Mac, 2.000%, due 08/25/16 | | | | | 601,423 | | | | | | 0.1 | | |
| | | | | | | Total U.S. Government Agency Debt (Cost $196,625,163) | | | | | 196,625,163 | | | | | | 37.4 | | |
| U.S. Treasury Debt: 24.2% | | ||||||||||||||||||
| | | 86,750,000 | | | | United States Treasury Bill, 0.271%, due 09/29/16 | | | | | 86,692,235 | | | | | | 16.5 | | |
| | | 28,000,000 | | | | United States Treasury Floating Rate Note, 0.334%, due 04/30/17 | | | | | 27,999,659 | | | | | | 5.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. Treasury Debt: (continued) | | ||||||||||||||||||
| | $ | 12,500,000 | | | | United States Treasury Note, 1.000%, due 10/31/16 | | | | $ | 12,526,558 | | | | | | 2.4 | | |
| | | | | | | Total U.S. Treasury Debt (Cost $127,218,452) | | | | | 127,218,452 | | | | | | 24.2 | | |
| U.S. Treasury Repurchase Agreement: 7.2% | | ||||||||||||||||||
| | | 37,717,000 | | | | Deutsche Bank Repurchase Agreement dated 6/30/2016, 0.400%, due 7/1/16, $37,717,419 to be received upon repurchase (Collateralized by $37,055,900, Note, 1.750%, Market Value plus accrued interest $38,471,347 due 1/31/23), 0.400%, due 07/01/16 | | | | | 37,717,000 | | | | | | 7.2 | | |
| | | | | | | Total U.S. Treasury Repurchase Agreement (Cost $37,717,000) | | | | | 37,717,000 | | | | | | 7.2 | | |
| | | | | | | Total Investments in Securities (Cost $409,560,615) | | | | $ | 409,560,615 | | | | | | 77.9 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 116,215,117 | | | | | | 22.1 | | |
| | | | | | | Net Assets | | | | $ | 525,775,732 | | | | | | 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 June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
U.S. Treasury Debt | | | | $ | — | | | | | $ | 127,218,452 | | | | | $ | — | | | | | $ | 127,218,452 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 37,717,000 | | | | | | — | | | | | | 37,717,000 | | |
Investment Companies | | | | | 48,000,000 | | | | | | — | | | | | | — | | | | | | 48,000,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 196,625,163 | | | | | | — | | | | | | 196,625,163 | | |
Total Investments, at fair value | | | | $ | 48,000,000 | | | | | $ | 361,560,615 | | | | | $ | — | | | | | $ | 409,560,615 | | |
Voya Government Money Market | PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Counterparty | | | Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | |||||||||
Deutsche Bank | | | | $ | 37,717,000 | | | | | $ | (37,717,000) | | | | | $ | — | | |
Totals | | | | $ | 37,717,000 | | | | | $ | (37,717,000) | | | | | $ | — | | |
|
Voya Growth and Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 19.9% | |
| Financials | | | 16.0% | |
| Health Care | | | 14.3% | |
| Consumer Discretionary | | | 12.3% | |
| Consumer Staples | | | 10.3% | |
| Industrials | | | 9.7% | |
| Energy | | | 7.4% | |
| Utilities | | | 3.4% | |
| Telecommunication Services | | | 3.0% | |
| Materials | | | 2.9% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.3% | | ||||||||||||
| | | 152,689 | @ | | Amazon.com, Inc. | | | | $ | 109,267,302 | | | | | | 3.1 | | | |
| | | 2,078,390 | | | | Coach, Inc. | | | | | 84,673,609 | | | | | | 2.4 | | |
| | | 1,312,623 | | | | Comcast Corp. - Class A | | | | | 85,569,893 | | | | | | 2.4 | | |
| | | 949,229 | @ | | Dish Network Corp. - Class A | | | | | 49,739,600 | | | | | | 1.4 | | | |
| | | 430,868 | | | | Hasbro, Inc. | | | | | 36,188,603 | | | | | | 1.0 | | |
| | | 598,239 | | | | McDonald’s Corp. | | | | | 71,992,081 | | | | | | 2.0 | | |
| | | | | | | | | | | | 437,431,088 | | | | | | 12.3 | | |
| | | | | | | Consumer Staples: 10.3% | | ||||||||||||
| | | 2,301,523 | | | | Coca-Cola Co. | | | | | 104,328,037 | | | | | | 2.9 | | |
| | | 539,919 | | | | Kimberly-Clark Corp. | | | | | 74,228,064 | | | | | | 2.1 | | |
| | | 1,046,229 | | | | Kraft Heinz Co. | | | | | 92,570,342 | | | | | | 2.6 | | |
| | | 934,140 | | | | Philip Morris International, Inc. | | | | | 95,020,721 | | | | | | 2.7 | | |
| | | | | | | | | | | | 366,147,164 | | | | | | 10.3 | | |
| | | | | | | Energy: 7.4% | | ||||||||||||
| | | 1,309,838 | | | | Anadarko Petroleum Corp. | | | | | 69,748,874 | | | | | | 1.9 | | |
| | | 838,784 | | | | Baker Hughes, Inc. | | | | | 37,854,322 | | | | | | 1.1 | | |
| | | 612,841 | | | | Occidental Petroleum Corp. | | | | | 46,306,266 | | | | | | 1.3 | | |
| | | 953,196 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 52,635,483 | | | | | | 1.5 | | |
| | | 1,121,653 | | | | Valero Energy Corp. | | | | | 57,204,303 | | | | | | 1.6 | | |
| | | | | | | | | | | | 263,749,248 | | | | | | 7.4 | | |
| | | | | | | Financials: 16.0% | | ||||||||||||
| | | 1,716,205 | | | | BB&T Corp. | | | | | 61,114,060 | | | | | | 1.7 | | |
| | | 495,808 | | | | Chubb Ltd. | | | | | 64,807,064 | | | | | | 1.8 | | |
| | | 904,219 | | | | Comerica, Inc. | | | | | 37,190,527 | | | | | | 1.1 | | |
| | | 621,020 | | | | Crown Castle International Corp. | | | | | 62,990,059 | | | | | | 1.8 | | |
| | | 952,376 | | | | Discover Financial Services | | | | | 51,037,830 | | | | | | 1.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 1,301,866 | | | | Hartford Financial Services Group, Inc. | | | | $ | 57,776,813 | | | | | | 1.6 | | |
| | | 574,638 | | | | Prudential Financial, Inc. | | | | | 40,994,675 | | | | | | 1.2 | | |
| | | 232,306 | | | | Simon Property Group, Inc. | | | | | 50,387,171 | | | | | | 1.4 | | |
| | | 702,973 | | | | T. Rowe Price Group, Inc. | | | | | 51,295,940 | | | | | | 1.5 | | |
| | | 1,906,391 | | | | Wells Fargo & Co. | | | | | 90,229,486 | | | | | | 2.5 | | |
| | | | | | | | | | | | 567,823,625 | | | | | | 16.0 | | |
| | | | | | | Health Care: 14.3% | | ||||||||||||
| | | 574,083 | | | | Amgen, Inc. | | | | | 87,346,728 | | | | | | 2.5 | | |
| | | 1,166,688 | | | | Gilead Sciences, Inc. | | | | | 97,325,113 | | | | | | 2.8 | | |
| | | 876,029 | | | | Medtronic PLC | | | | | 76,013,036 | | | | | | 2.1 | | |
| | | 1,394,836 | | | | Merck & Co., Inc. | | | | | 80,356,502 | | | | | | 2.3 | | |
| | | 373,714 | | | | Shire PLC ADR | | | | | 68,793,273 | | | | | | 1.9 | | |
| | | 676,563 | | | | UnitedHealth Group, Inc. | | | | | 95,530,696 | | | | | | 2.7 | | |
| | | | | | | | | | | | 505,365,348 | | | | | | 14.3 | | |
| | | | | | | Industrials: 9.7% | | ||||||||||||
| | | 1,306,627 | | | | Chicago Bridge & Iron Co. NV | | | | | 45,248,493 | | | | | | 1.3 | | |
| | | 567,840 | | | | Cummins, Inc. | | | | | 63,847,929 | | | | | | 1.8 | | |
| | | 635,482 | | | | Deere & Co. | | | | | 51,499,461 | | | | | | 1.5 | | |
| | | 520,282 | | | | General Dynamics Corp. | | | | | 72,444,066 | | | | | | 2.0 | | |
| | | 634,555 | | | | JB Hunt Transport Services, Inc. | | | | | 51,354,536 | | | | | | 1.4 | | |
| | | 343,021 | | | | Roper Technologies, Inc. | | | | | 58,505,662 | | | | | | 1.7 | | |
| | | | | | | | | | | | 342,900,147 | | | | | | 9.7 | | |
| | | | | | | Information Technology: 19.9% | | ||||||||||||
| | | 1,389,248 | | | | Activision Blizzard, Inc. | | | | | 55,055,898 | | | | | | 1.5 | | |
| | | 1,729,449 | | | | Apple, Inc. | | | | | 165,335,324 | | | | | | 4.7 | | |
| | | 4,936,859 | | | | Cisco Systems, Inc. | | | | | 141,638,485 | | | | | | 4.0 | | |
| | | 795,733 | | | | Fidelity National Information Services, Inc. | | | | | 58,629,608 | | | | | | 1.7 | | |
| | | 937,542 | L | | Lam Research Corp. | | | | | 78,809,781 | | | | | | 2.2 | | | |
| | | 2,556,125 | | | | Microsoft Corp. | | | | | 130,796,916 | | | | | | 3.7 | | |
| | | 1,370,002 | | | | Qualcomm, Inc. | | | | | 73,391,007 | | | | | | 2.1 | | |
| | | | | | | | | | | | 703,657,019 | | | | | | 19.9 | | |
| | | | | | | Materials: 2.9% | | ||||||||||||
| | | 1,233,394 | | | | Dow Chemical Co. | | | | | 61,312,016 | | | | | | 1.7 | | |
| | | 814,124 | | | | Nucor Corp. | | | | | 40,225,867 | | | | | | 1.2 | | |
| | | | | | | | | | | | 101,537,883 | | | | | | 2.9 | | |
| | | | | | | Telecommunication Services: 3.0% | | ||||||||||||
| | | 2,448,221 | | | | AT&T, Inc. | | | | | 105,787,629 | | | | | | 3.0 | | |
| | | | | | | Utilities: 3.4% | | ||||||||||||
| | | 434,449 | | | | NextEra Energy, Inc. | | | | | 56,652,150 | | | | | | 1.6 | | |
| | | 1,019,437 | | | | PG&E Corp. | | | | | 65,162,413 | | | | | | 1.8 | | |
| | | | | | | | | | | | 121,814,563 | | | | | | 3.4 | | |
| | | | | | | Total Common Stock (Cost $2,988,452,617) | | | | | 3,516,213,714 | | | | | | 99.2 | | |
|
Voya Growth and Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) (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 $2,988,452,617) | | | | | 3,516,213,714 | | | | | | 99.2 | | |
| SHORT-TERM INVESTMENTS: 1.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.6% | | ||||||||||||
| | | 4,666,221 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $4,666,275, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $4,759,601, due 01/01/30-06/20/46) | | | | | 4,666,221 | | | | | | 0.1 | | |
| | | 4,879,996 | | | | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $4,880,049, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $4,977,596, due 08/15/16-11/15/45) | | | | | 4,879,996 | | | | | | 0.1 | | |
| | | 4,879,996 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $4,880,059, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,977,596, due 07/15/16-09/20/65) | | | | | 4,879,996 | | | | | | 0.2 | | |
| | | 4,879,996 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $4,880,056, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $4,977,596, due 03/15/18-09/09/49) | | | | | 4,879,996 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 1,240,989 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,241,005, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,275,847, due 04/15/18-01/15/29) | | | | $ | 1,240,989 | | | | | | 0.0 | | |
| | | | | | | | | | | | 20,547,198 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 27,996,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $27,996,000) | | | | | 27,996,000 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $48,543,198) | | | | | 48,543,198 | | | | | | 1.4 | | |
| | | | | | | Total Investments in Securities (Cost $3,036,995,815) | | | | $ | 3,564,756,912 | | | | | | 100.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (20,232,269) | | | | | | (0.6) | | |
| | | | | | | Net Assets | | | | $ | 3,544,524,643 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 576,103,968 | | |
| Gross Unrealized Depreciation | | | | | (65,302,264) | | |
| Net Unrealized Appreciation | | | | $ | 510,801,704 | | |
Voya Growth and Income | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 3,516,213,714 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,516,213,714 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 27,996,000 | | | | | | 20,547,198 | | | | | | — | | | | | | 48,543,198 | | |
Total Investments, at fair value | | | | $ | 3,544,209,714 | | | | | $ | 20,547,198 | | | | | $ | — | | | | | $ | 3,564,756,912 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (591,216) | | |
Total | | | | $ | (591,216) | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) |
| Investment Type Allocation as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 33.7% | |
| Corporate Bonds/Notes | | | 28.6% | |
| U.S. Treasury Obligations | | | 16.7% | |
| Mutual Funds | | | 13.2% | |
| Collateralized Mortgage Obligations | | | 10.9% | |
| Asset-Backed Securities | | | 7.0% | |
| Foreign Government Bonds | | | 0.2% | |
| Municipal Bonds | | | 0.1% | |
| Purchased Options | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (10.4)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 28.6% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.6% | | ||||||||||||
| | $ | 4,500,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | $ | 4,612,068 | | | | | | 0.1 | | | |
| | | 6,047,000 | # | | Glencore Funding LLC, 2.875%, 04/16/20 | | | | | 5,689,187 | | | | | | 0.1 | | | |
| | | 18,687,000 | | | | Other Securities(a) | | | | | 19,201,620 | | | | | | 0.4 | | |
| | | | | | | | | | | | 29,502,875 | | | | | | 0.6 | | |
| | | | | | | Communications: 2.9% | | ||||||||||||
| | | 32,840,000 | | | | AT&T, Inc., 2.800%-5.350%, 02/17/21-06/15/44 | | | | | 34,688,554 | | | | | | 0.7 | | |
| | | 3,235,000 | # | | Charter Communications Operating LLC 4.908, 4.908%, 07/23/25 | | | | | 3,532,164 | | | | | | 0.1 | | | |
| | | 4,297,000 | # | | Charter Communications Operating LLC, 4.464%, 07/23/22 | | | | | 4,632,467 | | | | | | 0.1 | | | |
| | | 8,530,000 | | | | Time Warner Cable, Inc., 5.350%-5.875%, 11/15/40-12/15/43 | | | | | 9,588,374 | | | | | | 0.2 | | |
| | | 10,337,000 | | | | Time Warner, Inc., 4.050%-6.500%, 12/15/23-07/15/45 | | | | | 11,534,691 | | | | | | 0.2 | | |
| | | 8,166,000 | | | | Verizon Communications, Inc., 5.150%, 09/15/23 | | | | | 9,528,603 | | | | | | 0.2 | | |
| | | 22,298,000 | | | | Verizon Communications, Inc., 3.000%-5.050%, 11/01/21-08/21/54 | | | | | 23,948,857 | | | | | | 0.5 | | |
| | | 40,988,000 | | | | Other Securities | | | | | 41,584,199 | | | | | | 0.9 | | |
| | | | | | | | | | | | 139,037,909 | | | | | | 2.9 | | |
| | | | | | | Consumer, Cyclical: 1.5% | | ||||||||||||
| | | 2,914,000 | | | | General Motors Co., 6.600%, 04/01/36 | | | | | 3,352,700 | | | | | | 0.1 | | |
| | | 9,861,000 | | | | General Motors Financial Co., Inc., 3.100%-4.300%, 01/15/19-07/13/25 | | | | | 10,204,477 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| $ | 200,000 | # | | Nemak SA de CV, 5.500%, 02/28/23 | | | | $ | 208,500 | | | | | | 0.0 | | | |
| | 56,015,958 | | | | Other Securities | | | | | 58,340,712 | | | | | | 1.2 | | |
| | | | | | | | | | | 72,106,389 | | | | | | 1.5 | | |
| | | | | | Consumer, Non-cyclical: 5.8% | | ||||||||||||
| | 15,610,000 | | | | AbbVie, Inc., 2.850%-4.450%, 11/06/22-05/14/46 | | | | | 15,878,987 | | | | | | 0.3 | | |
| | 20,689,000 | | | | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | | | | | 22,187,628 | | | | | | 0.5 | | |
| | 3,932,000 | | | | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | | | | | 4,438,100 | | | | | | 0.1 | | |
| | 4,120,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 4,424,344 | | | | | | 0.1 | | | |
| | 3,170,000 | | | | Gilead Sciences, Inc., 3.500%, 02/01/25 | | | | | 3,384,701 | | | | | | 0.1 | | |
| | 8,840,000 | | | | Gilead Sciences, Inc., 3.650%, 03/01/26 | | | | | 9,629,651 | | | | | | 0.2 | | |
| | 3,691,000 | # | | Kraft Heinz Foods Co., 2.800%, 07/02/20 | | | | | 3,836,772 | | | | | | 0.0 | | | |
| | 4,001,000 | # | | Kraft Heinz Foods Co., 3.950%, 07/15/25 | | | | | 4,360,386 | | | | | | 0.1 | | | |
| | 3,660,000 | # | | Kraft Heinz Foods Co., 4.375%, 06/01/46 | | | | | 3,889,672 | | | | | | 0.1 | | | |
| | 3,770,000 | # | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 3,886,323 | | | | | | 0.1 | | | |
| | 4,260,000 | # | | Imperial Brands Finance PLC, 3.750%, 07/21/22 | | | | | 4,502,066 | | | | | | 0.1 | | | |
| | 16,093,000 | | | | Laboratory Corp. of America Holdings, 2.200%-3.200%, 08/23/17-02/01/22 | | | | | 16,443,727 | | | | | | 0.3 | | |
| | 18,487,000 | | | | Medtronic, Inc., 3.150%-4.375%, 03/15/22-03/15/35 | | | | | 20,226,333 | | | | | | 0.4 | | |
| | 3,675,000 | # | | Mylan NV, 3.150%, 06/15/21 | | | | | 3,736,163 | | | | | | 0.1 | | | |
| | 2,830,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 2,953,742 | | | | | | 0.0 | | | |
| | 3,845,000 | # | | Mylan NV, 3.950%, 06/15/26 | | | | | 3,897,480 | | | | | | 0.1 | | | |
| | 5,000,000 | # | | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21 | | | | | 4,150,000 | | | | | | 0.1 | | | |
| | 139,308,000 | | | | Other Securities | | | | | 147,798,470 | | | | | | 3.1 | | |
| | | | | | | | | | | 279,624,545 | | | | | | 5.8 | | |
| | | | | | Diversified: 0.1% | | ||||||||||||
| | 6,320,000 | | | | Other Securities | | | | | 6,369,359 | | | | | | 0.1 | | |
| | | | | | Energy: 3.4% | | ||||||||||||
| | 12,878,000 | | | | BP Capital Markets PLC, 2.315%-3.119%, 02/13/20-05/04/26 | | | | | 13,210,120 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Energy (continued) | | ||||||||||||
| $ | 17,738,000 | | | | Chevron Corp., 2.100%-2.954%, 11/17/20-05/16/26 | | | | $ | 18,263,784 | | | | | | 0.4 | | |
| | 22,168,000 | | | | Shell International Finance BV, 2.250%-4.375%, 11/10/20-05/10/46 | | | | | 23,020,887 | | | | | | 0.5 | | |
| | 110,468,000 | | | | Other Securities(a) | | | | | 110,073,346 | | | | | | 2.3 | | |
| | | | | | | | | | | 164,568,137 | | | | | | 3.4 | | |
| | | | | | Financial: 10.1% | | ||||||||||||
| | 5,820,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 5,957,224 | | | | | | 0.1 | | | |
| | 5,220,000 | #,L | | ABN AMRO Bank NV, 4.800%, 04/18/26 | | | | | 5,440,164 | | | | | | 0.1 | | | |
| | 9,320,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 9,250,939 | | | | | | 0.2 | | | |
| | 22,462,000 | | | | Bank of America Corp., 2.625%-4.750%, 10/19/20-04/21/45 | | | | | 23,527,148 | | | | | | 0.5 | | |
| | 6,475,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 6,785,528 | | | | | | 0.1 | | | |
| | 7,140,000 | | | | Barclays PLC, 3.250%, 01/12/21 | | | | | 7,135,338 | | | | | | 0.2 | | |
| | 3,247,000 | # | | BNP Paribas SA, 4.375%, 09/28/25 | | | | | 3,300,387 | | | | | | 0.1 | | | |
| | 3,335,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,477,575 | | | | | | 0.1 | | | |
| | 17,240,000 | | | | Citigroup, Inc., 4.450%-5.500%, 09/13/25-05/18/46 | | | | | 18,061,002 | | | | | | 0.4 | | |
| | 12,027,000 | | | | Citizens Bank NA/ Providence RI, 2.450%, 12/04/19 | | | | | 12,196,184 | | | | | | 0.2 | | |
| | 2,757,000 | # | | Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | | 2,876,254 | | | | | | 0.1 | | | |
| | 6,508,000 | # | | Commonwealth Bank of Australia, 2.850%, 05/18/26 | | | | | 6,604,396 | | | | | | 0.1 | | | |
| | 1,370,000 | # | | Cooperatieve Centrale Raiffeisen- Boerenleenbank BA/ Netherlands, 11.000%, 12/29/49 | | | | | 1,638,862 | | | | | | 0.0 | | | |
| | 4,514,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 4,740,829 | | | | | | 0.1 | | | |
| | 6,922,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 6,929,351 | | | | | | 0.1 | | |
| | 3,550,000 | # | | Credit Suisse Group Funding Guernsey Ltd, 3.450%, 04/16/21 | | | | | 3,585,117 | | | | | | 0.1 | | | |
| | 10,171,000 | | | | Goldman Sachs Group, Inc./The, 2.750%- 4.250%, 09/15/20- 10/21/25 | | | | | 10,499,905 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | $ | 16,266,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 07/19/18-05/22/45 | | | | $ | 17,506,837 | | | | | | 0.4 | | |
| | | 5,994,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 6,444,167 | | | | | | 0.1 | | | |
| | | 3,400,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 3,437,386 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | International Lease Finance Corp., 6.750%, 09/01/16 | | | | | 3,016,173 | | | | | | 0.0 | | | |
| | | 3,437,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 3,782,212 | | | | | | 0.1 | | | |
| | | 25,533,000 | | | | JPMorgan Chase & Co., 2.550%-6.125%, 10/29/20-12/29/49 | | | | | 26,745,912 | | | | | | 0.6 | | |
| | | 5,649,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 2.650%, 10/19/20 | | | | | 5,806,980 | | | | | | 0.1 | | | |
| | | 2,908,000 | # | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 2,949,509 | | | | | | 0.1 | | | |
| | | 5,580,000 | #,L | | Mizuho Financial Group, Inc., 3.477%, 04/12/26 | | | | | 5,961,203 | | | | | | 0.1 | | | |
| | | 11,530,000 | | | | Morgan Stanley, 3.875%-4.000%, 07/23/25-04/23/27 | | | | | 12,150,301 | | | | | | 0.3 | | |
| | | 5,950,000 | # | | New York Life Global Funding, 1.550%, 11/02/18 | | | | | 6,007,287 | | | | | | 0.1 | | | |
| | | 2,661,000 | # | | Nordea Bank AB, 6.125%, 12/29/49 | | | | | 2,524,624 | | | | | | 0.1 | | | |
| | | 5,330,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 5,491,243 | | | | | | 0.1 | | | |
| | | 600,000 | # | | Royal Bank of Scotland Group PLC, 6.990%, 10/29/49 | | | | | 645,000 | | | | | | 0.0 | | | |
| | | 4,844,000 | | | | Santander Bank NA, 2.000%, 01/12/18 | | | | | 4,843,060 | | | | | | 0.1 | | |
| | | 4,782,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 4,951,751 | | | | | | 0.1 | | | |
| | | 4,149,000 | | | | UBS AG/Stamford CT, 7.625%, 08/17/22 | | | | | 4,709,115 | | | | | | 0.1 | | |
| | | 2,720,000 | # | | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | | | | | 2,777,634 | | | | | | 0.1 | | | |
| | | 3,101,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 3,226,653 | | | | | | 0.1 | | | |
| | | 6,858,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | | | | | 7,155,644 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Financial (continued) | | ||||||||||||
| $ | 5,165,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | $ | 5,269,065 | | | | | | 0.1 | | | |
| | 3,328,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | | | | | 3,476,951 | | | | | | 0.1 | | | |
| | 15,322,000 | | | | Wells Fargo & Co., 3.900%-5.900%, 06/03/26-12/29/49 | | | | | 16,210,539 | | | | | | 0.3 | | |
| | 197,749,400 | | | | Other Securities | | | | | 200,205,697 | | | | | | 4.1 | | |
| | | | | | | | | | | 487,301,146 | | | | | | 10.1 | | |
| | | | | | Industrial: 0.6% | | ||||||||||||
| | 308,000 | #,L | | Cemex SAB de CV, 6.125%, 05/05/25 | | | | | 300,300 | | | | | | 0.0 | | | |
| | 2,180,000 | #,L | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 2,294,003 | | | | | | 0.1 | | | |
| | 953,000 | # | | Rolls-Royce PLC, 2.375%, 10/14/20 | | | | | 979,505 | | | | | | 0.0 | | | |
| | 25,193,000 | | | | Other Securities | | | | | 26,167,821 | | | | | | 0.5 | | |
| | | | | | | | | | | 29,741,629 | | | | | | 0.6 | | |
| | | | | | Technology: 2.2% | | ||||||||||||
| | 13,200,000 | | | | Apple, Inc., 1.550%-4.650%, 02/07/20-02/23/46 | | | | | 13,997,085 | | | | | | 0.3 | | |
| | 6,299,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 6,481,192 | | | | | | 0.1 | | | |
| | 6,663,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 6,918,793 | | | | | | 0.2 | | | |
| | 6,175,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 6,418,332 | | | | | | 0.1 | | | |
| | 5,155,000 | # | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 5,223,412 | | | | | | 0.1 | | | |
| | 3,867,000 | # | | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | | | | | 3,961,792 | | | | | | 0.1 | | | |
| | 2,470,000 | # | | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | | | | | 2,647,924 | | | | | | 0.1 | | | |
| | 770,000 | # | | Hewlett Packard Enterprise Co., 4.900%, 10/15/25 | | | | | 806,354 | | | | | | 0.0 | | | |
| | 11,691,000 | | | | Microsoft Corp., 3.500%-4.450%, 02/12/35-11/03/45 | | | | | 12,845,023 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | $ | 10,437,000 | | | | Oracle Corp., 4.125%-4.300%, 07/08/34-05/15/45 | | | | $ | 10,943,647 | | | | | | 0.2 | | |
| | | 35,837,000 | | | | Other Securities | | | | | 36,316,735 | | | | | | 0.7 | | |
| | | | | | | | | | | | 106,560,289 | | | | | | 2.2 | | |
| | | | | | | Utilities: 1.4% | | ||||||||||||
| | | 3,540,000 | # | | Cleco Corporate Holdings LLC, 3.743%, 05/01/26 | | | | | 3,647,301 | | | | | | 0.1 | | | |
| | | 2,192,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 2,524,522 | | | | | | 0.1 | | | |
| | | 4,321,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 4,418,573 | | | | | | 0.1 | | | |
| | | 4,622,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 4,950,684 | | | | | | 0.1 | | | |
| | | 48,558,000 | | | | Other Securities | | | | | 50,772,195 | | | | | | 1.0 | | |
| | | | | | | | | | | | 66,313,275 | | | | | | 1.4 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,337,478,011) | | | | | 1,381,125,553 | | | | | | 28.6 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 10.9% | | ||||||||||||||||||
| | | 9,081,790 | | | | Alternative Loan Trust 2005-10CB 1A1, 0.953%, 05/25/35 | | | | | 7,025,832 | | | | | | 0.2 | | |
| | | 6,734,646 | | | | Alternative Loan Trust 2005-51 3A2A, 1.727%, 11/20/35 | | | | | 5,872,808 | | | | | | 0.1 | | |
| | | 3,341,338 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | | | | | 3,072,656 | | | | | | 0.1 | | |
| | | 4,003,113 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 3,615,008 | | | | | | 0.1 | | |
| | | 1,054,581 ^ | | | | Alternative Loan Trust 2005-J3 2A2, 4.547%, 05/25/35 | | | | | 135,391 | | | | | | 0.0 | | |
| | | 2,222,388 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 1,691,559 | | | | | | 0.0 | | |
| | | 6,574,062 | | | | Alternative Loan Trust 2006-HY11 A1, 0.573%, 06/25/36 | | | | | 4,980,304 | | | | | | 0.1 | | |
| | | 3,517,156 | | | | Alternative Loan Trust 2007-21CB, 0.853%, 09/25/37 | | | | | 2,008,626 | | | | | | 0.0 | | |
| | | 3,563,455 | | | | Alternative Loan Trust 2007-23CB, 0.953%, 09/25/37 | | | | | 1,960,194 | | | | | | 0.0 | | |
| | | 1,811,438 | #,+ | | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | | | | | 1,821,584 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 2,690,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF C, 2.442%, 01/15/28 | | | | $ | 2,599,690 | | | | | | 0.1 | | | |
| | | 5,390,000 | # | | BAMLL Re-REMIC Trust 2015-FRR11 A705, 1.875%, 09/27/44 | | | | | 4,964,429 | | | | | | 0.1 | | | |
| | | 3,240,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.723%, 06/10/49 | | | | | 3,259,396 | | | | | | 0.1 | | |
| | | 4,860,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 B, 5.723%, 06/10/49 | | | | | 4,826,048 | | | | | | 0.1 | | |
| | | 5,010,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.000%, 02/10/51 | | | | | 5,050,113 | | | | | | 0.1 | | |
| | | 2,190,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 6.000%, 02/10/51 | | | | | 2,145,110 | | | | | | 0.0 | | | |
| | | 169,738 | | | | Banc of America Funding 2006 J Trust 4A1, 3.017%, 01/20/47 | | | | | 143,455 | | | | | | 0.0 | | |
| | | 438,439 | | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/37 | | | | | 381,675 | | | | | | 0.0 | | |
| | | 2,209,326 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2003-2 H, 5.956%, 03/11/41 | | | | | 2,370,531 | | | | | | 0.1 | | | |
| | | 358,857 | # | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2004-4 G, 6.240%, 07/10/42 | | | | | 358,950 | | | | | | 0.0 | | | |
| | | 21,214 | | | | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2005-6 F, 5.416%, 09/10/47 | | | | | 21,197 | | | | | | 0.0 | | |
| | | 178,148 | | | | Banc of America Mortgage 2003-F Trust 3A1, 3.075%, 07/25/33 | | | | | 178,164 | | | | | | 0.0 | | |
| | | 996,246 | | | | Banc of America Mortgage 2005-J Trust 2A4, 2.929%, 11/25/35 | | | | | 920,791 | | | | | | 0.0 | | |
| | | 3,214,153 | # | | Banc of America Re-REMIC Trust 2010-UBER5 A4A, 5.673%, 02/17/51 | | | | | 3,237,974 | | | | | | 0.1 | | | |
| | | 20,280,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/33 | | | | | 972,872 | | | | | | 0.0 | | | |
| | | 134,391 | # | | BCAP LLC 2011-RR5-I Trust 12A1, 5.207%, 03/26/37 | | | | | 129,653 | | | | | | 0.0 | | | |
| | | 1,880,058 | | | | Bear Stearns ALT-A Trust 2005-10 22A1, 2.943%, 01/25/36 | | | | | 1,557,275 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 930,044 | | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.913%, 05/25/35 | | | | $ | 896,745 | | | | | | 0.0 | | |
| | | 1,082,702 | | | | Bear Stearns ALT-A Trust 2005-7 22A1, 2.902%, 09/25/35 | | | | | 909,464 | | | | | | 0.0 | | |
| | | 2,374,103 | | | | Bear Stearns ALT-A Trust 2006-6 31A1, 2.907%, 11/25/36 | | | | | 1,787,096 | | | | | | 0.1 | | |
| | | 1,863,099 | | | | Bear Stearns ALT-A Trust 2006-6 32A1, 2.826%, 11/25/36 | | | | | 1,286,062 | | | | | | 0.0 | | |
| | | 396,371 | | | | Bear Stearns ARM Trust 2004-6 2A1, 2.960%, 09/25/34 | | | | | 363,644 | | | | | | 0.0 | | |
| | | 29,869 | | | | Bear Stearns ARM Trust 2005-12 13A1, 3.169%, 02/25/36 | | | | | 28,278 | | | | | | 0.0 | | |
| | | 389,975 | | | | Bear Stearns ARM Trust 2005-2 A2, 2.924%, 03/25/35 | | | | | 393,529 | | | | | | 0.0 | | |
| | | 2,055,542 | | | | Bear Stearns ARM Trust 2005-9 A1, 2.660%, 10/25/35 | | | | | 1,986,331 | | | | | | 0.1 | | |
| | | 5,000,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.154%, 06/11/41 | | | | | 5,605,309 | | | | | | 0.1 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | | 1,388,885 | | | | | | 0.0 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 1,380,432 | | | | | | 0.0 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 1,347,487 | | | | | | 0.0 | | | |
| | | 947,756 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8, 4.997%, 06/11/41 | | | | | 951,202 | | | | | | 0.0 | | | |
| | | 3,950,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20 C, 5.296%, 10/12/42 | | | | | 3,947,942 | | | | | | 0.1 | | |
| | | 3,860,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 6.083%, 06/11/50 | | | | | 3,797,365 | | | | | | 0.1 | | |
| | | 308,155 | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 2.878%, 01/26/36 | | | | | 240,412 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 209,231 | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 2A1, 2.690%, 12/26/46 | | | | $ | 161,104 | | | | | | 0.0 | | |
| | | 83,802 | | | | Bear Sterns ARM Trust 2003-8 4A1, 2.937%, 01/25/34 | | | | | 83,520 | | | | | | 0.0 | | |
| | | 3,962,498 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 4,180,966 | | | | | | 0.1 | | | |
| | | 2,730,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 4.746%, 07/25/25 | | | | | 2,751,884 | | | | | | 0.1 | | | |
| | | 710,425 | | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/36 | | | | | 728,838 | | | | | | 0.0 | | |
| | | 1,847,216 | | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/37 | | | | | 1,869,845 | | | | | | 0.1 | | |
| | | 301,670 | | | | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 2.870%, 10/25/35 | | | | | 298,950 | | | | | | 0.0 | | |
| | | 3,348,972 | | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.028%, 09/25/37 | | | | | 3,058,323 | | | | | | 0.1 | | |
| | | 209,347 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 2.861%, 08/25/35 | | | | | 206,150 | | | | | | 0.0 | | |
| | | 5,895,192 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/35 | | | | | 5,958,788 | | | | | | 0.1 | | |
| | | 596,437 | | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/37 | | | | | 500,969 | | | | | | 0.0 | | |
| | | 16,013,228 ^ | | | | COMM 2012-CCRE2 XA Mortgage Trust, 1.901%, 08/15/45 | | | | | 1,292,899 | | | | | | 0.0 | | |
| | | 65,166,000 | #,^ | | COMM 2012-CCRE4 XB Mortgage Trust, 0.746%, 10/15/45 | | | | | 2,341,805 | | | | | | 0.1 | | | |
| | | 45,885,978 ^ | | | | COMM 2012-CCRE5 XA Mortgage Trust, 1.910%, 12/10/45 | | | | | 3,354,150 | | | | | | 0.1 | | |
| | | 22,343,290 | #,^ | | COMM 2012-LC4 Mortgage Trust, 2.515%, 12/10/44 | | | | | 1,963,345 | | | | | | 0.0 | | | |
| | | 82,641,809 ^ | | | | COMM 2013-LC13 XA Mortgage Trust, 1.377%, 08/10/46 | | | | | 4,548,440 | | | | | | 0.1 | | |
| | | 60,779,108 ^ | | | | COMM 2014-UBS2 XA Mortgage Trust, 1.400%, 03/10/47 | | | | | 4,183,608 | | | | | | 0.1 | | |
| | | 9,296,089 | #,^ | | COMM 2015-PC1 Mortgage Trust, 0.939%, 07/10/50 | | | | | 419,135 | | | | | | 0.0 | | | |
| | | 6,884,000 | | | | Commercial Mortgage Trust 2007-GG11 AJ, 6.237%, 12/10/49 | | | | | 6,924,639 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 950,000 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1 K, 5.415%, 02/25/21 | | | | $ | 952,081 | | | | | | 0.0 | | | |
| | | 3,270,000 | | | | Credit Suisse Commercial Mortgage Trust Series 2007-C4 A1AJ, 6.138%, 09/15/39 | | | | | 3,256,451 | | | | | | 0.1 | | |
| | | 124,546 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 124,551 | | | | | | 0.0 | | | |
| | | 1,760,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 1,583,119 | | | | | | 0.0 | | |
| | | 450,000 | # | | DBUBS 2011-LC2 D Mortgage Trust, 5.687%, 07/10/44 | | | | | 468,398 | | | | | | 0.0 | | | |
| | | 3,810,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.353%, 07/25/24 | | | | | 3,585,468 | | | | | | 0.1 | | |
| | | 10,335,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 M2, 3.453%, 07/25/24 | | | | | 9,750,573 | | | | | | 0.2 | | |
| | | 6,480,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.453%, 05/25/25 | | | | | 6,487,312 | | | | | | 0.1 | | |
| | | 4,758,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.753%, 02/25/25 | | | | | 4,835,768 | | | | | | 0.1 | | |
| | | 8,530,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.353%-5.453%, 11/25/24 | | | | | 8,713,760 | | | | | | 0.2 | | |
| | | 20,205,000 | | | | Fannie Mae Connecticut Avenue Securities, 4.853%-6.453%, 01/25/24-10/25/28 | | | | | 20,798,096 | | | | | | 0.4 | | |
| | | 20,293,375 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 4.247%, 01/25/36 | | | | | 3,064,480 | | | | | | 0.1 | | |
| | | 2,821,330 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 6.247%, 12/25/36 | | | | | 895,037 | | | | | | 0.0 | | |
| | | 11,985,833 ^ | | | | Freddie Mac Series K006 BX1, 5.532%, 02/25/20 | | | | | 2,088,618 | | | | | | 0.0 | | |
| | | 17,841,405 ^ | | | | Freddie Mac Series K015 X3, 2.896%, 08/25/39 | | | | | 2,249,492 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 1,470,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2013-DN2 M2, 4.703%, 11/25/23 | | | | $ | 1,474,293 | | | | | | 0.0 | | |
| | | 9,627,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 4.953%, 02/25/24 | | | | | 9,850,472 | | | | | | 0.2 | | |
| | | 9,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.053%, 04/25/24 | | | | | 9,480,929 | | | | | | 0.2 | | |
| | | 8,500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.453%, 08/25/24 | | | | | 8,482,719 | | | | | | 0.2 | | |
| | | 1,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ1 M3, 4.553%, 08/25/24 | | | | | 1,690,366 | | | | | | 0.0 | | |
| | | 3,760,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.203%, 10/25/24 | | | | | 3,850,607 | | | | | | 0.1 | | |
| | | 6,000,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DN1 M3, 4.603%, 01/25/25 | | | | | 6,241,193 | | | | | | 0.1 | | |
| | | 2,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.153%, 04/25/28 | | | | | 2,780,245 | | | | | | 0.1 | | |
| | | 4,180,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 4.253%, 03/25/25 | | | | | 4,327,921 | | | | | | 0.1 | | |
| | | 2,827,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 3.703%, 05/25/25 | | | | | 2,732,146 | | | | | | 0.1 | | |
| | | 16,890,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.253%, 05/25/28 | | | | | 16,709,559 | | | | | | 0.3 | | |
| | | 3,350,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.003%, 07/25/28 | | | | | 3,495,032 | | | | | | 0.1 | | |
| | | 4,530,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA2 M3, 5.103%, 10/25/28 | | | | | 4,423,530 | | | | | | 0.1 | | |
| | | 5,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA1 M3, 6.803%, 09/25/28 | | | | | 6,129,616 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| $ | 626,970,990 | #,^ | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | | | | $ | 2,709,267 | | | | | | 0.0 | | | |
| | 54,002,142 ^ | | | | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.465%, 11/10/45 | | | | | 4,846,417 | | | | | | 0.1 | | |
| | 4,400,000 | # | | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | | | | | 3,740,950 | | | | | | 0.1 | | | |
| | 7,600,000 | # | | GS Mortgage Securities Trust 2010-C2, 5.357%, 12/10/43 | | | | | 7,716,240 | | | | | | 0.1 | | | |
| | 44,944,448 ^ | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.658%, 05/10/45 | | | | | 3,590,473 | | | | | | 0.1 | | |
| | 16,874,057 ^ | | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.624%, 11/10/46 | | | | | 996,681 | | | | | | 0.0 | | |
| | 1,290,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.727%, 05/15/41 | | | | | 1,330,794 | | | | | | 0.0 | | | |
| | 2,920,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-CB8 J, 4.733%, 01/12/39 | | | | | 2,848,878 | | | | | | 0.1 | | | |
| | 23,450,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.441%, 12/15/47 | | | | | 469,556 | | | | | | 0.0 | | | |
| | 4,240,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003- CIBC6, 5.379%, 07/12/37 | | | | | 4,205,150 | | | | | | 0.1 | | | |
| | 1,350,428 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.772%, 10/15/37 | | | | | 1,348,251 | | | | | | 0.0 | | | |
| | 3,829,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004- CIBC9 E, 5.501%, 06/12/41 | | | | | 3,768,374 | | | | | | 0.1 | | |
| | 1,250,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2006- LDP8, 5.549%, 05/15/45 | | | | | 1,204,392 | | | | | | 0.0 | | |
| | 40,410,838 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.873%, 06/15/45 | | | | | 2,450,857 | | | | | | 0.1 | | |
| | 89,678,154 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 XA, 0.701%, 01/15/46 | | | | | 1,268,139 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 34,246 | | | | JP Morgan Mortgage Trust 2005-A1 6T1, 2.954%, 02/25/35 | | | | $ | 32,586 | | | | | | 0.0 | | |
| | | 5,149,142 | | | | JP Morgan Mortgage Trust 2005-S3 1A10, 6.000%, 01/25/36 | | | | | 4,124,639 | | | | | | 0.1 | | |
| | | 48,806 | | | | JP Morgan Mortgage Trust 2005-S3 1A2, 5.750%, 01/25/36 | | | | | 41,633 | | | | | | 0.0 | | |
| | | 312,790 | | | | JP Morgan Mortgage Trust 2007-A1 5A5, 2.827%, 07/25/35 | | | | | 312,766 | | | | | | 0.0 | | |
| | | 2,762,656 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2015-C28, 1.342%, 10/15/48 | | | | | 180,578 | | | | | | 0.0 | | |
| | | 5,805,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.066%-5.097%, 01/12/37 | | | | | 5,686,412 | | | | | | 0.1 | | |
| | | 37,727,648 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | | | | | 95,643 | | | | | | 0.0 | | | |
| | | 851,026 | # | | LB-UBS Commercial Mortgage Trust 2004-C7 J, 5.153%, 10/15/36 | | | | | 854,705 | | | | | | 0.0 | | | |
| | | 3,390,000 | # | | LB-UBS Commercial Mortgage Trust 2004-C7 K, 5.306%, 10/15/36 | | | | | 3,459,430 | | | | | | 0.1 | | | |
| | | 960,341 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.418%, 02/15/40 | | | | | 959,230 | | | | | | 0.0 | | | |
| | | 2,723,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1, 5.518%, 02/15/40 | | | | | 2,764,530 | | | | | | 0.1 | | | |
| | | 440,342 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | | | | | 465,615 | | | | | | 0.0 | | |
| | | 4,290,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | | | | | 4,438,226 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3, 5.013%, 07/15/40 | | | | | 978,749 | | | | | | 0.0 | | |
| | | 2,600,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 2,596,784 | | | | | | 0.1 | | | |
| | | 452,210 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 AJ, 5.991%, 06/15/38 | | | | | 453,304 | | | | | | 0.0 | | |
| | | 2,160,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 D, 5.991%, 06/15/38 | | | | | 2,157,543 | | | | | | 0.0 | | |
| | | 5,977,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 5.991%, 06/15/38 | | | | | 5,969,202 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| $ | 22,526,290 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.903%, 11/15/38 | | | | $ | 59,812 | | | | | | 0.0 | | | |
| | 117,690,161 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.903%, 11/15/38 | | | | | 149,266 | | | | | | 0.0 | | | |
| | 3,660,781 | | | | Lehman Mortgage Trust 2005-1 1A3, 5.500%, 11/25/35 | | | | | 3,401,321 | | | | | | 0.1 | | |
| | 4,025,299 | | | | Lehman XS Trust Series 2005-5N 1A2, 0.813%, 11/25/35 | | | | | 3,069,141 | | | | | | 0.1 | | |
| | 7,454,445 | | | | Lehman XS Trust Series 2006-14N 2A, 0.653%, 09/25/46 | | | | | 5,986,432 | | | | | | 0.1 | | |
| | 3,930,000 | # | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.839%, 08/15/45 | | | | | 3,847,988 | | | | | | 0.1 | | | |
| | 1,000,000 | # | | Morgan Stanley Capital I Trust 2005-TOP19, 5.776%, 06/12/47 | | | | | 1,018,005 | | | | | | 0.0 | | | |
| | 2,900,000 | | | | Morgan Stanley Capital I Trust 2007-HQ12 C, 5.902%, 04/12/49 | | | | | 2,887,907 | | | | | | 0.1 | | |
| | 1,220,000 | # | | Morgan Stanley Capital I Trust 2008-TOP29 D, 6.477%, 01/11/43 | | | | | 1,216,316 | | | | | | 0.0 | | | |
| | 3,505,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.601%, 09/15/47 | | | | | 3,665,091 | | | | | | 0.1 | | | |
| | 3,325,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.601%, 09/15/47 | | | | | 3,418,159 | | | | | | 0.1 | | | |
| | 629,755 | # | | Morgan Stanley Capital I, Inc. 1999-WF1 M, 5.910%, 11/15/31 | | | | | 630,871 | | | | | | 0.0 | | | |
| | 968,659 | # | | Morgan Stanley Dean Witter Capital I Trust 2001-TOP3 E, 7.812%, 07/15/33 | | | | | 1,073,274 | | | | | | 0.0 | | | |
| | 5,040,000 | # | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 4,485,152 | | | | | | 0.1 | | | |
| | 33,461 | # | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 6.813%, 02/19/30 | | | | | 32,894 | | | | | | 0.0 | | | |
| | 2,381,113 | # | | RBSSP Resecuritization Trust 2011-3 2A1, 0.696%, 02/26/37 | | | | | 2,241,332 | | | | | | 0.0 | | | |
| | 259,339 | # | | Reperforming Loan REMIC Trust 2005-R2 1AF1, 0.793%, 06/25/35 | | | | | 231,220 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 32,967,145 | #,^ | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.063%, 08/10/49 | | | | $ | 2,783,512 | | | | | | 0.1 | | | |
| | | 663,902 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C23, 5.789%, 01/15/45 | | | | | 663,308 | | | | | | 0.0 | | |
| | | 10,222,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 C, 6.030%, 05/15/43 | | | | | 10,204,249 | | | | | | 0.2 | | |
| | | 5,102,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 D, 6.030%, 05/15/43 | | | | | 5,091,845 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2006-C25, 6.030%, 05/15/43 | | | | | 997,995 | | | | | | 0.0 | | |
| | | 2,250,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2007-C30 AJ, 5.413%, 12/15/43 | | | | | 2,248,144 | | | | | | 0.1 | | |
| | | 5,210,000 | | | | Wachovia Bank Commercial Mortgage Trust Series 2007-C33 B, 6.147%, 02/15/51 | | | | | 5,025,559 | | | | | | 0.1 | | |
| | | 16,422 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.940%, 02/27/34 | | | | | 16,095 | | | | | | 0.0 | | |
| | | 32,694 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR6 A, 1.837%, 06/25/42 | | | | | 31,429 | | | | | | 0.0 | | |
| | | 51,493 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 1.800%, 08/25/42 | | | | | 49,134 | | | | | | 0.0 | | |
| | | 73,446 | | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 1.093%, 01/25/45 | | | | | 68,951 | | | | | | 0.0 | | |
| | | 1,704,926 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 1.899%, 10/25/36 | | | | | 1,441,577 | | | | | | 0.0 | | |
| | | 497,831 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.190%, 07/25/46 | | | | | 444,154 | | | | | | 0.0 | | |
| | | 544,881 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR9 2A, 2.178%, 08/25/46 | | | | | 483,661 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| $ | 1,086,298 | | | | WaMu Mortgage Pass Through Certificates Series 2007-HY1 3A3, 4.198%, 02/25/37 | | | | $ | 985,279 | | | | | | 0.0 | | |
| | 116,174,339 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust, 1.438%, 08/25/45 | | | | | 5,750,049 | | | | | | 0.1 | | |
| | 1,504,368 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.484%, 10/25/36 | | | | | 1,312,706 | | | | | | 0.0 | | |
| | 2,619,734 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.248%, 12/25/36 | | | | | 2,236,221 | | | | | | 0.1 | | |
| | 5,833,824 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.448%, 08/25/46 | | | | | 5,089,604 | | | | | | 0.1 | | |
| | 6,264,627 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.277%, 04/25/37 | | | | | 5,386,490 | | | | | | 0.1 | | |
| | 3,958,700 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.365%, 07/25/37 | | | | | 3,220,192 | | | | | | 0.1 | | |
| | 4,763,783 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 4,181,039 | | | | | | 0.1 | | |
| | 516,259 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | | | | | 478,616 | | | | | | 0.0 | | |
| | 6,311,191 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.397%, 08/25/46 | | | | | 4,261,778 | | | | | | 0.1 | | |
| | 4,172,458 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.883%, 06/25/37 | | | | | 2,986,921 | | | | | | 0.1 | | |
| | 176,596 | | | | Wells Fargo Mortgage Backed Securities 2004-EE Trust 2A1, 2.952%, 12/25/34 | | | | | 178,032 | | | | | | 0.0 | | |
| | 567,675 | | | | Wells Fargo Mortgage Backed Securities 2005-AR7 Trust 1A1, 3.086%, 05/25/35 | | | | | 566,473 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | $ | 158,943 | | | | Wells Fargo Mortgage Backed Securities 2005-AR9 Trust 2A1, 2.785%, 10/25/33 | | | | $ | 159,589 | | | | | | 0.0 | | |
| | | 2,902,846 | | | | Wells Fargo Mortgage Backed Securities 2006-AR2 Trust 2A5, 2.855%, 03/25/36 | | | | | 2,719,409 | | | | | | 0.1 | | |
| | | 1,316,478 | | | | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 2A4, 3.194%, 04/25/36 | | | | | 1,213,690 | | | | | | 0.0 | | |
| | | 2,259,018 | | | | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.823%, 07/25/37 | | | | | 1,927,933 | | | | | | 0.0 | | |
| | | 130,523 | | | | Wells Fargo Mortgage Backed Securities Trust 2004-CC A1, 2.841%, 01/25/35 | | | | | 131,530 | | | | | | 0.0 | | |
| | | 28,728,983 | #,^ | | Wells Fargo Mortgage Backed Securities Trust 2012-C8 XA, 2.306%, 08/15/45 | | | | | 2,159,687 | | | | | | 0.0 | | | |
| | | 59,767,588 | | | | Other Securities | | | | | 51,904,146 | | | | | | 1.1 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $527,980,981) | | | | | 528,839,830 | | | | | | 10.9 | | |
| MUNICIPAL BONDS: 0.1% | | ||||||||||||||||||
| | | | | | | California: 0.1% | | ||||||||||||
| | | 2,800,000 | | | | Other Securities | | | | | 3,966,430 | | | | | | 0.1 | | |
| | | | | | | Total Municipal Bonds (Cost $2,810,261) | | | | | 3,966,430 | | | | | | 0.1 | | |
| FOREIGN GOVERNMENT BONDS: 0.2% | | ||||||||||||||||||
| | | 1,100,000 | # | | Argentine Republic Government International Bond, 6.875%, 04/22/21 | | | | | 1,177,000 | | | | | | 0.0 | | | |
| | | 300,000 | # | | Banco Nacional de Desenvolvimento Economico e Social, 3.375%, 09/26/16 | | | | | 300,600 | | | | | | 0.0 | | | |
| | | 6,926,000 | | | | Other Securities | | | | | 7,128,618 | | | | | | 0.2 | | |
| | | | | | | Total Foreign Government Bonds (Cost $8,342,571) | | | | | 8,606,218 | | | | | | 0.2 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 33.7% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 9.3%## | | ||||||||||||
| | | 25,660,377 | | | | 3.000%, due 09/01/45 | | | | | 26,634,902 | | | | | | 0.6 | | |
| | | 25,980,553 | | | | 3.500%, due 01/01/45 | | | | | 27,408,263 | | | | | | 0.6 | | |
| | | 5,000,000 ^ | | | | 4.000%, due 11/15/38 | | | | | 736,368 | | | | | | 0.0 | | |
| | | 1,645,817 ^ | | | | 4.000%, due 04/15/43 | | | | | 271,228 | | | | | | 0.0 | | |
| | | 22,414,707 | | | | 4.000%, due 09/01/45 | | | | | 24,013,397 | | | | | | 0.5 | | |
| | | 11,843,671 | | | | 4.000%, due 09/01/45 | | | | | 12,707,915 | | | | | | 0.3 | | |
| | | 20,700,781 | | | | 4.000%, due 10/01/45 | | | | | 22,168,064 | | | | | | 0.5 | | |
| | | 9,738,110 | | | | 4.250%, due 05/15/44 | | | | | 11,626,386 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
| $ | 5,349,968 ^ | | | | 4.500%, due 12/15/40 | | | | $ | 681,100 | | | | | | 0.0 | | |
| | 23,129,538 | | | | 4.500%, due 04/15/41 | | | | | 28,195,124 | | | | | | 0.6 | | |
| | 5,886,771 ^ | | | | 4.500%, due 08/15/42 | | | | | 678,406 | | | | | | 0.0 | | |
| | 2,617,435 ^ | | | | 5.000%, due 02/15/40 | | | | | 465,997 | | | | | | 0.0 | | |
| | 3,342,631 ^ | | | | 5.000%, due 12/15/43 | | | | | 559,749 | | | | | | 0.0 | | |
| | 793,727 ^ | | | | 5.176%, due 03/15/33 | | | | | 887,006 | | | | | | 0.0 | | |
| | 1,716,035 ^ | | | | 5.500%, due 12/15/18 | | | | | 58,828 | | | | | | 0.0 | | |
| | 10,633,817 | | | | 5.500%, due 12/15/34 | | | | | 12,464,618 | | | | | | 0.3 | | |
| | 18,565,184 ^ | | | | 5.508%, due 08/15/43 | | | | | 3,707,879 | | | | | | 0.1 | | |
| | 3,013,668 ^ | | | | 5.558%, due 05/15/36 | | | | | 257,562 | | | | | | 0.0 | | |
| | 4,539,225 ^ | | | | 5.608%, due 07/15/40 | | | | | 713,780 | | | | | | 0.0 | | |
| | 23,169,461 ^ | | | | 5.608%, due 01/15/41 | | | | | 3,476,376 | | | | | | 0.1 | | |
| | 10,785,218 ^ | | | | 5.658%, due 09/15/44 | | | | | 1,889,418 | | | | | | 0.0 | | |
| | 31,415,861 ^ | | | | 5.708%, due 03/15/44 | | | | | 5,316,129 | | | | | | 0.1 | | |
| | 20,699,127 ^ | | | | 5.708%, due 03/15/44 | | | | | 3,634,698 | | | | | | 0.1 | | |
| | 13,513,049 ^ | | | | 5.758%, due 07/15/39 | | | | | 2,189,645 | | | | | | 0.0 | | |
| | 13,713,635 ^ | | | | 5.758%, due 10/15/39 | | | | | 2,421,459 | | | | | | 0.1 | | |
| | 767,726 ^ | | | | 6.000%, due 04/15/33 | | | | | 162,318 | | | | | | 0.0 | | |
| | 2,859,357 ^ | | | | 6.043%, due 06/15/36 | | | | | 479,984 | | | | | | 0.0 | | |
| | 10,867,193 ^ | | | | 6.108%, due 05/15/41 | | | | | 2,267,654 | | | | | | 0.1 | | |
| | 25,265,421 ^ | | | | 6.108%, due 11/15/41 | | | | | 5,707,987 | | | | | | 0.1 | | |
| | 3,611,721 ^ | | | | 6.158%, due 09/15/33 | | | | | 728,814 | | | | | | 0.0 | | |
| | 8,038,129 ^ | | | | 6.158%, due 03/15/35 | | | | | 1,071,825 | | | | | | 0.0 | | |
| | 4,809,502 ^ | | | | 6.158%, due 12/15/39 | | | | | 570,406 | | | | | | 0.0 | | |
| | 13,758,621 ^ | | | | 6.158%, due 01/15/40 | | | | | 1,577,579 | | | | | | 0.0 | | |
| | 19,408,237 ^ | | | | 6.158%, due 09/15/42 | | | | | 4,069,094 | | | | | | 0.1 | | |
| | 12,092,620 ^ | | | | 6.258%, due 11/15/25 | | | | | 1,491,815 | | | | | | 0.0 | | |
| | 11,007,042 ^ | | | | 6.258%, due 04/15/40 | | | | | 1,831,103 | | | | | | 0.0 | | |
| | 11,714,064 ^ | | | | 6.288%, due 10/15/35 | | | | | 2,510,951 | | | | | | 0.1 | | |
| | 2,327,838 ^ | | | | 22.946%, due 01/15/36 | | | | | 1,398,705 | | | | | | 0.0 | | |
| | 212,165,197 | | | | 0.792%-18.534%, due 10/01/17-11/01/45 | | | | | 231,031,806 | | | | | | 4.8 | | |
| | | | | | | | | | | 448,064,338 | | | | | | 9.3 | | |
| | | | | | Federal National Mortgage Association: 13.9%## | | ||||||||||||
| | 9,367,711 | | | | 2.500%, due 06/01/30 | | | | | 9,705,209 | | | | | | 0.2 | | |
| | 8,094,005 ^ | | | | 3.000%, due 10/25/32 | | | | | 829,606 | | | | | | 0.0 | | |
| | 20,541,003 | | | | 3.000%, due 07/01/43 | | | | | 21,368,287 | | | | | | 0.4 | | |
| | 15,581,962 | | | | 3.000%, due 04/01/45 | | | | | 16,285,764 | | | | | | 0.3 | | |
| | 11,674,000 | W | | 3.000%, due 07/01/45 | | | | | 12,115,876 | | | | | | 0.3 | | | |
| | 686,181 ^ | | | | 3.500%, due 08/25/43 | | | | | 116,403 | | | | | | 0.0 | | |
| | 175,722,000 | W | | 3.500%, due 07/01/45 | | | | | 185,427,887 | | | | | | 3.8 | | | |
| | 508,416 ^ | | | | 4.000%, due 11/25/18 | | | | | 14,741 | | | | | | 0.0 | | |
| | 18,493,871 | | | | 4.000%, due 12/01/39 | | | | | 19,835,347 | | | | | | 0.4 | | |
| | 6,894,883 ^ | | | | 4.000%, due 09/25/41 | | | | | 760,710 | | | | | | 0.0 | | |
| | 966,822 ^ | | | | 4.000%, due 08/25/43 | | | | | 173,902 | | | | | | 0.0 | | |
| | 21,593,587 | | | | 4.000%, due 07/01/45 | | | | | 23,267,977 | | | | | | 0.5 | | |
| | 1,161,767 ^ | | | | 5.000%, due 05/25/18 | | | | | 32,661 | | | | | | 0.0 | | |
| | 8,159,907 | | | | 5.000%, due 06/25/40 | | | | | 9,814,999 | | | | | | 0.2 | | |
| | 19,922,975 ^ | | | | 5.000%, due 01/25/41 | | | | | 2,335,042 | | | | | | 0.1 | | |
| | 7,567,865 ^ | | | | 5.000%, due 04/25/42 | | | | | 1,244,917 | | | | | | 0.0 | | |
| | 6,817,987 ^ | | | | 5.500%, due 11/25/40 | | | | | 1,241,612 | | | | | | 0.0 | | |
| | 51,635,674 ^ | | | | 5.500%, due 03/25/45 | | | | | 10,743,282 | | | | | | 0.2 | | |
| | 20,037,859 ^ | | | | 5.617%, due 11/25/40 | | | | | 3,146,485 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| $ | 21,463,764 ^ | | | | 5.647%, due 10/25/42 | | | | $ | 3,887,053 | | | | | | 0.1 | | |
| | 27,416,756 ^ | | | | 5.647%, due 12/25/42 | | | | | 4,906,708 | | | | | | 0.1 | | |
| | 559,139 ^ | | | | 5.697%, due 03/25/42 | | | | | 102,932 | | | | | | 0.0 | | |
| | 14,481,886 ^ | | | | 5.697%, due 11/25/42 | | | | | 3,149,273 | | | | | | 0.1 | | |
| | 13,622,731 ^ | | | | 5.697%, due 02/25/43 | | | | | 3,534,486 | | | | | | 0.1 | | |
| | 17,636,548 ^ | | | | 5.747%, due 06/25/33 | | | | | 3,649,233 | | | | | | 0.1 | | |
| | 9,233,811 ^ | | | | 5.967%, due 06/25/40 | | | | | 1,681,681 | | | | | | 0.0 | | |
| | 4,709,693 ^ | | | | 5.997%, due 02/25/42 | | | | | 696,738 | | | | | | 0.0 | | |
| | 1,434,055 ^ | | | | 6.000%, due 08/25/33 | | | | | 321,669 | | | | | | 0.0 | | |
| | 17,010,780 ^ | | | | 6.147%, due 09/25/40 | | | | | 3,428,113 | | | | | | 0.1 | | |
| | 5,677,241 ^ | | | | 6.147%, due 10/25/40 | | | | | 1,008,468 | | | | | | 0.0 | | |
| | 11,306,124 ^ | | | | 6.167%, due 06/25/40 | | | | | 1,715,710 | | | | | | 0.0 | | |
| | 10,479,086 ^ | | | | 6.227%, due 10/25/35 | | | | | 2,034,500 | | | | | | 0.1 | | |
| | 1,562,598 ^ | | | | 6.247%, due 08/25/26 | | | | | 230,158 | | | | | | 0.0 | | |
| | 5,627,512 ^ | | | | 6.287%, due 01/25/37 | | | | | 1,119,647 | | | | | | 0.0 | | |
| | 13,653,831 ^ | | | | 6.297%, due 10/25/35 | | | | | 2,694,328 | | | | | | 0.1 | | |
| | 293,323,906 | | | | 0.513%-31.184%, due 08/01/16-11/01/45 | | | | | 322,017,596 | | | | | | 6.6 | | |
| | | | | | | | | | | 674,639,000 | | | | | | 13.9 | | |
| | | | | | Government National Mortgage Association: 10.5% | | ||||||||||||
| | 182,539,000 | W | | 3.000%, due 08/01/44 | | | | | 190,500,123 | | | | | | 3.9 | | | |
| | 24,261,787 | | | | 3.000%, due 02/20/46 | | | | | 25,407,738 | | | | | | 0.5 | | |
| | 113,689,000 | W | | 3.500%, due 07/01/44 | | | | | 120,674,658 | | | | | | 2.5 | | | |
| | 47,314,095 | | | | 3.500%, due 05/20/46 | | | | | 50,320,651 | | | | | | 1.0 | | |
| | 9,012,152 ^ | | | | 4.000%, due 08/16/26 | | | | | 928,953 | | | | | | 0.0 | | |
| | 3,821,105 ^ | | | | 4.500%, due 12/20/37 | | | | | 103,337 | | | | | | 0.0 | | |
| | 3,271,655 ^ | | | | 4.500%, due 05/20/40 | | | | | 263,549 | | | | | | 0.0 | | |
| | 2,389,527 ^ | | | | 5.000%, due 11/20/39 | | | | | 318,223 | | | | | | 0.0 | | |
| | 9,544,454 ^ | | | | 5.000%, due 01/20/40 | | | | | 2,224,389 | | | | | | 0.1 | | |
| | 6,037,881 ^ | | | | 5.000%, due 03/20/40 | | | | | 990,820 | | | | | | 0.0 | | |
| | 2,855,343 ^ | | | | 5.000%, due 10/20/40 | | | | | 302,141 | | | | | | 0.0 | | |
| | 9,392,889 ^ | | | | 5.152%, due 06/20/44 | | | | | 1,892,421 | | | | | | 0.0 | | |
| | 19,813,023 ^ | | | | 5.158%, due 04/16/44 | | | | | 3,487,463 | | | | | | 0.1 | | |
| | 5,627,818 ^ | | | | 5.402%, due 06/20/40 | | | | | 848,133 | | | | | | 0.0 | | |
| | 26,476,270 ^ | | | | 5.500%, due 11/20/43 | | | | | 5,523,464 | | | | | | 0.1 | | |
| | 23,939,687 ^ | | | | 5.500%, due 12/16/43 | | | | | 4,469,611 | | | | | | 0.1 | | |
| | 20,801,842 ^ | | | | 5.602%, due 07/20/39 | | | | | 3,622,391 | | | | | | 0.1 | | |
| | 25,186,228 ^ | | | | 5.658%, due 05/16/40 | | | | | 3,895,979 | | | | | | 0.1 | | |
| | 21,110,930 ^ | | | | 5.752%, due 05/20/37 | | | | | 3,996,561 | | | | | | 0.1 | | |
| | 3,450,663 ^ | | | | 5.752%, due 06/20/38 | | | | | 300,786 | | | | | | 0.0 | | |
| | 7,407,720 ^ | | | | 5.752%, due 04/20/39 | | | | | 1,403,999 | | | | | | 0.0 | | |
| | 23,877,609 ^ | | | | 5.758%, due 12/16/39 | | | | | 3,235,387 | | | | | | 0.1 | | |
| | 25,452,267 ^ | | | | 5.758%, due 04/16/44 | | | | | 4,471,765 | | | | | | 0.1 | | |
| | 3,966,989 ^ | | | | 5.852%, due 05/20/39 | | | | | 371,515 | | | | | | 0.0 | | |
| | 3,486,319 ^ | | | | 5.952%, due 04/20/38 | | | | | 605,936 | | | | | | 0.0 | | |
| | 9,654,000 | | | | 6.000%, due 05/20/39 | | | | | 12,859,979 | | | | | | 0.3 | | |
| | 24,223,605 ^ | | | | 6.000%, due 05/16/44 | | | | | 5,706,970 | | | | | | 0.1 | | |
| | 2,763,973 ^ | | | | 6.058%, due 05/16/38 | | | | | 531,684 | | | | | | 0.0 | | |
| | 8,086,886 ^ | | | | 6.058%, due 01/16/39 | | | | | 1,402,197 | | | | | | 0.0 | | |
| | 11,800,154 ^ | | | | 6.172%, due 08/20/40 | | | | | 2,828,687 | | | | | | 0.1 | | |
| | 4,904,838 ^ | | | | 6.208%, due 09/16/40 | | | | | 1,037,301 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | Government National Mortgage Association (continued) | | ||||||||||||
| $ | 10,878,516 ^ | | | | 6.222%, due 06/20/41 | | | | $ | 2,253,402 | | | | | | 0.1 | | |
| | 2,109,545 ^ | | | | 6.328%, due 02/16/35 | | | | | 436,599 | | | | | | 0.0 | | |
| | 2,771,824 ^ | | | | 6.552%, due 04/20/36 | | | | | 173,478 | | | | | | 0.0 | | |
| | 46,762,701 | | | | 0.842%-23.678%, due 03/16/32-10/20/60 | | | | | 52,109,322 | | | | | | 1.1 | | |
| | | | | | | | | | | 509,499,612 | | | | | | 10.5 | | |
| | | | | | Total U.S. Government Agency Obligations (Cost $1,586,681,199) | | | | | 1,632,202,950 | | | | | | 33.7 | | |
U.S. TREASURY OBLIGATIONS: 16.7% | | ||||||||||||||||||
| | | | | | Treasury Inflation Indexed Protected Securities: 2.1% | | ||||||||||||
| | 96,618,914 | | | | 0.625%, due 01/15/26 | | | | | 101,840,490 | | | | | | 2.1 | | |
| | | | | | U.S. Treasury Bonds: 2.9% | | ||||||||||||
| | 48,290,000 | L | | 1.625%, due 05/15/26 | | | | | 48,910,623 | | | | | | 1.0 | | | |
| | 90,270,000 | | | | 2.500%, due 02/15/46 | | | | | 94,085,352 | | | | | | 1.9 | | |
| | 437,000 | | | | Other Securities | | | | | 477,854 | | | | | | 0.0 | | |
| | | | | | | | | | | 143,473,829 | | | | | | 2.9 | | |
| | | | | | U.S. Treasury Notes: 11.7% | | ||||||||||||
| | 147,633,000 | | | | 0.625%, due 06/30/18 | | | | | 147,728,224 | | | | | | 3.1 | | |
| | 158,411,000 | | | | 0.875%, due 06/15/19 | | | | | 159,203,055 | | | | | | 3.3 | | |
| | 179,525,000 | | | | 1.125%, due 06/30/21 | | | | | 180,496,230 | | | | | | 3.7 | | |
| | 74,971,000 | | | | 1.375%, due 06/30/23 | | | | | 75,386,864 | | | | | | 1.6 | | |
| | 1,515,000 | | | | 1.000%-1.750%, due 12/31/17-02/15/26 | | | | | 1,542,883 | | | | | | 0.0 | | |
| | | | | | | | | | | 564,357,256 | | | | | | 11.7 | | |
| | | | | | Total U.S. Treasury Obligations (Cost $799,125,343) | | | | | 809,671,575 | | | | | | 16.7 | | |
ASSET-BACKED SECURITIES: 7.0% | | ||||||||||||||||||
| | | | | | Automobile Asset-Backed Securities: 1.4% | | ||||||||||||
| | 2,680,000 | | | | AmeriCredit Automobile Receivables Trust 2012-5 D, 2.350%, 12/10/18 | | | | | 2,686,397 | | | | | | 0.1 | | |
| | 4,855,000 | | | | AmeriCredit Automobile Receivables Trust 2013-1 D, 2.090%, 02/08/19 | | | | | 4,856,583 | | | | | | 0.1 | | |
| | 4,270,000 | | | | AmeriCredit Automobile Receivables Trust 2013-4 D, 3.310%, 10/08/19 | | | | | 4,345,073 | | | | | | 0.1 | | |
| | 5,470,000 | | | | AmeriCredit Automobile Receivables Trust 2013-5 D, 2.860%, 12/09/19 | | | | | 5,560,113 | | | | | | 0.1 | | |
| | 2,570,000 | # | | MMCA Auto Owner Trust 2014-A B, 1.920%, 12/16/19 | | | | | 2,582,696 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 2,360,000 | # | | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | | | | $ | 2,381,020 | | | | | | 0.0 | | | |
| | | 3,135,000 | | | | Santander Drive Auto Receivables Trust 2013-2 D, 2.570%, 03/15/19 | | | | | 3,151,128 | | | | | | 0.1 | | |
| | | 2,775,000 | | | | Santander Drive Auto Receivables Trust 2013-4 D, 3.920%, 01/15/20 | | | | | 2,842,123 | | | | | | 0.1 | | |
| | | 10,500,000 | # | | Santander Drive Auto Receivables Trust 2013-A D, 3.780%, 10/15/19 | | | | | 10,750,391 | | | | | | 0.2 | | | |
| | | 7,030,000 | # | | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | | | | | 7,228,385 | | | | | | 0.1 | | | |
| | | 6,130,000 | | | | Santander Drive Auto Receivables Trust 2014-3 D, 2.650%, 08/17/20 | | | | | 6,187,033 | | | | | | 0.1 | | |
| | | 1,850,000 | # | | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | | | | | 1,879,744 | | | | | | 0.0 | | | |
| | | 14,020,000 | | | | Other Securities | | | | | 14,142,142 | | | | | | 0.3 | | |
| | | | | | | | | | | | 68,592,828 | | | | | | 1.4 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 1.368%, 03/25/35 | | | | | 2,113,478 | | | | | | 0.1 | | |
| | | 6,701,150 | | | | Other Securities | | | | | 6,257,290 | | | | | | 0.1 | | |
| | | | | | | | | | | | 8,370,768 | | | | | | 0.2 | | |
| | | | | | | Other Asset-Backed Securities: 5.4% | | ||||||||||||
| | | 3,000,000 | # | | 1776 CLO Ltd. 2006-1A D, 2.382%, 05/08/20 | | | | | 2,713,086 | | | | | | 0.1 | | | |
| | | 2,300,000 | # | | American Homes 4 Rent 2015-SFR1 E, 5.639%, 04/17/52 | | | | | 2,376,899 | | | | | | 0.1 | | | |
| | | 2,577,573 | #,^ | | American Homes 4 Rent 2015-SFR1 XS, 04/17/52 | | | | | — | | | | | | — | | | |
| | | 2,000,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class C, 4.691%, 10/17/45 | | | | | 2,135,918 | | | | | | 0.0 | | | |
| | | 2,200,000 | # | | American Homes 4 Rent 2015-SFR2 Trust Class D, 5.036%, 10/17/45 | | | | | 2,347,847 | | | | | | 0.0 | | | |
| | | 12,699,767 | #,^ | | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 2,500,000 | # | | Apidos Cinco CDO Ltd. 2007-12A C, 2.876%, 05/14/20 | | | | | 2,461,340 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 3,500,000 | # | | ARES XI CLO Ltd. 2007-11A C, 1.879%, 10/11/21 | | | | $ | 3,319,988 | | | | | | 0.1 | | | |
| | | 6,750,000 | # | | Atrium V 5A B, 1.326%, 07/20/20 | | | | | 6,564,307 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | Atrium V 5A D, 4.336%, 07/20/20 | | | | | 1,750,401 | | | | | | 0.1 | | | |
| | | 889,828 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 894,280 | | | | | | 0.0 | | | |
| | | 10,000,000 | # | | Bluemountain CLO III Ltd. 2007-3A C, 1.346%, 03/17/21 | | | | | 9,634,790 | | | | | | 0.2 | | | |
| | | 7,567,098 | # | | Callidus Debt Partners Clo Fund VI Ltd. 6A A1T, 0.898%, 10/23/21 | | | | | 7,446,198 | | | | | | 0.2 | | | |
| | | 3,000,000 | # | | Canaras Summit CLO Ltd. 2007-1A B, 1.127%, 06/19/21 | | | | | 2,900,526 | | | | | | 0.1 | | | |
| | | 7,000,000 | # | | Canaras Summit CLO Ltd. 2007-1A C, 1.447%, 06/19/21 | | | | | 6,665,225 | | | | | | 0.1 | | | |
| | | 4,250,000 | # | | Carlyle High Yield Partners IX Ltd. 2006- 9A B, 1.056%, 08/01/21 | | | | | 4,067,505 | | | | | | 0.1 | | | |
| | | 5,103,743 | # | | CIFC Funding 2006-2A B2L, 4.673%, 03/01/21 | | | | | 5,046,530 | | | | | | 0.1 | | | |
| | | 10,400,000 | # | | CIFC Funding 2006-I2A B1L, 2.273%, 03/01/21 | | | | | 10,242,014 | | | | | | 0.2 | | | |
| | | 4,200,000 | # | | CIFC Funding 2012-1AR A1R, 1.776%, 08/14/24 | | | | | 4,212,923 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | Clydesdale CLO Ltd. 2006-1A B, 1.306%, 12/19/18 | | | | | 2,907,552 | | | | | | 0.1 | | | |
| | | 6,500,000 | # | | Cornerstone CLO Ltd. 2007-1A C, 3.028%, 07/15/21 | | | | | 6,252,129 | | | | | | 0.1 | | | |
| | | 3,710,010 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 3,765,496 | | | | | | 0.1 | | | |
| | | 4,332,516 | # | | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | | | | | 4,402,645 | | | | | | 0.1 | | | |
| | | 814,225 | # | | Flagship CLO V 2006- 1A B, 0.997%, 09/20/19 | | | | | 806,324 | | | | | | 0.0 | | | |
| | | 1,500,000 | # | | Flagship CLO V 2006- 1A C, 1.347%, 09/20/19 | | | | | 1,462,484 | | | | | | 0.0 | | | |
| | | 5,937,105 | # | | Fraser Sullivan CLO II Ltd. 2006-2A C, 1.367%, 12/20/20 | | | | | 5,909,515 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 3,250,000 | # | | Fraser Sullivan CLO II Ltd. 2006-2A D, 2.147%, 12/20/20 | | | | $ | 3,242,665 | | | | | | 0.1 | | | |
| | | 1,500,000 | # | | Fraser Sullivan CLO II Ltd. 2006-2A E, 4.147%, 12/20/20 | | | | | 1,452,023 | | | | | | 0.0 | | | |
| | | 1,600,000 | # | | Gale Force 3 CLO Ltd. 2007-3A D, 2.033%, 04/19/21 | | | | | 1,491,267 | | | | | | 0.0 | | | |
| | | 4,125,000 | # | | Golden Tree Loan Opportunities V Ltd. 2007-5A D, 3.883%, 10/18/21 | | | | | 4,124,608 | | | | | | 0.1 | | | |
| | | 2,875,000 | # | | GoldenTree Loan Opportunities III Ltd. 2007-3A C, 1.887%, 05/01/22 | | | | | 2,787,842 | | | | | | 0.0 | | | |
| | | 1,055,910 | # | | GSC Group CDO Fund VIII Ltd. 2007-8A B, 1.383%, 04/17/21 | | | | | 1,055,626 | | | | | | 0.0 | | | |
| | | 5,000,000 | # | | Gulf Stream - Compass CLO 2007-1A B Ltd., 1.534%, 10/28/19 | | | | | 4,997,230 | | | | | | 0.1 | | | |
| | | 3,825,000 | # | | Gulf Stream - Compass CLO 2007-1A C Ltd., 2.634%, 10/28/19 | | | | | 3,824,545 | | | | | | 0.1 | | | |
| | | 5,050,000 | # | | Gulf Stream - Compass CLO 2007-1A D Ltd., 4.084%, 10/28/19 | | | | | 5,051,298 | | | | | | 0.1 | | | |
| | | 6,414,710 | # | | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | | | | | 6,442,614 | | | | | | 0.1 | | | |
| | | 6,495,802 | # | | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | | | | | 6,582,845 | | | | | | 0.2 | | | |
| | | 1,133,684 | # | | Hillmark Funding Ltd. 2006-1A A1, 0.904%, 05/21/21 | | | | | 1,112,939 | | | | | | 0.0 | | | |
| | | 2,900,000 | # | | Invitation Homes Trust 2014-SFR2 E, 3.597%, 06/17/32 | | | | | 2,809,045 | | | | | | 0.1 | | | |
| | | 4,250,000 | # | | Kingsland III Ltd. 2006-3A B, 1.311%, 08/24/21 | | | | | 4,018,838 | | | | | | 0.1 | | | |
| | | 4,100,000 | # | | KKR Financial CLO 2007-1A D Ltd., 2.876%, 05/15/21 | | | | | 4,100,627 | | | | | | 0.1 | | | |
| | | 3,800,000 | # | | KKR Financial CLO 2007-1A E Ltd, 5.626%, 05/15/21 | | | | | 3,799,810 | | | | | | 0.1 | | | |
| | | 1,750,000 | # | | Landmark IX CDO Ltd. 2007-9A D, 2.078%, 04/15/21 | | | | | 1,655,675 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 1,500,000 | # | | Madison Park Funding III Ltd. 2006-3A D, 4.088%, 10/25/20 | | | | $ | 1,474,784 | | | | | | 0.0 | | | |
| | | 4,000,000 | # | | Madison Park Funding Ltd. 2007-6A E, 5.886%, 07/26/21 | | | | | 3,902,880 | | | | | | 0.1 | | | |
| | | 2,749,741 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 2,762,632 | | | | | | 0.0 | | | |
| | | 2,946,870 | # | | Marketplace Loan Trust Series 2015-AV2, 4.000%, 10/15/21 | | | | | 2,939,503 | | | | | | 0.1 | | | |
| | | 7,170,000 | # | | MSIM Peconic Bay Ltd. 2007-1A C, 2.634%, 07/20/19 | | | | | 7,170,265 | | | | | | 0.1 | | | |
| | | 12,750,000 | # | | Muir Grove CLO Ltd. 2007-1A B, 2.638%, 03/25/20 | | | | | 12,635,161 | | | | | | 0.3 | | | |
| | | 4,650,000 | # | | Muir Grove CLO Ltd. 2007-1A C, 3.638%, 03/25/20 | | | | | 4,649,935 | | | | | | 0.1 | | | |
| | | 2,500,000 | # | | Ocean Trails CLO I 2006-1A B, 1.381%, 10/12/20 | | | | | 2,384,005 | | | | | | 0.0 | | | |
| | | 8,200,000 | # | | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | | | | | 8,048,860 | | | | | | 0.2 | | | |
| | | 4,580,000 | # | | Purchasing Power Funding 2015-A A2, 4.750%, 12/25/49 | | | | | 4,562,825 | | | | | | 0.1 | | | |
| | | 3,050,000 | # | | Sofi Consumer Loan Program 2016-1 LLC, 3.260%, 08/25/25 | | | | | 3,066,203 | | | | | | 0.1 | | | |
| | | 562,615 | # | | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | | | | | 563,249 | | | | | | 0.0 | | | |
| | | 2,319,938 | # | | SpringCastle America Funding LLC 2014-AA 4, 2.700%, 05/25/23 | | | | | 2,328,504 | | | | | | 0.0 | | | |
| | | 4,630,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 4,660,085 | | | | | | 0.1 | | | |
| | | 2,500,000 | # | | St James River CLO Ltd. 2007-1A D, 2.956%, 06/11/21 | | | | | 2,408,318 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Symphony CLO VII Ltd. 2011-7A F, 6.034%, 07/28/21 | | | | | 999,588 | | | | | | 0.0 | | | |
| | | 4,700,000 | # | | Taco Bell Funding LLC, 3.832%, 05/25/46 | | | | | 4,770,766 | | | | | | 0.1 | | | |
| | | 4,000,000 | # | | Telos CLO 2006-1A D Ltd., 2.329%, 10/11/21 | | | | | 3,928,156 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | $ | 1,400,000 | # | | Telos CLO 2006-1A E Ltd., 4.879%, 10/11/21 | | | | $ | 1,398,347 | | | | | | 0.0 | | | |
| | | 2,010,000 | # | | Trade MAPS 1 Ltd. 2013-1A C, 2.695%, 12/10/18 | | | | | 2,003,269 | | | | | | 0.0 | | | |
| | | 26,894,121 | | | | Other Securities | | | | | 24,750,340 | | | | | | 0.5 | | |
| | | | | | | | | | | | 260,243,094 | | | | | | 5.4 | | |
| | | | | | | Total Asset-Backed Securities (Cost $336,648,621) | | | | | 337,206,690 | | | | | | 7.0 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: 13.2% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 13.2% | | ||||||||||||
| | | 8,349,493 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 82,242,507 | | | | | | 1.7 | | |
| | | 13,045,475 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 126,280,198 | | | | | | 2.6 | | |
| | | 8,165,367 | @ | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 61,566,870 | | | | | | 1.3 | | | |
| | | 2,256,332 | | | | Voya Floating Rate Fund Class P | | | | | 22,044,368 | | | | | | 0.5 | | |
| | | 11,821,309 | | | | Voya High Yield Bond Fund - Class P | | | | | 91,851,573 | | | | | | 1.9 | | |
| | | 11,917,036 | | | | Voya Investment Grade Credit Fund Class P | | | | | 131,325,736 | | | | | | 2.7 | | |
| | | 12,006,451 | | | | Voya Securitized Credit Fund Class P | | | | | 121,745,418 | | | | | | 2.5 | | |
| | | | | | | Total Mutual Funds (Cost $657,075,891) | | | | | 637,056,670 | | | | | | 13.2 | | |
|
| # of Contracts | | | Value | | | Percentage of Net Assets | | ||||||||||||
| PURCHASED OPTIONS: 0.0% | | ||||||||||||||||||
| | | | | | | OTC Interest Rate Swaptions: 0.0% | | ||||||||||||
| | | 199,300,000 | @ | | Receive a fixed rate equal to 1.205% and pay a floating rate based on the 3-month USD-LIBOR- BBA, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | | | | | 216,324 | | | | | | 0.0 | | | |
| | | 188,500,000 | @ | | Receive a fixed rate equal to 1.208% and pay a floating rate based on the 3-month USD-LIBOR- BBA, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | | | | | 210,566 | | | | | | 0.0 | | |
| # of Contracts | | | Value | | | Percentage of Net Assets | | ||||||||||||
| PURCHASED OPTIONS: (continued) | | ||||||||||||||||||
| | | | | | | OTC Interest Rate Swaptions (continued) | | ||||||||||||
| | | 199,300,000 | @ | | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.605%, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | | | | $ | 115,123 | | | | | | 0.0 | | | |
| | | 188,500,000 | @ | | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.608%, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | | | | | 105,431 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 647,444 | | | | | | 0.0 | | |
| | | | | | | Total Purchased Options (Cost $2,674,345) | | | | | 647,444 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $5,258,817,223) | | | | | 5,339,323,360 | | | | | | 110.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.7% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.4% | | ||||||||||||
| | $ | 7,000,000 | | | | Corning Inc., 0.770%, 07/21/16 | | | | | 6,996,938 | | | | | | 0.2 | | |
| | | 7,000,000 | | | | Mondelez International 09/12/16, 0.870%, 09/12/16 | | | | | 6,987,741 | | | | | | 0.1 | | |
| | | 2,500,000 | | | | Monsanto 08/22/16, 0.810%, 08/22/16 | | | | | 2,497,070 | | | | | | 0.1 | | |
| | | | | | | | | | | | 16,481,749 | | | | | | 0.4 | | |
| | | | | | | Securities Lending Collateralcc: 1.3% | | ||||||||||||
| | | 15,375,716 | | | | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $15,375,885, collateralized by various U.S. Government Securities, 0.000%- 4.250%, Market Value plus accrued interest $15,683,231, due 08/15/16-11/15/45) | | | | | 15,375,716 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 15,375,716 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $15,375,914, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $15,683,230, due 07/15/16-09/20/65) | | | | $ | 15,375,716 | | | | | | 0.3 | | |
| | | 14,702,334 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $14,702,535, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $14,996,381, due 07/07/16-02/01/49) | | | | | 14,702,334 | | | | | | 0.3 | | |
| | | 15,375,716 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $15,375,906, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $15,683,230, due 03/15/18-09/09/49) | | | | | 15,375,716 | | | | | | 0.3 | | |
| | | 3,910,208 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $3,910,259, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $4,020,040, due 04/15/18-01/15/29) | | | | | 3,910,208 | | | | | | 0.1 | | |
| | | | | | | | | | | | 64,739,690 | | | | | | 1.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Obligations: 0.0% | | ||||||||||||
| | $ | 150,000 | | | | United States Treasury Note, 0.500%, 02/28/17 (Cost $149,839) | | | | $ | 150,074 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.0% | | ||||||||||||
| | | 1,007,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $1,007,000) | | | | | 1,007,000 | | | | | | 0.0 | | |
| | | | | | | Total Short-Term Investments (Cost $82,378,631) | | | | | 82,378,513 | | | | | | 1.7 | | |
| | | | | | | Total Investments in Securities (Cost $5,341,195,854) | | | | $ | 5,421,701,873 | | | | | | 112.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (584,004,472) | | | | | | (12.1) | | |
| | | | | | | Net Assets | | | | $ | 4,837,697,401 | | | | | | 100.0 | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 136,956,618 | | |
| Gross Unrealized Depreciation | | | | | (58,044,672) | | |
| Net Unrealized Appreciation | | | | $ | 78,911,946 | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 637,056,670 | | | | | $ | — | | | | | $ | — | | | | | $ | 637,056,670 | | |
Purchased Options | | | | | — | | | | | | 647,444 | | | | | | — | | | | | | 647,444 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,381,125,553 | | | | | | — | | | | | | 1,381,125,553 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 528,839,830 | | | | | | — | | | | | | 528,839,830 | | |
Municipal Bonds | | | | | — | | | | | | 3,966,430 | | | | | | — | | | | | | 3,966,430 | | |
Short-Term Investments | | | | | 1,007,000 | | | | | | 81,371,513 | | | | | | — | | | | | | 82,378,513 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 1,632,202,950 | | | | | | — | | | | | | 1,632,202,950 | | |
Foreign Government Bonds | | | | | — | | | | | | 8,606,218 | | | | | | — | | | | | | 8,606,218 | | |
Asset-Backed Securities | | | | | — | | | | | | 332,643,865 | | | | | | 4,562,825 | | | | | | 337,206,690 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 809,671,575 | | | | | | — | | | | | | 809,671,575 | | |
Total Investments, at fair value | | | | $ | 638,063,670 | | | | | $ | 4,779,075,378 | | | | | $ | 4,562,825 | | | | | $ | 5,421,701,873 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 22,610,692 | | | | | | — | | | | | | 22,610,692 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 251,000 | | | | | | — | | | | | | 251,000 | | |
Futures | | | | | 25,031,493 | | | | | | — | | | | | | — | | | | | | 25,031,493 | | |
Total Assets | | | | $ | 663,095,163 | | | | | $ | 4,801,937,070 | | | | | $ | 4,562,825 | | | | | $ | 5,469,595,058 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (39,768,770) | | | | | $ | — | | | | | $ | (39,768,770) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (1,071,611) | | | | | | — | | | | | | (1,071,611) | | |
Futures | | | | | (1,608,808) | | | | | | — | | | | | | — | | | | | | (1,608,808) | | |
Written Options | | | | | — | | | | | | (2,813,803) | | | | | | — | | | | | | (2,813,803) | | |
Total Liabilities | | | | $ | (1,608,808) | | | | | $ | (43,654,184) | | | | | $ | — | | | | | $ | (45,262,992) | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/15 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2016 | | | Investment Income | | | Realized Gains/(Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya High Yield Bond Fund - Class P | | | | | 96,391,981 | | | | | | 2,949,941 | | | | | | (11,699,762) | | | | | | 4,209,412 | | | | | | 91,851,573 | | | | | $ | 2,948,050 | | | | | $ | (979,762) | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 21,237,356 | | | | | | 516,470 | | | | | | — | | | | | | 290,543 | | | | | | 22,044,368 | | | | | $ | 516,470 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 75,893,382 | | | | | | 1,870,109 | | | | | | — | | | | | | 4,479,015 | | | | | | 82,242,507 | | | | | | 1,870,109 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 114,426,869 | | | | | | 3,581,309 | | | | | | — | | | | | | 8,272,020 | | | | | | 126,280,198 | | | | | | 3,581,309 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 56,096,074 | | | | | | — | | | | | | — | | | | | | 5,470,796 | | | | | | 61,566,870 | | | | | | — | | | | | | — | | | | | | — | | |
Voya Investment Grade Credit Fund - Class P | | | | | 121,933,330 | | | | | | 2,299,555 | | | | | | — | | | | | | 7,092,852 | | | | | | 131,325,737 | | | | | | 2,299,276 | | | | | | — | | | | | | — | | |
Voya Securitized Credit Fund - Class P | | | | | 117,360,889 | | | | | | 2,699,522 | | | | | | — | | | | | | 1,685,007 | | | | | | 121,745,418 | | | | | | 2,699,522 | | | | | | — | | | | | | — | | |
| | | | $ | 603,339,880 | | | | | $ | 13,916,906 | | | | | $ | (11,699,762) | | | | | $ | 31,499,646 | | | | | $ | 637,056,670 | | | | | $ | 13,914,736 | | | | | $ | (979,762) | | | | | $ | — | | |
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Citigroup, Inc. | | | Czech Koruna | | | | | 19,403,537 | | | | | | Buy | | | | | | 08/12/16 | | | | | $ | 812,959 | | | | | $ | 796,627 | | | | | $ | (16,332) | | |
Deutsche Bank AG | | | Singapore Dollar | | | | | 1,301,141 | | | | | | Buy | | | | | | 07/15/16 | | | | | | 960,492 | | | | | | 965,790 | | | | | | 5,298 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (11,034) | | |
Barclays Bank PLC | | | Turkish Lira | | | | | 11,701,978 | | | | | | Sell | | | | | | 08/12/16 | | | | | $ | 3,855,665 | | | | | $ | 4,029,561 | | | | | $ | (173,896) | | |
Barclays Bank PLC | | | Hungarian Forint | | | | | 884,306,740 | | | | | | Sell | | | | | | 08/12/16 | | | | | | 3,152,228 | | | | | | 3,107,762 | | | | | | 44,466 | | |
BNP Paribas Bank | | | Russian Ruble | | | | | 225,086,922 | | | | | | Sell | | | | | | 08/12/16 | | | | | | 3,375,376 | | | | | | 3,481,849 | | | | | | (106,473) | | |
Citigroup, Inc. | | | South African Rand | | | | | 56,586,342 | | | | | | Sell | | | | | | 08/12/16 | | | | | | 3,531,547 | | | | | | 3,810,713 | | | | | | (279,166) | | |
Citigroup, Inc. | | | Philippine Peso | | | | | 30,666,070 | | | | | | Sell | | | | | | 07/15/16 | | | | | | 662,763 | | | | | | 651,190 | | | | | | 11,573 | | |
Deutsche Bank AG | | | Brazilian Real | | | | | 10,946,559 | | | | | | Sell | | | | | | 08/12/16 | | | | | | 3,019,740 | | | | | | 3,365,526 | | | | | | (345,786) | | |
Deutsche Bank AG | | | Thai Baht | | | | | 142,019,697 | | | | | | Sell | | | | | | 07/15/16 | | | | | | 4,062,929 | | | | | | 4,040,696 | | | | | | 22,233 | | |
Goldman Sachs & Co. | | | Romanian New Leu | | | | | 2,063,414 | | | | | | Sell | | | | | | 08/12/16 | | | | | | 517,632 | | | | | | 506,518 | | | | | | 11,114 | | |
Goldman Sachs & Co. | | | Mexican Peso | | | | | 78,679,027 | | | | | | Sell | | | | | | 08/12/16 | | | | | | 4,251,089 | | | | | | 4,286,936 | | | | | | (35,847) | | |
Goldman Sachs & Co. | | | Polish Zloty | | | | | 13,782,743 | | | | | | Sell | | | | | | 08/12/16 | | | | | | 3,526,778 | | | | | | 3,489,978 | | | | | | 36,800 | | |
JPMorgan Chase & Co. | | | Colombian Peso | | | | | 6,651,495,118 | | | | | | Sell | | | | | | 08/12/16 | | | | | | 2,153,981 | | | | | | 2,257,211 | | | | | | (103,230) | | |
JPMorgan Chase & Co. | | | Malaysian Ringgit | | | | | 20,214,909 | | | | | | Sell | | | | | | 07/15/16 | | | | | | 5,153,578 | | | | | | 5,034,062 | | | | �� | | 119,516 | | |
Morgan Stanley | | | Indonesian Rupiah | | | | | 50,194,746,125 | | | | | | Sell | | | | | | 07/15/16 | | | | | | 3,786,854 | | | | | | 3,797,735 | | | | | | (10,881) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (809,577) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | 1,280 | | | | | | 09/21/16 | | | | | $ | 170,220,007 | | | | | $ | 4,330,486 | | |
U.S. Treasury 5-Year Note | | | | | 4,814 | | | | | | 09/30/16 | | | | | | 588,097,785 | | | | | | 10,829,144 | | |
U.S. Treasury Ultra Long Bond | | | | | 879 | | | | | | 09/21/16 | | | | | | 163,823,625 | | | | | | 9,871,863 | | |
| | | | | | | | | | | | | | | | $ | 922,141,417 | | | | | $ | 25,031,493 | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | (765) | | | | | | 09/30/16 | | | | | | (167,786,012) | | | | | | (472,323) | | |
U.S. Treasury Long Bond | | | | | (232) | | | | | | 09/21/16 | | | | | | (39,983,750) | | | | | | (1,136,485) | | |
| | | | | | | | | | | | | | | | $ | (207,769,762) | | | | | $ | (1,608,808) | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | USD 50,908,000 | | | | $ | 5,066,535 | | | | | $ | 5,066,535 | | |
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 | | | | | 3,727,843 | | | | | | 3,727,843 | | |
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 | | | | | 6,347,191 | | | | | | 6,347,191 | | |
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 | | | | | (6,390,778) | | | | | | (6,390,778) | | |
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 | | | | | (12,012,373) | | | | | | (12,012,373) | | |
Receive a fixed rate equal to 1.460% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | USD 225,664,000 | | | | | 4,995,625 | | | | | | 4,995,625 | | |
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 | | | | | (14,087,624) | | | | | ��� | (14,087,624) | | |
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 | | | | | (4,548,609) | | | | | | (4,548,609) | | |
Receive a fixed rate equal to 2.126% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/10/26 | | | | USD 159,717,000 | | | | | 2,473,498 | | | | | | 2,473,498 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.646% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | USD 21,168,000 | | | | | (486,406) | | | | | | (486,406) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.618% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | USD 21,168,000 | | | | | (430,647) | | | | | | (430,647) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | USD 21,168,000 | | | | | (436,730) | | | | | | (436,730) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.620% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | USD 21,169,000 | | | | | (434,723) | | | | | | (434,723) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.625% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | USD 12,444,000 | | | | | (260,435) | | | | | | (260,435) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.902% | | | Chicago Mercantile Exchange | | | | | 06/28/26 | | | | USD 159,717,000 | | | | | (516,332) | | | | | | (516,332) | | |
Receive a fixed rate equal to 1.371% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 06/29/26 | | | | USD 50,700,000 | | | | | (164,113) | | | | | | (164,113) | | |
| | | | | | | | | | | | | | | | $ | (17,158,078) | | | | | $ | (17,158,078) | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Description | | | Counterparty | | | Floating Rate Index/Underlying Reference Entity | | | Pay/ Receive Floating | | | Exercise Rate | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Put OTC Swaption | | | Goldman Sachs & Co. | | | 3-month USD-LIBOR-BBA | | | Pay | | | | | 1.806% | | | | | | 07/18/16 | | | | USD 199,300,000 | | | | $ | 242,693 | | | | | $ | (6,383) | | |
Put OTC Swaption | | | Goldman Sachs & Co. | | | 3-month USD-LIBOR-BBA | | | Pay | | | | | 1.808% | | | | | | 07/18/16 | | | | USD 188,500,000 | | | | | 225,339 | | | | | | (5,804) | | |
Call OTC Swaption | | | Goldman Sachs & Co. | | | 3-month USD-LIBOR-BBA | | | Receive | | | | | 1.406% | | | | | | 07/18/16 | | | | USD 199,300,000 | | | | | 1,109,546 | | | | | | (1,424,458) | | |
Call OTC Swaption | | | Goldman Sachs & Co. | | | 3-month USD-LIBOR-BBA | | | Receive | | | | | 1.408% | | | | | | 07/18/16 | | | | USD 188,500,000 | | | | | 1,064,451 | | | | | | (1,377,158) | | |
| | | | | | | | | | | | | | | | | | Total Written Swaptions | | | | $ | 2,642,029 | | | | | $ | (2,813,803) | | | ||||||
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Interest rate contracts | | | Investments in securities at value* | | | | $ | 647,444 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 251,000 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 25,031,493 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 22,610,692 | | |
Total Asset Derivatives | | | | | | | $ | 48,540,629 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 1,071,611 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,608,808 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 39,768,770 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 2,813,803 | | |
Total Liability Derivatives | | | | | | | $ | 45,262,992 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | (1,534,129) | | | | | $ | (1,534,129) | | |
Equity contracts | | | | | — | | | | | | (879,283) | | | | | | — | | | | | | (879,283) | | |
Foreign exchange contracts | | | | | (1,968,608) | | | | | | — | | | | | | — | | | | | | (1,968,608) | | |
Interest rate contracts | | | | | — | | | | | | 12,425,392 | | | | | | (6,275,543) | | | | | | 6,149,849 | | |
Total | | | | $ | (1,968,608) | | | | | $ | 11,546,109 | | | | | $ | (7,809,672) | | | | | $ | 1,767,829 | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 665,712 | | | | | $ | — | | | | | $ | 665,712 | | |
Foreign exchange contracts | | | | | — | | | | | | (822,033) | | | | | | — | | | | | | — | | | | | | — | | | | | | (822,033) | | |
Interest rate contracts | | | | | (2,026,901) | | | | | | — | | | | | | 24,171,413 | | | | | | (15,974,191) | | | | | | (171,774) | | | | | | 8,025,448 | | |
Total | | | | $ | (2,026,901) | | | | | $ | (822,033) | | | | | $ | 24,171,413 | | | | | $ | (15,308,479) | | | | | $ | (171,774) | | | | | $ | 7,869,127 | | |
|
| | | Barclays Bank PLC | | | BNP Paribas Bank | | | Citigroup, Inc. | | | Deutsche Bank AG | | | Goldman Sachs & Co. | | | JPMorgan Chase & Co. | | | Morgan Stanley | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||||||||||||
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 647,444 | | | | | $ | — | | | | | $ | — | | | | | $ | 647,444 | | |
Forward foreign currency contracts | | | | | 44,466 | | | | | | — | | | | | | 11,573 | | | | | | 27,531 | | | | | | 47,914 | | | | | | 119,516 | | | | | | — | | | | | | 251,000 | | |
Total Assets | | | | $ | 44,466 | | | | | $ | — | | | | | $ | 11,573 | | | | | $ | 27,531 | | | | | $ | 695,358 | | | | | $ | 119,516 | | | | | $ | — | | | | | $ | 898,444 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 173,896 | | | | | $ | 106,473 | | | | | $ | 295,498 | | | | | $ | 345,786 | | | | | $ | 35,847 | | | | | $ | 103,230 | | | | | $ | 10,881 | | | | | $ | 1,071,611 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 2,813,803 | | | | | | — | | | | | | — | | | | | | 2,813,803 | | |
Total Liabilities | | | | $ | 173,896 | | | | | $ | 106,473 | | | | | $ | 295,498 | | | | | $ | 345,786 | | | | | $ | 2,849,650 | | | | | $ | 103,230 | | | | | $ | 10,881 | | | | | $ | 3,885,414 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (129,430) | | | | | $ | (106,473) | | | | | $ | (283,925) | | | | | $ | (318,255) | | | | | $ | (2,154,292) | | | | | $ | 16,286 | | | | | $ | (10,881) | | | | | $ | (2,986,970) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (129,430) | | | | | $ | (106,473) | | | | | $ | (283,925) | | | | | $ | (318,255) | | | | | $ | (2,154,292) | | | | | $ | 16,286 | | | | | $ | (10,881) | | | | | $ | (2,986,970) | | |
|
Voya Small Company Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 24.9% | |
| Information Technology | | | 18.2% | |
| Industrials | | | 15.6% | |
| Consumer Discretionary | | | 13.5% | |
| Health Care | | | 9.8% | |
| Materials | | | 5.5% | |
| Energy | | | 3.4% | |
| Consumer Staples | | | 2.8% | |
| Exchange-Traded Funds | | | 1.9% | |
| Utilities | | | 1.8% | |
| Assets in Excess of Other Liabilities* | | | 2.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.5% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 13.5% | | ||||||||||||
| | | 111,400 | | | | Cheesecake Factory | | | | $ | 5,362,796 | | | | | | 0.9 | | |
| | | 112,457 | @ | | Dave & Buster’s Entertainment, Inc. | | | | | 5,261,863 | | | | | | 0.9 | | | |
| | | 71,374 | | | | Jack in the Box, Inc. | | | | | 6,132,454 | | | | | | 1.0 | | |
| | | 69,425 | | | | Marriott Vacations Worldwide Corp. | | | | | 4,754,918 | | | | | | 0.8 | | |
| | | 125,920 | @ | | Meritage Homes Corp. | | | | | 4,727,037 | | | | | | 0.8 | | | |
| | | 90,280 | | | | Monro Muffler Brake, Inc. | | | | | 5,738,197 | | | | | | 0.9 | | |
| | | 1,589,808 | | | | Other Securities(a) | | | | | 49,168,359 | | | | | | 8.2 | | |
| | | | | | | | | | | | 81,145,624 | | | | | | 13.5 | | |
| | | | | | | Consumer Staples: 2.8% | | ||||||||||||
| | | 367,275 | @,L | | Amplify Snack Brands, Inc. | | | | | 5,417,306 | | | | | | 0.9 | | | |
| | | 105,145 | | | | Pinnacle Foods, Inc. | | | | | 4,867,162 | | | | | | 0.8 | | |
| | | 131,790 | | | | Other Securities(a) | | | | | 6,274,886 | | | | | | 1.1 | | |
| | | | | | | | | | | | 16,559,354 | | | | | | 2.8 | | |
| | | | | | | Energy: 3.4% | | ||||||||||||
| | | 151,675 | @ | | Carrizo Oil & Gas, Inc. | | | | | 5,437,549 | | | | | | 0.9 | | | |
| | | 1,105,616 | | | | Other Securities(a) | | | | | 14,692,021 | | | | | | 2.5 | | |
| | | | | | | | | | | | 20,129,570 | | | | | | 3.4 | | |
| | | | | | | Financials: 24.9% | | ||||||||||||
| | | 149,118 | | | | Great Western Bancorp, Inc. | | | | | 4,703,182 | | | | | | 0.8 | | |
| | | 261,325 | | | | Kennedy-Wilson Holdings, Inc. | | | | | 4,954,722 | | | | | | 0.8 | | |
| | | 147,350 | | | | MB Financial, Inc. | | | | | 5,345,858 | | | | | | 0.9 | | |
| | | 394,550 | | | | OM Asset Management Plc | | | | | 5,267,243 | | | | | | 0.9 | | |
| | | 113,380 | | | | Pinnacle Financial Partners, Inc. | | | | | 5,538,613 | | | | | | 0.9 | | |
| | | 118,798 | | | | QTS Realty Trust, Inc. | | | | | 6,650,312 | | | | | | 1.1 | | |
| | | 493,835 | | | | Radian Group, Inc. | | | | | 5,145,761 | | | | | | 0.9 | | |
| | | 134,400 | | | | Selective Insurance Group | | | | | 5,135,424 | | | | | | 0.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 128,320 | | | | Simmons First National Corp. | | | | $ | 5,926,459 | | | | | | 1.0 | | |
| | | 310,415 | | | | Sterling Bancorp/DE | | | | | 4,873,515 | | | | | | 0.8 | | |
| | | 312,525 | | | | Talmer Bancorp, Inc. | | | | | 5,991,104 | | | | | | 1.0 | | |
| | | 176,650 | | | | Webster Financial Corp. | | | | | 5,997,268 | | | | | | 1.0 | | |
| | | 2,725,608 | | | | Other Securities | | | | | 83,478,954 | | | | | | 13.9 | | |
| | | | | | | | | | | | 149,008,415 | | | | | | 24.9 | | |
| | | | | | | Health Care: 9.8% | | ||||||||||||
| | | 93,825 | | | | Hill-Rom Holdings, Inc. | | | | | 4,733,471 | | | | | | 0.8 | | |
| | | 95,625 | @ | | Masimo Corp. | | | | | 5,021,747 | | | | | | 0.9 | | | |
| | | 82,075 | @ | | NuVasive, Inc. | | | | | 4,901,519 | | | | | | 0.8 | | | |
| | | 147,420 | @ | | Team Health Holdings, Inc. | | | | | 5,995,571 | | | | | | 1.0 | | | |
| | | 1,303,199 | | | | Other Securities(a) | | | | | 37,827,058 | | | | | | 6.3 | | |
| | | | | | | | | | | | 58,479,366 | | | | | | 9.8 | | |
| | | | | | | Industrials: 15.6% | | ||||||||||||
| | | 137,351 | @ | | Atlas Air Worldwide Holdings, Inc. | | | | | 5,689,078 | | | | | | 1.0 | | | |
| | | 150,600 | | | | Barnes Group, Inc. | | | | | 4,987,872 | | | | | | 0.8 | | |
| | | 108,550 | @ | | Beacon Roofing Supply, Inc. | | | | | 4,935,768 | | | | | | 0.8 | | | |
| | | 106,025 | | | | Clarcor, Inc. | | | | | 6,449,501 | | | | | | 1.1 | | |
| | | 154,787 | @ | | On Assignment, Inc. | | | | | 5,719,380 | | | | | | 1.0 | | | |
| | | 60,375 | | | | Orbital ATK, Inc. | | | | | 5,140,328 | | | | | | 0.9 | | |
| | | 47,464 | @ | | Teledyne Technologies, Inc. | | | | | 4,701,309 | | | | | | 0.8 | | | |
| | | 177,225 | | | | Tetra Tech, Inc. | | | | | 5,448,783 | | | | | | 0.9 | | |
| | | 97,250 | | | | Watts Water Technologies, Inc. | | | | | 5,665,785 | | | | | | 0.9 | | |
| | | 82,950 | | | | Woodward, Inc. | | | | | 4,781,238 | | | | | | 0.8 | | |
| | | 1,021,075 | | | | Other Securities | | | | | 39,632,323 | | | | | | 6.6 | | |
| | | | | | | | | | | | 93,151,365 | | | | | | 15.6 | | |
| | | | | | | Information Technology: 18.2% | | ||||||||||||
| | | 175,246 | @ | | Blackhawk Network Holdings, Inc. | | | | | 5,868,989 | | | | | | 1.0 | | | |
| | | 126,016 | @ | | Cardtronics, Inc. | | | | | 5,016,697 | | | | | | 0.8 | | | |
| | | 127,600 | @ | | Commvault Systems, Inc. | | | | | 5,511,044 | | | | | | 0.9 | | | |
| | | 463,126 | | | | Cypress Semiconductor Corp. | | | | | 4,885,979 | | | | | | 0.8 | | |
| | | 117,395 | @ | | Electronics for Imaging, Inc. | | | | | 5,052,681 | | | | | | 0.8 | | | |
| | | 47,500 | | | | Littelfuse, Inc. | | | | | 5,614,025 | | | | | | 0.9 | | |
| | | 169,910 | @ | | Microsemi Corp. | | | | | 5,552,659 | | | | | | 0.9 | | | |
| | | 230,565 | @ | | Netscout Systems, Inc. | | | | | 5,130,071 | | | | | | 0.9 | | | |
| | | 210,269 | @ | | Q2 Holdings, Inc. | | | | | 5,891,737 | | | | | | 1.0 | | | |
| | | 173,700 | @ | | QLIK Technologies, Inc. | | | | | 5,138,046 | | | | | | 0.9 | | | |
| | | 1,919,272 | | | | Other Securities(a) | | | | | 55,595,126 | | | | | | 9.3 | | |
| | | | | | | | | | | | 109,257,054 | | | | | | 18.2 | | |
| | | | | | | Materials: 5.5% | | ||||||||||||
| | | 280,075 | | | | Commercial Metals Co. | | | | | 4,733,268 | | | | | | 0.8 | | |
| | | 120,600 | | | | HB Fuller Co. | | | | | 5,305,194 | | | | | | 0.9 | | |
| | | 86,375 | | | | Minerals Technologies, Inc. | | | | | 4,906,100 | | | | | | 0.8 | | |
| | | 273,825 | | | | Olin Corp. | | | | | 6,801,813 | | | | | | 1.2 | | |
| | | 393,298 | | | | Other Securities | | | | | 10,922,064 | | | | | | 1.8 | | |
| | | | | | | | | | | | 32,668,439 | | | | | | 5.5 | | |
Voya Small Company Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 1.8% | | ||||||||||||
| | | 197,755 | | | | Other Securities | | | | $ | 11,038,970 | | | | | | 1.8 | | |
| | | | | | | Total Common Stock (Cost $504,663,091) | | | | | 571,438,157 | | | | | | 95.5 | | |
| EXCHANGE-TRADED FUNDS: 1.9% | | ||||||||||||||||||
| | | 99,650 | | | | iShares Russell 2000 ETF | | | | | 11,456,761 | | | | | | 1.9 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $11,459,649) | | | | | 11,456,761 | | | | | | 1.9 | | |
| | | | | | | Total Long-Term Investments (Cost $516,122,740) | | | | | 582,894,918 | | | | | | 97.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 7.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 4.5% | | ||||||||||||
| | $ | 6,428,096 | | | | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $6,428,166, collateralized by various U.S. Government Securities, 0.000%- 4.250%, Market Value plus accrued interest $6,556,658, due 08/15/16-11/15/45) | | | | | 6,428,096 | | | | | | 1.1 | | |
| | | 6,428,096 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $6,428,179, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.500%, Market Value plus accrued interest $6,556,658, due 07/15/16-09/20/65) | | | | | 6,428,096 | | | | | | 1.1 | | |
| | | 6,146,790 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $6,146,874, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $6,269,726, due 07/07/16-02/01/49) | | | | | 6,146,790 | | | | | | 1.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 6,428,096 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $6,428,175, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $6,556,658, due 03/15/18-09/09/49) | | | | $ | 6,428,096 | | | | | | 1.1 | | |
| | | 1,634,286 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,634,307, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,680,191, due 04/15/18-01/15/29) | | | | | 1,634,286 | | | | | | 0.2 | | |
| | | | | | | | | | | | 27,065,364 | | | | | | 4.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.1% | | ||||||||||||
| | | 18,242,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $18,242,000) | | | | | 18,242,000 | | | | | | 3.1 | | |
| | | | | | | Total Short-Term Investments (Cost $45,307,364) | | | | | 45,307,364 | | | | | | 7.6 | | |
| | | | | | | Total Investments in Securities (Cost $561,430,104) | | | | $ | 628,202,282 | | | | | | 105.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (29,696,515) | | | | | | (5.0) | | |
| | | | | | | Net Assets | | | | $ | 598,505,767 | | | | | | 100.0 | | |
|
Voya Small Company Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 98,283,253 | | |
| Gross Unrealized Depreciation | | | | | (33,270,225) | | |
| Net Unrealized Appreciation | | | | $ | 65,013,028 | | |
| | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 571,438,157 | | | | | $ | — | | | | | $ | — | | | | | $ | 571,438,157 | | |
Exchange-Traded Funds | | | | | 11,456,761 | | | | | | — | | | | | | — | | | | | | 11,456,761 | | |
Short-Term Investments | | | | | 18,242,000 | | | | | | 27,065,364 | | | | | | — | | | | | | 45,307,364 | | |
Total Investments, at fair value | | | | $ | 601,136,918 | | | | | $ | 27,065,364 | | | | | $ | — | | | | | $ | 628,202,282 | | |
|
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 54.2% | ||||||||||||||
Consumer Discretionary: 7.0% | ||||||||||||||
9,231 | Abercrombie & Fitch Co. | 164,404 | 0.0 | |||||||||||
4,015 | @ | Amazon.com, Inc. | 2,873,214 | 0.7 | ||||||||||
1,549 | @ | AMC Networks, Inc. | 93,591 | 0.0 | ||||||||||
4,303 | American Eagle Outfitters, Inc. | 68,547 | 0.0 | |||||||||||
25,477 | Barratt Developments PLC | 138,443 | 0.0 | |||||||||||
4,318 | Berkeley Group Holdings PLC | 145,810 | 0.0 | |||||||||||
6,308 | Big Lots, Inc. | 316,094 | 0.1 | |||||||||||
5,000 | Bridgestone Corp. | 160,685 | 0.0 | |||||||||||
7,279 | Brunswick Corp. | 329,884 | 0.1 | |||||||||||
11,207 | @ | Burlington Stores, Inc. | 747,619 | 0.2 | ||||||||||
1,447 | Carter's, Inc. | 154,062 | 0.0 | |||||||||||
5,353 | Cheesecake Factory | 257,693 | 0.1 | |||||||||||
756 | Churchill Downs, Inc. | 95,528 | 0.0 | |||||||||||
3,465 | Cinemark Holdings, Inc. | 126,334 | 0.0 | |||||||||||
71,226 | Coach, Inc. | 2,901,747 | 0.7 | |||||||||||
34,992 | Comcast Corp. – Class A | 2,281,128 | 0.5 | |||||||||||
1,108 | L | Cracker Barrel Old Country Store, Inc. | 189,989 | 0.0 | ||||||||||
1,399 | Daimler AG | 83,714 | 0.0 | |||||||||||
3,081 | Dana Holding Corp. | 32,535 | 0.0 | |||||||||||
39,389 | @ | Dish Network Corp. - Class A | 2,063,984 | 0.5 | ||||||||||
11,552 | Dollar General Corp. | 1,085,888 | 0.3 | |||||||||||
2,339 | Domino's Pizza, Inc. | 307,298 | 0.1 | |||||||||||
6,004 | L | Flight Centre Travel Group Ltd. | 142,838 | 0.0 | ||||||||||
19,084 | Foot Locker, Inc. | 1,046,948 | 0.2 | |||||||||||
6,900 | Fuji Heavy Industries Ltd. | 237,176 | 0.1 | |||||||||||
3,684 | L | GameStop Corp. | 97,921 | 0.0 | ||||||||||
16,924 | Gentex Corp. | 261,476 | 0.1 | |||||||||||
21,187 | Hasbro, Inc. | 1,779,496 | 0.4 | |||||||||||
20,233 | Home Depot, Inc. | 2,583,552 | 0.6 | |||||||||||
3,589 | Hugo Boss AG | 204,043 | 0.1 | |||||||||||
4,957 | InterContinental Hotels Group PLC | 182,816 | 0.1 | |||||||||||
814 | International Speedway Corp. | 27,228 | 0.0 | |||||||||||
31,720 | Interpublic Group of Cos., Inc. | 732,732 | 0.2 | |||||||||||
8,400 | Isuzu Motors Ltd. | 103,463 | 0.0 | |||||||||||
55,053 | ITV PLC | 132,000 | 0.0 | |||||||||||
2,238 | Jack in the Box, Inc. | 192,289 | 0.1 | |||||||||||
2,098 | Lear Corp. | 213,492 | 0.1 | |||||||||||
6,328 | @ | LKQ Corp. | 200,598 | 0.1 | ||||||||||
2,798 | LVMH Moet Hennessy Louis Vuitton SE | 421,758 | 0.1 | |||||||||||
6,900 | Mazda Motor Corp. | 91,310 | 0.0 | |||||||||||
21,612 | McDonald's Corp. | 2,600,788 | 0.6 | |||||||||||
19,900 | Mitsubishi Motors Corp. | 91,865 | 0.0 | |||||||||||
9,019 | New York Times Co. | 109,130 | 0.0 | |||||||||||
2,250 | Next PLC | 148,672 | 0.0 | |||||||||||
5,600 | NOK Corp. | 95,232 | 0.0 | |||||||||||
55 | @ | NVR, Inc. | 97,919 | 0.0 | ||||||||||
38,100 | Panasonic Corp. | 327,795 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Discretionary: (continued) | ||||||||||||||
9,184 | Persimmon PLC | 178,094 | 0.1 | |||||||||||
3,441 | Pool Corp. | 323,557 | 0.1 | |||||||||||
3,727 | Renault S.A. | 281,380 | 0.1 | |||||||||||
9,760 | SES S.A. - Luxembourg | 208,939 | 0.1 | |||||||||||
34,700 | Singapore Press Holdings Ltd. | 102,253 | 0.0 | |||||||||||
145,000 | SJM Holdings Ltd. | 88,783 | 0.0 | |||||||||||
1,155 | @ | Skechers USA, Inc. | 34,327 | 0.0 | ||||||||||
12,724 | Starbucks Corp. | 726,795 | 0.2 | |||||||||||
53,788 | Taylor Wimpey PLC | 95,425 | 0.0 | |||||||||||
1,771 | Thor Industries, Inc. | 114,654 | 0.0 | |||||||||||
3,789 | @ | Toll Brothers, Inc. | 101,962 | 0.0 | ||||||||||
12,200 | Toyota Motor Corp. | 601,442 | 0.2 | |||||||||||
452 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 110,125 | 0.0 | ||||||||||
1,368 | Vail Resorts, Inc. | 189,099 | 0.0 | |||||||||||
3,982 | Wendy's Company | 38,307 | 0.0 | |||||||||||
7,100 | Yokohama Rubber Co., Ltd. | 89,048 | 0.0 | |||||||||||
30,024,918 | 7.0 | |||||||||||||
Consumer Staples: 5.4% | ||||||||||||||
1,173 | Anheuser-Busch InBev Worldwide, Inc. | 155,114 | 0.0 | |||||||||||
7,040 | @ | Blue Buffalo Pet Products, Inc. | 164,314 | 0.0 | ||||||||||
4,886 | British American Tobacco PLC | 316,756 | 0.1 | |||||||||||
2,033 | Casey's General Stores, Inc. | 267,360 | 0.1 | |||||||||||
9,492 | Church & Dwight Co., Inc. | 976,632 | 0.2 | |||||||||||
28,366 | Coca-Cola Amatil Ltd. | 175,104 | 0.0 | |||||||||||
36,374 | Coca-Cola Co. | 1,648,833 | 0.4 | |||||||||||
13,713 | Costco Wholesale Corp. | 2,153,490 | 0.5 | |||||||||||
12,344 | Dean Foods Co. | 223,303 | 0.0 | |||||||||||
2,030 | Delhaize Group | 214,439 | 0.1 | |||||||||||
18,993 | Diageo PLC | 530,585 | 0.1 | |||||||||||
15,716 | Flowers Foods, Inc. | 294,675 | 0.1 | |||||||||||
5,779 | L | ICA Gruppen AB | 193,684 | 0.0 | ||||||||||
6,322 | Imperial Brands PLC | 342,861 | 0.1 | |||||||||||
3,178 | Ingredion, Inc. | 411,265 | 0.1 | |||||||||||
10,600 | Japan Tobacco, Inc. | 427,203 | 0.1 | |||||||||||
9,229 | Kimberly-Clark Corp. | 1,268,803 | 0.3 | |||||||||||
10,772 | Koninklijke Ahold NV | 237,875 | 0.1 | |||||||||||
17,359 | Kraft Heinz Co. | 1,535,924 | 0.4 | |||||||||||
2,300 | Lawson, Inc. | 183,620 | 0.0 | |||||||||||
14,475 | Mead Johnson Nutrition Co. | 1,313,606 | 0.3 | |||||||||||
10,188 | @ | Monster Beverage Corp. | 1,637,313 | 0.4 | ||||||||||
14,227 | Nestle S.A. | 1,102,284 | 0.3 | |||||||||||
20,635 | PepsiCo, Inc. | 2,186,072 | 0.5 | |||||||||||
20,075 | Philip Morris International, Inc. | 2,042,029 | 0.5 | |||||||||||
5,027 | Pinnacle Foods, Inc. | 232,700 | 0.1 | |||||||||||
925 | @ | Post Holdings, Inc. | 76,488 | 0.0 | ||||||||||
955 | Reckitt Benckiser Group PLC | 95,760 | 0.0 | |||||||||||
3,000 | Seven & I Holdings Co., Ltd. | 125,784 | 0.0 | |||||||||||
1,691 | @ | Sprouts Farmers Market, Inc. | 38,724 | 0.0 | ||||||||||
3,281 | Svenska Cellulosa AB SCA | 105,421 | 0.0 | |||||||||||
4,458 | Swedish Match AB | 155,576 | 0.0 |
See Accompanying Notes to Financial Statements
1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
2,285 | @ | TreeHouse Foods, Inc. | 234,555 | 0.1 | ||||||||||
2,151 | Unilever NV | 100,043 | 0.0 | |||||||||||
1,988 | Unilever PLC | 95,256 | 0.0 | |||||||||||
12,581 | Wal-Mart Stores, Inc. | 918,665 | 0.2 | |||||||||||
6,853 | Wesfarmers Ltd. | 206,665 | 0.1 | |||||||||||
260,000 | # | WH Group Ltd. | 205,919 | 0.1 | ||||||||||
861 | @ | WhiteWave Foods Co. | 40,415 | 0.0 | ||||||||||
79,400 | Wilmar International Ltd. | 193,284 | 0.0 | |||||||||||
84,322 | WM Morrison Supermarkets PLC | 211,683 | 0.1 | |||||||||||
23,040,082 | 5.4 | |||||||||||||
Energy: 3.3% | ||||||||||||||
12,655 | Anadarko Petroleum Corp. | 673,879 | 0.2 | |||||||||||
12,972 | Baker Hughes, Inc. | 585,426 | 0.1 | |||||||||||
29,190 | BP PLC | 170,865 | 0.0 | |||||||||||
26,809 | Canadian Natural Resources Ltd. | 826,521 | 0.2 | |||||||||||
15,066 | Chevron Corp. | 1,579,369 | 0.4 | |||||||||||
4,560 | @ | Dril-Quip, Inc. | 266,441 | 0.1 | ||||||||||
26,824 | ENI S.p.A. | 432,061 | 0.1 | |||||||||||
37,270 | L | ENI SpA ADR | 1,205,684 | 0.3 | ||||||||||
1,056 | EQT Corp. | 81,766 | 0.0 | |||||||||||
11,221 | Nabors Industries Ltd. | 112,771 | 0.0 | |||||||||||
21,544 | L | Noble Corp. PLC | 177,522 | 0.0 | ||||||||||
13,219 | Occidental Petroleum Corp. | 998,828 | 0.2 | |||||||||||
16,717 | QEP Resources, Inc. | 294,721 | 0.1 | |||||||||||
8,094 | Repsol SA | 103,756 | 0.0 | |||||||||||
12,795 | Rowan Companies PLC | 225,960 | 0.0 | |||||||||||
26,885 | Royal Dutch Shell PLC - Class A | 738,405 | 0.2 | |||||||||||
37,526 | Royal Dutch Shell PLC - Class A ADR | 2,072,186 | 0.5 | |||||||||||
11,815 | Royal Dutch Shell PLC - Class B | 326,433 | 0.1 | |||||||||||
20,952 | Schlumberger Ltd. | 1,656,884 | 0.4 | |||||||||||
8,434 | Superior Energy Services | 155,270 | 0.0 | |||||||||||
9,046 | Total S.A. | 433,812 | 0.1 | |||||||||||
21,586 | Valero Energy Corp. | 1,100,886 | 0.3 | |||||||||||
14,219,446 | 3.3 | |||||||||||||
Financials: 10.5% | ||||||||||||||
25,438 | 3i Group PLC | 186,642 | 0.0 | |||||||||||
26,909 | Aberdeen Asset Management PLC | 100,960 | 0.0 | |||||||||||
6,561 | Admiral Group PLC | 178,395 | 0.0 | |||||||||||
993 | @ | Affiliated Managers Group, Inc. | 139,785 | 0.0 | ||||||||||
16,200 | AIA Group Ltd. | 97,422 | 0.0 | |||||||||||
73 | @ | Alleghany Corp. | 40,119 | 0.0 | ||||||||||
2,380 | Allianz SE | 339,526 | 0.1 | |||||||||||
8,865 | Aon PLC | 968,324 | 0.2 | |||||||||||
3,999 | Arthur J. Gallagher & Co. | 190,352 | 0.0 | |||||||||||
53,300 | Ascendas Real Estate Investment Trust | 98,644 | 0.0 | |||||||||||
5,080 | Aspen Insurance Holdings Ltd. | 235,610 | 0.1 | |||||||||||
8,135 | Assicurazioni Generali S.p.A. | 95,931 | 0.0 | |||||||||||
18,897 | Australia & New Zealand Banking Group Ltd. | 344,305 | 0.1 | |||||||||||
83,567 | Banco Santander SA | 324,298 | 0.1 | |||||||||||
5,878 | Bancorpsouth, Inc. | 133,372 | 0.0 | |||||||||||
40,375 | BB&T Corp. | 1,437,754 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
2,506 | Blackrock, Inc. | 858,380 | 0.2 | |||||||||||
735 | Camden Property Trust | 64,989 | 0.0 | |||||||||||
167,700 | CapitaLand Commercial Trust | 184,450 | 0.0 | |||||||||||
9,827 | Care Capital Properties, Inc. | 257,566 | 0.1 | |||||||||||
11,471 | Chubb Ltd. | 1,499,374 | 0.3 | |||||||||||
7,193 | CNP Assurances | 106,124 | 0.0 | |||||||||||
2,142 | Commonwealth Bank of Australia | 120,231 | 0.0 | |||||||||||
5,861 | @ | Communications Sales & Leasing, Inc. | 169,383 | 0.0 | ||||||||||
6,081 | Corporate Office Properties Trust SBI MD | 179,815 | 0.0 | |||||||||||
22,703 | Credit Agricole SA | 190,863 | 0.0 | |||||||||||
61,500 | CaixaBank SA | 135,545 | 0.0 | |||||||||||
14,988 | Crown Castle International Corp. | 1,520,233 | 0.4 | |||||||||||
19,500 | Dai-ichi Life Insurance Co., Ltd. | 218,291 | 0.1 | |||||||||||
14,295 | Danske Bank A/S | 376,250 | 0.1 | |||||||||||
7,649 | DCT Industrial Trust, Inc. | 367,458 | 0.1 | |||||||||||
3,926 | Deutsche Boerse AG | 322,541 | 0.1 | |||||||||||
29,213 | Dexus Property Group | 198,230 | 0.1 | |||||||||||
20,676 | Discover Financial Services | 1,108,027 | 0.3 | |||||||||||
17,702 | DNB ASA | 211,889 | 0.1 | |||||||||||
2,623 | Duke Realty Corp. | 69,929 | 0.0 | |||||||||||
4,607 | East-West Bancorp., Inc. | 157,467 | 0.0 | |||||||||||
4,118 | Endurance Specialty Holdings Ltd. | 276,565 | 0.1 | |||||||||||
2,832 | Equinix, Inc. | 1,098,051 | 0.3 | |||||||||||
2,743 | Eurazeo SA | 162,732 | 0.0 | |||||||||||
2,139 | Everest Re Group Ltd. | 390,731 | 0.1 | |||||||||||
7,682 | First American Financial Corp. | 308,970 | 0.1 | |||||||||||
7,059 | First Industrial Realty Trust, Inc. | 196,381 | 0.0 | |||||||||||
29,871 | Gaming and Leisure Properties, Inc. | 1,029,952 | 0.2 | |||||||||||
3,119 | Hanover Insurance Group, Inc. | 263,930 | 0.1 | |||||||||||
32,189 | Hartford Financial Services Group, Inc. | 1,428,548 | 0.3 | |||||||||||
64,226 | Henderson Group PLC | 182,593 | 0.0 | |||||||||||
4,381 | Highwoods Properties, Inc. | 231,317 | 0.1 | |||||||||||
6,650 | Hospitality Properties Trust | 191,520 | 0.0 | |||||||||||
61,002 | HSBC Holdings PLC | 377,943 | 0.1 | |||||||||||
4,279 | Intercontinental Exchange, Inc. | 1,095,253 | 0.3 | |||||||||||
123 | Japan Retail Fund Investment Corp. | 314,077 | 0.1 | |||||||||||
3,158 | Jones Lang LaSalle, Inc. | 307,747 | 0.1 | |||||||||||
38,656 | JPMorgan Chase & Co. | 2,402,084 | 0.6 | |||||||||||
140,338 | Keycorp | 1,550,735 | 0.4 | |||||||||||
13,229 | Land Securities Group PLC | 184,089 | 0.0 | |||||||||||
12,240 | LaSalle Hotel Properties | 288,619 | 0.1 | |||||||||||
48,217 | Lazard Ltd. | 1,435,902 | 0.3 | |||||||||||
27,175 | Liberty Property Trust | 1,079,391 | 0.3 | |||||||||||
35,000 | Link REIT | 239,337 | 0.1 | |||||||||||
673 | MarketAxess Holdings, Inc. | 97,854 | 0.0 |
See Accompanying Notes to Financial Statements
2 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
3,999 | Mid-America Apartment Communities, Inc. | 425,494 | 0.1 | |||||||||||
45,900 | Mitsubishi UFJ Financial Group, Inc. | 205,763 | 0.1 | |||||||||||
6,300 | MS&AD Insurance Group Holdings, Inc. | 163,234 | 0.0 | |||||||||||
155,500 | Mizuho Financial Group, Inc. | 223,774 | 0.1 | |||||||||||
210,000 | New World Development Ltd. | 213,857 | 0.1 | |||||||||||
4,810 | L | New York Community Bancorp., Inc. | 72,102 | 0.0 | ||||||||||
5,700 | NKSJ Holdings, Inc. | 151,690 | 0.0 | |||||||||||
29,357 | Nordea Bank AB | 249,054 | 0.1 | |||||||||||
4,113 | Old Republic International Corp. | 79,340 | 0.0 | |||||||||||
2,242 | Omega Healthcare Investors, Inc. | 76,116 | 0.0 | |||||||||||
14,800 | Oversea-Chinese Banking Corp. | 96,230 | 0.0 | |||||||||||
7,906 | PacWest Bancorp | 314,501 | 0.1 | |||||||||||
731 | Partners Group | 313,281 | 0.1 | |||||||||||
39,165 | Platinum Asset Management Ltd. | 170,097 | 0.0 | |||||||||||
4,354 | Primerica, Inc. | 249,223 | 0.1 | |||||||||||
2,944 | PrivateBancorp, Inc. | 129,624 | 0.0 | |||||||||||
2,766 | Prosperity Bancshares, Inc. | 141,038 | 0.0 | |||||||||||
21,524 | Prudential Financial, Inc. | 1,535,522 | 0.4 | |||||||||||
20,438 | QBE Insurance Group Ltd. | 161,452 | 0.0 | |||||||||||
2,401 | Raymond James Financial, Inc. | 118,369 | 0.0 | |||||||||||
486 | Regency Centers Corp. | 40,693 | 0.0 | |||||||||||
1,630 | RenaissanceRe Holdings Ltd. | 191,427 | 0.0 | |||||||||||
2,101 | Sampo OYJ | 85,924 | 0.0 | |||||||||||
8,900 | SBI Holdings, Inc. | 88,627 | 0.0 | |||||||||||
5,099 | SEI Investments Co. | 245,313 | 0.1 | |||||||||||
3,143 | @ | Signature Bank | 392,624 | 0.1 | ||||||||||
7,021 | Simon Property Group, Inc. | 1,522,855 | 0.4 | |||||||||||
34,400 | Singapore Exchange Ltd. | 195,953 | 0.1 | |||||||||||
13,106 | @ | SLM Corp. | 80,995 | 0.0 | ||||||||||
3,386 | Societe Generale | 105,935 | 0.0 | |||||||||||
2,673 | Sovran Self Storage, Inc. | 280,451 | 0.1 | |||||||||||
4,823 | @ | Stifel Financial Corp. | 151,683 | 0.0 | ||||||||||
9,100 | Sumitomo Mitsui Financial Group, Inc. | 262,763 | 0.1 | |||||||||||
144,600 | Suntec Real Estate Investment Trust | 191,070 | 0.1 | |||||||||||
3,127 | @ | SVB Financial Group | 297,565 | 0.1 | ||||||||||
20,963 | T. Rowe Price Group, Inc. | 1,529,670 | 0.4 | |||||||||||
4,920 | Taubman Centers, Inc. | 365,064 | 0.1 | |||||||||||
19,357 | TD Ameritrade Holding Corp. | 551,191 | 0.1 | |||||||||||
3,680 | Umpqua Holdings Corp. | 56,930 | 0.0 | |||||||||||
53,596 | L | UnipolSai SpA | 80,883 | 0.0 | ||||||||||
6,572 | Urban Edge Properties | 196,240 | 0.0 | |||||||||||
6,426 | Waddell & Reed Financial, Inc. | 110,656 | 0.0 | |||||||||||
3,986 | Washington Federal, Inc. | 96,700 | 0.0 | |||||||||||
3,681 | Webster Financial Corp. | 124,970 | 0.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
8,308 | Weingarten Realty Investors | 339,133 | 0.1 | |||||||||||
68,897 | Wells Fargo & Co. | 3,260,895 | 0.8 | |||||||||||
6,117 | Westpac Banking Corp. | 135,648 | 0.0 | |||||||||||
36,000 | Wharf Holdings Ltd. | 219,691 | 0.1 | |||||||||||
44,000 | Wheelock & Co., Ltd. | 206,696 | 0.1 | |||||||||||
44,860,801 | 10.5 | |||||||||||||
Health Care: 7.6% | ||||||||||||||
12,577 | AbbVie, Inc. | 778,642 | 0.2 | |||||||||||
2,010 | @ | Abiomed, Inc. | 219,673 | 0.1 | ||||||||||
486 | Actelion Ltd. - Reg | 81,841 | 0.0 | |||||||||||
4,686 | @ | Akorn, Inc. | 133,481 | 0.0 | ||||||||||
1,771 | @ | Align Technology, Inc. | 142,654 | 0.0 | ||||||||||
5,375 | @ | Allergan plc | 1,242,109 | 0.3 | ||||||||||
9,394 | Amgen, Inc. | 1,429,297 | 0.3 | |||||||||||
8,953 | AstraZeneca PLC | 535,244 | 0.1 | |||||||||||
63,418 | L | AstraZeneca PLC ADR | 1,914,589 | 0.5 | ||||||||||
1,028 | Bayer AG | 103,247 | 0.0 | |||||||||||
6,145 | Becton Dickinson & Co. | 1,042,131 | 0.3 | |||||||||||
4,050 | @ | Biogen, Inc. | 979,371 | 0.2 | ||||||||||
46,780 | @ | Boston Scientific Corp. | 1,093,249 | 0.3 | ||||||||||
23,675 | Bristol-Myers Squibb Co. | 1,741,296 | 0.4 | |||||||||||
2,775 | @ | Centene Corp. | 198,052 | 0.1 | ||||||||||
3,836 | @ | Charles River Laboratories International, Inc. | 316,240 | 0.1 | ||||||||||
378 | Cooper Cos., Inc. | 64,853 | 0.0 | |||||||||||
983 | CSL Ltd. | 82,899 | 0.0 | |||||||||||
10,100 | Daiichi Sankyo Co., Ltd. | 245,381 | 0.1 | |||||||||||
15,727 | Danaher Corp. | 1,588,427 | 0.4 | |||||||||||
13,879 | @ | Edwards Lifesciences Corp. | 1,384,153 | 0.3 | ||||||||||
23,910 | Gilead Sciences, Inc. | 1,994,572 | 0.5 | |||||||||||
7,224 | GlaxoSmithKline PLC | 155,136 | 0.0 | |||||||||||
1,796 | Hill-Rom Holdings, Inc. | 90,608 | 0.0 | |||||||||||
4,556 | @ | Hologic, Inc. | 157,638 | 0.0 | ||||||||||
457 | @ | Idexx Laboratories, Inc. | 42,437 | 0.0 | ||||||||||
181 | @ | Intuitive Surgical, Inc. | 119,715 | 0.0 | ||||||||||
10,900 | Medipal Holdings Corp. | 179,205 | 0.1 | |||||||||||
2,606 | @ | Mednax, Inc. | 188,753 | 0.1 | ||||||||||
26,111 | Medtronic PLC | 2,265,651 | 0.5 | |||||||||||
51,371 | Merck & Co., Inc. | 2,959,483 | 0.7 | |||||||||||
376 | @ | Mettler Toledo International, Inc. | 137,210 | 0.0 | ||||||||||
1,337 | @ | Molina Healthcare, Inc. | 66,716 | 0.0 | ||||||||||
11,010 | Novartis AG | 908,749 | 0.2 | |||||||||||
6,188 | Novo Nordisk A/S | 333,242 | 0.1 | |||||||||||
5,500 | Otsuka Holdings Co. Ltd. | 253,456 | 0.1 | |||||||||||
8,143 | Owens & Minor, Inc. | 304,385 | 0.1 | |||||||||||
1,979 | @ | Quintiles Transnational Holdings, Inc. | 129,268 | 0.0 | ||||||||||
1,900 | Resmed, Inc. | 120,137 | 0.0 | |||||||||||
3,415 | Roche Holding AG | 901,150 | 0.2 | |||||||||||
2,390 | Sanofi | 198,569 | 0.1 | |||||||||||
5,068 | Shire PLC | 313,217 | 0.1 | |||||||||||
5,530 | Shire PLC ADR | 1,017,962 | 0.2 | |||||||||||
4,026 | STERIS PLC | 276,788 | 0.1 | |||||||||||
4,100 | Suzuken Co., Ltd. | 129,053 | 0.0 | |||||||||||
225 | Teleflex, Inc. | 39,895 | 0.0 | |||||||||||
2,667 | Teva Phaemaceutical Industries Ltd. | 134,977 | 0.0 | |||||||||||
1,328 | @ | United Therapeutics Corp. | 140,662 | 0.0 | ||||||||||
22,310 | UnitedHealth Group, Inc. | 3,150,172 | 0.7 | |||||||||||
1,811 | @ | VCA, Inc. | 122,442 | 0.0 |
See Accompanying Notes to Financial Statements
3 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Health Care: (continued) | ||||||||||||||
3,454 | @ | WellCare Health Plans, Inc. | 370,545 | 0.1 | ||||||||||
32,518,622 | 7.6 | |||||||||||||
Industrials: 5.5% | ||||||||||||||
3,496 | Adecco Group AG | 176,332 | 0.0 | |||||||||||
10,500 | Amada Holdings Co., Ltd. | 106,597 | 0.0 | |||||||||||
34,348 | Aurizon Holdings Ltd. | 124,625 | 0.0 | |||||||||||
1,906 | Carlisle Cos., Inc. | 201,426 | 0.0 | |||||||||||
11,334 | CK Hutchison Holdings Ltd. | 124,679 | 0.0 | |||||||||||
3,430 | Clarcor, Inc. | 208,647 | 0.0 | |||||||||||
12,591 | Cummins, Inc. | 1,415,732 | 0.3 | |||||||||||
3,563 | Curtiss-Wright Corp. | 300,183 | 0.1 | |||||||||||
14,481 | Deere & Co. | 1,173,540 | 0.3 | |||||||||||
33,111 | Delta Air Lines, Inc. | 1,206,234 | 0.3 | |||||||||||
7,273 | L | Deutsche Lufthansa AG | 85,513 | 0.0 | ||||||||||
1,330 | Equifax, Inc. | 170,772 | 0.0 | |||||||||||
5,138 | Airbus Group SE | 294,511 | 0.1 | |||||||||||
18,465 | Fortune Brands Home & Security, Inc. | 1,070,416 | 0.3 | |||||||||||
11,705 | General Dynamics Corp. | 1,629,804 | 0.4 | |||||||||||
296 | @ | Genesee & Wyoming, Inc. | 17,449 | 0.0 | ||||||||||
2,588 | Herman Miller, Inc. | 77,355 | 0.0 | |||||||||||
9,268 | Honeywell International, Inc. | 1,078,054 | 0.3 | |||||||||||
2,317 | Huntington Ingalls Industries, Inc. | 389,325 | 0.1 | |||||||||||
214,600 | Hutchison Port Holdings Trust | 97,214 | 0.0 | |||||||||||
4,163 | IDEX Corp. | 341,782 | 0.1 | |||||||||||
12,921 | Ingersoll-Rand PLC - Class A | 822,809 | 0.2 | |||||||||||
14,441 | @ | JetBlue Airways Corp. | 239,143 | 0.1 | ||||||||||
16,199 | LIXIL Group Corp. | 266,018 | 0.1 | |||||||||||
1,181 | @ | Kirby Corp. | 73,683 | 0.0 | ||||||||||
1,881 | @ | KLX, Inc. | 58,311 | 0.0 | ||||||||||
12,800 | Komatsu Ltd. | 222,357 | 0.1 | |||||||||||
14,684 | Koninklijke Philips NV | 364,697 | 0.1 | |||||||||||
3,006 | Boskalis Westminster NV | 102,573 | 0.0 | |||||||||||
653 | Lennox International, Inc. | 93,118 | 0.0 | |||||||||||
21,635 | Lincoln Electric Holdings, Inc. | 1,278,196 | 0.3 | |||||||||||
4,201 | Lockheed Martin Corp. | 1,042,562 | 0.2 | |||||||||||
4,255 | Manpowergroup, Inc. | 273,767 | 0.1 | |||||||||||
6,168 | Masco Corp. | 190,838 | 0.0 | |||||||||||
4,037 | Metso OYJ | 94,910 | 0.0 | |||||||||||
20,600 | Mitsubishi Corp. | 362,711 | 0.1 | |||||||||||
9,000 | Mitsubishi Electric Corp. | 107,445 | 0.0 | |||||||||||
2,357 | MSC Industrial Direct Co. | 166,310 | 0.0 | |||||||||||
232 | Nordson Corp. | 19,397 | 0.0 | |||||||||||
4,841 | Northrop Grumman Corp. | 1,076,057 | 0.3 | |||||||||||
16,000 | NSK Ltd. | 117,119 | 0.0 | |||||||||||
554 | @ | Old Dominion Freight Line | 33,412 | 0.0 | ||||||||||
4,539 | Orbital ATK, Inc. | 386,450 | 0.1 | |||||||||||
1,968 | Osram Licht AG | 102,252 | 0.0 | |||||||||||
7,140 | Parker Hannifin Corp. | 771,477 | 0.2 | |||||||||||
3,655 | Regal-Beloit Corp. | 201,208 | 0.0 | |||||||||||
6,110 | Roper Technologies, Inc. | 1,042,122 | 0.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
26,741 | Royal Mail PLC | 179,662 | 0.1 | |||||||||||
5,283 | Schneider Electric SE | 308,215 | 0.1 | |||||||||||
5,393 | Siemens AG | 553,438 | 0.1 | |||||||||||
11,069 | SKF AB - B Shares | 177,358 | 0.1 | |||||||||||
7,766 | Stanley Black & Decker, Inc. | 863,735 | 0.2 | |||||||||||
2,379 | @ | Teledyne Technologies, Inc. | 235,640 | 0.1 | ||||||||||
8,079 | Timken Co. | 247,702 | 0.1 | |||||||||||
4,089 | Toro Co. | 360,650 | 0.1 | |||||||||||
7,649 | Trinity Industries, Inc. | 142,042 | 0.0 | |||||||||||
25,139 | Volvo AB - B Shares | 249,739 | 0.1 | |||||||||||
288,000 | Yangzijiang Shipbuilding Holdings Ltd. | 193,164 | 0.1 | |||||||||||
17,037 | Zardoya Otis SA | 160,886 | 0.0 | |||||||||||
23,471,363 | 5.5 | |||||||||||||
Information Technology: 9.1% | ||||||||||||||
17,172 | @ | Adobe Systems, Inc. | 1,644,906 | 0.4 | ||||||||||
4,526 | @ | Alphabet, Inc. - Class A | 3,184,177 | 0.7 | ||||||||||
510 | @ | Alphabet, Inc. - Class C | 352,971 | 0.1 | ||||||||||
13,136 | Amphenol Corp. | 753,087 | 0.2 | |||||||||||
2,209 | @ | Ansys, Inc. | 200,467 | 0.1 | ||||||||||
52,499 | Apple, Inc. | 5,018,904 | 1.2 | |||||||||||
38,052 | Applied Materials, Inc. | 912,106 | 0.2 | |||||||||||
14,471 | @ | ARRIS International PLC | 303,312 | 0.1 | ||||||||||
4,957 | @ | Arrow Electronics, Inc. | 306,838 | 0.1 | ||||||||||
3,858 | Avnet, Inc. | 156,288 | 0.0 | |||||||||||
1,973 | Belden, Inc. | 119,110 | 0.0 | |||||||||||
5,415 | Broadcom Ltd. | 841,491 | 0.2 | |||||||||||
3,246 | Broadridge Financial Solutions, Inc. ADR | 211,639 | 0.1 | |||||||||||
15,207 | Brocade Communications Systems, Inc. | 139,600 | 0.0 | |||||||||||
14,200 | Brother Industries Ltd. | 152,314 | 0.0 | |||||||||||
1,604 | @ | Cadence Design Systems, Inc. | 38,977 | 0.0 | ||||||||||
2,497 | Cap Gemini SA | 215,474 | 0.1 | |||||||||||
782 | CDK Global, Inc. | 43,393 | 0.0 | |||||||||||
90,904 | Cisco Systems, Inc. | 2,608,036 | 0.6 | |||||||||||
2,582 | @ | Commvault Systems, Inc. | 111,517 | 0.0 | ||||||||||
10,096 | Computershare Ltd. | 69,813 | 0.0 | |||||||||||
2,853 | Convergys Corp. | 71,325 | 0.0 | |||||||||||
918 | @ | CoStar Group, Inc. | 200,730 | 0.1 | ||||||||||
14,423 | Telefonaktiebolaget LM Ericsson | 110,806 | 0.0 | |||||||||||
20,127 | @ | Facebook, Inc. | 2,300,114 | 0.5 | ||||||||||
433 | Fair Isaac Corp. | 48,933 | 0.0 | |||||||||||
2,614 | @ | Fortinet, Inc. | 82,576 | 0.0 | ||||||||||
2,000 | Fuji Film Holdings Corp. | 77,601 | 0.0 | |||||||||||
1,403 | @ | Gartner, Inc. | 136,666 | 0.0 | ||||||||||
67,600 | L | GungHo Online Entertainment, Inc. | 183,172 | 0.0 | ||||||||||
54,900 | Hitachi Ltd. | 230,023 | 0.1 | |||||||||||
8,937 | Ingram Micro, Inc. | 310,829 | 0.1 | |||||||||||
14,543 | @ | Integrated Device Technology, Inc. | 292,751 | 0.1 | ||||||||||
16,415 | Intersil Corp. | 222,259 | 0.1 | |||||||||||
8,859 | Intuit, Inc. | 988,753 | 0.2 | |||||||||||
4,355 | j2 Global, Inc. | 275,105 | 0.1 | |||||||||||
1,149 | Jack Henry & Associates, Inc. | 100,273 | 0.0 | |||||||||||
16,822 | L | Lam Research Corp. | 1,414,057 | 0.3 | ||||||||||
5,187 | @ | Manhattan Associates, Inc. | 332,642 | 0.1 |
See Accompanying Notes to Financial Statements
4 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
3,087 | Maxim Integrated Products | 110,175 | 0.0 | |||||||||||
6,416 | @ | Microsemi Corp. | 209,675 | 0.1 | ||||||||||
70,104 | Microsoft Corp. | 3,587,222 | 0.8 | |||||||||||
5,300 | Mixi, Inc. | 219,130 | 0.1 | |||||||||||
8,444 | National Instruments Corp. | 231,366 | 0.1 | |||||||||||
3,135 | @ | Netscout Systems, Inc. | 69,754 | 0.0 | ||||||||||
6,862 | @,L | NeuStar, Inc. | 161,326 | 0.0 | ||||||||||
1,505 | Nice Ltd. | 95,768 | 0.0 | |||||||||||
3,500 | Oracle Corp. Japan | 186,631 | 0.1 | |||||||||||
28,510 | @ | PayPal Holdings, Inc. | 1,040,900 | 0.2 | ||||||||||
3,516 | Plantronics, Inc. | 154,704 | 0.0 | |||||||||||
10,671 | @ | Polycom, Inc. | 120,049 | 0.0 | ||||||||||
1,176 | @ | PTC, Inc. | 44,194 | 0.0 | ||||||||||
33,969 | Qualcomm, Inc. | 1,819,719 | 0.4 | |||||||||||
16,559 | @ | Red Hat, Inc. | 1,202,183 | 0.3 | ||||||||||
15,724 | @ | Salesforce.com, Inc. | 1,248,643 | 0.3 | ||||||||||
1,224 | SAP SE | 91,929 | 0.0 | |||||||||||
5,600 | Seiko Epson Corp. | 89,777 | 0.0 | |||||||||||
2,269 | SYNNEX Corp. | 215,147 | 0.1 | |||||||||||
844 | @ | Synopsys, Inc. | 45,643 | 0.0 | ||||||||||
1,381 | @ | Tech Data Corp. | 99,225 | 0.0 | ||||||||||
2,200 | Tokyo Electron Ltd. | 185,919 | 0.1 | |||||||||||
13,863 | @ | Trimble Navigation Ltd. | 337,703 | 0.1 | ||||||||||
1,579 | @ | Tyler Technologies, Inc. | 263,235 | 0.1 | ||||||||||
1,723 | @ | Ultimate Software Group, Inc. | 362,330 | 0.1 | ||||||||||
3,451 | @ | Vantiv, Inc. | 195,327 | 0.0 | ||||||||||
24,772 | Visa, Inc. - Class A | 1,837,339 | 0.4 | |||||||||||
1,612 | @,L | WebMD Health Corp. | 93,673 | 0.0 | ||||||||||
8,800 | Yokogawa Electric Corp. | 99,238 | 0.0 | |||||||||||
39,180,959 | 9.1 | |||||||||||||
Materials: 2.4% | ||||||||||||||
2,794 | Air Liquide SA | 291,085 | 0.1 | |||||||||||
1,669 | Albemarle Corp. | 132,368 | 0.0 | |||||||||||
351 | Ashland, Inc. | 40,284 | 0.0 | |||||||||||
6,837 | BASF SE | 524,255 | 0.1 | |||||||||||
23,345 | BHP Billiton Ltd. | 325,342 | 0.1 | |||||||||||
7,696 | BHP Billiton PLC | 97,408 | 0.0 | |||||||||||
1,576 | Cabot Corp. | 71,960 | 0.0 | |||||||||||
3,916 | Carpenter Technology Corp. | 128,954 | 0.0 | |||||||||||
16,555 | Commercial Metals Co. | 279,779 | 0.1 | |||||||||||
22,199 | @ | Crown Holdings, Inc. | 1,124,823 | 0.3 | ||||||||||
34,728 | Dow Chemical Co. | 1,726,329 | 0.4 | |||||||||||
15,721 | Eastman Chemical Co. | 1,067,456 | 0.3 | |||||||||||
12,800 | JSR Corp. | 169,512 | 0.0 | |||||||||||
4,035 | Koninklijke DSM NV | 232,782 | 0.1 | |||||||||||
3,250 | Minerals Technologies, Inc. | 184,600 | 0.0 | |||||||||||
33,000 | Mitsubishi Gas Chemical Co., Inc. | 172,158 | 0.0 | |||||||||||
30,000 | Mitsubishi Materials Corp. | 71,831 | 0.0 | |||||||||||
16,355 | Nucor Corp. | 808,101 | 0.2 | |||||||||||
7,597 | Olin Corp. | 188,709 | 0.0 | |||||||||||
6,296 | Packaging Corp. of America | 421,391 | 0.1 | |||||||||||
2,694 | Reliance Steel & Aluminum Co. | 207,169 | 0.1 | |||||||||||
2,653 | RPM International, Inc. | 132,517 | 0.0 | |||||||||||
18,408 | Sealed Air Corp. | 846,216 | 0.2 | |||||||||||
4,400 | Shin-Etsu Chemical Co., Ltd. | 257,789 | 0.1 | |||||||||||
13,391 | Steel Dynamics, Inc. | 328,080 | 0.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
23,000 | Sumitomo Chemical Co., Ltd. | 94,899 | 0.0 | |||||||||||
4,230 | UPM-Kymmene OYJ | 77,709 | 0.0 | |||||||||||
459 | Valspar Corp. | 49,586 | 0.0 | |||||||||||
6,279 | Worthington Industries, Inc. | 265,602 | 0.1 | |||||||||||
2,927 | Yara International ASA | 92,982 | 0.0 | |||||||||||
10,411,676 | 2.4 | |||||||||||||
Telecommunication Services: 1.2% | ||||||||||||||
74,080 | AT&T, Inc. | 3,200,997 | 0.8 | |||||||||||
59,228 | Bezeq Israeli Telecommunication Corp., Ltd. | 117,326 | 0.0 | |||||||||||
20,077 | Deutsche Telekom AG | 342,360 | 0.1 | |||||||||||
24,224 | Orange SA | 393,896 | 0.1 | |||||||||||
6,201 | Nippon Telegraph & Telephone Corp. | 290,795 | 0.1 | |||||||||||
11,700 | NTT DoCoMo, Inc. | 315,532 | 0.1 | |||||||||||
277,000 | PCCW Ltd. | 186,130 | 0.0 | |||||||||||
8,317 | Telenor ASA | 137,672 | 0.0 | |||||||||||
29,904 | Vodafone Group PLC | 91,174 | 0.0 | |||||||||||
5,075,882 | 1.2 | |||||||||||||
Utilities: 2.2% | ||||||||||||||
1,526 | Alliant Energy Corp. | 60,582 | 0.0 | |||||||||||
1,778 | Atmos Energy Corp. | 144,587 | 0.0 | |||||||||||
5,134 | Black Hills Corp. | 323,647 | 0.1 | |||||||||||
7,920 | Electricite de France SA | 96,032 | 0.0 | |||||||||||
86,662 | Enel S.p.A. | 384,733 | 0.1 | |||||||||||
30,902 | EDP - Energias de Portugal SA | 94,609 | 0.0 | |||||||||||
47,444 | Exelon Corp. | 1,725,064 | 0.4 | |||||||||||
15,928 | L | Gas Natural SDG S.A. | 316,613 | 0.1 | ||||||||||
9,484 | Great Plains Energy, Inc. | 288,314 | 0.1 | |||||||||||
2,852 | Idacorp, Inc. | 232,010 | 0.1 | |||||||||||
5,353 | National Fuel Gas Co. | 304,479 | 0.1 | |||||||||||
10,152 | NextEra Energy, Inc. | 1,323,821 | 0.3 | |||||||||||
3,298 | OGE Energy Corp. | 108,009 | 0.0 | |||||||||||
2,240 | ONE Gas, Inc. | 149,162 | 0.0 | |||||||||||
27,062 | PG&E Corp. | 1,729,803 | 0.4 | |||||||||||
3,048 | Questar Corp. | 77,328 | 0.0 | |||||||||||
20,554 | Southern Co. | 1,102,311 | 0.3 | |||||||||||
14,009 | Suez | 218,507 | 0.1 | |||||||||||
8,944 | @ | Talen Energy Corp. | 121,191 | 0.0 | ||||||||||
14,000 | Toho Gas Co., Ltd. | 114,558 | 0.0 | |||||||||||
50,000 | Tokyo Gas Co., Ltd. | 206,438 | 0.0 | |||||||||||
8,562 | UGI Corp. | 387,430 | 0.1 | |||||||||||
2,079 | Westar Energy, Inc. | 116,611 | 0.0 | |||||||||||
9,625,839 | 2.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $225,121,741) | 232,429,588 | 54.2 | ||||||||||||
EXCHANGE-TRADED FUNDS: 9.8% | ||||||||||||||
250,313 | iShares MSCI Emerging Markets Index Fund | 8,600,755 | 2.0 | |||||||||||
83,758 | iShares Russell 1000 Value Index Fund | 8,648,851 | 2.0 | |||||||||||
1,800 | iShares S&P MidCap 400 Index Fund | 268,902 | 0.1 | |||||||||||
370,707 | PowerShares Senior Loan Portfolio | 8,515,140 | 2.0 | |||||||||||
120,095 | SPDR Barclays Capital High Yield Bond | 4,287,391 | 1.0 | |||||||||||
103,573 | SPDR Dow Jones International Real Estate | 4,294,136 | 1.0 |
See Accompanying Notes to Financial Statements
5 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
EXCHANGE-TRADED FUNDS: (continued) | ||||||||||||||
48,489 | Vanguard REIT | 4,299,520 | 1.0 | |||||||||||
57,228 | Vanguard Total International Bond | 3,187,600 | 0.7 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $43,708,987) | 42,102,295 | 9.8 | ||||||||||||
MUTUAL FUNDS: 8.5% | ||||||||||||||
Affiliated Investment Companies: 7.0% | ||||||||||||||
1,312,257 | Voya Floating Rate Fund Class P | 12,820,747 | 3.0 | |||||||||||
2,206,150 | Voya High Yield Bond Fund - Class P | 17,141,783 | 4.0 | |||||||||||
29,962,530 | 7.0 | |||||||||||||
Unaffiliated Investment Companies: 1.5% | ||||||||||||||
1,245,941 | @ | Credit Suisse Commodity Return Strategy Fund - Class I | 6,379,216 | 1.5 | ||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $37,384,044) | 36,341,746 | 8.5 | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
Consumer Staples: 0.0% | ||||||||||||||
1,748 | Henkel AG & Co. KGaA | 213,625 | 0.0 | |||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $199,715) | 213,625 | 0.0 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Energy: 0.0% | ||||||||||||||
6,006 | @ | Repsol SA | 1,953 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $1,971) | 1,953 | 0.0 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 8.0% | ||||||||||||||
Basic Materials: 0.1% | ||||||||||||||
30,000 | Albemarle Corp., 3.000%, 12/01/19 | 30,430 | 0.0 | |||||||||||
60,000 | ArcelorMittal, 6.500%, 03/01/21 | 61,950 | 0.0 | |||||||||||
29,000 | Barrick Gold Corp., 4.100%, 05/01/23 | 30,708 | 0.0 | |||||||||||
105,000 | Eastman Chemical Co., 2.700%, 01/15/20 | 108,086 | 0.1 | |||||||||||
67,000 | # | Georgia-Pacific LLC, 2.539%, 11/15/19 | 68,669 | 0.0 | ||||||||||
27,000 | # | Glencore Funding LLC, 2.500%, 01/15/19 | 26,089 | 0.0 | ||||||||||
84,000 | # | Glencore Funding LLC, 2.875%, 04/16/20 | 79,029 | 0.0 | ||||||||||
31,000 | Goldcorp, Inc., 3.700%, 03/15/23 | 31,606 | 0.0 | |||||||||||
436,567 | 0.1 | |||||||||||||
Communications: 0.9% | ||||||||||||||
73,000 | 21st Century Fox America, Inc., 3.000%, 09/15/22 | 76,332 | 0.0 | |||||||||||
69,000 | 21st Century Fox America, Inc., 6.900%, 03/01/19 | 78,555 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
85,000 | AT&T, Inc., 2.300%, 03/11/19 | 86,881 | 0.0 | |||||||||||
96,000 | AT&T, Inc., 2.800%, 02/17/21 | 98,614 | 0.0 | |||||||||||
69,000 | AT&T, Inc., 3.600%, 02/17/23 | 72,331 | 0.0 | |||||||||||
51,000 | AT&T, Inc., 3.800%, 03/15/22 | 54,399 | 0.0 | |||||||||||
139,000 | AT&T, Inc., 4.125%, 02/17/26 | 149,611 | 0.1 | |||||||||||
161,000 | AT&T, Inc., 4.800%, 06/15/44 | 166,518 | 0.1 | |||||||||||
118,000 | AT&T, Inc., 5.150%, 03/15/42 | 127,488 | 0.1 | |||||||||||
79,000 | AT&T, Inc., 5.350%, 09/01/40 | 86,772 | 0.0 | |||||||||||
50,000 | CBS Corp., 4.600%, 01/15/45 | 49,784 | 0.0 | |||||||||||
89,000 | CC Holdings GS V LLC / Crown Castle GS III Corp., 2.381%, 12/15/17 | 90,188 | 0.0 | |||||||||||
23,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/23 | 23,345 | 0.0 | |||||||||||
55,000 | CenturyLink, Inc., 6.750%, 12/01/23 | 54,244 | 0.0 | |||||||||||
32,000 | # | Charter Communications Operating LLC 4.908, 4.908%, 07/23/25 | 34,940 | 0.0 | ||||||||||
63,000 | # | Charter Communications Operating LLC, 4.464%, 07/23/22 | 67,918 | 0.0 | ||||||||||
119,000 | Cisco Systems, Inc., 1.650%, 06/15/18 | 120,582 | 0.1 | |||||||||||
142,000 | Comcast Corp., 3.150%, 03/01/26 | 151,215 | 0.1 | |||||||||||
120,000 | DISH DBS Corp., 5.875%, 07/15/22 | 117,000 | 0.1 | |||||||||||
42,000 | eBay, Inc., 2.500%, 03/09/18 | 42,784 | 0.0 | |||||||||||
62,000 | eBay, Inc., 2.875%, 08/01/21 | 64,108 | 0.0 | |||||||||||
102,000 | eBay, Inc., 4.000%, 07/15/42 | 86,341 | 0.0 | |||||||||||
200,000 | #,L | Millicom International Cellular SA, 4.750%, 05/22/20 | 201,750 | 0.1 | ||||||||||
70,000 | Netflix, Inc., 5.750%, 03/01/24 | 73,325 | 0.0 | |||||||||||
20,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 20,475 | 0.0 | ||||||||||
39,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/19 | 39,845 | 0.0 | |||||||||||
100,000 | TEGNA, Inc., 6.375%, 10/15/23 | 106,625 | 0.0 | |||||||||||
200,000 | # | Telefonica Chile SA, 3.875%, 10/12/22 | 207,529 | 0.1 | ||||||||||
54,000 | Thomson Reuters Corp., 6.500%, 07/15/18 | 59,237 | 0.0 | |||||||||||
94,000 | Time Warner Cable, Inc., 5.350%, 12/15/43 | 108,169 | 0.0 | |||||||||||
71,000 | Time Warner Cable, Inc., 5.875%, 11/15/40 | 77,618 | 0.0 | |||||||||||
60,000 | Time Warner, Inc., 4.050%, 12/15/23 | 66,279 | 0.0 | |||||||||||
60,000 | Time Warner, Inc., 4.850%, 07/15/45 | 65,541 | 0.0 |
See Accompanying Notes to Financial Statements
6 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
100,000 | T-Mobile USA, Inc., 5.250%, 09/01/18 | 102,125 | 0.0 | |||||||||||
120,000 | Verizon Communications, Inc., 3.000%, 11/01/21 | 125,974 | 0.1 | |||||||||||
64,000 | Verizon Communications, Inc., 3.500%, 11/01/24 | 68,312 | 0.0 | |||||||||||
61,000 | Verizon Communications, Inc., 3.650%, 09/14/18 | 64,133 | 0.0 | |||||||||||
44,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 48,247 | 0.0 | |||||||||||
78,000 | Verizon Communications, Inc., 5.012%, 08/21/54 | 83,195 | 0.0 | |||||||||||
84,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 93,556 | 0.0 | |||||||||||
56,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 65,344 | 0.0 | |||||||||||
85,000 | Walt Disney Co/The, 1.500%, 09/17/18 | 86,324 | 0.0 | |||||||||||
3,663,553 | 0.9 | |||||||||||||
Consumer, Cyclical: 0.5% | ||||||||||||||
60,000 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/29 | 62,035 | 0.0 | |||||||||||
86,000 | American Honda Finance Corp., 1.500%, 03/13/18 | 86,864 | 0.1 | |||||||||||
81,000 | CVS Health Corp., 2.800%, 07/20/20 | 84,390 | 0.0 | |||||||||||
53,000 | CVS Health Corp., 3.500%, 07/20/22 | 57,148 | 0.0 | |||||||||||
65,000 | CVS Health Corp., 5.125%, 07/20/45 | 80,911 | 0.0 | |||||||||||
35,000 | Daimler Finance North America LLC, 1.500%, 07/05/19 | 34,948 | 0.0 | |||||||||||
49,000 | Ford Motor Co., 4.750%, 01/15/43 | 51,921 | 0.0 | |||||||||||
200,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/25 | 214,942 | 0.1 | |||||||||||
143,000 | Ford Motor Credit Co. LLC, 8.125%, 01/15/20 | 170,699 | 0.1 | |||||||||||
49,000 | General Motors Co., 6.600%, 04/01/36 | 56,377 | 0.0 | |||||||||||
48,000 | General Motors Financial Co., Inc., 3.100%, 01/15/19 | 49,065 | 0.0 | |||||||||||
80,000 | General Motors Financial Co., Inc., 3.200%, 07/06/21 | 80,322 | 0.0 | |||||||||||
70,000 | General Motors Financial Co., Inc., 4.200%, 03/01/21 | 73,314 | 0.0 | |||||||||||
23,000 | General Motors Financial Co., Inc., 4.300%, 07/13/25 | 23,652 | 0.0 | |||||||||||
54,000 | General Motors Financial Co., Inc., 2.400%, 05/09/19 | 54,102 | 0.0 | |||||||||||
37,000 | Kohl's Corp., 5.550%, 07/17/45 | 34,600 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
80,000 | Lowe's Cos, Inc., 3.700%, 04/15/46 | 82,540 | 0.0 | |||||||||||
63,000 | McDonald's Corp., 2.100%, 12/07/18 | 64,510 | 0.0 | |||||||||||
70,000 | McDonald's Corp., 4.875%, 12/09/45 | 81,957 | 0.0 | |||||||||||
112,000 | MDC Holdings, Inc., 6.000%, 01/15/43 | 86,520 | 0.1 | |||||||||||
42,000 | Newell Rubbermaid, Inc., 2.150%, 10/15/18 | 42,468 | 0.0 | |||||||||||
40,000 | Newell Rubbermaid, Inc., 2.875%, 12/01/19 | 41,140 | 0.0 | |||||||||||
60,000 | Newell Rubbermaid, Inc., 4.200%, 04/01/26 | 65,152 | 0.0 | |||||||||||
113,000 | Toll Brothers Finance Corp., 6.750%, 11/01/19 | 127,690 | 0.1 | |||||||||||
53,000 | Toyota Motor Credit Corp., 1.450%, 01/12/18 | 53,398 | 0.0 | |||||||||||
50,000 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | 50,937 | 0.0 | |||||||||||
70,000 | Walgreens Boots Alliance, Inc., 3.100%, 06/01/23 | 71,274 | 0.0 | |||||||||||
43,000 | Whirlpool Corp., 1.650%, 11/01/17 | 43,283 | 0.0 | |||||||||||
2,026,159 | 0.5 | |||||||||||||
Consumer, Non-cyclical: 1.5% | ||||||||||||||
86,000 | Abbott Laboratories, 2.000%, 03/15/20 | 87,256 | 0.0 | |||||||||||
64,000 | AbbVie, Inc., 2.500%, 05/14/20 | 65,574 | 0.0 | |||||||||||
60,000 | AbbVie, Inc., 2.850%, 05/14/23 | 60,676 | 0.0 | |||||||||||
30,000 | AbbVie, Inc., 3.200%, 11/06/22 | 31,068 | 0.0 | |||||||||||
80,000 | AbbVie, Inc., 3.200%, 05/14/26 | 81,054 | 0.0 | |||||||||||
90,000 | AbbVie, Inc., 4.450%, 05/14/46 | 91,703 | 0.0 | |||||||||||
90,000 | Actavis Funding SCS, 2.350%, 03/12/18 | 91,264 | 0.0 | |||||||||||
59,000 | Aetna, Inc., 2.800%, 06/15/23 | 60,408 | 0.0 | |||||||||||
103,000 | Aetna, Inc., 4.375%, 06/15/46 | 107,080 | 0.1 | |||||||||||
55,000 | Aetna, Inc., 1.900%, 06/07/19 | 55,760 | 0.0 | |||||||||||
49,000 | Altria Group, Inc., 9.700%, 11/10/18 | 58,416 | 0.0 | |||||||||||
51,000 | Amsurg Corp., 5.625%, 07/15/22 | 52,594 | 0.0 | |||||||||||
59,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/21 | 61,204 | 0.0 | |||||||||||
327,000 | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | 350,687 | 0.1 | |||||||||||
57,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | 64,337 | 0.0 | |||||||||||
151,000 | AstraZeneca PLC, 1.750%, 11/16/18 | 153,047 | 0.1 | |||||||||||
70,000 | Automatic Data Processing, Inc., 3.375%, 09/15/25 | 76,606 | 0.0 |
See Accompanying Notes to Financial Statements
7 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
43,000 | # | BAT International Finance PLC, 1.850%, 06/15/18 | 43,482 | 0.0 | ||||||||||
60,000 | # | BAT International Finance PLC, 3.500%, 06/15/22 | 64,432 | 0.0 | ||||||||||
64,000 | Becton Dickinson & Co., 2.675%, 12/15/19 | 65,880 | 0.0 | |||||||||||
64,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 64,550 | 0.0 | |||||||||||
59,000 | Becton Dickinson and Co., 5.000%, 05/15/19 | 64,430 | 0.0 | |||||||||||
32,000 | Biogen, Inc., 4.050%, 09/15/25 | 34,528 | 0.0 | |||||||||||
42,000 | Cardinal Health, Inc., 1.950%, 06/15/18 | 42,507 | 0.0 | |||||||||||
61,000 | Cardinal Health, Inc., 2.400%, 11/15/19 | 62,566 | 0.0 | |||||||||||
104,000 | Celgene Corp., 2.250%, 05/15/19 | 105,807 | 0.1 | |||||||||||
42,000 | Celgene Corp., 2.125%, 08/15/18 | 42,650 | 0.0 | |||||||||||
30,000 | Danaher Corp., 3.350%, 09/15/25 | 33,145 | 0.0 | |||||||||||
40,000 | Express Scripts Holding Co., 3.400%, 03/01/27 | 40,133 | 0.0 | |||||||||||
60,000 | Express Scripts Holding Co., 3.000%, 07/15/23 | 60,179 | 0.0 | |||||||||||
100,000 | General Mills, Inc., 2.200%, 10/21/19 | 102,480 | 0.1 | |||||||||||
85,000 | Gilead Sciences, Inc., 1.850%, 09/04/18 | 86,535 | 0.0 | |||||||||||
80,000 | Gilead Sciences, Inc., 3.500%, 02/01/25 | 85,418 | 0.0 | |||||||||||
120,000 | Gilead Sciences, Inc., 3.650%, 03/01/26 | 130,719 | 0.1 | |||||||||||
80,000 | # | Kraft Heinz Foods Co., 2.800%, 07/02/20 | 83,160 | 0.0 | ||||||||||
48,000 | # | Kraft Heinz Foods Co., 3.950%, 07/15/25 | 52,312 | 0.0 | ||||||||||
60,000 | # | Kraft Heinz Foods Co., 4.375%, 06/01/46 | 63,765 | 0.0 | ||||||||||
20,000 | Humana, Inc., 3.150%, 12/01/22 | 20,567 | 0.0 | |||||||||||
200,000 | # | Imperial Brands Finance PLC, 2.950%, 07/21/20 | 206,171 | 0.1 | ||||||||||
64,000 | JM Smucker Co., 1.750%, 03/15/18 | 64,531 | 0.0 | |||||||||||
70,000 | Johnson & Johnson, 2.450%, 03/01/26 | 72,481 | 0.0 | |||||||||||
85,000 | # | Kraft Heinz Foods Co., 2.000%, 07/02/18 | 86,203 | 0.0 | ||||||||||
42,000 | Kroger Co., 2.000%, 01/15/19 | 42,710 | 0.0 | |||||||||||
122,000 | Kroger Co., 2.300%, 01/15/19 | 124,553 | 0.1 | |||||||||||
64,000 | Laboratory Corp. of America Holdings, 2.200%, 08/23/17 | 64,472 | 0.0 | |||||||||||
150,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 153,351 | 0.1 | |||||||||||
60,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/22 | 62,149 | 0.0 | |||||||||||
43,000 | McKesson Corp., 1.400%, 03/15/18 | 43,092 | 0.0 | |||||||||||
74,000 | McKesson Corp., 2.284%, 03/15/19 | 75,710 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
40,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/20 | 41,834 | 0.0 | |||||||||||
86,000 | Medtronic, Inc., 1.375%, 04/01/18 | 86,566 | 0.0 | |||||||||||
94,000 | Medtronic, Inc., 3.150%, 03/15/22 | 100,405 | 0.1 | |||||||||||
99,000 | Medtronic, Inc., 3.500%, 03/15/25 | 108,096 | 0.1 | |||||||||||
68,000 | Medtronic, Inc., 4.375%, 03/15/35 | 76,832 | 0.0 | |||||||||||
160,000 | Merck & Co., Inc., 2.350%, 02/10/22 | 164,966 | 0.1 | |||||||||||
40,000 | Molson Coors Brewing Co., 1.450%, 07/15/19 | 40,098 | 0.0 | |||||||||||
40,000 | # | Mylan NV, 2.500%, 06/07/19 | 40,560 | 0.0 | ||||||||||
61,000 | # | Mylan NV, 3.150%, 06/15/21 | 62,015 | 0.0 | ||||||||||
40,000 | # | Mylan NV, 3.750%, 12/15/20 | 41,749 | 0.0 | ||||||||||
64,000 | # | Mylan NV, 3.950%, 06/15/26 | 64,874 | 0.0 | ||||||||||
115,000 | Mylan, Inc., 2.600%, 06/24/18 | 116,516 | 0.1 | |||||||||||
110,000 | Novartis Capital Corp., 4.000%, 11/20/45 | 125,821 | 0.1 | |||||||||||
64,000 | PepsiCo, Inc., 1.250%, 04/30/18 | 64,359 | 0.0 | |||||||||||
89,000 | PepsiCo, Inc., 4.450%, 04/14/46 | 104,209 | 0.1 | |||||||||||
97,000 | Pfizer, Inc., 1.450%, 06/03/19 | 97,846 | 0.0 | |||||||||||
46,000 | Pfizer, Inc., 2.750%, 06/03/26 | 47,523 | 0.0 | |||||||||||
84,000 | Pfizer, Inc., 4.400%, 05/15/44 | 95,643 | 0.0 | |||||||||||
70,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 77,138 | 0.0 | |||||||||||
60,000 | Philip Morris International, Inc., 5.650%, 05/16/18 | 65,197 | 0.0 | |||||||||||
47,000 | Procter & Gamble Co, 1.600%, 11/15/18 | 48,017 | 0.0 | |||||||||||
63,000 | Reynolds American, Inc., 2.300%, 06/12/18 | 64,050 | 0.0 | |||||||||||
10,000 | Reynolds American, Inc., 4.450%, 06/12/25 | 11,194 | 0.0 | |||||||||||
30,000 | Reynolds American, Inc., 5.700%, 08/15/35 | 36,642 | 0.0 | |||||||||||
71,000 | Reynolds American, Inc., 5.850%, 08/15/45 | 91,132 | 0.0 | |||||||||||
79,000 | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 73,865 | 0.0 | |||||||||||
86,000 | Sanofi, 1.250%, 04/10/18 | 86,582 | 0.0 | |||||||||||
56,000 | St Jude Medical, Inc., 2.800%, 09/15/20 | 57,791 | 0.0 | |||||||||||
64,000 | St Jude Medical, Inc., 2.000%, 09/15/18 | 64,766 | 0.0 | |||||||||||
43,000 | Stryker Corp., 1.300%, 04/01/18 | 43,029 | 0.0 | |||||||||||
30,000 | Sysco Corp., 1.900%, 04/01/19 | 30,381 | 0.0 | |||||||||||
30,000 | Sysco Corp., 2.500%, 07/15/21 | 30,695 | 0.0 | |||||||||||
60,000 | Sysco Corp., 2.600%, 10/01/20 | 62,020 | 0.0 |
See Accompanying Notes to Financial Statements
8 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
42,000 | Thermo Fisher Scientific, Inc., 2.150%, 12/14/18 | 42,502 | 0.0 | |||||||||||
50,000 | # | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | 44,375 | 0.0 | ||||||||||
100,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 86,270 | 0.0 | ||||||||||
67,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 68,366 | 0.0 | ||||||||||
50,000 | Zimmer Biomet Holdings, Inc., 4.450%, 08/15/45 | 51,125 | 0.0 | |||||||||||
6,508,451 | 1.5 | |||||||||||||
Diversified: 0.0% | ||||||||||||||
90,000 | MUFG Americas Holdings Corp., 2.250%, 02/10/20 | 90,703 | 0.0 | |||||||||||
Energy: 0.9% | ||||||||||||||
70,000 | Anadarko Petroleum Corp., 4.850%, 03/15/21 | 74,327 | 0.0 | |||||||||||
8,000 | Anadarko Petroleum Corp., 6.375%, 09/15/17 | 8,423 | 0.0 | |||||||||||
55,000 | Antero Resources Corp., 5.375%, 11/01/21 | 54,175 | 0.0 | |||||||||||
110,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/26 | 115,813 | 0.0 | |||||||||||
70,000 | BP Capital Markets PLC, 2.315%, 02/13/20 | 71,694 | 0.0 | |||||||||||
56,000 | BP Capital Markets PLC, 3.062%, 03/17/22 | 57,915 | 0.0 | |||||||||||
50,000 | BP Capital Markets PLC, 3.119%, 05/04/26 | 50,929 | 0.0 | |||||||||||
15,000 | BP Capital Markets PLC, 1.674%, 02/13/18 | 15,119 | 0.0 | |||||||||||
34,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 31,637 | 0.0 | |||||||||||
82,000 | Chevron Corp., 2.100%, 05/16/21 | 83,684 | 0.0 | |||||||||||
119,000 | Chevron Corp., 2.419%, 11/17/20 | 122,837 | 0.1 | |||||||||||
120,000 | Chevron Corp., 2.954%, 05/16/26 | 124,067 | 0.1 | |||||||||||
85,000 | Chevron Corp., 1.790%, 11/16/18 | 86,167 | 0.0 | |||||||||||
43,000 | Columbia Pipeline Group, Inc., 2.450%, 06/01/18 | 43,159 | 0.0 | |||||||||||
21,000 | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | 22,624 | 0.0 | |||||||||||
70,000 | L | ConocoPhillips Co., 4.950%, 03/15/26 | 79,500 | 0.0 | ||||||||||
79,000 | Enable Midstream Partners L.P., 3.900%, 05/15/24 | 70,560 | 0.0 | |||||||||||
114,000 | Enbridge Energy Partners L.P., 9.875%, 03/01/19 | 130,794 | 0.1 | |||||||||||
15,000 | Enbridge, Inc., 3.500%, 06/10/24 | 14,385 | 0.0 | |||||||||||
129,000 | Energy Transfer Partners L.P., 9.700%, 03/15/19 | 146,140 | 0.1 | |||||||||||
21,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 22,031 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
45,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 47,040 | 0.0 | |||||||||||
60,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 64,943 | 0.0 | |||||||||||
65,000 | Enterprise Products Operating LLC, 1.650%, 05/07/18 | 65,184 | 0.0 | |||||||||||
64,000 | Exxon Mobil Corp., 1.708%, 03/01/19 | 65,065 | 0.0 | |||||||||||
58,000 | Exxon Mobil Corp., 2.222%, 03/01/21 | 59,846 | 0.0 | |||||||||||
60,000 | Exxon Mobil Corp., 2.726%, 03/01/23 | 62,728 | 0.0 | |||||||||||
71,000 | Exxon Mobil Corp., 3.043%, 03/01/26 | 75,267 | 0.0 | |||||||||||
34,000 | FMC Technologies, Inc., 3.450%, 10/01/22 | 32,472 | 0.0 | |||||||||||
15,000 | # | Hilcorp Energy I L.P./Hilcorp Finance Co., 5.000%, 12/01/24 | 14,061 | 0.0 | ||||||||||
100,000 | KazMunayGas National Co. JSC, 7.000%, 05/05/20 | 109,354 | 0.0 | |||||||||||
25,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/24 | 25,366 | 0.0 | |||||||||||
89,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/24 | 89,945 | 0.0 | |||||||||||
76,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 75,306 | 0.0 | |||||||||||
80,000 | # | Kinder Morgan Finance Co. LLC, 6.000%, 01/15/18 | 84,207 | 0.0 | ||||||||||
16,000 | L | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 16,420 | 0.0 | ||||||||||
37,000 | Marathon Petroleum Corp., 5.000%, 09/15/54 | 31,132 | 0.0 | |||||||||||
71,000 | Marathon Petroleum Corp., 6.500%, 03/01/41 | 75,870 | 0.0 | |||||||||||
83,000 | Occidental Petroleum Corp., 3.500%, 06/15/25 | 87,849 | 0.0 | |||||||||||
60,000 | ONEOK Partners L.P., 2.000%, 10/01/17 | 59,936 | 0.0 | |||||||||||
45,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 44,014 | 0.0 | |||||||||||
41,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.500%, 04/15/23 | 41,407 | 0.0 | |||||||||||
200,000 | # | Reliance Industries Ltd., 5.875%, 12/31/49 | 203,990 | 0.1 | ||||||||||
129,000 | Shell International Finance BV, 1.625%, 11/10/18 | 130,353 | 0.1 | |||||||||||
60,000 | Shell International Finance BV, 2.250%, 11/10/20 | 61,627 | 0.0 | |||||||||||
110,000 | Shell International Finance BV, 3.250%, 05/11/25 | 115,589 | 0.0 | |||||||||||
20,000 | Shell International Finance BV, 4.375%, 05/11/45 | 21,739 | 0.0 |
See Accompanying Notes to Financial Statements
9 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
145,000 | Shell International Finance BV, 4.000%, 05/10/46 | 148,386 | 0.1 | |||||||||||
64,000 | Statoil ASA, 1.950%, 11/08/18 | 64,892 | 0.0 | |||||||||||
100,000 | Statoil ASA, 2.450%, 01/17/23 | 101,371 | 0.0 | |||||||||||
23,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/24 | 23,279 | 0.0 | |||||||||||
40,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/45 | 39,807 | 0.0 | |||||||||||
90,000 | Transocean, Inc., 5.050%, 10/15/22 | 64,125 | 0.0 | |||||||||||
125,000 | Williams Partners L.P., 3.600%, 03/15/22 | 118,496 | 0.1 | |||||||||||
50,000 | # | YPF SA, 8.500%, 07/28/25 | 53,013 | 0.0 | ||||||||||
200,000 | # | YPF SA, 8.875%, 12/19/18 | 216,000 | 0.1 | ||||||||||
4,016,059 | 0.9 | |||||||||||||
Financial: 2.9% | ||||||||||||||
210,000 | # | ABN AMRO Bank NV, 2.450%, 06/04/20 | 214,951 | 0.1 | ||||||||||
200,000 | #,L | ABN AMRO Bank NV, 4.800%, 04/18/26 | 208,435 | 0.1 | ||||||||||
277,000 | Aegon NV, 1.740%, 07/29/49 | 158,582 | 0.1 | |||||||||||
19,000 | American International Group, Inc., 3.750%, 07/10/25 | 19,410 | 0.0 | |||||||||||
7,000 | American International Group, Inc., 8.175%, 05/15/68 | 8,816 | 0.0 | |||||||||||
128,000 | American Express Credit Corp., 1.800%, 07/31/18 | 129,172 | 0.1 | |||||||||||
77,000 | American Tower Corp., 3.500%, 01/31/23 | 79,804 | 0.0 | |||||||||||
38,000 | Aon PLC, 2.800%, 03/15/21 | 39,077 | 0.0 | |||||||||||
150,000 | # | Athene Global Funding, 2.875%, 10/23/18 | 148,888 | 0.1 | ||||||||||
90,000 | Bank of America Corp., 1.950%, 05/12/18 | 90,570 | 0.0 | |||||||||||
84,000 | Bank of America Corp., 2.600%, 01/15/19 | 86,007 | 0.0 | |||||||||||
47,000 | Bank of America Corp., 2.625%, 10/19/20 | 47,802 | 0.0 | |||||||||||
103,000 | Bank of America Corp., 3.875%, 08/01/25 | 109,838 | 0.0 | |||||||||||
17,000 | Bank of America Corp., 3.950%, 04/21/25 | 17,317 | 0.0 | |||||||||||
66,000 | Bank of America Corp., 4.125%, 01/22/24 | 71,218 | 0.0 | |||||||||||
25,000 | Bank of America Corp., 4.250%, 10/22/26 | 25,995 | 0.0 | |||||||||||
25,000 | Bank of America Corp., 4.200%, 08/26/24 | 25,899 | 0.0 | |||||||||||
47,000 | Bank of America Corp., 4.000%, 04/01/24 | 50,268 | 0.0 | |||||||||||
30,000 | Bank of America Corp., 4.750%, 04/21/45 | 30,791 | 0.0 | |||||||||||
120,000 | Bank of New York Mellon Corp., 2.050%, 05/03/21 | 121,981 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
83,000 | Bank of New York Mellon Corp., 2.600%, 08/17/20 | 86,132 | 0.0 | |||||||||||
128,000 | Bank of Nova Scotia/The, 1.700%, 06/11/18 | 129,214 | 0.1 | |||||||||||
200,000 | # | Bank of Tokyo-Mitsubishi UFJ Ltd./The, 2.300%, 03/05/20 | 203,277 | 0.1 | ||||||||||
197,000 | # | Barclays Bank PLC, 6.050%, 12/04/17 | 206,448 | 0.1 | ||||||||||
200,000 | Barclays PLC, 3.250%, 01/12/21 | 199,869 | 0.1 | |||||||||||
86,000 | BB&T Corp., 1.450%, 01/12/18 | 86,357 | 0.0 | |||||||||||
70,000 | Berkshire Hathaway, Inc., 2.750%, 03/15/23 | 72,418 | 0.0 | |||||||||||
32,000 | # | BNP Paribas SA, 4.375%, 09/28/25 | 32,526 | 0.0 | ||||||||||
200,000 | # | BPCE SA, 5.700%, 10/22/23 | 215,238 | 0.1 | ||||||||||
80,000 | Chubb INA Holdings, Inc., 2.300%, 11/03/20 | 82,235 | 0.0 | |||||||||||
86,000 | Citigroup, Inc., 2.050%, 12/07/18 | 86,734 | 0.0 | |||||||||||
84,000 | Citigroup, Inc., 2.500%, 07/29/19 | 85,628 | 0.0 | |||||||||||
90,000 | Citigroup, Inc., 4.450%, 09/29/27 | 92,732 | 0.0 | |||||||||||
106,000 | Citigroup, Inc., 4.750%, 05/18/46 | 106,628 | 0.0 | |||||||||||
25,000 | Citigroup, Inc., 4.000%, 08/05/24 | 25,754 | 0.0 | |||||||||||
38,000 | Citigroup, Inc., 5.500%, 09/13/25 | 42,694 | 0.0 | |||||||||||
40,000 | Citigroup, Inc., 6.675%, 09/13/43 | 51,567 | 0.0 | |||||||||||
500,000 | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | 507,033 | 0.1 | |||||||||||
107,000 | # | Commonwealth Bank of Australia, 2.850%, 05/18/26 | 108,585 | 0.0 | ||||||||||
260,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.375%, 08/04/25 | 272,216 | 0.1 | |||||||||||
116,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.500%, 01/11/21 | 128,976 | 0.1 | |||||||||||
114,000 | Corporate Office Properties L.P., 3.700%, 06/15/21 | 115,419 | 0.0 | |||||||||||
52,000 | Credit Suisse Group Funding Guernsey Ltd., 3.750%, 03/26/25 | 51,013 | 0.0 | |||||||||||
77,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | 77,449 | 0.0 | |||||||||||
250,000 | Credit Suisse/New York NY, 1.750%, 01/29/18 | 250,265 | 0.1 | |||||||||||
132,000 | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/20 | 130,449 | 0.1 |
See Accompanying Notes to Financial Statements
10 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
107,000 | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | 108,669 | 0.0 | |||||||||||
70,000 | Duke Realty L.P., 3.250%, 06/30/26 | 71,157 | 0.0 | |||||||||||
136,000 | Equity One, Inc., 3.750%, 11/15/22 | 138,482 | 0.1 | |||||||||||
116,000 | Fifth Third Bancorp, 4.500%, 06/01/18 | 122,385 | 0.0 | |||||||||||
95,000 | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | 96,336 | 0.0 | |||||||||||
91,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 93,181 | 0.0 | |||||||||||
50,000 | Goldman Sachs Group, Inc., 2.625%, 04/25/21 | 50,768 | 0.0 | |||||||||||
107,000 | Goldman Sachs Group, Inc., 2.600%, 04/23/20 | 108,886 | 0.0 | |||||||||||
90,000 | Goldman Sachs Group, Inc., 2.750%, 09/15/20 | 91,965 | 0.0 | |||||||||||
89,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | 94,567 | 0.0 | |||||||||||
64,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/25 | 66,356 | 0.0 | |||||||||||
42,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/45 | 43,934 | 0.0 | |||||||||||
76,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 94,086 | 0.0 | |||||||||||
52,000 | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | 67,387 | 0.0 | |||||||||||
100,000 | # | HBOS PLC, 6.750%, 05/21/18 | 107,510 | 0.0 | ||||||||||
25,000 | HCP, Inc., 3.875%, 08/15/24 | 25,192 | 0.0 | |||||||||||
25,000 | HCP, Inc., 4.000%, 06/01/25 | 25,262 | 0.0 | |||||||||||
105,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 107,063 | 0.0 | |||||||||||
200,000 | # | ING Bank NV, 2.000%, 11/26/18 | 202,199 | 0.1 | ||||||||||
181,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 199,180 | 0.1 | ||||||||||
400,000 | Intesa Sanpaolo SpA, 3.875%, 01/15/19 | 411,368 | 0.1 | |||||||||||
74,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 74,376 | 0.0 | |||||||||||
86,000 | JPMorgan Chase & Co., 1.700%, 03/01/18 | 86,499 | 0.0 | |||||||||||
89,000 | JPMorgan Chase & Co., 2.550%, 10/29/20 | 90,994 | 0.0 | |||||||||||
80,000 | JPMorgan Chase & Co., 2.550%, 03/01/21 | 81,683 | 0.0 | |||||||||||
70,000 | JPMorgan Chase & Co., 3.875%, 09/10/24 | 72,551 | 0.0 | |||||||||||
84,000 | JPMorgan Chase & Co., 3.900%, 07/15/25 | 90,879 | 0.0 | |||||||||||
72,000 | JPMorgan Chase & Co., 4.125%, 12/15/26 | 76,489 | 0.0 | |||||||||||
75,000 | JPMorgan Chase & Co., 6.100%, 10/29/49 | 77,437 | 0.0 | |||||||||||
109,000 | JPMorgan Chase & Co., 6.000%, 12/29/49 | 111,589 | 0.0 | |||||||||||
62,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 64,325 | 0.0 | |||||||||||
250,000 | Manufacturers & Traders Trust Co., 2.100%, 02/06/20 | 253,081 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
45,000 | # | Mizuho Bank Ltd., 2.150%, 10/20/18 | 45,642 | 0.0 | ||||||||||
200,000 | #,L | Mizuho Financial Group, Inc., 3.477%, 04/12/26 | 213,663 | 0.1 | ||||||||||
168,000 | Morgan Stanley, 2.450%, 02/01/19 | 171,261 | 0.1 | |||||||||||
60,000 | Morgan Stanley, 3.875%, 01/27/26 | 64,008 | 0.0 | |||||||||||
55,000 | Morgan Stanley, 3.875%, 04/29/24 | 58,998 | 0.0 | |||||||||||
45,000 | Morgan Stanley, 3.950%, 04/23/27 | 45,490 | 0.0 | |||||||||||
90,000 | Morgan Stanley, 4.000%, 07/23/25 | 96,601 | 0.0 | |||||||||||
70,000 | MPT Operating Partnership L.P./MPT Finance Corp., 6.375%, 02/15/22 | 72,887 | 0.0 | |||||||||||
80,000 | # | New York Life Global Funding, 1.550%, 11/02/18 | 80,770 | 0.0 | ||||||||||
50,000 | Omega Healthcare Investors, 4.375%, 08/01/23 | 49,870 | 0.0 | |||||||||||
25,000 | Principal Financial Group, Inc., 3.400%, 05/15/25 | 25,658 | 0.0 | |||||||||||
70,000 | # | Principal Life Global Funding II, 2.625%, 11/19/20 | 72,118 | 0.0 | ||||||||||
108,000 | Regions Financial Corp., 2.000%, 05/15/18 | 108,236 | 0.0 | |||||||||||
60,000 | Retail Opportunity Investments Partnership L.P., 4.000%, 12/15/24 | 59,112 | 0.0 | |||||||||||
129,000 | Royal Bank of Canada, 1.500%, 01/16/18 | 129,563 | 0.1 | |||||||||||
60,000 | Santander Holdings USA, Inc., 2.700%, 05/24/19 | 60,189 | 0.0 | |||||||||||
175,000 | Santander Holdings USA, Inc./PA, 2.650%, 04/17/20 | 172,977 | 0.1 | |||||||||||
70,000 | Santander UK Group Holdings PLC, 2.875%, 10/16/20 | 69,599 | 0.0 | |||||||||||
70,000 | Santander UK PLC, 2.375%, 03/16/20 | 70,182 | 0.0 | |||||||||||
127,000 | Santander UK PLC, 2.500%, 03/14/19 | 128,357 | 0.0 | |||||||||||
73,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | 75,591 | 0.0 | ||||||||||
22,000 | Senior Housing Properties Trust, 6.750%, 12/15/21 | 24,945 | 0.0 | |||||||||||
250,000 | Sumitomo Mitsui Banking Corp., 2.450%, 01/16/20 | 255,628 | 0.1 | |||||||||||
100,000 | SunTrust Bank/Atlanta GA, 3.300%, 05/15/26 | 101,077 | 0.0 | |||||||||||
60,000 | Synchrony Financial, 3.000%, 08/15/19 | 61,228 | 0.0 | |||||||||||
127,000 | Toronto-Dominion Bank, 2.250%, 11/05/19 | 130,388 | 0.1 | |||||||||||
210,000 | # | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | 219,114 | 0.1 |
See Accompanying Notes to Financial Statements
11 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
41,000 | # | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | 42,661 | 0.0 | ||||||||||
128,000 | US Bancorp, 1.950%, 11/15/18 | 130,563 | 0.1 | |||||||||||
120,000 | US Bancorp, 2.350%, 01/29/21 | 123,962 | 0.0 | |||||||||||
90,000 | Visa, Inc., 3.150%, 12/14/25 | 96,385 | 0.0 | |||||||||||
53,000 | Visa, Inc., 4.150%, 12/14/35 | 60,097 | 0.0 | |||||||||||
30,000 | Washington Real Estate Investment Trust, 3.950%, 10/15/22 | 30,461 | 0.0 | |||||||||||
200,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | 204,030 | 0.1 | ||||||||||
107,000 | Wells Fargo & Co., 1.500%, 01/16/18 | 107,624 | 0.0 | |||||||||||
60,000 | Wells Fargo & Co., 3.900%, 05/01/45 | 63,220 | 0.0 | |||||||||||
105,000 | Wells Fargo & Co., 4.100%, 06/03/26 | 112,325 | 0.0 | |||||||||||
63,000 | Wells Fargo & Co., 4.300%, 07/22/27 | 68,086 | 0.0 | |||||||||||
65,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 66,950 | 0.0 | |||||||||||
60,000 | XLIT Ltd., 5.500%, 03/31/45 | 59,517 | 0.0 | |||||||||||
12,366,546 | 2.9 | |||||||||||||
Industrial: 0.2% | ||||||||||||||
57,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/19 | 58,714 | 0.0 | |||||||||||
115,000 | General Electric Co., 4.375%, 09/16/20 | 128,167 | 0.1 | |||||||||||
241,000 | General Electric Co., 5.000%, 12/29/49 | 256,364 | 0.1 | |||||||||||
57,000 | Ingersoll-Rand Global Holding Co. Ltd, 6.875%, 08/15/18 | 63,388 | 0.0 | |||||||||||
87,000 | Jabil Circuit, Inc., 7.750%, 07/15/16 | 87,093 | 0.0 | |||||||||||
34,000 | John Deere Capital Corp., 1.300%, 03/12/18 | 34,189 | 0.0 | |||||||||||
53,000 | Lockheed Martin Corp., 1.850%, 11/23/18 | 53,767 | 0.0 | |||||||||||
80,000 | Lockheed Martin Corp., 2.500%, 11/23/20 | 82,613 | 0.0 | |||||||||||
90,000 | Lockheed Martin Corp., 3.800%, 03/01/45 | 92,266 | 0.0 | |||||||||||
25,000 | #,L | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 26,307 | 0.0 | ||||||||||
47,000 | Thermo Fisher Scientific, Inc., 1.850%, 01/15/18 | 47,327 | 0.0 | |||||||||||
50,000 | Tyco International Finance SA, 3.900%, 02/14/26 | 53,980 | 0.0 | |||||||||||
984,175 | 0.2 | |||||||||||||
Technology: 0.5% | ||||||||||||||
64,000 | Apple, Inc., 1.000%, 05/03/18 | 64,152 | 0.0 | |||||||||||
97,000 | Apple, Inc., 1.550%, 02/07/20 | 97,778 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
86,000 | Apple, Inc., 4.650%, 02/23/46 | 97,131 | 0.0 | |||||||||||
50,000 | Applied Materials, Inc., 3.900%, 10/01/25 | 55,668 | 0.0 | |||||||||||
106,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | 108,662 | 0.1 | ||||||||||
104,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | 107,008 | 0.0 | ||||||||||
110,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | 114,223 | 0.1 | ||||||||||
102,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | 106,019 | 0.0 | ||||||||||
44,000 | Fidelity National Information Services, Inc., 2.850%, 10/15/18 | 45,182 | 0.0 | |||||||||||
85,000 | Fidelity National Information Services, Inc., 3.625%, 10/15/20 | 89,929 | 0.0 | |||||||||||
105,000 | # | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | 106,393 | 0.0 | ||||||||||
80,000 | # | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | 81,961 | 0.0 | ||||||||||
30,000 | # | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | 32,161 | 0.0 | ||||||||||
7,000 | # | Hewlett Packard Enterprise Co., 4.900%, 10/15/25 | 7,331 | 0.0 | ||||||||||
107,000 | Intel Corp., 1.350%, 12/15/17 | 107,659 | 0.1 | |||||||||||
72,000 | Intel Corp., 2.600%, 05/19/26 | 73,222 | 0.0 | |||||||||||
107,000 | International Business Machines Corp., 1.125%, 02/06/18 | 107,486 | 0.0 | |||||||||||
120,000 | International Business Machines Corp., 2.875%, 11/09/22 | 127,339 | 0.1 | |||||||||||
48,000 | KLA-Tencor Corp., 4.125%, 11/01/21 | 51,168 | 0.0 | |||||||||||
50,000 | Lam Research Corp., 3.450%, 06/15/23 | 51,724 | 0.0 | |||||||||||
42,000 | Microsoft Corp., 1.300%, 11/03/18 | 42,456 | 0.0 | |||||||||||
50,000 | Microsoft Corp., 3.500%, 02/12/35 | 51,625 | 0.0 | |||||||||||
30,000 | Microsoft Corp., 4.200%, 11/03/35 | 33,767 | 0.0 | |||||||||||
97,000 | Microsoft Corp., 4.450%, 11/03/45 | 109,375 | 0.1 | |||||||||||
50,000 | Oracle Corp., 3.850%, 07/15/36 | 50,262 | 0.0 | |||||||||||
83,000 | Oracle Corp., 4.125%, 05/15/45 | 85,834 | 0.0 | |||||||||||
75,000 | Oracle Corp., 4.300%, 07/08/34 | 80,060 | 0.0 | |||||||||||
59,000 | Oracle Corp., 5.750%, 04/15/18 | 63,887 | 0.0 |
See Accompanying Notes to Financial Statements
12 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
60,000 | Seagate HDD Cayman, 4.875%, 06/01/27 | 43,575 | 0.0 | |||||||||||
33,000 | Xerox Corp., 2.750%, 09/01/20 | 31,842 | 0.0 | |||||||||||
2,224,879 | 0.5 | |||||||||||||
Utilities: 0.5% | ||||||||||||||
50,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42 | 50,851 | 0.0 | |||||||||||
60,000 | # | Cleco Corporate Holdings LLC, 3.743%, 05/01/26 | 61,819 | 0.0 | ||||||||||
50,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/46 | 53,892 | 0.0 | |||||||||||
58,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 66,573 | 0.0 | ||||||||||
86,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 99,046 | 0.0 | ||||||||||
123,000 | # | Electricite de France SA, 2.350%, 10/13/20 | 125,777 | 0.1 | ||||||||||
200,000 | # | Empresa de Energia de Bogota SA ESP, 6.125%, 11/10/21 | 209,250 | 0.1 | ||||||||||
53,000 | Entergy Texas, Inc., 7.125%, 02/01/19 | 60,069 | 0.0 | �� | ||||||||||
60,000 | Exelon Corp., 2.850%, 06/15/20 | 61,956 | 0.0 | |||||||||||
70,000 | Exelon Corp., 3.400%, 04/15/26 | 73,346 | 0.0 | |||||||||||
79,000 | FirstEnergy Corp., 2.750%, 03/15/18 | 80,015 | 0.0 | |||||||||||
118,000 | FirstEnergy Corp., 4.250%, 03/15/23 | 121,951 | 0.1 | |||||||||||
70,000 | Georgia Power Co., 1.950%, 12/01/18 | 71,227 | 0.0 | |||||||||||
49,000 | Indiana Michigan Power Co., 7.000%, 03/15/19 | 55,706 | 0.0 | |||||||||||
37,000 | # | Jersey Central Power & Light Co., 4.300%, 01/15/26 | 39,631 | 0.0 | ||||||||||
244,000 | Metropolitan Edison Co., 7.700%, 01/15/19 | 275,626 | 0.1 | |||||||||||
26,000 | Nevada Power Co., 7.125%, 03/15/19 | 30,038 | 0.0 | |||||||||||
109,000 | NextEra Energy Capital Holdings, Inc., 2.700%, 09/15/19 | 112,514 | 0.1 | |||||||||||
27,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/23 | 28,512 | 0.0 | |||||||||||
58,000 | Nisource Finance Corp., 5.950%, 06/15/41 | 72,425 | 0.0 | |||||||||||
83,000 | Southwestern Electric Power Co., 5.550%, 01/15/17 | 84,904 | 0.0 | |||||||||||
67,000 | TransAlta Corp., 4.500%, 11/15/22 | 61,138 | 0.0 | |||||||||||
70,000 | Wisconsin Public Service Corp., 1.650%, 12/04/18 | 71,011 | 0.0 | |||||||||||
1,967,277 | 0.5 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $33,306,299) | 34,284,369 | 8.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.7% | ||||||||||||||
145,081 | Alternative Loan Trust 2005-10CB 1A1, 0.953%, 05/25/35 | 112,238 | 0.0 | |||||||||||
105,541 | Alternative Loan Trust 2005-51 3A2A, 1.727%, 11/20/35 | 92,035 | 0.0 | |||||||||||
124,122 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | 114,141 | 0.0 | |||||||||||
228,919 | Alternative Loan Trust 2005-J2 1A12, 0.853%, 04/25/35 | 180,340 | 0.1 | |||||||||||
30,416 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | 23,151 | 0.0 | |||||||||||
208,234 | Alternative Loan Trust 2006-19CB A12, 0.853%, 08/25/36 | 124,642 | 0.0 | |||||||||||
190,467 | Alternative Loan Trust 2006-HY11 A1, 0.573%, 06/25/36 | 144,292 | 0.1 | |||||||||||
53,039 | Alternative Loan Trust 2007-21CB, 0.853%, 09/25/37 | 30,290 | 0.0 | |||||||||||
54,037 | Alternative Loan Trust 2007-23CB, 0.953%, 09/25/37 | 29,725 | 0.0 | |||||||||||
174,070 | Alternative Loan Trust 2007-2CB 2A1, 1.053%, 03/25/37 | 101,380 | 0.0 | |||||||||||
71,088 | American Home Mortgage Assets Trust 2006-3 2A11, 1.377%, 10/25/46 | 49,750 | 0.0 | |||||||||||
72,457 | # | Angel Oak Mortgage Trust LLC 2015-1, 4.500%, 11/25/45 | 72,862 | 0.0 | ||||||||||
190,000 | # | BAMLL Commercial Mortgage Securities Trust 2015-ASHF C, 2.442%, 01/15/28 | 183,621 | 0.1 | ||||||||||
120,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.723%, 06/10/49 | 120,718 | 0.0 | |||||||||||
120,000 | Banc of America Commercial Mortgage Trust 2007-3 B, 5.723%, 06/10/49 | 119,162 | 0.0 | |||||||||||
150,000 | Banc of America Commercial Mortgage Trust 2007-4 AJ, 6.000%, 02/10/51 | 151,201 | 0.1 | |||||||||||
30,000 | # | Banc of America Commercial Mortgage Trust 2007-4 B, 6.000%, 02/10/51 | 29,385 | 0.0 | ||||||||||
72,792 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2003-2 H, 5.956%, 03/11/41 | 78,103 | 0.0 | ||||||||||
13,528 | # | Banc of America Merrill Lynch Commercial Mortgage, Inc. 2004-4 G, 6.240%, 07/10/42 | 13,531 | 0.0 | ||||||||||
32,648 | Banc of America Mortgage 2005-J Trust 2A4, 2.929%, 11/25/35 | 30,176 | 0.0 |
See Accompanying Notes to Financial Statements
13 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
2,180,000 | #,^ | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/33 | 104,579 | 0.0 | ||||||||||
103,889 | Bear Stearns ALT-A Trust 2005-7, 3.005%, 09/25/35 | 93,367 | 0.0 | |||||||||||
196,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.154%, 06/11/41 | 219,728 | 0.1 | ||||||||||
70,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E, 5.406%, 11/11/41 | 75,408 | 0.0 | ||||||||||
210,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.445%, 11/11/41 | 226,311 | 0.1 | ||||||||||
140,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 F, 5.926%, 02/13/42 | 145,466 | 0.1 | ||||||||||
120,000 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20 C, 5.296%, 10/12/42 | 119,937 | 0.0 | |||||||||||
99,017 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.907%, 04/12/38 | 99,482 | 0.0 | ||||||||||
260,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.907%, 04/12/38 | 245,821 | 0.1 | ||||||||||
118,377 | # | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | 124,903 | 0.0 | ||||||||||
40,000 | # | Bellemeade Re Ltd. 2015-1A M2, 4.746%, 07/25/25 | 40,321 | 0.0 | ||||||||||
240,359 | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.955%, 03/25/36 | 220,252 | 0.1 | |||||||||||
129,781 | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.028%, 09/25/37 | 118,517 | 0.0 | |||||||||||
130,000 | COBALT CMBS Commercial Mortgage Trust 2006-C1 AM, 5.254%, 08/15/48 | 130,122 | 0.0 | |||||||||||
110,000 | # | COMM 2004-LNB2 H Mortgage Trust H, 6.067%, 03/10/39 | 120,050 | 0.0 | ||||||||||
1,732,921 | ^ | COMM 2012-CCRE2 XA Mortgage Trust, 1.901%, 08/15/45 | 139,915 | 0.1 | ||||||||||
984,438 | ^ | COMM 2012-CCRE4 XA Mortgage Trust, 2.072%, 10/15/45 | 77,928 | 0.0 | ||||||||||
2,380,000 | #,^ | COMM 2012-CCRE4 XB Mortgage Trust, 0.746%, 10/15/45 | 85,528 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
616,957 | ^ | COMM 2013-LC6 XA Mortgage Trust, 1.866%, 01/10/46 | 38,512 | 0.0 | ||||||||||
73,081 | # | Commercial Mortgage Trust 2004-GG1 F, 6.255%, 06/10/36 | 74,092 | 0.0 | ||||||||||
40,000 | Commercial Mortgage Trust 2007-GG11 AJ, 6.237%, 12/10/49 | 40,236 | 0.0 | |||||||||||
70,000 | # | Credit Suisse Commercial Mortgage Trust Series 2006-K1 K, 5.415%, 02/25/21 | 70,153 | 0.0 | ||||||||||
7,326 | # | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | 7,327 | 0.0 | ||||||||||
50,000 | # | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.466%, 05/15/36 | 54,912 | 0.0 | ||||||||||
30,000 | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | 26,985 | 0.0 | |||||||||||
110,000 | # | DBUBS Mortgage Trust 2011-LC1A E, 5.884%, 11/10/46 | 116,526 | 0.0 | ||||||||||
40,000 | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.353%, 07/25/24 | 37,643 | 0.0 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities 2014-CO3 M2, 3.453%, 07/25/24 | 94,345 | 0.0 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.353%, 11/25/24 | 102,194 | 0.0 | |||||||||||
60,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 M2, 5.453%, 11/25/24 | 60,969 | 0.0 | |||||||||||
170,000 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.453%, 05/25/25 | 170,192 | 0.1 | |||||||||||
66,000 | Fannie Mae Connecticut Avenue Securities 2015-CO1 M2, 4.753%, 02/25/25 | 67,079 | 0.0 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities, 5.453%, 07/25/25 | 101,137 | 0.0 | |||||||||||
200,000 | Fannie Mae Connecticut Avenue Securities, 6.153%, 04/25/28 | 206,371 | 0.1 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities, 6.353%, 10/25/28 | 104,407 | 0.0 | |||||||||||
32,240 | First Horizon Alternative Mortgage Securities Trust 2006-FA4 1A1, 6.000%, 08/25/36 | 26,813 | 0.0 | |||||||||||
107,632 | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 0.753%, 12/25/36 | 54,835 | 0.0 |
See Accompanying Notes to Financial Statements
14 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
107,632 | ^ | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 6.247%, 12/25/36 | 34,145 | 0.0 | ||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 4.953%, 02/25/24 | 102,321 | 0.0 | |||||||||||
180,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.053%, 04/25/24 | 175,935 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.453%, 08/25/24 | 99,797 | 0.0 | |||||||||||
250,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 5.003%, 10/25/24 | 255,077 | 0.1 | |||||||||||
50,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.203%, 10/25/24 | 51,205 | 0.0 | |||||||||||
260,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DN1 M3, 4.603%, 01/25/25 | 270,452 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.153%, 04/25/28 | 99,294 | 0.0 | |||||||||||
60,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 4.253%, 03/25/25 | 62,123 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 3.703%, 05/25/25 | 96,645 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.253%, 05/25/28 | 98,932 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.003%, 07/25/28 | 104,329 | 0.0 | |||||||||||
80,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA2 M3, 5.103%, 10/25/28 | 78,120 | 0.0 | |||||||||||
21,935,329 | #,^ | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/45 | 97,617 | 0.0 | ||||||||||
100,000 | # | GS Mortgage Securities Trust 2010-C2, 4.548%, 12/10/43 | 85,022 | 0.0 | ||||||||||
100,000 | # | GS Mortgage Securities Trust 2010-C2, 5.357%, 12/10/43 | 101,529 | 0.0 | ||||||||||
1,900,855 | ^ | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.658%, 05/10/45 | 151,853 | 0.1 | ||||||||||
128,044 | HomeBanc Mortgage Trust 2004-1 2A, 1.313%, 08/25/29 | 119,409 | 0.0 | |||||||||||
68,032 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.663%, 04/25/46 | 49,885 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
40,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.727%, 05/15/41 | 41,265 | 0.0 | ||||||||||
90,000 | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-LDP8 B, 5.520%, 05/15/45 | 89,901 | 0.0 | |||||||||||
1,050,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.441%, 12/15/47 | 21,025 | 0.0 | ||||||||||
30,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC10, 5.097%, 01/12/37 | 29,197 | 0.0 | |||||||||||
30,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8, 5.549%, 05/15/45 | 28,905 | 0.0 | |||||||||||
150,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11, 5.927%, 06/15/49 | 150,195 | 0.1 | |||||||||||
3,066,520 | ^ | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 XA, 0.701%, 01/15/46 | 43,364 | 0.0 | ||||||||||
4,699,115 | ^ | JPMBB Commercial Mortgage Securities Trust 2013-C14 XA, 1.098%, 08/15/46 | 142,387 | 0.1 | ||||||||||
977,949 | ^ | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.403%, 04/15/47 | 40,376 | 0.0 | ||||||||||
1,300,427 | #,^ | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | 3,297 | 0.0 | ||||||||||
90,000 | # | LB-UBS Commercial Mortgage Trust 2004-C7 K, 5.306%, 10/15/36 | 91,843 | 0.0 | ||||||||||
139,286 | # | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.418%, 02/15/40 | 139,125 | 0.1 | ||||||||||
14,517 | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | 15,350 | 0.0 | |||||||||||
170,000 | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | 175,874 | 0.1 | |||||||||||
130,000 | LB-UBS Commercial Mortgage Trust 2005-C7 E, 5.350%, 11/15/40 | 130,884 | 0.1 | |||||||||||
130,000 | LB-UBS Commercial Mortgage Trust 2006-C4 D, 5.991%, 06/15/38 | 129,852 | 0.0 | |||||||||||
50,000 | LB-UBS Commercial Mortgage Trust 2006-C4 E, 5.991%, 06/15/38 | 49,935 | 0.0 | |||||||||||
23,846 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR14, 6.101%, 09/15/39 | 23,885 | 0.0 |
See Accompanying Notes to Financial Statements
15 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
60,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR15, 6.101%, 09/15/39 | 60,092 | 0.0 | ||||||||||
60,000 | # | LB-UBS Commercial Mortgage Trust 2006-C6 JR16, 6.101%, 09/15/39 | 60,069 | 0.0 | ||||||||||
5,561,135 | #,^ | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.903%, 11/15/38 | 7,053 | 0.0 | ||||||||||
56,872 | Lehman XS Trust Series 2005-5N 1A2, 0.813%, 11/25/35 | 43,363 | 0.0 | |||||||||||
116,186 | Lehman XS Trust Series 2006-14N 2A, 0.653%, 09/25/46 | 93,305 | 0.0 | |||||||||||
100,000 | # | Merrill Lynch Mortgage Trust 2005-MKB2 E, 6.268%, 09/12/42 | 103,412 | 0.0 | ||||||||||
130,000 | # | Morgan Stanley Capital I Trust 2011-C1 C, 5.601%, 09/15/47 | 145,335 | 0.1 | ||||||||||
100,000 | # | Morgan Stanley Capital I Trust 2011-C1 D, 5.601%, 09/15/47 | 104,567 | 0.0 | ||||||||||
100,000 | # | Morgan Stanley Capital I Trust 2011-C1 E, 5.601%, 09/15/47 | 102,802 | 0.0 | ||||||||||
100,000 | # | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | 88,991 | 0.0 | ||||||||||
41,303 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/37 | 36,741 | 0.0 | |||||||||||
70,139 | # | TIAA CMBS I Trust 2001-C1A L, 5.770%, 06/19/33 | 70,982 | 0.0 | ||||||||||
15,089 | Wachovia Bank Commercial Mortgage Trust Series 2006-C23, 5.789%, 01/15/45 | 15,075 | 0.0 | |||||||||||
130,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 C, 6.030%, 05/15/43 | 129,774 | 0.0 | |||||||||||
190,000 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 D, 6.030%, 05/15/43 | 189,622 | 0.1 | |||||||||||
18,100 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25, 6.030%, 05/15/43 | 18,080 | 0.0 | |||||||||||
65,323 | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 1.899%, 10/25/36 | 55,233 | 0.0 | |||||||||||
50,967 | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 2A3, 3.672%, 08/25/36 | 46,042 | 0.0 | |||||||||||
82,440 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.448%, 08/25/46 | 71,923 | 0.0 | |||||||||||
19,502 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.506%, 12/25/36 | 16,985 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
82,610 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.277%, 04/25/37 | 71,031 | 0.0 | |||||||||||
160,076 | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.365%, 07/25/37 | 130,214 | 0.1 | |||||||||||
398,697 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 4A, 1.427%, 06/25/46 | 275,777 | 0.1 | |||||||||||
169,369 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust, 0.956%, 08/25/45 | 147,812 | 0.1 | |||||||||||
57,805 | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.883%, 06/25/37 | 41,381 | 0.0 | |||||||||||
1,555,739 | ^ | Wells Fargo Commercial Mortgage Trust 2014-LC16, 1.615%, 08/15/50 | 109,241 | 0.0 | ||||||||||
1,345,392 | ^ | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.740%, 01/15/59 | 132,775 | 0.1 | ||||||||||
74,384 | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 2A4, 3.194%, 04/25/36 | 68,576 | 0.0 | |||||||||||
34,965 | Wells Fargo Mortgage Backed Securities 2007-8 Trust 1A13, 0.823%, 07/25/37 | 29,840 | 0.0 | |||||||||||
97,498 | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust A1, 2.786%, 12/28/37 | 88,107 | 0.0 | |||||||||||
479,286 | #,^ | Wells Fargo Mortgage Backed Securities Trust 2012-C8 XA, 2.306%, 08/15/45 | 36,030 | 0.0 | ||||||||||
581,452 | #,^ | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.538%, 03/15/48 | 35,699 | 0.0 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $11,789,198) | 11,749,385 | 2.7 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.3% | ||||||||||||||
175,000 | # | Argentine Republic Government International Bond, 6.875%, 04/22/21 | 187,250 | 0.1 | ||||||||||
50,000 | Brazil Government International Bond, 8.750%, 02/04/25 | 63,750 | 0.0 | |||||||||||
200,000 | Colombia Government International Bond, 2.625%, 03/15/23 | 194,000 | 0.1 | |||||||||||
66,000 | L | Colombia Government International Bond, 8.125%, 05/21/24 | 85,305 | 0.0 | ||||||||||
100,000 | # | Dominican Republic International Bond, 5.500%, 01/27/25 | 102,250 | 0.0 |
See Accompanying Notes to Financial Statements
16 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
FOREIGN GOVERNMENT BONDS: (continued) | ||||||||||||||
29,000 | Guatemala Government Bond, 8.125%, 10/06/34 | 37,410 | 0.0 | |||||||||||
62,000 | Hungary Government International Bond, 5.375%, 02/21/23 | 68,802 | 0.0 | |||||||||||
100,000 | Indonesia Government International Bond, 8.500%, 10/12/35 | 143,200 | 0.0 | |||||||||||
55,000 | Lebanon Government International Bond, 6.000%, 01/27/23 | 53,493 | 0.0 | |||||||||||
49,000 | Petroleos de Venezuela SA, 5.250%, 04/12/17 | 30,865 | 0.0 | |||||||||||
15,000 | Petroleos de Venezuela SA, 9.000%, 11/17/21 | 6,484 | 0.0 | |||||||||||
125,000 | Petroleos Mexicanos, 4.500%, 01/23/26 | 120,612 | 0.0 | |||||||||||
19,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 19,318 | 0.0 | |||||||||||
50,000 | Philippine Government International Bond, 9.500%, 02/02/30 | 85,715 | 0.0 | |||||||||||
30,000 | Poland Government International Bond, 3.250%, 04/06/26 | 30,638 | 0.0 | |||||||||||
50,000 | Romanian Government International Bond, 4.375%, 08/22/23 | 53,596 | 0.0 | |||||||||||
10,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 10,719 | 0.0 | ||||||||||
147,000 | Turkey Government International Bond, 7.375%, 02/05/25 | 181,819 | 0.1 | |||||||||||
23,539 | Uruguay Government International Bond, 7.625%, 03/21/36 | 32,042 | 0.0 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $1,511,942) | 1,507,268 | 0.3 | ||||||||||||
ASSET-BACKED SECURITIES: 1.2% | ||||||||||||||
Automobile Asset-Backed Securities: 0.2% | ||||||||||||||
70,000 | AmeriCredit Automobile Receivables Trust 2013-4 D, 3.310%, 10/08/19 | 71,231 | 0.0 | |||||||||||
90,000 | AmeriCredit Automobile Receivables Trust 2013-5 D, 2.860%, 12/09/19 | 91,483 | 0.0 | |||||||||||
40,000 | Capital Auto Receivables Asset Trust 2015-2 B, 2.290%, 05/20/20 | 40,380 | 0.0 | |||||||||||
30,000 | Capital Auto Receivables Asset Trust 2015-2 C, 2.670%, 08/20/20 | 30,056 | 0.0 | |||||||||||
50,000 | GM Financial Automobile Leasing Trust 2015-2 B, 2.420%, 07/22/19 | 50,511 | 0.0 | |||||||||||
50,000 | GM Financial Automobile Leasing Trust 2015-2 C, 2.990%, 07/22/19 | 50,545 | 0.0 | |||||||||||
40,000 | # | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | 40,356 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Automobile Asset-Backed Securities: (continued) | ||||||||||||||
120,000 | # | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | 119,767 | 0.1 | ||||||||||
50,000 | Santander Drive Auto Receivables Trust 2013-4 D, 3.920%, 01/15/20 | 51,209 | 0.0 | |||||||||||
160,000 | # | Santander Drive Auto Receivables Trust 2013-A D, 3.780%, 10/15/19 | 163,816 | 0.1 | ||||||||||
110,000 | # | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | 113,104 | 0.0 | ||||||||||
110,000 | Santander Drive Auto Receivables Trust 2014-3 D, 2.650%, 08/17/20 | 111,023 | 0.0 | |||||||||||
30,000 | # | SunTrust Auto Receivables Trust 2015-1 B, 2.200%, 02/15/21 | 30,482 | 0.0 | ||||||||||
963,963 | 0.2 | |||||||||||||
Home Equity Asset-Backed Securities: 0.1% | ||||||||||||||
200,000 | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/35 | 191,600 | 0.1 | |||||||||||
Other Asset-Backed Securities: 0.9% | ||||||||||||||
198,667 | #,^ | American Homes 4 Rent 2015-SFR2 Trust Class XS, 10/17/45 | – | – | ||||||||||
250,000 | # | Atrium V 5A D, 4.336%, 07/20/20 | 250,057 | 0.1 | ||||||||||
11,408 | # | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | 11,465 | 0.0 | ||||||||||
250,000 | # | Bluemountain CLO III Ltd. 2007-3A C, 1.346%, 03/17/21 | 240,870 | 0.1 | ||||||||||
500,000 | # | Carlyle High Yield Partners IX Ltd. 2006-9A B, 1.056%, 08/01/21 | 478,530 | 0.1 | ||||||||||
16,450 | Chase Funding Trust Series 2003-5 2A2, 1.053%, 07/25/33 | 15,062 | 0.0 | |||||||||||
96,297 | # | CIFC Funding 2006-2A B2L, 4.673%, 03/01/21 | 95,218 | 0.0 | ||||||||||
200,000 | # | CIFC Funding 2006-I2A B1L, 2.273%, 03/01/21 | 196,962 | 0.0 | ||||||||||
47,768 | # | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | 48,483 | 0.0 | ||||||||||
88,419 | # | DRB Prime Student Loan Trust 2015-D, 3.200%, 01/25/40 | 89,850 | 0.0 | ||||||||||
169,770 | FBR Securitization Trust 2005-3 AV24, 1.133%, 10/25/35 | 147,225 | 0.0 | |||||||||||
250,000 | # | Gulf Stream - Compass CLO 2007-1A D Ltd., 4.084%, 10/28/19 | 250,064 | 0.1 | ||||||||||
90,475 | # | HERO Funding Trust 2015-2 A, 3.990%, 09/20/40 | 90,869 | 0.0 | ||||||||||
94,416 | # | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | 95,681 | 0.0 | ||||||||||
330,000 | # | Kingsland III Ltd. 2006-3A B, 1.311%, 08/24/21 | 312,051 | 0.1 |
See Accompanying Notes to Financial Statements
17 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
37,862 | # | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | 38,040 | 0.0 | ||||||||||
45,105 | # | Marketplace Loan Trust Series 2015-AV2, 4.000%, 10/15/21 | 44,992 | 0.0 | ||||||||||
250,000 | # | MSIM Peconic Bay Ltd. 2007-1A C, 2.634%, 07/20/19 | 250,009 | 0.1 | ||||||||||
300,000 | # | Progress Residential 2015-SFR2 Trust E, 4.427%, 06/12/32 | 294,470 | 0.1 | ||||||||||
100,000 | # | Purchasing Power Funding 2015-A A2, 4.750%, 12/25/49 | 99,625 | 0.0 | ||||||||||
300,587 | Securitized Asset Backed Receivables LLC Trust 2006-NC2 A3, 0.693%, 03/25/36 | 265,384 | 0.1 | |||||||||||
76,029 | # | SoFi Professional Loan Program 2015-C LLC A2, 2.510%, 08/25/33 | 76,115 | 0.0 | ||||||||||
100,000 | # | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | 100,650 | 0.0 | ||||||||||
250,000 | # | St James River CLO Ltd. 2007-1A D, 2.956%, 06/11/21 | 240,832 | 0.1 | ||||||||||
100,000 | # | Taco Bell Funding LLC, 3.832%, 05/25/46 | 101,506 | 0.0 | ||||||||||
100,000 | # | Telos CLO 2006-1A E Ltd., 4.879%, 10/11/21 | 99,882 | 0.0 | ||||||||||
50,000 | # | Trade MAPS 1 Ltd. 2013-1A C, 2.695%, 12/10/18 | 49,832 | 0.0 | ||||||||||
3,983,724 | 0.9 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $5,137,289) | 5,139,287 | 1.2 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 5.5% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 1.5%## | ||||||||||||||
25,485 | 2.500%, due 05/01/30 | 26,477 | 0.0 | |||||||||||
26,884 | 2.500%, due 05/01/30 | 27,913 | 0.0 | |||||||||||
36,232 | 2.500%, due 06/01/30 | 37,620 | 0.0 | |||||||||||
468,064 | 3.000%, due 04/15/33 | 481,893 | 0.1 | |||||||||||
54,817 | 3.000%, due 03/01/45 | 57,133 | 0.0 | |||||||||||
53,198 | 3.000%, due 03/01/45 | 55,716 | 0.0 | |||||||||||
65,471 | 3.000%, due 04/01/45 | 68,131 | 0.0 | |||||||||||
109,391 | 3.500%, due 03/01/45 | 116,294 | 0.0 | |||||||||||
237,000 | W | 3.500%, due 07/01/45 | 249,868 | 0.1 | ||||||||||
425,667 | 4.000%, due 12/01/41 | 457,890 | 0.1 | |||||||||||
95,632 | 4.000%, due 12/01/42 | 103,335 | 0.0 | |||||||||||
23,494 | 4.000%, due 09/01/45 | 25,209 | 0.0 | |||||||||||
22,707 | 4.000%, due 09/01/45 | 24,364 | 0.0 | |||||||||||
23,861 | 4.000%, due 09/01/45 | 25,563 | 0.0 | |||||||||||
71,931 | 4.000%, due 09/01/45 | 77,061 | 0.0 | |||||||||||
37,104 | 4.000%, due 09/01/45 | 39,811 | 0.0 | |||||||||||
436,964 | 4.250%, due 05/15/44 | 521,693 | 0.1 | |||||||||||
436,964 | 4.250%, due 05/15/44 | 521,133 | 0.1 | |||||||||||
466,437 | 4.500%, due 08/01/41 | 512,295 | 0.1 | |||||||||||
857,664 | 4.500%, due 09/01/41 | 942,529 | 0.2 | |||||||||||
32,397 | 4.500%, due 01/15/42 | 36,158 | 0.0 | |||||||||||
39,033 | 5.000%, due 12/15/17 | 39,875 | 0.0 | |||||||||||
125,618 | 5.000%, due 02/15/35 | 139,428 | 0.0 | |||||||||||
132,288 | ^ | 5.176%, due 03/15/33 | 147,834 | 0.0 | ||||||||||
165,408 | 5.500%, due 12/15/32 | 186,584 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal Home Loan Mortgage Corporation: (continued) | ||||||||||||||
48,314 | 5.500%, due 09/15/34 | 54,496 | 0.0 | |||||||||||
368,068 | 5.500%, due 02/15/36 | 413,145 | 0.1 | |||||||||||
153,182 | 5.500%, due 06/15/37 | 174,155 | 0.1 | |||||||||||
9,474 | 5.500%, due 07/01/37 | 10,699 | 0.0 | |||||||||||
155,179 | 5.500%, due 07/15/37 | 174,880 | 0.1 | |||||||||||
212,292 | 6.000%, due 01/15/29 | 244,938 | 0.1 | |||||||||||
239,624 | 6.000%, due 07/15/32 | 274,547 | 0.1 | |||||||||||
195,386 | 6.000%, due 10/15/37 | 217,247 | 0.1 | |||||||||||
7,117 | 6.500%, due 12/01/31 | 8,212 | 0.0 | |||||||||||
6,494,126 | 1.5 | |||||||||||||
Federal National Mortgage Association: 2.3%## | ||||||||||||||
46,035 | 2.500%, due 05/01/30 | 47,762 | 0.0 | |||||||||||
99,368 | 2.500%, due 06/01/30 | 102,948 | 0.0 | |||||||||||
62,945 | 2.500%, due 06/01/30 | 65,212 | 0.0 | |||||||||||
36,393 | 2.500%, due 07/01/30 | 37,705 | 0.0 | |||||||||||
285,478 | 3.000%, due 08/01/30 | 301,071 | 0.1 | |||||||||||
175,514 | 3.000%, due 09/01/30 | 185,214 | 0.1 | |||||||||||
285,069 | 3.000%, due 07/01/43 | 296,550 | 0.1 | |||||||||||
117,308 | 3.000%, due 09/01/43 | 122,033 | 0.0 | |||||||||||
466,773 | 3.000%, due 04/01/45 | 487,856 | 0.1 | |||||||||||
170,272 | 3.500%, due 10/01/42 | 180,196 | 0.0 | |||||||||||
2,976,000 | W | 3.500%, due 07/01/45 | 3,140,377 | 0.7 | ||||||||||
39,491 | 4.000%, due 07/01/42 | 42,470 | 0.0 | |||||||||||
295,867 | 4.000%, due 07/01/42 | 318,161 | 0.1 | |||||||||||
97,489 | 4.000%, due 06/01/45 | 105,269 | 0.0 | |||||||||||
27,986 | 4.000%, due 11/01/45 | 29,982 | 0.0 | |||||||||||
617,842 | 4.500%, due 10/25/36 | 679,746 | 0.2 | |||||||||||
75,603 | 4.500%, due 11/01/40 | 82,669 | 0.0 | |||||||||||
217,508 | 4.500%, due 10/01/41 | 238,596 | 0.1 | |||||||||||
66,979 | 5.000%, due 06/01/33 | 74,798 | 0.0 | |||||||||||
16,597 | 5.000%, due 07/25/34 | 16,796 | 0.0 | |||||||||||
90,242 | 5.000%, due 07/01/35 | 100,764 | 0.0 | |||||||||||
15,550 | 5.000%, due 02/01/36 | 17,317 | 0.0 | |||||||||||
5,862 | 5.000%, due 07/01/36 | 6,547 | 0.0 | |||||||||||
186,909 | 5.000%, due 07/01/37 | 208,791 | 0.1 | |||||||||||
144,659 | 5.000%, due 07/01/37 | 161,530 | 0.0 | |||||||||||
372,131 | 5.000%, due 05/25/40 | 423,890 | 0.1 | |||||||||||
209,094 | 5.000%, due 11/01/40 | 234,136 | 0.1 | |||||||||||
274,685 | 5.000%, due 04/25/41 | 316,958 | 0.1 | |||||||||||
68,525 | 5.000%, due 05/01/41 | 76,397 | 0.0 | |||||||||||
156,169 | 5.000%, due 06/01/41 | 174,012 | 0.0 | |||||||||||
88,084 | 5.000%, due 06/01/41 | 98,097 | 0.0 | |||||||||||
215,008 | 5.500%, due 12/01/36 | 243,994 | 0.1 | |||||||||||
633,547 | 5.575%, due 02/25/49 | 702,555 | 0.2 | |||||||||||
3 | 6.000%, due 08/01/16 | 3 | 0.0 | |||||||||||
262 | 6.000%, due 10/01/16 | 262 | 0.0 | |||||||||||
394 | 6.000%, due 10/01/16 | 395 | 0.0 | |||||||||||
5,847 | 6.000%, due 03/01/17 | 5,906 | 0.0 | |||||||||||
583 | 6.000%, due 04/01/17 | 586 | 0.0 | |||||||||||
544 | 6.000%, due 04/01/17 | 545 | 0.0 | |||||||||||
1,137 | 6.000%, due 04/01/17 | 1,143 | 0.0 | |||||||||||
5,465 | 6.000%, due 06/01/17 | 5,527 | 0.0 | |||||||||||
1,226 | 6.000%, due 09/01/17 | 1,246 | 0.0 | |||||||||||
9,143 | 6.000%, due 10/01/17 | 9,267 | 0.0 | |||||||||||
3,807 | 6.000%, due 11/01/17 | 3,865 | 0.0 | |||||||||||
204,614 | 6.000%, due 04/25/31 | 235,058 | 0.1 | |||||||||||
7,279 | 7.000%, due 06/01/29 | 8,127 | 0.0 | |||||||||||
887 | 7.000%, due 10/01/29 | 1,075 | 0.0 | |||||||||||
2,512 | 7.000%, due 01/01/32 | 2,758 | 0.0 | |||||||||||
638 | 7.000%, due 04/01/32 | 677 | 0.0 | |||||||||||
2,273 | 7.000%, due 05/01/32 | 2,595 | 0.0 | |||||||||||
1,069 | 7.500%, due 11/01/29 | 1,116 | 0.0 | |||||||||||
2,771 | 7.500%, due 10/01/30 | 2,780 | 0.0 | |||||||||||
9,603,330 | 2.3 | |||||||||||||
Government National Mortgage Association: 1.7% | ||||||||||||||
2,603,000 | W | 3.000%, due 08/01/44 | 2,716,525 | 0.6 | ||||||||||
570,231 | 3.000%, due 02/20/46 | 597,164 | 0.1 |
See Accompanying Notes to Financial Statements
18 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Government National Mortgage Association: (continued) | ||||||||||||||
1,814,000 | W | 3.500%, due 07/01/44 | 1,925,462 | 0.5 | ||||||||||
748,167 | 3.500%, due 05/20/46 | 795,709 | 0.2 | |||||||||||
107,312 | 4.000%, due 11/20/40 | 115,686 | 0.0 | |||||||||||
311,405 | 4.000%, due 12/20/40 | 354,078 | 0.1 | |||||||||||
195,142 | 4.000%, due 03/20/46 | 210,598 | 0.1 | |||||||||||
182,930 | 4.500%, due 08/20/41 | 199,804 | 0.1 | |||||||||||
124,000 | 4.750%, due 05/20/39 | 137,710 | 0.0 | |||||||||||
145,212 | 5.140%, due 10/20/60 | 155,215 | 0.0 | |||||||||||
156,413 | 5.288%, due 10/20/60 | 167,562 | 0.0 | |||||||||||
57,200 | 7.000%, due 05/16/32 | 66,575 | 0.0 | |||||||||||
7,442,088 | 1.7 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $23,015,112) | 23,539,544 | 5.5 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 5.6% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 0.4% | ||||||||||||||
1,583,917 | 0.625%, due 01/15/26 | 1,669,516 | 0.4 | |||||||||||
U.S. Treasury Bonds: 1.1% | ||||||||||||||
1,028,000 | L | 1.625%, due 05/15/26 | 1,041,212 | 0.2 | ||||||||||
3,583,000 | 2.500%, due 02/15/46 | 3,734,439 | 0.9 | |||||||||||
2,000 | 3.000%, due 11/15/45 | 2,302 | 0.0 | |||||||||||
4,777,953 | 1.1 | |||||||||||||
U.S. Treasury Notes: 4.1% | ||||||||||||||
6,609,000 | 0.625%, due 06/30/18 | 6,613,263 | 1.6 | |||||||||||
6,000 | 0.875%, due 05/31/18 | 6,033 | 0.0 | |||||||||||
5,230,000 | 0.875%, due 06/15/19 | 5,256,150 | 1.2 | |||||||||||
2,000 | 1.000%, due 12/31/17 | 2,013 | 0.0 | |||||||||||
936,000 | 1.125%, due 06/30/21 | 941,064 | 0.2 | |||||||||||
7,000 | 1.375%, due 01/31/21 | 7,125 | 0.0 | |||||||||||
2,140,000 | 1.375%, due 06/30/23 | 2,151,871 | 0.5 | |||||||||||
2,478,000 | 1.625%, due 02/15/26 | 2,507,523 | 0.6 | |||||||||||
31,000 | 1.750%, due 01/31/23 | 31,960 | 0.0 | |||||||||||
17,517,002 | 4.1 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $23,610,221) | 23,964,471 | 5.6 |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: 0.0% | ||||||||||||||
OTC Interest Rate Swaptions: 0.0% | ||||||||||||||
3,300,000 | @ | Receive a fixed rate equal to 1.205% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | 3,582 | 0.0 | ||||||||||
3,100,000 | @ | Receive a fixed rate equal to 1.208% and pay a floating rate based on the 3-month USD-LIBOR-BBA, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | 3,463 | 0.0 | ||||||||||
3,300,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.605%, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | 1,906 | 0.0 |
# of Contracts | Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS: (continued) | ||||||||||||||
OTC Interest Rate Swaptions: (continued) | ||||||||||||||
3,100,000 | @ | Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.608%, Exp. 07/18/16 Counterparty: Goldman Sachs & Co. | 1,734 | 0.0 | ||||||||||
10,685 | 0.0 | |||||||||||||
Total Purchased Options | ||||||||||||||
(Cost $44,135) | 10,685 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $404,830,654) | 411,284,216 | 95.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.8% | ||||||||||||||
Corporate Bonds/Notes: 0.0% | ||||||||||||||
65,000 | AmerisourceBergen Corp., 1.150%, 05/15/17 | 64,998 | 0.0 | |||||||||||
32,000 | L-3 Communications Corp., 1.500%, 05/28/17 | 32,016 | 0.0 | |||||||||||
97,014 | 0.0 | |||||||||||||
Securities Lending Collateralcc: 1.6% | ||||||||||||||
1,630,153 | Barclays Capital, Inc., Repurchase Agreement dated 06/30/16, 0.40%, due 07/01/16 (Repurchase Amount $1,630,171, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $1,662,756, due 08/15/16-11/15/45) | 1,630,153 | 0.4 | |||||||||||
1,630,153 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $1,630,174, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $1,662,756, due 07/15/16-09/20/65) | 1,630,153 | 0.4 | |||||||||||
1,630,153 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $1,630,175, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,662,756, due 07/07/16-02/01/49) | 1,630,153 | 0.4 |
See Accompanying Notes to Financial Statements
19 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
1,630,153 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $1,630,173, collateralized by various U.S. Government Securities, 1.000%-3.625%, Market Value plus accrued interest $1,662,756, due 03/15/18-09/09/49) | 1,630,153 | 0.4 | |||||||||||
343,124 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $343,128, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $349,986, due 12/01/16-02/20/66) | 343,124 | 0.0 | |||||||||||
6,863,736 | 1.6 | |||||||||||||
U.S. Treasury Obligations: 1.2% | ||||||||||||||
4,860,000 | United States Treasury Note, 0.500%, 02/28/17 | |||||||||||||
(Cost $4,859,193) | 4,862,381 | 1.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.0% | ||||||||||||||
12,870,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $12,870,000) | 12,870,000 | 3.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $24,690,038) | 24,693,131 | 5.8 | ||||||||||||
Total Investments in Securities (Cost $429,520,692) | $ | 435,977,347 | 101.6 | |||||||||||
Liabilities in Excess of Other Assets | (6,975,580 | ) | (1.6 | ) | ||||||||||
Net Assets | $ | 429,001,767 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
@ | Non-income producing security. |
ADR | American Depositary Receipt |
cc | Represents securities purchased with cash collateral received for securities on loan. |
W | Settlement is on a when-issued or delayed-delivery basis. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
^ | 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. |
Cost for federal income tax purposes is $432,197,048.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 20,642,157 | ||
Gross Unrealized Depreciation | (16,861,858 | ) | ||
Net Unrealized Appreciation | $ | 3,780,299 |
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) | The Code of Ethics is not required for the semi-annual filing. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Balanced Portfolio, Inc.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 7, 2016
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 7, 2016
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 7, 2016