UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-05773
Voya Balanced Portfolio, Inc.
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Incorporated, 300 East Lombard Street, Baltimore, MD 21201
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: December 31, 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):
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| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
January 19, 2017
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | iMoneyNet Government Institutional Index | | | | The average return for a category of money market funds that includes all government institutional funds: Treasury Institutional, Treasury and Repo Institutional and Government and Agencies Institutional. | | |
| | MSCI All Country World IndexSM | | | | A free-float adjusted market capitalization index that is designed to measure equity performance in the global developed and emerging markets. | | |
| | MSCI EAFE® Index | | | | An index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | Russell 2000® Index | | | | An index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An index that measures the performance of the largest 3,000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk Growth Index | | | | Seeks to provide increased exposure to equities, while also using some fixed-income exposure to dampen risk. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 53.1% | |
| Exchange-Traded Funds | | | 10.8% | |
| Mutual Funds | | | 8.7% | |
| Corporate Bonds/Notes | | | 8.1% | |
| U.S. Treasury Obligations | | | 4.8% | |
| Collateralized Mortgage Obligations | | | 2.7% | |
| Asset-Backed Securities | | | 1.9% | |
| U.S. Government Agency Obligations | | | 1.8% | |
| Commercial Mortgage-Backed Securities | | | 1.7% | |
| Foreign Government Bonds | | | 0.8% | |
| Preferred Stock** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 5.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05% | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Voya High Yield Bond Fund - Class P | | | 4.1% | |
| Voya Floating Rate Fund - Class P | | | 3.0% | |
| PowerShares Senior Loan Portfolio | | | 2.0% | |
| SPDR Trust Series 1 | | | 2.0% | |
| iShares MSCI Emerging Markets Index Fund | | | 1.9% | |
| Credit Suisse Commodity Return Strategy Fund - Class I | | | 1.6% | |
| iShares Russell 1000 Value Index Fund | | | 1.2% | |
| Apple, Inc. | | | 1.2% | |
| Microsoft Corp. | | | 1.1% | |
| Vanguard Total International Bond ETF | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 7.82% | | | | | | 8.31% | | | | | | 4.27% | | | |
| | Class S | | | | | 7.62% | | | | | | 8.07% | | | | | | 4.02% | | | |
| | S&P Target Risk Growth Index | | | | | 6.94% | | | | | | 8.02% | | | | | | 4.74% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 2.65% | | | | | | 2.23% | | | | | | 4.34% | | | |
| | MSCI EAFE® Index | | | | | 1.00% | | | | | | 6.53% | | | | | | 0.75% | | | |
| | Russell 3000® Index | | | | | 12.74% | | | | | | 14.67% | | | | | | 7.07% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global Equity Portfolio |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 18.1% | |
| Information Technology | | | 15.6% | |
| Consumer Discretionary | | | 11.9% | |
| Industrials | | | 10.8% | |
| Health Care | | | 10.0% | |
| Consumer Staples | | | 8.6% | |
| Energy | | | 7.3% | |
| Materials | | | 5.3% | |
| Telecommunication Services | | | 3.3% | |
| Utilities | | | 2.8% | |
| Real Estate | | | 1.9% | |
| Assets in Excess of Other Liabilities* | | | 4.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 3.7% | |
| Microsoft Corp. | | | 3.5% | |
| JPMorgan Chase & Co. | | | 3.2% | |
| Bank of America Corp. | | | 2.8% | |
| Cisco Systems, Inc. | | | 2.5% | |
| Amazon.com, Inc. | | | 2.4% | |
| Dow Chemical Co. | | | 2.2% | |
| Keycorp | | | 2.1% | |
| General Dynamics Corp. | | | 2.0% | |
| Deere & Co. | | | 1.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Global Equity Portfolio | Portfolio Managers’ Report |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and S January 28, 2008 | | | Since Inception of Classes S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | 5.53% | | | | | | 6.91% | | | | | | 1.39% | | | | | | — | | | |
| | Class I(1) | | | | | 6.00% | | | | | | 7.28% | | | | | | 1.71% | | | | | | — | | | |
| | Class S | | | | | 5.76% | | | | | | 7.19% | | | | | | 1.66% | | | | | | — | | | |
| | Class S2 | | | | | 5.64% | | | | | | — | | | | | | — | | | | | | -0.99% | | | |
| | Class T | | | | | 5.41% | | | | | | — | | | | | | — | | | | | | -1.11% | | | |
| | MSCI ACW Index | | | | | 7.86% | | | | | | 9.36% | | | | | | 3.88% | | | | | | 1.05% | | | |
| | | | |
Portfolio Managers’ Report | Voya Government Money Market Portfolio |
| Investment Type Allocation as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 41.6% | |
| U.S. Treasury Debt | | | 21.9% | |
| Investment Companies | ��� | | 9.5% | |
| U.S. Treasury Repurchase Agreement | | | 8.6% | |
| Assets in Excess of Other Liabilities | | | 18.4% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Deutsche Bank Repurchase Agreement dated 12/30/2016, 0.450%, due 1/3/2017, $43,080,154 to be received upon repurchase (Collateralized by $90,709,100, United States Treasury STRIP Coupon, 0.000%, Market Value plus accrued interest $44,370,356 due 2/15/2040 | | | 8.6% | |
| United States Treasury Bill, 0.440%, 02/02/17 | | | 7.5% | |
| United States Treasury Note, 0.720%, 10/31/17 | | | 6.1% | |
| Federal Home Loan Bank Notes, 0.510%, 02/03/17 | | | 6.1% | |
| Federal Home Loan Bank Notes, 0.460%, 01/25/17 | | | 5.9% | |
| United States Treasury Bill, 0.650%, 06/15/17 | | | 5.3% | |
| Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.303%, 01/03/17 | | | 4.7% | |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, 0.454%, 01/03/17 | | | 4.4% | |
| Federal Home Loan Bank Discount Notes, 0.520%, 01/27/17 | | | 3.6% | |
| United States Treasury Bill, 0.510%, 03/23/17 | | | 3.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 20.3% | |
| Financials | | | 15.1% | |
| Health Care | | | 13.6% | |
| Consumer Discretionary | | | 11.9% | |
| Industrials | | | 10.4% | |
| Consumer Staples | | | 9.4% | |
| Energy | | | 7.8% | |
| Utilities | | | 3.1% | |
| Materials | | | 3.0% | |
| Telecommunication Services | | | 2.4% | |
| Real Estate | | | 2.2% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 5.3% | |
| Microsoft Corp. | | | 5.0% | |
| Chevron Corp. | | | 3.6% | |
| Cisco Systems, Inc. | | | 3.5% | |
| UnitedHealth Group, Inc. | | | 2.9% | |
| Bank of America Corp. | | | 2.8% | |
| Amazon.com, Inc. | | | 2.8% | |
| Kraft Heinz Co. | | | 2.6% | |
| Wells Fargo & Co. | | | 2.6% | |
| AT&T, Inc. | | | 2.4% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 9.25% | | | | | | 12.12% | | | | | | 5.54% | | | | | | — | | | |
| | Class I | | | | | 9.77% | | | | | | 12.63% | | | | | | 6.05% | | | | | | — | | | |
| | Class S | | | | | 9.45% | | | | | | 12.34% | | | | | | 5.79% | | | | | | — | | | |
| | Class S2 | | | | | 9.30% | | | | | | 12.18% | | | | | | — | | | | | | 15.20% | | | |
| | S&P 500® Index | | | | | 11.96% | | | | | | 14.66% | | | | | | 6.95% | | | | | | 17.76% | | | |
| | | | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 32.1% | |
| U.S. Government Agency Obligations | | | 16.1% | |
| Mutual Funds | | | 14.6% | |
| Collateralized Mortgage Obligations | | | 13.9% | |
| U.S. Treasury Obligations | | | 11.7% | |
| Asset-Backed Securities | | | 10.0% | |
| Commercial Mortgage-Backed Securities | | | 4.1% | |
| Foreign Government Bonds | | | 0.2% | |
| Municipal Bonds** | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (2.7)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05% | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Inflation Indexed Bonds, 0.125%, 04/15/21 | | | 5.6% | |
| Voya Investment Grade Credit Fund - Class P | | | 3.0% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 2.9% | |
| Voya Securitized Credit Fund - Class P | | | 2.8% | |
| Voya High Yield Bond Fund - Class P | | | 2.2% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 1.9% | |
| United States Treasury Note, 2.000%, 11/15/26 | | | 1.4% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.3% | |
| United States Treasury Bond, 2.250%, 08/15/46 | | | 1.3% | |
| United States Treasury Note, 1.750%, 11/30/21 | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 3.92% | | | | | | 3.61% | | | | | | 4.03% | | | | | | — | | | |
| | Class I | | | | | 4.33% | | | | | | 4.11% | | | | | | 4.58% | | | | | | — | | | |
| | Class S | | | | | 4.16% | | | | | | 3.86% | | | | | | 4.32% | | | | | | — | | | |
| | Class S2 | | | | | 3.99% | | | | | | 3.70% | | | | | | — | | | | | | 6.26% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 2.65% | | | | | | 2.23% | | | | | | 4.34% | | | | | | 4.16% | | | |
| | | | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 19.0% | |
| Information Technology | | | 18.1% | |
| Industrials | | | 14.2% | |
| Consumer Discretionary | | | 14.0% | |
| Health Care | | | 8.7% | |
| Real Estate | | | 6.5% | |
| Materials | | | 6.2% | |
| Energy | | | 3.7% | |
| Consumer Staples | | | 2.5% | |
| Exchange-Traded Funds | | | 1.9% | |
| Utilities | | | 1.7% | |
| Telecommunication Services | | | 0.6% | |
| Assets in Excess of Other Liabilities* | | | 2.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2016* (as a percentage of net assets) | | |||
| | | | | |
| iShares Russell 2000 ETF | | | 1.9% | |
| MB Financial, Inc. | | | 1.2% | |
| Olin Corp. | | | 1.1% | |
| QTS Realty Trust, Inc. | | | 1.1% | |
| Banner Corp. | | | 1.1% | |
| On Assignment, Inc. | | | 1.0% | |
| Investors Bancorp, Inc. | | | 1.0% | |
| Great Western Bancorp, Inc. | | | 1.0% | |
| Radian Group, Inc. | | | 1.0% | |
| Fair Isaac Corp. | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| | ![]() | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2016 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 16, 2008 | | | ||||||||||||
| | Class ADV | | | | | 23.84% | | | | | | 15.16% | | | | | | — | | | | | | 15.62% | | | |
| | Class I | | | | | 24.49% | | | | | | 15.73% | | | | | | 8.90% | | | | | | — | | | |
| | Class R6(1) | | | | | 24.49% | | | | | | 15.74% | | | | | | 8.90% | | | | | | — | | | |
| | Class S | | | | | 24.16% | | | | | | 15.44% | | | | | | 8.63% | | | | | | — | | | |
| | Russell 2000® Index | | | | | 21.31% | | | | | | 14.46% | | | | | | 7.07% | | | | | | 15.32% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,048.50 | | | | | | 0.62% | | | | | $ | 3.19 | | | | | $ | 1,000.00 | | | | | $ | 1,022.02 | | | | | | 0.62% | | | | | $ | 3.15 | | |
Class S | | | | | 1,000.00 | | | | | | 1,048.00 | | | | | | 0.87 | | | | | | 4.48 | | | | | | 1,000.00 | | | | | | 1,020.76 | | | | | | 0.87 | | | | | | 4.42 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,056.80 | | | | | | 1.10% | | | | | $ | 5.69 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.10% | | | | | $ | 5.58 | | |
Class I | | | | | 1,000.00 | | | | | | 1,059.80 | | | | | | 0.60 | | | | | | 3.11 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.60 | | | | | | 3.05 | | |
Class S | | | | | 1,000.00 | | | | | | 1,058.70 | | | | | | 0.85 | | | | | | 4.40 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.85 | | | | | | 4.32 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,058.30 | | | | | | 1.00 | | | | | | 5.17 | | | | | | 1,000.00 | | | | | | 1,020.11 | | | | | | 1.00 | | | | | | 5.08 | | |
Class T | | | | | 1,000.00 | | | | | | 1,057.10 | | | | | | 1.20 | | | | | | 6.21 | | | | | | 1,000.00 | | | | | | 1,019.10 | | | | | | 1.20 | | | | | | 6.09 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,001.10 | | | | | | 0.34% | | | | | $ | 1.71 | | | | | $ | 1,000.00 | | | | | $ | 1,023.43 | | | | | | 0.34% | | | | | $ | 1.73 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.80 | | | | | | 0.38 | | | | | | 1.91 | | | | | | 1,000.00 | | | | | | 1,023.23 | | | | | | 0.38 | | | | | | 1.93 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,059.20 | | | | | | 1.03% | | | | | $ | 5.33 | | | | | $ | 1,000.00 | | | | | $ | 1,019.96 | | | | | | 1.03% | | | | | $ | 5.23 | | |
Class I | | | | | 1,000.00 | | | | | | 1,061.70 | | | | | | 0.58 | | | | | | 3.01 | | | | | | 1,000.00 | | | | | | 1,022.22 | | | | | | 0.58 | | | | | | 2.95 | | |
Class S | | | | | 1,000.00 | | | | | | 1,060.20 | | | | | | 0.83 | | | | | | 4.30 | | | | | | 1,000.00 | | | | | | 1,020.96 | | | | | | 0.83 | | | | | | 4.22 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,059.20 | | | | | | 0.98 | | | | | | 5.07 | | | | | | 1,000.00 | | | | | | 1,020.21 | | | | | | 0.98 | | | | | | 4.98 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | | Beginning Account Value July 1, 2016 | | | Ending Account Value December 31, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2016* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 987.40 | | | | | | 0.98% | | | | | $ | 4.90 | | | | | $ | 1,000.00 | | | | | $ | 1,020.21 | | | | | | 0.98% | | | | | $ | 4.98 | | |
Class I | | | | | 1,000.00 | | | | | | 989.40 | | | | | | 0.48 | | | | | | 2.40 | | | | | | 1,000.00 | | | | | | 1,022.72 | | | | | | 0.48 | | | | | | 2.44 | | |
Class S | | | | | 1,000.00 | | | | | | 988.70 | | | | | | 0.73 | | | | | | 3.65 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.73 | | | | | | 3.71 | | |
Class S2 | | | | | 1,000.00 | | | | | | 987.10 | | | | | | 0.88 | | | | | | 4.40 | | | | | | 1,000.00 | | | | | | 1,020.71 | | | | | | 0.88 | | | | | | 4.47 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,174.50 | | | | | | 1.33% | | | | | $ | 7.27 | | | | | $ | 1,000.00 | | | | | $ | 1,018.45 | | | | | | 1.33% | | | | | $ | 6.75 | | |
Class I | | | | | 1,000.00 | | | | | | 1,177.20 | | | | | | 0.83 | | | | | | 4.54 | | | | | | 1,000.00 | | | | | | 1,020.96 | | | | | | 0.83 | | | | | | 4.22 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,177.10 | | | | | | 0.83 | | | | | | 4.54 | | | | | | 1,000.00 | | | | | | 1,020.96 | | | | | | 0.83 | | | | | | 4.22 | | |
Class S | | | | | 1,000.00 | | | | | | 1,176.20 | | | | | | 1.08 | | | | | | 5.91 | | | | | | 1,000.00 | | | | | | 1,019.71 | | | | | | 1.08 | | | | | | 5.48 | | |
Voya Balanced Portfolio, Inc., Voya Variable Portfolios, Inc., Voya Government Money Market Portfolio, Voya Variable Funds, and Voya Intermediate Bond Portfolio
![[MISSING IMAGE: sg_kpmg.jpg]](https://capedge.com/proxy/N-CSR/0001571049-17-002268/sg_kpmg.jpg)
February 23, 2017
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 367,868,443 | | | | | $ | 667,571,502 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 29,668,194 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 27,725,713 | | | | | | 28,482,000 | | | | | | — | | |
Total investments at fair value | | | | $ | 425,262,350 | | | | | $ | 696,053,502 | | | | | $ | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 411,560,983 | | |
Cash | | | | | 2,264,964 | | | | | | 896 | | | | | | 1,312 | | |
Cash collateral for futures | | | | | 948,609 | | | | | | 969,570 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 350,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 245,057 | | | | | | 196,466 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 7,060,738 | | | | | | — | | | | | | 97,425,121 | | |
Fund shares sold | | | | | 30,414 | | | | | | 11,961 | | | | | | 22,299 | | |
Dividends | | | | | 355,757 | | | | | | 882,858 | | | | | | 8,019 | | |
Interest | | | | | 569,482 | | | | | | — | | | | | | 120,182 | | |
Foreign tax reclaims | | | | | 91,064 | | | | | | 652,313 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 13,456 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,821 | | | | | | 3,214 | | | | | | 2,325 | | |
Other assets | | | | | 46,965 | | | | | | 42,736 | | | | | | 126,520 | | |
Total assets | | | | | 437,240,677 | | | | | | 698,813,516 | | | | | | 509,266,761 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 3,107,550 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 1,380,254 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 390,426 | | | | | | 370,956 | | | | | | 4,281,415 | | |
Payable upon receipt of securities loaned | | | | | 10,854,593 | | | | | | — | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 35,407 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 7,904 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 199,334 | | | | | | 328,497 | | | | | | 132,076 | | |
Payable for distribution and shareholder service fees | | | | | 828 | | | | | | 133,615 | | | | | | 10 | | |
Payable for directors/trustees fees | | | | | 2,137 | | | | | | 3,667 | | | | | | 2,663 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 46,965 | | | | | | 42,736 | | | | | | 126,520 | | |
Other accrued expenses and liabilities | | | | | 100,840 | | | | | | 107,238 | | | | | | 66,910 | | |
Total liabilities | | | | | 16,126,238 | | | | | | 986,709 | | | | | | 4,609,594 | | |
NET ASSETS | | | | $ | 421,114,439 | | | | | $ | 697,826,807 | | | | | $ | 504,657,167 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 397,994,179 | | | | | $ | 787,027,263 | | | | | $ | 504,796,991 | | |
Undistributed (distributions in excess of) net investment income | | | | | 10,643,831 | | | | | | 15,188,901 | | | | | | (139,824) | | |
Accumulated net realized loss | | | | | (3,797,358) | | | | | | (145,521,539) | | | | | | — | | |
Net unrealized appreciation | | | | | 16,273,787 | | | | | | 41,132,182 | | | | | | — | | |
NET ASSETS | | | | $ | 421,114,439 | | | | | $ | 697,826,807 | | | | | $ | 504,657,167 | | |
+ Including securities loaned at value | | | | $ | 10,611,951 | | | | | $ | — | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 352,258,479 | | | | | $ | 625,828,688 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 29,317,884 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 27,724,475 | | | | | $ | 28,482,000 | | | | | $ | — | | |
**** Cost of foreign currencies | | | | $ | 247,924 | | | | | $ | 212,624 | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 19,882,929 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 2,179,925 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.12 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 417,376,160 | | | | | $ | 150,823,882 | | | | | $ | 504,574,739 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 27,947,995 | | | | | | 16,378,355 | | | | | | 504,456,410 | | |
Net asset value and redemption price per share | | | | $ | 14.93 | | | | | $ | 9.21 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,738,279 | | | | | $ | 485,550,633 | | | | | $ | 82,428 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 251,817 | | | | | | 52,796,659 | | | | | | 82,409 | | |
Net asset value and redemption price per share | | | | $ | 14.85 | | | | | $ | 9.20 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 278,310 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 30,688 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.07 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 41,291,053 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 4,554,380 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.07 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,424,487,983 | | | | | $ | 3,873,346,754 | | | | | $ | 671,430,243 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 644,887,199 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 30,844,090 | | | | | | 248,570,547 | | | | | | 38,454,792 | | |
Total investments at fair value | | | | $ | 3,455,332,073 | | | | | $ | 4,766,804,500 | | | | | $ | 709,885,035 | | |
Cash | | | | | 348 | | | | | | — | | | | | | 105 | | |
Cash collateral for futures | | | | | — | | | | | | 11,874,899 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 5,902,000 | | | | | | — | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 477,000 | | | | | | — | | |
Foreign currencies at value**** | | | | | — | | | | | | 1,004 | | | | | | — | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | — | | | | | | 40,927 | | | | | | 2,714,511 | | |
Fund shares sold | | | | | 25,995 | | | | | | 946,218 | | | | | | 7,849,510 | | |
Dividends | | | | | 5,864,049 | | | | | | 904 | | | | | | 490,820 | | |
Interest | | | | | — | | | | | | 22,549,080 | | | | | | — | | |
Foreign tax reclaims | | | | | 73,971 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 520,565 | | | | | | — | | |
Prepaid expenses | | | | | 14,853 | | | | | | 20,507 | | | | | | 2,156 | | |
Other assets | | | | | 212,785 | | | | | | 336,633 | | | | | | 37,957 | | |
Total assets | | | | | 3,461,524,074 | | | | | | 4,809,474,237 | | | | | | 720,980,094 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 4,051 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 3,550,000 | | | | | | 13,169,791 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 174,009,288 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 4,193,896 | | | | | | 6,934,555 | | | | | | 1,121,363 | | |
Payable upon receipt of securities loaned | | | | | 2,814,090 | | | | | | 221,643,387 | | | | | | 14,974,792 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 758,567 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 27,364 | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 61,000 | | | | | | — | | |
Payable for investment management fees | | | | | 1,637,428 | | | | | | 1,690,945 | | | | | | 464,014 | | |
Payable for distribution and shareholder service fees | | | | | 539,009 | | | | | | 752,997 | | | | | | 30,602 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | 848,310 | | | | | | — | | |
Payable for directors/trustees fees | | | | | 17,482 | | | | | | 23,722 | | | | | | 3,024 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 212,785 | | | | | | 336,633 | | | | | | 37,957 | | |
Other accrued expenses and liabilities | | | | | 375,656 | | | | | | 459,524 | | | | | | 51,278 | | |
Total liabilities | | | | | 9,790,346 | | | | | | 411,100,343 | | | | | | 29,852,821 | | |
NET ASSETS | | | | $ | 3,451,733,728 | | | | | $ | 4,398,373,894 | | | | | $ | 691,127,273 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 2,835,823,190 | | | | | $ | 4,565,900,865 | | | | | $ | 494,196,487 | | |
Undistributed (distributions in excess of) net investment income | | | | | (527,339) | | | | | | 1,650,976 | | | | | | 2,134,294 | | |
Accumulated net realized gain (loss) | | | | | 35,256,001 | | | | | | (168,140,417) | | | | | | 72,412,432 | | |
Net unrealized appreciation (depreciation) | | | | | 581,181,876 | | | | | | (1,037,530) | | | | | | 122,384,060 | | |
NET ASSETS | | | | $ | 3,451,733,728 | | | | | $ | 4,398,373,894 | | | | | $ | 691,127,273 | | |
+ Including securities loaned at value | | | | $ | 2,749,680 | | | | | $ | 217,039,605 | | | | | $ | 14,550,717 | | |
* Cost of investments in securities | | | | $ | 2,843,306,107 | | | | | $ | 3,857,201,576 | | | | | $ | 549,046,183 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 673,588,479 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 30,844,090 | | | | | $ | 248,533,582 | | | | | $ | 38,454,792 | | |
**** Cost of foreign currencies | | | | $ | — | | | | | $ | 1,002 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,064,549,832 | | | | | $ | 311,447,684 | | | | | $ | 6,463,271 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 38,695,009 | | | | | | 24,856,279 | | | | | | 304,857 | | |
Net asset value and redemption price per share | | | | $ | 27.51 | | | | | $ | 12.53 | | | | | $ | 21.20 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,778,872,607 | | | | | $ | 1,174,850,595 | | | | | $ | 545,124,724 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 63,827,972 | | | | | | 92,763,848 | | | | | | 24,642,398 | | |
Net asset value and redemption price per share | | | | $ | 27.87 | | | | | $ | 12.66 | | | | | $ | 22.12 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 2,694,265 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 121,755 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 22.13 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 607,940,865 | | | | | $ | 2,887,280,092 | | | | | $ | 136,845,013 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 22,080,808 | | | | | | 229,523,505 | | | | | | 6,325,731 | | |
Net asset value and redemption price per share | | | | $ | 27.53 | | | | | $ | 12.58 | | | | | $ | 21.63 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 370,424 | | | | | $ | 24,795,523 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 13,582 | | | | | | 1,978,524 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 27.27 | | | | | $ | 12.53 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 7,178,731 | | | | | $ | 21,568,590 | | | | | $ | 75,685 | | | | | $ | 86,652,647 | | |
Interest, net of foreign taxes withheld* | | | | | 2,865,514 | | | | | | — | | | | | | 2,159,339 | | | | | | 6,689 | | |
Dividends from affiliated underlying funds | | | | | 1,419,302 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 127,828 | | | | | | 221,579 | | | | | | — | | | | | | 171,799 | | |
Total investment income | | | | | 11,591,375 | | | | | | 21,790,169 | | | | | | 2,235,024 | | | | | | 86,831,135 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,563,545 | | | | | | 4,036,607 | | | | | | 1,864,000 | | | | | | 20,980,840 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | 105,701 | | | | | | — | | | | | | 5,429,277 | | |
Class S | | | | | 9,806 | | | | | | 1,277,772 | | | | | | 602 | | | | | | 1,559,951 | | |
Class S2 | | | | | — | | | | | | 1,259 | | | | | | — | | | | | | 1,486 | | |
Class T | | | | | — | | | | | | 346,524 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 576 | | | | | | 1,920 | | | | | | 750 | | | | | | 11,731 | | |
Shareholder reporting expense | | | | | 33,680 | | | | | | 98,240 | | | | | | 47,107 | | | | | | 269,016 | | |
Professional fees | | | | | 17,836 | | | | | | 38,043 | | | | | | 27,893 | | | | | | 112,006 | | |
Custody and accounting expense | | | | | 188,508 | | | | | | 167,730 | | | | | | 58,890 | | | | | | 355,872 | | |
Directors/trustees fees | | | | | 12,818 | | | | | | 22,000 | | | | | | 15,980 | | | | | | 104,894 | | |
Miscellaneous expense | | | | | 23,618 | | | | | | 53,561 | | | | | | 28,922 | | | | | | 165,813 | | |
Interest expense | | | | | — | | | | | | 390 | | | | | | 1,083 | | | | | | 2,251 | | |
Total expenses | | | | | 2,850,387 | | | | | | 6,149,747 | | | | | | 2,045,227 | | | | | | 28,993,137 | | |
Net waived and reimbursed fees | | | | | (192,265) | | | | | | (69,399) | | | | | | (245,462) | | | | | | (2,116,586) | | |
Brokerage commission recapture | | | | | (237) | | | | | | — | | | | | | — | | | | | | — | | |
Net expenses | | | | | 2,657,885 | | | | | | 6,080,348 | | | | | | 1,799,765 | | | | | | 26,876,551 | | |
Net investment income | | | | | 8,933,490 | | | | | | 15,709,821 | | | | | | 435,259 | | | | | | 59,954,584 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments (net of Indian capital gains tax withheld^) | | | | | 1,752,220 | | | | | | (63,467,796) | | | | | | 396,232 | | | | | | 277,562,292 | | |
Sale of affiliated underlying funds | | | | | (118,966) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 1,551,283 | | | | | | (169,493) | | | | | | — | | | | | | 7,771 | | |
Futures | | | | | 1,649,093 | | | | | | 2,446,133 | | | | | | — | | | | | | (591,216) | | |
Swaps | | | | | (356,522) | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 688,145 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 5,165,253 | | | | | | (61,191,156) | | | | | | 396,232 | | | | | | 276,978,847 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 16,130,303 | | | | | | 84,765,806 | | | | | | — | | | | | | (23,030,191) | | |
Affiliated underlying funds | | | | | 1,391,691 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (29,550) | | | | | | 5,982 | | | | | | — | | | | | | — | | |
Futures | | | | | 99,546 | | | | | | (593,044) | | | | | | — | | | | | | — | | |
Swaps | | | | | 340,650 | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 17,932,640 | | | | | | 84,178,744 | | | | | | — | | | | | | (23,030,191) | | |
Net realized and unrealized gain | | | | | 23,097,893 | | | | | | 22,987,588 | | | | | | 396,232 | | | | | | 253,948,656 | | |
Increase in net assets resulting from operations | | | | $ | 32,031,383 | | | | | $ | 38,697,409 | | | | | $ | 831,491 | | | | | $ | 313,903,240 | | |
* Foreign taxes withheld | | | | $ | 181,792 | | | | | $ | 1,539,503 | | | | | $ | 1,575 | | | | | $ | 615,204 | | |
^ Foreign taxes on sale of Indian investments | | | | $ | — | | | | | $ | 1,649 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends | | | | $ | 51,769 | | | | | $ | 7,285,634 | | |
Interest | | | | | 138,220,013 | | | | | | — | | |
Dividends from affiliated underlying funds | | | | | 30,424,782 | | | | | | — | | |
Securities lending income, net | | | | | 810,895 | | | | | | 257,974 | | |
Total investment income | | | | | 169,507,459 | | | | | | 7,543,608 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 23,572,949 | | | | | | 5,141,807 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 1,611,210 | | | | | | 28,124 | | |
Class S | | | | | 7,882,209 | | | | | | 275,617 | | |
Class S2 | | | | | 119,173 | | | | | | — | | |
Transfer agent fees | | | | | 9,541 | | | | | | 1,056 | | |
Shareholder reporting expense | | | | | 324,017 | | | | | | 43,920 | | |
Registration fees | | | | | 9,463 | | | | | | 30 | | |
Professional fees | | | | | 188,011 | | | | | | 19,032 | | |
Custody and accounting expense | | | | | 625,792 | | | | | | 73,200 | | |
Directors/trustees fees | | | | | 142,331 | | | | | | 18,148 | | |
Miscellaneous expense | | | | | 248,754 | | | | | | 30,571 | | |
Interest expense | | | | | 9,828 | | | | | | — | | |
Total expenses | | | | | 34,743,278 | | | | | | 5,631,505 | | |
Net waived and reimbursed fees | | | | | (2,144,295) | | | | | | (272,212) | | |
Net expenses | | | | | 32,598,983 | | | | | | 5,359,293 | | |
Net investment income | | | | | 136,908,476 | | | | | | 2,184,315 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 29,750,445 | | | | | | 76,641,987 | | |
Sale of affiliated underlying funds | | | | | (979,762) | | | | | | — | | |
Foreign currency related transactions | | | | | (1,703,361) | | | | | | — | | |
Futures | | | | | 13,963,416 | | | | | | — | | |
Swaps | | | | | (32,321,257) | | | | | | — | | |
Written options | | | | | 2,642,029 | | | | | | — | | |
Net realized gain | | | | | 11,351,510 | | | | | | 76,641,987 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 17,434,985 | | | | | | 56,886,577 | | |
Affiliated underlying funds | | | | | 22,817,586 | | | | | | — | | |
Foreign currency related transactions | | | | | (239,426) | | | | | | — | | |
Futures | | | | | (1,530,268) | | | | | | — | | |
Swaps | | | | | 15,848,202 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 54,331,079 | | | | | | 56,886,577 | | |
Net realized and unrealized gain | | | | | 65,682,589 | | | | | | 133,528,564 | | |
Increase in net assets resulting from operations | | | | $ | 202,591,065 | | | | | $ | 135,712,879 | | |
|
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,933,490 | | | | | $ | 9,287,956 | | | | | $ | 15,709,821 | | | | | $ | 17,030,608 | | |
Net realized gain (loss) | | | | | 5,165,253 | | | | | | 19,555,545 | | | | | | (61,191,156) | | | | | | (13,983,788) | | |
Net change in unrealized appreciation (depreciation) | | | | | 17,932,640 | | | | | | (37,094,852) | | | | | | 84,178,744 | | | | | | (45,718,304) | | |
Increase (decrease) in net assets resulting from operations | | | | | 32,031,383 | | | | | | (8,251,351) | | | | | | 38,697,409 | | | | | | (42,671,484) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (502,893) | | | | | | — | | |
Class I | | | | | (7,616,888) | | | | | | (9,483,192) | | | | | | (4,372,370) | | | | | | (1,130,563) | | |
Class S | | | | | (59,518) | | | | | | (77,986) | | | | | | (13,379,827) | | | | | | (2,463,069) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (7,294) | | | | | | (1,762) | | |
Class T | | | | | — | | | | | | — | | | | | | (1,095,449) | | | | | | (416,187) | | |
Total distributions | | | | | (7,676,406) | | | | | | (9,561,178) | | | | | | (19,357,833) | | | | | | (4,011,581) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 4,145,922 | | | | | | 3,063,612 | | | | | | 10,178,134 | | | | | | 128,410,776 | | |
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | — | | | | | | — | | | | | | 817,995,808 | | |
Reinvestment of distributions | | | | | 7,676,406 | | | | | | 9,561,178 | | | | | | 19,357,833 | | | | | | 4,011,581 | | |
| | | | | 11,822,328 | | | | | | 12,624,790 | | | | | | 29,535,967 | | | | | | 950,418,165 | | |
Cost of shares redeemed | | | | | (58,032,822) | | | | | | (63,852,104) | | | | | | (153,481,413) | | | | | | (271,062,713) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (46,210,494) | | | | | | (51,227,314) | | | | | | (123,945,446) | | | | | | 679,355,452 | | |
Net increase (decrease) in net assets | | | | | (21,855,517) | | | | | | (69,039,843) | | | | | | (104,605,870) | | | | | | 632,672,387 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 442,969,956 | | | | | | 512,009,799 | | | | | | 802,432,677 | | | | | | 169,760,290 | | |
End of year or period | | | | $ | 421,114,439 | | | | | $ | 442,969,956 | | | | | $ | 697,826,807 | | | | | $ | 802,432,677 | | |
Undistributed net investment income at end of year or period | | | | $ | 10,643,831 | | | | | $ | 7,368,281 | | | | | $ | 15,188,901 | | | | | $ | 19,417,497 | | |
|
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 435,259 | | | | | $ | 1,751 | | | | | $ | 59,954,584 | | | | | $ | 69,604,940 | | |
Net realized gain | | | | | 396,232 | | | | | | 105,348 | | | | | | 276,978,847 | | | | | | 330,030,006 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (23,030,191) | | | | | | (454,505,895) | | |
Increase (decrease) in net assets resulting from operations | | | | | 831,491 | | | | | | 107,099 | | | | | | 313,903,240 | | | | | | (54,870,949) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (15,538,862) | | | | | | (18,114,051) | | |
Class I | | | | | (435,258) | | | | | | (1,751) | | | | | | (33,639,786) | | | | | | (38,458,104) | | |
Class S | | | | | (3) | | | | | | — | | | | | | (10,073,694) | | | | | | (11,901,355) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (5,727) | | | | | | (6,176) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (87,992,818) | | | | | | (56,976,573) | | |
Class I | | | | | (499,979) | | | | | | (67,210) | | | | | | (143,952,943) | | | | | | (92,161,552) | | |
Class S | | | | | (269) | | | | | | (13) | | | | | | (50,215,275) | | | | | | (32,932,122) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (29,465) | | | | | | (17,319) | | |
Total distributions | | | | | (935,509) | | | | | | (68,974) | | | | | | (341,448,570) | | | | | | (250,567,252) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 139,247,510 | | | | | | 85,417,851 | | | | | | 10,580,286 | | | | | | 23,163,960 | | |
Reinvestment of distributions | | | | | 935,509 | | | | | | 68,974 | | | | | | 341,207,784 | | | | | | 250,385,786 | | |
| | | | | 140,183,019 | | | | | | 85,486,825 | | | | | | 351,788,070 | | | | | | 273,549,746 | | |
Cost of shares redeemed | | | | | (176,638,756) | | | | | | (161,158,873) | | | | | | (552,686,429) | | | | | | (571,660,467) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (36,455,737) | | | | | | (75,672,048) | | | | | | (200,898,359) | | | | | | (298,110,721) | | |
Net decrease in net assets | | | | | (36,559,755) | | | | | | (75,633,923) | | | | | | (228,443,689) | | | | | | (603,548,922) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 541,216,922 | | | | | | 616,850,845 | | | | | | 3,680,177,417 | | | | | | 4,283,726,339 | | |
End of year or period | | | | $ | 504,657,167 | | | | | $ | 541,216,922 | | | | | $ | 3,451,733,728 | | | | | $ | 3,680,177,417 | | |
Distributions in excess of net investment income at end of year or period | | | | $ | (139,824) | | | | | $ | (139,822) | | | | | $ | (527,339) | | | | | $ | (515,229) | | |
|
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | |||||
Net investment income | | | | $ | 136,908,476 | | | | | $ | 139,281,316 | | | | | $ | 2,184,315 | | | | | $ | 2,414,807 | | |
Net realized gain (loss) | | | | | 11,351,510 | | | | | | (4,052,642) | | | | | | 76,641,987 | | | | | | 58,475,510 | | |
Net change in unrealized appreciation (depreciation) | | | | | 54,331,079 | | | | | | (117,840,672) | | | | | | 56,886,577 | | | | | | (66,215,338) | | |
Increase (decrease) in net assets resulting from operations | | | | | 202,591,065 | | | | | | 17,388,002 | | | | | | 135,712,879 | | | | | | (5,325,021) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (8,936,348) | | | | | | (9,986,767) | | | | | | — | | | | | | — | | |
Class I | | | | | (38,142,968) | | | | | | (43,838,685) | | | | | | (2,207,939) | | | | | | (2,508,306) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (13) | | | | | | — | | |
Class S | | | | | (90,171,714) | | | | | | (105,043,748) | | | | | | (208,636) | | | | | | (277,274) | | |
Class S2 | | | | | (753,431) | | | | | | (938,671) | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (552,879) | | | | | | (833,677) | | |
Class I | | | | | — | | | | | | — | | | | | | (44,683,696) | | | | | | (72,451,613) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (279) | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | (9,976,165) | | | | | | (16,327,083) | | |
Total distributions | | | | | (138,004,461) | | | | | | (159,807,871) | | | | | | (57,629,607) | | | | | | (92,397,953) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 178,176,946 | | | | | | 470,317,531 | | | | | | 68,917,142 | | | | | | 66,263,407 | | |
Proceeds from shares issued in merger (Note 13) | | | | | — | | | | | | 567,665,007 | | | | | | — | | | | | | — | | |
Reinvestment of distributions | | | | | 137,993,921 | | | | | | 159,799,747 | | | | | | 57,629,316 | | | | | | 92,397,953 | | |
| | | | | 316,170,867 | | | | | | 1,197,782,285 | | | | | | 126,546,458 | | | | | | 158,661,360 | | |
Cost of shares redeemed | | | | | (749,350,826) | | | | | | (921,955,938) | | | | | | (117,584,204) | | | | | | (98,689,613) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (433,179,959) | | | | | | 275,826,347 | | | | | | 8,962,254 | | | | | | 59,971,747 | | |
Net increase (decrease) in net assets | | | | | (368,593,355) | | | | | | 133,406,478 | | | | | | 87,045,526 | | | | | | (37,751,227) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 4,766,967,249 | | | | | | 4,633,560,771 | | | | | | 604,081,747 | | | | | | 641,832,974 | | |
End of year or period | | | | $ | 4,398,373,894 | | | | | $ | 4,766,967,249 | | | | | $ | 691,127,273 | | | | | $ | 604,081,747 | | |
Undistributed net investment income at end of year or period | | | | $ | 1,650,976 | | | | | $ | 455,801 | | | | | $ | 2,134,294 | | | | | $ | 2,366,567 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.90 | | | | | | 438,912 | | | | | | 193 | | |
12-31-14 | | | | | 14.01 | | | | | | 0.31• | | | | | | 0.55 | | | | | | 0.86 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 14.64 | | | | | | 6.22 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.18 | | | | | | 507,213 | | | | | | 192 | | |
12-31-13 | | | | | 12.27 | | | | | | 0.28• | | | | | | 1.74 | | | | | | 2.02 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.01 | | | | | | 16.71 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.13 | | | | | | 538,114 | | | | | | 210 | | |
12-31-12 | | | | | 11.13 | | | | | | 0.30• | | | | | | 1.20 | | | | | | 1.50 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.27 | | | | | | 13.64 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.57 | | | | | | 520,249 | | | | | | 234 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.65 | | | | | | 4,058 | | | | | | 193 | | |
12-31-14 | | | | | 13.92 | | | | | | 0.28• | | | | | | 0.55 | | | | | | 0.83 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.55 | | | | | | 5.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.94 | | | | | | 4,797 | | | | | | 192 | | |
12-31-13 | | | | | 12.20 | | | | | | 0.24• | | | | | | 1.73 | | | | | | 1.97 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 13.92 | | | | | | 16.33 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.88 | | | | | | 5,829 | | | | | | 210 | | |
12-31-12 | | | | | 11.05 | | | | | | 0.27• | | | | | | 1.21 | | | | | | 1.48 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 12.20 | | | | | | 13.49 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 2.32 | | | | | | 5,567 | | | | | | 234 | | |
Voya Global Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(a) | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.26 | | | | | | 23,880 | | | | | | 83 | | |
12-31-14 | | | | | 8.94 | | | | | | 0.19 | | | | | | 0.22 | | | | | | 0.41 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.11 | | | | | | 4.65 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 2.03 | | | | | | 1,279 | | | | | | 88 | | |
12-31-13 | | | | | 8.15 | | | | | | 0.23• | | | | | | 0.85 | | | | | | 1.08 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.94 | | | | | | 13.46 | | | | | | 1.27 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 2.70 | | | | | | 1,312 | | | | | | 122 | | |
12-31-12 | | | | | 7.38 | | | | | | 0.25• | | | | | | 0.81 | | | | | | 1.06 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.15 | | | | | | 14.74 | | | | | | 1.33 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 3.25 | | | | | | 1,485 | | | | | | 23 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(a) | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.78 | | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(a) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.38 | | | | | | 558,519 | | | | | | 83 | | |
12-31-14 | | | | | 9.03 | | | | | | 0.21• | | | | | | 0.22 | | | | | | 0.43 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.20 | | | | | | 4.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.28 | | | | | | 168,482 | | | | | | 88 | | |
12-31-13 | | | | | 8.23 | | | | | | 0.25• | | | | | | 0.85 | | | | | | 1.10 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.03 | | | | | | 13.63 | | | | | | 1.02 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.96 | | | | | | 179,327 | | | | | | 122 | | |
12-31-12 | | | | | 7.44 | | | | | | 0.27• | | | | | | 0.83 | | | | | | 1.10 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 8.23 | | | | | | 15.12 | | | | | | 1.08 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 3.54 | | | | | | 180,208 | | | | | | 23 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.86 | | | | | | 288 | | | | | | 83 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.36 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.21 | | | | | | 53,997 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00* | | | | | | 541,132 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 0.00 | | | | | | 616,745 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 0.00 | | | | | | 768,521 | | | | | | — | | |
12-31-12 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.03 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.03 | | | | | | 975,469 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.10 | | | | | | 0.64 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.00* | | | | | | 82 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.63 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00 | | | | | | 85 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 0.00 | | | | | | 106 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 0.00 | | | | | | 138 | | | | | | — | | |
12-31-12 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 1.00 | | | | | | 0.00 | | | | | | 0.59 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 0.01 | | | | | | 134 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.46 | | | | | | 1,145,072 | | | | | | 53 | | |
12-31-14 | | | | | 31.36 | | | | | | 0.49• | | | | | | 2.77 | | | | | | 3.26 | | | | | | 0.52 | | | | | | 3.82 | | | | | | — | | | | | | 4.34 | | | | | | — | | | | | | 30.28 | | | | | | 10.19 | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.49 | | | | | | 1,348,687 | | | | | | 87 | | |
12-31-13 | | | | | 24.31 | | | | | | 0.22• | | | | | | 7.09 | | | | | | 7.31 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 31.36 | | | | | | 30.07 | | | | | | 1.09 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 0.80 | | | | | | 1,441,995 | | | | | | 49 | | |
12-31-12 | | | | | 21.39 | | | | | | 0.29• | | | | | | 2.97 | | | | | | 3.26 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 24.31 | | | | | | 15.24 | | | | | | 1.09 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.23 | | | | | | 1,251,577 | | | | | | 57 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.91 | | | | | | 1,872,684 | | | | | | 53 | | |
12-31-14 | | | | | 31.67 | | | | | | 0.64• | | | | | | 2.82 | | | | | | 3.46 | | | | | | 0.68 | | | | | | 3.82 | | | | | | — | | | | | | 4.50 | | | | | | — | | | | | | 30.63 | | | | | | 10.72 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.94 | | | | | | 2,140,398 | | | | | | 87 | | |
12-31-13 | | | | | 24.54 | | | | | | 0.35• | | | | | | 7.17 | | | | | | 7.52 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 31.67 | | | | | | 30.66 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.25 | | | | | | 2,182,314 | | | | | | 49 | | |
12-31-12 | | | | | 21.59 | | | | | | 0.40• | | | | | | 3.00 | | | | | | 3.40 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 24.54 | | | | | | 15.78 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.68 | | | | | | 1,865,425 | | | | | | 57 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.66 | | | | | | 662,075 | | | | | | 53 | | |
12-31-14 | | | | | 31.38 | | | | | | 0.56• | | | | | | 2.78 | | | | | | 3.34 | | | | | | 0.59 | | | | | | 3.82 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.31 | | | | | | 10.44 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.70 | | | | | | 794,327 | | | | | | 87 | | |
12-31-13 | | | | | 24.32 | | | | | | 0.28• | | | | | | 7.10 | | | | | | 7.38 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 31.38 | | | | | | 30.34 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.00 | | | | | | 865,453 | | | | | | 49 | | |
12-31-12 | | | | | 21.40 | | | | | | 0.34• | | | | | | 2.97 | | | | | | 3.31 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 24.32 | | | | | | 15.47 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.42 | | | | | | 772,713 | | | | | | 57 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.56 | | | | | | 346 | | | | | | 53 | | |
12-31-14 | | | | | 31.05 | | | | | | 0.54• | | | | | | 2.70 | | | | | | 3.24 | | | | | | 0.36 | | | | | | 3.82 | | | | | | — | | | | | | 4.18 | | | | | | — | | | | | | 30.11 | | | | | | 10.24 | | | | | | 1.08 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.68 | | | | | | 314 | | | | | | 87 | | |
12-31-13 | | | | | 24.08 | | | | | | 0.22 | | | | | | 7.04 | | | | | | 7.26 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 31.05 | | | | | | 30.17 | | | | | | 1.09 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.85 | | | | | | 1,167 | | | | | | 49 | | |
12-31-12 | | | | | 21.23 | | | | | | 0.35• | | | | | | 2.90 | | | | | | 3.25 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 24.08 | | | | | | 15.30 | | | | | | 1.09 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 1.47 | | | | | | 728 | | | | | | 57 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.62 | | | | | | 319,732 | | | | | | 346 | | |
12-31-14 | | | | | 12.42 | | | | | | 0.38• | | | | | | 0.39 | | | | | | 0.77 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.81 | | | | | | 6.21 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.97 | | | | | | 191,895 | | | | | | 428 | | |
12-31-13 | | | | | 12.88 | | | | | | 0.39 | | | | | | (0.47) | | | | | | (0.08) | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.42 | | | | | | (0.62) | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 3.05 | | | | | | 37,058 | | | | | | 389 | | |
12-31-12 | | | | | 12.34 | | | | | | 0.42• | | | | | | 0.67 | | | | | | 1.09 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.88 | | | | | | 8.85 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 3.25 | | | | | | 34,473 | | | | | | 425 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.14 | | | | | | 1,248,125 | | | | | | 346 | | |
12-31-14 | | | | | 12.50 | | | | | | 0.44 | | | | | | 0.39 | | | | | | 0.83 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.90 | | | | | | 6.67 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 3.46 | | | | | | 958,412 | | | | | | 428 | | |
12-31-13 | | | | | 12.96 | | | | | | 0.45 | | | | | | (0.47) | | | | | | (0.02) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.50 | | | | | | (0.12) | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 3.57 | | | | | | 846,916 | | | | | | 389 | | |
12-31-12 | | | | | 12.40 | | | | | | 0.49• | | | | | | 0.67 | | | | | | 1.16 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 12.96 | | | | | | 9.39 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 3.78 | | | | | | 1,001,255 | | | | | | 425 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.90 | | | | | | 3,169,894 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.42• | | | | | | 0.38 | | | | | | 0.80 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.83 | | | | | | 6.48 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 3.21 | | | | | | 3,477,973 | | | | | | 428 | | |
12-31-13 | | | | | 12.89 | | | | | | 0.44 | | | | | | (0.49) | | | | | | (0.05) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.43 | | | | | | (0.38) | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 3.31 | | | | | | 1,140,317 | | | | | | 389 | | |
12-31-12 | | | | | 12.34 | | | | | | 0.45• | | | | | | 0.67 | | | | | | 1.12 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 12.89 | | | | | | 9.08 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 3.52 | | | | | | 1,221,680 | | | | | | 425 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.75 | | | | | | 29,217 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.37• | | | | | | 0.40 | | | | | | 0.77 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.79 | | | | | | 6.17 | | | | | | 0.97 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.87 | | | | | | 5,281 | | | | | | 428 | | |
12-31-13 | | | | | 12.92 | | | | | | 0.44 | | | | | | (0.50) | | | | | | (0.06) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.43 | | | | | | (0.44) | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 3.45 | | | | | | 1,505 | | | | | | 389 | | |
12-31-12 | | | | | 12.37 | | | | | | 0.41 | | | | | | 0.69 | | | | | | 1.10 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 12.92 | | | | | | 8.93 | | | | | | 1.00 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 3.37 | | | | | | 1,277 | | | | | | 425 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.07) | | | | | | 5,615 | | | | | | 45 | | |
12-31-14 | | | | | 23.94 | | | | | | (0.03) | | | | | | 1.26 | | | | | | 1.23 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 22.49 | | | | | | 6.00 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.18) | | | | | | 5,861 | | | | | | 30 | | |
12-31-13 | | | | | 19.13 | | | | | | (0.02) | | | | | | 6.64 | | | | | | 6.62 | | | | | | 0.01 | | | | | | 1.80 | | | | | | — | | | | | | 1.81 | | | | | | — | | | | | | 23.94 | | | | | | 37.04 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.13) | | | | | | 7,233 | | | | | | 36 | | |
12-31-12 | | | | | 17.39 | | | | | | 0.01 | | | | | | 2.41 | | | | | | 2.42 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 19.13 | | | | | | 14.01 | | | | | | 1.35 | | | | | | 1.35 | | | | | | 1.35 | | | | | | 0.06 | | | | | | 6,213 | | | | | | 49 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.43 | | | | | | 487,778 | | | | | | 45 | | |
12-31-14 | | | | | 24.63 | | | | | | 0.08 | | | | | | 1.31 | | | | | | 1.39 | | | | | | 0.09 | | | | | | 2.68 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 23.25 | | | | | | 6.54 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.33 | | | | | | 520,298 | | | | | | 30 | | |
12-31-13 | | | | | 19.63 | | | | | | 0.08• | | | | | | 6.84 | | | | | | 6.92 | | | | | | 0.12 | | | | | | 1.80 | | | | | | — | | | | | | 1.92 | | | | | | — | | | | | | 24.63 | | | | | | 37.76 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.38 | | | | | | 571,880 | | | | | | 36 | | |
12-31-12 | | | | | 17.82 | | | | | | 0.10• | | | | | | 2.47 | | | | | | 2.57 | | | | | | 0.08 | | | | | | 0.68 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 19.63 | | | | | | 14.52 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.55 | | | | | | 472,254 | | | | | | 49 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
11-24-15(5) - 12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.99 | | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.18 | | | | | | 110,685 | | | | | | 45 | | |
12-31-14 | | | | | 24.24 | | | | | | 0.02 | | | | | | 1.28 | | | | | | 1.30 | | | | | | 0.02 | | | | | | 2.68 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 22.84 | | | | | | 6.26 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.08 | | | | | | 115,635 | | | | | | 30 | | |
12-31-13 | | | | | 19.35 | | | | | | 0.03 | | | | | | 6.72 | | | | | | 6.75 | | | | | | 0.06 | | | | | | 1.80 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 24.24 | | | | | | 37.37 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.12 | | | | | | 126,746 | | | | | | 36 | | |
12-31-12 | | | | | 17.57 | | | | | | 0.05• | | | | | | 2.44 | | | | | | 2.49 | | | | | | 0.03 | | | | | | 0.68 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 19.35 | | | | | | 14.26 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.28 | | | | | | 101,041 | | | | | | 49 | | |
| | | Buy | | | Sell | | ||||||
Balanced | | | | $ | 32,913,919 | | | | | $ | 16,068,788 | | |
Intermediate Bond | | | | | 5,138,074 | | | | | | 44,125,574 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 52,888,527 | | | | | $ | 11,472,835 | | |
Global Equity | | | | | 17,431,343 | | | | | | — | | |
Growth and Income | | | | | 7,824,118 | | | | | | — | | |
Intermediate Bond | | | | | 710,772,657 | | | | | | 154,669,990 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 358,057,836 | | | | | $ | 384,995,564 | | |
Global Equity | | | | | 712,855,844 | | | | | | 852,367,469 | | |
Growth and Income | | | | | 3,394,253,512 | | | | | | 3,822,629,995 | | |
Intermediate Bond | | | | | 1,566,193,765 | | | | | | 1,815,696,878 | | |
Small Company | | | | | 426,010,166 | | | | | | 478,807,818 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 385,257,557 | | | | | $ | 388,730,558 | | |
Intermediate Bond | | | | | 12,989,705,840 | | | | | | 13,248,046,786 | | |
Portfolio | | | Fee | |
Balanced(1) | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1)(2) | | | 0.600% on the first $5 billion; | |
| | | 0.550% on the next $5 billion; | |
| | | 0.525% thereafter | |
Intermediate Bond(1) | | | 0.50% on first $4 billion; | |
| | | 0.48% on next $3 billion; | |
| | | 0.46% thereafter | |
Small Company(1) | | | 0.85% | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2017 | | | 2018 | | | 2019 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 1,043,344 | | | | | $ | 658,101 | | | | | $ | 5,312 | | | | | $ | 1,706,757 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 8.05% | | |
| | | Intermediate Bond | | | | | 8.36 | | |
| | | Small Company | | | | | 7.69 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Insurance and Annuity Company | | | Global Equity | | | | | 68.95 | | |
| | | Growth and Income | | | | | 44.64 | | |
| | | Intermediate Bond | | | | | 61.78 | | |
| | | Small Company | | | | | 16.16 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 88.58 | | |
| | | Global Equity | | | | | 20.39 | | |
| | | Government Money Market | | | | | 89.66 | | |
| | | Growth and Income | | | | | 49.04 | | |
| | | Intermediate Bond | | | | | 25.56 | | |
| | | Small Company | | | | | 52.45 | | |
| | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Global Equity(1) | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.05% | | | | | | 0.55% | | | | | | N/A | | | | | | 0.80% | | | | | | 0.95% | | | | | | N/A | | |
Small Company | | | | | 1.45% | | | | | | 0.95% | | | | | | 0.95% | | | | | | 1.20% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Global Equity | | | | | 7 | | | | | $ | 1,455,286 | | | | | | 1.40% | | |
Government Money Market | | | | | 5 | | | | | | 5,704,830 | | | | | | 1.39 | | |
Growth and Income | | | | | 11 | | | | | | 5,311,273 | | | | | | 1.41 | | |
Intermediate Bond | | | | | 41 | | | | | | 6,311,427 | | | | | | 1.39 | | |
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 4,250,000 | | | | | | 5,313 | | |
Options Expired | | | | | (4,250,000) | | | | | | (5,313) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 34,256,000 | | | | | | 148,981 | | |
Options Terminated in Closing Sell Transactions | | | | | (15,100,000) | | | | | | (92,032) | | |
Options Expired | | | | | (19,156,000) | | | | | | (56,949) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 72,560,000 | | | | | | 1,476,899 | | |
Options Terminated in Closing Sell Transactions | | | | | (59,760,000) | | | | | | (1,432,764) | | |
| | | USD Notional | | | Cost | | ||||||
Options Expired | | | | | (12,800,000) | | | | | | (44,135) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 34,256,000 | | | | | | 162,001 | | |
Options Terminated in Closing Purchase Transactions | | | | | (15,100,000) | | | | | | (92,032) | | |
Options Expired | | | | | (19,156,000) | | | | | | (69,969) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | EUR Notional | | | USD Notional | | | Premiums Received | | |||||||||
Balance at 12/31/2015 | | | | | — | | | | | | — | | | | | $ | — | | |
Options Written | | | | | 110,800,000 | | | | | | 272,700,000 | | | | | | 1,772,541 | | |
Options Terminated in Closing Purchase Transactions | | | | | (55,400,000) | | | | | | (259,900,000) | | | | | | (1,701,072) | | |
Options Expired | | | | | (55,400,000) | | | | | | (12,800,000) | | | | | | (71,469) | | |
Balance at 12/31/2016 | | | | | — | | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 239,000,000 | | | | | | 298,750 | | |
Options Expired | | | | | (239,000,000) | | | | | | (298,750) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 775,600,000 | | | | | | 2,674,345 | | |
Options Expired | | | | | (775,600,000) | | | | | | (2,674,345) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2015 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 775,600,000 | | | | | | 2,642,029 | | |
Options Expired | | | | | (775,600,000) | | | | | | (2,642,029) | | |
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 286,591 | | | | | | — | | | | | | 545,232 | | | | | | (4,020,427) | | | | | | (3,188,604) | | | | | | 4,102,169 | | | | | | — | | | | | | 7,616,888 | | | | | | (57,388,840) | | | | | | (45,669,783) | | |
12/31/2015 | | | | | 202,625 | | | | | | — | | | | | | 636,456 | | | | | | (4,345,705) | | | | | | (3,506,624) | | | | | | 2,953,398 | | | | | | — | | | | | | 9,483,192 | | | | | | (63,085,408) | | | | | | (50,648,818) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 3,164 | | | | | | — | | | | | | 4,279 | | | | | | (45,300) | | | | | | (37,857) | | | | | | 43,753 | | | | | | — | | | | | | 59,518 | | | | | | (643,982) | | | | | | (540,711) | | |
12/31/2015 | | | | | 7,630 | | | | | | — | | | | | | 5,259 | | | | | | (52,988) | | | | | | (40,099) | | | | | | 110,214 | | | | | | — | | | | | | 77,986 | | | | | | (766,696) | | | | | | (578,496) | | |
Global Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 31,215 | | | | | | — | | | | | | 59,303 | | | | | | (607,916) | | | | | | (517,398) | | | | | | 275,302 | | | | | | — | | | | | | 502,893 | | | | | | (5,296,385) | | | | | | (4,518,190) | | |
12/31/2015 | | | | | 2,646,676 | | | | | | 702,530 | | | | | | — | | | | | | (792,289) | | | | | | 2,556,917 | | | | | | 24,874,315 | | | | | | 6,554,145 | | | | | | — | | | | | | (7,296,576) | | | | | | 24,131,884 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 315,852 | | | | | | — | | | | | | 512,587 | | | | | | (2,997,376) | | | | | | (2,168,937) | | | | | | 2,799,817 | | | | | | — | | | | | | 4,372,370 | | | | | | (26,392,658) | | | | | | (19,220,471) | | |
3/5/2015(1) - 12/31/2015 | | | | | 7,966,142 | | | | | | 13,499,724 | | | | | | 113,968 | | | | | | (3,032,541) | | | | | | 18,547,293 | | | | | | 75,699,383 | | | | | | 128,332,301 | | | | | | 1,130,563 | | | | | | (28,447,844) | | | | | | 176,714,403 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 223,897 | | | | | | — | | | | | | 1,566,724 | | | | | | (11,562,136) | | | | | | (9,771,515) | | | | | | 1,959,903 | | | | | | — | | | | | | 13,379,827 | | | | | | (101,783,442) | | | | | | (86,443,712) | | |
12/31/2015 | | | | | 2,610,281 | | | | | | 59,963,891 | | | | | | 248,043 | | | | | | (18,562,769) | | | | | | 44,259,446 | | | | | | 24,509,289 | | | | | | 567,994,045 | | | | | | 2,463,069 | | | | | | (174,600,717) | | | | | | 420,365,686 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 4,795 | | | | | | — | | | | | | 865 | | | | | | (7,731) | | | | | | (2,071) | | | | | | 41,574 | | | | | | — | | | | | | 7,294 | | | | | | (68,918) | | | | | | (20,050) | | |
3/5/2015(1) - 12/31/2015 | | | | | 4,490 | | | | | | 1,501,436 | | | | | | 180 | | | | | | (1,473,347) | | | | | | 32,759 | | | | | | 41,593 | | | | | | 14,128,522 | | | | | | 1,762 | | | | | | (13,863,380) | | | | | | 308,497 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | ||||||||||||||||||||||||||||||
Global Equity (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class T | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 594,364 | | | | | | — | | | | | | 129,793 | | | | | | (2,307,010) | | | | | | (1,582,853) | | | | | | 5,101,538 | | | | | | — | | | | | | 1,095,449 | | | | | | (19,940,010) | | | | | | (13,743,023) | |
3/5/2015(1) - 12/31/2015 | | | | | 353,809 | | | | | | 10,731,841 | | | | | | 42,425 | | | | | | (4,990,842) | | | | | | 6,137,233 | | | | | | 3,286,196 | | | | | | 100,986,795 | | | | | | 416,187 | | | | | | (46,854,196) | | | | | | 57,834,982 | |
Government Money Market | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 138,262,357 | | | | | | — | | | | | | 935,238 | | | | | | (175,651,072) | | | | | | (36,453,477) | | | | | | 138,262,357 | | | | | | — | | | | | | 935,238 | | | | | | (175,651,072) | | | | | | (36,453,477) | |
12/31/2015 | | | | | 85,417,420 | | | | | | — | | | | | | 68,961 | | | | | | (161,137,105) | | | | | | (75,650,724) | | | | | | 85,417,419 | | | | | | — | | | | | | 68,961 | | | | | | (161,137,104) | | | | | | (75,650,724) | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 985,152 | | | | | | — | | | | | | 272 | | | | | | (987,684) | | | | | | (2,260) | | | | | | 985,153 | | | | | | — | | | | | | 271 | | | | | | (987,684) | | | | | | (2,260) | |
12/31/2015 | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | | | | | | 432 | | | | | | — | | | | | | 13 | | | | | | (21,769) | | | | | | (21,324) | |
Growth and Income | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 145,340 | | | | | | — | | | | | | 3,776,003 | | | | | | (6,406,343) | | | | | | (2,485,000) | | | | | | 4,095,762 | | | | | | — | | | | | | 103,531,680 | | | | | | (179,207,392) | | | | | | (71,579,950) | |
12/31/2015 | | | | | 324,618 | | | | | | — | | | | | | 2,653,379 | | | | | | (6,332,093) | | | | | | (3,354,096) | | | | | | 9,477,145 | | | | | | — | | | | | | 75,090,624 | | | | | | (193,620,550) | | | | | | (109,052,781) | |
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 131,389 | | | | | | — | | | | | | 6,380,927 | | | | | | (9,248,696) | | | | | | (2,736,380) | | | | | | 3,639,575 | | | | | | — | | | | | | 177,351,943 | | | | | | (261,073,382) | | | | | | (80,081,864) | |
12/31/2015 | | | | | 290,105 | | | | | | — | | | | | | 4,555,997 | | | | | | (8,170,773) | | | | | | (3,324,671) | | | | | | 8,980,255 | | | | | | — | | | | | | 130,438,190 | | | | | | (250,938,958) | | | | | | (111,520,513) | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 100,601 | | | | | | — | | | | | | 2,196,506 | | | | | | (4,010,085) | | | | | | (1,712,978) | | | | | | 2,816,141 | | | | | | — | | | | | | 60,288,969 | | | | | | (112,370,107) | | | | | | (49,264,997) | |
12/31/2015 | | | | | 146,571 | | | | | | — | | | | | | 1,583,103 | | | | | | (4,145,273) | | | | | | (2,415,599) | | | | | | 4,428,772 | | | | | | — | | | | | | 44,833,477 | | | | | | (126,860,972) | | | | | | (77,598,723) | |
Class S2 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,054 | | | | | | — | | | | | | 1,293 | | | | | | (1,301) | | | | | | 1,046 | | | | | | 28,808 | | | | | | — | | | | | | 35,192 | | | | | | (35,548) | | | | | | 28,452 | |
12/31/2015 | | | | | 9,093 | | | | | | — | | | | | | 836 | | | | | | (7,833) | | | | | | 2,096 | | | | | | 277,788 | | | | | | — | | | | | | 23,495 | | | | | | (239,987) | | | | | | 61,296 | |
Intermediate Bond | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,532,861 | | | | | | — | | | | | | 699,426 | | | | | | (3,152,561) | | | | | | (920,274) | | | | | | 19,734,492 | | | | | | — | | | | | | 8,936,129 | | | | | | (40,256,358) | | | | | | (11,585,737) | |
12/31/2015 | | | | | 1,033,309 | | | | | | 11,624,777 | | | | | | 802,976 | | | | | | (2,669,949) | | | | | | 10,791,113 | | | | | | 13,340,754 | | | | | | 149,184,469 | | | | | | 9,986,767 | | | | | | (34,328,099) | | | | | | 138,183,891 | |
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 3,268,901 | | | | | | — | | | | | | 2,949,442 | | | | | | (13,175,262) | | | | | | (6,956,919) | | | | | | 42,304,595 | | | | | | — | | | | | | 38,134,846 | | | | | | (169,970,055) | | | | | | (89,530,614) | |
12/31/2015 | | | | | 23,872,350 | | | | | | 12,071,020 | | | | | | 3,491,776 | | | | | | (13,997,676) | | | | | | 25,437,470 | | | | | | 310,214,545 | | | | | | 156,568,603 | | | | | | 43,830,561 | | | | | | (181,744,538) | | | | | | 328,869,171 | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 8,765,935 | | | | | | — | | | | | | 7,023,181 | | | | | | (41,031,537) | | | | | | (25,242,421) | | | | | | 110,867,415 | | | | | | — | | | | | | 90,169,539 | | | | | | (528,312,300) | | | | | | (327,275,346) | |
12/31/2015 | | | | | 9,216,475 | | | | | | 20,259,748 | | | | | | 8,416,637 | | | | | | (54,273,223) | | | | | | (16,380,363) | | | | | | 118,762,167 | | | | | | 260,842,115 | | | | | | 105,043,748 | | | | | | (700,912,894) | | | | | | (216,264,864) | |
Class S2 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 410,608 | | | | | | — | | | | | | 58,920 | | | | | | (846,688) | | | | | | (377,160) | | | | | | 5,270,444 | | | | | | — | | | | | | 753,407 | | | | | | (10,812,113) | | | | | | (4,788,262) | |
12/31/2015 | | | | | 2,168,538 | | | | | | 83,377 | | | | | | 75,471 | | | | | | (384,423) | | | | | | 1,942,963 | | | | | | 28,000,065 | | | | | | 1,069,820 | | | | | | 938,671 | | | | | | (4,970,407) | | | | | | 25,038,149 | |
Small Company | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 55,117 | | | | | | — | | | | | | 31,848 | | | | | | (77,808) | | | | | | 9,157 | | | | | | 1,058,284 | | | | | | — | | | | | | 552,879 | | | | | | (1,440,693) | | | | | | 170,470 | |
12/31/2015 | | | | | 42,791 | | | | | | — | | | | | | 42,062 | | | | | | (49,749) | | | | | | 35,104 | | | | | | 879,068 | | | | | | — | | | | | | 833,677 | | | | | | (1,057,372) | | | | | | 655,373 | |
Class I | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,980,320 | | | | | | — | | | | | | 2,597,874 | | | | | | (4,653,668) | | | | | | (75,474) | | | | | | 39,835,416 | | | | | | — | | | | | | 46,891,635 | | | | | | (92,286,094) | | | | | | (5,559,043) | |
12/31/2015 | | | | | 2,254,931 | | | | | | — | | | | | | 3,651,238 | | | | | | (3,567,784) | | | | | | 2,338,385 | | | | | | 47,197,903 | | | | | | — | | | | | | 74,959,919 | | | | | | (75,492,777) | | | | | | 46,665,045 | |
Class R6 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 135,577 | | | | | | — | | | | | | — | | | | | | (13,969) | | | | | | 121,608 | | | | | | 2,801,884 | | | | | | — | | | | | | — | | | | | | (289,726) | | | | | | 2,512,158 | |
11/24/2015(1) - 12/31/2015 | | | | | 147 | | | | | | — | | | | | | — | | | | | | — | | | | | | 147 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 | |
Class S | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | 1,259,380 | | | | | | — | | | | | | 576,063 | | | | | | (1,234,819) | | | | | | 600,624 | | | | | | 25,221,558 | | | | | | — | | | | | | 10,184,802 | | | | | | (23,567,691) | | | | | | 11,838,669 | |
12/31/2015 | | | | | 898,027 | | | | | | — | | | | | | 824,447 | | | | | | (1,060,078) | | | | | | 662,396 | | | | | | 18,183,436 | | | | | | — | | | | | | 16,604,357 | | | | | | (22,100,391) | | | | | | 12,687,402 | |
Class S2 | | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | |
12/31/2015 | | | | | — | | | | | | — | | | | | | — | | | | | | (1,782) | | | | | | (1,782) | | | | | | — | | | | | | — | | | | | | — | | | | | | (39,073) | | | | | | (39,073) |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 52,744 | | | | | $ | (52,744) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 2,468,646 | | | | | | (2,468,646) | �� | | | | | — | | |
Goldman, Sachs & Co. | | | | | 347,497 | | | | | | (347,497) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Securities (USA) Inc. | | | | | 149,856 | | | | | | (149,856) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 320,693 | | | | | | (320,693) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 3,104,366 | | | | | | (3,104,366) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 52,654 | | | | | | (52,654) | | | | | | — | | |
Citadel Clearing LLC | | | | | 115,424 | | | | | | (115,424) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 140,331 | | | | | | (140,331) | | | | | | — | | |
HSBC Bank PLC | | | | | 104,925 | | | | | | (104,925) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 19,350 | | | | | | (19,350) | | | | | | — | | |
Jefferies LLC | | | | | 47,704 | | | | | | (47,704) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 38,088 | | | | | | (38,088) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 266,469 | | | | | | (266,469) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 85,320 | | | | | | (85,320) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,055,529 | | | | | | (1,055,529) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 512,090 | | | | | | (512,090) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 47,409 | | | | | | (47,409) | | | | | | — | | |
Barclays Capital Inc. | | | | | 184,460 | | | | | | (184,460) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 57,735 | | | | | | (57,735) | | | | | | — | | |
Morgan Stanley & Co. International PLC | | | | | 22,853 | | | | | | (22,853) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 84,882 | | | | | | (84,882) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 712,702 | | | | | | (712,702) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 620,224 | | | | | | (620,224) | | | | | | — | | |
Total | | | | $ | 10,611,951 | | | | | $ | (10,611,951) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 21,888 | | | | | $ | (21,888) | | | | | $ | — | | |
HSBC Bank PLC | | | | | 2,593,728 | | | | | | (2,593,728) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 120,384 | | | | | | (120,384) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 13,680 | | | | | | (13,680) | | | | | | — | | |
Total | | | | $ | 2,749,680 | | | | | $ | (2,749,680) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 43,766,576 | | | | | $ | (43,766,576) | | | | | $ | — | | |
Citadel Clearing LLC | | | | | 275,479 | | | | | | (275,479) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 35,985,079 | | | | | | (35,985,079) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 313,685 | | | | | | (313,685) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 965,724 | | | | | | (965,724) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 2,696,630 | | | | | | (2,696,630) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 24,501,170 | | | | | | (24,501,170) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 7,684,141 | | | | | | (7,684,141) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 42,190,881 | | | | | | (42,190,881) | | | | | | — | | |
Mizuho Securities USA Inc. | | | | | 1,717,859 | | | | | | (1,717,859) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 732,039 | | | | | | (732,039) | | | | | | — | | |
RBS Securities Inc | | | | | 40,553,053 | | | | | | (40,553,053) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 1,267,166 | | | | | | (1,267,166) | | | | | | — | | |
Societe Generale | | | | | 14,390,123 | | | | | | (14,390,123) | | | | | | — | | |
Total | | | | $ | 217,039,605 | | | | | $ | (217,039,605) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 696,960 | | | | | $ | (696,960) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 543,754 | | | | | | (543,754) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,725,196 | | | | | | (1,725,196) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 231,703 | | | | | | (231,703) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 1,397,775 | | | | | | (1,397,775) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,412,000 | | | | | | (1,412,000) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 682,273 | | | | | | (682,273) | | | | | | — | | |
Jefferies LLC | | | | | 3,548 | | | | | | (3,548) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 1,896,086 | | | | | | (1,896,086) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,188,557 | | | | | | (1,188,557) | | | | | | — | | |
Natixis Securities America LLC | | | | | 28,125 | | | | | | (28,125) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 258,915 | | | | | | (258,915) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
RBC Dominion Securities Inc | | | | | 1,194,317 | | | | | | (1,194,317) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 143,390 | | | | | | (143,390) | | | | | | — | | |
UBS AG | | | | | 425,214 | | | | | | (425,214) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,469,905 | | | | | | (1,469,905) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,252,999 | | | | | | (1,252,999) | | | | | | — | | |
Total | | | | $ | 14,550,717 | | | | | $ | (14,550,717) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/ (Losses) | | |||||||||
Balanced | | | | $ | — | | | | | $ | 2,018,466 | | | | | $ | (2,018,466) | | |
Global Equity(1) | | | | | (114,056,764) | | | | | | (580,584) | | | | | | 114,637,348 | | |
Growth and Income | | | | | (40) | | | | | | (708,625) | | | | | | 708,665 | | |
Intermediate Bond | | | | | — | | | | | | 2,291,160 | | | | | | (2,291,160) | | |
| | | Year Ended December 31, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 7,676,406 | | | | | $ | — | | | | | $ | 9,561,178 | | | | | $ | — | | |
Global Equity | | | | | 19,357,833 | | | | | | — | | | | | | 4,011,581 | | | | | | — | | |
Government Money Market | | | | | 932,960 | | | | | | 2,549 | | | | | | 59,269 | | | | | | 9,705 | | |
Growth and Income | | | | | 59,258,069 | | | | | | 282,190,501 | | | | | | 68,479,686 | | | | | | 182,087,566 | | |
Intermediate Bond | | | | | 138,004,461 | | | | | | — | | | | | | 159,807,871 | | | | | | — | | |
Small Company | | | | | 2,562,015 | | | | | | 55,067,592 | | | | | | 11,222,450 | | | | | | 81,175,503 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Balanced | | | | $ | 10,906,833 | | | | | $ | — | | | | | $ | 13,409,464 | | | | | $ | (1,065,572) | | | | | | Short-term | | | | | | 2017 | | |
Global Equity | | | | | 15,226,891 | | | | | | — | | | | | | 40,296,705 | | | | | | (16,197,601) | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (6,695,973) | | | | | | Short-term | | | | | | 2018 | | |
| | | | | | | | | | | | | | | | | | | | | | | (99,752,186) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (22,040,302) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (144,686,062)* | | | | | | | | | | | | | | |
Government Money Market | | | | | 3,218 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | | | | — | | | | | | 49,826,554 | | | | | | 566,611,323 | | | | | | — | | | | | | — | | | | | | — | | |
Intermediate Bond | | | | | 1,984,873 | | | | | | — | | | | | | (1,373,661) | | | | | | (152,830,543) | | | | | | Short-term | | | | | | 2017 | | |
| | | | | | | | | | | | | | | | | | | | | | | (15,005,778) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (167,836,321)* | | | | | | | | | | | | | | |
Small Company | | | | | 9,976,900 | | | | | | 68,538,273 | | | | | | 118,986,610 | | | | | | (520,509)* | | | | | | Short-term | | | | | | 2017 | | |
| Net investment income | | | | $ | 19,127,226 | | |
| Net realized and unrealized loss on investments | | | | $ | (71,422,278) | | |
| Net decrease in net assets resulting from operations | | | | $ | (52,295,052) | | |
Acquired Portfolios | | | Total Net Assets of Acquired Portfolios (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Capital Loss Carryforwards (000s) | | | Acquired Unrealized Appreciation/ (Depreciation) (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
Acquired 1 Portfolio | | | | $ | 534,681 | | | | | $ | 169,240 | | | | | $ | 154,807 | | | | | $ | (12,803) | | | | | | 1.8507 | | |
Acquired 2 Portfolio | | | | $ | 111,826 | | | | | $ | 169,240 | | | | | $ | 7,894* | | | | | $ | 4,632 | | | | | | 0.9631 | | |
| Net investment income | | | | $ | 18,044,431 | | |
| Net realized and unrealized loss on investments | | | | $ | (56,943,168) | | |
| Net decrease in net assets resulting from operations | | | | $ | (38,898,737) | | |
Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
| $ | 171,489 | | | | | $ | 734,035 | | | | | $ | — | | | | | $ | (2,082) | | | | | | 1.0286 | | |
| Net investment income | | | | $ | 148,621,340 | | |
| Net realized and unrealized loss on investments | | | | $ | (127,152,986) | | |
| Net increase in net assets resulting from operations | | | | $ | 21,468,354 | | |
Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ Conversion Ratio | | |||||||||||||||
| $ | 567,665 | | | | | $ | 4,449,177 | | | | | $ | — | | | | | $ | (1,127) | | | | | | 0.8214 | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | NII | | | | $ | 0.0002 | | | | February 1, 2017 | | | Daily | |
Class S | | | NII | | | | $ | 0.0001 | | | | February 1, 2017 | | | Daily | |
All Classes | | | STCG | | | | $ | 0.0000* | | | | February 1, 2017 | | | January 30, 2017 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0331 | | | | February 1, 2017 | | | Daily | |
Class I | | | NII | | | | $ | 0.0389 | | | | February 1, 2017 | | | Daily | |
Class S | | | NII | | | | $ | 0.0360 | | | | February 1, 2017 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0342 | | | | February 1, 2017 | | | Daily | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | |||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | |
Small Company | | | | | 1.43% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 1.18% | | | | | | N/A | | |
Voya Balanced Portfolio | as of December 31, 2016 |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: 53.1% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 6.7% | | ||||||||||||
| | | 3,814 | @ | | Amazon.com, Inc. | | | | $ | 2,860,004 | | | | | | 0.7 | | | |
| | | 51,710 | | | | Coach, Inc. | | | | | 1,810,884 | | | | | | 0.4 | | |
| | | 28,135 | | | | Comcast Corp. – Class A | | | | | 1,942,722 | | | | | | 0.5 | | |
| | | 38,423 | @ | | Dish Network Corp. - Class A | | | | | 2,225,844 | | | | | | 0.5 | | | |
| | | 22,951 | | | | Hasbro, Inc. | | | | | 1,785,358 | | | | | | 0.4 | | |
| | | 18,034 | | | | Home Depot, Inc. | | | | | 2,417,999 | | | | | | 0.6 | | |
| | | 20,488 | | | | McDonald’s Corp. | | | | | 2,493,799 | | | | | | 0.6 | | |
| | | 478,153 | | | | Other Securities(a) | | | | | 12,587,894 | | | | | | 3.0 | | |
| | | | | | | | | | | | 28,124,504 | | | | | | 6.7 | | |
| | | | | | | Consumer Staples: 4.4% | | ||||||||||||
| | | 36,572 | @ | | Monster Beverage Corp. | | | | | 1,621,602 | | | | | | 0.4 | | | |
| | | 20,047 | | | | PepsiCo, Inc. | | | | | 2,097,518 | | | | | | 0.5 | | |
| | | 18,623 | | | | Philip Morris International, Inc. | | | | | 1,703,818 | | | | | | 0.4 | | |
| | | 235,500 | # | | WH Group Ltd. | | | | | 189,836 | | | | | | 0.0 | | | |
| | | 342,568 | | | | Other Securities(a) | | | | | 12,834,570 | | | | | | 3.1 | | |
| | | | | | | | | | | | 18,447,344 | | | | | | 4.4 | | |
| | | | | | | Energy: 3.6% | | ||||||||||||
| | | 21,786 | | | | Chevron Corp. | | | | | 2,564,212 | | | | | | 0.6 | | |
| | | 17,750 | | | | Exxon Mobil Corp. | | | | | 1,602,115 | | | | | | 0.4 | | |
| | | 27,514 | | | | Royal Dutch Shell PLC - Class A | | | | | 759,488 | | | | | | 0.2 | | |
| | | 26,179 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 1,423,614 | | | | | | 0.4 | | |
| | | 11,368 | | | | Royal Dutch Shell PLC - Class B | | | | | 326,626 | | | | | | 0.1 | | |
| | | 21,781 | | | | Schlumberger Ltd. | | | | | 1,828,515 | | | | | | 0.4 | | |
| | | 232,414 | | | | Other Securities | | | | | 6,468,778 | | | | | | 1.5 | | |
| | | | | | | | | | | | 14,973,348 | | | | | | 3.6 | | |
| | | | | | | Financials: 8.8% | | ||||||||||||
| | | 154,464 | | | | Bank of America Corp. | | | | | 3,413,654 | | | | | | 0.8 | | |
| | | 12,196 | | | | Chubb Ltd. | | | | | 1,611,336 | | | | | | 0.4 | | |
| | | 41,820 | | | | Hartford Financial Services Group, Inc. | | | | | 1,992,723 | | | | | | 0.5 | | |
| | | 42,159 | | | | JPMorgan Chase & Co. | | | | | 3,637,900 | | | | | | 0.8 | | |
| | | 117,539 | | | | Keycorp | | | | | 2,147,438 | | | | | | 0.5 | | |
| | | 58,836 | | | | Wells Fargo & Co. | | | | | 3,242,452 | | | | | | 0.8 | | |
| | | 1,167,776 | | | | Other Securities(a) | | | | | 21,084,290 | | | | | | 5.0 | | |
| | | | | | | | | | | | 37,129,793 | | | | | | 8.8 | | |
| | | | | | | Health Care: 6.3% | | ||||||||||||
| | | 13,833 | @ | | Celgene Corp. | | | | | 1,601,170 | | | | | | 0.4 | | | |
| | | 24,177 | | | | Johnson & Johnson | | | | | 2,785,432 | | | | | | 0.6 | | |
| | | 33,751 | | | �� | Merck & Co., Inc. | | | | | 1,986,922 | | | | | | 0.5 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 66,036 | | | | Pfizer, Inc. | | | | $ | 2,144,849 | | | | | | 0.5 | | |
| | | 16,706 | | | | UnitedHealth Group, Inc. | | | | | 2,673,628 | | | | | | 0.6 | | |
| | | 267,890 | | | | Other Securities(a) | | | | | 15,469,602 | | | | | | 3.7 | | |
| | | | | | | | | | | | 26,661,603 | | | | | | 6.3 | | |
| | | | | | | Industrials: 6.4% | | ||||||||||||
| | | 10,580 | | | | Boeing Co. | | | | | 1,647,095 | | | | | | 0.4 | | |
| | | 15,335 | | | | Deere & Co. | | | | | 1,580,118 | | | | | | 0.4 | | |
| | | 11,457 | | | | General Dynamics Corp. | | | | | 1,978,166 | | | | | | 0.4 | | |
| | | 742,613 | | | | Other Securities(a) | | | | | 21,775,774 | | | | | | 5.2 | | |
| | | | | | | | | | | | 26,981,153 | | | | | | 6.4 | | |
| | | | | | | Information Technology: 9.2% | | ||||||||||||
| | | 4,035 | @ | | Alphabet, Inc. - Class A | | | | | 3,197,536 | | | | | | 0.8 | | | |
| | | 455 | @ | | Alphabet, Inc. - Class C | | | | | 351,178 | | | | | | 0.1 | | | |
| | | 44,070 | | | | Apple, Inc. | | | | | 5,104,187 | | | | | | 1.2 | | |
| | | 85,150 | | | | Cisco Systems, Inc. | | | | | 2,573,233 | | | | | | 0.6 | | |
| | | 15,148 | @ | | Facebook, Inc. | | | | | 1,742,777 | | | | | | 0.4 | | | |
| | | 76,861 | | | | Microsoft Corp. | | | | | 4,776,143 | | | | | | 1.1 | | |
| | | 54,408 | | | | Oracle Corp. | | | | | 2,091,988 | | | | | | 0.5 | | |
| | | 22,092 | | | | Visa, Inc. - Class A | | | | | 1,723,618 | | | | | | 0.4 | | |
| | | 377,894 | | | | Other Securities(a) | | | | | 17,085,398 | | | | | | 4.1 | | |
| | | | | | | | | | | | 38,646,058 | | | | | | 9.2 | | |
| | | | | | | Materials: 2.6% | | ||||||||||||
| | | 51,063 | | | | Dow Chemical Co. | | | | | 2,921,825 | | | | | | 0.7 | | |
| | | 294,305 | | | | Other Securities(a) | | | | | 7,981,113 | | | | | | 1.9 | | |
| | | | | | | | | | | | 10,902,938 | | | | | | 2.6 | | |
| | | | | | | Real Estate: 2.2% | | ||||||||||||
| | | 779,604 | | | | Other Securities | | | | | 9,360,789 | | | | | | 2.2 | | |
| | | | | | | Telecommunication Services: 1.0% | | ||||||||||||
| | | 55,845 | | | | AT&T, Inc. | | | | | 2,375,088 | | | | | | 0.6 | | |
| | | 169,961 | | | | Other Securities | | | | | 1,666,759 | | | | | | 0.4 | | |
| | | | | | | | | | | | 4,041,847 | | | | | | 1.0 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 39,814 | | | | Exelon Corp. | | | | | 1,412,999 | | | | | | 0.3 | | |
| | | 16,071 | | | | NextEra Energy, Inc. | | | | | 1,919,841 | | | | | | 0.4 | | |
| | | 281,248 | | | | Other Securities | | | | | 4,894,615 | | | | | | 1.2 | | |
| | | | | | | | | | | | 8,227,455 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $205,757,909) | | | | | 223,496,832 | | | | | | 53.1 | | |
| EXCHANGE-TRADED FUNDS: 10.8% | | ||||||||||||||||||
| | | 25,061 | | | | iShares Barclays 20+ Year Treasury Bond Fund | | | | | 2,985,517 | | | | | | 0.7 | | |
| | | 235,469 | | | | iShares MSCI Emerging Markets Index Fund | | | | | 8,243,770 | | | | | | 1.9 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| EXCHANGE-TRADED FUNDS: (continued) | | ||||||||||||||||||
| | | 46,274 | | | | iShares Russell 1000 Value Index Fund | | | | $ | 5,184,076 | | | | | | 1.2 | | |
| | | 361,336 | | | | PowerShares Senior Loan Portfolio | | | | | 8,440,809 | | | | | | 2.0 | | |
| | | 116,023 | | | | SPDR Dow Jones International Real Estate | | | | | 4,186,110 | | | | | | 1.0 | | |
| | | 37,008 | | | | SPDR Trust Series 1 | | | | | 8,272,398 | | | | | | 2.0 | | |
| | | 50,936 | | | | Vanguard REIT | | | | | 4,203,748 | | | | | | 1.0 | | |
| | | 77,633 | | | | Vanguard Total International Bond ETF | | | | | 4,214,696 | | | | | | 1.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $47,256,265) | | | | | 45,731,124 | | | | | | 10.8 | | |
| MUTUAL FUNDS: 8.7% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 7.1% | | ||||||||||||
| | | 1,275,922 | | | | Voya Floating Rate Fund - Class P | | | | | 12,708,187 | | | | | | 3.0 | | |
| | | 2,109,454 | | | | Voya High Yield Bond Fund - Class P | | | | | 16,960,007 | | | | | | 4.1 | | |
| | | | | | | | | | | | 29,668,194 | | | | | | 7.1 | | |
| | | | | | | Unaffiliated Investment Companies: 1.6% | | ||||||||||||
| | | 1,341,911 | @ | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 6,803,489 | | | | | | 1.6 | | | |
| | | | | | | Total Mutual Funds (Cost $36,621,922) | | | | | 36,471,683 | | | | | | 8.7 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Consumer Staples: 0.0% | | ||||||||||||
| | | 1,748 | | | | Other Securities | | | | | 208,082 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $199,715) | | | | | 208,082 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: 8.1% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.1% | | ||||||||||||
| | | 50,000 | # | | Air Liquide Finance SA, 1.750%, 09/27/21 | | | | | 48,128 | | | | | | 0.0 | | | |
| | | 30,000 | # | | Air Liquide Finance SA, 2.250%, 09/27/23 | | | | | 28,618 | | | | | | 0.0 | | | |
| | | 106,000 | # | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.400%, 12/01/26 | | | | | 105,791 | | | | | | 0.0 | | | |
| | | 67,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 67,600 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Basic Materials (continued) | | ||||||||||||
| | | 295,000 | | | | Other Securities | | | | $ | 302,283 | | | | | | 0.1 | | |
| | | | | | | | | | | | 552,420 | | | | | | 0.1 | | |
| | | | | | | Communications: 0.9% | | ||||||||||||
| | | 827,000 | | | | AT&T, Inc., 2.300%-5.350%, 03/11/19-03/09/49 | | | | | 814,642 | | | | | | 0.2 | | |
| | | 200,000 | # | | Millicom International Cellular SA, 4.750%, 05/22/20 | | | | | 203,250 | | | | | | 0.1 | | | |
| | | 20,000 | # | | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | | | | | 20,425 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Telefonica Chile SA, 3.875%, 10/12/22 | | | | | 201,551 | | | | | | 0.0 | | | |
| | | 2,441,000 | | | | Other Securities | | | | | 2,466,045 | | | | | | 0.6 | | |
| | | | | | | | | | | | 3,705,913 | | | | | | 0.9 | | |
| | | | | | | Consumer, Cyclical: 0.5% | | ||||||||||||
| | | 30,000 | # | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/26 | | | | | 30,750 | | | | | | 0.0 | | | |
| | | 30,000 | # | | BMW US Capital LLC, 1.450%, 09/13/19 | | | | | 29,645 | | | | | | 0.0 | | | |
| | | 60,000 | # | | BMW US Capital LLC, 2.250%, 09/15/23 | | | | | 57,491 | | | | | | 0.0 | | | |
| | | 35,000 | # | | Daimler Finance North America LLC, 1.500%, 07/05/19 | | | | | 34,433 | | | | | | 0.0 | | | |
| | | 133,000 | | | | McDonald’s Corp., 2.100%-4.875%, 12/07/18-12/09/45 | | | | | 138,515 | | | | | | 0.0 | | |
| | | 1,911,000 | | | | Other Securities | | | | | 1,905,862 | | | | | | 0.5 | | |
| | | | | | | | | | | | 2,196,696 | | | | | | 0.5 | | |
| | | | | | | Consumer, Non-cyclical: 1.5% | | ||||||||||||
| | | 43,000 | # | | BAT International Finance PLC, 1.850%, 06/15/18 | | | | | 43,022 | | | | | | 0.0 | | | |
| | | 60,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 61,477 | | | �� | | | 0.0 | | | |
| | | 200,000 | # | | Danone SA, 2.077%, 11/02/21 | | | | | 194,251 | | | | | | 0.1 | | | |
| | | 200,000 | # | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 201,248 | | | | | | 0.1 | | | |
| | | 200,000 | # | | Mondelez International Holdings Netherlands BV, 2.000%, 10/28/21 | | | | | 191,639 | | | | | | 0.1 | | | |
| | | 61,000 | # | | Mylan NV, 3.150%, 06/15/21 | | | | | 59,873 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 40,396 | | | | | | 0.0 | | | |
| | | 64,000 | # | | Mylan NV, 3.950%, 06/15/26 | | | | | 59,926 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 93,000 | | | | Philip Morris International, Inc., 4.250%-5.650%, 05/16/18-11/10/44 | | | | $ | 95,836 | | | | | | 0.0 | | |
| | | 55,000 | # | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 52,800 | | | | | | 0.0 | | | |
| | | 50,000 | # | | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | | | | | 43,344 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | | | | | 82,250 | | | | | | 0.0 | | | |
| | | 67,000 | # | | WM Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 67,615 | | | | | | 0.0 | | | |
| | | 5,217,000 | | | | Other Securities(a) | | | | | 5,212,745 | | | | | | 1.2 | | |
| | | | | | | | | | | | 6,406,422 | | | | | | 1.5 | | |
| | | | | | | Energy: 1.0% | | ||||||||||||
| | | 15,000 | # | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 14,962 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Kinder Morgan Finance Co. LLC, 6.000%, 01/15/18 | | | | | 83,308 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Reliance Industries Ltd., 5.875%, 02/28/49 | | | | | 198,250 | | | | | | 0.1 | | | |
| | | 50,000 | #,L | | YPF SA, 8.500%, 07/28/25 | | | | | 50,825 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | YPF SA, 8.875%, 12/19/18 | | | | | 218,050 | | | | | | 0.1 | | | |
| | | 3,412,000 | | | | Other Securities | | | | | 3,446,996 | | | | | | 0.8 | | |
| | | | | | | | | | | | 4,012,391 | | | | | | 1.0 | | |
| | | | | | | Financial: 2.9% | | ||||||||||||
| | | 200,000 | #,L | | ABN AMRO Bank NV, 4.800%, 04/18/26 | | | | | 204,716 | | | | | | 0.1 | | | |
| | | 150,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 149,954 | | | | | | 0.0 | | | |
| | | 200,000 | # | | BPCE SA, 5.700%, 10/22/23 | | | | | 210,765 | | | | | | 0.1 | | | |
| | ��� | 65,000 | # | | Commonwealth Bank of Australia, 1.375%, 09/06/18 | | | | | 64,579 | | | | | | 0.0 | | | |
| | | 144,000 | # | | Commonwealth Bank of Australia, 2.850%, 05/18/26 | | | | | 137,630 | | | | | | 0.1 | | | |
| | | 250,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 249,514 | | | | | | 0.1 | | |
| | | 209,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 2.750%-3.800%, 03/26/20-09/15/22 | | | | | 208,566 | | | | | | 0.0 | | |
| | | 55,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 54,862 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 52,000 | | | | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | | | | $ | 64,276 | | | | | | 0.0 | | |
| | | 100,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 105,675 | | | | | | 0.0 | | | |
| | | 200,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | | 199,935 | | | | | | 0.1 | | | |
| | | 181,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 195,480 | | | | | | 0.0 | | | |
| | | 731,000 | | | | JPMorgan Chase & Co., 1.625%-6.125%, 03/01/18-12/29/49 | | | | | 736,473 | | | | | | 0.2 | | |
| | | 50,000 | # | | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | | | | | 49,570 | | | | | | 0.0 | | | |
| | | 45,000 | # | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 45,046 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 69,949 | | | | | | 0.0 | | | |
| | | 40,000 | # | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 40,829 | | | | | | 0.0 | | | |
| | | 73,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 72,066 | | | | | | 0.0 | | | |
| | | 200,000 | #,L | | Societe Generale SA, 4.250%, 08/19/26 | | | | | 193,276 | | | | | | 0.0 | | | |
| | | 120,000 | #,L | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 114,348 | | | | | | 0.0 | | | |
| | | 75,000 | # | | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | | | | | 75,050 | | | | | | 0.0 | | | |
| | | 41,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 41,811 | | | | | | 0.0 | | | |
| | | 210,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | | | | | 214,883 | | | | | | 0.1 | | | |
| | | 200,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | | 202,326 | | | | | | 0.1 | | | |
| | | 25,000 | | | | Wells Fargo & Co., 3.000%, 10/23/26 | | | | | 23,799 | | | | | | 0.0 | | |
| | | 8,556,000 | | | | Other Securities(a) | | | | | 8,504,845 | | | | | | 2.0 | | |
| | | | | | | | | | | | 12,230,223 | | | | | | 2.9 | | |
| | | | | | | Industrial: 0.2% | | ||||||||||||
| | | 65,000 | # | | Novelis Corp., 5.875%, 09/30/26 | | | | | 65,813 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 25,000 | # | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | $ | 26,109 | | | | | | 0.0 | | | |
| | | 707,000 | | | | Other Securities | | | | | 733,539 | | | | | | 0.2 | | |
| | | | | | | | | | | | 825,461 | | | | | | 0.2 | | |
| | | | | | | Technology: 0.4% | | ||||||||||||
| | | 106,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | | | | | 108,240 | | | | | | 0.0 | | | |
| | | 104,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 107,629 | | | | | | 0.0 | | | |
| | | 110,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 116,717 | | | | | | 0.1 | | | |
| | | 102,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 110,549 | | | | | | 0.0 | | | |
| | | 1,262,000 | | | | Other Securities | | | | | 1,273,757 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,716,892 | | | | | | 0.4 | | |
| | | | | | | Utilities: 0.6% | | ||||||||||||
| | | 58,000 | # | | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | | | | | 64,898 | | | | | | 0.0 | | | |
| | | 86,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | | 95,969 | | | | | | 0.1 | | | |
| | | 27,000 | # | | Electricite de France SA, 2.350%, 10/13/20 | | | | | 26,736 | | | | | | 0.0 | | | |
| | | 200,000 | # | | Empresa de Energia de Bogota SA ESP, 6.125%, 11/10/21 | | | | | 206,500 | | | | | | 0.1 | | | |
| | | 130,000 | | | | Exelon Corp., 2.850%-3.400%, 06/15/20-04/15/26 | | | | | 129,373 | | | | | | 0.0 | | |
| | | 97,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 100,469 | | | | | | 0.0 | | | |
| | | 46,000 | # | | New York State Electric & Gas Corp., 3.250%, 12/01/26 | | | | | 45,787 | | | | | | 0.0 | | | |
| | | 1,610,000 | | | | Other Securities | | | | | 1,641,971 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,311,703 | | | | | | 0.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $33,917,107) | | | | | 33,958,121 | | | | | | 8.1 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 2.7% | | ||||||||||||||||||
| | | 45,136 | # | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | | | | | 45,510 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 40,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 5.056%, 07/25/25 | | | | $ | 40,276 | | | | | | 0.0 | | | |
| | | 340,536 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 375,567 | | | | | | 0.1 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 5.006%, 04/25/29 | | | | | 103,410 | | | | | | 0.0 | | |
| | | 40,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.656%, 07/25/24 | | | | | 40,202 | | | | | | 0.0 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 3.756%, 07/25/24 | | | | | 100,372 | | | | | | 0.0 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.656%, 11/25/24 | | | | | 108,704 | | | | | | 0.0 | | |
| | | 60,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 2M2, 5.756%, 11/25/24 | | | | | 65,073 | | | | | | 0.0 | | |
| | | 170,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.756%, 05/25/25 | | | | | 177,492 | | | | | | 0.1 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.756%, 07/25/25 | | | | | 107,496 | | | | | | 0.0 | | |
| | | 65,333 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 5.056%, 02/25/25 | | | | | 68,773 | | | | | | 0.0 | | |
| | | 179,151 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/31 | | | | | 198,660 | | | | | | 0.1 | | |
| | | 2,068 | | | | Fannie Mae REMIC Trust 2004-W6 1A1, 5.000%, 07/25/34 | | | | | 2,069 | | | | | | 0.0 | | |
| | | 550,465 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | | | | | 587,431 | | | | | | 0.1 | | |
| | | 550,054 | | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.578%, 02/25/49 | | | | | 596,932 | | | | | | 0.2 | | |
| | | 259,909 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/41 | | | | | 276,644 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 381,531 | | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/40 | | | | $ | 416,861 | | | | | | 0.1 | | |
| | | 92,905 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.944%, 12/25/36 | | | | | 24,051 | | | | | | 0.0 | | |
| | | 194,027 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | | | | | 222,996 | | | | | | 0.1 | | |
| | | 207,314 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | | | | | 236,163 | | | | | | 0.1 | | |
| | | 143,977 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | | | | | 161,522 | | | | | | 0.1 | | |
| | | 41,347 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | | | | | 46,173 | | | | | | 0.0 | | |
| | | 107,216 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | | | | | 117,194 | | | | | | 0.0 | | |
| | | 337,565 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | | | | | 378,254 | | | | | | 0.1 | | |
| | | 138,708 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | | | | | 155,398 | | | | | | 0.0 | | |
| | | 117,471 ^ | | | | Freddie Mac REMIC Trust 3524 LA, 5.252%, 03/15/33 | | | | | 128,202 | | | | | | 0.0 | | |
| | | 131,688 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | | | | | 146,711 | | | | | | 0.0 | | |
| | | 159,764 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | | | | | 174,254 | | | | | | 0.1 | | |
| | | 28,080 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | | | | | 30,241 | | | | | | 0.0 | | |
| | | 367,587 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | | | | | 371,716 | | | | | | 0.1 | | |
| | | 446,332 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | | | | | 492,111 | | | | | | 0.1 | | |
| | | 446,332 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | | | | | 484,311 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 5.256%, 02/25/24 | | | | | 109,195 | | | | | | 0.0 | | |
| | | 180,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.356%, 04/25/24 | | | | | 186,684 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.756%, 08/25/24 | | | | $ | 104,206 | | | | | | 0.0 | | |
| | | 250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 5.306%, 10/25/24 | | | | | 267,751 | | | | | | 0.1 | | |
| | | 50,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.506%, 10/25/24 | | | | | 54,323 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.456%, 04/25/28 | | | | | 108,282 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 4.006%, 05/25/25 | | | | | 103,554 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.556%, 05/25/28 | | | | | 107,801 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.306%, 07/25/28 | | | | | 111,896 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.556%, 03/25/29 | | | | | 100,335 | | | | | | 0.0 | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.606%, 03/25/29 | | | | | 200,313 | | | | | | 0.1 | | |
| | | 117,592 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | | | | | 126,513 | | | | | | 0.0 | | |
| | | 317,685 | | | | Ginnie Mae Series 2010- 164 JZ, 4.000%, 12/20/40 | | | | | 334,849 | | | | | | 0.1 | | |
| | | 51,920 | | | | Ginnie Mae Series 2011- 169 BC, 7.000%, 05/16/32 | | | | | 60,020 | | | | | | 0.0 | | |
| | | 3,441,457 | | | | Other Securities | | | | | 2,761,976 | | | | | | 0.7 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $11,169,081) | | | | | 11,218,467 | | | | | | 2.7 | | |
|
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| FOREIGN GOVERNMENT BONDS: 0.8% | | ||||||||||||||||||
| | | 175,000 | # | | Argentine Republic Government International Bond, 6.875%, 04/22/21 | | | | $ | 186,812 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 96,926 | | | | | | 0.0 | | | |
| | | 10,000 | # | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 10,316 | | | | | | 0.0 | | | |
| | | HUF2,047,697,539 | | | | Other Securities(a) | | | | | 2,963,668 | | | | | | 0.7 | | |
| | | | | | | Total Foreign Government Bonds (Cost $3,315,080) | | | | | 3,257,722 | | | | | | 0.8 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.7% | | ||||||||||||||||||
| | | 190,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF C, 2.704%, 01/15/28 | | | | | 184,503 | | | | | | 0.1 | | | |
| | | 30,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 5.814%, 02/10/51 | | | | | 29,922 | | | | | | 0.0 | | | |
| | | 2,180,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 97,815 | | | | | | 0.0 | | | |
| | | 196,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.015%, 06/11/41 | | | | | 212,554 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E, 5.406%, 11/11/41 | | | | | 72,893 | | | | | | 0.0 | | | |
| | | 210,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.670%, 11/11/41 | | | | | 218,459 | | | | | | 0.1 | | | |
| | | 140,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 F, 5.801%, 02/13/42 | | | | | 142,524 | | | | | | 0.0 | | | |
| | | 73,428 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.714%, 04/12/38 | | | | | 75,038 | | | | | | 0.0 | | | |
| | | 260,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.714%, 04/12/38 | | | | | 244,253 | | | | | | 0.1 | | | |
| | | 112,164 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 112,502 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 5,510,000 ^ | | | | CFCRE Commercial Mortgage Trust 2016-C7, 0.801%, 12/10/54 | | | | $ | 322,728 | | | | | | 0.1 | | |
| | | 997,806 ^ | | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.017%, 07/10/49 | | | | | 133,125 | | | | | | 0.0 | | |
| | | 40,000 | # | | Citigroup Commercial Mortgage Trust 2014-GC19, 4.901%, 03/10/47 | | | | | 35,068 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Citigroup Commercial Mortgage Trust 2016-GC36, 2.850%, 02/10/49 | | | | | 69,100 | | | | | | 0.0 | | | |
| | | 110,000 | # | | COMM 2004-LB2A H, 6.067%, 03/10/39 | | | | | 116,639 | | | | | | 0.0 | | | |
| | | 1,716,202 ^ | | | | COMM 2012-CR2 XA, 1.728%, 08/15/45 | | | | | 124,060 | | | | | | 0.1 | | |
| | | 976,541 ^ | | | | COMM 2012-CR4 XA, 1.903%, 10/15/45 | | | | | 68,810 | | | | | | 0.0 | | |
| | | 2,380,000 | #,^ | | COMM 2012-CR4 XB, 0.593%, 10/15/45 | | | | | 77,327 | | | | | | 0.0 | | | |
| | | 603,890 ^ | | | | COMM 2013-LC6 XA, 1.683%, 01/10/46 | | | | | 33,407 | | | | | | 0.0 | | |
| | | 2,005,615 ^ | | | | COMM 2014-UBS3 XA, 1.328%, 06/10/47 | | | | | 124,361 | | | | | | 0.1 | | |
| | | 100,000 | # | | COMM 2015-CR27 D, 3.472%, 10/10/48 | | | | | 76,444 | | | | | | 0.0 | | | |
| | | 69,703 | # | | Commercial Mortgage Trust 2004-GG1 F, 6.361%, 06/10/36 | | | | | 70,014 | | | | | | 0.0 | | | |
| | | 66,350 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1A K, 5.415%, 02/25/21 | | | | | 66,321 | | | | | | 0.1 | | | |
| | | 5,190 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 5,182 | | | | | | 0.0 | | | |
| | | 50,000 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.281%, 05/15/36 | | | | | 53,425 | | | | | | 0.0 | | | |
| | | 30,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 28,035 | | | | | | 0.0 | | |
| | | 110,000 | # | | CSAIL 2016-C7 Commercial Mortgage Trust, 4.394%, 11/15/49 | | | | | 78,266 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 100,000 | # | | DBUBS 2011-LC2A D, 5.543%, 07/10/44 | | | | $ | 102,417 | | | | | | 0.0 | | | |
| | | 110,000 | # | | DBUBS Mortgage Trust 2011-LC1A E, 5.685%, 11/10/46 | | | | | 115,275 | | | | | | 0.1 | | | |
| | | 21,741,719 | #,^ | | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/45 | | | | | 76,470 | | | | | | 0.0 | | | |
| | | 100,000 | # | | GS Mortgage Securities Trust 2010-C2 D, 5.184%, 12/10/43 | | | | | 100,789 | | | | | | 0.0 | | | |
| | | 100,000 | # | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 81,374 | | | | | | 0.0 | | | |
| | | 1,715,002 ^ | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.386%, 05/10/45 | | | | | 126,826 | | | | | | 0.1 | | |
| | | 37,000 | # | | GS Mortgage Securities Trust 2016-GS3, 2.620%, 10/10/49 | | | | | 26,533 | | | | | | 0.0 | | | |
| | | 1,949,207 ^ | | | | GS Mortgage Securities Trust 2016-GS4, 0.605%, 11/10/49 | | | | | 78,383 | | | | | | 0.0 | | |
| | | 340,000 | # | | Hudson Yards 2016-10HY Mortgage Trust, 2.835%, 08/10/38 | | | | | 328,679 | | | | | | 0.1 | | | |
| | | 40,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.575%, 05/15/41 | | | | | 40,499 | | | | | | 0.0 | | | |
| | | 78,261 | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-LDP8 B, 5.520%, 05/15/45 | | | | | 78,190 | | | | | | 0.0 | | |
| | | 1,050,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.353%, 12/15/47 | | | | | 18,898 | | | | | | 0.0 | | | |
| | | 30,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CBX D, 5.097%, 01/12/37 | | | | | 30,774 | | | | | | 0.0 | | |
| | | 150,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.753%, 06/15/49 | | | | | 151,590 | | | | | | 0.0 | | |
| | | 196,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 A4, 2.822%, 08/15/49 | | | | | 190,603 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 888,061 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2013-C12, 0.703%, 07/15/45 | | | | $ | 22,389 | | | | | | 0.0 | | |
| | | 957,544 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.194%, 04/15/47 | | | | | 35,603 | | | | | | 0.0 | | |
| | | 1,262,116 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | | | | | 20 | | | | | | 0.0 | | | |
| | | 100,206 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.652%, 02/15/40 | | | | | 100,273 | | | | | | 0.0 | | | |
| | | 583,341 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.729%, 11/15/38 | | | | | 2,174 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Merrill Lynch Mortgage Trust 2005-MKB2 E, 6.120%, 09/12/42 | | | | | 105,543 | | | | | | 0.0 | | | |
| | | 1,144,544 ^ | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19, 1.147%, 12/15/47 | | | | | 63,494 | | | | | | 0.0 | | |
| | | 130,000 | # | | Morgan Stanley Capital I Trust 2011-C1 C, 5.432%, 09/15/47 | | | | | 142,026 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.432%, 09/15/47 | | | | | 107,031 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.432%, 09/15/47 | | | | | 106,797 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 92,249 | | | | | | 0.0 | | | |
| | | 3,803,481 | #,^ | | Wells Fargo Commercial Mortgage Trust 2012-LC5 XA, 2.018%, 10/15/45 | | | | | 270,568 | | | | | | 0.1 | | | |
| | | 20,000 | # | | Wells Fargo Commercial Mortgage Trust 2016-C34, 5.030%, 06/15/49 | | | | | 16,100 | | | | | | 0.0 | | | |
| | | 986,178 ^ | | | | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 2.011%, 07/15/48 | | | | | 131,727 | | | | | | 0.1 | | |
| | | 1,340,677 ^ | | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.569%, 01/15/59 | | | | | 122,835 | | | | | | 0.0 | | |
| | | 414,056 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.989%, 08/15/45 | | | | | 30,363 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 577,357 | #,^ | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.380%, 03/15/48 | | | | $ | 32,083 | | | | | | 0.0 | | | |
| | | 1,369,288 | | | | Other Securities | | | | | 1,333,184 | | | | | | 0.3 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $7,246,220) | | | | | 7,134,534 | | | | | | 1.7 | | |
| U.S. TREASURY OBLIGATIONS: 4.8% | | ||||||||||||||||||
| | | | | | | Treasury Inflation Indexed Protected Securities: 0.9% | | ||||||||||||
| | | 3,976,668 | | | | 0.125%, due 04/15/21 | | | | | 4,001,729 | | | | | | 0.9 | | |
| | | | | | | U.S. Treasury Bonds: 1.4% | | ||||||||||||
| | | 2,749,000 | L | | 2.000%, due 11/15/26 | | | | | 2,641,039 | | | | | | 0.6 | | | |
| | | 3,678,000 | L | | 2.250%, due 08/15/46 | | | | | 3,084,779 | | | | | | 0.8 | | | |
| | | 2,000 | | | | 3.000%, due 11/15/45 | | | | | 1,968 | | | | | | 0.0 | | |
| | | | | | | | | | | | 5,727,786 | | | | | | 1.4 | | |
| | | | | | | U.S. Treasury Notes: 2.5% | | ||||||||||||
| | | 2,106,000 | L | | 1.000%, due 11/30/18 | | | | | 2,099,067 | | | | | | 0.5 | | | |
| | | 3,738,000 | | | | 1.375%, due 12/15/19 | | | | | 3,727,324 | | | | | | 0.9 | | |
| | | 3,363,000 | | | | 2.125%, due 11/30/23 | | | | | 3,337,028 | | | | | | 0.8 | | |
| | | 1,311,000 | L | | 0.875%-1.750%, due 05/31/18-02/15/26 | | | | | 1,302,171 | | | | | | 0.3 | | | |
| | | | | | | | | | | | 10,465,590 | | | | | | 2.5 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $20,294,732) | | | | $ | 20,195,105 | | | | | | 4.8 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.8% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.6%## | | ||||||||||||
| | | 2,317,221 | W | | 2.500%-6.500%, due 05/01/30-11/01/45 | | | | | 2,444,280 | | | | | | 0.6 | | | |
| | | | | | | Federal National Mortgage Association: 0.9%## | | ||||||||||||
| | | 3,732,959 | W | | 2.500%-7.500%, due 06/01/29-01/18/47 | | | | | 3,901,204 | | | | | | 0.9 | | | |
| | | | | | | Government National Mortgage Association: 0.3% | | ||||||||||||
| | | 1,426,780 | W | | 3.000%-5.277%, due 11/20/40-10/20/60 | | | | | 1,491,324 | | | | | | 0.3 | | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $7,788,352) | | | | | 7,836,808 | | | | | | 1.8 | | |
| ASSET-BACKED SECURITIES: 1.9% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 40,000 | # | | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | | | | | 40,211 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 120,000 | # | | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | | | | $ | 119,015 | | | | | | 0.0 | | | |
| | | 110,000 | # | | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | | | | | 112,827 | | | | | | 0.0 | | | |
| | | 30,000 | # | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | | | | | 29,963 | | | | | | 0.0 | | | |
| | | 280,000 | | | | Other Securities | | | | | 282,305 | | | | | | 0.1 | | |
| | | | | | | | | | | | 584,321 | | | | | | 0.1 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 200,000 | | | | Other Securities | | | | | 192,244 | | | | | | 0.0 | | |
| | | | | | | Other Asset-Backed Securities: 1.7% | | ||||||||||||
| | | 98,667 | # | | Ajax Mortgage Loan Trust 2016-C, 4.000%, 10/25/57 | | | | | 99,123 | | | | | | 0.0 | | | |
| | | 200,000 | # | | ALM VII Ltd. 2012-7A A1R, 2.334%, 10/15/28 | | | | | 200,595 | | | | | | 0.1 | | | |
| | | 120,000 | # | | ALM VII R-2 Ltd., 2.887%, 10/15/27 | | | | | 119,988 | | | | | | 0.0 | | | |
| | | 250,000 | # | | ALM VIII Ltd. 2013-8A A1R, 2.343%, 10/15/28 | | | | | 250,569 | | | | | | 0.1 | | | |
| | | 197,624 | #,^ | | American Homes 4 Rent 2015-SFR2 XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 170,000 | # | | Apidos CLO XI, 2.324%, 01/17/28 | | | | | 170,268 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Apidos CLO XI, 2.834%, 01/17/28 | | | | | 100,097 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Apidos CLO XIV 2013-14A D, 4.380%, 04/15/25 | | | | | 98,849 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Apidos CLO XVII, 2.733%, 04/17/26 | | | | | 100,000 | | | | | | 0.0 | | | |
| | | 130,000 | # | | Apidos CLO XVII, 3.383%, 04/17/26 | | | | | 130,000 | | | | | | 0.1 | | | |
| | | 90,000 | # | | Apidos Clo XXV 2016-25A A1, 2.203%, 10/20/28 | | | | | 90,014 | | | | | | 0.0 | | | |
| | | 6,020 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | | 6,041 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Blue Hill CLO 2013-1A A, 2.360%, 01/15/26 | | | | | 100,031 | | | | | | 0.0 | | | |
| | | 250,000 | # | | BlueMountain CLO 2012-2 Ltd., 2.304%, 11/20/28 | | | | | 250,414 | | | | | | 0.1 | | | |
| | | 100,000 | # | | BlueMountain CLO 2014-4 Ltd., 3.437%, 11/30/26 | | | | | 99,998 | | | | | | 0.0 | | | |
| | | 250,000 | # | | BlueMountain CLO 2015-1 Ltd., 3.235%, 04/13/27 | | | | | 250,000 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 | # | | BlueMountain CLO III Ltd. 2007-3A C, 1.683%, 03/17/21 | | | | $ | 248,922 | | | | | | 0.0 | | | |
| | | 80,000 | # | | Burnham Park Clo Ltd. 2016-1A A, 2.318%, 10/20/29 | | | | | 79,998 | | | | | | 0.0 | | | |
| | | 70,000 | # | | Carlyle Global Market Strategies CLO 2012-4 Ltd., 2.330%, 01/20/29 | | | | | 70,197 | | | | | | 0.0 | | | |
| | | 220,000 | # | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.344%, 10/20/28 | | | | | 220,262 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Cent CLO 22 Ltd., 2.836%, 11/07/26 | | | | | 99,999 | | | | | | 0.0 | | | |
| | | 96,297 | # | | CIFC Funding 2006-2A B2L, 4.931%, 03/01/21 | | | | | 96,294 | | | | | | 0.0 | | | |
| | | 200,000 | # | | CIFC Funding 2006-I2A B1L, 2.531%, 03/01/21 | | | | | 199,633 | | | | | | 0.0 | | | |
| | | 250,000 | # | | CIFC Funding 2014-IV Ltd., 3.647%, 10/17/26 | | | | | 250,000 | | | | | | 0.1 | | | |
| | | 250,000 | # | | CIFC Funding 2016-I Ltd., 2.224%, 10/21/28 | | | | | 249,998 | | | | | | 0.1 | | | |
| | | 77,617 | # | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | | | | | 79,266 | | | | | | 0.0 | | | |
| | | 85,528 | # | | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | | | | | 88,308 | | | | | | 0.1 | | | |
| | | 250,000 | # | | LCM XXIII Ltd., 2.506%, 10/20/29 | | | | | 249,998 | | | | | | 0.1 | | | |
| | | 250,000 | # | | LCM XXIII Ltd., 2.901%, 10/20/29 | | | | | 249,997 | | | | | | 0.0 | | | |
| | | 50,000 | # | | Madison Park Funding X Ltd. 2012-10A BR, 2.778%, 01/20/29 | | | | | 49,999 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Madison Park Funding XXIV Ltd., 2.735%, 01/20/28 | | | | | 249,995 | | | | | | 0.1 | | | |
| | | 250,000 | # | | Magnetite CLO Ltd. 2016-18A A, 2.253%, 11/15/28 | | | | | 249,992 | | | | | | 0.0 | | | |
| | | 250,000 | # | | Magnetite VIII Ltd. 2014-8A BR, 2.630%, 04/15/26 | | | | | 249,997 | | | | | | 0.1 | | | |
| | | 16,264 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 16,337 | | | | | | 0.0 | | | |
| | | 30,925 | # | | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | | | | | 31,118 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 100,000 | # | | Oaktree EIF II Series B1 Ltd., 2.456%, 02/15/26 | | | | $ | 100,024 | | | | | | 0.0 | | | |
| | | 250,000 | # | | OHA Loan Funding 2012-1 Ltd., 2.761%, 01/23/27 | | | | | 249,999 | | | | | | 0.0 | | | |
| | | 130,000 | # | | OHA Loan Funding 2015-1 Ltd., 2.347%, 08/15/29 | | | | | 129,999 | | | | | | 0.1 | | | |
| | | 140,000 | # | | OHA Loan Funding 2015-1 Ltd., 2.737%, 08/15/29 | | | | | 140,000 | | | | | | 0.0 | | | |
| | | 300,000 | # | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | | | | | 293,524 | | | | | | 0.1 | | | |
| | | 130,000 | # | | Shackleton 2016-IX CLO Ltd., 2.364%, 10/20/28 | | | | | 129,996 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 100,834 | | | | | | 0.0 | | | |
| | | 170,000 | # | | Symphony CLO Ltd. 2012-9A AR, 2.303%, 10/16/28 | | | | | 169,999 | | | | | | 0.1 | | | |
| | | 100,000 | # | | Symphony CLO Ltd. 2016-18A B, 2.746%, 01/23/28 | | | | | 100,000 | | | | | | 0.0 | | | |
| | | 130,000 | # | | Symphony CLO XIV Ltd. 2014 -14A A2, 2.361%, 07/14/26 | | | | | 130,028 | | | | | | 0.0 | | | |
| | | 99,750 | # | | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | | | | | 100,351 | | | | | | 0.0 | | | |
| | | 210,000 | # | | Wind River CLO Ltd. 2016-2A A, 2.386%, 11/01/28 | | | | | 210,189 | | | | | | 0.1 | | | |
| | | 16,450 | | | | Other Securities | | | | | 15,337 | | | | | | 0.0 | | |
| | | | | | | | | | | | 6,966,577 | | | | | | 1.7 | | |
| | | | | | | Student Loan: 0.1% | | ||||||||||||
| | | 41,308 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 41,441 | | | | | | 0.0 | | | |
| | | 80,351 | # | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | | | | | 79,929 | | | | | | 0.0 | | | |
| | | 65,185 | # | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | | | | | 65,172 | | | | | | 0.0 | | | |
| | | 100,000 | # | | Sofi Professional Loan Program 2016-E LLC, 4.430%, 10/25/41 | | | | | 98,475 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 285,017 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | ||||||||||||||||||
| | | | | | | Total Asset-Backed Securities (Cost $8,009,980) | | | | $ | 8,028,159 | | | | | | 1.9 | | |
| | | | | | | Total Long-Term Investments (Cost $381,576,363) | | | | | 397,536,637 | | | | | | 94.4 | | |
| SHORT-TERM INVESTMENTS: 6.6% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 0.1% | | ||||||||||||
| | | 197,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 203,596 | | | | | | 0.1 | | | |
| | | 50,000 | | | | Becton Dickinson and Co., 1.800%, 12/15/17 | | | | | 50,122 | | | | | | 0.0 | | |
| | | 70,000 | | | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | | 70,399 | | | | | | 0.0 | | |
| | | 107,000 | | | | Intel Corp., 1.350%, 12/15/17 | | | | | 107,169 | | | | | | 0.0 | | |
| | | 83,000 | | | | Southwestern Electric Power Co., 5.550%, 01/15/17 | | | | | 83,097 | | | | | | 0.0 | | |
| | | 43,000 | | | | Whirlpool Corp., 1.650%, 11/01/17 | | | | | 43,068 | | | | | | 0.0 | | |
| | | | | | | | | | | | 557,451 | | | | | | 0.1 | | |
| | | | | | | U.S. Government Agency Obligations: 0.0% | | ||||||||||||
| | | 1,139 | | | | Fannie Mae, 6.000%, 10/01/17 | | | | | 1,140 | | | | | | 0.0 | | |
| | | 1,372 | | | | Fannie Mae, 6.000%, 11/01/17 | | | | | 1,383 | | | | | | 0.0 | | |
| | | 1,265 | | | | Fannie Mae, 6.000%, 03/01/17 | | | | | 1,265 | | | | | | 0.0 | | |
| | | 668 | | | | Fannie Mae, 6.000%, 04/01/17 | | | | | 669 | | | | | | 0.0 | | |
| | | 2,064 | | | | Fannie Mae, 6.000%, 06/01/17 | | | | | 2,074 | | | | | | 0.0 | | |
| | | 414 | | | | Fannie Mae, 6.000%, 09/01/17 | | | | | 415 | | | | | | 0.0 | | |
| | | | | | | | | | | | 6,946 | | | | | | 0.0 | | |
| | | | | | | Securities Lending Collateralcc: 2.6% | | ||||||||||||
| | | 2,578,009 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,578,153, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%- 4.000%, Market Value plus accrued interest $2,629,719, due 12/31/17-10/20/46) | | | | | 2,578,009 | | | | | | 0.6 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 2,578,009 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,578,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 10.000%, Market Value plus accrued interest $2,629,569, due 01/25/17-10/20/66) | | | | $ | 2,578,009 | | | | | | 0.6 | | |
| | | 2,578,009 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $2,578,156, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $2,629,569, due 03/02/17-02/01/49) | | | | | 2,578,009 | | | | | | 0.6 | | |
| | | 542,557 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $542,587, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $553,408, due 10/31/18-11/30/22) | | | | | 542,557 | | | | | | 0.2 | | |
| | | 2,578,009 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,578,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $2,629,569, due 01/15/17-08/20/66) | | | | | 2,578,009 | | | | | | 0.6 | | |
| | | | | | | | | | | | 10,854,593 | | | | | | 2.6 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Collateralized Mortgage Obligations: 0.0% | | ||||||||||||
| | | 21,872 | | | | Freddie Mac REMIC Trust 2543 AN, 5.000%, 12/15/17 (Cost $21,842) | | | | $ | 22,161 | | | | | | 0.0 | | |
| | | | | | | Foreign Government Bonds: 0.0% | | ||||||||||||
| | | 49,000 | | | | Petroleos de Venezuela SA, 5.250%, 04/12/17 (Cost $47,346) | | | | | 44,223 | | | | | | 0.0 | | |
| | | | | | | U.S. Treasury Notes: 0.5% | | ||||||||||||
| | | 1,950,000 | | | | United States Treasury Note, 0.875%, 11/30/17 | | | | | 1,950,337 | | | | | | 0.5 | | |
| | | 2,000 | | | | United States Treasury Note, 1.000%, 12/31/17 | | | | | 2,002 | | | | | | 0.0 | | |
| | | | | | | | | | | | 1,952,339 | | | | | | 0.5 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| | | | | | | Mutual Funds: 3.4% | | ||||||||||||
| | | 14,288,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $14,288,000) | | | | | 14,288,000 | | | | | | 3.4 | | |
| | | | | | | Total Short-Term Investments (Cost $27,724,475) | | | | | 27,725,713 | | | | | | 6.6 | | |
| | | | | | | Total Investments in Securities (Cost $409,300,838) | | | | $ | 425,262,350 | | | | | | 101.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (4,147,911) | | | | | | (1.0) | | |
| | | | | | | Net Assets | | | | $ | 421,114,439 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 24,823,965 | | |
| Gross Unrealized Depreciation | | | | | (11,683,805) | | |
| Net Unrealized Appreciation | | | | $ | 13,140,160 | | |
|
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 23,180,759 | | | | | $ | 4,943,745 | | | | | $ | — | | | | | $ | 28,124,504 | | |
Consumer Staples | | | | | 14,290,238 | | | | | | 4,157,106 | | | | | | — | | | | | | 18,447,344 | | |
Energy | | | | | 12,731,449 | | | | | | 2,241,899 | | | | | | — | | | | | | 14,973,348 | | |
Financials | | | | | 29,403,371 | | | | | | 7,726,422 | | | | | | — | | | | | | 37,129,793 | | |
Health Care | | | | | 22,824,351 | | | | | | 3,837,252 | | | | | | — | | | | | | 26,661,603 | | |
Industrials | | | | | 21,991,263 | | | | | | 4,989,890 | | | | | | — | | | | | | 26,981,153 | | |
Information Technology | | | | | 36,810,246 | | | | | | 1,835,812 | | | | | | — | | | | | | 38,646,058 | | |
Materials | | | | | 7,919,687 | | | | | | 2,983,251 | | | | | | — | | | | | | 10,902,938 | | |
Real Estate | | | | | 7,700,871 | | | | | | 1,659,918 | | | | | | — | | | | | | 9,360,789 | | |
Telecommunication Services | | | | | 2,375,088 | | | | | | 1,666,759 | | | | | | — | | | | | | 4,041,847 | | |
Utilities | | | | | 6,851,348 | | | | | | 1,376,107 | | | | | | — | | | | | | 8,227,455 | | |
Total Common Stock | | | | | 186,078,671 | | | | | | 37,418,161 | | | | | | — | | | | | | 223,496,832 | | |
Exchange-Traded Funds | | | | | 45,731,124 | | | | | | — | | | | | | — | | | | | | 45,731,124 | | |
Mutual Funds | | | | | 36,471,683 | | | | | | — | | | | | | — | | | | | | 36,471,683 | | |
Preferred Stock | | | | | — | | | | | | 208,082 | | | | | | — | | | | | | 208,082 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 33,958,121 | | | | | | — | | | | | | 33,958,121 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 11,218,467 | | | | | | — | | | | | | 11,218,467 | | |
Short-Term Investments | | | | | 14,288,000 | | | | | | 13,437,713 | | | | | | — | | | | | | 27,725,713 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 20,195,105 | | | | | | — | | | | | | 20,195,105 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 7,836,808 | | | | | | — | | | | | | 7,836,808 | | |
Asset-Backed Securities | | | | | — | | | | | | 7,778,159 | | | | | | 250,000 | | | | | | 8,028,159 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 7,134,534 | | | | | | — | | | | | | 7,134,534 | | |
Foreign Government Bonds | | | | | — | | | | | | 3,257,722 | | | | | | — | | | | | | 3,257,722 | | |
Total Investments, at fair value | | | | $ | 282,569,478 | | | | | $ | 142,442,872 | | | | | $ | 250,000 | | | | | $ | 425,262,350 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 451,426 | | | | | | — | | | | | | 451,426 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 13,456 | | | | | | — | | | | | | 13,456 | | |
Futures | | | | | 103,461 | | | | | | — | | | | | | — | | | | | | 103,461 | | |
Total Assets | | | | $ | 282,672,939 | | | | | $ | 142,907,754 | | | | | $ | 250,000 | | | | | $ | 425,830,693 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (144,018) | | | | | $ | — | | | | | $ | (144,018) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (35,407) | | | | | | — | | | | | | (35,407) | | |
Futures | | | | | (68,408) | | | | | | — | | | | | | — | | | | | | (68,408) | | |
Total Liabilities | | | | $ | (68,408) | | | | | $ | (179,425) | | | | | $ | — | | | | | $ | (247,833) | | |
|
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
Issuer | | | Beginning Fair Value at 12/31/15 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2016 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class P | | | | $ | — | | | | | $ | 13,645,458 | | | | | $ | (1,149,211) | | | | | $ | 211,940 | | | | | $ | 12,708,187 | | | | | $ | 421,305 | | | | | $ | 10,180 | | | | | $ | — | | |
Voya High Yield Bond Fund - Class P | | | | | 13,431,216 | | | | | | 5,281,271 | | | | | | (2,932,231) | | | | | | 1,179,751 | | | | | | 16,960,007 | | | | | | 997,997 | | | | | | (129,146) | | | | | | — | | |
| | | | $ | 13,431,216 | | | | | $ | 18,926,729 | | | | | $ | (4,081,442) | | | | | $ | 1,391,691 | | | | | $ | 29,668,194 | | | | | $ | 1,419,302 | | | | | $ | (118,966) | | | | | $ | — | | |
|
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | ||||||||||||||||||
Barclays Bank PLC | | | Colombian Peso | | | | | 293,365,799 | | | | | | Sell | | | | | | 02/10/17 | | | | | $ | 96,725 | | | | | $ | 96,988 | | | | | $ | (263) | | |
Citibank N.A. | | | Colombian Peso | | | | | 400,025,083 | | | | | | Sell | | | | | | 02/10/17 | | | | | | 133,031 | | | | | | 132,249 | | | | | | 782 | | |
Citibank N.A. | | | Brazilian Real | | | | | 796,969 | | | | | | Sell | | | | | | 02/10/17 | | | | | | 228,450 | | | | | | 242,103 | | | | | | (13,653) | | |
Goldman Sachs International | | | Romanian New Leu | | | | | 242,559 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 57,847 | | | | | | 56,299 | | | | | | 1,548 | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 540,317 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 8,675 | | | | | | 8,743 | | | | | | (68) | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 4,833,058 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 77,578 | | | | | | 78,206 | | | | | | (628) | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 4,820,834 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 77,471 | | | | | | 78,008 | | | | | | (537) | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 5,995,158 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 93,744 | | | | | | 97,011 | | | | | | (3,267) | | |
HSBC Bank USA N.A. | | | Russian Ruble | | | | | 5,948,918 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 92,327 | | | | | | 96,263 | | | | | | (3,936) | | |
JPMorgan Chase Bank N.A. | | | Brazilian Real | | | | | 531,012 | | | | | | Sell | | | | | | 02/10/17 | | | | | | 154,117 | | | | | | 161,310 | | | | | | (7,193) | | |
JPMorgan Chase Bank N.A. | | | Russian Ruble | | | | | 5,949,828 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 90,416 | | | | | | 96,278 | | | | | | (5,862) | | |
JPMorgan Chase Bank N.A. | | | Indonesian Rupiah | | | | | 2,989,985,668 | | | | | | Sell | | | | | | 03/10/17 | | | | | | 221,645 | | | | | | 219,292 | | | | | | 2,353 | | |
Morgan Stanley Capital Services LLC | | | Hungarian Forint | | | | | 123,361,612 | | | | | | Sell | | | | | | 01/27/17 | | | | | | 429,012 | | | | | | 420,239 | | | | | | 8,773 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (21,951) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
CBOE Volatility Index | | | | | 13 | | | | | | 01/18/17 | | | | | $ | 196,625 | | | | | $ | 11,505 | | |
Russell 2000® Mini Index | | | | | 122 | | | | | | 03/17/17 | | | | | | 8,277,090 | | | | | | 47,703 | | |
S&P 500 E-Mini | | | | | 52 | | | | | | 03/17/17 | | | | | | 5,814,120 | | | | | | 28,956 | | |
U.S. Treasury 10-Year Note | | | | | 6 | | | | | | 03/22/17 | | | | | | 745,687 | | | | | | (1,087) | | |
U.S. Treasury 2-Year Note | | | | | 82 | | | | | | 03/31/17 | | | | | | 17,768,375 | | | | | | (16,809) | | |
U.S. Treasury 5-Year Note | | | | | 70 | | | | | | 03/31/17 | | | | | | 8,236,484 | | | | | | (26,368) | | |
U.S. Treasury Long Bond | | | | | 3 | | | | | | 03/22/17 | | | | | | 451,969 | | | | | | (1,033) | | |
U.S. Treasury Ultra Long Bond | | | | | 17 | | | | | | 03/22/17 | | | | | | 2,724,250 | | | | | | (23,111) | | |
| | | | | | | | | | | | | | | | $ | 44,214,600 | | | | | $ | 19,756 | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Ultra 10-Year Note | | | | | (50) | | | | | | 03/22/17 | | | | | | (6,703,125) | | | | | | 15,297 | | |
| | | | | | | | | | | | | | | | $ | (6,703,125) | | | | | $ | 15,297 | | |
| | | | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Fixed Rate (%) | | | Clearinghouse | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
CDX North American High Yield Index, Series 27, Version 1 | | | | | Sell | | | | | | 5.000 | | | | Intercontinental Exchange | | | | | 12/20/21 | | | | | | USD2,400,000 | | | | | $ | 148,579 | | | | | $ | 32,659 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 148,579 | | | | | $ | 32,659 | | |
|
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | | | USD612,000 | | | | | $ | (8,787) | | | | | $ | (8,787) | | |
Receive a fixed rate equal to 2.510% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/35 | | | | | | USD729,000 | | | | | | (7,296) | | | | | | (7,296) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.593% | | | Chicago Mercantile Exchange | | | | | 10/13/40 | | | | | | USD221,000 | | | | | | 472 | | | | | | 472 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.619% | | | Chicago Mercantile Exchange | | | | | 10/13/45 | | | | | | USD1,071,000 | | | | | | (915) | | | | | | (915) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.036% | | | Chicago Mercantile Exchange | | | | | 10/13/18 | | | | | | USD3,984,000 | | | | | | 25,524 | | | | | | 25,524 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.668% | | | Chicago Mercantile Exchange | | | | | 10/30/19 | | | | | | USD7,138,000 | | | | | | (4,825) | | | | | | (4,825) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.453% | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | | | USD715,000 | | | | | | 9,551 | | | | | | 9,551 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.885% | | | Chicago Mercantile Exchange | | | | | 12/05/21 | | | | | | USD2,188,000 | | | | | | 8,655 | | | | | | 8,655 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.830% | | | Chicago Mercantile Exchange | | | | | 12/06/21 | | | | | | USD1,730,000 | | | | | | 11,373 | | | | | | 11,373 | | |
Receive a fixed rate equal to 1.785% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/22 | | | | | | USD1,701,000 | | | | | | (25,877) | | | | | | (25,877) | | |
Receive a fixed rate equal to 2.099% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/25 | | | | | | USD58,000 | | | | | | (897) | | | | | | (897) | | |
Receive a fixed rate equal to 2.126% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/10/26 | | | | | | USD2,814,000 | | | | | | (72,957) | | | | | | (72,957) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.618% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | 21,449 | | | | | | 21,449 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | 21,359 | | | | | | 21,359 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.646% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | 20,618 | | | | | | 20,618 | | |
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.625% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD204,000 | | | | | | 12,502 | | | | | | 12,502 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD347,000 | | | | | | 21,389 | | | | | | 21,389 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.902% | | | Chicago Mercantile Exchange | | | | | 06/28/26 | | | | | | USD2,814,000 | | | | | | 102,875 | | | | | | 102,875 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.538% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD77,570 | | | | | | 5,539 | | | | | | 5,539 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD517,000 | | | | | | 36,037 | | | | | | 36,037 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.546% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD103,000 | | | | | | 7,290 | | | | | | 7,290 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD517,000 | | | | | | 36,014 | | | | | | 36,014 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.562% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD587,430 | | | | | | 40,732 | | | | | | 40,732 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.539% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD524,000 | | | | | | 37,388 | | | | | | 37,388 | | |
Receive a fixed rate equal to 2.312% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/05/26 | | | | | | USD2,188,000 | | | | | | (7,584) | | | | | | (7,584) | | |
Receive a fixed rate equal to 2.255% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/06/26 | | | | | | USD1,730,000 | | | | | | (14,880) | | | | | | (14,880) | | |
| | | | | | | | | | | | | | | | | | | $ | 274,749 | | | | | $ | 274,749 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 13,456 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 88,164 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 15,297 | | |
Credit contracts | | | Net Assets — Unrealized appreciation** | | | | | 32,659 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 418,767 | | |
Total Asset Derivatives | | | | | | | $ | 568,343 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 35,407 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 68,408 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 144,018 | | |
Total Liability Derivatives | | | | | | | $ | 247,833 | | |
|
Voya Balanced Portfolio | as of December 31, 2016 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (5,313) | | | | | $ | — | | | | | $ | — | | | | | $ | (37,075) | | | | | $ | — | | | | | $ | (42,388) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 1,067,870 | | | | | | — | | | | | | — | | | | | | 1,067,870 | | |
Foreign exchange contracts | | | | | (62,320) | | | | | | 1,079,343 | | | | | | — | | | | | | (12,452) | | | | | | 118,852 | | | | | | 1,123,423 | | |
Interest rate contracts | | | | | (329,916) | | | | | | — | | | | | | 581,223 | | | | | | (306,995) | | | | | | 569,293 | | | | | | 513,605 | | |
Total | | | | $ | (397,549) | | | | | $ | 1,079,343 | | | | | $ | 1,649,093 | | | | | $ | (356,522) | | | | | $ | 688,145 | | | | | $ | 2,662,510 | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 48,669 | | | | | $ | 48,669 | | |
Equity contracts | | | | | — | | | | | | 106,018 | | | | | | — | | | | | | 106,018 | | |
Foreign exchange contracts | | | | | (27,054) | | | | | | — | | | | | | — | | | | | | (27,054) | | |
Interest rate contracts | | | | | — | | | | | | (6,472) | | | | | | 291,981 | | | | | | 285,509 | | |
Total | | | | $ | (27,054) | | | | | $ | 99,546 | | | | | $ | 340,650 | | | | | $ | 413,142 | | |
|
| | | Barclays Bank PLC | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | |||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | — | | | | | $ | 782 | | | | | $ | 1,548 | | | | | $ | — | ��� | | | | $ | 2,353 | | | | | $ | 8,773 | | | | | $ | 13,456 | | |
Total Assets | | | | $ | — | | | | | $ | 782 | | | | | $ | 1,548 | | | | | $ | — | | | | | $ | 2,353 | | | | | $ | 8,773 | | | | | $ | 13,456 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 263 | | | | | $ | 13,653 | | | | | $ | — | | | | | $ | 8,436 | | | | | $ | 13,055 | | | | | $ | — | | | | | $ | 35,407 | | |
Total Liabilities | | | | $ | 263 | | | | | $ | 13,653 | | | | | $ | — | | | | | $ | 8,436 | | | | | $ | 13,055 | | | | | $ | — | | | | | $ | 35,407 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (263) | | | | | $ | (12,871) | | | | | $ | 1,548 | | | | | $ | (8,436) | | | | | $ | (10,702) | | | | | $ | 8,773 | | | | | | (21,951) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (263) | | | | | $ | (12,871) | | | | | $ | 1,548 | | | | | $ | (8,436) | | | | | $ | (10,702) | | | | | $ | 8,773 | | | | | $ | (21,951) | | |
|
Voya Global Equity Portfolio | as of December 31, 2016 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 95.6% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 11.9% | | ||||||||||||
| | 22,353 | @ | | Amazon.com, Inc. | | | | $ | 16,761,844 | | | | | | 2.4 | | | |
| | 266,773 | | | | Coach, Inc. | | | | | 9,342,391 | | | | | | 1.3 | | |
| | 102,716 | | | | Hasbro, Inc. | | | | | 7,990,278 | | | | | | 1.1 | | |
| | 38,199 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 7,283,490 | | | | | | 1.0 | | |
| | 95,094 | | | | McDonald’s Corp. | | | | | 11,574,842 | | | | | | 1.7 | | |
| | 1,069,046 | | | | Panasonic Corp. | | | | | 10,842,434 | | | | | | 1.6 | | |
| | 126,750 | | | | Renault S.A. | | | | | 11,257,569 | | | | | | 1.6 | | |
| | 147,693 | | | | Starbucks Corp. | | | | | 8,199,915 | | | | | | 1.2 | | |
| | | | | | | | | | | 83,252,763 | | | | | | 11.9 | | |
| | | | | | Consumer Staples: 8.6% | | ||||||||||||
| | 239,933 | | | | Coca-Cola Co. | | | | | 9,947,622 | | | | | | 1.4 | | |
| | 316,372 | | | | Diageo PLC | | | | | 8,209,857 | | | | | | 1.2 | | |
| | 283,427 | | | | Japan Tobacco, Inc. | | | | | 9,303,106 | | | | | | 1.3 | | |
| | 121,771 | | | | Kraft Heinz Co. | | | | | 10,633,044 | | | | | | 1.5 | | |
| | 167,369 | | | | Nestle S.A. | | | | | 11,989,911 | | | | | | 1.7 | | |
| | 111,903 | | | | Philip Morris International, Inc. | | | | | 10,238,005 | | | | | | 1.5 | | |
| | | | | | | | | | | 60,321,545 | | | | | | 8.6 | | |
| | | | | | Energy: 7.3% | | ||||||||||||
| | 221,187 | | | | Canadian Natural Resources Ltd. | | | | | 7,051,442 | | | | | | 1.0 | | |
| | 93,373 | | | | Chevron Corp. | | | | | 10,990,002 | | | | | | 1.6 | | |
| | 498,206 | | | | ENI S.p.A. | | | | | 8,076,481 | | | | | | 1.2 | | |
| | 197,510 | | | | Plains GP Holdings L.P. | | | | | 6,849,647 | | | | | | 1.0 | | |
| | 169,874 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 9,237,748 | | | | | | 1.3 | | |
| | 103,279 | | | | Schlumberger Ltd. | | | | | 8,670,272 | | | | | | 1.2 | | |
| | | | | | | | | | | 50,875,592 | | | | | | 7.3 | | |
| | | | | | Financials: 18.1% | | ||||||||||||
| | 1,636,809 | | | | AIA Group Ltd. | | | | | 9,169,144 | | | | | | 1.3 | | |
| | 890,206 | | | | Bank of America Corp. | | | | | 19,673,553 | | | | | | 2.8 | | |
| | 72,141 | | | | Chubb Ltd. | | | | | 9,531,269 | | | | | | 1.4 | | |
| | 367,869 | | | | Danske Bank A/S | | | | | 11,129,423 | | | | | | 1.6 | | |
| | 658,977 | | | | ING Groep NV | | | | | 9,277,608 | | | | | | 1.3 | | |
| | 2,218,166 | | | | Insurance Australia Group Ltd. | | | | | 9,565,483 | | | | | | 1.4 | | |
| | 253,836 | | | | JPMorgan Chase & Co. | | | | | 21,903,508 | | | | | | 3.2 | | |
| | 802,472 | | | | Keycorp | | | | | 14,661,163 | | | | | | 2.1 | | |
| | 161,324 | | | | Societe Generale | | | | | 7,935,040 | | | | | | 1.1 | | |
| | 95,416 | | | | T. Rowe Price Group, Inc. | | | | | 7,181,008 | | | | | | 1.0 | | |
| | 359,255 | | | | Other Securities | | | | | 6,094,138 | | | | | | 0.9 | | |
| | | | | | | | | | | 126,121,337 | | | | | | 18.1 | | |
| | | | | | Health Care: 10.0% | | ||||||||||||
| | 169,372 | | | | AstraZeneca PLC | | | | | 9,249,081 | | | | | | 1.3 | | |
| | 95,202 | | | | Medtronic PLC | | | | | 6,781,238 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 143,535 | | | | Merck & Co., Inc. | | | | $ | 8,449,905 | | | | | | 1.2 | | |
| | | 162,301 | | | | Novartis AG | | | | | 11,803,097 | | | | | | 1.7 | | |
| | | 51,658 | | | | Roche Holding AG | | | | | 11,775,574 | | | | | | 1.7 | | |
| | | 54,685 | | | | Shire PLC ADR | | | | | 9,317,230 | | | | | | 1.3 | | |
| | | 78,717 | | | | UnitedHealth Group, Inc. | | | | | 12,597,869 | | | | | | 1.8 | | |
| | | | | | | | | | | | 69,973,994 | | | | | | 10.0 | | |
| | | | | | | Industrials: 10.8% | | ||||||||||||
| | | 131,715 | | | | Deere & Co. | | | | | 13,571,914 | | | | | | 1.9 | | |
| | | 79,465 | | | | General Dynamics Corp. | | | | | 13,720,427 | | | | | | 2.0 | | |
| | | 482,225 | | | | LIXIL Group Corp. | | | | | 10,929,758 | | | | | | 1.6 | | |
| | | 297,530 | | | | Koninklijke Philips NV | | | | | 9,096,094 | | | | | | 1.3 | | |
| | | 443,515 | | | | Mitsubishi Corp. | | | | | 9,419,662 | | | | | | 1.3 | | |
| | | 89,267 | | | | Siemens AG | | | | | 10,929,884 | | | | | | 1.6 | | |
| | | 638,798 | | | | Volvo AB - B Shares | | | | | 7,436,893 | | | | | | 1.1 | | |
| | | | | | | | | | | | 75,104,632 | | | | | | 10.8 | | |
| | | | | | | Information Technology: 15.6% | | ||||||||||||
| | | 221,981 | | | | Apple, Inc. | | | | | 25,709,840 | | | | | | 3.7 | | |
| | | 583,593 | | | | Cisco Systems, Inc. | | | | | 17,636,181 | | | | | | 2.5 | | |
| | | 200,227 | | | | Intel Corp. | | | | | 7,262,233 | | | | | | 1.0 | | |
| | | 389,336 | | | | Microsoft Corp. | | | | | 24,193,339 | | | | | | 3.5 | | |
| | | 258,272 | | | | Oracle Corp. | | | | | 9,930,558 | | | | | | 1.4 | | |
| | | 198,031 | | | | Qualcomm, Inc. | | | | | 12,911,621 | | | | | | 1.9 | | |
| | | 387,773 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | | | | | 11,148,474 | | | | | | 1.6 | | |
| | | | | | | | | | | | 108,792,246 | | | | | | 15.6 | | |
| | | | | | | Materials: 5.3% | | ||||||||||||
| | | 98,200 | | | | BASF SE | | | | | 9,100,856 | | | | | | 1.3 | | |
| | | 264,647 | | | | Dow Chemical Co. | | | | | 15,143,101 | | | | | | 2.2 | | |
| | | 214,857 | | | | Nucor Corp. | | | | | 12,788,289 | | | | | | 1.8 | | |
| | | | | | | | | | | | 37,032,246 | | | | | | 5.3 | | |
| | | | | | | Real Estate: 1.9% | | ||||||||||||
| | | 83,546 | | | | Crown Castle International Corp. | | | | | 7,249,286 | | | | | | 1.0 | | |
| | | 2,977 | | | | Other Securities | | | | | 6,035,023 | | | | | | 0.9 | | |
| | | | | | | | | | | | 13,284,309 | | | | | | 1.9 | | |
| | | | | | | Telecommunication Services: 3.3% | | ||||||||||||
| | | 1,047,469 | | | | China Mobile Ltd. | | | | | 11,043,650 | | | | | | 1.6 | | |
| | | 803,900 | | | | Orange SA | | | | | 12,190,357 | | | | | | 1.7 | | |
| | | | | | | | | | | | 23,234,007 | | | | | | 3.3 | | |
| | | | | | | Utilities: 2.8% | | ||||||||||||
| | | 76,070 | | | | NextEra Energy, Inc. | | | | | 9,087,322 | | | | | | 1.3 | | |
| | | 1,486,060 | | | | Other Securities | | | | | 10,491,509 | | | | | | 1.5 | | |
| | | | | | | | | | | | 19,578,831 | | | | | | 2.8 | | |
| | | | | | | Total Common Stock (Cost $625,828,688) | | | | | 667,571,502 | | | | | | 95.6 | | |
|
Voya Global Equity Portfolio | as of December 31, 2016 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 4.1% | | ||||||||||||||||||
| | | | | | Mutual Funds: 4.1% | | ||||||||||||
| | 28,482,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $28,482,000) | | | | $ | 28,482,000 | | | | | | 4.1 | | |
| | | | | | Total Short-Term Investments (Cost $28,482,000) | | | | | 28,482,000 | | | | | | 4.1 | | |
| | | | | | Total Investments in Securities (Cost $654,310,688) | | | | $ | 696,053,502 | | | | | | 99.7 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 1,773,305 | | | | | | 0.3 | | |
| | | | | | Net Assets | | | | $ | 697,826,807 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 60,704,937 | | |
| Gross Unrealized Depreciation | | | | | (20,357,172) | | |
| Net Unrealized Appreciation | | | | $ | 40,347,765 | | |
|
Geographic Diversification | | | Percentage of Net Assets | | |||
United States | | | | | 52.2% | | |
Japan | | | | | 6.7% | | |
Switzerland | | | | | 6.5% | | |
France | | | | | 5.4% | | |
Netherlands | | | | | 3.9% | | |
United Kingdom | | | | | 3.8% | | |
Germany | | | | | 2.9% | | |
Italy | | | | | 2.0% | | |
Taiwan | | | | | 1.6% | | |
Denmark | | | | | 1.6% | | |
Countries between 0.7%-1.6%^ | | | | | 9.0% | | |
Assets in Excess of Other Liabilities* | | | | | 4.4% | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 53,869,270 | | | | | $ | 29,383,493 | | | | | $ | — | | | | | $ | 83,252,763 | | |
Consumer Staples | | | | | 30,818,671 | | | | | | 29,502,874 | | | | | | — | | | | | | 60,321,545 | | |
Energy | | | | | 42,799,111 | | | | | | 8,076,481 | | | | | | — | | | | | | 50,875,592 | | |
Financials | | | | | 72,950,501 | | | | | | 53,170,836 | | | | | | — | | | | | | 126,121,337 | | |
Health Care | | | | | 37,146,242 | | | | | | 32,827,752 | | | | | | — | | | | | | 69,973,994 | | |
Industrials | | | | | 27,292,341 | | | | | | 47,812,291 | | | | | | — | | | | | | 75,104,632 | | |
Information Technology | | | | | 108,792,246 | | | | | | — | | | | | | — | | | | | | 108,792,246 | | |
Materials | | | | | 27,931,390 | | | | | | 9,100,856 | | | | | | — | | | | | | 37,032,246 | | |
Real Estate | | | | | 7,249,286 | | | | | | 6,035,023 | | | | | | — | | | | | | 13,284,309 | | |
Telecommunication Services | | | | | — | | | | | | 23,234,007 | | | | | | — | | | | | | 23,234,007 | | |
Utilities | | | | | 9,087,322 | | | | | | 10,491,509 | | | | | | — | | | | | | 19,578,831 | | |
Total Common Stock | | | | | 417,936,380 | | | | | | 249,635,122 | | | | | | — | | | | | | 667,571,502 | | |
Short-Term Investments | | | | | 28,482,000 | | | | | | — | | | | | | — | | | | | | 28,482,000 | | |
Total Investments, at fair value | | | | $ | 446,418,380 | | | | | $ | 249,635,122 | | | | | $ | — | | | | | $ | 696,053,502 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (559,572) | | | | | $ | — | | | | | $ | — | | | | | $ | (559,572) | | |
Total Liabilities | | | | $ | (559,572) | | | | | $ | — | | | | | $ | — | | | | | $ | (559,572) | | |
|
Voya Global Equity Portfolio | as of December 31, 2016 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 567 | | | | | | 03/17/17 | | | | | $ | 24,349,815 | | | | | $ | (559,572) | | |
| | | | | | | | | | | | | | | | $ | 24,349,815 | | | | | $ | (559,572) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 559,572 | | |
Total Asset Derivatives | | | | | | | $ | 559,572 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,446,133 | | |
Total | | | | $ | 2,446,133 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (593,044) | | |
Total | | | | $ | (593,044) | | |
|
Voya Government Money Market Portfolio | as of December 31, 2016 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
Investment Companies: 9.5% | | ||||||||||||||||||
| | 2,000,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.434% | | | | $ | 2,000,000 | | | | | | 0.4 | | |
| | 24,000,000 | | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.303% | | | | | 24,000,000 | | | | | | 4.7 | | |
| | 22,000,000 | | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio, 0.454% | | | | | 22,000,000 | | | | | | 4.4 | | |
| | | | | | Total Investment Companies (Cost $48,000,000) | | | | | 48,000,000 | | | | | | 9.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. Government Agency Debt: 41.6% | | ||||||||||||||||||
| | 9,000,000 | | | | Federal Farm Credit Banks, 0.390%, due 04/03/17 | | | | | 8,998,884 | | | | | | 1.8 | | |
| | 900,000 | | | | Federal Farm Credit Banks, 0.404%, due 02/21/17 | | | | | 899,963 | | | | | | 0.2 | | |
| | 350,000 | | | | Federal Farm Credit Banks, 0.480%, due 10/17/17 | | | | | 349,834 | | | | | | 0.1 | | |
| | 3,000,000 | | | | Federal Farm Credit Banks, 0.490%, due 10/25/17 | | | | | 3,000,000 | | | | | | 0.6 | | |
| | 4,500,000 | | | | Federal Farm Credit Banks, 0.570%, due 09/14/17 | | | | | 4,500,000 | | | | | | 0.9 | | |
| | 8,000,000 | | | | Federal Farm Credit Banks, 0.580%, due 04/17/17 | | | | | 8,000,922 | | | | | | 1.6 | | |
| | 10,750,000 | | | | Federal Farm Credit Banks, 0.740%, due 03/22/17 | | | | | 10,750,357 | | | | | | 2.1 | | |
| | 500,000 | | | | Federal Farm Credit Banks, 0.750%, due 07/03/17 | | | | | 499,848 | | | | | | 0.1 | | |
| | 500,000 | | | | Federal Farm Credit Banks, 0.800%, due 08/29/17 | | | | | 500,356 | | | | | | 0.1 | | |
| | 5,750,000 | | | | Federal Home Loan Bank Discount Notes, 0.450%, due 01/11/17 | | | | | 5,749,297 | | | | | | 1.1 | | |
| | 18,000,000 | | | | Federal Home Loan Bank Discount Notes, 0.520%, due 01/27/17 | | | | | 17,993,435 | | | | | | 3.6 | | |
| | 30,000,000 | | | | Federal Home Loan Bank Notes, 0.460%, due 01/25/17 | | | | | 29,990,900 | | | | | | 5.9 | | |
| | 30,750,000 | | | | Federal Home Loan Bank Notes, 0.510%, due 02/03/17 | | | | | 30,735,886 | | | | | | 6.1 | | |
| | 2,250,000 | | | | Federal Home Loan Bank Notes, 0.520%, due 02/10/17 | | | | | 2,248,725 | | | | | | 0.4 | | |
| | 3,250,000 | | | | Federal Home Loan Banks, 0.460%, due 08/01/17 | | | | | 3,249,499 | | | | | | 0.6 | | |
| | 3,250,000 | | | | Federal Home Loan Banks, 0.467%, due 06/01/17 | | | | | 3,250,000 | | | | | | 0.6 | | |
| | 6,250,000 | | | | Federal Home Loan Banks, 0.477%, due 03/01/17 | | | | | 6,250,000 | | | | | | 1.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. Government Agency Debt: (continued) | | ||||||||||||||||||
| | 1,400,000 | | | | Federal Home Loan Banks, 0.510%, due 01/27/17 | | | | $ | 1,400,000 | | | | | | 0.3 | | |
| | 375,000 | | | | Federal Home Loan Banks, 0.530%, due 03/17/17 | | | | | 374,976 | | | | | | 0.1 | | |
| | 3,250,000 | | | | Federal Home Loan Banks, 0.570%, due 05/16/17 | | | | | 3,250,000 | | | | | | 0.6 | | |
| | 4,750,000 | | | | Federal Home Loan Banks, 0.570%, due 07/12/17 | | | | | 4,749,873 | | | | | | 0.9 | | |
| | 7,500,000 | | | | Federal Home Loan Banks, 0.660%, due 08/16/17 | | | | | 7,500,000 | | | | | | 1.5 | | |
| | 3,000,000 | | | | Federal Home Loan Banks, 0.670%, due 05/16/17 | | | | | 2,999,684 | | | | | | 0.6 | | |
| | 8,000,000 | | | | Federal Home Loan Banks, 0.700%, due 08/17/17 | | | | | 8,000,000 | | | | | | 1.6 | | |
| | 500,000 | | | | Federal Home Loan Banks, 0.780%, due 08/21/17 | | | | | 500,520 | | | | | | 0.1 | | |
| | 900,000 | | | | Federal Home Loan Banks, 0.790%, due 08/23/17 | | | | | 900,979 | | | | | | 0.2 | | |
| | 400,000 | | | | Federal Home Loan Banks, 0.800%, due 11/15/17 | | | | | 400,833 | | | | | | 0.1 | | |
| | 2,950,000 | Z | | Federal Home Loan Mortgage Corp., 0.360%, due 01/03/17 | | | | | 2,949,943 | | | | | | 0.6 | | | |
| | 3,100,000 | | | | Federal Home Loan Mortgage Corp., 0.380%, due 01/04/17 | | | | | 3,099,904 | | | | | | 0.6 | | |
| | 2,204,000 | | | | Federal Home Loan Mortgage Corp., 0.410%, due 01/27/17 | | | | | 2,204,026 | | | | | | 0.4 | | |
| | 850,000 | | | | Federal Home Loan Mortgage Corp., 0.493%, due 04/27/17 | | | | | 850,134 | | | | | | 0.2 | | |
| | 1,300,000 | | | | Federal Home Loan Mortgage Corp., 0.511%, due 01/05/17 | | | | | 1,299,948 | | | | | | 0.3 | | |
| | 300,000 | | | | Federal Home Loan Mortgage Corp., 0.530%, due 01/13/17 | | | | | 300,003 | | | | | | 0.1 | | |
| | 10,800,000 | | | | Federal Home Loan Mortgage Corp., 0.540%, due 04/20/17 | | | | | 10,805,481 | | | | | | 2.1 | | |
| | 835,000 | | | | Federal Home Loan Mortgage Corp., 0.600%, due 02/16/17 | | | | | 839,587 | | | | | | 0.2 | | |
| | 1,500,000 | | | | Federal Home Loan Mortgage Corp., 0.670%, due 07/21/17 | | | | | 1,500,928 | | | | | | 0.3 | | |
| | 1,600,000 | | | | Federal Home Loan Mortgage Corp., 0.720%, due 11/13/17 | | | | | 1,601,328 | | | | | | 0.3 | | |
| | 4,870,000 | | | | Federal Home Loan Mortgage Corp., 0.800%, due 09/27/17 | | | | | 4,877,017 | | | | | | 1.0 | | |
| | 750,000 | | | | Federal Home Loan Mortgage Corp., 0.980%, due 11/28/17 | | | | | 750,119 | | | | | | 0.1 | | |
| | 1,500,000 | | | | Federal Home Loan Mortgage Corp., 0.980%, due 12/28/17 | | | | | 1,498,807 | | | | | | 0.3 | | |
| | 5,550,000 | | | | Federal National Mortgage Association, 0.468%, due 07/20/17 | | | | | 5,551,481 | | | | | | 1.1 | | |
| | 2,300,000 | | | | Federal National Mortgage Association, 0.640%, due 10/05/17 | | | | | 2,301,897 | | | | | | 0.5 | | |
Voya Government Money Market Portfolio | as of December 31, 2016 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. Government Agency Debt: (continued) | | ||||||||||||||||||
| | 200,000 | | | | Federal National Mortgage Association, 0.750%, due 06/12/17 | | | | $ | 204,078 | | | | | | 0.0 | | |
| | 2,400,000 | | | | Federal National Mortgage Association, 0.860%, due 10/06/17 | | | | | 2,384,432 | | | | | | 0.5 | | |
| | | | | | Total U.S. Government Agency Debt (Cost $210,063,884) | | | | | 210,063,884 | | | | | | 41.6 | | |
U.S. Treasury Debt: 21.9% | | ||||||||||||||||||
| | 37,750,000 | | | | United States Treasury Bill, 0.440%, due 02/02/17 | | | | | 37,734,748 | | | | | | 7.5 | | |
| | 15,000,000 | | | | United States Treasury Bill, 0.510%, due 03/23/17 | | | | | 14,980,552 | | | | | | 3.0 | | |
| | 26,750,000 | | | | United States Treasury Bill, 0.650%, due 06/15/17 | | | | | 26,671,533 | | | | | | 5.3 | | |
| | 31,000,000 | | | | United States Treasury Note, 0.720%, due 10/31/17 | | | | | 31,032,266 | | | | | | 6.1 | | |
| | | | | | Total U.S. Treasury Debt (Cost $110,419,099) | | | | | 110,419,099 | | | | | | 21.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. Treasury Repurchase Agreement: 8.6% | | ||||||||||||||||||
| | 43,078,000 | | | | Deutsche Bank Repurchase Agreement dated 12/30/2016, 0.450%, due 1/3/2017, $43,080,154 to be received upon repurchase (Collateralized by $90,709,100, United States Treasury STRIP Coupon, 0.000%, Market Value plus accrued interest $44,370,356 due 2/15/2040 | | | | $ | 43,078,000 | | | | | | 8.6 | | |
| | | | | | Total U.S. Treasury Repurchase Agreement (Cost $43,078,000) | | | | | 43,078,000 | | | | | | 8.6 | | |
| | | | | | Total Investments in Securities (Cost $411,560,983) | | | | $ | 411,560,983 | | | | | | 81.6 | | |
| | | | | | Assets in Excess of Other Liabilities | | | | | 93,096,184 | | | | | | 18.4 | | |
| | | | | | Net Assets | | | | $ | 504,657,167 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Debt | | | | $ | — | | | | | $ | 110,419,099 | | | | | $ | — | | | | | $ | 110,419,099 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 43,078,000 | | | | | | — | | | | | | 43,078,000 | | |
Investment Companies | | | | | 48,000,000 | | | | | | — | | | | | | — | | | | | | 48,000,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 210,063,884 | | | | | | — | | | | | | 210,063,884 | | |
Total Investments, at fair value | | | | $ | 48,000,000 | | | | | $ | 363,560,983 | | | | | $ | — | | | | | $ | 411,560,983 | | |
|
Counterparty | | | Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $43,078,000 | | | | $ | (43,078,000) | | | | | $ | — | | |
Totals | | | $43,078,000 | | | | $ | (43,078,000) | | | | | $ | — | | |
|
Voya Growth and Income Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.9% | | ||||||||||||
| | | 128,457 | @ | | Amazon.com, Inc. | | | | $ | 96,326,051 | | | | | | 2.8 | | | |
| | | 700,011 | | | | CBS Corp. - Class B | | | | | 44,534,700 | | | | | | 1.3 | | |
| | | 1,524,425 | | | | Coach, Inc. | | | | | 53,385,363 | | | | | | 1.5 | | |
| | | 939,645 | @ | | Dish Network Corp. - Class A | | | | | 54,433,635 | | | | | | 1.6 | | | |
| | | 556,494 | | | | Hasbro, Inc. | | | | | 43,289,668 | | | | | | 1.3 | | |
| | | 652,750 | | | | McDonald’s Corp. | | | | | 79,452,730 | | | | | | 2.3 | | |
| | | 710,043 | | | | Starbucks Corp. | | | | | 39,421,587 | | | | | | 1.1 | | |
| | | | | | | | | | | | 410,843,734 | | | | | | 11.9 | | |
| | | | | | | Consumer Staples: 9.4% | | ||||||||||||
| | | 806,483 | | | | Campbell Soup Co. | | | | | 48,768,027 | | | | | | 1.4 | | |
| | | 1,766,032 | | | | Coca-Cola Co. | | | | | 73,219,687 | | | | | | 2.1 | | |
| | | 1,035,666 | | | | Kraft Heinz Co. | | | | | 90,434,355 | | | | | | 2.6 | | |
| | | 1,258,131 | | | | Kroger Co. | | | | | 43,418,101 | | | | | | 1.3 | | |
| | | 760,108 | | | | Philip Morris International, Inc. | | | | | 69,542,281 | | | | | | 2.0 | | |
| | | | | | | | | | | | 325,382,451 | | | | | | 9.4 | | |
| | | | | | | Energy: 7.8% | | ||||||||||||
| | | 943,107 | | | | Anadarko Petroleum Corp. | | | | | 65,762,851 | | | | | | 1.9 | | |
| | | 800,728 | | | | Canadian Natural Resources Ltd. | | | | | 25,527,209 | | | | | | 0.7 | | |
| | | 1,047,077 | | | | Chevron Corp. | | | | | 123,240,963 | | | | | | 3.6 | | |
| | | 1,008,506 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 54,842,556 | | | | | | 1.6 | | |
| | | | | | | | | | | | 269,373,579 | | | | | | 7.8 | | |
| | | | | | | Financials: 15.1% | | ||||||||||||
| | | 4,434,549 | | | | Bank of America Corp. | | | | | 98,003,533 | | | | | | 2.8 | | |
| | | 595,925 | | | | Chubb Ltd. | | | | | 78,733,611 | | | | | | 2.3 | | |
| | | 850,117 | | | | Comerica, Inc. | | | | | 57,901,469 | | | | | | 1.7 | | |
| | | 920,741 | | | | Discover Financial Services | | | | | 66,376,219 | | | | | | 1.9 | | |
| | | 1,608,878 | | | | Hartford Financial Services Group, Inc. | | | | | 76,663,037 | | | | | | 2.2 | | |
| | | 707,512 | | | | T. Rowe Price Group, Inc. | | | | | 53,247,353 | | | | | | 1.6 | | |
| | | 1,617,848 | | | | Wells Fargo & Co. | | | | | 89,159,603 | | | | | | 2.6 | | |
| | | | | | | | | | | | 520,084,825 | | | | | | 15.1 | | |
| | | | | | | Health Care: 13.6% | | ||||||||||||
| | | 968,931 | L | | AstraZeneca PLC ADR | | | | | 26,471,195 | | | | | | 0.8 | | | |
| | | 1,871,643 | @ | | Boston Scientific Corp. | | | | | 40,483,638 | | | | | | 1.2 | | | |
| | | 923,770 | | | | Medtronic PLC | | | | | 65,800,137 | | | | | | 1.9 | | |
| | | 1,088,242 | | | | Merck & Co., Inc. | | | | | 64,064,807 | | | | | | 1.8 | | |
| | | 2,486,651 | | | | Pfizer, Inc. | | | | | 80,766,424 | | | | | | 2.3 | | |
| | | 316,577 | | | | Shire PLC ADR | | | | | 53,938,389 | | | | | | 1.6 | | |
| | | 620,435 | | | | UnitedHealth Group, Inc. | | | | | 99,294,417 | | | | | | 2.9 | | |
| | | 743,669 | | | | Zoetis, Inc. | | | | | 39,808,602 | | | | | | 1.1 | | |
| | | | | | | | | | | | 470,627,609 | | | | | | 13.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 10.4% | | ||||||||||||
| | | 367,802 | | | | Cummins, Inc. | | | | $ | 50,267,499 | | | | | | 1.5 | | |
| | | 695,094 | | | | Deere & Co. | | | | | 71,622,486 | | | | | | 2.1 | | |
| | | 465,500 | | | | General Dynamics Corp. | | | | | 80,373,230 | | | | | | 2.3 | | |
| | | 496,138 | | | | JB Hunt Transport Services, Inc. | | | | | 48,160,115 | | | | | | 1.4 | | |
| | | 371,799 | | | | L-3 Communications Holdings, Inc. | | | | | 56,554,346 | | | | | | 1.6 | | |
| | | 276,934 | | | | Roper Technologies, Inc. | | | | | 50,701,077 | | | | | | 1.5 | | |
| | | | | | | | | | | | 357,678,753 | | | | | | 10.4 | | |
| | | | | | | Information Technology: 20.3% | | ||||||||||||
| | | 2,039,101 | | | | Activision Blizzard, Inc. | | | | | 73,631,937 | | | | | | 2.1 | | |
| | | 1,570,857 | | | | Apple, Inc. | | | | | 181,936,658 | | | | | | 5.3 | | |
| | | 4,039,141 | | | | Cisco Systems, Inc. | | | | | 122,062,841 | | | | | | 3.5 | | |
| | | 2,989,082 | | | | Hewlett Packard Enterprise Co. | | | | | 69,167,357 | | | | | | 2.0 | | |
| | | 2,776,235 | | | | Microsoft Corp. | | | | | 172,515,243 | | | | | | 5.0 | | |
| | | 2,101,830 | | | | Oracle Corp. | | | | | 80,815,364 | | | | | | 2.4 | | |
| | | | | | | | | | | | 700,129,400 | | | | | | 20.3 | | |
| | | | | | | Materials: 3.0% | | ||||||||||||
| | | 1,220,941 | | | | Dow Chemical Co. | | | | | 69,862,244 | | | | | | 2.0 | | |
| | | 581,584 | | | | Nucor Corp. | | | | | 34,615,880 | | | | | | 1.0 | | |
| | | | | | | | | | | | 104,478,124 | | | | | | 3.0 | | |
| | | | | | | Real Estate: 2.2% | | ||||||||||||
| | | 869,852 | | | | Crown Castle International Corp. | | | | | 75,477,058 | | | | | | 2.2 | | |
| | | | | | | Telecommunication Services: 2.4% | | ||||||||||||
| | | 1,956,618 | | | | AT&T, Inc. | | | | | 83,214,963 | | | | | | 2.4 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 481,224 | | | | NextEra Energy, Inc. | | | | | 57,487,019 | | | | | | 1.7 | | |
| | | 818,010 | | | | PG&E Corp. | | | | | 49,710,468 | | | | | | 1.4 | | |
| | | | | | | | | | | | 107,197,487 | | | | | | 3.1 | | |
| | | | | | | Total Common Stock (Cost $2,843,306,107) | | | | | 3,424,487,983 | | | | | | 99.2 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: —% | | ||||||||||||||||||
| | | | | | | Utilities: —% | | ||||||||||||
| | | 30,000,000 | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $2,843,306,107) | | | | | 3,424,487,983 | | | | | | 99.2 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.9% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 0.1% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $1,000,055, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $1,020,000, due 01/25/17-10/20/66) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $1,000,057, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 03/02/17-02/01/49) | | | | | 1,000,000 | | | | | | 0.0 | | |
| | | 814,090 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $814,135, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $830,372, due 01/15/17-08/20/66) | | | | | 814,090 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,814,090 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 28,030,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $28,030,000) | | | | $ | 28,030,000 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $30,844,090) | | | | | 30,844,090 | | | | | | 0.9 | | |
| | | | | | | Total Investments in Securities (Cost $2,874,150,197) | | | | $ | 3,455,332,073 | | | | | | 100.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (3,598,345) | | | | | | (0.1) | | |
| | | | | | | Net Assets | | | | $ | 3,451,733,728 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 617,901,921 | | |
| Gross Unrealized Depreciation | | | | | (51,290,598) | | |
| Net Unrealized Appreciation | | | | $ | 566,611,323 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2016 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,424,487,983 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,424,487,983 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 28,030,000 | | | | | | 2,814,090 | | | | | | — | | | | | | 30,844,090 | | |
Total Investments, at fair value | | | | $ | 3,452,517,983 | | | | | $ | 2,814,090 | | | | | $ | — | | | | | $ | 3,455,332,073 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (591,216) | | |
Total | | | | $ | (591,216) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 32.1% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.8% | | ||||||||||||
| | | 2,930,000 | # | | Air Liquide Finance SA, 1.750%, 09/27/21 | | | | $ | 2,820,318 | | | | | | 0.1 | | | |
| | | 2,100,000 | # | | Air Liquide Finance SA, 2.250%, 09/27/23 | | | | | 2,003,224 | | | | | | 0.0 | | | |
| | | 2,368,000 | # | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.400%, 12/01/26 | | | | | 2,363,335 | | | | | | 0.1 | | | |
| | | 4,500,000 | # | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 4,540,311 | | | | | | 0.1 | | | |
| | | 4,000,000 | # | | Westlake Chemical Corp., 4.625%, 02/15/21 | | | | | 4,150,000 | | | | | | 0.1 | | | |
| | | 17,947,000 | | | | Other Securities(a) | | | | | 18,397,019 | | | | | | 0.4 | | |
| | | | | | | | | | | | 34,274,207 | | | | | | 0.8 | | |
| | | | | | | Communications: 3.3% | | ||||||||||||
| | | 33,310,000 | | | | AT&T, Inc., 2.800%-5.350%, 02/17/21-03/09/49 | | | | | 33,017,053 | | | | | | 0.8 | | |
| | | 3,953,000 | | | | Time Warner Cable LLC, 5.875%, 11/15/40 | | | | | 4,222,551 | | | | | | 0.1 | | |
| | | 4,577,000 | | | | Time Warner Cable, Inc., 5.350%, 12/15/43 | | | | | 4,849,588 | | | | | | 0.1 | | |
| | | 8,190,000 | | | | Time Warner, Inc., 4.050%- 6.500%, 12/15/23-07/15/45 | | | | | 8,534,735 | | | | | | 0.2 | | |
| | | 31,822,000 | | | | Verizon Communications, Inc., 2.625%-5.150%, 11/01/21-08/21/54 | | | | | 32,745,390 | | | | | | 0.7 | | |
| | | 59,934,000 | | | | Other Securities(a) | | | | | 59,192,860 | | | | | | 1.4 | | |
| | | | | | | | | | | | 142,562,177 | | | | | | 3.3 | | |
| | | | | | | Consumer, Cyclical: 2.0% | | ||||||||||||
| | | 2,005,000 | # | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/26 | | | | | 2,055,125 | | | | | | 0.1 | | | |
| | | 3,780,000 | # | | BMW US Capital LLC, 2.250%, 09/15/23 | | | | | 3,621,886 | | | | | | 0.1 | | | |
| | | 14,791,000 | | | | General Motors Financial Co., Inc., 3.100%-4.300%, 01/15/19-07/13/25 | | | | | 14,893,579 | | | | | | 0.3 | | |
| | | 200,000 | # | | Nemak SA de CV, 5.500%, 02/28/23 | | | | | 199,500 | | | | | | 0.0 | | | |
| | | 3,310,000 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | | | | | 3,198,287 | | | | | | 0.0 | | |
| | | 3,685,000 | | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/30 | | | | | 3,505,356 | | | | | | 0.1 | | |
| | | 8,310,000 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/30 | | | | | 7,842,563 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 54,115,197 | | | | Other Securities | | | | $ | 53,833,857 | | | | | | 1.2 | | |
| | | | | | | | | | | | 89,150,153 | | | | | | 2.0 | | |
| | | | | | | Consumer, Non-cyclical: 5.8% | | ||||||||||||
| | | 15,610,000 | | | | AbbVie, Inc., 2.850%- 4.450%, 11/06/22-05/14/46 | | | | | 15,058,047 | | | | | | 0.4 | | |
| | | 17,792,000 | | | | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | | | | | 18,068,345 | | | | | | 0.4 | | |
| | | 3,932,000 | | | | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | | | | | 4,147,525 | | | | | | 0.1 | | |
| | | 4,120,000 | # | | BAT International Finance PLC, 3.500%, 06/15/22 | | | | | 4,221,406 | | | | | | 0.1 | | | |
| | | 5,280,000 | # | | Danone SA, 2.077%, 11/02/21 | | | | | 5,128,232 | | | | | | 0.1 | | | |
| | | 3,770,000 | # | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 3,793,521 | | | | | | 0.1 | | | |
| | | 2,113,000 | # | | Imperial Brands Finance PLC, 3.750%, 07/21/22 | | | | | 2,169,523 | | | | | | 0.0 | | | |
| | | 5,270,000 | # | | Mondelez International Holdings Netherlands BV, 2.000%, 10/28/21 | | | | | 5,049,693 | | | | | | 0.1 | | | |
| | | 3,675,000 | # | | Mylan NV, 3.150%, 06/15/21 | | | | | 3,607,130 | | | | | | 0.1 | | | |
| | | 2,830,000 | # | | Mylan NV, 3.750%, 12/15/20 | | | | | 2,858,042 | | | | | | 0.0 | | | |
| | | 3,845,000 | # | | Mylan NV, 3.950%, 06/15/26 | | | | | 3,600,212 | | | | | | 0.1 | | | |
| | | 3,215,000 | # | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 3,086,400 | | | | | | 0.1 | | | |
| | | 10,760,000 | | | | Shire Acquisitions Investments Ireland DAC, 2.875%, 09/23/23 | | | | | 10,230,371 | | | | | | 0.2 | | |
| | | 5,000,000 | # | | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21 | | | | | 3,900,000 | | | | | | 0.1 | | | |
| | | 169,885,000 | | | | Other Securities(a) | | | | | 170,818,399 | | | | | | 3.9 | | |
| | | | | | | | | | | | 255,736,846 | | | | | | 5.8 | | |
| | | | | | | Energy: 3.5% | | ||||||||||||
| | | 12,878,000 | | | | BP Capital Markets PLC, 2.315%-3.119%, 02/13/20- 05/04/26 | | | | | 12,840,864 | | | | | | 0.3 | | |
| | | 15,651,000 | | | | Chevron Corp., 2.100%- 2.954%, 11/17/20-05/16/26 | | | | | 15,566,271 | | | | | | 0.3 | | |
| | | 9,620,000 | | | | Kinder Morgan Energy Partners L.P., 4.250%- 5.400%, 05/01/24-09/01/44 | | | | | 9,749,927 | | | | | | 0.2 | | |
| | | 2,378,000 | L | | Kinder Morgan, Inc./DE, 4.300%-5.050%, 06/01/25-02/15/46 | | | | | 2,439,417 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 16,585,000 | | | | Shell International Finance BV, 3.250%-4.375%, 05/11/25-05/10/46 | | | | $ | 16,285,716 | | | | | | 0.4 | | |
| | | 96,773,000 | | | | Other Securities | | | | | 98,352,011 | | | | | | 2.2 | | |
| | | | | | | | | | | | 155,234,206 | | | | | | 3.5 | | |
| | | | | | | Financial: 12.3% | | ||||||||||||
| | | 5,736,000 | # | | ABN AMRO Bank NV, 2.450%, 06/04/20 | | | | | 5,709,936 | | | | | | 0.2 | | | |
| | | 5,220,000 | #,L | | ABN AMRO Bank NV, 4.800%, 04/18/26 | | | | | 5,343,082 | | | | | | 0.1 | | | |
| | | 9,320,000 | # | | Athene Global Funding, 2.875%, 10/23/18 | | | | | 9,317,167 | | | | | | 0.2 | | | |
| | | 22,263,000 | | | | Bank of America Corp., 2.625%-4.750%, 10/19/20-04/21/45 | | | | | 22,589,249 | | | | | | 0.5 | | |
| | | 3,335,000 | # | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,391,798 | | | | | | 0.1 | | | |
| | | 13,061,000 | | | | Citigroup, Inc., 4.125%- 5.500%, 09/13/25-07/25/28 | | | | | 13,641,183 | | | | | | 0.3 | | |
| | | 12,027,000 | | | | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | | | | | 12,069,792 | | | | | | 0.3 | | |
| | | 2,757,000 | # | | Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | | 2,791,066 | | | | | | 0.0 | | | |
| | | 6,907,000 | # | | Commonwealth Bank of Australia, 2.850%, 05/18/26 | | | | | 6,601,448 | | | | | | 0.1 | | | |
| | | 1,370,000 | # | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/29/49 | | | | | 1,615,299 | | | | | | 0.0 | | | |
| | | 4,514,000 | # | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 4,813,373 | | | | | | 0.1 | | | |
| | | 5,703,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 5,754,629 | | | | | | 0.1 | | |
| | | 6,922,000 | | | | Credit Suisse/New York NY, 1.750%, 01/29/18 | | | | | 6,908,551 | | | | | | 0.2 | | |
| | | 3,215,000 | # | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 3,206,962 | | | | | | 0.1 | | | |
| | | 27,441,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 07/19/18-05/22/45 | | | | | 28,482,643 | | | | | | 0.6 | | |
| | | 5,994,000 | # | | HBOS PLC, 6.750%, 05/21/18 | | | | | 6,334,148 | | | | | | 0.1 | | | |
| | | 10,266,000 | | | | HSBC Holdings PLC, 2.650%, 01/05/22 | | | | | 10,042,355 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 3,400,000 | # | | ING Bank NV, 2.000%, 11/26/18 | | | | $ | 3,398,895 | | | | | | 0.1 | | | |
| | | 3,437,000 | # | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 3,711,960 | | | | | | 0.1 | | | |
| | | 27,656,000 | | | | JPMorgan Chase & Co., 2.550%-6.125%, 10/29/20-12/29/49 | | | | | 28,044,518 | | | | | | 0.6 | | |
| | | 2,775,000 | # | | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | | | | | 2,751,141 | | | | | | 0.1 | | | |
| | | 5,649,000 | # | | Mitsubishi UFJ Trust & Banking Corp., 2.650%, 10/19/20 | | | | | 5,627,692 | | | | | | 0.1 | | | |
| | | 2,908,000 | #,L | | Mizuho Bank Ltd., 2.150%, 10/20/18 | | | | | 2,910,952 | | | | | | 0.1 | | | |
| | | 18,346,000 | | | | Morgan Stanley, 2.500%- 4.000%, 04/21/21-04/23/27 | | | | | 18,251,014 | | | | | | 0.4 | | |
| | | 2,661,000 | # | | Nordea Bank AB, 6.125%, 12/29/49 | | | | | 2,585,028 | | | | | | 0.1 | | | |
| | | 5,330,000 | # | | Principal Life Global Funding II, 2.625%, 11/19/20 | | | | | 5,326,093 | | | | | | 0.1 | | | |
| | | 600,000 | # | | Royal Bank of Scotland Group PLC, 6.990%, 10/29/49 | | | | | 649,500 | | | | | | 0.0 | | | |
| | | 4,844,000 | | | | Santander Bank NA, 2.000%, 01/12/18 | | | | | 4,842,659 | | | | | | 0.1 | | |
| | | 5,202,000 | | | | Santander UK PLC, 2.375%, 03/16/20 | | | | | 5,172,338 | | | | | | 0.1 | | |
| | | 2,380,000 | # | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 2,429,323 | | | | | | 0.1 | | | |
| | | 4,782,000 | # | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | | | | | 4,720,790 | | | | | | 0.1 | | | |
| | | 5,510,000 | #,L | | Societe Generale SA, 4.250%, 08/19/26 | | | | | 5,324,754 | | | | | | 0.1 | | | |
| | | 7,600,000 | #,L | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 7,242,025 | | | | | | 0.2 | | | |
| | | 4,149,000 | | | | UBS AG/Stamford CT, 7.625%, 08/17/22 | | | | | 4,714,301 | | | | | | 0.1 | | |
| | | 5,204,000 | # | | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | | | | | 5,207,492 | | | | | | 0.1 | | | |
| | | 3,101,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | | | | | 3,162,301 | | | | | | 0.1 | | | |
| | | 6,858,000 | # | | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | | | | | 7,017,469 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 5,165,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | | | | $ | 5,225,069 | | | | | | 0.1 | | | |
| | | 3,328,000 | # | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 3.750%, 09/17/24 | | | | | 3,365,323 | | | | | | 0.1 | | | |
| | | 13,045,000 | | | | Wells Fargo & Co., 3.900%- 5.900%, 06/03/26-12/29/49 | | | | | 12,920,467 | | | | | | 0.3 | | |
| | | 252,668,400 | | | | Other Securities(a) | | | | | 249,204,942 | | | | | | 5.7 | | |
| | | | | | | | | | | | 542,418,727 | | | | | | 12.3 | | |
| | | | | | | Industrial: 0.7% | | ||||||||||||
| | | 308,000 | #,L | | Cemex SAB de CV, 6.125%, 05/05/25 | | | | | 315,700 | | | | | | 0.0 | | | |
| | | 3,903,000 | # | | Novelis Corp., 5.875%, 09/30/26 | | | | | 3,951,787 | | | | | | 0.1 | | | |
| | | 2,180,000 | # | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 2,276,738 | | | | | | 0.1 | | | |
| | | 5,915,000 | # | | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/26 | | | | | 5,473,434 | | | | | | 0.1 | | | |
| | | 3,819,000 | # | | Siemens Financieringsmaatschappij NV, 3.300%, 09/15/46 | | | | | 3,326,620 | | | | | | 0.1 | | | |
| | | 13,868,000 | | | | Other Securities | | | | | 14,290,577 | | | | | | 0.3 | | |
| | | | | | | | | | | | 29,634,856 | | | | | | 0.7 | | |
| | | | | | | Technology: 2.1% | | ||||||||||||
| | | 11,850,000 | | | | Apple, Inc., 1.550%-4.650%, 02/07/20-02/23/46 | | | | | 11,768,480 | | | | | | 0.3 | | |
| | | 6,299,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | | | | | 6,518,791 | | | | | | 0.1 | | | |
| | | 6,663,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | | | | | 7,069,876 | | | | | | 0.2 | | | |
| | | 3,994,000 | # | | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | | | | | 4,328,753 | | | | | | 0.1 | | | |
| | | 12,341,000 | | | | Microsoft Corp., 3.700%- 4.450%, 11/03/35-08/08/46 | | | | | 12,608,736 | | | | | | 0.3 | | |
| | | 13,167,000 | | | | Oracle Corp., 3.850%- 4.300%, 07/08/34-05/15/45 | | | | | 13,076,632 | | | | | | 0.3 | | |
| | | 35,078,000 | | | | Other Securities | | | | | 35,694,591 | | | | | | 0.8 | | |
| | | | | | | | | | | | 91,065,859 | | | | | | 2.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 1.6% | | ||||||||||||
| | | 2,192,000 | # | | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | | | | $ | 2,446,097 | | | | | | 0.0 | | | |
| | | 4,976,000 | # | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 5,153,942 | | | | | | 0.1 | | | |
| | | 2,630,000 | # | | New York State Electric & Gas Corp., 3.250%, 12/01/26 | | | | | 2,617,841 | | | | | | 0.1 | | | |
| | | 61,185,000 | | | | Other Securities | | | | | 61,274,140 | | | | | | 1.4 | | |
| | | | | | | | | | | | 71,492,020 | | | | | | 1.6 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,417,017,881) | | | | | 1,411,569,051 | | | | | | 32.1 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 13.9% | | ||||||||||||||||||
| | | 8,086,788 | | | | Alternative Loan Trust 2005-10CB 1A1, 1.256%, 05/25/35 | | | | | 6,470,503 | | | | | | 0.2 | | |
| | | 6,292,404 | | | | Alternative Loan Trust 2005-51 3A2A, 1.857%, 11/20/35 | | | | | 5,513,579 | | | | | | 0.1 | | |
| | | 3,028,941 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | | | | | 2,728,996 | | | | | | 0.1 | | |
| | | 3,641,534 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 3,328,094 | | | | | | 0.1 | | |
| | | 935,037 ^ | | | | Alternative Loan Trust 2005-J3 2A2, 4.244%, 05/25/35 | | | | | 92,903 | | | | | | 0.0 | | |
| | | 2,100,573 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 1,653,890 | | | | | | 0.0 | | |
| | | 5,942,021 | | | | Alternative Loan Trust 2006-HY11 A1, 0.876%, 06/25/36 | | | | | 4,840,941 | | | | | | 0.1 | | |
| | | 3,285,277 | | | | Alternative Loan Trust 2007-23CB A3, 1.256%, 09/25/37 | | | | | 1,737,676 | | | | | | 0.0 | | |
| | | 1,128,410 | # | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | | | | | 1,137,765 | | | | | | 0.0 | | | |
| | | 156,231 | | | | Banc of America Funding 2006 J Trust 4A1, 3.211%, 01/20/47 | | | | | 132,496 | | | | | | 0.0 | | |
| | | 375,855 | | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/37 | | | | | 330,152 | | | | | | 0.0 | | |
| | | 156,301 | | | | Banc of America Mortgage 2003-F Trust 3A1, 3.248%, 07/25/33 | | | | | 156,566 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 787,303 | | | | Banc of America Mortgage 2005-J Trust 2A4, 3.427%, 11/25/35 | | | | $ | 731,652 | | | | | | 0.0 | | |
| | | 122,548 | # | | BCAP LLC 2011-RR5-I Trust 12A1, 5.086%, 03/26/37 | | | | | 118,298 | | | | | | 0.0 | | | |
| | | 1,725,120 | | | | Bear Stearns ALT-A Trust 2005-10 22A1, 3.172%, 01/25/36 | | | | | 1,594,995 | | | | | | 0.0 | | |
| | | 834,625 | | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.993%, 05/25/35 | | | | | 807,336 | | | | | | 0.0 | | |
| | | 2,148,991 | | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.130%, 11/25/36 | | | | | 1,687,476 | | | | | | 0.1 | | |
| | | 1,749,249 | | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.112%, 11/25/36 | | | | | 1,284,190 | | | | | | 0.0 | | |
| | | 360,120 | | | | Bear Stearns ARM Trust 2004-6 2A1, 3.322%, 09/25/34 | | | | | 332,904 | | | | | | 0.0 | | |
| | | 25,624 | | | | Bear Stearns ARM Trust 2005-12 13A1, 3.391%, 02/25/36 | | | | | 24,582 | | | | | | 0.0 | | |
| | | 340,854 | | | | Bear Stearns ARM Trust 2005-2 A2, 3.128%, 03/25/35 | | | | | 343,929 | | | | | | 0.0 | | |
| | | 1,839,926 | | | | Bear Stearns ARM Trust 2005-9 A1, 2.830%, 10/25/35 | | | | | 1,782,349 | | | | | | 0.1 | | |
| | | 279,232 | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.006%, 01/26/36 | | | | | 218,781 | | | | | | 0.0 | | |
| | | 80,453 | | | | Bear Sterns ARM Trust 2003-8 4A1, 3.351%, 01/25/34 | | | | | 80,693 | | | | | | 0.0 | | |
| | | 2,730,000 | # | | Bellemeade Re Ltd. 2015-1A M2, 5.056%, 07/25/25 | | | | | 2,748,859 | | | | | | 0.1 | | | |
| | | 539,381 | | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/36 | | | | | 552,756 | | | | | | 0.0 | | |
| | | 1,570,132 | | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/37 | | | | | 1,609,492 | | | | | | 0.0 | | |
| | | 264,098 | | | | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 2.870%, 10/25/35 | | | | | 263,630 | | | | | | 0.0 | | |
| | | 2,949,143 | | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.395%, 09/25/37 | | | | | 2,526,808 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 174,735 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.042%, 08/25/35 | | | | $ | 172,093 | | | | | | 0.0 | | |
| | | 5,218,653 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/35 | | | | | 5,285,277 | | | | | | 0.1 | | |
| | | 533,552 | | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/37 | | | | | 474,141 | | | | | | 0.0 | | |
| | | 10,566,729 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 11,653,742 | | | | | | 0.3 | | |
| | | 48,489,757 ^ | | | | Fannie Mae 2016-82 SD, 5.294%, 11/25/46 | | | | | 8,759,519 | | | | | | 0.2 | | |
| | | 1,900,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C01 M2, 5.156%, 01/25/24 | | | | | 2,027,580 | | | | | | 0.1 | | |
| | | 3,810,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.656%, 07/25/24 | | | | | 3,829,215 | | | | | | 0.1 | | |
| | | 10,335,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 3.756%, 07/25/24 | | | | | 10,373,479 | | | | | | 0.2 | | |
| | | 7,940,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.656%, 11/25/24 | | | | | 8,631,072 | | | | | | 0.2 | | |
| | | 590,000 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO4 2M2, 5.756%, 11/25/24 | | | | | 639,886 | | | | | | 0.0 | | |
| | | 6,480,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.756%, 05/25/25 | | | | | 6,765,576 | | | | | | 0.2 | | |
| | | 6,800,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 1M2, 5.756%, 07/25/25 | | | | | 7,337,899 | | | | | | 0.2 | | |
| | | 1,205,000 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.756%, 07/25/25 | | | | | 1,295,323 | | | | | | 0.0 | | |
| | | 4,709,898 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 5.056%, 02/25/25 | | | | | 4,957,870 | | | | | | 0.1 | | |
| | | 331,702 ^ | | | | Fannie Mae Interest Strip Series 343 22, 4.000%, 11/25/18 | | | | | 11,300 | | | | | | 0.0 | | |
| | | 880,251 ^ | | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/43 | | | | | 195,328 | | | | | | 0.0 | | |
| | | 649,868 ^ | | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/43 | | | | | 135,810 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 7,960 | | | | Fannie Mae REMIC Trust 1989-4 D, 10.000%, 02/25/19 | | | | $ | 8,368 | | | | | | 0.0 | | |
| | | 24,196 | | | | Fannie Mae REMIC Trust 1994-77 FB, 2.256%, 04/25/24 | | | | | 24,739 | | | | | | 0.0 | | |
| | | 779,106 | | | | Fannie Mae REMIC Trust 1998-49 MD, 6.500%, 06/17/38 | | | | | 778,294 | | | | | | 0.0 | | |
| | | 682,550 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/29 | | | | | 757,392 | | | | | | 0.0 | | |
| | | 526,303 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/ 31 | | | | | 583,616 | | | | | | 0.0 | | |
| | | 58,759 | | | | Fannie Mae REMIC Trust 2002-21 FC, 1.656%, 04/25/32 | | | | | 60,185 | | | | | | 0.0 | | |
| | | 1,364,425 ^ | | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/33 | | | | | 317,013 | | | | | | 0.0 | | |
| | | 78,831 | | | | Fannie Mae REMIC Trust 2004-10 SC, 25.576%, 02/25/34 | | | | | 96,710 | | | | | | 0.0 | | |
| | | 205,166 | | | | Fannie Mae REMIC Trust 2004-11 A, 0.876%, 03/25/34 | | | | | 203,573 | | | | | | 0.0 | | |
| | | 39,583 | | | | Fannie Mae REMIC Trust 2004-W6 1A1, 5.000%, 07/25/34 | | | | | 39,612 | | | | | | 0.0 | | |
| | | 861,215 | | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/36 | | | | | 966,150 | | | | | | 0.0 | | |
| | | 220,906 | | | | Fannie Mae REMIC Trust 2005-57 CD, 22.290%, 01/25/35 | | | | | 264,353 | | | | | | 0.0 | | |
| | | 219,879 | | | | Fannie Mae REMIC Trust 2005-74 DK, 20.976%, 07/25/35 | | | | | 301,909 | | | | | | 0.0 | | |
| | | 9,142,193 ^ | | | | Fannie Mae REMIC Trust 2005-92 SC, 5.924%, 10/25/35 | | | | | 1,662,569 | | | | | | 0.0 | | |
| | | 950,522 | | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/36 | | | | | 1,047,592 | | | | | | 0.0 | | |
| | | 2,013,199 | | | | Fannie Mae REMIC Trust 2006-104 ES, 29.670%, 11/25/36 | | | | | 3,578,115 | | | | | | 0.1 | | |
| | | 12,130,185 ^ | | | | Fannie Mae REMIC Trust 2006-12 SD, 5.994%, 10/25/35 | | | | | 2,062,734 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,921,200 ^ | | | | Fannie Mae REMIC Trust 2006-123 UI, 5.984%, 01/25/37 | | | | $ | 1,007,828 | | | | �� | | 0.0 | | |
| | | 1,347,347 ^ | | | | Fannie Mae REMIC Trust 2006-72 HS, 5.944%, 08/25/26 | | | | | 215,118 | | | | | | 0.0 | | |
| | | 1,607,804 | | | | Fannie Mae REMIC Trust 2007-114 A6, 0.956%, 10/27/37 | | | | | 1,606,111 | | | | | | 0.0 | | |
| | | 384,567 | | | | Fannie Mae REMIC Trust 2007-73 A1, 0.816%, 07/25/37 | | | | | 375,993 | | | | | | 0.0 | | |
| | | 909,924 | | | | Fannie Mae REMIC Trust 2008-20 SP, 13.610%, 03/25/38 | | | | | 1,184,685 | | | | | | 0.0 | | |
| | | 4,253,261 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | | | | | 4,538,884 | | | | | | 0.1 | | |
| | | 15,126,801 ^ | | | | Fannie Mae REMIC Trust 2010-102 SB, 5.844%, 09/25/40 | | | | | 2,960,781 | | | | | | 0.1 | | |
| | | 4,986,879 ^ | | | | Fannie Mae REMIC Trust 2010-116 SE, 5.844%, 10/25/40 | | | | | 940,795 | | | | | | 0.0 | | |
| | | 14,927,746 ^ | | | | Fannie Mae REMIC Trust 2010-123 SL, 5.314%, 11/25/40 | | | | | 2,530,153 | | | | | | 0.1 | | |
| | | 6,006,022 ^ | | | | Fannie Mae REMIC Trust 2010-126 NI, 5.500%, 11/25/40 | | | | | 1,213,878 | | | | | | 0.0 | | |
| | | 4,850,000 | | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/39 | | | | | 5,129,845 | | | | | | 0.1 | | |
| | | 7,967,696 ^ | | | | Fannie Mae REMIC Trust 2010-55 AS, 5.664%, 06/25/40 | | | | | 1,340,009 | | | | | | 0.0 | | |
| | | 8,159,907 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/40 | | | | | 9,081,298 | | | | | | 0.2 | | |
| | | 2,504,981 | | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/40 | | | | | 2,751,236 | | | | | | 0.1 | | |
| | | 17,001,375 ^ | | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/41 | | | | | 1,892,823 | | | | | | 0.1 | | |
| | | 625,491 ^ | | | | Fannie Mae REMIC Trust 2011-69 AI, 5.000%, 05/25/18 | | | | | 10,987 | | | | | | 0.0 | | |
| | | 3,961,881 ^ | | | | Fannie Mae REMIC Trust 2012-10 US, 5.694%, 02/25/42 | | | | | 598,523 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,278,296 | | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/41 | | | | $ | 2,321,502 | | | | | | 0.1 | | |
| | | 18,503,010 ^ | | | | Fannie Mae REMIC Trust 2012-113 SG, 5.344%, 10/25/42 | | | | | 3,557,152 | | | | | | 0.1 | | |
| | | 13,185,592 ^ | | | | Fannie Mae REMIC Trust 2012-122 SB, 5.394%, 11/25/42 | | | | | 2,822,404 | | | | | | 0.1 | | |
| | | 6,986,156 ^ | | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/32 | | | | | 697,928 | | | | | | 0.0 | | |
| | | 3,314,819 | | | | Fannie Mae REMIC Trust 2012-131 BS, 4.475%, 12/25/42 | | | | | 2,787,755 | | | | | | 0.1 | | |
| | | 23,231,600 ^ | | | | Fannie Mae REMIC Trust 2012-137 SN, 5.344%, 12/25/42 | | | | | 4,366,591 | | | | | | 0.1 | | |
| | | 10,192,780 ^ | | | | Fannie Mae REMIC Trust 2012-15 SP, 5.864%, 06/25/40 | | | | | 1,491,207 | | | | | | 0.0 | | |
| | | 6,614,339 ^ | | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/42 | | | | | 1,300,316 | | | | | | 0.0 | | |
| | | 436,739 | | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/42 | | | | | 388,701 | | | | | | 0.0 | | |
| | | 16,017,381 ^ | | | | Fannie Mae REMIC Trust 2013-60 DS, 5.444%, 06/25/33 | | | | | 3,108,685 | | | | | | 0.1 | | |
| | | 12,745,060 ^ | | | | Fannie Mae REMIC Trust 2013-9 DS, 5.394%, 02/25/43 | | | | | 2,889,581 | | | | | | 0.1 | | |
| | | 500,759 ^ | | | | Fannie Mae REMIC Trust 2013-9 SA, 5.394%, 03/25/42 | | | | | 77,043 | | | | | | 0.0 | | |
| | | 6,282,753 ^ | | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/41 | | | | | 793,845 | | | | | | 0.0 | | |
| | | 44,979,678 ^ | | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/45 | | | | | 10,258,596 | | | | | | 0.2 | | |
| | | 17,856,162 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 3.944%, 01/25/36 | | | | | 2,083,734 | | | | | | 0.1 | | |
| | | 2,435,302 ^ | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.944%, 12/25/36 | | | | | 630,438 | | | | | | 0.0 | | |
| | | 9,223,079 ^ | | | | Freddie Mac 2815 GS, 5.296%, 03/15/34 | | | | | 1,451,590 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 753,204 | | | | Freddie Mac Reference Series R006 ZA, 6.000%, 04/15/36 | | | | $ | 861,119 | | | | | | 0.0 | | |
| | | 15,677 | | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/21 | | | | | 17,172 | | | | | | 0.0 | | |
| | | 458,319 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/29 | | | | | 523,576 | | | | | | 0.0 | | |
| | | 457,690 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | | | | | 526,025 | | | | | | 0.0 | | |
| | | 19,257 | | | | Freddie Mac REMIC Trust 2411 FJ, 1.054%, 12/15/29 | | | | | 19,253 | | | | | | 0.0 | | |
| | | 279,341 | | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/32 | | | | | 317,238 | | | | | | 0.0 | | |
| | | 597,533 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | | | | | 680,683 | | | | | | 0.0 | | |
| | | 478 | | | | Freddie Mac REMIC Trust 2495 UJ, 3.500%, 07/15/32 | | | | | 478 | | | | | | 0.0 | | |
| | | 959,669 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/22 | | | | | 1,009,612 | | | | | | 0.0 | | |
| | | 583,327 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | | | | | 654,409 | | | | | | 0.0 | | |
| | | 345 | | | | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/30 | | | | | 357 | | | | | | 0.0 | | |
| | | 780,821 | | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/33 | | | | | 858,137 | | | | | | 0.0 | | |
| | | 660,701 ^ | | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/33 | | | | | 163,435 | | | | | | 0.0 | | |
| | | 837,941 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | | | | | 935,744 | | | | | | 0.0 | | |
| | | 1,815,471 | | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/34 | | | | | 1,967,501 | | | | | | 0.1 | | |
| | | 1,729,887 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/35 | | | | | 1,891,102 | | | | | | 0.1 | | |
| | | 1,835,233 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | | | | | 2,006,021 | | | | | | 0.1 | | |
| | | 10,583,378 ^ | | | | Freddie Mac REMIC Trust 3045 DI, 6.026%, 10/15/35 | | | | | 1,970,056 | | | | | | 0.1 | | |
| | | 201,079 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/35 | | | | | 207,780 | | | | | | 0.0 | | |
| | | 6,783,318 ^ | | | | Freddie Mac REMIC Trust 3064 SP, 5.896%, 03/15/35 | | | | | 794,050 | | | | | | 0.0 | | |
| | | 690,853 | | | | Freddie Mac REMIC Trust 3065 DC, 17.748%, 03/15/35 | | | | | 981,902 | | | | | | 0.0 | | |
| | | 2,002,476 ^ | | | | Freddie Mac REMIC Trust 3102 IS, 21.986%, 01/15/36 | | | | | 1,061,352 | | | | | | 0.0 | | |
| | | 6,191,977 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | | | | | 6,938,351 | | | | | | 0.2 | | |
| | | 3,259,686 ^ | | | | Freddie Mac REMIC Trust 3170 SA, 5.896%, 09/15/33 | | | | | 596,491 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,505,765 ^ | | | | Freddie Mac REMIC Trust 3171 PS, 5.781%, 06/15/36 | | | | $ | 388,343 | | | | | | 0.0 | | |
| | | 3,007,932 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | | | | | 3,369,856 | | | | | | 0.1 | | |
| | | 704,827 ^ | | | | Freddie Mac REMIC Trust 3524 LA, 5.252%, 03/15/33 | | | | | 769,211 | | | | | | 0.0 | | |
| | | 352,435 | | | | Freddie Mac REMIC Trust 3556 NT, 3.804%, 03/15/38 | | | | | 363,782 | | | | | | 0.0 | | |
| | | 12,095,160 ^ | | | | Freddie Mac REMIC Trust 3589 SB, 5.496%, 10/15/39 | | | | | 2,077,177 | | | | | | 0.1 | | |
| | | 2,320,513 ^ | | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/40 | | | | | 410,190 | | | | | | 0.0 | | |
| | | 10,929,619 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/34 | | | | | 12,324,404 | | | | | | 0.3 | | |
| | | 4,696,012 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/36 | | | | | 5,255,016 | | | | | | 0.1 | | |
| | | 937,550 ^ | | | | Freddie Mac REMIC Trust 3668 EI, 5.500%, 12/15/18 | | | | | 21,969 | | | | | | 0.0 | | |
| | | 2,488,215 ^ | | | | Freddie Mac REMIC Trust 3710 SL, 5.296%, 05/15/36 | | | | | 197,184 | | | | | | 0.0 | | |
| | | 2,467,060 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | | | | | 2,748,514 | | | | | | 0.1 | | |
| | | 4,013,742 ^ | | | | Freddie Mac REMIC Trust 3752 WS, 5.896%, 12/15/39 | | | | | 390,911 | | | | | | 0.0 | | |
| | | 3,332,524 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | | | | | 3,634,772 | | | | | | 0.1 | | |
| | | 5,000,000 ^ | | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/38 | | | | | 1,041,984 | | | | | | 0.0 | | |
| | | 2,516,237 | | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/41 | | | | | 2,651,967 | | | | | | 0.1 | | |
| | | 10,018,480 ^ | | | | Freddie Mac REMIC Trust 3856 KS, 5.846%, 05/15/41 | | | | | 1,869,538 | | | | | | 0.1 | | |
| | | 1,523,000 | | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/41 | | | | | 1,636,436 | | | | | | 0.0 | | |
| | | 4,067,833 ^ | | | | Freddie Mac REMIC Trust 3925 SD, 5.346%, 07/15/40 | | | | | 584,925 | | | | | | 0.0 | | |
| | | 21,133,806 ^ | | | | Freddie Mac REMIC Trust 3925 SL, 5.346%, 01/15/41 | | | | | 2,948,341 | | | | | | 0.1 | | |
| | | 10,005,742 ^ | | | | Freddie Mac REMIC Trust 3936 GS, 5.996%, 11/15/25 | | | | | 1,023,275 | | | | | | 0.0 | | |
| | | 22,674,977 ^ | | | | Freddie Mac REMIC Trust 3951 SN, 5.846%, 11/15/41 | | | | | 5,003,596 | | | | | | 0.1 | | |
| | | 11,337,483 ^ | | | | Freddie Mac REMIC Trust 3984 NS, 5.896%, 01/15/40 | | | | | 1,340,541 | | | | | | 0.0 | | |
| | | 1,937,531 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | | | | | 2,086,619 | | | | | | 0.1 | | |
| | | 3,578,428 | | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/42 | | | | | 4,141,938 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,640,123 ^ | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/40 | | | | $ | 606,011 | | | | | | 0.0 | | |
| | | 9,836,749 ^ | | | | Freddie Mac REMIC Trust 4094 YS, 5.996%, 04/15/40 | | | | | 1,447,136 | | | | | | 0.0 | | |
| | | 17,214,970 ^ | | | | Freddie Mac REMIC Trust 4102 MS, 5.896%, 09/15/42 | | | | | 3,697,488 | | | | | | 0.1 | | |
| | | 1,526,511 ^ | | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/43 | | | | | 278,715 | | | | | | 0.0 | | |
| | | 5,983,838 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | | | | | 6,051,046 | | | | | | 0.1 | | |
| | | 23,654,856 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/41 | | | | | 26,454,089 | | | | | | 0.6 | | |
| | | 17,832,925 ^ | | | | Freddie Mac REMIC Trust 4313 SD, 5.446%, 03/15/44 | | | | | 2,995,965 | | | | | | 0.1 | | |
| | | 27,085,023 ^ | | | | Freddie Mac REMIC Trust 4313 SE, 5.446%, 03/15/44 | | | | | 4,524,518 | | | | | | 0.1 | | |
| | | 5,391,666 ^ | | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/42 | | | | | 873,447 | | | | | | 0.0 | | |
| | | 2,928,565 ^ | | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/43 | | | | | 587,041 | | | | | | 0.0 | | |
| | | 6,437,273 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | | | | | 7,097,534 | | | | | | 0.2 | | |
| | | 12,073,646 ^ | | | | Freddie Mac REMIC Trust 4346 ST, 5.496%, 07/15/39 | | | | | 1,599,846 | | | | | | 0.0 | | |
| | | 9,946,885 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | | | | | 10,793,290 | | | | | | 0.3 | | |
| | | 9,210,571 ^ | | | | Freddie Mac REMIC Trust 4386 LS, 5.396%, 09/15/44 | | | | | 1,695,534 | | | | | | 0.0 | | |
| | | 7,338,481 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/44 | | | | | 7,787,087 | | | | | | 0.2 | | |
| | | 16,638,780 ^ | | | | Freddie Mac Strips Series 311 S1, 5.246%, 08/15/43 | | | | | 3,414,534 | | | | | | 0.1 | | |
| | | 1,470,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2013-DN2 M2, 5.006%, 11/25/23 | | | | | 1,554,046 | | | | | | 0.0 | | |
| | | 9,627,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 5.256%, 02/25/24 | | | | | 10,512,183 | | | | | | 0.2 | | |
| | | 9,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.356%, 04/25/24 | | | | | 10,060,202 | | | | | | 0.2 | | |
| | | 8,500,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.756%, 08/25/24 | | | | | 8,857,498 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ1 M3, 4.856%, 08/25/24 | | | | $ | 1,801,275 | | | | | | 0.0 | | |
| | | 3,760,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.506%, 10/25/24 | | | | | 4,085,062 | | | | | | 0.1 | | |
| | | 2,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.456%, 04/25/28 | | | | | 3,031,890 | | | | | | 0.1 | | |
| | | 2,827,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 4.006%, 05/25/25 | | | | | 2,927,481 | | | | | | 0.1 | | |
| | | 16,890,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.556%, 05/25/28 | | | | | 18,207,633 | | | | | | 0.4 | | |
| | | 3,350,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.306%, 07/25/28 | | | | | 3,748,526 | | | | | | 0.1 | | |
| | | 6,250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.556%, 03/25/29 | | | | | 6,270,919 | | | | | | 0.2 | | |
| | | 5,900,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.606%, 03/25/29 | | | | | 5,909,237 | | | | | | 0.1 | | |
| | | 383,956 | | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/43 | | | | | 444,575 | | | | | | 0.0 | | |
| | | 334,455 | | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 1.741%, 10/25/44 | | | | | 343,107 | | | | | | 0.0 | | |
| | | 120,712 | | | | Freddie Mac-Ginnie Mae Series 27 FC, 2.375%, 03/25/24 | | | | | 123,972 | | | | | | 0.0 | | |
| | | 117,738 | | | | Ginnie Mae Series 2002-21 FV, 1.107%, 03/16/32 | | | | | 117,717 | | | | | | 0.0 | | |
| | | 1,895,014 ^ | | | | Ginnie Mae Series 2005-7 AH, 6.063%, 02/16/35 | | | | | 324,293 | | | | | | 0.0 | | |
| | | 1,903,107 ^ | | | | Ginnie Mae Series 2006-17 WI, 6.261%, 04/20/36 | | | | | 88,968 | | | | | | 0.0 | | |
| | | 309,475 | | | | Ginnie Mae Series 2007-37 S, 22.707%, 04/16/37 | | | | | 389,446 | | | | | | 0.0 | | |
| | | 714,245 | | | | Ginnie Mae Series 2007-8 SP, 19.652%, 03/20/37 | | | | | 1,106,922 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,072,334 ^ | | | | Ginnie Mae Series 2008-35 SN, 5.661%, 04/20/38 | | | | $ | 473,522 | | | | | | 0.0 | | |
| | | 2,492,068 ^ | | | | Ginnie Mae Series 2008-40 PS, 5.793%, 05/16/38 | | | | | 436,757 | | | | | | 0.0 | | |
| | | 18,694,461 ^ | | | | Ginnie Mae Series 2009-106 SU, 5.461%, 05/20/37 | | | | | 3,197,547 | | | | | | 0.1 | | |
| | | 6,545,863 ^ | | | | Ginnie Mae Series 2009-25 KS, 5.461%, 04/20/39 | | | | | 1,105,494 | | | | | | 0.0 | | |
| | | 3,309,140 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | | | | | 3,560,188 | | | | | | 0.1 | | |
| | | 4,092,887 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/39 | | | | | 4,457,231 | | | | | | 0.1 | | |
| | | 3,234,873 ^ | | | | Ginnie Mae Series 2009-33 SN, 5.561%, 05/20/39 | | | | | 262,834 | | | | | | 0.0 | | |
| | | 9,947,264 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/39 | | | | | 12,387,824 | | | | | | 0.3 | | |
| | | 2,820,274 ^ | | | | Ginnie Mae Series 2009-43 HS, 5.461%, 06/20/38 | | | | | 233,829 | | | | | | 0.0 | | |
| | | 5,367,595 ^ | | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/40 | | | | | 818,266 | | | | | | 0.0 | | |
| | | 4,390,951 ^ | | | | Ginnie Mae Series 2010-116 NS, 5.943%, 09/16/40 | | | | | 765,047 | | | | | | 0.0 | | |
| | | 10,810,808 ^ | | | | Ginnie Mae Series 2010-116 SK, 5.881%, 08/20/40 | | | | | 2,132,301 | | | | | | 0.1 | | |
| | | 22,263,506 ^ | | | | Ginnie Mae Series 2010-149 HS, 5.393%, 05/16/40 | | | | | 2,874,740 | | | | | | 0.1 | | |
| | | 7,319,492 ^ | | | | Ginnie Mae Series 2010-4 SP, 5.793%, 01/16/39 | | | | | 1,065,086 | | | | | | 0.0 | | |
| | | 5,928,336 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/40 | | | | | 6,430,434 | | | | | | 0.2 | | |
| | | 2,001,915 ^ | | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/39 | | | | | 308,394 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Ginnie Mae Series 2010-67 JD, 4.500%, 05/20/39 | | | | | 2,110,720 | | | | | | 0.1 | | |
| | | 4,841,994 ^ | | | | Ginnie Mae Series 2010-68 MS, 5.111%, 06/20/40 | | | | | 758,216 | | | | | | 0.0 | | |
| | | 8,681,097 ^ | | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/40 | | | | | 2,104,054 | | | | | | 0.1 | | |
| | | 2,240,956 ^ | | | | Ginnie Mae Series 2010-94 PI, 4.500%, 12/20/37 | | | | | 71,596 | | | | | | 0.0 | | |
| | | 7,778,007 ^ | | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/26 | | | | | 862,773 | | | | | | 0.0 | | |
| | | 2,363,113 ^ | | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/40 | | | | | 328,399 | | | | | | 0.0 | | |
| | | 132,721 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | | | | | 153,427 | | | | | | 0.0 | | |
| | | 9,565,373 ^ | | | | Ginnie Mae Series 2011-80 KS, 5.931%, 06/20/41 | | | | | 1,773,560 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,648,208 ^ | | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/40 | | | | $ | 331,932 | | | | | | 0.0 | | |
| | | 387,755 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/41 | | | | | 404,823 | | | | | | 0.0 | | |
| | | 24,169,355 ^ | | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/43 | | | | | 4,937,040 | | | | | | 0.1 | | |
| | | 20,586,367 ^ | | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/43 | | | | | 4,424,996 | | | | | | 0.1 | | |
| | | 17,889,436 ^ | | | | Ginnie Mae Series 2014-3 SU, 5.311%, 07/20/39 | | | | | 2,770,240 | | | | | | 0.1 | | |
| | | 1,205,219 | | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/44 | | | | | 1,275,334 | | | | | | 0.0 | | |
| | | 22,019,445 ^ | | | | Ginnie Mae Series 2014-55 MS, 5.493%, 04/16/44 | | | | | 3,556,581 | | | | | | 0.1 | | |
| | | 27,853,039 ^ | | | | Ginnie Mae Series 2014-56 SP, 5.493%, 12/16/39 | | | | | 4,018,294 | | | | | | 0.1 | | |
| | | 17,832,959 ^ | | | | Ginnie Mae Series 2014-58 CS, 4.893%, 04/16/44 | | | | | 2,725,602 | | | | | | 0.1 | | |
| | | 22,168,458 ^ | | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/44 | | | | | 5,797,240 | | | | | | 0.1 | | |
| | | 8,546,795 ^ | | | | Ginnie Mae Series 2014-99 S, 4.861%, 06/20/44 | | | | | 1,529,275 | | | | | | 0.0 | | |
| | | 28,491 | | | | JP Morgan Mortgage Trust 2005-A1 6T1, 3.169%, 02/25/35 | | | | | 28,127 | | | | | | 0.0 | | |
| | | 283,290 | | | | JP Morgan Mortgage Trust 2007-A1 5A5, 3.178%, 07/25/35 | | | | | 284,109 | | | | | | 0.0 | | |
| | | 11,925,883 ^ | | | | Lehman Mortgage Trust 2006-9, 5.864%, 01/25/37 | | | | | 2,418,692 | | | | | | 0.1 | | |
| | | 2,208,477 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | | | | | 1,870,206 | | | | | | 0.0 | | |
| | | 31,424 | # | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 6.801%, 02/19/30 | | | | | 30,793 | | | | | | 0.0 | | | |
| | | 2,165,930 | # | | RBSSP Resecuritization Trust 2011-3 2A1, 0.842%, 02/26/37 | | | | | 2,045,589 | | | | | | 0.0 | | | |
| | | 238,189 | # | | Reperforming Loan REMIC Trust 2005-R2 1AF1, 1.096%, 06/25/35 | | | | | 212,557 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 14,744 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.848%, 02/27/34 | | | | $ | 14,473 | | | | | | 0.0 | | |
| | | 30,636 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR6 A, 1.967%, 06/25/42 | | | | | 29,617 | | | | | | 0.0 | | |
| | | 46,284 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 1.933%, 08/25/42 | | | | | 44,347 | | | | | | 0.0 | | |
| | | 67,026 | | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 1.396%, 01/25/45 | | | | | 63,296 | | | | | | 0.0 | | |
| | | 1,582,111 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.224%, 10/25/36 | | | | | 1,344,814 | | | | | | 0.0 | | |
| | | 477,733 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.098%, 07/25/46 | | | | | 444,237 | | | | | | 0.0 | | |
| | | 106,421,074 ^ | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.437%, 08/25/45 | | | | | 4,248,766 | | | | | | 0.1 | | |
| | | 1,362,735 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 2.850%, 10/25/36 | | | | | 1,198,129 | | | | | | 0.0 | | |
| | | 2,397,916 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.750%, 12/25/36 | | | | | 2,064,362 | | | | | | 0.1 | | |
| | | 5,240,225 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.804%, 08/25/46 | | | | $ | 4,595,487 | | | | | | 0.1 | | |
| | | 5,913,749 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.361%, 04/25/37 | | | | | 5,166,688 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,646,457 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.600%, 07/25/37 | | | | $ | 2,993,290 | | | | | | 0.1 | | |
| | | 4,480,636 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 3,957,952 | | | | | | 0.1 | | |
| | | 436,284 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | | | | | 407,700 | | | | | | 0.0 | | |
| | | 6,076,561 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.527%, 08/25/46 | | | | | 4,077,261 | | | | | | 0.1 | | |
| | | 3,650,825 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 1.186%, 06/25/37 | | | | | 2,701,588 | | | | | | 0.1 | | |
| | | 153,849 | | | | Wells Fargo Mortgage Backed Securities 2004-EE Trust 2A1, 3.035%, 12/25/34 | | | | | 155,286 | | | | | | 0.0 | | |
| | | 492,906 | | | | Wells Fargo Mortgage Backed Securities 2005-AR7 Trust 1A1, 3.089%, 05/25/35 | | | | | 491,845 | | | | | | 0.0 | | |
| | | 144,567 | | | | Wells Fargo Mortgage Backed Securities 2005-AR9 Trust 2A1, 3.073%, 10/25/33 | | | | | 146,278 | | | | | | 0.0 | | |
| | | 2,485,279 | | | | Wells Fargo Mortgage Backed Securities 2006-AR2 Trust 2A5, 3.003%, 03/25/36 | | | | | 2,429,024 | | | | | | 0.1 | | |
| | | 1,187,051 | | | | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 2A4, 3.200%, 04/25/36 | | | | | 1,089,653 | | | | | | 0.0 | | |
| | | 118,931 | | | | Wells Fargo Mortgage Backed Securities Trust 2004-CC A1, 3.040%, 01/25/35 | | | | | 120,058 | | | | | | 0.0 | | |
| | | 42,966,546 | | | | Other Securities | | | | | 37,230,398 | | | | | | 0.8 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $595,903,390) | | | | | 611,955,124 | | | | | | 13.9 | | |
| MUNICIPAL BONDS: 0.0% | | ||||||||||||||||||
| | | | | | | California: 0.0% | | ||||||||||||
| | | 1,600,000 | | | | Other Securities | | | | | 2,064,258 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUNICIPAL BONDS: (continued) | | ||||||||||||||||||
| | | | | | | California (continued) | | ||||||||||||
| | | | | | | Total Municipal Bonds (Cost $1,610,039) | | | | $ | 2,064,258 | | | | | | 0.0 | | |
| FOREIGN GOVERNMENT BONDS: 0.2% | | ||||||||||||||||||
| | | 1,100,000 | # | | Argentine Republic Government International Bond, 6.875%, 04/22/21 | | | | | 1,174,250 | | | | | | 0.1 | | | |
| | | 5,365,000 | | | | Other Securities | | | | | 5,362,763 | | | | | | 0.1 | | |
| | | | | | | Total Foreign Government Bonds (Cost $6,465,000) | | | | | 6,537,013 | | | | | | 0.2 | | |
| U.S. TREASURY OBLIGATIONS: 11.7% | | ||||||||||||||||||
| | | | | | | Treasury Inflation Indexed Protected Securities: 5.6% | | ||||||||||||
| | | 244,012,800 | | | | 0.125%, due 04/15/21 | | | | | 245,550,569 | | | | | | 5.6 | | |
| | | | | | | U.S. Treasury Bonds: 2.7% | | ||||||||||||
| | | 64,600,000 | L | | 2.000%, due 11/15/26 | | | | | 62,062,964 | | | | | | 1.4 | | | |
| | | 68,255,000 | L | | 2.250%, due 08/15/46 | | | | | 57,246,219 | | | | | | 1.3 | | | |
| | | 437,000 | | | | 2.500%-3.000%, due 02/15/45-11/15/45 | | | | | 408,091 | | | | | | 0.0 | | |
| | | | | | | | | | | | 119,717,274 | | | | | | 2.7 | | |
| | | | | | | U.S. Treasury Notes: 3.4% | | ||||||||||||
| | | 40,708,000 | L | | 1.000%, due 11/30/18 | | | | | 40,573,989 | | | | | | 0.9 | | | |
| | | 34,464,000 | | | | 1.375%, due 12/15/19 | | | | | 34,365,571 | | | | | | 0.8 | | |
| | | 44,617,000 | L | | 1.750%, due 11/30/21 | | | | | 44,245,876 | | | | | | 1.0 | | | |
| | | 28,361,000 | | | | 2.125%, due 11/30/23 | | | | | 28,141,968 | | | | | | 0.7 | | |
| | | 1,495,000 | | | | 1.375%-1.750%, due 01/31/21-02/15/26 | | | | | 1,435,355 | | | | | | 0.0 | | |
| | | | | | | | | | | | 148,762,759 | | | | | | 3.4 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $513,172,656) | | | | | 514,030,602 | | | | | | 11.7 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.1% | | ||||||||||||||||||
| | | 2,690,000 | # | | BAMLL Commercial Mortgage Securities Trust 2015-ASHF C, 2.704%, 01/15/28 | | | | | 2,612,181 | | | | | | 0.1 | | | |
| | | 3,240,000 | | | | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.549%, 06/10/49 | | | | | 3,283,430 | | | | | | 0.1 | | |
| | | 5,010,000 | | | | Banc of America Commercial Mortgage Trust 2007-4 AJ, 5.814%, 02/10/51 | | | | | 5,052,793 | | | | | | 0.1 | | |
| | | 2,190,000 | # | | Banc of America Commercial Mortgage Trust 2007-4 B, 5.814%, 02/10/51 | | | | | 2,184,333 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,341,589 | # | | Banc of America Re-REMIC Trust 2010-UBER5 A4A, 5.743%, 02/17/51 | | | | $ | 1,348,032 | | | | | | 0.0 | | | |
| | | 22,800,000 | #,^ | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 1,023,016 | | | | | | 0.0 | | | |
| | | 5,000,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.015%, 06/11/41 | | | | | 5,422,303 | | | | | | 0.1 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | | 1,368,165 | | | | | | 0.1 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 1,358,075 | | | | | | 0.0 | | | |
| | | 1,350,000 | # | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 1,329,935 | | | | | | 0.0 | | | |
| | | 113,822 | # | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8 E, 4.997%, 06/11/41 | | | | | 114,655 | | | | | | 0.0 | | | |
| | | 566,082 | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20 C, 5.124%, 10/12/42 | | | | | 565,460 | | | | | | 0.0 | | |
| | | 3,860,000 | | | | Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17 AJ, 5.887%, 06/11/50 | | | | | 3,889,319 | | | | | | 0.1 | | |
| | | 3,754,536 | # | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 3,765,852 | | | | | | 0.1 | | | |
| | | 21,047,369 ^ | | | | COMM 2012-CR1 XA, 2.023%, 05/15/45 | | | | | 1,519,340 | | | | | | 0.0 | | |
| | | 15,858,739 ^ | | | | COMM 2012-CR2 XA, 1.728%, 08/15/45 | | | | | 1,146,390 | | | | | | 0.0 | | |
| | | 31,746,731 ^ | | | | COMM 2012-CR3 XA, 2.076%, 10/15/45 | | | | | 2,443,809 | | | | | | 0.1 | | |
| | | 65,166,000 | #,^ | | COMM 2012-CR4 XB, 0.593%, 10/15/45 | | | | | 2,117,263 | | | | | | 0.0 | | | |
| | | 44,898,374 ^ | | | | COMM 2012-CR5 XA, 1.742%, 12/10/45 | | | | | 2,997,591 | | | | | | 0.1 | | |
| | | 21,409,627 | #,^ | | COMM 2012-LC4 XA, 2.279%, 12/10/44 | | | | | 1,681,054 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 34,926,777 ^ | | | | COMM 2013-LC13 XA, 1.358%, 08/10/46 | | | | $ | 1,730,877 | | | | | | 0.0 | | |
| | | 38,675,773 ^ | | | | COMM 2014-LC15 XA, 1.363%, 04/10/47 | | | | | 2,258,920 | | | | | | 0.0 | | |
| | | 3,750,000 | # | | COMM 2015-CR27 D, 3.472%, 10/10/48 | | | | | 2,866,642 | | | | | | 0.1 | | | |
| | | 4,000,000 | | | | COMM 2015-PC1 C, 4.591%, 07/10/50 | | | | | 3,445,800 | | | | | | 0.1 | | |
| | | 3,320,000 | | | | COMM 2015-PC1 D, 4.443%, 07/10/50 | | | | | 2,425,795 | | | | | | 0.1 | | |
| | | 6,884,000 | | | | Commercial Mortgage Trust 2007-GG11 AJ, 6.032%, 12/10/49 | | | | | 6,884,056 | | | | | | 0.2 | | |
| | | 900,460 | # | | Credit Suisse Commercial Mortgage Trust Series 2006-K1A K, 5.415%, 02/25/21 | | | | | 900,077 | | | | | | 0.0 | | | |
| | | 3,270,000 | | | | Credit Suisse Commercial Mortgage Trust Series 2007-C4 A1AJ, 5.935%, 09/15/39 | | | | | 3,278,928 | | | | | | 0.1 | | |
| | | 88,223 | # | | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | | | | | 88,089 | | | | | | 0.0 | | | |
| | | 1,760,000 | | | | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | | | | | 1,644,705 | | | | | | 0.0 | | |
| | | 2,000,000 | # | | DBWF 2016-85T Mortgage Trust, 3.808%, 12/10/36 | | | | | 2,005,614 | | | | | | 0.0 | | | |
| | | 450,000 | # | | DBUBS 2011-LC2A D, 5.543%, 07/10/44 | | | | | 460,878 | | | | | | 0.0 | | | |
| | | 11,984,512 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.358%, 02/25/20 | | | | | 1,815,885 | | | | | | 0.0 | | |
| | | 15,241,731 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K019 X1, 1.694%, 03/25/22 | | | | | 1,087,242 | | | | | | 0.0 | | |
| | | 47,809,949 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.290%, 08/25/22 | | | | | 2,788,209 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 17,841,405 ^ | | | | Freddie Mac Multifamily Structured Pass Through CertificatesK015 X3, 2.801%, 08/25/39 | | | | $ | 2,013,640 | | | | | | 0.0 | | |
| | | 28,643,332 ^ | | | | Freddie Mac Multifamily Structured Pass Through Certificates, 1.085%, 08/25/26 | | | | | 2,142,922 | | | | | | 0.1 | | |
| | | 622,232,035 | #,^ | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | | | | | 2,440,519 | | | | | | 0.1 | | | |
| | | 24,096,934 ^ | | | | GS Mortgage Securities Corp. II 2012-GCJ9 XA, 2.286%, 11/10/45 | | | | | 1,920,335 | | | | | | 0.0 | | |
| | | 7,600,000 | # | | GS Mortgage Securities Trust 2010-C2 D, 5.184%, 12/10/43 | | | | | 7,659,926 | | | | | | 0.2 | | | |
| | | 4,400,000 | # | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 3,580,453 | | | | | | 0.1 | | | |
| | | 40,550,069 ^ | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.386%, 05/10/45 | | | | | 2,998,722 | | | | | | 0.1 | | |
| | | 16,752,267 ^ | | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.428%, 11/10/46 | | | | | 890,340 | | | | | | 0.0 | | |
| | | 3,350 ^ | | | | GS Mortgage Securities Trust 2016-GS3 XA, 1.284%, 10/10/49 | | | | | 297 | | | | | | 0.0 | | |
| | | 1,429,000 | # | | GS Mortgage Securities Trust 2016-GS3, 2.620%, 10/10/49 | | | | | 1,024,766 | | | | | | 0.0 | | | |
| | | 1,290,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.575%, 05/15/41 | | | | | 1,306,081 | | | | | | 0.0 | | | |
| | | 2,920,000 | # | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-CB8 J, 4.733%, 01/12/39 | | | | | 2,811,740 | | | | | | 0.1 | | | |
| | | 23,450,000 | #,^ | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.353%, 12/15/47 | | | | | 422,058 | | | | | | 0.0 | | | |
| | | 4,240,000 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/37 | | | | | 4,177,882 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 1,021,056 | # | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-LN1 H, 5.571%, 10/15/37 | | | | $ | 1,020,395 | | | | | | 0.0 | | | |
| | | 2,575,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CBX C, 5.066%, 01/12/37 | | | | | 2,656,720 | | | | | | 0.1 | | |
| | | 3,230,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CBX D, 5.097%, 01/12/37 | | | | | 3,313,383 | | | | | | 0.1 | | |
| | | 3,829,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.373%, 06/12/41 | | | | | 3,699,179 | | | | | | 0.1 | | |
| | | 37,010,494 ^ | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.660%, 06/15/45 | | | | | 2,131,457 | | | | | | 0.0 | | |
| | | 2,754,385 ^ | | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.195%, 10/15/48 | | | | | 161,825 | | | | | | 0.0 | | |
| | | 36,616,172 | #,^ | | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | | | | | 586 | | | | | | 0.0 | | | |
| | | 690,897 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.652%, 02/15/40 | | | | | 691,359 | | | | | | 0.0 | | | |
| | | 2,723,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.752%, 02/15/40 | | | | | 2,707,179 | | | | | | 0.1 | | | |
| | | 385,277 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | | | | | 399,557 | | | | | | 0.0 | | |
| | | 4,290,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | | | | | 4,314,277 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | LB-UBS Commercial Mortgage Trust 2005-C3 F, 5.013%, 07/15/40 | | | | | 957,455 | | | | | | 0.0 | | |
| | | 2,600,000 | # | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 2,565,432 | | | | | | 0.1 | | | |
| | | 2,160,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 D, 5.872%, 06/15/38 | | | | | 2,162,159 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 5,000,000 | | | | LB-UBS Commercial Mortgage Trust 2006-C4 E, 5.872%, 06/15/38 | | | | $ | 5,005,982 | | | | | | 0.1 | | |
| | | 2,362,917 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.729%, 11/15/38 | | | | | 8,805 | | | | | | 0.0 | | | |
| | | 12,345,221 | #,^ | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.729%, 11/15/38 | | | | | 46,002 | | | | | | 0.0 | | | |
| | | 3,930,000 | # | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.682%, 08/15/45 | | | | | 3,898,558 | | | | | | 0.1 | | | |
| | | 1,000,000 | # | | Morgan Stanley Capital I Trust 2005-T19 G, 5.596%, 06/12/47 | | | | | 991,146 | | | | | | 0.0 | | | |
| | | 2,900,000 | | | | Morgan Stanley Capital I Trust 2007-HQ12 C, 5.775%, 04/12/49 | | | | | 2,879,303 | | | | | | 0.1 | | |
| | | 1,285,000 | # | | Morgan Stanley Capital I Trust 2008-T29 D, 6.275%, 01/11/43 | | | | | 1,276,469 | | | | | | 0.0 | | | |
| | | 3,505,000 | # | | Morgan Stanley Capital I Trust 2011-C1 D, 5.432%, 09/15/47 | | | | | 3,751,450 | | | | | | 0.1 | | | |
| | | 3,325,000 | # | | Morgan Stanley Capital I Trust 2011-C1 E, 5.432%, 09/15/47 | | | | | 3,550,986 | | | | | | 0.1 | | | |
| | | 349,840 | # | | Morgan Stanley Capital I, Inc. 1999-WF1 M, 5.910%, 11/15/31 | | | | | 349,512 | | | | | | 0.0 | | | |
| | | 891,978 | # | | Morgan Stanley Dean Witter Capital I Trust 2001-TOP3 E, 7.564%, 07/15/33 | | | | | 939,250 | | | | | | 0.0 | | | |
| | | 5,040,000 | # | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 4,649,355 | | | | | | 0.1 | | | |
| | | 32,346,958 | #,^ | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 2.043%, 08/10/49 | | | | | 2,507,704 | | | | | | 0.1 | | | |
| | | 3,584,000 | # | | WaMu Commercial Mortgage Securities Trust 2007-SL3, 5.752%, 03/23/45 | | | | | 3,466,953 | | | | | | 0.1 | | | |
| | | 960,000 | # | | Wells Fargo Commercial Mortgage Trust 2016-C34, 5.030%, 06/15/49 | | | | | 772,807 | | | | | | 0.0 | | | |
| | | 24,818,975 | #,^ | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.989%, 08/15/45 | | | | | 1,820,015 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 4,189,630 | | | | Other Securities | | | | $ | 4,183,931 | | | | | | 0.1 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $180,944,220) | | | | | 179,173,585 | | | | | | 4.1 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 16.1% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 5.3%## | | ||||||||||||
| | | 23,100,000 | W | | 3.000%, due 12/15/42 | | | | | 22,939,513 | | | | | | 0.5 | | | |
| | | 17,504,707 | | | | 3.500%, due 01/01/45 | | | | | 17,943,397 | | | | | | 0.4 | | |
| | | 39,240,000 | W | | 4.000%, due 08/15/40 | | | | | 41,218,094 | | | | | | 0.9 | | | |
| | | 10,584,059 | | | | 4.000%, due 09/01/45 | | | | | 11,128,632 | | | | | | 0.3 | | |
| | | 133,362,790 | W | | 2.500%-6.500%, due 07/01/19-11/01/45 | | | | | 138,356,251 | | | | | | 3.2 | | | |
| | | | | | | | | | | | 231,585,887 | | | | | | 5.3 | | |
| | | | | | | Federal National Mortgage Association: 8.7%## | | ||||||||||||
| | | 19,428,957 | | | | 3.000%, due 07/01/43 | | | | | 19,429,499 | | | | | | 0.4 | | |
| | | 14,912,801 | | | | 3.000%, due 04/01/45 | | | | | 14,843,434 | | | | | | 0.3 | | |
| | | 35,320,000 | W | | 3.000%, due 01/18/47 | | | | | 35,090,134 | | | | | | 0.8 | | | |
| | | 15,955,049 | | | | 4.000%, due 12/01/39 | | | | | 16,781,752 | | | | | | 0.4 | | |
| | | 25,720,000 | W | | 4.000%, due 08/25/40 | | | | | 27,041,667 | | | | | | 0.6 | | | |
| | | 255,447,545 | | | | 1.774%-7.500%, due 01/01/18-08/01/46 | | | | | 272,202,929 | | | | | | 6.2 | | |
| | | | | | | | | | | | 385,389,415 | | | | | | 8.7 | | |
| | | | | | | Government National Mortgage Association: 2.1% | | ||||||||||||
| | | 21,569,000 | W | | 3.000%, due 01/15/43 | | | | | 21,840,718 | | | | | | 0.5 | | | |
| | | 18,580,000 | W | | 3.500%, due 10/20/41 | | | | | 19,315,579 | | | | | | 0.4 | | | |
| | | 23,901,270 | | | | 3.500%, due 07/20/46 | | | | | 24,880,046 | | | | | | 0.6 | | |
| | | 24,486,720 | | | | 4.000%-5.500%, due 11/15/35-10/20/60 | | | | | 26,420,489 | | | | | | 0.6 | | |
| | | | | | | | | | | | 92,456,832 | | | | | | 2.1 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $705,648,768) | | | | | 709,432,134 | | | | | | 16.1 | | |
| ASSET-BACKED SECURITIES: 10.0% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.7% | | ||||||||||||
| | | 2,360,000 | # | | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | | | | | 2,372,439 | | | | | | 0.1 | | | |
| | | 7,030,000 | # | | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | | | | | 7,210,674 | | | | | | 0.2 | | | |
| | | 6,130,000 | | | | Santander Drive Auto Receivables Trust 2014-3 D, 2.650%, 08/17/20 | | | | | 6,203,203 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,850,000 | # | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | | | | $ | 1,847,707 | | | | | | 0.0 | | | |
| | | 14,020,000 | | | | Other Securities | | | | | 14,088,086 | | | | | | 0.3 | | |
| | | | | | | | | | | | 31,722,109 | | | | | | 0.7 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 1.671%, 03/25/35 | | | | | 2,161,578 | | | | | | 0.1 | | |
| | | 4,584,161 | | | | Other Securities | | | | | 4,263,865 | | | | | | 0.1 | | |
| | | | | | | | | | | | 6,425,443 | | | | | | 0.2 | | |
| | | | | | | Other Asset-Backed Securities: 8.9% | | ||||||||||||
| | | 3,000,000 | # | | 1776 CLO Ltd. 2006-1A D, 2.633%, 05/08/20 | | | | | 2,852,124 | | | | | | 0.1 | | | |
| | | 5,032,017 | # | | Ajax Mortgage Loan Trust 2016-C, 4.000%, 10/25/57 | | | | | 5,055,271 | | | | | | 0.1 | | | |
| | | 10,780,000 | # | | ALM VII Ltd. 2012-7A A1R, 2.334%, 10/15/28 | | | | | 10,812,092 | | | | | | 0.2 | | | |
| | | 6,860,000 | # | | ALM VII R-2 Ltd., 2.887%, 10/15/27 | | | | | 6,859,328 | | | | | | 0.2 | | | |
| | | 4,090,000 | # | | ALM VIII Ltd. 2013-8A A1R, 2.343%, 10/15/28 | | | | | 4,099,300 | | | | | | 0.1 | | | |
| | | 2,300,000 | # | | American Homes 4 Rent 2015-SFR1 E, 5.639%, 04/17/52 | | | | | 2,319,152 | | | | | | 0.1 | | | |
| | | 2,563,992 | #,^ | | American Homes 4 Rent 2015-SFR1 XS, 04/17/52 | | | | | — | | | | | | — | | | |
| | | 2,000,000 | # | | American Homes 4 Rent 2015-SFR2 C, 4.691%, 10/17/45 | | | | | 2,070,015 | | | | | | 0.0 | | | |
| | | 2,200,000 | # | | American Homes 4 Rent 2015-SFR2 D, 5.036%, 10/17/45 | | | | | 2,301,149 | | | | | | 0.1 | | | |
| | | 12,633,142 | #,^ | | American Homes 4 Rent 2015-SFR2 XS, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 10,000,000 | # | | Apidos CLO XI, 2.324%, 01/17/28 | | | | | 10,015,790 | | | | | | 0.2 | | | |
| | | 4,670,000 | # | | Apidos CLO XI, 2.834%, 01/17/28 | | | | | 4,674,539 | | | | | | 0.1 | | | |
| | | 1,540,000 | # | | Apidos CLO XIV 2013-14A D, 4.380%, 04/15/25 | | | | | 1,522,270 | | | | | | 0.1 | | | |
| | | 4,200,000 | # | | Apidos CLO XVII, 2.733%, 04/17/26 | | | | | 4,200,000 | | | | | | 0.1 | | | |
| | | 7,370,000 | # | | Apidos CLO XVII, 3.383%, 04/17/26 | | | | | 7,370,000 | | | | | | 0.2 | | | |
| | | 5,370,000 | # | | Apidos Clo XXV 2016-25A A1, 2.203%, 10/20/28 | | | | | 5,370,822 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 469,521 | # | | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | | | | $ | 471,183 | | | | | | 0.0 | | | |
| | | 12,350,000 | # | | Benefit Street Partners CLO IV Ltd., 2.233%, 01/20/29 | | | | | 12,350,000 | | | | | | 0.3 | | | |
| | | 5,827,500 | # | | Blue Hill CLO 2013-1A A, 2.360%, 01/15/26 | | | | | 5,829,277 | | | | | | 0.1 | | | |
| | | 9,600,000 | # | | BlueMountain CLO 2012-2 Ltd., 2.304%, 11/20/28 | | | | | 9,615,878 | | | | | | 0.2 | | | |
| | | 4,400,000 | # | | BlueMountain CLO 2013-1 Ltd., 2.106%, 01/20/29 | | | | | 4,399,463 | | | | | | 0.1 | | | |
| | | 5,260,000 | # | | BlueMountain CLO 2013-1 Ltd., 2.656%, 01/20/29 | | | | | 5,259,353 | | | | | | 0.1 | | | |
| | | 5,850,000 | # | | BlueMountain CLO 2014-4 Ltd., 3.437%, 11/30/26 | | | | | 5,849,889 | | | | | | 0.2 | | | |
| | | 5,070,000 | # | | BlueMountain CLO 2015-1 Ltd., 3.235%, 04/13/27 | | | | | 5,070,000 | | | | | | 0.1 | | | |
| | | 10,000,000 | # | | BlueMountain CLO III Ltd. 2007-3A C, 1.683%, 03/17/21 | | | | | 9,956,880 | | | | | | 0.2 | | | |
| | | 4,570,000 | # | | Burnham Park Clo Ltd. 2016-1A A, 2.318%, 10/20/29 | | | | | 4,569,858 | | | | | | 0.1 | | | |
| | | 5,059,914 | # | | Callidus Debt Partners Clo Fund VI Ltd. 6A A1T, 1.142%, 10/23/21 | | | | | 5,021,995 | | | | | | 0.1 | | | |
| | | 3,000,000 | # | | Canaras Summit CLO Ltd. 2007-1A B, 1.473%, 06/19/21 | | | | | 2,963,913 | | | | | | 0.1 | | | |
| | | 7,000,000 | # | | Canaras Summit CLO Ltd. 2007-1A C, 1.793%, 06/19/21 | | | | | 6,846,140 | | | | | | 0.1 | | | |
| | | 4,190,000 | # | | Carlyle Global Market Strategies CLO 2012-4 Ltd., 2.330%, 01/20/29 | | | | | 4,201,791 | | | | | | 0.1 | | | |
| | | 13,380,000 | # | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.344%, 10/20/28 | | | | | 13,395,909 | | | | | | 0.3 | | | |
| | | 5,730,000 | # | | Cent CLO 21 Ltd., 2.276%, 07/27/26 | | | | | 5,718,701 | | | | | | 0.1 | | | |
| | | 6,440,000 | # | | Cent CLO 22 Ltd., 2.836%, 11/07/26 | | | | | 6,439,916 | | | | | | 0.2 | | | |
| | | 5,103,743 | # | | CIFC Funding 2006-2A B2L, 4.931%, 03/01/21 | | | | | 5,103,560 | | | | | | 0.1 | | | |
| | | 10,400,000 | # | | CIFC Funding 2006-I2A B1L, 2.531%, 03/01/21 | | | | | 10,380,926 | | | | | | 0.2 | | | |
| | | 3,550,000 | # | | CIFC Funding 2014-IV Ltd., 3.647%, 10/17/26 | | | | | 3,550,000 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,110,000 | # | | CIFC Funding 2016-I Ltd., 2.224%, 10/21/28 | | | | $ | 4,109,967 | | | | | | 0.1 | | | |
| | | 6,500,000 | # | | Cornerstone CLO Ltd. 2007-1A C, 3.280%, 07/15/21 | | | | | 6,499,948 | | | | | | 0.1 | | | |
| | | 15,250,000 | # | | Dryden 33 Senior Loan Fund 2014-33A AR, 2.310%, 10/15/28 | | | | | 15,278,609 | | | | | | 0.3 | | | |
| | | 1,600,000 | # | | Gale Force 3 CLO Ltd. 2007-3A D, 2.278%, 04/19/21 | | | | | 1,547,347 | | | | | | 0.0 | | | |
| | | 2,875,000 | # | | GoldenTree Loan Opportunities III Ltd. 2007-3A C, 2.136%, 05/01/22 | | | | | 2,866,950 | | | | | | 0.1 | | | |
| | | 5,503,010 | # | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | | | | | 5,619,949 | | | | | | 0.1 | | | |
| | | 5,884,333 | # | | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | | | | | 6,075,574 | | | | | | 0.2 | | | |
| | | 733,030 | # | | Hillmark Funding Ltd. 2006-1A A1, 1.161%, 05/21/21 | | | | | 730,166 | | | | | | 0.0 | | | |
| | | 2,900,000 | # | | Invitation Homes Trust 2014-SFR2 E, 3.830%, 06/17/32 | | | | | 2,897,051 | | | | | | 0.1 | | | |
| | | 6,690,000 | # | | LCM XXIII Ltd., 2.506%, 10/20/29 | | | | | 6,689,947 | | | | | | 0.1 | | | |
| | | 6,710,000 | # | | LCM XXIII Ltd., 2.901%, 10/20/29 | | | | | 6,709,926 | | | | | | 0.2 | | | |
| | | 4,000,000 | # | | Madison Park Funding Ltd. 2007-6A E, 6.134%, 07/26/21 | | | | | 4,001,592 | | | | | | 0.1 | | | |
| | | 3,120,000 | # | | Madison Park Funding X Ltd. 2012-10A BR, 2.778%, 01/20/29 | | | | | 3,119,978 | | | | | | 0.1 | | | |
| | | 13,400,000 | # | | Magnetite CLO Ltd. 2016-18A A, 2.253%, 11/15/28 | | | | | 13,399,584 | | | | | | 0.3 | | | |
| | | 5,250,000 | # | | Magnetite VIII Ltd. 2014-8A BR, 2.630%, 04/15/26 | | | | | 5,249,932 | | | | | | 0.1 | | | |
| | | 1,181,148 | # | | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | | | | | 1,186,464 | | | | | | 0.0 | | | |
| | | 2,020,406 | # | | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | | | | | 2,033,033 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,090,000 | # | | Oaktree EIF II Series B1 Ltd., 2.456%, 02/15/26 | | | | $ | 2,090,504 | | | | | | 0.0 | | | |
| | | 2,500,000 | # | | Ocean Trails CLO I 2006-1A B, 1.624%, 10/12/20 | | | | | 2,499,435 | | | | | | 0.1 | | | |
| | | 7,900,000 | # | | OHA Loan Funding 2012-1 Ltd., 2.761%, 01/23/27 | | | | | 7,899,968 | | | | | | 0.2 | | | |
| | | 7,070,000 | # | | OHA Loan Funding 2015-1 Ltd., 2.347%, 08/15/29 | | | | | 7,069,972 | | | | | | 0.1 | | | |
| | | 7,900,000 | # | | OHA Loan Funding 2015-1 Ltd., 2.737%, 08/15/29 | | | | | 7,900,000 | | | | | | 0.2 | | | |
| | | 8,200,000 | # | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | | | | | 8,023,000 | | | | | | 0.2 | | | |
| | | 8,190,000 | # | | Shackleton 2016-IX CLO Ltd., 2.364%, 10/20/28 | | | | | 8,189,754 | | | | | | 0.2 | | | |
| | | 2,551,371 | # | | SoFi Consumer Loan Program 2016-1A A, 3.260%, 08/25/25 | | | | | 2,558,871 | | | | | | 0.1 | | | |
| | | 2,000,000 | # | | SoFi Consumer Loan Program 2016-2A B, 4.770%, 10/27/25 | | | | | 1,993,532 | | | | | | 0.0 | | | |
| | | 4,630,000 | # | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 4,668,619 | | | | | | 0.1 | | | |
| | | 10,200,000 | # | | Symphony CLO Ltd. 2012-9A AR, 2.303%, 10/16/28 | | | | | 10,199,949 | | | | | | 0.2 | | | |
| | | 4,200,000 | # | | Symphony CLO Ltd. 2016-18A B, 2.746%, 01/23/28 | | | | | 4,200,000 | | | | | | 0.1 | | | |
| | | 8,100,000 | # | | Symphony CLO XIV Ltd. 2014 -14A A2, 2.361%, 07/14/26 | | | | | 8,101,733 | | | | | | 0.2 | | | |
| | | 4,688,250 | # | | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | | | | | 4,716,499 | | | | | | 0.1 | | | |
| | | 12,650,000 | # | | Wind River CLO Ltd. 2016-2A A, 2.386%, 11/01/28 | | | | | 12,661,410 | | | | | | 0.3 | | | |
| | | 14,452,171 | | | | Other Securities | | | | | 14,042,052 | | | | | | 0.3 | | |
| | | | | | | | | | | | 391,347,799 | | | | | | 8.9 | | |
| | | | | | | Student Loan: 0.2% | | ||||||||||||
| | | 3,208,241 | # | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 3,218,588 | | | | | | 0.1 | | | |
| | | 3,937,194 | # | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | | | | | 3,916,519 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan (continued) | | ||||||||||||
| | | 1,500,000 | # | | Earnest Student Loan Program 2016-C B, 4.460%, 01/26/37 | | | | $ | 1,472,255 | | | | | | 0.0 | | | |
| | | 482,372 | # | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | | | | | 482,274 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 9,089,636 | | | | | | 0.2 | | |
| | | | | | | Total Asset-Backed Securities (Cost $436,439,622) | | | | | 438,584,987 | | | | | | 10.0 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: 14.6% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 14.6% | | ||||||||||||
| | | 8,588,361 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 83,135,332 | | | | | | 1.9 | | |
| | | 13,448,289 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 126,279,438 | | | | | | 2.9 | | |
| | | 8,331,463 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 59,236,701 | | | | | | 1.3 | | |
| | | 2,312,207 | | | | Voya Floating Rate Fund - Class P | | | | | 23,029,585 | | | | | | 0.5 | | |
| | | 12,192,483 | | | | Voya High Yield Bond Fund - Class P | | | | | 98,027,562 | | | | | | 2.2 | | |
| | | 12,180,323 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 131,182,083 | | | | | | 3.0 | | |
| | | 12,387,262 | | | | Voya Securitized Credit Fund - Class P | | | | | 123,996,498 | | | | | | 2.8 | | |
| | | | | | | Total Mutual Funds (Cost $673,588,479) | | | | | 644,887,199 | | | | | | 14.6 | | |
| | | | | | | Total Long-Term Investments (Cost $4,530,790,055) | | | | | 4,518,233,953 | | | | | | 102.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.7% | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes: 0.4% | | ||||||||||||
| | | 4,242,000 | # | | Barclays Bank PLC, 6.050%, 12/04/17 | | | | | 4,384,039 | | | | | | 0.1 | | | |
| | | 3,561,000 | | | | Becton Dickinson and Co., 1.800%, 12/15/17 | | | | | 3,569,699 | | | | | | 0.1 | | |
| | | 1,010,000 | | | | Discover Financial Services, 6.450%, 06/12/17 | | | | | 1,030,909 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Corporate Bonds/Notes (continued) | | ||||||||||||
| | | 5,155,000 | | | | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | | | | $ | 5,184,353 | | | | | | 0.1 | | |
| | | 2,328,000 | | | | Southwestern Electric Power Co., 5.550%, 01/15/17 | | | | | 2,330,731 | | | | | | 0.1 | | |
| | | | | | | | | | | | 16,499,731 | | | | | | 0.4 | | |
| | | | | | | U.S. Government Agency Obligations: 0.0% | | ||||||||||||
| | | 410 | | | | Fannie Mae, 1.256%, 03/25/17 | | | | | 411 | | | | | | 0.0 | | |
| | | 743 | | | | Fannie Mae, 4.500%, 10/01/17 | | | | | 764 | | | | | | 0.0 | | |
| | | 34,364 | | | | Fannie Mae, 4.500%, 11/01/17 | | | | | 35,334 | | | | | | 0.0 | | |
| | | 1,242 | | | | Fannie Mae, 6.000%, 11/01/17 | | | | | 1,250 | | | | | | 0.0 | | |
| | | 10 | | | | Fannie Mae, 6.000%, 02/01/17 | | | | | 10 | | | | | | 0.0 | | |
| | | 6 | | | | Fannie Mae, 6.000%, 03/01/17 | | | | | 6 | | | | | | 0.0 | | |
| | | 1,097 | | | | Fannie Mae, 6.000%, 04/01/17 | | | | | 1,099 | | | | | | 0.0 | | |
| | | 4,391 | | | | Fannie Mae, 6.000%, 05/01/17 | | | | | 4,404 | | | | | | 0.0 | | |
| | | 53 | | | | Fannie Mae, 6.500%, 02/01/17 | | | | | 53 | | | | | | 0.0 | | |
| | | 269 | | | | Fannie Mae, 6.500%, 03/01/17 | | | | | 269 | | | | | | 0.0 | | |
| | | 492 | | | | Fannie Mae, 6.500%, 04/01/17 | | | | | 492 | | | | | | 0.0 | | |
| | | 7,120 | | | | Fannie Mae, 6.000%, 06/01/17 | | | | | 7,154 | | | | | | 0.0 | | |
| | | 2,823 | | | | Fannie Mae, 6.000%, 08/01/17 | | | | | 2,839 | | | | | | 0.0 | | |
| | | 11,524 | | | | Fannie Mae, 6.000%, 09/01/17 | | | | | 11,610 | | | | | | 0.0 | | |
| | | | | | | | | | | | 65,695 | | | | | | 0.0 | | |
| | | | | | | Securities Lending Collateralcc: 5.0% | | ||||||||||||
| | | 11,078,883 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $11,079,502, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $11,301,103, due 12/31/17-10/20/46) | | | | | 11,078,883 | | | | | | 0.2 | | |
| | | 52,641,126 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $52,644,010, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $53,693,948, due 01/25/17-10/20/66) | | | | | 52,641,126 | | | | | | 1.2 | | |
| | | 52,641,126 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $52,644,126, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $53,693,949, due 03/02/17-02/01/49) | | | | | 52,641,126 | | | | | | 1.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 52,641,126 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $52,644,010, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $53,693,951, due 01/15/17-08/20/66) | | | | $ | 52,641,126 | | | | | | 1.2 | | |
| | | 52,641,126 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/16, 0.65%, due 01/03/17 (Repurchase Amount $52,644,876, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $53,978,686, due 04/15/18-02/15/46) | | | | | 52,641,126 | | | | | | 1.2 | | |
| | | | | | | | | | | | 221,643,387 | | | | | | 5.0 | | |
| | | | | | | Collateralized Mortgage Obligations: 0.0% | | ||||||||||||
| | | 142,560 | | | | Freddie Mac REMIC Trust 2543 AN, 5.000%, 12/15/17 | | | | | 144,440 | | | | | | 0.0 | | |
| | | 68 | | | | Freddie Mac, 6.000%, 10/01/17 | | | | | 68 | | | | | | 0.0 | | |
| | | | | | | | | | | | 144,508 | | | | | | 0.0 | | |
| | | | | | | U.S. Treasury Notes: 0.0% | | ||||||||||||
| | | 51,000 | | | | United States Treasury Note, 0.875%, 11/30/17 | | | | | 51,009 | | | | | | 0.0 | | |
| | | 20,000 | | | | United States Treasury Note, 1.000%, 12/31/17 | | | | | 20,017 | | | | | | 0.0 | | |
| | | | | | | | | | | | 71,026 | | | | | | 0.0 | | |
| | | | | | | Foreign Government Bonds: 0.1% | | ||||||||||||
| | | 500,000 | | | | Eksportfinans ASA, 5.500%, 06/26/17 | | | | | 507,700 | | | | | | 0.0 | | |
| | | 500,000 | | | | Majapahit Holding BV, 7.250%, 06/28/17 | | | | | 512,500 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,020,200 | | | | | | 0.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.2% | | ||||||||||||
| | | 9,126,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $9,126,000) | | | | | 9,126,000 | | | | | | 0.2 | | |
| | | | | | | Total Short-Term Investments (Cost $248,533,582) | | | | | 248,570,547 | | | | | | 5.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Investments in Securities (Cost $4,779,323,637) | | | | $ | 4,766,804,500 | | | | | | 108.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (368,430,606) | | | | | | (8.4) | | |
| | | Net Assets | | | | $ | 4,398,373,894 | | | | | | 100.0 | | |
|
| Gross Unrealized Appreciation | | | | $ | 62,410,332 | | |
| Gross Unrealized Depreciation | | | | | (78,664,589) | | |
| Net Unrealized Depreciation | | | | $ | (16,254,257) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Mutual Funds | | | | $ | 644,887,199 | | | | | $ | — | | | | | $ | — | | | | | $ | 644,887,199 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,411,569,051 | | | | | | — | | | | | | 1,411,569,051 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 611,955,124 | | | | | | — | | | | | | 611,955,124 | | |
Municipal Bonds | | | | | — | | | | | | 2,064,258 | | | | | | — | | | | | | 2,064,258 | | |
Short-Term Investments | | | | | 9,126,000 | | | | | | 239,444,547 | | | | | | — | | | | | | 248,570,547 | | |
Foreign Government Bonds | | | | | — | | | | | | 6,537,013 | | | | | | — | | | | | | 6,537,013 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 514,030,602 | | | | | | — | | | | | | 514,030,602 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 709,432,134 | | | | | | — | | | | | | 709,432,134 | | |
Asset-Backed Securities | | | | | — | | | | | | 435,034,987 | | | | | | 3,550,000 | | | | | | 438,584,987 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 179,173,585 | | | | | | — | | | | | | 179,173,585 | | |
Total Investments, at fair value | | | | $ | 654,013,199 | | | | | $ | 4,109,241,301 | | | | | $ | 3,550,000 | | | | | $ | 4,766,804,500 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 24,645,260 | | | | | | — | | | | | | 24,645,260 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 520,565 | | | | | | — | | | | | | 520,565 | | |
Futures | | | | | 970,704 | | | | | | — | | | | | | — | | | | | | 970,704 | | |
Total Assets | | | | $ | 654,983,903 | | | | | $ | 4,134,407,126 | | | | | $ | 3,550,000 | | | | | $ | 4,792,941,029 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (10,646,657) | | | | | $ | — | | | | | $ | (10,646,657) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (758,567) | | | | | | — | | | | | | (758,567) | | |
Futures | | | | | (3,249,700) | | | | | | — | | | | | | — | | | | | | (3,249,700) | | |
Total Liabilities | | | | $ | (3,249,700) | | | | | $ | (11,405,224) | | | | | $ | — | | | | | $ | (14,654,924) | | |
|
Issuer | | | Beginning Fair Value at 12/31/15 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2016 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 75,893,382 | | | | | $ | 4,223,236 | | | | | $ | — | | | | | $ | 3,018,714 | | | | | $ | 83,135,332 | | | | | $ | 4,223,235 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 114,426,869 | | | | | | 7,483,206 | | | | | | — | | | | | | 4,369,363 | | | | | | 126,279,438 | | | | | | 7,483,206 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 56,096,074 | | | | | | 892 | | | | | | — | | | | | | 3,139,735 | | | | | | 59,236,701 | | | | | | 893 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund - Class P | | | | | 21,237,355 | | | | | | 1,069,452 | | | | | | — | | | | | | 722,778 | | | | | | 23,029,585 | | | | | | 1,066,417 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 96,391,981 | | | | | | 5,916,950 | | | | | | (11,699,762) | | | | | | 7,418,393 | | | | | | 98,027,562 | | | | | | 5,915,058 | | | | | | (979,762) | | | | | | — | | |
Voya Investment Grade Credit Fund Class P | | | | | 121,933,330 | | | | | | 5,184,949 | | | | | | — | | | | | | 4,063,804 | | | | | | 131,182,083 | | | | | | 5,184,909 | | | | | | — | | | | | | — | | |
Voya Securitized Credit Fund Class P | | | | | 117,360,889 | | | | | | 6,550,810 | | | | | | — | | | | | | 84,799 | | | | | | 123,996,498 | | | | | | 6,551,064 | | | | | | — | | | | | | — | | |
| | | | $ | 603,339,880 | | | | | $ | 30,429,495 | | | | | $ | (11,699,762) | | | | | $ | 22,817,586 | | | | | $ | 644,887,199 | | | | | $ | 30,424,782 | | | | | $ | (979,762) | | | | | $ | — | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
Counterparty | | | Currency | | | Contract Amount | | | Buy/Sell | | | Settlement Date | | | In Exchange For | | | Fair Value | | | Unrealized Appreciation (Depreciation) | | |||||||||||||||
Citibank N.A. | | | Czech Koruna | | | | | 19,403,537 | | | | Buy | | | | | 01/27/17 | | | | | $ | 777,522 | | | | | $ | 756,849 | | | | | $ | (20,673) | | |
HSBC Bank USA N.A. | | | Singapore Dollar | | | | | 1,301,141 | | | | Buy | | | | | 03/10/17 | | | | | | 900,728 | | | | | | 898,169 | | | | | | (2,559) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (23,232) | | |
The Bank of New York Mellon | | | Malaysian Ringgit | | | | | 20,214,909 | | | | Sell | | | | | 03/10/17 | | | | | $ | 4,572,371 | | | | | $ | 4,491,107 | | | | | $ | 81,264 | | |
Barclays Bank PLC | | | Philippine Peso | | | | | 30,666,070 | | | | Sell | | | | | 03/10/17 | | | | | | 608,695 | | | | | | 612,392 | | | | | | (3,697) | | |
Barclays Bank PLC | | | Thai Baht | | | | | 142,019,697 | | | | Sell | | | | | 03/10/17 | | | | | | 3,987,659 | | | | | | 3,964,649 | | | | | | 23,010 | | |
Citibank N.A. | | | Turkish Lira | | | | | 11,701,978 | | | | Sell | | | | | 01/27/17 | | | | | | 3,509,231 | | | | | | 3,300,805 | | | | | | 208,426 | | |
Citibank N.A. | | | Brazilian Real | | | | | 10,946,559 | | | | Sell | | | | | 02/10/17 | | | | | | 3,137,809 | | | | | | 3,325,333 | | | | | | (187,524) | | |
Citibank N.A. | | | Colombian Peso | | | | | 6,651,495,118 | | | | Sell | | | | | 02/10/17 | | | | | | 2,093,970 | | | | | | 2,198,998 | | | | | | (105,028) | | |
Goldman Sachs International | | | Romanian New Leu | | | | | 2,063,414 | | | | Sell | | | | | 01/27/17 | | | | | | 492,094 | | | | | | 478,927 | | | | | | 13,167 | | |
HSBC Bank USA N.A. | | | Polish Zloty | | | | | 13,782,743 | | | | Sell | | | | | 01/27/17 | | | | | | 3,362,752 | | | | | | 3,292,070 | | | | | | 70,682 | | |
HSBC Bank USA N.A. | | | Mexican Peso | | | | | 78,679,027 | | | | Sell | | | | | 02/10/17 | | | | | | 3,795,744 | | | | | | 3,774,116 | | | | | | 21,628 | | |
JPMorgan Chase Bank N.A. | | | Russian Ruble | | | | | 225,086,922 | | | | Sell | | | | | 01/27/17 | | | | | | 3,420,514 | | | | | | 3,642,268 | | | | | | (221,754) | | |
JPMorgan Chase Bank N.A. | | | Indonesian Rupiah | | | | | 50,194,746,125 | | | | Sell | | | | | 03/10/17 | | | | | | 3,720,886 | | | | | | 3,681,384 | | | | | | 39,502 | | |
Morgan Stanley Capital Services LLC | | | South African Rand | | | | | 56,586,342 | | | | Sell | | | | | 01/27/17 | | | | | | 3,882,656 | | | | | | 4,099,988 | | | | | | (217,332) | | |
Morgan Stanley Capital Services LLC | | | Hungarian Forint | | | | | 884,306,740 | | | | Sell | | | | | 01/27/17 | | | | | | 3,075,332 | | | | | | 3,012,446 | | | | | | 62,886 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (214,770) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
CBOE Volatility Index | | | | | 785 | | | | | | 01/18/17 | | | | | $ | 11,873,125 | | | | | $ | 689,706 | | |
U.S. Treasury 10-Year Note | | | | | 1,780 | | | | | | 03/22/17 | | | | | | 221,220,625 | | | | | | (963,171) | | |
U.S. Treasury 2-Year Note | | | | | 671 | | | | | | 03/31/17 | | | | | | 145,397,313 | | | | | | (63,638) | | |
U.S. Treasury 5-Year Note | | | | | 1,377 | | | | | | 03/31/17 | | | | | | 162,023,411 | | | | | | (562,040) | | |
U.S. Treasury Ultra Long Bond | | | | | 906 | | | | | | 03/22/17 | | | | | | 145,186,500 | | | | | | (1,660,851) | | |
| | | | | | | | | | | | | | | | $ | 685,700,974 | | | | | $ | (2,559,994) | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Long Bond | | | | | (10) | | | | | | 03/22/17 | | | | | | (1,506,562) | | | | | | 14,851 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2,128) | | | | | | 03/22/17 | | | | | | (285,285,000) | | | | | | 266,147 | | |
| | | | | | | | | | | | | | | | $ | (286,791,562) | | | | | $ | 280,998 | | |
|
Reference Entity/ Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Fixed Rate (%) | | | Clearinghouse | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American Investment Grade Index Series 26, Version 1 | | | Buy | | | | | (1.000) | | | | Intercontinental Exchange | | | | | 06/20/21 | | | | | | USD 125,000,000 | | | | | $ | (2,087,625) | | | | | $ | (732,465) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (2,087,625) | | | | | $ | (732,465) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a fixed rate equal to 2.372% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/30 | | | | | | USD 50,908,000 | | | | | $ | (730,928) | | | | | $ | (730,928) | | |
Receive a fixed rate equal to 2.510% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/35 | | | | | | USD 29,003,000 | | | | | | (290,259) | | | | | | (290,259) | | |
Receive a fixed rate equal to 2.593% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/40 | | | | | | USD 40,443,000 | | | | | | (89,477) | | | | | | (89,477) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 2.619% | | | Chicago Mercantile Exchange | | | | | 10/13/45 | | | | | | USD 35,916,000 | | | | | | (30,691) | | | | | | (30,691) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.668% | | | Chicago Mercantile Exchange | | | | | 10/30/19 | | | | | | USD 444,148,000 | | | | | | (300,218) | | | | | | (300,218) | | |
Receive a fixed rate equal to 1.460% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 10/13/20 | | | | | | USD 225,664,000 | | | | | | (2,964,030) | | | | | | (2,964,030) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.885% | | | Chicago Mercantile Exchange | | | | | 12/05/21 | | | | | | USD 133,209,000 | | | | | | 526,929 | | | | | | 526,929 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.830% | | | Chicago Mercantile Exchange | | | | | 12/06/21 | | | | | | USD 105,333,000 | | | | | | 692,463 | | | | | | 692,463 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.780% | | | Chicago Mercantile Exchange | | | | | 10/13/22 | | | | | | USD 112,415,000 | | | | | | 1,739,548 | | | | | | 1,739,548 | | |
Receive a fixed rate equal to 2.126% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 03/10/26 | | | | | | USD 159,717,000 | | | | | | (4,140,901) | | | | | | (4,140,901) | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.618% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 21,168,000 | | | | | | 1,308,482 | | | | | | 1,308,482 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 21,168,000 | | | | | | 1,302,946 | | | | | | 1,302,946 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.646% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 21,168,000 | | | | | | 1,257,733 | | | | | | 1,257,733 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.625% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 12,444,000 | | | | | | 762,598 | | | | | | 762,598 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.621% | | | Chicago Mercantile Exchange | | | | | 06/27/26 | | | | | | USD 21,169,000 | | | | | | 1,304,853 | | | | | | 1,304,853 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
| | | Clearinghouse | | | Termination Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.902% | | | Chicago Mercantile Exchange | | | | | 06/28/26 | | | | | | USD 159,717,000 | | | | | | 5,838,971 | | | | | | 5,838,971 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.538% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 4,716,387 | | | | | | 336,776 | | | | | | 336,776 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 31,421,000 | | | | | | 2,190,177 | | | | | | 2,190,177 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.546% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 6,287,000 | | | | | | 444,950 | | | | | | 444,950 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.558% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 31,428,000 | | | | | | 2,189,265 | | | | | | 2,189,265 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.562% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 35,704,613 | | | | | | 2,475,724 | | | | | | 2,475,724 | | |
Receive a floating rate based on the 3-month USD-LIBOR-BBA and pay a fixed rate equal to 1.539% | | | Chicago Mercantile Exchange | | | | | 09/22/26 | | | | | | USD 31,868,000 | | | | | | 2,273,845 | | | | | | 2,273,845 | | |
Receive a fixed rate equal to 2.312% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/05/26 | | | | | | USD 133,209,000 | | | | | | (461,721) | | | | | | (461,721) | | |
Receive a fixed rate equal to 2.255% and pay a floating rate based on the 3-month USD-LIBOR-BBA | | | Chicago Mercantile Exchange | | | | | 12/06/26 | | | | | | USD 105,333,000 | | | | | | (905,967) | | | | | | (905,967) | | |
| | | | | | | | | | | | | | | | | | | $ | 14,731,068 | | | | | $ | 14,731,068 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 520,565 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 689,706 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 280,998 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 24,645,260 | | |
Total Asset Derivatives | | | | | | | $ | 26,136,529 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 758,567 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 3,249,700 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 732,465 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 9,914,192 | | |
Total Liability Derivatives | | | | | | | $ | 14,654,924 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2016 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (298,750) | | | | | $ | — | | | | | $ | — | | | | | $ | (4,521,527) | | | | | $ | — | | | | | $ | (4,820,277) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 1,278,431 | | | | | | — | | | | | | — | | | | | | 1,278,431 | | |
Foreign exchange contracts | | | | | — | | | | | | (1,558,449) | | | | | | — | | | | | | (756,918) | | | | | | — | | | | | | (2,315,367) | | |
Interest rate contracts | | | | | (2,674,345) | | | | | | — | | | | | | 12,684,985 | | | | | | (27,042,812) | | | | | | 2,642,029 | | | | | | (14,390,143) | | |
Total | | | | $ | (2,973,095) | | | | | $ | (1,558,449) | | | | | $ | 13,963,416 | | | | | $ | (32,321,257) | | | | | $ | 2,642,029 | | | | | $ | (20,247,356) | | |
|
Derivatives not accounted for as hedging instruments | | | Foreign currency related transactions** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | (66,753) | | | | | $ | (66,753) | | |
Equity contracts | | | | | — | | | | | | 689,706 | | | | | | — | | | | | | 689,706 | | |
Foreign exchange contracts | | | | | (239,424) | | | | | | — | | | | | | — | | | | | | (239,424) | | |
Interest rate contracts | | | | | — | | | | | | (2,219,974) | | | | | | 15,914,955 | | | | | | 13,694,981 | | |
Total | | | | $ | (239,424) | | | | | $ | (1,530,268) | | | | | $ | 15,848,202 | | | | | $ | 14,078,510 | | |
|
| | | Barclays Bank PLC | | | BNP Paribas Bank | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | The Bank of New York | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 23,010 | | | | | $ | — | | | | | $ | 208,426 | | | | | $ | 13,167 | | | | | $ | 92,310 | | | | | $ | 39,502 | | | | | $ | 62,886 | | | | | $ | 81,264 | | | | | $ | 520,565 | | |
Total Assets | | | | $ | 23,010 | | | | | $ | — | | | | | $ | 208,426 | | | | | $ | 13,167 | | | | | $ | 92,310 | | | | | $ | 39,502 | | | | | $ | 62,886 | | | | | $ | 81,264 | | | | | $ | 520,565 | | |
Liabilities: | | | | | | | | | | | |||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 3,697 | | | | | $ | — | | | | | $ | 313,225 | | | | | $ | — | | | | | $ | 2,559 | | | | | $ | 221,754 | | | | | $ | 217,332 | | | | | $ | — | | | | | $ | 758,567 | | |
Total Liabilities | | | | $ | 3,697 | | | | | $ | — | | | | | $ | 313,225 | | | | | $ | — | | | | | $ | 2,559 | | | | | $ | 221,754 | | | | | $ | 217,332 | | | | | $ | — | | | | | $ | 758,567 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 19,313 | | | | | $ | — | | | | | $ | (104,799) | | | | | $ | 13,167 | | | | | $ | 89,751 | | | | | $ | (182,252) | | | | | $ | (154,446) | | | | | $ | 81,264 | | | | | $ | (238,002) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | (19,313) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (19,313) | | |
Net Exposure(1)(2) | | | | $ | — | | | | | $ | — | | | | | $ | (104,799) | | | | | $ | 13,167 | | | | | $ | 89,751 | | | | | $ | (182,252) | | | | | $ | (154,446) | | | | | $ | 81,264 | | | | | $ | (257,315) | | |
|
Voya Small Company Portfolio | as of December 31, 2016 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 14.0% | | ||||||||||||
| | | 437,128 | | | | American Eagle Outfitters, Inc. | | | | $ | 6,631,232 | | | | | | 1.0 | | |
| | | 111,402 | | | | Cheesecake Factory | | | | | 6,670,752 | | | | | | 1.0 | | |
| | | 117,499 | @ | | Dave & Buster’s Entertainment, Inc. | | | | | 6,615,194 | | | | | | 0.9 | | | |
| | | 190,451 | @ | | Imax Corp. | | | | | 5,980,161 | | | | | | 0.9 | | | |
| | | 74,115 | | | | Marriott Vacations Worldwide Corp. | | | | | 6,288,658 | | | | | | 0.9 | | |
| | | 162,584 | @ | | Meritage Homes Corp. | | | | | 5,657,923 | | | | | | 0.8 | | | |
| | | 283,379 | | | | Red Rock Resorts, Inc. | | | | | 6,571,559 | | | | | | 0.9 | | |
| | | 1,436,583 | | | | Other Securities | | | | | 52,707,408 | | | | | | 7.6 | | |
| | | | | | | | | | | | 97,122,887 | | | | | | 14.0 | | |
| | | | | | | Consumer Staples: 2.5% | | ||||||||||||
| | | 241,474 | @ | | Performance Food Group Co. | | | | | 5,795,376 | | | | | | 0.8 | | | |
| | | 922,688 | | | | Other Securities(a) | | | | | 11,474,283 | | | | | | 1.7 | | |
| | | | | | | | | | | | 17,269,659 | | | | | | 2.5 | | |
| | | | | | | Energy: 3.7% | | ||||||||||||
| | | 232,173 | @ | | Unit Corp. | | | | | 6,238,489 | | | | | | 0.9 | | | |
| | | 1,018,632 | | | | Other Securities(a) | | | | | 19,290,685 | | | | | | 2.8 | | |
| | | | | | | | | | | | 25,529,174 | | | | | | 3.7 | | |
| | | | | | | Financials: 19.0% | | ||||||||||||
| | | 117,282 | | | | Bank of the Ozarks, Inc. | | | | | 6,167,860 | | | | | | 0.9 | | |
| | | 130,004 | | | | Banner Corp. | | | | | 7,255,523 | | | | | | 1.1 | | |
| | | 125,060 | | | | Chemical Financial Corp. | | | | | 6,774,500 | | | | | | 1.0 | | |
| | | 158,216 | | | | Great Western Bancorp, Inc. | | | | | 6,896,636 | | | | | | 1.0 | | |
| | | 128,963 | | | | Horace Mann Educators Corp. | | | | | 5,519,616 | | | | | | 0.8 | | |
| | | 495,331 | | | | Investors Bancorp, Inc. | | | | | 6,909,868 | | | | | | 1.0 | | |
| | | 172,692 | | | | MB Financial, Inc. | | | | | 8,156,243 | | | | | | 1.2 | | |
| | | 442,937 | | | | OM Asset Management Plc | | | | | 6,422,587 | | | | | | 0.9 | | |
| | | 380,296 | | | | Radian Group, Inc. | | | | | 6,837,722 | | | | | | 1.0 | | |
| | | 129,657 | | | | Renasant Corp. | | | | | 5,474,119 | | | | | | 0.8 | | |
| | | 134,537 | | | | Selective Insurance Group | | | | | 5,791,818 | | | | | | 0.8 | | |
| | | 95,568 | | | | Simmons First National Corp. | | | | | 5,939,551 | | | | | | 0.9 | | |
| | | 118,022 | | | | Webster Financial Corp. | | | | | 6,406,234 | | | | | | 0.9 | | |
| | | 133,715 | | | | WSFS Financial Corp. | | | | | 6,197,690 | | | | | | 0.9 | | |
| | | 1,202,903 | | | | Other Securities(a) | | | | | 40,239,133 | | | | | | 5.8 | | |
| | | | | | | | | | | | 130,989,100 | | | | | | 19.0 | | |
| | | | | | | Health Care: 8.7% | | ||||||||||||
| | | 152,669 | @ | | AMN Healthcare Services, Inc. | | | | | 5,870,123 | | | | | | 0.9 | | | |
| | | 93,513 | @ | | NuVasive, Inc. | | | | | 6,299,036 | | | | | | 0.9 | | | |
| | | 1,427,293 | | | | Other Securities(a) | | | | | 47,831,832 | | | | | | 6.9 | | |
| | | | | | | | | | | | 60,000,991 | | | | | | 8.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 14.2% | | ||||||||||||
| | | 129,725 | @ | | Atlas Air Worldwide Holdings, Inc. | | | | $ | 6,765,159 | | | | | | 1.0 | | | |
| | | 131,716 | | | | Barnes Group, Inc. | | | | | 6,245,973 | | | | | | 0.9 | | |
| | | 161,415 | | | | Healthcare Services Group, Inc. | | | | | 6,322,625 | | | | | | 0.9 | | |
| | | 161,374 | @ | | On Assignment, Inc. | | | | | 7,126,276 | | | | | | 1.0 | | | |
| | | 47,504 | @ | | Teledyne Technologies, Inc. | | | | | 5,842,992 | | | | | | 0.9 | | | |
| | | 89,452 | | | | Watts Water Technologies, Inc. | | | | | 5,832,270 | | | | | | 0.9 | | |
| | | 81,362 | | | | Woodward, Inc. | | | | | 5,618,046 | | | | | | 0.8 | | |
| | | 1,069,267 | | | | Other Securities | | | | | 54,121,525 | | | | | | 7.8 | | |
| | | | | | | | | | | | 97,874,866 | | | | | | 14.2 | | |
| | | | | | | Information Technology: 18.1% | | ||||||||||||
| | | 167,711 | @ | | Blackhawk Network Holdings, Inc. | | | | | 6,318,512 | | | | | | 0.9 | | | |
| | | 51,314 | @ | | CACI International, Inc. | | | | | 6,378,330 | | | | | | 0.9 | | | |
| | | 115,454 | @ | | Cardtronics plc | | | | | 6,300,325 | | | | | | 0.9 | | | |
| | | 113,739 | @ | | Commvault Systems, Inc. | | | | | 5,846,185 | | | | | | 0.8 | | | |
| | | 142,613 | @ | | Cornerstone OnDemand, Inc. | | | | | 6,033,956 | | | | | | 0.9 | | | |
| | | 134,960 | @ | | Electronics for Imaging, Inc. | | | | | 5,919,346 | | | | | | 0.9 | | | |
| | | 57,200 | | | | Fair Isaac Corp. | | | | | 6,819,384 | | | | | | 1.0 | | |
| | | 38,843 | | | | Littelfuse, Inc. | | | | | 5,895,202 | | | | | | 0.9 | | |
| | | 532,525 | @ | | Photronics, Inc. | | | | | 6,017,532 | | | | | | 0.9 | | | |
| | | 162,178 | @ | | Verint Systems, Inc. | | | | | 5,716,775 | | | | | | 0.8 | | | |
| | | 2,190,509 | | | | Other Securities(a) | | | | | 63,929,655 | | | | | | 9.2 | | |
| | | | | | | | | | | | 125,175,202 | | | | | | 18.1 | | |
| | | | | | | Materials: 6.2% | | ||||||||||||
| | | 260,097 | | | | Commercial Metals Co. | | | | | 5,664,913 | | | | | | 0.8 | | |
| | | 118,278 | | | | HB Fuller Co. | | | | | 5,714,010 | | | | | | 0.8 | | |
| | | 77,392 | | | | Minerals Technologies, Inc. | | | | | 5,978,532 | | | | | | 0.9 | | |
| | | 296,255 | | | | Olin Corp. | | | | | 7,587,091 | | | | | | 1.1 | | |
| | | 599,242 | | | | Other Securities(a) | | | | | 18,081,847 | | | | | | 2.6 | | |
| | | | | | | | | | | | 43,026,393 | | | | | | 6.2 | | |
| | | | | | | Real Estate: 6.5% | | ||||||||||||
| | | 614,161 | | | | Gramercy Property Trust | | | | | 5,637,998 | | | | | | 0.8 | | |
| | | 170,800 | | | | Hudson Pacific Properties, Inc. | | | | | 5,940,424 | | | | | | 0.9 | | |
| | | 147,454 | | | | QTS Realty Trust, Inc. | | | | | 7,321,091 | | | | | | 1.1 | | |
| | | 1,000,249 | | | | Other Securities | | | | | 26,197,620 | | | | | | 3.7 | | |
| | | | | | | | | | | | 45,097,133 | | | | | | 6.5 | | |
| | | | | | | Telecommunication Services: 0.6% | | ||||||||||||
| | | 106,598 | | | | Other Securities | | | | | 4,407,827 | | | | | | 0.6 | | |
| | | | | | | Utilities: 1.7% | | ||||||||||||
| | | 213,348 | | | | Other Securities | | | | | 11,947,585 | | | | | | 1.7 | | |
| | | | | | | Total Common Stock (Cost $537,944,057) | | | | | 658,440,817 | | | | | | 95.2 | | |
Voya Small Company Portfolio | as of December 31, 2016 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 1.9% | | ||||||||||||||||||
| | | 96,325 | | | | iShares Russell 2000 ETF | | | | $ | 12,989,426 | | | | | | 1.9 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $11,102,126) | | | | | 12,989,426 | | | | | | 1.9 | | |
| | | | | | | Total Long-Term Investments (Cost $549,046,183) | | | | | 671,430,243 | | | | | | 97.1 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 2.2% | | ||||||||||||
| | | 3,556,570 | | | | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $3,556,769, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $3,627,908, due 12/31/17-10/20/46) | | | | | 3,556,570 | | | | | | 0.5 | | |
| | | 3,556,570 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,556,765, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $3,627,701, due 01/25/17-10/20/66) | | | | | 3,556,570 | | | | | | 0.5 | | |
| | | 3,556,570 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $3,556,773, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,627,701, due 03/02/17-02/01/49) | | | | | 3,556,570 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | | 748,512 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $748,553, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $763,482, due 10/31/18-11/30/22) | | | | $ | 748,512 | | | | | | 0.1 | | |
| | | 3,556,570 | | | | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $3,556,765, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,627,701, due 01/15/17-08/20/66) | | | | | 3,556,570 | | ��� | | | | 0.6 | | |
| | | | | | | | | | | | 14,974,792 | | | | | | 2.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.4% | | ||||||||||||
| | | 23,480,000 | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† (Cost $23,480,000) | | | | | 23,480,000 | | | | | | 3.4 | | |
| | | | | | | Total Short-Term Investments (Cost $38,454,792) | | | | | 38,454,792 | | | | | | 5.6 | | |
| | | | | | | Total Investments in Securities (Cost $587,500,975) | | | | $ | 709,885,035 | | | | | | 102.7 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (18,757,762) | | | | | | (2.7) | | |
| | | | | | | Net Assets | | | | $ | 691,127,273 | | | | | | 100.0 | | |
|
Voya Small Company Portfolio | as of December 31, 2016 (continued) |
| Gross Unrealized Appreciation | | | | $ | 136,415,602 | | |
| Gross Unrealized Depreciation | | | | | (17,428,992) | | |
| Net Unrealized Appreciation | | | | $ | 118,986,610 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 658,440,817 | | | | | $ | — | | | | | $ | — | | | | | $ | 658,440,817 | | |
Exchange-Traded Funds | | | | | 12,989,426 | | | | | | — | | | | | | — | | | | | | 12,989,426 | | |
Short-Term Investments | | | | | 23,480,000 | | | | | | 14,974,792 | | | | | | — | | | | | | 38,454,792 | | |
Total Investments, at fair value | | | | $ | 694,910,243 | | | | | $ | 14,974,792 | | | | | $ | — | | | | | $ | 709,885,035 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Balanced Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2547 | | |
Class S | | | NII | | | | $ | 0.2134 | | |
Voya Global Equity Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2037 | | |
Class I | | | NII | | | | $ | 0.2468 | | |
Class S | | | NII | | | | $ | 0.2268 | | |
Class S2 | | | NII | | | | $ | 0.2102 | | |
Class T | | | NII | | | | $ | 0.1917 | | |
Voya Government Money Market Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.0008 | | |
Class S | | | NII | | | | $ | 0.0000* | | |
All Classes | | | STCG | | | | $ | 0.0009 | | |
Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4313 | | |
Class I | | | NII | | | | $ | 0.5670 | | |
Class S | | | NII | | | | $ | 0.4909 | | |
Class S2 | | | NII | | | | $ | 0.4573 | | |
All Classes | | | LTCG | | | | $ | 2.3748 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Intermediate Bond Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3585 | | |
Class I | | | NII | | | | $ | 0.4049 | | |
Class S | | | NII | | | | $ | 0.3813 | | |
Class S2 | | | NII | | | | $ | 0.3673 | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.0938 | | |
Class R6 | | | NII | | | | $ | 0.0938 | | |
Class S | | | NII | | | | $ | 0.0397 | | |
All Classes | | | STCG | | | | $ | 0.0050 | | |
All Classes | | | LTCG | | | | $ | 1.8933 | | |
| Voya Balanced Portfolio | | | | | 51.31% | | |
| Voya Global Equity Portfolio | | | | | 46.21% | | |
| Voya Growth and Income Portfolio | | | | | 100.00% | | |
| Voya Small Company Portfolio | | | | | 99.97% | | |
| Voya Government Money Market Portfolio | | | | $ | 2,549 | | |
| Voya Growth and Income Portfolio | | | | $ | 282,190,501 | | |
| Voya Small Company Portfolio | | | | $ | 55,067,592 | | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Independent Directors/Trustees: | | |||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Director/Trustee | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Chairperson Director/Trustee | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 68 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (23 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Peter S. Drotch 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | None. | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258-2034 Age: 66 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Director/Trustee | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Director/Trustee | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 – September 2012). | | | 151 | | | None. | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 71 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | UGI Corporation (February 2006 – Present) and UGI Utilities, Inc. (February 2006 – Present). | |
Director/Trustee who is an “interested person”: | | | | | ||||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Director/Trustee | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Executive Vice President | | | April 2002 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (March 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013); Executive Vice President and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (January 2007 – April 2012) and Chief Compliance Officer, Voya Family of Funds (March 2011 – February 2012). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 66 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). Formerly, Assistant General Counsel and Assistant Secretary, The Northwestern Mutual Life Insurance Company (June 2004 – January 2012). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 52 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 44 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). Formerly, Assistant Vice President – Director, Voya Funds Services, LLC (March 2003 – March 2012). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Money Laundering Reporting Officer, Voya Investments Distributor, LLC (April 2010 – Present). Anti-Money Laundering Compliance Officer, Voya Financial, Inc. (January 2013 – Present); and Money Laundering Reporting Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance, Voya Investments LLC, and Chief Compliance Officer for Voya Investments, LLC and Directed Services, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014); Assistant Vice President, Senior Project Manager (May 2008 – May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 49 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). Formerly, Treasurer, Voya Family of Funds (November 1999 – February 2012). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 40 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). Formerly Managing Paralegal, Registration Statements (June 2003 – July 2012). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Assistant Secretary | | | May 2013 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
![[MISSING IMAGE: lg_voya-r.jpg]](https://capedge.com/proxy/N-CSR/0001571049-17-002268/lg_voya-r.jpg)
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Directors has determined that Colleen D. Baldwin, Peter S. Drotch, Martin J. Gavin, Patrick W. Kenny, Joseph E. Obermeyer, and Roger B. Vincent are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Drotch, Mr. Gavin, Mr. Kenny, Mr. Obermeyer and Mr. Vincent are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $7,336 for the year ended December 31, 2016 and $6,248 for the year ended December 31, 2015. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $2,525 for the year ended December 31, 2016 and $2,525 for the year ended December 31, 2015. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $5,036 for the year ended December 31, 2016 and $4,236 for the year ended December 31, 2015. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended December 31, 2016 and $0 for the year ended December 31, 2015. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. | Statement of Principles |
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. | Audit Services |
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. | Audit-related Services |
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. | Tax Services |
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. | Other Services |
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. | Pre-approval of Fee levels and Budgeted Amounts |
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. | Procedures |
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. | Delegation |
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. | Additional Requirements |
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 19, 2015
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2016 through December 31, 2016
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $13,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $525 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2016 through December 31, 2016
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,525 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2016 through December 31, 2016
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Assistance and advice regarding year-end reporting for 1099’s, as requested | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax training courses | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, and similar routine tax consultations. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2016 through December 31, 2016
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | √
| √
| Not to exceed $5,300 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2016 to December 31, 2016
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended December 31, 2016 and December 31, 2015; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2016 | 2015 | ||||||
Voya Balanced Portfolio, Inc. | $ | 7,561 | $ | 6,761 | ||||
Voya Investments, LLC (1) | $ | 93,650 | $ | 145,625 |
__________________________________
(1) Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
Report of Independent Registered Public Accounting Firm
The Shareholders and Board of Directors
Voya Balanced Portfolio, Inc.
We have audited the accompanying statement of assets and liabilities, including the summary portfolio of investments, of Voya Balanced Portfolio, a series of Voya Balanced Portfolio, Inc., as of December 31, 2016, and the related statement of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended (collectively, the "financial statements"), the financial highlights for each of the years in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolio of investments as of December 31, 2016 (included in Item 6 of this Form N-CSR). These financial statements, financial highlights, and portfolio of investments are the responsibility of management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolio of investments based on our audits.
We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights, and portfolio of investments are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and portfolio of investments. Our procedures included confirmation of securities owned as of December 31, 2016, by correspondence with the custodian, transfer agent, and brokers, or by other appropriate auditing procedures when replies from brokers were not received. An audit also includes assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, the financial statements, financial highlights, and portfolio of investments referred to above present fairly, in all material respects, the financial position of the aforementioned fund of Voya Balanced Portfolio, Inc., as of December 31, 2016, and the results of its operations for the year then ended, the changes in its net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Boston, Massachusetts
February 23, 2017
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 53.1% | ||||||||||||||
Consumer Discretionary: 6.7% | ||||||||||||||
1,990 | Aarons, Inc. | 63,660 | 0.0 | |||||||||||
3,814 | @ | Amazon.com, Inc. | 2,860,004 | 0.7 | ||||||||||
14,746 | American Eagle Outfitters, Inc. | 223,697 | 0.1 | |||||||||||
25,477 | Barratt Developments PLC | 144,841 | 0.0 | |||||||||||
2,208 | Berkeley Group Holdings PLC | 76,329 | 0.0 | |||||||||||
5,440 | Big Lots, Inc. | 273,143 | 0.1 | |||||||||||
6,656 | Brunswick Corp. | 363,018 | 0.1 | |||||||||||
7,499 | @ | Burlington Stores, Inc. | 635,540 | 0.1 | ||||||||||
7,608 | CalAtlantic Group, Inc. | 258,748 | 0.1 | |||||||||||
4,896 | Cheesecake Factory | 293,173 | 0.1 | |||||||||||
2,241 | Cinemark Holdings, Inc. | 85,965 | 0.0 | |||||||||||
51,710 | Coach, Inc. | 1,810,884 | 0.4 | |||||||||||
28,135 | Comcast Corp. – Class A | 1,942,722 | 0.5 | |||||||||||
317 | Cracker Barrel Old Country Store, Inc. | 52,933 | 0.0 | |||||||||||
3,940 | Daimler AG | 292,410 | 0.1 | |||||||||||
12,871 | Dana, Inc. | 244,292 | 0.1 | |||||||||||
4,545 | Dick's Sporting Goods, Inc. | 241,340 | 0.1 | |||||||||||
38,423 | @ | Dish Network Corp. - Class A | 2,225,844 | 0.5 | ||||||||||
2,139 | Domino's Pizza, Inc. | 340,614 | 0.1 | |||||||||||
8,493 | Electrolux AB | 210,295 | 0.1 | |||||||||||
6,004 | L | Flight Centre Travel Group Ltd. | 135,310 | 0.0 | ||||||||||
12,197 | Foot Locker, Inc. | 864,645 | 0.2 | |||||||||||
6,400 | Fuji Heavy Industries Ltd. | 260,764 | 0.1 | |||||||||||
3,402 | L | GameStop Corp. | 85,935 | 0.0 | ||||||||||
15,480 | Gentex Corp. | 304,801 | 0.1 | |||||||||||
17,100 | Hakuhodo DY Holdings, Inc. | 210,555 | 0.1 | |||||||||||
22,951 | Hasbro, Inc. | 1,785,358 | 0.4 | |||||||||||
1,997 | @ | Helen of Troy Ltd. | 168,647 | 0.0 | ||||||||||
18,034 | Home Depot, Inc. | 2,417,999 | 0.6 | |||||||||||
3,171 | Hugo Boss AG | 193,587 | 0.0 | |||||||||||
2,349 | InterContinental Hotels Group PLC | 105,034 | 0.0 | |||||||||||
41,730 | Interpublic Group of Cos., Inc. | 976,899 | 0.2 | |||||||||||
31,995 | ITV PLC | 81,236 | 0.0 | |||||||||||
1,364 | Jack in the Box, Inc. | 152,277 | 0.0 | |||||||||||
5,848 | KB Home | 92,457 | 0.0 | |||||||||||
2,394 | LVMH Moet Hennessy Louis Vuitton SE | 456,469 | 0.1 | |||||||||||
10,856 | Marriott International, Inc. | 897,574 | 0.2 | |||||||||||
6,900 | Mazda Motor Corp. | 112,359 | 0.0 | |||||||||||
20,488 | McDonald's Corp. | 2,493,799 | 0.6 | |||||||||||
4,307 | New York Times Co. | 57,283 | 0.0 | |||||||||||
2,250 | Next PLC | 138,029 | 0.0 | |||||||||||
5,600 | NOK Corp. | 113,264 | 0.0 | |||||||||||
35,900 | Panasonic Corp. | 364,104 | 0.1 | |||||||||||
1,981 | Pandora A/S | 258,600 | 0.1 |
2,557 | Papa John's International, Inc. | 218,828 | 0.0 | |||||||||||
7,373 | Persimmon PLC | 160,862 | 0.0 | |||||||||||
3,148 | Pool Corp. | 328,462 | 0.1 | |||||||||||
3,827 | Renault S.A. | 339,903 | 0.1 | |||||||||||
1,600 | Shimamura Co., Ltd. | 199,493 | 0.0 | |||||||||||
6,400 | Suzuki Motor Corp. | 224,697 | 0.1 | |||||||||||
107,684 | Taylor Wimpey PLC | 203,102 | 0.1 | |||||||||||
1,620 | Thor Industries, Inc. | 162,081 | 0.0 | |||||||||||
11,300 | Toyota Motor Corp. | 662,501 | 0.2 | |||||||||||
1,377 | Vail Resorts, Inc. | 222,124 | 0.1 | |||||||||||
976 | @ | Vista Outdoor, Inc. | 36,014 | 0.0 | ||||||||||
28,124,504 | 6.7 | |||||||||||||
Consumer Staples: 4.4% | ||||||||||||||
864 | Anheuser-Busch InBev SA/NV | 91,450 | 0.0 | |||||||||||
7,156 | @ | Blue Buffalo Pet Products, Inc. | 172,030 | 0.0 | ||||||||||
2,543 | British American Tobacco PLC | 144,126 | 0.0 | |||||||||||
14,322 | Campbell Soup Co. | 866,051 | 0.2 | |||||||||||
1,403 | Casey's General Stores, Inc. | 166,789 | 0.0 | |||||||||||
26,123 | Church & Dwight Co., Inc. | 1,154,375 | 0.3 | |||||||||||
26,521 | Coca-Cola Amatil Ltd. | 193,417 | 0.1 | |||||||||||
27,354 | Coca-Cola Co. | 1,134,097 | 0.3 | |||||||||||
4,740 | Costco Wholesale Corp. | 758,921 | 0.2 | |||||||||||
18,649 | Diageo PLC | 483,942 | 0.1 | |||||||||||
4,096 | Energizer Holdings, Inc. | 182,723 | 0.1 | |||||||||||
6,971 | Imperial Brands PLC | 303,802 | 0.1 | |||||||||||
2,760 | Ingredion, Inc. | 344,890 | 0.1 | |||||||||||
10,600 | Japan Tobacco, Inc. | 347,931 | 0.1 | |||||||||||
13,017 | Jeronimo Martins SGPS SA | 201,890 | 0.1 | |||||||||||
10,880 | Koninklijke Ahold Delhaize NV | 229,166 | 0.1 | |||||||||||
12,949 | Kraft Heinz Co. | 1,130,707 | 0.3 | |||||||||||
2,235 | @ | Lamb Weston Holdings, Inc. | 84,595 | 0.0 | ||||||||||
2,600 | Lawson, Inc. | 182,499 | 0.0 | |||||||||||
12,900 | Mead Johnson Nutrition Co. | 912,804 | 0.2 | |||||||||||
1,000 | MEIJI Holdings Co., Ltd. | 78,228 | 0.0 | |||||||||||
36,572 | @ | Monster Beverage Corp. | 1,621,602 | 0.4 | ||||||||||
13,799 | Nestle S.A. | 988,527 | 0.2 | |||||||||||
20,047 | PepsiCo, Inc. | 2,097,518 | 0.5 | |||||||||||
18,623 | Philip Morris International, Inc. | 1,703,818 | 0.4 | |||||||||||
4,406 | @ | Post Holdings, Inc. | 354,198 | 0.1 | ||||||||||
955 | Reckitt Benckiser Group PLC | 80,897 | 0.0 | |||||||||||
3,000 | Seven & I Holdings Co., Ltd. | 114,087 | 0.0 | |||||||||||
3,281 | Svenska Cellulosa AB SCA | 92,349 | 0.0 | |||||||||||
4,458 | Swedish Match AB | 141,443 | 0.0 | |||||||||||
2,151 | Unilever NV | 88,361 | 0.0 | |||||||||||
1,988 | Unilever PLC | 80,395 | 0.0 | |||||||||||
2,160 | @ | United Natural Foods, Inc. | 103,075 | 0.0 |
See Accompanying Notes to Financial Statements
1 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
19,762 | Wal-Mart Stores, Inc. | 1,365,949 | 0.3 | |||||||||||
235,500 | # | WH Group Ltd. | 189,836 | 0.1 | ||||||||||
803 | @ | WhiteWave Foods Co. | 44,647 | 0.0 | ||||||||||
76,122 | L | WM Morrison Supermarkets PLC | 216,209 | 0.1 | ||||||||||
18,447,344 | 4.4 | |||||||||||||
Energy: 3.6% | ||||||||||||||
13,411 | Anadarko Petroleum Corp. | 935,149 | 0.2 | |||||||||||
29,797 | BP PLC | 186,632 | 0.1 | |||||||||||
35,197 | Canadian Natural Resources Ltd. | 1,122,080 | 0.3 | |||||||||||
21,786 | Chevron Corp. | 2,564,212 | 0.6 | |||||||||||
4,010 | Consol Energy, Inc. | 73,102 | 0.0 | |||||||||||
2,163 | @ | Dril-Quip, Inc. | 129,888 | 0.0 | ||||||||||
32,594 | ENI S.p.A ADR | 1,050,831 | 0.3 | |||||||||||
25,548 | ENI S.p.A. | 414,162 | 0.1 | |||||||||||
3,716 | Ensco PLC | 36,120 | 0.0 | |||||||||||
976 | EQT Corp. | 63,830 | 0.0 | |||||||||||
17,750 | Exxon Mobil Corp. | 1,602,115 | 0.4 | |||||||||||
3,572 | @ | Gulfport Energy Corp. | 77,298 | 0.0 | ||||||||||
7,485 | Nabors Industries Ltd. | 122,754 | 0.0 | |||||||||||
2,378 | Neste Oyj | 91,001 | 0.0 | |||||||||||
28,163 | Plains GP Holdings L.P. | 976,693 | 0.2 | |||||||||||
17,235 | QEP Resources, Inc. | 317,296 | 0.1 | |||||||||||
11,703 | Rowan Companies PLC | 221,070 | 0.1 | |||||||||||
27,514 | Royal Dutch Shell PLC - Class A | 759,488 | 0.2 | |||||||||||
26,179 | Royal Dutch Shell PLC - Class A ADR | 1,423,614 | 0.3 | |||||||||||
11,368 | Royal Dutch Shell PLC - Class B | 326,626 | 0.1 | |||||||||||
21,781 | Schlumberger Ltd. | 1,828,515 | 0.4 | |||||||||||
5,420 | SM Energy Co. | 186,882 | 0.1 | |||||||||||
9,046 | Total S.A. | 463,990 | 0.1 | |||||||||||
14,973,348 | 3.6 | |||||||||||||
Financials: 8.8% | ||||||||||||||
23,202 | 3i Group PLC | 200,708 | 0.1 | |||||||||||
24,895 | Aberdeen Asset Management PLC | 78,713 | 0.0 | |||||||||||
6,561 | Admiral Group PLC | 147,552 | 0.0 | |||||||||||
909 | @ | Affiliated Managers Group, Inc. | 132,078 | 0.0 | ||||||||||
85,600 | AIA Group Ltd. | 479,518 | 0.1 | |||||||||||
101 | @ | Alleghany Corp. | 61,420 | 0.0 | ||||||||||
2,380 | Allianz SE | 392,791 | 0.1 | |||||||||||
496 | American Financial Group, Inc. | 43,707 | 0.0 | |||||||||||
9,734 | Aon PLC | 1,085,633 | 0.3 | |||||||||||
2,172 | Arthur J. Gallagher & Co. | 112,857 | 0.0 | |||||||||||
4,359 | Aspen Insurance Holdings Ltd. | 239,745 | 0.1 | |||||||||||
8,564 | Australia & New Zealand Banking Group Ltd. | 187,476 | 0.0 | |||||||||||
41,444 | Banco Santander SA | 215,604 | 0.1 | |||||||||||
154,464 | Bank of America Corp. | 3,413,654 | 0.8 | |||||||||||
3,756 | Bank of the Ozarks, Inc. | 197,528 | 0.0 | |||||||||||
64,500 | BOC Hong Kong Holdings Ltd. | 229,720 | 0.1 | |||||||||||
5,418 | Chemical Financial Corp. | 293,493 | 0.1 | |||||||||||
12,196 | Chubb Ltd. | 1,611,336 | 0.4 | |||||||||||
7,193 | CNP Assurances | 133,138 | 0.0 |
2,477 | Commonwealth Bank of Australia | 146,946 | 0.0 | |||||||||||
19,025 | Credit Agricole SA | 235,505 | 0.1 | |||||||||||
9,900 | Credit Saison Co., Ltd. | 176,179 | 0.0 | |||||||||||
1,310 | L | Cullen/Frost Bankers, Inc. | 115,581 | 0.0 | ||||||||||
6,800 | Dai-ichi Life Holdings, Inc. | 113,060 | 0.0 | |||||||||||
11,371 | Danske Bank A/S | 344,016 | 0.1 | |||||||||||
49,009 | Direct Line Insurance Group PLC | 223,049 | 0.1 | |||||||||||
19,179 | Discover Financial Services | 1,382,614 | 0.3 | |||||||||||
14,753 | DNB ASA | 219,013 | 0.1 | |||||||||||
4,214 | East-West Bancorp., Inc. | 214,198 | 0.1 | |||||||||||
2,329 | Eaton Vance Corp. | 97,538 | 0.0 | |||||||||||
2,743 | Eurazeo SA | 160,361 | 0.0 | |||||||||||
1,824 | Everest Re Group Ltd. | 394,714 | 0.1 | |||||||||||
7,912 | First American Financial Corp. | 289,817 | 0.1 | |||||||||||
16,343 | @ | Genworth Financial, Inc. | 62,267 | 0.0 | ||||||||||
1,917 | Hanover Insurance Group, Inc. | 174,466 | 0.0 | |||||||||||
41,820 | Hartford Financial Services Group, Inc. | 1,992,723 | 0.5 | |||||||||||
41,148 | HSBC Holdings PLC | 332,009 | 0.1 | |||||||||||
31,597 | ING Groep NV | 444,848 | 0.1 | |||||||||||
76,632 | Insurance Australia Group Ltd. | 330,463 | 0.1 | |||||||||||
22,255 | Intercontinental Exchange, Inc. | 1,255,627 | 0.3 | |||||||||||
8,668 | Janus Capital Group, Inc. | 115,024 | 0.0 | |||||||||||
42,159 | JPMorgan Chase & Co. | 3,637,900 | 0.9 | |||||||||||
117,539 | Keycorp | 2,147,438 | 0.5 | |||||||||||
8,128 | Kinnevik AB | 194,139 | 0.0 | |||||||||||
36,728 | Lazard Ltd. | 1,509,153 | 0.4 | |||||||||||
1,802 | MarketAxess Holdings, Inc. | 264,750 | 0.1 | |||||||||||
1,681 | MB Financial, Inc. | 79,394 | 0.0 | |||||||||||
45,900 | Mitsubishi UFJ Financial Group, Inc. | 283,080 | 0.1 | |||||||||||
6,300 | MS&AD Insurance Group Holdings, Inc. | 195,096 | 0.0 | |||||||||||
155,500 | Mizuho Financial Group, Inc. | 279,050 | 0.1 | |||||||||||
643 | MSCI, Inc. - Class A | 50,656 | 0.0 | |||||||||||
22,406 | Nordea Bank AB | 248,272 | 0.1 | |||||||||||
32,779 | Old Mutual PLC | 83,586 | 0.0 | |||||||||||
10,400 | Old Republic International Corp. | 197,600 | 0.0 | |||||||||||
14,800 | Oversea-Chinese Banking Corp. | 90,896 | 0.0 | |||||||||||
6,348 | PacWest Bancorp | 345,585 | 0.1 | |||||||||||
3,093 | Primerica, Inc. | 213,881 | 0.1 | |||||||||||
2,004 | Prosperity Bancshares, Inc. | 143,847 | 0.0 | |||||||||||
17,636 | QBE Insurance Group Ltd. | 157,574 | 0.0 | |||||||||||
589 | Raymond James Financial, Inc. | 40,800 | 0.0 | |||||||||||
2,789 | Reinsurance Group of America, Inc. | 350,940 | 0.1 | |||||||||||
15,800 | SBI Holdings, Inc. | 200,754 | 0.1 | |||||||||||
2,858 | @ | Signature Bank | 429,272 | 0.1 |
See Accompanying Notes to Financial Statements
2 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
34,400 | Singapore Exchange Ltd. | 169,634 | 0.0 | |||||||||||
6,347 | @ | SLM Corp. | 69,944 | 0.0 | ||||||||||
8,281 | Societe Generale | 407,317 | 0.1 | |||||||||||
7,700 | Sumitomo Mitsui Financial Group, Inc. | 293,239 | 0.1 | |||||||||||
3,000 | Sumitomo Mitsui Trust Holdings, Inc. | 107,336 | 0.0 | |||||||||||
2,681 | @ | SVB Financial Group | 460,220 | 0.1 | ||||||||||
17,969 | T. Rowe Price Group, Inc. | 1,352,347 | 0.3 | |||||||||||
23,254 | TD Ameritrade Holding Corp. | 1,013,874 | 0.2 | |||||||||||
13,135 | Umpqua Holdings Corp. | 246,675 | 0.1 | |||||||||||
10,400 | United Overseas Bank Ltd. | 146,109 | 0.0 | |||||||||||
2,110 | Webster Financial Corp. | 114,531 | 0.0 | |||||||||||
58,836 | Wells Fargo & Co. | 3,242,452 | 0.8 | |||||||||||
4,231 | @ | Western Alliance Bancorp. | 206,092 | 0.1 | ||||||||||
3,394 | Westpac Banking Corp. | 79,671 | 0.0 | |||||||||||
37,129,793 | 8.8 | |||||||||||||
Health Care: 6.3% | ||||||||||||||
1,402 | @ | Abiomed, Inc. | 157,977 | 0.0 | ||||||||||
616 | Actelion Ltd. - Reg | 133,123 | 0.0 | |||||||||||
4,368 | @,L | Akorn, Inc. | 95,353 | 0.0 | ||||||||||
9,200 | Alfresa Holdings Corp. | 151,956 | 0.0 | |||||||||||
1,637 | @ | Align Technology, Inc. | 157,365 | 0.0 | ||||||||||
4,621 | @ | Allergan plc | 970,456 | 0.2 | ||||||||||
7,840 | AstraZeneca PLC | 428,127 | 0.1 | |||||||||||
22,237 | L | AstraZeneca PLC ADR | 607,515 | 0.1 | ||||||||||
1,028 | Bayer AG | 107,101 | 0.0 | |||||||||||
5,476 | Becton Dickinson & Co. | 906,552 | 0.2 | |||||||||||
5,220 | @ | Biogen, Inc. | 1,480,288 | 0.4 | ||||||||||
50,873 | @ | Boston Scientific Corp. | 1,100,383 | 0.3 | ||||||||||
13,833 | @ | Celgene Corp. | 1,601,170 | 0.4 | ||||||||||
1,970 | @ | Centene Corp. | 111,325 | 0.0 | ||||||||||
3,508 | @ | Charles River Laboratories International, Inc. | 267,274 | 0.1 | ||||||||||
10,100 | Daiichi Sankyo Co., Ltd. | 206,234 | 0.1 | |||||||||||
10,099 | @ | Edwards Lifesciences Corp. | 946,276 | 0.2 | ||||||||||
5,292 | GlaxoSmithKline PLC | 101,652 | 0.0 | |||||||||||
6,710 | Healthsouth Corp. | 276,720 | 0.1 | |||||||||||
1,676 | Hill-Rom Holdings, Inc. | 94,091 | 0.0 | |||||||||||
3,176 | @ | Idexx Laboratories, Inc. | 372,450 | 0.1 | ||||||||||
24,177 | Johnson & Johnson | 2,785,432 | 0.7 | |||||||||||
13,500 | Medipal Holdings Corp. | 212,654 | 0.1 | |||||||||||
1,752 | @ | Mednax, Inc. | 116,788 | 0.0 | ||||||||||
17,321 | Medtronic PLC | 1,233,775 | 0.3 | |||||||||||
33,751 | Merck & Co., Inc. | 1,986,921 | 0.5 | |||||||||||
1,066 | @ | Molina Healthcare, Inc. | 57,841 | 0.0 | ||||||||||
10,893 | Novartis AG | 792,177 | 0.2 | |||||||||||
6,188 | Novo Nordisk A/S | 221,977 | 0.1 | |||||||||||
3,160 | @ | NuVasive, Inc. | 212,858 | 0.1 | ||||||||||
1,800 | Otsuka Holdings Co. Ltd. | 78,409 | 0.0 | |||||||||||
1,022 | Owens & Minor, Inc. | 36,066 | 0.0 | |||||||||||
66,036 | Pfizer, Inc. | 2,144,849 | 0.5 | |||||||||||
3,637 | @ | Prestige Brands Holdings, Inc. | 189,488 | 0.0 | ||||||||||
772 | L | Resmed, Inc. | 47,903 | 0.0 | ||||||||||
3,443 | Roche Holding AG | 784,841 | 0.2 | |||||||||||
1,469 | Sanofi | 118,791 | 0.0 | |||||||||||
1,187 | Shire PLC ADR | 202,241 | 0.1 |
6,415 | Shire PLC | 366,294 | 0.1 | |||||||||||
2,133 | STERIS PLC | 143,743 | 0.0 | |||||||||||
4,100 | Suzuken Co., Ltd. | 133,917 | 0.0 | |||||||||||
4,211 | Teva Pharmaceutical Industries Ltd. ADR | 152,649 | 0.0 | |||||||||||
16,706 | UnitedHealth Group, Inc. | 2,673,628 | 0.6 | |||||||||||
4,831 | @ | VCA, Inc. | 331,648 | 0.1 | ||||||||||
2,260 | @ | WellCare Health Plans, Inc. | 309,801 | 0.1 | ||||||||||
19,681 | Zoetis, Inc. | 1,053,524 | 0.3 | |||||||||||
26,661,603 | 6.3 | |||||||||||||
Industrials: 6.4% | ||||||||||||||
2,428 | Alaska Air Group, Inc. | 215,436 | 0.1 | |||||||||||
17,700 | Amada Holdings Co., Ltd. | 197,188 | 0.0 | |||||||||||
140 | AP Moller - Maersk A/S - Class B | 223,155 | 0.1 | |||||||||||
34,348 | Aurizon Holdings Ltd. | 124,883 | 0.0 | |||||||||||
10,580 | Boeing Co. | 1,647,094 | 0.4 | |||||||||||
6,031 | Bouygues S.A. | 215,906 | 0.1 | |||||||||||
1,744 | Carlisle Cos., Inc. | 192,346 | 0.0 | |||||||||||
3,138 | Clarcor, Inc. | 258,791 | 0.1 | |||||||||||
25,200 | CNH Industrial NV | 218,661 | 0.1 | |||||||||||
10,192 | Cummins, Inc. | 1,392,941 | 0.3 | |||||||||||
3,478 | Curtiss-Wright Corp. | 342,096 | 0.1 | |||||||||||
15,335 | Deere & Co. | 1,580,118 | 0.4 | |||||||||||
29,507 | Delta Air Lines, Inc. | 1,451,449 | 0.3 | |||||||||||
7,273 | Deutsche Lufthansa AG | 93,755 | 0.0 | |||||||||||
1,273 | @,L | Dycom Industries, Inc. | 102,209 | 0.0 | ||||||||||
7,337 | easyJet PLC | 90,755 | 0.0 | |||||||||||
1,097 | EnerSys | 85,676 | 0.0 | |||||||||||
7,806 | Equifax, Inc. | 922,903 | 0.2 | |||||||||||
640 | @ | Esterline Technologies Corp. | 57,088 | 0.0 | ||||||||||
4,405 | Airbus Group SE | 290,946 | 0.1 | |||||||||||
14,463 | Fortive Corp. | 775,651 | 0.2 | |||||||||||
2,626 | @ | FTI Consulting, Inc. | 118,380 | 0.0 | ||||||||||
11,457 | General Dynamics Corp. | 1,978,166 | 0.5 | |||||||||||
1,362 | @ | Genesee & Wyoming, Inc. | 94,536 | 0.0 | ||||||||||
2,390 | Herman Miller, Inc. | 81,738 | 0.0 | |||||||||||
1,298 | Hochtief AG | 181,218 | 0.0 | |||||||||||
7,587 | Honeywell International, Inc. | 878,954 | 0.2 | |||||||||||
2,119 | Huntington Ingalls Industries, Inc. | 390,299 | 0.1 | |||||||||||
214,600 | Hutchison Port Holdings Trust | 96,570 | 0.0 | |||||||||||
3,221 | IDEX Corp. | 290,083 | 0.1 | |||||||||||
15,802 | Ingersoll-Rand PLC - Class A | 1,185,782 | 0.3 | |||||||||||
13,916 | @ | JetBlue Airways Corp. | 311,997 | 0.1 | ||||||||||
12,699 | LIXIL Group Corp. | 287,826 | 0.1 | |||||||||||
1,737 | @ | KLX, Inc. | 78,356 | 0.0 | ||||||||||
10,300 | Komatsu Ltd. | 233,297 | 0.1 | |||||||||||
12,085 | Koninklijke Philips NV | 369,463 | 0.1 | |||||||||||
3,006 | Boskalis Westminster NV | 104,285 | 0.0 | |||||||||||
10,761 | Lincoln Electric Holdings, Inc. | 825,046 | 0.2 | |||||||||||
3,338 | Manpowergroup, Inc. | 296,648 | 0.1 | |||||||||||
5,641 | Masco Corp. | 178,368 | 0.0 | |||||||||||
17,700 | Mitsubishi Corp. | 375,924 | 0.1 | |||||||||||
9,000 | Mitsubishi Electric Corp. | 125,182 | 0.0 |
See Accompanying Notes to Financial Statements
3 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
2,726 | MSC Industrial Direct Co. | 251,855 | 0.1 | |||||||||||
2,682 | Nordson Corp. | 300,518 | 0.1 | |||||||||||
4,314 | Northrop Grumman Corp. | 1,003,350 | 0.2 | |||||||||||
8,600 | NSK Ltd. | 99,326 | 0.0 | |||||||||||
511 | @ | Old Dominion Freight Line | 43,839 | 0.0 | ||||||||||
1,844 | Orbital ATK, Inc. | 161,774 | 0.0 | |||||||||||
46,649 | Qantas Airways Ltd. | 111,749 | 0.0 | |||||||||||
3,749 | @ | Quanta Services, Inc. | 130,653 | 0.0 | ||||||||||
4,254 | Regal-Beloit Corp. | 294,589 | 0.1 | |||||||||||
26,741 | Royal Mail PLC | 152,007 | 0.0 | |||||||||||
4,493 | Schneider Electric SE | 312,123 | 0.1 | |||||||||||
4,819 | Siemens AG | 590,040 | 0.1 | |||||||||||
11,069 | SKF AB - B Shares | 202,963 | 0.1 | |||||||||||
7,808 | Stanley Black & Decker, Inc. | 895,500 | 0.2 | |||||||||||
1,842 | @ | Teledyne Technologies, Inc. | 226,566 | 0.1 | ||||||||||
3,626 | Terex Corp. | 114,328 | 0.0 | |||||||||||
26,138 | Timken Co. | 1,037,679 | 0.3 | |||||||||||
7,068 | Toro Co. | 395,455 | 0.1 | |||||||||||
282 | Valmont Industries, Inc. | 39,734 | 0.0 | |||||||||||
25,139 | Volvo AB - B Shares | 292,669 | 0.1 | |||||||||||
2,075 | L | Wabtec Corp. | 172,267 | 0.0 | ||||||||||
16,796 | Waste Management, Inc. | 1,191,004 | 0.3 | |||||||||||
26,981,153 | 6.4 | |||||||||||||
Information Technology: 9.2% | ||||||||||||||
19,708 | Activision Blizzard, Inc. | 711,656 | 0.2 | |||||||||||
7,562 | @ | Adobe Systems, Inc. | 778,508 | 0.2 | ||||||||||
4,035 | @ | Alphabet, Inc. - Class A | 3,197,536 | 0.8 | ||||||||||
455 | @ | Alphabet, Inc. - Class C | 351,178 | 0.1 | ||||||||||
6,996 | Amphenol Corp. | 470,131 | 0.1 | |||||||||||
420 | @ | Ansys, Inc. | 38,846 | 0.0 | ||||||||||
44,070 | Apple, Inc. | 5,104,187 | 1.2 | |||||||||||
39,411 | Applied Materials, Inc. | 1,271,793 | 0.3 | |||||||||||
12,395 | @ | ARRIS International PLC | 373,461 | 0.1 | ||||||||||
4,534 | @ | Arrow Electronics, Inc. | 323,274 | 0.1 | ||||||||||
1,499 | Atos SE | 157,992 | 0.0 | |||||||||||
3,886 | Belden, Inc. | 290,556 | 0.1 | |||||||||||
5,613 | Broadridge Financial Solutions, Inc. ADR | 372,142 | 0.1 | |||||||||||
2,924 | Brocade Communications Systems, Inc. | 36,521 | 0.0 | |||||||||||
1,482 | @ | Cadence Design Systems, Inc. | 37,376 | 0.0 | ||||||||||
2,297 | Capgemini SA | 193,521 | 0.1 | |||||||||||
726 | CDK Global, Inc. | 43,335 | 0.0 | |||||||||||
12,477 | @ | Ciena Corp. | 304,564 | 0.1 | ||||||||||
1,316 | @ | Cirrus Logic, Inc. | 74,407 | 0.0 | ||||||||||
85,150 | Cisco Systems, Inc. | 2,573,233 | 0.6 | |||||||||||
4,341 | @ | Commvault Systems, Inc. | 223,127 | 0.1 | ||||||||||
650 | Computer Sciences Corp. | 38,623 | 0.0 | |||||||||||
12,802 | Computershare Ltd. | 114,861 | 0.0 | |||||||||||
2,635 | Convergys Corp. | 64,716 | 0.0 | |||||||||||
839 | @ | CoStar Group, Inc. | 158,143 | 0.0 | ||||||||||
13,876 | @ | Electronic Arts, Inc. | 1,092,874 | 0.3 | ||||||||||
15,148 | @ | Facebook, Inc. | 1,742,777 | 0.4 | ||||||||||
2,369 | Fair Isaac Corp. | 282,432 | 0.1 | |||||||||||
5,451 | @ | Fortinet, Inc. | 164,184 | 0.0 |
6,700 | Fuji Film Holdings Corp. | 253,701 | 0.1 | |||||||||||
1,284 | @ | Gartner, Inc. | 129,774 | 0.0 | ||||||||||
622 | @ | Guidewire Software, Inc. | 30,683 | 0.0 | ||||||||||
45,900 | Hitachi Ltd. | 247,499 | 0.1 | |||||||||||
13,595 | @ | Integrated Device Technology, Inc. | 320,298 | 0.1 | ||||||||||
1,951 | InterDigital, Inc. | 178,224 | 0.1 | |||||||||||
9,505 | Intuit, Inc. | 1,089,368 | 0.3 | |||||||||||
2,675 | j2 Global, Inc. | 218,815 | 0.1 | |||||||||||
4,745 | @ | Manhattan Associates, Inc. | 251,627 | 0.1 | ||||||||||
2,824 | Maxim Integrated Products | 108,922 | 0.0 | |||||||||||
885 | @ | Microsemi Corp. | 47,763 | 0.0 | ||||||||||
76,861 | Microsoft Corp. | 4,776,143 | 1.1 | |||||||||||
4,400 | Mixi, Inc. | 160,327 | 0.0 | |||||||||||
3,259 | Monolithic Power Systems, Inc. | 267,010 | 0.1 | |||||||||||
6,201 | National Instruments Corp. | 191,115 | 0.1 | |||||||||||
2,221 | @ | Netscout Systems, Inc. | 69,962 | 0.0 | ||||||||||
5,127 | @ | NeuStar, Inc. | 171,242 | 0.0 | ||||||||||
2,346 | Nice Ltd. | 160,965 | 0.0 | |||||||||||
9,038 | @ | ON Semiconductor Corp. | 115,325 | 0.0 | ||||||||||
54,408 | Oracle Corp. | 2,091,988 | 0.5 | |||||||||||
2,700 | Oracle Corp. Japan | 135,821 | 0.0 | |||||||||||
1,876 | Paychex, Inc. | 114,211 | 0.0 | |||||||||||
1,251 | Plantronics, Inc. | 68,505 | 0.0 | |||||||||||
1,086 | @ | PTC, Inc. | 50,249 | 0.0 | ||||||||||
19,616 | Qualcomm, Inc. | 1,278,963 | 0.3 | |||||||||||
13,966 | @ | Salesforce.com, Inc. | 956,112 | 0.2 | ||||||||||
994 | SAP SE | 85,986 | 0.0 | |||||||||||
1,930 | Science Applications International Corp. | 163,664 | 0.0 | |||||||||||
5,600 | Seiko Epson Corp. | 118,231 | 0.0 | |||||||||||
1,404 | @ | Synaptics, Inc. | 75,226 | 0.0 | ||||||||||
780 | @ | Synopsys, Inc. | 45,911 | 0.0 | ||||||||||
10,236 | Texas Instruments, Inc. | 746,921 | 0.2 | |||||||||||
2,200 | Tokyo Electron Ltd. | 206,909 | 0.1 | |||||||||||
7,060 | @ | Trimble, Inc. | 212,859 | 0.1 | ||||||||||
786 | @ | Tyler Technologies, Inc. | 112,217 | 0.0 | ||||||||||
2,571 | @ | Vantiv, Inc. | 153,283 | 0.0 | ||||||||||
4,447 | @ | Versum Materials, Inc. | 124,827 | 0.0 | ||||||||||
22,092 | Visa, Inc. - Class A | 1,723,618 | 0.4 | |||||||||||
9,110 | @,L | VMware, Inc. | 717,230 | 0.2 | ||||||||||
794 | @ | WEX, Inc. | 88,610 | 0.0 | ||||||||||
38,646,058 | 9.2 | |||||||||||||
Materials: 2.6% | ||||||||||||||
2,970 | Air Liquide SA | 330,261 | 0.1 | |||||||||||
6,172 | BASF SE | 572,001 | 0.1 | |||||||||||
9,934 | @ | Berry Plastics Group, Inc. | 484,084 | 0.1 | ||||||||||
20,207 | BHP Billiton Ltd. | 362,006 | 0.1 | |||||||||||
2,158 | Cabot Corp. | 109,065 | 0.0 | |||||||||||
13,588 | Commercial Metals Co. | 295,946 | 0.1 | |||||||||||
485 | L | Compass Minerals International, Inc. | 38,000 | 0.0 | ||||||||||
19,254 | @ | Crown Holdings, Inc. | 1,012,183 | 0.2 | ||||||||||
51,063 | Dow Chemical Co. | 2,921,825 | 0.7 | |||||||||||
6,408 | Evonik Industries AG | 191,016 | 0.0 | |||||||||||
29,242 | Fortescue Metals Group Ltd. | 122,203 | 0.0 | |||||||||||
13,200 | JSR Corp. | 207,773 | 0.1 | |||||||||||
3,185 | Koninklijke DSM NV | 190,869 | 0.0 |
See Accompanying Notes to Financial Statements
4 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
2,973 | Minerals Technologies, Inc. | 229,664 | 0.1 | |||||||||||
18,300 | Mitsubishi Chemical Holdings Corp. | 118,322 | 0.0 | |||||||||||
11,700 | Mitsubishi Gas Chemical Co., Inc. | 199,361 | 0.1 | |||||||||||
46,000 | Mitsui Chemicals, Inc. | 206,105 | 0.1 | |||||||||||
20,156 | Nucor Corp. | 1,199,685 | 0.3 | |||||||||||
6,949 | Olin Corp. | 177,964 | 0.0 | |||||||||||
5,113 | Packaging Corp. of America | 433,685 | 0.1 | |||||||||||
1,339 | PolyOne Corp. | 42,901 | 0.0 | |||||||||||
2,465 | Reliance Steel & Aluminum Co. | 196,066 | 0.1 | |||||||||||
1,393 | RPM International, Inc. | 74,985 | 0.0 | |||||||||||
3,500 | Shin-Etsu Chemical Co., Ltd. | 270,861 | 0.1 | |||||||||||
8,127 | Steel Dynamics, Inc. | 289,159 | 0.1 | |||||||||||
23,000 | Sumitomo Chemical Co., Ltd. | 109,027 | 0.0 | |||||||||||
4,230 | UPM-Kymmene OYJ | 103,447 | 0.0 | |||||||||||
424 | Valspar Corp. | 43,931 | 0.0 | |||||||||||
7,356 | L | Valvoline, Inc. | 158,154 | 0.0 | ||||||||||
4,477 | Worthington Industries, Inc. | 212,389 | 0.1 | |||||||||||
10,902,938 | 2.6 | |||||||||||||
Real Estate: 2.2% | ||||||||||||||
351 | Alexandria Real Estate Equities, Inc. | 39,007 | 0.0 | |||||||||||
10,240 | American Tower Corp. | 1,082,163 | 0.3 | |||||||||||
53,600 | Ascendas Real Estate Investment Trust | 83,801 | 0.0 | |||||||||||
13,012 | British Land Co. PLC | 100,980 | 0.0 | |||||||||||
2,400 | Camden Property Trust | 201,768 | 0.1 | |||||||||||
131,400 | CapitaLand Commercial Trust | 133,866 | 0.0 | |||||||||||
115,800 | CapitaLand Mall Trust | 150,199 | 0.0 | |||||||||||
4,307 | Care Capital Properties, Inc. | 107,675 | 0.0 | |||||||||||
10,193 | @ | Communications Sales & Leasing, Inc. | 259,004 | 0.1 | ||||||||||
3,861 | CoreCivic, Inc. | 94,440 | 0.0 | |||||||||||
9,064 | Cousins Properties, Inc. | 77,135 | 0.0 | |||||||||||
9,399 | Crown Castle International Corp. | 815,551 | 0.2 | |||||||||||
4,479 | CyrusOne, Inc. | 200,346 | 0.1 | |||||||||||
7,200 | Daiwa House Industry Co., Ltd. | 196,347 | 0.1 | |||||||||||
2,948 | DCT Industrial Trust, Inc. | 141,150 | 0.0 | |||||||||||
2,423 | Duke Realty Corp. | 64,355 | 0.0 | |||||||||||
1,543 | Equinix, Inc. | 551,484 | 0.1 | |||||||||||
2,088 | Equity Lifestyle Properties, Inc. | 150,545 | 0.0 | |||||||||||
3,842 | First Industrial Realty Trust, Inc. | 107,768 | 0.0 | |||||||||||
1,588 | Fonciere Des Regions | 138,459 | 0.0 | |||||||||||
33,231 | Gaming and Leisure Properties, Inc. | 1,017,533 | 0.2 | |||||||||||
22,000 | Hang Lung Group Ltd. | 76,338 | 0.0 | |||||||||||
1,907 | Hospitality Properties Trust | 60,528 | 0.0 | |||||||||||
148 | Japan Retail Fund Investment Corp. | 300,028 | 0.1 | |||||||||||
2,519 | Kilroy Realty Corp. | 184,441 | 0.1 | |||||||||||
8,342 | LaSalle Hotel Properties | 254,181 | 0.1 |
5,080 | Liberty Property Trust | 200,660 | 0.1 | |||||||||||
2,031 | Life Storage, Inc. | 173,163 | 0.0 | |||||||||||
19,803 | Medical Properties Trust, Inc. | 243,577 | 0.1 | |||||||||||
5,477 | Omega Healthcare Investors, Inc. | 171,211 | 0.0 | |||||||||||
3,062 | Senior Housing Properties Trust | 57,964 | 0.0 | |||||||||||
3,274 | Simon Property Group, Inc. | 581,691 | 0.1 | |||||||||||
1,538 | Sun Communities, Inc. | 117,826 | 0.0 | |||||||||||
144,600 | Suntec Real Estate Investment Trust | 164,551 | 0.1 | |||||||||||
7,019 | Tanger Factory Outlet Centers, Inc. | 251,140 | 0.1 | |||||||||||
2,591 | Taubman Centers, Inc. | 191,553 | 0.1 | |||||||||||
6,011 | Urban Edge Properties | 165,363 | 0.0 | |||||||||||
99,387 | Vicinity Centres | 214,330 | 0.1 | |||||||||||
3,846 | Weingarten Realty Investors | 137,648 | 0.0 | |||||||||||
18,000 | Wheelock & Co., Ltd. | 101,020 | 0.0 | |||||||||||
9,360,789 | 2.2 | |||||||||||||
Telecommunication Services: 1.0% | ||||||||||||||
55,845 | AT&T, Inc. | 2,375,088 | 0.6 | |||||||||||
59,228 | Bezeq Israeli Telecommunication Corp., Ltd. | 112,345 | 0.0 | |||||||||||
20,077 | Deutsche Telekom AG | 344,466 | 0.1 | |||||||||||
24,540 | Orange SA | 372,125 | 0.1 | |||||||||||
6,201 | Nippon Telegraph & Telephone Corp. | 261,032 | 0.1 | |||||||||||
12,600 | NTT DoCoMo, Inc. | 286,591 | 0.1 | |||||||||||
1,100 | SoftBank Group Corp. | 72,791 | 0.0 | |||||||||||
8,317 | Telenor ASA | 124,146 | 0.0 | |||||||||||
37,898 | Vodafone Group PLC | 93,263 | 0.0 | |||||||||||
4,041,847 | 1.0 | |||||||||||||
Utilities: 1.9% | ||||||||||||||
12,369 | AGL Energy Ltd. | 196,797 | 0.0 | |||||||||||
730 | Atmos Energy Corp. | 54,129 | 0.0 | |||||||||||
4,696 | Black Hills Corp. | 288,053 | 0.1 | |||||||||||
92,781 | Enel S.p.A. | 407,839 | 0.1 | |||||||||||
1,861 | Energen Corp. | 107,324 | 0.0 | |||||||||||
30,902 | EDP - Energias de Portugal SA | 94,052 | 0.0 | |||||||||||
39,814 | Exelon Corp. | 1,412,999 | 0.3 | |||||||||||
15,724 | Gas Natural SDG S.A. | 295,821 | 0.1 | |||||||||||
10,673 | Great Plains Energy, Inc. | 291,906 | 0.1 | |||||||||||
1,291 | Idacorp, Inc. | 103,990 | 0.0 | |||||||||||
7,150 | MDU Resources Group, Inc. | 205,705 | 0.0 | |||||||||||
5,843 | National Fuel Gas Co. | 330,947 | 0.1 | |||||||||||
16,071 | NextEra Energy, Inc. | 1,919,842 | 0.5 | |||||||||||
1,279 | ONE Gas, Inc. | 81,805 | 0.0 | |||||||||||
24,697 | PG&E Corp. | 1,500,837 | 0.4 | |||||||||||
1,622 | Southwest Gas Corp. | 124,278 | 0.0 | |||||||||||
10,580 | Suez | 155,891 | 0.0 | |||||||||||
50,000 | Tokyo Gas Co., Ltd. | 225,707 | 0.1 | |||||||||||
7,832 | UGI Corp. | 360,899 | 0.1 | |||||||||||
1,218 | Westar Energy, Inc. | 68,634 | 0.0 | |||||||||||
8,227,455 | 1.9 | |||||||||||||
Total Common Stock (Cost $205,757,909) | 223,496,832 | 53.1 |
See Accompanying Notes to Financial Statements
5 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
EXCHANGE-TRADED FUNDS: 10.8% | ||||||||||||||
25,061 | iShares Barclays 20+ Year Treasury Bond Fund | 2,985,517 | 0.7 | |||||||||||
235,469 | iShares MSCI Emerging Markets Index Fund | 8,243,770 | 1.9 | |||||||||||
46,274 | iShares Russell 1000 Value Index Fund | 5,184,076 | 1.2 | |||||||||||
361,336 | PowerShares Senior Loan Portfolio | 8,440,809 | 2.0 | |||||||||||
116,023 | SPDR Dow Jones International Real Estate | 4,186,110 | 1.0 | |||||||||||
37,008 | SPDR Trust Series 1 | 8,272,398 | 2.0 | |||||||||||
50,936 | Vanguard REIT | 4,203,748 | 1.0 | |||||||||||
77,633 | Vanguard Total International Bond ETF | 4,214,696 | 1.0 | |||||||||||
Total Exchange-Traded Funds (Cost $47,256,265) | 45,731,124 | 10.8 | ||||||||||||
MUTUAL FUNDS: 8.6% | ||||||||||||||
Affiliated Investment Companies: 7.0% | ||||||||||||||
1,275,922 | Voya Floating Rate Fund - Class P | 12,708,187 | 3.0 | |||||||||||
2,109,454 | Voya High Yield Bond Fund - Class P | 16,960,007 | 4.0 | |||||||||||
29,668,194 | 7.0 | |||||||||||||
Unaffiliated Investment Companies: 1.6% | ||||||||||||||
1,341,911 | @ | Credit Suisse Commodity Return Strategy Fund - Class I | 6,803,489 | 1.6 | ||||||||||
Total Mutual Funds (Cost $36,621,922) | 36,471,683 | 8.6 | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
Consumer Staples: 0.0% | ||||||||||||||
1,748 | Henkel AG & Co. KGaA | 208,082 | 0.0 | |||||||||||
Total Preferred Stock (Cost $199,715) | 208,082 | 0.0 | ||||||||||||
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 8.1% | ||||||||||||||
Basic Materials: 0.1% | ||||||||||||||
50,000 | # | Air Liquide Finance SA, 1.750%, 09/27/21 | 48,128 | 0.0 | ||||||||||
30,000 | # | Air Liquide Finance SA, 2.250%, 09/27/23 | 28,618 | 0.0 | ||||||||||
60,000 | ArcelorMittal, 6.500%, 03/01/21 | 66,000 | 0.0 | |||||||||||
29,000 | Barrick Gold Corp., 4.100%, 05/01/23 | 29,761 | 0.0 | |||||||||||
106,000 | # | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.400%, 12/01/26 | 105,791 | 0.1 | ||||||||||
70,000 | Dow Chemical Co., 4.625%, 10/01/44 | 70,377 | 0.0 | |||||||||||
105,000 | Eastman Chemical Co., 2.700%, 01/15/20 | 105,636 | 0.0 | |||||||||||
67,000 | # | Georgia-Pacific LLC, 2.539%, 11/15/19 | 67,600 | 0.0 |
31,000 | Goldcorp, Inc., 3.700%, 03/15/23 | 30,509 | 0.0 | |||||||||||
552,420 | 0.1 | |||||||||||||
Communications: 0.9% | ||||||||||||||
73,000 | 21st Century Fox America, Inc., 3.000%, 09/15/22 | 72,670 | 0.0 | |||||||||||
69,000 | 21st Century Fox America, Inc., 6.900%, 03/01/19 | 75,807 | 0.0 | |||||||||||
85,000 | AT&T, Inc., 2.300%, 03/11/19 | 85,339 | 0.0 | |||||||||||
96,000 | AT&T, Inc., 2.800%, 02/17/21 | 95,251 | 0.0 | |||||||||||
69,000 | AT&T, Inc., 3.600%, 02/17/23 | 69,609 | 0.0 | |||||||||||
51,000 | AT&T, Inc., 3.800%, 03/15/22 | 52,291 | 0.0 | |||||||||||
158,000 | AT&T, Inc., 4.125%, 02/17/26 | 160,065 | 0.1 | |||||||||||
81,000 | AT&T, Inc., 4.550%, 03/09/49 | 73,687 | 0.0 | |||||||||||
161,000 | AT&T, Inc., 4.800%, 06/15/44 | 152,415 | 0.1 | |||||||||||
118,000 | AT&T, Inc., 5.150%, 03/15/42 | 117,756 | 0.1 | |||||||||||
8,000 | AT&T, Inc., 5.350%, 09/01/40 | 8,230 | 0.0 | |||||||||||
86,000 | CBS Corp., 2.900%, 01/15/27 | 79,820 | 0.0 | |||||||||||
50,000 | CBS Corp., 4.600%, 01/15/45 | 48,216 | 0.0 | |||||||||||
23,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/23 | 23,690 | 0.0 | |||||||||||
55,000 | CenturyLink, Inc., 6.750%, 12/01/23 | 56,444 | 0.0 | |||||||||||
63,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/22 | 65,848 | 0.0 | |||||||||||
63,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/25 | 66,428 | 0.0 | |||||||||||
119,000 | Cisco Systems, Inc., 1.650%, 06/15/18 | 119,366 | 0.1 | |||||||||||
50,000 | Cisco Systems, Inc., 2.200%, 09/20/23 | 48,085 | 0.0 | |||||||||||
70,000 | Cisco Systems, Inc., 2.500%, 09/20/26 | 66,559 | 0.0 | |||||||||||
55,000 | Comcast Corp., 2.350%, 01/15/27 | 50,819 | 0.0 | |||||||||||
81,000 | Comcast Corp., 3.150%, 03/01/26 | 79,900 | 0.0 | |||||||||||
120,000 | DISH DBS Corp., 5.875%, 07/15/22 | 126,600 | 0.1 | |||||||||||
42,000 | eBay, Inc., 2.500%, 03/09/18 | 42,376 | 0.0 | |||||||||||
60,000 | eBay, Inc., 3.800%, 03/09/22 | 61,998 | 0.0 | |||||||||||
102,000 | eBay, Inc., 4.000%, 07/15/42 | 85,298 | 0.0 |
See Accompanying Notes to Financial Statements |
6 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
200,000 | # | Millicom International Cellular SA, 4.750%, 05/22/20 | 203,250 | 0.1 | ||||||||||
70,000 | Netflix, Inc., 5.750%, 03/01/24 | 75,075 | 0.0 | |||||||||||
20,000 | # | Nielsen Finance LLC / Nielsen Finance Co., 5.000%, 04/15/22 | 20,425 | 0.0 | ||||||||||
50,000 | Orange SA, 1.625%, 11/03/19 | 49,263 | 0.0 | |||||||||||
39,000 | Scripps Networks Interactive, Inc., 2.750%, 11/15/19 | 39,561 | 0.0 | |||||||||||
100,000 | TEGNA, Inc., 6.375%, 10/15/23 | 106,190 | 0.1 | |||||||||||
200,000 | # | Telefonica Chile SA, 3.875%, 10/12/22 | 201,551 | 0.1 | ||||||||||
54,000 | Thomson Reuters Corp., 6.500%, 07/15/18 | 57,696 | 0.0 | |||||||||||
71,000 | Time Warner Cable LLC, 5.875%, 11/15/40 | 75,841 | 0.0 | |||||||||||
94,000 | Time Warner Cable, Inc., 5.350%, 12/15/43 | 99,598 | 0.0 | |||||||||||
60,000 | Time Warner, Inc., 4.050%, 12/15/23 | 61,898 | 0.0 | |||||||||||
60,000 | Time Warner, Inc., 4.850%, 07/15/45 | 60,361 | 0.0 | |||||||||||
70,000 | Verizon Communications, Inc., 2.625%, 08/15/26 | 64,475 | 0.0 | |||||||||||
120,000 | Verizon Communications, Inc., 3.000%, 11/01/21 | 120,929 | 0.1 | |||||||||||
64,000 | Verizon Communications, Inc., 3.500%, 11/01/24 | 63,824 | 0.0 | |||||||||||
61,000 | Verizon Communications, Inc., 3.650%, 09/14/18 | 63,028 | 0.0 | |||||||||||
44,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 44,673 | 0.0 | |||||||||||
78,000 | Verizon Communications, Inc., 5.012%, 08/21/54 | 78,018 | 0.0 | |||||||||||
84,000 | Verizon Communications, Inc., 5.050%, 03/15/34 | 88,583 | 0.0 | |||||||||||
56,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 61,945 | 0.0 | |||||||||||
85,000 | Walt Disney Co/The, 1.500%, 09/17/18 | 85,162 | 0.0 | |||||||||||
3,705,913 | 0.9 | |||||||||||||
Consumer, Cyclical: 0.5% | ||||||||||||||
30,000 | # | AMC Entertainment Holdings, Inc., 5.875%, 11/15/26 | 30,750 | 0.0 | ||||||||||
60,000 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/29 | 58,350 | 0.0 | |||||||||||
86,000 | American Honda Finance Corp., 1.500%, 03/13/18 | 85,992 | 0.1 | |||||||||||
30,000 | # | BMW US Capital LLC, 1.450%, 09/13/19 | 29,645 | 0.0 |
60,000 | # | BMW US Capital LLC, 2.250%, 09/15/23 | 57,490 | 0.0 | ||||||||||
81,000 | CVS Health Corp., 2.800%, 07/20/20 | 82,239 | 0.0 | |||||||||||
53,000 | CVS Health Corp., 3.500%, 07/20/22 | 54,467 | 0.0 | |||||||||||
65,000 | CVS Health Corp., 5.125%, 07/20/45 | 72,581 | 0.0 | |||||||||||
35,000 | # | Daimler Finance North America LLC, 1.500%, 07/05/19 | 34,433 | 0.0 | ||||||||||
49,000 | Ford Motor Co., 4.750%, 01/15/43 | 46,606 | 0.0 | |||||||||||
200,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/25 | 200,658 | 0.1 | |||||||||||
143,000 | Ford Motor Credit Co. LLC, 8.125%, 01/15/20 | 164,921 | 0.1 | |||||||||||
50,000 | Ford Motor Co., 5.291%, 12/08/46 | 50,745 | 0.0 | |||||||||||
54,000 | General Motors Financial Co., Inc., 2.400%, 05/09/19 | 53,866 | 0.0 | |||||||||||
48,000 | General Motors Financial Co., Inc., 3.100%, 01/15/19 | 48,516 | 0.0 | |||||||||||
80,000 | General Motors Financial Co., Inc., 3.200%, 07/06/21 | 79,344 | 0.0 | |||||||||||
70,000 | General Motors Financial Co., Inc., 4.200%, 03/01/21 | 72,035 | 0.0 | |||||||||||
23,000 | General Motors Financial Co., Inc., 4.300%, 07/13/25 | 22,827 | 0.0 | |||||||||||
20,000 | General Motors Financial Co., Inc., 2.350%, 10/04/19 | 19,769 | 0.0 | |||||||||||
65,000 | General Motors Financial Co., Inc., 4.000%, 10/06/26 | 62,572 | 0.0 | |||||||||||
17,000 | Kohl's Corp., 5.550%, 07/17/45 | 16,263 | 0.0 | |||||||||||
80,000 | Lowe's Cos, Inc., 3.700%, 04/15/46 | 74,709 | 0.0 | |||||||||||
63,000 | McDonald's Corp., 2.100%, 12/07/18 | 63,391 | 0.0 | |||||||||||
70,000 | McDonald's Corp., 4.875%, 12/09/45 | 75,124 | 0.0 | |||||||||||
112,000 | MDC Holdings, Inc., 6.000%, 01/15/43 | 94,640 | 0.1 | |||||||||||
55,000 | MGM Resorts International, 4.625%, 09/01/26 | 53,212 | 0.0 | |||||||||||
42,000 | Newell Rubbermaid, Inc., 2.150%, 10/15/18 | 42,219 | 0.0 | |||||||||||
40,000 | Newell Rubbermaid, Inc., 2.875%, 12/01/19 | 40,721 | 0.0 | |||||||||||
60,000 | Newell Rubbermaid, Inc., 4.200%, 04/01/26 | 62,611 | 0.0 | |||||||||||
63,000 | NVR, Inc., 3.950%, 09/15/22 | 64,218 | 0.0 | |||||||||||
40,000 | Toyota Motor Credit Corp., 1.550%, 10/18/19 | 39,513 | 0.0 | |||||||||||
50,000 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | 48,313 | 0.0 |
See Accompanying Notes to Financial Statements
7 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
65,000 | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/30 | 61,831 | 0.0 | |||||||||||
140,000 | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/30 | 132,125 | 0.1 | |||||||||||
2,196,696 | 0.5 | |||||||||||||
Consumer, Non-cyclical: 1.5% | ||||||||||||||
40,000 | Abbott Laboratories, 2.350%, 11/22/19 | 40,055 | 0.0 | |||||||||||
50,000 | Abbott Laboratories, 3.750%, 11/30/26 | 49,729 | 0.0 | |||||||||||
150,000 | Abbott Laboratories, 4.900%, 11/30/46 | 154,254 | 0.1 | |||||||||||
64,000 | AbbVie, Inc., 2.500%, 05/14/20 | 64,031 | 0.0 | |||||||||||
60,000 | AbbVie, Inc., 2.850%, 05/14/23 | 58,224 | 0.0 | |||||||||||
30,000 | AbbVie, Inc., 3.200%, 11/06/22 | 30,025 | 0.0 | |||||||||||
80,000 | AbbVie, Inc., 3.200%, 05/14/26 | 76,155 | 0.0 | |||||||||||
90,000 | AbbVie, Inc., 4.450%, 05/14/46 | 86,351 | 0.0 | |||||||||||
90,000 | Actavis Funding SCS, 2.350%, 03/12/18 | 90,535 | 0.0 | |||||||||||
55,000 | Aetna, Inc., 1.900%, 06/07/19 | 54,892 | 0.0 | |||||||||||
59,000 | Aetna, Inc., 2.800%, 06/15/23 | 58,135 | 0.0 | |||||||||||
103,000 | Aetna, Inc., 4.375%, 06/15/46 | 103,640 | 0.1 | |||||||||||
70,000 | Amgen, Inc., 2.600%, 08/19/26 | 64,418 | 0.0 | |||||||||||
59,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/21 | 59,327 | 0.0 | |||||||||||
327,000 | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | 332,079 | 0.1 | |||||||||||
57,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | 60,124 | 0.0 | |||||||||||
43,000 | AstraZeneca PLC, 1.750%, 11/16/18 | 43,080 | 0.0 | |||||||||||
25,000 | Automatic Data Processing, Inc., 3.375%, 09/15/25 | 25,629 | 0.0 | |||||||||||
43,000 | # | BAT International Finance PLC, 1.850%, 06/15/18 | 43,022 | 0.0 | ||||||||||
60,000 | # | BAT International Finance PLC, 3.500%, 06/15/22 | 61,477 | 0.0 | ||||||||||
56,000 | Becton Dickinson and Co., 2.675%, 12/15/19 | 56,830 | 0.0 | |||||||||||
32,000 | Biogen, Inc., 4.050%, 09/15/25 | 32,962 | 0.0 | |||||||||||
42,000 | Cardinal Health, Inc., 1.950%, 06/15/18 | 42,100 | 0.0 | |||||||||||
61,000 | Cardinal Health, Inc., 2.400%, 11/15/19 | 61,457 | 0.0 | |||||||||||
42,000 | Celgene Corp., 2.125%, 08/15/18 | 42,178 | 0.0 | |||||||||||
104,000 | Celgene Corp., 2.250%, 05/15/19 | 104,093 | 0.1 | |||||||||||
30,000 | Danaher Corp., 3.350%, 09/15/25 | 30,742 | 0.0 |
200,000 | # | Danone SA, 2.077%, 11/02/21 | 194,251 | 0.1 | ||||||||||
51,000 | Envision Healthcare Corp., 5.625%, 07/15/22 | 52,772 | 0.0 | |||||||||||
40,000 | Express Scripts Holding Co., 3.400%, 03/01/27 | 37,498 | 0.0 | |||||||||||
60,000 | Express Scripts Holding Co., 3.000%, 07/15/23 | 58,100 | 0.0 | |||||||||||
100,000 | General Mills, Inc., 2.200%, 10/21/19 | 100,506 | 0.1 | |||||||||||
50,000 | Gilead Sciences, Inc., 1.950%, 03/01/22 | 48,362 | 0.0 | |||||||||||
20,000 | Humana, Inc., 3.150%, 12/01/22 | 19,989 | 0.0 | |||||||||||
200,000 | # | Imperial Brands Finance PLC, 2.950%, 07/21/20 | 201,248 | 0.1 | ||||||||||
64,000 | JM Smucker Co., 1.750%, 03/15/18 | 64,094 | 0.0 | |||||||||||
85,000 | Kraft Heinz Foods Co., 2.000%, 07/02/18 | 85,037 | 0.0 | |||||||||||
80,000 | Kraft Heinz Foods Co., 2.800%, 07/02/20 | 80,770 | 0.0 | |||||||||||
60,000 | Kraft Heinz Foods Co., 4.375%, 06/01/46 | 56,573 | 0.0 | |||||||||||
30,000 | Kroger Co., 1.500%, 09/30/19 | 29,550 | 0.0 | |||||||||||
42,000 | Kroger Co., 2.000%, 01/15/19 | 42,108 | 0.0 | |||||||||||
122,000 | Kroger Co., 2.300%, 01/15/19 | 122,774 | 0.1 | |||||||||||
90,000 | Kroger Co., 2.650%, 10/15/26 | 83,663 | 0.0 | |||||||||||
150,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 149,884 | 0.1 | |||||||||||
60,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/22 | 60,509 | 0.0 | |||||||||||
43,000 | McKesson Corp., 1.400%, 03/15/18 | 42,832 | 0.0 | |||||||||||
74,000 | McKesson Corp., 2.284%, 03/15/19 | 74,299 | 0.0 | |||||||||||
40,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/20 | 40,506 | 0.0 | |||||||||||
86,000 | Medtronic, Inc., 1.375%, 04/01/18 | 85,857 | 0.0 | |||||||||||
94,000 | Medtronic, Inc., 3.150%, 03/15/22 | 96,237 | 0.1 | |||||||||||
68,000 | Medtronic, Inc., 4.375%, 03/15/35 | 71,963 | 0.0 | |||||||||||
121,000 | Merck & Co., Inc., 2.350%, 02/10/22 | 120,115 | 0.1 | |||||||||||
40,000 | Molson Coors Brewing Co., 1.450%, 07/15/19 | 39,417 | 0.0 | |||||||||||
200,000 | # | Mondelez International Holdings Netherlands BV, 2.000%, 10/28/21 | 191,639 | 0.1 | ||||||||||
61,000 | # | Mylan NV, 3.150%, 06/15/21 | 59,873 | 0.0 | ||||||||||
40,000 | # | Mylan NV, 3.750%, 12/15/20 | 40,396 | 0.0 | ||||||||||
64,000 | # | Mylan NV, 3.950%, 06/15/26 | 59,926 | 0.0 | ||||||||||
115,000 | Mylan, Inc., 2.600%, 06/24/18 | 115,689 | 0.1 | |||||||||||
64,000 | PepsiCo, Inc., 1.250%, 04/30/18 | 63,945 | 0.0 |
See Accompanying Notes to Financial Statements
8 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
89,000 | PepsiCo, Inc., 4.450%, 04/14/46 | 94,833 | 0.0 | |||||||||||
97,000 | Pfizer, Inc., 1.450%, 06/03/19 | 96,418 | 0.1 | |||||||||||
84,000 | Pfizer, Inc., 2.750%, 06/03/26 | 81,529 | 0.0 | |||||||||||
84,000 | Pfizer, Inc., 4.400%, 05/15/44 | 88,763 | 0.0 | |||||||||||
33,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 32,598 | 0.0 | |||||||||||
60,000 | Philip Morris International, Inc., 5.650%, 05/16/18 | 63,237 | 0.0 | |||||||||||
55,000 | # | Post Holdings, Inc., 5.000%, 08/15/26 | 52,800 | 0.0 | ||||||||||
47,000 | L | Procter & Gamble Co, 1.600%, 11/15/18 | 47,316 | 0.0 | ||||||||||
71,000 | Reynolds American, Inc., 5.850%, 08/15/45 | 84,231 | 0.0 | |||||||||||
79,000 | L | RR Donnelley & Sons Co., 6.500%, 11/15/23 | 77,321 | 0.0 | ||||||||||
19,000 | Sanofi, 1.250%, 04/10/18 | 18,964 | 0.0 | |||||||||||
40,000 | Shire Acquisitions Investments Ireland DAC, 1.900%, 09/23/19 | 39,500 | 0.0 | |||||||||||
180,000 | Shire Acquisitions Investments Ireland DAC, 2.875%, 09/23/23 | 171,140 | 0.1 | |||||||||||
56,000 | St Jude Medical, Inc., 2.800%, 09/15/20 | 56,321 | 0.0 | |||||||||||
64,000 | St Jude Medical, Inc., 2.000%, 09/15/18 | 64,105 | 0.0 | |||||||||||
43,000 | Stryker Corp., 1.300%, 04/01/18 | 42,827 | 0.0 | |||||||||||
30,000 | Sysco Corp., 1.900%, 04/01/19 | 29,911 | 0.0 | |||||||||||
30,000 | Sysco Corp., 2.500%, 07/15/21 | 29,684 | 0.0 | |||||||||||
60,000 | Sysco Corp., 2.600%, 10/01/20 | 60,526 | 0.0 | |||||||||||
50,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.800%, 07/21/23 | 47,346 | 0.0 | |||||||||||
90,000 | Teva Pharmaceutical Finance Netherlands III BV, 3.150%, 10/01/26 | 83,019 | 0.0 | |||||||||||
30,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/19 | 29,481 | 0.0 | |||||||||||
47,000 | Thermo Fisher Scientific, Inc., 1.850%, 01/15/18 | 47,074 | 0.0 | |||||||||||
21,000 | Thermo Fisher Scientific, Inc., 2.150%, 12/14/18 | 21,102 | 0.0 | |||||||||||
60,000 | Thermo Fisher Scientific, Inc., 2.950%, 09/19/26 | 56,621 | 0.0 | |||||||||||
35,000 | United Rentals North America, Inc., 5.500%, 07/15/25 | 35,831 | 0.0 | |||||||||||
73,000 | UnitedHealth Group, Inc., 3.450%, 01/15/27 | 74,172 | 0.0 | |||||||||||
70,000 | UnitedHealth Group, Inc., 4.200%, 01/15/47 | 70,617 | 0.0 |
50,000 | # | Valeant Pharmaceuticals International, Inc., 7.000%, 10/01/20 | 43,344 | 0.0 | ||||||||||
100,000 | # | Valeant Pharmaceuticals International, 7.250%, 07/15/22 | 82,250 | 0.0 | ||||||||||
67,000 | # | WM Wrigley Jr Co., 2.400%, 10/21/18 | 67,615 | 0.0 | ||||||||||
6,406,422 | 1.5 | |||||||||||||
Energy: 1.0% | ||||||||||||||
70,000 | Anadarko Petroleum Corp., 4.850%, 03/15/21 | 75,067 | 0.0 | |||||||||||
55,000 | Antero Resources Corp., 5.375%, 11/01/21 | 56,444 | 0.0 | |||||||||||
110,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/26 | 119,543 | 0.1 | |||||||||||
15,000 | BP Capital Markets PLC, 1.674%, 02/13/18 | 15,016 | 0.0 | |||||||||||
70,000 | BP Capital Markets PLC, 2.315%, 02/13/20 | 69,996 | 0.0 | |||||||||||
56,000 | BP Capital Markets PLC, 3.062%, 03/17/22 | 56,627 | 0.0 | |||||||||||
50,000 | BP Capital Markets PLC, 3.119%, 05/04/26 | 48,821 | 0.0 | |||||||||||
34,000 | Cenovus Energy, Inc., 3.800%, 09/15/23 | 33,198 | 0.0 | |||||||||||
85,000 | Chevron Corp., 1.790%, 11/16/18 | 85,330 | 0.0 | |||||||||||
82,000 | Chevron Corp., 2.100%, 05/16/21 | 81,275 | 0.0 | |||||||||||
119,000 | Chevron Corp., 2.419%, 11/17/20 | 119,820 | 0.1 | |||||||||||
120,000 | Chevron Corp., 2.954%, 05/16/26 | 118,009 | 0.1 | |||||||||||
43,000 | Columbia Pipeline Group, Inc., 2.450%, 06/01/18 | 43,218 | 0.0 | |||||||||||
21,000 | Columbia Pipeline Group, Inc., 4.500%, 06/01/25 | 22,072 | 0.0 | |||||||||||
79,000 | Enable Midstream Partners L.P., 3.900%, 05/15/24 | 74,967 | 0.0 | |||||||||||
114,000 | Enbridge Energy Partners L.P., 9.875%, 03/01/19 | 129,575 | 0.1 | |||||||||||
15,000 | Enbridge, Inc., 3.500%, 06/10/24 | 14,615 | 0.0 | |||||||||||
129,000 | Energy Transfer Partners L.P., 9.700%, 03/15/19 | 148,085 | 0.1 | |||||||||||
65,000 | Enterprise Products Operating LLC, 1.650%, 05/07/18 | 64,829 | 0.0 | |||||||||||
21,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 21,087 | 0.0 | |||||||||||
45,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 45,744 | 0.0 | |||||||||||
60,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 61,711 | 0.0 |
See Accompanying Notes to Financial Statements
9 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
64,000 | Exxon Mobil Corp., 1.708%, 03/01/19 | 64,144 | 0.0 | |||||||||||
58,000 | Exxon Mobil Corp., 2.222%, 03/01/21 | 58,020 | 0.0 | |||||||||||
60,000 | Exxon Mobil Corp., 2.726%, 03/01/23 | 60,193 | 0.0 | |||||||||||
71,000 | Exxon Mobil Corp., 3.043%, 03/01/26 | 70,885 | 0.0 | |||||||||||
70,000 | Hess Corp., 4.300%, 04/01/27 | 69,718 | 0.0 | |||||||||||
50,000 | Hess Corp., 5.800%, 04/01/47 | 51,985 | 0.0 | |||||||||||
15,000 | # | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/24 | 14,963 | 0.0 | ||||||||||
50,000 | HollyFrontier Corp., 5.875%, 04/01/26 | 51,119 | 0.0 | |||||||||||
100,000 | KazMunayGas National Co. JSC, 7.000%, 05/05/20 | 110,128 | 0.0 | |||||||||||
25,000 | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/24 | 25,594 | 0.0 | |||||||||||
89,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/24 | 91,102 | 0.0 | |||||||||||
76,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 75,888 | 0.0 | |||||||||||
80,000 | # | Kinder Morgan Finance Co. LLC, 6.000%, 01/15/18 | 83,308 | 0.0 | ||||||||||
16,000 | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 16,481 | 0.0 | |||||||||||
37,000 | Marathon Petroleum Corp., 5.000%, 09/15/54 | 31,389 | 0.0 | |||||||||||
71,000 | Marathon Petroleum Corp., 6.500%, 03/01/41 | 76,061 | 0.0 | |||||||||||
83,000 | Occidental Petroleum Corp., 3.500%, 06/15/25 | 84,153 | 0.0 | |||||||||||
15,000 | Petroleos de Venezuela SA, 9.000%, 11/17/21 | 8,008 | 0.0 | |||||||||||
125,000 | Petroleos Mexicanos, 4.500%, 01/23/26 | 114,188 | 0.1 | |||||||||||
19,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 18,470 | 0.0 | |||||||||||
61,000 | Phillips 66 Partners L.P., 3.550%, 10/01/26 | 59,066 | 0.0 | |||||||||||
45,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/23 | 45,680 | 0.0 | |||||||||||
41,000 | Regency Energy Partners L.P. / Regency Energy Finance Corp., 5.500%, 04/15/23 | 42,538 | 0.0 | |||||||||||
200,000 | # | Reliance Industries Ltd., 5.875%, 02/28/49 | 198,250 | 0.1 | ||||||||||
15,000 | Shell International Finance BV, 1.375%, 09/12/19 | 14,788 | 0.0 | |||||||||||
30,000 | Shell International Finance BV, 1.750%, 09/12/21 | 29,145 | 0.0 |
110,000 | Shell International Finance BV, 3.250%, 05/11/25 | 109,884 | 0.0 | |||||||||||
20,000 | Shell International Finance BV, 4.375%, 05/11/45 | 20,268 | 0.0 | |||||||||||
116,000 | Shell International Finance BV, 4.000%, 05/10/46 | 110,974 | 0.1 | |||||||||||
65,000 | Spectra Energy Partners L.P., 3.375%, 10/15/26 | 62,205 | 0.0 | |||||||||||
64,000 | Statoil ASA, 1.950%, 11/08/18 | 64,212 | 0.0 | |||||||||||
100,000 | Statoil ASA, 2.450%, 01/17/23 | 97,595 | 0.0 | |||||||||||
23,000 | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/24 | 23,187 | 0.0 | |||||||||||
40,000 | Sunoco Logistics Partners Operations L.P., 5.350%, 05/15/45 | 38,696 | 0.0 | |||||||||||
20,000 | Tesoro Logistics L.P. / Tesoro Logistics Finance Corp., 5.250%, 01/15/25 | 20,500 | 0.0 | |||||||||||
125,000 | Williams Partners L.P., 3.600%, 03/15/22 | 125,682 | 0.1 | |||||||||||
50,000 | #,L | YPF SA, 8.500%, 07/28/25 | 50,825 | 0.0 | ||||||||||
200,000 | #,L | YPF SA, 8.875%, 12/19/18 | 218,050 | 0.1 | ||||||||||
4,012,391 | 1.0 | |||||||||||||
Financial: 2.9% | ||||||||||||||
200,000 | #,L | ABN AMRO Bank NV, 4.800%, 04/18/26 | 204,716 | 0.1 | ||||||||||
277,000 | Aegon NV, 1.677%, 07/29/49 | 200,301 | 0.1 | |||||||||||
19,000 | American International Group, Inc., 3.750%, 07/10/25 | 19,132 | 0.0 | |||||||||||
75,000 | American International Group, Inc., 4.500%, 07/16/44 | 74,101 | 0.0 | |||||||||||
7,000 | American International Group, Inc., 8.175%, 05/15/58 | 8,873 | 0.0 | |||||||||||
50,000 | Air Lease Corp., 2.125%, 01/15/20 | 49,264 | 0.0 | |||||||||||
90,000 | Air Lease Corp., 3.000%, 09/15/23 | 86,015 | 0.0 | |||||||||||
128,000 | American Express Credit Corp., 1.800%, 07/31/18 | 128,172 | 0.1 | |||||||||||
115,000 | American Tower Corp., 3.500%, 01/31/23 | 115,384 | 0.1 | |||||||||||
38,000 | Aon PLC, 2.800%, 03/15/21 | 37,990 | 0.0 | |||||||||||
40,000 | Arch Capital Finance LLC, 4.011%, 12/15/26 | 40,565 | 0.0 | |||||||||||
150,000 | # | Athene Global Funding, 2.875%, 10/23/18 | 149,954 | 0.1 | ||||||||||
250,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.050%, 09/23/19 | 248,970 | 0.1 | |||||||||||
45,000 | Bank of America Corp., 1.950%, 05/12/18 | 45,072 | 0.0 |
See Accompanying Notes to Financial Statements
10 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
84,000 | Bank of America Corp., 2.600%, 01/15/19 | 84,730 | 0.0 | |||||||||||
47,000 | Bank of America Corp., 2.625%, 10/19/20 | 47,033 | 0.0 | |||||||||||
103,000 | Bank of America Corp., 3.875%, 08/01/25 | 104,785 | 0.0 | |||||||||||
17,000 | Bank of America Corp., 3.950%, 04/21/25 | 16,931 | 0.0 | |||||||||||
66,000 | Bank of America Corp., 4.125%, 01/22/24 | 68,619 | 0.0 | |||||||||||
58,000 | Bank of America Corp., 4.250%, 10/22/26 | 58,734 | 0.0 | |||||||||||
25,000 | Bank of America Corp., 4.200%, 08/26/24 | 25,479 | 0.0 | |||||||||||
47,000 | Bank of America Corp., 4.000%, 04/01/24 | 48,493 | 0.0 | |||||||||||
30,000 | Bank of America Corp., 4.750%, 04/21/45 | 30,480 | 0.0 | |||||||||||
19,000 | Bank of America Corp., 2.151%, 11/09/20 | 18,758 | 0.0 | |||||||||||
90,000 | Bank of America Corp., 2.503%, 10/21/22 | 87,058 | 0.0 | |||||||||||
40,000 | Bank of Montreal, 1.500%, 07/18/19 | 39,473 | 0.0 | |||||||||||
30,000 | Bank of Montreal, 2.100%, 12/12/19 | 29,994 | 0.0 | |||||||||||
30,000 | Bank of Nova Scotia, 1.650%, 06/14/19 | 29,723 | 0.0 | |||||||||||
200,000 | Barclays PLC, 3.250%, 01/12/21 | 200,765 | 0.1 | |||||||||||
86,000 | BB&T Corp., 1.450%, 01/12/18 | 85,862 | 0.0 | |||||||||||
82,000 | Bank of New York Mellon Corp., 2.050%, 05/03/21 | 80,462 | 0.0 | |||||||||||
83,000 | Bank of New York Mellon Corp., 2.600%, 08/17/20 | 83,674 | 0.0 | |||||||||||
90,000 | Bank of New York Mellon Corp., 4.625%, 12/29/49 | 82,784 | 0.0 | |||||||||||
131,000 | Boston Properties L.P., 2.750%, 10/01/26 | 119,845 | 0.1 | |||||||||||
200,000 | # | BPCE SA, 5.700%, 10/22/23 | 210,765 | 0.1 | ||||||||||
75,000 | Brixmor Operating Partnership LP, 3.875%, 08/15/22 | 76,472 | 0.0 | |||||||||||
30,000 | Canadian Imperial Bank of Commerce, 1.600%, 09/06/19 | 29,699 | 0.0 | |||||||||||
90,000 | Capital One Financial Corp., 3.750%, 07/28/26 | 87,292 | 0.0 | |||||||||||
80,000 | CBL & Associates L.P., 5.950%, 12/15/26 | 80,617 | 0.0 | |||||||||||
86,000 | Citigroup, Inc., 2.050%, 12/07/18 | 86,013 | 0.0 | |||||||||||
84,000 | Citigroup, Inc., 2.500%, 07/29/19 | 84,591 | 0.0 | |||||||||||
33,000 | Citigroup, Inc., 4.125%, 07/25/28 | 32,618 | 0.0 | |||||||||||
89,000 | Citigroup, Inc., 4.450%, 09/29/27 | 90,676 | 0.0 | |||||||||||
25,000 | Citigroup, Inc., 4.000%, 08/05/24 | 25,205 | 0.0 | |||||||||||
38,000 | Citigroup, Inc., 5.500%, 09/13/25 | 41,782 | 0.0 |
40,000 | Citigroup, Inc., 6.675%, 09/13/43 | 50,789 | 0.0 | |||||||||||
69,000 | Citigroup, Inc., 3.200%, 10/21/26 | 66,016 | 0.0 | |||||||||||
250,000 | Citizens Bank NA/Providence RI, 2.450%, 12/04/19 | 250,890 | 0.1 | |||||||||||
65,000 | # | Commonwealth Bank of Australia, 1.375%, 09/06/18 | 64,579 | 0.0 | ||||||||||
144,000 | # | Commonwealth Bank of Australia, 2.850%, 05/18/26 | 137,630 | 0.1 | ||||||||||
260,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.375%, 08/04/25 | 266,921 | 0.1 | |||||||||||
116,000 | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 4.500%, 01/11/21 | 124,628 | 0.1 | |||||||||||
132,000 | Credit Suisse Group Funding Guernsey Ltd., 2.750%, 03/26/20 | 130,869 | 0.1 | |||||||||||
77,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | 77,697 | 0.0 | |||||||||||
250,000 | Credit Suisse/New York NY, 1.750%, 01/29/18 | 249,514 | 0.1 | |||||||||||
107,000 | Discover Bank/Greenwood DE, 2.600%, 11/13/18 | 107,954 | 0.0 | |||||||||||
136,000 | Equity One, Inc., 3.750%, 11/15/22 | 138,928 | 0.1 | |||||||||||
55,000 | # | ESH Hospitality, Inc., 5.250%, 05/01/25 | 54,863 | 0.0 | ||||||||||
116,000 | Fifth Third Bancorp, 4.500%, 06/01/18 | 119,949 | 0.1 | |||||||||||
45,000 | Goldman Sachs Group, Inc., 2.375%, 01/22/18 | 45,274 | 0.0 | |||||||||||
91,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 91,686 | 0.0 | |||||||||||
50,000 | Goldman Sachs Group, Inc., 2.625%, 04/25/21 | 49,644 | 0.0 | |||||||||||
107,000 | Goldman Sachs Group, Inc., 2.600%, 04/23/20 | 107,126 | 0.0 | |||||||||||
38,000 | Goldman Sachs Group, Inc., 2.750%, 09/15/20 | 38,169 | 0.0 | |||||||||||
70,000 | Goldman Sachs Group, Inc., 3.500%, 11/16/26 | 68,706 | 0.0 | |||||||||||
89,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | 90,889 | 0.0 | |||||||||||
32,000 | Goldman Sachs Group, Inc., 4.250%, 10/21/25 | 32,523 | 0.0 | |||||||||||
42,000 | Goldman Sachs Group, Inc., 5.150%, 05/22/45 | 44,254 | 0.0 | |||||||||||
76,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 93,991 | 0.0 | |||||||||||
52,000 | Hartford Financial Services Group, Inc., 6.625%, 03/30/40 | 64,276 | 0.0 | |||||||||||
100,000 | # | HBOS PLC, 6.750%, 05/21/18 | 105,675 | 0.0 | ||||||||||
25,000 | HCP, Inc., 3.875%, 08/15/24 | 24,999 | 0.0 | |||||||||||
30,000 | HCP, Inc., 4.000%, 12/01/22 | 30,888 | 0.0 |
See Accompanying Notes to Financial Statements
11 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
25,000 | HCP, Inc., 4.000%, 06/01/25 | 24,863 | 0.0 | |||||||||||
200,000 | HSBC Holdings PLC, 2.650%, 01/05/22 | 195,643 | 0.1 | |||||||||||
105,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 106,044 | 0.0 | |||||||||||
200,000 | # | ING Bank NV, 2.000%, 11/26/18 | 199,935 | 0.1 | ||||||||||
181,000 | # | International Lease Finance Corp., 7.125%, 09/01/18 | 195,480 | 0.1 | ||||||||||
400,000 | Intesa Sanpaolo SpA, 3.875%, 01/15/19 | 407,224 | 0.1 | |||||||||||
74,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 73,909 | 0.0 | |||||||||||
86,000 | JPMorgan Chase & Co., 1.700%, 03/01/18 | 85,996 | 0.0 | |||||||||||
89,000 | JPMorgan Chase & Co., 2.550%, 10/29/20 | 88,914 | 0.0 | |||||||||||
80,000 | JPMorgan Chase & Co., 2.550%, 03/01/21 | 79,719 | 0.0 | |||||||||||
84,000 | JPMorgan Chase & Co., 3.900%, 07/15/25 | 86,356 | 0.0 | |||||||||||
72,000 | JPMorgan Chase & Co., 4.125%, 12/15/26 | 73,527 | 0.0 | |||||||||||
75,000 | JPMorgan Chase & Co., 6.100%, 10/29/49 | 75,984 | 0.0 | |||||||||||
109,000 | JPMorgan Chase & Co., 6.000%, 12/29/49 | 109,681 | 0.0 | |||||||||||
62,000 | JPMorgan Chase & Co., 6.125%, 12/29/49 | 62,388 | 0.0 | |||||||||||
67,000 | JPMorgan Chase & Co., 3.625%, 12/01/27 | 65,041 | 0.0 | |||||||||||
62,000 | Kite Realty Group L.P., 4.000%, 10/01/26 | 59,358 | 0.0 | |||||||||||
50,000 | # | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | 49,570 | 0.0 | ||||||||||
45,000 | # | Mizuho Bank Ltd., 2.150%, 10/20/18 | 45,046 | 0.0 | ||||||||||
200,000 | Mizuho Financial Group, Inc., 2.273%, 09/13/21 | 194,149 | 0.1 | |||||||||||
100,000 | Morgan Stanley, 2.450%, 02/01/19 | 100,701 | 0.0 | |||||||||||
38,000 | Morgan Stanley, 2.500%, 04/21/21 | 37,592 | 0.0 | |||||||||||
70,000 | Morgan Stanley, 3.125%, 07/27/26 | 66,913 | 0.0 | |||||||||||
60,000 | Morgan Stanley, 3.875%, 01/27/26 | 60,637 | 0.0 | |||||||||||
55,000 | Morgan Stanley, 3.875%, 04/29/24 | 56,431 | 0.0 | |||||||||||
45,000 | Morgan Stanley, 3.950%, 04/23/27 | 44,571 | 0.0 | |||||||||||
90,000 | Morgan Stanley, 4.000%, 07/23/25 | 92,296 | 0.0 | |||||||||||
70,000 | L | MPT Operating Partnership L.P./MPT Finance Corp., 6.375%, 02/15/22 | 72,625 | 0.0 | ||||||||||
90,000 | MUFG Americas Holdings Corp., 2.250%, 02/10/20 | 89,024 | 0.0 | |||||||||||
30,000 | National Rural Utilities Cooperative Finance Corp., 1.500%, 11/01/19 | 29,746 | 0.0 |
25,000 | Principal Financial Group, Inc., 3.400%, 05/15/25 | 24,852 | 0.0 | |||||||||||
70,000 | # | Principal Life Global Funding II, 2.625%, 11/19/20 | 69,949 | 0.0 | ||||||||||
60,000 | Santander Holdings USA, Inc., 2.700%, 05/24/19 | 59,964 | 0.0 | |||||||||||
70,000 | Santander UK Group Holdings PLC, 2.875%, 10/16/20 | 69,509 | 0.0 | |||||||||||
70,000 | Santander UK PLC, 2.375%, 03/16/20 | 69,601 | 0.0 | |||||||||||
40,000 | # | Santander UK PLC, 5.000%, 11/07/23 | 40,829 | 0.0 | ||||||||||
73,000 | # | Scentre Group Trust 1 / Scentre Group Trust 2, 3.500%, 02/12/25 | 72,066 | 0.0 | ||||||||||
70,000 | Select Income REIT, 4.150%, 02/01/22 | 69,329 | 0.0 | |||||||||||
93,000 | Senior Housing Properties Trust, 3.250%, 05/01/19 | 93,295 | 0.0 | |||||||||||
40,000 | Simon Property Group L.P., 3.250%, 11/30/26 | 39,243 | 0.0 | |||||||||||
70,000 | Simon Property Group L.P., 4.250%, 11/30/46 | 68,835 | 0.0 | |||||||||||
200,000 | #,L | Societe Generale SA, 4.250%, 08/19/26 | 193,276 | 0.1 | ||||||||||
120,000 | #,L | Standard Chartered PLC, 4.300%, 02/19/27 | 114,348 | 0.0 | ||||||||||
250,000 | Sumitomo Mitsui Banking Corp., 2.450%, 01/16/20 | 249,431 | 0.1 | |||||||||||
50,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/21 | 49,174 | 0.0 | |||||||||||
100,000 | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/26 | 95,670 | 0.0 | |||||||||||
55,000 | Toronto-Dominion Bank, 1.450%, 09/06/18 | 54,748 | 0.0 | |||||||||||
127,000 | Toronto-Dominion Bank, 2.250%, 11/05/19 | 127,746 | 0.1 | |||||||||||
28,000 | Toronto-Dominion Bank, 3.625%, 09/15/31 | 27,557 | 0.0 | |||||||||||
75,000 | # | UBS Group Funding Jersey Ltd., 3.000%, 04/15/21 | 75,050 | 0.0 | ||||||||||
210,000 | # | UBS Group Funding Jersey Ltd., 4.125%, 04/15/26 | 214,883 | 0.1 | ||||||||||
41,000 | # | UBS Group Funding Jersey Ltd., 4.125%, 09/24/25 | 41,811 | 0.0 | ||||||||||
128,000 | US Bancorp, 1.950%, 11/15/18 | 128,660 | 0.1 | |||||||||||
120,000 | US Bancorp, 2.350%, 01/29/21 | 120,246 | 0.1 | |||||||||||
90,000 | Visa, Inc., 3.150%, 12/14/25 | 90,372 | 0.0 | |||||||||||
60,000 | Washington Real Estate Investment Trust, 3.950%, 10/15/22 | 59,855 | 0.0 | |||||||||||
200,000 | # | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/19 | 202,326 | 0.1 |
See Accompanying Notes to Financial Statements
12 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
107,000 | Wells Fargo & Co., 1.500%, 01/16/18 | 106,876 | 0.0 | |||||||||||
25,000 | Wells Fargo & Co., 3.000%, 10/23/26 | 23,799 | 0.0 | |||||||||||
60,000 | Wells Fargo & Co., 3.900%, 05/01/45 | 56,935 | 0.0 | |||||||||||
105,000 | Wells Fargo & Co., 4.100%, 06/03/26 | 106,358 | 0.0 | |||||||||||
65,000 | Wells Fargo & Co., 5.900%, 12/29/49 | 65,406 | 0.0 | |||||||||||
35,000 | Westpac Banking Corp., 1.600%, 08/19/19 | 34,581 | 0.0 | |||||||||||
60,000 | XLIT Ltd., 5.500%, 03/31/45 | 57,032 | 0.0 | |||||||||||
12,230,223 | 2.9 | |||||||||||||
Industrial: 0.2% | ||||||||||||||
20,000 | BNSF Funding Trust I, 6.613%, 12/15/55 | 22,950 | 0.0 | |||||||||||
57,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/19 | 57,228 | 0.0 | |||||||||||
115,000 | General Electric Co., 4.375%, 09/16/20 | 123,581 | 0.1 | |||||||||||
241,000 | General Electric Co., 5.000%, 12/29/49 | 250,387 | 0.1 | |||||||||||
57,000 | Ingersoll-Rand Global Holding Co. Ltd, 6.875%, 08/15/18 | 61,589 | 0.0 | |||||||||||
34,000 | John Deere Capital Corp., 1.300%, 03/12/18 | 33,910 | 0.0 | |||||||||||
53,000 | Lockheed Martin Corp., 1.850%, 11/23/18 | 53,225 | 0.0 | |||||||||||
80,000 | Lockheed Martin Corp., 2.500%, 11/23/20 | 80,686 | 0.0 | |||||||||||
65,000 | # | Novelis Corp., 5.875%, 09/30/26 | 65,813 | 0.0 | ||||||||||
25,000 | # | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | 26,109 | 0.0 | ||||||||||
50,000 | Roper Technologies, Inc., 2.800%, 12/15/21 | 49,983 | 0.0 | |||||||||||
825,461 | 0.2 | |||||||||||||
Technology: 0.4% | ||||||||||||||
100,000 | Analog Devices, Inc., 3.125%, 12/05/23 | 99,992 | 0.0 | |||||||||||
40,000 | Analog Devices, Inc., 3.500%, 12/05/26 | 39,564 | 0.0 | |||||||||||
97,000 | Apple, Inc., 1.550%, 02/07/20 | 95,806 | 0.0 | |||||||||||
60,000 | Apple, Inc., 2.450%, 08/04/26 | 56,297 | 0.0 | |||||||||||
35,000 | Apple, Inc., 4.650%, 02/23/46 | 37,811 | 0.0 | |||||||||||
50,000 | Applied Materials, Inc., 3.900%, 10/01/25 | 52,707 | 0.0 | |||||||||||
106,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 3.480%, 06/01/19 | 108,240 | 0.1 | ||||||||||
104,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 4.420%, 06/15/21 | 107,629 | 0.1 |
110,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 5.450%, 06/15/23 | 116,717 | 0.1 | ||||||||||
102,000 | # | Diamond 1 Finance Corp. / Diamond 2 Finance Corp., 6.020%, 06/15/26 | 110,549 | 0.1 | ||||||||||
44,000 | Fidelity National Information Services, Inc., 2.850%, 10/15/18 | 44,776 | 0.0 | |||||||||||
85,000 | Fidelity National Information Services, Inc., 3.625%, 10/15/20 | 88,009 | 0.0 | |||||||||||
80,000 | Hewlett Packard Enterprise Co., 2.850%, 10/05/18 | 80,793 | 0.0 | |||||||||||
30,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | 31,247 | 0.0 | |||||||||||
7,000 | Hewlett Packard Enterprise Co., 4.900%, 10/15/25 | 7,205 | 0.0 | |||||||||||
55,000 | Intel Corp., 2.600%, 05/19/26 | 53,181 | 0.0 | |||||||||||
48,000 | KLA-Tencor Corp., 4.125%, 11/01/21 | 50,062 | 0.0 | |||||||||||
42,000 | Microsoft Corp., 1.300%, 11/03/18 | 41,970 | 0.0 | |||||||||||
25,000 | Microsoft Corp., 1.550%, 08/08/21 | 24,241 | 0.0 | |||||||||||
70,000 | Microsoft Corp., 3.700%, 08/08/46 | 65,932 | 0.0 | |||||||||||
30,000 | Microsoft Corp., 4.200%, 11/03/35 | 31,580 | 0.0 | |||||||||||
97,000 | Microsoft Corp., 4.450%, 11/03/45 | 103,390 | 0.0 | |||||||||||
50,000 | Oracle Corp., 3.850%, 07/15/36 | 48,813 | 0.0 | |||||||||||
83,000 | Oracle Corp., 4.125%, 05/15/45 | 80,474 | 0.0 | |||||||||||
75,000 | Oracle Corp., 4.300%, 07/08/34 | 77,573 | 0.0 | |||||||||||
59,000 | Oracle Corp., 5.750%, 04/15/18 | 62,334 | 0.0 | |||||||||||
1,716,892 | 0.4 | |||||||||||||
Utilities: 0.6% | ||||||||||||||
50,000 | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/42 | 47,054 | 0.0 | |||||||||||
50,000 | Consolidated Edison Co. of New York, Inc., 2.900%, 12/01/26 | 49,121 | 0.0 | |||||||||||
10,000 | Dominion Resources, Inc./VA, 1.600%, 08/15/19 | 9,849 | 0.0 | |||||||||||
50,000 | Duke Energy Carolinas LLC, 3.875%, 03/15/46 | 48,932 | 0.0 | |||||||||||
130,000 | Duke Energy Corp., 1.800%, 09/01/21 | 125,249 | 0.1 | |||||||||||
70,000 | Duke Energy Carolinas LLC, 2.950%, 12/01/26 | 68,843 | 0.0 | |||||||||||
58,000 | # | Duquesne Light Holdings, Inc., 5.900%, 12/01/21 | 64,898 | 0.0 | ||||||||||
86,000 | # | Duquesne Light Holdings, Inc., 6.400%, 09/15/20 | 95,969 | 0.0 |
See Accompanying Notes to Financial Statements
13 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
27,000 | # | Electricite de France SA, 2.350%, 10/13/20 | 26,736 | 0.0 | ||||||||||
200,000 | # | Empresa de Energia de Bogota SA ESP, 6.125%, 11/10/21 | 206,500 | 0.1 | ||||||||||
70,000 | Entergy Corp., 2.950%, 09/01/26 | 65,517 | 0.0 | |||||||||||
70,000 | Entergy Louisiana LLC, 2.400%, 10/01/26 | 65,301 | 0.0 | |||||||||||
53,000 | Entergy Texas, Inc., 7.125%, 02/01/19 | 58,334 | 0.0 | |||||||||||
60,000 | Exelon Corp., 2.850%, 06/15/20 | 60,654 | 0.0 | |||||||||||
70,000 | Exelon Corp., 3.400%, 04/15/26 | 68,719 | 0.0 | |||||||||||
79,000 | FirstEnergy Corp., 2.750%, 03/15/18 | 79,730 | 0.0 | |||||||||||
118,000 | FirstEnergy Corp., 4.250%, 03/15/23 | 122,031 | 0.1 | |||||||||||
70,000 | Georgia Power Co., 1.950%, 12/01/18 | 70,289 | 0.0 | |||||||||||
49,000 | Indiana Michigan Power Co., 7.000%, 03/15/19 | 54,009 | 0.0 | |||||||||||
97,000 | # | Jersey Central Power & Light Co., 4.300%, 01/15/26 | 100,469 | 0.1 | ||||||||||
244,000 | Metropolitan Edison Co., 7.700%, 01/15/19 | 268,527 | 0.1 | |||||||||||
26,000 | Nevada Power Co., 7.125%, 03/15/19 | 28,904 | 0.0 | |||||||||||
46,000 | # | New York State Electric & Gas Corp., 3.250%, 12/01/26 | 45,787 | 0.0 | ||||||||||
20,000 | NextEra Energy Capital Holdings, Inc., 1.649%, 09/01/18 | 19,942 | 0.0 | |||||||||||
109,000 | NextEra Energy Capital Holdings, Inc., 2.700%, 09/15/19 | 110,400 | 0.1 | |||||||||||
27,000 | NextEra Energy Capital Holdings, Inc., 3.625%, 06/15/23 | 27,462 | 0.0 | |||||||||||
58,000 | Nisource Finance Corp., 5.950%, 06/15/41 | 68,978 | 0.0 | |||||||||||
30,000 | Public Service Enterprise Group, Inc., 1.600%, 11/15/19 | 29,586 | 0.0 | |||||||||||
40,000 | Sempra Energy, 1.625%, 10/07/19 | 39,492 | 0.0 | |||||||||||
67,000 | TransAlta Corp., 4.500%, 11/15/22 | 65,856 | 0.0 | |||||||||||
50,000 | Virginia Electric & Power Co., 2.950%, 11/15/26 | 48,632 | 0.0 | |||||||||||
70,000 | Wisconsin Public Service Corp., 1.650%, 12/04/18 | 69,933 | 0.0 | |||||||||||
2,311,703 | 0.6 | |||||||||||||
Total Corporate Bonds/Notes (Cost $33,917,107) | 33,958,121 | 8.1 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.7% | ||||||||||||||
129,186 | Alternative Loan Trust 2005-10CB 1A1, 1.256%, 05/25/35 | 103,366 | 0.0 |
98,610 | Alternative Loan Trust 2005-51 3A2A, 1.857%, 11/20/35 | 86,405 | 0.0 | |||||||||||
112,517 | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | 101,375 | 0.0 | |||||||||||
199,790 | Alternative Loan Trust 2005-J2 1A12, 1.156%, 04/25/35 | 161,356 | 0.1 | |||||||||||
28,749 | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | 22,635 | 0.0 | |||||||||||
186,644 | Alternative Loan Trust 2006-19CB A12, 1.156%, 08/25/36 | 114,645 | 0.0 | |||||||||||
172,156 | Alternative Loan Trust 2006-HY11 A1, 0.876%, 06/25/36 | 140,254 | 0.0 | |||||||||||
49,819 | Alternative Loan Trust 2007-23CB A3, 1.256%, 09/25/37 | 26,351 | 0.0 | |||||||||||
246,273 | Alternative Loan Trust 2007-2CB 2A1, 1.356%, 03/25/37 | 145,125 | 0.1 | |||||||||||
90,601 | Alternative Loan Trust 2004-J7 MI, 1.604%, 10/25/34 | 78,181 | 0.0 | |||||||||||
45,136 | # | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | 45,510 | 0.0 | ||||||||||
25,801 | Banc of America Mortgage 2005-J Trust 2A4, 3.427%, 11/25/35 | 23,977 | 0.0 | |||||||||||
91,768 | Bear Stearns ALT-A Trust 2005-7 21A1, 3.269%, 09/25/35 | 83,148 | 0.0 | |||||||||||
40,000 | # | Bellemeade Re Ltd. 2015-1A M2, 5.056%, 07/25/25 | 40,276 | 0.0 | ||||||||||
207,970 | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.159%, 03/25/36 | 184,587 | 0.1 | |||||||||||
114,286 | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.395%, 09/25/37 | 97,920 | 0.0 | |||||||||||
76,942 | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 1.016%, 08/19/45 | 63,350 | 0.0 | |||||||||||
340,536 | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | 375,567 | 0.1 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 5.006%, 04/25/29 | 103,411 | 0.0 | |||||||||||
40,000 | Fannie Mae Connecticut Avenue Securities 2014-C03 2M2, 3.656%, 07/25/24 | 40,202 | 0.0 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 3.756%, 07/25/24 | 100,372 | 0.0 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 1M2, 5.656%, 11/25/24 | 108,704 | 0.0 |
See Accompanying Notes to Financial Statements
14 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
60,000 | Fannie Mae Connecticut Avenue Securities 2014-CO4 2M2, 5.756%, 11/25/24 | 65,073 | 0.0 | |||||||||||
170,000 | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.756%, 05/25/25 | 177,492 | 0.1 | |||||||||||
100,000 | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 5.756%, 07/25/25 | 107,496 | 0.0 | |||||||||||
65,333 | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 5.056%, 02/25/25 | 68,773 | 0.0 | |||||||||||
179,151 | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/31 | 198,660 | 0.1 | |||||||||||
2,068 | Fannie Mae REMIC Trust 2004-W6 1A1, 5.000%, 07/25/34 | 2,069 | 0.0 | |||||||||||
550,465 | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | 587,431 | 0.2 | |||||||||||
550,054 | Fannie Mae REMIC Trust 2009-50 HZ, 5.578%, 02/25/49 | 596,932 | 0.2 | |||||||||||
259,909 | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/41 | 276,644 | 0.1 | |||||||||||
381,531 | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/40 | 416,861 | 0.1 | |||||||||||
28,980 | First Horizon Alternative Mortgage Securities Trust 2006-FA4 1A1, 6.000%, 08/25/36 | 24,197 | 0.0 | |||||||||||
92,905 | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 1.056%, 12/25/36 | 47,442 | 0.0 | |||||||||||
92,905 | ^ | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.944%, 12/25/36 | 24,051 | 0.0 | ||||||||||
194,027 | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | 222,996 | 0.1 | |||||||||||
207,314 | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | 236,163 | 0.1 | |||||||||||
143,977 | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | 161,522 | 0.1 | |||||||||||
41,347 | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | 46,173 | 0.0 | |||||||||||
107,216 | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | 117,193 | 0.0 | |||||||||||
337,565 | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | 378,254 | 0.1 | |||||||||||
138,708 | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | 155,398 | 0.1 | |||||||||||
117,471 | ^ | Freddie Mac REMIC Trust 3524 LA, 5.252%, 03/15/33 | 128,202 | 0.0 |
131,688 | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | 146,711 | 0.1 | |||||||||||
159,764 | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | 174,254 | 0.1 | |||||||||||
28,080 | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | 30,241 | 0.0 | |||||||||||
367,587 | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | 371,716 | 0.1 | |||||||||||
446,332 | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | 492,111 | 0.1 | |||||||||||
446,332 | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | 484,311 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN1 M3, 5.256%, 02/25/24 | 109,195 | 0.0 | |||||||||||
180,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN2 M3, 4.356%, 04/25/24 | 186,684 | 0.1 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.756%, 08/25/24 | 104,206 | 0.0 | |||||||||||
250,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN4 M3, 5.306%, 10/25/24 | 267,751 | 0.1 | |||||||||||
50,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ3 M3, 5.506%, 10/25/24 | 54,323 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 5.456%, 04/25/28 | 108,282 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ2 M3, 4.006%, 05/25/25 | 103,554 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQA2 M3, 5.556%, 05/25/28 | 107,801 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 6.306%, 07/25/28 | 111,896 | 0.0 | |||||||||||
100,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 4.556%, 03/25/29 | 100,335 | 0.0 | |||||||||||
200,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.606%, 03/25/29 | 200,313 | 0.1 | |||||||||||
117,592 | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | 126,513 | 0.0 | |||||||||||
317,685 | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/40 | 334,849 | 0.1 |
See Accompanying Notes to Financial Statements
15 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
51,920 | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | 60,020 | 0.0 | |||||||||||
113,089 | HomeBanc Mortgage Trust 2004-1 2A, 1.616%, 08/25/29 | 105,436 | 0.0 | |||||||||||
63,735 | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.966%, 04/25/46 | 52,779 | 0.0 | |||||||||||
51,971 | Lehman XS Trust Series 2005-5N 1A2, 1.116%, 11/25/35 | 40,780 | 0.0 | |||||||||||
74,484 | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | 63,076 | 0.0 | |||||||||||
36,811 | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/37 | 33,159 | 0.0 | |||||||||||
60,618 | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.224%, 10/25/36 | 51,526 | 0.0 | |||||||||||
155,968 | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.266%, 08/25/45 | 137,689 | 0.0 | |||||||||||
45,716 | WaMu Mortgage Pass-Through Certificates Series 2006-AR6 2A3, 2.851%, 08/25/36 | 41,019 | 0.0 | |||||||||||
74,052 | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.804%, 08/25/46 | 64,941 | 0.0 | |||||||||||
17,803 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.676%, 12/25/36 | 16,440 | 0.0 | |||||||||||
77,966 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.361%, 04/25/37 | 68,117 | 0.0 | |||||||||||
147,450 | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 2.600%, 07/25/37 | 121,038 | 0.0 | |||||||||||
363,373 | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 4A, 1.557%, 06/25/46 | 281,433 | 0.1 | |||||||||||
50,578 | Wells Fargo Alternative Loan 2007-PA2 2A1, 1.186%, 06/25/37 | 37,428 | 0.0 | |||||||||||
67,071 | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 2A4, 3.200%, 04/25/36 | 61,568 | 0.0 |
87,773 | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust A1, 3.148%, 12/28/37 | 81,233 | 0.0 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $11,169,081) | 11,218,467 | 2.7 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.8% | ||||||||||||||
175,000 | # | Argentine Republic Government International Bond, 6.875%, 04/22/21 | 186,812 | 0.1 | ||||||||||
50,000 | Brazil Government International Bond, 8.750%, 02/04/25 | 61,400 | 0.0 | |||||||||||
BRL | 230,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/19 | 69,580 | 0.0 | ||||||||||
BRL | 609,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/21 | 180,196 | 0.1 | ||||||||||
BRL | 506,000 | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/23 | 146,659 | 0.0 | ||||||||||
200,000 | Colombia Government International Bond, 2.625%, 03/15/23 | 189,000 | 0.1 | |||||||||||
66,000 | Colombia Government International Bond, 8.125%, 05/21/24 | 82,747 | 0.0 | |||||||||||
COP | 588,600,000 | Colombian TES, 11.000%, 07/24/20 | 223,908 | 0.1 | ||||||||||
100,000 | # | Dominican Republic International Bond, 5.500%, 01/27/25 | 96,926 | 0.0 | ||||||||||
29,000 | Guatemala Government Bond, 8.125%, 10/06/34 | 36,975 | 0.0 | |||||||||||
HUF | 30,880,000 | Hungary Government Bond, 6.000%, 11/24/23 | 129,876 | 0.0 | ||||||||||
HUF | 64,050,000 | Hungary Government Bond, 7.500%, 11/12/20 | 269,194 | 0.1 | ||||||||||
62,000 | Hungary Government International Bond, 5.375%, 02/21/23 | 67,312 | 0.0 | |||||||||||
100,000 | Indonesia Government International Bond, 8.500%, 10/12/35 | 136,114 | 0.0 | |||||||||||
IDR | 644,000,000 | Indonesia Treasury Bond, 8.375%, 09/15/26 | 49,259 | 0.0 | ||||||||||
IDR | 689,000,000 | Indonesia Treasury Bond, 11.000%, 09/15/25 | 60,660 | 0.0 | ||||||||||
55,000 | Lebanon Government International Bond, 6.000%, 01/27/23 | 53,083 | 0.0 | |||||||||||
50,000 | L | Peruvian Government International Bond, 4.125%, 08/25/27 | 52,188 | 0.0 | ||||||||||
50,000 | Philippine Government International Bond, 9.500%, 02/02/30 | 78,973 | 0.0 | |||||||||||
30,000 | Republic of Poland Government International Bond, 3.250%, 04/06/26 | 28,860 | 0.0 |
See Accompanying Notes to Financial Statements
16 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
50,000 | Republic of Poland Government International Bond, 4.000%, 01/22/24 | 51,256 | 0.0 | |||||||||||
RON | 200,000 | Romania Government Bond, 5.850%, 04/26/23 | 53,587 | 0.0 | ||||||||||
50,000 | Romanian Government International Bond, 4.375%, 08/22/23 | 51,580 | 0.0 | |||||||||||
10,000 | # | Romanian Government International Bond, 4.375%, 08/22/23 | 10,316 | 0.0 | ||||||||||
RUB | 6,190,000 | Russian Federal Bond - OFZ, 6.400%, 05/27/20 | 96,094 | 0.0 | ||||||||||
RUB | 6,280,000 | Russian Federal Bond - OFZ, 7.000%, 01/25/23 | 96,997 | 0.0 | ||||||||||
RUB | 10,900,000 | Russian Federal Bond - OFZ, 7.500%, 08/18/21 | 173,988 | 0.1 | ||||||||||
RUB | 5,040,000 | Russian Federal Bond - OFZ, 7.000%, 08/16/23 | 77,520 | 0.0 | ||||||||||
200,000 | Russian Foreign Bond - Eurobond, 4.750%, 05/27/26 | 205,220 | 0.1 | |||||||||||
147,000 | Turkey Government International Bond, 7.375%, 02/05/25 | 161,608 | 0.1 | |||||||||||
50,000 | Uruguay Government International Bond, 4.375%, 10/27/27 | 50,378 | 0.0 | |||||||||||
23,539 | Uruguay Government International Bond, 7.625%, 03/21/36 | 29,456 | 0.0 | |||||||||||
Total Foreign Government Bonds (Cost $3,315,080) | 3,257,722 | 0.8 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.7% | ||||||||||||||
190,000 | # | BAMLL Commercial Mortgage Securities Trust 2015-ASHF C, 2.704%, 01/15/28 | 184,503 | 0.1 | ||||||||||
120,000 | Banc of America Commercial Mortgage Trust 2007-3 AJ, 5.549%, 06/10/49 | 121,609 | 0.0 | |||||||||||
150,000 | Banc of America Commercial Mortgage Trust 2007-4 AJ, 5.814%, 02/10/51 | 151,281 | 0.1 | |||||||||||
30,000 | # | Banc of America Commercial Mortgage Trust 2007-4 B, 5.814%, 02/10/51 | 29,922 | 0.0 | ||||||||||
2,180,000 | #,^ | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | 97,815 | 0.0 | ||||||||||
196,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR4 G, 6.015%, 06/11/41 | 212,554 | 0.1 | ||||||||||
70,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 E, 5.406%, 11/11/41 | 72,893 | 0.0 |
210,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.670%, 11/11/41 | 218,459 | 0.1 | ||||||||||
140,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP18 F, 5.801%, 02/13/42 | 142,524 | 0.1 | ||||||||||
17,197 | Bear Stearns Commercial Mortgage Securities Trust 2005-TOP20 C, 5.124%, 10/12/42 | 17,178 | 0.0 | |||||||||||
73,428 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.714%, 04/12/38 | 75,038 | 0.0 | ||||||||||
260,000 | # | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.714%, 04/12/38 | 244,253 | 0.1 | ||||||||||
112,164 | # | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | 112,502 | 0.0 | ||||||||||
5,510,000 | ^ | CFCRE Commercial Mortgage Trust 2016-C7, 0.801%, 12/10/54 | 322,728 | 0.1 | ||||||||||
40,000 | # | Citigroup Commercial Mortgage Trust 2014-GC19, 4.901%, 03/10/47 | 35,068 | 0.0 | ||||||||||
100,000 | # | Citigroup Commercial Mortgage Trust 2016-GC36, 2.850%, 02/10/49 | 69,100 | 0.0 | ||||||||||
140,000 | Citigroup Commercial Mortgage Trust 2016-P4 A3, 2.646%, 07/10/49 | 133,408 | 0.1 | |||||||||||
70,000 | Citigroup Commercial Mortgage Trust 2016-P4 A4, 2.902%, 07/10/49 | 67,952 | 0.0 | |||||||||||
997,806 | ^ | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.017%, 07/10/49 | 133,125 | 0.1 | ||||||||||
110,000 | # | COMM 2004-LB2A H, 6.067%, 03/10/39 | 116,640 | 0.0 | ||||||||||
1,716,202 | ^ | COMM 2012-CR2 XA, 1.728%, 08/15/45 | 124,060 | 0.0 | ||||||||||
976,541 | ^ | COMM 2012-CR4 XA, 1.903%, 10/15/45 | 68,810 | 0.0 | ||||||||||
2,380,000 | #,^ | COMM 2012-CR4 XB, 0.593%, 10/15/45 | 77,327 | 0.0 | ||||||||||
603,890 | ^ | COMM 2013-LC6 XA, 1.683%, 01/10/46 | 33,407 | 0.0 | ||||||||||
2,005,615 | ^ | COMM 2014-UBS3 XA, 1.328%, 06/10/47 | 124,361 | 0.0 | ||||||||||
100,000 | # | COMM 2015-CR27 D, 3.472%, 10/10/48 | 76,444 | 0.0 | ||||||||||
100,000 | COMM 2015-PC1 D, 4.443%, 07/10/50 | 73,066 | 0.0 | |||||||||||
69,703 | # | Commercial Mortgage Trust 2004-GG1 F, 6.361%, 06/10/36 | 70,014 | 0.0 |
See Accompanying Notes to Financial Statements
17 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
40,000 | Commercial Mortgage Trust 2007-GG11 AJ, 6.032%, 12/10/49 | 40,000 | 0.0 | |||||||||||
66,350 | # | Credit Suisse Commercial Mortgage Trust Series 2006-K1A K, 5.415%, 02/25/21 | 66,321 | 0.0 | ||||||||||
5,190 | # | Credit Suisse First Boston Mortgage Securities Corp. 2003-C4 J, 5.322%, 08/15/36 | 5,182 | 0.0 | ||||||||||
50,000 | # | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.281%, 05/15/36 | 53,425 | 0.0 | ||||||||||
30,000 | Credit Suisse First Boston Mortgage Securities Corp. 2005-C3 C, 4.952%, 07/15/37 | 28,035 | 0.0 | |||||||||||
110,000 | # | CSAIL 2016-C7 Commercial Mortgage Trust, 4.394%, 11/15/49 | 78,266 | 0.0 | ||||||||||
60,000 | DBJPM Mortgage Trust 16-C3 A5, 2.890%, 09/10/49 | 58,688 | 0.0 | |||||||||||
100,000 | # | DBUBS 2011-LC2A D, 5.543%, 07/10/44 | 102,417 | 0.0 | ||||||||||
110,000 | # | DBUBS Mortgage Trust 2011-LC1A E, 5.685%, 11/10/46 | 115,274 | 0.0 | ||||||||||
21,741,719 | #,^ | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/45 | 76,470 | 0.0 | ||||||||||
100,000 | # | GS Mortgage Securities Trust 2010-C2 D, 5.184%, 12/10/43 | 100,788 | 0.0 | ||||||||||
100,000 | # | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | 81,374 | 0.0 | ||||||||||
1,715,002 | ^ | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.386%, 05/10/45 | 126,826 | 0.0 | ||||||||||
37,000 | # | GS Mortgage Securities Trust 2016-GS3, 2.620%, 10/10/49 | 26,533 | 0.0 | ||||||||||
1,949,207 | ^ | GS Mortgage Securities Trust 2016-GS4, 0.605%, 11/10/49 | 78,383 | 0.0 | ||||||||||
340,000 | # | Hudson Yards 2016-10HY Mortgage Trust, 2.835%, 08/10/38 | 328,679 | 0.1 | ||||||||||
40,000 | # | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.575%, 05/15/41 | 40,499 | 0.0 | ||||||||||
78,261 | JP Morgan Chase Commercial Mortgage Securities Corp. 2006-LDP8 B, 5.520%, 05/15/45 | 78,190 | 0.0 | |||||||||||
1,050,000 | #,^ | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.353%, 12/15/47 | 18,898 | 0.0 | ||||||||||
30,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CBX D, 5.097%, 01/12/37 | 30,774 | 0.0 |
150,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP11 AM, 5.753%, 06/15/49 | 151,590 | 0.1 | |||||||||||
196,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 A4, 2.822%, 08/15/49 | 190,603 | 0.1 | |||||||||||
888,061 | ^ | JPMBB Commercial Mortgage Securities Trust 2013-C12, 0.703%, 07/15/45 | 22,389 | 0.0 | ||||||||||
957,544 | ^ | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.194%, 04/15/47 | 35,603 | 0.0 | ||||||||||
1,262,116 | #,^ | LB-UBS Commercial Mortgage Trust 2004-C1 XST, 1.000%, 01/15/36 | 20 | 0.0 | ||||||||||
100,206 | # | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.652%, 02/15/40 | 100,273 | 0.0 | ||||||||||
12,701 | LB-UBS Commercial Mortgage Trust 2005-C3 D, 4.954%, 07/15/40 | 13,172 | 0.0 | |||||||||||
170,000 | LB-UBS Commercial Mortgage Trust 2005-C3 E, 4.983%, 07/15/40 | 170,962 | 0.1 | |||||||||||
130,000 | LB-UBS Commercial Mortgage Trust 2006-C4 D, 5.872%, 06/15/38 | 130,130 | 0.0 | |||||||||||
583,341 | #,^ | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.729%, 11/15/38 | 2,174 | 0.0 | ||||||||||
100,000 | # | Merrill Lynch Mortgage Trust 2005-MKB2 E, 6.120%, 09/12/42 | 105,544 | 0.0 | ||||||||||
1,144,544 | ^ | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19, 1.147%, 12/15/47 | 63,494 | 0.0 | ||||||||||
130,000 | # | Morgan Stanley Capital I Trust 2011-C1 C, 5.432%, 09/15/47 | 142,026 | 0.1 | ||||||||||
100,000 | # | Morgan Stanley Capital I Trust 2011-C1 D, 5.432%, 09/15/47 | 107,031 | 0.0 | ||||||||||
100,000 | # | Morgan Stanley Capital I Trust 2011-C1 E, 5.432%, 09/15/47 | 106,797 | 0.0 | ||||||||||
100,000 | # | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | 92,249 | 0.0 | ||||||||||
49,389 | Wachovia Bank Commercial Mortgage Trust Series 2006-C25 C, 5.792%, 05/15/43 | 49,323 | 0.0 | |||||||||||
3,803,481 | #,^ | Wells Fargo Commercial Mortgage Trust 2012-LC5 XA, 2.018%, 10/15/45 | 270,568 | 0.1 | ||||||||||
140,000 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/48 | 143,893 | 0.1 |
See Accompanying Notes to Financial Statements
18 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
20,000 | # | Wells Fargo Commercial Mortgage Trust 2016-C34, 5.030%, 06/15/49 | 16,100 | 0.0 | ||||||||||
170,000 | Wells Fargo Commercial Mortgage Trust 2016-C35 A3, 2.674%, 07/15/48 | 162,522 | 0.1 | |||||||||||
986,178 | ^ | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 2.011%, 07/15/48 | 131,727 | 0.0 | ||||||||||
1,340,677 | ^ | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.569%, 01/15/59 | 122,835 | 0.0 | ||||||||||
414,056 | #,^ | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.989%, 08/15/45 | 30,363 | 0.0 | ||||||||||
577,357 | #,^ | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.380%, 03/15/48 | 32,083 | 0.0 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $7,246,220) | 7,134,534 | 1.7 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 4.8% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 0.9% | ||||||||||||||
3,976,668 | 0.125%, due 04/15/21 | 4,001,729 | 0.9 | |||||||||||
U.S. Treasury Bonds: 1.4% | ||||||||||||||
2,749,000 | L | 2.000%, due 11/15/26 | 2,641,039 | 0.6 | ||||||||||
3,678,000 | L | 2.250%, due 08/15/46 | 3,084,779 | 0.8 | ||||||||||
2,000 | 3.000%, due 11/15/45 | 1,968 | 0.0 | |||||||||||
5,727,786 | 1.4 | |||||||||||||
U.S. Treasury Notes: 2.5% | ||||||||||||||
496,000 | 0.875%, due 05/31/18 | 495,081 | 0.1 | |||||||||||
2,106,000 | L | 1.000%, due 11/30/18 | 2,099,067 | 0.5 | ||||||||||
3,738,000 | 1.375%, due 12/15/19 | 3,727,324 | 0.9 | |||||||||||
7,000 | 1.375%, due 01/31/21 | 6,884 | 0.0 | |||||||||||
10,000 | 1.625%, due 02/15/26 | 9,331 | 0.0 | |||||||||||
767,000 | L | 1.750%, due 11/30/21 | 760,620 | 0.2 | ||||||||||
31,000 | 1.750%, due 01/31/23 | 30,255 | 0.0 | |||||||||||
3,363,000 | 2.125%, due 11/30/23 | 3,337,028 | 0.8 | |||||||||||
10,465,590 | 2.5 | |||||||||||||
Total U.S. Treasury Obligations (Cost $20,294,732) | 20,195,105 | 4.8 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.9% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.6%## | ||||||||||||||
23,820 | 2.500%, due 05/01/30 | 23,918 | 0.0 | |||||||||||
25,419 | 2.500%, due 05/01/30 | 25,510 | 0.0 | |||||||||||
34,729 | 2.500%, due 06/01/30 | 34,853 | 0.0 | |||||||||||
49,130 | 3.000%, due 03/01/45 | 48,897 | 0.0 | |||||||||||
52,849 | 3.000%, due 03/01/45 | 52,574 | 0.0 | |||||||||||
60,742 | 3.000%, due 04/01/45 | 60,427 | 0.0 | |||||||||||
237,000 | W | 3.500%, due 07/15/41 | 242,693 | 0.1 | ||||||||||
102,110 | 3.500%, due 03/01/45 | 104,898 | 0.1 | |||||||||||
70,000 | W | 4.000%, due 08/15/40 | 73,529 | 0.0 | ||||||||||
364,375 | 4.000%, due 12/01/41 | 383,961 | 0.1 | |||||||||||
85,434 | 4.000%, due 12/01/42 | 90,616 | 0.0 | |||||||||||
33,158 | 4.000%, due 09/01/45 | 34,864 | 0.0 |
21,278 | 4.000%, due 09/01/45 | 22,369 | 0.0 | |||||||||||
22,362 | 4.000%, due 09/01/45 | 23,513 | 0.0 | |||||||||||
18,377 | 4.000%, due 09/01/45 | 19,322 | 0.0 | |||||||||||
24,136 | 4.000%, due 11/01/45 | 25,374 | 0.0 | |||||||||||
377,913 | 4.500%, due 08/01/41 | 406,346 | 0.1 | |||||||||||
700,030 | 4.500%, due 09/01/41 | 754,345 | 0.2 | |||||||||||
8,007 | 5.500%, due 07/01/37 | 9,023 | 0.0 | |||||||||||
6,354 | 6.500%, due 12/01/31 | 7,248 | 0.0 | |||||||||||
2,444,280 | 0.6 | |||||||||||||
Federal National Mortgage Association: 0.9%## | ||||||||||||||
41,963 | 2.500%, due 05/01/30 | 42,098 | 0.0 | |||||||||||
58,504 | 2.500%, due 06/01/30 | 58,666 | 0.0 | |||||||||||
90,240 | 2.500%, due 06/01/30 | 90,490 | 0.0 | |||||||||||
34,003 | 2.500%, due 07/01/30 | 34,097 | 0.0 | |||||||||||
267,594 | 3.000%, due 08/01/30 | 275,104 | 0.1 | |||||||||||
159,518 | 3.000%, due 09/01/30 | 164,086 | 0.0 | |||||||||||
269,636 | 3.000%, due 07/01/43 | 269,644 | 0.1 | |||||||||||
108,024 | 3.000%, due 09/01/43 | 108,026 | 0.0 | |||||||||||
446,728 | 3.000%, due 04/01/45 | 444,650 | 0.1 | |||||||||||
336,000 | W | 3.000%, due 01/18/47 | 333,813 | 0.1 | ||||||||||
150,485 | 3.500%, due 10/01/42 | 155,165 | 0.0 | |||||||||||
37,210 | 4.000%, due 07/01/42 | 39,301 | 0.0 | |||||||||||
269,800 | 4.000%, due 07/01/42 | 285,028 | 0.1 | |||||||||||
87,297 | 4.000%, due 06/01/45 | 92,128 | 0.0 | |||||||||||
67,006 | 4.500%, due 11/01/40 | 72,394 | 0.0 | |||||||||||
190,929 | 4.500%, due 10/01/41 | 206,335 | 0.1 | |||||||||||
57,257 | 5.000%, due 06/01/33 | 62,751 | 0.0 | |||||||||||
78,791 | 5.000%, due 07/01/35 | 86,549 | 0.0 | |||||||||||
13,483 | 5.000%, due 02/01/36 | 14,732 | 0.0 | |||||||||||
5,196 | 5.000%, due 07/01/36 | 5,709 | 0.0 | |||||||||||
165,349 | 5.000%, due 07/01/37 | 181,708 | 0.1 | |||||||||||
129,047 | 5.000%, due 07/01/37 | 141,763 | 0.0 | |||||||||||
191,228 | 5.000%, due 11/01/40 | 209,664 | 0.1 | |||||||||||
54,418 | 5.000%, due 05/01/41 | 59,342 | 0.0 | |||||||||||
135,499 | 5.000%, due 06/01/41 | 147,877 | 0.0 | |||||||||||
79,433 | 5.000%, due 06/01/41 | 86,955 | 0.0 | |||||||||||
192,533 | 5.500%, due 12/01/36 | 216,162 | 0.1 | |||||||||||
7,051 | 7.000%, due 06/01/29 | 7,705 | 0.0 | |||||||||||
741 | 7.000%, due 10/01/29 | 824 | 0.0 | |||||||||||
1,717 | 7.000%, due 01/01/32 | 1,831 | 0.0 | |||||||||||
627 | 7.000%, due 04/01/32 | 660 | 0.0 | |||||||||||
2,235 | 7.000%, due 05/01/32 | 2,482 | 0.0 | |||||||||||
1,030 | 7.500%, due 11/01/29 | 1,070 | 0.0 | |||||||||||
2,388 | 7.500%, due 10/01/30 | 2,395 | 0.0 | |||||||||||
3,901,204 | 0.9 | |||||||||||||
Government National Mortgage Association: 0.4% | ||||||||||||||
363,000 | W | 3.000%, due 01/15/43 | 367,573 | 0.1 | ||||||||||
350,000 | W | 3.500%, due 10/20/41 | 363,856 | 0.1 | ||||||||||
91,631 | 4.000%, due 11/20/40 | 98,321 | 0.0 | |||||||||||
180,533 | 4.000%, due 03/20/46 | 192,598 | 0.1 | |||||||||||
157,062 | 4.500%, due 08/20/41 | 169,353 | 0.1 | |||||||||||
130,174 | 5.140%, due 10/20/60 | 137,125 | 0.0 | |||||||||||
154,380 | 5.277%, due 10/20/60 | 162,498 | 0.0 | |||||||||||
1,491,324 | 0.4 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $7,788,352) | 7,836,808 | 1.9 | ||||||||||||
ASSET-BACKED SECURITIES: 1.9% | ||||||||||||||
Automobile Asset-Backed Securities: 0.1% | ||||||||||||||
40,000 | Capital Auto Receivables Asset Trust 2015-2 B, 2.290%, 05/20/20 | 40,191 | 0.0 |
See Accompanying Notes to Financial Statements
19 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
30,000 | Capital Auto Receivables Asset Trust 2015-2 C, 2.670%, 08/20/20 | 30,166 | 0.0 | |||||||||||
50,000 | GM Financial Automobile Leasing Trust 2015-2 B, 2.420%, 07/22/19 | 50,255 | 0.0 | |||||||||||
50,000 | GM Financial Automobile Leasing Trust 2015-2 C, 2.990%, 07/22/19 | 50,379 | 0.0 | |||||||||||
40,000 | # | MMCA Auto Owner Trust 2014-A C, 2.260%, 10/15/20 | 40,211 | 0.0 | ||||||||||
120,000 | # | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | 119,015 | 0.1 | ||||||||||
110,000 | # | Santander Drive Auto Receivables Trust 2013-A E, 4.710%, 01/15/21 | 112,827 | 0.0 | ||||||||||
110,000 | Santander Drive Auto Receivables Trust 2014-3 D, 2.650%, 08/17/20 | 111,314 | 0.0 | |||||||||||
30,000 | # | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | 29,963 | 0.0 | ||||||||||
584,321 | 0.1 | |||||||||||||
Home Equity Asset-Backed Securities: 0.0% | ||||||||||||||
200,000 | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/35 | 192,244 | 0.0 | |||||||||||
Other Asset-Backed Securities: 1.7% | ||||||||||||||
98,667 | # | Ajax Mortgage Loan Trust 2016-C, 4.000%, 10/25/57 | 99,123 | 0.0 | ||||||||||
200,000 | # | ALM VII Ltd. 2012-7A A1R, 2.334%, 10/15/28 | 200,595 | 0.1 | ||||||||||
120,000 | # | ALM VII R-2 Ltd., 2.887%, 10/15/27 | 119,988 | 0.0 | ||||||||||
250,000 | # | ALM VIII Ltd. 2013-8A A1R, 2.343%, 10/15/28 | 250,568 | 0.1 | ||||||||||
197,624 | #,^ | American Homes 4 Rent 2015-SFR2 XS, 10/17/45 | – | – | ||||||||||
170,000 | # | Apidos CLO XI, 2.324%, 01/17/28 | 170,268 | 0.0 | ||||||||||
100,000 | # | Apidos CLO XI, 2.834%, 01/17/28 | 100,097 | 0.0 | ||||||||||
100,000 | # | Apidos CLO XIV 2013-14A D, 4.380%, 04/15/25 | 98,849 | 0.0 | ||||||||||
100,000 | # | Apidos CLO XVII, 2.733%, 04/17/26 | 100,000 | 0.0 | ||||||||||
130,000 | # | Apidos CLO XVII, 3.383%, 04/17/26 | 130,000 | 0.0 | ||||||||||
90,000 | # | Apidos Clo XXV 2016-25A A1, 2.203%, 10/20/28 | 90,014 | 0.0 | ||||||||||
6,020 | # | AVANT Loans Funding Trust 2015-A A, 4.000%, 08/16/21 | 6,041 | 0.0 |
100,000 | # | Blue Hill CLO 2013-1A A, 2.360%, 01/15/26 | 100,031 | 0.0 | ||||||||||
250,000 | # | BlueMountain CLO 2012-2 Ltd., 2.304%, 11/20/28 | 250,414 | 0.1 | ||||||||||
100,000 | # | BlueMountain CLO 2014-4 Ltd., 3.437%, 11/30/26 | 99,998 | 0.0 | ||||||||||
250,000 | # | BlueMountain CLO 2015-1 Ltd., 3.235%, 04/13/27 | 250,000 | 0.1 | ||||||||||
250,000 | # | BlueMountain CLO III Ltd. 2007-3A C, 1.683%, 03/17/21 | 248,922 | 0.1 | ||||||||||
80,000 | # | Burnham Park Clo Ltd. 2016-1A A, 2.318%, 10/20/29 | 79,998 | 0.0 | ||||||||||
70,000 | # | Carlyle Global Market Strategies CLO 2012-4 Ltd., 2.330%, 01/20/29 | 70,197 | 0.0 | ||||||||||
220,000 | # | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.344%, 10/20/28 | 220,262 | 0.1 | ||||||||||
100,000 | # | Cent CLO 22 Ltd., 2.836%, 11/07/26 | 99,999 | 0.0 | ||||||||||
16,450 | Chase Funding Trust Series 2003-5 2A2, 1.356%, 07/25/33 | 15,337 | 0.0 | |||||||||||
96,297 | # | CIFC Funding 2006-2A B2L, 4.931%, 03/01/21 | 96,294 | 0.0 | ||||||||||
200,000 | # | CIFC Funding 2006-I2A B1L, 2.531%, 03/01/21 | 199,633 | 0.1 | ||||||||||
250,000 | # | CIFC Funding 2014-IV Ltd., 3.647%, 10/17/26 | 250,000 | 0.1 | ||||||||||
250,000 | # | CIFC Funding 2016-I Ltd., 2.224%, 10/21/28 | 249,998 | 0.1 | ||||||||||
77,617 | # | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | 79,266 | 0.0 | ||||||||||
85,528 | # | HERO Funding Trust 2015-3A A, 4.280%, 09/20/41 | 88,308 | 0.0 | ||||||||||
250,000 | # | LCM XXIII Ltd., 2.506%, 10/20/29 | 249,998 | 0.1 | ||||||||||
250,000 | # | LCM XXIII Ltd., 2.901%, 10/20/29 | 249,997 | 0.1 | ||||||||||
250,000 | # | Madison Park Funding XXIV Ltd., 2.735%, 01/20/28 | 249,995 | 0.1 | ||||||||||
50,000 | # | Madison Park Funding X Ltd. 2012-10A BR, 2.778%, 01/20/29 | 50,000 | 0.0 | ||||||||||
250,000 | # | Magnetite CLO Ltd. 2016-18A A, 2.253%, 11/15/28 | 249,992 | 0.1 | ||||||||||
250,000 | # | Magnetite VIII Ltd. 2014-8A BR, 2.630%, 04/15/26 | 249,997 | 0.1 | ||||||||||
16,264 | # | Marketplace Loan Trust Series 2015-AV1 A, 4.000%, 09/15/21 | 16,337 | 0.0 | ||||||||||
30,925 | # | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | 31,118 | 0.0 | ||||||||||
100,000 | # | Oaktree EIF II Series B1 Ltd., 2.456%, 02/15/26 | 100,024 | 0.0 |
See Accompanying Notes to Financial Statements
20 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
250,000 | # | OHA Loan Funding 2012-1 Ltd., 2.761%, 01/23/27 | 249,999 | 0.1 | ||||||||||
130,000 | # | OHA Loan Funding 2015-1 Ltd., 2.347%, 08/15/29 | 129,999 | 0.0 | ||||||||||
140,000 | # | OHA Loan Funding 2015-1 Ltd., 2.737%, 08/15/29 | 140,000 | 0.0 | ||||||||||
300,000 | # | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | 293,524 | 0.1 | ||||||||||
130,000 | # | Shackleton 2016-IX CLO Ltd., 2.364%, 10/20/28 | 129,996 | 0.0 | ||||||||||
100,000 | # | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | 100,834 | 0.0 | ||||||||||
170,000 | # | Symphony CLO Ltd. 2012-9A AR, 2.303%, 10/16/28 | 169,999 | 0.0 | ||||||||||
100,000 | # | Symphony CLO Ltd. 2016-18A B, 2.746%, 01/23/28 | 100,000 | 0.0 | ||||||||||
130,000 | # | Symphony CLO XIV Ltd. 2014 -14A A2, 2.361%, 07/14/26 | 130,028 | 0.0 | ||||||||||
99,750 | # | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | 100,351 | 0.0 | ||||||||||
210,000 | # | Wind River CLO Ltd. 2016-2A A, 2.386%, 11/01/28 | 210,189 | 0.1 | ||||||||||
6,966,577 | 1.7 | |||||||||||||
Student Loan: 0.1% | ||||||||||||||
41,308 | # | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | 41,441 | 0.0 | ||||||||||
80,351 | # | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | 79,929 | 0.0 | ||||||||||
65,185 | # | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | 65,172 | 0.0 | ||||||||||
100,000 | # | Sofi Professional Loan Program 2016-E LLC, 4.430%, 10/25/41 | 98,475 | 0.1 | ||||||||||
285,017 | 0.1 | |||||||||||||
Total Asset-Backed Securities (Cost $8,009,980) | 8,028,159 | 1.9 | ||||||||||||
Total Long-Term Investments (Cost $381,576,363) | 397,536,637 | 94.4 | ||||||||||||
SHORT-TERM INVESTMENTS: 6.6% | ||||||||||||||
Corporate Bonds/Notes: 0.1% | ||||||||||||||
197,000 | # | Barclays Bank PLC, 6.050%, 12/04/17 | 203,596 | 0.1 | ||||||||||
50,000 | Becton Dickinson and Co., 1.800%, 12/15/17 | 50,122 | 0.0 | |||||||||||
70,000 | Hewlett Packard Enterprise Co., 2.450%, 10/05/17 | 70,399 | 0.0 | |||||||||||
107,000 | Intel Corp., 1.350%, 12/15/17 | 107,169 | 0.0 |
49,000 | Petroleos de Venezuela SA, 5.250%, 04/12/17 | 44,223 | 0.0 | |||||||||||
83,000 | Southwestern Electric Power Co., 5.550%, 01/15/17 | 83,097 | 0.0 | |||||||||||
43,000 | Whirlpool Corp., 1.650%, 11/01/17 | 43,068 | 0.0 | |||||||||||
601,674 | 0.1 | |||||||||||||
U.S. Government Agency Obligations: 0.0% | ||||||||||||||
1,139 | Fannie Mae, 6.000%, 10/01/17 | 1,141 | 0.0 | |||||||||||
1,372 | Fannie Mae, 6.000%, 11/01/17 | 1,383 | 0.0 | |||||||||||
1,265 | Fannie Mae, 6.000%, 03/01/17 | 1,265 | 0.0 | |||||||||||
221 | Fannie Mae, 6.000%, 04/01/17 | 221 | 0.0 | |||||||||||
446 | Fannie Mae, 6.000%, 04/01/17 | 447 | 0.0 | |||||||||||
2,064 | Fannie Mae, 6.000%, 06/01/17 | 2,074 | 0.0 | |||||||||||
414 | Fannie Mae, 6.000%, 09/01/17 | 415 | 0.0 | |||||||||||
6,946 | 0.0 | |||||||||||||
Securities Lending Collateralcc: 2.6% | ||||||||||||||
2,578,009 | Bank of Nova Scotia, Repurchase Agreement dated 12/30/16, 0.51%, due 01/03/17 (Repurchase Amount $2,578,153, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.000%-4.000%, Market Value plus accrued interest $2,629,719, due 12/31/17-10/20/46) | 2,578,009 | 0.6 | |||||||||||
2,578,009 | Cantor Fitzgerald, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,578,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.000%, Market Value plus accrued interest $2,629,569, due 01/25/17-10/20/66) | 2,578,009 | 0.6 | |||||||||||
2,578,009 | Daiwa Capital Markets, Repurchase Agreement dated 12/30/16, 0.52%, due 01/03/17 (Repurchase Amount $2,578,156, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $2,629,569, due 03/02/17-02/01/49) | 2,578,009 | 0.6 |
See Accompanying Notes to Financial Statements
21 |
Voya Balanced Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2016 (CONTINUED) |
542,557 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $542,587, collateralized by various U.S. Government Securities, 0.685%-2.000%, Market Value plus accrued interest $553,408, due 10/31/18-11/30/22) | 542,557 | 0.2 | |||||||||||
2,578,009 | Nomura Securities, Repurchase Agreement dated 12/30/16, 0.50%, due 01/03/17 (Repurchase Amount $2,578,150, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,629,569, due 01/15/17-08/20/66) | 2,578,009 | 0.6 | |||||||||||
10,854,593 | 2.6 | |||||||||||||
Collateralized Mortgage Obligations: 0.0% | ||||||||||||||
21,872 | Freddie Mac REMIC Trust 2543 AN, 5.000%, 12/15/17 | |||||||||||||
(Cost $21,842) | 22,161 | 0.0 | ||||||||||||
U.S. Treasury Notes: 0.5% | ||||||||||||||
1,950,000 | United States Treasury Note, 0.875%, 11/30/17 | 1,950,337 | 0.5 | |||||||||||
2,000 | United States Treasury Note, 1.000%, 12/31/17 | 2,002 | 0.0 | |||||||||||
1,952,339 | 0.5 | |||||||||||||
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.4% | ||||||||||||||
14,288,000 | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.420%†† | |||||||||||||
(Cost $14,288,000) | 14,288,000 | 3.4 | ||||||||||||
Total Short-Term Investments (Cost $27,724,475) | 27,725,713 | 6.6 | ||||||||||||
Total Investments in Securities (Cost $409,300,838) | $ | 425,262,350 | 101.0 | |||||||||||
Liabilities in Excess of Other Assets | (4,147,911 | ) | (1.0 | ) | ||||||||||
Net Assets | $ | 421,114,439 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of December 31, 2016. |
# | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
## | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
@ | 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 December 31, 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. |
BRL | Brazilian Real |
COP | Colombian Peso |
HUF | Hungarian Forint |
IDR | Indonesian Rupiah |
RON | Romanian New Leu |
RUB | Russian Ruble |
Cost for federal income tax purposes is $412,122,190.
Net unrealized appreciation consists of:
Gross Unrealized Appreciation | $ | 24,823,965 | ||
Gross Unrealized Depreciation | (11,683,805 | ) | ||
Net Unrealized Appreciation | $ | 13,140,160 |
See Accompanying Notes to Financial Statements |
22 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)) is attached hereto as EX-99.CERT. |
(a)(3) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Balanced Portfolio, Inc.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: March 10, 2017
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: March 10, 2017
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: March 10, 2017