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: 811-08220
Voya Variable Products Trust
(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) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: | December 31 |
Date of reporting period: | January 1, 2016 to June 30, 2016 |
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
July 25, 2016
| | Index | | | | Description | | |
| | Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An unmanaged index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Barclays U.S. Aggregate Bond Index | | | | An unmanaged index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Barclays U.S. Corporate Investment Grade Bond Index | | | | An unmanaged index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An unmanaged index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An unmanaged index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | | Beginning Account Value January 1, 2016 | | | Ending Account Value June 30, 2016 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2016* | | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,032.90 | | | | | | 1.32% | | | | | $ | 6.67 | | | | | $ | 1,000.00 | | | | | $ | 1,018.30 | | | | | | 1.32% | | | | | $ | 6.62 | | |
Class I | | | | | 1,000.00 | | | | | | 1,035.70 | | | | | | 0.82 | | | | | | 4.15 | | | | | | 1,000.00 | | | | | | 1,020.79 | | | | | | 0.82 | | | | | | 4.12 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,034.90 | | | | | | 0.85 | | | | | | 4.30 | | | | | | 1,000.00 | | | | | | 1,020.64 | | | | | | 0.85 | | | | | | 4.27 | | |
Class S | | | | | 1,000.00 | | | | | | 1,034.00 | | | | | | 1.07 | | | | | | 5.41 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.07 | | | | | | 5.37 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,033.40 | | | | | | 1.22 | | | | | | 6.17 | | | | | | 1,000.00 | | | | | | 1,018.80 | | | | | | 1.22 | | | | | | 6.12 | | |
Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,005.70 | | | | | | 1.38% | | | | | $ | 6.88 | | | | | $ | 1,000.00 | | | | | $ | 1,018.00 | | | | | | 1.38% | | | | | $ | 6.92 | | |
Class I | | | | | 1,000.00 | | | | | | 1,008.10 | | | | | | 0.88 | | | | | | 4.39 | | | | | | 1,000.00 | | | | | | 1,020.49 | | | | | | 0.88 | | | | | | 4.42 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,007.70 | | | | | | 0.92 | | | | | | 4.59 | | | | | | 1,000.00 | | | | | | 1,020.29 | | | | | | 0.92 | | | | | | 4.62 | | |
Class S | | | | | 1,000.00 | | | | | | 1,006.80 | | | | | | 1.13 | | | | | | 5.64 | | | | | | 1,000.00 | | | | | | 1,019.24 | | | | | | 1.13 | | | | | | 5.67 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,006.50 | | | | | | 1.28 | | | | | | 6.39 | | | | | | 1,000.00 | | | | | | 1,018.50 | | | | | | 1.28 | | | | | | 6.42 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
ASSETS: | | | | ||||||||||
Investments in securities at fair value+* | | | | $ | 1,209,324,364 | | | | | $ | 340,056,806 | | |
Short-term investments at fair value** | | | | | 29,560,085 | | | | | | 33,167,901 | | |
Total investments at fair value | | | | $ | 1,238,884,449 | | | | | $ | 373,224,707 | | |
Cash | | | | | 222 | | | | | | 880 | | |
Receivables: | | | | ||||||||||
Investment securities sold | | | | | 28,018,790 | | | | | | 2,794,139 | | |
Fund shares sold | | | | | 452,456 | | | | | | 324,824 | | |
Dividends | | | | | 831,155 | | | | | | 215,731 | | |
Prepaid expenses | | | | | 13,276 | | | | | | 3,778 | | |
Reimbursement due from manager | | | | | 7 | | | | | | 32 | | |
Other assets | | | | | 27,184 | | | | | | 6,621 | | |
Total assets | | | | | 1,268,227,539 | | | | | | 376,570,712 | | |
LIABILITIES: | | | | ||||||||||
Payable for investment securities purchased | | | | | 7,792,309 | | | | | | 1,725,810 | | |
Payable for fund shares redeemed | | | | | 5,611,475 | | | | | | 1,649,646 | | |
Payable upon receipt of securities loaned | | | | | 17,236,085 | | | | | | 25,242,770 | | |
Payable for investment management fees | | | | | 796,293 | | | | | | 241,866 | | |
Payable for distribution and shareholder service fees | | | | | 159,769 | | | | | | 40,156 | | |
Payable for trustee fees | | | | | 5,873 | | | | | | 1,665 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 27,184 | | | | | | 6,621 | | |
Other accrued expenses and liabilities | | | | | 297,087 | | | | | | 72,614 | | |
Total liabilities | | | | | 31,926,075 | | | | | | 28,981,148 | | |
NET ASSETS | | | | $ | 1,236,301,464 | | | | | $ | 347,589,564 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 970,265,053 | | | | | $ | 290,300,034 | | |
Undistributed (distributions in excess of) net investment income | | | | | 449,536 | | | | | | (72,258) | | |
Accumulated net realized gain | | | | | 170,861,668 | | | | | | 33,665,162 | | |
Net unrealized appreciation | | | | | 94,725,207 | | | | | | 23,696,626 | | |
NET ASSETS | | | | $ | 1,236,301,464 | | | | | $ | 347,589,564 | | |
+ Including securities loaned at value | | | | $ | 16,888,063 | | | | | $ | 24,560,435 | | |
* Cost of investments in securities | | | | $ | 1,114,599,157 | | | | | $ | 316,360,180 | | |
** Cost of short-term investments | | | | $ | 29,560,085 | | | | | $ | 33,167,901 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
Class ADV | | | | ||||||||||
Net assets | | | | $ | 126,412,077 | | | | | $ | 60,707,707 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 10,077,425 | | | | | | 2,625,171 | | |
Net asset value and redemption price per share | | | | $ | 12.54 | | | | | $ | 23.13 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 593,475,190 | | | | | $ | 217,373,428 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 44,470,444 | | | | | | 8,697,119 | | |
Net asset value and redemption price per share | | | | $ | 13.35 | | | | | $ | 24.99 | | |
Class R6 | | | | ||||||||||
Net assets | | | | $ | 3,051 | | | | | $ | 83,524 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 229 | | | | | | 3,342 | | |
Net asset value and redemption price per share | | | | $ | 13.34 | | | | | $ | 24.99 | | |
Class S | | | | ||||||||||
Net assets | | | | $ | 504,915,337 | | | | | $ | 65,441,747 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 39,559,315 | | | | | | 2,755,624 | | |
Net asset value and redemption price per share | | | | $ | 12.76 | | | | | $ | 23.75 | | |
Class S2 | | | | ||||||||||
Net assets | | | | $ | 11,495,809 | | | | | $ | 3,983,158 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.010 | | | | | $ | 0.010 | | |
Shares outstanding | | | | | 905,251 | | | | | | 170,542 | | |
Net asset value and redemption price per share | | | | $ | 12.70 | | | | | $ | 23.36 | | |
| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends | | | | $ | 6,184,395 | | | | | $ | 1,494,565 | | |
Securities lending income, net | | | | | 54,008 | | | | | | 130,949 | | |
Total investment income | | | | | 6,238,403 | | | | | | 1,625,514 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 4,585,203 | | | | | | 1,386,797 | | |
Distribution and shareholder service fees: | | | | ||||||||||
Class ADV | | | | | 312,034 | | | | | | 141,026 | | |
Class S | | | | | 616,814 | | | | | | 80,165 | | |
Class S2 | | | | | 28,737 | | | | | | 9,226 | | |
Transfer agent fees | | | | | 1,753 | | | | | | 296 | | |
Shareholder reporting expense | | | | | 49,010 | | | | | | 10,980 | | |
Registration fees | | | | | 3,351 | | | | | | 1,227 | | |
Professional fees | | | | | 46,674 | | | | | | 14,098 | | |
Custody and accounting expense | | | | | 72,128 | | | | | | 34,384 | | |
Trustee fees | | | | | 17,620 | | | | | | 4,995 | | |
Miscellaneous expense | | | | | 36,463 | | | | | | 10,213 | | |
Total expenses | | | | | 5,769,787 | | | | | | 1,693,407 | | |
Net waived and reimbursed fees | | | | | (4,210) | | | | | | (1,360) | | |
Net expenses | | | | | 5,765,577 | | | | | | 1,692,047 | | |
Net investment income (loss) | | | | | 472,826 | | | | | | (66,533) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 37,787,899 | | | | | | 3,385,853 | | |
Foreign currency related transactions | | | | | (629) | | | | | | — | | |
Net realized gain | | | | | 37,787,270 | | | | | | 3,385,853 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | 1,099,963 | | | | | | (1,195,343) | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,099,963 | | | | | | (1,195,343) | | |
Net realized and unrealized gain | | | | | 38,887,233 | | | | | | 2,190,510 | | |
Increase in net assets resulting from operations | | | | $ | 39,360,059 | | | | | $ | 2,123,977 | | |
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| | | Voya MidCap Opportunities Portfolio | | | Voya SmallCap Opportunities Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | | Six Months Ended June 30, 2016 | | | Year Ended December 31, 2015 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income (loss) | | | | $ | 472,826 | | | | | $ | (1,841,925) | | | | | $ | (66,533) | | | | | $ | (788,258) | | |
Net realized gain | | | | | 37,787,270 | | | | | | 135,662,576 | | | | | | 3,385,853 | | | | | | 31,857,586 | | |
Net change in unrealized appreciation (depreciation) | | | | | 1,099,963 | | | | | | (135,754,770) | | | | | | (1,195,343) | | | | | | (36,250,705) | | |
Increase (decrease) in net assets resulting from operations | | | | | 39,360,059 | | | | | | (1,934,119) | | | | | | 2,123,977 | | | | | | (5,181,377) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (21,156,454) | | | | | | — | | | | | | (6,062,189) | | |
Class I | | | | | — | | | | | | (82,373,164) | | | | | | — | | | | | | (21,843,261) | | |
Class S | | | | | — | | | | | | (83,573,874) | | | | | | — | | | | | | (7,580,306) | | |
Class S2 | | | | | — | | | | | | (2,095,777) | | | | | | — | | | | | | (481,340) | | |
Total distributions | | | | | — | | | | | | (189,199,269) | | | | | | — | | | | | | (35,967,096) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 88,178,224 | | | | | | 136,800,258 | | | | | | 21,160,384 | | | | | | 75,914,723 | | |
Reinvestment of distributions | | | | | — | | | | | | 189,199,269 | | | | | | — | | | | | | 35,967,096 | | |
| | | | | 88,178,224 | | | | | | 325,999,527 | | | | | | 21,160,384 | | | | | | 111,881,819 | | |
Cost of shares redeemed | | | | | (103,574,083) | | | | | | (419,248,691) | | | | | | (27,262,067) | | | | | | (45,724,813) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (15,395,859) | | | | | | (93,249,164) | | | | | | (6,101,683) | | | | | | 66,157,006 | | |
Net increase (decrease) in net assets | | | | | 23,964,200 | | | | | | (284,382,552) | | | | | | (3,977,706) | | | | | | 25,008,533 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 1,212,337,264 | | | | | | 1,496,719,816 | | | | | | 351,567,270 | | | | | | 326,558,737 | | |
End of year or period | | | | $ | 1,236,301,464 | | | | | $ | 1,212,337,264 | | | | | $ | 347,589,564 | | | | | $ | 351,567,270 | | |
Undistributed (distributions in excess of) net investment income/Accumulated net investment loss at end of year or period | | | | $ | 449,536 | | | | | $ | (23,290) | | | | | $ | (72,258) | | | | | $ | (5,725) | | |
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| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.14 | | | | | | (0.02)• | | | | | | 0.42 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.54 | | | | | | 3.29 | | | | | | 1.32 | | | | | | 1.32 | | | | | | 1.32 | | | | | | (0.26) | | | | | | 126,412 | | | | | | 57 | | |
12-31-15 | | | | | 14.50 | | | | | | (0.06) | | | | | | (0.04) | | | | | | (0.10) | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 12.14 | | | | | | (0.04) | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.31 | | | | | | (0.47) | | | | | | 133,648 | | | | | | 94 | | |
12-31-14 | | | | | 16.02 | | | | | | (0.00)*• | | | | | | 1.11 | | | | | | 1.11 | | | | | | 0.04 | | | | | | 2.59 | | | | | | — | | | | | | 2.63 | | | | | | – | | | | | | 14.50 | | | | | | 8.29 | | | | | | 1.30 | | | | | | 1.30 | | | | | | 1.30 | | | | | | (0.03) | | | | | | 143,532 | | | | | | 98 | | |
12-31-13 | | | | | 12.51 | | | | | | (0.05) | | | | | | 3.92 | | | | | | 3.87 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.02 | | | | | | 31.34 | | | | | | 1.30 | | | | | | 1.30 | | | | | | 1.30 | | | | | | (0.34) | | | | | | 143,300 | | | | | | 81 | | |
12-31-12 | | | | | 11.34 | | | | | | 0.01 | | | | | | 1.52 | | | | | | 1.53 | | | | | | 0.04 | | | | | | 0.32 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.51 | | | | | | 13.61 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 0.09 | | | | | | 81,463 | | | | | | 89 | | |
12-31-11 | | | | | 11.46 | | | | | | (0.02) | | | | | | (0.10) | | | | | | (0.12) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.34 | | | | | | (1.05) | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.23) | | | | | | 40,497 | | | | | | 90 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.89 | | | | | | 0.02• | | | | | | 0.44 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.35 | | | | | | 3.57 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.25 | | | | | | 593,475 | | | | | | 57 | | |
12-31-15 | | | | | 15.17 | | | | | | 0.00* | | | | | | (0.02) | | | | | | (0.02) | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 12.89 | | | | | | 0.52 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.02 | | | | | | 538,645 | | | | | | 94 | | |
12-31-14 | | | | | 16.58 | | | | | | 0.08 | | | | | | 1.16 | | | | | | 1.24 | | | | | | 0.06 | | | | | | 2.59 | | | | | | — | | | | | | 2.65 | | | | | | — | | | | | | 15.17 | | | | | | 8.85 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.49 | | | | | | 733,894 | | | | | | 98 | | |
12-31-13 | | | | | 12.88 | | | | | | 0.02 | | | | | | 4.05 | | | | | | 4.07 | | | | | | 0.01 | | | | | | 0.36 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 16.58 | | | | | | 31.97 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.16 | | | | | | 796,010 | | | | | | 81 | | |
12-31-12 | | | | | 11.63 | | | | | | 0.07 | | | | | | 1.57 | | | | | | 1.64 | | | | | | 0.07 | | | | | | 0.32 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.88 | | | | | | 14.20 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.56 | | | | | | 614,151 | | | | | | 89 | | |
12-31-11 | | | | | 11.69 | | | | | | 0.03 | | | | | | (0.09) | | | | | | (0.06) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.63 | | | | | | (0.51) | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.24 | | | | | | 435,027 | | | | | | 90 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.89 | | | | | | 0.01 | | | | | | 0.44 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.34 | | | | | | 3.49 | | | | | | 2.15 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.21 | | | | | | 3 | | | | | | 57 | | |
11-24-15(5) - 12-31-15 | | | | | 13.14 | | | | | | 0.00*• | | | | | | (0.25) | | | | | | (0.25) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | �� | — | | | | | | 12.89 | | | | | | (1.90) | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.29 | | | | | | 3 | | | | | | 94 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.34 | | | | | | (0.00)* | | | | | | 0.42 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.76 | | | | | | 3.40 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 1.07 | | | | | | (0.01) | | | | | | 504,915 | | | | | | 57 | | |
12-31-15 | | | | | 14.66 | | | | | | (0.03) | | | | | | (0.03) | | | | | | (0.06) | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 12.34 | | | | | | 0.25 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 1.06 | | | | | | (0.22) | | | | | | 526,751 | | | | | | 94 | | |
12-31-14 | | | | | 16.14 | | | | | | 0.04 | | | | | | 1.12 | | | | | | 1.16 | | | | | | 0.05 | | | | | | 2.59 | | | | | | — | | | | | | 2.64 | | | | | | — | | | | | | 14.66 | | | | | | 8.56 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.24 | | | | | | 605,241 | | | | | | 98 | | |
12-31-13 | | | | | 12.57 | | | | | | (0.01) | | | | | | 3.94 | | | | | | 3.93 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.14 | | | | | | 31.68 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 1.05 | | | | | | (0.09) | | | | | | 689,091 | | | | | | 81 | | |
12-31-12 | | | | | 11.37 | | | | | | 0.04 | | | | | | 1.53 | | | | | | 1.57 | | | | | | 0.05 | | | | | | 0.32 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.57 | | | | | | 13.92 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.29 | | | | | | 435,586 | | | | | | 89 | | |
12-31-11 | | | | | 11.46 | | | | | | (0.00)* | | | | | | (0.09) | | | | | | (0.09) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.37 | | | | | | (0.79) | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | (0.04) | | | | | | 414,381 | | | | | | 90 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 12.29 | | | | | | (0.01) | | | | | | 0.42 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.70 | | | | | | 3.34 | | | | | | 1.29 | | | | | | 1.22 | | | | | | 1.22 | | | | | | (0.18) | | | | | | 11,496 | | | | | | 57 | | |
12-31-15 | | | | | 14.63 | | | | | | (0.05) | | | | | | (0.03) | | | | | | (0.08) | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 12.29 | | | | | | 0.12 | | | | | | 1.31 | | | | | | 1.21 | | | | | | 1.21 | | | | | | (0.37) | | | | | | 13,291 | | | | | | 94 | | |
12-31-14 | | | | | 16.13 | | | | | | 0.01 | | | | | | 1.13 | | | | | | 1.14 | | | | | | 0.05 | | | | | | 2.59 | | | | | | — | | | | | | 2.64 | | | | | | — | | | | | | 14.63 | | | | | | 8.39 | | | | | | 1.30 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 0.06 | | | | | | 14,052 | | | | | | 98 | | |
12-31-13 | | | | | 12.58 | | | | | | (0.03) | | | | | | 3.94 | | | | | | 3.91 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.13 | | | | | | 31.49 | | | | | | 1.30 | | | | | | 1.20 | | | | | | 1.20 | | | | | | (0.24) | | | | | | 14,530 | | | | | | 81 | | |
12-31-12 | | | | | 11.38 | | | | | | 0.02 | | | | | | 1.54 | | | | | | 1.56 | | | | | | 0.04 | | | | | | 0.32 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.58 | | | | | | 13.79 | | | | | | 1.34 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 0.18 | | | | | | 7,243 | | | | | | 89 | | |
12-31-11 | | | | | 11.49 | | | | | | (0.01) | | | | | | (0.10) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.38 | | | | | | (0.96) | | | | | | 1.34 | | | | | | 1.24 | | | | | | 1.24 | | | | | | (0.13) | | | | | | 3,314 | | | | | | 90 | | |
Voya SmallCap Opportunities Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 23.00 | | | | | | (0.04)• | | | | | | 0.17 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 23.13 | | | | | | 0.57 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.40) | | | | | | 60,708 | | | | | | 32 | | |
12-31-15 | | | | | 26.26 | | | | | | (0.15)• | | | | | | (0.36) | | | | | | (0.51) | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 23.00 | | | | | | (1.36) | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.58) | | | | | | 59,615 | | | | | | 55 | | |
12-31-14 | | | | | 27.68 | | | | | | (0.14)• | | | | | | 1.29 | | | | | | 1.15 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 26.26 | | | | | | 5.07 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.53) | | | | | | 48,982 | | | | | | 33 | | |
12-31-13 | | | | | 21.37 | | | | | | (0.16)• | | | | | | 8.07 | | | | | | 7.91 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 27.68 | | | | | | 38.39 | | | | | | 1.38 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.63) | | | | | | 42,105 | | | | | | 40 | | |
12-31-12 | | | | | 20.73 | | | | | | (0.07)• | | | | | | 3.00 | | | | | | 2.93 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 21.37 | | | | | | 14.63 | | | | | | 1.41 | | | | | | 1.41 | | | | | | 1.41 | | | | | | (0.34) | | | | | | 14,236 | | | | | | 57 | | |
12-31-11 | | | | | 20.67 | | | | | | (0.14)• | | | | | | 0.20 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.73 | | | | | | 0.29 | | | | | | 1.40 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.67) | | | | | | 4,819 | | | | | | 72 | | |
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| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya SmallCap Opportunities Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 24.79 | | | | | | 0.01 | | | | | | 0.19 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24.99 | | | | | | 0.81 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.10 | | | | | | 217,373 | | | | | | 32 | | |
12-31-15 | | | | | 27.95 | | | | | | (0.02) | | | | | | (0.39) | | | | | | (0.41) | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 24.79 | | | | | | (0.91) | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.08) | | | | | | 217,750 | | | | | | 55 | | |
12-31-14 | | | | | 29.14 | | | | | | (0.01) | | | | | | 1.39 | | | | | | 1.38 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 27.95 | | | | | | 5.62 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.03) | | | | | | 195,608 | | | | | | 33 | | |
12-31-13 | | | | | 22.32 | | | | | | (0.04) | | | | | | 8.46 | | | | | | 8.42 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 29.14 | | | | | | 39.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.16) | | | | | | 196,665 | | | | | | 40 | | |
12-31-12 | | | | | 21.46 | | | | | | 0.01 | | | | | | 3.14 | | | | | | 3.15 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 22.32 | | | | | | 15.18 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.03 | | | | | | 136,300 | | | | | | 57 | | |
12-31-11 | | | | | 21.28 | | | | | | (0.04) | | | | | | 0.22 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.46 | | | | | | 0.85 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | (0.17) | | | | | | 117,965 | | | | | | 72 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 24.80 | | | | | | 0.05• | | | | | | 0.14 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24.99 | | | | | | 0.77 | | | | | | 1.22 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.38 | | | | | | 84 | | | | | | 32 | | |
11-24-15(5) - 12-31-15 | | | | | 25.87 | | | | | | 0.01• | | | | | | (1.08) | | | | | | (1.07) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24.80 | | | | | | (4.14) | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.53 | | | | | | 3 | | | | | | 55 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 23.59 | | | | | | (0.02)• | | | | | | 0.18 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 23.75 | | | | | | 0.68 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.15) | | | | | | 65,442 | | | | | | 32 | | |
12-31-15 | | | | | 26.80 | | | | | | (0.09) | | | | | | (0.37) | | | | | | (0.46) | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 23.59 | | | | | | (1.13) | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.34) | | | | | | 69,745 | | | | | | 55 | | |
12-31-14 | | | | | 28.12 | | | | | | (0.08) | | | | | | 1.33 | | | | | | 1.25 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 26.80 | | | | | | 5.35 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.29) | | | | | | 77,319 | | | | | | 33 | | |
12-31-13 | | | | | 21.64 | | | | | | (0.11)• | | | | | | 8.19 | | | | | | 8.08 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 28.12 | | | | | | 38.71 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.13 | | | | | | (0.42) | | | | | | 89,527 | | | | | | 40 | | |
12-31-12 | | | | | 20.91 | | | | | | (0.05) | | | | | | 3.07 | | | | | | 3.02 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 21.64 | | | | | | 14.95 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 1.16 | | | | | | (0.22) | | | | | | 68,682 | | | | | | 57 | | |
12-31-11 | | | | | 20.80 | | | | | | (0.10) | | | | | | 0.21 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.91 | | | | | | 0.53 | �� | | | | | 1.15 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.47) | | | | | | 63,588 | | | | | | 72 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-16 | | | | | 23.21 | | | | | | (0.03)• | | | | | | 0.18 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 23.36 | | | | | | 0.65 | | | | | | 1.35 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.31) | | | | | | 3,983 | | | | | | 32 | | |
12-31-15 | | | | | 26.46 | | | | | | (0.12) | | | | | | (0.38) | | | | | | (0.50) | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 2.75 | | | | | | — | | | | | | 23.21 | | | | | | (1.31) | | | | | | 1.38 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.49) | | | | | | 4,454 | | | | | | 55 | | |
12-31-14 | | | | | 27.84 | | | | | | (0.11) | | | | | | 1.30 | | | | | | 1.19 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 2.57 | | | | | | — | | | | | | 26.46 | | | | | | 5.19 | | | | | | 1.38 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.43) | | | | | | 4,649 | | | | | | 33 | | |
12-31-13 | | | | | 21.47 | | | | | | (0.13) | | | | | | 8.10 | | | | | | 7.97 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 1.60 | | | | | | — | | | | | | 27.84 | | | | | | 38.50 | | | | | | 1.38 | | | | | | 1.28 | | | | | | 1.28 | | | | | | (0.57) | | | | | | 4,354 | | | | | | 40 | | |
12-31-12 | | | | | 20.79 | | | | | | (0.06)• | | | | | | 3.03 | | | | | | 2.97 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 21.47 | | | | | | 14.79 | | | | | �� | 1.41 | | | | | | 1.31 | | | | | | 1.31 | | | | | | (0.27) | | | | | | 3,205 | | | | | | 57 | | |
12-31-11 | | | | | 20.71 | | | | | | (0.11)• | | | | | | 0.19 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.79 | | | | | | 0.39 | | | | | | 1.40 | | | | | | 1.30 | | | | | | 1.30 | | | | | | (0.56) | | | | | | 1,472 | | | | | | 72 | | |
| | | Purchases | | | Sales | | ||||||
MidCap Opportunities | | | | $ | 667,410,233 | | | | | $ | 681,500,839 | | |
SmallCap Opportunities | | | | | 106,887,463 | | | | | | 111,403,396 | | |
| MidCap Opportunities | | | 0.85% on the first $250 million; 0.80% on the next $400 million; 0.75% on the next $450 million; and 0.70% in excess of $1.1 billion | |
| SmallCap Opportunities | | | 0.85% on the first $250 million; 0.80% on the next $250 million; 0.75% on the next $250 million; 0.70% on the next $250 million; and 0.65% in excess of $1 billion | |
Subsidiary | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | SmallCap Opportunities | | | | | 10.13% | | |
Voya Institutional Trust Company | | | MidCap Opportunities | | | | | 10.84 | | |
| | | SmallCap Opportunities | | | | | 35.52 | | |
Voya Insurance and Annuity Company | | | MidCap Opportunities | | | | | 35.72 | | |
| | | SmallCap Opportunities | | | | | 13.23 | | |
Voya Retirement Insurance and Annuity Company | | | MidCap Opportunities | | | | | 34.74 | | |
| | | SmallCap Opportunities | | | | | 38.70 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | |||||||||||||||
MidCap Opportunities(1) | | | | | 1.40% | | | | | | 0.90% | | | | | | 0.90% | | | | | | 1.10% | | | | | | 1.30% | | |
SmallCap Opportunities | | | | | 1.42% | | | | | | 0.92% | | | | | | 0.92% | | | | | | 1.17% | | | | | | 1.32% | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2017 | | | 2018 | | | 2019 | | | Total | | ||||||||||||
MidCap Opportunities - Class R6 | | | | $ | — | | | | | $ | — | | | | | $ | 18 | | | | | $ | 18 | | |
SmallCap Opportunities - Class R6 | | | | | — | | | | | | — | | | | | | 11 | | | | | | 11 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 215,275 | | | | | | — | | | | | | — | | | | | | (1,145,175) | | | | | | (929,900) | | | | | | 2,553,478 | | | | | | — | | | | | | — | | | | | | (13,609,298) | | | | | | (11,055,820) | | |
12/31/2015 | | | | | 699,912 | | | | | | — | | | | | | 1,814,447 | | | | | | (1,406,631) | | | | | | 1,107,728 | | | | | | 9,954,518 | | | | | | — | | | | | | 21,156,454 | | | | | | (19,848,754) | | | | | | 11,262,218 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 6,046,146 | | | | | | — | | | | | | — | | | | | | (3,378,760) | | | | | | 2,667,386 | | | | | | 78,468,916 | | | | | | — | | | | | | — | | | | | | (43,053,751) | | | | | | 35,415,165 | | |
12/31/2015 | | | | | 7,020,398 | | | | | | — | | | | | | 6,664,496 | | | | | | (20,258,302) | | | | | | (6,573,408) | | | | | | 109,038,374 | | | | | | — | | | | | | 82,373,164 | | | | | | (299,243,696) | | | | | | (107,832,158) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
11/24/2015(1) - 12/31/2015 | | | | | 229 | | | | | | — | | | | | | — | | | | | | — | | | | | | 229 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 527,846 | | | | | | — | | | | | | — | | | | | | (3,659,049) | | | | | | (3,131,203) | | | | | | 6,523,831 | | | | | | — | | | | | | — | | | | | | (44,092,376) | | | | | | (37,568,545) | | |
12/31/2015 | | | | | 1,144,894 | | | | | | — | | | | | | 7,058,604 | | | | | | (6,794,842) | | | | | | 1,408,656 | | | | | | 16,349,649 | | | | | | — | | | | | | 83,573,874 | | | | | | (97,902,186) | | | | | | 2,021,337 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
MidCap Opportunities (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 52,735 | | | | | | — | | | | | | — | | | | | | (229,293) | | | | | | (176,558) | | | | | | 631,999 | | | | | | — | | | | | | — | | | | | | (2,818,658) | | | | | | (2,186,659) | | |
12/31/2015 | | | | | 100,536 | | | | | | — | | | | | | 177,759 | | | | | | (156,998) | | | | | | 121,297 | | | | | | 1,454,717 | | | | | | — | | | | | | 2,095,777 | | | | | | (2,254,055) | | | | | | 1,296,439 | | |
SmallCap Opportunities | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 201,784 | | | | | | — | | | | | | — | | | | | | (169,092) | | | | | | 32,692 | | | | | | 4,406,002 | | | | | | — | | | | | | — | | | | | | (3,633,821) | | | | | | 772,181 | | |
12/31/2015 | | | | | 613,733 | | | | | | — | | | | | | 278,082 | | | | | | (164,522) | | | | | | 727,293 | | | | | | 16,051,776 | | | | | | — | | | | | | 6,062,189 | | | | | | (4,250,371) | | | | | | 17,863,594 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 603,558 | | | | | | — | | | | | | — | | | | | | (689,635) | | | | | | (86,077) | | | | | | 14,323,477 | | | | | | — | | | | | | — | | | | | | (16,288,477) | | | | | | (1,965,000) | | |
12/31/2015 | | | | | 1,771,845 | | | | | | — | | | | | | 930,689 | | | | | | (918,777) | | | | | | 1,783,757 | | | | | | 50,863,467 | | | | | | — | | | | | | 21,843,261 | | | | | | (25,165,228) | | | | | | 47,541,500 | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 3,761 | | | | | | — | | | | | | — | | | | | | (536) | | | | | | 3,225 | | | | | | 94,474 | | | | | | — | | | | | | — | | | | | | (13,491) | | | | | | 80,983 | | |
11/24/2015(1) - 12/31/2015 | | | | | 117 | | | | | | — | | | | | | — | | | | | | — | | | | | | 117 | | | | | | 3,000 | | | | | | — | | | | | | — | | | | | | — | | | | | | 3,000 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 92,975 | | | | | | — | | | | | | — | | | | | | (294,458) | | | | | | (201,483) | | | | | | 2,058,443 | | | | | | — | | | | | | — | | | | | | (6,586,333) | | | | | | (4,527,890) | | |
12/31/2015 | | | | | 296,983 | | | | | | — | | | | | | 339,316 | | | | | | (564,723) | | | | | | 71,576 | | | | | | 7,928,251 | | | | | | — | | | | | | 7,580,306 | | | | | | (15,126,576) | | | | | | 381,981 | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2016 | | | | | 12,461 | | | | | | — | | | | | | — | | | | | | (33,808) | | | | | | (21,347) | | | | | | 277,988 | | | | | | — | | | | | | — | | | | | | (739,945) | | | | | | (461,957) | | |
12/31/2015 | | | | | 39,338 | | | | | | — | | | | | | 21,879 | | | | | | (45,053) | | | | | | 16,164 | | | | | | 1,068,229 | | | | | | — | | | | | | 481,340 | | | | | | (1,182,638) | | | | | | 366,931 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman, Sachs & Co. | | | | $ | 11,847,659 | | | | | $ | (11,847,659) | | | | | $ | — | | |
JP Morgan Clearing Corp | | | | | 5,040,404 | | | | | | (5,040,404) | | | | | | — | | |
Total | | | | $ | 16,888,063 | | | | | $ | (16,888,063) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 157,528 | | | | | $ | (157,528) | | | | | $ | — | | |
BNP Paribas | | | | | 870,809 | | | | | | (870,809) | | | | | | — | | |
Barclays Capital Inc. | | | | | 711,270 | | | | | | (711,270) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 742,732 | | | | | | (742,732) | | | | | | — | | |
Goldman, Sachs & Co. | | | | | 734,623 | | | | | | (734,623) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,632,737 | | | | | | (1,632,737) | | | | | | — | | |
JP Morgan Clearing Corp | | | | | 6,902,786 | | | | | | (6,902,786) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 108,942 | | | | | | (108,942) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,253,436 | | | | | | (2,253,436) | | | | | | — | | |
National Financial Services LLC | | | | | 452,839 | | | | | | (452,839) | | | | | | — | | |
Natixis Securities America LLC | | | | | 63,968 | | | | | | (63,968) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 80,206 | | | | | | (80,206) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 141,218 | | | | | | (141,218) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 4,290,185 | | | | | | (4,290,185) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 338,623 | | | | | | (338,623) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 770,162 | | | | | | (770,162) | | | | | | — | | |
UBS Securities LLC. | | | | | 4,113,055 | | | | | | (4,113,055) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 195,316 | | | | | | (195,316) | | | | | | — | | |
Total | | | | $ | 24,560,435 | | | | | $ | (24,560,435) | | | | | $ | — | | |
|
| | | Ordinary Income | | | Long-term Capital Gains | | ||||||
MidCap Opportunities | | | | $ | 36,954,753 | | | | | $ | 152,244,516 | | |
SmallCap Opportunities | | | | | 3,955,976 | | | | | | 32,011,120 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
MidCap Opportunities | | | | $ | — | | | | | $ | 136,592,161 | | | | | $ | 90,107,481 | | |
SmallCap Opportunities | | | | | 1,435,266 | | | | | | 29,919,564 | | | | | | 23,816,448 | | |
| | | PER SHARE AMOUNTS | | | | |||||||||||||
| | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | ||||||
MidCap Opportunities | | ||||||||||||||||||
Class ADV | | | | $ | — | | | | | $ | 1.4377 | | | | July 5, 2016 | | | June 30, 2016 | |
Class I | | | | $ | — | | | | | $ | 1.4377 | | | | July 5, 2016 | | | June 30, 2016 | |
Class R6 | | | | $ | — | | | | | $ | 1.4377 | | | | July 5, 2016 | | | June 30, 2016 | |
Class S | | | | $ | — | | | | | $ | 1.4377 | | | | July 5, 2016 | | | June 30, 2016 | |
Class S2 | | | | $ | — | | | | | $ | 1.4377 | | | | July 5, 2016 | | | June 30, 2016 | |
SmallCap Opportunities | | ||||||||||||||||||
Class ADV | | | | $ | 0.1007 | | | | | $ | 2.0994 | | | | July 5, 2016 | | | June 30, 2016 | |
Class I | | | | $ | 0.1007 | | | | | $ | 2.0994 | | | | July 5, 2016 | | | June 30, 2016 | |
Class R6 | | | | $ | 0.1007 | | | | | $ | 2.0994 | | | | July 5, 2016 | | | June 30, 2016 | |
Class S | | | | $ | 0.1007 | | | | | $ | 2.0994 | | | | July 5, 2016 | | | June 30, 2016 | |
Class S2 | | | | $ | 0.1007 | | | | | $ | 2.0994 | | | | July 5, 2016 | | | June 30, 2016 | |
Voya MidCap Opportunities Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | | |
| Consumer Discretionary | | | 24.7% | |
| Information Technology | | | 19.5% | |
| Health Care | | | 15.9% | |
| Industrials | | | 12.9% | |
| Financials | | | 10.0% | |
| Consumer Staples | | | 7.8% | |
| Materials | | | 5.8% | |
| Energy | | | 1.2% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 24.7% | | ||||||||||||
| | | 245,479 | @ | | AMC Networks, Inc. | | | | $ | 14,831,841 | | | | | | 1.2 | | | |
| | | 299,830 | @ | | Burlington Stores, Inc. | | | | | 20,001,659 | | | | | | 1.6 | | | |
| | | 487,405 | | | | Coach, Inc. | | | | | 19,856,880 | | | | | | 1.6 | | |
| | | 395,146 | | | | Dollar General Corp. | | | | | 37,143,724 | | | | | | 3.0 | | |
| | | 138,131 | | | | Domino’s Pizza, Inc. | | | | | 18,147,651 | | | | | | 1.5 | | |
| | | 409,599 | @ | | Five Below, Inc. | | | | | 19,009,489 | | | | | | 1.5 | | | |
| | | 331,800 | | | | Foot Locker, Inc. | | | | | 18,202,548 | | | | | | 1.5 | | |
| | | 225,348 | | | | Hasbro, Inc. | | | | | 18,926,978 | | | | | | 1.5 | | |
| | | 768,506 | | | | Interpublic Group of Cos., Inc. | | | | | 17,752,489 | | | | | | 1.4 | | |
| | | 605,087 | @ | | LKQ Corp. | | | | | 19,181,258 | | | | | | 1.6 | | | |
| | | 110,442 | @ | | O’Reilly Automotive, Inc. | | | | | 29,940,826 | | | | | | 2.4 | | | |
| | | 457,504 | | | | Ross Stores, Inc. | | | | | 25,935,902 | | | | | | 2.1 | | |
| | | 122,178 | @ | | Ulta Salon Cosmetics & Fragrance, Inc. | | | | | 29,767,448 | | | | | | 2.4 | | | |
| | | 214,318 | | | | Other Securities(a) | | | | | 17,118,336 | | | | | | 1.4 | | |
| | | | | | | | | | | | 305,817,029 | | | | | | 24.7 | | |
| | | | | | | Consumer Staples: 7.8% | | ||||||||||||
| | | 252,431 | | | | Church & Dwight Co., Inc. | | | | | 25,972,625 | | | | | | 2.1 | | |
| | | 306,637 | | | | Mead Johnson Nutrition Co. | | | | | 27,827,308 | | | | | | 2.2 | | |
| | | 97,114 | @ | | Monster Beverage Corp. | | | | | 15,607,191 | | | | | | 1.3 | | | |
| | | 205,152 | @ | | TreeHouse Foods, Inc. | | | | | 21,058,853 | | | | | | 1.7 | | | |
| | | 115,460 | | | | Other Securities | | | | | 6,396,484 | | | | | | 0.5 | | |
| | | | | | | | | | | | 96,862,461 | | | | | | 7.8 | | |
| | | | | | | Energy: 1.2% | | ||||||||||||
| | | 183,581 | | | | EQT Corp. | | | | | 14,214,677 | | | | | | 1.2 | | |
| | | | | | | Financials: 10.0% | | ||||||||||||
| | | 89,814 | @ | | Affiliated Managers Group, Inc. | | | | | 12,643,117 | | | | | | 1.0 | | | |
| | | 114,371 | | | | Aon PLC | | | | | 12,492,745 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 394,827 | | | | Arthur J. Gallagher & Co. | | | | $ | 18,793,765 | | | | | | 1.5 | | |
| | | 427,298 | @ | | Communications Sales & Leasing, Inc. | | | | | 12,348,912 | | | | | | 1.0 | | | |
| | | 71,652 | | | | Equinix, Inc. | | | | | 27,781,630 | | | | | | 2.3 | | |
| | | 229,989 | | | | Moody’s Corp. | | | | | 21,552,269 | | | | | | 1.7 | | |
| | | 572,554 | | | | TD Ameritrade Holding Corp. | | | | | 16,303,475 | | | | | | 1.3 | | |
| | | 26,325 | | | | Other Securities | | | | | 2,107,316 | | | | | | 0.2 | | |
| | | | | | | | | | | | 124,023,229 | | | | | | 10.0 | | |
| | ��� | | | | | Health Care: 15.9% | | ||||||||||||
| | | 183,016 | @ | | BioMarin Pharmaceutical, Inc. | | | | | 14,238,645 | | | | | | 1.2 | | | |
| | | 258,135 | @ | | Edwards Lifesciences Corp. | | | | | 25,743,804 | | | | | | 2.1 | | | |
| | | 585,043 | @ | | Hologic, Inc. | | | | | 20,242,488 | | | | | | 1.6 | | | |
| | | 40,784 | @ | | Intuitive Surgical, Inc. | | | | | 26,974,945 | | | | | | 2.2 | | | |
| | | 95,298 | @ | | Laboratory Corp. of America Holdings | | | | | 12,414,470 | | | | | | 1.0 | | | |
| | | 255,223 | @ | | NuVasive, Inc. | | | | | 15,241,918 | | | | | | 1.2 | | | |
| | | 230,519 | | | | PerkinElmer, Inc. | | | | | 12,083,806 | | | | | | 1.0 | | |
| | | 263,287 | @ | | Quintiles Transnational Holdings, Inc. | | | | | 17,197,907 | | | | | | 1.4 | | | |
| | | 223,463 | @ | | VCA, Inc. | | | | | 15,108,333 | | | | | | 1.2 | | | |
| | | 513,478 | | | | Zoetis, Inc. | | | | | 24,369,666 | | | | | | 2.0 | | |
| | | 146,317 | | | | Other Securities(a) | | | | | 12,956,936 | | | | | | 1.0 | | |
| | | | | | | | | | | | 196,572,918 | | | | | | 15.9 | | |
| | | | | | | Industrials: 12.9% | | ||||||||||||
| | | 177,134 | | | | Equifax, Inc. | | | | | 22,744,006 | | | | | | 1.9 | | |
| | | 248,708 | | | | Ingersoll-Rand PLC - Class A | | | | | 15,837,725 | | | | | | 1.3 | | |
| | | 570,634 | | | | Masco Corp. | | | | | 17,655,416 | | | | | | 1.4 | | |
| | | 187,225 | | | | Orbital ATK, Inc. | | | | | 15,940,337 | | | | | | 1.3 | | |
| | | 76,699 | | | | Roper Technologies, Inc. | | | | | 13,081,781 | | | | | | 1.1 | | |
| | | 315,764 | | | | Southwest Airlines Co. | | | | | 12,381,106 | | | | | | 1.0 | | |
| | | 145,229 | | | | Stanley Black & Decker, Inc. | | | | | 16,152,369 | | | | | | 1.3 | | |
| | | 229,104 | | | | Waste Connections, Inc. | | | | | 16,506,943 | | | | | | 1.3 | | |
| | | 585,867 | | | | Other Securities | | | | | 28,590,411 | | | | | | 2.3 | | |
| | | | | | | | | | | | 158,890,094 | | | | | | 12.9 | | |
| | | | | | | Information Technology: 19.5% | | ||||||||||||
| | | 342,210 | | | | Amphenol Corp. | | | | | 19,618,899 | | | | | | 1.6 | | |
| | | 637,289 | | | | Applied Materials, Inc. | | | | | 15,275,817 | | | | | | 1.2 | | |
| | | 73,793 | @ | | CoStar Group, Inc. | | | | | 16,135,577 | | | | | | 1.3 | | | |
| | | 128,575 | @ | | Gartner, Inc. | | | | | 12,524,491 | | | | | | 1.0 | | | |
| | | 758,553 | @ | | Integrated Device Technology, Inc. | | | | | 15,269,672 | | | | | | 1.2 | | | |
| | | 134,319 | | | | Intuit, Inc. | | | | | 14,991,344 | | | | | | 1.2 | | |
Voya MidCap Opportunities Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 499,313 | | | | Maxim Integrated Products | | | | $ | 17,820,481 | | | | | | 1.4 | | |
| | | 388,332 | | | | Paychex, Inc. | | | | | 23,105,754 | | | | | | 1.9 | | |
| | | 313,699 | @ | | Red Hat, Inc. | | | | | 22,774,547 | | | | | | 1.9 | | | |
| | | 665,392 | | | | Sabre Corp. | | | | | 17,825,852 | | | | | | 1.4 | | |
| | | 548,687 | | | | SS&C Technologies Holdings, Inc. | | | | | 15,407,131 | | | | | | 1.3 | | |
| | | 60,872 | @ | | Ultimate Software Group, Inc. | | | | | 12,800,773 | | | | | | 1.1 | | | |
| | | 349,895 | @ | | Vantiv, Inc. | | | | | 19,804,057 | | | | | | 1.6 | | | |
| | | 392,009 | | | | Other Securities(a) | | | | | 17,405,494 | | | | | | 1.4 | | |
| | | | | | | | | | | | 240,759,889 | | | | | | 19.5 | | |
| | | | | | | Materials: 5.8% | | ||||||||||||
| | | 394,545 | @ | | Crown Holdings, Inc. | | | | | 19,991,595 | | | | | | 1.6 | | | |
| | | 256,242 | | | | Eastman Chemical Co. | | | | | 17,398,832 | | | | | | 1.4 | | |
| | | 280,029 | | | | Packaging Corp. of America | | | | | 18,742,341 | | | | | | 1.5 | | |
| | | 349,169 | | | | Sealed Air Corp. | | | | | 16,051,299 | | | | | | 1.3 | | |
| | | | | | | | | | | | 72,184,067 | | | | | | 5.8 | | |
| | | | | | | Total Common Stock (Cost $1,114,599,157) | | | | | 1,209,324,364 | | | | | | 97.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc: 1.4% | | ||||||||||||
| | $ | 4,093,601 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $4,093,654, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,175,473, due 07/15/16-09/20/65) | | | | | 4,093,601 | | | | | | 0.4 | | |
| | | 4,093,601 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $4,093,657, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $4,175,473, due 07/07/16-02/01/49) | | | | | 4,093,601 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| | $ | 4,093,601 | | | | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.43%, due 07/01/16 (Repurchase Amount $4,093,649, collateralized by various U.S. Government Agency Obligations, 1.370%-6.059%, Market Value plus accrued interest $4,175,473, due 01/01/19-07/01/46) | | | | $ | 4,093,601 | | | | | | 0.3 | | |
| | | 861,681 | | | | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $861,692, collateralized by various U.S. Government Agency Obligations, 1.000%-8.000%, Market Value plus accrued interest $878,915, due 06/01/22-11/20/45) | | | | | 861,681 | | | | | | 0.1 | | |
| | | 4,093,601 | ��� | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $4,093,648, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $4,175,473, due 12/01/16-02/20/66) | | | | | 4,093,601 | | | | | | 0.3 | | |
| | | | | | | | | | | | 17,236,085 | | | | | | 1.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.0% | | ||||||||||||
| | | 12,324,000 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $12,324,000) | | | | | 12,324,000 | | | | | | 1.0 | | |
| | | | | | | Total Short-Term Investments (Cost $29,560,085) | | | | | 29,560,085 | | | | | | 2.4 | | |
| | | | | | | Total Investments in Securities (Cost $1,144,159,242) | | | | $ | 1,238,884,449 | | | | | | 100.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (2,582,985) | | | | | | (0.2) | | |
| | | | | | | Net Assets | | | | $ | 1,236,301,464 | | | | | | 100.0 | | |
|
Voya MidCap Opportunities Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 128,422,222 | | |
| Gross Unrealized Depreciation | | | | | (37,553,478) | | |
| Net Unrealized Appreciation | | | | $ | 90,868,744 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 1,209,324,364 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,209,324,364 | | |
Short-Term Investments | | | | | 12,324,000 | | | | | | 17,236,085 | | | | | | — | | | | | | 29,560,085 | | |
Total Investments, at fair value | | | | $ | 1,221,648,364 | | | | | $ | 17,236,085 | | | | | $ | — | | | | | $ | 1,238,884,449 | | |
|
Voya SmallCap Opportunities Portfolio | as of June 30, 2016 (Unaudited) |
| Sector Diversification as of June 30, 2016 (as a percentage of net assets) | | |||
| | | | ||
| Information Technology | | | 25.5% | |
| Health Care | | | 20.0% | |
| Consumer Discretionary | | | 16.9% | |
| Industrials | | | 15.7% | |
| Financials | | | 8.5% | |
| Materials | | | 5.8% | |
| Exchange-Traded Funds | | | 2.1% | |
| Consumer Staples | | | 1.9% | |
| Energy | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 2.1% | |
| Net Assets | | | 100.0% | |
| | | | ||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 95.8% | | ||||||||||||||||||
| | | | | | Consumer Discretionary: 16.9% | | ||||||||||||
| | 63,075 | | | | Big Lots, Inc. | | | | $ | 3,160,688 | | | | | | 0.9 | | |
| | 203,170 | @ | | Boyd Gaming Corp. | | | | | 3,738,328 | | | | | | 1.1 | | | |
| | 55,812 | @ | | Bright Horizons Family Solutions, Inc. | | | | | 3,700,894 | | | | | | 1.0 | | | |
| | 75,125 | | | | Cheesecake Factory | | | | | 3,616,518 | | | | | | 1.0 | | |
| | 218,770 | | | | Extended Stay America, Inc. | | | | | 3,270,612 | | | | | | 0.9 | | |
| | 91,757 | @ | | Imax Corp. | | | | | 2,704,996 | | | | | | 0.8 | | | |
| | 43,374 | | | | Jack in the Box, Inc. | | | | | 3,726,694 | | | | | | 1.1 | | |
| | 66,844 | | | | Monro Muffler Brake, Inc. | | | | | 4,248,605 | | | | | | 1.2 | | |
| | 142,065 | @,L | | Planet Fitness, Inc. | | | | | 2,682,187 | | | | | | 0.8 | | | |
| | 1,170,282 | | | | Other Securities | | | | | 28,051,116 | | | | | | 8.1 | | |
| | | | | | | | | | | 58,900,638 | | | | | | 16.9 | | |
| | | | | | Consumer Staples: 1.9% | | ||||||||||||
| | 194,475 | | | | Other Securities(a) | | | | | 6,424,514 | | | | | | 1.9 | | |
| | | | | | Energy: 1.5% | | ||||||||||||
| | 77,400 | @ | | Carrizo Oil & Gas, Inc. | | | | | 2,774,790 | | | | | | 0.8 | | | |
| | 87,600 | | | | Other Securities | | | | | 2,314,770 | | | | | | 0.7 | | |
| | | | | | | | | | | 5,089,560 | | | | | | 1.5 | | |
| | | | | | Financials: 8.5% | | ||||||||||||
| | 39,275 | | | | EastGroup Properties, Inc. | | | | | 2,706,833 | | | | | | 0.8 | | |
| | 1,204,508 | | | | Other Securities | | | | | 26,942,975 | | | | | | 7.7 | | |
| | | | | | | | | | | 29,649,808 | | | | | | 8.5 | | |
| | | | | | Health Care: 20.0% | | ||||||||||||
| | 92,280 | @ | | Air Methods Corp. | | | | | 3,306,393 | | | | | | 1.0 | | | |
| | 78,237 | | | | Healthsouth Corp. | | | | | 3,037,160 | | | | | | 0.9 | | |
| | 54,400 | | | | Hill-Rom Holdings, Inc. | | | | | 2,744,480 | | | | | | 0.8 | | |
| | 63,650 | @ | | Masimo Corp. | | | | | 3,342,580 | | | | | | 1.0 | | | |
| | 143,605 | @ | | Merit Medical Systems, Inc. | | | | | 2,847,687 | | | | | | 0.8 | | | |
| | 96,585 | @ | | Natus Medical, Inc. | | | | | 3,650,913 | | | | | | 1.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Health Care (continued) | | ||||||||||||
| | 46,375 | @ | | NuVasive, Inc. | | | | $ | 2,769,515 | | | | | | 0.8 | | | |
| | 103,560 | @,L | | Team Health Holdings, Inc. | | | | | 4,211,785 | | | | | | 1.2 | | | |
| | 2,354,083 | | | | Other Securities(a) | | | | | 43,570,061 | | | | | | 12.5 | | |
| | | | | | | | | | | 69,480,574 | | | | | | 20.0 | | |
| | | | | | Industrials: 15.7% | | ||||||||||||
| | 108,360 | @ | | Advisory Board Co. | | | | | 3,834,860 | | | | | | 1.1 | | | |
| | 50,025 | | | | CIRCOR International, Inc. | | | | | 2,850,925 | | | | | | 0.8 | | |
| | 70,425 | | | | Clarcor, Inc. | | | | | 4,283,953 | | | | | | 1.2 | | |
| | 60,957 | | | | EnPro Industries, Inc. | | | | | 2,705,881 | | | | | | 0.8 | | |
| | 101,432 | | | | Knight Transportation, Inc. | | | | | 2,696,062 | | | | | | 0.8 | | |
| | 49,450 | L | | Lindsay Manufacturing Co. | | | | | 3,355,677 | | | | | | 1.0 | | | |
| | 77,330 | | | | Simpson Manufacturing Co., Inc. | | | | | 3,090,880 | | | | | | 0.9 | | |
| | 29,875 | @ | | Teledyne Technologies, Inc. | | | | | 2,959,119 | | | | | | 0.8 | | | |
| | 31,325 | | | | Toro Co. | | | | | 2,762,865 | | | | | | 0.8 | | |
| | 143,751 | @ | | TrueBlue, Inc. | | | | | 2,719,769 | | | | | | 0.8 | | | |
| | 55,109 | | | | Watts Water Technologies, Inc. | | | | | 3,210,650 | | | | | | 0.9 | | |
| | 48,200 | | | | Woodward, Inc. | | | | | 2,778,248 | | | | | | 0.8 | | |
| | 453,675 | | | | Other Securities | | | | | 17,467,253 | | | | | | 5.0 | | |
| | | | | | | | | | | 54,716,142 | | | | | | 15.7 | | |
| | | | | | Information Technology: 25.5% | | ||||||||||||
| | 82,338 | @ | | Cardtronics, Inc. | | | | | 3,277,876 | | | | | | 0.9 | | | |
| | 79,600 | @ | | Commvault Systems, Inc. | | | | | 3,437,924 | | | | | | 1.0 | | | |
| | 79,185 | @ | | Electronics for Imaging, Inc. | | | | | 3,408,122 | | | | | | 1.0 | | | |
| | 34,585 | | | | Fair Isaac Corp. | | | | | 3,908,451 | | | | | | 1.1 | | |
| | 79,835 | @ | | Imperva, Inc. | | | | | 3,433,703 | | | | | | 1.0 | | | |
| | 280,105 | @ | | Infinera Corp. | | | | | 3,159,584 | | | | | | 0.9 | | | |
| | 202,295 | | | | Intersil Corp. | | | | | 2,739,074 | | | | | | 0.8 | | |
| | 27,475 | | | | Littelfuse, Inc. | | | | | 3,247,270 | | | | | | 0.9 | | |
| | 41,575 | @ | | Manhattan Associates, Inc. | | | | | 2,666,205 | | | | | | 0.8 | | | |
| | 47,750 | | | | Monolithic Power Systems, Inc. | | | | | 3,262,280 | | | | | | 0.9 | | |
| | 138,390 | @ | | Netscout Systems, Inc. | | | | | 3,079,178 | | | | | | 0.9 | | | |
| | 68,164 | @ | | Plexus Corp. | | | | | 2,944,685 | | | | | | 0.8 | | | |
| | 117,225 | @ | | QLIK Technologies, Inc. | | | | | 3,467,516 | | | | | | 1.0 | | | |
| | 102,410 | @ | | Qualys, Inc. | | | | | 3,052,842 | | | | | | 0.9 | | | |
| | 85,000 | @ | | Synchronoss Technologies, Inc. | | | | | 2,708,100 | | | | | | 0.8 | | | |
| | 1,271,714 | | | | Other Securities(a) | | | | | 40,925,104 | | | | | | 11.8 | | |
| | | | | | | | | | | 88,717,914 | | | | | | 25.5 | | |
| | | | | | Materials: 5.8% | | ||||||||||||
| | 130,350 | @ | | Boise Cascade Co. | | | | | 2,991,532 | | | | | | 0.9 | | | |
| | 67,750 | | | | HB Fuller Co. | | | | | 2,980,323 | | | | | | 0.9 | | |
| | 52,325 | | | | Minerals Technologies, Inc. | | | | | 2,972,060 | | | | | | 0.8 | | |
| | 827,680 | | | | Other Securities(a) | | | | | 11,068,011 | | | | | | 3.2 | | |
| | | | | | | | | | | 20,011,926 | | | | | | 5.8 | | |
Voya SmallCap Opportunities Portfolio | as of June 30, 2016 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Total Common Stock (Cost $310,047,339) | | | | $ | 332,991,076 | | | | | | 95.8 | | |
EXCHANGE-TRADED FUNDS: 2.1% | | ||||||||||||||||||
| | 51,507 | | | | iShares Russell 2000 Growth Index Fund | | | | | 7,065,730 | | | | | | 2.1 | | |
| | | | | | Total Exchange-Traded Funds (Cost $6,312,841) | | | | | 7,065,730 | | | | | | 2.1 | | |
| | | | | | Total Long-Term Investments (Cost $316,360,180) | | | | | 340,056,806 | | | | | | 97.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 9.5% | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc: 7.2% | | ||||||||||||
| $ | 5,729,464 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $5,729,530, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $5,844,121, due 01/01/30-06/20/46) | | | | | 5,729,464 | | | | | | 1.7 | | |
| | 5,995,213 | | | | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $5,995,290, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $6,115,117, due 07/15/16-09/20/65) | | | | | 5,995,213 | | | | | | 1.7 | | |
| | 5,995,213 | | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $5,995,295, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $6,115,117, due 07/07/16-02/01/49) | | | | | 5,995,213 | | | | | | 1.7 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateralcc (continued) | | ||||||||||||
| $ | 5,995,213 | | | | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $5,995,282, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $6,115,117, due 12/01/16-02/20/66) | | | | $ | 5,995,213 | | | | | | 1.7 | | |
| | 1,527,667 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,527,687, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,570,577, due 04/15/18-01/15/29) | | | | | 1,527,667 | | | | | | 0.4 | | |
| | | | | | | | | | | 25,242,770 | | | | | | 7.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.3% | | ||||||||||||
| | | 7,925,131 | | | | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† (Cost $7,925,131) | | | | | 7,925,131 | | | | | | 2.3 | | |
| | | | | | | Total Short-Term Investments (Cost $33,167,901) | | | | | 33,167,901 | | | | | | 9.5 | | |
| | | | | | | Total Investments in Securities (Cost $349,528,081) | | | | $ | 373,224,707 | | | | | | 107.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (25,635,143) | | | | | | (7.4) | | |
| | | | | | | Net Assets | | | | $ | 347,589,564 | | | | | | 100.0 | | |
|
Voya SmallCap Opportunities Portfolio | as of June 30, 2016 (Unaudited) (continued) |
| Gross Unrealized Appreciation | | | | $ | 47,491,781 | | |
| Gross Unrealized Depreciation | | | | | (25,256,576) | | |
| Net Unrealized Appreciation | | | | $ | 22,235,205 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2016 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 58,900,638 | | | | | $ | — | | | | | $ | — | | | | | $ | 58,900,638 | | |
Consumer Staples | | | | | 6,424,514 | | | | | | — | | | | | | — | | | | | | 6,424,514 | | |
Energy | | | | | 5,089,560 | | | | | | — | | | | | | — | | | | | | 5,089,560 | | |
Financials | | | | | 29,649,808 | | | | | | — | | | | | | — | | | | | | 29,649,808 | | |
Health Care | | | | | 69,447,502 | | | | | | — | | | | | | 33,072 | | | | | | 69,480,574 | | |
Industrials | | | | | 54,716,142 | | | | | | — | | | | | | — | | | | | | 54,716,142 | | |
Information Technology | | | | | 88,717,914 | | | | | | — | | | | | | — | | | | | | 88,717,914 | | |
Materials | | | | | 20,011,926 | | | | | | — | | | | | | — | | | | | | 20,011,926 | | |
Total Common Stock | | | | | 332,958,004 | | | | | | — | | | | | | 33,072 | | | | | | 332,991,076 | | |
Exchange-Traded Funds | | | | | 7,065,730 | | | | | | — | | | | | | — | | | | | | 7,065,730 | | |
Short-Term Investments | | | | | 7,925,131 | | | | | | 25,242,770 | | | | | | — | | | | | | 33,167,901 | | |
Total Investments, at fair value | | | | $ | 347,948,865 | | | | | $ | 25,242,770 | | | | | $ | 33,072 | | | | | $ | 373,224,707 | | |
|
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.8% | ||||||||||||||
Consumer Discretionary: 24.7% | ||||||||||||||
245,479 | @ | AMC Networks, Inc. | 14,831,841 | 1.2 | ||||||||||
299,830 | @ | Burlington Stores, Inc. | 20,001,659 | 1.6 | ||||||||||
487,405 | Coach, Inc. | 19,856,880 | 1.6 | |||||||||||
395,146 | Dollar General Corp. | 37,143,724 | 3.0 | |||||||||||
138,131 | Domino's Pizza, Inc. | 18,147,651 | 1.5 | |||||||||||
409,599 | @ | Five Below, Inc. | 19,009,489 | 1.5 | ||||||||||
331,800 | Foot Locker, Inc. | 18,202,548 | 1.5 | |||||||||||
225,348 | Hasbro, Inc. | 18,926,978 | 1.5 | |||||||||||
768,506 | Interpublic Group of Cos., Inc. | 17,752,489 | 1.4 | |||||||||||
81,438 | Lear Corp. | 8,287,131 | 0.7 | |||||||||||
605,087 | @ | LKQ Corp. | 19,181,258 | 1.6 | ||||||||||
132,880 | L | Marriott International, Inc. | 8,831,205 | 0.7 | ||||||||||
110,442 | @ | O'Reilly Automotive, Inc. | 29,940,826 | 2.4 | ||||||||||
457,504 | Ross Stores, Inc. | 25,935,902 | 2.1 | |||||||||||
122,178 | @ | Ulta Salon Cosmetics & Fragrance, Inc. | 29,767,448 | 2.4 | ||||||||||
305,817,029 | 24.7 | |||||||||||||
Consumer Staples: 7.8% | ||||||||||||||
252,431 | Church & Dwight Co., Inc. | 25,972,625 | 2.1 | |||||||||||
306,637 | Mead Johnson Nutrition Co. | 27,827,308 | 2.2 | |||||||||||
97,114 | @ | Monster Beverage Corp. | 15,607,191 | 1.3 | ||||||||||
115,460 | @ | Prestige Brands Holdings, Inc. | 6,396,484 | 0.5 | ||||||||||
205,152 | @ | TreeHouse Foods, Inc. | 21,058,853 | 1.7 | ||||||||||
96,862,461 | 7.8 | |||||||||||||
Energy: 1.2% | ||||||||||||||
183,581 | EQT Corp. | 14,214,677 | 1.2 | |||||||||||
Financials: 10.0% | ||||||||||||||
89,814 | @ | Affiliated Managers Group, Inc. | 12,643,117 | 1.0 | ||||||||||
114,371 | Aon PLC | 12,492,745 | 1.0 | |||||||||||
394,827 | Arthur J. Gallagher & Co. | 18,793,765 | 1.5 | |||||||||||
427,298 | @ | Communications Sales & Leasing, Inc. | 12,348,912 | 1.0 | ||||||||||
71,652 | Equinix, Inc. | 27,781,630 | 2.3 | |||||||||||
26,325 | Equity Lifestyle Properties, Inc. | 2,107,316 | 0.2 | |||||||||||
229,989 | Moody's Corp. | 21,552,269 | 1.7 | |||||||||||
572,554 | TD Ameritrade Holding Corp. | 16,303,475 | 1.3 | |||||||||||
124,023,229 | 10.0 | |||||||||||||
Health Care: 15.9% | ||||||||||||||
60,923 | @ | Abiomed, Inc. | 6,658,275 | 0.5 | ||||||||||
183,016 | @ | BioMarin Pharmaceutical, Inc. | 14,238,645 | 1.2 | ||||||||||
258,135 | @ | Edwards Lifesciences Corp. | 25,743,804 | 2.1 | ||||||||||
585,043 | @ | Hologic, Inc. | 20,242,488 | 1.6 | ||||||||||
40,784 | @ | Intuitive Surgical, Inc. | 26,974,945 | 2.2 | ||||||||||
95,298 | @ | Laboratory Corp. of America Holdings | 12,414,470 | 1.0 | ||||||||||
85,394 | @,L | Nevro Corp. | 6,298,661 | 0.5 | ||||||||||
255,223 | @ | NuVasive, Inc. | 15,241,918 | 1.2 | ||||||||||
230,519 | PerkinElmer, Inc. | 12,083,806 | 1.0 | |||||||||||
263,287 | @ | Quintiles Transnational Holdings, Inc. | 17,197,907 | 1.4 | ||||||||||
223,463 | @ | VCA, Inc. | 15,108,333 | 1.2 | ||||||||||
513,478 | Zoetis, Inc. | 24,369,666 | 2.0 | |||||||||||
196,572,918 | 15.9 | |||||||||||||
Industrials: 12.9% | ||||||||||||||
177,134 | Equifax, Inc. | 22,744,006 | 1.9 | |||||||||||
248,708 | Ingersoll-Rand PLC - Class A | 15,837,725 | 1.3 | |||||||||||
570,634 | Masco Corp. | 17,655,416 | 1.4 | |||||||||||
159,399 | MSC Industrial Direct Co. | 11,247,194 | 0.9 | |||||||||||
113,663 | Nielsen NV | 5,907,066 | 0.5 | |||||||||||
187,225 | Orbital ATK, Inc. | 15,940,337 | 1.3 | |||||||||||
76,699 | Roper Technologies, Inc. | 13,081,781 | 1.1 | |||||||||||
315,764 | Southwest Airlines Co. | 12,381,106 | 1.0 | |||||||||||
145,229 | Stanley Black & Decker, Inc. | 16,152,369 | 1.3 | |||||||||||
312,805 | Textron, Inc. | 11,436,151 | 0.9 | |||||||||||
229,104 | Waste Connections, Inc. | 16,506,943 | 1.3 | |||||||||||
158,890,094 | 12.9 | |||||||||||||
Information Technology: 19.5% | ||||||||||||||
342,210 | Amphenol Corp. | 19,618,899 | 1.6 | |||||||||||
637,289 | Applied Materials, Inc. | 15,275,817 | 1.2 | |||||||||||
73,793 | @ | CoStar Group, Inc. | 16,135,577 | 1.3 | ||||||||||
197,870 | Flir Systems, Inc. | 6,124,077 | 0.5 | |||||||||||
128,575 | @ | Gartner, Inc. | 12,524,491 | 1.0 | ||||||||||
758,553 | @ | Integrated Device Technology, Inc. | 15,269,672 | 1.2 | ||||||||||
134,319 | Intuit, Inc. | 14,991,344 | 1.2 | |||||||||||
499,313 | Maxim Integrated Products | 17,820,481 | 1.4 | |||||||||||
388,332 | Paychex, Inc. | 23,105,754 | 1.9 | |||||||||||
313,699 | @ | Red Hat, Inc. | 22,774,547 | 1.9 | ||||||||||
665,392 | Sabre Corp. | 17,825,852 | 1.5 | |||||||||||
548,687 | SS&C Technologies Holdings, Inc. | 15,407,131 | 1.3 | |||||||||||
60,872 | @ | Ultimate Software Group, Inc. | 12,800,773 | 1.0 | ||||||||||
349,895 | @ | Vantiv, Inc. | 19,804,057 | 1.6 | ||||||||||
194,139 | @,L | WebMD Health Corp. | 11,281,417 | 0.9 | ||||||||||
240,759,889 | 19.5 | |||||||||||||
Materials: 5.8% | ||||||||||||||
394,545 | @ | Crown Holdings, Inc. | 19,991,595 | 1.6 | ||||||||||
256,242 | Eastman Chemical Co. | 17,398,832 | 1.4 | |||||||||||
280,029 | Packaging Corp. of America | 18,742,341 | 1.5 | |||||||||||
349,169 | Sealed Air Corp. | 16,051,299 | 1.3 | |||||||||||
72,184,067 | 5.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,114,599,157) | 1,209,324,364 | 97.8 |
Voya MidCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.4% | ||||||||||||||
Securities Lending Collateralcc: 1.4% | ||||||||||||||
4,093,601 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $4,093,654, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $4,175,473, due 07/15/16-09/20/65) | 4,093,601 | 0.4 | |||||||||||
4,093,601 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $4,093,657, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $4,175,473, due 07/07/16-02/01/49) | 4,093,601 | 0.3 | |||||||||||
4,093,601 | Mitsubishi UFJ Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.43%, due 07/01/16 (Repurchase Amount $4,093,649, collateralized by various U.S. Government Agency Obligations, 1.370%-6.059%, Market Value plus accrued interest $4,175,473, due 01/01/19-07/01/46) | 4,093,601 | 0.3 | |||||||||||
861,681 | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/16, 0.45%, due 07/01/16 (Repurchase Amount $861,692, collateralized by various U.S. Government Agency Obligations, 1.000%-8.000%, Market Value plus accrued interest $878,915, due 06/01/22-11/20/45) | 861,681 | 0.1 | |||||||||||
4,093,601 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $4,093,648, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $4,175,473, due 12/01/16-02/20/66) | 4,093,601 | 0.3 | |||||||||||
17,236,085 | 1.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
12,324,000 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $12,324,000) | 12,324,000 | 1.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $29,560,085) | 29,560,085 | 2.4 | ||||||||||||
Total Investments in Securities (Cost $1,144,159,242) | $ | 1,238,884,449 | 100.2 | |||||||||||
Liabilities in Excess of Other Assets | (2,582,985 | ) | (0.2 | ) | ||||||||||
Net Assets | $ | 1,236,301,464 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
Cost for federal income tax purposes is $1,148,015,705.
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 128,422,222 | ||
Gross Unrealized Depreciation | (37,553,478 | ) | ||
Net Unrealized Appreciation | $ | 90,868,744 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.8% | ||||||||||||||
Consumer Discretionary: 16.9% | ||||||||||||||
63,075 | Big Lots, Inc. | 3,160,688 | 0.9 | |||||||||||
203,170 | @ | Boyd Gaming Corp. | 3,738,328 | 1.1 | ||||||||||
55,812 | @ | Bright Horizons Family Solutions, Inc. | 3,700,894 | 1.1 | ||||||||||
36,760 | @ | Burlington Stores, Inc. | 2,452,260 | 0.7 | ||||||||||
70,465 | CalAtlantic Group, Inc. | 2,586,770 | 0.7 | |||||||||||
255,069 | Callaway Golf Co. | 2,604,254 | 0.8 | |||||||||||
75,125 | Cheesecake Factory | 3,616,518 | 1.0 | |||||||||||
28,665 | Childrens Place Retail Stores, Inc. | 2,298,360 | 0.7 | |||||||||||
68,016 | Cinemark Holdings, Inc. | 2,479,863 | 0.7 | |||||||||||
213,685 | Dana Holding Corp. | 2,256,514 | 0.6 | |||||||||||
41,050 | @ | Express, Inc. | 595,636 | 0.2 | ||||||||||
218,770 | Extended Stay America, Inc. | 3,270,612 | 0.9 | |||||||||||
91,757 | @ | Imax Corp. | 2,704,996 | 0.8 | ||||||||||
43,374 | Jack in the Box, Inc. | 3,726,694 | 1.1 | |||||||||||
66,844 | Monro Muffler Brake, Inc. | 4,248,605 | 1.2 | |||||||||||
103,850 | @ | Nautilus, Inc. | 1,852,684 | 0.5 | ||||||||||
142,065 | @,L | Planet Fitness, Inc. | 2,682,187 | 0.8 | ||||||||||
26,678 | Pool Corp. | 2,508,532 | 0.7 | |||||||||||
71,945 | @ | Sally Beauty Holdings, Inc. | 2,115,902 | 0.6 | ||||||||||
87,750 | Sonic Corp. | 2,373,638 | 0.7 | |||||||||||
18,089 | Vail Resorts, Inc. | 2,500,442 | 0.7 | |||||||||||
148,260 | Wendy's Company | 1,426,261 | 0.4 | |||||||||||
58,900,638 | 16.9 | |||||||||||||
Consumer Staples: 1.9% | ||||||||||||||
94,705 | @,L | Blue Buffalo Pet Products, Inc. | 2,210,414 | 0.7 | ||||||||||
18,125 | Casey's General Stores, Inc. | 2,383,619 | 0.7 | |||||||||||
81,645 | Vector Group Ltd. | 1,830,481 | 0.5 | |||||||||||
6,424,514 | 1.9 | |||||||||||||
Energy: 1.5% | ||||||||||||||
77,400 | @ | Carrizo Oil & Gas, Inc. | 2,774,790 | 0.8 | ||||||||||
22,200 | @ | Dril-Quip, Inc. | 1,297,146 | 0.4 | ||||||||||
65,400 | @ | Unit Corp. | 1,017,624 | 0.3 | ||||||||||
5,089,560 | 1.5 | |||||||||||||
Financials: 8.5% | ||||||||||||||
70,540 | Colony Capital, Inc. | 1,082,789 | 0.3 | |||||||||||
14,450 | Coresite Realty Corp. | 1,281,570 | 0.4 | |||||||||||
39,275 | EastGroup Properties, Inc. | 2,706,833 | 0.8 | |||||||||||
57,582 | Evercore Partners, Inc. | 2,544,549 | 0.7 | |||||||||||
46,820 | First American Financial Corp. | 1,883,100 | 0.5 | |||||||||||
174,155 | Janus Capital Group, Inc. | 2,424,238 | 0.7 | |||||||||||
418,075 | @ | MGIC Investment Corp. | 2,487,546 | 0.7 | ||||||||||
51,562 | Pebblebrook Hotel Trust | 1,353,503 | 0.4 | |||||||||||
36,825 | QTS Realty Trust, Inc. | 2,061,464 | 0.6 | |||||||||||
19,490 | Sovran Self Storage, Inc. | 2,044,891 | 0.6 | |||||||||||
23,518 | @ | SVB Financial Group | 2,237,973 | 0.6 | ||||||||||
55,900 | Terreno Realty Corp. | 1,446,133 | 0.4 | |||||||||||
64,105 | Urban Edge Properties | 1,914,175 | 0.6 | |||||||||||
96,790 | Virtu Financial, Inc. | 1,742,220 | 0.5 | |||||||||||
74,696 | @ | Western Alliance Bancorp. | 2,438,824 | 0.7 | ||||||||||
29,649,808 | 8.5 | |||||||||||||
Health Care: 20.0% | ||||||||||||||
57,865 | @,L | Acadia Pharmaceuticals, Inc. | 1,878,298 | 0.5 | ||||||||||
92,280 | @ | Air Methods Corp. | 3,306,392 | 1.0 | ||||||||||
241,345 | @,L | Amicus Therapeutics, Inc. | 1,317,744 | 0.4 | ||||||||||
84,850 | @,L | Cempra, Inc. | 1,399,176 | 0.4 | ||||||||||
27,418 | @ | Charles River Laboratories International, Inc. | 2,260,340 | 0.6 | ||||||||||
48,935 | @ | Cynosure, Inc. | 2,380,443 | 0.7 | ||||||||||
84,925 | @,L | Depomed, Inc. | 1,666,229 | 0.5 | ||||||||||
29,795 | @ | Dyax, Corp. - CVR | 33,072 | 0.0 | ||||||||||
83,550 | @,L | Esperion Therapeutics, Inc. | 825,474 | 0.2 | ||||||||||
189,425 | @,L | Exelixis, Inc. | 1,479,409 | 0.4 | ||||||||||
166,545 | @,L | Halozyme Therapeutics, Inc. | 1,437,283 | 0.4 | ||||||||||
78,237 | Healthsouth Corp. | 3,037,160 | 0.9 | |||||||||||
54,400 | Hill-Rom Holdings, Inc. | 2,744,480 | 0.8 | |||||||||||
67,375 | @,L | Lexicon Pharmaceuticals, Inc. | 966,831 | 0.3 | ||||||||||
17,050 | @ | Ligand Pharmaceuticals, Inc. | 2,033,554 | 0.6 | ||||||||||
46,304 | @ | Luminex Corp. | 936,730 | 0.3 | ||||||||||
46,275 | @,L | MacroGenics, Inc. | 1,248,962 | 0.4 | ||||||||||
63,650 | @ | Masimo Corp. | 3,342,580 | 1.0 | ||||||||||
143,605 | @ | Merit Medical Systems, Inc. | 2,847,687 | 0.8 | ||||||||||
96,585 | @ | Natus Medical, Inc. | 3,650,913 | 1.1 | ||||||||||
38,347 | @ | Neogen Corp. | 2,157,019 | 0.6 | ||||||||||
32,125 | @ | Neurocrine Biosciences, Inc. | 1,460,081 | 0.4 | ||||||||||
267,730 | @,L | Novavax, Inc. | 1,946,397 | 0.6 | ||||||||||
46,375 | @ | NuVasive, Inc. | 2,769,515 | 0.8 | ||||||||||
28,150 | @ | Omnicell, Inc. | 963,575 | 0.3 | ||||||||||
26,657 | @ | Ophthotech Corp. | 1,360,307 | 0.4 | ||||||||||
34,225 | Owens & Minor, Inc. | 1,279,331 | 0.4 | |||||||||||
31,800 | @,L | Pacira Pharmaceuticals, Inc./DE | 1,072,614 | 0.3 | ||||||||||
51,309 | @ | Portola Pharmaceuticals, Inc. | 1,210,892 | 0.3 | ||||||||||
29,305 | @,L | Prothena Corp. PLC | 1,024,503 | 0.3 | ||||||||||
67,900 | @,L | Relypsa, Inc. | 1,256,150 | 0.4 | ||||||||||
45,275 | @,L | Sage Therapeutics, Inc. | 1,364,136 | 0.4 | ||||||||||
149,275 | @ | Sangamo Biosciences, Inc. | 864,302 | 0.2 | ||||||||||
216,215 | @ | Select Medical Holdings Corp. | 2,350,257 | 0.7 | ||||||||||
23,800 | @,L | Spark Therapeutics Inc. | 1,216,894 | 0.3 | ||||||||||
86,333 | @ | Surgery Partners, Inc. | 1,545,361 | 0.4 | ||||||||||
103,560 | @,L | Team Health Holdings, Inc. | 4,211,785 | 1.2 | ||||||||||
17,315 | @ | Ultragenyx Pharmaceutical, Inc. | 846,877 | 0.2 | ||||||||||
16,665 | @ | WellCare Health Plans, Inc. | 1,787,821 | 0.5 | ||||||||||
69,480,574 | 20.0 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: 15.7% | ||||||||||||||
115,000 | Actuant Corp. | 2,600,150 | 0.7 | |||||||||||
108,360 | @ | Advisory Board Co. | 3,834,860 | 1.1 | ||||||||||
49,250 | @ | Beacon Roofing Supply, Inc. | 2,239,398 | 0.6 | ||||||||||
50,025 | CIRCOR International, Inc. | 2,850,925 | 0.8 | |||||||||||
70,425 | Clarcor, Inc. | 4,283,953 | 1.2 | |||||||||||
60,957 | EnPro Industries, Inc. | 2,705,881 | 0.8 | |||||||||||
33,864 | G&K Services, Inc. | 2,592,966 | 0.7 | |||||||||||
72,900 | Gorman-Rupp Co. | 1,998,189 | 0.6 | |||||||||||
62,746 | Healthcare Services Group, Inc. | 2,596,429 | 0.7 | |||||||||||
37,650 | @ | HUB Group, Inc. | 1,444,631 | 0.4 | ||||||||||
40,060 | KAR Auction Services, Inc. | 1,672,104 | 0.5 | |||||||||||
101,432 | Knight Transportation, Inc. | 2,696,063 | 0.8 | |||||||||||
49,450 | L | Lindsay Manufacturing Co. | 3,355,677 | 1.0 | ||||||||||
42,205 | Regal-Beloit Corp. | 2,323,385 | 0.7 | |||||||||||
77,330 | Simpson Manufacturing Co., Inc. | 3,090,880 | 0.9 | |||||||||||
29,875 | @ | Teledyne Technologies, Inc. | 2,959,119 | 0.9 | ||||||||||
31,325 | Toro Co. | 2,762,865 | 0.8 | |||||||||||
143,751 | @ | TrueBlue, Inc. | 2,719,769 | 0.8 | ||||||||||
55,109 | Watts Water Technologies, Inc. | 3,210,650 | 0.9 | |||||||||||
48,200 | Woodward, Inc. | 2,778,248 | 0.8 | |||||||||||
54,716,142 | 15.7 | |||||||||||||
Information Technology: 25.5% | ||||||||||||||
60,421 | @,L | Aspen Technology, Inc. | 2,431,341 | 0.7 | ||||||||||
36,724 | Blackbaud, Inc. | 2,493,560 | 0.7 | |||||||||||
56,865 | @ | BroadSoft, Inc. | 2,333,171 | 0.7 | ||||||||||
82,338 | @ | Cardtronics, Inc. | 3,277,876 | 0.9 | ||||||||||
15,840 | @ | Coherent, Inc. | 1,453,795 | 0.4 | ||||||||||
79,600 | @ | Commvault Systems, Inc. | 3,437,924 | 1.0 | ||||||||||
249,744 | Cypress Semiconductor Corp. | 2,634,799 | 0.8 | |||||||||||
79,185 | @ | Electronics for Imaging, Inc. | 3,408,122 | 1.0 | ||||||||||
37,375 | @ | Euronet Worldwide, Inc. | 2,585,976 | 0.7 | ||||||||||
34,585 | Fair Isaac Corp. | 3,908,451 | 1.1 | |||||||||||
42,650 | Flir Systems, Inc. | 1,320,017 | 0.4 | |||||||||||
41,474 | @ | Guidewire Software, Inc. | 2,561,434 | 0.7 | ||||||||||
79,835 | @ | Imperva, Inc. | 3,433,703 | 1.0 | ||||||||||
280,105 | @ | Infinera Corp. | 3,159,584 | 0.9 | ||||||||||
202,295 | Intersil Corp. | 2,739,074 | 0.8 | |||||||||||
32,800 | j2 Global, Inc. | 2,071,976 | 0.6 | |||||||||||
27,475 | Littelfuse, Inc. | 3,247,270 | 0.9 | |||||||||||
41,575 | @ | Manhattan Associates, Inc. | 2,666,205 | 0.8 | ||||||||||
59,525 | @,L | Match Group, Inc. | 897,339 | 0.3 | ||||||||||
69,487 | @ | Microsemi Corp. | 2,270,835 | 0.6 | ||||||||||
38,150 | MKS Instruments, Inc. | 1,642,739 | 0.5 | |||||||||||
47,750 | Monolithic Power Systems, Inc. | 3,262,280 | 0.9 | |||||||||||
83,728 | National Instruments Corp. | 2,294,147 | 0.7 | |||||||||||
138,390 | @ | Netscout Systems, Inc. | 3,079,178 | 0.9 | ||||||||||
46,950 | @,L | Paycom Software, Inc. | 2,028,710 | 0.6 | ||||||||||
68,164 | @ | Plexus Corp. | 2,944,685 | 0.8 | ||||||||||
140,575 | @ | Polycom, Inc. | 1,581,469 | 0.5 | ||||||||||
52,900 | Power Integrations, Inc. | 2,648,703 | 0.8 | |||||||||||
70,776 | @ | PROS Holdings, Inc. | 1,233,626 | 0.3 | ||||||||||
117,225 | @ | QLIK Technologies, Inc. | 3,467,516 | 1.0 | ||||||||||
102,410 | @ | Qualys, Inc. | 3,052,842 | 0.9 | ||||||||||
80,350 | @ | SciQuest, Inc. | 1,418,981 | 0.4 | ||||||||||
39,675 | @ | SPS Commerce, Inc. | 2,404,305 | 0.7 | ||||||||||
85,000 | @ | Synchronoss Technologies, Inc. | 2,708,100 | 0.8 | ||||||||||
15,705 | @ | Tyler Technologies, Inc. | 2,618,181 | 0.7 | ||||||||||
88,717,914 | 25.5 | |||||||||||||
Materials: 5.8% | ||||||||||||||
130,350 | @ | Boise Cascade Co. | 2,991,532 | 0.9 | ||||||||||
152,225 | Commercial Metals Co. | 2,572,602 | 0.7 | |||||||||||
61,050 | Greif, Inc. - Class A | 2,275,334 | 0.6 | |||||||||||
67,750 | HB Fuller Co. | 2,980,323 | 0.9 | |||||||||||
448,400 | L | Hecla Mining Co. | 2,286,840 | 0.7 | ||||||||||
105,455 | KapStone Paper and Packaging Corp. | 1,371,970 | 0.4 | |||||||||||
52,325 | Minerals Technologies, Inc. | 2,972,060 | 0.9 | |||||||||||
60,550 | Worthington Industries, Inc. | 2,561,265 | 0.7 | |||||||||||
20,011,926 | 5.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $310,047,339) | 332,991,076 | 95.8 | ||||||||||||
EXCHANGE-TRADED FUNDS: 2.1% | ||||||||||||||
51,507 | iShares Russell 2000 Growth Index Fund | 7,065,730 | 2.1 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $6,312,841) | 7,065,730 | 2.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $316,360,180) | 340,056,806 | 97.9 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 9.5% | ||||||||||||||
Securities Lending Collateralcc: 7.2% | ||||||||||||||
5,729,464 | Bank of Nova Scotia, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $5,729,530, collateralized by various U.S. Government Agency Obligations, 3.000%-7.250%, Market Value plus accrued interest $5,844,121, due 01/01/30-06/20/46) | 5,729,464 | 1.7 |
Voya SmallCap Opportunities Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2016 (Unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateralcc: (continued) | ||||||||||||||
5,995,213 | Cantor Fitzgerald, Repurchase Agreement dated 06/30/16, 0.47%, due 07/01/16 (Repurchase Amount $5,995,290, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-10.500%, Market Value plus accrued interest $6,115,117, due 07/15/16-09/20/65) | 5,995,213 | 1.7 | |||||||||||
5,995,213 | Daiwa Capital Markets, Repurchase Agreement dated 06/30/16, 0.50%, due 07/01/16 (Repurchase Amount $5,995,295, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $6,115,117, due 07/07/16-02/01/49) | 5,995,213 | 1.7 | |||||||||||
5,995,213 | Nomura Securities, Repurchase Agreement dated 06/30/16, 0.42%, due 07/01/16 (Repurchase Amount $5,995,282, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $6,115,117, due 12/01/16-02/20/66) | 5,995,213 | 1.7 | |||||||||||
1,527,667 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/16, 0.48%, due 07/01/16 (Repurchase Amount $1,527,687, collateralized by various U.S. Government Securities, 0.125%-2.500%, Market Value plus accrued interest $1,570,577, due 04/15/18-01/15/29) | 1,527,667 | 0.4 | |||||||||||
25,242,770 | 7.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.3% | ||||||||||||||
7,925,131 | BlackRock Liquidity Funds, TempFund, Institutional Class, 0.430%†† | |||||||||||||
(Cost $7,925,131) | 7,925,131 | 2.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $33,167,901) | 33,167,901 | 9.5 | ||||||||||||
Total Investments in Securities (Cost $349,528,081) | $ | 373,224,707 | 107.4 | |||||||||||
Liabilities in Excess of Other Assets | (25,635,143 | ) | (7.4 | ) | ||||||||||
Net Assets | $ | 347,589,564 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
†† | Rate shown is the 7-day yield as of June 30, 2016. |
@ | Non-income producing security. |
cc | Represents securities purchased with cash collateral received for securities on loan. |
L | Loaned security, a portion or all of the security is on loan at June 30, 2016. |
Cost for federal income tax purposes is $350,989,502.
Net unrealized appreciation consists of: | ||||
Gross Unrealized Appreciation | $ | 47,491,781 | ||
Gross Unrealized Depreciation | (25,256,576 | ) | ||
Net Unrealized Appreciation | $ | 22,235,205 |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
N.A.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2 under the Act (17 CFR 270.30a-2) is attached hereto as EX-99.CERT. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Products Trust
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 7, 2016
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: September 7, 2016
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 7, 2016