UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-07651
Voya Variable Portfolios, Inc.
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Incorporated, 300 East Lombard Street, Baltimore, MD 21201
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: December 31, 2017
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
January 19, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays Long-Term U.S. Treasury Index | | | | This index measures the performance of U.S. Treasury bills with long-term maturity. The credit level for this index is investment grade. The rebalance scheme is monthly. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | iMoneyNet Government Institutional Index | | | | The average return for a category of money market funds that includes all government institutional funds: Treasury Institutional, Treasury and Repo Institutional and Government and Agencies Institutional. | | |
| | MSCI All Country World IndexSM | | | | A free-float adjusted market capitalization index that is designed to measure equity performance in the global developed and emerging markets. | | |
| | MSCI Europe, Australasia and Far East® (“MSCI EAFE”) Index | | | | An index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | Russell 2000® Index | | | | An index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An index that measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk® Growth Index | | | | Seeks to measure the performance of an asset allocation strategy targeted to a growth focused risk profile. | | |
| | Tokyo Stock Price Index (“TOPIX Index®”) | | | | A composite index for the Tokyo Stock Exchange tracking all domestic stocks from the first section of the exchange. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 51.0% | |
| Exchange-Traded Funds | | | 11.5% | |
| Mutual Funds | | | 8.5% | |
| Corporate Bonds/Notes | | | 7.0% | |
| U.S. Treasury Obligations | | | 5.6% | |
| U.S. Government Agency Obligations | | | 2.9% | |
| Asset-Backed Securities | | | 2.8% | |
| Collateralized Mortgage Obligations | | | 2.7% | |
| Commercial Mortgage-Backed Securities | | | 1.2% | |
| Foreign Government Bonds | | | 0.9% | |
| Preferred Stock | | | 0.2% | |
| Rights | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 5.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| iShares MSCI Emerging Markets Index Fund | | | 4.5% | |
| Voya High Yield Bond Fund - Class P | | | 4.0% | |
| Voya Floating Rate Fund Class P | | | 3.0% | |
| United States Treasury Note, 1.750%, 11/30/19 | | | 2.0% | |
| PowerShares Senior Loan Portfolio | | | 2.0% | |
| iShares 1-3 Year Treasury Bond ETF | | | 2.0% | |
| Credit Suisse Commodity Return Strategy Fund - Class I | | | 1.5% | |
| Microsoft Corp. | | | 1.1% | |
| Johnson & Johnson | | | 1.1% | |
| Vanguard REIT | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 14.73% | | | | | | 8.52% | | | | | | 5.14% | | | |
| | Class S | | | | | 14.37% | | | | | | 8.23% | | | | | | 4.88% | | | |
| | S&P Target Risk® Growth Index | | | | | 16.22% | | | | | | 8.90% | | | | | | 5.50% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 3.54% | | | | | | 2.10% | | | | | | 4.01% | | | |
| | MSCI EAFE® Index | | | | | 25.03% | | | | | | 7.90% | | | | | | 1.94% | | | |
| | Russell 3000® Index | | | | | 21.13% | | | | | | 15.58% | | | | | | 8.60% | | | |
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Portfolio Managers’ Report | Voya Global Equity Portfolio |
| Geographic Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 51.5% | |
| Japan | | | 7.6% | |
| France | | | 7.0% | |
| United Kingdom | | | 5.1% | |
| Switzerland | | | 4.8% | |
| Germany | | | 4.1% | |
| China | | | 3.1% | |
| Netherlands | | | 2.2% | |
| Australia | | | 1.9% | |
| Italy | | | 1.7% | |
| Countries between 0.9% – 1.4%^ | | | 6.6% | |
| Assets in Excess of Other Liabilities* | | | 4.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 6 countries, which each represents 0.9% – 1.4% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 3.3% | |
| Microsoft Corp. | | | 2.9% | |
| Amazon.com, Inc. | | | 2.5% | |
| JPMorgan Chase & Co. | | | 2.5% | |
| Royal Dutch Shell PLC - Class A ADR | | | 2.2% | |
| UnitedHealth Group, Inc. | | | 2.0% | |
| Exxon Mobil Corp. | | | 1.9% | |
| Wells Fargo & Co. | | | 1.8% | |
| Nestle S.A. | | | 1.8% | |
| Deere & Co. | | | 1.7% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Global Equity Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and S January 28, 2008 | | | Since Inception of Class I March 5, 2015 | | | Since Inception of Classes S2 and T March 5, 2015 | | | |||||||||||||||
| | Class ADV | | | | | 23.10% | | | | | | 8.42% | | | | | | 3.39% | | | | | | — | | | | | | — | | | |
| | Class I(1) | | | | | 23.73% | | | | | | 8.84% | | | | | | — | | | | | | 3.74% | | | | | | — | | | |
| | Class S | | | | | 23.44% | | | | | | 8.69% | | | | | | 3.67% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | 23.29% | | | | | | — | | | | | | — | | | | | | — | | | | | | 7.02% | | | |
| | Class T | | | | | 22.95% | | | | | | — | | | | | | — | | | | | | — | | | | | | 6.83% | | | |
| | MSCI ACW Index | | | | | 23.97% | | | | | | 10.80% | | | | | | 5.74% | | | | | | 5.74% | | | | | | 8.65% | | | |
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Portfolio Managers’ Report | Voya Government Money Market Portfolio |
| Investment Type Allocation as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 48.2% | |
| U.S. Treasury Debt | | | 41.6% | |
| U.S. Treasury Repurchase Agreement | | | 10.3% | |
| Liabilities in Excess of Other Assets | | | (0.1)% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Bill, 1.450%, 03/29/18 | | | 41.6% | |
| Deutsche Bank Repurchase Agreement dated 12/29/2017, 1.4000%, due 1/2/2018, $44,965,994 to be received upon repurchase (Collateralized by $62,774,089, United States Treasury STRIP Coupon, 0.000%, Market Value plus accrued interest $46,307,770 due 8/15/29 - 11/15/29) | | | 10.3% | |
| Federal Home Loan bank, 1.320%, 04/13/18 | | | 5.9% | |
| Federal Home Loan Mortgage Corp., 1.430%, 11/27/18 | | | 5.2% | |
| Federal Home Loan Mortgage Corp., 1.070%, 06/14/18 | | | 5.2% | |
| Federal Home Loan Banks, 1.260%, 02/28/18 | | | 4.8% | |
| Federal Home Loan Bank Discount Notes, 1.300%, 01/31/18 | | | 4.5% | |
| Federal Home Loan Bank Discount Notes, 0.531%, 01/05/18 | | | 3.6% | |
| Federal Home Loan Banks, 1.370%, 11/16/18 | | | 1.7% | |
| Federal Home Loan Mortgage Corp., 1.380%, 11/21/18 | | | 1.7% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 22.4% | |
| Financials | | | 15.2% | |
| Health Care | | | 12.4% | |
| Consumer Discretionary | | | 11.4% | |
| Consumer Staples | | | 9.9% | |
| Industrials | | | 8.6% | |
| Energy | | | 6.1% | |
| Materials | | | 3.6% | |
| Utilities | | | 3.1% | |
| Real Estate | | | 2.9% | |
| Telecommunication Services | | | 2.1% | |
| Assets in Excess of Other Liabilities* | | | 2.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 4.5% | |
| Apple, Inc. | | | 4.3% | |
| Johnson & Johnson | | | 2.9% | |
| Wal-Mart Stores, Inc. | | | 2.8% | |
| Cisco Systems, Inc. | | | 2.8% | |
| Pfizer, Inc. | | | 2.8% | |
| Wells Fargo & Co. | | | 2.7% | |
| UnitedHealth Group, Inc. | | | 2.6% | |
| Philip Morris International, Inc. | | | 2.6% | |
| Oracle Corp. | | | 2.6% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 19.79% | | | | | | 12.99% | | | | | | 6.77% | | | | | | — | | | |
| | Class I | | | | | 20.34% | | | | | | 13.50% | | | | | | 7.27% | | | | | | — | | | |
| | Class S | | | | | 20.06% | | | | | | 13.22% | | | | | | 7.00% | | | | | | — | | | |
| | Class S2 | | | | | 19.89% | | | | | | 13.05% | | | | | | — | | | | | | 15.72% | | | |
| | S&P 500® Index | | | | | 21.83% | | | | | | 15.79% | | | | | | 8.50% | | | | | | 18.22% | | | |
| | | | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 27.5% | |
| Mutual Funds | | | 18.0% | |
| U.S. Government Agency Obligations | | | 15.4% | |
| Collateralized Mortgage Obligations | | | 13.3% | |
| Asset-Backed Securities | | | 11.8% | |
| U.S. Treasury Obligations | | | 10.9% | |
| Commercial Mortgage-Backed Securities | | | 4.6% | |
| Foreign Government Bonds | | | 0.2% | |
| Municipal Bonds | | | 0.0% | |
| Preferred Stock | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (1.7)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 1.875%, 12/15/20 | | | 4.0% | |
| Voya Investment Grade Credit Fund - Class P | | | 3.5% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 3.5% | |
| Voya Securitized Credit Fund - Class P | | | 3.3% | |
| Voya High Yield Bond Fund - Class P | | | 3.1% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 2.3% | |
| United States Treasury Bond, 2.750%, 08/15/47 | | | 1.9% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.7% | |
| United States Treasury Note, 1.750%, 11/30/19 | | | 1.6% | |
| United States Treasury Note, 0.625%, 06/30/18 | | | 1.3% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 4.53% | | | | | | 2.77% | | | | | | 3.92% | | | | | | — | | | |
| | Class I | | | | | 5.04% | | | | | | 3.27% | | | | | | 4.49% | | | | | | — | | | |
| | Class S | | | | | 4.79% | | | | | | 3.03% | | | | | | 4.23% | | | | | | — | | | |
| | Class S2 | | | | | 4.63% | | | | | | 2.87% | | | | | | — | | | | | | 6.07% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 3.54% | | | | | | 2.10% | | | | | | 4.01% | | | | | | 4.09% | | | |
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Voya Small Company Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 20.8% | |
| Industrials | | | 15.7% | |
| Information Technology | | | 13.9% | |
| Health Care | | | 13.1% | |
| Consumer Discretionary | | | 11.7% | |
| Real Estate | | | 6.3% | |
| Materials | | | 5.3% | |
| Energy | | | 3.5% | |
| Utilities | | | 2.7% | |
| Consumer Staples | | | 2.6% | |
| Telecommunication Services | | | 1.4% | |
| Exchange-Traded Funds | | | 0.7% | |
| Assets in Excess of Other Liabilities* | | | 2.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Healthsouth Corp. | | | 1.3% | |
| Big Lots, Inc. | | | 1.2% | |
| Beacon Roofing Supply, Inc. | | | 1.1% | |
| OM Asset Management Plc | | | 1.1% | |
| CACI International, Inc. | | | 1.1% | |
| Stifel Financial Corp. | | | 1.0% | |
| j2 Global, Inc. | | | 1.0% | |
| Atlas Air Worldwide Holdings, Inc. | | | 1.0% | |
| ABM Industries, Inc. | | | 1.0% | |
| Marriott Vacations Worldwide Corp. | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Class ADV December 16, 2008 | | | ||||||||||||
| | Class ADV | | | | | 10.69% | | | | | | 14.48% | | | | | | — | | | | | | 15.06% | | | |
| | Class I | | | | | 11.29% | | | | | | 15.07% | | | | | | 9.44% | | | | | | — | | | |
| | Class R6(1) | | | | | 11.23% | | | | | | 15.07% | | | | | | 9.44% | | | | | | — | | | |
| | Class S | | | | | 11.00% | | | | | | 14.77% | | | | | | 9.16% | | | | | | — | | | |
| | Russell 2000® Index | | | | | 14.65% | | | | | | 14.12% | | | | | | 8.71% | | | | | | 15.24% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,067.80 | | | | | | 0.65% | | | | | $ | 3.39 | | | | | $ | 1,000.00 | | | | | $ | 1,021.93 | | | | | | 0.65% | | | | | $ | 3.31 | | |
Class S | | | | | 1,000.00 | | | | | | 1,066.20 | | | | | | 0.90 | | | | | | 4.69 | | | | | | 1,000.00 | | | | | | 1,020.67 | | | | | | 0.90 | | | | | | 4.58 | | |
Voya Global Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,093.30 | | | | | | 1.10% | | | | | $ | 5.80 | | | | | $ | 1,000.00 | | | | | $ | 1,019.66 | | | | | | 1.10% | | | | | $ | 5.60 | | |
Class I | | | | | 1,000.00 | | | | | | 1,096.60 | | | | | | 0.60 | | | | | | 3.17 | | | | | | 1,000.00 | | | | | | 1,022.18 | | | | | | 0.60 | | | | | | 3.06 | | |
Class S | | | | | 1,000.00 | | | | | | 1,095.60 | | | | | | 0.85 | | | | | | 4.49 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,095.00 | | | | | | 1.00 | | | | | | 5.28 | | | | | | 1,000.00 | | | | | | 1,020.16 | | | | | | 1.00 | | | | | | 5.09 | | |
Class T | | | | | 1,000.00 | | | | | | 1,093.80 | | | | | | 1.20 | | | | | | 6.33 | | | | | | 1,000.00 | | | | | | 1,019.16 | | | | | | 1.20 | | | | | | 6.11 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,004.00 | | | | | | 0.34% | | | | | $ | 1.72 | | | | | $ | 1,000.00 | | | | | $ | 1,023.49 | | | | | | 0.34% | | | | | $ | 1.73 | | |
Class S | | | | | 1,000.00 | | | | | | 1,003.30 | | | | | | 0.49 | | | | | | 2.47 | | | | | | 1,000.00 | | | | | | 1,022.74 | | | | | | 0.49 | | | | | | 2.50 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,085.60 | | | | | | 1.03% | | | | | $ | 5.41 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 1,088.00 | | | | | | 0.58 | | | | | | 3.05 | | | | | | 1,000.00 | | | | | | 1,022.28 | | | | | | 0.58 | | | | | | 2.96 | | |
Class S | | | | | 1,000.00 | | | | | | 1,086.80 | | | | | | 0.83 | | | | | | 4.37 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,086.10 | | | | | | 0.98 | | | | | | 5.15 | | | | | | 1,000.00 | | | | | | 1,020.27 | | | | | | 0.98 | | | | | | 4.99 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,014.00 | | | | | | 1.02% | | | | | $ | 5.18 | | | | | $ | 1,000.00 | | | | | $ | 1,020.06 | | | | | | 1.02% | | | | | $ | 5.19 | | |
Class I | | | | | 1,000.00 | | | | | | 1,016.60 | | | | | | 0.52 | | | | | | 2.64 | | | | | | 1,000.00 | | | | | | 1,022.58 | | | | | | 0.52 | | | | | | 2.65 | | |
Class S | | | | | 1,000.00 | | | | | | 1,015.30 | | | | | | 0.77 | | | | | | 3.91 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.77 | | | | | | 3.92 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,014.60 | | | | | | 0.92 | | | | | | 4.67 | | | | | | 1,000.00 | | | | | | 1,020.57 | | | | | | 0.92 | | | | | | 4.69 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,075.00 | | | | | | 1.37% | | | | | $ | 7.17 | | | | | $ | 1,000.00 | | | | | $ | 1,018.30 | | | | | | 1.37% | | | | | $ | 6.97 | | |
Class I | | | | | 1,000.00 | | | | | | 1,078.50 | | | | | | 0.87 | | | | | | 4.56 | | | | | | 1,000.00 | | | | | | 1,020.82 | | | | | | 0.87 | | | | | | 4.43 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,078.00 | | | | | | 0.87 | | | | | | 4.56 | | | | | | 1,000.00 | | | | | | 1,020.82 | | | | | | 0.87 | | | | | | 4.43 | | |
Class S | | | | | 1,000.00 | | | | | | 1,076.90 | | | | | | 1.12 | | | | | | 5.86 | | | | | | 1,000.00 | | | | | | 1,019.56 | | | | | | 1.12 | | | | | | 5.70 | | |
Voya Balanced Portfolio, Inc., Voya Variable Portfolios, Inc., Voya Government Money Market Portfolio, Voya Variable Funds, and Voya Intermediate Bond Portfolio:
February 22, 2018
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 373,914,077 | | | | | $ | 672,658,015 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 30,166,099 | | | | | | — | | | | | | — | | |
Short-term investments at fair value*** | | | | | 43,422,273 | | | | | | 42,026,307 | | | | | | — | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 44,959,000 | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 393,980,382 | | |
Cash | | | | | 2,032,624 | | | | | | — | | | | | | 2,734 | | |
Cash collateral for futures | | | | | 1,878,366 | | | | | | 1,072,533 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 252,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value**** | | | | | 967,007 | | | | | | 2,451,755 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 8,122,646 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 1,720 | | | | | | 40,073 | | | | | | 137 | | |
Dividends | | | | | 375,568 | | | | | | 634,576 | | | | | | — | | |
Interest | | | | | 620,919 | | | | | | — | | | | | | 158,017 | | |
Foreign tax reclaims | | | | | 130,337 | | | | | | 1,165,046 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 9,759 | | | | | | — | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | 23,549 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,746 | | | | | | 2,925 | | | | | | 2,022 | | |
Other assets | | | | | 52,949 | | | | | | 52,680 | | | | | | 137,152 | | |
Total assets | | | | | 461,971,639 | | | | | | 720,103,910 | | | | | | 439,239,444 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 3,049,943 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 4,685,897 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 138,346 | | | | | | 436,674 | | | | | | 275,019 | | |
Payable for foreign cash collateral for futures***** | | | | | 431,329 | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 24,695,273 | | | | | | 15,763,307 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 18,856 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 218,411 | | | | | | 331,330 | | | | | | 113,915 | | |
Payable for distribution and shareholder service fees | | | | | 775 | | | | | | 133,215 | | | | | | 6 | | |
Payable for directors/trustees fees | | | | | 2,136 | | | | | | 3,549 | | | | | | 2,323 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 52,949 | | | | | | 52,680 | | | | | | 137,152 | | |
Other accrued expenses and liabilities | | | | | 115,456 | | | | | | 131,270 | | | | | | 75,520 | | |
Total liabilities | | | | | 33,409,371 | | | | | | 16,852,025 | | | | | | 603,935 | | |
NET ASSETS | | | | $ | 428,562,268 | | | | | $ | 703,251,885 | | | | | $ | 438,635,509 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 357,965,771 | | | | | $ | 641,678,963 | | | | | $ | 438,775,339 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | 9,097,202 | | | | | | 12,168,248 | | | | | | (139,830) | | |
Accumulated net realized gain (loss) | | | | | 26,986,312 | | | | | | (68,599,590) | | | | | | — | | |
Net unrealized appreciation | | | | | 34,512,983 | | | | | | 118,004,264 | | | | | | — | | |
NET ASSETS | | | | $ | 428,562,268 | | | | | $ | 703,251,885 | | | | | $ | 438,635,509 | | |
+ Including securities loaned at value | | | | $ | 24,118,674 | | | | | $ | 15,406,145 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 339,953,946 | | | | | $ | 555,778,745 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 29,890,295 | | | | | $ | — | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 43,422,273 | | | | | $ | 42,026,307 | | | | | $ | — | | |
**** Cost of foreign currencies | | | | $ | 965,115 | | | | | $ | 2,422,649 | | | | | $ | — | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | 431,329 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 19,604,689 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,778,398 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.02 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 425,002,084 | | | | | $ | 162,745,544 | | | | | $ | 438,591,426 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 25,468,985 | | | | | | 14,622,409 | | | | | | 438,473,096 | | |
Net asset value and redemption price per share | | | | $ | 16.69 | | | | | $ | 11.13 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,560,184 | | | | | $ | 480,936,329 | | | | | $ | 44,083 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 214,629 | | | | | | 43,266,925 | | | | | | 44,071 | | |
Net asset value and redemption price per share | | | | $ | 16.59 | | | | | $ | 11.12 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 421,816 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 38,534 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.95 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 39,543,507 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 3,607,946 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.96 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,393,444,165 | | | | | $ | 3,383,526,317 | | | | | $ | 716,632,183 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 725,779,395 | | | | | | — | | |
Short-term investments at fair value*** | | | | | 231,767,597 | | | | | | 199,898,283 | | | | | | 41,663,808 | | |
Cash | | | | | 267 | | | | | | — | | | | | | 735 | | |
Cash collateral for futures | | | | | — | | | | | | 2,959,924 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 7,636,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 513,000 | | | | | | — | | |
Foreign currencies at value**** | | | | | — | | | | | | 1,208 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 16,045 | | | | | | 4,495,231 | | |
Fund shares sold | | | | | 13,409 | | | | | | 1,083,527 | | | | | | 186,538 | | |
Dividends | | | | | 3,667,257 | | | | | | 5,787 | | | | | | 946,168 | | |
Interest | | | | | 35 | | | | | | 21,490,458 | | | | | | — | | |
Foreign tax reclaims | | | | | — | | | | | | 1,478 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 140,430 | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | — | | | | | | 368,205 | | | | | | — | | |
Prepaid expenses | | | | | 14,365 | | | | | | 17,866 | | | | | | 2,856 | | |
Other assets | | | | | 248,032 | | | | | | 394,779 | | | | | | 45,006 | | |
Total assets | | | | | 3,629,155,127 | | | | | | 4,343,832,702 | | | | | | 763,972,525 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 624 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 19,700,000 | | | | | | 2,194,729 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 143,245,748 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 3,074,339 | | | | | | 1,712,944 | | | | | | 229,925 | | |
Payable upon receipt of securities loaned | | | | | 149,961,597 | | | | | | 132,720,480 | | | | | | 27,844,808 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 861,067 | | | | | | — | | |
Payable for investment management fees | | | | | 1,643,306 | | | | | | 1,721,072 | | | | | | 530,822 | | |
Payable for distribution and shareholder service fees | | | | | 508,883 | | | | | | 692,579 | | | | | | 27,217 | | |
Payable for directors/trustees fees | | | | | 17,486 | | | | | | 21,140 | | | | | | 3,577 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 248,032 | | | | | | 394,779 | | | | | | 45,006 | | |
Other accrued expenses and liabilities | | | | | 380,355 | | | | | | 493,581 | | | | | | 53,260 | | |
Total liabilities | | | | | 155,833,998 | | | | | | 301,564,014 | | | | | | 30,929,344 | | |
NET ASSETS | | | | $ | 3,473,321,129 | | | | | $ | 4,042,268,688 | | | | | $ | 733,043,181 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,654,235,922 | | | | | $ | 4,011,107,210 | | | | | $ | 538,376,273 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | (541,335) | | | | | | (1,371,433) | | | | | | 3,065,070 | | |
Accumulated net realized gain (loss) | | | | | 102,115,999 | | | | | | (4,676,224) | | | | | | 96,473,381 | | |
Net unrealized appreciation | | | | | 717,510,543 | | | | | | 37,209,135 | | | | | | 95,128,457 | | |
NET ASSETS | | | | $ | 3,473,321,129 | | | | | $ | 4,042,268,688 | | | | | $ | 733,043,181 | | |
+ Including securities loaned at value | | | | $ | 146,530,446 | | | | | $ | 129,787,207 | | | | | $ | 27,086,972 | | |
* Cost of investments in securities | | | | $ | 2,675,933,622 | | | | | $ | 3,341,672,631 | | | | | $ | 621,503,726 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 729,653,254 | | | | | $ | — | | |
*** Cost of short-term investments | | | | $ | 231,767,597 | | | | | $ | 199,903,891 | | | | | $ | 41,663,808 | | |
**** Cost of foreign currencies | | | | $ | — | | | | | $ | 4,529 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,010,016,793 | | | | | $ | 311,322,542 | | | | | $ | 7,817,016 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 34,895,600 | | | | | | 24,463,911 | | | | | | 373,055 | | |
Net asset value and redemption price per share | | | | $ | 28.94 | | | | | $ | 12.73 | | | | | $ | 20.95 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,906,723,307 | | | | | $ | 1,117,793,893 | | | | | $ | 607,229,713 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 64,918,463 | | | | | | 86,901,211 | | | | | | 27,594,684 | | |
Net asset value and redemption price per share | | | | $ | 29.37 | | | | | $ | 12.86 | | | | | $ | 22.01 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 6,273,644 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 285,015 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 22.01 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 556,168,622 | | | | | $ | 2,587,503,413 | | | | | $ | 111,722,808 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 19,199,370 | | | | | | 202,525,306 | | | | | | 5,206,629 | | |
Net asset value and redemption price per share | | | | $ | 28.97 | | | | | $ | 12.78 | | | | | $ | 21.46 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 412,407 | | | | | $ | 25,648,840 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 14,396 | | | | | | 2,015,098 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 28.65 | | | | | $ | 12.73 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 6,471,350 | | | | | $ | 17,671,891 | | | | | $ | 24,173 | | | | | $ | 77,727,409 | | |
Interest, net of foreign taxes withheld* | | | | | 3,096,034 | | | | | | 5,468 | | | | | | 4,244,361 | | | | | | 198,487 | | |
Dividends from affiliated underlying funds | | | | | 1,659,009 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net | | | | | 136,094 | | | | | | 187,076 | | | | | | — | | | | | | 625,231 | | |
Total investment income | | | | | 11,362,487 | | | | | | 17,864,435 | | | | | | 4,268,534 | | | | | | 78,551,127 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,562,799 | | | | | | 3,911,859 | | | | | | 1,625,384 | | | | | | 20,983,733 | | |
Distribution and shareholder service fees: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | 99,046 | | | | | | — | | | | | | 5,269,484 | | |
Class S | | | | | 9,283 | | | | | | 1,225,378 | | | | | | 131 | | | | | | 1,470,385 | | |
Class S2 | | | | | — | | | | | | 1,531 | | | | | | — | | | | | | 1,575 | | |
Class T | | | | | — | | | | | | 319,908 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 574 | | | | | | 1,671 | | | | | | 711 | | | | | | 10,979 | | |
Shareholder reporting expense | | | | | 32,850 | | | | | | 71,000 | | | | | | 34,232 | | | | | | 217,015 | | |
Professional fees | | | | | 27,784 | | | | | | 45,368 | | | | | | 30,228 | | | | | | 142,810 | | |
Custody and accounting expense | | | | | 179,335 | | | | | | 147,854 | | | | | | 56,532 | | | | | | 360,420 | | |
Directors/trustees fees | | | | | 17,085 | | | | | | 28,391 | | | | | | 18,584 | | | | | | 139,891 | | |
Miscellaneous expense | | | | | 21,633 | | | | | | 38,080 | | | | | | 26,616 | | | | | | 141,183 | | |
Interest expense | | | | | 528 | | | | | | 392 | | | | | | 2,019 | | | | | | 73 | | |
Total expenses | | | | | 2,851,871 | | | | | | 5,890,478 | | | | | | 1,794,437 | | | | | | 28,737,548 | | |
Waived and reimbursed fees | | | | | (63,065) | | | | | | (63,982) | | | | | | (209,036) | | | | | | (2,100,770) | | |
Net expenses | | | | | 2,788,806 | | | | | | 5,826,496 | | | | | | 1,585,401 | | | | | | 26,636,778 | | |
Net investment income | | | | | 8,573,681 | | | | | | 12,037,939 | | | | | | 2,683,133 | | | | | | 51,914,349 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments (net of Indian capital gains tax withheld^) | | | | | 28,981,898 | | | | | | 53,904,070 | | | | | | 100,629 | | | | | | 452,078,937 | | |
Sale of affiliated underlying funds | | | | | 11,630 | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (161,436) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 84,918 | | | | | | 218,022 | | | | | | — | | | | | | 93,939 | | |
Futures | | | | | 2,363,941 | | | | | | 6,518,022 | | | | | | — | | | | | | — | | |
Swaps | | | | | 332,674 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 4,352 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 31,617,977 | | | | | | 60,640,114 | | | | | | 100,629 | | | | | | 452,172,876 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 18,348,929 | | | | | | 75,136,456 | | | | | | — | | | | | | 136,328,667 | | |
Affiliated underlying funds | | | | | (74,506) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 12,854 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 13,333 | | | | | | 112,652 | | | | | | — | | | | | | — | | |
Futures | | | | | 215,246 | | | | | | 1,622,974 | | | | | | — | | | | | | — | | |
Swaps | | | | | (276,660) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 18,239,196 | | | | | | 76,872,082 | | | | | | — | | | | | | 136,328,667 | | |
Net realized and unrealized gain | | | | | 49,857,173 | | | | | | 137,512,196 | | | | | | 100,629 | | | | | | 588,501,543 | | |
Increase in net assets resulting from operations | | | | $ | 58,430,854 | | | | | $ | 149,550,135 | | | | | $ | 2,783,762 | | | | | $ | 640,415,892 | | |
* Foreign taxes withheld | | | | $ | 161,124 | | | | | $ | 1,258,082 | | | | | $ | — | | | | | $ | 671,211 | | |
^ Foreign taxes on sale of Indian investments | | | | $ | — | | | | | $ | 45,182 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends | | | | $ | 141,988 | | | | | $ | 8,885,862 | | |
Interest | | | | | 121,486,447 | | | | | | 99 | | |
Dividends from affiliated underlying funds | | | | | 33,051,815 | | | | | | — | | |
Securities lending income, net | | | | | 1,070,749 | | | | | | 776,350 | | |
Total investment income | | | | | 155,750,999 | | | | | | 9,662,311 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 21,094,042 | | | | | | 6,080,881 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 1,563,332 | | | | | | 33,287 | | |
Class S | | | | | 6,870,172 | | | | | | 307,566 | | |
Class S2 | | | | | 97,789 | | | | | | — | | |
Transfer agent fees | | | | | 7,135 | | | | | | 1,262 | | |
Shareholder reporting expense | | | | | 282,875 | | | | | | 44,830 | | |
Professional fees | | | | | 180,255 | | | | | | 33,807 | | |
Custody and accounting expense | | | | | 546,675 | | | | | | 77,610 | | |
Directors/trustees fees | | | | | 169,117 | | | | | | 28,616 | | |
Miscellaneous expense | | | | | 171,364 | | | | | | 37,571 | | |
Interest expense | | | | | 2,705 | | | | | | 4,056 | | |
Total expenses | | | | | 30,985,461 | | | | | | 6,649,486 | | |
Waived and reimbursed fees | | | | | (639,585) | | | | | | (102,877) | | |
Net expenses | | | | | 30,345,876 | | | | | | 6,546,609 | | |
Net investment income | | | | | 125,405,123 | | | | | | 3,115,702 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 27,609,008 | | | | | | 100,396,816 | | |
Sale of affiliated underlying funds | | | | | (180,993) | | | | | | — | | |
Capital gain distributions from affiliated underlying funds | | | | | 3,292,467 | | | | | | — | | |
Forward foreign currency contracts | | | | | (1,696,339) | | | | | | — | | |
Foreign currency related transactions | | | | | (296,893) | | | | | | — | | |
Futures | | | | | (3,999,261) | | | | | | — | | |
Swaps | | | | | 11,792,689 | | | | | | — | | |
Written options | | | | | 39,616 | | | | | | — | | |
Net realized gain | | | | | 36,560,294 | | | | | | 100,396,816 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 25,665,935 | | | | | | (27,255,603) | | |
Affiliated underlying funds | | | | | 24,827,421 | | | | | | — | | |
Forward foreign currency contracts | | | | | (482,634) | | | | | | — | | |
Foreign currency related transactions | | | | | (3,324) | | | | | | — | | |
Futures | | | | | 2,002,634 | | | | | | — | | |
Swaps | | | | | (13,763,367) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 38,246,665 | | | | | | (27,255,603) | | |
Net realized and unrealized gain | | | | | 74,806,959 | | | | | | 73,141,213 | | |
Increase in net assets resulting from operations | | | | $ | 200,212,082 | | | | | $ | 76,256,915 | | |
|
| | | Voya Balanced Portfolio | | | Voya Global Equity Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,573,681 | | | | | $ | 8,933,490 | | | | | $ | 12,037,939 | | | | | $ | 15,709,821 | | |
Net realized gain (loss) | | | | | 31,617,977 | | | | | | 5,165,253 | | | | | | 60,640,114 | | | | | | (61,191,156) | | |
Net change in unrealized appreciation (depreciation) | | | | | 18,239,196 | | | | | | 17,932,640 | | | | | | 76,872,082 | | | | | | 84,178,744 | | |
Increase in net assets resulting from operations | | | | | 58,430,854 | | | | | | 32,031,383 | | | | | | 149,550,135 | | | | | | 38,697,409 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (370,586) | | | | | | (502,893) | | |
Class I | | | | | (10,867,103) | | | | | | (7,616,888) | | | | | | (3,602,681) | | | | | | (4,372,370) | | |
Class S | | | | | (87,514) | | | | | | (59,518) | | | | | | (10,272,423) | | | | | | (13,379,827) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (8,101) | | | | | | (7,294) | | |
Class T | | | | | — | | | | | | — | | | | | | (720,568) | | | | | | (1,095,449) | | |
Total distributions | | | | | (10,954,617) | | | | | | (7,676,406) | | | | | | (14,974,359) | | | | | | (19,357,833) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 6,144,073 | | | | | | 4,145,922 | | | | | | 12,033,042 | | | | | | 10,178,134 | | |
Reinvestment of distributions | | | | | 10,954,617 | | | | | | 7,676,406 | | | | | | 14,974,359 | | | | | | 19,357,833 | | |
| | | | | 17,098,690 | | | | | | 11,822,328 | | | | | | 27,007,401 | | | | | | 29,535,967 | | |
Cost of shares redeemed | | | | | (57,127,098) | | | | | | (58,032,822) | | | | | | (156,158,099) | | | | | | (153,481,413) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (40,028,408) | | | | | | (46,210,494) | | | | | | (129,150,698) | | | | | | (123,945,446) | | |
Net increase (decrease) in net assets | | | | | 7,447,829 | | | | | | (21,855,517) | | | | | | 5,425,078 | | | | | | (104,605,870) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 421,114,439 | | | | | | 442,969,956 | | | | | | 697,826,807 | | | | | | 802,432,677 | | |
End of year or period | | | | $ | 428,562,268 | | | | | $ | 421,114,439 | | | | | $ | 703,251,885 | | | | | $ | 697,826,807 | | |
Undistributed net investment income at end of year or period | | | | $ | 9,097,202 | | | | | $ | 10,643,831 | | | | | $ | 12,168,248 | | | | | $ | 15,188,901 | | |
|
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,683,133 | | | | | $ | 435,259 | | | | | $ | 51,914,349 | | | | | $ | 59,954,584 | | |
Net realized gain | | | | | 100,629 | | | | | | 396,232 | | | | | | 452,172,876 | | | | | | 276,978,847 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | 136,328,667 | | | | | | (23,030,191) | | |
Increase in net assets resulting from operations | | | | | 2,783,762 | | | | | | 831,491 | | | | | | 640,415,892 | | | | | | 313,903,240 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (12,635,577) | | | | | | (15,538,862) | | |
Class I | | | | | (2,682,933) | | | | | | (435,258) | | | | | | (32,232,936) | | | | | | (33,639,786) | | |
Class S | | | | | (206) | | | | | | (3) | | | | | | (8,093,161) | | | | | | (10,073,694) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (5,539) | | | | | | (5,727) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (113,484,388) | | | | | | (87,992,818) | | |
Class I | | | | | (100,617) | | | | | | (499,979) | | | | | | (208,205,233) | | | | | | (143,952,943) | | |
Class S | | | | | (12) | | | | | | (269) | | | | | | (62,538,322) | | | | | | (50,215,275) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (46,070) | | | | | | (29,465) | | |
Total distributions | | | | | (2,783,768) | | | | | | (935,509) | | | | | | (437,241,226) | | | | | | (341,448,570) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 62,022,014 | | | | | | 139,247,510 | | | | | | 24,739,915 | | | | | | 10,580,286 | | |
Reinvestment of distributions | | | | | 2,783,764 | | | | | | 935,509 | | | | | | 436,956,279 | | | | | | 341,207,784 | | |
| | | | | 64,805,778 | | | | | | 140,183,019 | | | | | | 461,696,194 | | | | | | 351,788,070 | | |
Cost of shares redeemed | | | | | (130,827,430) | | | | | | (176,638,756) | | | | | | (643,283,459) | | | | | | (552,686,429) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (66,021,652) | | | | | | (36,455,737) | | | | | | (181,587,265) | | | | | | (200,898,359) | | |
Net increase (decrease) in net assets | | | | | (66,021,658) | | | | | | (36,559,755) | | | | | | 21,587,401 | | | | | | (228,443,689) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 504,657,167 | | | | | | 541,216,922 | | | | | | 3,451,733,728 | | | | | | 3,680,177,417 | | |
End of year or period | | | | $ | 438,635,509 | | | | | $ | 504,657,167 | | | | | $ | 3,473,321,129 | | | | | $ | 3,451,733,728 | | |
Distributions in excess of net investment income or accumulated net investment loss at end of year or period | | | | $ | (139,830) | | | | | $ | (139,824) | | | | | $ | (541,335) | | | | | $ | (527,339) | | |
|
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 125,405,123 | | | | | $ | 136,908,476 | | | | | $ | 3,115,702 | | | | | $ | 2,184,315 | | |
Net realized gain | | | | | 36,560,294 | | | | | | 11,351,510 | | | | | | 100,396,816 | | | | | | 76,641,987 | | |
Net change in unrealized appreciation (depreciation) | | | | | 38,246,665 | | | | | | 54,331,079 | | | | | | (27,255,603) | | | | | | 56,886,577 | | |
Increase in net assets resulting from operations | | | | | 200,212,082 | | | | | | 202,591,065 | | | | | | 76,256,915 | | | | | | 135,712,879 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (8,924,236) | | | | | | (8,936,348) | | | | | | — | | | | | | — | | |
Class I | | | | | (38,341,421) | | | | | | (38,142,968) | | | | | | (2,010,029) | | | | | | (2,207,939) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (14,076) | | | | | | (13) | | |
Class S | | | | | (85,370,560) | | | | | | (90,171,714) | | | | | | (160,821) | | | | | | (208,636) | | |
Class S2 | | | | | (722,379) | | | | | | (753,431) | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (668,667) | | | | | | (552,879) | | |
Class I | | | | | — | | | | | | — | | | | | | (61,828,039) | | | | | | (44,683,696) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (433,121) | | | | | | (279) | | |
Class S | | | | | — | | | | | | — | | | | | | (13,406,040) | | | | | | (9,976,165) | | |
Total distributions | | | | | (133,358,596) | | | | | | (138,004,461) | | | | | | (78,520,793) | | | | | | (57,629,607) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 125,803,650 | | | | | | 178,176,946 | | | | | | 109,590,170 | | | | | | 68,917,142 | | |
Reinvestment of distributions | | | | | 133,354,061 | | | | | | 137,993,921 | | | | | | 78,520,793 | | | | | | 57,629,316 | | |
| | | | | 259,157,711 | | | | | | 316,170,867 | | | | | | 188,110,963 | | | | | | 126,546,458 | | |
Cost of shares redeemed | | | | | (682,116,403) | | | | | | (749,350,826) | | | | | | (143,931,177) | | | | | | (117,584,204) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (422,958,692) | | | | | | (433,179,959) | | | | | | 44,179,786 | | | | | | 8,962,254 | | |
Net increase (decrease) in net assets | | | | | (356,105,206) | | | | | | (368,593,355) | | | | | | 41,915,908 | | | | | | 87,045,526 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 4,398,373,894 | | | | | | 4,766,967,249 | | | | | | 691,127,273 | | | | | | 604,081,747 | | |
End of year or period | | | | $ | 4,042,268,688 | | | | | $ | 4,398,373,894 | | | | | $ | 733,043,181 | | | | | $ | 691,127,273 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | (1,371,433) | | | | | $ | 1,650,976 | | | | | $ | 3,065,070 | | | | | $ | 2,134,294 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.93 | | | | | | 0.32• | | | | | | 1.85 | | | | | | 2.17 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 16.69 | | | | | | 14.73 | | | | | | 0.67 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.01 | | | | | | 425,002 | | | | | | 174 | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.90 | | | | | | 438,912 | | | | | | 193 | | |
12-31-14 | | | | | 14.01 | | | | | | 0.31• | | | | | | 0.55 | | | | | | 0.86 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 14.64 | | | | | | 6.22 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.18 | | | | | | 507,213 | | | | | | 192 | | |
12-31-13 | | | | | 12.27 | | | | | | 0.28• | | | | | | 1.74 | | | | | | 2.02 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.01 | | | | | | 16.71 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.13 | | | | | | 538,114 | | | | | | 210 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.85 | | | | | | 0.28• | | | | | | 1.82 | | | | | | 2.10 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.59 | | | | | | 14.37 | | | | | | 0.92 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.76 | | | | | | 3,560 | | | | | | 174 | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.65 | | | | | | 4,058 | | | | | | 193 | | |
12-31-14 | | | | | 13.92 | | | | | | 0.28• | | | | | | 0.55 | | | | | | 0.83 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.55 | | | | | | 5.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.94 | | | | | | 4,797 | | | | | | 192 | | |
12-31-13 | | | | | 12.20 | | | | | | 0.24• | | | | | | 1.73 | | | | | | 1.97 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 13.92 | | | | | | 16.33 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.88 | | | | | | 5,829 | | | | | | 210 | | |
Voya Global Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.12 | | | | | | 0.14• | | | | | | 1.95 | | | | | | 2.09 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.02 | | | | | | 23.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.43 | | | | | | 19,605 | | | | | | 60 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(a) | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.26 | | | | | | 23,880 | | | | | | 83 | | |
12-31-14 | | | | | 8.94 | | | | | | 0.19 | | | | | | 0.22 | | | | | | 0.41 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.11 | | | | | | 4.65 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 2.03 | | | | | | 1,279 | | | | | | 88 | | |
12-31-13 | | | | | 8.15 | | | | | | 0.23• | | | | | | 0.85 | | | | | | 1.08 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 8.94 | | | | | | 13.46 | | | | | | 1.27 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 2.70 | | | | | | 1,312 | | | | | | 122 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.21 | | | | | | 0.20• | | | | | | 1.96 | | | | | | 2.16 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.13 | | | | | | 23.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.91 | | | | | | 162,746 | | | | | | 60 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(a) | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.78 | | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.20 | | | | | | 0.17• | | | | | | 1.96 | | | | | | 2.13 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 11.12 | | | | | | 23.44 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.67 | | | | | | 480,936 | | | | | | 60 | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(a) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.38 | | | | | | 558,519 | | | | | | 83 | | |
12-31-14 | | | | | 9.03 | | | | | | 0.21• | | | | | | 0.22 | | | | | | 0.43 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.20 | | | | | | 4.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.28 | | | | | | 168,482 | | | | | | 88 | | |
12-31-13 | | | | | 8.23 | | | | | | 0.25• | | | | | | 0.85 | | | | | | 1.10 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.03 | | | | | | 13.63 | | | | | | 1.02 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.96 | | | | | | 179,327 | | | | | | 122 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.07 | | | | | | 0.15• | | | | | | 1.94 | | | | | | 2.09 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.95 | | | | | | 23.29 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.46 | | | | | | 422 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.86 | | | | | | 288 | | | | | | 83 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.07 | | | | | | 0.13• | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.96 | | | | | | 22.95 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.30 | | | | | | 39,544 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(a) | | | | | | 1.36 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.21 | | | | | | 53,997 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.61 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.58 | | | | | | 438,591 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00* | | | | | | 541,132 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 0.00 | | | | | | 616,745 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.34 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 0.00 | | | | | | 768,521 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.46 | | | | | | 0.64 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 44 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.10 | | | | | | 0.64 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.00* | | | | | | 82 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | (0.00)* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.63 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00 | | | | | | 85 | | | | | | — | | |
12-31-14 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | | | 0.19 | | | | | | 0.19 | | | | | | 0.00 | | | | | | 106 | | | | | | — | | |
12-31-13 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.59 | | | | | | 0.23 | | | | | | 0.23 | | | | | | 0.00 | | | | | | 138 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.51 | | | | | | 0.36• | | | | | | 5.06 | | | | | | 5.42 | | | | | | 0.41 | | | | | | 3.58 | | | | | | — | | | | | | 3.99 | | | | | | — | | | | | | 28.94 | | | | | | 19.79 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.21 | | | | | | 1,010,017 | | | | | | 80 | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.46 | | | | | | 1,145,072 | | | | | | 53 | | |
12-31-14 | | | | | 31.36 | | | | | | 0.49• | | | | | | 2.77 | | | | | | 3.26 | | | | | | 0.52 | | | | | | 3.82 | | | | | | — | | | | | | 4.34 | | | | | | — | | | | | | 30.28 | | | | | | 10.19 | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.49 | | | | | | 1,348,687 | | | | | | 87 | | |
12-31-13 | | | | | 24.31 | | | | | | 0.22• | | | | | | 7.09 | | | | | | 7.31 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 31.36 | | | | | | 30.07 | | | | | | 1.09 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 0.80 | | | | | | 1,441,995 | | | | | | 49 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.87 | | | | | | 0.51• | | | | | | 5.13 | | | | | | 5.64 | | | | | | 0.56 | | | | | | 3.58 | | | | | | — | | | | | | 4.14 | | | | | | — | | | | | | 29.37 | | | | | | 20.34 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.66 | | | | | | 1,906,723 | | | | | | 80 | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.91 | | | | | | 1,872,684 | | | | | | 53 | | |
12-31-14 | | | | | 31.67 | | | | | | 0.64• | | | | | | 2.82 | | | | | | 3.46 | | | | | | 0.68 | | | | | | 3.82 | | | | | | — | | | | | | 4.50 | | | | | | — | | | | | | 30.63 | | | | | | 10.72 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.94 | | | | | | 2,140,398 | | | | | | 87 | | |
12-31-13 | | | | | 24.54 | | | | | | 0.35• | | | | | | 7.17 | | | | | | 7.52 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 31.67 | | | | | | 30.66 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 0.59 | | | | | | 1.25 | | | | | | 2,182,314 | | | | | | 49 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.53 | | | | | | 0.42• | | | | | | 5.07 | | | | | | 5.49 | | | | | | 0.47 | | | | | | 3.58 | | | | | | — | | | | | | 4.05 | | | | | | — | | | | | | 28.97 | | | | | | 20.06 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.41 | | | | | | 556,169 | | | | | | 80 | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.66 | | | | | | 662,075 | | | | | | 53 | | |
12-31-14 | | | | | 31.38 | | | | | | 0.56• | | | | | | 2.78 | | | | | | 3.34 | | | | | | 0.59 | | | | | | 3.82 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.31 | | | | | | 10.44 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.70 | | | | | | 794,327 | | | | | | 87 | | |
12-31-13 | | | | | 24.32 | | | | | | 0.28• | | | | | | 7.10 | | | | | | 7.38 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 31.38 | | | | | | 30.34 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 1.00 | | | | | | 865,453 | | | | | | 49 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.27 | | | | | | 0.38• | | | | | | 5.01 | | | | | | 5.39 | | | | | | 0.43 | | | | | | 3.58 | | | | | | — | | | | | | 4.01 | | | | | | — | | | | | | 28.65 | | | | | | 19.89 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.27 | | | | | | 412 | | | | | | 80 | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.56 | | | | | | 346 | | | | | | 53 | | |
12-31-14 | | | | | 31.05 | | | | | | 0.54• | | | | | | 2.70 | | | | | | 3.24 | | | | | | 0.36 | | | | | | 3.82 | | | | | | — | | | | | | 4.18 | | | | | | — | | | | | | 30.11 | | | | | | 10.24 | | | | | | 1.08 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.68 | | | | | | 314 | | | | | | 87 | | |
12-31-13 | | | | | 24.08 | | | | | | 0.22 | | | | | | 7.04 | | | | | | 7.26 | | ��� | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 31.05 | | | | | | 30.17 | | | | | | 1.09 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.85 | | | | | | 1,167 | | | | | | 49 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.53 | | | | | | 0.34 | | | | | | 0.22 | | | | | | 0.56 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.73 | | | | | | 4.53 | | | | | | 1.03 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.67 | | | | | | 311,323 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.62 | | | | | | 319,732 | | | | | | 346 | | |
12-31-14 | | | | | 12.42 | | | | | | 0.38• | | | | | | 0.39 | | | | | | 0.77 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.81 | | | | | | 6.21 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.97 | | | | | | 191,895 | | | | | | 428 | | |
12-31-13 | | | | | 12.88 | | | | | | 0.39 | | | | | | (0.47) | | | | | | (0.08) | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.42 | | | | | | (0.62) | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 3.05 | | | | | | 37,058 | | | | | | 389 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.66 | | | | | | 0.41 | | | | | | 0.22 | | | | | | 0.63 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.86 | | | | | | 5.04 | | | | | | 0.53 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 3.17 | | | | | | 1,117,794 | | | | | | 300 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.14 | | | | | | 1,248,125 | | | | | | 346 | | |
12-31-14 | | | | | 12.50 | | | | | | 0.44 | | | | | | 0.39 | | | | | | 0.83 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.90 | | | | | | 6.67 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 0.47 | | | | | | 3.46 | | | | | | 958,412 | | | | | | 428 | | |
12-31-13 | | | | | 12.96 | | | | | | 0.45 | | | | | | (0.47) | | | | | | (0.02) | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.50 | | | | | | (0.12) | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 3.57 | | | | | | 846,916 | | | | | | 389 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.58 | | | | | | 0.37 | | | | | | 0.23 | | | | | | 0.60 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.78 | | | | | | 4.79 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.92 | | | | | | 2,587,503 | | | | | | 300 | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.90 | | | | | | 3,169,894 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.42• | | | | | | 0.38 | | | | | | 0.80 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.83 | | | | | | 6.48 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 0.72 | | | | | | 3.21 | | | | | | 3,477,973 | | | | | | 428 | | |
12-31-13 | | | | | 12.89 | | | | | | 0.44 | | | | | | (0.49) | | | | | | (0.05) | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.43 | | | | | | (0.38) | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 3.31 | | | | | | 1,140,317 | | | | | | 389 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.53 | | | | | | 0.35 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.73 | | | | | | 4.63 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 2.77 | | | | | | 25,649 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.75 | | | | | | 29,217 | | | | | | 346 | | |
12-31-14 | | | | | 12.43 | | | | | | 0.37• | | | | | | 0.40 | | | | | | 0.77 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.79 | | | | | | 6.17 | | | | | | 0.97 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 2.87 | | | | | | 5,281 | | | | | | 428 | | |
12-31-13 | | | | | 12.92 | | | | | | 0.44 | | | | | | (0.50) | | | | | | (0.06) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.43 | | | | | | (0.44) | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 3.45 | | | | | | 1,505 | | | | | | 389 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 21.20 | | | | | | (0.01) | | | | | | 2.12 | | | | | | 2.11 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 20.95 | | | | | | 10.69 | | | | | | 1.38 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.01) | | | | | | 7,817 | | | | | | 74 | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.07) | | | | | | 5,615 | | | | | | 45 | | |
12-31-14 | | | | | 23.94 | | | | | | (0.03) | | | | | | 1.26 | | | | | | 1.23 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 2.68 | | | | | | — | | | | | | 22.49 | | | | | | 6.00 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.18) | | | | | | 5,861 | | | | | | 30 | | |
12-31-13 | | | | | 19.13 | | | | | | (0.02) | | | | | | 6.64 | | | | | | 6.62 | | | | | | 0.01 | | | | | | 1.80 | | | | | | — | | | | | | 1.81 | | | | | | — | | | | | | 23.94 | | | | | | 37.04 | | | | | | 1.34 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.13) | | | | | | 7,233 | | | | | | 36 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 22.12 | | | | | | 0.10 | | | | | | 2.23 | | | | | | 2.33 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.29 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.49 | | | | | | 607,230 | | | | | | 74 | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.43 | | | | | | 487,778 | | | | | | 45 | | |
12-31-14 | | | | | 24.63 | | | | | | 0.08 | | | | | | 1.31 | | | | | | 1.39 | | | | | | 0.09 | | | | | | 2.68 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 23.25 | | | | | | 6.54 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.33 | | | | | | 520,298 | | | | | | 30 | | |
12-31-13 | | | | | 19.63 | | | | | | 0.08• | | | | | | 6.84 | | | | | | 6.92 | | | | | | 0.12 | | | | | | 1.80 | | | | | | — | | | | | | 1.92 | | | | | | — | | | | | | 24.63 | | | | | | 37.76 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.38 | | | | | | 571,880 | | | | | | 36 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 22.13 | | | | | | 0.11• | | | | | | 2.21 | | | | | | 2.32 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.23 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.53 | | | | | | 6,274 | | | | | | 74 | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
11-24-15(5) - 12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.99 | | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 21.63 | | | | | | 0.05• | | | | | | 2.17 | | | | | | 2.22 | | | | | | 0.03 | | | | | | 2.36 | | | | | | — | | | | | | 2.39 | | | | | | — | | | | | | 21.46 | | | | | | 11.00 | | | | | | 1.13 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 0.22 | | | | | | 111,723 | | | | | | 74 | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.18 | | | | | | 110,685 | | | | | | 45 | | |
12-31-14 | | | | | 24.24 | | | | | | 0.02 | | | | | | 1.28 | | | | | | 1.30 | | | | | | 0.02 | | | | | | 2.68 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 22.84 | | | | | | 6.26 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.08 | | | | | | 115,635 | | | | | | 30 | | |
12-31-13 | | | | | 19.35 | | | | | | 0.03 | | | | | | 6.72 | | | | | | 6.75 | | | | | | 0.06 | | | | | | 1.80 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 24.24 | | | | | | 37.37 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.12 | | | | | | 126,746 | | | | | | 36 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 325,562 | | | | | $ | 2,078,052 | | |
Intermediate Bond | | | | | 1,752,566 | | | | | | 40,964,716 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 49,338,680 | | | | | $ | 11,033,589 | | |
Global Equity | | | | | 27,073,051 | | | | | | — | | |
Intermediate Bond | | | | | 702,591,774 | | | | | | 411,538,578 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 274,275,703 | | | | | $ | 323,484,067 | | |
Global Equity | | | | | 403,951,898 | | | | | | 527,107,389 | | |
Growth and Income | | | | | 2,740,703,611 | | | | | | 3,349,533,631 | | |
Intermediate Bond | | | | | 1,696,038,527 | | | | | | 2,050,861,417 | | |
Small Company | | | | | 517,725,109 | | | | | | 544,886,190 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 433,040,647 | | | | | $ | 428,848,740 | | |
Intermediate Bond | | | | | 11,459,382,943 | | | | | | 11,609,932,565 | | |
Portfolio | | | Fee | |
Balanced(1) | | | 0.60% | |
Global Equity | | | 0.56% on the first $500 million; | |
| | | 0.53% on the next $500 million; | |
| | | 0.51% thereafter | |
Government Money Market(2) | | | 0.35% | |
Growth and Income(2) | | | 0.600% on the first $5 billion; | |
| | | 0.550% on the next $5 billion; | |
| | | 0.525% thereafter | |
Intermediate Bond(1) | | | 0.50% on first $4 billion; | |
| | | 0.48% on next $3 billion; | |
| | | 0.46% thereafter | |
Small Company(1) | | | 0.85% | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2018 | | | 2019 | | | 2020 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 658,101 | | | | | $ | 5,312 | | | | | $ | — | | | | | $ | 663,413 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 7.16% | | |
| | | Intermediate Bond | | | | | 9.07 | | |
| | | Small Company | | | | | 7.32 | | |
Voya Insurance and Annuity Company | | | Global Equity | | | | | 66.83 | | |
| | | Growth and Income | | | | | 41.56 | | |
| | | Intermediate Bond | | | | | 60.23 | | |
| | | Small Company | | | | | 12.91 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.90 | | |
| | | Global Equity | | | | | 21.49 | | |
| | | Government Money Market | | | | | 90.44 | | |
| | | Growth and Income | | | | | 52.00 | | |
| | | Intermediate Bond | | | | | 25.88 | | |
| | | Small Company | | | | | 50.38 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Solution Moderately Aggressive Portfolio | | | Small Company | | | | | 5.73 | | |
Portfolio | | | Accrued Expenses | | | Amount | | |||
Government Money Market | | | Postage | | | | $ | 32,038 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced(1) | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global Equity(2) | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond(3) | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company(4) | | | | | 1.43% | | | | | | 0.93% | | | | | | 0.93% | | | | | | 1.18% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Global Equity | | | | | 3 | | | | | $ | 1,754,333 | | | | | | 1.91% | | |
Government Money Market | | | | | 3 | | | | | | 623,000 | | | | | | 2.16 | | |
Growth and Income | | | | | 1 | | | | | | 950,000 | | | | | | 2.42 | | |
Intermediate Bond | | | | | 19 | | | | | | 2,242,263 | | | | | | 2.12 | | |
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 9,500,000 | | | | | | 6,650 | | |
Options Expired | | | | | (9,500,000) | | | | | | (6,650) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 23,651,000 | | | | | | 53,290 | | |
Options Terminated in Closing Sell Transactions | | | | | (9,910,000) | | | | | | (23,536) | | |
Options Expired | | | | | (13,741,000) | | | | | | (29,753) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 3,580,000 | | | | | | 6,229 | | |
Options Terminated in Closing Purchase Transactions | | | | | (920,000) | | | | | | (5,676) | | |
Options Expired | | | | | (2,660,000) | | | | | | (553) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 426,500,000 | | | | | | 298,550 | | |
Options Expired | | | | | (426,500,000) | | | | | | (298,550) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Cost | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Purchased | | | | | 1,069,312,000 | | | | | | 2,099,338 | | |
Options Terminated in Closing Sell Transactions | | | | | (433,920,000) | | | | | | (1,030,560) | | |
Options Expired | | | | | (635,392,000) | | | | | | (1,068,778) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | USD Notional | | | Premiums Received | | ||||||
Balance at 12/31/2016 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 190,470,000 | | | | | | 39,616 | | |
Options Expired | | | | | (190,470,000) | | | | | | (39,616) | | |
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
|
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 353,588 | | | | | | — | | | | | | 703,828 | | | | | | (3,536,426) | | | | | | (2,479,010) | | | | | | 5,551,153 | | | | | | — | | | | | | 10,867,103 | | | | | | (55,854,629) | | | | | | (39,436,373) | | |
12/31/2016 | | | | | 286,591 | | | | | | — | | | | | | 545,232 | | | | | | (4,020,427) | | | | | | (3,188,604) | | | | | | 4,102,169 | | | | | | — | | | | | | 7,616,888 | | | | | | (57,388,840) | | | | | | (45,669,783) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 37,660 | | | | | | — | | | | | | 5,694 | | | | | | (80,542) | | | | | | (37,188) | | | | | | 592,920 | | | | | | — | | | | | | 87,514 | | | | | | (1,272,469) | | | | | | (592,035) | | |
12/31/2016 | | | | | 3,164 | | | | | | — | | | | | | 4,279 | | | | | | (45,300) | | | | | | (37,857) | | | | | | 43,753 | | | | | | — | | | | | | 59,518 | | | | | | (643,982) | | | | | | (540,711) | | |
Global Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 29,397 | | | | | | — | | | | | | 37,245 | | | | | | (468,169) | | | | | | (401,527) | | | | | | 297,921 | | | | | | — | | | | | | 370,586 | | | | | | (4,706,714) | | | | | | (4,038,207) | | |
12/31/2016 | | | | | 31,215 | | | | | | — | | | | | | 59,303 | | | | | | (607,916) | | | | | | (517,398) | | | | | | 275,302 | | | | | | — | | | | | | 502,893 | | | | | | (5,296,385) | | | | | | (4,518,190) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 357,173 | | | | | | — | | | | | | 359,549 | | | | | | (2,472,669) | | | | | | (1,755,947) | | | | | | 3,746,460 | | | | | | — | | | | | | 3,602,681 | | | | | | (25,164,373) | | | | | | (17,815,232) | | |
12/31/2016 | | | | | 315,852 | | | | | | — | | | | | | 512,587 | | | | | | (2,997,376) | | | | | | (2,168,937) | | | | | | 2,799,817 | | | | | | — | | | | | | 4,372,370 | | | | | | (26,392,658) | | | | | | (19,220,471) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 199,757 | | | | | | — | | | | | | 1,025,192 | | | | | | (10,754,683) | | | | | | (9,529,734) | | | | | | 2,061,825 | | | | | | — | | | | | | 10,272,423 | | | | | | (109,818,624) | | | | | | (97,484,376) | | |
12/31/2016 | | | | | 223,897 | | | | | | — | | | | | | 1,566,724 | | | | | | (11,562,136) | | | | | | (9,771,515) | | | | | | 1,959,903 | | | | | | — | | | | | | 13,379,827 | | | | | | (101,783,442) | | | | | | (86,443,712) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 13,872 | | | | | | — | | | | | | 820 | | | | | | (6,846) | | | | | | 7,846 | | | | | | 138,857 | | | | | | — | | | | | | 8,101 | | | | | | (71,875) | | | | | | 75,083 | | |
12/31/2016 | | | | | 4,795 | | | | | | — | | | | | | 865 | | | | | | (7,731) | | | | | | (2,071) | | | | | | 41,574 | | | | | | — | | | | | | 7,294 | | | | | | (68,918) | | | | | | (20,050) | | |
Class T | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 574,000 | | | | | | — | | | | | | 72,785 | | | | | | (1,593,219) | | | | | | (946,434) | | | | | | 5,787,979 | | | | | | — | | | | | | 720,568 | | | | | | (16,396,513) | | | | | | (9,887,966) | | |
12/31/2016 | | | | | 594,364 | | | | | | — | | | | | | 129,793 | | | | | | (2,307,010) | | | | | | (1,582,853) | | | | | | 5,101,538 | | | | | | — | | | | | | 1,095,449 | | | | | | (19,940,010) | | | | | | (13,743,023) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 62,019,236 | | | | | | — | | | | | | 2,783,547 | | | | | | (130,786,097) | | | | | | (65,983,314) | | | | | | 62,019,235 | | | | | | — | | | | | | 2,783,547 | | | | | | (130,786,097) | | | | | | (65,983,315) | | |
12/31/2016 | | | | | 138,262,357 | | | | | | — | | | | | | 935,238 | | | | | | (175,651,072) | | | | | | (36,453,477) | | | | | | 138,262,357 | | | | | | — | | | | | | 935,238 | | | | | | (175,651,072) | | | | | | (36,453,477) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 2,779 | | | | | | — | | | | | | 217 | | | | | | (41,333) | | | | | | (38,337) | | | | | | 2,779 | | | | | | — | | | | | | 217 | | | | | | (41,333) | | | | | | (38,337) | | |
12/31/2016 | | | | | 985,152 | | | | | | — | | | | | | 272 | | | | | | (987,684) | | | | | | (2,260) | | | | | | 985,153 | | | | | | — | | | | | | 271 | | | | | | (987,684) | | | | | | (2,260) | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 481,140 | | | | | | — | | | | | | 4,332,463 | | | | | | (8,613,013) | | | | | | (3,799,410) | | | | | | 14,112,733 | | | | | | — | | | | | | 126,119,965 | | | | | | (259,034,403) | | | | | | (118,801,705) | | |
12/31/2016 | | | | | 145,340 | | | | | | — | | | | | | 3,776,003 | | | | | | (6,406,343) | | | | | | (2,485,000) | | | | | | 4,095,762 | | | | | | — | | | | | | 103,531,680 | | | | | | (179,207,392) | | | | | | (71,579,950) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 228,779 | | | | | | — | | | | | | 8,130,779 | | | | | | (7,269,067) | | | | | | 1,090,491 | | | | | | 6,919,575 | | | | | | — | | | | | | 240,153,222 | | | | | | (221,389,322) | | | | | | 25,683,475 | | |
12/31/2016 | | | | | 131,389 | | | | | | — | | | | | | 6,380,927 | | | | | | (9,248,696) | | | | | | (2,736,380) | | | | | | 3,639,575 | | | | | | — | | | | | | 177,351,943 | | | | | | (261,073,382) | | | | | | (80,081,864) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 122,006 | | | | | | — | | | | | | 2,424,491 | | | | | | (5,427,934) | | | | | | (2,881,437) | | | | | | 3,672,422 | | | | | | — | | | | | | 70,631,484 | | | | | | (162,795,310) | | | | | | (88,491,404) | | |
12/31/2016 | | | | | 100,601 | | | | | | — | | | | | | 2,196,506 | | | | | | (4,010,085) | | | | | | (1,712,978) | | | | | | 2,816,141 | | | | | | — | | | | | | 60,288,969 | | | | | | (112,370,107) | | | | | | (49,264,997) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,188 | | | | | | — | | | | | | 1,791 | | | | | | (2,165) | | | | | | 814 | | | | | | 35,185 | | | | | | — | | | | | | 51,608 | | | | | | (64,424) | | | | | | 22,369 | | |
12/31/2016 | | | | | 1,054 | | | | | | — | | | | | | 1,293 | | | | | | (1,301) | | | | | | 1,046 | | | | | | 28,808 | | | | | | — | | | | | | 35,192 | | | | | | (35,548) | | | | | | 28,452 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,674,254 | | | | | | — | | | | | | 702,761 | | | | | | (2,769,383) | | | | | | (392,368) | | | | | | 21,223,587 | | | | | | — | | | | | | 8,924,427 | | | | | | (35,130,726) | | | | | | (4,982,712) | | |
12/31/2016 | | | | | 1,532,861 | | | | | | — | | | | | | 699,426 | | | | | | (3,152,561) | | | | | | (920,274) | | | | | | 19,734,492 | | | | | | — | | | | | | 8,936,129 | | | | | | (40,256,358) | | | | | | (11,585,737) | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 4,701,599 | | | | | | — | | | | | | 2,987,122 | | | | | | (13,551,357) | | | | | | (5,862,636) | | | | | | 60,254,318 | | | | | | — | | | | | | 38,334,258 | | | | | | (173,617,322) | | | | | | (75,028,746) | | |
12/31/2016 | | | | | 3,268,901 | | | | | | — | | | | | | 2,949,442 | | | | | | (13,175,262) | | | | | | (6,956,919) | | | | | | 42,304,595 | | | | | | — | | | | | | 38,134,846 | | | | | | (169,970,055) | | | | | | (89,530,614) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 3,026,066 | | | | | | — | | | | | | 6,697,190 | | | | | | (36,721,454) | | | | | | (26,998,198) | | | | | | 38,383,965 | | | | | | — | | | | | | 85,372,981 | | | | | | (467,195,239) | | | | | | (343,438,293) | | |
12/31/2016 | | | | | 8,765,935 | | | | | | — | | | | | | 7,023,181 | | | | | | (41,031,537) | | | | | | (25,242,421) | | | | | | 110,867,415 | | | | | | — | | | | | | 90,169,539 | | | | | | (528,312,300) | | | | | | (327,275,346) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 467,281 | | | | | | — | | | | | | 56,884 | | | | | | (487,591) | | | | | | 36,574 | | | | | | 5,941,780 | | | | | | — | | | | | | 722,395 | | | | | | (6,173,116) | | | | | | 491,059 | | |
12/31/2016 | | | | | 410,608 | | | | | | — | | | | | | 58,920 | | | | | | (846,688) | | | | | | (377,160) | | | | | | 5,270,444 | | | | | | — | | | | | | 753,407 | | | | | | (10,812,113) | | | | | | (4,788,262) | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 138,528 | | | | | | — | | | | | | 34,027 | | | | | | (104,357) | | | | | | 68,198 | | | | | | 2,828,764 | | | | | | — | | | | | | 668,667 | | | | | | (2,179,147) | | | | | | 1,318,284 | | |
12/31/2016 | | | | | 55,117 | | | | | | — | | | | | | 31,848 | | | | | | (77,808) | | | | | | 9,157 | | | | | | 1,058,284 | | | | | | — | | | | | | 552,879 | | | | | | (1,440,693) | | | | | | 170,470 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Small Company (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 4,271,152 | | | | | | — | | | | | | 3,103,347 | | | | | | (4,422,213) | | | | | | 2,952,286 | | | | | | 94,005,567 | | | | | | — | | | | | | 63,838,068 | | | | | | (94,507,724) | | | | | | 63,335,911 | | |
12/31/2016 | | | | | 1,980,320 | | | | | | — | | | | | | 2,597,874 | | | | | | (4,653,668) | | | | | | (75,474) | | | | | | 39,835,416 | | | | | | — | | | | | | 46,891,635 | | | | | | (92,286,094) | | | | | | (5,559,043) | | |
Class R6 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 213,873 | | | | | | — | | | | | | 21,729 | | | | | | (72,342) | | | | | | 163,260 | | | | | | 4,622,329 | | | | | | — | | | | | | 447,197 | | | | | | (1,549,998) | | | | | | 3,519,528 | | |
12/31/2016 | | | | | 135,577 | | | | | | — | | | | | | — | | | | | | (13,969) | | | | | | 121,608 | | | | | | 2,801,884 | | | | | | — | | | | | | — | | | | | | (289,726) | | | | | | 2,512,158 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 376,316 | | | | | | — | | | | | | 675,283 | | | | | | (2,170,701) | | | | | | (1,119,102) | | | | | | 8,133,510 | | | | | | — | | | | | | 13,566,861 | | | | | | (45,694,308) | | | | | | (23,993,937) | | |
12/31/2016 | | | | | 1,259,380 | | | | | | — | | | | | | 576,063 | | | | | | (1,234,819) | | | | | | 600,624 | | | | | | 25,221,558 | | | | | | — | | | | | | 10,184,802 | | | | | | (23,567,691) | | | | | | 11,838,669 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 183,242 | | | | | $ | (183,242) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 84,339 | | | | | | (84,339) | | | | | | — | | |
Barclays Capital Securities Ltd. | | | | | 211,272 | | | | | | (211,272) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 183,205 | | | | | | (183,205) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 64,492 | | | | | | (64,492) | | | | | | — | | |
CIBC World Markets INC | | | | | 3,242,798 | | | | | | (3,242,798) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 8,799,509 | | | | | | (8,799,509) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,095,178 | | | | | | (1,095,178) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 233,128 | | | | | | (233,128) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,624,886 | | | | | | (1,624,886) | | | | | | — | | |
Merrill Lynch International | | | | | 81,149 | | | | | | (81,149) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 4,393,988 | | | | | | (4,393,988) | | | | | | — | | |
Natixis Securities America LLC | | | | | 177,196 | | | | | | (177,196) | | | | | | — | | |
Nomura International PLC | | | | | 22,803 | | | | | | (22,803) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 390,294 | | | | | | (390,294) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 1,557,078 | | | | | | (1,557,078) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 526,401 | | | | | | (526,401) | | | | | | — | | |
Societe Generale | | | | | 125,602 | | | | | | (125,602) | | | | | | — | | |
UBS AG | | | | | 48,044 | | | | | | (48,044) | | | | | | — | | |
UBS Securities LLC. | | | | | 4,052 | | | | | | (4,052) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,070,018 | | | | | | (1,070,018) | | | | | | — | | |
Total | | | | $ | 24,118,674 | | | | | $ | (24,118,674) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Deutsche Bank Securities Inc. | | | | $ | 829,422 | | | | | $ | (829,422) | | | | | $ | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,835,616 | | | | | | (4,835,616) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,675,060 | | | | | | (1,675,060) | | | | | | — | | |
Natixis Securities America LLC | | | | | 12,914 | | | | | | (12,914) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 8,053,133 | | | | | | (8,053,133) | | | | | | — | | |
Total | | | | $ | 15,406,145 | | | | | $ | (15,406,145) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 8,274,192 | | | | | $ | (8,274,192) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 2,091,738 | | | | | | (2,091,738) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 5,326,891 | | | | | | (5,326,891) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 408,144 | | | | | | (408,144) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 297,027 | | | | | | (297,027) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 646,091 | | | | | | (646,091) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,326,468 | | | | | | (1,326,468) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 62,451,339 | | | | | | (62,451,339) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 23,190 | | | | | | (23,190) | | | | | | — | | |
National Financial Services LLC | | | | | 4,638,000 | | | | | | (4,638,000) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 241,176 | | | | | | (241,176) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 2,643,660 | | | | | | (2,643,660) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 10,081,203 | | | | | | (10,081,203) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,473,361 | | | | | | (1,473,361) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 46,607,966 | | | | | | (46,607,966) | | | | | | — | | |
Total | | | | $ | 146,530,446 | | | | | $ | (146,530,446) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 8,241,926 | | | | | $ | (8,241,926) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,430,511 | | | | | | (1,430,511) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,969,429 | | | | | | (1,969,429) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 22,153,685 | | | | | | (22,153,685) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 11,634,259 | | | | | | (11,634,259) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 10,995,676 | | | | | | (10,995,676) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 337,501 | | | | | | (337,501) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 2,370,001 | | | | | | (2,370,001) | | | | | | — | | |
Morgan Stanley & Co. LLC | | ��� | | | 1,652,208 | | | | | | (1,652,208) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 212,993 | | | | | | (212,993) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,928,218 | | | | | | (1,928,218) | | | | | | — | | |
Societe Generale | | | | | 1,859,957 | | | | | | (1,859,957) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 65,000,843 | | | | | | (65,000,843) | | | | | | — | | |
Total | | | | $ | 129,787,207 | | | | | $ | (129,787,207) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 424,615 | | | | | $ | (424,615) | | | | | $ | — | | |
CIBC World Markets INC | | | | | 7,116 | | | | | | (7,116) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,708,313 | | | | | | (4,708,313) | | | | | | — | | |
HSBC Bank PLC | | | | | 358,766 | | | | | | (358,766) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 10,058,484 | | | | | | (10,058,484) | | | | | | — | | |
Jefferies LLC | | | | | 744,371 | | | | | | (744,371) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 134,640 | | | | | | (134,640) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 6,424,477 | | | | | | (6,424,477) | | | | | | — | | |
National Financial Services LLC | | | | | 351,163 | | | | | | (351,163) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 3,409,743 | | | | | | (3,409,743) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 249,142 | | | | | | (249,142) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 54,740 | | | | | | (54,740) | | | | | | — | | |
UBS AG | | | | | 89,566 | | | | | | (89,566) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 71,836 | | | | | | (71,836) | | | | | | — | | |
Total | | | | $ | 27,086,972 | | | | | $ | (27,086,972) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | |||||||||
Balanced | | | | $ | — | | | | | $ | 834,307 | | | | | $ | (834,307) | | |
Global Equity | | | | | (16,197,602)(1) | | | | | | (84,233) | | | | | | 16,281,835 | | |
Growth and Income | | | | | (3) | | | | | | 1,038,868 | | | | | | (1,038,865) | | |
Intermediate Bond | | | | | (131,834,963)(1) | | | | | | 4,931,064 | | | | | | 126,903,899 | | |
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 10,954,617 | | | | | $ | — | | | | | $ | 7,676,406 | | | | | $ | — | | |
Global Equity | | | | | 14,974,359 | | | | | | — | | | | | | 19,357,833 | | | | | | — | | |
Government Money Market | | | | | 2,783,768 | | | | | | — | | | | | | 932,960 | | | | | | 2,549 | | |
Growth and Income | | | | | 139,807,817 | | | | | | 297,433,409 | | | | | | 59,258,069 | | | | | | 282,190,501 | | |
Intermediate Bond | | | | | 133,358,596 | | | | | | — | | | | | | 138,004,461 | | | | | | — | | |
Small Company | | | | | 9,980,023 | | | | | | 68,540,770 | | | | | | 2,562,015 | | | | | | 55,067,592 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Late Year Ordinary Losses Deferred | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Short-term Capital Loss Carryforwards | | | Expiration | | |||||||||||||||||||||
Balanced | | | | $ | 17,978,572 | | | | | $ | 20,943,993 | | | | | $ | — | | | | | $ | — | | | | | $ | 31,806,103 | | | | | $ | — | | | | | | — | | |
Global Equity | | | | | 12,209,078 | | | | | | — | | | | | | — | | | | | | — | | | | | | 116,250,803 | | | | | | (6,695,973) | | | | | | 2018 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (60,150,156) | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (66,846,129)* | | | | |||||
Government Money Market | | | | | 3,212 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | | | | 33,172,457 | | | | | | 82,706,960 | | | | | | — | | | | | | — | | | | | | 703,747,125 | | | | | | — | | | | | | — | | |
Intermediate Bond | | | | | — | | | | | | — | | | | | | (554,617) | | | | | | (4,181,821) | | | | | | 36,216,520 | | | | | | — | | | | | | — | | |
Small Company | | | | | 17,757,318 | | | | | | 83,519,576 | | | | | | — | | | | | | — | | | | | | 93,443,368 | | | | | | — | | | | | | — | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | NII | | | | $ | 0.0009 | | | | February 1, 2018 | | | Daily | |
Class S | | | NII | | | | $ | 0.0007 | | | | February 1, 2018 | | | Daily | |
All Classes | | | STCG | | | | $ | 0.0001 | | | | February 1, 2018 | | | January 30, 2018 | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0299 | | | | February 1, 2018 | | | Daily | |
Class I | | | NII | | | | $ | 0.0357 | | | | February 1, 2018 | | | Daily | |
Class S | | | NII | | | | $ | 0.0327 | | | | February 1, 2018 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0310 | | | | February 1, 2018 | | | Daily | |
Voya Balanced Portfolio | as of December 31, 2017 |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: 51.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 5.9% | | ||||||||||||
| | | 1,818 (1) | | | | Amazon.com, Inc. | | | | $ | 2,126,096 | | | | | | 0.5 | | |
| | | 43,460 | | | | Comcast Corp. - Class A | | | | | 1,740,573 | | | | | | 0.4 | | |
| | | 9,606 | | | | Home Depot, Inc. | | | | | 1,820,625 | | | | | | 0.4 | | |
| | | 515,669 | (2)(3) | | Other Securities | | | | | 19,775,200 | | | | | | 4.6 | | | |
| | | | | | | | | | | | 25,462,494 | | | | | | 5.9 | | |
| | | | | | | Consumer Staples: 4.1% | | ||||||||||||
| | | 16,576 | | | | Philip Morris International, Inc. | | | | | 1,751,254 | | | | | | 0.4 | | |
| | | 23,718 | | | | Procter & Gamble Co. | | | | | 2,179,210 | | | | | | 0.5 | | |
| | | 21,320 | | | | Wal-Mart Stores, Inc. | | | | | 2,105,350 | | | | | | 0.5 | | |
| | | 140,500 (4) | | | | WH Group Ltd. | | | | | 158,612 | | | | | | 0.0 | | |
| | | 281,143 (3) | | | | Other Securities | | | | | 11,371,782 | | | | | | 2.7 | | |
| | | | | | | | | | | | 17,566,208 | | | | | | 4.1 | | |
| | | | | | | Energy: 3.0% | | ||||||||||||
| | | 33,353 | | | | Exxon Mobil Corp. | | | | | 2,789,645 | | | | | | 0.7 | | |
| | | 34,470 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 2,299,494 | | | | | | 0.5 | | |
| | | 229,805 (3) | | | | Other Securities | | | | | 7,831,346 | | | | | | 1.8 | | |
| | | | | | | | | | | | 12,920,485 | | | | | | 3.0 | | |
| | | | | | | Financials: 9.3% | | ||||||||||||
| | | 6,371 (4) | | | | ABN AMRO Group NV | | | | | 205,406 | | | | | | 0.0 | | |
| | | 17,137 | | | | Allstate Corp. | | | | | 1,794,415 | | | | | | 0.4 | | |
| | | 10,278 | | | | Ameriprise Financial, Inc. | | | | | 1,741,813 | | | | | | 0.4 | | |
| | | 38,396 | | | | Citizens Financial Group, Inc. | | | | | 1,611,864 | | | | | | 0.4 | | |
| | | 33,722 | | | | Hartford Financial Services Group, Inc. | | | | | 1,897,874 | | | | | | 0.4 | | |
| | | 33,507 | | | | Intercontinental Exchange, Inc. | | | | | 2,364,254 | | | | | | 0.6 | | |
| | | 35,171 | | | | JPMorgan Chase & Co. | | | | | 3,761,187 | | | | | | 0.9 | | |
| | | 74,558 | | | | Keycorp | | | | | 1,503,835 | | | | | | 0.4 | | |
| | | 34,187 | | | | Lazard Ltd. | | | | | 1,794,818 | | | | | | 0.4 | | |
| | | 27,109 | | | | Morgan Stanley | | | | | 1,422,409 | | | | | | 0.3 | | |
| | | 47,109 | | | | Wells Fargo & Co. | | | | | 2,858,103 | | | | | | 0.7 | | |
| | | 1,286,858 (3) | | | | Other Securities | | | | | 18,778,496 | | | | | | 4.4 | | |
| | | | | | | | | | | | 39,734,474 | | | | | | 9.3 | | |
| | | | | | | Health Care: 5.9% | | ||||||||||||
| | | 8,197 | | | | AstraZeneca PLC | | | | | 565,638 | | | | | | 0.1 | | |
| | | 31,564 | | | | AstraZeneca PLC ADR | | | | | 1,095,271 | | | | | | 0.2 | | |
| | | 27,150 | | | | Gilead Sciences, Inc. | | | | | 1,945,026 | | | | | | 0.4 | | |
| | | 32,476 | | | | Johnson & Johnson | | | | | 4,537,547 | | | | | | 1.1 | | |
| | | 78,189 | | | | Pfizer, Inc. | | | | | 2,832,005 | | | | | | 0.7 | | |
| | | 12,865 | | | | UnitedHealth Group, Inc. | | | | | 2,836,218 | | | | | | 0.7 | | |
| | | 197,916 | (2)(3) | | Other Securities | | | | | 11,713,621 | | | | | | 2.7 | | | |
| | | | | | | | | | | | 25,525,326 | | | | | | 5.9 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 6.3% | | ||||||||||||
| | | 7,396 | | | | General Dynamics Corp. | | | | $ | 1,504,716 | | | | | | 0.3 | | |
| | | 10,566 | | | | L3 Technologies, Inc. | | | | | 2,090,483 | | | | | | 0.5 | | |
| | | 29,341 | | | | Timken Co. | | | | | 1,442,110 | | | | | | 0.3 | | |
| | | 644,724 (3) | | | | Other Securities | | | | | 22,200,133 | | | | | | 5.2 | | |
| | | | | | | | | | | | 27,237,442 | | | | | | 6.3 | | |
| | | | | | | Information Technology: 8.9% | | ||||||||||||
| | | 1,475 (1) | | | | Alphabet, Inc. - Class A | | | | | 1,553,765 | | | | | | 0.4 | | |
| | | 20,254 | | | | Apple, Inc. | | | | | 3,427,585 | | | | | | 0.8 | | |
| | | 51,584 | | | | Cisco Systems, Inc. | | | | | 1,975,667 | | | | | | 0.4 | | |
| | | 9,753 (1) | | | | Facebook, Inc. | | | | | 1,721,014 | | | | | | 0.4 | | |
| | | 54,205 | | | | Microsoft Corp. | | | | | 4,636,696 | | | | | | 1.1 | | |
| | | 34,242 | | | | Oracle Corp. | | | | | 1,618,962 | | | | | | 0.4 | | |
| | | 14,191 | | | | Texas Instruments, Inc. | | | | | 1,482,108 | | | | | | 0.3 | | |
| | | 325,884 | (2)(3) | | Other Securities | | | | | 21,714,958 | | | | | | 5.1 | | | |
| | | | | | | | | | | | 38,130,755 | | | | | | 8.9 | | |
| | | | | | | Materials: 2.4% | | ||||||||||||
| | | 2,933 (4) | | | | Covestro AG | | | | | 302,000 | | | | | | 0.1 | | |
| | | 35,623 | | | | DowDuPont, Inc. | | | | | 2,537,070 | | | | | | 0.6 | | |
| | | 243,299 | (2)(3) | | Other Securities | | | | | 7,433,124 | | | | | | 1.7 | | | |
| | | | | | | | | | | | 10,272,194 | | | | | | 2.4 | | |
| | | | | | | Real Estate: 2.3% | | ||||||||||||
| | | 767,531 | (2)(3) | | Other Securities | | | | | 9,747,527 | | | | | | 2.3 | | | |
| | | | | | | Telecommunication Services: 1.0% | | ||||||||||||
| | | 42,522 | | | | AT&T, Inc. | | | | | 1,653,255 | | | | | | 0.4 | | |
| | | 122,370 | | | | Other Securities | | | | | 2,488,976 | | | | | | 0.6 | | |
| | | | | | | | | | | | 4,142,231 | | | | | | 1.0 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 24,821 | | | | Ameren Corp. | | | | | 1,464,191 | | | | | | 0.4 | | |
| | | 44,384 | | | | Exelon Corp. | | | | | 1,749,173 | | | | | | 0.4 | | |
| | | 10,815 | | | | NextEra Energy, Inc. | | | | | 1,689,195 | | | | | | 0.4 | | |
| | | 2,294 (4) | | | | Orsted A/S | | | | | 125,224 | | | | | | 0.0 | | |
| | | 188,055 (2) | | | | Other Securities | | | | | 2,952,143 | | | | | | 0.7 | | |
| | | | | | | | | | | | 7,979,926 | | | | | | 1.9 | | |
| | | | | | | Total Common Stock (Cost $187,844,699) | | | | | 218,719,062 | | | | | | 51.0 | | |
| EXCHANGE-TRADED FUNDS: 11.5% | | ||||||||||||||||||
| | | 101,680 | | | | iShares 1-3 Year Treasury Bond ETF | | | | | 8,525,868 | | | | | | 2.0 | | |
| | | 5,250 | | | | iShares MSCI EAFE Index Fund | | | | | 369,127 | | | | | | 0.0 | | |
| | | 408,113 (5) | | | | iShares MSCI Emerging Markets Index Fund | | | | | 19,230,285 | | | | | | 4.5 | | |
| | | 97,886 | | | | iShares MSCI EMU Index Fund | | | | | 4,246,295 | | | | | | 1.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| EXCHANGE-TRADED FUNDS: (continued) | | ||||||||||||||||||
| | | 372,621 | | | | PowerShares Senior Loan Portfolio | | | | $ | 8,585,188 | | | | | | 2.0 | | |
| | | 105,025 (5) | | | | SPDR Dow Jones International Real Estate | | | | | 4,252,462 | | | | | | 1.0 | | |
| | | 51,303 | | | | Vanguard REIT | | | | | 4,257,123 | | | | | | 1.0 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $46,936,518) | | | | | 49,466,348 | | | | | | 11.5 | | |
| MUTUAL FUNDS: 8.5% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 7.0% | | ||||||||||||
| | | 1,313,918 | | | | Voya Floating Rate Fund Class P | | | | | 12,915,812 | | | | | | 3.0 | | |
| | | 2,132,298 | | | | Voya High Yield Bond Fund - Class P | | | | | 17,250,287 | | | | | | 4.0 | | |
| | | | | | | | | | | | 30,166,099 | | | | | | 7.0 | | |
| | | | | | | Unaffiliated Investment Companies : 1.5% | | ||||||||||||
| | | 1,254,013 | | | | Credit Suisse Commodity Return Strategy Fund - Class I | | | | | 6,295,146 | | | | | | 1.5 | | |
| | | | | | | Total Mutual Funds (Cost $36,567,671) | | | | | 36,461,245 | | | | | | 8.5 | | |
| PREFERRED STOCK: 0.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.1% | | ||||||||||||
| | | 14,711 | | | | Other Securities | | | | | 259,567 | | | | | | 0.1 | | |
| | | | | | | Consumer Staples: 0.1% | | ||||||||||||
| | | 2,440 | | | | Other Securities | | | | | 322,215 | | | | | | 0.1 | | |
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 1,956 (3) | | | | Other Securities | | | | | 46,983 | | | | | | 0.0 | �� | |
| | | | | | | Total Preferred Stock (Cost $593,240) | | | | | 628,765 | | | | | | 0.2 | | |
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Energy: 0.0% | | ||||||||||||
| | | 12,287 (3) | | | | Other Securities | | | | | 5,587 | | | | | | 0.0 | | |
| | | | | | | Total Rights (Cost $5,617) | | | | | 5,587 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: 7.0% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.2% | | ||||||||||||
| | | 80,000 (4) | | | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 80,300 | | | | | | 0.0 | | |
| | | 595,000 | | | | Other Securities | | | | | 655,632 | | | | | | 0.2 | | |
| | | | | | | | | | | | 735,932 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications: 0.9% | | ||||||||||||
| | | 200,000 (4) | | | | Altice Financing SA, 6.625%, 02/15/23 | | | | $ | 209,920 | | | | | | 0.1 | | |
| | | 80,000 (4) | | | | Amazon.com, Inc., 4.050%, 08/22/47 | | | | | 86,511 | | | | | | 0.0 | | |
| | | 162,000 (4) | | | | AT&T, Inc., 4.300%, 02/15/30 | | | | | 162,190 | | | | | | 0.1 | | |
| | | 75,000 (4) | | | | AT&T, Inc., 5.150%, 11/15/46 | | | | | 76,876 | | | | | | 0.0 | | |
| | | 552,000 | | | | AT&T, Inc., 3.400%-5.450%, 08/14/24-02/14/50 | | | | | 554,340 | | | | | | 0.1 | | |
| | | 25,000 (4) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/27 | | | | | 24,688 | | | | | | 0.0 | | |
| | | 65,000 (4) | | | | CommScope Technologies LLC, 5.000%, 03/15/27 | | | | | 65,163 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | Cox Communications, Inc., 2.950%, 06/30/23 | | | | | 39,475 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/99 | | | | | 42,600 | | | | | | 0.0 | | |
| | | 20,000 | (4)(5) | | Sinclair Television Group, Inc., 5.125%, 02/15/27 | | | | | 19,925 | | | | | | 0.0 | | | |
| | | 25,000 (4) | | | | Sirius XM Radio, Inc., 5.000%, 08/01/27 | | | | | 25,187 | | | | | | 0.0 | | |
| | | 65,000 (4) | | | | Sirius XM Radio, Inc., 5.375%, 04/15/25 | | | | | 67,844 | | | | | | 0.0 | | |
| | | 130,000 (4) | | | | Univision Communications, Inc., 5.125%, 02/15/25 | | | | | 127,075 | | | | | | 0.1 | | |
| | | 2,097,000 | | | | Other Securities | | | | | 2,186,512 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,688,306 | | | | | | 0.9 | | |
| | | | | | | Consumer, Cyclical: 0.7% | | ||||||||||||
| | | 105,000 (4) | | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/25 | | | | | 106,313 | | | | | | 0.0 | | |
| | | 36,000 (4) | | | | Air Canada 2017-1 Class AA Pass Through Trust, 3.300%, 07/15/31 | | | | | 35,820 | | | | | | 0.0 | | |
| | | 60,000 (4) | | | | Alimentation Couche-Tard, Inc., 2.700%, 07/26/22 | | | | | 59,504 | | | | | | 0.0 | | |
| | | 105,000 (4) | | | | CRC Escrow Issuer LLC / CRC Finco, Inc., 5.250%, 10/15/25 | | | | | 106,344 | | | | | | 0.0 | | |
| | | 150,000 (4) | | | | Daimler Finance North America LLC, 2.300%, 02/12/21 | | | | | 148,781 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 45,000 (4) | | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/25 | | | | $ | 47,531 | | | | | | 0.0 | | |
| | | 45,000 (4) | | | | Dana Financing Luxembourg Sarl, 6.500%, 06/01/26 | | | | | 48,881 | | | | | | 0.0 | | |
| | | 93,000 (4) | | | | Lennar Corp., 4.750%, 11/29/27 | | | | | 96,236 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Nissan Motor Acceptance Corp., 2.600%, 09/28/22 | | | | | 98,801 | | | | | | 0.0 | | |
| | | 35,000 (4) | | | | Six Flags Entertainment Corp., 4.875%, 07/31/24 | | | | | 35,613 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Six Flags Entertainment Corp., 5.500%, 04/15/27 | | | | | 103,750 | | | | | | 0.1 | | |
| | | 80,000 (4) | | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.500%, 03/01/25 | | | | | 82,600 | | | | | | 0.0 | | |
| | | 2,077,129 (2) | | | | Other Securities | | | | | 2,135,542 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,105,716 | | | | | | 0.7 | | |
| | | | | | | Consumer, Non-cyclical: 1.0% | | ||||||||||||
| | | 80,000 (4) | | | | BAT Capital Corp., 3.222%, 08/15/24 | | | | | 80,097 | | | | | | 0.0 | | |
| | | 120,000 (4) | | | | BAT Capital Corp., 3.557%, 08/15/27 | | | | | 120,363 | | | | | | 0.1 | | |
| | | 50,000 (4) | | | | BAT Capital Corp., 4.540%, 08/15/47 | | | | | 52,814 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | Brink’s Co/The, 4.625%, 10/15/27 | | | | | 39,300 | | | | | | 0.0 | | |
| | | 80,000 | | | | Gilead Sciences, Inc., 2.950%, 03/01/27 | | | | | 78,754 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | Hill-Rom Holdings, Inc., 5.000%, 02/15/25 | | | | | 40,988 | | | | | | 0.0 | | |
| | | 25,000 (4) | | | | IHS Markit Ltd, 4.000%, 03/01/26 | | | | | 25,094 | | | | | | 0.0 | | |
| | | 95,000 (4) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/25 | | | | | 91,913 | | | | | | 0.0 | | |
| | | 107,000 (5) | | | | Philip Morris International, Inc., 3.125%-4.250%, 03/02/28-11/10/44 | | | | | 108,912 | | | | | | 0.0 | | |
| | | 140,000 (4) | | | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 138,075 | | | | | | 0.1 | | |
| | | 100,000 | (4)(5) | | Valeant Pharmaceuticals International, Inc., 7.250%, 07/15/22 | | | | | 101,500 | | | | | | 0.0 | | | |
| | | 67,000 (4) | | | | Wm Wrigley Jr Co., 2.400%, 10/21/18 | | | | | 67,194 | | | | | | 0.0 | | |
| | | 3,432,000 (2) | | | | Other Securities | | | | | 3,559,427 | | | | | | 0.8 | | |
| | | | | | | | | | | | 4,504,431 | | | | | | 1.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy: 0.8% | | ||||||||||||
| | | 80,000 (4) | | | | Continental Resources, Inc./OK, 4.375%, 01/15/28 | | | | $ | 79,076 | | | | | | 0.0 | | |
| | | 30,000 (4) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/26 | | | | | 31,125 | | | | | | 0.0 | | |
| | | 15,000 (4) | | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/24 | | | | | 14,925 | | | | | | 0.0 | | |
| | | 200,000 | (4)(5) | | Petroleos del Peru SA, 4.750%, 06/19/32 | | | | | 202,750 | | | | | | 0.1 | | | |
| | | 105,000 (4) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/28 | | | | | 106,412 | | | | | | 0.0 | | |
| | | 2,933,000 (2) | | | | Other Securities | | | | | 3,058,736 | | | | | | 0.7 | | |
| | | | | | | | | | | | 3,493,024 | | | | | | 0.8 | | |
| | | | | | | Financial: 2.0% | | ||||||||||||
| | | 46,000 | | | | Allstate Corp./The, 4.200%, 12/15/46 | | | | | 50,357 | | | | | | 0.0 | | |
| | | 63,000 (4) | | | | Athene Global Funding, 4.000%, 01/25/22 | | | | | 65,039 | | | | | | 0.0 | | |
| | | 153,000 (4) | | | | Bank of America Corp., 3.419%, 12/20/28 | | | | | 153,178 | | | | | | 0.0 | | |
| | | 120,000 (4) | | | | Blackstone Holdings Finance Co. LLC, 3.150%, 10/02/27 | | | | | 118,111 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | BPCE SA, 5.150%, 07/21/24 | | | | | 217,119 | | | | | | 0.1 | | |
| | | 77,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/22 | | | | | 79,503 | | | | | | 0.0 | | |
| | | 140,000 (4) | | | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 141,750 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Farmers Exchange Capital, 7.050%, 07/15/28 | | | | | 126,141 | | | | | | 0.0 | | |
| | | 93,000 (4) | | | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/77 | | | | | 102,326 | | | | | | 0.0 | | |
| | | 50,000 | | | | Hartford Financial Services Group, Inc., 8.125%, 06/15/68 | | | | | 51,375 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | HBOS PLC, 6.750%, 05/21/18 | | | | | 101,705 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | ING Bank NV, 2.000%, 11/26/18 | | | | | 199,925 | | | | | | 0.1 | | |
| | | 181,000 (4) | | | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 186,798 | | | | | | 0.1 | | |
| | | 80,000 (4) | | | | Iron Mountain, Inc., 5.250%, 03/15/28 | | | | | 80,000 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 594,000 (5) | | | | JPMorgan Chase & Co., 2.550%-4.625%, 10/29/20-12/31/99 | | | | $ | 609,605 | | | | | | 0.2 | | |
| | | 84,000 (4) | | | | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | | | | | 93,638 | | | | | | 0.0 | | |
| | | 180,000 (4) | | | | Macquarie Group Ltd, 3.189%, 11/28/23 | | | | | 178,747 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/21 | | | | | 199,510 | | | | | | 0.1 | | |
| | | 417,000 | | | | Morgan Stanley, 2.750%-4.000%, 05/19/22-07/22/28 | | | | | 421,825 | | | | | | 0.1 | | |
| | | 30,000 (4) | | | | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/47 | | | | | 30,463 | | | | | | 0.0 | | |
| | | 75,000 (4) | | | | Quicken Loans, Inc., 5.250%, 01/15/28 | | | | | 74,228 | | | | | | 0.0 | | |
| | | 40,000 (4) | | | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 42,840 | | | | | | 0.0 | | |
| | | 120,000 | (4)(5) | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 122,495 | | | | | | 0.0 | | | |
| | | 110,000 (4) | | | | Suncorp-Metway Ltd, 2.375%, 11/09/20 | | | | | 109,297 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | UBS AG/London, 2.450%, 12/01/20 | | | | | 199,509 | | | | | | 0.1 | | |
| | | 4,911,000 (2) | | | | Other Securities | | | | | 5,049,315 | | | | | | 1.2 | | |
| | | | | | | | | | | | 8,804,799 | | | | | | 2.0 | | |
| | | | | | | Industrial: 0.4% | | ||||||||||||
| | | 90,000 (4) | | | | Aviation Capital Group LLC, 2.875%, 01/20/22 | | | | | 90,001 | | | | | | 0.0 | | |
| | | 110,000 (4) | | | | Builders FirstSource, Inc., 5.625%, 09/01/24 | | | | | 114,889 | | | | | | 0.1 | | |
| | | 95,000 (4) | | | | Novelis Corp., 5.875%, 09/30/26 | | | | | 97,138 | | | | | | 0.0 | | |
| | | 25,000 (4) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 26,984 | | | | | | 0.0 | | |
| | | 85,000 (4) | | | | Standard Industries, Inc./NJ, 5.000%, 02/15/27 | | | | | 87,125 | | | | | | 0.0 | | |
| | | 1,111,000 | | | | Other Securities | | | | | 1,136,743 | | | | | | 0.3 | | |
| | | | | | | | | | | | 1,552,880 | | | | | | 0.4 | | |
| | | | | | | Technology: 0.5% | | ||||||||||||
| | | 739,000 | | | | Apple, Inc., 2.400%- 4.650%, 01/13/23- 11/13/47 | | | | | 749,262 | | | | | | 0.2 | | |
| | | 84,000 (4) | | | | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/24 | | | | | 83,623 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 49,000 (4) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | | | | $ | 51,094 | | | | | | 0.0 | | |
| | | 182,000 (4) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | | | | | 196,875 | | | | | | 0.1 | | |
| | | 75,000 (4) | | | | First Data Corp., 5.750%, 01/15/24 | | | | | 78,169 | | | | | | 0.0 | | |
| | | 764,000 | | | | Other Securities | | | | | 803,081 | | | | | | 0.2 | | |
| | | | | | | | | | | | 1,962,104 | | | | | | 0.5 | | |
| | | | | | | Utilities: 0.5% | | ||||||||||||
| | | 115,000 (4) | | | | Calpine Corp., 5.250%, 06/01/26 | | | | | 113,132 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | Enel Finance International NV, 3.500%, 04/06/28 | | | | | 195,982 | | | | | | 0.1 | | |
| | | 84,000 | | | | Exelon Corp., 3.497%, 06/01/22 | | | | | 85,680 | | | | | | 0.0 | | |
| | | 97,000 (4) | | | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 101,375 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Pacific Gas & Electric Co., 3.300%, 12/01/27 | | | | | 99,244 | | | | | | 0.0 | | |
| | | 1,615,000 (2) | | | | Other Securities | | | | | 1,689,046 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,284,459 | | | | | | 0.5 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $29,557,337) | | | | | 30,131,651 | | | | | | 7.0 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 2.7% | | ||||||||||||||||||
| | | 90,601 | | | | Alternative Loan Trust 2004-J7 MI, 2.348%, (US0001M + 1.020%), 10/25/34 | | | | | 80,203 | | | | | | 0.0 | | |
| | | 105,607 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.052%, (US0001M + 0.500%), 05/25/35 | | | | | 86,116 | | | | | | 0.0 | | |
| | | 84,153 | | | | Alternative Loan Trust 2005-51 3A2A, 2.353%, (12MTA + 1.290%), 11/20/35 | | | | | 81,628 | | | | | | 0.0 | | |
| | | 171,294 | | | | Alternative Loan Trust 2005-J2 1A12, 1.952%, (US0001M + 0.400%), 04/25/35 | | | | | 152,620 | | | | | | 0.1 | | |
| | | 155,132 | | | | Alternative Loan Trust 2006-19CB A12, 1.952%, (US0001M + 0.400%), 08/25/36 | | | | | 110,983 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 133,811 | | | | Alternative Loan Trust 2006-HY11 A1, 1.672%, (US0001M + 0.120%), 06/25/36 | | | | $ | 122,053 | | | | | | 0.0 | | |
| | | 41,553 | | | | Alternative Loan Trust 2007-23CB A3, 2.052%, (US0001M + 0.500%), 09/25/37 | | | | | 27,454 | | | | | | 0.0 | | |
| | | 201,989 | | | | Alternative Loan Trust 2007-2CB 2A1, 2.152%, (US0001M + 0.600%), 03/25/37 | | | | | 135,318 | | | | | | 0.1 | | |
| | | 9,929 (4) | | | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | | | | | 9,900 | | | | | | 0.0 | | |
| | | 104,511 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.742%, (US0001M + 0.190%), 01/25/37 | | | | | 98,819 | | | | | | 0.1 | | |
| | | 22,852 (4) | | | | Bellemeade Re Ltd. 2015-1A M2, 5.629%, (US0001M + 4.300%), 07/25/25 | | | | | 23,350 | | | | | | 0.0 | | |
| | | 57,136 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 1.775%, (US0001M + 0.280%), 08/19/45 | | | | | 50,168 | | | | | | 0.0 | | |
| | | 356,180 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 396,589 | | | | | | 0.1 | | |
| | | 89,025 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 6.552%, (US0001M + 5.000%), 07/25/25 | | | | | 98,051 | | | | | | 0.0 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.202%, (US0001M + 3.650%), 09/25/29 | | | | | 108,315 | | | | | | 0.0 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.552%, (US0001M + 3.000%), 10/25/29 | | | | | 210,505 | | | | | | 0.1 | | |
| | | 250,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 3.752%, (US0001M + 2.200%), 01/25/30 | | | | | 252,828 | | | | | | 0.1 | | |
| | | 100,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 3.952%, (US0001M + 2.400%), 05/25/30 | | | | | 102,738 | | | | | | 0.0 | | |
| | | 200,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.052%, (US0001M + 2.500%), 05/25/30 | | | | | 206,156 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 145,077 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/31 | | | | $ | 158,365 | | | | | | 0.0 | | |
| | | 435,949 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | | | | | 461,119 | | | | | | 0.1 | | |
| | | 411,244 | | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.565%, 02/25/49 | | | | | 441,169 | | | | | | 0.1 | | |
| | | 219,140 | | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/41 | | | | | 229,015 | | | | | | 0.1 | | |
| | | 372,439 | | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/40 | | | | | 410,214 | | | | | | 0.1 | | |
| | | 77,153 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 1.852%, (US0001M + 0.300%), 12/25/36 | | | | | 49,456 | | | | | | 0.0 | | |
| | | 77,153 (6) | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.148%, (-1.000*US0001M + 6.700%), 12/25/36 | | | | | 20,262 | | | | | | 0.0 | | |
| | | 917,544 | | | | Freddie Mac 326 350, 3.500%, 03/15/44 | | | | | 944,550 | | | | | | 0.2 | | |
| | | 211,108 | | | | Freddie Mac 4634 ZM, 5.000%, 11/15/56 | | | | | 258,768 | | | | | | 0.1 | | |
| | | 151,902 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | | | | | 168,500 | | | | | | 0.1 | | |
| | | 177,650 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | | | | | 200,665 | | | | | | 0.1 | | |
| | | 110,032 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | | | | | 120,954 | | | | | | 0.0 | | |
| | | 31,333 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | | | | | 34,676 | | | | | | 0.0 | | |
| | | 84,502 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | | | | | 91,482 | | | | | | 0.0 | | |
| | | 275,296 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | | | | | 305,436 | | | | | | 0.1 | | |
| | | 104,864 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | | | | | 116,500 | | | | | | 0.0 | | |
| | | 93,678 (6) | | | | Freddie Mac REMIC Trust 3524 LA, 5.290%, 03/15/33 | | | | | 100,836 | | | | | | 0.0 | | |
| | | 101,199 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | | | | | 111,257 | | | | | | 0.0 | | |
| | | 94,851 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | | | | | 102,120 | | | | | | 0.0 | | |
| | | 22,534 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | | | | | 24,018 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 334,243 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | | | | $ | 334,920 | | | | | | 0.1 | | |
| | | 465,675 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | | | | | 508,632 | | | | | | 0.1 | | |
| | | 465,675 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | | | | | 507,274 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.252%, (US0001M + 4.700%), 04/25/28 | | | | | 118,239 | | | | | | 0.0 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.102%, (US0001M + 5.550%), 07/25/28 | | | | | 121,066 | | | | | | 0.0 | | |
| | | 350,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.202%, (US0001M + 2.650%), 12/25/29 | | | | | 362,364 | | | | | | 0.1 | | |
| | | 200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 3.902%, (US0001M + 2.350%), 04/25/30 | | | | | 204,975 | | | | | | 0.1 | | |
| | | 89,413 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | | | | | 95,918 | | | | | | 0.0 | | |
| | | 330,628 | | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/40 | | | | | 348,988 | | | | | | 0.1 | | |
| | | 42,379 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | | | | | 46,793 | | | | | | 0.0 | | |
| | | 91,022 | | | | HomeBanc Mortgage Trust 2004-1 2A, 2.412%, (US0001M + 0.860%), 08/25/29 | | | | | 87,549 | | | | | | 0.0 | | |
| | | 56,983 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 1.762%, (US0001M + 0.210%), 04/25/46 | | | | | 52,889 | | | | | | 0.0 | | |
| | | 198,472 (4) | | | | JP Morgan Mortgage Trust 2017-3 B1, 3.882%, 08/25/47 | | | | | 199,876 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | JP Morgan Mortgage Trust 2017-6 B3, 3.859%, 12/25/48 | | | | | 97,911 | | | | | | 0.0 | | |
| | | 41,990 | | | | Lehman XS Trust Series 2005-5N 1A2, 1.912%, (US0001M + 0.360%), 11/25/35 | | | | | 37,444 | | | | | | 0.0 | | |
| | | 62,803 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | | | | | 54,165 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 132,294 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.062%, (US0001M + 0.510%), 08/25/45 | | | | $ | 129,039 | | | | | | 0.0 | | |
| | | 69,326 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.042%, (US0001M + 0.490%), 10/25/45 | | | | | 68,425 | | | | | | 0.0 | | |
| | | 315,623 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 4A, 2.053%, (12MTA + 0.990%), 06/25/46 | | | | | 252,523 | | | | | | 0.1 | | |
| | | 234,185 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.023%, (12MTA + 0.960%), 08/25/46 | | | | | 170,293 | | | | | | 0.1 | | |
| | | 37,488 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 1.982%, (US0001M + 0.430%), 06/25/37 | | | | | 31,128 | | | | | | 0.0 | | |
| | | 911,467 | | | | Other Securities | | | | | 836,323 | | | | | | 0.2 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $11,222,227) | | | | | 11,369,890 | | | | | | 2.7 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.2% | | ||||||||||||||||||
| | | 2,180,000 | (4)(6) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 94,752 | | | | | | 0.0 | | | |
| | | 210,000 (4) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-PWR6 F, 5.673%, 11/11/41 | | | | | 218,483 | | | | | | 0.0 | | |
| | | 25,171 (4) | | | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 B, 5.720%, 04/12/38 | | | | | 25,224 | | | | | | 0.0 | | |
| | | 260,000 (4) | | | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 E, 5.720%, 04/12/38 | | | | | 272,673 | | | | | | 0.1 | | |
| | | 99,016 (4) | | | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 99,357 | | | | | | 0.0 | | |
| | | 827,617 (6) | | | | CD 2017-CD4 Mortgage Trust XA, 1.327%, 05/10/50 | | | | | 74,563 | | | | | | 0.0 | | |
| | | 5,471,447 (6) | | | | CFCRE Commercial Mortgage Trust 2016-C7 XA, 0.789%, 12/10/54 | | | | | 298,731 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 991,411 (6) | | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.007%, 07/10/49 | | | | $ | 121,704 | | | | | | 0.1 | | |
| | | 1,338,896 (6) | | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.127%, 10/12/50 | | | | | 105,193 | | | | | | 0.0 | | |
| | | 998,971 (6) | | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.934%, 09/15/50 | | | | | 69,403 | | | | | | 0.0 | | |
| | | 873,710 (6) | | | | COMM 2012-CR4 XA, 1.796%, 10/15/45 | | | | | 54,427 | | | | | | 0.0 | | |
| | | 2,380,000 | (4)(6) | | COMM 2012-CR4 XB, 0.596%, 10/15/45 | | | | | 65,880 | | | | | | 0.0 | | | |
| | | 4,277,497 (6) | | | | COMM 2013-CCRE13 XA, 0.915%, 11/12/46 | | | | | 141,919 | | | | | | 0.1 | | |
| | | 1,610,354 (6) | | | | COMM 2016-CR28 XA, 0.393%, 02/10/49 | | | | | 65,579 | | | | | | 0.0 | | |
| | | 759,246 (6) | | | | COMM 2017-COR2 XA, 1.185%, 09/10/50 | | | | | 67,829 | | | | | | 0.0 | | |
| | | 50,000 (4) | | | | Credit Suisse First Boston Mortgage Securities Corp. 2004-C2 F, 6.283%, 05/15/36 | | | | | 51,765 | | | | | | 0.0 | | |
| | | 110,000 (4) | | | | DBJPM 16-C3 Mortgage Trust, 3.494%, 09/10/49 | | | | | 91,247 | | | | | | 0.0 | | |
| | | 110,000 (4) | | | | DBUBS 2011-LC1A E, 5.698%, 11/10/46 | | | | | 114,908 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | DBUBS 2011-LC2A D, 5.542%, 07/10/44 | | | | | 104,355 | | | | | | 0.0 | | |
| | | 130,000 (4) | | | | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/34 | | | | | 114,318 | | | | | | 0.0 | | |
| | | 957,736 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.184%, 04/25/21 | | | | | 31,733 | | | | | | 0.0 | | |
| | | 691,112 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.426%, 05/25/22 | | | | | 35,314 | | | | | | 0.0 | | |
| | | 738,550 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.547%, 10/25/18 | | | | | 6,783 | | | | | | 0.0 | | |
| | | 626,071 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.515%, 12/25/18 | | | | | 6,396 | | | | | | 0.0 | | |
| | | 970,588 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.506%, 03/25/19 | | | | | 13,216 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 945,972 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.683%, 07/25/19 | | | | $ | 17,022 | | | | | | 0.0 | | |
| | | 1,149,215 (6) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.333%, 11/25/19 | | | | | 21,892 | | | | | | 0.0 | | |
| | | 110,000 (4) | | | | FREMF Mortgage Trust 2012-K706 B, 4.030%, 11/25/44 | | | | | 111,062 | | | | | | 0.1 | | |
| | | 21,206,433 | (4)(6) | | FREMF Mortgage Trust 2012-K709 X2A, 0.200%, 04/25/45 | | | | | 37,328 | | | | | | 0.0 | | | |
| | | 100,000 (4) | | | | GS Mortgage Securities Trust 2010-C2 D, 5.183%, 12/10/43 | | | | | 101,632 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 89,955 | | | | | | 0.0 | | |
| | | 1,425,133 (6) | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.228%, 05/10/45 | | | | | 88,841 | | | | | | 0.0 | | |
| | | 1,673,001 (6) | | | | GS Mortgage Securities Trust 2013-GCJ14 XA, 0.727%, 08/10/46 | | | | | 48,721 | | | | | | 0.0 | | |
| | | 1,939,726 (6) | | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.597%, 11/10/49 | | | | | 71,335 | | | | | | 0.0 | | |
| | | 18,466 (4) | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.758%, 05/15/41 | | | | | 18,518 | | | | | | 0.0 | | |
| | | 1,050,000 | (4)(6) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.328%, 12/15/47 | | | | | 16,039 | | | | | | 0.0 | | | |
| | | 110,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2 F, 5.010%, 07/15/42 | | | | | 109,998 | | | | | | 0.1 | | |
| | | 2,521,396 (6) | | | | JPMBB Commercial Mortgage Securities Trust 2013-C12 XA, 0.655%, 07/15/45 | | | | | 50,828 | | | | | | 0.0 | | |
| | | 50,000 | | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 4.881%, 01/15/47 | | | | | 51,574 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 936,471 (6) | | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 1.139%, 04/15/47 | | | | $ | 25,358 | | | | | | 0.0 | | |
| | | 12,513 (4) | | | | LB-UBS Commercial Mortgage Trust 2005-C1 G, 5.661%, 02/15/40 | | | | | 12,483 | | | | | | 0.0 | | |
| | | 577,862 | (4)(6) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.731%, 11/15/38 | | | | | 1,969 | | | | | | 0.0 | | | |
| | | 2,417,262 (6) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.126%, 12/15/47 | | | | | 114,451 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | Morgan Stanley Capital I Trust 2007-TOP27 B, 5.951%, 06/11/42 | | | | | 109,397 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.426%, 09/15/47 | | | | | 105,366 | | | | | | 0.0 | | |
| | | 80,000 (4) | | | | Morgan Stanley Capital I, Inc. 2017-JWDR A, 2.100%, (US0001M + 0.850%), 11/15/34 | | | | | 80,100 | | | | | | 0.0 | | |
| | | 79,498 (4) | | | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 77,974 | | | | | | 0.0 | | |
| | | 975,692 (6) | | | | Wells Fargo Commercial Mortgage Trust 2016-C35 XA, 1.995%, 07/15/48 | | | | | 120,285 | | | | | | 0.1 | | |
| | | 1,328,847 (6) | | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 XA, 1.552%, 01/15/59 | | | | | 109,162 | | | | | | 0.0 | | |
| | | 1,759,649 | (4)(6) | | WFRBS Commercial Mortgage Trust 2012-C10 XA, 1.581%, 12/15/45 | | | | | 108,533 | | | | | | 0.0 | | | |
| | | 1,744,623 | (4)(6) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.851%, 08/15/45 | | | | | 116,608 | | | | | | 0.0 | | | |
| | | 931,523 | (4)(6) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.307%, 03/15/48 | | | | | 48,105 | | | | | | 0.0 | | | |
| | | 1,495,193 (6) | | | | WFRBS Commercial Mortgage Trust 2013-C16 XA, 0.848%, 09/15/46 | | | | | 48,118 | | | | | | 0.0 | | |
| | | 943,354 | | | | Other Securities | | | | | 951,659 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $5,219,859) | | | | $ | 5,210,065 | | | | | | 1.2 | | |
| U.S. TREASURY OBLIGATIONS: 5.6% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 0.6% | | ||||||||||||
| | | 2,633,100 | | | | 2.750%, 08/15/47 | | | | | 2,633,997 | | | | | | 0.6 | | |
| | | | | | | U.S. Treasury Notes: 5.0% | | ||||||||||||
| | | 3,770,000 | | | | 1.875%, 12/15/20 | | | | | 3,759,179 | | | | | | 0.9 | | |
| | | 3,053,000 | | | | 2.125%, 11/30/24 | | | | | 3,012,612 | | | | | | 0.7 | | |
| | | 2,135,100 (5) | | | | 2.000%-2.250%, 11/30/22-11/15/27 | | | | | 2,110,118 | | | | | | 0.5 | | |
| | | 3,880,000 | | | | 0.625%, 06/30/18 | | | | | 3,864,087 | | | | | | 0.9 | | |
| | | 199,000 | | | | 1.250%-1.875%, 08/31/19-07/31/22 | | | | | 196,601 | | | | | | 0.0 | | |
| | | 8,663,000 (5) | | | | 1.750%, 11/30/19 | | | | | 8,641,150 | | | | | | 2.0 | | |
| | | | | | | | | | | | 21,583,747 | | | | | | 5.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $24,215,634) | | | | | 24,217,744 | | | | | | 5.6 | | |
| FOREIGN GOVERNMENT BONDS: 0.9% | | ||||||||||||||||||
| | | 100,000 (4) | | | | Dominican Republic International Bond, 5.500%, 01/27/25 | | | | | 106,125 | | | | | | 0.1 | | |
| | | PEN250,000 (4) | | | | Peru Government Bond, 6.150%, 08/12/32 | | | | | 82,402 | | | | | | 0.0 | | |
| | | 10,000 (4) | | | | Romanian Government International Bond, 4.375%, 08/22/23 | | | | | 10,727 | | | | | | 0.0 | | |
| | | 1,409,649,539 (2) | | | | Other Securities | | | | | 3,479,133 | | | | | | 0.8 | | |
| | | | | | | Total Foreign Government Bonds (Cost $3,596,581) | | | | | 3,678,387 | | | | | | 0.9 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(7): 2.9% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.9%(7) | | ||||||||||||
| | | 1,754,000 (8) | | | | 3.500%, 07/15/41 | | | | | 1,801,368 | | | | | | 0.4 | | |
| | | 1,817,842 (8) | | | | 2.500%-6.500%, 05/01/30-09/01/45 | | | | | 1,913,690 | | | | | | 0.5 | | |
| | | | | | | | | | | | 3,715,058 | | | | | | 0.9 | | |
| | | | | | | Federal National Mortgage Association : 1.4%(7) | | ||||||||||||
| | | 5,921,942 (8) | | | | 2.500%-7.500%, 06/01/29-08/01/56 | | | | | 6,184,879 | | | | | | 1.4 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(7): (continued) | | ||||||||||||||||||
| | | | | | | Government National Mortgage Association: 0.6% | | ||||||||||||
| | | 2,311,898 (8) | | | | 3.000%-5.310%, 09/20/40-10/20/60 | | | | $ | 2,390,087 | | | | | | 0.6 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $12,281,627) | | | | | 12,290,024 | | | | | | 2.9 | | |
| ASSET-BACKED SECURITIES: 2.8% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities : 0.1% | | ||||||||||||
| | | 120,000 (4) | | | | Oscar US Funding Trust 2014-1 A4, 2.550%, 12/15/21 | | | | | 120,371 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/21 | | | | | 100,225 | | | | | | 0.0 | | |
| | | 30,000 (4) | | | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | | | �� | | 29,791 | | | | | | 0.0 | | |
| | | 100,000 | | | | Other Securities | | | | | 100,241 | | | | | | 0.0 | | |
| | | | | | | | | | | | 350,628 | | | | | | 0.1 | | |
| | | | | | | Home Equity Asset-Backed Securities : 0.1% | | ||||||||||||
| | | 445,099 | | | | Other Securities | | | | | 413,801 | | | | | | 0.1 | | |
| | | | | | | Other Asset-Backed Securities: 2.5% | | ||||||||||||
| | | 86,181 (4) | | | | AJAX Mortgage Loan Trust 2016-C A, 4.000%, 10/25/57 | | | | | 87,006 | | | | | | 0.0 | | |
| | | 179,866 (4) | | | | AJAX Mortgage Loan Trust 2017-A A, 3.470%, 04/25/57 | | | | | 180,586 | | | | | | 0.1 | | |
| | | 120,000 (4) | | | | ALM VII R-2 Ltd. 2013-7R2A A2R, 3.359%, (US0003M + 2.000%), 10/15/27 | | | | | 120,935 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | ALM VIII Ltd. 2013-8A A1R, 2.849%, (US0003M + 1.490%), 10/15/28 | | | | | 251,657 | | | | | | 0.1 | | |
| | | 195,791 | (4)(6)(9) | | American Homes 4 Rent 2015-SFR2 XS 0.000%, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 100,000 (4) | | | | Apidos CLO XI 2012-11A BR, 3.303%, (US0003M + 1.950%), 01/17/28 | | | | | 100,733 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Apidos CLO XVII 2014-17A A2R, 3.203%, (US0003M + 1.850%), 04/17/26 | | | | | 100,179 | | | | | | 0.0 | | |
| | | 130,000 (4) | | | | Apidos CLO XVII 2014-17A BR, 3.853%, (US0003M + 2.500%), 04/17/26 | | | | | 130,330 | | | | | | 0.1 | | |
| | | 90,000 (4) | | | | Apidos Clo XXV 2016-25A A1, 2.823%, (US0003M + 1.460%), 10/20/28 | | | | | 90,277 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (4) | | | | Avery Point IV CLO Ltd. 2014-1A CR, 3.717%, (US0003M + 2.350%), 04/25/26 | | | | $ | 250,843 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Babson CLO Ltd. 2014-3A C1R, 4.009%, (US0003M + 2.650%), 01/15/26 | | | | | 251,939 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Babson CLO Ltd. 2014-IA BR, 3.563%, (US0003M + 2.200%), 07/20/25 | | | | | 250,552 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | BlueMountain CLO 2014-4A CR, 4.018%, (US0003M + 2.550%), 11/30/26 | | | | | 100,684 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | BlueMountain CLO 2015-1A BR, 3.859%, (US0003M + 2.500%), 04/13/27 | | | | | 252,227 | | | | | | 0.1 | | |
| | | 80,000 (4) | | | | Burnham Park Clo Ltd. 2016-1A A, 2.793%, (US0003M + 1.430%), 10/20/29 | | | | | 81,121 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 2.663%, (US0003M + 1.300%), 04/20/31 | | | | | 250,713 | | | | | | 0.1 | | |
| | | 500,000 (4) | | | | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.613%, (US0003M + 2.250%), 07/23/30 | | | | | 502,258 | | | | | | 0.1 | | |
| | | 220,000 (4) | | | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.833%, (US0003M + 1.470%), 10/20/28 | | | | | 221,210 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | Cent CLO 2014-22A A2AR, 3.342%, (US0003M + 1.950%), 11/07/26 | | | | $ | 100,247 | | | | | | 0.0 | | |
| | | 16,450 | | | | Chase Funding Trust Series 2003-5 2A2, 2.152%, (US0001M + 0.600%), 07/25/33 | | | | | 15,970 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | CIFC Funding 2014-4A C1R, 4.003%, (US0003M + 2.650%), 10/17/26 | | | | | 250,860 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | CIFC Funding 2016-1A A, 2.843%, (US0003M + 1.480%), 10/21/28 | | | | | 251,005 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (4) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/30 | | | | $ | 250,551 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Dryden Senior Loan Fund 2014-31A CR, 3.454%, (US0003M + 2.100%), 04/18/26 | | | | | 250,566 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Dryden Senior Loan Fund 2017-47A A2, 2.709%, (US0003M + 1.350%), 04/15/28 | | | | | 250,799 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Dryden Senior Loan Fund 2017-47A C, 3.559%, (US0003M + 2.200%), 04/15/28 | | | | | 251,912 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.209%, (US0003M + 1.850%), 10/15/27 | | | | | 251,037 | | | | | | 0.1 | | |
| | | 250,000 | (4)(9) | | Eaton Vance Clo 2015-1A A2R Ltd., 2.727%, (US0003M + 1.250%), 01/20/30 | | | | | 250,000 | | | | | | 0.1 | | | |
| | | 99,750 (4) | | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/47 | | | | | 102,510 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Gilbert Park CLO Ltd. 2017-1A A, 2.555%, (US0003M + 1.190%), 10/15/30 | | | | | 251,558 | | | | | | 0.1 | | |
| | | 58,860 (4) | | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | | | | | 60,374 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | KKR CLO 20 A Ltd., 2.846%, (US0003M + 1.130%), 10/16/30 | | | | | 249,945 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | LCM XXIII Ltd. 23A A1, 2.763%, (US0003M + 1.400%), 10/20/29 | | | | | 253,173 | | | | | | 0.1 | | |
| | | 4,926 (4) | | | | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | | | | | 4,941 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/59 | | | | | 200,500 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 2.683%, (US0003M + 1.320%), 03/17/30 | | | | | 253,230 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (4) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.734%, (US0003M + 1.375%), 07/15/29 | | | | $ | 252,546 | | | | | | 0.0 | | |
| | | 130,000 (4) | | | | OHA Loan Funding Ltd. 2015-1A AR, 2.826%, (US0003M + 1.410%), 08/15/29 | | | | | 132,204 | | | | | | 0.0 | | |
| | | 140,000 (4) | | | | OHA Loan Funding Ltd. 2015-1A BR, 3.216%, (US0003M + 1.800%), 08/15/29 | | | | | 140,863 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Palmer Square CLO 2015-1A BR Ltd., 3.991%, (US0003M + 2.550%), 05/21/29 | | | | | 252,563 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 2.713%, (US0003M + 1.350%), 07/20/30 | | | | | 252,408 | | | | | | 0.0 | | |
| | | 300,000 (4) | | | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | | | | | 302,892 | | | | | | 0.1 | | |
| | | 63,702 (4) | | | | SoFi Consumer Loan Program 2017-1 A, 3.280%, 01/26/26 | | | | | 64,362 | | | | | | 0.0 | | |
| | | 200,000 (4) | | | | SoFi Consumer Loan Program 2017-3 B, 3.850%, 05/25/26 | | | | | 201,674 | | | | | | 0.1 | | |
| | | 200,000 (4) | | | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 200,828 | | | | | | 0.0 | | |
| | | 170,000 (4) | | | | Symphony CLO Ltd. 2012-9A AR, 2.809%, (US0003M + 1.450%), 10/16/28 | | | | | 171,407 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | Symphony CLO Ltd. 2016-18A B, 3.163%, (US0003M + 1.800%), 01/23/28 | | | | | 100,615 | | | | | | 0.0 | | |
| | | 98,750 (4) | | | | Taco Bell Funding 2016- 1A A2I, 3.832%, 05/25/46 | | | | | 100,294 | | | | | | 0.0 | | |
| | | 24,688 (4) | | | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/46 | | | | | 25,504 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Thacher Park CLO Ltd. 2014-1A CR, 3.563%, (US0003M + 2.200%), 10/20/26 | | | | | 250,806 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 250,000 (4) | | | | THL Credit Wind River 2017-1A C CLO Ltd., 3.654%, (US0003M + 2.300%), 04/18/29 | | | | $ | 252,407 | | | | | | 0.1 | | |
| | | 250,000 (4) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 2.544%, (US0003M + 1.230%), 07/20/30 | | | | | 250,456 | | | | | | 0.1 | | |
| | | 210,000 (4) | | | | Wind River CLO Ltd. 2016-2A A, 2.877%, (US0003M + 1.500%), 11/01/28 | | | | | 210,685 | | | | | | 0.0 | | |
| | | 250,000 (4) | | | | Tiaa Clo III Ltd 2017-2A A, 2.627%, (US0003M + 1.150%), 01/16/31 | | | | | 250,001 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/48 | | | | | 100,094 | | | | | | 0.0 | | |
| | | 300,000 (10) | | | | Other Securities | | | | | 300,000 | | | | | | 0.1 | | |
| | | | | | | | | | | | 10,535,037 | | | | | | 2.5 | | |
| | | | | | | Student Loan Asset-Backed Securities : 0.1% | | ||||||||||||
| | | 28,241 (4) | | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 28,460 | | | | | | 0.0 | | |
| | | 62,538 (4) | | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | | | | | 63,084 | | | | | | 0.0 | | |
| | | 71,346 (4) | | | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/39 | | | | | 68,768 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/41 | | | | | 97,509 | | | | | | 0.0 | | |
| | | 45,240 (4) | | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | | | | | 45,091 | | | | | | 0.0 | | |
| | | 100,000 (4) | | | | SoFi Professional Loan Program 2016-E C, 4.430%, 10/25/41 | | | | | 99,737 | | | | | | 0.1 | | |
| | | 100,000 (4) | | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/40 | | | | | 99,207 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 100,000 (4) | | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/41 | | | | $ | 100,086 | | | | | | 0.0 | | |
| | | | | | | | | | | | 601,942 | | | | | | 0.1 | | |
| | | | | | | Total Asset-Backed Securities (Cost $11,803,231) | | | | | 11,901,408 | | | | | | 2.8 | | |
�� | | | | | | | Total Long-Term Investments (Cost $369,844,241) | | | | | 404,080,176 | | | | | | 94.3 | | |
| SHORT-TERM INVESTMENTS: 10.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11): 5.7% | | ||||||||||||
| | | 5,865,809 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $5,866,690, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $5,983,125, due 05/15/20-08/15/47) | | | | | 5,865,809 | | | | | | 1.4 | | |
| | | 1,232,037 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,232,227, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,256,678, due 01/31/18-06/20/63) | | | | | 1,232,037 | | | | | | 0.3 | | |
| | | 5,865,809 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $5,866,735, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $5,983,125, due 02/15/43-02/15/44) | | | | | 5,865,809 | | | | | | 1.3 | | |
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(11) (continued) | | ||||||||||||
| | | 5,865,809 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $5,866,773, collateralized by various U.S. Government Securities, 0.750%- 2.250%, Market Value plus accrued interest $5,983,125, due 09/30/18-09/09/49) | | | | $ | 5,865,809 | | | | | | 1.4 | | |
| | | 5,865,809 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $5,866,857, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,028,700, due 01/15/19-02/15/46) | | | | | 5,865,809 | | | | | | 1.3 | | |
| | | | | | | | | | | | 24,695,273 | | | | | | 5.7 | | |
| Shares | | | | | | Value | | | Percentage of Net Assets | | |||||||||
| | | | | | | Mutual Funds: 4.4% | | ||||||||||||
| | | 18,727,000 (12) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $18,727,000) | | | | | 18,727,000 | | | | | | 4.4 | | |
| | | | | | | Total Short-Term Investments (Cost $43,422,273) | | | | | 43,422,273 | | | | | | 10.1 | | |
| | | | | | | Total Investments in Securities (Cost $413,266,514) | | | | $ | 447,502,449 | | | | | | 104.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (18,940,181) | | | | | | (4.4) | | |
| | | | | | | Net Assets | | | | $ | 428,562,268 | | | | | | 100.0 | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 20,984,090 | | | | | $ | 4,478,404 | | | | | $ | — | | | | | $ | 25,462,494 | | |
Consumer Staples | | | | | 12,794,765 | | | | | | 4,771,443 | | | | | | — | | | | | | 17,566,208 | | |
Energy | | | | | 11,763,191 | | | | | | 1,157,294 | | | | | | — | | | | | | 12,920,485 | | |
Financials | | | | | 29,763,427 | | | | | | 9,971,047 | | | | | | — | | | | | | 39,734,474 | | |
Health Care | | | | | 20,480,327 | | | | | | 5,044,999 | | | | | | — | | | | | | 25,525,326 | | |
Industrials | | | | | 19,243,557 | | | | | | 7,993,885 | | | | | | — | | | | | | 27,237,442 | | |
Information Technology | | | | | 34,973,894 | | | | | | 3,156,861 | | | | | | — | | | | | | 38,130,755 | | |
Materials | | | | | 6,562,759 | | | | | | 3,709,435 | | | | | | — | | | | | | 10,272,194 | | |
Real Estate | | | | | 7,903,463 | | | | | | 1,844,064 | | | | | | — | | | | | | 9,747,527 | | |
Telecommunication Services | | | | | 2,372,485 | | | | | | 1,769,746 | | | | | | — | | | | | | 4,142,231 | | |
Utilities | | | | | 6,596,061 | | | | | | 1,383,865 | | | | | | — | | | | | | 7,979,926 | | |
Total Common Stock | | | | | 173,438,019 | | | | | | 45,281,043 | | | | | | — | | | | | | 218,719,062 | | |
Exchange-Traded Funds | | | | | 49,466,348 | | | | | | — | | | | | | — | | | | | | 49,466,348 | | |
Mutual Funds | | | | | 36,461,245 | | | | | | — | | | | | | — | | | | | | 36,461,245 | | |
Preferred Stock | | | | | 46,983 | | | | | | 581,782 | | | | | | — | | | | | | 628,765 | | |
Rights | | | | | 5,587 | | | | | | — | | | | | | — | | | | | | 5,587 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 30,131,651 | | | | | | — | | | | | | 30,131,651 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 11,369,890 | | | | | | — | | | | | | 11,369,890 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 24,217,744 | | | | | | — | | | | | | 24,217,744 | | |
Asset-Backed Securities | | | | | — | | | | | | 11,351,408 | | | | | | 550,000 | | | | | | 11,901,408 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 12,290,024 | | | | | | — | | | | | | 12,290,024 | | |
Foreign Government Bonds | | | | | — | | | | | | 3,678,387 | | | | | | — | | | | | | 3,678,387 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 5,210,065 | | | | | | — | | | | | | 5,210,065 | | |
Short-Term Investments | | | | | 18,727,000 | | | | | | 24,695,273 | | | | | | — | | | | | | 43,422,273 | | |
Total Investments, at fair value | | | | $ | 278,145,182 | | | | | $ | 168,807,267 | | | | | $ | 550,000 | | | | | $ | 447,502,449 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | | — | | | | | | 92,033 | | | | | | — | | | | | | 92,033 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 9,759 | | | | | | — | | | | | | 9,759 | | |
Futures | | | | | 537,021 | | | | | | — | | | | | | — | | | | | | 537,021 | | |
Total Assets | | | | $ | 278,682,203 | | | | | $ | 168,909,059 | | | | | $ | 550,000 | | | | | $ | 448,141,262 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (61,285) | | | | | $ | — | | | | | $ | (61,285) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (18,856) | | | | | | — | | | | | | (18,856) | | |
Futures | | | | | (286,722) | | | | | | — | | | | | | — | | | | | | (286,722) | | |
Total Liabilities | | | | $ | (286,722) | | | | | $ | (80,141) | | | | | $ | — | | | | | $ | (366,863) | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
Issuer | | | Beginning Fair Value at 12/31/16 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2017 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund Class P | | | | $ | 12,708,187 | | | | | $ | 905,637 | | | | | $ | (525,056) | | | | | $ | (172,956) | | | | | $ | 12,915,812 | | | | | $ | 606,118 | | | | | $ | 4,062 | | | | | $ | — | | |
Voya High Yield Bond Fund - Class P | | | | | 16,960,007 | | | | | | 1,245,080 | | | | | | (1,053,250) | | | | | | 98,450 | | | | | | 17,250,287 | | | | | | 1,052,891 | | | | | | 7,568 | | | | | | — | | |
| | | | $ | 29,668,194 | | | | | $ | 2,150,717 | | | | | $ | (1,578,306) | | | | | $ | (74,506) | | | | | $ | 30,166,099 | | | | | $ | 1,659,009 | | | | | $ | 11,630 | | | | | $ | — | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
PLN 9,024 | | | USD 2,507 | | | Barclays Bank PLC | | | 01/12/18 | | | | $ | 85 | | |
RON 97 | | | USD 25 | | | Barclays Bank PLC | | | 01/12/18 | | | | | — | | |
PLN 1,230 | | | USD 339 | | | Barclays Bank PLC | | | 01/12/18 | | | | | 15 | | |
RUB 209,263 | | | USD 3,544 | | | Barclays Bank PLC | | | 01/12/18 | | | | | 80 | | |
USD 184,740 | | | HUF 48,495,495 | | | Barclays Bank PLC | | | 01/12/18 | | | | | (2,633) | | |
USD 2,001 | | | HUF 524,137 | | | Barclays Bank PLC | | | 01/12/18 | | | | | (25) | | |
USD 85,030 | | | PLN 309,602 | | | Barclays Bank PLC | | | 01/12/18 | | | | | (3,913) | | |
USD 2,655 | | | PEN 8,608 | | | Barclays Bank PLC | | | 02/09/18 | | | | | 5 | | |
USD 123,177 | | | IDR 1,682,971,172 | | | Barclays Bank PLC | | | 03/09/18 | | | | | (693) | | |
TRY 15,388 | | | USD 3,869 | | | Citibank N.A. | | | 01/12/18 | | | | | 179 | | |
USD 393,636 | | | BRL 1,308,090 | | | Citibank N.A. | | | 02/09/18 | | | | | 1,056 | | |
COP 693,950,571 | | | USD 229,511 | | | Citibank N.A. | | | 02/09/18 | | | | | 2,158 | | |
SGD 184,210 | | | USD 137,888 | | | Deutsche Bank AG | | | 01/04/18 | | | | | (152) | | |
JPY 7,232,681 | | | USD 64,272 | | | Goldman Sachs International | | | 01/09/18 | | | | | (58) | | |
USD 6,183 | | | RUB 363,870 | | | Goldman Sachs International | | | 01/12/18 | | | | | (118) | | |
HUF 2,963,476 | | | USD 11,170 | | | Goldman Sachs International | | | 01/12/18 | | | | | 280 | | |
TRY 6,272 | | | USD 1,680 | | | HSBC Bank USA N.A. | | | 01/12/18 | | | | | (30) | | |
USD 107,004 | | | TRY 404,371 | | | HSBC Bank USA N.A. | | | 01/12/18 | | | | | 653 | | |
USD 3,229 | | | MXN 60,874 | | | HSBC Bank USA N.A. | | | 02/09/18 | | | | | 156 | | |
USD 247,419 | | | MXN 4,807,068 | | | HSBC Bank USA N.A. | | | 02/09/18 | | | | | 4,749 | | |
CHF 267,453 | | | USD 274,471 | | | JPMorgan Chase Bank N.A. | | | 01/04/18 | | | | | 35 | | |
USD 9,982 | | | RUB 584,056 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (132) | | |
USD 498 | | | RUB 29,231 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (9) | | |
USD 567 | | | PLN 2,003 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (8) | | |
USD 479,539 | | | RUB 28,172,923 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (8,311) | | |
USD 224,901 | | | COP 681,450,331 | | | JPMorgan Chase Bank N.A. | | | 02/09/18 | | | | | (2,596) | | |
USD 175,422 | | | PEN 568,807 | | | JPMorgan Chase Bank N.A. | | | 02/09/18 | | | | | 308 | | |
USD 80,766 | | | PEN 262,894 | | | JPMorgan Chase Bank N.A. | | | 02/09/18 | | | | | (169) | | |
TRY 18,492 | | | USD 4,872 | | | The Bank of New York Mellon | | | 01/12/18 | | | | | (9) | | |
| | | | | | | | | | | | | $ | (9,097) | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 220 | | | | | | 03/16/18 | | | | | $ | 16,901,500 | | | | | $ | 277,332 | | |
S&P 500 E-Mini | | | | | 10 | | | | | | 03/16/18 | | | | | | 1,338,000 | | | | | | (62,741) | | |
Tokyo Price Index (TOPIX) | | | | | 81 | | | | | | 03/08/18 | | | | | | 13,062,081 | | | | | | 229,770 | | |
U.S. Treasury 10-Year Note | | | | | 24 | | | | | | 03/20/18 | | | | | | 2,977,125 | | | | | | (16,173) | | |
U.S. Treasury 2-Year Note | | | | | 78 | | | | | | 03/29/18 | | | | | | 16,700,531 | | | | | | (37,915) | | |
U.S. Treasury Ultra Long Bond | | | | | 19 | | | | | | 03/20/18 | | | | | | 3,185,469 | | | | | | 14,062 | | |
| | | | | | | | | | | | | | | | $ | 54,164,706 | | | | | $ | 404,335 | | |
Short Contracts | | | | | | ||||||||||||||||||||
Mini MSCI EAFE Index | | | | | (83) | | | | | | 03/16/18 | | | | | | (8,488,825) | | | | | | (169,893) | | |
U.S. Treasury 5-Year Note | | | | | (2) | | | | | | 03/29/18 | | | | | | (232,328) | | | | | | 1,090 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (24) | | | | | | 03/20/18 | | | | | | (3,205,500) | | | | | | 14,767 | | |
| | | | | | | | | | | | | | | | $ | (11,926,653) | | | | | $ | (154,036) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%) | | | Payment Frequency | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||||||||
iTraxx Europe Crossover Index, Series 28, Version 1 | | | | | Buy | | | | | | (5.000) | | | | | | Quarterly | | | | | | 12/20/22 | | | | | | EUR2,640,000 | | | | | $ | (386,082) | | | | | $ | (2,240) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (386,082) | | | | | $ | (2,240) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%) | | | Payment Frequency | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||||||||
CDX North American High Yield Index, Series 29, Version 1 | | | | | Sell | | | | | | 5.000 | | | | | | Quarterly | | | | | | 12/20/22 | | | | | | USD4,030,000 | | | | | $ | 333,865 | | | | | $ | 5,776 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 333,865 | | | | | $ | 5,776 | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.785% | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 1,701,000 | | | | $ | (35,715) | | | | | $ | (35,715) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.099 | | | | Semi-Annual | | | | | 10/13/25 | | | | USD 58,000 | | | | | (1,051) | | | | | | (1,051) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 612,000 | | | | | (7,489) | | | | | | (7,489) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 729,000 | | | | | (3,696) | | | | | | (3,696) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.036 | | | | Semi-Annual | | | | | 10/13/18 | | | | USD 3,984,000 | | | | | 24,728 | | | | | | 24,728 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 7,138,000 | | | | | 48,012 | | | | | | 48,012 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.453 | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 715,000 | | | | | 13,517 | | | | | | 13,517 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 221,000 | | | | | (959) | | | | | | (959) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 1,071,000 | | | | | (10,135) | | | | | | (10,135) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 27,212 | | | | | $ | 27,212 | | |
|
CHF – Swiss Franc
COP – Colombian Peso
EUR – EU Euro
HUF – Hungarian Forint
IDR – Indonesian Rupiah
JPY – Japanese Yen
MXN – Mexican Peso
PEN – Peruvian Nuevo Sol
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
SGD – Singapore Dollar
TRY – Turkish Lira
USD – United States Dollar
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 9,759 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 507,102 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 29,919 | | |
Credit contracts | | | Net Assets — Unrealized appreciation** | | | | | 5,776 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 86,257 | | |
Total Asset Derivatives | | | | | | | $ | 638,813 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 18,856 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 232,634 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 54,088 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 2,240 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 59,045 | | |
Total Liability Derivatives | | | | | | | $ | 366,863 | | |
|
Voya Balanced Portfolio | as of December 31, 2017 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (6,650) | | | | | $ | — | | | | | $ | — | | | | | $ | 98,565 | | | | | $ | — | | | | | $ | 91,915 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 2,427,046 | | | | | | — | | | | | | — | | | | | | 2,427,046 | | |
Foreign exchange contracts | | | | | — | | | | | | (161,436) | | | | | | — | | | | | | — | | | | | | — | | | | | | (161,436) | | |
Interest rate contracts | | | | | (5,887) | | | | | | — | | | | | | (63,105) | | | | | | 234,109 | | | | | | 4,352 | | | | | | 169,469 | | |
Total | | | | $ | (12,537) | | | | | $ | (161,436) | | | | | $ | 2,363,941 | | | | | $ | 332,674 | | | | | $ | 4,352 | | | | | $ | 2,526,994 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | |||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | (29,123) | | | | | $ | (29,123) |
Equity contracts | | | | | — | | | | | | 186,304 | | | | | | — | | | | | | 186,304 |
Foreign exchange contracts | | | | | 12,854 | | | | | | — | | | | | | — | | | | | | 12,854 |
Interest rate contracts | | | | | — | | | | | | 28,942 | | | | | | (247,537) | | | | | | (218,595) |
Total | | | | $ | 12,854 | | | | | $ | 215,246 | | | | | $ | (276,660) | | | | | $ | (48,560) |
|
| | | Barclays Bank PLC | | | Citibank N.A. | | | Deutsche Bank AG | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | The Bank of New York Mellon | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 185 | | | | | $ | 3,393 | | | | | $ | — | | | | | $ | 280 | | | | | $ | 5,558 | | | | | $ | 343 | | | | | $ | — | | | | | $ | 9,759 | | |
Total Assets | | | | $ | 185 | | | | | $ | 3,393 | | | | | $ | — | | | | | $ | 280 | | | | | $ | 5,558 | | | | | $ | 343 | | | | | $ | — | | | | | $ | 9,759 | | |
Liabilities: | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 7,264 | | | | | $ | — | | | | | $ | 152 | | | | | $ | 176 | | | | | $ | 30 | | | | | $ | 11,225 | | | | | $ | 9 | | | | | $ | 18,856 | | |
Total Liabilities | | | | $ | 7,264 | | | | | $ | — | | | | | $ | 152 | | | | | $ | 176 | | | | | $ | 30 | | | | | $ | 11,225 | | | | | $ | 9 | | | | | $ | 18,856 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (7,079) | | | | | $ | 3,393 | | | | | $ | (152) | | | | | $ | 104 | | | | | $ | 5,528 | | | | | $ | (10,882) | | | | | $ | (9) | | | | | | (9,097) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (7,079) | | | | | $ | 3,393 | | | | | $ | (152) | | | | | $ | 104 | | | | | $ | 5,528 | | | | | $ | (10,882) | | | | | $ | (9) | | | | | $ | (9,097) | | |
|
| Gross Unrealized Appreciation | | | | $ | 37,627,876 | | |
| Gross Unrealized Depreciation | | | | | (5,821,773) | | |
| Net Unrealized Appreciation | | | | $ | 31,806,103 | | |
|
Voya Global Equity Portfolio | as of December 31, 2017 |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: 94.9% | | ||||||||||||||||||
| | | | | | Australia: 1.9% | | ||||||||||||
| | 660,253 | | | | Challenger Ltd. | | | | $ | 7,200,388 | | | | | | 1.0 | | |
| | 128,672 (1) | | | | Other Securities | | | | | 5,917,625 | | | | | | 0.9 | | |
| | | | | | | | | | | 13,118,013 | | | | | | 1.9 | | |
| | | | | | Canada: 1.3% | | ||||||||||||
| | 263,536 | | | | Canadian Natural Resources Ltd. | | | | | 9,413,506 | | | | | | 1.3 | | |
| | | | | | China: 3.1% | | ||||||||||||
| | 871,469 | | | | China Mobile Ltd. | | | | | 8,812,333 | | | | | | 1.3 | | |
| | 568,198 (2) | | | | Other Securities | | | | | 12,710,268 | | | | | | 1.8 | | |
| | | | | | | | | | | 21,522,601 | | | | | | 3.1 | | |
| | | | | | France: 7.0% | | ||||||||||||
| | 27,505 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 8,072,842 | | | | | | 1.2 | | |
| | 1,333,910 (3) | | | | Natixis SA | | | | | 10,535,877 | | | | | | 1.5 | | |
| | 586,128 | | | | Orange SA | | | | | 10,158,055 | | | | | | 1.4 | | |
| | 71,164 | | | | Renault S.A. | | | | | 7,143,284 | | | | | | 1.0 | | |
| | 147,989 | | | | Societe Generale | | | | | 7,629,629 | | | | | | 1.1 | | |
| | 323,321 | | | | Other Securities | | | | | 5,679,967 | | | | | | 0.8 | | |
| | | | | | | | | | | 49,219,654 | | | | | | 7.0 | | |
| | | | | | Germany: 3.4% | | ||||||||||||
| | 82,895 | | | | BASF SE | | | | | 9,087,873 | | | | | | 1.3 | | |
| | 65,590 | | | | Siemens AG | | | | | 9,081,414 | | | | | | 1.3 | | |
| | 140,479 | | | | Other Securities | | | | | 6,127,225 | | | | | | 0.8 | | |
| | | | | | | | | | | 24,296,512 | | | | | | 3.4 | | |
| | | | | | India: 0.9% | | ||||||||||||
| | 1,225,271 | | | | Other Securities | | | | | 6,036,627 | | | | | | 0.9 | | |
| | | | | | Ireland: 1.1% | | ||||||||||||
| | 100,687 | | | | Medtronic PLC | | | | | 8,130,475 | | | | | | 1.1 | | |
| | | | | | Italy: 1.7% | | ||||||||||||
| | 1,170,021 | | | | Enel S.p.A. | | | | | 7,194,757 | | | | | | 1.0 | | |
| | 1,553,575 | | | | Other Securities | | | | | 5,154,531 | | | | | | 0.7 | | |
| | | | | | | | | | | 12,349,288 | | | | | | 1.7 | | |
| | | | | | Japan: 7.6% | | ||||||||||||
| | 264,125 | | | | LIXIL Group Corp. | | | | | 7,135,934 | | | | | | 1.0 | | |
| | 319,315 | | | | Mitsubishi Corp. | | | | | 8,804,720 | | | | | | 1.3 | | |
| | 636,346 | | | | Panasonic Corp. | | | | | 9,286,781 | | | | | | 1.3 | | |
| | 458,600 | | | | Other Securities | | | | | 28,016,989 | | | | | | 4.0 | | |
| | | | | | | | | | | 53,244,424 | | | | | | 7.6 | | |
| | | | | | Netherlands: 2.2% | | ||||||||||||
| | 232,409 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 15,504,005 | | | | | | 2.2 | | |
| | | | | | Singapore: 0.9% | | ||||||||||||
| | 23,678 | | | | Other Securities | | | | | 6,082,878 | | | | | | 0.9 | | |
| | | | | | Sweden: 1.0% | | ||||||||||||
| | 398,712 | | | | Volvo AB - B Shares | | | | | 7,424,771 | | | | | | 1.0 | | |
| | | | | | Switzerland: 4.8% | | ||||||||||||
| | 143,392 | | | | Nestle S.A. | | | | | 12,328,308 | | | | | | 1.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | Switzerland (continued) | | ||||||||||||
| | 127,204 | | | | Novartis AG | | | | $ | 10,704,536 | | | | | | 1.5 | | |
| | 41,266 | | | | Roche Holding AG | | | | | 10,434,330 | | | | | | 1.5 | | |
| | | | | | | | | | | 33,467,174 | | | | | | 4.8 | | |
| | | | | | Taiwan: 1.4% | | ||||||||||||
| | 248,451 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | | | | | 9,851,082 | | | | | | 1.4 | | |
| | | | | | United Kingdom: 5.1% | | ||||||||||||
| | 162,429 | | | | AstraZeneca PLC | | | | | 11,208,487 | | | | | | 1.6 | | |
| | 119,384 | | | | British American Tobacco PLC | | | | | 8,070,196 | | | | | | 1.1 | | |
| | 260,418 | | | | Diageo PLC | | | | | 9,545,436 | | | | | | 1.4 | | |
| | 273,622 | | | | Prudential PLC | | | | | 7,007,532 | | | | | | 1.0 | | |
| | | | | | | | | | | 35,831,651 | | | | | | 5.1 | | |
| | | | | | United States: 51.5% | | ||||||||||||
| | 15,090 (3) | | | | Amazon.com, Inc. | | | | | 17,647,302 | | | | | | 2.5 | | |
| | 135,688 | | | | Apple, Inc. | | | | | 22,962,480 | | | | | | 3.3 | | |
| | 241,239 | | | | Citizens Financial Group, Inc. | | | | | 10,127,213 | | | | | | 1.4 | | |
| | 227,991 | | | | Coca-Cola Co. | | | | | 10,460,227 | | | | | | 1.5 | | |
| | 76,316 | | | | Deere & Co. | | | | | 11,944,217 | | | | | | 1.7 | | |
| | 143,805 | | | | DowDuPont, Inc. | | | | | 10,241,792 | | | | | | 1.5 | | |
| | 157,533 | | | | Exxon Mobil Corp. | | | | | 13,176,060 | | | | | | 1.9 | | |
| | 56,139 | | | | General Dynamics Corp. | | | | | 11,421,480 | | | | | | 1.6 | | |
| | 183,669 | | | | Hartford Financial Services Group, Inc. | | | | | 10,336,891 | | | | | | 1.5 | | |
| | 156,015 | | | | Intercontinental Exchange, Inc. | | | | | 11,008,418 | | | | | | 1.6 | | |
| | 84,990 | | | | Johnson & Johnson | | | | | 11,874,803 | | | | | | 1.7 | | |
| | 162,392 | | | | JPMorgan Chase & Co. | | | | | 17,366,201 | | | | | | 2.5 | | |
| | 200,277 | | | | Lazard Ltd. | | | | | 10,514,543 | | | | | | 1.5 | | |
| | 47,973 | | | | McDonald’s Corp. | | | | | 8,257,113 | | | | | | 1.2 | | |
| | 123,585 | | | | Merck & Co., Inc. | | | | | 6,954,128 | | | | | | 1.0 | | |
| | 242,540 | | | | Microsoft Corp. | | | | | 20,746,872 | | | | | | 2.9 | | |
| | 74,224 | | | | Mid-America Apartment Communities, Inc. | | | | | 7,463,966 | | | | | | 1.1 | | |
| | 64,096 | | | | NextEra Energy, Inc. | | | | | 10,011,154 | | | | | | 1.4 | | |
| | 115,628 | | | | Nucor Corp. | | | | | 7,351,628 | | | | | | 1.0 | | |
| | 249,989 | | | | Oracle Corp. | | | | | 11,819,480 | | | | | | 1.7 | | |
| | 95,267 | | | | Philip Morris International, Inc. | | | | | 10,064,959 | | | | | | 1.4 | | |
| | 178,670 | | | | Tapestry, Inc. | | | | | 7,902,574 | | | | | | 1.1 | | |
| | 63,644 | | | | UnitedHealth Group, Inc. | | | | | 14,030,956 | | | | | | 2.0 | | |
| | 75,776 | (3)(4) | | VMware, Inc. | | | | | 9,496,248 | | | | | | 1.3 | | | |
| | 211,711 | | | | Wells Fargo & Co. | | | | | 12,844,506 | | | | | | 1.8 | | |
| | 752,759 (2) | | | | Other Securities | | | | | 66,322,113 | | | | | | 9.4 | | |
| | | | | | | | | | | 362,347,324 | | | | | | 51.5 | | |
| | | | | | Total Common Stock (Cost $550,806,038) | | | | | 667,839,985 | | | | | | 94.9 | | |
|
Voya Global Equity Portfolio | as of December 31, 2017 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
PREFERRED STOCK: 0.7% | | ||||||||||||||||||
| | | | | | Germany: 0.7% | | ||||||||||||
| | 24,256 | | | | Other Securities | | | | $ | 4,818,030 | | | | | | 0.7 | | |
| | | | | | Total Preferred Stock (Cost $4,972,707) | | | | | 4,818,030 | | | | | | 0.7 | | |
| | | | | | Total Long-Term Investments (Cost $555,778,745) | | | | | 672,658,015 | | | | | | 95.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.0% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 2.3% | | ||||||||||||
| | | 3,743,935 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,744,514, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,818,814, due 01/31/18-06/20/63) | | | | | 3,743,935 | | | | | | 0.5 | | |
| | | 3,743,935 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,744,522, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,818,814, due 01/11/18-12/01/51) | | | | | 3,743,935 | | | | | | 0.6 | | |
| | | 3,743,935 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $3,744,526, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $3,818,814, due 02/15/43-02/15/44) | | | | | 3,743,935 | | | | | | 0.6 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 787,567 | | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/29/17, 1.40%, due 01/02/18 (Repurchase Amount $787,688, collateralized by various U.S. Government and U.S. Government Agency Obligations, 1.875%-8.875%, Market Value plus accrued interest $803,318, due 02/15/19-12/20/47) | | | | $ | 787,567 | | | | | | 0.1 | | |
| | | 3,743,935 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,744,604, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,847,903, due 01/15/19-02/15/46) | | | | | 3,743,935 | | | | | | 0.5 | | |
| | | | | | | | | | | | 15,763,307 | | | | | | 2.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 3.7% | | ||||||||||||
| | | 26,263,000 (6) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $26,263,000) | | | | | 26,263,000 | | | | | | 3.7 | | |
| | | | | | | Total Short-Term Investments (Cost $42,026,307) | | | | | 42,026,307 | | | | | | 6.0 | | |
| | | | | | | Total Investments in Securities (Cost $597,805,052) | | | | $ | 714,684,322 | | | | | | 101.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,432,437) | | | | | | (1.6) | | |
| | | | | | | Net Assets | | | | $ | 703,251,885 | | | | | | 100.0 | | |
|
Voya Global Equity Portfolio | as of December 31, 2017 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 18.1% | | |
Information Technology | | | | | 17.8 | | |
Consumer Discretionary | | | | | 11.6 | | |
Health Care | | | | | 11.1 | | |
Industrials | | | | | 9.5 | | |
Consumer Staples | | | | | 8.1 | | |
Energy | | | | | 6.2 | | |
Materials | | | | | 5.4 | | |
Utilities | | | | | 3.2 | | |
Telecommunication Services | | | | | 2.7 | | |
Real Estate | | | | | 1.9 | | |
Short-Term Investments | | | | | 6.0 | | |
Liabilities in Excess of Other Assets | | | | | (1.6) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Australia | | | | $ | 5,917,625 | | | | | $ | 7,200,388 | | | | | $ | — | | | | | $ | 13,118,013 | | |
Canada | | | | | 9,413,506 | | | | | | — | | | | | | — | | | | | | 9,413,506 | | |
China | | | | | 3,637,928 | | | | | | 17,884,673 | | | | | | — | | | | | | 21,522,601 | | |
France | | | | | — | | | | | | 49,219,654 | | | | | | — | | | | | | 49,219,654 | | |
Germany | | | | | — | | | | | | 24,296,512 | | | | | | — | | | | | | 24,296,512 | | |
India | | | | | — | | | | | | 6,036,627 | | | | | | — | | | | | | 6,036,627 | | |
Ireland | | | | | 8,130,475 | | | | | | — | | | | | | — | | | | | | 8,130,475 | | |
Italy | | | | | — | | | | | | 12,349,288 | | | | | | — | | | | | | 12,349,288 | | |
Japan | | | | | — | | | | | | 53,244,424 | | | | | | — | | | | | | 53,244,424 | | |
Netherlands | | | | | 15,504,005 | | | | | | — | | | | | | — | | | | | | 15,504,005 | | |
Singapore | | | | | 6,082,878 | | | | | | — | | | | | | — | | | | | | 6,082,878 | | |
Sweden | | | | | — | | | | | | 7,424,771 | | | | | | — | | | | | | 7,424,771 | | |
Switzerland | | | | | — | | | | | | 33,467,174 | | | | | | — | | | | | | 33,467,174 | | |
Taiwan | | | | | 9,851,082 | | | | | | — | | | | | | — | | | | | | 9,851,082 | | |
United Kingdom | | | | | — | | | | | | 35,831,651 | | | | | | — | | | | | | 35,831,651 | | |
United States | | | | | 362,347,324 | | | | | | — | | | | | | — | | | | | | 362,347,324 | | |
Total Common Stock | | | | | 420,884,823 | | | | | | 246,955,162 | | | | | | — | | | | | | 667,839,985 | | |
Preferred Stock | | | | | — | | | | | | 4,818,030 | | | | | | — | | | | | | 4,818,030 | | |
Short-Term Investments | | | | | 26,263,000 | | | | | | 15,763,307 | | | | | | — | | | | | | 42,026,307 | | |
Total Investments, at fair value | | | | $ | 447,147,823 | | | | | $ | 267,536,499 | | | | | $ | — | | | | | $ | 714,684,322 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 1,063,402 | | | | | | — | | | | | | — | | | | | | 1,063,402 | | |
Total Assets | | | | $ | 448,211,225 | | | | | $ | 267,536,499 | | | | | $ | — | | | | | $ | 715,747,724 | | |
|
Voya Global Equity Portfolio | as of December 31, 2017 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 418 | | | | | | 03/16/18 | | | | | $ | 24,321,330 | | | | | $ | 1,054,655 | | |
S&P 500 E-Mini | | | | | 15 | | | | | | 03/16/18 | | | | | | 2,007,000 | | | | | | 8,747 | | |
| | | | | | | | | | | | | | | | $ | 26,328,330 | | | | | $ | 1,063,402 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 1,063,402 | | |
Total Asset Derivatives | | | | | | | $ | 1,063,402 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 6,518,022 | | |
Total | | | | $ | 6,518,022 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,622,974 | | |
Total | | | | $ | 1,622,974 | | |
|
| Gross Unrealized Appreciation | | | | $ | 120,297,719 | | |
| Gross Unrealized Depreciation | | | | | (4,046,916) | | |
| Net Unrealized Appreciation | | | | $ | 116,250,803 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2017 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: 48.2% | | ||||||||||||||||||
| | 5,000,000 | | | | Fannie Mae Discount Notes, 1.290%, 02/07/18 | | | | $ | 4,993,525 | | | | | | 1.1 | | |
| | 4,000,000 | | | | Federal Farm Credit Banks, 1.030%, (USBMMY3M + 0.250%), 02/20/18 | | | | | 4,000,606 | | | | | | 0.9 | | |
| | 680,000 | | | | Federal Farm Credit Banks, 1.240%, (US0001M + 0.030%), 01/17/18 | | | | | 680,050 | | | | | | 0.2 | | |
| | 400,000 | | | | Federal Farm Credit Banks, 1.240%, (US0001M + 0.030%), 03/22/18 | | | | | 400,133 | | | | | | 0.1 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 1.280%, 04/13/18 | | | | | 999,028 | | | | | | 0.2 | | |
| | 3,500,000 | | | | Federal Farm Credit Banks, 1.290%, (US0001M + 0.055%), 06/08/18 | | | | | 3,503,024 | | | | | | 0.8 | | |
| | 5,575,000 | | | | Federal Farm Credit Banks, 1.460%, (US0003M + (0.050)%), 06/06/18 | | | | | 5,579,437 | | | | | | 1.3 | | |
| | 1,000,000 | | | | Federal Farm Credit Banks, 1.480%, (US0001M + 0.045%), 06/11/18 | | | | | 1,000,832 | | | | | | 0.2 | | |
| | 3,000,000 | | | | Federal Farm Credit Banks, 1.580%, (US0001M + 0.030%), 02/26/18 | | | | | 3,001,154 | | | | | | 0.7 | | |
| | 700,000 | | | | Federal Farm Credit Banks, 1.620%, (US0001M + 0.120%), 06/20/18 | | | | | 700,877 | | | | | | 0.2 | | |
| | 145,000 (1) | | | | Federal Farm Credit Discount Notes, 03/20/18 | | | | | 144,617 | | | | | | 0.0 | | |
| | 505,000 (1) | | | | Federal Farm Credit Discount Notes, 04/09/18 | | | | | 503,282 | | | | | | 0.1 | | |
| | 16,000,000 | | | | Federal Home Loan Bank Discount Notes, 0.531%, 01/05/18 | | | | | 15,997,796 | | | | | | 3.6 | | |
| | 6,600,000 | | | | Federal Home Loan Bank Discount Notes, 1.150%, 01/24/18 | | | | | 6,595,266 | | | | | | 1.5 | | |
| | 20,000,000 | | | | Federal Home Loan Bank Discount Notes, 1.300%, 01/31/18 | | | | | 19,978,817 | | | | | | 4.5 | | |
| | 2,250,000 | | | | Federal Home Loan Bank Discount Notes, 1.300%, 02/07/18 | | | | | 2,247,063 | | | | | | 0.5 | | |
| | 1,000,000 | | | | Federal Home Loan Bank Discount Notes, 1.320%, 02/28/18 | | | | | 997,922 | | | | | | 0.2 | | |
| | 1,750,000 | | | | Federal Home Loan Banks, 0.880%, (US0001M + (0.170)%), 02/01/18 | | | | | 1,749,995 | | | | | | 0.4 | | |
| | 300,000 | | | | Federal Home Loan Banks, 0.930%, (US0001M + (0.160)%), 02/08/18 | | | | | 299,989 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | ||||||||||||||||||
| | 300,000 | | | | Federal Home Loan Banks, 1.080%, (US0003M + (0.220)%), 04/06/18 | | | | $ | 299,980 | | | | | | 0.1 | | |
| | 850,000 | | | | Federal Home Loan Banks, 1.100%, (US0001M + (0.143)%), 05/18/18 | | | | | 849,945 | | | | | | 0.2 | | |
| | 5,000,000 | | | | Federal Home Loan Banks, 1.130%, (US0003M + (0.220)%), 07/09/18 | | | | | 4,999,486 | | | | | | 1.1 | | |
| | 500,000 | | | | Federal Home Loan Banks, 1.220%, (US0003M + 0.000%), 03/08/18 | | | | | 500,179 | | | | | | 0.1 | | |
| | 1,000,000 | | | | Federal Home Loan Banks, 1.230%, (US0001M + 0.000%), 03/28/18 | | | | | 1,000,361 | | | | | | 0.2 | | |
| | 300,000 | | | | Federal Home Loan Banks, 1.260%, (US0001M + 0.035%), 02/28/18 | | | | | 300,079 | | | | | | 0.1 | | |
| | 21,000,000 | | | | Federal Home Loan Banks, 1.260%, (US0003M + (0.210)%), 02/28/18 | | | | | 21,001,053 | | | | | | 4.8 | | |
| | 2,900,000 | | | | Federal Home Loan Banks, 1.270%, (US0003M + (0.035)%), 01/08/18 | | | | | 2,900,110 | | | | | | 0.7 | | |
| | 26,000,000 | | | | Federal Home Loan Banks, 1.320%, (US0001M + (0.140)%), 04/13/18 | | | | | 26,002,719 | | | | | | 5.9 | | |
| | 6,000,000 | | | | Federal Home Loan Banks, 1.370%, (US0001M + (0.130)%), 08/20/18 | | | | | 6,000,000 | | | | | | 1.4 | | |
| | 7,600,000 | | | | Federal Home Loan Banks, 1.370%, (US0001M + (0.130)%), 11/16/18 | | | | | 7,600,000 | | | | | | 1.7 | | |
| | 1,500,000 | | | | Federal Home Loan Banks, 1.400%, (US0001M + (0.160)%), 01/25/18 | | | | | 1,500,032 | | | | | | 0.3 | | |
| | 1,154,000 | | | | Federal Home Loan Mortgage Corp., 0.750%, 04/09/18 | | | | | 1,151,974 | | | | | | 0.3 | | |
| | 3,200,000 | | | | Federal Home Loan Mortgage Corp., 1.040%, 02/26/18 | | | | | 3,199,694 | | | | | | 0.7 | | |
| | 1,750,000 | | | | Federal Home Loan Mortgage Corp., 1.040%, (US0001M + (0.165)%), 05/18/18 | | | | | 1,750,000 | | | | | | 0.4 | | |
| | 22,750,000 | | | | Federal Home Loan Mortgage Corp., 1.070%, (US0001M + (0.170)%), 06/14/18 | | | | | 22,750,000 | | | | | | 5.2 | | |
| | 450,000 | | | | Federal Home Loan Mortgage Corp., 1.230%, 01/26/18 | | | | | 449,885 | | | | | | 0.1 | | |
| | 3,406,000 | | | | Federal Home Loan Mortgage Corp., 1.290%, 01/12/18 | | | | | 3,405,561 | | | | | | 0.8 | | |
| | 7,500,000 | | | | Federal Home Loan Mortgage Corp., 1.380%, (US0001M + (0.130)%), 11/21/18 | | | | | 7,500,000 | | | | | | 1.7 | | |
Voya Government Money Market Portfolio | as of December 31, 2017 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | ||||||||||||||||||
| | 22,750,000 | | | | Federal Home Loan Mortgage Corp., 1.430%, (US0001M + (0.130)%), 11/27/18 | | | | $ | 22,750,000 | | | | | | 5.2 | | |
| | 700,000 | | | | Federal National Mortgage Association, 1.230%, (US0003M + (0.050)%), 03/21/18 | | | | | 700,355 | | | | | | 0.2 | | |
| | 725,000 | | | | Federal National Mortgage Association, 1.280%, 02/08/18 | | | | | 724,698 | | | | | | 0.2 | | |
| | 900,000 | | | | Federal National Mortgage Association, 1.350%, 05/21/18 | | | | | 898,793 | | | | | | 0.2 | | |
| | | | | | Total U.S. Government Agency Debt (Cost $211,608,317) | | | | | 211,608,317 | | | | | | 48.2 | | |
U.S. TREASURY DEBT: 41.6% | | ||||||||||||||||||
| | 183,000,000 | | | | United States Treasury Bill, 1.450%, 03/29/18 | | | | | 182,372,065 | | | | | | 41.6 | | |
| | | | | | Total U.S. Treasury Debt (Cost $182,372,065) | | | | | 182,372,065 | | | | | | 41.6 | | |
U.S. TREASURY REPURCHASE AGREEMENT: 10.3% | | ||||||||||||||||||
| | | | | | Repurchase Agreement: 10.3% | | ||||||||||||
| | 44,959,000 | | | | Deutsche Bank Repurchase Agreement dated 12/29/2017, 1.4000%, due 1/2/2018, $44,965,994 to be received upon repurchase (Collateralized by $62,774,089, United States Treasury STRIP Coupon, 0.000%, Market Value plus accrued interest $46,307,770 due 8/15/29-11/15/29) | | | | | 44,959,000 | | | | | | 10.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY REPURCHASE AGREEMENT: (continued) | | |||||||||||||||
| | | Total U.S. Treasury Repurchase Agreement (Cost $44,959,000) | | | | $ | 44,959,000 | | | | | | 10.3 | | |
| | | Total Investments in Securities (Cost $438,939,382) | | | | $ | 438,939,382 | | | | | | 100.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (303,873) | | | | | | (0.1) | | |
| | | Net Assets | | | | $ | 438,635,509 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
U.S. Treasury Repurchase Agreement | | | | $ | — | | | | | $ | 44,959,000 | | | | | $ | — | | | | | $ | 44,959,000 | | |
U.S. Treasury Debt | | | | | — | | | | | | 182,372,065 | | | | | | — | | | | | | 182,372,065 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 211,608,317 | | | | | | — | | | | | | 211,608,317 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 438,939,382 | | | | | $ | — | | | | | $ | 438,939,382 | | |
|
Voya Government Money Market Portfolio | as of December 31, 2017 (continued) |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $44,959,000 | | | | $ | (44,959,000) | | | | | $ | — | | |
Totals | | | $44,959,000 | | | | $ | (44,959,000) | | | | | $ | — | | |
|
Voya Growth and Income Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.4% | | ||||||||||||
| | | 47,031 (1) | | | | Amazon.com, Inc. | | | | $ | 55,001,344 | | | | | | 1.6 | | |
| | | 929,949 | | | | CBS Corp. - Class B | | | | | 54,866,991 | | | | | | 1.6 | | |
| | | 551,263 | | | | Lowe’s Cos, Inc. | | | | | 51,234,383 | | | | | | 1.5 | | |
| | | 311,439 | | | | McDonald’s Corp. | | | | | 53,604,881 | | | | | | 1.5 | | |
| | | 532,305 (2) | | | | Ralph Lauren Corp. | | | | | 55,194,705 | | | | | | 1.6 | | |
| | | 1,168,310 | | | | Tapestry, Inc. | | | | | 51,674,351 | | | | | | 1.5 | | |
| | | 195,580 | | | | Vail Resorts, Inc. | | | | | 41,554,883 | | | | | | 1.2 | | |
| | | 951,236 | | | | Other Securities | | | | | 32,399,098 | | | | | | 0.9 | | |
| | | | | | | | | | | | 395,530,636 | | | | | | 11.4 | | |
| | | | | | | Consumer Staples: 9.9% | | ||||||||||||
| | | 1,691,800 | | | | Coca-Cola Co. | | | | | 77,619,784 | | | | | | 2.2 | | |
| | | 854,208 | | | | Philip Morris International, Inc. | | | | | 90,247,075 | | | | | | 2.6 | | |
| | | 851,396 | | | | Procter & Gamble Co. | | | | | 78,226,264 | | | | | | 2.3 | | |
| | | 1,002,057 | | | | Wal-Mart Stores, Inc. | | | | | 98,953,129 | | | | | | 2.8 | | |
| | | | | | | | | | | | 345,046,252 | | | | | | 9.9 | | |
| | | | | | | Energy: 6.1% | | ||||||||||||
| | | 1,030,514 | | | | Canadian Natural Resources Ltd. | | | | | 36,809,960 | | | | | | 1.1 | | |
| | | 770,809 | | | | Halliburton Co. | | | | | 37,669,436 | | | | | | 1.1 | | |
| | | 626,075 | | | | Occidental Petroleum Corp. | | | | | 46,116,684 | | | | | | 1.3 | | |
| | | 952,722 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 63,556,085 | | | | | | 1.8 | | |
| | | 316,017 | | | | Other Securities | | | | | 26,431,662 | | | | | | 0.8 | | |
| | | | | | | | | | | | 210,583,827 | | | | | | 6.1 | | |
| | | | | | | Financials: 15.2% | | ||||||||||||
| | | 663,842 | | | | Allstate Corp. | | | | | 69,510,896 | | | | | | 2.0 | | |
| | | 1,111,975 | | | | Hartford Financial Services Group, Inc. | | | | | 62,581,953 | | | | | | 1.8 | | |
| | | 821,438 | | | | Intercontinental Exchange, Inc. | | | | | 57,960,665 | | | | | | 1.7 | | |
| | | 749,854 | | | | JPMorgan Chase & Co. | | | | | 80,189,387 | | | | | | 2.3 | | |
| | | 1,907,996 | | | | Keycorp | | | | | 38,484,279 | | | | | | 1.1 | | |
| | | 882,166 | | | | Lazard Ltd. | | | | | 46,313,715 | | | | | | 1.3 | | |
| | | 776,658 | | | | Morgan Stanley | | | | | 40,751,245 | | | | | | 1.2 | | |
| | | 295,265 | | | | MSCI, Inc. - Class A | | | | | 37,362,833 | | | | | | 1.1 | | |
| | | 1,577,559 | | | | Wells Fargo & Co. | | | | | 95,710,505 | | | | | | 2.7 | | |
| | | | | | | | | | | | 528,865,478 | | | | | | 15.2 | | |
| | | | | | | Health Care: 12.4% | | ||||||||||||
| | | 548,657 | | | | AbbVie, Inc. | | | | | 53,060,619 | | | | | | 1.5 | | |
| | | 1,503,461 | | | | AstraZeneca PLC ADR | | | | | 52,170,097 | | | | | | 1.5 | | |
| | | 1,523,628 (1) | | | | Boston Scientific Corp. | | | | | 37,770,738 | | | | | | 1.1 | | |
| | | 720,012 | | | | Johnson & Johnson | | | | | 100,600,077 | | | | | | 2.9 | | |
| | | 2,670,256 | | | | Pfizer, Inc. | | | | | 96,716,672 | | | | | | 2.8 | | |
| | | 412,127 | | | | UnitedHealth Group, Inc. | | | | | 90,857,518 | | | | | | 2.6 | | |
| | | | | | | | | | | | 431,175,721 | | | | | | 12.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 8.6% | | ||||||||||||
| | | 372,584 | | | | Deere & Co. | | | | $ | 58,313,122 | | | | | | 1.7 | | |
| | | 289,046 | | | | General Dynamics Corp. | | | | | 58,806,409 | | | | | | 1.7 | | |
| | | 270,602 | | | | Hubbell, Inc. | | | | | 36,623,275 | | | | | | 1.0 | | |
| | | 237,729 | | | | Roper Technologies, Inc. | | | | | 61,571,811 | | | | | | 1.8 | | |
| | | 374,114 | | | | Union Pacific Corp. | | | | | 50,168,687 | | | | | | 1.4 | | |
| | | 235,398 (1) | | | | WABCO Holdings, Inc. | | | | | 33,779,613 | | | | | | 1.0 | | |
| | | | | | | | | | | | 299,262,917 | | | | | | 8.6 | | |
| | | | | | | Information Technology: 22.4% | | ||||||||||||
| | | 737,892 | | | | Activision Blizzard, Inc. | | | | | 46,723,321 | | | | | | 1.3 | | |
| | | 891,410 | | | | Apple, Inc. | | | | | 150,853,314 | | | | | | 4.3 | | |
| | | 200,149 | | | | Broadcom Ltd. | | | | | 51,418,278 | | | | | | 1.5 | | |
| | | 2,532,106 | | | | Cisco Systems, Inc. | | | | | 96,979,660 | | | | | | 2.8 | | |
| | | 1,561,308 | | | | Intel Corp. | | | | | 72,069,977 | | | | | | 2.1 | | |
| | | 1,820,590 | | | | Microsoft Corp. | | | | | 155,733,269 | | | | | | 4.5 | | |
| | | 776,222 | | | | NetApp, Inc. | | | | | 42,940,601 | | | | | | 1.2 | | |
| | | 1,878,828 | | | | Oracle Corp. | | | | | 88,830,988 | | | | | | 2.6 | | |
| | | 377,219 | (1)(2) | | VMware, Inc. | | | | | 47,273,085 | | | | | | 1.4 | | | |
| | | 142,182 | | | | Other Securities | | | | | 26,171,441 | | | | | | 0.7 | | |
| | | | | | | | | | | | 778,993,934 | | | | | | 22.4 | | |
| | | | | | | Materials: 3.6% | | ||||||||||||
| | | 1,031,068 (2) | | | | BHP Billiton Ltd. ADR | | | | | 47,418,817 | | | | | | 1.3 | | |
| | | 734,288 | | | | DowDuPont, Inc. | | | | | 52,295,992 | | | | | | 1.5 | | |
| | | 422,681 | | | | Other Securities | | | | | 26,874,058 | | | | | | 0.8 | | |
| | | | | | | | | | | | 126,588,867 | | | | | | 3.6 | | |
| | | | | | | Real Estate: 2.9% | | ||||||||||||
| | | 570,842 | | | | Crown Castle International Corp. | | | | | 63,369,170 | | | | | | 1.8 | | |
| | | 358,267 | | | | Mid-America Apartment Communities, Inc. | | | | | 36,027,330 | | | | | | 1.1 | | |
| | | | | | | | | | | | 99,396,500 | | | | | | 2.9 | | |
| | | | | | | Telecommunication Services: 2.1% | | ||||||||||||
| | | 1,836,059 | | | | AT&T, Inc. | | | | | 71,385,974 | | | | | | 2.1 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 1,084,215 | | | | Exelon Corp. | | | | | 42,728,913 | | | | | | 1.2 | | |
| | | 409,022 | | | | NextEra Energy, Inc. | | | | | 63,885,146 | | | | | | 1.9 | | |
| | | | | | | | | | | | 106,614,059 | | | | | | 3.1 | | |
| | | | | | | Total Common Stock (Cost $2,675,933,622) | | | | | 3,393,444,165 | | | | | | 97.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: —% | | ||||||||||||||||||
| | | | | | | Utilities: —% | | ||||||||||||
| | | 30,000,000 (3) | | | | Other Securities | | | | $ | — | | | | | | — | | |
Voya Growth and Income Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Total Corporate Bonds/Notes (Cost $—) | | | | $ | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $2,675,933,622) | | | | | 3,393,444,165 | | | | | | 97.7 | | |
| SHORT-TERM INVESTMENTS: 6.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 4.3% | | ||||||||||||
| | | 35,616,792 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $35,622,139, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $36,329,129, due 05/15/20-08/15/47) | | | | | 35,616,792 | | | | | | 1.0 | | |
| | | 7,494,429 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $7,495,587, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $7,644,318, due 01/31/18-06/20/63) | | | | | 7,494,429 | | | | | | 0.2 | | |
| | | 35,616,792 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $35,622,413, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $36,329,129, due 02/15/43-02/15/44) | | | | | 35,616,792 | | | | | | 1.0 | | |
| | | 35,616,792 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $35,622,647, collateralized by various U.S. Government Securities, 0.750%-2.250%, Market Value plus accrued interest $36,329,129, due 09/30/18-09/09/49) | | | | | 35,616,792 | | | | | | 1.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 35,616,792 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $35,623,154, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $36,605,855, due 01/15/19-02/15/46) | | | | $ | 35,616,792 | | | | | | 1.1 | | |
| | | | | | | | | | | | 149,961,597 | | | | | | 4.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.4% | | ||||||||||||
| | | 81,806,000 (5) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $81,806,000) | | | | | 81,806,000 | | | | | | 2.4 | | |
| | | | | | | Total Short-Term Investments (Cost $231,767,597) | | | | | 231,767,597 | | | | | | 6.7 | | |
| | | | | | | Total Investments in Securities (Cost $2,907,701,219) | | | | $ | 3,625,211,762 | | | | | | 104.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (151,890,633) | | | | | | (4.4) | | |
| | | | | | | Net Assets | | | | $ | 3,473,321,129 | | | | | | 100.0 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,393,444,165 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,393,444,165 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 81,806,000 | | | | | | 149,961,597 | | | | | | — | | | | | | 231,767,597 | | |
Total Investments, at fair value | | | | $ | 3,475,250,165 | | | | | $ | 149,961,597 | | | | | $ | — | | | | | $ | 3,625,211,762 | | |
|
| Gross Unrealized Appreciation | | | | $ | 723,324,750 | | |
| Gross Unrealized Depreciation | | | | | (19,577,625) | | |
| Net Unrealized Appreciation | | | | $ | 703,747,125 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 27.5% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.7% | | ||||||||||||
| | | 2,100,000 (1) | | | | Braskem Netherlands Finance BV, 4.500%, 01/10/28 | | | | $ | 2,068,605 | | | | | | 0.1 | | |
| | | 4,274,000 (1) | | | | Georgia-Pacific LLC, 2.539%, 11/15/19 | | | | | 4,290,055 | | | | | | 0.1 | | |
| | | 20,104,000 | | | | Other Securities | | | | | 21,095,247 | | | | | | 0.5 | | |
| | | | | | | | | | | | 27,453,907 | | | | | | 0.7 | | |
| | | | | | | Communications: 3.1% | | ||||||||||||
| | | 6,026,000 (2) | | | | Alibaba Group Holding Ltd., 3.600%, 11/28/24 | | | | | 6,255,326 | | | | | | 0.1 | | |
| | | 6,920,000 | | | | Alibaba Group Holding Ltd, 3.400%, 12/06/27 | | | | | 6,924,810 | | | | | | 0.2 | | |
| | | 3,500,000 (1) | | | | Amazon.com, Inc., 4.050%, 08/22/47 | | | | | 3,784,868 | | | | | | 0.1 | | |
| | | 8,611,000 (1) | | | | AT&T, Inc., 4.300%, 02/15/30 | | | | | 8,621,115 | | | | | | 0.2 | | |
| | | 3,343,000 (1) | | | | AT&T, Inc., 5.150%, 11/15/46 | | | | | 3,426,620 | | | | | | 0.1 | | |
| | | 19,708,000 | | | | AT&T, Inc., 3.400%-5.450%, 08/14/24-02/14/50 | | | | | 19,843,068 | | | | | | 0.5 | | |
| | | 10,948,000 | | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.750%-4.908%, 07/23/22-02/15/28 | | | | | 11,215,369 | | | | | | 0.3 | | |
| | | 3,430,000 (1) | | | | CommScope Technologies LLC, 5.000%, 03/15/27 | | | | | 3,438,575 | | | | | | 0.1 | | |
| | | 1,600,000 (1) | | | | Cox Communications, Inc., 2.950%, 06/30/23 | | | | | 1,578,990 | | | | | | 0.0 | | |
| | | 1,630,000 (1) | | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/99 | | | | | 1,735,950 | | | | | | 0.0 | | |
| | | 3,325,000 (1) | | | | Sirius XM Radio, Inc., 5.375%, 04/15/25 | | | | | 3,470,469 | | | | | | 0.1 | | |
| | | 3,754,000 | | | | Time Warner Cable LLC, 5.875%, 11/15/40 | | | | | 4,083,195 | | | | | | 0.1 | | |
| | | 9,457,000 | | | | Time Warner, Inc., 4.050%-6.500%, 12/15/23-12/15/43 | | | | | 10,349,253 | | | | | | 0.3 | | |
| | | 8,656,000 | | | | Verizon Communications, Inc., 4.812%, 03/15/39 | | | | | 9,079,606 | | | | | | 0.2 | | |
| | | 7,776,000 | | | | Verizon Communications, Inc., 3.000%-5.012%, 11/01/21-08/21/54 | | | | | 8,112,099 | | | | | | 0.2 | | |
| | | 22,225,000 | | | | Other Securities | | | | | 22,721,204 | | | | | | 0.6 | | |
| | | | | | | | | | | | 124,640,517 | | | | | | 3.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical: 2.6% | | ||||||||||||
| | | 1,567,000 (1) | | | | Air Canada 2017-1 Class AA Pass Through Trust, 3.300%, 07/15/31 | | | | $ | 1,559,165 | | | | | | 0.0 | | |
| | | 2,510,000 (1) | | | | Alimentation Couche-Tard, Inc., 2.700%, 07/26/22 | | | | | 2,489,253 | | | | | | 0.1 | | |
| | | 4,210,000 (1) | | | | Daimler Finance North America LLC, 2.300%, 02/12/21 | | | | | 4,175,783 | | | | | | 0.1 | | |
| | | 2,445,000 (1) | | | | Dana Financing Luxembourg Sarl, 5.750%, 04/15/25 | | | | | 2,582,531 | | | | | | 0.1 | | |
| | | 4,640,000 (1) | | | | Nissan Motor Acceptance Corp., 2.600%, 09/28/22 | | | | | 4,584,390 | | | | | | 0.1 | | |
| | | 3,310,000 | | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | | | | | 3,312,483 | | | | | | 0.1 | | |
| | | 980,000 | | | | United Airlines 2016-1 Class B Pass Through Trust, 3.650%, 07/07/27 | | | | | 973,238 | | | | | | 0.0 | | |
| | | 3,685,000 | | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/30 | | | | | 3,631,568 | | | | | | 0.1 | | |
| | | 4,189,000 | | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/30 | | | | | 4,122,604 | | | | | | 0.1 | | |
| | | 1,310,000 | | | | United Airlines 2016-2 Class B Pass Through Trust, 3.650%, 04/07/27 | | | | | 1,302,664 | | | | | | 0.0 | | |
| | | 72,817,154 (3) | | | | Other Securities | | | | | 75,295,127 | | | | | | 1.9 | | |
| | | | | | | | | | | | 104,028,806 | | | | | | 2.6 | | |
| | | | | | | Consumer, Non-cyclical: 4.2% | | ||||||||||||
| | | 1,953,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 4.439%, 10/06/48 | | | | | 2,134,684 | | | | | | 0.1 | | |
| | | 8,755,000 | | | | Anheuser-Busch InBev Finance, Inc., 3.650%-4.900%, 02/01/26-02/01/46 | | | | | 10,002,660 | | | | | | 0.2 | | |
| | | 3,510,000 (1) | | | | BAT Capital Corp., 3.222%, 08/15/24 | | | | | 3,514,264 | | | | | | 0.1 | | |
| | | 5,270,000 (1) | | | | BAT Capital Corp., 3.557%, 08/15/27 | | | | | 5,285,949 | | | | | | 0.1 | | |
| | | 2,110,000 (1) | | | | BAT Capital Corp., 4.540%, 08/15/47 | | | | | 2,228,740 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 2,210,000 (1) | | | | Hill-Rom Holdings, Inc., 5.000%, 02/15/25 | | | | $ | 2,264,587 | | | | | | 0.1 | | |
| | | 3,770,000 (1) | | | | Imperial Brands Finance PLC, 2.950%, 07/21/20 | | | | | 3,808,469 | | | | | | 0.1 | | |
| | | 2,113,000 (1) | | | | Imperial Brands Finance PLC, 3.750%, 07/21/22 | | | | | 2,185,509 | | | | | | 0.0 | | |
| | | 2,490,000 | | | | Johnson & Johnson, 2.900%, 01/15/28 | | | | | 2,496,090 | | | | | | 0.1 | | |
| | | 8,130,000 | | | | Johnson & Johnson, 3.400%, 01/15/38 | | | | | 8,338,479 | | | | | | 0.2 | | |
| | | 3,215,000 (1) | | | | Post Holdings, Inc., 5.000%, 08/15/26 | | | | | 3,170,794 | | | | | | 0.1 | | |
| | | 2,136,000 (1) | | | | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/27 | | | | | 2,088,016 | | | | | | 0.0 | | |
| | | 5,000,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.625%, 12/01/21 | | | | | 4,906,250 | | | | | | 0.1 | | |
| | | 114,263,000 (3) | | | | Other Securities | | | | | 117,463,173 | | | | | | 2.9 | | |
| | | | | | | | | | | | 169,887,664 | | | | | | 4.2 | | |
| | | | | | | Energy: 2.6% | | ||||||||||||
| | | 101,646,000 (3) | | | | Other Securities | | | | | 106,372,964 | | | | | | 2.6 | | |
| | | | | | | Financial: 9.1% | | ||||||||||||
| | | 1,279,000 (1) | | | | Athene Global Funding, 4.000%, 01/25/22 | | | | | 1,320,391 | | | | | | 0.0 | | |
| | | 1,316,000 (1) | | | | Australia & New Zealand Banking Group Ltd., 4.400%, 05/19/26 | | | | | 1,371,005 | | | | | | 0.0 | | |
| | | 896,000 (1) | | | | Bank of America Corp., 3.419%, 12/20/28 | | | | | 897,044 | | | | | | 0.0 | | |
| | | 20,683,000 | | | | Bank of America Corp., 3.593%-4.250%, 04/01/24-07/21/28 | | | | | 21,675,861 | | | | | | 0.6 | | |
| | | 8,471,000 | | | | Barclays PLC, 3.250%, 01/12/21 | | | | | 8,561,784 | | | | | | 0.2 | | |
| | | 4,157,000 | (1)(2) | | BNP Paribas SA, 5.125%, 12/31/99 | | | | | 4,164,794 | | | | | | 0.1 | | | |
| | | 3,335,000 (1) | | | | BPCE SA, 5.150%, 07/21/24 | | | | | 3,620,465 | | | | | | 0.1 | | |
| | | 19,680,000 | | | | Citigroup, Inc., 2.876%-5.500%, 07/24/23-07/25/28 | | | | | 20,723,311 | | | | | | 0.5 | | |
| | | 2,757,000 (1) | | | | Citizens Financial Group, Inc., 4.150%, 09/28/22 | | | | | 2,861,868 | | | | | | 0.1 | | |
| | | 2,315,000 (1) | | | | Commerzbank AG, 8.125%, 09/19/23 | | | | | 2,771,203 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 1,370,000 (1) | | | | Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands, 11.000%, 12/31/99 | | | | $ | 1,536,113 | | | | | | 0.0 | | |
| | | 4,287,000 (1) | | | | Credit Suisse AG, 6.500%, 08/08/23 | | | | | 4,807,335 | | | | | | 0.1 | | |
| | | 5,236,000 (1) | | | | Credit Suisse Group AG, 3.574%, 01/09/23 | | | | | 5,327,848 | | | | | | 0.1 | | |
| | | 2,303,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/21 | | | | | 2,358,378 | | | | | | 0.1 | | |
| | | 3,215,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/25 | | | | | 3,255,188 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Farmers Exchange Capital, 7.050%, 07/15/28 | | | | | 3,784,235 | | | | | | 0.1 | | |
| | | 2,950,000 (1) | | | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/20 | | | | | 2,934,400 | | | | | | 0.1 | | |
| | | 3,076,000 | | | | Goldman Sachs Group, Inc./The, 2.625%, 04/25/21 | | | | | 3,075,989 | | | | | | 0.1 | | |
| | | 12,535,000 | | | | Goldman Sachs Group, Inc., 2.600%-6.750%, 04/23/20-05/22/45 | | | | | 13,188,357 | | | | | | 0.3 | | |
| | | 1,458,000 (1) | | | | Guardian Life Insurance Co. of America/The, 4.850%, 01/24/77 | | | | | 1,604,208 | | | | | | 0.0 | | |
| | | 5,994,000 (1) | | | | HBOS PLC, 6.750%, 05/21/18 | | | | | 6,096,191 | | | | | | 0.2 | | |
| | | 3,400,000 (1) | | | | ING Bank NV, 2.000%, 11/26/18 | | | | | 3,398,723 | | | | | | 0.1 | | |
| | | 3,264,000 (1) | | | | International Lease Finance Corp., 7.125%, 09/01/18 | | | | | 3,368,552 | | | | | | 0.1 | | |
| | | 24,627,000 (2) | | | | JPMorgan Chase & Co., 2.550%-4.625%, 10/29/20-12/31/99 | | | | | 25,243,778 | | | | | | 0.6 | | |
| | | 3,818,000 (1) | | | | Liberty Mutual Group, Inc., 4.850%, 08/01/44 | | | | | 4,256,072 | | | | | | 0.1 | | |
| | | 7,870,000 (1) | | | | Macquarie Group Ltd, 3.189%, 11/28/23 | | | | | 7,815,225 | | | | | | 0.2 | | |
| | | 4,560,000 (1) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/21 | | | | | 4,548,824 | | | | | | 0.1 | | |
| | | 17,616,000 | | | | Morgan Stanley, 2.750%-4.000%, 05/19/22-07/22/28 | | | | | 17,793,428 | | | | | | 0.4 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 3,640,000 (1) | | | | Nationwide Building Society, 2.350%, 01/21/20 | | | | $ | 3,638,600 | | | | | | 0.1 | | |
| | | 2,661,000 | (1)(2) | | Nordea Bank AB, 6.125%, 12/31/99 | | | | | 2,874,545 | | | | | | 0.1 | | | |
| | | 1,530,000 (1) | | | | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/47 | | | | | 1,553,616 | | | | | | 0.0 | | |
| | | 11,702,000 | | | | ORIX Corp., 3.250%-3.700%, 12/04/24-07/18/27 | | | | | 11,727,376 | | | | | | 0.3 | | |
| | | 2,180,000 (1) | | | | Santander UK PLC, 5.000%, 11/07/23 | | | | | 2,334,787 | | | | | | 0.1 | | |
| | | 5,225,000 | (1)(2) | | Standard Chartered PLC, 4.300%, 02/19/27 | | | | | 5,333,638 | | | | | | 0.1 | | | |
| | | 4,920,000 (1) | | | | Suncorp-Metway Ltd, 2.375%, 11/09/20 | | | | | 4,888,556 | | | | | | 0.1 | | |
| | | 1,960,000 (1) | | | | UBS AG/London, 2.450%, 12/01/20 | | | | | 1,955,184 | | | | | | 0.0 | | |
| | | 5,989,000 | | | | Wells Fargo & Co., 4.100%-4.750%, 06/03/26-12/07/46 | | | | | 6,434,569 | | | | | | 0.2 | | |
| | | 140,112,000 (3) | | | | Other Securities | | | | | 144,242,045 | | | | | | 3.6 | | |
| | | | | | | | | | | | 367,343,486 | | | | | | 9.1 | | |
| | | | | | | Industrial: 1.3% | | ||||||||||||
| | | 2,530,000 (1) | | | | Aviation Capital Group LLC, 2.875%, 01/20/22 | | | | | 2,530,029 | | | | | | 0.1 | | |
| | | 3,903,000 (1) | | | | Novelis Corp., 5.875%, 09/30/26 | | | | | 3,990,817 | | | | | | 0.1 | | |
| | | 2,180,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/23 | | | | | 2,353,038 | | | | | | 0.1 | | |
| | | 2,570,000 (1) | | | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/21 | | | | | 2,529,362 | | | | | | 0.1 | | |
| | | 13,315,000 | | | | United Parcel Service, Inc., 2.050%-3.050%, 04/01/21-11/15/27 | | | | | 13,296,111 | | | | | | 0.3 | | |
| | | 25,211,000 | | | | Other Securities | | | | | 26,115,716 | | | | | | 0.6 | | |
| | | | | | | | | | | | 50,815,073 | | | | | | 1.3 | | |
| | | | | | | Technology: 2.0% | | ||||||||||||
| | | 28,252,000 | | | | Apple, Inc., 2.400%-4.650%, 01/13/23-11/13/47 | | | | | 28,819,306 | | | | | | 0.7 | | |
| | | 3,620,000 (1) | | | | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.625%, 01/15/24 | | | | | 3,603,771 | | | | | | 0.1 | | |
| | | 1,918,000 (1) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | | | | | 1,999,962 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 5,155,000 (1) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | | | | $ | 5,576,323 | | | | | | 0.1 | | |
| | | 3,755,000 (1) | | | | First Data Corp., 5.750%, 01/15/24 | | | | | 3,913,649 | | | | | | 0.1 | | |
| | | 10,884,000 | | | | Microsoft Corp., 3.700%-4.450%, 11/03/45-02/06/47 | | | | | 12,171,450 | | | | | | 0.3 | | |
| | | 25,943,000 | | | | Other Securities | | | | | 26,908,114 | | | | | | 0.6 | | |
| | | | | | | | | | | | 82,992,575 | | | | | | 2.0 | | |
| | | | | | | Utilities: 1.9% | | ||||||||||||
| | | 4,500,000 | | | | Duke Energy Corp., 3.950%, 08/15/47 | | | | | 4,640,043 | | | | | | 0.1 | | |
| | | 6,787,000 | | | | Duke Energy Carolinas LLC, 2.950%-3.875%, 12/01/26-12/01/47 | | | | | 6,984,085 | | | | | | 0.2 | | |
| | | 2,050,000 (1) | | | | Enel Finance International NV, 3.500%, 04/06/28 | | | | | 2,008,812 | | | | | | 0.0 | | |
| | | 2,802,000 (1) | | | | Jersey Central Power & Light Co., 4.300%, 01/15/26 | | | | | 2,928,378 | | | | | | 0.1 | | |
| | | 2,260,000 (1) | | | | Pacific Gas & Electric Co., 3.300%, 12/01/27 | | | | | 2,242,923 | | | | | | 0.1 | | |
| | | 55,563,000 (3) | | | | Other Securities | | | | | 58,210,635 | | | | | | 1.4 | | |
| | | | | | | | | | | | 77,014,876 | | | | | | 1.9 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $1,084,733,162) | | | | | 1,110,549,868 | | | | | | 27.5 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 13.3% | | ||||||||||||||||||
| | | 6,610,796 | | | | Alternative Loan Trust 2005-10CB 1A1, 2.052%, (US0001M + 0.500%), 05/25/35 | | | | | 5,390,695 | | | | | | 0.1 | | |
| | | 5,369,874 | | | | Alternative Loan Trust 2005-51 3A2A, 2.353%, (12MTA + 1.290%), 11/20/35 | | | | | 5,208,771 | | | | | | 0.1 | | |
| | | 2,381,137 | | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/35 | | | | | 2,204,475 | | | | | | 0.1 | | |
| | | 3,009,711 | | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/35 | | | | | 2,882,896 | | | | | | 0.1 | | |
| | | 762,759 (4) | | | | Alternative Loan Trust 2005-J3 2A2, 3.448%, (-1.000*US0001M + 5.000%), 05/25/35 | | | | | 66,145 | | | | | | 0.0 | | |
| | | 1,850,432 | | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/36 | | | | | 1,504,073 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,618,537 | | | | Alternative Loan Trust 2006-HY11 A1, 1.672%, (US0001M + 0.120%), 06/25/36 | | | | $ | 4,212,695 | | | | | | 0.1 | | |
| | | 2,740,174 | | | | Alternative Loan Trust 2007-23CB A3, 2.052%, (US0001M + 0.500%), 09/25/37 | | | | | 1,810,461 | | | | | | 0.1 | | |
| | | 248,226 (1) | | | | Angel Oak Mortgage Trust LLC 2015-1 A, 4.500%, 11/25/45 | | | | | 247,509 | | | | | | 0.0 | | |
| | | 274,431 | | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/37 | | | | | 263,413 | | | | | | 0.0 | | |
| | | 106,787 (1) | | | | BCAP LLC 2011-RR5-I Trust 12A1, 4.996%, 03/26/37 | | | | | 105,162 | | | | | | 0.0 | | |
| | | 1,364,578 | | | | Bear Stearns ALT-A Trust 2005-10 22A1, 3.524%, 01/25/36 | | | | | 1,327,780 | | | | | | 0.0 | | |
| | | 684,509 | | | | Bear Stearns ALT-A Trust 2005-4 23A1, 3.522%, 05/25/35 | | | | | 690,876 | | | | | | 0.0 | | |
| | | 1,907,748 | | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.807%, 11/25/36 | | | | | 1,785,950 | | | | | | 0.1 | | |
| | | 1,633,009 | | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.490%, 11/25/36 | | | | | 1,405,265 | | | | | | 0.1 | | |
| | | 20,738 | | | | Bear Stearns ARM Trust 2005-12 13A1, 3.795%, 02/25/36 | | | | | 20,119 | | | | | | 0.0 | | |
| | | 270,493 | | | | Bear Stearns ARM Trust 2005-2 A2, 3.636%, (US0012M + 1.950%), 03/25/35 | | | | | 273,809 | | | | | | 0.0 | | |
| | | 21,699 | | | | Bear Stearns ARM Trust 2005-9 A1, 3.520%, (H15T1Y + 2.300%), 10/25/35 | | | | | 22,171 | | | | | | 0.0 | | |
| | | 4,653,986 | | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.742%, (US0001M + 0.190%), 01/25/37 | | | | | 4,400,506 | | | | | | 0.1 | | |
| | | 234,389 | | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 4.010%, 01/26/36 | | | | | 206,298 | | | | | | 0.0 | | |
| | | 1,559,672 (1) | | | | Bellemeade Re Ltd. 2015-1A M2, 5.629%, (US0001M + 4.300%), 07/25/25 | | | | | 1,593,655 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 28,826 | | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 2.232%, (US0001M + 0.680%), 03/25/35 | | | | $ | 26,802 | | | | | | 0.0 | | |
| | | 260,691 | | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/36 | | | | | 266,532 | | | | | | 0.0 | | |
| | | 1,331,913 | | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/37 | | | | | 1,335,596 | | | | | | 0.0 | | |
| | | 196,620 | | | | Citigroup Mortgage Loan Trust 2006-AR1 1A1, 3.210%, (H15T1Y + 2.400%), 10/25/35 | | | | | 198,044 | | | | | | 0.0 | | |
| | | 2,184,726 | | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.674%, 09/25/37 | | | | | 2,064,416 | | | | | | 0.1 | | |
| | | 119,943 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.486%, 08/25/35 | | | | | 120,529 | | | | | | 0.0 | | |
| | | 4,065,575 | | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/35 | | | | | 4,121,328 | | | | | | 0.1 | | |
| | | 452,809 | | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/37 | | | | | 446,421 | | | | | | 0.0 | | |
| | | 1,327,141 | | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.052%, (US0001M + 0.500%), 11/25/35 | | | | | 809,986 | | | | | | 0.0 | | |
| | | 6,400,000 | | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 2.272%, (US0001M + 0.720%), 11/25/35 | | | | | 6,176,929 | | | | | | 0.2 | | |
| | | 937,025 | | | | DSLA Mortgage Loan Trust 2005-AR4 2A1B, 1.775%, (US0001M + 0.280%), 08/19/45 | | | | | 822,752 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/41 | | | | | 1,106,332 | | | | | | 0.0 | | |
| | | 11,052,163 | | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/41 | | | | | 12,306,069 | | | | | | 0.3 | | |
| | | 3,338,915 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/42 | | | | | 3,325,980 | | | | | | 0.1 | | |
| | | 39,688,048 (4) | | | | Fannie Mae 2016-82 SD, 4.498%, (-1.000*US0001M + 6.050%), 11/25/46 | | | | | 6,667,806 | | | | | | 0.2 | | |
| | | 9,381,081 | | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/45 | | | | | 9,576,639 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 4,611,826 | | | | Fannie Mae Connecticut Avenue Securities 2014-CO3 1M2, 4.552%, (US0001M + 3.000%), 07/25/24 | | | | $ | 4,932,233 | | | | | | 0.1 | | |
| | | 1,072,748 | | | | Fannie Mae Connecticut Avenue Securities 2015-C03 2M2, 6.552%, (US0001M + 5.000%), 07/25/25 | | | | | 1,181,511 | | | | | | 0.0 | | |
| | | 3,644,039 | | | | Fannie Mae Connecticut Avenue Securities 2015-CO1 1M2, 5.852%, (US0001M + 4.300%), 02/25/25 | | | | | 3,994,835 | | | | | | 0.1 | | |
| | | 3,600,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 5.202%, (US0001M + 3.650%), 09/25/29 | | | | | 3,899,357 | | | | | | 0.1 | | |
| | | 7,550,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 3.752%, (US0001M + 2.200%), 01/25/30 | | | | | 7,635,391 | | | | | | 0.2 | | |
| | | 6,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 3.952%, (US0001M + 2.400%), 05/25/30 | | | | | 6,164,299 | | | | | | 0.2 | | |
| | | 8,000,000 | | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.052%, (US0001M + 2.500%), 05/25/30 | | | | | 8,246,250 | | | | | | 0.2 | | |
| | | 78,921 (4) | | | | Fannie Mae Interest Strip Series 343 22, 4.000%, 11/25/18 | | | | | 783 | | | | | | 0.0 | | |
| | | 743,874 (4) | | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/43 | | | | | 146,578 | | | | | | 0.0 | | |
| | | 578,513 (4) | | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/43 | | | | | 98,953 | | | | | | 0.0 | | |
| | | 1,943 | | | | Fannie Mae REMIC Trust 1989-4 D, 10.000%, 02/25/19 | | | | | 1,985 | | | | | | 0.0 | | |
| | | 18,013 | | | | Fannie Mae REMIC Trust 1994-77 FB, 3.052%, (US0001M + 1.500%), 04/25/24 | | | | | 18,414 | | | | | | 0.0 | | |
| | | 533,682 | | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/29 | | | | | 582,415 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 426,201 | | | | Fannie Mae REMIC Trust 2001-15 Z, 6.000%, 04/25/31 | | | | $ | 465,237 | | | | | | 0.0 | | |
| | | 45,637 | | | | Fannie Mae REMIC Trust 2002-21 FC, 2.452%, (US0001M + 0.900%), 04/25/32 | | | | | 46,659 | | | | | | 0.0 | | |
| | | 1,193,089 (4) | | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/33 | | | | | 272,103 | | | | | | 0.0 | | |
| | | 39,561 | | | | Fannie Mae REMIC Trust 2004-10 SC, 22.392%, (-4.000*US0001M + 28.600%), 02/25/34 | | | | | 44,045 | | | | | | 0.0 | | |
| | | 160,360 | | | | Fannie Mae REMIC Trust 2004-11 A, 1.672%, (US0001M + 0.120%), 03/25/34 | | | | | 159,487 | | | | | | 0.0 | | |
| | | 688,507 | | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/36 | | | | | 764,245 | | | | | | 0.0 | | |
| | | 118,049 | | | | Fannie Mae REMIC Trust 2005-57 CD, 19.305%, (-3.750*US0001M + 25.130%), 01/25/35 | | | | | 130,839 | | | | | | 0.0 | | |
| | | 200,855 | | | | Fannie Mae REMIC Trust 2005-74 DK, 17.792%, (-4.000*US0001M + 24.000%), 07/25/35 | | | | | 313,455 | | | | | | 0.0 | | |
| | | 7,381,605 (4) | | | | Fannie Mae REMIC Trust 2005-92 SC, 5.128%, (-1.000*US0001M + 6.680%), 10/25/35 | | | | | 1,293,141 | | | | | | 0.0 | | |
| | | 592,386 | | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/36 | | | | | 644,105 | | | | | | 0.0 | | |
| | | 1,514,108 | | | | Fannie Mae REMIC Trust 2006-104 ES, 25.689%, (-5.000*US0001M + 33.450%), 11/25/36 | | | | | 2,631,320 | | | | | | 0.1 | | |
| | | 9,549,647 (4) | | | | Fannie Mae REMIC Trust 2006-12 SD, 5.198%, (-1.000*US0001M + 6.750%), 10/25/35 | | | | | 1,474,227 | | | | | | 0.0 | | |
| | | 3,870,955 (4) | | | | Fannie Mae REMIC Trust 2006-123 UI, 5.188%, (-1.000*US0001M + 6.740%), 01/25/37 | | | | | 762,037 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,061,954 (4) | | | | Fannie Mae REMIC Trust 2006-72 HS, 5.148%, (-1.000*US0001M + 6.700%), 08/25/26 | | | | $ | 143,973 | | | | | | 0.0 | | |
| | | 355,432 | | | | Fannie Mae REMIC Trust 2007-73 A1, 1.612%, (US0001M + 0.060%), 07/25/37 | | | | | 350,090 | | | | | | 0.0 | | |
| | | 720,828 | | | | Fannie Mae REMIC Trust 2008-20 SP, 11.620%, (-2.500*US0001M + 15.500%), 03/25/38 | | | | | 897,388 | | | | | | 0.0 | | |
| | | 3,368,429 | | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/36 | | | | | 3,562,912 | | | | | | 0.1 | | |
| | | 11,628,479 (4) | | | | Fannie Mae REMIC Trust 2010-102 SB, 5.048%, (-1.000*US0001M + 6.600%), 09/25/40 | | | | | 2,136,570 | | | | | | 0.1 | | |
| | | 3,920,727 (4) | | | | Fannie Mae REMIC Trust 2010-116 SE, 5.048%, (-1.000*US0001M + 6.600%), 10/25/40 | | | | | 703,319 | | | | | | 0.0 | | |
| | | 11,880,573 (4) | | | | Fannie Mae REMIC Trust 2010-123 SL, 4.518%, (-1.000*US0001M + 6.070%), 11/25/40 | | | | | 1,761,573 | | | | | | 0.1 | | |
| | | 4,711,682 (4) | | | | Fannie Mae REMIC Trust 2010-126 NI, 5.500%, 11/25/40 | | | | | 970,364 | | | | | | 0.0 | | |
| | | 5,050,000 | | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/39 | | | | | 5,278,810 | | | | | | 0.1 | | |
| | | 6,082,662 (4) | | | | Fannie Mae REMIC Trust 2010-55 AS, 4.868%, (-1.000*US0001M + 6.420%), 06/25/40 | | | | | 993,732 | | | | | | 0.0 | | |
| | | 8,159,907 | | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/40 | | | | | 8,949,706 | | | | | | 0.2 | | |
| | | 2,031,991 | | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/40 | | | | | 2,195,189 | | | | | | 0.1 | | |
| | | 11,951,092 (4) | | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/41 | | | | | 1,206,220 | | | | | | 0.0 | | |
| | | 12,252 (4) | | | | Fannie Mae REMIC Trust 2011-69 AI, 5.000%, 05/25/18 | | | | | 44 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,792,053 (4) | | | | Fannie Mae REMIC Trust 2012-10 US, 4.898%, (-1.000*US0001M + 6.450%), 02/25/42 | | | | $ | 383,594 | | | | | | 0.0 | | |
| | | 1,869,833 | | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/41 | | | | | 1,894,482 | | | | | | 0.1 | | |
| | | 14,866,568 (4) | | | | Fannie Mae REMIC Trust 2012-113 SG, 4.548%, (-1.000*US0001M + 6.100%), 10/25/42 | | | | | 2,681,034 | | | | | | 0.1 | | |
| | | 11,220,410 (4) | | | | Fannie Mae REMIC Trust 2012-122 SB, 4.598%, (-1.000*US0001M + 6.150%), 11/25/42 | | | | | 2,272,342 | | | | | | 0.1 | | |
| | | 5,643,257 (4) | | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/32 | | | | | 541,466 | | | | | | 0.0 | | |
| | | 3,826,226 | | | | Fannie Mae REMIC Trust 2012-131 BS, 3.767%, (-1.200*US0001M + 5.400%), 12/25/42 | | | | | 3,331,618 | | | | | | 0.1 | | |
| | | 18,995,493 (4) | | | | Fannie Mae REMIC Trust 2012-137 SN, 4.548%, (-1.000*US0001M + 6.100%), 12/25/42 | | | | | 3,360,439 | | | | | | 0.1 | | |
| | | 8,130,794 (4) | | | | Fannie Mae REMIC Trust 2012-15 SP, 5.068%, (-1.000*US0001M + 6.620%), 06/25/40 | | | | | 909,294 | | | | | | 0.0 | | |
| | | 5,030,425 (4) | | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/42 | | | | | 965,005 | | | | | | 0.0 | | |
| | | 387,000 | | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/42 | | | | | 399,211 | | | | | | 0.0 | | |
| | | 13,825,298 (4) | | | | Fannie Mae REMIC Trust 2013-60 DS, 4.648%, (-1.000*US0001M + 6.200%), 06/25/33 | | | | | 2,404,500 | | | | | | 0.1 | | |
| | | 10,822,476 (4) | | | | Fannie Mae REMIC Trust 2013-9 DS, 4.598%, (-1.000*US0001M + 6.150%), 02/25/43 | | | | | 2,286,182 | | | | | | 0.1 | | |
| | | 404,576 (4) | | | | Fannie Mae REMIC Trust 2013-9 SA, 4.598%, (-1.000*US0001M + 6.150%), 03/25/42 | | | | | 55,808 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 5,187,484 (4) | | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/41 | | | | $ | 561,967 | | | | | | 0.0 | | |
| | | 35,227,160 (4) | | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/45 | | | | | 8,113,238 | | | | | | 0.2 | | |
| | | 13,682,580 (4) | | | | First Horizon Alternative Mortgage Securities Trust 2005-FA10 1A2 1A2, 3.148%, (-1.000*US0001M + 4.700%), 01/25/36 | | | | | 1,508,940 | | | | | | 0.1 | | |
| | | 2,022,389 | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A5, 1.852%, (US0001M + 0.300%), 12/25/36 | | | | | 1,296,391 | | | | | | 0.0 | | |
| | | 2,022,389 (4) | | | | First Horizon Alternative Mortgage Securities Trust 2006-FA7 A9, 5.148%, (-1.000*US0001M + 6.700%), 12/25/36 | | | | | 531,114 | | | | | | 0.0 | | |
| | | 7,640,736 (4) | | | | Freddie Mac 2815 GS, 4.523%, (-1.000*US0001M + 6.000%), 03/15/34 | | | | | 1,145,551 | | | | | | 0.0 | | |
| | | 23,135,219 | | | | Freddie Mac 326 350, 3.500%, 03/15/44 | | | | | 23,816,147 | | | | | | 0.6 | | |
| | | 591,898 | | | | Freddie Mac Reference Series R006 ZA, 6.000%, 04/15/36 | | | | | 657,174 | | | | | | 0.0 | | |
| | | 11,937 | | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/21 | | | | | 12,847 | | | | | | 0.0 | | |
| | | 368,474 | | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/29 | | | | | 416,020 | | | | | | 0.0 | | |
| | | 358,322 | | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/29 | | | | | 397,475 | | | | | | 0.0 | | |
| | | 15,956 | | | | Freddie Mac REMIC Trust 2411 FJ, 1.827%, (US0001M + 0.350%), 12/15/29 | | | | | 15,985 | | | | | | 0.0 | | |
| | | 231,470 | | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/32 | | | | | 260,032 | | | | | | 0.0 | | |
| | | 512,034 | | | | Freddie Mac REMIC Trust 2472 ZC, 6.000%, 07/15/32 | | | | | 578,370 | | | | | | 0.0 | | |
| | | 680,951 | | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/22 | | | | | 721,517 | | | | | | 0.0 | | |
| | | 445,797 | | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/32 | | | | | 490,046 | | | | | | 0.0 | | |
| | | 193 | | | | Freddie Mac REMIC Trust 2559 PB, 5.500%, 08/15/30 | | | | | 197 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 575,478 | | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/33 | | | | $ | 624,578 | | | | | | 0.0 | | |
| | | 549,237 (4) | | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/33 | | | | | 127,218 | | | | | | 0.0 | | |
| | | 635,003 | | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/34 | | | | | 702,737 | | | | | | 0.0 | | |
| | | 1,419,975 | | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/34 | | | | | 1,520,660 | | | | | | 0.0 | | |
| | | 1,264,716 | | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/35 | | | | | 1,366,654 | | | | | | 0.0 | | |
| | | 1,446,435 | | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/35 | | | | | 1,565,911 | | | | | | 0.0 | | |
| | | 8,197,520 (4) | | | | Freddie Mac REMIC Trust 3045 DI, 5.253%, (-1.000*US0001M + 6.730%), 10/15/35 | | | | | 1,375,051 | | | | | | 0.0 | | |
| | | 111,160 | | | | Freddie Mac REMIC Trust 3049 NA, 5.000%, 02/15/35 | | | | | 112,688 | | | | | | 0.0 | | |
| | | 4,826,855 (4) | | | | Freddie Mac REMIC Trust 3064 SP, 5.123%, (-1.000*US0001M + 6.600%), 03/15/35 | | | | | 456,294 | | | | | | 0.0 | | |
| | | 631,800 | | | | Freddie Mac REMIC Trust 3065 DC, 15.429%, (-3.000*US0001M + 19.860%), 03/15/35 | | | | | 860,384 | | | | | | 0.0 | | |
| | | 1,515,856 (4) | | | | Freddie Mac REMIC Trust 3102 IS, 19.151%, (-3.667*US0001M + 24.570%), 01/15/36 | | | | | 710,684 | | | | | | 0.0 | | |
| | | 5,049,767 | | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/36 | | | | | 5,602,643 | | | | | | 0.1 | | |
| | | 2,618,408 (4) | | | | Freddie Mac REMIC Trust 3170 SA, 5.123%, (-1.000*US0001M + 6.600%), 09/15/33 | | | | | 434,831 | | | | | | 0.0 | | |
| | | 1,899,462 (4) | | | | Freddie Mac REMIC Trust 3171 PS, 5.008%, (-1.000*US0001M + 6.490%), 06/15/36 | | | | | 268,912 | | | | | | 0.0 | | |
| | | 2,274,018 | | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/37 | | | | | 2,526,350 | | | | | | 0.1 | | |
| | | 562,067 (4) | | | | Freddie Mac REMIC Trust 3524 LA, 5.290%, 03/15/33 | | | | | 605,017 | | | | | | 0.0 | | |
| | | 213,938 | | | | Freddie Mac REMIC Trust 3556 NT, 4.577%, (US0001M + 3.100%), 03/15/38 | | | | | 219,572 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 9,560,875 (4) | | | | Freddie Mac REMIC Trust 3589 SB, 4.723%, (-1.000*US0001M + 6.200%), 10/15/39 | | | | $ | 1,491,080 | | | | | | 0.0 | | |
| | | 1,847,117 (4) | | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/40 | | | | | 320,566 | | | | | | 0.0 | | |
| | | 10,344,204 | | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/34 | | | | | 11,397,264 | | | | | | 0.3 | | |
| | | 3,625,224 | | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/36 | | | | | 4,017,987 | | | | | | 0.1 | | |
| | | 106,595 (4) | | | | Freddie Mac REMIC Trust 3668 EI, 5.500%, 12/15/18 | | | | | 1,489 | | | | | | 0.0 | | |
| | | 1,582,968 (4) | | | | Freddie Mac REMIC Trust 3710 SL, 4.523%, (-1.000*US0001M + 6.000%), 05/15/36 | | | | | 80,175 | | | | | | 0.0 | | |
| | | 1,895,887 | | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/37 | | | | | 2,084,315 | | | | | | 0.1 | | |
| | | 2,697,469 (4) | | | | Freddie Mac REMIC Trust 3752 WS, 5.123%, (-1.000*US0001M + 6.600%), 12/15/39 | | | | | 194,309 | | | | | | 0.0 | | |
| | | 1,978,498 | | | | Freddie Mac REMIC Trust 3819 ZY, 6.000%, 10/15/37 | | | | | 2,130,109 | | | | | | 0.1 | | |
| | | 5,000,000 (4) | | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/38 | | | | | 733,990 | | | | | | 0.0 | | |
| | | 2,471,649 | | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/41 | | | | | 2,612,025 | | | | | | 0.1 | | |
| | | 8,416,315 (4) | | | | Freddie Mac REMIC Trust 3856 KS, 5.073%, (-1.000*US0001M + 6.550%), 05/15/41 | | | | | 1,439,385 | | | | | | 0.0 | | |
| | | 1,523,000 | | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/41 | | | | | 1,635,471 | | | | | | 0.1 | | |
| | | 3,207,262 (4) | | | | Freddie Mac REMIC Trust 3925 SD, 4.573%, (-1.000*US0001M + 6.050%), 07/15/40 | | | | | 383,050 | | | | | | 0.0 | | |
| | | 16,354,310 (4) | | | | Freddie Mac REMIC Trust 3925 SL, 4.573%, (-1.000*US0001M + 6.050%), 01/15/41 | | | | | 1,849,303 | | | | | | 0.1 | | |
| | | 6,999,556 (4) | | | | Freddie Mac REMIC Trust 3936 GS, 5.223%, (-1.000*US0001M + 6.700%), 11/15/25 | | | | | 551,440 | | | | | | 0.0 | | |
| | | 18,996,413 (4) | | | | Freddie Mac REMIC Trust 3951 SN, 5.073%, (-1.000*US0001M + 6.550%), 11/15/41 | | | | | 3,838,178 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 8,215,729 (4) | | | | Freddie Mac REMIC Trust 3984 NS, 5.123%, (-1.000*US0001M + 6.600%), 01/15/40 | | | | $ | 762,572 | | | | | | 0.0 | | |
| | | 1,554,801 | | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/42 | | | | | 1,657,260 | | | | | | 0.1 | | |
| | | 2,982,620 | | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/42 | | | | | 3,411,337 | | | | | | 0.1 | | |
| | | 3,268,316 (4) | | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/40 | | | | | 405,725 | | | | | | 0.0 | | |
| | | 7,710,944 (4) | | | | Freddie Mac REMIC Trust 4094 YS, 5.223%, (-1.000*US0001M + 6.700%), 04/15/40 | | | | | 927,747 | | | | | | 0.0 | | |
| | | 14,277,177 (4) | | | | Freddie Mac REMIC Trust 4102 MS, 5.123%, (-1.000*US0001M + 6.600%), 09/15/42 | | | | | 2,883,560 | | | | | | 0.1 | | |
| | | 1,306,443 (4) | | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/43 | | | | | 223,836 | | | | | | 0.0 | | |
| | | 5,441,040 | | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/33 | | | | | 5,452,049 | | | | | | 0.1 | | |
| | | 24,741,555 | | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/41 | | | | | 27,818,341 | | | | | | 0.7 | | |
| | | 13,763,351 (4) | | | | Freddie Mac REMIC Trust 4313 SD, 4.673%, (-1.000*US0001M + 6.150%), 03/15/44 | | | | | 2,097,822 | | | | | | 0.1 | | |
| | | 21,011,906 (4) | | | | Freddie Mac REMIC Trust 4313 SE, 4.673%, (-1.000*US0001M + 6.150%), 03/15/44 | | | | | 3,296,369 | | | | | | 0.1 | | |
| | | 4,343,446 (4) | | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/42 | | | | | 591,346 | | | | | | 0.0 | | |
| | | 2,295,400 (4) | | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/43 | | | | | 435,511 | | | | | | 0.0 | | |
| | | 6,716,249 | | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/44 | | | | | 7,335,808 | | | | | | 0.2 | | |
| | | 9,416,641 (4) | | | | Freddie Mac REMIC Trust 4346 ST, 4.723%, (-1.000*US0001M + 6.200%), 07/15/39 | | | | | 1,183,445 | | | | | | 0.0 | | |
| | | 10,377,961 | | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/44 | | | | | 11,305,036 | | | | | | 0.3 | | |
| | | 7,545,487 (4) | | | | Freddie Mac REMIC Trust 4386 LS, 4.623%, (-1.000*US0001M + 6.100%), 09/15/44 | | | | | 1,313,100 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 7,656,514 | | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/44 | | | | $ | 8,155,828 | | | | | | 0.2 | | |
| | | 14,397,763 (4) | | | | Freddie Mac Strips Series 311 S1, 4.473%, (-1.000*US0001M + 5.950%), 08/15/43 | | | | | 2,855,921 | | | | | | 0.1 | | |
| | | 1,700,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-HQ1 M3, 5.652%, (US0001M + 4.100%), 08/25/24 | | | | | 1,883,197 | | | | | | 0.1 | | |
| | | 2,800,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 6.252%, (US0001M + 4.700%), 04/25/28 | | | | | 3,310,703 | | | | | | 0.1 | | |
| | | 100,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 7.102%, (US0001M + 5.550%), 07/25/28 | | | | | 121,066 | | | | | | 0.0 | | |
| | | 5,600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 5.002%, (US0001M + 3.450%), 10/25/29 | | | | | 6,099,250 | | | | | | 0.2 | | |
| | | 7,250,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 4.052%, (US0001M + 2.500%), 03/25/30 | | | | | 7,517,927 | | | | | | 0.2 | | |
| | | 6,200,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 4.202%, (US0001M + 2.650%), 12/25/29 | | | | | 6,419,015 | | | | | | 0.2 | | |
| | | 4,600,000 | | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 3.902%, (US0001M + 2.350%), 04/25/30 | | | | | 4,714,417 | | | | | | 0.1 | | |
| | | 349,710 | | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/43 | | | | | 406,507 | | | | | | 0.0 | | |
| | | 631,764 | | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 2.202%, (12MTA + 1.200%), 10/25/44 | | | | | 641,429 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 93,669 | | | | Freddie Mac-Ginnie Mae Series 27 FC, 2.875%, (PRIME + (1.375)%), 03/25/24 | | | | $ | 95,436 | | | | | | 0.0 | | |
| | | 101,330 | | | | Ginnie Mae Series 2002-21 FV, 1.891%, (US0001M + 0.400%), 03/16/32 | | | | | 101,878 | | | | | | 0.0 | | |
| | | 1,475,368 (4) | | | | Ginnie Mae Series 2005-7 AH, 5.279%, (-1.000*US0001M + 6.770%), 02/16/35 | | | | | 239,167 | | | | | | 0.0 | | |
| | | 679,598 (4) | | | | Ginnie Mae Series 2006-17 WI, 5.499%, (-1.000*US0001M + 7.000%), 04/20/36 | | | | | 13,261 | | | | | | 0.0 | | |
| | | 210,048 | | | | Ginnie Mae Series 2007-37 S, 19.834%, (-3.667*US0001M + 25.300%), 04/16/37 | | | | | 244,751 | | | | | | 0.0 | | |
| | | 590,220 | | | | Ginnie Mae Series 2007-8 SP, 17.181%, (-3.242*US0001M + 22.050%), 03/20/37 | | | | | 847,020 | | | | | | 0.0 | | |
| | | 2,410,912 (4) | | | | Ginnie Mae Series 2008-35 SN, 4.899%, (-1.000*US0001M + 6.400%), 04/20/38 | | | | | 345,712 | | | | | | 0.0 | | |
| | | 2,014,131 (4) | | | | Ginnie Mae Series 2008-40 PS, 5.009%, (-1.000*US0001M + 6.500%), 05/16/38 | | | | | 327,490 | | | | | | 0.0 | | |
| | | 14,805,580 (4) | | | | Ginnie Mae Series 2009-106 SU, 4.699%, (-1.000*US0001M + 6.200%), 05/20/37 | | | | | 2,379,363 | | | | | | 0.1 | | |
| | | 4,891,200 (4) | | | | Ginnie Mae Series 2009-25 KS, 4.699%, (-1.000*US0001M + 6.200%), 04/20/39 | | | | | 733,592 | | | | | | 0.0 | | |
| | | 2,516,167 | | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/39 | | | | | 2,699,224 | | | | | | 0.1 | | |
| | | 3,156,830 | | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/39 | | | | | 3,398,792 | | | | | | 0.1 | | |
| | | 2,080,275 (4) | | | | Ginnie Mae Series 2009-33 SN, 4.799%, (-1.000*US0001M + 6.300%), 05/20/39 | | | | | 121,359 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 10,560,790 | | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/39 | | | | $ | 12,650,970 | | | | | | 0.3 | | |
| | | 1,823,284 (4) | | | | Ginnie Mae Series 2009-43 HS, 4.699%, (-1.000*US0001M + 6.200%), 06/20/38 | | | | | 104,023 | | | | | | 0.0 | | |
| | | 4,187,054 (4) | | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/40 | | | | | 593,632 | | | | | | 0.0 | | |
| | | 3,505,098 (4) | | | | Ginnie Mae Series 2010-116 NS, 5.159%, (-1.000*US0001M + 6.650%), 09/16/40 | | | | | 544,815 | | | | | | 0.0 | | |
| | | 9,002,125 (4) | | | | Ginnie Mae Series 2010-116 SK, 5.119%, (-1.000*US0001M + 6.620%), 08/20/40 | | | | | 1,609,521 | | | | | | 0.0 | | |
| | | 17,211,478 (4) | | | | Ginnie Mae Series 2010-149 HS, 4.609%, (-1.000*US0001M + 6.100%), 05/16/40 | | | | | 1,845,446 | | | | | | 0.1 | | |
| | | 5,860,949 (4) | | | | Ginnie Mae Series 2010-4 SP, 5.009%, (-1.000*US0001M + 6.500%), 01/16/39 | | | | | 728,685 | | | | | | 0.0 | | |
| | | 5,828,183 | | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/40 | | | | | 6,247,652 | | | | | | 0.2 | | |
| | | 3,659,806 (4) | | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/39 | | | | | 472,910 | | | | | | 0.0 | | |
| | | 3,784,502 (4) | | | | Ginnie Mae Series 2010-68 MS, 4.349%, (-1.000*US0001M + 5.850%), 06/20/40 | | | | | 544,341 | | | | | | 0.0 | | |
| | | 7,021,007 (4) | | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/40 | | | | | 1,665,382 | | | | | | 0.0 | | |
| | | 280,466 (4) | | | | Ginnie Mae Series 2010-94 PI, 4.500%, 12/20/37 | | | | | 1,045 | | | | | | 0.0 | | |
| | | 5,922,323 (4) | | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/26 | | | | | 583,986 | | | | | | 0.0 | | |
| | | 1,698,942 (4) | | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/40 | | | | | 203,183 | | | | | | 0.0 | | |
| | | 108,331 | | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/32 | | | | | 119,616 | | | | | | 0.0 | | |
| | | 7,397,357 (4) | | | | Ginnie Mae Series 2011-80 KS, 5.169%, (-1.000*US0001M + 6.670%), 06/20/41 | | | | | 1,336,583 | | | | | | 0.0 | | |
| | | 1,848,552 (4) | | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/40 | | | | | 204,005 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 269,205 | | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/41 | | | | $ | 275,930 | | | | | | 0.0 | | |
| | | 19,827,123 (4) | | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/43 | | | | | 3,958,794 | | | | | | 0.1 | | |
| | | 15,836,033 (4) | | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/43 | | | | | 3,555,002 | | | | | | 0.1 | | |
| | | 13,857,832 (4) | | | | Ginnie Mae Series 2014-3 SU, 4.549%, (-1.000*US0001M + 6.050%), 07/20/39 | | | | | 2,036,712 | | | | | | 0.1 | | |
| | | 1,254,322 | | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/44 | | | | | 1,379,128 | | | | | | 0.0 | | |
| | | 16,890,946 (4) | | | | Ginnie Mae Series 2014-55 MS, 4.709%, (-1.000*US0001M + 6.200%), 04/16/44 | | | | | 2,600,162 | | | | | | 0.1 | | |
| | | 20,129,070 (4) | | | | Ginnie Mae Series 2014-56 SP, 4.709%, (-1.000*US0001M + 6.200%), 12/16/39 | | | | | 2,645,763 | | | | | | 0.1 | | |
| | | 14,448,051 (4) | | | | Ginnie Mae Series 2014-58 CS, 4.109%, (-1.000*US0001M + 5.600%), 04/16/44 | | | | | 2,011,062 | | | | | | 0.1 | | |
| | | 18,298,080 (4) | | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/44 | | | | | 4,512,934 | | | | | | 0.1 | | |
| | | 7,059,265 (4) | | | | Ginnie Mae Series 2014-99 S, 4.099%, (-1.000*US0001M + 5.600%), 06/20/44 | | | | | 1,199,716 | | | | | | 0.0 | | |
| | | 98,497 | | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 1.935%, (US0001M + 0.440%), 05/19/35 | | | | | 95,187 | | | | | | 0.0 | | |
| | | 447,120 | | | | HomeBanc Mortgage Trust 2004-1 2A, 2.412%, (US0001M + 0.860%), 08/25/29 | | | | | 430,056 | | | | | | 0.0 | | |
| | | 3,000,000 | | | | HomeBanc Mortgage Trust 2005-4 M1, 2.022%, (US0001M + 0.470%), 10/25/35 | | | | | 2,877,575 | | | | | | 0.1 | | |
| | | 4,130,211 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 1.762%, (US0001M + 0.210%), 04/25/46 | | | | | 3,833,449 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 3,504,059 | | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 1.762%, (US0001M + 0.210%), 02/25/46 | | | | $ | 3,071,339 | | | | | | 0.1 | | |
| | | 4,618,232 (1) | | | | JP Morgan Mortgage Trust 2017-4 B1, 3.988%, 11/25/48 | | | | | 4,724,652 | | | | | | 0.1 | | |
| | | 1,694,764 (1) | | | | JP Morgan Mortgage Trust 2017-4 B2, 3.988%, 11/25/48 | | | | | 1,705,565 | | | | | | 0.1 | | |
| | | 21,911 | | | | JP Morgan Mortgage Trust 2005-A1 6T1, 3.663%, 02/25/35 | | | | | 21,773 | | | | | | 0.0 | | |
| | | 219,162 | | | | JP Morgan Mortgage Trust 2007-A1 5A5, 3.629%, 07/25/35 | | | | | 227,075 | | | | | | 0.0 | | |
| | | 1,100,000 (1) | | | | JP Morgan Mortgage Trust 2017-6 B3, 3.859%, 12/25/48 | | | | | 1,077,023 | | | | | | 0.0 | | |
| | | 10,259,260 (4) | | | | Lehman Mortgage Trust 2006-9 2A5, 5.068%, (-1.000*US0001M + 6.620%), 01/25/37 | | | | | 2,216,239 | | | | | | 0.0 | | |
| | | 2,971,971 | | | | Lehman XS Trust Series 2005-5N 1A2, 1.912%, (US0001M + 0.360%), 11/25/35 | | | | | 2,650,182 | | | | | | 0.1 | | |
| | | 29,567 | | | | Merrill Lynch Mortgage Investors Trust Series 2005-2 3A, 2.361%, (US0001M + 1.000%), 10/25/35 | | | | | 28,388 | | | | | | 0.0 | | |
| | | 1,299,846 | | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 1.932%, (US0001M + 0.380%), 08/25/35 | | | | | 1,289,160 | | | | | | 0.0 | | |
| | | 35,978 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 4A, 1.802%, (US0001M + 0.250%), 11/25/35 | | | | | 34,799 | | | | | | 0.0 | | |
| | | 46,798 | | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 1.802%, (US0001M + 0.250%), 11/25/35 | | | | | 44,136 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,000,000 | | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 2.752%, (US0001M + 1.200%), 09/25/35 | | | | $ | 1,825,422 | | | | | | 0.1 | | |
| | | 1,862,136 | | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/37 | | | | | 1,606,011 | | | | | | 0.0 | | |
| | | 26,364 (1) | | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 6.820%, 02/19/30 | | | | | 26,022 | | | | | | 0.0 | | |
| | | 2,193,497 (1) | | | | RBSSP Resecuritization Trust 2011-3 2A1, 1.579%, (US0001M + 0.250%), 02/26/37 | | | | | 2,146,511 | | | | | | 0.1 | | |
| | | 84,555 | | | | Sequoia Mortgage Trust 2003-4 2A1, 1.851%, (US0001M + 0.350%), 07/20/33 | | | | | 80,301 | | | | | | 0.0 | | |
| | | 2,900,000 (1) | | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/47 | | | | | 2,958,755 | | | | | | 0.1 | | |
| | | 391,825 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 1.745%, (US0001M + 0.250%), 07/19/35 | | | | | 384,595 | | | | | | 0.0 | | |
| | | 152,398 | | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 1.745%, (US0001M + 0.250%), 07/19/35 | | | | | 148,899 | | | | | | 0.0 | | |
| | | 12,036 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.987%, (COF 11 + 1.250%), 02/27/34 | | | | | 11,914 | | | | | | 0.0 | | |
| | | 39,195 | | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 2.463%, (12MTA + 1.400%), 08/25/42 | | | | | 38,052 | | | | | | 0.0 | | |
| | | 56,975 | | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 2.192%, (US0001M + 0.640%), 01/25/45 | | | | | 56,696 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 1,330,678 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.650%, 10/25/36 | | | | $ | 1,232,339 | | | | | | 0.0 | | |
| | | 415,798 | | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.237%, (COF 11 + 1.500%), 07/25/46 | | | | | 407,994 | | | | | | 0.0 | | |
| | | 90,846,664 (4) | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.121%, 08/25/45 | | | | | 2,949,791 | | | | | | 0.1 | | |
| | | 3,102,348 | | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.042%, (US0001M + 0.490%), 10/25/45 | | | | | 3,062,008 | | | | | | 0.1 | | |
| | | 1,107,504 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.287%, 10/25/36 | | | | | 1,082,048 | | | | | | 0.0 | | |
| | | 2,071,078 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.063%, 12/25/36 | | | | | 1,880,299 | | | | | | 0.1 | | |
| | | 4,050,934 | | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.249%, 08/25/46 | | | | | 3,840,403 | | | | | | 0.1 | | |
| | | 4,938,912 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.832%, 04/25/37 | | | | | 4,515,835 | | | | | | 0.1 | | |
| | | 3,044,138 | | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.063%, 07/25/37 | | | | | 2,554,835 | | | | | | 0.1 | | |
| | | 4,005,031 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/36 | | | | | 3,616,492 | | | | | | 0.1 | | |
| | | 364,726 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/35 | | | | | 348,456 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 2,470,592 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 1.652%, (US0001M + 0.100%), 12/25/36 | | | | $ | 1,853,691 | | | | | | 0.0 | | |
| | | 5,530,666 | | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.023%, (12MTA + 0.960%), 08/25/46 | | | | | 4,021,769 | | | | | | 0.1 | | |
| | | 2,705,970 | | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 1.982%, (US0001M + 0.430%), 06/25/37 | | | | | 2,246,858 | | | | | | 0.1 | | |
| | | 77,121 | | | | Wells Fargo Mortgage Backed Securities 2004-CC A1, 3.661%, 01/25/35 | | | | | 78,804 | | | | | | 0.0 | | |
| | | 112,320 | | | | Wells Fargo Mortgage Backed Securities 2004-EE 2A1, 3.425%, 12/25/34 | | | | | 114,436 | | | | | | 0.0 | | |
| | | 346,124 | | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 3.353%, 05/25/35 | | | | | 348,631 | | | | | | 0.0 | | |
| | | 109,559 | | | | Wells Fargo Mortgage Backed Securities 2005-AR9 2A1, 3.620%, 10/25/33 | | | | | 110,938 | | | | | | 0.0 | | |
| | | 1,797,343 | | | | Wells Fargo Mortgage Backed Securities 2006-AR2 2A5, 3.545%, 03/25/36 | | | | | 1,777,078 | | | | | | 0.0 | | |
| | | 910,922 | | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 3.362%, 04/25/36 | | | | | 843,750 | | | | | | 0.0 | | |
| | | 12,628,365 | | | | Other Securities | | | | | 12,350,662 | | | | | | 0.3 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $528,817,174) | | | | | 537,148,045 | | | | | | 13.3 | | |
| MUNICIPAL BONDS: 0.0% | | ||||||||||||||||||
| | | | | | | California: 0.0% | | ||||||||||||
| | | 1,600,000 | | | | Other Securities | | | | | 2,178,407 | | | | | | 0.0 | | |
| | | | | | | Total Municipal Bonds (Cost $1,609,575) | | | | | 2,178,407 | | | | | | 0.0 | | |
| U.S. TREASURY OBLIGATIONS: 10.9% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 1.9% | | ||||||||||||
| | | 76,156,500 | | | | 2.750%, 08/15/47 | | | | | 76,182,438 | | | | | | 1.9 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 9.0% | | ||||||||||||
| | | 162,037,000 | | | | 1.875%, 12/15/20 | | | | $ | 161,571,913 | | | | | | 4.0 | | |
| | | 11,731,000 (2) | | | | 2.000%, 11/30/22 | | | | | 11,623,951 | | | | | | 0.3 | | |
| | | 14,524,000 | | | | 2.125%, 11/30/24 | | | | | 14,331,865 | | | | | | 0.3 | | |
| | | 44,289,800 (2) | | | | 2.250%, 11/15/27 | | | | | 43,658,051 | | | | | | 1.1 | | |
| | | 10,000,000 | | | | 1.375%, 01/15/20 | | | | | 9,896,769 | | | | | | 0.2 | | |
| | | 6,456,000 | | | | 1.875%, 07/31/22 | | | | | 6,368,691 | | | | | | 0.2 | | |
| | | 52,350,000 | | | | 0.625%, 06/30/18 | | | | | 52,135,299 | | | | | | 1.3 | | |
| | | 65,093,000 (2) | | | | 1.750%, 11/30/19 | | | | | 64,928,821 | | | | | | 1.6 | | |
| | | | | | | | | | | | 364,515,360 | | | | | | 9.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $439,924,488) | | | | | 440,697,798 | | | | | | 10.9 | | |
| FOREIGN GOVERNMENT BONDS: 0.2% | | ||||||||||||||||||
| | | 6,465,000 | | | | Other Securities | | | | | 6,561,883 | | | | | | 0.2 | | |
| | | | | | | Total Foreign Government Bonds (Cost $6,465,000) | | | | | 6,561,883 | | | | | | 0.2 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 15.4% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation : 4.2%(5) | | ||||||||||||
| | | 23,100,000 (6) | | | | 3.000%, 12/15/42 | | | | | 23,098,185 | | | | | | 0.6 | | |
| | | 6,339 | | | | 3.010%, 04/01/32 | | | | | 6,630 | | | | | | 0.0 | | |
| | | 123,054 | | | | 3.099%, 09/01/35 | | | | | 127,411 | | | | | | 0.0 | | |
| | | 4,989 | | | | 3.125%, 03/01/36 | | | | | 5,288 | | | | | | 0.0 | | |
| | | 6,252 | | | | 3.292%, 06/01/24 | | | | | 6,541 | | | | | | 0.0 | | |
| | | 50,489 | | | | 3.485%, 11/01/35 | | | | | 53,297 | | | | | | 0.0 | | |
| | | 20,720 | | | | 3.489%, 11/01/31 | | | | | 21,799 | | | | | | 0.0 | | |
| | | 15,793,669 | | | | 3.500%, 01/01/45 | | | | | 16,248,006 | | | | | | 0.4 | | |
| | | 1,001,646 | | | | 3.541%, 06/01/35 | | | | | 1,054,701 | | | | | | 0.0 | | |
| | | 45,109 | | | | 3.601%, 03/01/35 | | | | | 46,596 | | | | | | 0.0 | | |
| | | 238,527 | | | | 3.611%, 01/01/29 | | | | | 247,059 | | | | | | 0.0 | | |
| | | 8,606,024 | | | | 4.000%, 09/01/45 | | | | | 9,004,312 | | | | | | 0.2 | | |
| | | 116,640,863 (6) | | | | 2.500%-6.500%, 07/01/19-11/01/45 | | | | | 120,779,793 | | | | | | 3.0 | | |
| | | | | | | | | | | | 170,699,618 | | | | | | 4.2 | | |
| | | | | | | Federal National Mortgage Association : 9.2%(5) | | ||||||||||||
| | | 53,641 | | | | 2.202%, 08/01/42 | | | | | 54,549 | | | | | | 0.0 | | |
| | | 93,589 | | | | 2.202%, 08/01/42 | | | | | 95,248 | | | | | | 0.0 | | |
| | | 47,547 | | | | 2.202%, 10/01/44 | | | | | 48,408 | | | | | | 0.0 | | |
| | | 85,314 | | | | 2.202%, 10/01/44 | | | | | 86,808 | | | | | | 0.0 | | |
| | | 279,098 | | | | 2.668%, 02/01/33 | | | | | 286,610 | | | | | | 0.0 | | |
| | | 523,504 | | | | 2.778%, 08/01/35 | | | | | 544,224 | | | | | | 0.0 | | |
| | | 147,142 | | | | 2.844%, 09/01/35 | | | | | 151,848 | | | | | | 0.0 | | |
| | | 17,402,934 | | | | 3.000%, 07/01/43 | | | | | 17,499,742 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): (continued) | | ||||||||||||||||||
| | | | | | | Federal National Mortgage Association (continued) | | ||||||||||||
| | | 13,326,802 | | | | 3.000%, 04/01/45 | | | | $ | 13,381,498 | | | | | | 0.3 | | |
| | | 8,418,883 | | | | 3.000%, 08/01/46 | | | | | 8,449,512 | | | | | | 0.2 | | |
| | | 47,187,000 (6) | | | | 3.000%, 01/18/47 | | | | | 47,190,687 | | | | | | 1.2 | | |
| | | 9,885 | | | | 3.085%, 04/01/32 | | | | | 10,106 | | | | | | 0.0 | | |
| | | 7,950 | | | | 3.135%, 05/01/36 | | | | | 8,258 | | | | | | 0.0 | | |
| | | 218,458 | | | | 3.185%, 07/01/35 | | | | | 227,402 | | | | | | 0.0 | | |
| | | 40,277 | | | | 3.205%, 08/01/35 | | | | | 41,980 | | | | | | 0.0 | | |
| | | 162,789 | | | | 3.230%, 04/01/35 | | | | | 171,153 | | | | | | 0.0 | | |
| | | 239,196 | | | | 3.259%, 02/01/34 | | | | | 251,063 | | | | | | 0.0 | | |
| | | 3,407 | | | | 3.368%, 09/01/31 | | | | | 3,546 | | | | | | 0.0 | | |
| | | 413,017 | | | | 3.387%, 10/01/35 | | | | | 434,353 | | | | | | 0.0 | | |
| | | 84,096 | | | | 3.388%, 02/01/35 | | | | | 88,156 | | | | | | 0.0 | | |
| | | 333,592 | | | | 3.411%, 10/01/35 | | | | | 351,073 | | | | | | 0.0 | | |
| | | 419,911 | | | | 3.432%, 10/01/35 | | | | | 440,130 | | | | | | 0.0 | | |
| | | 37,360,776 | | | | 3.500%, 08/01/46 | | | | | 38,607,376 | | | | | | 1.0 | | |
| | | 416,726 | | | | 3.560%, 09/01/34 | | | | | 440,521 | | | | | | 0.0 | | |
| | | 13,078,615 | | | | 4.000%, 12/01/39 | | | | | 13,748,097 | | | | | | 0.4 | | |
| | | 9,820,114 | | | | 4.000%, 01/01/45 | | | | | 10,454,875 | | | | | | 0.3 | | |
| | | 112,326 | | | | 4.287%, 12/01/36 | | | | | 118,788 | | | | | | 0.0 | | |
| | | 207,054,940 (6) | | | | 2.500%-7.500%, 01/01/18-08/01/46 | | | | | 219,698,439 | | | | | | 5.4 | | |
| | | | | | | | | | | | 372,884,450 | | | | | | 9.2 | | |
| | | | | | | Government National Mortgage Association: 2.0% | | ||||||||||||
| | | 18,669,000 (6) | | | | 3.000%, 01/15/43 | | | | | 18,839,646 | | | | | | 0.5 | | |
| | | 26,455,000 (6) | | | | 3.500%, 10/20/41 | | | | | 27,349,923 | | | | | | 0.7 | | |
| | | 11,687,000 (6) | | | | 4.000%, 09/20/40 | | | | | 12,183,698 | | | | | | 0.3 | | |
| | | 19,504,702 | | | | 4.000%-5.500%, 11/15/35-10/20/60 | | | | | 20,663,954 | | | | | | 0.5 | | |
| | | | | | | | | | | | 79,037,221 | | | | | | 2.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $620,054,418) | | | | | 622,621,289 | | | | | | 15.4 | | |
| ASSET-BACKED SECURITIES: 11.8% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 1,700,000 (1) | | | | OSCAR US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/21 | | | | | 1,703,815 | | | | | | 0.0 | | |
| | | 1,750,000 (1) | | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/24 | | | | | 1,732,956 | | | | | | 0.1 | | |
| | | 1,850,000 (1) | | | | SunTrust Auto Receivables Trust 2015-1A B, 2.200%, 02/15/21 | | | | | 1,837,139 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 8,650,000 | | | | Other Securities | | | | $ | 8,669,133 | | | | | | 0.2 | | |
| | | | | | | | | | | | 13,943,043 | | | | | | 0.3 | | |
| | | | | | | Home Equity Asset-Backed Securities : 0.2% | | ||||||||||||
| | | 1,300,000 | | | | Home Equity Asset Trust 2005-2 M5, 2.647%, (US0001M + 1.095%), 07/25/35 | | | | | 1,315,757 | | | | | | 0.0 | | |
| | | 2,400,000 | | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 2.467%, (US0001M + 0.915%), 03/25/35 | | | | | 2,399,982 | | | | | | 0.0 | | |
| | | 532,777 | | | | New Century Home Equity Loan Trust 2005-2 M3, 2.287%, (US0001M + 0.735%), 06/25/35 | | | | | 532,447 | | | | | | 0.0 | | |
| | | 71,289 | | | | Renaissance Home Equity Loan Trust 2003-2 A, 2.208%, (US0001M + 0.880%), 08/25/33 | | | | | 69,847 | | | | | | 0.0 | | |
| | | 63,708 | | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 1.632%, (US0001M + 0.080%), 11/25/36 | | | | | 27,916 | | | | | | 0.0 | | |
| | | 3,704,091 | | | | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 2A3 Trust, 1.722%, (US0001M + 0.170%), 07/25/47 | | | | | 2,662,319 | | | | | | 0.1 | | |
| | | 2,600,000 | | | | Other Securities | | | | | 2,711,886 | | | | | | 0.1 | | |
| | | | | | | | | | | | 9,720,154 | | | | | | 0.2 | | |
| | | | | | | Other Asset-Backed Securities: 10.9% | | ||||||||||||
| | | 4,395,220 (1) | | | | AJAX Mortgage Loan Trust 2016-C A, 4.000%, 10/25/57 | | | | | 4,437,318 | | | | | | 0.1 | | |
| | | 1,888,590 (1) | | | | AJAX Mortgage Loan Trust 2017-A A, 3.470%, 04/25/57 | | | | | 1,896,147 | | | | | | 0.1 | | |
| | | 6,860,000 (1) | | | | ALM VII R-2 Ltd. 2013-7R2A A2R, 3.359%, (US0003M + 2.000%), 10/15/27 | | | | | 6,913,460 | | | | | | 0.2 | | |
| | | 4,090,000 (1) | | | | ALM VIII Ltd. 2013-8A A1R, 2.849%, (US0003M + 1.490%), 10/15/28 | | | | | 4,117,113 | | | | | | 0.1 | | |
| | | 2,541,616 | (1)(4)(7) | | American Homes 4 Rent 2015-SFR1 XS 0.000%, 04/17/52 | | | | | — | | | | | | — | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
�� | | | 2,000,000 (1) | | | | American Homes 4 Rent 2015-SFR2 C, 4.691%, 10/17/45 | | | | $ | 2,140,752 | | | | | | 0.0 | | |
| | | 2,200,000 (1) | | | | American Homes 4 Rent 2015-SFR2 D, 5.036%, 10/17/45 | | | | | 2,375,286 | | | | | | 0.1 | | |
| | | 12,515,946 | (1)(4)(7) | | American Homes 4 Rent 2015-SFR2 XS 0.000%, 10/17/45 | | | | | — | | | | | | — | | | |
| | | 4,670,000 (1) | | | | Apidos CLO XI 2012-11A BR, 3.303%, (US0003M + 1.950%), 01/17/28 | | | | | 4,704,227 | | | | | | 0.1 | | |
| | | 4,200,000 (1) | | | | Apidos CLO XVII 2014-17A A2R, 3.203%, (US0003M + 1.850%), 04/17/26 | | | | | 4,207,535 | | | | | | 0.1 | | |
| | | 7,370,000 (1) | | | | Apidos CLO XVII 2014-17A BR, 3.853%, (US0003M + 2.500%), 04/17/26 | | | | | 7,388,712 | | | | | | 0.2 | | |
| | | 5,370,000 (1) | | | | Apidos Clo XXV 2016-25A A1, 2.823%, (US0003M + 1.460%), 10/20/28 | | | | | 5,386,534 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | Ares XLIV CLO Ltd. 2017-44A A2, 2.664%, (US0003M + 1.350%), 10/15/29 | | | | | 10,041,370 | | | | | | 0.2 | | |
| | | 8,000,000 (7) | | | | Ares XLVI CLO Ltd. 2017-46A A2, 2.939%, 01/15/30 | | | | | 8,000,000 | | | | | | 0.2 | | |
| | | 5,750,000 (1) | | | | Ares XXIX CLO Ltd. 2014-1A BR, 3.653%, (US0003M + 2.300%), 04/17/26 | | | | | 5,763,748 | | | | | | 0.1 | | |
| | | 1,950,000 (1) | | | | Ares XXXII CLO Ltd. 2014-32A BR, 3.666%, (US0003M + 2.250%), 11/15/25 | | | | | 1,961,057 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Atrium XIII 13A C, 3.241%, (US0003M + 1.800%), 11/21/30 | | | | | 3,005,928 | | | | | | 0.1 | | |
| | | 4,280,000 (1) | | | | Avery Point IV CLO Ltd. 2014-1A CR, 3.717%, (US0003M + 2.350%), 04/25/26 | | | | | 4,294,432 | | | | | | 0.1 | | |
| | | 3,190,000 (1) | | | | Babson CLO Ltd. 2014-3A C1R, 4.009%, (US0003M + 2.650%), 01/15/26 | | | | | 3,214,742 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 1,600,000 (1) | | | | Bain Capital Credit CLO 2017-1A A2, 2.644%, (US0003M + 1.350%), 07/20/30 | | | | $ | 1,606,134 | | | | | | 0.0 | | |
| | | 3,470,000 (1) | | | | Barings CLO Ltd. 2017-1A A2, 2.631%, (US0003M + 1.350%), 07/18/29 | | | | | 3,483,224 | | | | | | 0.1 | | |
| | | 9,020,000 (1) | | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.609%, (US0003M + 1.250%), 07/15/29 | | | | | 9,093,369 | | | | | | 0.2 | | |
| | | 1,800,000 (1) | | | | Birchwood Park CLO Ltd. 2014-1A C1R, 3.609%, (US0003M + 2.250%), 07/15/26 | | | | | 1,806,385 | | | | | | 0.0 | | |
| | | 2,910,000 (1) | | | | Blue Hill CLO Ltd. 2013-1A C1R, 3.759%, (US0003M + 2.400%), 01/15/26 | | | | | 2,910,690 | | | | | | 0.1 | | |
| | | 5,850,000 (1) | | | | BlueMountain CLO 2014-4A CR, 4.018%, (US0003M + 2.550%), 11/30/26 | | | | | 5,890,008 | | | | | | 0.2 | | |
| | | 5,070,000 (1) | | | | BlueMountain CLO 2015-1A BR, 3.859%, (US0003M + 2.500%), 04/13/27 | | | | | 5,115,174 | | | | | | 0.1 | | |
| | | 4,570,000 (1) | | | | Burnham Park Clo Ltd. 2016-1A A, 2.793%, (US0003M + 1.430%), 10/20/29 | | | | | 4,634,062 | | | | | | 0.1 | | |
| | | 4,000,000 (1) | | | | Carbone CLO Ltd 2017-1A A1, 2.809%, (US0003M + 1.140%), 01/20/31 | | | | | 4,001,560 | | | | | | 0.1 | | |
| | | 3,880,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2014-3A BR, 3.525%, (US0003M + 2.150%), 07/27/26 | | | | | 3,898,954 | | | | | | 0.1 | | |
| | | 8,630,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 2.663%, (US0003M + 1.300%), 04/20/31 | | | | | 8,654,612 | | | | | | 0.2 | | |
| | | 4,530,000 (1) | | | | Cedar Funding II CLO Ltd. 2013-1A CR, 3.886%, (US0003M + 2.350%), 06/09/30 | | | | | 4,565,366 | | | | | | 0.1 | | |
| | | 3,950,000 (1) | | | | Cedar Funding IV CLO Ltd. 2014-4A CR, 3.613%, (US0003M + 2.250%), 07/23/30 | | | | | 3,967,842 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 13,380,000 (1) | | | | Cedar Funding VI CLO Ltd. 2016-6A A1, 2.833%, (US0003M + 1.470%), 10/20/28 | | | | $ | 13,453,563 | | | | | | 0.3 | | |
| | | 3,600,000 (1) | | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 2.618%, (US0003M + 1.250%), 10/17/30 | | | | | 3,622,558 | | | | | | 0.1 | | |
| | | 6,440,000 (1) | | | | Cent CLO 2014-22A A2AR, 3.342%, (US0003M + 1.950%), 11/07/26 | | | | | 6,455,932 | | | | | | 0.2 | | |
| | | 62,811 | | | | Chase Funding Trust Series 2002-4 2A1, 2.292%, (US0001M + 0.740%), 10/25/32 | | | | | 62,428 | | | | | | 0.0 | | |
| | | 106,708 | | | | Chase Funding Trust Series 2003-5 2A2, 2.152%, (US0001M + 0.600%), 07/25/33 | | | | | 103,593 | | | | | | 0.0 | | |
| | | 3,750,000 (1) | | | | CIFC Funding 2013-2A A1LR, 2.564%, (US0003M + 1.210%), 10/18/30 | | | | | 3,777,304 | | | | | | 0.1 | | |
| | | 2,000,000 (1) | | | | CIFC Funding 2013-2A A3LR, 3.304%, (US0003M + 1.950%), 10/18/30 | | | | | 2,027,960 | | | | | | 0.0 | | |
| | | 3,550,000 (1) | | | | CIFC Funding 2014-4A C1R, 4.003%, (US0003M + 2.650%), 10/17/26 | | | | | 3,562,215 | | | | | | 0.1 | | |
| | | 4,110,000 (1) | | | | CIFC Funding 2016-1A A, 2.843%, (US0003M + 1.480%), 10/21/28 | | | | | 4,126,522 | | | | | | 0.1 | | |
| | | 667,513 | | | | Countrywide Asset-Backed Certificates 2006-26 2A3, 1.722%, (US0001M + 0.170%), 06/25/37 | | | | | 665,025 | | | | | | 0.0 | | |
| | | 7,200,000 (1) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.177%, (US0003M + 1.180%), 10/20/30 | | | | | 7,215,876 | | | | | | 0.2 | | |
| | | 12,160,000 (1) | | | | Dewolf Park Clo Ltd. 2017-1A A, 2.464%, (US0003M + 1.210%), 10/15/30 | | | | | 12,251,273 | | | | | | 0.3 | | |
| | | 7,790,000 (1) | | | | Dryden 33 Senior Loan Fund 2014-33A AR, 2.789%, (US0003M + 1.430%), 10/15/28 | | | | | 7,851,985 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 3,090,000 (1) | | | | Dryden Senior Loan Fund 2014-31A CR, 3.454%, (US0003M + 2.100%), 04/18/26 | | | | $ | 3,096,993 | | | | | | 0.1 | | |
| | | 2,330,000 (1) | | | | Dryden Senior Loan Fund 2014-34A CR, 3.509%, (US0003M + 2.150%), 10/15/26 | | | | | 2,343,824 | | | | | | 0.0 | | |
| | | 8,610,000 (1) | | | | Dryden Senior Loan Fund 2017-47A A2, 2.709%, (US0003M + 1.350%), 04/15/28 | | | | | 8,637,526 | | | | | | 0.2 | | |
| | | 7,130,000 (1) | | | | Dryden Senior Loan Fund 2017-47A C, 3.559%, (US0003M + 2.200%), 04/15/28 | | | | | 7,184,537 | | | | | | 0.2 | | |
| | | 6,800,000 (1) | | | | Dryden XXV Senior Loan Fund 2012-25A CRR, 3.209%, (US0003M + 1.850%), 10/15/27 | | | | | 6,828,193 | | | | | | 0.2 | | |
| | | 7,460,000 (1) | | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 2.616%, (US0003M + 1.200%), 08/15/30 | | | | | 7,517,942 | | | | | | 0.2 | | |
| | | 3,680,775 (1) | | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/47 | | | | | 3,782,603 | | | | | | 0.1 | | |
| | | 3,250,000 (1) | | | | Flatiron CLO Ltd. 2013-1A A2R, 3.003%, (US0003M + 1.650%), 01/17/26 | | | | | 3,255,346 | | | | | | 0.1 | | |
| | | 4,770,000 (1) | | | | Flatiron CLO Ltd. 2013-1A BR, 3.703%, (US0003M + 2.350%), 01/17/26 | | | | | 4,780,685 | | | | | | 0.1 | | |
| | | 4,250,000 (1) | | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.585%, (US0003M + 1.220%), 07/24/30 | | | | | 4,281,365 | | | | | | 0.1 | | |
| | | 2,100,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A A, 2.555%, (US0003M + 1.190%), 10/15/30 | | | | | 2,113,089 | | | | | | 0.1 | | |
| | | 1,800,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A B, 2.965%, (US0003M + 1.600%), 10/15/30 | | | | | 1,807,841 | | | | | | 0.0 | | |
| | | 2,000,000 (1) | | | | Gilbert Park CLO Ltd. 2017-1A C, 3.315%, (US0003M + 1.950%), 10/15/30 | | | | | 2,010,420 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 137,376 | | | | GSAMP Trust 2007-FM1 A2A, 1.622%, (US0001M + 0.070%), 12/25/36 | | | | $ | 73,403 | | | | | | 0.0 | | |
| | | 4,232,241 (1) | | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/40 | | | | | 4,341,081 | | | | | | 0.1 | | |
| | | 2,900,000 (1) | | | | Invitation Homes Trust 2014-SFR2 E, 4.641%, (US0001M + 3.150%), 06/17/32 | | | | | 2,933,288 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | Jay Park CLO Ltd. 2016-1A B, 3.763%, (US0003M + 2.400%), 10/20/27 | | | | | 1,510,927 | | | | | | 0.0 | | |
| | | 3,850,000 (1) | | | | KKR CLO 20 A Ltd., 2.846%, (US0003M + 1.130%), 10/16/30 | | | | | 3,849,146 | | | | | | 0.1 | | |
| | | 10,000,000 (1) | | | | LCM 26A A2 Ltd. 0.000%, (US0003M + 1.250%), 01/20/31 | | | | | 10,000,000 | | | | | | 0.2 | | |
| | | 6,690,000 (1) | | | | LCM XXIII Ltd. 23A A1, 2.763%, (US0003M + 1.400%), 10/20/29 | | | | | 6,774,896 | | | | | | 0.2 | | |
| | | 58,753 | | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 2.112%, (US0001M + 0.560%), 10/25/34 | | | | | 58,679 | | | | | | 0.0 | | |
| | | 4,450,000 (1) | | | | Madison Park Funding XI Ltd. 2013-11A CR, 3.563%, (US0003M + 2.200%), 07/23/29 | | | | | 4,459,977 | | | | | | 0.1 | | |
| | | 3,400,000 (1) | | | | Madison Park Funding XIII Ltd. 2014-13A CR, 3.507%, (US0003M + 2.150%), 01/19/25 | | | | | 3,403,142 | | | | | | 0.1 | | |
| | | 2,120,000 (1) | | | | Madison Park Funding XV Ltd. 2014-15A B1R, 3.575%, (US0003M + 2.200%), 01/27/26 | | | | | 2,129,048 | | | | | | 0.1 | | |
| | | 321,815 (1) | | | | Marketplace Loan Trust Series 2015-AV2 A, 4.000%, 10/15/21 | | | | | 322,810 | | | | | | 0.0 | | |
| | | 4,807,647 (1) | | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 09/20/42 | | | | | 4,831,067 | | | | | | 0.1 | | |
| | | 1,600,000 (1) | | | | Neuberger Berman Loan Advisers CLO 2017-26A C, 3.142%, (US0003M + 1.750%), 10/18/30 | | | | | 1,602,776 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 4,510,000 (1) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 2.683%, (US0003M + 1.320%), 03/17/30 | | | | $ | 4,568,269 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | Octagon Investment Partners Ltd. 2017-1A A2, 2.668%, (US0003M + 1.350%), 07/15/29 | | | | | 3,015,852 | | | | | | 0.1 | | |
| | | 2,250,000 (1) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.734%, (US0003M + 1.375%), 07/15/29 | | | | | 2,272,912 | | | | | | 0.1 | | |
| | | 1,430,000 (1) | | | | Octagon Investment Partners XIX Ltd. 2014-1A CR, 3.459%, (US0003M + 2.100%), 04/15/26 | | | | | 1,431,258 | | | | | | 0.0 | | |
| | | 4,000,000 (1) | | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 2.707%, (US0003M + 1.350%), 07/19/30 | | | | | 4,035,660 | | | | | | 0.1 | | |
| | | 1,500,000 (1) | | | | OHA Credit Partners XIV Ltd. 2017-14A C, 3.383%, (US0003M + 1.800%), 01/21/30 | | | | | 1,502,964 | | | | | | 0.0 | | |
| | | 7,070,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A AR, 2.826%, (US0003M + 1.410%), 08/15/29 | | | | | 7,189,836 | | | | | | 0.2 | | |
| | | 7,900,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A BR, 3.216%, (US0003M + 1.800%), 08/15/29 | | | | | 7,948,704 | | | | | | 0.2 | | |
| | | 2,340,000 (1) | | | | Palmer Square CLO 2013-2A BR Ltd., 3.603%, (US0003M + 2.250%), 10/17/27 | | | | | 2,354,342 | | | | | | 0.1 | | |
| | | 3,300,000 (1) | | | | Palmer Square CLO 2015-1A BR Ltd., 3.991%, (US0003M + 2.550%), 05/21/29 | | | | | 3,333,832 | | | | | | 0.1 | | |
| | | 1,375,000 (1) | | | | Palmer Square CLO 2015-2A A1AR Ltd., 2.633%, (US0003M + 1.270%), 07/20/30 | | | | | 1,387,022 | | | | | | 0.0 | | |
| | | 4,070,000 (1) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 2.713%, (US0003M + 1.350%), 07/20/30 | | | | | 4,109,202 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 5,700,000 (1) | | | | Palmer Square Loan Funding 2017-1A C Ltd., 4.120%, (US0003M + 2.800%), 10/15/25 | | | | $ | 5,712,893 | | | | | | 0.1 | | |
| | | 2,500,000 | | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 2.632%, (US0001M + 1.080%), 03/25/35 | | | | | 2,517,515 | | | | | | 0.1 | | |
| | | 8,200,000 (1) | | | | Progress Residential 2015-SFR2 E, 4.427%, 06/12/32 | | | | | 8,279,045 | | | | | | 0.2 | | |
| | | 2,000,000 (1) | | | | SoFi Consumer Loan Program 2016-2A B, 4.770%, 10/27/25 | | | | | 2,097,019 | | | | | | 0.0 | | |
| | | 3,790,291 (1) | | | | SoFi Consumer Loan Program 2017-1 A, 3.280%, 01/26/26 | | | | | 3,829,524 | | | | | | 0.1 | | |
| | | 3,000,000 (1) | | | | SoFi Consumer Loan Program 2017-1 B, 4.730%, 01/26/26 | | | | | 3,103,251 | | | | | | 0.1 | | |
| | | 4,630,000 (1) | | | | Springleaf Funding Trust 2015-A A, 3.160%, 11/15/24 | | | | | 4,649,168 | | | | | | 0.1 | | |
| | | 10,200,000 (1) | | | | Symphony CLO Ltd. 2012-9A AR, 2.809%, (US0003M + 1.450%), 10/16/28 | | | | | 10,284,436 | | | | | | 0.3 | | |
| | | 4,200,000 (1) | | | | Symphony CLO Ltd. 2016-18A B, 3.163%, (US0003M + 1.800%), 01/23/28 | | | | | 4,225,817 | | | | | | 0.1 | | |
| | | 3,930,000 (1) | | | | Symphony CLO XIV Ltd. 2014-14A C1R, 3.859%, (US0003M + 2.500%), 07/14/26 | | | | | 3,944,950 | | | | | | 0.1 | | |
| | | 4,641,250 (1) | | | | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/46 | | | | | 4,713,832 | | | | | | 0.1 | | |
| | | 827,525 (1) | | | | Taco Bell Funding LLC 2016-1A A2II, 4.377%, 05/25/46 | | | | | 854,880 | | | | | | 0.0 | | |
| | | 3,750,000 (1) | | | | TES LLC 2017-1A B, 7.740%, 10/20/47 | | | | | 3,722,513 | | | | | | 0.1 | | |
| | | 2,200,000 (1) | | | | Thacher Park CLO Ltd. 2014-1A CR, 3.563%, (US0003M + 2.200%), 10/20/26 | | | | | 2,207,093 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,400,000 (1) | | | | THL Credit Wind River 2013-2A AR CLO Ltd., 2.584%, (US0003M + 1.230%), 10/18/30 | | | | $ | 2,421,994 | | | | | | 0.1 | | |
| | | 2,570,000 (1) | | | | THL Credit Wind River 2017-1A C CLO Ltd., 3.654%, (US0003M + 2.300%), 04/18/29 | | | | | 2,594,741 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | THL Credit Wind River 2017-4A C CLO Ltd., 3.256%, (US0003M + 1.750%), 11/20/30 | | | | | 1,001,839 | | | | | | 0.0 | | |
| | | 12,650,000 (1) | | | | Wind River CLO Ltd. 2016-2A A, 2.877%, (US0003M + 1.500%), 11/01/28 | | | | | 12,691,277 | | | | | | 0.3 | | |
| | | 3,000,000 (1) | | | | Venture XXX CLO Ltd 2017-30A A1, 2.745%, (US0003M + 1.230%), 01/15/31 | | | | | 3,001,758 | | | | | | 0.1 | | |
| | | 1,700,000 (1) | | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/48 | | | | | 1,701,595 | | | | | | 0.0 | | |
| | | 4,164,920 | | | | Other Securities | | | | | 4,187,356 | | | | | | 0.1 | | |
| | | | | | | | | | | | 439,474,928 | | | | | | 10.9 | | |
| | | | | | | Student Loan Asset-Backed Securities : 0.4% | | ||||||||||||
| | | 1,250,000 (1) | | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/42 | | | | | 1,241,743 | | | | | | 0.0 | | |
| | | 2,193,417 (1) | | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/31 | | | | | 2,210,328 | | | | | | 0.0 | | |
| | | 3,064,372 (1) | | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/40 | | | | | 3,091,125 | | | | | | 0.1 | | |
| | | 1,064,582 (1) | | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/37 | | | | | 1,079,241 | | | | | | 0.0 | | |
| | | 1,500,000 (1) | | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/41 | | | | | 1,462,640 | | | | | | 0.1 | | |
| | | 334,773 (1) | | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/33 | | | | | 333,672 | | | | | | 0.0 | | |
| | | 2,500,000 (1) | | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/40 | | | | | 2,480,169 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | 2,100,000 (1) | | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/41 | | | | $ | 2,101,810 | | | | | | 0.1 | | |
| | | | | | | | | | | | 14,000,728 | | | | | | 0.4 | | |
| | | | | | | Total Asset-Backed Securities (Cost $472,664,498) | | | | | 477,138,853 | | | | | | 11.8 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 4.6% | | ||||||||||||||||||
| | | 10,870,000 | | | | BANK 2017-BNK8 A4, 3.488%, 11/15/50 | | | | | 11,201,594 | | | | | | 0.3 | | |
| | | 4,130,000 | | | | BANK 2017-BNK8 B, 3.931%, 11/15/50 | | | | | 4,246,050 | | | | | | 0.1 | | |
| | | 22,800,000 | (1)(4) | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/33 | | | | | 990,988 | | | | | | 0.0 | | | |
| | | 41,750,358 (4) | | | | Barclays Commercial Mortgage Trust 2017-C1 XA, 1.524%, 02/15/50 | | | | | 4,338,689 | | | | | | 0.1 | | |
| | | 1,350,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 L, 5.405%, 01/12/41 | | | | | 1,351,936 | | | | | | 0.1 | | |
| | | 1,350,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 M, 5.405%, 01/12/41 | | | | | 1,347,783 | | | | | | 0.0 | | |
| | | 1,350,000 (1) | | | | Bear Stearns Commercial Mortgage Securities Trust 2004-TOP14 N, 5.405%, 01/12/41 | | | | | 1,328,821 | | | | | | 0.0 | | |
| | | 3,314,414 (1) | | | | Beckman Coulter, Inc. 2000-A A, 7.498%, 12/15/18 | | | | | 3,325,853 | | | | | | 0.1 | | |
| | | 20,493,178 (4) | | | | CD 2016-CD1 Mortgage Trust XA, 1.437%, 08/10/49 | | | | | 1,863,256 | | | | | | 0.0 | | |
| | | 3,520,000 (1) | | | | CHT 2017-COSMO A Mortgage Trust, 2.310%, (US0001M + 0.930%), 11/15/36 | | | | | 3,527,097 | | | | | | 0.1 | | |
| | | 35,962,949 (4) | | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.934%, 09/15/50 | | | | | 2,498,522 | | | | | | 0.1 | | |
| | | 18,137,866 (4) | | | | COMM 2012-CR1 XA, 1.878%, 05/15/45 | | | | | 1,199,764 | | | | | | 0.0 | | |
| | | 15,056,352 (4) | | | | COMM 2012-CR2 XA, 1.662%, 08/15/45 | | | | | 929,144 | | | | | | 0.0 | | |
| | | 26,663,614 (4) | | | | COMM 2012-CR3 XA, 1.885%, 10/15/45 | | | | | 1,980,643 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 65,166,000 | (1)(4) | | COMM 2012-CR4 XB, 0.596%, 10/15/45 | | | | $ | 1,803,853 | | | | | | 0.1 | | | |
| | | 22,154,180 (4) | | | | COMM 2012-CR5 XA, 1.651%, 12/10/45 | | | | | 1,378,054 | | | | | | 0.0 | | |
| | | 19,164,551 | (1)(4) | | COMM 2012-LC4 XA, 2.214%, 12/10/44 | | | | | 1,231,395 | | | | | | 0.0 | | | |
| | | 86,778,159 (4) | | | | COMM 2014-UBS2 XA, 1.360%, 03/10/47 | | | | | 4,618,290 | | | | | | 0.1 | | |
| | | 214,711,000 | (1)(4) | | COMM 2014-UBS2 XB, 0.138%, 03/10/47 | | | | | 1,854,845 | | | | | | 0.1 | | | |
| | | 4,000,000 | | | | COMM 2015-PC1 C, 4.441%, 07/10/50 | | | | | 3,825,297 | | | | | | 0.1 | | |
| | | 910,000 | | | | COMM 2016-COR1 C, 4.394%, 10/10/49 | | | | | 913,223 | | | | | | 0.0 | | |
| | | 83,016,619 (4) | | | | COMM 2016-CR28 XA, 0.393%, 02/10/49 | | | | | 3,380,727 | | | | | | 0.1 | | |
| | | 4,450,000 (1) | | | | DBUBS 2011-LC2A D, 5.542%, 07/10/44 | | | | | 4,643,797 | | | | | | 0.1 | | |
| | | 25,319,219 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K006 BX1, 5.367%, 02/25/20 | | | | | 2,687,250 | | | | | | 0.1 | | |
| | | 20,760,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.278%, 08/25/20 | | | | | 2,546,924 | | | | | | 0.1 | | |
| | | 47,716,741 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K014 X1, 1.184%, 04/25/21 | | | | | 1,581,023 | | | | | | 0.0 | | |
| | | 84,529,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K019 X3, 1.983%, 05/25/40 | | | | | 6,427,255 | | | | | | 0.2 | | |
| | | 34,343,642 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X1, 1.426%, 05/25/22 | | | | | 1,754,874 | | | | | | 0.0 | | |
| | | 36,470,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.872%, 05/25/40 | | | | | 2,648,025 | | | | | | 0.1 | | |
| | | 46,719,942 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.276%, 08/25/22 | | | | | 2,278,887 | | | | | | 0.1 | | |
| | | 22,000,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.662%, 06/25/41 | | | | | 1,674,770 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 27,650,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.594%, 05/25/41 | | | | $ | 2,007,946 | | | | | | 0.1 | | |
| | | 15,700,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.791%, 12/25/41 | | | | | 1,371,516 | | | | | | 0.0 | | |
| | | 31,440,000 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K040 X3, 2.036%, 11/25/42 | | | | | 3,626,623 | | | | | | 0.1 | | |
| | | 37,096,569 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K706 X1, 1.547%, 10/25/18 | | | | | 340,706 | | | | | | 0.0 | | |
| | | 31,294,328 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K707 X1, 1.515%, 12/25/18 | | | | | 319,706 | | | | | | 0.0 | | |
| | | 48,332,538 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K709 X1, 1.506%, 03/25/19 | | | | | 658,105 | | | | | | 0.0 | | |
| | | 47,502,640 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K711 X1, 1.683%, 07/25/19 | | | | | 854,800 | | | | | | 0.0 | | |
| | | 57,547,831 (4) | | | | Freddie Mac Multifamily Structured Pass Through Certificates K712 X1, 1.333%, 11/25/19 | | | | | 1,096,240 | | | | | | 0.0 | | |
| | | 17,841,405 (4) | | | | Freddie Mac Multifamily Structured Pass Through CertificatesK015 X3, 2.801%, 08/25/39 | | | | | 1,605,732 | | | | | | 0.0 | | |
| | | 608,696,100 | (1)(4) | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/44 | | | | | 1,895,480 | | | | | | 0.0 | | | |
| | | 450,527,721 | (1)(4) | | FREMF Mortgage Trust 2013-K29 X2A, 0.125%, 05/25/46 | | | | | 2,322,605 | | | | | | 0.1 | | | |
| | | 7,600,000 (1) | | | | GS Mortgage Securities Trust 2010-C2 D, 5.183%, 12/10/43 | | | | | 7,723,993 | | | | | | 0.2 | | |
| | | 4,400,000 (1) | | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/43 | | | | | 3,958,032 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 33,696,307 (4) | | | | GS Mortgage Securities Trust 2012-GCJ7 XA, 2.228%, 05/10/45 | | | | $ | 2,100,594 | | | | | | 0.1 | | |
| | | 16,251,823 (4) | | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.398%, 11/10/46 | | | | | 666,814 | | | | | | 0.0 | | |
| | | 595,524 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2004-C2 H, 5.758%, 05/15/41 | | | | | 597,205 | | | | | | 0.0 | | |
| | | 23,450,000 | (1)(4) | | JP Morgan Chase Commercial Mortgage Securities Corp. 2012-LC9 XB, 0.328%, 12/15/47 | | | | | 358,206 | | | | | | 0.0 | | | |
| | | 1,479,960 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2003-CB6 H, 5.379%, 07/12/37 | | | | | 1,467,455 | | | | | | 0.0 | | |
| | | 3,829,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2004-CIBC9 E, 5.338%, 06/12/41 | | | | | 3,850,478 | | | | | | 0.1 | | |
| | | 5,480,000 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2 F, 5.010%, 07/15/42 | | | | | 5,479,914 | | | | | | 0.1 | | |
| | | 35,891,114 (4) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.653%, 06/15/45 | | | | | 1,631,255 | | | | | | 0.1 | | |
| | | 2,600,000 (1) | | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.081%, 11/15/45 | | | | | 2,556,019 | | | | | | 0.1 | | |
| | | 2,731,850 (4) | | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.181%, 10/15/48 | | | | | 140,540 | | | | | | 0.0 | | |
| | | 20,198,288 (4) | | | | JPMCC Commercial Mortgage Securities Trust 2017-JP6 XA, 1.328%, 07/15/50 | | | | | 1,543,751 | | | | | | 0.0 | | |
| | | 2,723,000 (1) | | | | LB-UBS Commercial Mortgage Trust 2005-C1 H, 5.761%, 02/15/40 | | | | | 2,745,548 | | | | | | 0.1 | | |
| | | 2,600,000 (1) | | | | LB-UBS Commercial Mortgage Trust 2005-C5 G, 5.350%, 09/15/40 | | | | | 2,674,772 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 2,340,723 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.731%, 11/15/38 | | | | $ | 7,976 | | | | | | 0.0 | | | |
| | | 12,229,270 | (1)(4) | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.731%, 11/15/38 | | | | | 41,669 | | | | | | 0.0 | | | |
| | | 3,930,000 (1) | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 D, 4.688%, 08/15/45 | | | | | 4,020,439 | | | | | | 0.1 | | |
| | | 5,000,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 C, 4.462%, 02/15/48 | | | | | 4,959,571 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Morgan Stanley Capital I Trust 2005-T19 G, 5.599%, 06/12/47 | | | | | 990,917 | | | | | | 0.0 | | |
| | | 2,375,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.426%, 09/15/47 | | | | | 2,503,664 | | | | | | 0.1 | | |
| | | 3,325,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.426%, 09/15/47 | | | | | 3,503,404 | | | | | | 0.1 | | |
| | | 3,480,000 (1) | | | | Morgan Stanley Capital I, Inc. 2017-JWDR A, 2.100%, (US0001M + 0.850%), 11/15/34 | | | | | 3,484,335 | | | | | | 0.1 | | |
| | | 729,683 (1) | | | | Morgan Stanley Dean Witter Capital I Trust 2001-TOP3 E, 7.582%, 07/15/33 | | | | | 766,499 | | | | | | 0.0 | | |
| | | 4,006,687 (1) | | | | Morgan Stanley Reremic Trust 2012-XA B, 0.250%, 07/27/49 | | | | | 3,929,900 | | | | | | 0.1 | | |
| | | 27,076,757 | (1)(4) | | UBS-Barclays Commercial Mortgage Trust 2012-C3 XA, 1.891%, 08/10/49 | | | | | 1,973,259 | | | | | | 0.1 | | | |
| | | 79,956,705 (4) | | | | UBS Commercial Mortgage Trust 2017-C5, 1.036%, 11/15/50 | | | | | 5,784,332 | | | | | | 0.1 | | |
| | | 21,839,940 | (1)(4) | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.851%, 08/15/45 | | | | | 1,459,756 | | | | | | 0.1 | | | |
| | | 22,824,606 | (1)(4) | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.307%, 03/15/48 | | | | | 1,178,692 | | | | | | 0.0 | | | |
| | | 32,718,601 (4) | | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.153%, 12/15/47 | | | | | 1,864,162 | | | | | | 0.1 | | |
| | | 8,992,685 | | | | Other Securities | | | | | 9,063,934 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Total Commercial Mortgage-Backed Securities (Cost $185,192,616) | | | | $ | 184,505,173 | | | | | | 4.6 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| MUTUAL FUNDS: 18.0% | | ||||||||||||||||||
| | | | | | | Affiliated Investment Companies: 18.0% | | ||||||||||||
| | | 9,011,856 | | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 90,929,629 | | | | | | 2.3 | | |
| | | 14,134,302 | | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 140,636,301 | | | | | | 3.5 | | |
| | | 8,726,846 | | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 67,807,597 | | | | | | 1.7 | | |
| | | 2,424,097 | | | | Voya Floating Rate Fund Class P | | | | | 23,828,877 | | | | | | 0.6 | | |
| | | 15,607,039 | | | | Voya High Yield Bond Fund - Class P | | | | | 126,260,947 | | | | | | 3.1 | | |
| | | 12,877,456 | | | | Voya Investment Grade Credit Fund - Class P | | | | | 141,136,923 | | | | | | 3.5 | | |
| | | 13,060,785 | | | | Voya Securitized Credit Fund - Class P | | | | | 135,179,121 | | | | | | 3.3 | | |
| | | | | | | Total Mutual Funds (Cost $729,653,254) | | | | | 725,779,395 | | | | | | 18.0 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | Utilities: 0.0% | | ||||||||||||
| | | 88,468 (8) | | | | Other Securities | | | | | 2,125,001 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $2,211,700) | | | | | 2,125,001 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $4,071,325,885) | | | | | 4,109,305,712 | | | | | | 101.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.9% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 0.6% | | ||||||||||||
| | | 14,005,000 | | | | CVS Health, 3.440%, 01/02/18 | | | | | 14,002,403 | | | | | | 0.4 | | |
| | | 900,000 | | | | Ford Motor Credit Company, 01/03/18 | | | | | 899,801 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Thomson, 02/12/18 | | | | $ | 4,988,812 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Commercial Paper (continued) | | ||||||||||||
| | | 5,000,000 | | | | Thomson Reuters, 02/20/18 | | | | | 4,986,787 | | | | | | 0.1 | | |
| | | | | | | | | | | | 24,877,803 | | | | | | 0.6 | | |
| | | | | | | Securities Lending Collateral(9): 3.3% | | ||||||||||||
| | | 31,530,002 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $31,534,736, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $32,160,603, due 05/15/20-08/15/47) | | | | | 31,530,002 | | | | | | 0.8 | | |
| | | 6,600,472 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $6,601,492, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $6,732,481, due 01/31/18-06/20/63) | | | | | 6,600,472 | | | | | | 0.1 | | |
| | | 31,530,002 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $31,534,978, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $32,160,603, due 02/15/43-02/15/44) | | | | | 31,530,002 | | | | | | 0.8 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(9) (continued) | | ||||||||||||
| | | 31,530,002 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $31,535,185, collateralized by various U.S. Government Securities, 0.750%-2.250%, Market Value plus accrued interest $32,160,603, due 09/30/18-09/09/49) | | | | $ | 31,530,002 | | | | | | 0.8 | | |
| | | 31,530,002 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $31,535,634, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $32,405,577, due 01/15/19-02/15/46) | | | | | 31,530,002 | | | | | | 0.8 | | |
| | | | | | | | | | | | 132,720,480 | | | | | | 3.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.0% | | ||||||||||||
| | | 42,300,000 (10) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $42,300,000) | | | | | 42,300,000 | | | | | | 1.0 | | |
| | | | | | | Total Short-Term Investments (Cost $199,903,891) | | | | | 199,898,283 | | | | | | 4.9 | | |
| | | | | | | Total Investments in Securities (Cost $4,271,229,776) | | | | $ | 4,309,203,995 | | | | | | 106.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (266,935,307) | | | | | | (6.6) | | |
| | | | | | | Net Assets | | | | $ | 4,042,268,688 | | | | | | 100.0 | | |
|
| Reference Rate Abbreviations: | | |||
| 12MTA | | | 12-month Treasury Average | |
| COF 11 | | | 11th District Costs of Funds | |
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| PRIME | | | Federal Reserve Bank Prime Loan Rate | |
| US0001M | | | 1-month LIBOR | |
| US0003M | | | 3-month LIBOR | |
| US0006M | | | 6-month LIBOR | |
| US0012M | | | 12-month LIBOR | |
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 725,779,395 | | | | | $ | — | | | | | $ | — | | | | | $ | 725,779,395 | | |
Preferred Stock | | | | | 2,125,001 | | | | | | — | | | | | | — | | | | | | 2,125,001 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,110,549,868 | | | | | | — | | | | | | 1,110,549,868 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 537,148,045 | | | | | | — | | | | | | 537,148,045 | | |
Municipal Bonds | | | | | — | | | | | | 2,178,407 | | | | | | — | | | | | | 2,178,407 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 440,697,798 | | | | | | — | | | | | | 440,697,798 | | |
Asset-Backed Securities | | | | | — | | | | | | 469,138,853 | | | | | | 8,000,000 | | | | | | 477,138,853 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 622,621,289 | | | | | | — | | | | | | 622,621,289 | | |
Foreign Government Bonds | | | | | — | | | | | | 6,561,883 | | | | | | — | | | | | | 6,561,883 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 184,505,173 | | | | | | — | | | | | | 184,505,173 | | |
Short-Term Investments | | | | | 42,300,000 | | | | | | 157,598,283 | | | | | | — | | | | | | 199,898,283 | | |
Total Investments, at fair value | | | | $ | 770,204,396 | | | | | $ | 3,530,999,599 | | | | | $ | 8,000,000 | | | | | $ | 4,309,203,995 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 5,671,049 | | | | | | — | | | | | | 5,671,049 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 140,430 | | | | | | — | | | | | | 140,430 | | |
Futures | | | | | 2,090,711 | | | | | | — | | | | | | — | | | | | | 2,090,711 | | |
Total Assets | | | | $ | 772,295,107 | | | | | $ | 3,536,811,078 | | | | | $ | 8,000,000 | | | | | $ | 4,317,106,185 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (5,435,813) | | | | | $ | — | | | | | $ | (5,435,813) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (861,066) | | | | | | — | | | | | | (861,066) | | |
Futures | | | | | (2,367,073) | | | | | | — | | | | | | — | | | | | | (2,367,073) | | |
Total Liabilities | | | | $ | (2,367,073) | | | | | $ | (6,296,879) | | | | | $ | — | | | | | $ | (8,663,952) | | |
|
Issuer | | | Beginning Fair Value at 12/31/16 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2017 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 83,135,332 | | | | | $ | 4,246,193 | | | | | $ | — | | | | | $ | 3,548,104 | | | | | $ | 90,929,629 | | | | | $ | 4,246,193 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 126,279,438 | | | | | | 6,392,252 | | | | | | — | | | | | | 7,964,611 | | | | | | 140,636,301 | | | | | | 6,392,252 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 59,236,701 | | | | | | 2,319,612 | | | | | | — | | | | | | 6,251,284 | | | | | | 67,807,597 | | | | | | 2,319,612 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund Class P | | | | | 23,029,585 | | | | | | 1,095,628 | | | | | | — | | | | | | (296,336) | | | | | | 23,828,877 | | | | | | 1,092,827 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 98,027,562 | | | | | | 36,602,923 | | | | | | (9,180,993) | | | | | | 811,455 | | | | | | 126,260,947 | | | | | | 7,702,924 | | | | | | (180,993) | | | | | | — | | |
Voya Investment Grade Credit Fund Class P | | | | | 131,182,083 | | | | | | 7,669,399 | | | | | | — | | | | | | 2,285,441 | | | | | | 141,136,923 | | | | | | 4,835,637 | | | | | | — | | | | | | 2,835,003 | | |
Voya Securitized Credit Fund Class P | | | | | 123,996,498 | | | | | | 6,919,761 | | | | | | — | | | | | | 4,262,862 | | | | | | 135,179,121 | | | | | | 6,462,370 | | | | | | — | | | | | | 457,464 | | |
| | | | $ | 644,887,199 | | | | | $ | 65,245,768 | | | | | $ | (9,180,993) | | | | | $ | 24,827,421 | | | | | $ | 725,779,395 | | | | | $ | 33,051,815 | | | | | $ | (180,993) | | | | | $ | 3,292,467 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 3,785,315 | | | PLN 13,782,743 | | | Barclays Bank PLC | | | 01/12/18 | | | | $ | (174,205) | | |
USD 531,045 | | | RON 2,063,414 | | | Barclays Bank PLC | | | 01/12/18 | | | | | 476 | | |
USD 3,368,707 | | | HUF 884,306,740 | | | Barclays Bank PLC | | | 01/12/18 | | | | | (48,016) | | |
USD 4,952,571 | | | MYR 20,214,909 | | | Barclays Bank PLC | | | 03/09/18 | | | | | (16,679) | | |
USD 4,357,956 | | | THB 142,019,697 | | | Barclays Bank PLC | | | 03/09/18 | | | | | (7,146) | | |
USD 3,673,772 | | | IDR 50,194,746,125 | | | Barclays Bank PLC | | | 03/09/18 | | | | | (20,662) | | |
USD 4,073,584 | | | ZAR 56,586,342 | | | Citibank N.A. | | | 01/12/18 | | | | | (492,356) | | |
USD 3,294,081 | | | BRL 10,946,560 | | | Citibank N.A. | | | 02/09/18 | | | | | 8,833 | | |
USD 602,737 | | | PHP 30,666,070 | | | Goldman Sachs International | | | 03/09/18 | | | | | (10,266) | | |
USD 3,096,567 | | | TRY 11,701,978 | | | HSBC Bank USA N.A. | | | 01/12/18 | | | | | 18,884 | | |
USD 4,049,596 | | | MXN 78,679,027 | | | HSBC Bank USA N.A. | | | 02/09/18 | | | | | 77,741 | | |
SGD 1,301,140 | | | USD 962,428 | | | HSBC Bank USA N.A. | | | 03/09/18 | | | | | 11,394 | | |
USD 3,831,267 | | | RUB 225,086,922 | | | JPMorgan Chase Bank N.A. | | | 01/12/18 | | | | | (66,401) | | |
USD 2,195,213 | | | COP 6,651,495,118 | | | JPMorgan Chase Bank N.A. | | | 02/09/18 | | | | | (25,335) | | |
CZK 19,403,537 | | | USD 888,670 | | | Morgan Stanley | | | 01/12/18 | | | | | 23,102 | | |
| | | | | | | | | | | | | $ | (720,636) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | 2,328 | | | | | | 03/20/18 | | | | | $ | 288,781,125 | | | | | $ | (1,568,804) | | |
U.S. Treasury 2-Year Note | | | | | 1,535 | | | | | | 03/29/18 | | | | | | 328,657,892 | | | | | | (746,139) | | |
U.S. Treasury 5-Year Note | | | | | 95 | | | | | | 03/29/18 | | | | | | 11,035,586 | | | | | | (52,130) | | |
U.S. Treasury Ultra Long Bond | | | | | 611 | | | | | | 03/20/18 | | | | | | 102,437,969 | | | | | | 452,188 | | |
| | | | | | | | | | | | | | | | $ | 730,912,572 | | | | | $ | (1,914,885) | | |
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury Long Bond | | | | | (10) | | | | | | 03/20/18 | | | | | | (1,530,000) | | | | | | 2,481 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2,659) | | | | | | 03/20/18 | | | | | | (355,142,687) | | | | | | 1,636,042 | | |
| | | | | | | | | | | | | | | | $ | (356,672,687) | | | | | $ | 1,638,523 | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%) | | | Payment Frequency | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
iTraxx Europe Crossover Index, Series 28, Version 1 | | | Buy | | | | | (5.000) | | | | Quarterly | | | | | 12/20/22 | | | | | | EUR 113,480,000 | | | | | $ | (16,595,688) | | | | | $ | (96,606) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (16,595,688) | | | | | $ | (96,606) | | |
|
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/Receive Financing Rate (%) | | | Payment Frequency | | | Termination Date | | | Notional Amount(2) | | | Fair Value(3) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American High Yield Index, Series 29, Version 1 | | | Sell | | | | | 5.000 | | | | Quarterly | | | | | 12/20/22 | | | | | | USD 107,770,000 | | | | | $ | 8,928,206 | | | | | $ | 126,564 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 8,928,206 | | | | | $ | 126,564 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.460% | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 225,664,000 | | | | $ | (4,229,375) | | | | | $ | (4,229,375) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.372 | | | | Semi-Annual | | | | | 10/13/30 | | | | USD 50,908,000 | | | | | (622,909) | | | | | | (622,909) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.510 | | | | Semi-Annual | | | | | 10/13/35 | | | | USD 29,003,000 | | | | | (147,039) | | | | | | (147,039) | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 40,443,000 | | | | | 172,566 | | | | | | 172,566 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.668 | | | | Semi-Annual | | | | | 10/30/19 | | | | USD 444,148,000 | | | | | 2,987,426 | | | | | | 2,987,426 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.780 | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 112,415,000 | | | | | 2,384,493 | | | | | | 2,384,493 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.619 | | | | Semi-Annual | | | | | 10/13/45 | | | | USD 35,916,000 | | | | | (339,884) | | | | | | (339,884) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 205,278 | | | | | $ | 205,278 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 140,430 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | | 2,090,711 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 126,564 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 5,544,485 | | |
Total Asset Derivatives | | | | | | | $ | 7,902,190 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 861,066 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | | 2,367,073 | | |
Credit contracts | | | Net Assets — Unrealized depreciation** | | | | | 96,606 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 5,339,207 | | |
Total Liability Derivatives | | | | | | | $ | 8,663,952 | | |
|
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (298,550) | | | | | $ | — | | | | | $ | — | | | | | $ | (2,967,722) | | | | | $ | — | | | | | $ | (3,266,272) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 99,800 | | | | | | — | | | | | | — | | | | | | 99,800 | | |
Foreign exchange contracts | | | | | — | | | | | | (1,696,339) | | | | | | — | | | | | | — | | | | | | — | | | | | | (1,696,339) | | |
Interest rate contracts | | | | | (23,754) | | | | | | — | | | | | | (4,099,061) | | | | | | 14,760,411 | | | | | | 39,616 | | | | | | 10,677,212 | | |
Total | | | | $ | (322,304) | | | | | $ | (1,696,339) | | | | | $ | (3,999,261) | | | | | $ | 11,792,689 | | | | | $ | 39,616 | | | | | $ | 5,814,401 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts** | | | Futures | | | Swaps | | | Total | | ||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | 762,423 | | | | | $ | 762,423 | | |
Equity contracts | | | | | — | | | | | | (689,706) | | | | | | — | | | | | | (689,706) | | |
Foreign exchange contracts | | | | | (482,634) | | | | | | — | | | | | | — | | | | | | (482,634) | | |
Interest rate contracts | | | | | — | | | | | | 2,692,340 | | | | | | (14,525,790) | | | | | | (11,833,450) | | |
Total | | | | $ | (482,634) | | | | | $ | 2,002,634 | | | | | $ | (13,763,367) | | | | | $ | (12,243,367) | | |
|
| | | Barclays Bank PLC | | | BNP Paribas Bank | | | Citibank N.A. | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 476 | | | | | $ | — | | | | | $ | 8,833 | | | | | $ | — | | | | | $ | 108,019 | | | | | $ | — | | | | | $ | 23,102 | | | | | $ | 140,430 | | |
Total Assets | | | | $ | 476 | | | | | $ | — | | | | | $ | 8,833 | | | | | $ | — | | | | | $ | 108,019 | | | | | $ | — | | | | | $ | 23,102 | | | | | $ | 140,430 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 266,708 | | | | | $ | — | | | | | $ | 492,357 | | | | | $ | 10,266 | | | | | $ | — | | | | | $ | 91,736 | | | | | $ | — | | | | | $ | 861,067 | | |
Total Liabilities | | | | $ | 266,708 | | | | | $ | — | | | | | $ | 492,357 | | | | | $ | 10,266 | | | | | $ | — | | | | | $ | 91,736 | | | | | $ | — | | | | | $ | 861,067 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (266,232) | | | | | $ | — | | | | | $ | (483,524) | | | | | $ | (10,266) | | | | | $ | 108,019 | | | | | $ | (91,736) | | | | | $ | 23,102 | | | | | | (720,637) | | |
Total collateral pledged by the Portfolio/ (Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | 483,524 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 483,524 | | |
Net Exposure(1)(2) | | | | $ | (266,232) | | | | | $ | — | | | | | $ | — | | | | | $ | (10,266) | | | | | $ | 108,019 | | | | | $ | (91,736) | | | | | $ | 23,102 | | | | | $ | (237,113) | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2017 (continued) |
| Gross Unrealized Appreciation | | | | $ | 80,447,902 | | |
| Gross Unrealized Depreciation | | | | | (44,231,382) | | |
| Net Unrealized Appreciation | | | | $ | 36,216,520 | | |
|
Voya Small Company Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.7% | | ||||||||||||
| | | 151,265 (1) | | | | Big Lots, Inc. | | | | $ | 8,493,530 | | | | | | 1.2 | | |
| | | 50,168 (1) | | | | Childrens Place Retail Stores, Inc. | | | | | 7,291,919 | | | | | | 1.0 | | |
| | | 133,814 (2) | | | | Dave & Buster’s Entertainment, Inc. | | | | | 7,382,518 | | | | | | 1.0 | | |
| | | 389,560 (2) | | | | Gray Television, Inc. | | | | | 6,525,130 | | | | | | 0.9 | | |
| | | 53,625 | | | | Lithia Motors, Inc. | | | | | 6,091,264 | | | | | | 0.8 | | |
| | | 54,997 | | | | Marriott Vacations Worldwide Corp. | | | | | 7,436,144 | | | | | | 1.0 | | |
| | | 190,162 (1) | | | | Red Rock Resorts, Inc. | | | | | 6,416,066 | | | | | | 0.9 | | |
| | | 1,028,346 | (3)(4) | | Other Securities | | | | | 36,325,294 | | | | | | 4.9 | | | |
| | | | | | | | | | | | 85,961,865 | | | | | | 11.7 | | |
| | | | | | | Consumer Staples: 2.6% | | ||||||||||||
| | | 198,822 (2) | | | | Performance Food Group Co. | | | | | 6,581,008 | | | | | | 0.9 | | |
| | | 832,840 | (3)(4) | | Other Securities | | | | | 12,616,228 | | | | | | 1.7 | | | |
| | | | | | | | | | | | 19,197,236 | | | | | | 2.6 | | |
| | | | | | | Energy: 3.5% | | ||||||||||||
| | | 411,365 (2) | | | | Forum Energy Technologies, Inc. | | | | | 6,396,726 | | | | | | 0.9 | | |
| | | 1,155,077 | (3)(4) | | Other Securities | | | | | 19,203,561 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 25,600,287 | | | | | | 3.5 | | |
| | | | | | | Financials: 20.8% | | ||||||||||||
| | | 246,852 | | | | CenterState Bank Corp. | | | | | 6,351,502 | | | | | | 0.9 | | |
| | | 135,461 | | | | Chemical Financial Corp. | | | | | 7,243,100 | | | | | | 1.0 | | |
| | | 164,225 | | | | Great Western Bancorp, Inc. | | | | | 6,536,155 | | | | | | 0.9 | | |
| | | 98,330 | | | | Independent Bank Group, Inc. | | | | | 6,647,108 | | | | | | 0.9 | | |
| | | 161,121 | | | | MB Financial, Inc. | | | | | 7,173,107 | | | | | | 1.0 | | |
| | | 484,632 | | | | OM Asset Management Plc | | | | | 8,117,586 | | | | | | 1.1 | | |
| | | 69,500 | | | | Piper Jaffray Cos. | | | | | 5,994,375 | | | | | | 0.8 | | |
| | | 347,851 | | | | Radian Group, Inc. | | | | | 7,169,209 | | | | | | 1.0 | | |
| | | 110,543 | | | | Selective Insurance Group | | | | | 6,488,874 | | | | | | 0.9 | | |
| | | 283,389 | | | | Sterling Bancorp/DE | | | | | 6,971,369 | | | | | | 0.9 | | |
| | | 129,728 | | | | Stifel Financial Corp. | | | | | 7,726,600 | | | | | | 1.0 | | |
| | | 73,420 | | | | Wintrust Financial Corp. | | | | | 6,047,605 | | | | | | 0.8 | | |
| | | 2,899,712 (4) | | | | Other Securities | | | | | 70,063,045 | | | | | | 9.6 | | |
| | | | | | | | | | | | 152,529,635 | | | | | | 20.8 | | |
| | | | | | | Health Care: 13.1% | | ||||||||||||
| | | 124,490 (2) | | | | AMN Healthcare Services, Inc. | | | | | 6,131,132 | | | | | | 0.8 | | |
| | | 195,168 | | | | Healthsouth Corp. | | | | | 9,643,251 | | | | | | 1.3 | | |
| | | 142,309 (2) | | | | Prestige Brands Holdings, Inc. | | | | | 6,319,943 | | | | | | 0.9 | | |
| | | 1,638,292 | (3)(4) | | Other Securities | | | | | 73,853,492 | | | | | | 10.1 | | | |
| | | | | | | | | | | | 95,947,818 | | | | | | 13.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 15.7% | | ||||||||||||
| | | 197,652 | | | | ABM Industries, Inc. | | | | $ | 7,455,434 | | | | | | 1.0 | | |
| | | 127,336 (2) | | | | Atlas Air Worldwide Holdings, Inc. | | | | | 7,468,256 | | | | | | 1.0 | | |
| | | 130,290 (2) | | | | Beacon Roofing Supply, Inc. | | | | | 8,307,290 | | | | | | 1.1 | | |
| | | 60,048 | | | | Curtiss-Wright Corp. | | | | | 7,316,849 | | | | | | 1.0 | | |
| | | 82,235 | | | | EMCOR Group, Inc. | | | | | 6,722,711 | | | | | | 0.9 | | |
| | | 96,505 | | | | Granite Construction, Inc. | | | | | 6,121,312 | | | | | | 0.8 | | |
| | | 217,525 (1) | | | | Schneider National, Inc. | | | | | 6,212,514 | | | | | | 0.9 | | |
| | | 133,752 (2) | | | | SPX FLOW, Inc. | | | | | 6,359,908 | | | | | | 0.9 | | |
| | | 137,924 | | | | Tetra Tech, Inc. | | | | | 6,641,041 | | | | | | 0.9 | | |
| | | 176,590 | | | | Universal Forest Products, Inc. | | | | | 6,643,316 | | | | | | 0.9 | | |
| | | 82,995 | | | | Watts Water Technologies, Inc. | | | | | 6,303,470 | | | | | | 0.9 | | |
| | | 80,534 | | | | Woodward, Inc. | | | | | 6,164,072 | | | | | | 0.8 | | |
| | | 1,248,020 (4) | | | | Other Securities | | | | | 33,614,554 | | | | | | 4.6 | | |
| | | | | | | | | | | | 115,330,727 | | | | | | 15.7 | | |
| | | | | | | Information Technology: 13.9% | | ||||||||||||
| | | 432,827 (2) | | | | 8x8, Inc. | | | | | 6,102,861 | | | | | | 0.8 | | |
| | | 59,477 (2) | | | | CACI International, Inc. | | | | | 7,871,781 | | | | | | 1.1 | | |
| | | 72,660 (2) | | | | Euronet Worldwide, Inc. | | | | | 6,123,058 | | | | | | 0.9 | | |
| | | 213,805 (2) | | | | Everbridge, Inc. | | | | | 6,354,285 | | | | | | 0.9 | | |
| | | 43,226 | | | | Fair Isaac Corp. | | | | | 6,622,223 | | | | | | 0.9 | | |
| | | 99,842 | | | | j2 Global, Inc. | | | | | 7,491,145 | | | | | | 1.0 | | |
| | | 98,745 (2) | | | | Plexus Corp. | | | | | 5,995,796 | | | | | | 0.8 | | |
| | | 74,238 (2) | | | | Proofpoint, Inc. | | | | | 6,593,077 | | | | | | 0.9 | | |
| | | 49,250 | | | | SYNNEX Corp. | | | | | 6,695,538 | | | | | | 0.9 | | |
| | | 986,954 (4) | | | | Other Securities | | | | | 42,024,254 | | | | | | 5.7 | | |
| | | | | | | | | | | | 101,874,018 | | | | | | 13.9 | | |
| | | | | | | Materials: 5.3% | | ||||||||||||
| | | 125,262 | | | | Carpenter Technology Corp. | | | | | 6,387,109 | | | | | | 0.9 | | |
| | | 295,845 | | | | Commercial Metals Co. | | | | | 6,307,415 | | | | | | 0.8 | | |
| | | 721,786 | | | | Other Securities | | | | | 26,214,616 | | | | | | 3.6 | | |
| | | | | | | | | | | | 38,909,140 | | | | | | 5.3 | | |
| | | | | | | Real Estate: 6.3% | | ||||||||||||
| | | 778,630 | | | | Cousins Properties, Inc. | | | | | 7,202,327 | | | | | | 1.0 | | |
| | | 339,407 | | | | Easterly Government Properties, Inc. | | | | | 7,242,945 | | | | | | 1.0 | | |
| | | 178,494 | | | | Hudson Pacific Properties, Inc. | | | | | 6,113,420 | | | | | | 0.8 | | |
| | | 994,332 | | | | Other Securities | | | | | 25,362,803 | | | | | | 3.5 | | |
| | | | | | | | | | | | 45,921,495 | | | | | | 6.3 | | |
| | | | | | | Telecommunication Services: 1.4% | | ||||||||||||
| | | 620,438 (4) | | | | Other Securities | | | | | 10,278,596 | | | | | | 1.4 | | |
| | | | | | | Utilities: 2.7% | | ||||||||||||
| | | 326,657 | | | | Other Securities | | | | | 19,486,236 | | | | | | 2.7 | | |
| | | | | | | Total Common Stock (Cost $616,824,947) | | | | | 711,037,053 | | | | | | 97.0 | | |
|
Voya Small Company Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EXCHANGE-TRADED FUNDS: 0.7% | | ||||||||||||||||||
| | | 36,699 | | | | Other Securities | | | | $ | 5,595,130 | | | | | | 0.7 | | |
| | | | | | | Total Exchange-Traded Funds (Cost $4,678,779) | | | | | 5,595,130 | | | | | | 0.7 | | |
| | | | | | | Total Long-Term Investments (Cost $621,503,726) | | | | | 716,632,183 | | | | | | 97.7 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 3.8% | | ||||||||||||
| | | 1,391,220 | | | | Bank of Nova Scotia/New York, Repurchase Agreement dated 12/29/17, 1.36%, due 01/02/18 (Repurchase Amount $1,391,427, collateralized by various U.S. Government Securities, 0.125%-3.625%, Market Value plus accrued interest $1,419,259, due 01/31/19-09/09/49) | | | | | 1,391,220 | | | | | | 0.2 | | |
| | | 6,613,397 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $6,614,419, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $6,745,665, due 01/31/18-06/20/63) | | | | | 6,613,397 | | | | | | 0.9 | | |
| | | 6,613,397 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $6,614,433, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $6,745,665, due 01/11/18-12/01/51) | | | | | 6,613,397 | | | | | | 0.9 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 6,613,397 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $6,614,441, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $6,745,665, due 02/15/43-02/15/44) | | | | $ | 6,613,397 | | | | | | 0.9 | | |
| | | 6,613,397 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $6,614,578, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,797,048, due 01/15/19-02/15/46) | | | | | 6,613,397 | | | | | | 0.9 | | |
| | | | | | | | | | | | 27,844,808 | | | | | | 3.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.9% | | ||||||||||||
| | | 13,819,000 (6) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $13,819,000) | | | | | 13,819,000 | | | | | | 1.9 | | |
| | | | | | | Total Short-Term Investments (Cost $41,663,808) | | | | | 41,663,808 | | | | | | 5.7 | | |
| | | | | | | Total Investments in Securities (Cost $663,167,534) | | | | $ | 758,295,991 | | | | | | 103.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (25,252,810) | | | | | | (3.4) | | |
| | | | | | | Net Assets | | | | $ | 733,043,181 | | | | | | 100.0 | | |
|
Voya Small Company Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 711,037,053 | | | | | $ | — | | | | | $ | — | | | | | $ | 711,037,053 | | |
Exchange-Traded Funds | | | | | 5,595,130 | | | | | | — | | | | | | — | | | | | | 5,595,130 | | |
Short-Term Investments | | | | | 13,819,000 | | | | | | 27,844,808 | | | | | | — | | | | | | 41,663,808 | | |
Total Investments, at fair value | | | | $ | 730,451,183 | | | | | $ | 27,844,808 | | | | | $ | — | | | | | $ | 758,295,991 | | |
| Gross Unrealized Appreciation | | | | $ | 110,786,000 | | |
| Gross Unrealized Depreciation | | | | | (17,342,632) | | |
| Net Unrealized Appreciation | | | | $ | 93,443,368 | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Balanced Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.4058 | | |
Class S | | | NII | | | | $ | 0.3649 | | |
Voya Global Equity Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1863 | | |
Class I | | | NII | | | | $ | 0.2394 | | |
Class S | | | NII | | | | $ | 0.2130 | | |
Class S2 | | | NII | | | | $ | 0.2093 | | |
Class T | | | NII | | | | $ | 0.1729 | | |
Voya Government Money Market Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.0059 | | |
Class S | | | NII | | | | $ | 0.0044 | | |
All Classes | | | STCG | | | | $ | 0.0002 | | |
Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.4058 | | |
Class I | | | NII | | | | $ | 0.5584 | | |
Class S | | | NII | | | | $ | 0.4724 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Growth and Income Portfolio (continued) | | |||||||||
Class S2 | | | NII | | | | $ | 0.4349 | | |
All Classes | | | STCG | | | | $ | 0.8191 | | |
All Classes | | | LTCG | | | | $ | 2.7609 | | |
Voya Intermediate Bond Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3622 | | |
Class I | | | NII | | | | $ | 0.4302 | | |
Class S | | | NII | | | | $ | 0.3954 | | |
Class S2 | | | NII | | | | $ | 0.3749 | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | — | | |
Class I | | | NII | | | | $ | 0.0767 | | |
Class R6 | | | NII | | | | $ | 0.0767 | | |
Class S | | | NII | | | | $ | 0.0283 | | |
All Classes | | | STCG | | | | $ | 0.2409 | | |
All Classes | | | LTCG | | | | $ | 2.1182 | | |
| Voya Balanced Portfolio | | | | | 34.36% | | |
| Voya Global Equity Portfolio | | | | | 66.77% | | |
| Voya Growth and Income Portfolio | | | | | 37.70% | | |
| Voya Small Company Portfolio | | | | | 54.34% | | |
| Voya Growth and Income Portfolio | | | | $ | 297,433,409 | | |
| Voya Small Company Portfolio | | | | $ | 68,540,770 | | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Independent Directors/Trustees*: | | |||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Director/Trustee | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Chairperson Director/Trustee | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (23 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 67 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director/Trustee | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Director/Trustee | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 – September 2012). | | | 151 | | | None. | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Director/Trustee | | | May 2013 – Present | | | Retired. | | | 151 | | | None. | |
Director/Trustee who is an “interested person”: | | | | | ||||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director/Trustee | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Executive Vice President | | | April 2002 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (March 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 67 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Anti-Money Laundering Officer, Voya Investments Distributor, LLC (April 2010 – Present). Anti-Money Laundering Officer, Voya Financial, Inc. (January 2013 – Present); and Anti-Money Laundering Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 40 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance, Voya Investments LLC, and Chief Compliance Officer for Voya Investments, LLC and Directed Services, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014); Assistant Vice President, Senior Project Manager (May 2008 – May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Assistant Secretary | | | May 2013 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
January 19, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays Long-Term U.S. Treasury Index | | | | This index measures the performance of U.S. Treasury bills with long-term maturity. The credit level for this index is investment grade. The rebalance scheme is monthly. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P MidCap 400® Index | | | | An index that measures the performance of the mid-size company segment of the U.S. market. | | |
| | S&P SmallCap 600® Index | | | | An index used to measure stock market performance composed of companies with a weighted average market value of approximately $630 million. | | |
Voya Index Plus LargeCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 24.9% | |
| Financials | | | 14.7% | |
| Health Care | | | 13.5% | |
| Consumer Discretionary | | | 10.7% | |
| Industrials | | | 10.5% | |
| Consumer Staples | | | 8.5% | |
| Energy | | | 5.8% | |
| Utilities | | | 3.1% | |
| Real Estate | | | 3.0% | |
| Materials | | | 2.6% | |
| Telecommunication Services | | | 1.9% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 3.6% | |
| Apple, Inc. | | | 3.2% | |
| Johnson & Johnson | | | 2.3% | |
| Exxon Mobil Corp. | | | 2.2% | |
| Alphabet, Inc. - Class A | | | 2.1% | |
| Bank of America Corp. | | | 1.9% | |
| JPMorgan Chase & Co. | | | 1.9% | |
| AT&T, Inc. | | | 1.7% | |
| Pfizer, Inc. | | | 1.7% | |
| Home Depot, Inc. | | | 1.7% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus LargeCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 24.64% | | | | | | 15.97% | | | | | | 7.78% | | | |
| | Class S | | | | | 24.30% | | | | | | 15.69% | | | | | | 7.51% | | | |
| | S&P 500® Index | | | | | 21.83% | | | | | | 15.79% | | | | | | 8.50% | | | |
| | | | |
Voya Index Plus MidCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 17.3% | |
| Financials | | | 17.0% | |
| Industrials | | | 15.4% | |
| Consumer Discretionary | | | 12.6% | |
| Real Estate | | | 8.9% | |
| Health Care | | | 7.6% | |
| Materials | | | 7.0% | |
| Utilities | | | 5.1% | |
| Energy | | | 3.9% | |
| Consumer Staples | | | 3.5% | |
| Assets in Excess of Other Liabilities* | | | 1.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Steel Dynamics, Inc. | | | 1.2% | |
| East West Bancorp, Inc. | | | 1.1% | |
| CDK Global, Inc. | | | 1.0% | |
| WellCare Health Plans, Inc. | | | 1.0% | |
| Domino’s Pizza, Inc. | | | 1.0% | |
| Manpowergroup, Inc. | | | 1.0% | |
| Ingredion, Inc. | | | 1.0% | |
| JetBlue Airways Corp. | | | 1.0% | |
| Fortinet, Inc. | | | 1.0% | |
| Carlisle Cos., Inc. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus MidCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 13.58% | | | | | | 14.21% | | | | | | 8.53% | | | |
| | Class S | | | | | 13.29% | | | | | | 13.91% | | | | | | 8.25% | | | |
| | S&P MidCap 400® Index | | | | | 16.24% | | | | | | 15.01% | | | | | | 9.97% | | | |
| | | | |
Voya Index Plus SmallCap Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 20.3% | |
| Financials | | | 16.6% | |
| Consumer Discretionary | | | 15.7% | |
| Information Technology | | | 13.4% | |
| Health Care | | | 13.4% | |
| Real Estate | | | 5.8% | |
| Materials | | | 5.2% | |
| Energy | | | 3.1% | |
| Utilities | | | 2.7% | |
| Consumer Staples | | | 2.6% | |
| Telecommunication Services | | | 0.8% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| TopBuild Corp. | | | 1.1% | |
| Chemed Corp. | | | 1.1% | |
| Evercore, Inc. | | | 1.0% | |
| Boyd Gaming Corp. | | | 1.0% | |
| Nektar Therapeutics | | | 1.0% | |
| Childrens Place Retail Stores, Inc. | | | 1.0% | |
| On Assignment, Inc. | | | 1.0% | |
| CACI International, Inc. | | | 1.0% | |
| Marriott Vacations Worldwide Corp. | | | 0.9% | |
| Barnes Group, Inc. | | | 0.9% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Index Plus SmallCap Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 9.91% | | | | | | 15.30% | | | | | | 8.76% | | | |
| | Class S | | | | | 9.60% | | | | | | 15.01% | | | | | | 8.50% | | | |
| | S&P SmallCap 600® Index | | | | | 13.23% | | | | | | 15.99% | | | | | | 10.43% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | | | | | | | | ||||||||||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,134.50 | | | | | | 0.46% | | | | | $ | 2.47 | | | | | $ | 1,000.00 | | | | | $ | 1,022.89 | | | | | | 0.46% | | | | | $ | 2.35 | | | | | | | | | | ||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,133.00 | | | | | | 0.71 | | | | | | 3.82 | | | | | | 1,000.00 | | | | | | 1,021.63 | | | | | | 0.71 | | | | | | 3.62 | | | | | | | | | | ||||||||||||||
Voya Index Plus MidCap Portfolio | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,076.60 | | | | | | 0.51% | | | | | $ | 2.67 | | | | | $ | 1,000.00 | | | | | $ | 1,022.63 | | | | | | 0.51% | | | | | $ | 2.60 | | | | | | | | | | ||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,074.80 | | | | | | 0.76 | | | | | | 3.97 | | | | | | 1,000.00 | | | | | | 1,021.37 | | | | | | 0.76 | | | | | | 3.87 | | | | | | | | | | ||||||||||||||
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,075.50 | | | | | | 0.52% | | | | | $ | 2.72 | | | | | $ | 1,000.00 | | | | | $ | 1,022.58 | | | | | | 0.52% | | | | | $ | 2.65 | | | | | | | | | | ||||||||||||||
Class S | | | | | 1,000.00 | | | | | | 1,073.80 | | | | | | 0.77 | | | | | | 4.02 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.77 | | | | | | 3.92 | | | | | | | | | |
Voya Variable Portfolios, Inc.:
February 15, 2018
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | |||||||||||||||
Investments in securities at fair value+* | | | | $ | 867,506,647 | | | | | $ | 636,846,993 | | | | | $ | 295,760,384 | | |
Short-term investments at fair value** | | | | | 23,620,335 | | | | | | 33,532,791 | | | | | | 16,574,348 | | |
Cash collateral for futures | | | | | 188,898 | | | | | | 228,450 | | | | | | 30,053 | | |
Receivables: | | | | | |||||||||||||||
Investment securities sold | | | | | — | | | | | | — | | | | | | 589,030 | | |
Fund shares sold | | | | | 113,708 | | | | | | 205,402 | | | | | | 72,318 | | |
Dividends | | | | | 829,417 | | | | | | 720,048 | | | | | | 314,107 | | |
Prepaid expenses | | | | | 3,321 | | | | | | 2,780 | | | | | | 1,343 | | |
Other assets | | | | | 84,371 | | | | | | 57,079 | | | | | | 28,924 | | |
Total assets | | | | | 892,346,697 | | | | | | 671,593,543 | | | | | | 313,370,507 | | |
LIABILITIES: | | | | | |||||||||||||||
Payable for investment securities purchased | | | | | — | | | | | | — | | | | | | 598,496 | | |
Payable for fund shares redeemed | | | | | 1,340,046 | | | | | | 165,835 | | | | | | 305,852 | | |
Payable upon receipt of securities loaned | | | | | 16,065,335 | | | | | | 23,066,791 | | | | | | 15,244,348 | | |
Payable for investment management fees | | | | | 334,372 | | | | | | 275,431 | | | | | | 126,835 | | |
Payable for distribution and shareholder service fees | | | | | 21,595 | | | | | | 19,096 | | | | | | 14,300 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 84,371 | | | | | | 57,079 | | | | | | 28,924 | | |
Payable for directors fees | | | | | 4,136 | | | | | | 3,262 | | | | | | 1,532 | | |
Other accrued expenses and liabilities | | | | | 91,409 | | | | | | 116,919 | | | | | | 53,925 | | |
Total liabilities | | | | | 17,941,264 | | | | | | 23,704,413 | | | | | | 16,374,212 | | |
NET ASSETS | | | | $ | 874,405,433 | | | | | $ | 647,889,130 | | | | | $ | 296,996,295 | | |
NET ASSETS WERE COMPRISED OF: | | | | | |||||||||||||||
Paid-in capital | | | | $ | 606,046,111 | | | | | $ | 484,711,750 | | | | | $ | 207,542,830 | | |
Undistributed net investment income | | | | | 13,124,069 | | | | | | 5,947,461 | | | | | | 2,328,567 | | |
Accumulated net realized gain | | | | | 70,542,963 | | | | | | 70,245,474 | | | | | | 36,564,418 | | |
Net unrealized appreciation | | | | | 184,692,290 | | | | | | 86,984,445 | | | | | | 50,560,480 | | |
NET ASSETS | | | | $ | 874,405,433 | | | | | $ | 647,889,130 | | | | | $ | 296,996,295 | | |
+ Including securities loaned at value | | | | $ | 15,713,038 | | | | | $ | 22,508,977 | | | | | $ | 14,832,754 | | |
* Cost of investments in securities | | | | $ | 682,815,511 | | | | | $ | 549,954,485 | | | | | $ | 245,200,950 | | |
** Cost of short-term investments | | | | $ | 23,620,335 | | | | | $ | 33,532,791 | | | | | $ | 16,574,348 | | |
Class I | | | | | |||||||||||||||
Net assets | | | | $ | 774,134,558 | | | | | $ | 559,342,461 | | | | | $ | 231,350,902 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 26,591,523 | | | | | | 24,374,486 | | | | | | 8,639,594 | | |
Net asset value and redemption price per share | | | | $ | 29.11 | | | | | $ | 22.95 | | | | | $ | 26.78 | | |
Class S | | | | | |||||||||||||||
Net assets | | | | $ | 100,270,875 | | | | | $ | 88,546,669 | | | | | $ | 65,645,393 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,472,694 | | | | | | 3,918,907 | | | | | | 2,479,720 | | |
Net asset value and redemption price per share | | | | $ | 28.87 | | | | | $ | 22.59 | | | | | $ | 26.47 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | |||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 16,809,709 | | | | | $ | 9,473,298 | | | | | $ | 3,822,320 | | |
Interest | | | | | 2,077 | | | | | | 1,010 | | | | | | 735 | | |
Securities lending income, net | | | | | 105,336 | | | | | | 154,998 | | | | | | 325,762 | | |
Total investment income | | | | | 16,917,122 | | | | | | 9,629,306 | | | | | | 4,148,817 | | |
EXPENSES: | | | | | |||||||||||||||
Investment management fees | | | | | 3,723,177 | | | | | | 3,261,145 | | | | | | 1,531,921 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class S | | | | | 259,982 | | | | | | 239,713 | | | | | | 181,730 | | |
Transfer agent fees | | | | | 946 | | | | | | 680 | | | | | | 430 | | |
Shareholder reporting expense | | | | | 54,750 | | | | | | 44,890 | | | | | | 31,755 | | |
Professional fees | | | | | 48,305 | | | | | | 45,388 | | | | | | 25,851 | | |
Custody and accounting expense | | | | | 71,630 | | | | | | 68,140 | | | | | | 33,075 | | |
Director fees | | | | | 33,095 | | | | | | 26,089 | | | | | | 12,255 | | |
Miscellaneous expense | | | | | 26,000 | | | | | | 23,466 | | | | | | 13,706 | | |
Interest expense | | | | | 1,327 | | | | | | 2,127 | | | | | | 1,227 | | |
Total expenses | | | | | 4,219,212 | | | | | | 3,711,638 | | | | | | 1,831,950 | | |
Waived and reimbursed fees | | | | | (119,199) | | | | | | (100,413) | | | | | | (48,131) | | |
Net expenses | | | | | 4,100,013 | | | | | | 3,611,225 | | | | | | 1,783,819 | | |
Net investment income | | | | | 12,817,109 | | | | | | 6,018,081 | | | | | | 2,364,998 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | |||||||||||||||
Net realized gain (loss) on: | | | | | |||||||||||||||
Investments | | | | | 70,431,206 | | | | | | 71,152,446 | | | | | | 36,369,156 | | |
Futures | | | | | 1,474,307 | | | | | | 358,914 | | | | | | 343,584 | | |
Net realized gain | | | | | 71,905,513 | | | | | | 71,511,360 | | | | | | 36,712,740 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | |||||||||||||||
Investments | | | | | 97,519,268 | | | | | | 4,815,019 | | | | | | (10,956,381) | | |
Futures | | | | | (14,631) | | | | | | 202,345 | | | | | | 61,731 | | |
Net change in unrealized appreciation (depreciation) | | | | | 97,504,637 | | | | | | 5,017,364 | | | | | | (10,894,650) | | |
Net realized and unrealized gain | | | | | 169,410,150 | | | | | | 76,528,724 | | | | | | 25,818,090 | | |
Increase in net assets resulting from operations | | | | $ | 182,227,259 | | | | | $ | 82,546,805 | | | | | $ | 28,183,088 | | |
* Foreign taxes withheld | | | | $ | 66,988 | | | | | $ | — | | | | | $ | 2,056 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 12,817,109 | | | | | $ | 13,026,318 | | | | | $ | 6,018,081 | | | | | $ | 6,641,522 | | |
Net realized gain | | | | | 71,905,513 | | | | | | 41,448,819 | | | | | | 71,511,360 | | | | | | 42,374,802 | | |
Net change in unrealized appreciation (depreciation) | | | | | 97,504,637 | | | | | | 18,388,068 | | | | | | 5,017,364 | | | | | | 55,421,608 | | |
Increase in net assets resulting from operations | | | | | 182,227,259 | | | | | | 72,863,205 | | | | | | 82,546,805 | | | | | | 104,437,932 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class I | | | | | (11,620,498) | | | | | | (10,809,595) | | | | | | (7,347,533) | | | | | | (5,342,632) | | |
Class S | | | | | (1,432,141) | | | | | | (1,522,802) | | | | | | (1,042,875) | | | | | | (767,459) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class I | | | | | (13,314,297) | | | | | | — | | | | | | (35,337,304) | | | | | | (49,733,332) | | |
Class S | | | | | (1,942,904) | | | | | | — | | | | | | (6,230,786) | | | | | | (9,821,479) | | |
Total distributions | | | | | (28,309,840) | | | | | | (12,332,397) | | | | | | (49,958,498) | | | | | | (65,664,902) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 33,191,342 | | | | | | 135,466,784 | | | | | | 16,226,066 | | | | | | 11,923,509 | | |
Reinvestment of distributions | | | | ��� | 28,309,840 | | | | | | 12,332,397 | | | | | | 49,958,498 | | | | | | 65,664,902 | | |
| | | | | 61,501,182 | | | | | | 147,799,181 | | | | | | 66,184,564 | | | | | | 77,588,411 | | |
Cost of shares redeemed | | | | | (123,408,714) | | | | | | (100,880,917) | | | | | | (116,080,775) | | | | | | (67,135,634) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (61,907,532) | | | | | | 46,918,264 | | | | | | (49,896,211) | | | | | | 10,452,777 | | |
Net increase (decrease) in net assets | | | | | 92,009,887 | | | | | | 107,449,072 | | | | | | (17,307,904) | | | | | | 49,225,807 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 782,395,546 | | | | | | 674,946,474 | | | | | | 665,197,034 | | | | | | 615,971,227 | | |
End of year or period | | | | $ | 874,405,433 | | | | | $ | 782,395,546 | | | | | $ | 647,889,130 | | | | | $ | 665,197,034 | | |
Undistributed net investment income at end of year or period | | | | $ | 13,124,069 | | | | | $ | 12,858,256 | | | | | $ | 5,947,461 | | | | | $ | 7,854,991 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||
FROM OPERATIONS: | | | | ||||||||||
Net investment income | | | | $ | 2,364,998 | | | | | $ | 2,530,705 | | |
Net realized gain | | | | | 36,712,740 | | | | | | 26,440,800 | | |
Net change in unrealized appreciation (depreciation) | | | | | (10,894,650) | | | | | | 41,456,059 | | |
Increase in net assets resulting from operations | | | | | 28,183,088 | | | | | | 70,427,564 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Net investment income: | | | | ||||||||||
Class I | | | | | (2,087,309) | | | | | | (1,780,955) | | |
Class S | | | | | (473,519) | | | | | | (456,101) | | |
Net realized gains: | | | | ||||||||||
Class I | | | | | (19,997,489) | | | | | | (5,776,000) | | |
Class S | | | | | (6,351,708) | | | | | | (2,170,037) | | |
Total distributions | | | | | (28,910,025) | | | | | | (10,183,093) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | ||||||||||
Net proceeds from sale of shares | | | | | 13,519,968 | | | | | | 14,297,947 | | |
Reinvestment of distributions | | | | | 28,910,025 | | | | | | 10,183,093 | | |
| | | | | 42,429,993 | | | | | | 24,481,040 | | |
Cost of shares redeemed | | | | | (70,891,173) | | | | | | (33,857,766) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (28,461,180) | | | | | | (9,376,726) | | |
Net increase (decrease) in net assets | | | | | (29,188,117) | | | | | | 50,867,745 | | |
NET ASSETS: | | | | ||||||||||
Beginning of year or period | | | | | 326,184,412 | | | | | | 275,316,667 | | |
End of year or period | | | | $ | 296,996,295 | | | | | $ | 326,184,412 | | |
Undistributed net investment income at end of year or period | | | | $ | 2,328,567 | | | | | $ | 2,524,397 | | |
|
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 24.19 | | | | | | 0.42• | | | | | | 5.41 | | | | | | 5.83 | | | | | | 0.42 | | | | | | 0.49 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 29.11 | | | | | | 24.64 | | | | | | 0.48 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.58 | | | | | | 774,135 | | | | | | 56 | | |
12-31-16 | | | | | 22.32 | | | | | | 0.42• | | | | | | 1.83 | | | | | | 2.25 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 24.19 | | | | | | 10.27 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.85 | | | | | | 678,267 | | | | | | 96 | | |
12-31-15 | | | | | 22.48 | | | | | | 0.39• | | | | | | (0.19) | | | | | | 0.20 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 22.32 | | | | | | 0.84 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.74 | | | | | | 565,257 | | | | | | 66 | | |
12-31-14 | | | | | 20.05 | | | | | | 0.33• | | | | | | 2.41 | | | | | | 2.74 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 22.48 | | | | | | 13.86 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.58 | | | | | | 639,454 | | | | | | 72 | | |
12-31-13 | | | | | 15.37 | | | | | | 0.28• | | | | | | 4.72 | | | | | | 5.00 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 20.05 | | | | | | 32.92 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.60 | | | | | | 601,491 | | | | | | 80 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 24.00 | | | | | | 0.35• | | | | | | 5.37 | | | | | | 5.72 | | | | | | 0.36 | | | | | | 0.49 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 28.87 | | | | | | 24.30 | | | | | | 0.73 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.33 | | | | | | 100,271 | | | | | | 56 | | |
12-31-16 | | | | | 22.14 | | | | | | 0.36• | | | | | | 1.82 | | | | | | 2.18 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 24.00 | | | | | | 9.99 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.59 | | | | | | 104,129 | | | | | | 96 | | |
12-31-15 | | | | | 22.29 | | | | | | 0.33• | | | | | | (0.18) | | | | | | 0.15 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 22.14 | | | | | | 0.63 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.49 | | | | | | 109,690 | | | | | | 66 | | |
12-31-14 | | | | | 19.89 | | | | | | 0.28• | | | | | | 2.38 | | | | | | 2.66 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 22.29 | | | | | | 13.54 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.33 | | | | | | 129,744 | | | | | | 72 | | |
12-31-13 | | | | | 15.24 | | | | | | 0.24• | | | | | | 4.68 | | | | | | 4.92 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 19.89 | | | | | | 32.67 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.35 | | | | | | 136,884 | | | | | | 80 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 21.87 | | | | | | 0.21• | | | | | | 2.62 | | | | | | 2.83 | | | | | | 0.30 | | | | | | 1.45 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 22.95 | | | | | | 13.58 | | | | | | 0.53 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 0.96 | | | | | | 559,342 | | | | | | 75 | | |
12-31-16 | | | | | 20.74 | | | | | | 0.23 | | | | | | 3.18 | | | | | | 3.41 | | | | | | 0.22 | | | | | | 2.06 | | | | | | — | | | | | | 2.28 | | | | | | — | | | | | | 21.87 | | | | | | 18.14 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.11 | | | | | | 561,057 | | | | | | 99 | | |
12-31-15 | | | | | 24.58 | | | | | | 0.22 | | | | | | (0.45) | | | | | | (0.23) | | | | | | 0.23 | | | | | | 3.38 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.74 | | | | | | (1.79) | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.94 | | | | | | 513,583 | | | | | | 90 | | |
12-31-14 | | | | | 23.62 | | | | | | 0.21• | | | | | | 1.95 | | | | | | 2.16 | | | | | | 0.19 | | | | | | 1.01 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 24.58 | | | | | | 9.56 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.89 | | | | | | 577,230 | | | | | | 72 | | |
12-31-13 | | | | | 17.76 | | | | | | 0.17• | | | | | | 5.92 | | | | | | 6.09 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 23.62 | | | | | | 34.56 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.81 | | | | | | 588,001 | | | | | | 66 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 21.55 | | | | | | 0.15• | | | | | | 2.58 | | | | | | 2.73 | | | | | | 0.24 | | | | | | 1.45 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 22.59 | | | | | | 13.29 | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.71 | | | | | | 88,547 | | | | | | 75 | | |
12-31-16 | | | | | 20.46 | | | | | | 0.19 | | | | | | 3.12 | | | | | | 3.31 | | | | | | 0.16 | | | | | | 2.06 | | | | | | — | | | | | | 2.22 | | | | | | — | | | | | | 21.55 | | | | | | 17.83 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.86 | | | | | | 104,140 | | | | | | 99 | | |
12-31-15 | | | | | 24.29 | | | | | | 0.15• | | | | | | (0.44) | | | | | | (0.29) | | | | | | 0.16 | | | | | | 3.38 | | | | | | — | | | | | | 3.54 | | | | | | — | | | | | | 20.46 | | | | | | (2.06) | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 102,389 | | | | | | 90 | | |
12-31-14 | | | | | 23.35 | | | | | | 0.15• | | | | | | 1.93 | | | | | | 2.08 | | | | | | 0.13 | | | | | | 1.01 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 24.29 | | | | | | 9.30 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.63 | | | | | | 123,119 | | | | | | 72 | | |
12-31-13 | | | | | 17.56 | | | | | | 0.12• | | | | | | 5.85 | | | | | | 5.97 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 23.35 | | | | | | 34.23 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.56 | | | | | | 135,017 | | | | | | 66 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 26.91 | | | | | | 0.22• | | | | | | 2.25 | | | | | | 2.47 | | | | | | 0.25 | | | | | | 2.35 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 26.78 | | | | | | 9.91 | | | | | | 0.54 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 0.83 | | | | | | 231,351 | | | | | | 65 | | |
12-31-16 | | | | | 21.97 | | | | | | 0.23 | | | | | | 5.57 | | | | | | 5.80 | | | | | | 0.20 | | | | | | 0.66 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 26.91 | | | | | | 27.32 | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.95 | | | | | | 243,530 | | | | | | 60 | | |
12-31-15 | | | | | 22.90 | | | | | | 0.19• | | | | | | (0.92) | | | | | | (0.73) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 21.97 | | | | | | (3.21) | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.81 | | | | | | 199,425 | | | | | | 46 | | |
12-31-14 | | | | | 21.86 | | | | | | 0.18• | | | | | | 1.00 | | | | | | 1.18 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 22.90 | | | | | | 5.44 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.84 | | | | | | 226,277 | | | | | | 40 | | |
12-31-13 | | | | | 15.48 | | | | | | 0.13• | | | | | | 6.43 | | | | | | 6.56 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 21.86 | | | | | | 42.70 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.70 | | | | | | 243,564 | | | | | | 55 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 26.63 | | | | | | 0.15• | | | | | | 2.22 | | | | | | 2.37 | | | | | | 0.18 | | | | | | 2.35 | | | | | | — | | | | | | 2.53 | | | | | | — | | | | | | 26.47 | | | | | | 9.60 | | | | | | 0.79 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 0.58 | | | | | | 65,645 | | | | | | 65 | | |
12-31-16 | | | | | 21.74 | | | | | | 0.16• | | | | | | 5.53 | | | | | | 5.69 | | | | | | 0.14 | | | | | | 0.66 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 26.63 | | | | | | 27.01 | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.70 | | | | | | 82,654 | | | | | | 60 | | |
12-31-15 | | | | | 22.66 | | | | | | 0.13• | | | | | | (0.91) | | | | | | (0.78) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 21.74 | | | | | | (3.47) | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.55 | | | | | | 75,891 | | | | | | 46 | | |
12-31-14 | | | | | 21.62 | | | | | | 0.13• | | | | | | 1.00 | | | | | | 1.13 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 22.66 | | | | | | 5.24 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.59 | | | | | | 92,574 | | | | | | 40 | | |
12-31-13 | | | | | 15.32 | | | | | | 0.08• | | | | | | 6.36 | | | | | | 6.44 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 21.62 | | | | | | 42.28 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.45 | | | | | | 106,112 | | | | | | 55 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 460,632,804 | | | | | $ | 531,129,755 | | |
Index Plus MidCap | | | | | 485,976,019 | | | | | | 580,471,286 | | |
Index Plus SmallCap | | | | | 198,362,101 | | | | | | 249,655,396 | | |
| Index Plus LargeCap | | | 0.45% | |
| Index Plus MidCap | | | 0.50% | |
| Index Plus SmallCap | | | 0.50% | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 10.93% | | |
| | | Index Plus MidCap | | | | | 12.51 | | |
| | | Index Plus SmallCap | | | | | 20.58 | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 67.14 | | |
| | | Index Plus MidCap | | | | | 79.86 | | |
| | | Index Plus SmallCap | | | | | 69.78 | | |
Portfolio | | | Class I | | | Class S | | ||||||
Index Plus LargeCap | | | | | 0.55% | | | | | | 0.80% | | |
Index Plus MidCap | | | | | 0.60% | | | | | | 0.85% | | |
Index Plus SmallCap | | | | | 0.60% | | | | | | 0.85% | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus MidCap | | | | | 3 | | | | | $ | 12,966,869 | | | | | | 1.91% | | |
Index Plus SmallCap | | | | | 3 | | | | | | 8,353,667 | | | | | | 1.68 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Index Plus LargeCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,248,173 | | | | | | — | | | | | | 980,913 | | | | | | (3,671,316) | | | | | | (1,442,230) | | | | | | 32,728,145 | | | | | | — | | | | | | 24,934,795 | | | | | | (96,509,424) | | | | | | (38,846,484) | | |
12/31/2016 | | | | | 5,889,758 | | | | | | — | | | | | | 492,016 | | | | | | (3,671,127) | | | | | | 2,710,647 | | | | | | 133,785,971 | | | | | | — | | | | | | 10,809,595 | | | | | | (83,644,702) | | | | | | 60,950,864 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 18,104 | | | | | | — | | | | | | 133,612 | | | | | | (1,017,345) | | | | | | (865,629) | | | | | | 463,197 | | | | | | — | | | | | | 3,375,045 | | | | | | (26,899,290) | | | | | | (23,061,048) | | |
12/31/2016 | | | | | 75,718 | | | | | | — | | | | | | 69,757 | | | | | | (761,840) | | | | | | (616,365) | | | | | | 1,680,813 | | | | | | — | | | | | | 1,522,802 | | | | | | (17,236,215) | | | | | | (14,032,600) | | |
Index Plus MidCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 654,062 | | | | | | — | | | | | | 2,008,322 | | | | | | (3,946,704) | | | | | | (1,284,320) | | | | | | 14,633,990 | | | | | | — | | | | | | 42,684,837 | | | | | | (87,037,517) | | | | | | (29,718,690) | | |
12/31/2016 | | | | | 546,959 | | | | | | — | | | | | | 2,907,918 | | | | | | (2,563,988) | | | | | | 890,889 | | | | | | 11,248,489 | | | | | | — | | | | | | 55,075,964 | | | | | | (51,688,087) | | | | | | 14,636,366 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 73,006 | | | | | | — | | | | | | 346,963 | | | | | | (1,333,343) | | | | | | (913,374) | | | | | | 1,592,076 | | | | | | — | | | | | | 7,273,661 | | | | | | (29,043,258) | | | | | | (20,177,521) | | |
12/31/2016 | | | | | 33,589 | | | | | | — | | | | | | 566,253 | | | | | | (772,560) | | | | | | (172,718) | | | | | | 675,020 | | | | | | — | | | | | | 10,588,938 | | | | | | (15,447,547) | | | | | | (4,183,589) | | |
Index Plus SmallCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 476,912 | | | | | | — | | | | | | 889,082 | | | | | | (1,774,760) | | | | | | (408,766) | | | | | | 12,650,997 | | | | | | — | | | | | | 22,084,798 | | | | | | (46,540,504) | | | | | | (11,804,709) | | |
12/31/2016 | | | | | 576,338 | | | | | | — | | | | | | 347,766 | | | | | | (952,637) | | | | | | (28,533) | | | | | | 13,959,364 | | | | | | — | | | | | | 7,556,954 | | | | | | (21,835,173) | | | | | | (318,855) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 33,633 | | | | | | — | | | | | | 277,448 | | | | | | (935,145) | | | | | | (624,064) | | | | | | 868,971 | | | | | | — | | | | | | 6,825,227 | | | | | | (24,350,669) | | | | | | (16,656,471) | | |
12/31/2016 | | | | | 14,321 | | | | | | — | | | | | | 121,919 | | | | | | (523,717) | | | | | | (387,477) | | | | | | 338,583 | | | | | | — | | | | | | 2,626,139 | | | | | | (12,022,593) | | | | | | (9,057,871) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 1,579,713 | | | | | $ | (1,579,713) | | | | | $ | — | | |
Goldman, Sachs & Co. LLC | | | | | 2,825,429 | | | | | | (2,825,429) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 5,888,902 | | | | | | (5,888,902) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 4,543,539 | | | | | | (4,543,539) | | | | | | — | | |
UBS AG | | | | | 212,778 | | | | | | (212,778) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 662,677 | | | | | | (662,677) | | | | | | — | | |
Total | | | | $ | 15,713,038 | | | | | $ | (15,713,038) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 3,784 | | | | | $ | (3,784) | | | | | $ | — | | |
Goldman, Sachs & Co. LLC | | | | | 9,255,693 | | | | | | (9,255,693) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 867,405 | | | | | | (867,405) | | | | | | — | | |
Jefferies LLC | | | | | 82,995 | | | | | | (82,995) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 5,347,742 | | | | | | (5,347,742) | | | | | | — | | |
Natixis Securities America LLC | | | | | 1,990,183 | | | | | | (1,990,183) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 3,429,687 | | | | | | (3,429,687) | | | | | | — | | |
UBS AG | | | | | 1,531,488 | | | | | | (1,531,488) | | | | | | — | | |
Total | | | | $ | 22,508,977 | | | | | $ | (22,508,977) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
CIBC World Markets INC | | | | $ | 78,380 | | | | | $ | (78,380) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 53,754 | | | | | | (53,754) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 208,328 | | | | | | (208,328) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 304,403 | | | | | | (304,403) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman, Sachs & Co. LLC | | | | | 2,171,556 | | | | | | (2,171,556) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,344,495 | | | | | | (1,344,495) | | | | | | — | | |
Jefferies LLC | | | | | 423,756 | | | | | | (423,756) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 203 | | | | | | (203) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 4,351,398 | | | | | | (4,351,398) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 34,445 | | | | | | (34,445) | | | | | | — | | |
National Financial Services LLC | | | | | 1,480,895 | | | | | | (1,480,895) | | | | | | — | | |
Natixis Securities America LLC | | | | | 127,737 | | | | | | (127,737) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 24,060 | | | | | | (24,060) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 3,287,757 | | | | | | (3,287,757) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 155,325 | | | | | | (155,325) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 10,234 | | | | | | (10,234) | | | | | | — | | |
UBS Securities LLC. | | | | | 507,075 | | | | | | (507,075) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 268,953 | | | | | | (268,953) | | | | | | — | | |
Total | | | | $ | 14,832,754 | | | | | $ | (14,832,754) | | | | | $ | — | | |
|
| | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | ||||||
Index Plus LargeCap | | | | $ | 501,343 | | | | | $ | (501,343) | | |
Index Plus MidCap | | | | | 464,797 | | | | | | (464,797) | | |
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 13,052,639 | | | | | $ | 15,257,201 | | | | | $ | 12,332,397 | | | | | $ | — | | |
Index Plus MidCap | | | | | 11,823,557 | | | | | | 38,134,941 | | | | | | 6,052,538 | | | | | | 59,612,364 | | |
Index Plus SmallCap | | | | | 3,831,342 | | | | | | 25,078,683 | | | | | | 2,237,056 | | | | | | 7,946,037 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Index Plus LargeCap | | | | $ | 30,148,701 | | | | | $ | 54,396,695 | | | | | $ | 183,948,854 | | |
Index Plus MidCap | | | | | 20,840,375 | | | | | | 56,478,119 | | | | | | 85,931,231 | | |
Index Plus SmallCap | | | | | 7,343,152 | | | | | | 32,020,254 | | | | | | 50,127,122 | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 10.7% | | ||||||||||||
| | | 10,050 (1) | | | | Amazon.com, Inc. | | | | $ | 11,753,174 | | | | | | 1.3 | | |
| | | 343,843 | | | | Comcast Corp. – Class A | | | | | 13,770,912 | | | | | | 1.6 | | |
| | | 76,197 | | | | Home Depot, Inc. | | | | | 14,441,618 | | | | | | 1.7 | | |
| | | 92,788 | | | | Time Warner, Inc. | | | | | 8,487,318 | | | | | | 1.0 | | |
| | | 615,818 (2) | | | | Other Securities | | | | | 44,841,560 | | | | | | 5.1 | | |
| | | | | | | | | | | | 93,294,582 | | | | | | 10.7 | | |
| | | | | | | Consumer Staples: 8.5% | | ||||||||||||
| | | 97,132 | | | | CVS Health Corp. | | | | | 7,042,070 | | | | | | 0.8 | | |
| | | 102,586 | | | | PepsiCo, Inc. | | | | | 12,302,113 | | | | | | 1.4 | | |
| | | 111,958 | | | | Philip Morris International, Inc. | | | | | 11,828,363 | | | | | | 1.4 | | |
| | | 70,098 | | | | Procter & Gamble Co. | | | | | 6,440,604 | | | | | | 0.7 | | |
| | | 120,970 | | | | Wal-Mart Stores, Inc. | | | | | 11,945,787 | | | | | | 1.4 | | |
| | | 383,780 | | | | Other Securities | | | | | 24,721,646 | | | | | | 2.8 | | |
| | | | | | | | | | | | 74,280,583 | | | | | | 8.5 | | |
| | | | | | | Energy: 5.8% | | ||||||||||||
| | | 230,435 | | | | Exxon Mobil Corp. | | | | | 19,273,583 | | | | | | 2.2 | | |
| | | 160,156 | | | | Halliburton Co. | | | | | 7,826,824 | | | | | | 0.9 | | |
| | | 233,197 (2) | | | | Other Securities | | | | | 23,811,513 | | | | | | 2.7 | | |
| | | | | | | | | | | | 50,911,920 | | | | | | 5.8 | | |
| | | | | | | Financials: 14.7% | | ||||||||||||
| | | 72,414 | | | | American Express Co. | | | | | 7,191,434 | | | | | | 0.8 | | |
| | | 43,400 | | | | Ameriprise Financial, Inc. | | | | | 7,354,998 | | | | | | 0.8 | | |
| | | 572,591 | | | | Bank of America Corp. | | | | | 16,902,886 | | | | | | 1.9 | | |
| | | 41,273 (1) | | | | Berkshire Hathaway, Inc. – Class B | | | | | 8,181,134 | | | | | | 0.9 | | |
| | | 157,555 | | | | Citizens Financial Group, Inc. | | | | | 6,614,159 | | | | | | 0.8 | | |
| | | 73,599 | | | | Comerica, Inc. | | | | | 6,389,129 | | | | | | 0.7 | | |
| | | 153,566 | | | | JPMorgan Chase & Co. | | | | | 16,422,348 | | | | | | 1.9 | | |
| | | 126,113 | | | | Lazard Ltd. | | | | | 6,620,933 | | | | | | 0.8 | | |
| | | 892,809 | | | | Other Securities | | | | | 53,039,783 | | | | | | 6.1 | | |
| | | | | | | | | | | | 128,716,804 | | | | | | 14.7 | | |
| | | | | | | Health Care: 13.5% | | ||||||||||||
| | | 50,216 | | | | Amgen, Inc. | | | | | 8,732,562 | | | | | | 1.0 | | |
| | | 72,479 (1) | | | | Celgene Corp. | | | | | 7,563,909 | | | | | | 0.8 | | |
| | | 100,213 (1) | | | | Express Scripts Holding Co. | | | | | 7,479,898 | | | | | | 0.8 | | |
| | | 142,706 | | | | Johnson & Johnson | | | | | 19,938,882 | | | | | | 2.3 | | |
| | | 198,248 | | | | Merck & Co., Inc. | | | | | 11,155,415 | | | | | | 1.3 | | |
| | | 403,892 | | | | Pfizer, Inc. | | | | | 14,628,968 | | | | | | 1.7 | | |
| | | 62,591 | | | | UnitedHealth Group, Inc. | | | | | 13,798,812 | | | | | | 1.6 | | |
| | | 247,002 (2) | | | | Other Securities | | | | | 34,789,688 | | | | | | 4.0 | | |
| | | | | | | | | | | | 118,088,134 | | | | | | 13.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 10.5% | | ||||||||||||
| | | 37,539 | | | | Boeing Co. | | | | $ | 11,070,627 | | | | | | 1.3 | | |
| | | 75,344 | | | | Ingersoll-Rand PLC - Class A | | | | | 6,719,931 | | | | | | 0.8 | | |
| | | 147,355 | | | | Masco Corp. | | | | | 6,474,779 | | | | | | 0.7 | | |
| | | 172,642 (1) | | | | Quanta Services, Inc. | | | | | 6,752,029 | | | | | | 0.8 | | |
| | | 40,155 | | | | Stanley Black & Decker, Inc. | | | | | 6,813,902 | | | | | | 0.8 | | |
| | | 52,261 | | | | Union Pacific Corp. | | | | | 7,008,200 | | | | | | 0.8 | | |
| | | 87,317 | | | | Waste Management, Inc. | | | | | 7,535,457 | | | | | | 0.8 | | |
| | | 556,197 (2) | | | | Other Securities | | | | | 39,464,716 | | | | | | 4.5 | | |
| | | | | | | | | | | | 91,839,641 | | | | | | 10.5 | | |
| | | | | | | Information Technology: 24.9% | | ||||||||||||
| | | 40,409 (1) | | | | Adobe Systems, Inc. | | | | | 7,081,273 | | | | | | 0.8 | | |
| | | 17,099 (1) | | | | Alphabet, Inc. – Class A | | | | | 18,012,086 | | | | | | 2.1 | | |
| | | 163,092 | | | | Apple, Inc. | | | | | 27,600,059 | | | | | | 3.2 | | |
| | | 340,733 | | | | Cisco Systems, Inc. | | | | | 13,050,074 | | | | | | 1.5 | | |
| | | 64,853 (1) | | | | Electronic Arts, Inc. | | | | | 6,813,456 | | | | | | 0.8 | | |
| | | 57,463 (1) | | | | Facebook, Inc. | | | | | 10,139,921 | | | | | | 1.2 | | |
| | | 147,827 (1) | | | | Fortinet, Inc. | | | | | 6,458,562 | | | | | | 0.7 | | |
| | | 256,131 | | | | Intel Corp. | | | | | 11,823,007 | | | | | | 1.4 | | |
| | | 365,100 | | | | Microsoft Corp. | | | | | 31,230,654 | | | | | | 3.6 | | |
| | | 76,490 | | | | Motorola Solutions, Inc. | | | | | 6,910,107 | | | | | | 0.8 | | |
| | | 228,321 | | | | Oracle Corp. | | | | | 10,795,017 | | | | | | 1.2 | | |
| | | 54,322 (1) | | | | Red Hat, Inc. | | | | | 6,524,072 | | | | | | 0.7 | | |
| | | 94,339 | | | | Texas Instruments, Inc. | | | | | 9,852,765 | | | | | | 1.1 | | |
| | | 1,015,440 | (2)(3) | | Other Securities | | | | | 50,960,167 | | | | | | 5.8 | | | |
| | | | | | | | | | | | 217,251,220 | | | | | | 24.9 | | |
| | | | | | | Materials: 2.6% | | ||||||||||||
| | | 109,909 | | | | DowDuPont, Inc. | | | | | 7,827,719 | | | | | | 0.9 | | |
| | | 198,057 (2) | | | | Other Securities | | | | | 14,982,515 | | | | | | 1.7 | | |
| | | | | | | | | | | | 22,810,234 | | | | | | 2.6 | | |
| | | | | | | Real Estate: 3.0% | | ||||||||||||
| | | 58,658 | | | | American Tower Corp. | | | | | 8,368,737 | | | | | | 0.9 | | |
| | | 469,710 | | | | Other Securities | | | | | 18,258,455 | | | | | | 2.1 | | |
| | | | | | | | | | | | 26,627,192 | | | | | | 3.0 | | |
| | | | | | | Telecommunication Services: 1.9% | | ||||||||||||
| | | 384,991 | | | | AT&T, Inc. | | | | | 14,968,450 | | | | | | 1.7 | | |
| | | 34,514 | | | | Other Securities | | | | | 1,826,826 | | | | | | 0.2 | | |
| | | | | | | | | | | | 16,795,276 | | | | | | 1.9 | | |
| | | | | | | Utilities: 3.1% | | ||||||||||||
| | | 53,730 | | | | NextEra Energy, Inc. | | | | | 8,392,089 | | | | | | 1.0 | | |
| | | 456,522 | | | | Other Securities | | | | | 18,498,972 | | | | | | 2.1 | | |
| | | | | | | | | | | | 26,891,061 | | | | | | 3.1 | | |
| | | | | | | Total Common Stock (Cost $682,815,511) | | | | | 867,506,647 | | | | | | 99.2 | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 1.8% | | ||||||||||||
| | | 3,815,675 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,816,265, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,891,988, due 01/31/18-06/20/63) | | | | $ | 3,815,675 | | | | | | 0.4 | | |
| | | 3,815,675 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,816,273, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,891,989, due 01/11/18-12/01/51) | | | | | 3,815,675 | | | | | | 0.4 | | |
| | | 802,635 | | | | Jefferies LLC, Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $802,767, collateralized by various U.S. Government Securities, 0.000%-1.750%, Market Value plus accrued interest $818,688, due 09/13/18-04/30/22) | | | | | 802,635 | | | | | | 0.1 | | |
| | | 3,815,675 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $3,816,277, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $3,891,989, due 02/15/43-02/15/44) | | | | | 3,815,675 | | | | | | 0.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 3,815,675 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,816,357, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,921,635, due 01/15/19-02/15/46) | | | | $ | 3,815,675 | | | | | | 0.4 | | |
| | | | | | | | | | | | 16,065,335 | | | | | | 1.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.9% | | ||||||||||||
| | | 7,555,000 (5) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $7,555,000) | | | | | 7,555,000 | | | | | | 0.9 | | |
| | | | | | | Total Short-Term Investments (Cost $23,620,335) | | | | | 23,620,335 | | | | | | 2.7 | | |
| | | | | | | Total Investments in Securities (Cost $706,435,846) | | | | $ | 891,126,982 | | | | | | 101.9 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (16,721,549) | | | | | | (1.9) | | |
| | | | | | | Net Assets | | | | $ | 874,405,433 | | | | | | 100.0 | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 867,506,647 | | | | | $ | — | | | | | $ | — | | | | | $ | 867,506,647 | | |
Short-Term Investments | | | | | 7,555,000 | | | | | | 16,065,335 | | | | | | — | | | | | | 23,620,335 | | |
Total Investments, at fair value | | | | $ | 875,061,647 | | | | | $ | 16,065,335 | | | | | $ | — | | | | | $ | 891,126,982 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 1,154 | | | | | | — | | | | | | — | | | | | | 1,154 | | |
Total Assets | | | | $ | 875,062,801 | | | | | $ | 16,065,335 | | | | | $ | — | | | | | $ | 891,128,136 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 24 | | | | | | 03/16/18 | | | | | $ | 3,211,200 | | | | | $ | 1,154 | | |
| | | | | | | | | | | | | | | | $ | 3,211,200 | | | | | $ | 1,154 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 1,154 | | |
Total Asset Derivatives | | | | | | | $ | 1,154 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,474,307 | | |
Total | | | | $ | 1,474,307 | | |
|
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of December 31, 2017 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (14,631) | | |
Total | | | | $ | (14,631) | | |
|
| Gross Unrealized Appreciation | | | | $ | 191,814,691 | | |
| Gross Unrealized Depreciation | | | | | (7,865,837) | | |
| Net Unrealized Appreciation | | | | $ | 183,948,854 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.3% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.6% | | ||||||||||||
| | | 86,314 (1) | | | | AMC Networks, Inc. | | | | $ | 4,667,861 | | | | | | 0.7 | | |
| | | 96,855 | | | | Brunswick Corp. | | | | | 5,348,333 | | | | | | 0.8 | | |
| | | 180,694 | | | | Dana, Inc. | | | | | 5,784,015 | | | | | | 0.9 | | |
| | | 34,162 | | | | Domino’s Pizza, Inc. | | | | | 6,455,252 | | | | | | 1.0 | | |
| | | 153,705 | | | | KB Home | | | | | 4,910,875 | | | | | | 0.8 | | |
| | | 132,099 (1) | | | | Live Nation Entertainment, Inc. | | | | | 5,623,454 | | | | | | 0.9 | | |
| | | 1,687 (1) | | | | NVR, Inc. | | | | | 5,918,367 | | | | | | 0.9 | | |
| | | 39,514 | | | | Thor Industries, Inc. | | | | | 5,955,550 | | | | | | 0.9 | | |
| | | 1,394,163 | (2)(3) | | Other Securities | | | | | 36,864,875 | | | | | | 5.7 | | | |
| | | | | | | | | | | | 81,528,582 | | | | | | 12.6 | | |
| | | | | | | Consumer Staples: 3.5% | | ||||||||||||
| | | 45,779 | | | | Ingredion, Inc. | | | | | 6,399,904 | | | | | | 1.0 | | |
| | | 98,732 (1) | | | | United Natural Foods, Inc. | | | | | 4,864,526 | | | | | | 0.7 | | |
| | | 261,864 (3) | | | | Other Securities | | | | | 11,401,101 | | | | | | 1.8 | | |
| | | | | | | | | | | | 22,665,531 | | | | | | 3.5 | | |
| | | | | | | Energy: 3.9% | | ||||||||||||
| | | 1,673,487 (3) | | | | Other Securities | | | | | 25,428,498 | | | | | | 3.9 | | |
| | | | | | | Financials: 17.0% | | ||||||||||||
| | | 113,964 | | | | Bank of the Ozarks, Inc. | | | | | 5,521,556 | | | | | | 0.9 | | |
| | | 120,125 | | | | East West Bancorp, Inc. | | | | | 7,307,204 | | | | | | 1.1 | | |
| | | 98,451 | | | | First American Financial Corp. | | | | | 5,517,194 | | | | | | 0.8 | | |
| | | 282,674 | | | | First Horizon National Corp. | | | | | 5,650,653 | | | | | | 0.9 | | |
| | | 121,851 | | | | Legg Mason, Inc. | | | | | 5,115,305 | | | | | | 0.8 | | |
| | | 263,508 | | | | Old Republic International Corp. | | | | | 5,633,801 | | | | | | 0.9 | | |
| | | 54,348 | | | | Primerica, Inc. | | | | | 5,519,039 | | | | | | 0.8 | | |
| | | 75,361 | | | | Stifel Financial Corp. | | | | | 4,488,501 | | | | | | 0.7 | | |
| | | 229,822 | | | | TCF Financial Corp. | | | | | 4,711,351 | | | | | | 0.7 | | |
| | | 1,513,438 (3) | | | | Other Securities | | | | | 60,885,484 | | | | | | 9.4 | | |
| | | | | | | | | | | | 110,350,088 | | | | | | 17.0 | | |
| | | | | | | Health Care: 7.6% | | ||||||||||||
| | | 50,797 (1) | | | | Charles River Laboratories International, Inc. | | | | | 5,559,732 | | | | | | 0.9 | | |
| | | 109,868 | | | | Healthsouth Corp. | | | | | 5,428,578 | | | | | | 0.8 | | |
| | | 55,037 (1) | | | | Masimo Corp. | | | | | 4,667,137 | | | | | | 0.7 | | |
| | | 33,162 (1) | | | | WellCare Health Plans, Inc. | | | | | 6,669,210 | | | | | | 1.0 | | |
| | | 477,076 | (2)(3) | | Other Securities | | | | | 26,945,088 | | | | | | 4.2 | | | |
| | | | | | | | | | | | 49,269,745 | | | | | | 7.6 | | |
| | | | | | | Industrials: 15.4% | | ||||||||||||
| | | 53,839 | | | | Carlisle Cos., Inc. | | | | | 6,118,802 | | | | | | 0.9 | | |
| | | 50,698 | | | | Crane Co. | | | | | 4,523,276 | | | | | | 0.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 42,302 | | | | Curtiss-Wright Corp. | | | | $ | 5,154,499 | | | | | | 0.8 | | |
| | | 67,205 | | | | Deluxe Corp. | | | | | 5,164,032 | | | | | | 0.8 | | |
| | | 69,911 | | | | EMCOR Group, Inc. | | | | | 5,715,224 | | | | | | 0.9 | | |
| | | 64,512 | | | | EnerSys | | | | | 4,491,971 | | | | | | 0.7 | | |
| | | 284,907 (1) | | | | JetBlue Airways Corp. | | | | | 6,364,822 | | | | | | 1.0 | | |
| | | 50,865 | | | | Manpowergroup, Inc. | | | | | 6,414,585 | | | | | | 1.0 | | |
| | | 60,937 | | | | Regal Beloit Corp. | | | | | 4,667,774 | | | | | | 0.7 | | |
| | | 99,493 | | | | Timken Co. | | | | | 4,890,081 | | | | | | 0.8 | | |
| | | 90,163 | | | | Toro Co. | | | | | 5,881,333 | | | | | | 0.9 | | |
| | | 716,514 (3) | | | | Other Securities | | | | | 40,161,770 | | | | | | 6.2 | | |
| | | | | | | | | | | | 99,548,169 | | | | | | 15.4 | | |
| | | | | | | Information Technology: 17.3% | | ||||||||||||
| | | 180,606 (1) | | | | ARRIS International PLC | | | | | 4,639,768 | | | | | | 0.7 | | |
| | | 94,691 | | | | CDK Global, Inc. | | | | | 6,749,575 | | | | | | 1.0 | | |
| | | 144,918 (1) | | | | Fortinet, Inc. | | | | | 6,331,467 | | | | | | 1.0 | | |
| | | 59,295 | | | | j2 Global, Inc. | | | | | 4,448,904 | | | | | | 0.7 | | |
| | | 208,740 | | | | Jabil, Inc. | | | | | 5,479,425 | | | | | | 0.8 | | |
| | | 50,685 | | | | LogMeIn, Inc. | | | | | 5,803,433 | | | | | | 0.9 | | |
| | | 93,305 (1) | | | | Microsemi Corp. | | | | | 4,819,203 | | | | | | 0.7 | | |
| | | 134,359 (1) | | | | NCR Corp. | | | | | 4,566,862 | | | | | | 0.7 | | |
| | | 49,604 (1) | | | | Tech Data Corp. | | | | | 4,859,704 | | | | | | 0.8 | | |
| | | 1,560,857 | (2)(3) | | Other Securities | | | | | 64,581,581 | | | | | | 10.0 | | | |
| | | | | | | | | | | | 112,279,922 | | | | | | 17.3 | | |
| | | | | | | Materials: 7.0% | | ||||||||||||
| | | 102,351 | | | | PolyOne Corp. | | | | | 4,452,268 | | | | | | 0.7 | | |
| | | 184,184 | | | | Steel Dynamics, Inc. | | | | | 7,943,856 | | | | | | 1.2 | | |
| | | 226,225 | | | | Valvoline, Inc. | | | | | 5,669,199 | | | | | | 0.9 | | |
| | | 516,235 | (2)(3) | | Other Securities | | | | | 27,075,693 | | | | | | 4.2 | | | |
| | | | | | | | | | | | 45,141,016 | | | | | | 7.0 | | |
| | | | | | | Real Estate: 8.9% | | ||||||||||||
| | | 508,383 | | | | Cousins Properties, Inc. | | | | | 4,702,543 | | | | | | 0.7 | | |
| | | 162,770 (4) | | | | Omega Healthcare Investors, Inc. | | | | | 4,482,686 | | | | | | 0.7 | | |
| | | 1,488,238 | (2)(3) | | Other Securities | | | | | 48,369,088 | | | | | | 7.5 | | | |
| | | | | | | | | | | | 57,554,317 | | | | | | 8.9 | | |
| | | | | | | Utilities: 5.1% | | ||||||||||||
| | | 154,903 | | | | Great Plains Energy, Inc. | | | | | 4,994,073 | | | | | | 0.8 | | |
| | | 126,836 | | | | UGI Corp. | | | | | 5,954,950 | | | | | | 0.9 | | |
| | | 454,061 | | | | Other Securities | | | | | 22,132,102 | | | | | | 3.4 | | |
| | | | | | | | | | | | 33,081,125 | | | | | | 5.1 | | |
| | | | | | | Total Common Stock (Cost $549,954,485) | | | | | 636,846,993 | | | | | | 98.3 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.2% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 3.6% | | ||||||||||||
| | | 5,478,552 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $5,479,375, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $5,588,123, due 05/15/20-08/15/47) | | | | $ | 5,478,552 | | | | | | 0.9 | | |
| | | 1,152,583 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,152,761, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,175,635, due 01/31/18-06/20/63) | | | | | 1,152,583 | | | | | | 0.2 | | |
| | | 5,478,552 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $5,479,417, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $5,588,123, due 02/15/43-02/15/44) | | | | | 5,478,552 | | | | | | 0.8 | | |
| | | 5,478,552 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $5,479,453, collateralized by various U.S. Government Securities, 0.750%-2.250%, Market Value plus accrued interest $5,588,123, due 09/30/18-09/09/49) | | | | | 5,478,552 | | | | | | 0.8 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 5,478,552 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $5,479,531, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,630,689, due 01/15/19-02/15/46) | | | | $ | 5,478,552 | | | | | | 0.9 | | |
| | | | | | | | | | | | 23,066,791 | | | | | | 3.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.6% | | ||||||||||||
| | | 10,466,000 (6) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $10,466,000) | | | | | 10,466,000 | | | | | | 1.6 | | |
| | | | | | | Total Short-Term Investments (Cost $33,532,791) | | | | | 33,532,791 | | | | | | 5.2 | | |
| | | | | | | Total Investments in Securities (Cost $583,487,276) | | | | $ | 670,379,784 | | | | | | 103.5 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (22,490,654) | | | | | | (3.5) | | |
| | | | | | | Net Assets | | | | $ | 647,889,130 | | | | | | 100.0 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 636,846,993 | | | | | $ | — | | | | | $ | — | | | | | $ | 636,846,993 | | |
Short-Term Investments | | | | | 10,466,000 | | | | | | 23,066,791 | | | | | | — | | | | | | 33,532,791 | | |
Total Investments, at fair value | | | | $ | 647,312,993 | | | | | $ | 23,066,791 | | | | | $ | — | | | | | $ | 670,379,784 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 91,937 | | | | | | — | | | | | | — | | | | | | 91,937 | | |
Total Assets | | | | $ | 647,404,930 | | | | | $ | 23,066,791 | | | | | $ | — | | | | | $ | 670,471,721 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 47 | | | | | | 03/16/18 | | | | | $ | 8,941,280 | | | | | $ | 91,937 | | |
| | | | | | | | | | | | | | | | $ | 8,941,280 | | | | | $ | 91,937 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 91,937 | | |
Total Asset Derivatives | | | | | | | $ | 91,937 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 358,914 | | |
Total | | | | $ | 358,914 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 202,345 | | |
Total | | | | $ | 202,345 | | |
|
Voya Index Plus MidCap Portfolio | as of December 31, 2017 (continued) |
| Gross Unrealized Appreciation | | | | $ | 99,600,434 | | |
| Gross Unrealized Depreciation | | | | | (13,669,203) | | |
| Net Unrealized Appreciation | | | | $ | 85,931,231 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 15.7% | | ||||||||||||
| | | 85,172 | | | | Boyd Gaming Corp. | | | | $ | 2,985,279 | | | | | | 1.0 | | |
| | | 72,189 | | | | Caleres, Inc. | | | | | 2,416,888 | | | | | | 0.8 | | |
| | | 19,907 | | | | Childrens Place Retail Stores, Inc. | | | | | 2,893,482 | | | | | | 1.0 | | |
| | | 45,731 (1) | | | | Dave & Buster’s Entertainment, Inc. | | | | | 2,522,979 | | | | | | 0.9 | | |
| | | 64,904 | | | | La-Z-Boy, Inc. | | | | | 2,025,005 | | | | | | 0.7 | | |
| | | 20,796 | | | | Marriott Vacations Worldwide Corp. | | | | | 2,811,827 | | | | | | 0.9 | | |
| | | 67,636 | | | | MDC Holdings, Inc. | | | | | 2,156,236 | | | | | | 0.7 | | |
| | | 88,888 (1) | | | | Penn National Gaming, Inc. | | | | | 2,784,861 | | | | | | 0.9 | | |
| | | 47,916 (1) | | | | Shutterfly, Inc. | | | | | 2,383,821 | | | | | | 0.8 | | |
| | | 43,453 (1) | | | | TopBuild Corp. | | | | | 3,291,130 | | | | | | 1.1 | | |
| | | 69,681 | | | | Wolverine World Wide, Inc. | | | | | 2,221,430 | | | | | | 0.7 | | |
| | | 810,137 | (2)(3) | | Other Securities | | | | | 18,310,162 | | | | | | 6.2 | | | |
| | | | | | | | | | | | 46,803,100 | | | | | | 15.7 | | |
| | | | | | | Consumer Staples: 2.6% | | ||||||||||||
| | | 223,801 | (2)(3) | | Other Securities | | | | | 7,874,308 | | | | | | 2.6 | | | |
| | | | | | | Energy: 3.1% | | ||||||||||||
| | | 366,727 (1) | | | | McDermott International, Inc. | | | | | 2,413,063 | | | | | | 0.8 | | |
| | | 244,570 | (2)(3) | | Other Securities | | | | | 6,944,395 | | | | | | 2.3 | | | |
| | | | | | | | | | | | 9,357,458 | | | | | | 3.1 | | |
| | | | | | | Financials: 16.6% | | ||||||||||||
| | | 83,232 | (1)(4) | | BofI Holding, Inc. | | | | | 2,488,637 | | | | | | 0.8 | | | |
| | | 34,042 | | | | Evercore, Inc. | | | | | 3,063,780 | | | | | | 1.0 | | |
| | | 384,378 (1) | | | | First BanCorp. Puerto Rico | | | | | 1,960,328 | | | | | | 0.7 | | |
| | | 56,974 | | | | Great Western Bancorp, Inc. | | | | | 2,267,565 | | | | | | 0.8 | | |
| | | 38,631 | | | | Selective Insurance Group | | | | | 2,267,640 | | | | | | 0.8 | | |
| | | 40,932 | | | | Simmons First National Corp. | | | | | 2,337,217 | | | | | | 0.8 | | |
| | | 160,506 (1) | | | | Third Point Reinsurance Ltd. | | | | | 2,351,413 | | | | | | 0.8 | | |
| | | 46,484 (1) | | | | Walker & Dunlop, Inc. | | | | | 2,207,990 | | | | | | 0.7 | | |
| | | 1,192,307 | (2)(3) | | Other Securities | | | | | 30,268,781 | | | | | | 10.2 | | | |
| | | | | | | | | | | | 49,213,351 | | | | | | 16.6 | | |
| | | | | | | Health Care: 13.4% | | ||||||||||||
| | | 42,036 (1) | | | | AMN Healthcare Services, Inc. | | | | | 2,070,273 | | | | | | 0.7 | | |
| | | 13,063 | | | | Chemed Corp. | | | | | 3,174,570 | | | | | | 1.1 | | |
| | | 29,822 (1) | | | | LHC Group, Inc. | | | | | 1,826,597 | | | | | | 0.6 | | |
| | | 45,039 (1) | | | | Merit Medical Systems, Inc. | | | | | 1,945,685 | | | | | | 0.7 | | |
| | | 48,744 (1) | | | | Nektar Therapeutics | | | | | 2,910,992 | | | | | | 1.0 | | |
| | | 66,400 (1) | | | | Tivity Health, Inc. | | | | | 2,426,920 | | | | | | 0.8 | | |
| | | 915,553 | (2)(3) | | Other Securities | | | | | 25,341,694 | | | | | | 8.5 | | | |
| | | | | | | | | | | | 39,696,731 | | | | | | 13.4 | | |
| | | | | | | Industrials: 20.3% | | ||||||||||||
| | | 59,547 | | | | ABM Industries, Inc. | | | | | 2,246,113 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 13,072 | | | | Allegiant Travel Co. | | | | $ | 2,022,892 | | | | | | 0.7 | | |
| | | 45,335 | | | | Apogee Enterprises, Inc. | | | | | 2,073,170 | | | | | | 0.7 | | |
| | | 44,350 | | | | Barnes Group, Inc. | | | | | 2,806,024 | | | | | | 0.9 | | |
| | | 26,757 | | | | EnPro Industries, Inc. | | | | | 2,502,047 | | | | | | 0.8 | | |
| | | 26,639 (1) | | | | Esterline Technologies Corp. | | | | | 1,989,933 | | | | | | 0.7 | | |
| | | 43,149 (4) | | | | Greenbrier Cos., Inc. | | | | | 2,299,842 | | | | | | 0.8 | | |
| | | 43,630 | | | | Insperity, Inc. | | | | | 2,502,180 | | | | | | 0.8 | | |
| | | 44,879 (1) | | | | On Assignment, Inc. | | | | | 2,884,373 | | | | | | 1.0 | | |
| | | 43,070 | | | | Simpson Manufacturing Co., Inc. | | | | | 2,472,649 | | | | | | 0.8 | | |
| | | 40,714 (1) | | | | SPX FLOW, Inc. | | | | | 1,935,951 | | | | | | 0.7 | | |
| | | 53,059 | | | | Tetra Tech, Inc. | | | | | 2,554,791 | | | | | | 0.9 | | |
| | | 66,702 | | | | Universal Forest Products, Inc. | | | | | 2,509,329 | | | | | | 0.8 | | |
| | | 33,256 | | | | Watts Water Technologies, Inc. | | | | | 2,525,793 | | | | | | 0.9 | | |
| | | 1,025,027 | (2)(3) | | Other Securities | | | | | 26,844,528 | | | | | | 9.0 | | | |
| | | | | | | | | | | | 60,169,615 | | | | | | 20.3 | | |
| | | | | | | Information Technology: 13.4% | | ||||||||||||
| | | 35,219 (1) | | | | Advanced Energy Industries, Inc. | | | | | 2,376,578 | | | | | | 0.8 | | |
| | | 21,416 (1) | | | | CACI International, Inc. | | | | | 2,834,408 | | | | | | 1.0 | | |
| | | 31,374 (1) | | | | Plexus Corp. | | | | | 1,905,029 | | | | | | 0.6 | | |
| | | 72,685 (1) | | | | Sanmina Corp. | | | | | 2,398,605 | | | | | | 0.8 | | |
| | | 998,072 | (2)(3) | | Other Securities | | | | | 30,232,090 | | | | | | 10.2 | | | |
| | | | | | | | | | | | 39,746,710 | | | | | | 13.4 | | |
| | | | | | | Materials: 5.2% | | ||||||||||||
| | | 58,642 | | | | Boise Cascade Co. | | | | | 2,339,816 | | | | | | 0.8 | | |
| | | 414,605 | (2)(3) | | Other Securities | | | | | 13,036,333 | | | | | | 4.4 | | | |
| | | | | | | | | | | | 15,376,149 | | | | | | 5.2 | | |
| | | | | | | Real Estate: 5.8% | | ||||||||||||
| | | 210,529 | | | | DiamondRock Hospitality Co. | | | | | 2,376,872 | | | | | | 0.8 | | |
| | | 31,010 | | | | EastGroup Properties, Inc. | | | | | 2,740,664 | | | | | | 1.0 | | |
| | | 19,383 | | | | PS Business Parks, Inc. | | | | | 2,424,619 | | | | | | 0.8 | | |
| | | 650,741 (2) | | | | Other Securities | | | | | 9,562,679 | | | | | | 3.2 | | |
| | | | | | | | | | | | 17,104,834 | | | | | | 5.8 | | |
| | | | | | | Telecommunication Services: 0.8% | | ||||||||||||
| | | 42,323 | | | | Cogent Communications Holdings, Inc. | | | | | 1,917,232 | | | | | | 0.6 | | |
| | | 56,475 (3) | | | | Other Securities | | | | | 574,351 | | | | | | 0.2 | | |
| | | | | | | | | | | | 2,491,583 | | | | | | 0.8 | | |
| | | | | | | Utilities: 2.7% | | ||||||||||||
| | | 46,501 | | | | Avista Corp. | | | | | 2,394,336 | | | | | | 0.8 | | |
| | | 98,465 | | | | Other Securities | | | | | 5,532,209 | | | | | | 1.9 | | |
| | | | | | | | | | | | 7,926,545 | | | | | | 2.7 | | |
| | | | | | | Total Common Stock (Cost $245,200,950) | | | | | 295,760,384 | | | | | | 99.6 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| RIGHTS: —% | | ||||||||||||||||||
| | | | | | | Materials: — % | | ||||||||||||
| | | 15,300 | (3)(5) | | Other Securities | | | | $ | — | | | | | | — | | | |
| | | | | | | Total Rights (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $245,200,950) | | | | | 295,760,384 | | | | | | 99.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 5.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6): 5.1% | | ||||||||||||
| | | 761,636 | | | | Bank of Nova Scotia/New York, Repurchase Agreement dated 12/29/17, 1.36%, due 01/02/18 (Repurchase Amount $761,750, collateralized by various U.S. Government Securities, 0.125%-3.625%, Market Value plus accrued interest $776,986, due 01/31/19-09/09/49) | | | | | 761,636 | | | | | | 0.3 | | |
| | | 3,620,678 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,621,237, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,693,092, due 01/31/18-06/20/63) | | | | | 3,620,678 | | | | | | 1.2 | | |
| | | 3,620,678 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,621,245, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,693,092, due 01/11/18-12/01/51) | | | | | 3,620,678 | | | | | | 1.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6) (continued) | | ||||||||||||
| | | 3,620,678 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $3,621,249, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $3,693,092, due 02/15/43-02/15/44) | | | | $ | 3,620,678 | | | | | | 1.2 | | |
| | | 3,620,678 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,621,325, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,721,223, due 01/15/ 19-02/15/46) | | | | | 3,620,678 | | | | | | 1.2 | | |
| | | | | | | | | | | | 15,244,348 | | | | | | 5.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | | 1,330,000 (7) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $1,330,000) | | | | | 1,330,000 | | | | | | 0.5 | | |
| | | | | | | Total Short-Term Investments (Cost $16,574,348) | | | | | 16,574,348 | | | | | | 5.6 | | |
| | | | | | | Total Investments in Securities (Cost $261,775,298) | | | | $ | 312,334,732 | | | | | | 105.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (15,338,437) | | | | | | (5.2) | | |
| | | | | | | Net Assets | | | | $ | 296,996,295 | | | | | | 100.0 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 295,760,384 | | | | | $ | — | | | | | $ | — | | | | | $ | 295,760,384 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 1,330,000 | | | | | | 15,244,348 | | | | | | — | | | | | | 16,574,348 | | |
Total Investments, at fair value | | | | $ | 297,090,384 | | | | | $ | 15,244,348 | | | | | $ | — | | | | | $ | 312,334,732 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 1,046 | | | | | | — | | | | | | — | | | | | | 1,046 | | |
Total Assets | | | | $ | 297,091,430 | | | | | $ | 15,244,348 | | | | | $ | — | | | | | $ | 312,335,778 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 2 | | | | | | 03/16/18 | | | | | $ | 153,650 | | | | | $ | 1,046 | | |
| | | | | | | | | | | | | | | | $ | 153,650 | | | | | $ | 1,046 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 1,046 | | |
Total Asset Derivatives | | | | | | | $ | 1,046 | | |
|
Voya Index Plus SmallCap Portfolio | as of December 31, 2017 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 343,584 | | |
Total | | | | $ | 343,584 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 61,731 | | |
Total | | | | $ | 61,731 | | |
|
| Gross Unrealized Appreciation | | | | $ | 61,137,327 | | |
| Gross Unrealized Depreciation | | | | | (11,010,205) | | |
| Net Unrealized Appreciation | | | | $ | 50,127,122 | | |
|
Portfolio Name | | | Type | | | Per Share Amount | |||
Voya Index Plus LargeCap Portfolio | | | | ||||||
Class I | | | NII | | | | $ | 0.4233 | |
Class S | | | NII | | | | $ | 0.3575 | |
All Classes | | | LTCG | | | | $ | 0.4850 | |
Voya Index Plus MidCap Portfolio | | | | ||||||
Class I | | | NII | | | | $ | 0.3008 | |
Class S | | | NII | | | | $ | 0.2424 | |
All Classes | | | STCG | | | | $ | 0.1196 | |
All Classes | | | LTCG | | | | $ | 1.3285 | |
Voya Index Plus SmallCap Portfolio | | | | ||||||
Class I | | | NII | | | | $ | 0.2453 | |
Class S | | | NII | | | | $ | 0.1752 | |
All Classes | | | STCG | | | | $ | 0.1133 | |
All Classes | | | LTCG | | | | $ | 2.2368 |
| Voya Index Plus LargeCap Portfolio | | | | | 100.00% | | |
| Voya Index Plus MidCap Portfolio | | | | | 61.77% | | |
| Voya Index Plus SmallCap Portfolio | | | | | 75.11% | | |
| Voya Index Plus LargeCap Portfolio | | | | $ | 15,257,201 | | |
| Voya Index Plus MidCap Portfolio | | | | $ | 38,134,941 | | |
| Voya Index Plus SmallCap Portfolio | | | | $ | 25,078,683 | | |
Name, Address and Age | | | Position(s) Held with the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director(2) | | | Other Board Positions Held by Director | |
Independent Directors*: | | | | | | | ||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Director | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Chairperson Director | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Director | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (23 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 67 | | | Director | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Director | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 – September 2012). | | | 151 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director(2) | | | Other Board Positions Held by Director | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | None. | |
Director who is an “interested person”: | | | | | | |||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Executive Vice President | | | April 2002 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (March 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 67 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Anti-Money Laundering Officer, Voya Investments Distributor, LLC (April 2010 – Present). Anti-Money Laundering Officer, Voya Financial, Inc. (January 2013 – Present); and Anti-Money Laundering Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Micheline S. Favor 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 40 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance, Voya Investments LLC, and Chief Compliance Officer for Voya Investments, LLC and Directed Services, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014); Assistant Vice President, Senior Project Manager (May 2008 – May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Assistant Secretary | | | May 2013 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President and Chief Executive Officer
Voya Family of Funds
January 19, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays High Yield Bond — 2% Issuer Constrained Composite Index | | | | An index that includes all fixed-income securities having a maximum quality rating of Ba1, a minimum amount outstanding of $150 million, and at least one year to maturity. | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. Government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays Long-Term U.S. Treasury Index | | | | This index measures the performance of U.S. Treasury bills with long-term maturity. The credit level for this index is investment grade. The rebalance scheme is monthly. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | Bloomberg Barclays U.S. Treasury Bond Index | | | | A market capitalization-weighted index that measures the performance of public obligations of the U.S. Treasury that have a remaining maturity of one year or more. | | |
| | EURO STOXX 50® Index | | | | Covers 50 stocks from 12 euro zone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. | | |
| | FTSE 100 Index® | | | | A share index of the 100 most highly capitalized U.K. companies listed on the London Stock Exchange. | | |
| | Hang Seng Index | | | | A free float-adjusted market capitalization-weighted stock market index in Hong Kong. | | |
| | MSCI Europe, Australasia and Far East® (“MSCI EAFE”) Index | | | | An index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Emerging Markets Index | | | | An index that measures the performance of securities listed on exchanges in developing nations throughout the world. It includes the reinvestment of dividends and distributions net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,400 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | Russell 2000® Index | | | | An index that measures the performance of securities of small U.S. companies. | | |
| | Russell Midcap® Growth Index | | | | An index that measures the performance of those companies included in the Russell Midcap® Index with relatively higher price-to-book ratios and higher forecasted growth values. | | |
| | Russell Midcap® Index | | | | An index that measures the performance of the 800 smallest companies in the Russell 1000® Index, which represents approximately 26% of the total market capitalization of the Russell 1000® Index. | | |
| | Russell Top 200® Growth Index | | | | Measures the performance of the especially large cap segment of the U.S. equity universe represented by stocks in the largest 200 by market cap that exhibit growth characteristics. It includes Russell Top 200R Index companies with higher price-to-book ratios and higher forecasted growth values. | | |
| | Russell Top 200® Index | | | | An index used to measure stock market performance composed of companies with a weighted average market value of approximately $630 million. | | |
| | Russell Top 200® Value Index | | | | Measures the performance of the especially large cap segment of the U.S. equity universe represented by stocks in the largest 200 by market cap that exhibit value characteristics. It includes Russell Top 200 Index companies with lower price-to-book ratios and lower forecasted growth values. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | Index | | | | Description | | |
| | Standard & Poor’s ASX 200 Index | | | | An investable benchmark for the Australian equity market and it addresses the needs of investment managers seeking to benchmark against a portfolio characterized by sufficient size and liquidity. The Index measures the performance of the 200 largest index-eligible stocks listed on the Australian Securities Exchange by float-adjusted market capitalization. Representative, liquid, and tradable, it is widely considered Australia’s preeminent benchmark index. The Index is float adjusted, covering approximately 80% of Australian equity market capitalization. | | |
| | Tokyo Stock Price Index | | | | A composite index for the Tokyo Stock Exchange tracking all domestic stocks from the first section of the exchange. | | |
Portfolio Managers’ Report | Voya Australia Index Portfolio |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 35.4% | |
| Materials | | | 17.8% | |
| Real Estate | | | 8.0% | |
| Consumer Staples | | | 7.3% | |
| Industrials | | | 7.2% | |
| Health Care | | | 7.0% | |
| Energy | | | 5.1% | |
| Consumer Discretionary | | | 4.7% | |
| Telecommunication Services | | | 3.1% | |
| Utilities | | | 2.0% | |
| Information Technology | | | 1.9% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Commonwealth Bank of Australia | | | 8.7% | |
| Westpac Banking Corp. | | | 6.5% | |
| BHP Billiton Ltd. | | | 5.9% | |
| Australia & New Zealand Banking Group Ltd. | | | 5.2% | |
| National Australia Bank Ltd. | | | 4.9% | |
| CSL Ltd. | | | 3.9% | |
| Wesfarmers Ltd. | | | 3.1% | |
| Telstra Corp., Ltd. | | | 2.7% | |
| Woolworths Group Ltd | | | 2.2% | |
| Macquarie Group Ltd. | | | 1.9% | |
| Portfolio holdings are subject to change daily. | |
Voya Australia Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Class I March 2, 2011 | | | |||||||||
| | Class I | | | | | 20.27% | | | | | | 3.20% | | | | | | 3.44% | | | |
| | S&P ASX 200 Index | | | | | 20.76% | | | | | | 4.16% | | | | | | 4.14% | | | |
| | | | |
Portfolio Managers’ Report | Voya Emerging Markets Index Portfolio |
| Geographic Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 29.5% | |
| South Korea | | | 15.3% | |
| Taiwan | | | 11.2% | |
| India | | | 8.7% | |
| South Africa | | | 7.0% | |
| Brazil | | | 6.8% | |
| Russia | | | 3.3% | |
| Mexico | | | 3.0% | |
| Malaysia | | | 2.3% | |
| Thailand | | | 2.3% | |
| Countries between 0.1% – 2.2%^ | | | 10.0% | |
| Assets in Excess of Other Liabilities* | | | 0.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 15 countries, which each represents 0.1% – 2.2% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Tencent Holdings Ltd. | | | 5.4% | |
| Samsung Electronics Co., Ltd. | | | 4.2% | |
| Alibaba Group Holding Ltd. ADR | | | 3.7% | |
| Taiwan Semiconductor Manufacturing Co., Ltd. | | | 3.5% | |
| Naspers Ltd. | | | 2.2% | |
| China Construction Bank | | | 1.4% | |
| Baidu, Inc. ADR | | | 1.2% | |
| China Mobile Ltd. | | | 1.1% | |
| Industrial & Commercial Bank of China | | | 1.1% | |
| Ping An Insurance Group Co. of China Ltd. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Emerging Markets Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 year | | | Since Inception of Classes I and S December 19, 2011 | | | Since Inception of Classes P2 May 3, 2017 | | | ||||||||||||
| | Class I | | | | | 36.65% | | | | | | 2.98% | | | | | | 5.62% | | | | | | — | | | |
| | Class P2(1) | | | | | 36.97% | | | | | | 3.03% | | | | | | — | | | | | | 5.66% | | | |
| | Class S | | | | | 36.35% | | | | | | 2.84% | | | | | | 5.46% | | | | | | — | | | |
| | MSCI EM IndexSM | | | | | 37.28% | | | | | | 4.35% | | | | | | 7.05% | | | | | | 7.05% | | | |
| | | | |
Portfolio Managers’ Report | Voya Euro STOXX 50® Index Portfolio |
| Geographic Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| France | | | 34.2% | |
| Germany | | | 32.8% | |
| Netherlands | | | 12.0% | |
| Spain | | | 10.0% | |
| Italy | | | 4.8% | |
| Belgium | | | 2.9% | |
| Ireland | | | 1.0% | |
| Finland | | | 0.9% | |
| Assets in Excess of Other Liabilities | | | 1.4% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Total S.A. | | | 4.8% | |
| Siemens AG | | | 4.1% | |
| SAP SE | | | 3.9% | |
| Banco Santander SA | | | 3.7% | |
| Bayer AG | | | 3.5% | |
| Allianz SE | | | 3.5% | |
| BASF SE | | | 3.5% | |
| Sanofi | | | 3.4% | |
| Unilever NV | | | 3.1% | |
| BNP Paribas | | | 3.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Euro STOXX 50® Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | 23.83% | | | | | | 6.03% | | | | | | 4.35% | | | |
| | Class I | | | | | 24.34% | | | | | | 6.57% | | | | | | 4.86% | | | |
| | EURO STOXX 50® Index | | | | | 24.27% | | | | | | 6.76% | | | | | | 4.68% | | | |
| | | | |
Portfolio Managers’ Report | Voya FTSE 100 Index® Portfolio |
| Geographic Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| United Kingdom | | | 84.2% | |
| Netherlands | | | 10.4% | |
| Switzerland | | | 3.2% | |
| Ireland | | | 1.0% | |
| Germany | | | 0.3% | |
| United Arab Emirates | | | 0.3% | |
| Mexico | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| HSBC Holdings PLC | | | 7.7% | |
| British American Tobacco PLC | | | 5.8% | |
| Royal Dutch Shell PLC - Class A | | | 5.7% | |
| BP PLC | | | 5.0% | |
| Royal Dutch Shell PLC - Class B | | | 4.7% | |
| Diageo PLC | | | 3.4% | |
| AstraZeneca PLC | | | 3.3% | |
| GlaxoSmithKline PLC | | | 3.2% | |
| Vodafone Group PLC | | | 3.1% | |
| Prudential PLC | | | 2.5% | |
| Portfolio holdings are subject to change daily. | |
Voya FTSE 100 Index® Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | 21.60% | | | | | | 4.20% | | | | | | 6.65% | | | |
| | Class I | | | | | 22.24% | | | | | | 4.73% | | | | | | 7.17% | | | |
| | FTSE 100 Index® | | | | | 22.56% | | | | | | 5.53% | | | | | | 7.69% | | | |
| | | | |
Portfolio Managers’ Report | Voya Hang Seng Index Portfolio |
| Geographic Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 55.4% | |
| Hong Kong | | | 33.0% | |
| United Kingdom | | | 10.3% | |
| Macau | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 0.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| HSBC Holdings PLC (HKD) | | | 10.3% | |
| Tencent Holdings Ltd. | | | 9.6% | |
| AIA Group Ltd. | | | 8.5% | |
| China Construction Bank | | | 8.2% | |
| China Mobile Ltd. | | | 5.1% | |
| Industrial & Commercial Bank of China | | | 4.9% | |
| Ping An Insurance Group Co. of China Ltd. | | | 4.5% | |
| Bank of China Ltd. | | | 3.2% | |
| Hong Kong Exchanges and Clearing Ltd. | | | 3.0% | |
| CK Hutchison Holdings Ltd. | | | 2.8% | |
| Portfolio holdings are subject to change daily. | |
Voya Hang Seng Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S May 4, 2009 | | | |||||||||
| | Class ADV | | | | | 38.97% | | | | | | 7.63% | | | | | | 9.01% | | | |
| | Class I | | | | | 39.61% | | | | | | 8.16% | | | | | | 9.54% | | | |
| | Class S | | | | | 39.33% | | | | | | 7.88% | | | | | | 9.27% | | | |
| | Hang Seng Index | | | | | 40.13% | | | | | | 9.55% | | | | | | 10.99% | | | |
| | | | |
Portfolio Managers’ Report | Voya International Index Portfolio |
| Geographic Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Japan | | | 23.5% | |
| United Kingdom | | | 15.3% | |
| France | | | 9.8% | |
| Germany | | | 9.7% | |
| Switzerland | | | 8.5% | |
| Australia | | | 6.7% | |
| Netherlands | | | 5.9% | |
| Hong Kong | | | 3.2% | |
| Spain | | | 3.1% | |
| Sweden | | | 2.6% | |
| Countries between 0.0% – 2.0%^ | | | 9.7% | |
| Assets in Excess of Other Liabilities* | | | 2.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 16 countries, which each represents 0.0% – 2.0% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Nestle S.A. | | | 1.7% | |
| HSBC Holdings PLC | | | 1.3% | |
| Novartis AG | | | 1.2% | |
| Roche Holding AG | | | 1.2% | |
| Toyota Motor Corp. | | | 1.1% | |
| British American Tobacco PLC | | | 1.0% | |
| Royal Dutch Shell PLC - Class A | | | 1.0% | |
| BP PLC | | | 0.9% | |
| Total S.A. | | | 0.8% | |
| Royal Dutch Shell PLC - Class B | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya International Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | Since Inception of Class P2 May 2, 2017 | | | |||||||||||||||
| | Class ADV | | | | | 24.19% | | | | | | 6.83% | | | | | | 2.51% | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 24.88% | | | | | | 7.35% | | | | | | 3.03% | | | | | | — | | | | | | — | | | |
| | Class P2(1) | | | | | 25.11% | | | | | | 7.39% | | | | | | — | | | | | | — | | | | | | 3.05% | | | |
| | Class S | | | | | 24.51% | | | | | | 7.07% | | | | | | 2.76% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | 24.44% | | | | | | 6.92% | | | | | | — | | | | | | 11.01% | | | | | | — | | | |
| | MSCI EAFE® Index | | | | | 25.03% | | | | | | 7.90% | | | | | | 3.30% | | | | | | 11.64% | | | | | | 3.30% | | | |
| | | | |
Portfolio Managers’ Report | Voya Japan TOPIX Index® Portfolio |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 22.5% | |
| Consumer Discretionary | | | 19.3% | |
| Financials | | | 12.1% | |
| Information Technology | | | 12.1% | |
| Consumer Staples | | | 8.6% | |
| Materials | | | 7.4% | |
| Health Care | | | 6.5% | |
| Telecommunication Services | | | 4.7% | |
| Real Estate | | | 3.0% | |
| Utilities | | | 1.5% | |
| Energy | | | 1.1% | |
| Assets in Excess of Other Liabilities* | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Toyota Motor Corp. | | | 3.3% | |
| Mitsubishi UFJ Financial Group, Inc. | | | 2.2% | |
| SoftBank Group Corp. | | | 1.5% | |
| Nippon Telegraph & Telephone Corp. | | | 1.4% | |
| Sumitomo Mitsui Financial Group, Inc. | | | 1.4% | |
| Honda Motor Co., Ltd. | | | 1.3% | |
| Sony Corp. | | | 1.3% | |
| Keyence Corp. | | | 1.2% | |
| Mizuho Financial Group, Inc. | | | 1.0% | |
| Fanuc Ltd. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Japan TOPIX Index® Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV and I August 17, 2009 | | | |||||||||
| | Class ADV | | | | | 25.41% | | | | | | 10.98% | | | | | | 6.84% | | | |
| | Class I | | | | | 25.93% | | | | | | 11.53% | | | | | | 7.38% | | | |
| | TOPIX Index® | | | | | 26.55% | | | | | | 12.33% | | | | | | 8.04% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 41.0% | |
| Consumer Discretionary | | | 18.2% | |
| Health Care | | | 12.7% | |
| Industrials | | | 11.3% | |
| Consumer Staples | | | 7.6% | |
| Materials | | | 2.9% | |
| Real Estate | | | 2.3% | |
| Financials | | | 2.1% | |
| Telecommunication Services | | | 1.2% | |
| Energy | | | 0.3% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 8.9% | |
| Microsoft Corp. | | | 6.6% | |
| Amazon.com, Inc. | | | 4.8% | |
| Facebook, Inc. | | | 4.2% | |
| Alphabet, Inc. - Class C | | | 3.3% | |
| Alphabet, Inc. - Class A | | | 3.2% | |
| Home Depot, Inc. | | | 2.3% | |
| UnitedHealth Group, Inc. | | | 2.2% | |
| Visa, Inc. - Class A | | | 2.1% | |
| Comcast Corp. – Class A | | | 1.8% | |
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Growth Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I and S May 1, 2009 | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | 30.60% | | | | | | — | | | | | | — | | | | | | 14.61% | | | |
| | Class I | | | | | 31.26% | | | | | | 17.58% | | | | | | 16.95% | | | | | | — | | | |
| | Class S | | | | | 30.93% | | | | | | 17.28% | | | | | | 16.66% | | | | | | — | | | |
| | Russell Top 200® Growth Index | | | | | 31.92% | | | | | | 18.12% | | | | | | 17.52% | | | | | | 15.65% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Index Portfolio |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 26.2% | |
| Financials | | | 15.0% | |
| Health Care | | | 14.6% | |
| Consumer Discretionary | | | 11.7% | |
| Consumer Staples | | | 9.1% | |
| Industrials | | | 9.0% | |
| Energy | | | 5.9% | |
| Telecommunication Services | | | 2.6% | |
| Materials | | | 2.4% | |
| Utilities | | | 1.8% | |
| Real Estate | | | 1.4% | |
| Assets in Excess of Other Liabilities* | | | 0.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Apple, Inc. | | | 4.7% | |
| Microsoft Corp. | | | 3.5% | |
| Amazon.com, Inc. | | | 2.5% | |
| Facebook, Inc. | | | 2.2% | |
| Berkshire Hathaway, Inc. – Class B | | | 2.1% | |
| Johnson & Johnson | | | 2.1% | |
| JPMorgan Chase & Co. | | | 2.0% | |
| Exxon Mobil Corp. | | | 1.9% | |
| Alphabet, Inc. - Class C | | | 1.7% | |
| Alphabet, Inc. - Class A | | | 1.7% | |
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | ||||||||||||
| | Class ADV | | | | | 21.96% | | | | | | 15.08% | | | | | | 9.16% | | | | | | — | | | |
| | Class I | | | | | 22.57% | | | | | | 15.66% | | | | | | 9.72% | | | | | | — | | | |
| | Class S | | | | | 22.27% | | | | | | 15.36% | | | | | | 9.44% | | | | | | — | | | |
| | Class S2 | | | | | 22.08% | | | | | | 15.20% | | | | | | — | | | | | | 16.89% | | | |
| | Russell Top 200® Index | | | | | 22.96% | | | | | | 16.01% | | | | | | 10.09% | | | | | | 17.87% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Large Cap Value Index Portfolio |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 29.4% | |
| Health Care | | | 16.7% | |
| Energy | | | 12.3% | |
| Consumer Staples | | | 10.7% | |
| Information Technology | | | 9.5% | |
| Industrials | | | 6.5% | |
| Consumer Discretionary | | | 4.3% | |
| Telecommunication Services | | | 4.2% | |
| Utilities | | | 3.8% | |
| Materials | | | 1.7% | |
| Real Estate | | | 0.3% | |
| Assets in Excess of Other Liabilities* | | | 0.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Berkshire Hathaway, Inc. – Class B | | | 4.4% | |
| JPMorgan Chase & Co. | | | 4.3% | |
| Exxon Mobil Corp. | | | 4.1% | |
| Johnson & Johnson | | | 3.7% | |
| Bank of America Corp. | | | 3.3% | |
| Wells Fargo & Co. | | | 3.1% | |
| AT&T, Inc. | | | 2.8% | |
| Chevron Corp. | | | 2.7% | |
| Procter & Gamble Co. | | | 2.6% | |
| Intel Corp. | | | 2.5% | |
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Large Cap Value Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I and S May 1, 2009 | | | Since Inception of Class ADV July 13, 2015 | | | ||||||||||||
| | Class ADV | | | | | 13.05% | | | | | | — | | | | | | — | | | | | | 9.48% | | | |
| | Class I | | | | | 13.46% | | | | | | 13.37% | | | | | | 13.95% | | | | | | — | | | |
| | Class S | | | | | 13.19% | | | | | | 13.10% | | | | | | 13.67% | | | | | | — | | | |
| | Russell Top 200® Value Index | | | | | 13.83% | | | | | | 13.78% | | | | | | 14.37% | | | | | | 10.38% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Growth Index Portfolio |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 27.4% | |
| Consumer Discretionary | | | 17.3% | |
| Industrials | | | 17.1% | |
| Health Care | | | 13.2% | |
| Financials | | | 7.2% | |
| Materials | | | 6.3% | |
| Consumer Staples | | | 4.1% | |
| Real Estate | | | 3.3% | |
| Energy | | | 2.5% | |
| Telecommunication Services | | | 0.2% | |
| Utilities | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 1.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Zoetis, Inc. | | | 1.1% | |
| Progressive Corp. | | | 1.1% | |
| Analog Devices, Inc. | | | 1.0% | |
| Illumina, Inc. | | | 1.0% | |
| Ross Stores, Inc. | | | 1.0% | |
| Lam Research Corp. | | | 0.9% | |
| Fiserv, Inc. | | | 0.9% | |
| DXC Technology Co. | | | 0.9% | |
| Amphenol Corp. | | | 0.8% | |
| Rockwell Automation, Inc. | | | 0.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Mid Cap Growth Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes I, S and S2 May 1, 2009 | | | |||||||||
| | Class I | | | | | 24.67% | | | | | | 14.87% | | | | | | 16.53% | | | |
| | Class S | | | | | 24.36% | | | | | | 14.58% | | | | | | 16.25% | | | |
| | Class S2 | | | | | 24.19% | | | | | | 14.42% | | | | | | 16.08% | | | |
| | Russell Midcap® Growth Index | | | | | 25.27% | | | | | | 15.30% | | | | | | 16.91% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Mid Cap Index Portfolio |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 15.4% | |
| Financials | | | 14.5% | |
| Industrials | | | 14.3% | |
| Consumer Discretionary | | | 14.3% | |
| Health Care | | | 9.4% | |
| Real Estate | | | 9.4% | |
| Materials | | | 5.9% | |
| Utilities | | | 5.8% | |
| Energy | | | 5.7% | |
| Consumer Staples | | | 4.1% | |
| Telecommunication Services | | | 0.4% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Zoetis, Inc. | | | 0.5% | |
| ProLogis, Inc. | | | 0.5% | |
| Progressive Corp. | | | 0.5% | |
| Illumina, Inc. | | | 0.5% | |
| Analog Devices, Inc. | | | 0.4% | |
| Marathon Petroleum Corp. | | | 0.4% | |
| Fidelity National Information Services, Inc. | | | 0.4% | |
| SunTrust Banks, Inc. | | | 0.4% | |
| Ross Stores, Inc. | | | 0.4% | |
| Synchrony Financial | | | 0.4% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Mid Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | Since Inception of Class P2 May 3, 2017 | | | |||||||||||||||
| | Class ADV | | | | | 17.39% | | | | | | 13.92% | | | | | | 9.97% | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 17.97% | | | | | | 14.48% | | | | | | 10.51% | | | | | | — | | | | | | — | | | |
| | Class P2(1) | | | | | 18.19% | | | | | | 14.52% | | | | | | — | | | | | | — | | | | | | 10.53% | | | |
| | Class S | | | | | 17.67% | | | | | | 14.20% | | | | | | 10.23% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | 17.47% | | | | | | 14.04% | | | | | | — | | | | | | 18.81% | | | | | | — | | | |
| | Russell Midcap® Index | | | | | 18.52% | | | | | | 14.96% | | | | | | 10.91% | | | | | | 19.71% | | | | | | 10.91% | | | |
| | | | |
Portfolio Managers’ Report | Voya Russell™ Small Cap Index Portfolio |
| Sector Diversification as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 17.6% | |
| Information Technology | | | 16.5% | |
| Industrials | | | 15.4% | |
| Health Care | | | 15.2% | |
| Consumer Discretionary | | | 12.4% | |
| Real Estate | | | 6.7% | |
| Materials | | | 4.5% | |
| Energy | | | 4.0% | |
| Utilities | | | 3.5% | |
| Consumer Staples | | | 2.7% | |
| Telecommunication Services | | | 0.8% | |
| Assets in Excess of Other Liabilities* | | | 0.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| Nektar Therapeutics | | | 0.4% | |
| Bluebird Bio, Inc. | | | 0.4% | |
| Sage Therapeutics, Inc. | | | 0.3% | |
| GrubHub, Inc. | | | 0.3% | |
| Exact Sciences Corp. | | | 0.3% | |
| Knight-Swift Transportation Holdings, Inc. | | | 0.3% | |
| Curtiss-Wright Corp. | | | 0.3% | |
| EPAM Systems, Inc. | | | 0.3% | |
| MGIC Investment Corp. | | | 0.3% | |
| Sterling Bancorp/DE | | | 0.2% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Russell™ Small Cap Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Classes ADV, I and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | Since Inception of Class P2 May 3, 2017 | | | |||||||||||||||
| | Class ADV | | | | | 13.65% | | | | | | 13.39% | | | | | | 10.06% | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 14.27% | | | | | | 13.97% | | | | | | 10.61% | | | | | | — | | | | | | — | | | |
| | Class P2(1) | | | | | 14.55% | | | | | | 14.03% | | | | | | — | | | | | | — | | | | | | 10.63% | | | |
| | Class S | | | | | 13.97% | | | | | | 13.68% | | | | | | 10.32% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | 13.76% | | | | | | 13.52% | | | | | | — | | | | | | 17.75% | | | | | | — | | | |
| | Russell 2000® Index | | | | | 14.65% | | | | | | 14.12% | | | | | | 10.81% | | | | | | 18.44% | | | | | | 10.81% | | | |
| | | | |
Portfolio Managers’ Report | Voya U.S. Bond Index Portfolio |
| Investment Type Allocation as of December 31, 2017 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 39.5% | |
| Corporate Bonds/Notes | | | 29.4% | |
| U.S. Government Agency Obligations | | | 28.4% | |
| Foreign Government Bonds | | | 3.2% | |
| Commercial Mortgage-Backed Securities | | | 1.9% | |
| Municipal Bonds | | | 1.0% | |
| Asset-Backed Securities | | | 0.8% | |
| Collateralized Mortgage Obligations | | | 0.1% | |
| Liabilities in Excess of Other Assets* | | | (4.3)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2017* (as a percentage of net assets) | | |||
| | | | | |
| United States Treasury Note, 2.000%, 11/30/22 | | | 3.3% | |
| Ginnie Mae, 3.500%, 10/20/41 | | | 3.1% | |
| Ginnie Mae, 3.000%, 01/15/43 | | | 2.5% | |
| Freddie Mac, 3.500%, 07/15/41 | | | 1.4% | |
| United States Treasury Bond, 2.750%, 08/15/47 | | | 1.4% | |
| United States Treasury Note, 2.750%, 02/15/24 | | | 1.3% | |
| United States Treasury Note, 2.250%, 11/15/27 | | | 1.2% | |
| United States Treasury Note, 2.750%, 11/15/23 | | | 1.1% | |
| United States Treasury Note, 1.375%, 04/30/21 | | | 1.1% | |
| Fannie Mae, 3.000%, 01/18/47 | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya U.S. Bond Index Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2017 | | | ||||||||||||||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | Since Inception of Class I March 7, 2008 | | | Since Inception of Classes ADV and S March 10, 2008 | | | Since Inception of Class S2 February 27, 2009 | | | Since Inception of Class P2 May 3, 2017 | | | ||||||||||||||||||
| | Class ADV | | | | | 2.68% | | | | | | 1.24% | | | | | | — | | | | | | 3.09% | | | | | | — | | | | | | — | | | |
| | Class I | | | | | 3.19% | | | | | | 1.75% | | | | | | 3.59% | | | | | | — | | | | | | — | | | | | | — | | | |
| | Class P2(1) | | | | | 3.36% | | | | | | 1.78% | | | | | | — | | | | | | — | | | | | | — | | | | | | 3.61% | | | |
| | Class S | | | | | 2.94% | | | | | | 1.50% | | | | | | — | | | | | | 3.32% | | | | | | — | | | | | | — | | | |
| | Class S2 | | | | | 2.78% | | | | | | 1.34% | | | | | | — | | | | | | — | | | | | | 3.32% | | | | | | — | | | |
| | Bloomberg Barclays U.S. Aggregate Bond | | | | | 3.54% | | | | | | 2.10% | | | | | | 4.01% | | | | | | 3.98% | | | | | | 4.09% | | | | | | 4.01% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | ||||||||||||||||||||||||
Voya Australia Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,094.10 | | | | | | 0.46% | | | | | $ | 2.43 | | | | | $ | 1,000.00 | | | | | $ | 1,022.89 | | | | | | 0.46% | | | | | $ | 2.35 | | |
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,153.50 | | | | | | 0.55% | | | | | $ | 2.99 | | | | | $ | 1,000.00 | | | | | $ | 1,022.43 | | | | | | 0.55% | | | | | $ | 2.80 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,155.20 | | | | | | 0.15 | | | | | | 0.81 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,151.70 | | | | | | 0.80 | | | | | | 4.34 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Euro STOXX 50® Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,066.50 | | | | | | 0.94% | | | | | $ | 4.90 | | | | | $ | 1,000.00 | | | | | $ | 1,020.47 | | | | | | 0.94% | | | | | $ | 4.79 | | |
Class I | | | | | 1,000.00 | | | | | | 1,068.80 | | | | | | 0.44 | | | | | | 2.29 | | | | | | 1,000.00 | | | | | | 1,022.99 | | | | | | 0.44 | | | | | | 2.24 | | |
Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,098.10 | | | | | | 0.92% | | | | | $ | 4.87 | | | | | $ | 1,000.00 | | | | | $ | 1,020.57 | | | | | | 0.92% | | | | | $ | 4.69 | | |
Class I | | | | | 1,000.00 | | | | | | 1,102.00 | | | | | | 0.42 | | | | | | 2.23 | | | | | | 1,000.00 | | | | | | 1,023.09 | | | | | | 0.42 | | | | | | 2.14 | | |
Voya Hang Seng Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,171.10 | | | | | | 1.02% | | | | | $ | 5.58 | | | | | $ | 1,000.00 | | | | | $ | 1,020.06 | | | | | | 1.02% | | | | | $ | 5.19 | | |
Class I | | | | | 1,000.00 | | | | | | 1,174.00 | | | | | | 0.52 | | | | | | 2.85 | | | | | | 1,000.00 | | | | | | 1,022.58 | | | | | | 0.52 | | | | | | 2.65 | | |
Class S | | | | | 1,000.00 | | | | | | 1,172.80 | | | | | | 0.77 | | | | | | 4.22 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.77 | | | | | | 3.92 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | | Beginning Account Value July 1, 2017 | | | Ending Account Value December 31, 2017 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2017* | | ||||||||||||||||||||||||
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,086.90 | | | | | | 0.94% | | | | | $ | 4.94 | | | | | $ | 1,000.00 | | | | | $ | 1,020.47 | | | | | | 0.94% | | | | | $ | 4.79 | | |
Class I | | | | | 1,000.00 | | | | | | 1,089.20 | | | | | | 0.45 | | | | | | 2.37 | | | | | | 1,000.00 | | | | | | 1,022.94 | | | | | | 0.45 | | | | | | 2.29 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,091.30 | | | | | | 0.15 | | | | | | 0.79 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,087.80 | | | | | | 0.70 | | | | | | 3.68 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.70 | | | | | | 3.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,087.80 | | | | | | 0.85 | | | | | | 4.47 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Voya Japan TOPIX Index® Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,123.30 | | | | | | 0.93% | | | | | $ | 4.98 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Class I | | | | | 1,000.00 | | | | | | 1,125.80 | | | | | | 0.43 | | | | | | 2.30 | | | | | | 1,000.00 | | | | | | 1,023.04 | | | | | | 0.43 | | | | | | 2.19 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,142.80 | | | | | | 0.93% | | | | | $ | 5.02 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Class I | | | | | 1,000.00 | | | | | | 1,145.50 | | | | | | 0.43 | | | | | | 2.33 | | | | | | 1,000.00 | | | | | | 1,023.04 | | | | | | 0.43 | | | | | | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 1,144.20 | | | | | | 0.68 | | | | | | 3.68 | | | | | | 1,000.00 | | | | | | 1,021.78 | | | | | | 0.68 | | | | | | 3.47 | | |
Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,115.30 | | | | | | 0.87% | | | | | $ | 4.64 | | | | | $ | 1,000.00 | | | | | $ | 1,020.82 | | | | | | 0.87% | | | | | $ | 4.43 | | |
Class I | | | | | 1,000.00 | | | | | | 1,118.30 | | | | | | 0.37 | | | | | | 1.98 | | | | | | 1,000.00 | | | | | | 1,023.34 | | | | | | 0.37 | | | | | | 1.89 | | |
Class S | | | | | 1,000.00 | | | | | | 1,116.80 | | | | | | 0.62 | | | | | | 3.31 | | | | | | 1,000.00 | | | | | | 1,022.08 | | | | | | 0.62 | | | | | | 3.16 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,115.90 | | | | | | 0.77 | | | | | | 4.11 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.77 | | | | | | 3.92 | | |
Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,085.90 | | | | | | 0.89% | | | | | $ | 4.68 | | | | | $ | 1,000.00 | | | | | $ | 1,020.72 | | | | | | 0.89% | | | | | $ | 4.53 | | |
Class I | | | | | 1,000.00 | | | | | | 1,088.10 | | | | | | 0.39 | | | | | | 2.05 | | | | | | 1,000.00 | | | | | | 1,023.24 | | | | | | 0.39 | | | | | | 1.99 | | |
Class S | | | | | 1,000.00 | | | | | | 1,086.80 | | | | | | 0.64 | | | | | | 3.37 | | | | | | 1,000.00 | | | | | | 1,021.98 | | | | | | 0.64 | | | | | | 3.26 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,122.10 | | | | | | 0.43% | | | | | $ | 2.30 | | | | | $ | 1,000.00 | | | | | $ | 1,023.04 | | | | | | 0.43% | | | | | $ | 2.19 | | |
Class S | | | | | 1,000.00 | | | | | | 1,120.70 | | | | | | 0.68 | | | | | | 3.63 | | | | | | 1,000.00 | | | | | | 1,021.78 | | | | | | 0.68 | | | | | | 3.47 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,120.20 | | | | | | 0.83 | | | | | | 4.44 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,092.70 | | | | | | 0.93% | | | | | $ | 4.91 | | | | | $ | 1,000.00 | | | | | $ | 1,020.52 | | | | | | 0.93% | | | | | $ | 4.74 | | |
Class I | | | | | 1,000.00 | | | | | | 1,094.80 | | | | | | 0.43 | | | | | | 2.27 | | | | | | 1,000.00 | | | | | | 1,023.04 | | | | | | 0.43 | | | | | | 2.19 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,096.80 | | | | | | 0.15 | | | | | | 0.79 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,093.80 | | | | | | 0.68 | | | | | | 3.59 | | | | | | 1,000.00 | | | | | | 1,021.78 | | | | | | 0.68 | | | | | | 3.47 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,092.80 | | | | | | 0.83 | | | | | | 4.38 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,087.60 | | | | | | 0.95% | | | | | $ | 5.00 | | | | | $ | 1,000.00 | | | | | $ | 1,020.42 | | | | | | 0.95% | | | | | $ | 4.84 | | |
Class I | | | | | 1,000.00 | | | | | | 1,090.50 | | | | | | 0.45 | | | | | | 2.37 | | | | | | 1,000.00 | | | | | | 1,022.94 | | | | | | 0.45 | | | | | | 2.29 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,092.60 | | | | | | 0.15 | | | | | | 0.79 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,089.20 | | | | | | 0.70 | | | | | | 3.69 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.70 | | | | | | 3.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,088.60 | | | | | | 0.85 | | | | | | 4.47 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,008.10 | | | | | | 0.90% | | | | | $ | 4.56 | | | | | $ | 1,000.00 | | | | | $ | 1,020.67 | | | | | | 0.90% | | | | | $ | 4.58 | | |
Class I | | | | | 1,000.00 | | | | | | 1,010.70 | | | | | | 0.40 | | | | | | 2.03 | | | | | | 1,000.00 | | | | | | 1,023.19 | | | | | | 0.40 | | | | | | 2.04 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,011.90 | | | | | | 0.15 | | | | | | 0.76 | | | | | | 1,000.00 | | | | | | 1,024.45 | | | | | | 0.15 | | | | | | 0.77 | | |
Class S | | | | | 1,000.00 | | | | | | 1,009.40 | | | | | | 0.65 | | | | | | 3.29 | | | | | | 1,000.00 | | | | | | 1,021.93 | | | | | | 0.65 | | | | | | 3.31 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,007.70 | | | | | | 0.80 | | | | | | 4.05 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.80 | | | | | | 4.08 | | |
Voya Variable Portfolios, Inc.:
February 21, 2018
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||
ASSETS: | | | | | | ||||||||||||||||||||
Investments in securities at fair value+* | | | | $ | 101,178,234 | | | | | $ | 717,403,352 | | | | | $ | 372,852,286 | | | | | $ | 276,296,018 | | |
Short-term investments at fair value** | | | | | 4,621,929 | | | | | | 12,510,331 | | | | | | — | | | | | | 2,951,883 | | |
Cash | | | | | — | | | | | | — | | | | | | — | | | | | | 378,269 | | |
Cash collateral for futures | | | | | 176,158 | | | | | | 283,965 | | | | | | 420,249 | | | | | | 298,752 | | |
Foreign currencies at value*** | | | | | 333,438 | | | | | | 493,258 | | | | | | 229,944 | | | | | | 330,737 | | |
Foreign cash collateral for futures**** | | | | | 58,577 | | | | | | — | | | | | | — | | | | | | 128,917 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | 158,787 | | | | | | 397 | | | | | | 4,015,831 | | | | | | — | | |
Fund shares sold | | | | | 329 | | | | | | 1,796,421 | | | | | | 823 | | | | | | 3,409 | | |
Dividends | | | | | 202,159 | | | | | | 1,300,265 | | | | | | 214,869 | | | | | | 687,080 | | |
Interest | | | | | — | | | | | | — | | | | | | 76 | | | | | | — | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | 1,254,731 | | | | | | 24,592 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 5,875 | | | | | | — | | | | | | 89,397 | | | | | | 18,745 | | |
Prepaid expenses | | | | | 599 | | | | | | 2,253 | | | | | | 1,661 | | | | | | 22,065 | | |
Reimbursement due from manager | | | | | — | | | | | | 78,135 | | | | | | — | | | | | | — | | |
Other assets | | | | | 3,425 | | | | | | 12,008 | | | | | | 13,384 | | | | | | 10,221 | | |
Total assets | | | | | 106,739,510 | | | | | | 733,880,385 | | | | | | 379,093,251 | | | | | | 281,150,688 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | 295,680 | | | | | | 330 | | | | | | 13,928 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 105,680 | | | | | | 3,111,776 | | | | | | 398,491 | | | | | | 297,102 | | |
Payable for foreign cash collateral for futures***** | | | | | — | | | | | | — | | | | | | 102,552 | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 4,580,929 | | | | | | 7,360,331 | | | | | | — | | | | | | 2,951,883 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 33,285 | | | | | | 5,643 | | |
Payable for investment management fees | | | | | 29,885 | | | | | | 227,806 | | | | | | 115,287 | | | | | | 81,147 | | |
Payable for distribution and shareholder service fees | | | | | — | | | | | | — | | | | | | 12,107 | | | | | | 2,248 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | — | | | | | | 169,835 | | | | | | — | | |
Payable for directors fees | | | | | 603 | | | | | | 3,550 | | | | | | 2,030 | | | | | | 1,415 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 3,425 | | | | | | 12,008 | | | | | | 13,384 | | | | | | 10,221 | | |
Other accrued expenses and liabilities | | | | | 38,295 | | | | | | 859,703 | | | | | | 152,914 | | | | | | 108,208 | | |
Total liabilities | | | | | 5,054,497 | | | | | | 11,575,504 | | | | | | 1,013,813 | | | | | | 3,457,867 | | |
NET ASSETS | | | | $ | 101,685,013 | | | | | $ | 722,304,881 | | | | | $ | 378,079,438 | | | | | $ | 277,692,821 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 120,472,241 | | | | | $ | 635,646,871 | | | | | $ | 305,684,483 | | | | | $ | 235,520,196 | | |
Undistributed net investment income | | | | | 5,433,218 | | | | | | 17,137,582 | | | | | | 10,375,078 | | | | | | 12,069,017 | | |
Accumulated net realized loss | | | | | (34,427,348) | | | | | | (76,434,992) | | | | | | (5,536,031) | | | | | | (1,809,086) | | |
Net unrealized appreciation | | | | | 10,206,902 | | | | | | 145,955,420 | | | | | | 67,555,908 | | | | | | 31,912,694 | | |
NET ASSETS | | | | $ | 101,685,013 | | | | | $ | 722,304,881 | | | | | $ | 378,079,438 | | | | | $ | 277,692,821 | | |
+ Including securities loaned at value | | | | $ | 4,342,513 | | | | | $ | 7,016,839 | | | | | $ | — | | | | | $ | 2,804,622 | | |
* Cost of investments in securities | | | | $ | 90,981,991 | | | | | $ | 571,623,124 | | | | | $ | 305,387,784 | | | | | $ | 244,444,221 | | |
** Cost of short-term investments | | | | $ | 4,621,929 | | | | | $ | 12,510,331 | | | | | $ | — | | | | | $ | 2,951,883 | | |
*** Cost of foreign currencies | | | | $ | 329,122 | | | | | $ | 488,758 | | | | | $ | 228,655 | | | | | $ | 327,603 | | |
**** Cost of foreign cash collateral for futures | | | | $ | 58,577 | | | | | $ | — | | | | | $ | — | | | | | $ | 128,917 | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | — | | | | | $ | — | | | | | $ | 102,551 | | | | | $ | — | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 25,513,735 | | | | | $ | 5,375,756 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 2,242,727 | | | | | | 545,705 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 11.38 | | | | | $ | 9.85 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 101,685,013 | | | | | $ | 502,979,368 | | | | | $ | 352,565,703 | | | | | $ | 272,317,065 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 10,937,678 | | | | | | 39,156,045 | | | | | | 30,684,737 | | | | | | 27,397,532 | | |
Net asset value and redemption price per share | | | | $ | 9.30 | | | | | $ | 12.85 | | | | | $ | 11.49 | | | | | $ | 9.94 | | |
Class P2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 219,321,640 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 17,022,400 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 12.88 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 3,873 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 300 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 12.91 | | | | | | n/a | | | | | | n/a | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
ASSETS: | | | | | | ||||||||||||||||||||
Investments in securities at fair value+* | | | | $ | 73,374,385 | | | | | $ | 1,648,637,226 | | | | | $ | 299,643,932 | | | | | $ | 695,289,824 | | |
Short-term investments at fair value** | | | | | 137,000 | | | | | | 46,211,944 | | | | | | 2,362,525 | | | | | | 7,524,441 | | |
Cash | | | | | 956 | | | | | | 86,355 | | | | | | 2,845,789 | | | | | | — | | |
Cash collateral for futures | | | | | 59,633 | | | | | | 1,189,102 | | | | | | 16,380 | | | | | | 172,651 | | |
Foreign currencies at value*** | | | | | 226,756 | | | | | | 201,664 | | | | | | 658,974 | | | | | | — | | |
Foreign cash collateral for futures**** | | | | | — | | | | | | — | | | | | | 114,498 | | | | | | — | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | 123,880 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 165 | | | | | | 997,227 | | | | | | 658 | | | | | | 88,631 | | |
Dividends | | | | | 333 | | | | | | 1,727,149 | | | | | | 344,770 | | | | | | 425,528 | | |
Foreign tax reclaims | | | | | — | | | | | | 3,382,402 | | | | | | 1,771 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | — | | | | | | 15,128 | | | | | | — | | |
Prepaid expenses | | | | | 410 | | | | | | 6,016 | | | | | | 1,224 | | | | | | 2,458 | | |
Reimbursement due from manager | | | | | — | | | | | | 325,018 | | | | | | — | | | | | | — | | |
Other assets | | | | | 2,809 | | | | | | 70,164 | | | | | | 9,593 | | | | | | 14,145 | | |
Total assets | | | | | 73,802,447 | | | | | | 1,702,958,147 | | | | | | 306,015,242 | | | | | | 703,517,678 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | — | | | | | | 48,751 | | | | | | — | | | | | | 572,505 | | |
Payable for fund shares redeemed | | | | | 46,263 | | | | | | 4,010,064 | | | | | | 313,468 | | | | | | 1,277,986 | | |
Payable for foreign cash collateral for futures***** | | | | | 94,059 | | ��� | | | | — | | | | | | — | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 13,792,944 | | | | | | 2,362,525 | | | | | | 3,680,441 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 584 | | | | | | — | | | | | | 11,574 | | | | | | — | | |
Payable for investment management fees | | | | | 21,655 | | | | | | 646,309 | | | | | | 90,894 | | | | | | 236,285 | | |
Payable for distribution and shareholder service fees | | | | | 6,875 | | | | | | 307,085 | | | | | | 4,958 | | | | | | 74,029 | | |
Payable for directors fees | | | | | 424 | | | | | | 8,737 | | | | | | 1,537 | | | | | | 3,280 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 2,809 | | | | | | 70,164 | | | | | | 9,593 | | | | | | 14,145 | | |
Other accrued expenses and liabilities | | | | | 47,148 | | | | | | 459,345 | | | | | | 62,618 | | | | | | 69,278 | | |
Total liabilities | | | | | 219,817 | | | | | | 19,343,399 | | | | | | 2,857,167 | | | | | | 5,927,949 | | |
NET ASSETS | | | | $ | 73,582,630 | | | | | $ | 1,683,614,748 | | | | | $ | 303,158,075 | | | | | $ | 697,589,729 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 35,056,924 | | | | | $ | 1,397,792,188 | | | | | $ | 186,206,016 | | | | | $ | 259,938,229 | | |
Undistributed net investment income | | | | | 3,149,431 | | | | | | 44,919,706 | | | | | | 6,467,522 | | | | | | 6,671,582 | | |
Accumulated net realized gain (loss) | | | | | 5,713,482 | | | | | | (63,147,787) | | | | | | 15,653,095 | | | | | | 23,786,024 | | |
Net unrealized appreciation | | | | | 29,662,793 | | | | | | 304,050,641 | | | | | | 94,831,442 | | | | | | 407,193,894 | | |
NET ASSETS | | | | $ | 73,582,630 | | | | | $ | 1,683,614,748 | | | | | $ | 303,158,075 | | | | | $ | 697,589,729 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 13,121,442 | | | | | $ | 2,235,269 | | | | | $ | 3,603,693 | | |
* Cost of investments in securities | | | | $ | 43,723,346 | | | | | $ | 1,345,072,169 | | | | | $ | 204,800,452 | | | | | $ | 288,092,675 | | |
** Cost of short-term investments | | | | $ | 137,000 | | | | | $ | 46,211,944 | | | | | $ | 2,362,525 | | | | | $ | 7,524,441 | | |
*** Cost of foreign currencies | | | | $ | 226,616 | | | | | $ | 199,750 | | | | | $ | 654,809 | | | | | $ | — | | |
**** Cost of foreign cash collateral for futures | | | | $ | — | | | | | $ | — | | | | | $ | 114,497 | | | | | $ | — | | |
***** Cost of payable for foreign cash collateral for futures | | | | $ | 94,059 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 1,026,276 | | | | | $ | 692,746,646 | | | | | $ | 11,532,156 | | | | | $ | 4,255 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 250,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 58,356 | | | | | | 65,884,210 | | | | | | 917,773 | | | | | | 121 | | |
Net asset value and redemption price per share | | | | $ | 17.59 | | | | | $ | 10.51 | | | | | $ | 12.57 | | | | | $ | 35.05 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 41,870,682 | | | | | $ | 319,368,705 | | | | | $ | 291,625,919 | | | | | $ | 354,275,420 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,368,064 | | | | | | 29,728,835 | | | | | | 22,946,927 | | | | | | 10,021,199 | | |
Net asset value and redemption price per share | | | | $ | 17.68 | | | | | $ | 10.74 | | | | | $ | 12.71 | | | | | $ | 35.35 | | |
Class P2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 589,018,651 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 54,741,022 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.76 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 30,685,672 | | | | | $ | 81,188,450 | | | | | | n/a | | | | | $ | 343,310,054 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,738,823 | | | | | | 7,613,170 | | | | | | n/a | | | | | | 9,767,040 | | |
Net asset value and redemption price per share | | | | $ | 17.65 | | | | | $ | 10.66 | | | | | | n/a | | | | | $ | 35.15 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | $ | 1,292,296 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 121,380 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.65 | | | | | | n/a | | | | | | n/a | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||
ASSETS: | | | | | | ||||||||||||||||||||
Investments in securities at fair value+* | | | | $ | 903,859,233 | | | | | $ | 423,940,650 | | | | | $ | 300,264,364 | | | | | $ | 1,919,799,923 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | — | | | | | | 50,212 | | | | | | 2,402,560 | | |
Short-term investments at fair value*** | | | | | 6,660,059 | | | | | | 2,528,823 | | | | | | 11,701,360 | | | | | | 49,128,505 | | |
Cash collateral for futures | | | | | 161,553 | | | | | | 98,434 | | | | | | 89,641 | | | | | | 513,461 | | |
Receivables: | | | | | | ||||||||||||||||||||
Investment securities sold | | | | | — | | | | | | — | | | | | | 1,561,847 | | | | | | 4,368,982 | | |
Fund shares sold | | | | | 51,730 | | | | | | 21,350 | | | | | | 23,435 | | | | | | 554,010 | | |
Dividends | | | | | 824,423 | | | | | | 533,800 | | | | | | 169,707 | | | | | | 2,790,394 | | |
Foreign tax reclaims | | | | | — | | | | | | 920 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 3,541 | | | | | | 1,867 | | | | | | 1,308 | | | | | | 8,185 | | |
Reimbursement due from manager | | | | | 6,730 | | | | | | — | | | | | | 1,469 | | | | | | 67,718 | | |
Other assets | | | | | 73,460 | | | | | | 7,968 | | | | | | 8,822 | | | | | | 58,360 | | |
Total assets | | | | | 911,640,729 | | | | | | 427,133,812 | | | | | | 313,872,165 | | | | | | 1,979,692,098 | | |
LIABILITIES: | | | | | | ||||||||||||||||||||
Payable for investment securities purchased | | | | | 395,763 | | | | | | — | | | | | | 129,413 | | | | | | 358,888 | | |
Payable for fund shares redeemed | | | | | 678,795 | | | | | | 368,455 | | | | | | 326,322 | | | | | | 7,349,147 | | |
Payable upon receipt of securities loaned | | | | | 2,741,059 | | | | | | 192,823 | | | | | | 8,667,360 | | | | | | 31,824,505 | | |
Payable for investment management fees | | | | | 270,667 | | | | | | 130,376 | | | | | | 104,112 | | | | | | 676,821 | | |
Payable for distribution and shareholder service fees | | | | | 144,929 | | | | | | 68,556 | | | | | | 61,505 | | | | | | 150,932 | | |
Payable for directors fees | | | | | 4,416 | | | | | | 2,184 | | | | | | 1,487 | | | | | | 10,018 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 73,460 | | | | | | 7,968 | | | | | | 8,822 | | | | | | 58,360 | | |
Other accrued expenses and liabilities | | | | | 92,934 | | | | | | 13,982 | | | | | | 164,314 | | | | | | 214,853 | | |
Total liabilities | | | | | 4,402,023 | | | | | | 784,344 | | | | | | 9,463,335 | | | | | | 40,643,524 | | |
NET ASSETS | | | | $ | 907,238,706 | | | | | $ | 426,349,468 | | | | | $ | 304,408,830 | | | | | $ | 1,939,048,574 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | ||||||||||||||||||||
Paid-in capital | | | | $ | 325,092,503 | | | | | $ | 286,297,407 | | | | | $ | 133,886,096 | | | | | $ | 783,380,716 | | |
Undistributed net investment income | | | | | 12,842,199 | | | | | | 8,427,162 | | | | | | 1,261,044 | | | | | | 23,722,670 | | |
Accumulated net realized gain (loss) | | | | | (12,038,661) | | | | | | 10,101,011 | | | | | | 32,329,934 | | | | | | 186,668,315 | | |
Net unrealized appreciation | | | | | 581,342,665 | | | | | | 121,523,888 | | | | | | 136,931,756 | | | | | | 945,276,873 | | |
NET ASSETS | | | | $ | 907,238,706 | | | | | $ | 426,349,468 | | | | | $ | 304,408,830 | | | | | $ | 1,939,048,574 | | |
+ Including securities loaned at value | | | | $ | 2,677,261 | | | | | $ | 182,223 | | | | | $ | 8,354,682 | | | | | $ | 30,835,156 | | |
* Cost of investments in securities | | | | $ | 322,542,080 | | | | | $ | 302,427,183 | | | | | $ | 163,335,263 | | | | | $ | 975,499,314 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | — | | | | | $ | 35,767 | | | | | $ | 1,432,198 | | |
*** Cost of short-term investments | | | | $ | 6,660,059 | | | | | $ | 2,528,823 | | | | | $ | 11,701,360 | | | | | $ | 49,128,505 | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||
Class ADV | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 43,874,478 | | | | | $ | 3,787 | | | | | | n/a | | | | | $ | 181,784,037 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,130,267 | | | | | | 164 | | | | | | n/a | | | | | | 11,515,440 | | |
Net asset value and redemption price per share | | | | $ | 20.60 | | | | | $ | 23.13 | | | | | | n/a | | | | �� | $ | 15.79 | | |
Class I | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 272,428,581 | | | | | $ | 105,552,222 | | | | | $ | 17,724,197 | | | | | $ | 1,191,268,781 | | |
Shares authorized | | | | | 400,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 12,980,886 | | | | | | 4,522,264 | | | | | | 503,348 | | | | | | 73,158,352 | | |
Net asset value and redemption price per share | | | | $ | 20.99 | | | | | $ | 23.34 | | | | | $ | 35.21 | | | | | $ | 16.28 | | |
Class P2 | | | | | | ||||||||||||||||||||
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 228,215,178 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | 13,993,854 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 16.31 | | |
Class S | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 589,671,787 | | | | | $ | 320,793,459 | | | | | $ | 284,958,543 | | | | | $ | 321,477,607 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 28,300,100 | | | | | | 13,843,283 | | | | | | 8,115,655 | | | | | | 19,976,752 | | |
Net asset value and redemption price per share | | | | $ | 20.84 | | | | | $ | 23.17 | | | | | $ | 35.11 | | | | | $ | 16.09 | | |
Class S2 | | | | | | ||||||||||||||||||||
Net assets | | | | $ | 1,263,860 | | | | | | n/a | | | | | $ | 1,726,090 | | | | | $ | 16,302,971 | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 59,112 | | | | | | n/a | | | | | | 49,251 | | | | | | 1,026,040 | | |
Net asset value and redemption price per share | | | | $ | 21.38 | | | | | | n/a | | | | | $ | 35.05 | | | | | $ | 15.89 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
ASSETS: | | | | ||||||||||
Investments in securities at fair value+* | | | | $ | 943,346,921 | | | | | $ | 3,526,206,932 | | |
Short-term investments at fair value** | | | | | 75,284,849 | | | | | | 308,106,446 | | |
Cash | | | | | 238,904 | | | | | | — | | |
Cash collateral for futures | | | | | 272,919 | | | | | | 7,300 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 100,000 | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 330,000 | | |
Receivables: | | | | ||||||||||
Investment securities sold | | | | | 771,231 | | | | | | 6,458,979 | | |
Fund shares sold | | | | | 232,934 | | | | | | 6,384,728 | | |
Dividends | | | | | 1,320,439 | | | | | | 13,495 | | |
Interest | | | | | — | | | | | | 19,908,627 | | |
Prepaid expenses | | | | | 3,291 | | | | | | 13,736 | | |
Reimbursement due from manager | | | | | 37,804 | | | | | | 172,272 | | |
Other assets | | | | | 32,222 | | | | | | 112,226 | | |
Total assets | | | | | 1,021,541,514 | | | | | | 3,867,814,741 | | |
LIABILITIES: | | | | ||||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 358,973,252 | | |
Payable for fund shares redeemed | | | | | 2,449,289 | | | | | | 4,598,565 | | |
Payable upon receipt of securities loaned | | | | | 67,993,849 | | | | | | 122,155,709 | | |
Payable for investment management fees | | | | | 348,604 | | | | | | 1,095,011 | | |
Payable for distribution and shareholder service fees | | | | | 101,718 | | | | | | 54,922 | | |
Payable for directors fees | | | | | 4,583 | | | | | | 17,833 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 32,222 | | | | | | 112,226 | | |
Other accrued expenses and liabilities | | | | | 102,272 | | | | | | 322,225 | | |
Total liabilities | | | | | 71,032,537 | | | | | | 487,329,743 | | |
NET ASSETS | | | | $ | 950,508,977 | | | | | $ | 3,380,484,998 | | |
NET ASSETS WERE COMPRISED OF: | | | | ||||||||||
Paid-in capital | | | | $ | 543,891,431 | | | | | $ | 3,322,157,220 | | |
Undistributed net investment income | | | | | 8,521,157 | | | | | | 8,860,642 | | |
Accumulated net realized gain (loss) | | | | | 48,306,736 | | | | | | (5,016,231) | | |
Net unrealized appreciation | | | | | 349,789,653 | | | | | | 54,483,367 | | |
NET ASSETS | | | | $ | 950,508,977 | | | | | $ | 3,380,484,998 | | |
+ Including securities loaned at value | | | | $ | 66,077,587 | | | | | $ | 119,600,377 | | |
* Cost of investments in securities | | | | $ | 593,620,894 | | | | | $ | 3,471,658,128 | | |
** Cost of short-term investments | | | | $ | 75,284,849 | | | | | $ | 308,175,744 | | |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
Class ADV | | | | ||||||||||
Net assets | | | | $ | 110,992,191 | | | | | $ | 31,474,585 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,324,594 | | | | | | 2,984,775 | | |
Net asset value and redemption price per share | | | | $ | 15.15 | | | | | $ | 10.55 | | |
Class I | | | | ||||||||||
Net assets | | | | $ | 463,391,474 | | | | | $ | 2,424,884,616 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 29,594,265 | | | | | | 229,020,922 | | |
Net asset value and redemption price per share | | | | $ | 15.66 | | | | | $ | 10.59 | | |
Class P2 | | | | ||||||||||
Net assets | | | | $ | 125,069,035 | | | | | $ | 731,604,923 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,967,842 | | | | | | 69,078,693 | | |
Net asset value and redemption price per share | | | | $ | 15.70 | | | | | $ | 10.59 | | |
Class S | | | | ||||||||||
Net assets | | | | $ | 242,691,757 | | | | | $ | 190,071,473 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 15,647,129 | | | | | | 18,003,568 | | |
Net asset value and redemption price per share | | | | $ | 15.51 | | | | | $ | 10.56 | | |
Class S2 | | | | ||||||||||
Net assets | | | | $ | 8,364,520 | | | | | $ | 2,449,401 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 548,840 | | | | | | 231,925 | | |
Net asset value and redemption price per share | | | | $ | 15.24 | | | | | $ | 10.56 | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 5,210,727 | | | | | $ | 15,108,998 | | | | | $ | 11,579,726 | | | | | $ | 12,039,652 | | |
Interest, net of foreign taxes withheld* | | | | | 1,532 | | | | | | 21,583 | | | | | | 1,706 | | | | | | 2,677 | | |
Securities lending income, net | | | | | 33,522 | | | | | | 94,164 | | | | | | 336,767 | | | | | | 124,937 | | |
Total investment income | | | | | 5,245,781 | | | | | | 15,224,745 | | | | | | 11,918,199 | | | | | | 12,167,266 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 844,753 | | | | | | 4,210,100 | | | | | | 2,842,141 | | | | | | 1,981,233 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 130,887 | | | | | | 25,686 | | |
Class S | | | | | — | | | | | | 8 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 184 | | | | | | 1,965 | | | | | | 682 | | | | | | 523 | | |
Shareholder reporting expense | | | | | 3,975 | | | | | | 17,309 | | | | | | 16,390 | | | | | | 7,384 | | |
Professional fees | | | | | 12,575 | | | | | | 71,786 | | | | | | 27,589 | | | | | | 19,850 | | |
Custody and accounting expense | | | | | 83,155 | | | | | | 753,647 | | | | | | 145,253 | | | | | | 87,920 | | |
Directors fees | | | | | 4,827 | | | | | | 28,406 | | | | | | 16,241 | | | | | | 11,321 | | |
License fee | | | | | 15,001 | | | | | | 194,308 | | | | | | 121,803 | | | | | | 54,236 | | |
Miscellaneous expense | | | | | 7,306 | | | | | | 31,452 | | | | | | 24,865 | | | | | | 15,087 | | |
Interest expense | | | | | 829 | | | | | | 11,087 | | | | | | 2,829 | | | | | | 2,229 | | |
Total expenses | | | | | 972,605 | | | | | | 5,320,068 | | | | | | 3,328,680 | | | | | | 2,205,469 | | |
Waived and reimbursed fees | | | | | (422,374) | | | | | | (2,234,054) | | | | | | (1,421,063) | | | | | | (990,612) | | |
Net expenses | | | | | 550,231 | | | | | | 3,086,014 | | | | | | 1,907,617 | | | | | | 1,214,857 | | |
Net investment income | | | | | 4,695,550 | | | | | | 12,138,731 | | | | | | 10,010,582 | | | | | | 10,952,409 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments (net of Brazilian capital gains tax withheld^) | | | | | (2,163,699) | | | | | | 6,889,037 | | | | | | 24,135,426 | | | | | | 6,375,810 | | |
Forward foreign currency contracts | | | | | 29,983 | | | | | | 16,145 | | | | | | 92,312 | | | | | | 104,975 | | |
Foreign currency related transactions | | | | | 147,674 | | | | | | (56,299) | | | | | | 305,254 | | | | | | 220,204 | | |
Futures | | | | | 182,851 | | | | | | 3,817,762 | | | | | | 326,776 | | | | | | 419,643 | | |
Net realized gain (loss) | | | | | (1,803,191) | | | | | | 10,666,645 | | | | | | 24,859,768 | | | | | | 7,120,632 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments (net of Indian capital gains tax accrued#) | | | | | 19,368,907 | | | | | | 174,538,120 | | | | | | 53,728,941 | | | | | | 38,819,115 | | |
Forward foreign currency contracts | | | | | 10,793 | | | | | | — | | | | | | 36,574 | | | | | | 30,340 | | |
Foreign currency related transactions | | | | | 7,739 | | | | | | 6,075 | | | | | | 167,843 | | | | | | 20,059 | | |
Futures | | | | | (25,900) | | | | | | 345,826 | | | | | | (133,743) | | | | | | (17,115) | | |
Net change in unrealized appreciation (depreciation) | | | | | 19,361,539 | | | | | | 174,890,021 | | | | | | 53,799,615 | | | | | | 38,852,399 | | |
Net realized and unrealized gain | | | | | 17,558,348 | | | | | | 185,556,666 | | | | | | 78,659,383 | | | | | | 45,973,031 | | |
Increase in net assets resulting from operations | | | | $ | 22,253,898 | | | | | $ | 197,695,397 | | | | | $ | 88,669,965 | | | | | $ | 56,925,440 | | |
* Foreign taxes withheld | | | | $ | 92,640 | | | | | $ | 1,936,294 | | | | | $ | 1,807,631 | | | | | $ | 177,443 | | |
# Foreign taxes accrued on Indian investments | | | | $ | — | | | | | $ | 411,785 | | | | | $ | — | | | | | $ | — | | |
^ Foreign taxes on sale of Brazilian investments | | | | $ | — | | | | | $ | 12,053 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | ||||||||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 2,894,770 | | | | | $ | 45,120,166 | | | | | $ | 5,712,810 | | | | | $ | 10,314,182 | | |
Interest, net of foreign taxes withheld* | | | | | 850 | | | | | | 14,240 | | | | | | 1,946 | | | | | | 2,279 | | |
Securities lending income, net | | | | | 2,277 | | | | | | 688,993 | | | | | | 62,348 | | | | | | 28,799 | | |
Total investment income | | | | | 2,897,897 | | | | | | 45,823,399 | | | | | | 5,777,104 | | | | | | 10,345,260 | | |
EXPENSES: | | | | | | ||||||||||||||||||||
Investment management fees | | | | | 593,547 | | | | | | 7,215,173 | | | | | | 2,151,940 | | | | | | 3,248,782 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 4,835 | | | | | | 3,576,229 | | | | | | 55,775 | | | | | | 20 | | |
Class S | | | | | 72,038 | | | | | | 196,460 | | | | | | — | | | | | | 827,179 | | |
Class S2 | | | | | — | | | | | | 5,311 | | | | | | — | | | | | | — | | |
Transfer agent fees | | | | | 321 | | | | | | 3,517 | | | | | | 550 | | | | | | 1,407 | | |
Shareholder reporting expense | | | | | 4,563 | | | | | | 68,675 | | | | | | 12,045 | | | | | | 39,420 | | |
Professional fees | | | | | 12,059 | | | | | | 79,551 | | | | | | 22,844 | | | | | | 39,854 | | |
Custody and accounting expense | | | | | 79,074 | | | | | | 462,590 | | | | | | 138,604 | | | | | | 71,352 | | |
Directors fees | | | | | 3,559 | | | | | | 69,896 | | | | | | 12,297 | | | | | | 26,240 | | |
License fee | | | | | 33,917 | | | | | | 472,626 | | | | | | 18,447 | | | | | | — | | |
Miscellaneous expense | | | | | 12,648 | | | | | | 53,836 | | | | | | 19,920 | | | | | | 31,192 | | |
Interest expense | | | | | 3,443 | | | | | | 127 | | | | | | 7,480 | | | | | | 161 | | |
Total expenses | | | | | 820,004 | | | | | | 12,203,991 | | | | | | 2,439,902 | | | | | | 4,285,607 | | |
Waived and reimbursed fees | | | | | (296,772) | | | | | | (2,393,574) | | | | | | (1,075,964) | | | | | | (655,991) | | |
Net expenses | | | | | 523,232 | | | | | | 9,810,417 | | | | | | 1,363,938 | | | | | | 3,629,616 | | |
Net investment income | | | | | 2,374,665 | | | | | | 36,012,982 | | | | | | 4,413,166 | | | | | | 6,715,644 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | ||||||||||||||||||||
Net realized gain (loss) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 9,864,121 | | | | | | (2,473,805) | | | | | | 21,262,390 | | | | | | 22,345,197 | | |
Forward foreign currency contracts | | | | | (17,022) | | | | | | — | | | | | | 124,662 | | | | | | — | | |
Foreign currency related transactions | | | | | (9,673) | | | | | | 1,107,045 | | | | | | (65,752) | | | | | | 7,180 | | |
Futures | | | | | 605,296 | | | | | | 8,533,402 | | | | | | 887,463 | | | | | | 1,621,867 | | |
Net realized gain | | | | | 10,442,722 | | | | | | 7,166,642 | | | | | | 22,208,763 | | | | | | 23,974,244 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | ||||||||||||||||||||
Investments | | | | | 15,894,033 | | | | | | 296,572,399 | | | | | | 44,443,321 | | | | | | 144,578,626 | | |
Forward foreign currency contracts | | | | | (1,620) | | | | | | — | | | | | | 17,665 | | | | | | — | | |
Foreign currency related transactions | | | | | (36) | | | | | | 227,712 | | | | | | 6,344 | | | | | | — | | |
Futures | | | | | 6,823 | | | | | | 450,878 | | | | | | (50,851) | | | | | | (1,785) | | |
Net change in unrealized appreciation (depreciation) | | | | | 15,899,200 | | | | | | 297,250,989 | | | | | | 44,416,479 | | | | | | 144,576,841 | | |
Net realized and unrealized gain | | | | | 26,341,922 | | | | | | 304,417,631 | | | | | | 66,625,242 | | | | | | 168,551,085 | | |
Increase in net assets resulting from operations | | | | $ | 28,716,587 | | | | | $ | 340,430,613 | | | | | $ | 71,038,408 | | | | | $ | 175,266,729 | | |
* Foreign taxes withheld | | | | $ | 124,227 | | | | | $ | 3,927,450 | | | | | $ | 635,381 | | | | | $ | — | | |
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | ||||||||||||
INVESTMENT INCOME: | | | | | | |||||||||||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 18,057,298 | | | | | $ | 10,975,280 | | | | | $ | 3,166,854 | | | | | $ | 33,106,190 | |
Interest | | | | | 2,364 | | | | | | 1,310 | | | | | | 688 | | | | | | 6,294 | |
Dividends from affiliates | | | | | — | | | | | | — | | | | | | 22 | | | | | | 2,215 | |
Securities lending income, net | | | | | 29,291 | | | | | | 3,471 | | | | | | 105,861 | | | | | | 411,110 | |
Total investment income | | | | | 18,088,953 | | | | | | 10,980,061 | | | | | | 3,273,425 | | | | | | 33,525,809 | |
EXPENSES: | | | | | | |||||||||||||||||||
Investment management fees | | | | | 3,091,253 | | | | | | 1,997,113 | | | | | | 1,487,492 | | | | | | 7,941,225 | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 191,740 | | | | | | 16 | | | | | | — | | | | | | 845,882 | |
Class S | | | | | 1,488,757 | | | | | | 835,895 | | | | | | 707,876 | | | | | | 851,228 | |
Class S2 | | | | | 4,948 | | | | | | — | | | | | | 6,297 | | | | | | 65,606 | |
Transfer agent fees | | | | | 1,284 | | | | | | 697 | | | | | | 678 | | | | | | 3,025 | |
Shareholder reporting expense | | | | | 42,735 | | | | | | 17,520 | | | | | | 24,310 | | | | | | 76,705 | |
Professional fees | | | | | 57,825 | | | | | | 27,059 | | | | | | 32,366 | | | | | | 118,833 | |
Custody and accounting expense | | | | | 93,250 | | | | | | 48,243 | | | | | | 63,080 | | | | | | 237,074 | |
Directors fees | | | | | 35,329 | | | | | | 17,471 | | | | | | 11,900 | | | | | | 80,144 | |
Miscellaneous expense | | | | | 41,793 | | | | | | 23,182 | | | | | | 25,300 | | | | | | 97,978 | |
Interest expense | | | | | 1,981 | | | | | | 2,280 | | | | | | 2,145 | | | | | | 9,263 | |
Total expenses | | | | | 5,050,895 | | | | | | 2,969,476 | | | | | | 2,361,444 | | | | | | 10,326,963 | |
Waived and reimbursed fees | | | | | (78,406) | | | | | | (436,775) | | | | | | (357,895) | | | | | | (537,712) | |
Net expenses | | | | | 4,972,489 | | | | | | 2,532,701 | | | | | | 2,003,549 | | | | | | 9,789,251 | |
Net investment income | | | | | 13,116,464 | | | | | | 8,447,360 | | | | | | 1,269,876 | | | | | | 23,736,558 | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | |||||||||||||||||||
Net realized gain (loss) on: | | | | | | |||||||||||||||||||
Investments | | | | | 56,245,976 | | | | | | 13,824,679 | | | | | | 32,806,039 | | | | | | 197,279,011 | |
Affiliates | | | | | — | | | | | | — | | | | | | 678 | | | | | | (103,766) | |
Foreign currency related transactions | | | | | 3,330 | | | | | | — | | | | | | — | | | | | | — | |
Futures | | | | | 1,673,423 | | | | | | 898,235 | | | | | | 269,827 | | | | | | 1,675,421 | |
Net realized gain | | | | | 57,922,729 | | | | | | 14,722,914 | | | | | | 33,076,544 | | | | | | 198,850,666 | |
Net change in unrealized appreciation (depreciation) on: | | | | | | |||||||||||||||||||
Investments | | | | | 106,263,157 | | | | | | 30,768,178 | | | | | | 30,533,485 | | | | | | 95,630,700 | |
Affiliates | | | | | — | | | | | | — | | | | | | 14,445 | | | | | | 580,940 | |
Futures | | | | | 25,413 | | | | | | 13,373 | | | | | | 63,091 | | | | | | 536,573 | |
Net change in unrealized appreciation (depreciation) | | | | | 106,288,570 | | | | | | 30,781,551 | | | | | | 30,611,021 | | | | | | 96,748,213 | |
Net realized and unrealized gain | | | | | 164,211,299 | | | | | | 45,504,465 | | | | | | 63,687,565 | | | | | | 295,598,879 | |
Increase in net assets resulting from operations | | | | $ | 177,327,763 | | | | | $ | 53,951,825 | | | | | $ | 64,957,441 | | | | | $ | 319,335,437 | |
* Foreign taxes withheld | | | | $ | 1,650 | | | | | $ | 1,769 | | | | | $ | 42 | | | | | $ | 5,750 |
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||
INVESTMENT INCOME: | | | | ||||||||||
Dividends, net of foreign taxes withheld* | | | | $ | 11,300,529 | | | | | $ | 69,873 | | |
Interest | | | | | 6,128 | | | | | | 85,402,456 | | |
Securities lending income, net | | | | | 1,726,196 | | | | | | 467,223 | | |
Total investment income | | | | | 13,032,853 | | | | | | 85,939,552 | | |
EXPENSES: | | | | ||||||||||
Investment management fees | | | | | 3,785,813 | | | | | | 12,773,929 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 516,454 | | | | | | 159,774 | | |
Class S | | | | | 642,676 | | | | | | 526,086 | | |
Class S2 | | | | | 35,362 | | | | | | 10,630 | | |
Transfer agent fees | | | | | 1,900 | | | | | | 4,512 | | |
Shareholder reporting expense | | | | | 38,100 | | | | | | 109,180 | | |
Professional fees | | | | | 61,025 | | | | | | 180,082 | | |
Custody and accounting expense | | | | | 107,020 | | | | | | 396,240 | | |
Directors fees | | | | | 36,656 | | | | | | 142,668 | | |
Miscellaneous expense | | | | | 36,287 | | | | | | 127,026 | | |
Interest expense | | | | | 6,326 | | | | | | 6,584 | | |
Total expenses | | | | | 5,267,619 | | | | | | 14,436,711 | | |
Waived and reimbursed fees | | | | | (300,606) | | | | | | (1,293,812) | | |
Net expenses | | | | | 4,967,013 | | | | | | 13,142,899 | | |
Net investment income | | | | | 8,065,840 | | | | | | 72,796,653 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | ||||||||||
Net realized gain (loss) on: | | | | ||||||||||
Investments | | | | | 48,927,134 | | | | | | 6,145,961 | | |
Foreign currency related transactions | | | | | 807 | | | | | | — | | |
Futures | | | | | 980,349 | | | | | | 6,573 | | |
Swaps | | | | | — | | | | | | 172,826 | | |
Net realized gain | | | | | 49,908,290 | | | | | | 6,325,360 | | |
Net change in unrealized appreciation (depreciation) on: | | | | ||||||||||
Investments | | | | | 61,760,020 | | | | | | 24,913,651 | | |
Futures | | | | | 463,769 | | | | | | 1,446 | | |
Net change in unrealized appreciation (depreciation) | | | | | 62,223,789 | | | | | | 24,915,097 | | |
Net realized and unrealized gain | | | | | 112,132,079 | | | | | | 31,240,457 | | |
Increase in net assets resulting from operations | | | | $ | 120,197,919 | | | | | $ | 104,037,110 | | |
* Foreign taxes withheld | | | | $ | 2,993 | | | | | $ | — | | |
| | | Voya Australia Index Portfolio | | | Voya Emerging Markets Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 4,695,550 | | | | | $ | 4,059,394 | | | | | $ | 12,138,731 | | | | | $ | 9,831,145 | | |
Net realized gain (loss) | | | | | (1,803,191) | | | | | | (2,519,523) | | | | | | 10,666,645 | | | | | | (40,351,386) | | |
Net change in unrealized appreciation (depreciation) | | | | | 19,361,539 | | | | | | 6,811,853 | | | | | | 174,890,021 | | | | | | 79,996,858 | | |
Increase in net assets resulting from operations | | | | | 22,253,898 | | | | | | 8,351,724 | | | | | | 197,695,397 | | | | | | 49,476,617 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class I | | | | | (4,731,859) | | | | | | (7,529,762) | | | | | | (7,793,282) | | | | | | (11,483,688) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (2,123,366) | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | (28) | | | | | | (347) | | |
Total distributions | | | | | (4,731,859) | | | | | | (7,529,762) | | | | | | (9,916,676) | | | | | | (11,484,035) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 258,018 | | | | | | 63,394,398 | | | | | | 328,368,074 | | | | | | 243,358,343 | | |
Reinvestment of distributions | | | | | 4,731,859 | | | | | | 7,529,762 | | | | | | 9,916,648 | | | | | | 11,483,976 | | |
| | | | | 4,989,877 | | | | | | 70,924,160 | | | | | | 338,284,722 | | | | | | 254,842,319 | | |
Cost of shares redeemed | | | | | (63,180,337) | | | | | | (43,729,993) | | | | | | (332,222,304) | | | | | | (275,343,731) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (58,190,460) | | | | | | 27,194,167 | | | | | | 6,062,418 | | | | | | (20,501,412) | | |
Net increase (decrease) in net assets | | | | | (40,668,421) | | | | | | 28,016,129 | | | | | | 193,841,139 | | | | | | 17,491,170 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 142,353,434 | | | | | | 114,337,305 | | | | | | 528,463,742 | | | | | | 510,972,572 | | |
End of year or period | | | | $ | 101,685,013 | | | | | $ | 142,353,434 | | | | | $ | 722,304,881 | | | | | $ | 528,463,742 | | |
Undistributed net investment income at end of year or period | | | | $ | 5,433,218 | | | | | $ | 4,736,318 | | | | | $ | 17,137,582 | | | | | $ | 9,905,933 | | |
|
| | | Voya Euro STOXX 50® Index Portfolio | | | Voya FTSE 100 Index® Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 10,010,582 | | | | | $ | 14,945,766 | | | | | $ | 10,952,409 | | | | | $ | 11,629,326 | | |
Net realized gain | | | | | 24,859,768 | | | | | | 21,174,116 | | | | | | 7,120,632 | | | | | | 5,428,548 | | |
Net change in unrealized appreciation (depreciation) | | | | | 53,799,615 | | | | | | (31,508,967) | | | | | | 38,852,399 | | | | | | (21,428,198) | | |
Increase (decrease) in net assets resulting from operations | | | | | 88,669,965 | | | | | | 4,610,915 | | | | | | 56,925,440 | | | | | | (4,370,324) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (758,294) | | | | | | (508,884) | | | | | | (156,667) | | | | | | (258,627) | | |
Class I | | | | | (14,247,161) | | | | | | (11,323,478) | | | | | | (10,695,400) | | | | | | (13,806,768) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (159,191) | | | | | | (214,033) | | |
Class I | | | | | — | | | | | | — | | | | | | (9,218,630) | | | | | | (10,090,028) | | |
Total distributions | | | | | (15,005,455) | | | | | | (11,832,362) | | | | | | (20,229,888) | | | | | | (24,369,456) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 10,163,967 | | | | | | 153,346,241 | | | | | | 7,796,268 | | | | | | 55,560,256 | | |
Reinvestment of distributions | | | | | 15,005,455 | | | | | | 11,832,362 | | | | | | 20,229,888 | | | | | | 24,369,456 | | |
| | | | | 25,169,422 | | | | | | 165,178,603 | | | | | | 28,026,156 | | | | | | 79,929,712 | | |
Cost of shares redeemed | | | | | (125,931,881) | | | | | | (181,884,165) | | | | | | (83,642,839) | | | | | | (95,704,688) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (100,762,459) | | | | | | (16,705,562) | | | | | | (55,616,683) | | | | | | (15,774,976) | | |
Net decrease in net assets | | | | | (27,097,949) | | | | | | (23,927,009) | | | | | | (18,921,131) | | | | | | (44,514,756) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 405,177,387 | | | | | | 429,104,396 | | | | | | 296,613,952 | | | | | | 341,128,708 | | |
End of year or period | | | | $ | 378,079,438 | | | | | $ | 405,177,387 | | | | | $ | 277,692,821 | | | | | $ | 296,613,952 | | |
Undistributed net investment income at end of year or period | | | | $ | 10,375,078 | | | | | $ | 14,972,386 | | | | | $ | 12,069,017 | | | | | $ | 10,857,769 | | |
|
| | | Voya Hang Seng Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 2,374,665 | | | | | $ | 2,478,553 | | | | | $ | 36,012,982 | | | | | $ | 32,130,585 | | |
Net realized gain (loss) | | | | | 10,442,722 | | | | | | (1,331,463) | | | | | | 7,166,642 | | | | | | (16,168,375) | | |
Net change in unrealized appreciation (depreciation) | | | | | 15,899,200 | | | | | | 2,026,100 | | | | | | 297,250,989 | | | | | | (10,706,112) | | |
Increase in net assets resulting from operations | | | | | 28,716,587 | | | | | | 3,173,190 | | | | | | 340,430,613 | | | | | | 5,256,098 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (5,079) | | | | | | (41,627) | | | | | | (14,094,484) | | | | | | (19,542,104) | | |
Class I | | | | | (797,783) | | | | | | (2,854,562) | | | | | | (7,342,600) | | | | | | (14,190,081) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (10,228,121) | | | | | | — | | |
Class S | | | | | (227,775) | | | | | | (1,176,800) | | | | | | (1,702,534) | | | | | | (2,296,001) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (22,970) | | | | | | (82,516) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (17,245) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (1,006,953) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (447,469) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (1,030,637) | | | | | | (5,544,656) | | | | | | (33,390,709) | | | | | | (36,110,702) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 5,359,977 | | | | | | 38,688,396 | | | | | | 792,397,453 | | | | | | 209,235,712 | | |
Reinvestment of distributions | | | | | 1,030,637 | | | | | | 5,544,656 | | | | | | 33,390,709 | | | | | | 36,110,702 | | |
| | | | | 6,390,614 | | | | | | 44,233,052 | | | | | | 825,788,162 | | | | | | 245,346,414 | | |
Cost of shares redeemed | | | | | (55,044,926) | | | | | | (19,569,841) | | | | | | (773,675,206) | | | | | | (256,035,716) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (48,654,312) | | | | | | 24,663,211 | | | | | | 52,112,956 | | | | | | (10,689,302) | | |
Net increase (decrease) in net assets | | | | | (20,968,362) | | | | | | 22,291,745 | | | | | | 359,152,860 | | | | | | (41,543,906) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 94,550,992 | | | | | | 72,259,247 | | | | | | 1,324,461,888 | | | | | | 1,366,005,794 | | |
End of year or period | | | | $ | 73,582,630 | | | | | $ | 94,550,992 | | | | | $ | 1,683,614,748 | | | | | $ | 1,324,461,888 | | |
Undistributed net investment income at end of year or period | | | | $ | 3,149,431 | | | | | $ | 1,026,783 | | | | | $ | 44,919,706 | | | | | $ | 33,507,334 | | |
|
| | | Voya Japan TOPIX Index® Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 4,413,166 | | | | | $ | 5,234,052 | | | | | $ | 6,715,644 | | | | | $ | 6,828,844 | | |
Net realized gain | | | | | 22,208,763 | | | | | | 8,466,783 | | | | | | 23,974,244 | | | | | | 17,744,231 | | |
Net change in unrealized appreciation (depreciation) | | | | | 44,416,479 | | | | | | (5,663,755) | | | | | | 144,576,841 | | | | | | 9,664,404 | | |
Increase in net assets resulting from operations | | | | | 71,038,408 | | | | | | 8,037,080 | | | | | | 175,266,729 | | | | | | 34,237,479 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (157,582) | | | | | | (129,370) | | | | | | (28) | | | | | | (33) | | |
Class I | | | | | (5,911,316) | | | | | | (4,513,652) | | | | | | (3,662,493) | | | | | | (3,626,198) | | |
Class S | | | | | — | | | | | | — | | | | | | (3,112,736) | | | | | | (3,087,221) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (264,492) | | | | | | (673,170) | | | | | | — | | | | | | — | | |
Class I | | | | | (6,771,234) | | | | | | (13,225,438) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (13,104,624) | | | | | | (18,541,630) | | | | | | (6,775,257) | | | | | | (6,713,452) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 26,904,567 | | | | | | 13,056,625 | | | | | | 63,878,019 | | | | | | 86,993,215 | | |
Reinvestment of distributions | | | | | 13,104,624 | | | | | | 18,541,630 | | | | | | 6,775,257 | | | | | | 6,713,452 | | |
| | | | | 40,009,191 | | | | | | 31,598,255 | | | | | | 70,653,276 | | | | | | 93,706,667 | | |
Cost of shares redeemed | | | | | (87,350,308) | | | | | | (114,929,806) | | | | | | (107,017,299) | | | | | | (114,917,238) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (47,341,117) | | | | | | (83,331,551) | | | | | | (36,364,023) | | | | | | (21,210,571) | | |
Net increase (decrease) in net assets | | | | | 10,592,667 | | | | | | (93,836,101) | | | | | | 132,127,449 | | | | | | 6,313,456 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 292,565,408 | | | | | | 386,401,509 | | | | | | 565,462,280 | | | | | | 559,148,824 | | |
End of year or period | | | | $ | 303,158,075 | | | | | $ | 292,565,408 | | | | | $ | 697,589,729 | | | | | $ | 565,462,280 | | |
Undistributed net investment income at end of year or period | | | | $ | 6,467,522 | | | | | $ | 6,072,077 | | | | | $ | 6,671,582 | | | | | $ | 6,744,015 | | |
|
| | | Voya Russell™ Large Cap Index Portfolio | | | Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 13,116,464 | | | | | $ | 13,407,932 | | | | | $ | 8,447,360 | | | | | $ | 8,738,453 | | |
Net realized gain (loss) | | | | | 57,922,729 | | | | | | 15,114,194 | | | | | | 14,722,914 | | | | | | (1,419,247) | | |
Net change in unrealized appreciation (depreciation) | | | | | 106,288,570 | | | | | | 54,461,555 | | | | | | 30,781,551 | | | | | | 49,376,658 | | |
Increase in net assets resulting from operations | | | | | 177,327,763 | | | | | | 82,983,681 | | | | | | 53,951,825 | | | | | | 56,695,864 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (451,986) | | | | | | (488,585) | | | | | | (58) | | | | | | (43) | | |
Class I | | | | | (3,979,934) | | | | | | (3,707,145) | | | | | | (2,147,826) | | | | | | (1,522,024) | | |
Class S | | | | | (8,558,244) | | | | | | (9,450,568) | | | | | | (6,208,489) | | | | | | (4,447,361) | | |
Class S2 | | | | | (16,027) | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (46) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (1,412,242) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (4,623,930) | | |
Total distributions | | | | | (13,006,191) | | | | | | (13,646,298) | | | | | | (8,356,373) | | | | | | (12,005,646) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 111,248,194 | | | | | | 92,210,007 | | | | | | 37,254,722 | | | | | | 49,390,359 | | |
Reinvestment of distributions | | | | | 13,006,191 | | | | | | 13,646,298 | | | | | | 8,356,373 | | | | | | 12,005,646 | | |
| | | | | 124,254,385 | | | | | | 105,856,305 | | | | | | 45,611,095 | | | | | | 61,396,005 | | |
Cost of shares redeemed | | | | | (215,860,932) | | | | | | (126,651,104) | | | | | | (101,170,233) | | | | | | (77,244,064) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (91,606,547) | | | | | | (20,794,799) | | | | | | (55,559,138) | | | | | | (15,848,059) | | |
Net increase (decrease) in net assets | | | | | 72,715,025 | | | | | | 48,542,584 | | | | | | (9,963,686) | | | | | | 28,842,159 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 834,523,681 | | | | | | 785,981,097 | | | | | | 436,313,154 | | | | | | 407,470,995 | | |
End of year or period | | | | $ | 907,238,706 | | | | | $ | 834,523,681 | | | | | $ | 426,349,468 | | | | | $ | 436,313,154 | | |
Undistributed net investment income at end of year or period | | | | $ | 12,842,199 | | | | | $ | 12,955,060 | | | | | $ | 8,427,162 | | | | | $ | 8,351,785 | | |
|
| | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 1,269,876 | | | | | $ | 1,958,724 | | | | | $ | 23,736,558 | | | | | $ | 25,159,215 | | |
Net realized gain | | | | | 33,076,544 | | | | | | 28,239,121 | | | | | | 198,850,666 | | | | | | 132,625,439 | | |
Net change in unrealized appreciation (depreciation) | | | | | 30,611,021 | | | | | | (11,878,782) | | | | | | 96,748,213 | | | | | | 86,204,333 | | |
Increase in net assets resulting from operations | | | | | 64,957,441 | | | | | | 18,319,063 | | | | | | 319,335,437 | | | | | | 243,988,987 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (1,820,889) | | | | | | (1,288,054) | | |
Class I | | | | | (108,153) | | | | | | (85,956) | | | | | | (18,714,973) | | | | | | (19,277,112) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (2,408,580) | | | | | | — | | |
Class S | | | | | (1,955,102) | | | | | | (1,968,676) | | | | | | (4,346,491) | | | | | | (3,520,071) | | |
Class S2 | | | | | (9,034) | | | | | | (6,022) | | | | | | (187,359) | | | | | | (160,425) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | (11,694,132) | | | | | | (17,936,932) | | |
Class I | | | | | — | | | | | | — | | | | | | (85,763,744) | | | | | | (173,031,791) | | |
Class P2 | | | | | — | | | | | | — | | | | | | (11,037,625) | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | (23,741,058) | | | | | | (39,813,502) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (1,172,620) | | | | | | (2,144,840) | | |
Total distributions | | | | | (2,072,289) | | | | | | (2,060,654) | | | | | | (160,887,471) | | | | | | (257,172,727) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 18,859,541 | | | | | | 30,877,744 | | | | | | 369,136,585 | | | | | | 392,866,854 | | |
Reinvestment of distributions | | | | | 2,072,289 | | | | | | 2,060,654 | | | | | | 160,887,471 | | | | | | 257,172,727 | | |
| | | | | 20,931,830 | | | | | | 32,938,398 | | | | | | 530,024,056 | | | | | | 650,039,581 | | |
Cost of shares redeemed | | | | | (75,256,134) | | | | | | (118,425,815) | | | | | | (721,728,257) | | | | | | (580,484,770) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (54,324,304) | | | | | | (85,487,417) | | | | | | (191,704,201) | | | | | | 69,554,811 | | |
Net increase (decrease) in net assets | | | | | 8,560,848 | | | | | | (69,229,008) | | | | | | (33,256,235) | | | | | | 56,371,071 | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 295,847,982 | | | | | | 365,076,990 | | | | | | 1,972,304,809 | | | | | | 1,915,933,738 | | |
End of year or period | | | | $ | 304,408,830 | | | | | $ | 295,847,982 | | | | | $ | 1,939,048,574 | | | | | $ | 1,972,304,809 | | |
Undistributed net investment income at end of year or period | | | | $ | 1,261,044 | | | | | $ | 2,052,354 | | | | | $ | 23,722,670 | | | | | $ | 27,483,472 | | |
|
| | | Voya Russell™ Small Cap Index Portfolio | | | Voya U.S. Bond Index Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||
FROM OPERATIONS: | | | | | | ||||||||||||||||||||
Net investment income | | | | $ | 8,065,840 | | | | | $ | 7,449,746 | | | | | $ | 72,796,653 | | | | | $ | 72,154,399 | | |
Net realized gain | | | | | 49,908,290 | | | | | | 57,601,485 | | | | | | 6,325,360 | | | | | | 13,945,143 | | |
Net change in unrealized appreciation (depreciation) | | | | | 62,223,789 | | | | | | 76,604,776 | | | | | | 24,915,097 | | | | | | 1,120,845 | | |
Increase in net assets resulting from operations | | | | | 120,197,919 | | | | | | 141,656,007 | | | | | | 104,037,110 | | | | | | 87,220,387 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | ||||||||||||||||||||
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (747,306) | | | | | | (744,210) | | | | | | (580,135) | | | | | | (490,616) | | |
Class I | | | | | (3,869,156) | | | | | | (5,433,996) | | | | | | (62,237,271) | | | | | | (66,572,531) | | |
Class P2 | | | | | (953,918) | | | | | | — | | | | | | (10,840,108) | | | | | | — | | |
Class S | | | | | (2,211,797) | | | | | | (2,617,929) | | | | | | (4,343,274) | | | | | | (4,918,115) | | |
Class S2 | | | | | (69,062) | | | | | | (81,110) | | | | | | (50,877) | | | | | | (48,502) | | |
Net realized gains: | | | | | | ||||||||||||||||||||
Class ADV | | | | | (7,425,450) | | | | | | (9,806,737) | | | | | | (84,667) | | | | | | (41,880) | | |
Class I | | | | | (24,768,581) | | | | | | (46,267,840) | | | | | | (6,637,048) | | | | | | (4,650,014) | | |
Class P2 | | | | | (6,106,548) | | | | | | — | | | | | | (1,545,873) | | | | | | — | | |
Class S | | | | | (18,072,247) | | | | | | (28,439,472) | | | | | | (553,774) | | | | | | (388,498) | | |
Class S2 | | | | | (657,093) | | | | | | (1,015,338) | | | | | | (6,592) | | | | | | (4,319) | | |
Total distributions | | | | | (64,881,158) | | | | | | (94,406,632) | | | | | | (86,879,619) | | | | | | (77,114,475) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | ||||||||||||||||||||
Net proceeds from sale of shares | | | | | 341,052,048 | | | | | | 112,493,637 | | | | | | 1,292,737,202 | | | | | | 849,262,098 | | |
Reinvestment of distributions | | | | | 64,881,158 | | | | | | 94,406,632 | | | | | | 86,691,182 | | | | | | 77,098,055 | | |
| | | | | 405,933,206 | | | | | | 206,900,269 | | | | | | 1,379,428,384 | | | | | | 926,360,153 | | |
Cost of shares redeemed | | | | | (308,109,317) | | | | | | (198,051,629) | | | | | | (1,358,431,789) | | | | | | (1,261,582,556) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 97,823,889 | | | | | | 8,848,640 | | | | | | 20,996,595 | | | | | | (335,222,403) | | |
Net increase (decrease) in net assets | | | | | 153,140,650 | | | | | | 56,098,015 | | | | | | 38,154,086 | | | | | | (325,116,491) | | |
NET ASSETS: | | | | | | ||||||||||||||||||||
Beginning of year or period | | | | | 797,368,327 | | | | | | 741,270,312 | | | | | | 3,342,330,912 | | | | | | 3,667,447,403 | | |
End of year or period | | | | $ | 950,508,977 | | | | | $ | 797,368,327 | | | | | $ | 3,380,484,998 | | | | | $ | 3,342,330,912 | | |
Undistributed net investment income at end of year or period | | | | $ | 8,521,157 | | | | | $ | 7,863,774 | | | | | $ | 8,860,642 | | | | | $ | 8,621,581 | | |
|
| | | | | | | | | 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 Australia Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 8.01 | | | | | | 0.34• | | | | | | 1.25 | | | | | | 1.59 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.30 | | | | | | 20.27 | | | | | | 0.81 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 3.89 | | | | | | 101,685 | | | | | | 3 | | |
12-31-16 | | | | | 7.89 | | | | | | 0.30• | | | | | | 0.50 | | | | | | 0.80 | | | | | | 0.68 | | | | | | — | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 8.01 | | | | | | 10.71 | | | | | | 0.83 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.79 | | | | | | 142,353 | | | | | | 36 | | |
12-31-15 | | | | | 9.16 | | | | | | 0.36• | | | | | | (1.14) | | | | | | (0.78) | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 7.89 | | | | | | (9.26) | | | | | | 0.80 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 4.17 | | | | | | 114,337 | | | | | | 8 | | |
12-31-14 | | | | | 10.01 | | | | | | 0.40 | | | | | | (0.85) | | | | | | (0.45) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 9.16 | | | | | | (4.95) | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 4.12 | | | | | | 190,588 | | | | | | 12 | | |
12-31-13 | | | | | 10.34 | | | | | | 0.44 | | | | | | (0.20) | | | | | | 0.24 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.01 | | | | | | 1.91 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 4.27 | | | | | | 203,923 | | | | | | 13 | | |
Voya Emerging Markets Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.56 | | | | | | 0.19• | | | | | | 3.28 | | | | | | 3.47 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.85 | | | | | | 36.65 | | | | | | 0.82 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.71 | | | | | | 502,979 | | | | | | 18 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.18 | | | | | | 0.73 | | | | | | 0.91 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.56 | | | | | | 10.48 | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.80 | | | | | | 528,461 | | | | | | 34 | | |
12-31-15 | | | | | 10.65 | | | | | | 0.20• | | | | | | (1.78) | | | | | | (1.58) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.85 | | | | | | (15.28) | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.92 | | | | | | 510,962 | | | | | | 19 | | |
12-31-14 | | | | | 11.18 | | | | | | 0.21 | | | | | | (0.58) | | | | | | (0.37) | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.65 | | | | | | (3.37) | | | | | | 0.81 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 2.05 | | | | | | 635,780 | | | | | | 21 | | |
12-31-13 | | | | | 12.00 | | | | | | 0.22• | | | | | | (0.98) | | | | | | (0.76) | | | | | | 0.01 | | | | | | 0.05 | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 11.18 | | | | | | (6.30) | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 2.03 | | | | | | 606,455 | | | | | | 19 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-03-17(5) - 12-31-17 | | | | | 10.99 | | | | | | 0.20• | | | | | | 1.87 | | | | | | 2.07 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.88 | | | | | | 19.15 | | | | | | 0.82 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.56 | | | | | | 219,322 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.55 | | | | | | 0.17 | | | | | | 3.28 | | | | | | 3.45 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 12.91 | | | | | | 36.35 | | | | | | 1.07 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.52 | | | | | | 4 | | | | | | 18 | | |
12-31-16 | | | | | 8.82 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.55 | | | | | | 10.66 | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 2.16 | | | | | | 3 | | | | | | 34 | | |
12-31-15 | | | | | 10.61 | | | | | | 0.17• | | | | | | (1.76) | | | | | | (1.59) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.82 | | | | | | (15.43) | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.73 | | | | | | 11 | | | | | | 19 | | |
12-31-14 | | | | | 11.14 | | | | | | 0.21 | | | | | | (0.61) | | | | | | (0.40) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 10.61 | | | | | | (3.59) | | | | | | 1.06 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.84 | | | | | | 3 | | | | | | 21 | | |
12-31-13 | | | | | 11.97 | | | | | | 0.15 | | | | | | (0.93) | | | | | | (0.78) | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 11.14 | | | | | | (6.52) | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.38 | | | | | | 3 | | | | | | 19 | | |
Voya Euro STOXX 50® Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.48 | | | | | | 0.20• | | | | | | 2.04 | | | | | | 2.24 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 11.38 | | | | | | 23.83 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.83 | | | | | | 25,514 | | | | | | 2 | | |
12-31-16 | | | | | 9.64 | | | | | | 0.25• | | | | | | (0.24) | | | | | | 0.01 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 9.48 | | | | | | 0.16 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.75 | | | | | | 22,343 | | | | | | 37 | | |
12-31-15 | | | | | 10.39 | | | | | | 0.24• | | | | | | (0.69) | | | | | | (0.45) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.64 | | | | | | (4.64) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.26 | | | | | | 31,758 | | | | | | 15 | | |
12-31-14 | | | | | 11.88 | | | | | | 0.30• | | | | | | (1.40) | | | | | | (1.10) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.39 | | | | | | (9.66) | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.63 | | | | | | 28,159 | | | | | | 13 | | |
12-31-13 | | | | | 9.90 | | | | | | 0.21• | | | | | | 2.21 | | | | | | 2.42 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.88 | | | | | | 25.45 | | | | | | 1.29 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.97 | | | | | | 36,736 | | | | | | 17 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 9.58 | | | | | | 0.27• | | | | | | 2.04 | | | | | | 2.31 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 11.49 | | | | | | 24.34 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.51 | | | | | | 352,566 | | | | | | 2 | | |
12-31-16 | | | | | 9.74 | | | | | | 0.31• | | | | | | (0.25) | | | | | | 0.06 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.58 | | | | | | 0.78 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.32 | | | | | | 382,834 | | | | | | 37 | | |
12-31-15 | | | | | 10.49 | | | | | | 0.28• | | | | | | (0.68) | | | | | | (0.40) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 9.74 | | | | | | (4.21) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 2.63 | | | | | | 397,346 | | | | | | 15 | | |
12-31-14 | | | | | 11.96 | | | | | | 0.37• | | | | | | (1.41) | | | | | | (1.04) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 10.49 | | | | | | (9.18) | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.19 | | | | | | 436,078 | | | | | | 13 | | |
12-31-13 | | | | | 9.94 | | | | | | 0.32• | | | | | | 2.17 | | | | | | 2.49 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 11.96 | | | | | | 26.09 | | | | | | 0.79 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 3.09 | | | | | | 496,801 | | | | | | 17 | | |
| | | | | | | | | 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 FTSE 100 Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 8.66 | | | | | | 0.30• | | | | | | 1.50 | | | | | | 1.80 | | | | | | 0.30 | | | | | | 0.31 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 9.85 | | | | | | 21.60 | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.32 | | | | | | 5,376 | | | | | | 4 | | |
12-31-16 | | | | | 9.56 | | | | | | 0.30• | | | | | | (0.47) | | | | | | (0.17) | | | | | | 0.40 | | | | | | 0.33 | | | | | | — | | | | | | 0.73 | | | | | | — | | | | | | 8.66 | | | | | | (1.67) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.41 | | | | | | 4,826 | | | | | | 22 | | |
12-31-15 | | | | | 11.29 | | | | | | 0.32 | | | | | | (1.01) | | | | | | (0.69) | | | | | | 0.73 | | | | | | 0.31 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 9.56 | | | | | | (7.22) | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 3.06 | | | | | | 6,484 | | | | | | 8 | | |
12-31-14 | | | | | 13.59 | | | | | | 0.69• | | | | | | (1.47) | | | | | | (0.78) | | | | | | 0.47 | | | | | | 1.05 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 11.29 | | | | | | (6.85) | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 5.53 | | | | | | 6,675 | | | | | | 13 | | |
12-31-13 | | | | | 12.25 | | | | | | 0.30• | | | | | | 1.89 | | | | | | 2.19 | | | | | | 0.57 | | | | | | 0.28 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 13.59 | | | | | | 18.86 | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 2.43 | | | | | | 6,057 | | | | | | 8 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 8.74 | | | | | | 0.36• | | | | | | 1.51 | | | | | | 1.87 | | | | | | 0.36 | | | | | | 0.31 | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 9.94 | | | | | | 22.24 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.88 | | | | | | 272,317 | | | | | | 4 | | |
12-31-16 | | | | | 9.65 | | | | | | 0.34• | | | | | | (0.46) | | | | | | (0.12) | | | | | | 0.46 | | | | | | 0.33 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 8.74 | | | | | | (1.17) | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.87 | | | | | | 291,788 | | | | | | 22 | | |
12-31-15 | | | | | 11.39 | | | | | | 0.39• | | | | | | (1.03) | | | | | | (0.64) | | | | | | 0.79 | | | | | | 0.31 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 9.65 | | | | | | (6.72) | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.61 | | | | | | 334,645 | | | | | | 8 | | |
12-31-14 | | | | | 13.68 | | | | | | 0.81 | | | | | | (1.53) | | | | | | (0.72) | | | | | | 0.52 | | | | | | 1.05 | | | | | | — | | | | | | 1.57 | | | | | | — | | | | | | 11.39 | | | | | | (6.39) | | | | | | 0.76 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 6.45 | | | | | | 412,428 | | | | | | 13 | | |
12-31-13 | | | | | 12.31 | | | | | | 0.42• | | | | | | 1.84 | | | | | | 2.26 | | | | | | 0.61 | | | | | | 0.28 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 13.68 | | | | | | 19.44 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 3.35 | | | | | | 465,162 | | | | | | 8 | | |
Voya Hang Seng Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.73 | | | | | | 0.40• | | | | | | 4.54 | | | | | | 4.94 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 17.59 | | | | | | 38.97 | | | | | | 1.37 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.60 | | | | | | 1,026 | | | | | | 9 | | |
12-31-16 | | | | | 13.14 | | | | | | 0.30• | | | | | | 0.00* | | | | | | 0.30 | | | | | | 0.50 | | | | | | 0.21 | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 12.73 | | | | | | 2.85 | | | | | | 1.36 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 2.41 | | | | | | 905 | | | | | | 17 | | |
12-31-15 | | | | | 14.22 | | | | | | 0.31• | | | | | | (1.02) | | | | | | (0.71) | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 13.14 | | | | | | (5.52) | | | | | | 1.37 | | | | | | 1.19 | | | | | | 1.19 | | | | | | 2.09 | | | | | | 1,192 | | | | | | 7 | | |
12-31-14 | | | | | 14.10 | | | | | | 0.35• | | | | | | 0.08 | | | | | ��� | 0.43 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 14.22 | | | | | | 3.23 | | | | | | 1.37 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 2.47 | | | | | | 1,647 | | | | | | 11 | | |
12-31-13 | | | | | 14.12 | | | | | | 0.27• | | | | | | 0.21 | | | | | | 0.48 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 14.10 | | | | | | 3.60 | | | | | | 1.36 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 1.94 | | | | | | 1,816 | | | | | | 9 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.81 | | | | | | 0.41• | | | | | | 4.62 | | | | | | 5.03 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 17.68 | | | | | | 39.61 | | | | | | 0.87 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 2.76 | | | | | | 41,871 | | | | | | 9 | | |
12-31-16 | | | | | 13.25 | | | | | | 0.38• | | | | | | (0.02) | | | | | | 0.36 | | | | | | 0.59 | | | | | | 0.21 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 12.81 | | | | | | 3.35 | | | | | | 0.86 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 2.98 | | | | | | 68,223 | | | | | | 17 | | |
12-31-15 | | | | | 14.34 | | | | | | 0.40• | | | | | | (1.02) | | | | | | (0.62) | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 13.25 | | | | | | (5.00) | | | | | | 0.87 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 2.65 | | | | | | 40,319 | | | | | | 7 | | |
12-31-14 | | | | | 14.22 | | | | | | 0.42• | | | | | | 0.07 | | | | | | 0.49 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 14.34 | | | | | | 3.69 | | | | | | 0.87 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 2.96 | | | | | | 73,751 | | | | | | 11 | | |
12-31-13 | | | | | 14.23 | | | | | | 0.32• | | | | | | 0.24 | | | | | | 0.56 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 14.22 | | | | | | 4.15 | | | | | | 0.86 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 2.31 | | | | | | 79,094 | | | | | | 9 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 12.78 | | | | | | 0.45• | | | | | | 4.55 | | | | | | 5.00 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 17.65 | | | | | | 39.33 | | | | | | 1.12 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.90 | | | | | | 30,686 | | | | | | 9 | | |
12-31-16 | | | | | 13.21 | | | | | | 0.33• | | | | | | 0.00* | | | | | | 0.33 | | | | | | 0.55 | | | | | | 0.21 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 12.78 | | | | | | 3.07 | | | | | | 1.11 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 2.62 | | | | | | 25,423 | | | | | | 17 | | |
12-31-15 | | | | | 14.30 | | | | | | 0.35• | | | | | | (1.01) | | | | | | (0.66) | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 13.21 | | | | | | (5.23) | | | | | | 1.12 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.40 | | | | | | 30,748 | | | | | | 7 | | |
12-31-14 | | | | | 14.17 | | | | | | 0.36• | | | | | | 0.10 | | | | | | 0.46 | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 14.30 | | | | | | 3.41 | | | | | | 1.12 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.57 | | | | | | 34,800 | | | | | | 11 | | |
12-31-13 | | | | | 14.19 | | | | | | 0.28• | | | | | | 0.24 | | | | | | 0.52 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.17 | | | | | | 3.84 | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.06 | | | | | | 40,783 | | | | | | 9 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 8.63 | | | | | | 0.19• | | | | | | 1.88 | | | | | | 2.07 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.51 | | | | | | 24.19 | | | | | | 1.03 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.00 | | | | | | 692,747 | | | | | | 4 | | |
12-31-16 | | | | | 8.83 | | | | | | 0.20• | | | | | | (0.18) | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.63 | | | | | | 0.37 | | | | | | 1.05 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.30 | | | | | | 692,197 | | | | | | 3 | | |
12-31-15 | | | | | 9.19 | | | | | | 0.19• | | | | | | (0.30) | | | | | | (0.11) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.83 | | | | | | (1.43)(a) | | | | | | 1.06 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.03 | | | | | | 803,990 | | | | | | 2 | | |
12-31-14 | | | | | 9.89 | | | | | | 0.24• | | | | | | (0.86) | | | | | | (0.62) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.19 | | | | | | (6.34) | | | | | | 1.04 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.47 | | | | | | 917,139 | | | | | | 6 | | |
12-31-13 | | | | | 8.35 | | | | | | 0.17• | | | | | | 1.55 | | | | | | 1.72 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 9.89 | | | | | | 20.89 | | | | | | 1.06 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 1.92 | | | | | | 11,587 | | | | | | 3 | | |
| | | | | | | | | 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 International Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 8.81 | | | | | | 0.26• | | | | | | 1.91 | | | | | | 2.17 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.74 | | | | | | 24.88 | | | | | | 0.53 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.65 | | | | | | 319,369 | | | | | | 4 | | |
12-31-16 | | | | | 9.02 | | | | | | 0.24• | | | | | | (0.17) | | | | | | 0.07 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 8.81 | | | | | | 0.83 | | | | | | 0.55 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.72 | | | | | | 557,788 | | | | | | 3 | | |
12-31-15 | | | | | 9.37 | | | | | | 0.24• | | | | | | (0.29) | | | | | | (0.05) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.02 | | | | | | (0.88)(a) | | | | | | 0.56 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.51 | | | | | | 473,681 | | | | | | 2 | | |
12-31-14 | | | | | 10.04 | | | | | | 0.32• | | | | | | (0.91) | | | | | | (0.59) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.37 | | | | | | (5.94) | | | | | | 0.54 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.19 | | | | | | 535,838 | | | | | | 6 | | |
12-31-13 | | | | | 8.46 | | | | | | 0.22• | | | | | | 1.57 | | | | | | 1.79 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.04 | | | | | | 21.45 | | | | | | 0.56 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 2.41 | | | | | | 540,135 | | | | | | 3 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-03-17(5) - 12-31-17 | | | | | 9.79 | | | | | | 0.16• | | | | | | 1.05 | | | | | | 1.21 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.76 | | | | | | 12.59 | | | | | | 0.53 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.42 | | | | | | 589,019 | | | | | | 4 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 8.75 | | | | | | 0.22• | | | | | | 1.90 | | | | | | 2.12 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.66 | | | | | | 24.51 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.23 | | | | | | 81,188 | | | | | | 4 | | |
12-31-16 | | | | | 8.96 | | | | | | 0.22• | | | | | | (0.18) | | | | | | 0.04 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.75 | | | | | | 0.55 | | | | | | 0.80 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.55 | | | | | | 73,054 | | | | | | 3 | | |
12-31-15 | | | | | 9.30 | | | | | | 0.21• | | | | | | (0.28) | | | | | | (0.07) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 8.96 | | | | | | (1.07)(a) | | | | | | 0.81 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.25 | | | | | | 86,837 | | | | | | 2 | | |
12-31-14 | | | | | 9.97 | | | | | | 0.32• | | | | | | (0.93) | | | | | | (0.61) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.30 | | | | | | (6.18) | | | | | | 0.79 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 3.18 | | | | | | 92,340 | | | | | | 6 | | |
12-31-13 | | | | | 8.41 | | | | | | 0.20• | | | | | | 1.55 | | | | | | 1.75 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.97 | | | | | | 21.09 | | | | | | 0.81 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 2.24 | | | | | | 122,813 | | | | | | 3 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 8.71 | | | | | | 0.20• | | | | | | 1.91 | | | | | | 2.11 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.65 | | | | | | 24.44 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.03 | | | | | | 1,292 | | | | | | 4 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | (0.19) | | | | | | 0.02 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.71 | | | | | | 0.37 | | | | | | 0.98 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.50 | | | | | | 1,424 | | | | | | 3 | | |
12-31-15 | | | | | 9.26 | | | | | | 0.19• | | | | | | (0.28) | | | | | | (0.09) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.94 | | | | | | (1.25)(a) | | | | | | 1.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.99 | | | | | | 1,498 | | | | | | 2 | | |
12-31-14 | | | | | 9.93 | | | | | | 0.29• | | | | | | (0.91) | | | | | | (0.62) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.26 | | | | | | (6.29) | | | | | | 1.04 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.93 | | | | | | 2,152 | | | | | | 6 | | |
12-31-13 | | | | | 8.40 | | | | | | 0.19• | | | | | | 1.54 | | | | | | 1.73 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.93 | | | | | | 20.89 | | | | | | 1.06 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 2.06 | | | | | | 2,705 | | | | | | 3 | | |
Voya Japan TOPIX Index® Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 10.43 | | | | | | 0.11• | | | | | | 2.47 | | | | | | 2.58 | | | | | | 0.16 | | | | | | 0.28 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.57 | | | | | | 25.41 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.95 | | | | | | 11,532 | | | | | | 8 | | |
12-31-16 | | | | | 10.70 | | | | | | 0.11• | | | | | | 0.16 | | | | | | 0.27 | | | | | | 0.09 | | | | | | 0.45 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 10.43 | | | | | | 2.92 | | | | | | 1.28 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.04 | | | | | | 10,944 | | | | | | 1 | | |
12-31-15 | | | | | 9.87 | | | | | | 0.07• | | | | | | 0.97 | | | | | | 1.04 | | | | | | 0.09 | | | | | | 0.12 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.70 | | | | | | 10.50 | | | | | | 1.26 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.69 | | | | | | 23,399 | | | | | | 16 | | |
12-31-14 | | | | | 11.40 | | | | | | 0.08• | | | | | | (0.71) | | | | | | (0.63) | | | | | | 0.11 | | | | | | 0.79 | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 9.87 | | | | | | (5.42) | | | | | | 1.25 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.80 | | | | | | 10,613 | | | | | | 6 | | |
12-31-13 | | | | | 9.35 | | | | | | 0.10• | | | | | | 2.21 | | | | | | 2.31 | | | | | | 0.21 | | | | | | 0.05 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 11.40 | | | | | | 24.80 | | | | | | 1.27 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 14,855 | | | | | | 5 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 10.57 | | | | | | 0.17• | | | | | | 2.49 | | | | | | 2.66 | | | | | | 0.24 | | | | | | 0.28 | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 12.71 | | | | | | 25.93 | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.45 | | | | | | 291,626 | | | | | | 8 | | |
12-31-16 | | | | | 10.84 | | | | | | 0.17• | | | | | | 0.16 | | | | | | 0.33 | | | | | | 0.15 | | | | | | 0.45 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.57 | | | | | | 3.58 | | | | | | 0.78 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.63 | | | | | | 281,621 | | | | | | 1 | | |
12-31-15 | | | | | 9.98 | | | | | | 0.14 | | | | | | 0.96 | | | | | | 1.10 | | | | | | 0.12 | | | | | | 0.12 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.84 | | | | | | 11.01 | | | | | | 0.76 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.25 | | | | | | 363,002 | | | | | | 16 | | |
12-31-14 | | | | | 11.52 | | | | | | 0.14 | | | | | | (0.73) | | | | | | (0.59) | | | | | | 0.16 | | | | | | 0.79 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 9.98 | | | | | | (4.98) | | | | | | 0.75 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.38 | | | | | | 351,513 | | | | | | 6 | | |
12-31-13 | | | | | 9.42 | | | | | | 0.15• | | | | | | 2.23 | | | | | | 2.38 | | | | | | 0.23 | | | | | | 0.05 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 11.52 | | | | | | 25.44 | | | | | | 0.77 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 1.45 | | | | | | 386,305 | | | | | | 5 | | |
| | | | | | | | | 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 Russell™ Large Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.04 | | | | | | 0.20 | | | | | | 8.04 | | | | | | 8.24 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 35.05 | | | | | | 30.60 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.64 | | | | | | 4 | | | | | | 14 | | |
12-31-16 | | | | | 25.76 | | | | | | 0.24 | | | | | | 1.32 | | | | | | 1.56 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.04 | | | | | | 6.13 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 3 | | | | | | 19 | | |
07-13-15(5) - 12-31-15 | | | | | 25.51 | | | | | | 0.10• | | | | | | 0.15 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 25.76 | | | | | | 0.98 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.86 | | | | | | 3 | | | | | | 19 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.24 | | | | | | 0.36• | | | | | | 8.10 | | | | | | 8.46 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 35.35 | | | | | | 31.26 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.15 | | | | | | 354,275 | | | | | | 14 | | |
12-31-16 | | | | | 25.90 | | | | | | 0.37 | | | | | | 1.31 | | | | | | 1.68 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 27.24 | | | | | | 6.57 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 284,194 | | | | | | 19 | | |
12-31-15 | | | | | 24.35 | | | | | | 0.35 | | | | | | 1.49 | | | | | | 1.84 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 25.90 | | | | | | 7.60 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 283,736 | | | | | | 19 | | |
12-31-14 | | | | | 21.82 | | | | | | 0.31 | | | | | | 2.51 | | | | | | 2.82 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 24.35 | | | | | | 13.10 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.29 | | | | | | 280,622 | | | | | | 21 | | |
12-31-13 | | | | | 16.78 | | | | | | 0.28• | | | | | | 5.04 | | | | | | 5.32 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 21.82 | | | | | | 32.00 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.46 | | | | | | 269,977 | | | | | | 10 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 27.10 | | | | ��� | | 0.28• | | | | | | 8.06 | | | | | | 8.34 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 35.15 | | | | | | 30.93 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.90 | | | | | | 343,310 | | | | | | 14 | | |
12-31-16 | | | | | 25.77 | | | | | | 0.28 | | | | | | 1.33 | | | | | | 1.61 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.10 | | | | | | 6.31 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 281,265 | | | | | | 19 | | |
12-31-15 | | | | | 24.23 | | | | | | 0.28 | | | | | | 1.50 | | | | | | 1.78 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 25.77 | | | | | | 7.37 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 275,410 | | | | | | 19 | | |
12-31-14 | | | | | 21.73 | | | | | | 0.24• | | | | | | 2.50 | | | | | | 2.74 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 24.23 | | | | | | 12.76 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.05 | | | | | | 261,517 | | | | | | 21 | | |
12-31-13 | | | | | 16.71 | | | | | | 0.23• | | | | | | 5.02 | | | | | | 5.25 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 21.73 | | | | | | 31.68 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.21 | | | | | | 207,941 | | | | | | 10 | | |
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 17.10 | | | | | | 0.22• | | | | | | 3.51 | | | | | | 3.73 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 20.60 | | | | | | 21.96 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.17 | | | | | | 43,874 | | | | | | 6 | | |
12-31-16 | | | | | 15.71 | | | | | | 0.22 | | | | | | 1.40 | | | | | | 1.62 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 17.10 | | | | | | 10.45 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.37 | | | | | | 34,466 | | | | | | 5 | | |
12-31-15 | | | | | 15.66 | | | | | | 0.20• | | | | | | 0.04 | | | | | | 0.24 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.71 | | | | | | 1.52 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.27 | | | | | | 32,065 | | | | | | 6 | | |
12-31-14 | | | | | 14.12 | | | | | | 0.18 | | | | | | 1.54 | | | | | | 1.72 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 15.66 | | | | | | 12.33 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.22 | | | | | | 35,656 | | | | | | 5 | | |
12-31-13 | | | | | 10.90 | | | | | | 0.16• | | | | | | 3.23 | | | | | | 3.39 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.12 | | | | | | 31.39 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.30 | | | | | | 32,824 | | | | | | 6 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 17.41 | | | | | | 0.32 | | | | | | 3.57 | | | | | | 3.89 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 20.99 | | | | | | 22.57 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.68 | | | | | | 272,429 | | | | | | 6 | | |
12-31-16 | | | | | 16.00 | | | | | | 0.31• | | | | | | 1.41 | | | | | | 1.72 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 17.41 | | | | | | 10.95 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.87 | | | | | | 220,228 | | | | | | 5 | | |
12-31-15 | | | | | 15.93 | | | | | | 0.29 | | | | | | 0.04 | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 16.00 | | | | | | 2.09 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.78 | | | | | | 186,401 | | | | | | 6 | | |
12-31-14 | | | | | 14.34 | | | | | | 0.26 | | | | | | 1.57 | | | | | | 1.83 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 15.93 | | | | | | 12.91 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.72 | | | | | | 188,647 | | | | | | 5 | | |
12-31-13 | | | | | 11.04 | | | | | | 0.23• | | | | | | 3.27 | | | | | | 3.50 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 14.34 | | | | | | 32.05 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.80 | | | | | | 168,428 | | | | | | 6 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 17.29 | | | | | | 0.27• | | | | | | 3.55 | | | | | | 3.82 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 20.84 | | | | | | 22.27 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.43 | | | | | | 589,672 | | | | | | 6 | | |
12-31-16 | | | | | 15.88 | | | | | | 0.28 | | | | | | 1.40 | | | | | | 1.68 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 17.29 | | | | | | 10.74 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.63 | | | | | | 578,600 | | | | | | 5 | | |
12-31-15 | | | | | 15.82 | | | | | | 0.24• | | | | | | 0.05 | | | | | | 0.29 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.88 | | | | | | 1.79 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.53 | | | | | | 566,225 | | | | | | 6 | | |
12-31-14 | | | | | 14.25 | | | | | | 0.22 | | | | | | 1.55 | | | | | | 1.77 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 15.82 | | | | | | 12.59 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.47 | | | | | | 620,477 | | | | | | 5 | | |
12-31-13 | | | | | 10.98 | | | | | | 0.19• | | | | | | 3.25 | | | | | | 3.44 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 14.25 | | | | | | 31.67 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.54 | | | | | | 568,259 | | | | | | 6 | | |
| | | | | | | | | 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 Russell™ Large Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 17.74 | | | | | | 0.25• | | | | | | 3.64 | | | | | | 3.89 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 21.38 | | | | | | 22.08 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.27 | | | | | | 1,264 | | | | | | 6 | | |
12-31-16 | | | | | 16.05 | | | | | | 0.25• | | | | | | 1.44 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.74 | | | | | | 10.53 | | | | | | 0.81 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.48 | | | | | | 1,230 | | | | | | 5 | | |
12-31-15 | | | | | 15.99 | | | | | | 0.22• | | | | | | 0.04 | | | | | | 0.26 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 16.05 | | | | | | 1.64 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.37 | | | | | | 1,290 | | | | | | 6 | | |
12-31-14 | | | | | 14.41 | | | | | | 0.20• | | | | | | 1.58 | | | | | | 1.78 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 15.99 | | | | | | 12.48 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.33 | | | | | | 4,700 | | | | | | 5 | | |
12-31-13 | | | | | 11.13 | | | | | | 0.18• | | | | | | 3.29 | | | | | | 3.47 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 14.41 | | | | | | 31.51 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.42 | | | | | | 3,355 | | | | | | 6 | | |
Voya Russell™ Large Cap Value Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 20.81 | | | | | | 0.35• | | | | | | 2.33 | | | | | | 2.68 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 23.13 | | | | | | 13.05 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.62 | | | | | | 4 | | | | | | 13 | | |
12-31-16 | | | | | 18.64 | | | | | | 0.36• | | | | | | 2.37 | | | | | | 2.73 | | | | | | 0.27 | | | | | | 0.29 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 20.81 | | | | | | 15.10 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.91 | | | | | | 3 | | | | | | 16 | | |
07-13-15(5) - 12-31-15 | | | | | 19.40 | | | | | | 0.16• | | | | | | (0.92) | | | | | | (0.76) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.64 | | | | | | (3.92) | | | | | | 1.02 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.84 | | | | | | 3 | | | | | | 23 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 21.01 | | | | | | 0.47 | | | | | | 2.31 | | | | | | 2.78 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 23.34 | | | | | | 13.46 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.12 | | | | | | 105,552 | | | | | | 13 | | |
12-31-16 | | | | | 18.77 | | | | | | 0.49 | | | | | | 2.36 | | | | | | 2.85 | | | | | | 0.32 | | | | | | 0.29 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 21.01 | | | | | | 15.64 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.38 | | | | | | 97,341 | | | | | | 16 | | |
12-31-15 | | | | | 20.03 | | | | | | 0.41• | | | | | | (1.08) | | | | | | (0.67) | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 18.77 | | | | | | (3.50) | | | | | | 0.52 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.18 | | | | | | 93,398 | | | | | | 23 | | |
12-31-14 | | | | | 18.37 | | | | | | 0.36• | | | | | | 1.87 | | | | | | 2.23 | | | | | | 0.29 | | | ��� | | | 0.28 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.03 | | | | | | 12.42 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 1.89 | | | | | | 51,205 | | | | | | 12 | | |
12-31-13 | | | | | 14.30 | | | | | | 0.31• | | | | | | 4.14 | | | | | | 4.45 | | | | | | 0.27 | | | | | | 0.11 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 18.37 | | | | | | 31.58 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.91 | | | | | | 49,681 | | | | | | 17 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 20.86 | | | | | | 0.41• | | | | | | 2.30 | | | | | | 2.71 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 23.17 | | | | | | 13.19 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.88 | | | | | | 320,793 | | | | | | 13 | | |
12-31-16 | | | | | 18.66 | | | | | | 0.42 | | | | | | 2.35 | | | | | | 2.77 | | | | | | 0.28 | | | | | | 0.29 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.86 | | | | | | 15.30 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.12 | | | | | | 338,968 | | | | | | 16 | | |
12-31-15 | | | | | 19.93 | | | | | | 0.37• | | | | | | (1.10) | | | | | | (0.73) | | | | | | 0.28 | | | | | | 0.26 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 18.66 | | | | | | (3.77) | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.94 | | | | | | 314,071 | | | | | | 23 | | |
12-31-14 | | | | | 18.28 | | | | | | 0.31• | | | | | | 1.88 | | | | | | 2.19 | | | | | | 0.26 | | | | | | 0.28 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 19.93 | | | | | | 12.22 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 1.64 | | | | | | 156,482 | | | | | | 12 | | |
12-31-13 | | | | | 14.24 | | | | | | 0.27• | | | | | | 4.12 | | | | | | 4.39 | | | | | | 0.24 | | | | | | 0.11 | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 18.28 | | | | | | 31.28 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.66 | | | | | | 112,469 | | | | | | 17 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 28.51 | | | | | | 0.21• | | | | | | 6.78 | | | | | | 6.99 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 35.21 | | | | | | 24.67 | | | | | | 0.55 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.67 | | | | | | 17,724 | | | | | | 26 | | |
12-31-16 | | | | | 26.89 | | | | | | 0.23• | | | | | | 1.66 | | | | | | 1.89 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 28.51 | | | | | | 7.11 | | | | | | 0.56 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.86 | | | | | | 9,834 | | | | | | 27 | | |
12-31-15 | | | | | 27.28 | | | | | | 0.20• | | | | | | (0.35) | | | | | | (0.15) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 26.89 | | | | | | (0.59) | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.72 | | | | | | 67,930 | | | | | | 31 | | |
12-31-14 | | | | | 24.60 | | | | | | 0.22• | | | | | | 2.57 | | | | | | 2.79 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 27.28 | | | | | | 11.41 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 0.85 | | | | | | 111,456 | | | | | | 35 | | |
12-31-13 | | | | | 18.37 | | | | | | 0.14• | | | | | | 6.29 | | | | | | 6.43 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 24.60 | | | | | | 35.24 | | | | | | 0.59 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.65 | | | | | | 5,456 | | | | | | 24 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 28.43 | | | | | | 0.13• | | | | | | 6.76 | | | | | | 6.89 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 35.11 | | | | | | 24.36 | | | | | | 0.80 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.42 | | | | | | 284,959 | | | | | | 26 | | |
12-31-16 | | | | | 26.81 | | | | | | 0.18 | | | | | | 1.63 | | | | | | 1.81 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 28.43 | | | | | | 6.81 | | | | | | 0.81 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.61 | | | | | | 284,539 | | | | | | 27 | | |
12-31-15 | | | | | 27.19 | | | | | | 0.13 | | | | | | (0.33) | | | | | | (0.20) | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 26.81 | | | | | | (0.79) | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.47 | | | | | | 295,781 | | | | | | 31 | | |
12-31-14 | | | | | 24.53 | | | | | | 0.14• | | | | | | 2.58 | | | | | | 2.72 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 27.19 | | | | | | 11.09 | | | | | | 0.83 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 0.53 | | | | | | 313,923 | | | | | | 35 | | |
12-31-13 | | | | | 18.32 | | | | | | 0.08• | | | | | | 6.28 | | | | | | 6.36 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 24.53 | | | | | | 34.90 | | | | | | 0.84 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.39 | | | | | | 328,358 | | | | | | 24 | | |
| | | | | | | | | 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 Russell™ Mid Cap Growth Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 28.39 | | | | | | 0.08• | | | | | | 6.76 | | | | | | 6.84 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 35.05 | | | | | | 24.19 | | | | | | 0.95 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.27 | | | | | | 1,726 | | | | | | 26 | | |
12-31-16 | | | | | 26.74 | | | | | | 0.12 | | | | | | 1.65 | | | | | | 1.77 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 28.39 | | | | | | 6.65 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.46 | | | | | | 1,475 | | | | | | 27 | | |
12-31-15 | | | | | 27.12 | | | | | | 0.08• | | | | | | (0.33) | | | | | | (0.25) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 26.74 | | | | | | (0.96) | | | | | | 1.05 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.30 | | | | | | 1,366 | | | | | | 31 | | |
12-31-14 | | | | | 24.46 | | | | | | 0.11 | | | | | | 2.57 | | | | | | 2.68 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 27.12 | | | | | | 10.98 | | | | | | 1.08 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.39 | | | | | | 2,211 | | | | | | 35 | | |
12-31-13 | | | | | 18.28 | | | | | | 0.05• | | | | | | 6.27 | | | | | | 6.32 | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 24.46 | | | | | | 34.72 | | | | | | 1.09 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.24 | | | | | | 2,109 | | | | | | 24 | | |
Voya Russell™ Mid Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.63 | | | | | | 0.12 | | | | | | 2.29 | | | | | | 2.41 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.79 | | | | | | 17.39 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.81 | | | | | | 181,784 | | | | | | 9 | | |
12-31-16 | | | | | 14.97 | | | | | | 0.12• | | | | | | 1.59 | | | | | | 1.71 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.63 | | | | | | 12.86 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.87 | | | | | | 158,645 | | | | | | 20 | | |
12-31-15 | | | | | 16.92 | | | | | | 0.11• | | | | | | (0.57) | | | | | | (0.46) | | | | | | 0.15 | | | | | | 1.34 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 14.97 | | | | | | (3.33) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.71 | | | | | | 139,302 | | | | | | 11 | | |
12-31-14 | | | | | 15.70 | | | | | | 0.11• | | | | | | 1.75 | | | | | | 1.86 | | | | | | 0.12 | | | | | | 0.52 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 16.92 | | | | | | 12.22 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.70 | | | | | | 129,172 | | | | | | 9 | | |
12-31-13 | | | | | 12.25 | | | | | | 0.10• | | | | | | 3.90 | | | | | | 4.00 | | | | | | 0.13 | | | | | | 0.42 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 15.70 | | | | | | 33.51 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.69 | | | | | | 94,802 | | | | | | 14 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 15.04 | | | | | | 0.20• | | | | | | 2.36 | | | | | | 2.56 | | | | | | 0.24 | | | | | | 1.08 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.28 | | | | | | 17.97 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.28 | | | | | | 1,191,269 | | | | | | 9 | | |
12-31-16 | | | | | 15.34 | | | | | | 0.22 | | | | | | 1.60 | | | | | | 1.82 | | | | | | 0.21 | | | | | | 1.91 | | | | | | — | | | | | | 2.12 | | | | | | — | | | | | | 15.04 | | | | | | 13.40 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.38 | | | | | | 1,432,810 | | | | | | 20 | | |
12-31-15 | | | | | 17.28 | | | | | | 0.19• | | | | | | (0.57) | | | | | | (0.38) | | | | | | 0.22 | | | | | | 1.34 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 15.34 | | | | | | (2.82) | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.18 | | | | | | 1,434,791 | | | | | | 11 | | |
12-31-14 | | | | | 16.01 | | | | | | 0.19• | | | | | | 1.78 | | | | | | 1.97 | | | | | | 0.18 | | | | | | 0.52 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 17.28 | | | | | | 12.70 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.17 | | | | | | 1,794,154 | | | | | | 9 | | |
12-31-13 | | | | | 12.45 | | | | | | 0.16 | | | | | | 3.99 | | | | | | 4.15 | | | | | | 0.17 | | | | | | 0.42 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 16.01 | | | | | | 34.20 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.17 | | | | | | 1,951,563 | | | | | | 14 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-03-17(5) - 12-31-17 | | | | | 15.87 | | | | | | 0.17• | | | | | | 1.59 | | | | | | 1.76 | | | | | | 0.24 | | | | | | 1.08 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.31 | | | | | | 12.01 | | | | | | 0.44 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.68 | | | | | | 228,215 | | | | | | 9 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.88 | | | | | | 0.16• | | | | | | 2.33 | | | | | | 2.49 | | | | | | 0.20 | | | | | | 1.08 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 16.09 | | | | | | 17.67 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.05 | | | | | | 321,478 | | | | | | 9 | | |
12-31-16 | | | | | 15.19 | | | | | | 0.16• | | | | | | 1.61 | | | | | | 1.77 | | | | | | 0.17 | | | | | | 1.91 | | | | | | — | | | | | | 2.08 | | | | | | — | | | | | | 14.88 | | | | | | 13.12 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.12 | | | | | | 364,384 | | | | | | 20 | | |
12-31-15 | | | | | 17.13 | | | | | | 0.15 | | | | | | (0.57) | | | | | | (0.42) | | | | | | 0.18 | | | | | | 1.34 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 15.19 | | | | | | (3.06) | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 323,348 | | | | | | 11 | | |
12-31-14 | | | | | 15.88 | | | | | | 0.14 | | | | | | 1.77 | | | | | | 1.91 | | | | | | 0.14 | | | | | | 0.52 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 17.13 | | | | | | 12.44 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 365,134 | | | | | | 9 | | |
12-31-13 | | | | | 12.36 | | | | | | 0.13• | | | | | | 3.95 | | | | | | 4.08 | | | | | | 0.14 | | | | | | 0.42 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 15.88 | | | | | | 33.88 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 309,018 | | | | | | 14 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.71 | | | | | | 0.15 | | | | | | 2.28 | | | | | | 2.43 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.89 | | | | | | 17.47 | | | | | | 0.84 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.91 | | | | | | 16,303 | | | | | | 9 | | |
12-31-16 | | | | | 15.03 | | | | | | 0.14• | | | | | | 1.59 | | | | | | 1.73 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.71 | | | | | | 12.99 | | | | | | 0.87 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.96 | | | | | | 16,466 | | | | | | 20 | | |
12-31-15 | | | | | 16.97 | | | | | | 0.13 | | | | | | (0.57) | | | | | | (0.44) | | | | | | 0.16 | | | | | | 1.34 | | | | | | — | | | | | | 1.50 | | | | | | — | | | | | | 15.03 | | | | | | (3.23) | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.80 | | | | | | 18,493 | | | | | | 11 | | |
12-31-14 | | | | | 15.74 | | | | | | 0.14 | | | | | | 1.74 | | | | | | 1.88 | | | | | | 0.13 | | | | | | 0.52 | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 16.97 | | | | | | 12.30 | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.78 | | | | | | 18,708 | | | | | | 9 | | |
12-31-13 | | | | | 12.27 | | | | | | 0.12• | | | | | | 3.92 | | | | | | 4.04 | | | | | | 0.15 | | | | | | 0.42 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 15.74 | | | | | | 33.74 | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.81 | | | | | | 17,880 | | | | | | 14 | | |
| | | | | | | | | 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 Russell™ Small Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.48 | | | | | | 0.08• | | | | | | 1.78 | | | | | | 1.86 | | | | | | 0.11 | | | | | | 1.08 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 15.15 | | | | | | 13.65 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.53 | | | | | | 110,992 | | | | | | 18 | | |
12-31-16 | | | | | 13.88 | | | | | | 0.09• | | | | | | 2.34 | | | | | | 2.43 | | | | | | 0.13 | | | | | | 1.70 | | | | | | — | | | | | | 1.83 | | | | | | — | | | | | | 14.48 | | | | | | 20.56 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.68 | | | | | | 98,458 | | | | | | 11 | | |
12-31-15 | | | | | 16.12 | | | | | | 0.09• | | | | | | (0.79) | | | | | | (0.70) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.88 | | | | | | (5.03) | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.62 | | | | | | 80,199 | | | | | | 13 | | |
12-31-14 | | | | | 16.59 | | | | | | 0.09• | | | | | | 0.55 | | | | | | 0.64 | | | | | | 0.11 | | | | | | 1.00 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 16.12 | | | | | | 4.38 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.56 | | | | | | 74,405 | | | | | | 12 | | |
12-31-13 | | | | | 12.64 | | | | | | 0.09• | | | | | | 4.54 | | | | | | 4.63 | | | | | | 0.16 | | | | | | 0.52 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 16.59 | | | | | | 38.04 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.59 | | | | | | 63,291 | | | | | | 13 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.91 | | | | | | 0.15• | | | | | | 1.85 | | | | | | 2.00 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.66 | | | | | | 14.27 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.03 | | | | | | 463,391 | | | | | | 18 | | |
12-31-16 | | | | | 14.25 | | | | | | 0.17 | | | | | | 2.39 | | | | | | 2.56 | | | | | | 0.20 | | | | | | 1.70 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 14.91 | | | | | | 21.11 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.17 | | | | | | 412,050 | | | | | | 11 | | |
12-31-15 | | | | | 16.50 | | | | | | 0.17• | | | | | | (0.81) | | | | | | (0.64) | | | | | | 0.18 | | | | | | 1.43 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 14.25 | | | | | | (4.55) | | | | | | 0.47 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.09 | | | | | | 392,955 | | | | | | 13 | | |
12-31-14 | | | | | 16.93 | | | | | | 0.19 | | | | | | 0.55 | | | | | | 0.74 | | | | | | 0.17 | | | | | | 1.00 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 16.50 | | | | | | 4.93 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.04 | | | | | | 590,477 | | | | | | 12 | | |
12-31-13 | | | | | 12.86 | | | | | | 0.16• | | | | | | 4.63 | | | | | | 4.79 | | | | | | 0.20 | | | | | | 0.52 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 16.93 | | | | | | 38.75 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.07 | | | | | | 655,515 | | | | | | 13 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-03-17(5) - 12-31-17 | | | | | 15.34 | | | | | | 0.14• | | | | | | 1.47 | | | | | | 1.61 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.70 | | | | | | 11.34 | | | | | | 0.46 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.38 | | | | | | 125,069 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.78 | | | | | | 0.11• | | | | | | 1.83 | | | | | | 1.94 | | | | | | 0.13 | | | | | | 1.08 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 15.51 | | | | | | 13.97 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.76 | | | | | | 242,692 | | | | | | 18 | | |
12-31-16 | | | | | 14.13 | | | | | | 0.13 | | | | | | 2.38 | | | | | | 2.51 | | | | | | 0.16 | | | | | | 1.70 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 14.78 | | | | | | 20.81 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.92 | | | | | | 277,690 | | | | | | 11 | | |
12-31-15 | | | | | 16.37 | | | | | | 0.13 | | | | | | (0.80) | | | | | | (0.67) | | | | | | 0.14 | | | | | | 1.43 | | | | | | — | | | | | | 1.57 | | | | | | — | | | | | | 14.13 | | | | | | (4.78) | | | | | | 0.72 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.85 | | | | | | 259,171 | | | | | | 13 | | |
12-31-14 | | | | | 16.81 | | | | | | 0.13• | | | | | | 0.57 | | | | | | 0.70 | | | | | | 0.14 | | | | | | 1.00 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 16.37 | | | | | | 4.66 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.79 | | | | | | 283,518 | | | | | | 12 | | |
12-31-13 | | | | | 12.78 | | | | | | 0.12• | | | | | | 4.60 | | | | | | 4.72 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 16.81 | | | | | | 38.38 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.84 | | | | | | 332,999 | | | | | | 13 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 14.55 | | | | | | 0.09• | | | | | | 1.79 | | | | | | 1.88 | | | | | | 0.11 | | | | | | 1.08 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 15.24 | | | | | | 13.76 | | | | | | 0.86 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.61 | | | | | | 8,365 | | | | | | 18 | | |
12-31-16 | | | | | 13.93 | | | | | | 0.11 | | | | | | 2.35 | | | | | | 2.46 | | | | | | 0.14 | | | | | | 1.70 | | | | | | — | | | | | | 1.84 | | | | | | — | | | | | | 14.55 | | | | | | 20.70 | | | | | | 0.89 | | | | | | 0.85 | | | | | | 0.85 | | | | | �� | 0.77 | | | | | | 9,170 | | | | | | 11 | | |
12-31-15 | | | | | 16.16 | | | | | | 0.10 | | | | | | (0.79) | | | | | | (0.69) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.93 | | | | | | (4.94) | | | | | | 0.97 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 8,946 | | | | | | 13 | | |
12-31-14 | | | | | 16.59 | | | | | | 0.10• | | | | | | 0.57 | | | | | | 0.67 | | | | | | 0.10 | | | | | | 1.00 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 16.16 | | | | | | 4.55 | | | | | | 0.96 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.63 | | | | | | 9,627 | | | | | | 12 | | |
12-31-13 | | | | | 12.64 | | | | | | 0.10• | | | | | | 4.54 | | | | | | 4.64 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 16.59 | | | | | | 38.16 | | | | | | 0.96 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 13,451 | | | | | | 13 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.10 | | | | | | 0.28 | | | | | | 0.19 | | | | | | 0.03 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.55 | | | | | | 2.68 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.67 | | | | | | 31,475 | | | | | | 155 | | |
12-31-16 | | | | | 10.48 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.17 | | | | | | 0.02 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.49 | | | | | | 1.87 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.57 | | | | | | 32,600 | | | | | | 203 | | |
12-31-15 | | | | | 10.73 | | | | | | 0.15 | | | | | | (0.19) | | | | | | (0.04) | | | | | | 0.19 | | | | | | 0.02 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.48 | | | | | | (0.34) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.49 | | | | | | 25,747 | | | | | | 213 | | |
12-31-14 | | | | | 10.35 | | | | | | 0.14 | | | | | | 0.40 | | | | | | 0.54 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.73 | | | | | | 5.22 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.31 | | | | | | 18,505 | | | | | | 209 | | |
12-31-13 | | | | | 10.94 | | | | | | 0.11 | | | | | | (0.43) | | | | | | (0.32) | | | | | | 0.16 | | | | | | 0.11 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.35 | | | | | | (3.02) | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.07 | | | | | | 12,857 | | | | | | 197 | | |
| | | | | | | | | 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 U.S. Bond Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 10.53 | | | | | | 0.24 | | | | | | 0.10 | | | | | | 0.34 | | | | | | 0.25 | | | | | | 0.03 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.59 | | | | | | 3.19 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.17 | | | | | | 2,424,885 | | | | | | 155 | | |
12-31-16 | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.02 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.53 | | | | | | 2.33 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.07 | | | | | | 3,069,317 | | | | | | 203 | | |
12-31-15 | | | | | 10.76 | | | | | | 0.22 | | | | | | (0.20) | | | | | | 0.02 | | | | | | 0.24 | | | | | | 0.02 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.98 | | | | | | 3,390,992 | | | | | | 213 | | |
12-31-14 | | | | | 10.38 | | | | | | 0.19 | | | | | | 0.40 | | | | | | 0.59 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.76 | | | | | | 5.71 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.80 | | | | | | 3,613,513 | | | | | | 209 | | |
12-31-13 | | | | | 10.97 | | | | | | 0.17 | | | | | | (0.44) | | | | | | (0.27) | | | | | | 0.21 | | | | | | 0.11 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 10.38 | | | | | | (2.54) | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.57 | | | | | | 3,794,207 | | | | | | 197 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05-03-17(5) - 12-31-17 | | | | | 10.60 | | | | | | 0.17• | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.18 | | | | | | 0.03 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.59 | | | | | | 1.89 | | | | | | 0.41 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.34 | | | | | | 731,605 | | | | | | 155 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 10.50 | | | | | | 0.21 | | | | | | 0.10 | | | | | | 0.31 | | | | | | 0.22 | | | | | | 0.03 | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.56 | | | | | | 2.94 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.92 | | | | | | 190,071 | | | | | | 155 | | |
12-31-16 | | | | | 10.49 | | | | | | 0.20 | | | | | | 0.03 | | | | | | 0.23 | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.50 | | | | | | 2.10 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.82 | | | | | | 237,455 | | | | | | 203 | | |
12-31-15 | | | | | 10.73 | | | | | | 0.18 | | | | | | (0.18) | | | | | | 0.00* | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.49 | | | | | | (0.01) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.74 | | | | | | 248,290 | | | | | | 213 | | |
12-31-14 | | | | | 10.35 | | | | | | 0.16 | | | | | | 0.40 | | | | | | 0.56 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 10.73 | | | | | | 5.47 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.56 | | | | | | 240,485 | | | | | | 209 | | |
12-31-13 | | | | | 10.94 | | | | | | 0.14 | | | | | | (0.44) | | | | | | (0.30) | | | | | | 0.18 | | | | | | 0.11 | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.35 | | | | | | (2.80) | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.33 | | | | | | 201,854 | | | | | | 197 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-17 | | | | | 10.50 | | | | | | 0.19 | | | | | | 0.10 | | | | | | 0.29 | | | | | | 0.20 | | | | | | 0.03 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.56 | | | | | | 2.78 | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.77 | | | | | | 2,449 | | | | | | 155 | | |
12-31-16 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.03 | | | | | | 0.21 | | | | | | 0.18 | | | | | | 0.02 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.50 | | | | | | 1.97 | | | | | | 0.84 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.67 | | | | | | 2,959 | | | | | | 203 | | |
12-31-15 | | | | | 10.74 | | | | | | 0.17 | | | | | | (0.20) | | | | | | (0.03) | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.49 | | | | | | (0.26) | | | | | | 0.91 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.58 | | | | | | 2,419 | | | | | | 213 | | |
12-31-14 | | | | | 10.36 | | | | | | 0.15 | | | | | | 0.40 | | | | | | 0.55 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.74 | | | | | | 5.31 | | | | | | 0.91 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.41 | | | | | | 2,639 | | | | | | 209 | | |
12-31-13 | | | | | 10.95 | | | | | | 0.14 | | | | | | (0.45) | | | | | | (0.31) | | | | | | 0.17 | | | | | | 0.11 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.36 | | | | | | (2.91) | | | | | | 0.90 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.18 | | | | | | 1,938 | | | | | | 197 | | |
| | | Purchased | | | Sold | | ||||||
Australia Index | | | | $ | 1,718,999 | | | | | $ | 1,087,726 | | |
Emerging Markets Index | | | | | — | | | | | | 14,723 | | |
Euro STOXX 50® Index | | | | | 7,650,977 | | | | | | 4,424,011 | | |
FTSE 100 Index® | | | | | 4,181,918 | | | | | | 2,247,445 | | |
Hang Seng Index | | | | | 1,286,071 | | | | | | 942,357 | | |
Japan TOPIX Index® | | | | | 5,189,340 | | | | | | 2,954,858 | | |
| | | Purchased | | | Sold | | ||||||
Australia Index | | | | $ | 1,599,262 | | | | | $ | — | | |
Emerging Markets Index | | | | | 10,605,855 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 3,971,028 | | | | | | — | | |
FTSE 100 Index® | | | | | 3,693,752 | | | | | | — | | |
Hang Seng Index | | | | | 1,527,104 | | | | | | — | | |
International Index | | | | | 45,184,043 | | | | | | — | | |
Japan TOPIX Index® | | | | | 3,694,087 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 7,376,537 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 6,411,864 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 5,030,532 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 3,147,590 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 25,742,674 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 17,172,415 | | | | | | — | | |
U.S. Bond Index | | | | | — | | | | | | 2,159,306 | | |
| | | Purchases | | | Sales | | ||||||
Australia Index | | | | $ | 3,272,280 | | | | | $ | 60,187,806 | | |
Emerging Markets Index | | | | | 136,680,063 | | | | | | 111,410,272 | | |
Euro STOXX 50® Index | | | | | 8,157,661 | | | | | | 115,429,168 | | |
FTSE 100 Index® | | | | | 12,107,010 | | | | | | 75,336,155 | | |
Hang Seng Index | | | | | 7,321,749 | | | | | | 53,636,453 | | |
International Index | | | | | 134,402,022 | | | | | | 57,889,611 | | |
Japan TOPIX Index® | | | | | 23,374,855 | | | | | | 79,398,174 | | |
| | | Purchases | | | Sales | | ||||||
Russell™ Large Cap Growth Index | | | | | 89,179,463 | | | | | | 118,313,838 | | |
Russell™ Large Cap Index | | | | | 49,335,215 | | | | | | 140,219,779 | | |
Russell™ Large Cap Value Index | | | | | 57,048,835 | | | | | | 105,471,709 | | |
Russell™ Mid Cap Growth Index | | | | | 75,614,749 | | | | | | 130,068,131 | | |
Russell™ Mid Cap Index | | | | | 169,911,901 | | | | | | 475,888,470 | | |
Russell™ Small Cap Index | | | | | 216,225,582 | | | | | | 157,541,563 | | |
U.S. Bond Index | | | | | 263,620,676 | | | | | | 160,493,285 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 5,159,181,237 | | | | | $ | 5,207,317,590 | | |
| | |||
Australia Index(1) | | | 0.70% | |
Emerging Markets Index(2) | | | 0.65% | |
Euro STOXX 50® Index(1) | | | 0.70% | |
FTSE 100 Index®(1) | | | 0.70% | |
Hang Seng Index(3) | | | 0.70% on the first $250 million; 0.60% on the next $250 million; and 0.55% thereafter | |
International Index | | | 0.48% on the first $500 million; 0.46% on the next $500 million; 0.44% on the next $500 million; and 0.42% thereafter | |
Japan TOPIX Index®(1) | | | 0.70% | |
Russell™ Large Cap Growth Index(4) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
Russell™ Large Cap Index | | | 0.35% on the first $1 billion; 0.33% on the next $1 billion; and 0.31% thereafter | |
Russell™ Large Cap Value Index(4) | | | 0.50% on the first $250 million; 0.40% on the next $250 million; and 0.35% thereafter | |
Russell™ Mid Cap Growth Index(4) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
| | |||
Russell™ Mid Cap Index | | | 0.41% on the first $2 billion; 0.34% on the next $2 billion; and 0.28% thereafter | |
Russell™ Small Cap Index | | | 0.43% on the first $1 billion; 0.41% on the next $1 billion; and 0.39% thereafter | |
U.S. Bond Index | | | 0.42% on the first $500 million; 0.40% on the next $500 million; 0.38% on the next $1 billion; | |
| | | 0.36% on the next $2 billion; 0.34% on the next $2 billion; and 0.32% thereafter | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 27.62% | | |
| | | Russell™ Large Cap Value Index | | | | | 7.63 | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 8.09 | | |
Voya Index Solution 2025 Portfolio | | | Emerging Markets Index | | | | | 5.84 | | |
| | | International Index | | | | | 6.93 | | |
| | | U.S. Bond Index | | | | | 6.76 | | |
Voya Index Solution 2035 Portfolio | | | Emerging Markets Index | | | | | 7.33 | | |
| | | International Index | | | | | 8.43 | | |
Voya Index Solution 2045 Portfolio | | | Emerging Markets Index | | | | | 5.63 | | |
| | | International Index | | | | | 6.27 | | |
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 7.56 | | |
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 11.02 | | |
| | | Russell™ Large Cap Index | | | | | 15.01 | | |
| | | Russell™ Large Cap Value Index | | | | | 11.94 | | |
| | | Russell™ Mid Cap Index | | | | | 10.98 | | |
| | | Russell™ Small Cap Index | | | | | 11.90 | | |
Voya Insurance and Annuity Company | | | Euro STOXX 50® Index | | | | | 6.02 | | |
| | | Hang Seng Index | | | | | 40.28 | | |
| | | International Index | | | | | 41.30 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
| | | Russell™ Large Cap Growth Index | | | | | 36.25 | | |
| | | Russell™ Large Cap Index | | | | | 47.86 | | |
| | | Russell™ Large Cap Value Index | | | | | 59.04 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 84.06 | | |
| | | Russell™ Mid Cap Index | | | | | 10.46 | | |
| | | Russell™ Small Cap Index | | | | | 18.97 | | |
| | | Voya U.S. Bond Index | | | | | 5.23 | | |
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 7.61 | | |
Voya Retirement Growth Portfolio | | | Australia Index | | | | | 53.64 | | |
| | | Emerging Markets Index | | | | | 25.81 | | |
| | | Euro STOXX 50® Index | | | | | 50.41 | | |
| | | FTSE 100 Index® | | | | | 53.59 | | |
| | | Hang Seng Index | | | | | 32.04 | | |
| | | Japan TOPIX Index® | | | | | 53.36 | | |
| | | Russell™ Mid Cap Index | | | | | 20.86 | | |
| | | Russell™ Small Cap Index | | | | | 16.12 | | |
| | | U.S. Bond Index | | | | | 22.15 | | |
Voya Retirement Insurance and Annuity Company | | | International Index | | | | | 6.71 | | |
| | | Russell™ Large Cap Growth Index | | | | | 15.86 | | |
| | | Russell™ Large Cap Index | | | | | 32.83 | | |
| | | Russell™ Large Cap Value Index | | | | | 15.24 | | |
| | | Russell™ Mid Cap Growth Index | | | | | 8.57 | | |
| | | Russell™ Mid Cap Index | | | | | 23.28 | | |
| | | Russell™ Small Cap Index | | | | | 25.49 | | |
Voya Retirement Moderate Growth Portfolio | | | Australia Index | | | | | 32.08 | | |
| | | Emerging Markets Index | | | | | 15.01 | | |
| | | Euro STOXX 50® Index | | | | | 28.42 | | |
| | | FTSE 100 Index® | | | | | 29.53 | | |
| | | Hang Seng Index | | | | | 14.90 | | |
| | | Japan TOPIX Index® | | | | | 28.37 | | |
| | | Russell™ Mid Cap Index | | | | | 13.43 | | |
| | | Russell™ Small Cap Index | | | | | 9.00 | | |
| | | U.S. Bond Index | | | | | 21.64 | | |
Voya Retirement Moderate Portfolio | | | Australia Index | | | | | 11.97 | | |
| | | Emerging Markets Index | | | | | 6.71 | | |
| | | Euro STOXX 50® Index | | | | | 12.89 | | |
| | | FTSE 100 Index® | | | | | 13.23 | | |
| | | Hang Seng Index | | | | | 8.33 | | |
| | | Japan TOPIX Index® | | | | | 12.90 | | |
| | | Russell™ Mid Cap Index | | | | | 5.64 | | |
| | | U.S. Bond Index | | | | | 15.24 | | |
Portfolio | | | Accrued Expenses | | | Amount | | ||||||
Euro STOXX 50 Index® | | | | | Custody | | | | | $ | 49,472 | | |
| | | | | License | | | | | | 63,130 | | |
Hang Seng Index | | | | | Custody | | | | | $ | 29,010 | | |
AGREEMENTS (continued)
Portfolio | | | Class ADV | | | Class I | | | Class P2(1) | | | Class S | | | Class S2 | | |||||||||||||||
Emerging Markets Index | | | | | N/A | | | | | | N/A | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | |
Hang Seng Index | | | | | 1.25% | | | | | | 0.75% | | | | | | N/A | | | | | | 1.00% | | | | | | N/A | | |
International Index(2) | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.15% | | | | | | 0.75% | | | | | | 0.90% | | |
Russell™ Large Cap Growth Index(3) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Large Cap Index | | | | | 0.87% | | | | | | 0.37% | | | | | | N/A | | | | | | 0.62% | | | | | | 0.77% | | |
Russell™ Large Cap Value Index(3) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Mid Cap Growth Index | | | | | N/A | | | | | | 0.43% | | | | | | N/A | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Mid Cap Index | | | | | 0.93% | | | | | | 0.43% | | | | | | 0.15% | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Small Cap Index | | | | | 0.95% | | | | | | 0.45% | | | | | | 0.15% | | | | | | 0.70% | | | | | | 0.85% | | |
U.S. Bond Index | | | | | 0.90% | | | | | | 0.40% | | | | | | 0.15% | | | | | | 0.65% | | | | | | 0.80% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2018 | | | 2019 | | | 2020 | | | Total | | ||||||||||||
Emerging Markets Index | | | | $ | — | | | | | $ | — | | | | | $ | 485,233 | | | | | $ | 485,233 | | |
International Index | | | | | 1,133,211 | | | | | | 923,108 | | | | | | 2,322,042 | | | | | | 4,378,361 | | |
Russell™ Large Cap Index | | | | | 85,937 | | | | | | 74,829 | | | | | | 78,406 | | | | | | 239,172 | | |
Russell™ Mid Cap Growth Index | | | | | — | | | | | | 81,410 | | | | | | 60,399 | | | | | | 141,809 | | |
Russell™ Mid Cap Index | | | | | — | | | | | | 108,592 | | | | | | 537,712 | | | | | | 646,304 | | |
Russell™ Small Cap Index | | | | | 122,060 | | | | | | 92,974 | | | | | | 300,606 | | | | | | 515,640 | | |
U.S. Bond Index | | | | | 186,564 | | | | | | 186,626 | | | | | | 1,293,812 | | | | | | 1,667,002 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Australia Index | | | | | 10 | | | | | $ | 923,300 | | | | | | 1.83% | | |
Emerging Markets Index | | | | | 22 | | | | | | 5,483,364 | | | | | | 1.98 | | |
Euro STOXX 50® Index | | | | | 32 | | | | | | 1,373,254 | | | | | | 2.02 | | |
FTSE 100 Index® | | | | | 17 | | | | | | 1,119,824 | | | | | | 2.00 | | |
Hang Seng Index | | | | | 9 | | | | | | 957,333 | | | | | | 2.00 | | |
Japan TOPIX Index® | | | | | 47 | | | | | | 2,564,898 | | | | | | 2.12 | | |
Russell™ Large Cap Growth Index | | | | | 4 | | | | | | 612,000 | | | | | | 2.16 | | |
Russell™ Large Cap Index | | | | | 9 | | | | | | 3,913,111 | | | | | | 1.99 | | |
Russell™ Large Cap Value Index | | | | | 10 | | | | | | 4,224,500 | | | | | | 1.94 | | |
Russell™ Mid Cap Growth Index | | | | | 10 | | | | | | 4,548,700 | | | | | | 1.70 | | |
Russell™ Mid Cap Index | | | | | 12 | | | | | | 7,757,250 | | | | | | 1.87 | | |
Russell™ Small Cap Index | | | | | 4 | | | | | | 25,780,000 | | | | | | 1.91 | | |
U.S. Bond Index | | | | | 3 | | | | | | 39,792,667 | | | | | | 1.97 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Australia Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 30,349 | | | | | | — | | | | | | 566,012 | | | | | | (7,420,182) | | | | | | (6,823,821) | | | | | | 258,018 | | | | | | — | | | | | | 4,731,859 | | | | | | (63,180,337) | | | | | | (58,190,460) | | |
12/31/2016 | | | | | 7,781,863 | | | | | | — | | | | | | 999,293 | | | | | | (5,507,163) | | | | | | 3,273,993 | | | | | | 63,394,398 | | | | | | — | | | | | | 7,529,762 | | | | | | (43,729,993) | | | | | | 27,194,167 | | |
Emerging Markets Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 10,704,813 | | | | | | — | | | | | | 723,610 | | | | | | (27,557,948) | | | | | | (16,129,525) | | | | | | 117,734,388 | | | | | | — | | | | | | 7,793,282 | | | | | | (308,509,658) | | | | | | (182,981,988) | | |
12/31/2016 | | | | | 25,427,628 | | | | | | — | | | | | | 1,295,759 | | | | | | (29,146,572) | | | | | | (2,423,185) | | | | | | 243,347,917 | | | | | | — | | | | | | 11,483,688 | | | | | | (275,323,300) | | | | | | (20,491,695) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/3/2017(1) - 12/31/2017 | | | | | 18,770,937 | | | | | | — | | | | | | 196,973 | | | | | | (1,945,510) | | | | | | 17,022,400 | | | | | | 210,633,686 | | | | | | — | | | | | | 2,123,366 | | | | | | (23,712,646) | | | | | | 189,044,406 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | — | | | | | | — | | | | | | — | | | | | | —* | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2016 | | | | | 1,179 | | | | | | — | | | | | | 33 | | | | | | (2,130) | | | | | | (918) | | | | | | 10,426 | | | | | | — | | | | | | 288 | | | | | | (20,431) | | | | | | (9,717) | | |
Euro STOXX 50® Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 883,620 | | | | | | — | | | | | | 69,824 | | | | | | (1,067,003) | | | | | | (113,559) | | | | | | 9,604,006 | | | | | | — | | | | | | 758,294 | | | | | | (11,668,068) | | | | | | (1,305,768) | | |
12/31/2016 | | | | | 395,163 | | | | | | — | | | | | | 56,106 | | | | | | (1,390,969) | | | | | | (939,700) | | | | | | 3,571,002 | | | | | | — | | | | | | 508,884 | | | | | | (12,538,985) | | | | | | (8,459,099) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 54,421 | | | | | | — | | | | | | 1,303,491 | | | | | | (10,647,360) | | | | | | (9,289,448) | | | | | | 559,961 | | | | | | — | | | | | | 14,247,161 | | | | | | (114,263,813) | | | | | | (99,456,691) | | |
12/31/2016 | | | | | 16,233,928 | | | | | | — | | | | | | 1,240,250 | | | | | | (18,286,324) | | | | | | (812,146) | | | | | | 149,775,239 | | | | | | — | | | | | | 11,323,478 | | | | | | (169,345,180) | | | | | | (8,246,463) | | |
FTSE 100 Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 112,389 | | | | | | — | | | | | | 35,610 | | | | | | (159,370) | | | | | | (11,371) | | | | | | 1,012,975 | | | | | | — | | | | | | 315,858 | | | | | | (1,456,611) | | | | | | (127,778) | | |
12/31/2016 | | | | | 87,275 | | | | | | — | | | | | | 54,960 | | | | | | (263,476) | | | | | | (121,241) | | | | | | 769,118 | | | | | | — | | | | | | 472,660 | | | | | | (2,287,106) | | | | | | (1,045,328) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 714,765 | | | | | | — | | | | | | 2,232,515 | | | | | | (8,920,423) | | | | | | (5,973,143) | | | | | | 6,783,293 | | | | | | — | | | | | | 19,914,030 | | | | | | (82,186,228) | | | | | | (55,488,905) | | |
12/31/2016 | | | | | 6,210,970 | | | | | | — | | | | | | 2,762,635 | | | | | | (10,282,656) | | | | | | (1,309,051) | | | | | | 54,791,138 | | | | | | — | | | | | | 23,896,796 | | | | | | (93,417,582) | | | | | | (14,729,648) | | |
Hang Seng Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 960 | | | | | | — | | | | | | 357 | | | | | | (14,049) | | | | | | (12,732) | | | | | | 12,465 | | | | | | — | | | | | | 5,079 | | | | | | (206,467) | | | | | | (188,923) | | |
12/31/2016 | | | | | 1,039 | | | | | | — | | | | | | 5,093 | | | | | | (25,783) | | | | | | (19,651) | | | | | | 12,909 | | | | | | — | | | | | | 58,872 | | | | | | (325,556) | | | | | | (253,775) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 22,449 | | | | | | — | | | | | | 56,024 | | | | | | (3,035,191) | | | | | | (2,956,718) | | | | | | 315,713 | | | | | | — | | | | | | 797,783 | | | | | | (45,631,009) | | | | | | (44,517,513) | | |
12/31/2016 | | | | | 2,861,812 | | | | | | — | | | | | | 332,889 | | | | | | (913,355) | | | | | | 2,281,346 | | | | | | 36,919,553 | | | | | | — | | | | | | 3,861,515 | | | | | | (11,560,817) | | | | | | 29,220,251 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 335,224 | | | | | | — | | | | | | 15,995 | | | | | | (600,938) | | | | | | (249,719) | | | | | | 5,031,799 | | | | | | — | | | | | | 227,775 | | | | | | (9,207,450) | | | | | | (3,947,876) | | |
12/31/2016 | | | | | 135,485 | | | | | | — | | | | | | 140,144 | | | | | | (615,205) | | | | | | (339,576) | | | | | | 1,755,934 | | | | | | — | | | | | | 1,624,269 | | | | | | (7,683,468) | | | | | | (4,303,265) | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,370,904 | | | | | | — | | | | | | 1,474,319 | | | | | | (17,189,512) | | | | | | (14,344,289) | | | | | | 12,525,494 | | | | | | — | | | | | | 14,094,484 | | | | | | (166,952,606) | | | | | | (140,332,628) | | |
12/31/2016 | | | | | 1,194,111 | | | | | | — | | | | | | 2,340,372 | | | | | | (14,334,230) | | | | | | (10,799,747) | | | | | | 10,070,914 | | | | | | — | | | | | | 19,542,104 | | | | | | (121,062,485) | | | | | | (91,449,467) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 21,649,902 | | | | | | — | | | | | | 753,860 | | | | | | (55,989,922) | | | | | | (33,586,160) | | | | | | 200,118,685 | | | | | | — | | | | | | 7,342,600 | | | | | | (547,016,233) | | | | | | (339,554,948) | | |
12/31/2016 | | | | | 22,225,239 | | | | | | — | | | | | | 1,669,421 | | | | | | (13,081,701) | | | | | | 10,812,959 | | | | | | 192,376,799 | | | | | | — | | | | | | 14,190,081 | | | | | | (114,102,442) | | | | | | 92,464,438 | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/3/2017(1) - 12/31/2017 | | | | | 57,744,623 | | | | | | — | | | | | | 1,051,194 | | | | | | (4,054,795) | | | | | | 54,741,022 | | | | | | 571,172,958 | | | | | | — | | | | | | 10,228,121 | | | | | | (41,779,778) | | | | | | 539,621,301 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 848,666 | | | | | | — | | | | | | 175,882 | | | | | | (1,762,053) | | | | | | (737,505) | | | | | | 8,307,875 | | | | | | — | | | | | | 1,702,534 | | | | | | (17,233,798) | | | | | | (7,223,389) | | |
12/31/2016 | | | | | 577,256 | | | | | | — | | | | | | 271,716 | | | | | | (2,192,615) | | | | | | (1,343,643) | | | | | | 4,907,326 | | | | | | — | | | | | | 2,296,001 | | | | | | (18,881,973) | | | | | | (11,678,646) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 28,081 | | | | | | — | | | | | | 2,373 | | | | | | (72,550) | | | | | | (42,096) | | | | | | 272,441 | | | | | | — | | | | | | 22,970 | | | | | | (692,791) | | | | | | (397,380) | | |
12/31/2016 | | | | | 219,316 | | | | | | — | | | | | | 9,800 | | | | | | (233,311) | | | | | | (4,195) | | | | | | 1,880,673 | | | | | | — | | | | | | 82,516 | | | | | | (1,988,816) | | | | | | (25,627) | | |
Japan TOPIX Index® | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 172,722 | | | | | | — | | | | | | 38,937 | | | | | | (342,704) | | | | | | (131,045) | | | | | | 2,024,876 | | | | | | — | | | | | | 422,074 | | | | | | (3,942,985) | | | | | | (1,496,035) | | |
12/31/2016 | | | | | 288,128 | | | | | | — | | | | | | 83,079 | | | | | | (1,510,089) | | | | | | (1,138,882) | | | | | | 2,968,908 | | | | | | — | | | | | | 802,540 | | | | | | (15,144,411) | | | | | | (11,372,963) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 2,245,327 | | | | | | — | | | | | | 1,160,343 | | | | | | (7,107,008) | | | | | | (3,701,338) | | | | | | 24,879,691 | | | | | | — | | | | | | 12,682,550 | | | | | | (83,407,323) | | | | | | (45,845,082) | | |
12/31/2016 | | | | | 981,247 | | | | | | — | | | | | | 1,819,394 | | | | | | (9,632,390) | | | | | | (6,831,749) | | | | | | 10,087,717 | | | | | | — | | | | | | 17,739,090 | | | | | | (99,785,395) | | | | | | (71,958,588) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | — | | | | | | — | | | | | | 1 | | | | | | —* | | | | | | 1 | | | | | | — | | | | | | — | | | | | | 28 | | | | | | —* | | | | | | 28 | | |
12/31/2016 | | | | | — | | | | | | — | | | | | | 1 | | | | | | — | | | | | | 1 | | | | | | — | | | | | | — | | | | | | 33 | | | | | | — | | | | | | 33 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 594,363 | | | | | | — | | | | | | 120,200 | | | | | | (1,124,545) | | | | | | (409,982) | | | | | | 18,280,901 | | | | | | — | | | | | | 3,662,493 | | | | | | (35,692,730) | | | | | | (13,749,336) | | |
12/31/2016 | | | | | 706,747 | | | | | | — | | | | | | 142,876 | | | | | | (1,372,113) | | | | | | (522,490) | | | | | | 18,421,697 | | | | | | — | | | | | | 3,626,198 | | | | | | (35,730,448) | | | | | | (13,682,553) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,510,117 | | | | | | — | | | | | | 102,561 | | | | | | (2,224,146) | | | | | | (611,468) | | | | | | 45,597,118 | | | | | | — | | | | | | 3,112,736 | | | | | | (71,324,569) | | | | | | (22,614,715) | | |
12/31/2016 | | | | | 2,638,696 | | | | | | — | | | | | | 122,073 | | | | | | (3,068,417) | | | | | | (307,648) | | | | | | 68,571,518 | | | | | | — | | | | | | 3,087,221 | | | | | | (79,186,790) | | | | | | (7,528,051) | | |
Russell™ Large Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 513,217 | | | | | | — | | | | | | 24,766 | | | | | | (423,653) | | | | | | 114,330 | | | | | | 9,700,537 | | | | | | — | | | | | | 451,986 | | | | | | (7,877,890) | | | | | | 2,274,633 | | |
12/31/2016 | | | | | 444,986 | | | | | | — | | | | | | 31,521 | | | | | | (501,406) | | | | | | (24,899) | | | | | | 7,058,680 | | | | | | — | | | | | | 488,585 | | | | | | (8,137,717) | | | | | | (590,452) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 2,320,340 | | | | | | — | | | | | | 214,667 | | | | | | (2,205,043) | | | | | | 329,964 | | | | | | 44,073,372 | | | | | | — | | | | | | 3,979,934 | | | | | | (42,206,595) | | | | | | 5,846,711 | | |
12/31/2016 | | | | | 2,179,917 | | | | | | — | | | | | | 235,673 | | | | | | (1,418,125) | | | | | | 997,465 | | | | | | 35,471,571 | | | | | | — | | | | | | 3,707,145 | | | | | | (23,124,478) | | | | | | 16,054,238 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 3,082,682 | | | | | | — | | | | | | 464,113 | | | | | | (8,715,578) | | | | | | (5,168,783) | | | | | | 57,191,057 | | | | | | — | | | | | | 8,558,244 | | | | | | (165,280,873) | | | | | | (99,531,572) | | |
12/31/2016 | | | | | 3,080,628 | | | | | | — | | | | | | 603,870 | | | | | | (5,862,320) | | | | | | (2,177,822) | | | | | | 48,997,629 | | | | | | — | | | | | | 9,450,568 | | | | | | (94,564,446) | | | | | | (36,116,249) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 14,953 | | | | | | — | | | | | | 846 | | | | | | (26,033) | | | | | | (10,234) | | | | | | 283,228 | | | | | | — | | | | | | 16,027 | | | | | | (495,574) | | | | | | (196,319) | | |
12/31/2016 | | | | | 40,230 | | | | | | — | | | | | | — | | | | | | (51,286) | | | | | | (11,056) | | | | | | 682,127 | | | | | | — | | | | | | — | | | | | | (824,463) | | | | | | (142,336) | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | — | | | | | | — | | | | | | 3 | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 58 | | | | | | — | | | | | | 58 | | |
12/31/2016 | | | | | — | | | | | | — | | | | | | 5 | | | | | | — | | | | | | 5 | | | | | | — | | | | | | — | | | | | | 89 | | | | | | — | | | | | | 89 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 399,868 | | | | | | — | | | | | | 101,265 | | | | | | (612,966) | | | | | | (111,833) | | | | | | 8,582,192 | | | | | | — | | | | | | 2,147,826 | | | | | | (13,311,745) | | | | | | (2,581,727) | | |
12/31/2016 | | | | | 335,229 | | | | | | — | | | | | | 159,471 | | | | | | (836,222) | | | | | | (341,522) | | | | | | 6,408,069 | | | | | | — | | | | | | 2,934,266 | | | | | | (16,035,095) | | | | | | (6,692,760) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,338,391 | | | | | | — | | | | | | 294,381 | | | | | | (4,038,281) | | | | | | (2,405,509) | | | | | | 28,672,530 | | | | | | — | | | | | | 6,208,489 | | | | | | (87,858,488) | | | | | | (52,977,469) | | |
12/31/2016 | | | | | 2,264,201 | | | | | | — | | | | | | 495,699 | | | | | | (3,343,676) | | | | | | (583,776) | | | | | | 42,982,290 | | | | | | — | | | | | | 9,071,291 | | | | | | (61,208,969) | | | | | | (9,155,388) | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2016 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 266,029 | | | | | | — | | | | | | 3,507 | | | | | | (111,139) | | | | | | 158,397 | | | | | | 8,618,643 | | | | | | — | | | | | | 108,153 | | | | | | (3,597,189) | | | | | | 5,129,607 | | |
12/31/2016 | | | | | 218,080 | | | | | | — | | | | | | 3,252 | | | | | | (2,402,202) | | | | | | (2,180,870) | | | | | | 5,748,345 | | | | | | — | | | | | | 85,956 | | | | | | (64,667,840) | | | | | | (58,833,539) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 325,841 | | | | | | — | | | | | | 63,457 | | | | | | (2,282,645) | | | | | | (1,893,347) | | | | | | 10,208,515 | | | | | | — | | | | | | 1,955,102 | | | | | | (71,536,471) | | | | | | (59,372,854) | | |
12/31/2016 | | | | | 909,734 | | | | | | — | | | | | | 74,561 | | | | | | (2,008,745) | | | | | | (1,024,450) | | | | | | 25,014,246 | | | | | | — | | | | | | 1,968,676 | | | | | | (53,663,603) | | | | | | (26,680,681) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,029 | | | | | | — | | | | | | 294 | | | | | | (4,044) | | | | | | (2,721) | | | | | | 32,383 | | | | | | — | | | | | | 9,034 | | | | | | (122,474) | | | | | | (81,057) | | |
12/31/2016 | | | | | 4,100 | | | | | | — | | | | | | 228 | | | | | | (3,431) | | | | | | 897 | | | | | | 115,153 | | | | | | — | | | | | | 6,022 | | | | | | (94,372) | | | | | | 26,803 | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,158,541 | | | | | | — | | | | | | 947,758 | | | | | | (1,435,581) | | | | | | 670,718 | | | | | | 17,403,188 | | | | | | — | | | | | | 13,515,021 | | | | | | (21,402,779) | | | | | | 9,515,430 | | |
12/31/2016 | | | | | 1,479,190 | | | | | | — | | | | | | 1,454,235 | | | | | | (1,394,558) | | | | | | 1,538,867 | | | | | | 21,073,026 | | | | | | — | | | | | | 19,224,986 | | | | | | (19,706,634) | | | | | | 20,591,378 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 6,797,255 | | | | | | — | | | | | | 7,126,788 | | | | | | (36,004,455) | | | | | | (22,080,412) | | | | | | 106,123,888 | | | | | | — | | | | | | 104,478,717 | | | | | | (558,813,147) | | | | | | (348,210,542) | | |
12/31/2016 | | | | | 20,644,814 | | | | | | — | | | | | | 14,192,539 | | | | | | (33,121,806) | | | | | | 1,715,547 | | | | | | 301,937,732 | | | | | | — | | | | | | 192,308,903 | | | | | | (487,670,674) | | | | | | 6,575,961 | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/3/2017(1) - 12/31/2017 | | | | | 13,977,815 | | | | | | — | | | | | | 917,204 | | | | | | (901,165) | | | | | | 13,993,854 | | | | | | 219,422,964 | | | | | | — | | | | | | 13,446,206 | | | | | | (14,280,590) | | | | | | 218,588,580 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,545,050 | | | | | | — | | | | | | 1,935,737 | | | | | | (7,987,736) | | | | | | (4,506,949) | | | | | | 23,438,311 | | | | | | — | | | | | | 28,087,548 | | | | | | (121,679,147) | | | | | | (70,153,288) | | |
12/31/2016 | | | | | 4,626,624 | | | | | | — | | | | | | 3,226,625 | | | | | | (4,656,121) | | | | | | 3,197,128 | | | | | | 67,672,897 | | | | | | — | | | | | | 43,333,573 | | | | | | (66,926,968) | | | | | | 44,079,502 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Russell™ Mid Cap Index (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 181,664 | | | | | | — | | | | | | 94,838 | | | | | | (370,050) | | | | | | (93,548) | | | | | | 2,748,234 | | | | | | — | | | | | | 1,359,979 | | | | | | (5,552,594) | | | | | | (1,444,381) | | |
12/31/2016 | | | | | 153,609 | | | | | | — | | | | | | 173,590 | | | | | | (437,952) | | | | | | (110,753) | | | | | | 2,183,199 | | | | | | — | | | | | | 2,305,265 | | | | | | (6,180,494) | | | | | | (1,692,030) | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,051,908 | | | | | | — | | | | | | 594,815 | | | | | | (1,121,530) | | | | | | 525,193 | | | | | | 15,239,228 | | | | | | — | | | | | | 8,172,756 | | | | | | (16,088,684) | | | | | | 7,323,300 | | |
12/31/2016 | | | | | 1,130,008 | | | | | | — | | | | | | 897,189 | | | | | | (1,003,952) | | | | | | 1,023,245 | | | | | | 15,021,433 | | | | | | — | | | | | | 10,550,947 | | | | | | (13,083,829) | | | | | | 12,488,550 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 12,240,228 | | | | | | — | | | | | | 2,023,869 | | | | | | (12,298,669) | | | | | | 1,965,428 | | | | | | 176,530,334 | | | | | | — | | | | | | 28,637,736 | | | | | | (186,121,006) | | | | | | 19,047,064 | | |
12/31/2016 | | | | | 4,435,429 | | | | | | — | | | | | | 4,283,499 | | | | | | (8,661,798) | | | | | | 57,130 | | | | | | 59,611,414 | | | | | | — | | | | | | 51,701,836 | | | | | | (118,069,900) | | | | | | (6,756,650) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/3/2017(1) - 12/31/2017 | | | | | 8,057,856 | | | | | | — | | | | | | 498,620 | | | | | | (588,634) | | | | | | 7,967,842 | | | | | | 121,959,586 | | | | | | — | | | | | | 7,060,466 | | | | | | (8,995,691) | | | | | | 120,024,361 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,718,566 | | | | | | — | | | | | | 1,444,732 | | | | | | (6,301,238) | | | | | | (3,137,940) | | | | | | 25,390,215 | | | | | | — | | | | | | 20,284,045 | | | | | | (93,043,413) | | | | | | (47,369,153) | | |
12/31/2016 | | | | | 2,663,134 | | | | | | — | | | | | | 2,590,275 | | | | | | (4,809,702) | | | | | | 443,707 | | | | | | 35,713,154 | | | | | | — | | | | | | 31,057,401 | | | | | | (63,412,713) | | | | | | 3,357,843 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 133,330 | | | | | | — | | | | | | 52,582 | | | | | | (267,404) | | | | | | (81,492) | | | | | | 1,932,685 | | | | | | — | | | | | | 726,155 | | | | | | (3,860,523) | | | | | | (1,201,683) | | |
12/31/2016 | | | | | 161,812 | | | | | | — | | | | | | 92,841 | | | | | | (266,326) | | | | | | (11,673) | | | | | | 2,147,636 | | | | | | — | | | | | | 1,096,448 | | | | | | (3,485,187) | | | | | | (241,103) | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 406,159 | | | | | | — | | | | | | 62,961 | | | | | | (592,398) | | | | | | (123,278) | | | | | | 4,278,878 | | | | | | — | | | | | | 664,801 | | | | | | (6,246,942) | | | | | | (1,303,263) | | |
12/31/2016 | | | | | 1,161,701 | | | | | | — | | | | | | 49,520 | | | | | | (560,477) | | | | | | 650,744 | | | | | | 12,493,893 | | | | | | — | | | | | | 532,496 | | | | | | (6,002,415) | | | | | | 7,023,974 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 45,422,984 | | | | | | — | | | | | | 6,479,611 | | | | | | (114,306,190) | | | | | | (62,403,595) | | | | | | 481,050,625 | | | | | | — | | | | | | 68,685,883 | | | | | | (1,210,995,749) | | | | | | (661,259,241) | | |
12/31/2016 | | | | | 71,229,324 | | | | | | — | | | | | | 6,593,355 | | | | | | (108,868,896) | | | | | | (31,046,217) | | | | | | 768,746,090 | | | | | | — | | | | | | 71,206,125 | | | | | | (1,171,470,722) | | | | | | (331,518,507) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
5/3/2017(1) - 12/31/2017 | | | | | 74,429,560 | | | | | | — | | | | | | 1,166,494 | | | | | | (6,517,361) | | | | | | 69,078,693 | | | | | | 789,568,305 | | | | | | — | | | | | | 12,385,981 | | | | | | (69,337,058) | | | | | | 732,617,228 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 1,656,510 | | | | | | — | | | | | | 463,266 | | | | | | (6,729,013) | | | | | | (4,609,237) | | | | | | 17,545,787 | | | | | | — | | | | | | 4,897,048 | | | | | | (70,973,500) | | | | | | (48,530,665) | | |
12/31/2016 | | | | | 6,253,088 | | | | | | — | | | | | | 492,598 | | | | | | (7,807,951) | | | | | | (1,062,265) | | | | | | 67,041,759 | | | | | | — | | | | | | 5,306,613 | | | | | | (83,624,320) | | | | | | (11,275,948) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12/31/2017 | | | | | 27,769 | | | | | | — | | | | | | 5,434 | | | | | | (82,985) | | | | | | (49,782) | | | | | | 293,607 | | | | | | — | | | | | | 57,469 | | | | | | (878,540) | | | | | | (527,464) | | |
12/31/2016 | | | | | 91,410 | | | | | | — | | | | | | 4,905 | | | | | | (45,136) | | | | | | 51,179 | | | | | | 980,356 | | | | | | — | | | | | | 52,821 | | | | | | (485,099) | | | | | | 548,078 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 168,680 | | | | | $ | (168,680) | | | | | $ | — | | |
Barclays Capital Securities Ltd. | | | | | 3,009,625 | | | | | | (3,009,625) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 129,962 | | | | | | (129,962) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 42,730 | | | | | | (42,730) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 101,710 | | | | | | (101,710) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 205,520 | | | | | | (205,520) | | | | | | — | | |
Merrill Lynch International | | | | | 130,252 | | | | | | (130,252) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 4,550 | | | | | | (4,550) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 549,484 | | | | | | (549,484) | | | | | | — | | |
Total | | | | $ | 4,342,513 | | | | | $ | (4,342,513) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Securities Ltd. | | | | $ | 544,458 | | | | | $ | (544,458) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 618,011 | | | | | | (618,011) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 890,272 | | | | | | (890,272) | | | | | | — | | |
Credit Suisse AG | | | | | 253,667 | | | | | | (253,667) | | | | | | — | | |
Deutsche Bank, AG | | | | | 164,904 | | | | | | (164,904) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 1,738,685 | | | | | | (1,738,685) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,036,150 | | | | | | (1,036,150) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 8,008 | | | | | | (8,008) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 201,588 | | | | | | (201,588) | | | | | | — | | |
Merrill Lynch International | | | | | 54,232 | | | | | | (54,232) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 817,054 | | | | | | (817,054) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 73,922 | | | | | | (73,922) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 597,498 | | | | | | (597,498) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 18,390 | | | | | | (18,390) | | | | | | — | | |
Total | | | | $ | 7,016,839 | | | | | $ | (7,016,839) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Limited | | | | $ | 2,089,539 | | | | | $ | (2,089,539) | | | | | $ | — | | |
Morgan Stanley & Co. LLC | | | | | 715,083 | | | | | | (715,083) | | | | | | — | | |
Total | | | | $ | 2,804,622 | | | | | $ | (2,804,622) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 235,274 | | | | | $ | (235,274) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 349,946 | | | | | | (349,946) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 3,536,828 | | | | | | (3,536,828) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 1,006,544 | | | | | | (1,006,544) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 265,031 | | | | | | (265,031) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 885,723 | | | | | | (885,723) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 185,160 | | | | | | (185,160) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,303,260 | | | | | | (1,303,260) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 631,784 | | | | | | (631,784) | | | | | | — | | |
Merrill Lynch International | | | | | 1,192,890 | | | | | | (1,192,890) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,682,060 | | | | | | (2,682,060) | | | | | | — | | |
Nomura International PLC | | | | | 124,751 | | | | | | (124,751) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 570,161 | | | | | | (570,161) | | | | | | — | | |
Societe Generale | | | | | 152,030 | | | | | | (152,030) | | | | | | — | | |
Total | | | | $ | 13,121,442 | | | | | $ | (13,121,442) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 85,935 | | | | | $ | (85,935) | | | | | $ | — | | |
Barclays Capital Securities Ltd. | | | | | 539,999 | | | | | | (539,999) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 31,718 | | | | | | (31,718) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 254,253 | | | | | | (254,253) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 15,132 | | | | | | (15,132) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 20,510 | | | | | | (20,510) | | | | | | — | | |
Japan TOPIX Index® (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
Deutsche Bank, AG | | | | | 673,563 | | | | | | (673,563) | | | | | | — |
Goldman, Sachs & Co. LLC | | | | | 200,264 | | | | | | (200,264) | | | | | | — |
Merrill Lynch International | | | | | 94,746 | | | | | | (94,746) | | | | | | — |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 23,204 | | | | | | (23,204) | | | | | | — |
Mizuho Securities USA LLC. | | | | | 66,005 | | | | | | (66,005) | | | | | | — |
Morgan Stanley & Co. International PLC | | | | | 47,045 | | | | | | (47,045) | | | | | | — |
Morgan Stanley & Co. LLC | | | | | 99,806 | | | | | | (99,806) | | | | | | — |
Nomura International PLC | | | | | 25,543 | | | | | | (25,543) | | | | | | — |
Nomura Securities International, Inc. | | | | | 47,508 | | | | | | (47,508) | | | | | | — |
UBS AG | | | | | 10,038 | | | | | | (10,038) | | | | | | — |
Total | | | | $ | 2,235,269 | | | | | $ | (2,235,269) | | | | | $ | — |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman, Sachs & Co. LLC | | | | $ | 241,825 | | | | | $ | (241,825) | | | | | $ | — | | |
J.P. Morgan Securities LLC | | | | | 2,395,790 | | | | | | (2,395,790) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 570,802 | | | | | | (570,802) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 395,276 | | | | | | (395,276) | | | | | | — | | |
Total | | | | $ | 3,603,693 | | | | | $ | (3,603,693) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | $ | 1,896,576 | | | | | $ | (1,896,576) | | | | | $ | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 127,591 | | | | | | (127,591) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 158,626 | | | | | | (158,626) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 54,372 | | | | | | (54,372) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 440,096 | | | | | | (440,096) | | | | | | — | | |
Total | | | | $ | 2,677,261 | | | | | $ | (2,677,261) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | $ | 182,223 | | | | | $ | (182,223) | | | | | $ | — | | |
Total | | | | $ | 182,223 | | | | | $ | (182,223) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 3,745 | | | | | $ | (3,745) | | | | | $ | — | | |
CIBC World Markets INC | | | | | 327,432 | | | | | | (327,432) | | | | | | — | | |
Citadel Clearing LLC | | | | | 153,973 | | | | | | (153,973) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 6,233 | | | | | | (6,233) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 710,607 | | | | | | (710,607) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 231,995 | | | | | | (231,995) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 196,323 | | | | | | (196,323) | | | | | | — | | |
HSBC Bank PLC | | | | | 117,746 | | | | | | (117,746) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 704,469 | | | | | | (704,469) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 480,176 | | | | | | (480,176) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 27,240 | | | | | | (27,240) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 845,808 | | | | | | (845,808) | | | | | | — | | |
National Financial Services LLC | | | | | 712,322 | | | | | | (712,322) | | | | | | — | | |
Natixis Securities America LLC | | | | | 1,226,672 | | | | | | (1,226,672) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 12,109 | | | | | | (12,109) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 1,255,334 | | | | | | (1,255,334) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,265,625 | | | | | | (1,265,625) | | | | | | — | | |
UBS AG | | | | | 46,025 | | | | | | (46,025) | | | | | | — | | |
UBS Securities LLC. | | | | | 27,388 | | | | | | (27,388) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 3,460 | | | | | | (3,460) | | | | | | — | | |
Total | | | | $ | 8,354,682 | | | | | $ | (8,354,682) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 3,600 | | | | | $ | (3,600) | | | | | $ | — | | |
Citadel Clearing LLC | | | | | 527,095 | | | | | | (527,095) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 320,314 | | | | | | (320,314) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 255,899 | | | | | | (255,899) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 5,016,351 | | | | | | (5,016,351) | | | | | | — | | |
Russell™ Mid Cap Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
HSBC Bank PLC | | | | | 100,243 | | | | | | (100,243) | | | | | | — |
J.P. Morgan Securities LLC | | | | | 6,459,241 | | | | | | (6,459,241) | | | | | | — |
Janney Montgomery Scott LLC | | | | | 132,696 | | | | | | (132,696) | | | | | | — |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 54,206 | | | | | | (54,206) | | | | | | — |
Morgan Stanley & Co. LLC | | | | | 7,209,888 | | | | | | (7,209,888) | | | | | | — |
National Financial Services LLC | | | | | 401,601 | | | | | | (401,601) | | | | | | — |
Natixis Securities America LLC | | | | | 868,007 | | | | | | (868,007) | | | | | | — |
Nomura Securities International, Inc. | | | | | 251,364 | | | | | | (251,364) | | | | | | — |
RBC Dominion Securities Inc | | | | | 2,976,969 | | | | | | (2,976,969) | | | | | | — |
Scotia Capital (USA) INC | | | | | 4,187,290 | | | | | | (4,187,290) | | | | | | — |
SG Americas Securities, LLC | | | | | 1,520,953 | | | | | | (1,520,953) | | | | | | — |
UBS AG | | | | | 195,072 | | | | | | (195,072) | | | | | | — |
Wells Fargo Securities LLC | | | | | 354,367 | | | | | | (354,367) | | | | | | — |
Total | | | | $ | 30,835,156 | | | | | $ | (30,835,156) | | | | | $ | — |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 2,269,244 | | | | | $ | (2,269,244) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 274,471 | | | | | | (274,471) | | | | | | — | | |
BNP Paribas | | | | | 156,583 | | | | | | (156,583) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 23,586 | | | | | | (23,586) | | | | | | — | | |
BNP Paribas Prime Brokerage, Inc. | | | | | 45,781 | | | | | | (45,781) | | | | | | — | | |
Citadel Clearing LLC | | | | | 110,136 | | | | | | (110,136) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 2,543,885 | | | | | | (2,543,885) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,857,598 | | | | | | (1,857,598) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 7,246,395 | | | | | | (7,246,395) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,305,635 | | | | | | (1,305,635) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 153,797 | | | | | | (153,797) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 9,785,536 | | | | | | (9,785,536) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 87,129 | | | | | | (87,129) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 2,352,980 | | | | | | (2,352,980) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 13,401,182 | | | | | | (13,401,182) | | | | | | — | | |
NATIONAL BANK OF CANADA FINANCIAL INC | | | | | 65,074 | | | | | | (65,074) | | | | | | ��� | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | ||||||||
National Financial Services LLC | | | | | 3,062,239 | | | | | | (3,062,239) | | | | | | — |
Natixis Securities America LLC | | | | | 608,642 | | | | | | (608,642) | | | | | | — |
RBC Dominion Securities Inc | | | | | 12,682,178 | | | | | | (12,682,178) | | | | | | — |
Scotia Capital (USA) INC | | | | | 2,138,240 | | | | | | (2,138,240) | | | | | | — |
SG Americas Securities, LLC | | | | | 963,716 | | | | | | (963,716) | | | | | | — |
UBS AG | | | | | 2,771,281 | | | | | | (2,771,281) | | | | | | — |
Wells Fargo Securities LLC | | | | | 2,172,279 | | | | | | (2,172,279) | | | | | | — |
Total | | | | $ | 66,077,587 | | | | | $ | (66,077,587) | | | | | $ | — |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 513,342 | | | | | $ | (513,342) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 391,618 | | | | | | (391,618) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 155,644 | | | | | | (155,644) | | | | | | — | | |
BNP Paribas | | | | | 9,455,908 | | | | | | (9,455,908) | | | | | | — | | |
Citadel Clearing LLC | | | | | 355,342 | | | | | | (355,342) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,366,698 | | | | | | (1,366,698) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 40,142,636 | | | | | | (40,142,636) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 1,372,577 | | | | | | (1,372,577) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 332,464 | | | | | | (332,464) | | | | | | — | | |
Societe Generale | | | | | 65,360,161 | | | | | | (65,360,161) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 153,987 | | | | | | (153,987) | | | | | | — | | |
Total | | | | $ | 119,600,377 | | | | | $ | (119,600,377) | | | | | $ | — | | |
|
| | | Paid-in Capital | | | Undistributed Net Investment Income | | | Accumulated Net Realized Gains/(Losses) | | |||||||||
Australia Index | | | | $ | — | | | | | $ | 733,209 | | | | | $ | (733,209) | | |
Emerging Markets Index | | | | | — | | | | | | 5,009,594 | | | | | | (5,009,594) | | |
Euro STOXX 50® Index | | | | | — | | | | | | 397,565 | | | | | | (397,565) | | |
FTSE 100 Index® | | | | | — | | | | | | 1,110,906 | | | | | | (1,110,906) | | |
Hang Seng Index | | | | | — | | | | | | 778,620 | | | | | | (778,620) | | |
International Index | | | (91,978,946)(1) | | | | | 8,790,099 | | | | | | 83,188,847 | | | |||
Japan TOPIX Index® | | | | | — | | | | | | 2,051,177 | | | | | | (2,051,177) | | |
Russell™ Large Cap Growth Index | | | | | (17,636) | | | | | | (12,820) | | | | | | 30,456 | | |
Russell™ Large Cap Index | | | (68,042,064)(1) | | | | | (223,134) | | | | | | 68,265,198 | | | |||
Russell™ Large Cap Value Index | | | | | — | | | | | | (15,610) | | | | | | 15,610 | | |
Russell™ Mid Cap Growth Index | | | | | 399 | | | | | | 11,103 | | | | | | (11,502) | | |
Russell™ Mid Cap Index | | | | | — | | | | | | (19,068) | | | | | | 19,068 | | |
Russell™ Small Cap Index | | | | | — | | | | | | 442,782 | | | | | | (442,782) | | |
U.S. Bond Index | | | | | — | | | | | | 5,494,073 | | | | | | (5,494,073) | | |
| | | Year Ended December 31, 2017 | | | Year Ended December 31, 2016 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Australia Index | | | | $ | 4,731,859 | | | | | $ | — | | | | | $ | 7,529,762 | | | | | $ | — | | |
Emerging Markets Index | | | | | 9,916,676 | | | | | | — | | | | | | 11,484,035 | | | | | | — | | |
Euro STOXX 50® Index | | | | | 15,005,455 | | | | | | — | | | | | | 11,832,362 | | | | | | — | | |
FTSE 100 Index® | | | | | 10,852,067 | | | | | | 9,377,821 | | | | | | 14,127,263 | | | | | | 10,242,193 | | |
Hang Seng Index | | | | | 1,030,637 | | | | | | — | | | | | | 4,072,989 | | | | | | 1,471,667 | | |
International Index | | | | | 33,390,709 | | | | | | — | | | | | | 36,110,702 | | | | | | — | | |
Japan TOPIX Index® | | | | | 6,068,898 | | | | | | 7,035,726 | | | | | | 6,515,819 | | | | | | 12,025,811 | | |
Russell™ Large Cap Growth Index | | | | | 6,775,257 | | | | | | — | | | | | | 6,713,452 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 13,006,191 | | | | | | — | | | | | | 13,646,298 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 8,356,373 | | | | | | — | | | | | | 5,972,663 | | | | | | 6,032,983 | | |
Russell™ Mid Cap Growth Index | | | | | 2,072,289 | | | | | | — | | | | | | 2,060,654 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 28,440,467 | | | | | | 132,447,004 | | | | | | 27,246,893 | | | | | | 229,925,834 | | |
Russell™ Small Cap Index | | | | | 7,933,959 | | | | | | 56,947,199 | | | | | | 11,471,483 | | | | | | 82,935,149 | | |
U.S. Bond Index | | | | | 85,482,389 | | | | | | 1,397,230 | | | | | | 76,852,038 | | | | | | 262,437 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Australia Index | | | | $ | 5,442,870 | | | | | $ | — | | | | | $ | 7,793,888 | | | | | $ | (351,310) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (31,669,185) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (32,020,495) | | | | | | | | | | | |
Emerging Markets Index | | | | | 17,146,291 | | | | | | — | | | | | | 107,316,494 | | | | | | (7,470,658) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (30,325,408) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (37,796,066) | | | | | | | | | | | |
Euro STOXX 50® Index | | | | | 10,431,954 | | | | | | 6,311,705 | | | | | | 55,665,988 | | | | | | — | | | | | | — | | | | — | |
FTSE 100 Index® | | | | | 12,093,427 | | | | | | 6,510,660 | | | | | | 23,579,846 | | | | | | — | | | | | | — | | | | — | |
Hang Seng Index | | | | | 4,077,815 | | | | | | 7,245,591 | | | | | | 27,205,385 | | | | | | — | | | | | | — | | | | — | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
International Index | | | | | 44,802,776 | | | | | | — | | | | | | 281,464,546 | | | | | | (1,826,920) | | | | | | Short-term | | | | 2018 | |
| | | | | | | | | | | | | | | | | | | | | | | (2,568,107) | | | | | | Short-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | | (35,997,051) | | | | | | Long-term | | | | None | |
| | | | | | | | | | | | | | | | | | | | | | $ | (40,392,078)* | | | | | | | | | | | |
Japan TOPIX Index® | | | | | 7,399,490 | | | | | | 20,198,072 | | | | | | 89,364,563 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Growth Index | | | | | 10,949,869 | | | | | | 19,687,741 | | | | | | 407,026,906 | | | | | | — | | | | | | — | | | | — | |
Russell™ Large Cap Index | | | | | 12,880,874 | | | | | | — | | | | | | 577,992,928 | | | | | | (8,688,924) | | | | | | Short-term | | | | 2018 | |
Russell™ Large Cap Value Index | | | | | 11,710,724 | | | | | | 10,161,933 | | | | | | 118,185,671 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Growth Index | | | | | 9,125,862 | | | | | | 25,065,576 | | | | | | 136,339,877 | | | | | | — | | | | | | — | | | | — | |
Russell™ Mid Cap Index | | | | | 34,205,656 | | | | | | 188,598,234 | | | | | | 932,914,169 | | | | | | — | | | | | | — | | | | — | |
Russell™ Small Cap Index | | | | | 15,240,901 | | | | | | 43,469,777 | | | | | | 347,931,583 | | | | | | — | | | | | | — | | | | — | |
U.S. Bond Index | | | | | 8,963,083 | | | | | | 1,213,558 | | | | | | 48,253,578 | | | | | | — | | | | | | — | | | | — | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | |||||||||
Class ADV | | | | $ | 0.0166 | | | | February 1, 2018 | | | Daily | |
Class I | | | | $ | 0.0211 | | | | February 1, 2018 | | | Daily | |
Class P2 | | | | $ | 0.0234 | | | | February 1, 2018 | | | Daily | |
Class S | | | | $ | 0.0188 | | | | February 1, 2018 | | | Daily | |
Class S2 | | | | $ | 0.0175 | | | | February 1, 2018 | | | Daily | |
Voya Australia Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.5% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 4.7% | | ||||||||||||
| | | 51,209 | | | | Aristocrat Leisure Ltd. | | | | $ | 942,973 | | | | | | 0.9 | | |
| | | 161,561 | | | | Tabcorp Holdings Ltd. | | | | | 700,953 | | | | | | 0.7 | | |
| | | 932,927 (1) | | | | Other Securities | | | | | 3,115,606 | | | | | | 3.1 | | |
| | | | | | | | | | | | 4,759,532 | | | | | | 4.7 | | |
| | | | | | | Consumer Staples: 7.3% | | ||||||||||||
| | | 58,405 | | | | Treasury Wine Estates Ltd. | | | | | 724,746 | | | | | | 0.7 | | |
| | | 91,133 | | | | Wesfarmers Ltd. | | | | | 3,151,189 | | | | | | 3.1 | | |
| | | 104,870 (2) | | | | Woolworths Group Ltd | | | | | 2,228,101 | | | | | | 2.2 | | |
| | | 310,148 | (1)(3) | | Other Securities | | | | | 1,361,541 | | | | | | 1.3 | | | |
| | | | | | | | | | | | 7,465,577 | | | | | | 7.3 | | |
| | | �� | | | | Energy: 5.1% | | ||||||||||||
| | | 20,963 | | | | Caltex Australia Ltd. | | | | | 555,335 | | | | | | 0.6 | | |
| | | 106,220 | | | | Oil Search Ltd. | | | | | 643,121 | | | | | | 0.6 | | |
| | | 141,282 (4) | | | | Origin Energy Ltd. | | | | | 1,034,919 | | | | | | 1.0 | | |
| | | 141,600 (4) | | | | Santos Ltd. | | | | | 599,360 | | | | | | 0.6 | | |
| | | 67,712 | | | | Woodside Petroleum Ltd. | | | | | 1,742,095 | | | | | | 1.7 | | |
| | | 220,360 (3) | | | | Other Securities | | | | | 638,361 | | | | | | 0.6 | | |
| | | | | | | | | | | | 5,213,191 | | | | | | 5.1 | | |
| | | | | | | Financials: 35.4% | | ||||||||||||
| | | 235,279 (2) | | | | AMP Ltd. | | | | | 949,705 | | | | | | 0.9 | | |
| | | 15,559 | | | | ASX Ltd. | | | | | 664,170 | | | | | | 0.6 | | |
| | | 235,984 | | | | Australia & New Zealand Banking Group Ltd. | | | | | 5,264,579 | | | | | | 5.2 | | |
| | | 140,998 | | | | Commonwealth Bank of Australia | | | | | 8,799,473 | | | | | | 8.7 | | |
| | | 190,290 | | | | Insurance Australia Group Ltd. | | | | | 1,071,764 | | | | | | 1.1 | | |
| | | 25,437 | | | | Macquarie Group Ltd. | | | | | 1,967,422 | | | | | | 1.9 | | |
| | | 221,353 | | | | Medibank Pvt Ltd. | | | | | 566,849 | | | | | | 0.6 | | |
| | | 218,397 | | | | National Australia Bank Ltd. | | | | | 5,015,527 | | | | | | 4.9 | | |
| | | 109,708 (2) | | | | QBE Insurance Group Ltd. | | | | | 910,636 | | | | | | 0.9 | | |
| | | 104,168 | | | | Suncorp Group Ltd. | | | | | 1,122,749 | | | | | | 1.1 | | |
| | | 273,803 | | | | Westpac Banking Corp. | | | | | 6,659,858 | | | | | | 6.5 | | |
| | | 401,402 (3) | | | | Other Securities | | | | | 3,006,437 | | | | | | 3.0 | | |
| | | | | | | | | | | | 35,999,169 | | | | | | 35.4 | | |
| | | | | | | Health Care: 7.0% | | ||||||||||||
| | | 4,605 | | | | Cochlear Ltd. | | | | | 613,858 | | | | | | 0.6 | | |
| | | 36,369 | | | | CSL Ltd. | | | | | 3,996,726 | | | | | | 3.9 | | |
| | | 10,363 (2) | | | | Ramsay Health Care Ltd. | | | | | 565,887 | | | | | | 0.6 | | |
| | | 33,693 | | | | Sonic Healthcare Ltd. | | | | | 599,177 | | | | | | 0.6 | | |
| | | 518,206 | (1)(3) | | Other Securities | | | | | 1,377,099 | | | | | | 1.3 | | | |
| | | | | | | | | | | | 7,152,747 | | | | | | 7.0 | | |
| | | | | | | Industrials: 7.2% | | ||||||||||||
| | | 161,904 | | | | Aurizon Holdings Ltd. | | | | | 623,857 | | | | | | 0.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 127,651 | | | | Brambles Ltd. | | | | $ | 1,000,410 | | | | | | 1.0 | | |
| | | 141,525 | | | | Qantas Airways Ltd. | | | | | 554,926 | | | | | | 0.6 | | |
| | | 180,962 | | | | Sydney Airport | | | | | 992,960 | | | | | | 1.0 | | |
| | | 178,482 | | | | Transurban Group - Stapled Security | | | | | 1,727,358 | | | | | | 1.7 | | |
| | | 774,747 | (1)(3)(5) | | Other Securities | | | | | 2,382,805 | | | | | | 2.3 | | | |
| | | | | | | | | | | | 7,282,316 | | | | | | 7.2 | | |
| | | | | | | Information Technology: 1.9% | | ||||||||||||
| | | 241,776 | (1)(3) | | Other Securities | | | | | 1,924,631 | | | | | | 1.9 | | | |
| | | | | | | Materials: 17.8% | | ||||||||||||
| | | 93,086 | | | | Amcor Ltd. | | | | | 1,115,386 | | | | | | 1.1 | | |
| | | 258,162 | | | | BHP Billiton Ltd. | | | | | 5,930,217 | | | | | | 5.9 | | |
| | | 45,100 | | | | BlueScope Steel Ltd. | | | | | 537,166 | | | | | | 0.5 | | |
| | | 94,224 (2) | | | | Boral Ltd. | | | | | 570,414 | | | | | | 0.6 | | |
| | | 35,638 | | | | James Hardie Industries SE | | | | | 625,906 | | | | | | 0.6 | | |
| | | 61,354 | | | | Newcrest Mining Ltd. | | | | | 1,092,223 | | | | | | 1.1 | | |
| | | 33,148 | | | | Rio Tinto Ltd. | ��� | | | | 1,948,938 | | | | | | 1.9 | | |
| | | 419,391 | | | | South32 Ltd. | | | | | 1,136,780 | | | | | | 1.1 | | |
| | | 1,472,337 | (1)(3) | | Other Securities | | | | | 5,104,244 | | | | | | 5.0 | | | |
| | | | | | | | | | | | 18,061,274 | | | | | | 17.8 | | |
| | | | | | | Real Estate: 8.0% | | ||||||||||||
| | | 81,114 | | | | Dexus | | | | | 615,539 | | | | | | 0.6 | | |
| | | 128,830 | | | | Goodman Group | | | | | 844,158 | | | | | | 0.8 | | |
| | | 144,259 | | | | GPT Group | | | | | 573,837 | | | | | | 0.6 | | |
| | | 46,897 | | | | Lend Lease Corp., Ltd. | | | | | 596,216 | | | | | | 0.6 | | |
| | | 297,799 | | | | Mirvac Group | | | | | 544,616 | | | | | | 0.5 | | |
| | | 427,941 | | | | Scentre Group | | | | | 1,395,931 | | | | | | 1.4 | | |
| | | 195,671 | | | | Stockland | | | | | 682,567 | | | | | | 0.7 | | |
| | | 258,280 | | | | Vicinity Centres | | | | | 547,060 | | | | | | 0.5 | | |
| | | 153,648 | | | | Westfield Corp. | | | | | 1,135,181 | | | | | | 1.1 | | |
| | | 505,483 (1) | | | | Other Securities | | | | | 1,185,543 | | | | | | 1.2 | | |
| | | | | | | | | | | | 8,120,648 | | | | | | 8.0 | | |
| | | | | | | Telecommunication Services: 3.1% | | ||||||||||||
| | | 955,924 | | | | Telstra Corp., Ltd. | | | | | 2,702,254 | | | | | | 2.7 | | |
| | | 124,879 (1) | | | | Other Securities | | | | | 411,401 | | | | | | 0.4 | | |
| | | | | | | | | | | | 3,113,655 | | | | | | 3.1 | | |
| | | | | | | Utilities: 2.0% | | ||||||||||||
| | | 52,885 | | | | AGL Energy Ltd. | | | | | 1,002,173 | | | | | | 1.0 | | |
| | | 89,565 | | | | APA Group | | | | | 580,781 | | | | | | 0.5 | | |
| | | 352,981 (3) | | | | Other Securities | | | | | 502,540 | | | | | | 0.5 | | |
| | | | | | | | | | | | 2,085,494 | | | | | | 2.0 | | |
| | | | | | | Total Common Stock (Cost $90,981,991) | | | | | 101,178,234 | | | | | | 99.5 | | |
Voya Australia Index Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| RIGHTS: —% | | ||||||||||||||||||
| | | | | | | Industrials: —% | | ||||||||||||
| | | — (3) | | | | Other Securities | | | | $ | — | | | | | | — | | |
| | | | | | | Real Estate: —% | | ||||||||||||
| | | 72,917 | (3)(5) | | Other Securities | | | | | — | | | | | | — | | | |
| | | | | | | Total Rights (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $90,981,991) | | | | | 101,178,234 | | | | | | 99.5 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 4.5% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6): 4.5% | | ||||||||||||
| | | 1,088,015 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $1,088,178, collateralized by various U.S. Government Securities, 0.000%- 2.250%, Market Value plus accrued interest $1,109,775, due 05/15/20-08/15/47) | | | | | 1,088,015 | | | | | | 1.0 | | |
| | | 228,869 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $228,904, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 8.500%, Market Value plus accrued interest $233,446, due 01/31/18-06/20/63) | | | | | 228,869 | | | | | | 0.2 | | |
| | | 1,088,015 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $1,088,187, collateralized by various U.S. Government Securities, 2.875%- 3.625%, Market Value plus accrued interest $1,109,775, due 02/15/43-02/15/44) | | | | | 1,088,015 | | | | | | 1.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6) (continued) | | ||||||||||||
| | | 1,088,015 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $1,088,194, collateralized by various U.S. Government Securities, 0.750%- 2.250%, Market Value plus accrued interest $1,109,775, due 09/30/18-09/09/49) | | | | $ | 1,088,015 | | | | | | 1.1 | | |
| | | 1,088,015 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,088,209, collateralized by various U.S. Government Securities, 0.125%- 3.875%, Market Value plus accrued interest $1,118,229, due 01/15/19-02/15/46) | | | | | 1,088,015 | | | | | | 1.1 | | |
| | | | | | | | | | | | 4,580,929 | | | | | | 4.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.0% | | ||||||||||||
| | | 41,000 (7) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $41,000) | | | | | 41,000 | | | | | | 0.0 | | |
| | | | | | | Total Short-Term Investments (Cost $4,621,929) | | | | | 4,621,929 | | | | | | 4.5 | | |
| | | | | | | Total Investments in Securities (Cost $95,603,920) | | | | $ | 105,800,163 | | | | | | 104.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (4,115,150) | | | | | | (4.0) | | |
| | | | | | | Net Assets | | | | $ | 101,685,013 | | | | | | 100.0 | | |
|
Voya Australia Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 271,149 | | | | | $ | 4,488,383 | | | | | $ | — | | | | | $ | 4,759,532 | | |
Consumer Staples | | | | | — | | | | | | 7,465,577 | | | | | | — | | | | | | 7,465,577 | | |
Energy | | | | | — | | | | | | 5,213,191 | | | | | | — | | | | | | 5,213,191 | | |
Financials | | | | | 192,830 | | | | | | 35,806,339 | | | | | | — | | | | | | 35,999,169 | | |
Health Care | | | | | 177,120 | | | | | | 6,975,627 | | | | | | — | | | | | | 7,152,747 | | |
Industrials | | | | | — | | | | | | 7,282,316 | | | | | | — | | | | | | 7,282,316 | | |
Information Technology | | | | | 148,900 | | | | | | 1,775,731 | | | | | | — | | | | | | 1,924,631 | | |
Materials | | | | | 75,743 | | | | | | 17,985,531 | | | | | | — | | | | | | 18,061,274 | | |
Real Estate | | | | | 62,234 | | | | | | 8,058,414 | | | | | | — | | | | | | 8,120,648 | | |
Telecommunication Services | | | | | 46,169 | | | | | | 3,067,486 | | | | | | — | | | | | | 3,113,655 | | |
Utilities | | | | | — | | | | | | 2,085,494 | | | | | | — | | | | | | 2,085,494 | | |
Total Common Stock | | | | | 974,145 | | | | | | 100,204,089 | | | | | | — | | | | | | 101,178,234 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 41,000 | | | | | | 4,580,929 | | | | | | — | | | | | | 4,621,929 | | |
Total Investments, at fair value | | | | $ | 1,015,145 | | | | | $ | 104,785,018 | | | | | $ | — | | | | | $ | 105,800,163 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 5,875 | | | | | | — | | | | | | 5,875 | | |
Total Assets | | | | $ | 1,015,145 | | | | | $ | 104,790,893 | | | | | $ | — | | | | | $ | 105,806,038 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (218) | | | | | $ | — | | | | | $ | — | | | | | $ | (218) | | |
Total Liabilities | | | | $ | (218) | | | | | $ | — | | | | | $ | — | | | | | $ | (218) | | |
Voya Australia Index Portfolio | as of December 31, 2017 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||||||||
AUD 200,000 | | | | | USD153,407 | | | | Deutsche Bank AG | | | | | 03/22/18 | | | | | $ | 2,621 | | |
AUD 200,000 | | | | | USD152,775 | | | | Morgan Stanley | | | | | 03/22/18 | | | | | | 3,254 | | |
| | | | | | | | | | | | | | | | | | | $ | 5,875 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
ASX SPI 200® Index | | | | | 5 | | | | | | 03/15/18 | | | | | $ | 587,138 | | | | | $ | (218) | | |
| | | | | | | | | | | | | | | | $ | 587,138 | | | | | $ | (218) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 5,875 | | |
Total Asset Derivatives | | | | | | | $ | 5,875 | | |
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 218 | | |
Total Liability Derivatives | | | | | | | $ | 218 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 29,983 | | | | | $ | — | | | | | $ | 29,983 | | |
Equity contracts | | | | | — | | | | | | 182,851 | | | | | | 182,851 | | |
Total | | | | $ | 29,983 | | | | | $ | 182,851 | | | | | $ | 212,834 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 10,793 | | | | | $ | — | | | | | $ | 10,793 | | |
Equity contracts | | | | | — | | | | | | (25,900) | | | | | | (25,900) | | |
Total | | | | $ | 10,793 | | | | | $ | (25,900) | | | | | $ | (15,107) | | |
|
Voya Australia Index Portfolio | as of December 31, 2017 (continued) |
| | | Deutsche Bank AG | | | Morgan Stanley | | | Totals | | |||||||||
Assets: | | | | | |||||||||||||||
Forward foreign currency contracts | | | | $ | 2,621 | | | | | $ | 3,254 | | | | | $ | 5,875 | | |
Total Assets | | | | $ | 2,621 | | | | | $ | 3,254 | | | | | $ | 5,875 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 2,621 | | | | | $ | 3,254 | | | | | $ | 5,875 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 2,621 | | | | | $ | 3,254 | | | | | $ | 5,875 | | |
|
| Cost for federal income tax purposes was $98,404,633. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 12,091,078 | | |
| Gross Unrealized Depreciation | | | | | (4,297,190) | | |
| Net Unrealized Appreciation | | | | $ | 7,793,888 | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 95.9% | | ||||||||||||||||||
| | | | | | | Brazil: 4.4% | | ||||||||||||
| | | 623,700 | | | | Ambev SA | | | | $ | 4,001,187 | | | | | | 0.5 | | |
| | | 121,998 | | | | Banco Bradesco SA | | | | | 1,179,119 | | | | | | 0.2 | | |
| | | 390,800 (1) | | | | Petroleo Brasileiro SA | | | | | 1,992,230 | | | | | | 0.3 | | |
| | | 408,874 | | | | Vale SA | | | | | 4,962,548 | | | | | | 0.7 | | |
| | | 2,691,212 (2) | | | | Other Securities | | | | | 19,768,022 | | | | | | 2.7 | | |
| | | | | | | | | | | | 31,903,106 | | | | | | 4.4 | | |
| | | | | | | Chile: 1.1% | | ||||||||||||
| | | 42,616,105 | | | | Other Securities | | | | | 8,057,089 | | | | | | 1.1 | | |
| | | | | | | China: 29.5% | | ||||||||||||
| | | 134,500 | (1)(3) | | 3SBio, Inc. | | | | | 263,649 | | | | | | 0.0 | | | |
| | | 152,617 (1) | | | | Alibaba Group Holding Ltd. ADR | | | | | 26,315,749 | | | | | | 3.7 | | |
| | | 36,323 (1) | | | | Baidu, Inc. ADR | | | | | 8,507,210 | | | | | | 1.2 | | |
| | | 10,523,000 | | | | Bank of China Ltd. | | | | | 5,153,495 | | | | | | 0.7 | | |
| | | 1,401,000 (3) | | | | CGN Power Co. Ltd. | | | | | 379,305 | | | | | | 0.1 | | |
| | | 11,145,000 | | | | China Construction Bank | | | | | 10,259,559 | | | | | | 1.4 | | |
| | | 1,130,000 (3) | | | | China Huarong Asset Management Co. Ltd. | | | | | 532,622 | | | | | | 0.1 | | |
| | | 985,000 | | | | China Life Insurance Co., Ltd. | | | | | 3,071,735 | | | | | | 0.4 | | |
| | | 814,500 | | | | China Mobile Ltd. | | | | | 8,236,260 | | | | | | 1.1 | | |
| | | 3,373,600 | | | | China Petroleum & Chemical Corp. | | | | | 2,470,937 | | | | | | 0.4 | | |
| | | 192,500 (3) | | | | China Resources Pharmaceutical Group Ltd. | | | | | 249,063 | | | | | | 0.0 | | |
| | | 2,376,000 | | | | CNOOC Ltd. | | | | | 3,411,026 | | | | | | 0.5 | | |
| | | 51,827 (1) | | | | Ctrip.com International Ltd. ADR | | | | | 2,285,571 | | | | | | 0.3 | | |
| | | 66,000 (3) | | | | Fuyao Glass Industry Group Co. Ltd. (H-Shares) | | | | | 277,656 | | | | | | 0.0 | | |
| | | 653,000 | | | | Geely Automobile Holdings Ltd. | | | | | 2,249,194 | | | | | | 0.3 | | |
| | | 211,800 (3) | | | | Huatai Securities Co. Ltd. | | | | | 420,676 | | | | | | 0.1 | | |
| | | 9,776,000 | | | | Industrial & Commercial Bank of China | | | | | 7,836,781 | | | | | | 1.1 | | |
| | | 86,902 (1) | | | | JD.com, Inc. ADR | | | | | 3,599,481 | | | | | | 0.5 | | |
| | | 158,000 | (1)(3) | | Meitu, Inc. | | | | | 219,243 | | | | | | 0.0 | | | |
| | | 10,495 | | | | NetEase, Inc. ADR | | | | | 3,621,510 | | | | | | 0.5 | | |
| | | 691,000 | | | | Ping An Insurance Group Co. of China Ltd. | | | | | 7,167,100 | | | | | | 1.0 | | |
| | | 754,600 | | | | Tencent Holdings Ltd. | | | | | 39,056,553 | | | | | | 5.4 | | |
| | | 55,025,502 | (2)(4)(5) | | Other Securities | | | | | 77,177,009 | | | | | | 10.7 | | | |
| | | | | | | | | | | | 212,761,384 | | | | | | 29.5 | | |
| | | | | | | Colombia: 0.4% | | ||||||||||||
| | | 904,595 (4) | | | | Other Securities | | | | | 2,531,471 | | | | | | 0.4 | | |
| | | | | | | Czech Republic: 0.2% | | ||||||||||||
| | | 59,962 (3) | | | | Moneta Money Bank AS | | | | | 232,015 | | | | | | 0.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Czech Republic (continued) | | ||||||||||||
| | | 40,192 | | | | Other Securities | | | | $ | 1,041,178 | | | | | | 0.2 | | |
| | | | | | | | | | | | 1,273,193 | | | | | | 0.2 | | |
| | | | | | | Egypt: 0.1% | | ||||||||||||
| | | 509,718 (2) | | | | Other Securities | | | | | 819,713 | | | | | | 0.1 | | |
| | | | | | | Greece: 0.3% | | ||||||||||||
| | | 1,259,434 (2) | | | | Other Securities | | | | | 2,368,853 | | | | | | 0.3 | | |
| | | | | | | Hungary: 0.3% | | ||||||||||||
| | | 99,710 | | | | Other Securities | | | | | 2,371,124 | | | | | | 0.3 | | |
| | | | | | | India: 8.7% | | ||||||||||||
| | | 200,160 | | | | Housing Development Finance Corp. | | | | | 5,360,014 | | | | | | 0.7 | | |
| | | 87,293 (6) | | | | Infosys Ltd. ADR | | | | | 1,415,893 | | | | | | 0.2 | | |
| | | 154,552 | | | | Infosys Ltd. | | | | | 2,511,998 | | | | | | 0.3 | | |
| | | 14,009 | | | | Maruti Suzuki India Ltd. | | | | | 2,133,142 | | | | | | 0.3 | | |
| | | 209,026 | | | | Reliance Industries Ltd. | | | | | 3,012,976 | | | | | | 0.4 | | |
| | | 68,652 | | | | Reliance Industries Ltd. GDR GDR | | | | | 1,948,979 | | | | | | 0.3 | | |
| | | 60,881 | | | | Tata Consultancy Services Ltd. | | | | | 2,574,165 | | | | | | 0.4 | | |
| | | 6,098,546 | (2)(4) | | Other Securities | | | | | 43,973,311 | | | | | | 6.1 | | | |
| | | | | | | | | | | | 62,930,478 | | | | | | 8.7 | | |
| | | | | | | Indonesia: 2.2% | | ||||||||||||
| | | 1,313,900 | | | | Bank Central Asia Tbk PT | | | | | 2,119,906 | | | | | | 0.3 | | |
| | | 6,648,000 | | | | Telekomunikasi Indonesia Persero Tbk PT | | | | | 2,175,847 | | | | | | 0.3 | | |
| | | 31,868,406 (2) | | | | Other Securities | | | | | 11,856,615 | | | | | | 1.6 | | |
| | | | | | | | | | | | 16,152,368 | | | | | | 2.2 | | |
| | | | | | | Malaysia: 2.3% | | ||||||||||||
| | | 10,897,476 (2) | | | | Other Securities | | | | | 16,842,564 | | | | | | 2.3 | | |
| | | | | | | Mexico: 3.0% | | ||||||||||||
| | | 4,470,800 | | | | America Movil SAB de CV | | | | | 3,851,766 | | | | | | 0.5 | | |
| | | 257,000 | | | | Fomento Economico Mexicano SAB de CV | | | | | 2,417,140 | | | | | | 0.4 | | |
| | | 6,344,177 | (2)(4) | | Other Securities | | | | | 15,248,666 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 21,517,572 | | | | | | 3.0 | | |
| | | | | | | Pakistan: 0.1% | | ||||||||||||
| | | 293,750 | | | | Other Securities | | | | | 537,824 | | | | | | 0.1 | | |
| | | | | | | Peru: 0.3% | | ||||||||||||
| | | 34,887 | | | | Other Securities | | | | | 2,233,486 | | | | | | 0.3 | | |
| | | | | | | Philippines: 1.1% | | ||||||||||||
| | | 8,555,066 (2) | | | | Other Securities | | | | | 8,115,922 | | | | | | 1.1 | | |
| | | | | | | Poland: 1.3% | | ||||||||||||
| | | 4,595 | (1)(3) | | Dino Polska SA | | | | | 103,801 | | | | | | 0.0 | | | |
| | | 7,131 | (1)(3) | | PLAY Communications SA | | | | | 69,213 | | | | | | 0.0 | | | |
| | | 1,043,930 | (2)(4) | | Other Securities | | | | | 9,404,808 | | | | | | 1.3 | | | |
| | | | | | | | | | | | 9,577,822 | | | | | | 1.3 | | |
| | | | | | | Qatar: 0.6% | | ||||||||||||
| | | 344,381 (2) | | | | Other Securities | | | | | 4,029,598 | | | | | | 0.6 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Romania: 0.1% | | ||||||||||||
| | | 50,083 | | | | Other Securities | | | | $ | 864,516 | | | | | | 0.1 | | |
| | | | | | | Russia: 3.2% | | ||||||||||||
| | | 1,416,903 | | | | Gazprom PJSC | | | | | 3,204,395 | | | | | | 0.4 | | |
| | | 56,576 | | | | Lukoil PJSC | | | | | 3,268,354 | | | | | | 0.5 | | |
| | | 65,645 | | | | Sberbank PAO ADR | | | | | 1,117,934 | | | | | | 0.2 | | |
| | | 1,185,442 (1) | | | | Sberbank PAO | | | | | 4,630,483 | | | | | | 0.6 | | |
| | | 702,145,436 (2) | | | | Other Securities | | | | | 11,196,231 | | | | | | 1.5 | | |
| | | | | | | | | | | | 23,417,397 | | | | | | 3.2 | | |
| | | | | | | South Africa: 7.0% | | ||||||||||||
| | | 445,529 | | | | FirstRand Ltd. | | | | | 2,411,915 | | | | | | 0.3 | | |
| | | 224,560 | | | | MTN Group Ltd. | | | | | 2,479,225 | | | | | | 0.4 | | |
| | | 58,019 | | | | Naspers Ltd. | | | | | 16,074,358 | | | | | | 2.2 | | |
| | | 73,097 | | | | Sasol Ltd. | | | | | 2,526,816 | | | | | | 0.4 | | |
| | | 171,074 | | | | Standard Bank Group Ltd. | | | | | 2,693,632 | | | | | | 0.4 | | |
| | | 4,116,409 | (2)(4) | | Other Securities | | | | | 24,029,978 | | | | | | 3.3 | | | |
| | | | | | | | | | | | 50,215,924 | | | | | | 7.0 | | |
| | | | | | | South Korea: 14.5% | | ||||||||||||
| | | 10,790 (1) | | | | Celltrion, Inc. | | | | | 2,225,601 | | | | | | 0.3 | | |
| | | 1,711 | | | | Hyundai Department Store Co. Ltd. | | | | | 166,775 | | | | | | 0.0 | | |
| | | 8,095 | | | | Hyundai Development Co-Engineering & Construction | | | | | 291,248 | | | | | | 0.0 | | |
| | | 10,002 | | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 339,119 | | | | | | 0.1 | | |
| | | 4,096 (1) | | | | Hyundai Heavy Industries Co. Ltd | | | | | 384,202 | | | | | | 0.1 | | |
| | | 8,243 | | | | Hyundai Marine & Fire Insurance Co., Ltd. | | | | | 361,517 | | | | | | 0.1 | | |
| | | 9,042 | | | | Hyundai Mobis Co. Ltd. | | | | | 2,221,331 | | | | | | 0.3 | | |
| | | 20,538 | | | | Hyundai Motor Co. | | | | | 2,989,031 | | | | | | 0.4 | | |
| | | 10,482 | | | | Hyundai Steel Co. | | | | | 573,902 | | | | | | 0.1 | | |
| | | 2,263 | | | | Hyundai Wia Corp. | | | | | 137,401 | | | | | | 0.0 | | |
| | | 3,673 (3) | | | | ING Life Insurance Korea Ltd. | | | | | 183,213 | | | | | | 0.0 | | |
| | | 52,662 (1) | | | | KB Financial Group, Inc. | | | | | 3,116,701 | | | | | | 0.4 | | |
| | | 6,110 (1) | | | | LG Chem Ltd. | | | | | 2,311,475 | | | | | | 0.3 | | |
| | | 12,592 | | | | LG Corp. | | | | | 1,070,102 | | | | | | 0.2 | | |
| | | 30,921 (1) | | | | LG Display Co., Ltd. | | | | | 860,667 | | | | | | 0.1 | | |
| | | 14,073 (1) | | | | LG Electronics, Inc. | | | | | 1,391,456 | | | | | | 0.2 | | |
| | | 1,250 | | | | LG Household & Health Care Ltd. | | | | | 1,388,305 | | | | | | 0.2 | | |
| | | 1,973 | | | | LG Innotek Co. Ltd. | | | | | 264,603 | | | | | | 0.0 | | |
| | | 3,713 | | | | NAVER Corp. | | | | | 3,016,366 | | | | | | 0.4 | | |
| | | 2,247 | (1)(3) | | Netmarble Games Corp. | | | | | 394,718 | | | | | | 0.1 | | | |
| | | 9,879 | | | | POSCO | | | | | 3,072,875 | | | | | | 0.4 | | |
| | | 2,180 | (1)(3) | | Samsung Biologics Co. Ltd. | | | | | 754,035 | | | | | | 0.1 | | | |
| | | 10,029 | | | | Samsung C&T Corp. | | | | | 1,178,858 | | | | | | 0.2 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | South Korea (continued) | | ||||||||||||
| | | 4,043 | | | | Samsung Card Co. | | | | $ | 149,558 | | | | | | 0.0 | | |
| | | 7,562 | | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 704,925 | | | | | | 0.1 | | |
| | | 12,886 | | | | Samsung Electronics Co., Ltd. | | | | | 30,615,993 | | | | | | 4.2 | | |
| | | 33,445 (1) | | | | Samsung Heavy Industries Co., Ltd. | | | | | 228,648 | | | | | | 0.0 | | |
| | | 9,226 | | | | Samsung Life Insurance Co. Ltd. | | | | | 1,070,335 | | | | | | 0.2 | | |
| | | 7,313 (1) | | | | Samsung SDI Co., Ltd. | | | | | 1,394,193 | | | | | | 0.2 | | |
| | | 4,624 | | | | Samsung SDS Co. Ltd. | | | | | 862,190 | | | | | | 0.1 | | |
| | | 8,746 | | | | Samsung Securities Co. Ltd. | | | | | 298,522 | | | | | | 0.0 | | |
| | | 56,496 (1) | | | | Shinhan Financial Group Co., Ltd. | | | | | 2,607,699 | | | | | | 0.4 | | |
| | | 77,235 (1) | | | | SK Hynix, Inc. | | | | | 5,485,719 | | | | | | 0.8 | | |
| | | 698,441 (2) | | | | Other Securities | | | | | 32,532,876 | | | | | | 4.5 | | |
| | | | | | | | | | | | 104,644,159 | | | | | | 14.5 | | |
| | | | | | | Taiwan: 11.2% | | ||||||||||||
| | | 321,347 | | | | China Life Insurance Co., Ltd. | | | | | 322,376 | | | | | | 0.0 | | |
| | | 2,066,463 | | | | HON HAI Precision Industry Co., Ltd. | | | | | 6,570,504 | | | | | | 0.9 | | |
| | | 3,263,000 | | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 24,985,036 | | | | | | 3.5 | | |
| | | 38,005,532 (2) | | | | Other Securities | | | | | 48,824,506 | | | | | | 6.8 | | |
| | | | | | | | | | | | 80,702,422 | | | | | | 11.2 | | |
| | | | | | | Thailand: 2.3% | | ||||||||||||
| | | 186,500 | | | | PTT Exploration & Production PCL | | | | | 571,550 | | | | | | 0.1 | | |
| | | 290,300 | | | | PTT Global Chemical PCL | | | | | 756,625 | | | | | | 0.1 | | |
| | | 140,700 | | | | PTT PCL | | | | | 1,896,106 | | | | | | 0.3 | | |
| | | 12,276,841 (2) | | | | Other Securities | | | | | 13,171,736 | | | | | | 1.8 | | |
| | | | | | | | | | | | 16,396,017 | | | | | | 2.3 | | |
| | | | | | | Turkey: 1.1% | | ||||||||||||
| | | 2,481,530 (2) | | | | Other Securities | | | | | 7,701,157 | | | | | | 1.1 | | |
| | | | | | | United Arab Emirates: 0.6% | | ||||||||||||
| | | 2,843,879 (2) | | | | Other Securities | | | | | 4,636,066 | | | | | | 0.6 | | |
| | | | | | | Total Common Stock (Cost $551,201,778) | | | | | 692,601,225 | | | | | | 95.9 | | |
| PREFERRED STOCK: 3.5% | | ||||||||||||||||||
| | | | | | | Brazil: 2.4% | | ||||||||||||
| | | 404,256 | | | | Banco Bradesco SA | | | | | 4,125,310 | | | | | | 0.6 | | |
| | | 427,850 | | | | Itau Unibanco Holding S.A. | | | | | 5,492,102 | | | | | | 0.8 | | |
| | | 520,700 (1) | | | | Petroleo Brasileiro SA | | | | | 2,527,289 | | | | | | 0.3 | | |
| | | 986,288 | | | | Other Securities | | | | | 4,790,869 | | | | | | 0.7 | | |
| | | | | | | | | | | | 16,935,570 | | | | | | 2.4 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| PREFERRED STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Chile: 0.1% | | ||||||||||||
| | | 49,121 | | | | Other Securities | | | | $ | 939,454 | | | | | | 0.1 | | |
| | | | | | | Colombia: 0.1% | | ||||||||||||
| | | 524,597 | | | | Other Securities | | | | | 421,138 | | | | | | 0.1 | | |
| | | | | | | Russia: 0.1% | | ||||||||||||
| | | 914,703 | | | | Other Securities | | | | | 695,622 | | | | | | 0.1 | | |
| | | | | | | South Korea: 0.8% | | ||||||||||||
| | | 258 | | | | LG Household & Health Care Ltd. | | | | | 168,216 | | | | | | 0.0 | | |
| | | 2,318 | | | | Samsung Electronics Co., Ltd. - Pref | | | | | 4,514,102 | | | | | | 0.6 | | |
| | | 9,972 | | | | Other Securities | | | | | 1,128,025 | | | | | | 0.2 | | |
| | | | | | | | | | | | 5,810,343 | | | | | | 0.8 | | |
| | | | | | | Total Preferred Stock (Cost $20,421,346) | | | | | 24,802,127 | | | | | | 3.5 | | |
| RIGHTS: —% | | ||||||||||||||||||
| | | | | | | Taiwan: —% | | ||||||||||||
| | | 33,352 (2) | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | Total Rights (Cost $—) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $571,623,124) | | | | | 717,403,352 | | | | | | 99.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7): 1.0% | | ||||||||||||
| | | 1,748,144 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,748,414, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 8.500%, Market Value plus accrued interest $1,783,107, due 01/31/18-06/20/63) | | | | | 1,748,144 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 1,748,144 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $1,748,418, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $1,783,107, due 01/11/18-12/01/51) | | | | $ | 1,748,144 | | | | | | 0.2 | | |
| | | 1,748,144 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $1,748,420, collateralized by various U.S. Government Securities, 2.875%- 3.625%, Market Value plus accrued interest $1,783,107, due 02/15/43-02/15/44) | | | | | 1,748,144 | | | | | | 0.3 | | |
| | | 367,755 | | | | MUFG Securities America Inc., Repurchase Agreement dated 12/29/17, 1.40%, due 01/02/18 (Repurchase Amount $367,811, collateralized by various U.S. Government Agency Obligations, 1.914%- 5.370%, Market Value plus accrued interest $375,110, due 08/01/19-11/20/65) | | | | | 367,755 | | | | | | 0.1 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 1,748,144 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,748,456, collateralized by various U.S. Government Securities, 0.125%- 3.875%, Market Value plus accrued interest $1,796,689, due 01/15/19-02/15/46) | | | | $ | 1,748,144 | | | | | | 0.2 | | |
| | | | | | | | | | | | 7,360,331 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.7% | | ||||||||||||
| | | 5,150,000 (8) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $5,150,000) | | | | | 5,150,000 | | | | | | 0.7 | | |
| | | | | | | Total Short-Term Investments (Cost $12,510,331) | | | | | 12,510,331 | | | | | | 1.7 | | |
| | | | | | | Total Investments in Securities (Cost $584,133,455) | | | | $ | 729,913,683 | | | | | | 101.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (7,608,802) | | | | | | (1.1) | | |
| | | | | | | Net Assets | | | | $ | 722,304,881 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 27.3% | | |
Financials | | | | | 23.6 | | |
Consumer Discretionary | | | | | 10.1 | | |
Materials | | | | | 7.5 | | |
Energy | | | | | 7.0 | | |
Consumer Staples | | | | | 6.5 | | |
Industrials | | | | | 5.1 | | |
Telecommunication Services | | | | | 4.8 | | |
Health Care | | | | | 2.7 | | |
Real Estate | | | | | 2.6 | | |
Utilities | | | | | 2.2 | | |
Short-Term Investments | | | | | 1.7 | | |
Liabilities in Excess of Other Assets | | | | | (1.1) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Brazil | | | | $ | 31,903,106 | | | | | $ | — | | | | | $ | — | | | | | $ | 31,903,106 | | |
Chile | | | | | 8,057,089 | | | | | | — | | | | | | — | | | | | | 8,057,089 | | |
China | | | | | 59,548,505 | | | | | | 153,212,879 | | | | | | — | | | | | | 212,761,384 | | |
Colombia | | | | | 2,531,471 | | | | | | — | | | | | | — | | | | | | 2,531,471 | | |
Czech Republic | | | | | 1,041,178 | | | | | | 232,015 | | | | | | — | | | | | | 1,273,193 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Egypt | | | | | 219,444 | | | | | | 600,269 | | | | | | — | | | | | | 819,713 | | |
Greece | | | | | 1,702,822 | | | | | | 666,031 | | | | | | — | | | | | | 2,368,853 | | |
Hungary | | | | | 499,996 | | | | | | 1,871,128 | | | | | | — | | | | | | 2,371,124 | | |
India | | | | | 14,441,018 | | | | | | 48,489,460 | | | | | | — | | | | | | 62,930,478 | | |
Indonesia | | | | | 7,810,510 | | | | | | 8,341,858 | | | | | | — | | | | | | 16,152,368 | | |
Malaysia | | | | | 9,982,044 | | | | | | 6,860,520 | | | | | | — | | | | | | 16,842,564 | | |
Mexico | | | | | 21,517,572 | | | | | | — | | | | | | — | | | | | | 21,517,572 | | |
Pakistan | | | | | 307,230 | | | | | | 230,594 | | | | | | — | | | | | | 537,824 | | |
Peru | | | | | 2,233,486 | | | | | | — | | | | | | — | | | | | | 2,233,486 | | |
Philippines | | | | | 4,314,904 | | | | | | 3,801,018 | | | | | | — | | | | | | 8,115,922 | | |
Poland | | | | | 2,031,410 | | | | | | 7,546,412 | | | | | | — | | | | | | 9,577,822 | | |
Qatar | | | | | 4,029,598 | | | | | | — | | | | | | — | | | | | | 4,029,598 | | |
Romania | | | | | 864,516 | | | | | | — | | | | | | — | | | | | | 864,516 | | |
Russia | | | | | 3,628,403 | | | | | | 19,788,994 | | | | | | — | | | | | | 23,417,397 | | |
South Africa | | | | | 10,996,490 | | | | | | 39,219,434 | | | | | | — | | | | | | 50,215,924 | | |
South Korea | | | | | 18,033,207 | | | | | | 86,610,952 | | | | | | — | | | | | | 104,644,159 | | |
Taiwan | | | | | 4,441,623 | | | | | | 76,260,799 | | | | | | — | | | | | | 80,702,422 | | |
Thailand | | | | | 5,376,909 | | | | | | 11,019,108 | | | | | | — | | | | | | 16,396,017 | | |
Turkey | | | | | 448,451 | | | | | | 7,252,706 | | | | | | — | | | | | | 7,701,157 | | |
United Arab Emirates | | | | | 3,445,727 | | | | | | 1,190,339 | | | | | | — | | | | | | 4,636,066 | | |
Total Common Stock | | | | | 219,406,709 | | | | | | 473,194,516 | | | | | | — | | | | | | 692,601,225 | | |
Preferred Stock | | | | | 24,106,505 | | | | | | 695,622 | | | | | | — | | | | | | 24,802,127 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 5,150,000 | | | | | | 7,360,331 | | | | | | — | | | | | | 12,510,331 | | |
Total Investments, at fair value | | | | $ | 248,663,214 | | | | | $ | 481,250,469 | | | | | $ | — | | | | | $ | 729,913,683 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 167,848 | | | | | | — | | | | | | — | | | | | | 167,848 | | |
Total Assets | | | | $ | 248,831,062 | | | | | $ | 481,250,469 | | | | | $ | — | | | | | $ | 730,081,531 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI Emerging Markets Index | | | | | 103 | | | | | | 03/16/18 | | | | | $ | 5,993,055 | | | | | $ | 167,848 | | |
| | | | | | | | | | | | | | | | $ | 5,993,055 | | | | | $ | 167,848 | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 167,848 | | |
Total Asset Derivatives | | | | | | | $ | 167,848 | | |
|
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | ||||||||||||||||||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 16,145 | | | | | $ | — | | | | | $ | 16,145 | | |
Equity contracts | | | | | — | | | | | | 3,817,762 | | | | | | 3,817,762 | | |
Total | | | | $ | 16,145 | | | | | $ | 3,817,762 | | | | | $ | 3,833,907 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 345,826 | | |
Total | | | | $ | 345,826 | | |
|
| Cost for federal income tax purposes was $623,261,139. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 170,858,500 | | |
| Gross Unrealized Depreciation | | | | | (63,542,006) | | |
| Net Unrealized Appreciation | | | | $ | 107,316,494 | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.4% | | ||||||||||||||||||
| | | | | | | Belgium: 2.9% | | ||||||||||||
| | | 96,738 | | | | Anheuser-Busch InBev SA/NV | | | | $ | 10,799,937 | | | | | | 2.9 | | |
| | | | | | | Finland: 0.9% | | ||||||||||||
| | | 761,673 | | | | Nokia OYJ - Finland | | | | | 3,558,785 | | | | | | 0.9 | | |
| | | | | | | France: 34.2% | | ||||||||||||
| | | 55,856 | | | | Air Liquide SA | | | | | 7,021,878 | | | | | | 1.9 | | |
| | | 271,787 | | | | AXA S.A. | | | | | 8,053,906 | | | | | | 2.1 | | |
| | | 150,239 | | | | BNP Paribas | | | | | 11,176,039 | | | | | | 3.0 | | |
| | | 72,452 | | | | Cie de Saint-Gobain | | | | | 3,987,475 | | | | | | 1.1 | | |
| | | 83,024 | | | | Danone | | | | | 6,956,636 | | | | | | 1.8 | | |
| | | 241,097 | | | | Engie SA | | | | | 4,144,811 | | | | | | 1.1 | | |
| | | 28,492 | | | | Essilor International Cie Generale d’Optique SA | | | | | 3,924,521 | | | | | | 1.0 | | |
| | | 31,893 | | | | L’Oreal S.A. | | | | | 7,066,858 | | | | | | 1.9 | | |
| | | 35,222 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 10,337,816 | | | | | | 2.7 | | |
| | | 267,341 | | | | Orange SA | | | | | 4,633,228 | | | | | | 1.2 | | |
| | | 46,781 | | | | Safran S.A. | | | | | 4,825,241 | | | | | | 1.3 | | |
| | | 149,339 | | | | Sanofi | | | | | 12,856,853 | | | | | | 3.4 | | |
| | | 72,924 | | | | Schneider Electric SE | | | | | 6,182,516 | | | | | | 1.6 | | |
| | | 105,357 | | | | Societe Generale | | | | | 5,431,720 | | | | | | 1.4 | | |
| | | 329,529 | | | | Total S.A. | | | | | 18,189,927 | | | | | | 4.8 | | |
| | | 13,024 | | | | Unibail-Rodamco SE | | | | | 3,277,506 | | | | | | 0.9 | | |
| | | 73,251 | | | | Vinci S.A. | | | | | 7,478,294 | | | | | | 2.0 | | |
| | | 134,161 | | | | Vivendi SA | | | | | 3,600,808 | | | | | | 1.0 | | |
| | | | | | | | | | | | 129,146,033 | | | | | | 34.2 | | |
| | | | | | | Germany: 31.6% | | ||||||||||||
| | | 23,871 | | | | Adidas AG | | | | | 4,773,942 | | | | | | 1.3 | | |
| | | 58,189 | | | | Allianz SE | | | | | 13,316,390 | | | | | | 3.5 | | |
| | | 119,804 | | | | BASF SE | | | | | 13,134,249 | | | | | | 3.5 | | |
| | | 107,865 | | | | Bayer AG | | | | | 13,403,614 | | | | | | 3.5 | | |
| | | 41,932 | | | | Bayerische Motoren Werke AG | | | | | 4,347,588 | | | | | | 1.1 | | |
| | | 130,002 | | | | Daimler AG | | | | | 10,993,000 | | | | | | 2.9 | | |
| | | 242,895 | | | | Deutsche Bank AG | | | | | 4,594,099 | | | | | | 1.2 | | |
| | | 125,187 | | | | Deutsche Post AG | | | | | 5,950,567 | | | | | | 1.6 | | |
| | | 423,011 | | | | Deutsche Telekom AG | | | | | 7,477,307 | | | | | | 2.0 | | |
| | | 287,105 | | | | E.ON AG | | | | | 3,111,111 | | | | | | 0.8 | | |
| | | 53,468 | | | | Fresenius SE & Co. KGaA | | | | | 4,158,290 | | | | | | 1.1 | | |
| | | 20,222 | | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 4,366,928 | | | | | | 1.1 | | |
| | | 130,438 | | | | SAP SE | | | | | 14,592,756 | | | | | | 3.9 | | |
| | | 110,872 | | | | Siemens AG | | | | | 15,351,038 | | | | | | 4.1 | | |
| | | | | | | | | | | | 119,570,879 | | | | | | 31.6 | | |
| | | | | | | Ireland: 1.0% | | ||||||||||||
| | | 109,401 | | | | CRH PLC - Dublin | | | | | 3,937,432 | | | | | | 1.0 | | |
| | | | | | | Italy: 4.8% | | ||||||||||||
| | | 1,013,283 | | | | Enel S.p.A. | | | | | 6,230,935 | | | | | | 1.6 | | |
| | | 331,349 | | | | ENI S.p.A. | | | | | 5,483,130 | | | | | | 1.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Italy (continued) | | ||||||||||||
| | | 1,898,041 | | | | Intesa Sanpaolo SpA - ISP | | | | $ | 6,297,418 | | | | | | 1.7 | | |
| | | | | | | | | | | | 18,011,483 | | | | | | 4.8 | | |
| | | | | | | Netherlands: 12.0% | | ||||||||||||
| | | 74,351 | | | | Airbus SE | | | | | 7,389,491 | | | | | | 2.0 | | |
| | | 50,674 | | | | ASML Holding NV | | | | | 8,810,078 | | | | | | 2.3 | | |
| | | 506,832 | | | | ING Groep NV | | | | | 9,303,754 | | | | | | 2.5 | | |
| | | 122,730 | | | | Koninklijke Philips NV | | | | | 4,634,109 | | | | | | 1.2 | | |
| | | 158,722 | | | | Koninklijke Ahold Delhaize NV | | | | | 3,489,173 | | | | | | 0.9 | | |
| | | 205,190 | | | | Unilever NV | | | | | 11,552,778 | | | | | | 3.1 | | |
| | | | | | | | | | | | 45,179,383 | | | | | | 12.0 | | |
| | | | | | | Spain: 10.0% | | ||||||||||||
| | | 869,739 | | | | Banco Bilbao Vizcaya Argentaria S.A. | | | | | 7,391,207 | | | | | | 2.0 | | |
| | | 2,104,752 | | | | Banco Santander SA | | | | | 13,799,212 | | | | | | 3.7 | | |
| | | 753,913 | | | | Iberdrola S.A. | | | | | 5,836,243 | | | | | | 1.5 | | |
| | | 144,968 | | | | Industria de Diseno Textil SA | | | | | 5,040,781 | | | | | | 1.3 | | |
| | | 599,500 | | | | Telefonica S.A. | | | | | 5,837,765 | | | | | | 1.5 | | |
| | | | | | | | | | | | 37,905,208 | | | | | | 10.0 | | |
| | | | | | | Total Common Stock (Cost $302,132,155) | | | | | 368,109,140 | | | | | | 97.4 | | |
| PREFERRED STOCK: 1.2% | | ||||||||||||||||||
| | | | | | | Germany: 1.2% | | ||||||||||||
| | | 23,879 | | | | Volkswagen AG | | | | | 4,743,146 | | | | | | 1.2 | | |
| | | | | | | Total Preferred Stock (Cost $3,255,629) | | | | | 4,743,146 | | | | | | 1.2 | | |
| | | | | | | Total Investments in Securities (Cost $305,387,784) | | | | $ | 372,852,286 | | | | | | 98.6 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 5,227,152 | | | | | | 1.4 | | |
| | | | | | | Net Assets | | | | $ | 378,079,438 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 22.2% | | |
Industrials | | | | | 13.7 | | |
Consumer Discretionary | | | | | 11.5 | | |
Consumer Staples | | | | | 10.6 | | |
Health Care | | | | | 10.2 | | |
Information Technology | | | | | 7.1 | | |
Materials | | | | | 6.4 | | |
Energy | | | | | 6.3 | | |
Utilities | | | | | 5.0 | | |
Telecommunication Services | | | | | 4.7 | | |
Real Estate | | | | | 0.9 | | |
Assets in Excess of Other Liabilities | | | | | 1.4 | | |
Net Assets | | | | | 100.0% | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Belgium | | | | $ | — | | | | | $ | 10,799,937 | | | | | $ | — | | | | | $ | 10,799,937 | | |
Finland | | | | | — | | | | | | 3,558,785 | | | | | | — | | | | | | 3,558,785 | | |
France | | | | | — | | | | | | 129,146,033 | | | | | | — | | | | | | 129,146,033 | | |
Germany | | | | | — | | | | | | 119,570,879 | | | | | | — | | | | | | 119,570,879 | | |
Ireland | | | | | — | | | | | | 3,937,432 | | | | | | — | | | | | | 3,937,432 | | |
Italy | | | | | — | | | | | | 18,011,483 | | | | | | — | | | | | | 18,011,483 | | |
Netherlands | | | | | — | | | | | | 45,179,383 | | | | | | — | | | | | | 45,179,383 | | |
Spain | | | | | — | | | | | | 37,905,208 | | | | | | — | | | | | | 37,905,208 | | |
Total Common Stock | | | | | — | | | | | | 368,109,140 | | | | | | — | | | | | | 368,109,140 | | |
Preferred Stock | | | | | — | | | | | | 4,743,146 | | | | | | — | | | | | | 4,743,146 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 372,852,286 | | | | | $ | — | | | | | $ | 372,852,286 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 89,397 | | | | | | — | | | | | | 89,397 | | |
Total Assets | | | | $ | — | | | | | $ | 372,941,683 | | | | | $ | — | | | | | $ | 372,941,683 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (33,285) | | | | | $ | — | | | | | $ | (33,285) | | |
Futures | | | | | (53,966) | | | | | | — | | | | | | — | | | | | | (53,966) | | |
Total Liabilities | | | | $ | (53,966) | | | | | $ | (33,285) | | | | | $ | — | | | | | $ | (87,251) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
EUR 5,000,000 | | | USD 5,952,702 | | | Citibank N.A. | | | | | 03/22/18 | | | | | $ | 75,352 | | |
USD 3,000,737 | | | EUR 2,500,000 | | | Credit Suisse International | | | | | 03/22/18 | | | | | | (13,289) | | |
EUR 3,200,000 | | | USD 3,843,908 | | | Societe Generale | | | | | 03/22/18 | | | | | | 14,045 | | |
USD 1,195,591 | | | EUR 1,000,000 | | | The Bank of New York Mellon | | | | | 03/22/18 | | | | | | (10,020) | | |
USD 1,014,793 | | | EUR 850,000 | | | UBS AG | | | | | 03/22/18 | | | | | | (9,976) | | |
| | | | | | | | | | | | | | | | $ | 56,112 | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2017 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
EURO STOXX 50® Index | | | | | 107 | | | | | | 03/16/18 | | | | | $ | 4,484,438 | | | | | $ | (53,966) | | |
| | | | | | | | | | | | | | | | $ | 4,484,438 | | | | | $ | (53,966) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 89,397 | | |
Total Asset Derivatives | | | | | | | $ | 89,397 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 33,285 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 53,966 | | |
Total Liability Derivatives | | | | | | | $ | 87,251 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 92,312 | | | | | $ | — | | | | | $ | 92,312 | | |
Equity contracts | | | | | — | | | | | | 326,776 | | | | | | 326,776 | | |
Total | | | | $ | 92,312 | | | | | $ | 326,776 | | | | | $ | 419,088 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 36,574 | | | | | $ | — | | | | | $ | 36,574 | | |
Equity contracts | | | | | — | | | | | | (133,743) | | | | | | (133,743) | | |
Total | | | | $ | 36,574 | | | | | $ | (133,743) | | | | | $ | (97,169) | | |
|
Voya Euro STOXX 50® Index Portfolio | as of December 31, 2017 (continued) |
| | | Citibank N.A. | | | Credit Suisse International | | | Societe Generale | | | The Bank of New York Mellon | | | UBS AG | | | Totals | | ||||||||||||||||||
Assets: | | | | | | | | ||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 75,352 | | | | | $ | — | | | | | $ | 14,045 | | | | | $ | — | | | | | $ | — | | | | | $ | 89,397 | | |
Total Assets | | | | $ | 75,352 | | | | | $ | — | | | | | $ | 14,045 | | | | | $ | — | | | | | $ | — | | | | | $ | 89,397 | | |
Liabilities: | | | | | | | | ||||||||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | — | | | | | $ | 13,289 | | | | | $ | — | | | | | $ | 10,020 | | | | | $ | 9,976 | | | | | $ | 33,285 | | |
Total Liabilities | | | | $ | — | | | | | $ | 13,289 | | | | | $ | — | | | | | $ | 10,020 | | | | | $ | 9,976 | | | | | $ | 33,285 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 75,352 | | | | | $ | (13,289) | | | | | $ | 14,045 | | | | | $ | (10,020) | | | | | $ | (9,976) | | | | | | 56,112 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 75,352 | | | | | $ | (13,289) | | | | | $ | 14,045 | | | | | $ | (10,020) | | | | | $ | (9,976) | | | | | $ | 56,112 | | |
|
| Cost for federal income tax purposes was $317,403,808. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 71,740,386 | | |
| Gross Unrealized Depreciation | | | | | (16,074,398) | | |
| Net Unrealized Appreciation | | | | $ | 55,665,988 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Germany: 0.3% | | ||||||||||||
| | | 44,997 | | | | Other Securities | | | | $ | 932,214 | | | | | | 0.3 | | |
| | | | | | | Ireland: 1.0% | | ||||||||||||
| | | 42,277 | | | | Other Securities | | | | | 2,773,003 | | | | | | 1.0 | | |
| | | | | | | Mexico: 0.1% | | ||||||||||||
| | | 19,084 | | | | Other Securities | | | | | 366,678 | | | | | | 0.1 | | |
| | | | | | | Netherlands: 10.4% | | ||||||||||||
| | | 470,640 | | | | Royal Dutch Shell PLC - Class A | | | | | 15,711,434 | | | | | | 5.7 | | |
| | | 387,928 | | | | Royal Dutch Shell PLC - Class B | | | | | 13,063,073 | | | | | | 4.7 | | |
| | | | | | | | | | | | 28,774,507 | | | | | | 10.4 | | |
| | | | | | | Switzerland: 3.2% | | ||||||||||||
| | | 26,188 | | | | Ferguson PLC | | | | | 1,879,349 | | | | | | 0.7 | | |
| | | 1,205,942 | | | | Glencore PLC | | | | | 6,311,843 | | | | | | 2.3 | | |
| | | 20,175 | | | | Other Securities | | | | | 659,189 | | | | | | 0.2 | | |
| | | | | | | | | | | | 8,850,381 | | | | | | 3.2 | | |
| | | | | | | United Arab Emirates: 0.3% | | ||||||||||||
| | | 48,770 | | | | Other Securities | | | | | 678,068 | | | | | | 0.3 | | |
| | | | | | | United Kingdom: 83.9% | | ||||||||||||
| | | 98,537 | | | | 3i Group PLC | | | | | 1,213,098 | | | | | | 0.4 | | |
| | | 102,153 (1) | | | | Anglo American PLC | | | | | 2,124,673 | | | | | | 0.8 | | |
| | | 51,419 | | | | Ashtead Group PLC | | | | | 1,379,130 | | | | | | 0.5 | | |
| | | 35,978 | | | | Associated British Foods PLC | | | | | 1,369,832 | | | | | | 0.5 | | |
| | | 131,070 | | | | AstraZeneca PLC | | | | | 9,044,545 | | | | | | 3.3 | | |
| | | 413,987 | | | | Aviva PLC | | | | | 2,823,518 | | | | | | 1.0 | | |
| | | 329,345 | | | | BAE Systems PLC | | | | | 2,544,622 | | | | | | 0.9 | | |
| | | 1,757,076 | | | | Barclays PLC | | | | | 4,809,759 | | | | | | 1.7 | | |
| | | 215,122 | | | | BHP Billiton PLC | | | | | 4,349,832 | | | | | | 1.6 | | |
| | | 1,993,970 | | | | BP PLC | | | | | 13,988,241 | | | | | | 5.0 | | |
| | | 236,646 | | | | British American Tobacco PLC | | | | | 15,996,949 | | | | | | 5.8 | | |
| | | 866,645 | | | | BT Group PLC | | | | | 3,179,157 | | | | | | 1.1 | | |
| | | 18,581 | | | | Carnival PLC | | | | | 1,222,543 | | | | | | 0.4 | | |
| | | 163,461 | | | | Compass Group PLC | | | | | 3,524,573 | | | | | | 1.3 | | |
| | | 86,503 | | | | CRH PLC - London | | | | | 3,104,586 | | | | | | 1.1 | | |
| | | 255,725 | | | | Diageo PLC | | | | | 9,373,417 | | | | | | 3.4 | | |
| | | 96,071 | | | | Experian PLC | | | | | 2,117,659 | | | | | | 0.8 | | |
| | | 500,101 | | | | GlaxoSmithKline PLC | | | | | 8,856,366 | | | | | | 3.2 | | |
| | | 2,076,320 | | | | HSBC Holdings PLC | | | | | 21,444,338 | | | | | | 7.7 | | |
| | | 98,790 | | | | Imperial Brands PLC | | | | | 4,213,843 | | | | | | 1.5 | | |
| | | 19,648 | | | | InterContinental Hotels Group PLC | | | | | 1,249,704 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | United Kingdom (continued) | | ||||||||||||
| | | 169,772 | | | | International Consolidated Airlines Group SA | | | | $ | 1,486,778 | | | | | | 0.5 | | |
| | | 16,699 | | | | Intertek Group PLC | | | | | 1,167,819 | | | | | | 0.4 | | |
| | | 612,092 | | | | Legal & General Group PLC | | | | | 2,253,462 | | | | | | 0.8 | | |
| | | 7,383,409 | | | | Lloyds Banking Group Plc | | | | | 6,770,444 | | | | | | 2.4 | | |
| | | 32,360 | | | | London Stock Exchange Group PLC | | | | | 1,655,107 | | | | | | 0.6 | | |
| | | 44,281 | | | | Micro Focus International PLC | | | | | 1,504,966 | | | | | | 0.5 | | |
| | | 350,767 | | | | National Grid PLC | | | | | 4,135,016 | | | | | | 1.5 | | |
| | | 491,704 | | | | Old Mutual PLC | | | | | 1,538,193 | | | | | | 0.6 | | |
| | | 31,777 | | | | Persimmon PLC | | | | | 1,174,701 | | | | | | 0.4 | | |
| | | 267,550 | | | | Prudential PLC | | | | | 6,852,026 | | | | | | 2.5 | | |
| | | 64,414 | | | | Reckitt Benckiser Group PLC | | | | | 6,009,393 | | | | | | 2.2 | | |
| | | 109,882 | | | | Relx PLC | | | | | 2,576,530 | | | | | | 0.9 | | |
| | | 123,027 | | | | Rio Tinto PLC | | | | | 6,453,687 | | | | | | 2.3 | | |
| | | 169,943 | | | | Rolls-Royce Holdings PLC | | | | | 1,939,518 | | | | | | 0.7 | | |
| | | 333,504 (2) | | | | Royal Bank of Scotland Group PLC | | | | | 1,250,567 | | | | | | 0.5 | | |
| | | 111,901 | | | | Sage Group PLC | | | | | 1,202,989 | | | | | | 0.4 | | |
| | | 105,622 | | | | SSE PLC | | | | | 1,877,722 | | | | | | 0.7 | | |
| | | 92,102 | | | | Shire PLC | | | | | 4,772,819 | | | | | | 1.7 | | |
| | | 106,932 (2) | | | | Sky PLC | | | | | 1,459,328 | | | | | | 0.5 | | |
| | | 90,578 | | | | Smith & Nephew PLC | | | | | 1,567,278 | | | | | | 0.6 | | |
| | | 278,840 (2) | | | | Standard Chartered PLC | | | | | 2,928,256 | | | | | | 1.1 | | |
| | | 280,401 | | | | Standard Life Aberdeen PLC | | | | | 1,649,320 | | | | | | 0.6 | | |
| | | 844,896 | | | | Tesco PLC | | | | | 2,386,986 | | | | | | 0.9 | | |
| | | 119,568 | | | | Unilever PLC | | | | | 6,631,960 | | | | | | 2.4 | | |
| | | 2,757,302 | | | | Vodafone Group PLC | | | | | 8,715,801 | | | | | | 3.1 | | |
| | | 194,195 (3) | | | | Worldpay Group PLC | | | | | 1,114,403 | | | | | | 0.4 | | |
| | | 126,688 | | | | WPP PLC | | | | | 2,288,707 | | | | | | 0.8 | | |
| | | 4,211,035 | (4)(5) | | Other Securities | | | | | 31,742,211 | | | | | | 11.4 | | | |
| | | | | | | | | | | | 233,036,372 | | | | | | 83.9 | | |
| | | | | | | Total Common Stock (Cost $243,777,396) | | | | | 275,411,223 | | | | | | 99.2 | | |
| PREFERRED STOCK: 0.0% | | ||||||||||||||||||
| | | | | | | United Kingdom: 0.0% | | ||||||||||||
| | | 8,000,642 (5) | | | | Other Securities | | | | | 10,802 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $10,522) | | | | | 10,802 | | | | | | 0.0 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CLOSED-END FUNDS: 0.3% | | ||||||||||||||||||
| | | | | | | United Kingdom: 0.3% | | ||||||||||||
| | | 144,485 | | | | Other Securities | | | | $ | 873,993 | | | | | | 0.3 | | |
| | | | | | | Total Closed-End Funds (Cost $656,303) | | | | | 873,993 | | | | | | 0.3 | | |
| | | | | | | Total Long-Term Investments (Cost $244,444,221) | | | | | 276,296,018 | | | | | | 99.5 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6): 1.1% | | ||||||||||||
| | | 951,883 | | | | BNP Paribas S.A., Repurchase Agreement dated 12/29/17, 1.40%, due 01/02/18 (Repurchase Amount $952,029, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 7.000%, Market Value plus accrued interest $970,921, due 03/31/19- 10/20/47) | | | | | 951,883 | | | | | | 0.3 | | |
| | | 1,000,000 | | | | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,000,155, collateralized by various U.S. Government Agency Obligations, 1.982%- 10.500%, Market Value plus accrued interest $1,020,000, due 01/15/18-08/01/48) | | | | | 1,000,000 | | | | | | 0.4 | | |
| | | 1,000,000 | | | | Nomura Securities, Repurchase Agreement dated 12/29/17, 1.42%, due 01/02/18 (Repurchase Amount $1,000,156, collateralized by various U.S. Government Agency Obligations, 0.000%- 7.500%, Market Value plus accrued interest $1,020,000, due 04/05/18-11/20/67) | | | | | 1,000,000 | | | | | | 0.4 | | |
| | | | | | | | | | | | 2,951,883 | | | | | | 1.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $2,951,883) | | | | $ | 2,951,883 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $247,396,104) | | | | $ | 279,247,901 | | | | | | 100.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,555,080) | | | | | | (0.6) | | |
| | | Net Assets | | | | $ | 277,692,821 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 21.4% | | |
Consumer Staples | | | | | 17.3 | | |
Energy | | | | | 15.4 | | |
Materials | | | | | 10.2 | | |
Health Care | | | | | 9.1 | | |
Consumer Discretionary | | | | | 8.5 | | |
Industrials | | | | | 7.0 | | |
Telecommunication Services | | | | | 4.2 | | |
Utilities | | | | | 3.2 | | |
Information Technology | | | | | 1.7 | | |
Real Estate | | | | | 1.2 | | |
Closed-End Funds | | | | | 0.3 | | |
Short-Term Investments | | | | | 1.1 | | |
Liabilities in Excess of Other Assets | | | | | (0.6) | | |
Net Assets | | | | | 100.0% | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Germany | | | | $ | — | | | | | $ | 932,214 | | | | | $ | — | | | | | $ | 932,214 | | |
Ireland | | | | | 830,262 | | | | | | 1,942,741 | | | | | | — | | | | | | 2,773,003 | | |
Mexico | | | | | — | | | | | | 366,678 | | | | | | — | | | | | | 366,678 | | |
Netherlands | | | | | — | | | | | | 28,774,507 | | | | | | — | | | | | | 28,774,507 | | |
Switzerland | | | | | 659,189 | | | | | | 8,191,192 | | | | | | — | | | | | | 8,850,381 | | |
United Arab Emirates | | | | | 678,068 | | | | | | — | | | | | | — | | | | | | 678,068 | | |
United Kingdom | | | | | 17,262,175 | | | | | | 215,774,197 | | | | | | — | | | | | | 233,036,372 | | |
Total Common Stock | | | | | 19,429,694 | | | | | | 255,981,529 | | | | | | — | | | | | | 275,411,223 | | |
Preferred Stock | | | | | — | | | | | | 10,802 | | | | | | — | | | | | | 10,802 | | |
Closed-End Funds | | | | | — | | | | | | 873,993 | | | | | | — | | | | | | 873,993 | | |
Short-Term Investments | | | | | — | | | | | | 2,951,883 | | | | | | — | | | | | | 2,951,883 | | |
Total Investments, at fair value | | | | $ | 19,429,694 | | | | | $ | 259,818,207 | | | | | $ | — | | | | | $ | 279,247,901 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 18,745 | | | | | | — | | | | | | 18,745 | | |
Futures | | | | | 35,323 | | | | | | — | | | | | | — | | | | | | 35,323 | | |
Total Assets | | | | $ | 19,465,017 | | | | | $ | 259,836,952 | | | | | $ | — | | | | | $ | 279,301,969 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (5,643) | | | | | $ | — | | | | | $ | (5,643) | | |
Total Liabilities | | | | $ | — | | | | | $ | (5,643) | | | | | $ | — | | | | | $ | (5,643) | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||||||||
GBP 1,400,000 | | | | | USD1,876,466 | | | | Citibank N.A. | | | | | 03/22/18 | | | | | $ | 18,745 | | |
USD 806,591 | | | | | GBP600,000 | | | | Societe Generale | | | | | 03/22/18 | | | | | | (5,643) | | |
| | | | | | | | | | | | | | | | | | | $ | 13,102 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2017 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
FTSE 100 Index | | | | | 17 | | | | | | 03/16/18 | | | | | $ | 1,753,112 | | | | | $ | 35,323 | | |
| | | | | | | | | | | | | | | | $ | 1,753,112 | | | | | $ | 35,323 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 18,745 | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | | 35,323 | | |
Total Asset Derivatives | | | | | | | $ | 54,068 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 5,643 | | |
Total Liability Derivatives | | | | | | | $ | 5,643 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 104,975 | | | | | $ | — | | | | | $ | 104,975 | | |
Equity contracts | | | | | — | | | | | | 419,643 | | | | | | 419,643 | | |
Total | | | | $ | 104,975 | | | | | $ | 419,643 | | | | | $ | 524,618 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 30,340 | | | | | $ | — | | | | | $ | 30,340 | | |
Equity contracts | | | | | — | | | | | | (17,115) | | | | | | (17,115) | | |
Total | | | | $ | 30,340 | | | | | $ | (17,115) | | | | | $ | 13,225 | | |
|
| | | Citibank N.A. | | | Societe Generale | | | Totals | | |||||||||
Assets: | | | | | |||||||||||||||
Forward foreign currency contracts | | | | $ | 18,745 | | | | | $ | — | | | | | $ | 18,745 | | |
Total Assets | | | | $ | 18,745 | | | | | $ | — | | | | | $ | 18,745 | | |
Liabilities: | | | | | |||||||||||||||
Forward foreign currency contracts | | | | $ | — | | | | | $ | 5,643 | | | | | $ | 5,643 | | |
Total Liabilities | | | | $ | — | | | | | $ | 5,643 | | | | | $ | 5,643 | | |
|
Voya FTSE 100 Index® Portfolio | as of December 31, 2017 (continued) |
| | | Citibank N.A. | | | Societe Generale | | | Totals | | |||||||||
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 18,745 | | | | | $ | (5,643) | | | | | | 13,102 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 18,745 | | | | | $ | (5,643) | | | | | $ | 13,102 | | |
|
| Cost for federal income tax purposes was $256,185,472. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 44,854,806 | | |
| Gross Unrealized Depreciation | | | | | (21,274,960) | | |
| Net Unrealized Appreciation | | | | $ | 23,579,846 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.7% | | ||||||||||||||||||
| | | | | | | China: 55.4% | | ||||||||||||
| | | 44,500 | | | | AAC Technologies Holdings, Inc. | | | | $ | 787,582 | | | | | | 1.1 | | |
| | | 4,825,746 | | | | Bank of China Ltd. | | | | | 2,363,343 | | | | | | 3.2 | | |
| | | 532,451 | | | | Bank of Communications Co., Ltd. | | | | | 394,095 | | | | | | 0.5 | | |
| | | 225,129 | | | | BOC Hong Kong Holdings Ltd. | | | | | 1,137,751 | | | | | | 1.5 | | |
| | | 6,573,107 | | | | China Construction Bank | | | | | 6,050,891 | | | | | | 8.2 | | |
| | | 452,911 | | | | China Life Insurance Co., Ltd. | | | | | 1,412,409 | | | | | | 1.9 | | |
| | | 168,000 | | | | China Mengniu Dairy Co., Ltd. | | | | | 499,050 | | | | | | 0.7 | | |
| | | 373,101 | | | | China Mobile Ltd. | | | | | 3,772,814 | | | | | | 5.1 | | |
| | | 234,991 | | | | China Overseas Land & Investment Ltd. | | | | | 754,294 | | | | | | 1.0 | | |
| | | 1,554,438 | | | | China Petroleum & Chemical Corp. | | | | | 1,138,522 | | | | | | 1.6 | | |
| | | 117,654 | | | | China Resources Power Holdings Co. | | | | | 218,830 | | | | | | 0.3 | | |
| | | 168,444 | | | | China Resources Land Ltd. | | | | | 494,154 | | | | | | 0.7 | | |
| | | 205,341 | | | | China Shenhua Energy Co., Ltd. | | | | | 530,487 | | | | | | 0.7 | | |
| | | 435,110 (1) | | | | China Unicom Hong Kong Ltd. | | | | | 588,262 | | | | | | 0.8 | | |
| | | 353,811 | | | | CITIC Ltd. | | | | | 510,464 | | | | | | 0.7 | | |
| | | 1,085,714 | | | | CNOOC Ltd. | | | | | 1,558,670 | | | | | | 2.1 | | |
| | | 453,000 | | | | Country Garden Holdings Co. Ltd. | | | | | 860,607 | | | | | | 1.2 | | |
| | | 327,000 | | | | Geely Automobile Holdings Ltd. | | | | | 1,126,319 | | | | | | 1.5 | | |
| | | 44,000 | | | | Hengan International Group Co., Ltd. | | | | | 487,168 | | | | | | 0.7 | | |
| | | 4,482,340 | | | | Industrial & Commercial Bank of China | | | | | 3,593,199 | | | | | | 4.9 | | |
| | | 370,000 | | | | Lenovo Group Ltd. | | | | | 208,352 | | | | | | 0.3 | | |
| | | 1,286,604 | | | | PetroChina Co., Ltd. | | | | | 894,637 | | | | | | 1.2 | | |
| | | 316,432 | | | | Ping An Insurance Group Co. of China Ltd. | | | | | 3,282,055 | | | | | | 4.5 | | |
| | | 43,000 | | | | Sunny Optical Technology Group Co. Ltd. | | | | | 545,982 | | | | | | 0.7 | | |
| | | 135,775 | | | | Tencent Holdings Ltd. | | | | | 7,027,436 | | | | | | 9.6 | | |
| | | 379,000 | | | | Want Want China Holdings Ltd. | | | | | 317,278 | | | | | | 0.4 | | |
| | | 77,964 | | | | Other Securities | | | | | 203,637 | | | | | | 0.3 | | |
| | | | | | | | | | | | 40,758,288 | | | | | | 55.4 | | |
| | | | | | | Hong Kong: 33.0% | | ||||||||||||
| | | 733,200 | | | | AIA Group Ltd. | | | | | 6,236,341 | | | | | | 8.5 | | |
| | | 82,184 | | | | Bank of East Asia Ltd. | | | | | 355,422 | | | | | | 0.5 | | |
| | | 157,036 | | | | CK Asset Holdings Ltd. | | | | | 1,368,910 | | | | | | 1.9 | | |
| | | 163,536 | | | | CK Hutchison Holdings Ltd. | | | | | 2,049,155 | | | | | | 2.8 | | |
| | | 40,000 | | | | CK Infrastructure Holdings Ltd. | | | | | 343,247 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Hong Kong (continued) | | ||||||||||||
| | | 114,931 | | | | CLP Holdings Ltd. | | | | $ | 1,176,105 | | | | | | 1.6 | | |
| | | 143,000 | | | | Galaxy Entertainment Group Ltd. | | | | | 1,141,682 | | | | | | 1.5 | | |
| | | 123,706 | | | | Hang Lung Properties Ltd. | | | | | 301,345 | | | | | | 0.4 | | |
| | | 46,443 | | | | Hang Seng Bank Ltd. | | | | | 1,152,201 | | | | | | 1.6 | | |
| | | 73,107 | | | | Henderson Land Development Co., Ltd. | | | | | 480,679 | | | | | | 0.6 | | |
| | | 510,268 | | | | Hong Kong & China Gas | | | | | 999,254 | | | | | | 1.3 | | |
| | | 71,541 | | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 2,188,315 | | | | | | 3.0 | | |
| | | 83,822 | | | | Power Assets Holdings Ltd. | | | | | 706,529 | | | | | | 1.0 | | |
| | | 134,000 | | | | Link REIT | | | | | 1,239,743 | | | | | | 1.7 | | |
| | | 109,143 | | | | MTR Corp. | | | | | 638,828 | | | | | | 0.9 | | |
| | | 358,100 | | | | New World Development Ltd. | | | | | 536,712 | | | | | | 0.7 | | |
| | | 191,265 | | | | Sino Land Co. | | | | | 338,369 | | | | | | 0.4 | | |
| | | 79,555 | | | | Sun Hung Kai Properties Ltd. | | | | | 1,324,516 | | | | | | 1.8 | | |
| | | 30,091 | | | | Swire Pacific Ltd. | | | | | 278,412 | | | | | | 0.4 | | |
| | | 576,500 (2) | | | | WH Group Ltd. | | | | | 650,816 | | | | | | 0.9 | | |
| | | 74,637 | | | | Wharf Holdings Ltd. | | | | | 257,385 | | | | | | 0.3 | | |
| | | 73,637 (1) | | | | Wharf Real Estate Investment Co. Ltd. | | | | | 490,106 | | | | | | 0.7 | | |
| | | | | | | | | | | | 24,254,072 | | | | | | 33.0 | | |
| | | | | | | Macau: 1.0% | | ||||||||||||
| | | 147,200 | | | | Sands China Ltd. | | | | | 757,675 | | | | | | 1.0 | | |
| | | | | | | United Kingdom: 10.3% | | ||||||||||||
| | | 739,628 | | | | HSBC Holdings PLC (HKD) | | | | | 7,604,350 | | | | | | 10.3 | | |
| | | | | | | Total Common Stock (Cost $43,723,346) | | | | | 73,374,385 | | | | | | 99.7 | | |
| SHORT-TERM INVESTMENTS: 0.2% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.2% | | ||||||||||||
| | | 137,000 (3) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | | | | ||||||||||
| | | | | | | (Cost $137,000) | | | | | 137,000 | | | | | | 0.2 | | |
| | | | | | | Total Short-Term Investments (Cost $137,000) | | | | | 137,000 | | | | | | 0.2 | | |
| | | | | | | Total Investments in Securities (Cost $43,860,346) | | | | $ | 73,511,385 | | | | | | 99.9 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 71,245 | | | | | | 0.1 | | |
| | | | | | | Net Assets | | | | $ | 73,582,630 | | | | | | 100.0 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2017 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 48.6% | | |
Real Estate | | | | | 11.8 | | |
Information Technology | | | | | 11.7 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Telecommunication Services | | | | | 5.9 | | |
Energy | | | | | 5.6 | | |
Industrials | | | | | 4.7 | | |
Utilities | | | | | 4.7 | | |
Consumer Discretionary | | | | | 4.0 | | |
Consumer Staples | | | | | 2.7 | | |
Short-Term Investments | | | | | 0.2 | | |
Assets in Excess of Other Liabilities | | | | | 0.1 | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
China | | | | $ | — | | | | | $ | 40,758,288 | | | | | $ | — | | | | | $ | 40,758,288 | | |
Hong Kong | | | | | 2,317,027 | | | | | | 21,937,045 | | | | | | — | | | | | | 24,254,072 | | |
Macau | | | | | — | | | | | | 757,675 | | | | | | — | | | | | | 757,675 | | |
United Kingdom | | | | | — | | | | | | 7,604,350 | | | | | | — | | | | | | 7,604,350 | | |
Total Common Stock | | | | | 2,317,027 | | | | | | 71,057,358 | | | | | | — | | | | | | 73,374,385 | | |
Short-Term Investments | | | | | 137,000 | | | | | | — | | | | | | — | | | | | | 137,000 | | |
Total Investments, at fair value | | | | $ | 2,454,027 | | | | | $ | 71,057,358 | | | | | $ | — | | | | | $ | 73,511,385 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 12,197 | | | | | | — | | | | | | — | | | | | | 12,197 | | |
Total Assets | | | | $ | 2,466,224 | | | | | $ | 71,057,358 | | | | | $ | — | | | | | $ | 73,523,582 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (584) | | | | | $ | — | | | | | $ | (584) | | |
Total Liabilities | | | | $ | — | | | | | $ | (584) | | | | | $ | — | | | | | $ | (584) | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2017 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 512,203 | | | HKD 4,000,000 | | | JPMorgan Chase Bank N.A. | | | | | 03/22/18 | | | | | $ | (577) | | |
HKD 6,500,000 | | | USD 833,274 | | | Morgan Stanley | | | | | 03/22/18 | | | | | | (7) | | |
| | | | | | | | | | | | | | | | $ | (584) | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Hang Seng Index | | | | | 2 | | | | | | 01/30/18 | | | | | $ | 383,317 | | | | | $ | 12,197 | | |
| | | | | | | | | | | | | | | | $ | 383,317 | | | | | $ | 12,197 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 12,197 | | |
Total Asset Derivatives | | | | | | | $ | 12,197 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 584 | | |
Total Liability Derivatives | | | | | | | $ | 584 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (17,022) | | | | | $ | — | | | | | $ | (17,022) | | |
Equity contracts | | | | | — | | | | | | 605,296 | | | | | | 605,296 | | |
Total | | | | $ | (17,022) | | | | | $ | 605,296 | | | | | $ | 588,274 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (1,620) | | | | | $ | — | | | | | $ | (1,620) | | |
Equity contracts | | | | | — | | | | | | 6,823 | | | | | | 6,823 | | |
Total | | | | $ | (1,620) | | | | | $ | 6,823 | | | | | $ | 5,203 | | |
|
Voya Hang Seng Index Portfolio | as of December 31, 2017 (continued) |
| | | JPMorgan Chase Bank N.A. | | | Morgan Stanley | | | Totals | | |||||||||
Liabilities: | | | | | |||||||||||||||
Forward foreign currency contracts | | | | $ | 577 | | | | | $ | 7 | | | | | $ | 584 | | |
Total Liabilities | | | | $ | 577 | | | | | $ | 7 | | | | | $ | 584 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (577) | | | | | $ | (7) | | | | | | (584) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (577) | | | | | $ | (7) | | | | | $ | (584) | | |
|
| Cost for federal income tax purposes was $46,450,311. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 29,211,169 | | |
| Gross Unrealized Depreciation | | | | | (2,005,784) | | |
| Net Unrealized Appreciation | | | | $ | 27,205,385 | | |
|
Voya International Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.4% | | ||||||||||||||||||
| | | | | | | Australia: 6.7% | | ||||||||||||
| | | 323,198 | | | | Australia & New Zealand Banking Group Ltd. | | | | $ | 7,210,241 | | | | | | 0.4 | | |
| | | 352,156 | | | | BHP Billiton Ltd. | | | | | 8,089,344 | | | | | | 0.5 | | |
| | | 190,272 | | | | Commonwealth Bank of Australia | | | | | 11,874,590 | | | | | | 0.7 | | |
| | | 295,730 | | | | National Australia Bank Ltd. | | | | | 6,791,493 | | | | | | 0.4 | | |
| | | 46,698 | | | | Rio Tinto Ltd. | | | | | 2,745,611 | | | | | | 0.2 | | |
| | | 371,774 | | | | Westpac Banking Corp. | | | | | 9,042,859 | | | | | | 0.5 | | |
| | | 9,839,301 | (1)(2)(3) | | Other Securities | | | | | 67,160,417 | | | | | | 4.0 | | | |
| | | | | | | | | | | | 112,914,555 | | | | | | 6.7 | | |
| | | | | | | Austria: 0.3% | | ||||||||||||
| | | 84,404 (2) | | | | Other Securities | | | | | 4,183,798 | | | | | | 0.3 | | |
| | | | | | | Belgium: 1.1% | | ||||||||||||
| | | 83,962 | | | | Anheuser-Busch InBev SA/NV | | | | | 9,373,610 | | | | | | 0.6 | | |
| | | 131,950 | (1)(2) | | Other Securities | | | | | 8,986,770 | | | | | | 0.5 | | | |
| | | | | | | | | | | | 18,360,380 | | | | | | 1.1 | | |
| | | | | | | China: 0.2% | | ||||||||||||
| | | 490,417 | | | | Other Securities | | | | | 2,557,154 | | | | | | 0.2 | | |
| | | | | | | Denmark: 1.8% | | ||||||||||||
| | | 204,544 | | | | Novo Nordisk A/S | | | | | 10,991,272 | | | | | | 0.6 | | |
| | | 20,865 (4) | | | | Orsted A/S | | | | | 1,138,971 | | | | | | 0.1 | | |
| | | 346,556 (2) | | | | Other Securities | | | | | 17,917,739 | | | | | | 1.1 | | |
| | | | | | | | | | | | 30,047,982 | | | | | | 1.8 | | |
| | | | | | | Finland: 0.9% | | ||||||||||||
| | | 978,662 | | | | Other Securities | | | | | 15,375,168 | | | | | | 0.9 | | |
| | | | | | | France: 9.8% | | ||||||||||||
| | | 5,686 | (4)(5) | | Amundi SA | | | | | 481,574 | | | | | | 0.0 | | | |
| | | 215,031 | | | | AXA S.A. | | | | | 6,372,047 | | | | | | 0.4 | | |
| | | 124,281 | | | | BNP Paribas | | | | | 9,245,065 | | | | | | 0.6 | | |
| | | 28,229 | | | | L’Oreal S.A. | | | | | 6,254,988 | | | | | | 0.4 | | |
| | | 30,903 | | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 9,070,170 | | | | | | 0.5 | | |
| | | 125,378 | | | | Sanofi | | | | | 10,794,009 | | | | | | 0.7 | ��� | |
| | | 255,221 | | | | Total S.A. | | | | | 14,088,142 | | | | | | 0.8 | | |
| | | 2,208,547 (2) | | | | Other Securities | | | | | 108,330,907 | | | | | | 6.4 | | |
| | | | | | | | | | | | 164,636,902 | | | | | | 9.8 | | |
| | | | | | | Germany: 9.1% | | ||||||||||||
| | | 49,720 | | | | Allianz SE | | | | | 11,378,283 | | | | | | 0.7 | | |
| | | 101,424 | | | | BASF SE | | | | | 11,119,229 | | | | | | 0.7 | | |
| | | 91,089 | | | | Bayer AG | | | | | 11,318,980 | | | | | | 0.7 | | |
| | | 12,833 (4) | | | | Covestro AG | | | | | 1,321,366 | | | | | | 0.1 | | |
| | | 106,419 | | | | Daimler AG | | | | | 8,998,816 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Germany (continued) | | ||||||||||||
| | | 363,642 | | | | Deutsche Telekom AG | | | | $ | 6,427,877 | | | | | | 0.4 | | |
| | | 15,504 (4) | | | | Innogy SE | | | | | 606,774 | | | | | | 0.0 | | |
| | | 108,646 | | | | SAP SE | | | | | 12,154,775 | | | | | | 0.7 | | |
| | | 84,239 | | | | Siemens AG | | | | | 11,663,504 | | | | | | 0.7 | | |
| | | 11,226 | (4)(5) | | Zalando SE | | | | | 591,921 | | | | | | 0.0 | | | |
| | | 1,676,839 | (1)(2) | | Other Securities | | | | | 76,826,434 | | | | | | 4.6 | | | |
| | | | | | | | | | | | 152,407,959 | | | | | | 9.1 | | |
| | | | | | | Hong Kong: 3.2% | | ||||||||||||
| | | 1,326,499 | | | | AIA Group Ltd. | | | | | 11,282,733 | | | | | | 0.7 | | |
| | | 294,000 (4) | | | | HK Electric Investments & HK Electric Investments Ltd. | | | | | 269,057 | | | | | | 0.0 | | |
| | | 913,000 (4) | | | | WH Group Ltd. | | | | | 1,030,694 | | | | | | 0.0 | | |
| | | 8,160,381 | (1)(2) | | Other Securities | | | | | 41,491,799 | | | | | | 2.5 | | | |
| | | | | | | | | | | | 54,074,283 | | | | | | 3.2 | | |
| | | | | | | Ireland: 0.5% | | ||||||||||||
| | | 308,005 | (1)(2) | | Other Securities | | | | | 7,760,962 | | | | | | 0.5 | | | |
| | | | | | | Israel: 0.5% | | ||||||||||||
| | | 735,819 | (1)(2) | | Other Securities | | | | | 7,676,621 | | | | | | 0.5 | | | |
| | | | | | | Italy: 2.0% | | ||||||||||||
| | | 57,041 (4) | | | | Poste Italiane SpA | | | | | 429,464 | | | | | | 0.0 | | |
| | | 5,841,371 (2) | | | | Other Securities | | | | | 32,954,844 | | | | | | 2.0 | | |
| | | | | | | | | | | | 33,384,308 | | | | | | 2.0 | | |
| | | | | | | Japan: 23.5% | | ||||||||||||
| | | 183,842 | | | | Honda Motor Co., Ltd. | | | | | 6,274,068 | | | | | | 0.4 | | |
| | | 165,993 | | | | Mitsubishi Corp. | | | | | 4,577,054 | | | | | | 0.3 | | |
| | | 212,561 | | | | Mitsubishi Electric Corp. | | | | | 3,522,685 | | | | | | 0.2 | | |
| | | 137,927 | | | | Mitsubishi Estate Co., Ltd. | | | | | 2,394,832 | | | | | | 0.1 | | |
| | | 34,619 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,290,738 | | | | | | 0.1 | | |
| | | 73,415 | | | | Mitsubishi Motors Corp. | | | | | 528,154 | | | | | | 0.0 | | |
| | | 1,310,106 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 9,534,906 | | | | | | 0.5 | | |
| | | 54,376 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 322,737 | | | | | | 0.0 | | |
| | | 90,846 | | | | SoftBank Group Corp. | | | | | 7,192,330 | | | | | | 0.4 | | |
| | | 147,551 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 6,360,114 | | | | | | 0.4 | | |
| | | 36,885 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,459,392 | | | | | | 0.1 | | |
| | | 286,658 | | | | Toyota Motor Corp. | | | | | 18,268,715 | | | | | | 1.1 | | |
| | | 16,953,571 | (1)(2) | | Other Securities | | | | | 334,588,756 | | | | | | 19.9 | | | |
| | | | | | | | | | | | 396,314,481 | | | | | | 23.5 | | |
Voya International Index Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Luxembourg: 0.1% | | ||||||||||||
| | | 97,421 (2) | | | | Other Securities | | | | $ | 1,807,313 | | | | | | 0.1 | | |
| | | | | | | Macau: 0.1% | | ||||||||||||
| | | 763,314 (1) | | | | Other Securities | | | | | 2,456,275 | | | | | | 0.1 | | |
| | | | | | | Mexico: 0.0% | | ||||||||||||
| | | 24,630 | | | | Other Securities | | | | | 473,239 | | | | | | 0.0 | | |
| | | | | | | Netherlands: 5.9% | | ||||||||||||
| | | 42,307 (4) | | | | ABN AMRO Group NV | | | | | 1,364,011 | | | | | | 0.1 | | |
| | | 64,511 | | | | Airbus SE | | | | | 6,411,527 | | | | | | 0.4 | | |
| | | 42,192 | | | | ASML Holding NV | | | | | 7,335,415 | | | | | | 0.4 | | |
| | | 430,821 | | | | ING Groep NV | | | | | 7,908,445 | | | | | | 0.5 | | |
| | | 19,791 | | | | Koninklijke DSM NV | | | | | 1,890,508 | | | | | | 0.1 | | |
| | | 380,894 | | | | Koninklijke KPN NV | | | | | 1,329,804 | | | | | | 0.1 | | |
| | | 104,785 | | | | Koninklijke Philips NV | | | | | 3,956,532 | | | | | | 0.2 | | |
| | | 486,391 | | | | Royal Dutch Shell PLC - Class A | | | | | 16,237,251 | | | | | | 1.0 | | |
| | | 417,916 | | | | Royal Dutch Shell PLC - Class B | | | | | 14,072,888 | | | | | | 0.8 | | |
| | | 179,823 | | | | Unilever NV | | | | | 10,124,544 | | | | | | 0.6 | | |
| | | 835,727 | (1)(2) | | Other Securities | | | | | 27,997,026 | | | | | | 1.7 | | | |
| | | | | | | | | | | | 98,627,951 | | | | | | 5.9 | | |
| | | | | | | New Zealand: 0.2% | | ||||||||||||
| | | 686,869 | | | | Other Securities | | | | | 2,760,699 | | | | | | 0.2 | | |
| | | | | | | Norway: 0.6% | | ||||||||||||
| | | 643,896 | | | | Other Securities | | | | | 10,783,380 | | | | | | 0.6 | | |
| | | | | | | Portugal: 0.1% | | ||||||||||||
| | | 341,150 | | | | Other Securities | | | | | 2,449,788 | | | | | | 0.1 | | |
| | | | | | | Singapore: 1.3% | | ||||||||||||
| | | 7,005,054 | | | | Other Securities | | | | | 21,843,364 | | | | | | 1.3 | | |
| | | | | | | Spain: 3.1% | | ||||||||||||
| | | 7,463 (4) | | | | Aena SME SA | | | | | 1,510,353 | | | | | | 0.1 | | |
| | | 737,301 | | | | Banco Bilbao Vizcaya Argentaria S.A. | | | | | 6,265,723 | | | | | | 0.4 | | |
| | | 1,783,370 | | | | Banco Santander SA | | | | | 11,692,162 | | | | | | 0.7 | | |
| | | 3,079,193 (1) | | | | Other Securities | | | | | 32,976,379 | | | | | | 1.9 | | |
| | | | | | | | | | | | 52,444,617 | | | | | | 3.1 | | |
| | | | | | | Sweden: 2.6% | | ||||||||||||
| | | 2,582,135 | (1)(2) | | Other Securities | | | | | 44,438,839 | | | | | | 2.6 | | | |
| | | | | | | Switzerland: 8.5% | | ||||||||||||
| | | 1,347,604 | | | | Glencore PLC | | | | | 7,053,295 | | | | | | 0.4 | | |
| | | 342,520 | | | | Nestle S.A. | | | | | 29,448,590 | | | | | | 1.7 | | |
| | | 244,724 | | | | Novartis AG | | | | | 20,594,138 | | | | | | 1.2 | | |
| | | 77,157 | | | | Roche Holding AG | | | | | 19,509,562 | | | | | | 1.2 | | |
| | | 404,356 | | | | UBS Group AG | | | | | 7,429,135 | | | | | | 0.4 | | |
| | | 884,031 (2) | | | | Other Securities | | | | | 59,805,536 | | | | | | 3.6 | | |
| | | | | | | | | | | | 143,840,256 | | | | | | 8.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | United Arab Emirates: 0.0% | | ||||||||||||
| | | 40,210 | | | | Other Securities | | | | $ | 352,610 | | | | | | 0.0 | | |
| | | | | | | United Kingdom: 15.3% | | ||||||||||||
| | | 139,327 | | | | AstraZeneca PLC | | | | | 9,614,324 | | | | | | 0.6 | | |
| | | 109,171 (4) | | | | Auto Trader Group PLC | | | | | 520,016 | | | | | | 0.0 | | |
| | | 232,556 | | | | BHP Billiton PLC | | | | | 4,702,353 | | | | | | 0.3 | | |
| | | 2,157,989 | | | | BP PLC | | | | | 15,138,879 | | | | | | 0.9 | | |
| | | 251,966 | | | | British American Tobacco PLC | | | | | 17,032,560 | | | | | | 1.0 | | |
| | | 138,836 (4) | | | | ConvaTec Group PLC | | | | | 382,815 | | | | | | 0.0 | | |
| | | 277,373 | | | | Diageo PLC | | | | | 10,166,909 | | | | | | 0.6 | | |
| | | 539,336 | | | | GlaxoSmithKline PLC | | | | | 9,551,184 | | | | | | 0.6 | | |
| | | 2,200,607 | | | | HSBC Holdings PLC | | | | | 22,727,981 | | | | | | 1.3 | | |
| | | 7,804,975 | | | | Lloyds Banking Group Plc | | | | | 7,157,012 | | | | | | 0.4 | | |
| | | 75,321 (4) | | | | Merlin Entertainments PLC | | | | | 368,999 | | | | | | 0.0 | | |
| | | 284,428 | | | | Prudential PLC | | | | | 7,284,276 | | | | | | 0.4 | | |
| | | 71,295 | | | | Reckitt Benckiser Group PLC | | | | | 6,651,345 | | | | | | 0.4 | | |
| | | 135,553 | | | | Rio Tinto PLC | | | | | 7,110,769 | | | | | | 0.4 | | |
| | | 138,935 | | | | Unilever PLC | | | | | 7,706,170 | | | | | | 0.5 | | |
| | | 2,938,265 | | | | Vodafone Group PLC | | | | | 9,287,823 | | | | | | 0.6 | | |
| | | 209,282 (4) | | | | Worldpay Group PLC | | | | | 1,200,981 | | | | | | 0.1 | | |
| | | 14,155,665 | (1)(2) | | Other Securities | | | | | 120,618,548 | | | | | | 7.2 | | | |
| | | | | | | | | | | | 257,222,944 | | | | | | 15.3 | | |
| | | | | | | Total Common Stock (Cost $1,336,985,288) | | | | | 1,639,195,828 | | | | | | 97.4 | | |
| PREFERRED STOCK:0.6% | | ||||||||||||||||||
| | | | | | | Germany: 0.6% | | ||||||||||||
| | | 89,349 | | | | Other Securities | | | | | 9,368,754 | | | | | | 0.6 | | |
| | | | | | | United Kingdom: 0.0% | | ||||||||||||
| | | 8,513,358 (2) | | | | Other Securities | | | | | 11,494 | | | | | | 0.0 | | |
| | | | | | | Total Preferred Stock (Cost $8,025,409) | | | | | 9,380,248 | | | | | | 0.6 | | |
| RIGHTS:0.0% | | ||||||||||||||||||
| | | | | | | Spain: 0.0% | | ||||||||||||
| | | 134,471 (2) | | | | Other Securities | | | | | 61,150 | | | | | | 0.0 | | |
| | | | | | | Total Rights (Cost $61,472) | | | | | 61,150 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $1,345,072,169) | | | | | 1,648,637,226 | | | | | | 98.0 | | |
|
Voya International Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 2.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6): 0.8% | | ||||||||||||
| | | 689,184 | | | | Bank of Montreal, Repurchase Agreement dated 12/29/17, 1.35%, due 01/02/18 (Repurchase Amount $689,286, collateralized by various U.S. Government Securities, 0.125%-5.250%, Market Value plus accrued interest $702,968, due 04/30/18-02/15/45) | | | | $ | 689,184 | | | | | | 0.0 | | |
| | | 3,275,940 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,276,446, collateralized by various U.S. Government U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,341,459, due 01/31/18-06/20/63) | | | | | 3,275,940 | | | | | | 0.2 | | |
| | | 3,275,940 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,276,453, collateralized by various U.S. Government U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,341,459, due 01/11/18-12/01/51) | | | | | 3,275,940 | | | | | | 0.2 | | |
| | | 3,275,940 | | | | HSBC Securities USA, Repurchase Agreement dated 12/29/17, 1.38%, due 01/02/18 (Repurchase Amount $3,276,435, collateralized by various U.S. Government Securities, 0.000%-0.375%, Market Value plus accrued interest $3,341,487, due 05/15/18-08/15/46) | | | | | 3,275,940 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6) (continued) | | ||||||||||||
| | | 3,275,940 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,276,525, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,366,911, due 01/15/19-02/15/46) | | | | $ | 3,275,940 | | | | | | 0.2 | | |
| | | | | | | | | | | | 13,792,944 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.9% | | ||||||||||||
| | | 32,419,000 (7) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $32,419,000) | | | | | 32,419,000 | | | | | | 1.9 | | |
| | | | | | | Total Short-Term Investments (Cost $46,211,944) | | | | | 46,211,944 | | | | | | 2.7 | | |
| | | | | | | Total Investments in Securities (Cost $1,391,284,113) | | | | $ | 1,694,849,170 | | | | | | 100.7 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (11,234,422) | | | | | | (0.7) | | |
| | | | | | | Net Assets | | | | $ | 1,683,614,748 | | | | | | 100.0 | | |
|
Voya International Index Portfolio | as of December 31, 2017 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 20.2% | | |
Industrials | | | | | 14.4 | | |
Consumer Discretionary | | | | | 12.1 | | |
Consumer Staples | | | | | 10.8 | | |
Health Care | | | | | 10.0 | | |
Materials | | | | | 7.9 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 6.4 | | |
Energy | | | | | 5.2 | | |
Real Estate | | | | | 3.9 | | |
Telecommunication Services | | | | | 3.8 | | |
Utilities | | | | | 3.3 | | |
Short-Term Investments | | | | | 2.7 | | |
Liabilities in Excess of Other Assets | | | | | (0.7) | | |
Net Assets | | | | | 100.0% | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Australia | | | | $ | 664,063 | | | | | $ | 112,250,492 | | | | | $ | — | | | | | $ | 112,914,555 | | |
Austria | | | | | 1,554,051 | | | | | | 2,629,747 | | | | | | — | | | | | | 4,183,798 | | |
Belgium | | | | | 541,034 | | | | | | 17,819,346 | | | | | | — | | | | | | 18,360,380 | | |
China | | | | | — | | | | | | 2,557,154 | | | | | | — | | | | | | 2,557,154 | | |
Denmark | | | | | 3,759,708 | | | | | | 26,288,274 | | | | | | — | | | | | | 30,047,982 | | |
Finland | | | | | 1,580,621 | | | | | | 13,794,547 | | | | | | — | | | | | | 15,375,168 | | |
France | | | | | 4,317,311 | | | | | | 160,319,591 | | | | | | — | | | | | | 164,636,902 | | |
Germany | | | | | 5,907,414 | | | | | | 146,500,545 | | | | | | — | | | | | | 152,407,959 | | |
Hong Kong | | | | | 7,124,841 | | | | | | 46,949,442 | | | | | | — | | | | | | 54,074,283 | | |
Ireland | | | | | 3,562,030 | | | | | | 4,198,932 | | | | | | — | | | | | | 7,760,962 | | |
Israel | | | | | 3,792,354 | | | | | | 3,884,267 | | | | | | — | | | | | | 7,676,621 | | |
Italy | | | | | 1,587,188 | | | | | | 31,797,120 | | | | | | — | | | | | | 33,384,308 | | |
Japan | | | | | 5,421,376 | | | | | | 390,893,105 | | | | | | — | | | | | | 396,314,481 | | |
Luxembourg | | | | | 631,923 | | | | | | 1,175,390 | | | | | | — | | | | | | 1,807,313 | | |
Macau | | | | | — | | | | | | 2,456,275 | | | | | | — | | | | | | 2,456,275 | | |
Mexico | | | | | — | | | | | | 473,239 | | | | | | — | | | | | | 473,239 | | |
Netherlands | | | | | 6,001,345 | | | | | | 92,626,606 | | | | | | — | | | | | | 98,627,951 | | |
New Zealand | | | | | 957,506 | | | | | | 1,803,193 | | | | | | — | | | | | | 2,760,699 | | |
Norway | | | | | — | | | | | | 10,783,380 | | | | | | — | | | | | | 10,783,380 | | |
Portugal | | | | | 1,436,405 | | | | | | 1,013,383 | | | | | | — | | | | | | 2,449,788 | | |
Singapore | | | | | 1,029,995 | | | | | | 20,813,369 | | | | | | — | | | | | | 21,843,364 | | |
Spain | | | | | — | | | | | | 52,444,617 | | | | | | — | | | | | | 52,444,617 | | |
Sweden | | | | | 492,604 | | | | | | 43,946,235 | | | | | | — | | | | | | 44,438,839 | | |
Switzerland | | | | | 3,032,671 | | | | | | 140,807,585 | | | | | | — | | | | | | 143,840,256 | | |
United Arab Emirates | | | | | 352,610 | | | | | | — | | | | | | — | | | | | | 352,610 | | |
United Kingdom | | | | | 21,473,334 | | | | | | 235,749,610 | | | | | | — | | | | | | 257,222,944 | | |
Total Common Stock | | | | | 75,220,384 | | | | | | 1,563,975,444 | | | | | | — | | | | | | 1,639,195,828 | | |
Preferred Stock | | | | | — | | | | | | 9,380,248 | | | | | | — | | | | | | 9,380,248 | | |
Rights | | | | | 61,150 | | | | | | — | | | | | | — | | | | | | 61,150 | | |
Short-Term Investments | | | | | 32,419,000 | | | | | | 13,792,944 | | | | | | — | | | | | | 46,211,944 | | |
Total Investments, at fair value | | | | $ | 107,700,534 | | | | | $ | 1,587,148,636 | | | | | $ | — | | | | | $ | 1,694,849,170 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 410,387 | | | | | | — | | | | | | — | | | | | | 410,387 | | |
Total Assets | | | | $ | 108,110,921 | | | | | $ | 1,587,148,636 | | | | | $ | — | | | | | $ | 1,695,259,557 | | |
|
Voya International Index Portfolio | as of December 31, 2017 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Mini MSCI EAFE Index | | | | | 325 | | | | | | 03/16/18 | | | | | $ | 33,239,375 | | | | | $ | 410,387 | | |
| | | | | | | | | | | | | | | | $ | 33,239,375 | | | | | $ | 410,387 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 410,387 | | |
Total Asset Derivatives | | | | | | | $ | 410,387 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 8,533,402 | | |
Total | | | | $ | 8,533,402 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 450,878 | | |
Total | | | | $ | 450,878 | | |
|
| Cost for federal income tax purposes was $1,414,069,958. | | |||||||||
| Net unrealized appreciation consisted of: | | |||||||||
| Gross Unrealized Appreciation | | | | $ | 368,851,535 | | | | ||
| Gross Unrealized Depreciation | | | | | (87,386,989) | | | | ||
| Net Unrealized Appreciation | | | | $ | 281,464,546 | | | | ||
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.8% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 19.3% | | ||||||||||||
| | | 46,400 | | | | Bridgestone Corp. | | | | $ | 2,147,496 | | | | | | 0.7 | | |
| | | 29,000 | | | | Denso Corp. | | | | | 1,737,355 | | | | | | 0.6 | | |
| | | 118,000 | | | | Honda Motor Co., Ltd. | | | | | 4,027,045 | | | | | | 1.3 | | |
| | | 47,700 | | | | Mitsubishi Motors Corp. | | | | | 343,158 | | | | | | 0.1 | | |
| | | 152,700 | | | | Nissan Motor Co., Ltd. | | | | | 1,520,295 | | | | | | 0.5 | | |
| | | 150,350 | | | | Panasonic Corp. | | | | | 2,194,196 | | | | | | 0.7 | | |
| | | 87,512 | | | | Sony Corp. | | | | | 3,927,789 | | | | | | 1.3 | | |
| | | 25,900 | | | | Suzuki Motor Corp. | | | | | 1,499,187 | | | | | | 0.5 | | |
| | | 158,982 | | | | Toyota Motor Corp. | | | | | 10,131,923 | | | | | | 3.3 | | |
| | | 2,241,579 | (1)(2)(3) | | Other Securities | | | | | 31,066,018 | | | | | | 10.3 | | | |
| | | | | | | | | | | | 58,594,462 | | | | | | 19.3 | | |
| | | | | | | Consumer Staples: 8.6% | | ||||||||||||
| | | 27,400 | | | | Asahi Group Holdings, Ltd. | | | | | 1,359,577 | | | | | | 0.5 | | |
| | | 81,500 | | | | Japan Tobacco, Inc. | | | | | 2,624,554 | | | | | | 0.9 | | |
| | | 32,200 | | | | Kao Corp. | | | | | 2,175,741 | | | | | | 0.7 | | |
| | | 63,300 | | | | Kirin Holdings Co., Ltd. | | | | | 1,595,250 | | | | | | 0.5 | | |
| | | 54,143 | | | | Seven & I Holdings Co., Ltd. | | | | | 2,242,950 | | | | | | 0.7 | | |
| | | 533,666 | (1)(2) | | Other Securities | | | | | 15,924,238 | | | | | | 5.3 | | | |
| | | | | | | | | | | | 25,922,310 | | | | | | 8.6 | | |
| | | | | | | Energy: 1.1% | | ||||||||||||
| | | 344,860 | (1)(2) | | Other Securities | | | | | 3,304,240 | | | | | | 1.1 | | | |
| | | | | | | Financials: 12.1% | | ||||||||||||
| | | 72,700 | | | | Dai-ichi Life Holdings, Inc. | | | | | 1,494,141 | | | | | | 0.5 | | |
| | | 911,800 | | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 6,636,049 | | | | | | 2.2 | | |
| | | 32,400 | | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 192,303 | | | | | | 0.1 | | |
| | | 1,758,900 | | | | Mizuho Financial Group, Inc. | | | | | 3,180,249 | | | | | | 1.0 | | |
| | | 231,100 | | | | Nomura Holdings, Inc. | | | | | 1,354,652 | | | | | | 0.4 | | |
| | | 85,500 | | | | ORIX Corp. | | | | | 1,441,605 | | | | | | 0.5 | | |
| | | 97,852 | | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 4,217,863 | | | | | | 1.4 | | |
| | | 24,844 | | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 982,978 | | | | | | 0.3 | | |
| | | 48,700 | | | | Tokio Marine Holdings, Inc. | | | | | 2,215,025 | | | | | | 0.7 | | |
| | | 1,496,028 | (1)(2) | | Other Securities | | | | | 15,100,736 | | | | | | 5.0 | | | |
| | | | | | | | | | | | 36,815,601 | | | | | | 12.1 | | |
| | | | | | | Health Care: 6.5% | | ||||||||||||
| | | 134,600 | | | | Astellas Pharma, Inc. | | | | | 1,709,861 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 26,900 | | | | Otsuka Holdings Co. Ltd. | | | | $ | 1,179,759 | | | | | | 0.4 | | |
| | | 48,400 | | | | Takeda Pharmaceutical Co., Ltd. | | | | | 2,740,296 | | | | | | 0.9 | | |
| | | 439,640 | (1)(2) | | Other Securities | | | | | 14,164,835 | | | | | | 4.7 | | | |
| | | | | | | | | | | | 19,794,751 | | | | | | 6.5 | | |
| | | | | | | Industrials: 22.5% | | ||||||||||||
| | | 11,800 | | | | Central Japan Railway Co. | | | | | 2,111,735 | | | | | | 0.7 | | |
| | | 17,900 | | | | Daikin Industries Ltd. | | | | | 2,115,117 | | | | | | 0.7 | | |
| | | 23,500 | | | | East Japan Railway Co. | | | | | 2,291,679 | | | | | | 0.8 | | |
| | | 12,500 | | | | Fanuc Ltd. | | | | | 2,998,705 | | | | | | 1.0 | | |
| | | 94,500 | | | | Itochu Corp. | | | | | 1,761,624 | | | | | | 0.6 | | |
| | | 63,600 | | | | Komatsu Ltd. | | | | | 2,298,486 | | | | | | 0.8 | | |
| | | 70,300 | | | | Kubota Corp. | | | | | 1,375,029 | | | | | | 0.4 | | |
| | | 90,700 | | | | Mitsubishi Corp. | | | | | 2,500,941 | | | | | | 0.8 | | |
| | | 131,500 | | | | Mitsubishi Electric Corp. | | | | | 2,179,295 | | | | | | 0.7 | | |
| | | 20,900 | | | | Mitsubishi Heavy Industries Ltd. | | | | | 779,237 | | | | | | 0.3 | | |
| | | 4,500 | | | | Mitsubishi Logistics Corp. | | | | | 116,663 | | | | | | 0.0 | | |
| | | 109,000 | | | | Mitsui & Co., Ltd. | | | | | 1,768,354 | | | | | | 0.6 | | |
| | | 15,814 | | | | Nidec Corp. | | | | | 2,214,230 | | | | | | 0.7 | | |
| | | 3,100 | | | | Nomura Co., Ltd. | | | | | 70,629 | | | | | | 0.0 | | |
| | | 97,000 | | | | Recruit Holdings Co. Ltd. | | | | | 2,408,506 | | | | | | 0.8 | | |
| | | 4,100 | | | | SMC Corp. | | | | | 1,682,576 | | | | | | 0.6 | | |
| | | 80,700 | | | | Sumitomo Corp. | | | | | 1,368,814 | | | | | | 0.4 | | |
| | | 2,097,643 | (1)(2) | | Other Securities | | | | | 38,287,223 | | | | | | 12.6 | | | |
| | | | | | | | | | | | 68,328,843 | | | | | | 22.5 | | |
| | | | | | | Information Technology: 12.1% | | ||||||||||||
| | | 70,766 | | | | Canon, Inc. | | | | | 2,636,606 | | | | | | 0.9 | | |
| | | 316,146 | | | | Hitachi Ltd. | | | | | 2,452,724 | | | | | | 0.8 | | |
| | | 6,400 | | | | Keyence Corp. | | | | | 3,575,241 | | | | | | 1.2 | | |
| | | 21,400 | | | | Kyocera Corp. | | | | | 1,397,142 | | | | | | 0.4 | | |
| | | 13,755 | | | | Murata Manufacturing Co., Ltd. | | | | | 1,841,631 | | | | | | 0.6 | | |
| | | 8,100 | | | | Nintendo Co., Ltd. | | | | | 2,916,783 | | | | | | 1.0 | | |
| | | 8,332 | | | | Nomura Research Institute Ltd. | | | | | 386,741 | | | | | | 0.1 | | |
| | | 3,900 | | | | Otsuka Corp. | | | | | 298,683 | | | | | | 0.1 | | |
| | | 8,800 | | | | Tokyo Electron Ltd. | | | | | 1,587,427 | | | | | | 0.5 | | |
| | | 1,075,691 | (1)(2) | | Other Securities | | | | | 19,668,345 | | | | | | 6.5 | | | |
| | | | | | | | | | | | 36,761,323 | | | | | | 12.1 | | |
Voya Japan TOPIX Index® Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Materials: 7.4% | | ||||||||||||
| | | 57,565 | | | | Nippon Steel & Sumitomo Metal Corp. | | | | $ | 1,470,748 | | | | | | 0.5 | | |
| | | 23,000 | | | | Shin-Etsu Chemical Co., Ltd. | | | | | 2,330,429 | | | | | | 0.8 | | |
| | | 1,187,908 | (1)(2) | | Other Securities | | | | | 18,647,406 | | | | | | 6.1 | | | |
| | | | | | | | | | | | 22,448,583 | | | | | | 7.4 | | |
| | | | | | | Real Estate: 3.0% | | ||||||||||||
| | | 43,360 | | | | Daiwa House Industry Co., Ltd. | | | | | 1,662,743 | | | | | | 0.5 | | |
| | | 96,100 | | | | Mitsubishi Estate Co., Ltd. | | | | | 1,668,588 | | | | | | 0.6 | | |
| | | 64,200 | | | | Mitsui Fudosan Co., Ltd. | | | | | 1,435,864 | | | | | | 0.5 | | |
| | | 8,700 | | | | Nomura Real Estate Holdings, Inc. | | | | | 194,379 | | | | | | 0.1 | | |
| | | 216,986 (1) | | | | Other Securities | | | | | 4,069,293 | | | | | | 1.3 | | |
| | | | | | | | | | | | 9,030,867 | | | | | | 3.0 | | |
| | | | | | | Telecommunication Services: 4.7% | | ||||||||||||
| | | 116,000 | | | | KDDI Corp. | | | | | 2,881,386 | | | | | | 1.0 | | |
| | | 92,200 | | | | Nippon Telegraph & Telephone Corp. | | | | | 4,334,701 | | | | | | 1.4 | | |
| | | 95,100 | | | | NTT DoCoMo, Inc. | | | | | 2,248,545 | | | | | | 0.8 | | |
| | | 58,250 | | | | SoftBank Group Corp. | | | | | 4,611,686 | | | | | | 1.5 | | |
| | | 17,400 | (1)(2) | | Other Securities | | | | | 16,336 | | | | | | 0.0 | | | |
| | | | | | | | | | | | 14,092,654 | | | | | | 4.7 | | |
| | | | | | | Utilities: 1.5% | | ||||||||||||
| | | 395,557 | (1)(2) | | Other Securities | | | | | 4,550,298 | | | | | | 1.5 | | | |
| | | | | | | Total Common Stock (Cost $204,800,452) | | | | | 299,643,932 | | | | | | 98.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS:0.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 0.8% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,000,155, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,020,000, due 01/31/18-06/20/63) | | | | | 1,000,000 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 362,525 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $362,582, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $369,776, due 01/11/18-12/01/51) | | | | $ | 362,525 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,000,179, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,027,770, due 01/15/19-02/15/46) | | | | | 1,000,000 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,362,525 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $2,362,525) | | | | | 2,362,525 | | | | | | 0.8 | | |
| | | | | | | Total Investments in Securities (Cost $207,162,977) | | | | $ | 302,006,457 | | | | | | 99.6 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 1,151,618 | | | | | | 0.4 | | |
| | | | | | | Net Assets | | | | $ | 303,158,075 | | | | | | 100.0 | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | ||||||||||||||||||||
Consumer Discretionary | | | | $ | 223,094 | | | | | $ | 58,371,368 | | | | | $ | — | | | | | $ | 58,594,462 | | |
Consumer Staples | | | | | 230,107 | | | | | | 25,692,203 | | | | | | — | | | | | | 25,922,310 | | |
Energy | | | | | — | | | | | | 3,304,240 | | | | | | — | | | | | | 3,304,240 | | |
Financials | | | | | — | | | | | | 36,815,601 | | | | | | — | | | | | | 36,815,601 | | |
Health Care | | | | | — | | | | | | 19,794,751 | | | | | | — | | | | | | 19,794,751 | | |
Industrials | | | | | 120,429 | | | | | | 68,208,414 | | | | | | — | | | | | | 68,328,843 | | |
Information Technology | | | | | 61,428 | | | | | | 36,699,895 | | | | | | — | | | | | | 36,761,323 | | |
Materials | | | | | 22,436 | | | | | | 22,426,147 | | | | | | — | | | | | | 22,448,583 | | |
Real Estate | | | | | 118,323 | | | | | | 8,912,544 | | | | | | — | | | | | | 9,030,867 | | |
Telecommunication Services | | | | | — | | | | | | 14,092,654 | | | | | | — | | | | | | 14,092,654 | | |
Utilities | | | | | 5,325 | | | | | | 4,544,973 | | | | | | — | | | | | | 4,550,298 | | |
Total Common Stock | | | | | 781,142 | | | | | | 298,862,790 | | | | | | — | | | | | | 299,643,932 | | |
Short-Term Investments | | | | | — | | | | | | 2,362,525 | | | | | | — | | | | | | 2,362,525 | | |
Total Investments, at fair value | | | | $ | 781,142 | | | | | $ | 301,225,315 | | | | | $ | — | | | | | $ | 302,006,457 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 15,128 | | | | | | — | | | | | | 15,128 | | |
Total Assets | | | | $ | 781,142 | | | | | $ | 301,240,443 | | | | | $ | — | | | | | $ | 302,021,585 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (11,574) | | | | | $ | — | | | | | $ | (11,574) | | |
Futures | | | | | (21,502) | | | | | | — | | | | | | — | | | | | | (21,502) | | |
Total Liabilities | | | | $ | (21,502) | | | | | $ | (11,574) | | | | | $ | — | | | | | $ | (33,076) | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||||||||
JPY 260,000,000 | | | | | USD2,321,590 | | | | Citibank N.A. | | | | | 03/22/18 | | | | | $ | (4,634) | | |
USD 310,261 | | | | | JPY35,000,000 | | | | Goldman Sachs & Co. | | | | | 03/22/18 | | | | | | (1,637) | | |
USD 727,791 | | | | | JPY82,000,000 | | | | Goldman Sachs & Co. | | | | | 03/22/18 | | | | | | (2,942) | | |
JPY 390,000,000 | | | | | USD3,460,305 | | | | Morgan Stanley | | | | | 03/22/18 | | | | | | 15,128 | | |
USD 1,423,457 | | | | | JPY160,000,000 | | | | The Bank of New York Mellon | | | | | 03/22/18 | | | | | | (2,361) | | |
| | | | | | | | | | | | | | | | | | | $ | 3,554 | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2017 (continued) |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Tokyo Price Index (TOPIX) | | | | | 26 | | | | | | 03/08/18 | | | | | $ | 4,192,767 | | | | | $ | (21,502) | | |
| | | | | | | | | | | | | | | | $ | 4,192,767 | | | | | $ | (21,502) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 15,128 | | |
Total Asset Derivatives | | | | | | | $ | 15,128 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 11,574 | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | | 21,502 | | |
Total Liability Derivatives | | | | | | | $ | 33,076 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 124,662 | | | | | $ | — | | | | | $ | 124,662 | | |
Equity contracts | | | | | — | | | | | | 887,463 | | | | | | 887,463 | | |
Total | | | | $ | 124,662 | | | | | $ | 887,463 | | | | | $ | 1,012,125 | | |
|
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 17,665 | | | | | $ | — | | | | | $ | 17,665 | | |
Equity contracts | | | | | — | | | | | | (50,851) | | | | | | (50,851) | | |
Total | | | | $ | 17,665 | | | | | $ | (50,851) | | | | | $ | (33,186) | | |
|
Voya Japan TOPIX Index® Portfolio | as of December 31, 2017 (continued) |
| | | Citibank N.A. | | | Goldman Sachs & Co. | | | Morgan Stanley | | | The Bank of New York Mellon | | | Totals | | |||||||||||||||
Assets: | | | | | | | |||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | — | | | | | $ | — | | | | | $ | 15,128 | | | | | $ | — | | | | | $ | 15,128 | | |
Total Assets | | | | $ | — | | | | | $ | — | | | | | $ | 15,128 | | | | | $ | — | | | | | $ | 15,128 | | |
Liabilities: | | | | | | | |||||||||||||||||||||||||
Forward foreign currency contracts | | | | $ | 4,634 | | | | | $ | 4,579 | | | | | $ | — | | | | | $ | 2,361 | | | | | $ | 11,574 | | |
Total Liabilities | | | | $ | 4,634 | | | | | $ | 4,579 | | | | | $ | — | | | | | $ | 2,361 | | | | | $ | 11,574 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (4,634) | | | | | $ | (4,579) | | | | | $ | 15,128 | | | | | $ | (2,361) | | | | | $ | 3,554 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (4,634) | | | | | $ | (4,579) | | | | | $ | 15,128 | | | | | $ | (2,361) | | | | | $ | 3,554 | | |
|
| Cost for federal income tax purposes was $213,399,162. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 96,369,222 | | |
| Gross Unrealized Depreciation | | | | | (7,004,659) | | |
| Net Unrealized Appreciation | | | | $ | 89,364,563 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.6% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 18.2% | | ||||||||||||
| | | 28,520 (1) | | | | Amazon.com, Inc. | | | | $ | 33,353,284 | | | | | | 4.8 | | |
| | | 308,137 | | | | Comcast Corp. – Class A | | | | | 12,340,887 | | | | | | 1.8 | | |
| | | 84,647 | | | | Home Depot, Inc. | | | | | 16,043,146 | | | | | | 2.3 | | |
| | | 59,795 | | | | Lowe’s Cos, Inc. | | | | | 5,557,347 | | | | | | 0.8 | | |
| | | 57,286 | | | | McDonald’s Corp. | | | | | 9,860,066 | | | | | | 1.4 | | |
| | | 29,433 (1) | | | | Netflix, Inc. | | | | | 5,649,959 | | | | | | 0.8 | | |
| | | 93,463 | | | | Nike, Inc. | | | | | 5,846,111 | | | | | | 0.8 | | |
| | | 3,522 (1) | | | | The Priceline Group, Inc. | | | | | 6,120,320 | | | | | | 0.9 | | |
| | | 101,256 | | | | Starbucks Corp. | | | | | 5,815,132 | | | | | | 0.8 | | |
| | | 75,683 | | | | Walt Disney Co. | | | | | 8,136,679 | | | | | | 1.2 | | |
| | | 177,539 | (2)(3) | | Other Securities | | | | | 18,360,832 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 127,083,763 | | | | | | 18.2 | | |
| | | | | | | Consumer Staples: 7.6% | | ||||||||||||
| | | 137,016 | | | | Altria Group, Inc. | | | | | 9,784,313 | | | | | | 1.4 | | |
| | | 206,297 | | | | Coca-Cola Co. | | | | | 9,464,906 | | | | | | 1.4 | | |
| | | 31,318 | | | | Costco Wholesale Corp. | | | | | 5,828,906 | | | | | | 0.8 | | |
| | | 89,206 | | | | PepsiCo, Inc. | | | | | 10,697,584 | | | | | | 1.5 | | |
| | | 217,532 (3) | | | | Other Securities | | | | | 17,398,805 | | | | | | 2.5 | | |
| | | | | | | | | | | | 53,174,514 | | | | | | 7.6 | | |
| | | | | | | Energy: 0.3% | | ||||||||||||
| | | 45,866 | | | | Other Securities | | | | | 2,471,196 | | | | | | 0.3 | | |
| | | | | | | Financials: 2.1% | | ||||||||||||
| | | 179,342 | | | | Other Securities | | | | | 14,976,559 | | | | | | 2.1 | | |
| | | | | | | Health Care: 12.7% | | ||||||||||||
| | | 114,312 | | | | AbbVie, Inc. | | | | | 11,055,113 | | | | | | 1.6 | | |
| | | 18,659 | | | | Becton Dickinson & Co. | | | | | 3,994,146 | | | | | | 0.6 | | |
| | | 14,301 (1) | | | | Biogen, Inc. | | | | | 4,555,870 | | | | | | 0.7 | | |
| | | 55,596 (1) | | | | Celgene Corp. | | | | | 5,801,999 | | | | | | 0.8 | | |
| | | 70,094 | | | | Eli Lilly & Co. | | | | | 5,920,139 | | | | | | 0.8 | | |
| | | 66,741 | | | | Gilead Sciences, Inc. | | | | | 4,781,325 | | | | | | 0.7 | | |
| | | 29,618 | | | | Johnson & Johnson | | | | | 4,138,227 | | | | | | 0.6 | | |
| | | 24,383 | | | | Stryker Corp. | | | | | 3,775,464 | | | | | | 0.5 | | |
| | | 68,812 | | | | UnitedHealth Group, Inc. | | | | | 15,170,293 | | | | | | 2.2 | | |
| | | 287,756 (3) | | | | Other Securities | | | | | 29,087,771 | | | | | | 4.2 | | |
| | | | | | | | | | | | 88,280,347 | | | | | | 12.7 | | |
| | | | | | | Industrials: 11.3% | | ||||||||||||
| | | 41,619 | | | | 3M Co. | | | | | 9,795,864 | | | | | | 1.4 | | |
| | | 39,969 | | | | Boeing Co. | | | | | 11,787,258 | | | | | | 1.7 | | |
| | | 36,926 | | | | Caterpillar, Inc. | | | | | 5,818,799 | | | | | | 0.8 | | |
| | | 17,758 | | | | FedEx Corp. | | | | | 4,431,331 | | | | | | 0.6 | | |
| | | 31,909 | | | | Honeywell International, Inc. | | | | | 4,893,564 | | | | | | 0.7 | | |
| | | 16,179 | | | | Lockheed Martin Corp. | | | | | 5,194,268 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 51,269 | | | | Union Pacific Corp. | | | | $ | 6,875,173 | | | | | | 1.0 | | |
| | | 49,503 | | | | United Parcel Service, Inc. - Class B | | | | | 5,898,283 | | | | | | 0.9 | | |
| | | 306,898 | | | | Other Securities | | | | | 23,953,811 | | | | | | 3.4 | | |
| | | | | | | | | | | | 78,648,351 | | | | | | 11.3 | | |
| | | | | | | Information Technology: 41.0% | | ||||||||||||
| | | 44,493 | | | | Accenture PLC | | | | | 6,811,433 | | | | | | 1.0 | | |
| | | 35,438 (1) | | | | Adobe Systems, Inc. | | | | | 6,210,155 | | | | | | 0.9 | | |
| | | 21,366 (1) | | | | Alphabet, Inc. - Class A | | | | | 22,506,944 | | | | | | 3.2 | | |
| | | 21,704 (1) | | | | Alphabet, Inc. - Class C | | | | | 22,711,066 | | | | | | 3.3 | | |
| | | 368,815 | | | | Apple, Inc. | | | | | 62,414,562 | | | | | | 8.9 | | |
| | | 76,499 | | | | Applied Materials, Inc. | | | | | 3,910,629 | | | | | | 0.6 | | |
| | | 32,112 | | | | Automatic Data Processing, Inc. | | | | | 3,763,205 | | | | | | 0.5 | | |
| | | 29,003 | | | | Broadcom Ltd. | | | | | 7,450,871 | | | | | | 1.1 | | |
| | | 167,534 (1) | | | | Facebook, Inc. | | | | | 29,563,050 | | | | | | 4.2 | | |
| | | 41,745 | | | | International Business Machines Corp. | | | | | 6,404,518 | | | | | | 0.9 | | |
| | | 67,606 | | | | Mastercard, Inc. - Class A | | | | | 10,232,844 | | | | | | 1.5 | | |
| | | 538,390 | | | | Microsoft Corp. | | | | | 46,053,881 | | | | | | 6.6 | | |
| | | 40,798 | | | | Nvidia Corp. | | | | | 7,894,413 | | | | | | 1.1 | | |
| | | 81,230 (1) | | | | PayPal Holdings, Inc. | | | | | 5,980,153 | | | | | | 0.9 | | |
| | | 48,500 (1) | | | | Salesforce.com, Inc. | | | | | 4,958,155 | | | | | | 0.7 | | |
| | | 71,618 | | | | Texas Instruments, Inc. | | | | | 7,479,784 | | | | | | 1.1 | | |
| | | 130,595 | | | | Visa, Inc. - Class A | | | | | 14,890,442 | | | | | | 2.1 | | |
| | | 232,630 | (2)(3) | | Other Securities | | | | | 16,964,170 | | | | | | 2.4 | | | |
| | | | | | | | | | | | 286,200,275 | | | | | | 41.0 | | |
| | | | | | | Materials: 2.9% | | ||||||||||||
| | | 79,889 | | | | DowDuPont, Inc. | | | | | 5,689,695 | | | | | | 0.8 | | |
| | | 100,961 | | | | Other Securities | | | | | 14,450,177 | | | | | | 2.1 | | |
| | | | | | | | | | | | 20,139,872 | | | | | | 2.9 | | |
| | | | | | | Real Estate: 2.3% | | ||||||||||||
| | | 30,291 | | | | American Tower Corp. | | | | | 4,321,617 | | | | | | 0.6 | | |
| | | 65,197 | | | | Other Securities | | | | | 11,409,549 | | | | | | 1.7 | | |
| | | | | | | | | | | | 15,731,166 | | | | | | 2.3 | | |
| | | | | | | Telecommunication Services: 1.2% | | ||||||||||||
| | | 146,575 | | | | Verizon Communications, Inc. | | | | | 7,758,215 | | | | | | 1.1 | | |
| | | 12,999 (3) | | | | Other Securities | | | | | 825,566 | | | | | | 0.1 | | |
| | | | | | | | | | | | 8,583,781 | | | | | | 1.2 | | |
| | | | | | | Total Common Stock (Cost $288,092,675) | | | | | 695,289,824 | | | | | | 99.6 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.1% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 0.5% | | ||||||||||||
| | | 1,000,000 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $1,000,150, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $1,020,000, due 05/15/20-08/15/47) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | 680,441 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $680,546, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $694,050, due 01/31/18-06/20/63) | | | | | 680,441 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $1,000,158, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $1,020,000, due 02/15/43-02/15/44) | | | | | 1,000,000 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 1,000,000 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,000,179, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,027,770, due 01/15/19-02/15/46) | | | | $ | 1,000,000 | | | | | | 0.2 | | |
| | | | | | | | | | | | 3,680,441 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 3,844,000 (5) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $3,844,000) | | | | | 3,844,000 | | | | | | 0.6 | | |
| | | | | | | Total Short-Term Investments (Cost $7,524,441) | | | | | 7,524,441 | | | | | | 1.1 | | |
| | | | | | | Total Investments in Securities (Cost $295,617,116) | | | | $ | 702,814,265 | | | | | | 100.7 | | |
| | | | | | | Liabilities in Excess of | | | | ||||||||||
| | | | | | | Other Assets | | | | | (5,224,536) | | | | | | (0.7) | | |
| | | | | | | Net Assets | | | | $ | 697,589,729 | | | | | | 100.0 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 695,289,824 | | | | | $ | — | | | | | $ | — | | | | | $ | 695,289,824 | | |
Short-Term Investments | | | | | 3,844,000 | | | | | | 3,680,441 | | | | | | — | | | | | | 7,524,441 | | |
Total Investments, at fair value | | | | $ | 699,133,824 | | | | | $ | 3,680,441 | | | | | $ | — | | | | | $ | 702,814,265 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (3,255) | | | | | $ | — | | | | | $ | — | | | | | $ | (3,255) | | |
Total Liabilities | | | | $ | (3,255) | | | | | $ | — | | | | | $ | — | | | | | $ | (3,255) | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 29 | | | | | | 03/16/18 | | | | | $ | 3,880,200 | | | | | $ | (3,255) | | |
| | | | | | | | | | | | | | | | $ | 3,880,200 | | | | | $ | (3,255) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 3,255 | | |
Total Liability Derivatives | | | | | | | $ | 3,255 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2017 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,621,867 | | |
Total | | | | $ | 1,621,867 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,785) | | |
Total | | | | $ | (1,785) | | |
|
| Cost for federal income tax purposes was $295,784,104. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 409,859,793 | | |
| Gross Unrealized Depreciation | | | | | (2,832,887) | | |
| Net Unrealized Appreciation | | | | $ | 407,026,906 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.7% | | ||||||||||||
| | | 19,686 (1) | | | | Amazon.com, Inc. | | | | $ | 23,022,186 | | | | | | 2.5 | | |
| | | 229,918 | | | | Comcast Corp. – Class A | | | | | 9,208,216 | | | | | | 1.0 | | |
| | | 58,427 | | | | Home Depot, Inc. | | | | | 11,073,669 | | | | | | 1.2 | | |
| | | 39,539 | | | | McDonald’s Corp. | | | | | 6,805,453 | | | | | | 0.8 | | |
| | | 76,482 | | | | Walt Disney Co. | | | | | 8,222,580 | | | | | | 0.9 | | |
| | | 738,651 | (2)(3) | | Other Securities | | | | | 47,861,927 | | | | | | 5.3 | | | |
| | | | | | | | | | | | 106,194,031 | | | | | | 11.7 | | |
| | | | | | | Consumer Staples: 9.1% | | ||||||||||||
| | | 94,569 | | | | Altria Group, Inc. | | | | | 6,753,172 | | | | | | 0.7 | | |
| | | 190,370 | | | | Coca-Cola Co. | | | | | 8,734,176 | | | | | | 1.0 | | |
| | | 70,771 | | | | PepsiCo, Inc. | | | | | 8,486,858 | | | | | | 0.9 | | |
| | | 76,892 | | | | Philip Morris International, Inc. | | | | | 8,123,640 | | | | | | 0.9 | | |
| | | 126,852 | | | | Procter & Gamble Co. | | | | | 11,655,162 | | | | | | 1.3 | | |
| | | 71,136 | | | | Wal-Mart Stores, Inc. | | | | | 7,024,680 | | | | | | 0.8 | | |
| | | 440,675 (3) | | | | Other Securities | | | | | 31,502,129 | | | | | | 3.5 | | |
| | | | | | | | | | | | 82,279,817 | | | | | | 9.1 | | |
| | | | | | | Energy: 5.9% | | ||||||||||||
| | | 93,653 | | | | Chevron Corp. | | | | | 11,724,419 | | | | | | 1.3 | | |
| | | 210,062 | | | | Exxon Mobil Corp. | | | | | 17,569,586 | | | | | | 1.9 | | |
| | | 411,373 | | | | Other Securities | | | | | 24,652,591 | | | | | | 2.7 | | |
| | | | | | | | | | | | 53,946,596 | | | | | | 5.9 | | |
| | | | | | | Financials: 15.0% | | ||||||||||||
| | | 480,396 | | | | Bank of America Corp. | | | | | 14,181,290 | | | | | | 1.5 | | |
| | | 95,312 (1) | | | | Berkshire Hathaway, Inc. – Class B | | | | | 18,892,745 | | | | | | 2.1 | | |
| | | 131,067 | | | | Citigroup, Inc. | | | | | 9,752,695 | | | | | | 1.1 | | |
| | | 171,123 | | | | JPMorgan Chase & Co. | | | | | 18,299,894 | | | | | | 2.0 | | |
| | | 219,293 | | | | Wells Fargo & Co. | | | | | 13,304,506 | | | | | | 1.5 | | |
| | | 714,971 (3) | | | | Other Securities | | | | | 61,363,454 | | | | | | 6.8 | | |
| | | | | | | | | | | | 135,794,584 | | | | | | 15.0 | | |
| | | | | | | Health Care: 14.6% | | ||||||||||||
| | | 83,770 | | | | Abbott Laboratories | | | | | 4,780,754 | | | | | | 0.5 | | |
| | | 78,901 | | | | AbbVie, Inc. | | | | | 7,630,516 | | | | | | 0.8 | | |
| | | 36,442 | | | | Amgen, Inc. | | | | | 6,337,264 | | | | | | 0.7 | | |
| | | 81,597 | | | | Bristol-Myers Squibb Co. | | | | | 5,000,264 | | | | | | 0.6 | | |
| | | 133,613 | | | | Johnson & Johnson | | | | | 18,668,408 | | | | | | 2.1 | | |
| | | 67,187 | | | | Medtronic PLC | | | | | 5,425,350 | | | | | | 0.6 | | |
| | | 135,641 | | | | Merck & Co., Inc. | | | | | 7,632,519 | | | | | | 0.8 | | |
| | | 293,065 | | | | Pfizer, Inc. | | | | | 10,614,814 | | | | | | 1.2 | | |
| | | 47,495 | | | | UnitedHealth Group, Inc. | | | | | 10,470,748 | | | | | | 1.2 | | |
| | | 483,250 (3) | | | | Other Securities | | | | | 55,446,520 | | | | | | 6.1 | | |
| | | | | | | | | | | | 132,007,157 | | | | | | 14.6 | | |
| | | | | | | Industrials: 9.0% | | ||||||||||||
| | | 28,728 | | | | 3M Co. | | | | | 6,761,709 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 27,587 | | | | Boeing Co. | | | | $ | 8,135,682 | | | | | | 0.9 | | |
| | | 430,631 | | | | General Electric Co. | | | | | 7,514,511 | | | | | | 0.8 | | |
| | | 37,715 | | | | Honeywell International, Inc. | | | | | 5,783,972 | | | | | | 0.6 | | |
| | | 39,019 | | | | Union Pacific Corp. | | | | | 5,232,448 | | | | | | 0.6 | | |
| | | 36,966 | | | | United Technologies Corp. | | | | | 4,715,753 | | | | | | 0.5 | | |
| | | 391,080 | | | | Other Securities | | | | | 43,890,564 | | | | | | 4.8 | | |
| | | | | | | | | | | | 82,034,639 | | | | | | 9.0 | | |
| | | | | | | Information Technology: 26.2% | | ||||||||||||
| | | 30,713 | | | | Accenture PLC | | | | | 4,701,853 | | | | | | 0.5 | | |
| | | 14,747 (1) | | | | Alphabet, Inc. - Class A | | | | | 15,534,490 | | | | | | 1.7 | | |
| | | 14,980 (1) | | | | Alphabet, Inc. - Class C | | | | | 15,675,072 | | | | | | 1.7 | | |
| | | 254,567 | | | | Apple, Inc. | | | | | 43,080,373 | | | | | | 4.7 | | |
| | | 20,019 | | | | Broadcom Ltd. | | | | | 5,142,881 | | | | | | 0.6 | | |
| | | 245,564 | | | | Cisco Systems, Inc. | | | | | 9,405,101 | | | | | | 1.0 | | |
| | | 115,638 (1) | | | | Facebook, Inc. | | | | | 20,405,481 | | | | | | 2.2 | | |
| | | 233,548 | | | | Intel Corp. | | | | | 10,780,576 | | | | | | 1.2 | | |
| | | 41,940 | | | | International Business Machines Corp. | | | | | 6,434,435 | | | | | | 0.7 | | |
| | | 46,660 | | | | Mastercard, Inc. - Class A | | | | | 7,062,458 | | | | | | 0.8 | | |
| | | 371,612 | | | | Microsoft Corp. | | | | | 31,787,690 | | | | | | 3.5 | | |
| | | 28,160 | | | | Nvidia Corp. | | | | | 5,448,960 | | | | | | 0.6 | | |
| | | 144,482 | | | | Oracle Corp. | | | | | 6,831,109 | | | | | | 0.8 | | |
| | | 49,433 | | | | Texas Instruments, Inc. | | | | | 5,162,783 | | | | | | 0.6 | | |
| | | 90,141 | | | | Visa, Inc. - Class A | | | | | 10,277,877 | | | | | | 1.1 | | |
| | | 682,799 | (2)(3) | | Other Securities | | | | | 40,370,493 | | | | | | 4.5 | | | |
| | | | | | | | | | | | 238,101,632 | | | | | | 26.2 | | |
| | | | | | | Materials: 2.4% | | ||||||||||||
| | | 115,597 | | | | DowDuPont, Inc. | | | | | 8,232,819 | | | | | | 0.9 | | |
| | | 91,942 | | | | Other Securities | | | | | 13,080,021 | | | | | | 1.5 | | |
| | | | | | | | | | | | 21,312,840 | | | | | | 2.4 | | |
| | | | | | | Real Estate: 1.4% | | ||||||||||||
| | | 85,005 | | | | Other Securities | | | | | 12,232,828 | | | | | | 1.4 | | |
| | | | | | | Telecommunication Services: 2.6% | | ||||||||||||
| | | 304,824 | | | | AT&T, Inc. | | | | | 11,851,557 | | | | | | 1.3 | | |
| | | 202,348 | | | | Verizon Communications, Inc. | | | | | 10,710,280 | | | | | | 1.2 | | |
| | | 45,640 | (2)(3) | | Other Securities | | | | | 1,106,614 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 23,668,451 | | | | | | 2.6 | | |
| | | | | | | Utilities: 1.8% | | ||||||||||||
| | | 236,197 | | | | Other Securities | | | | | 16,286,658 | | | | | | 1.8 | | |
| | | | | | | Total Common Stock (Cost $322,542,080) | | | | | 903,859,233 | | | | | | 99.7 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 0.3% | | ||||||||||||
| | | 1,000,000 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,000,155, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 8.500%, Market Value plus accrued interest $1,020,000, due 01/31/18-06/20/63) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | 741,059 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $741,175, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $755,880, due 01/11/18-12/01/51) | | | | | 741,059 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,000,179, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,027,770, due 01/15/19-02/15/46) | | | | | 1,000,000 | | | | | | 0.1 | | |
| | | | | | | | | | | | 2,741,059 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 0.4% | | ||||||||||||
| | | 3,919,000 (5) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $3,919,000) | | | | $ | 3,919,000 | | | | | | 0.4 | | |
| | | | | | | Total Short-Term Investments (Cost $6,660,059) | | | | | 6,660,059 | | | | | | 0.7 | | |
| | | | | | | Total Investments in Securities (Cost $329,202,139) | | | | $ | 910,519,292 | | | | | | 100.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (3,280,586) | | | | | | (0.4) | | |
| | | | | | | Net Assets | | | | $ | 907,238,706 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 903,859,233 | | | | | $ | — | | | | | $ | — | | | | | $ | 903,859,233 | | |
Short-Term Investments | | | | | 3,919,000 | | | | | | 2,741,059 | | | | | | — | | | | | | 6,660,059 | | |
Total Investments, at fair value | | | | $ | 907,778,233 | | | | | $ | 2,741,059 | | | | | $ | — | | | | | $ | 910,519,292 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 25,512 | | | | | | — | | | | | | — | | | | | | 25,512 | | |
Total Assets | | | | $ | 907,803,745 | | | | | $ | 2,741,059 | | | | | $ | — | | | | | $ | 910,544,804 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 33 | | | | | | 03/16/18 | | | | | $ | 4,415,400 | | | | | $ | 25,512 | | |
| | | | | | | | | | | | | | | | $ | 4,415,400 | | | | | $ | 25,512 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 25,512 | | |
Total Asset Derivatives | | | | | | | $ | 25,512 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,673,423 | | |
Total | | | | $ | 1,673,423 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 25,413 | | |
Total | | | | $ | 25,413 | | |
|
| Cost for federal income tax purposes was $332,551,876. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 585,566,695 | | |
| Gross Unrealized Depreciation | | | | | (7,573,767) | | |
| Net Unrealized Appreciation | | | | $ | 577,992,928 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.4% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 4.3% | | ||||||||||||
| | | 63,864 | | | | General Motors Co. | | | | $ | 2,617,785 | | | | | | 0.6 | | |
| | | 38,421 | | | | Time Warner, Inc. | | | | | 3,514,369 | | | | | | 0.8 | | |
| | | 24,247 | | | | Walt Disney Co. | | | | | 2,606,795 | | | | | | 0.6 | | |
| | | 332,683 (1) | | | | Other Securities | | | | | 9,736,817 | | | | | | 2.3 | | |
| | | | | | | | | | | | 18,475,766 | | | | | | 4.3 | | |
| | | | | | | Consumer Staples: 10.7% | | ||||||||||||
| | | 35,901 | | | | Colgate-Palmolive Co. | | | | | 2,708,730 | | | | | | 0.6 | | |
| | | 50,433 | | | | CVS Health Corp. | | | | | 3,656,392 | | | | | | 0.9 | | |
| | | 72,638 | | | | Mondelez International, Inc. | | | | | 3,108,906 | | | | | | 0.7 | | |
| | | 69,967 | | | | Philip Morris International, Inc. | | | | | 7,392,014 | | | | | | 1.7 | | |
| | | 120,379 | | | | Procter & Gamble Co. | | | | | 11,060,423 | | | | | | 2.6 | | |
| | | 35,242 | | | | Walgreens Boots Alliance, Inc. | | | | | 2,559,274 | | | | | | 0.6 | | |
| | | 71,131 | | | | Wal-Mart Stores, Inc. | | | | | 7,024,186 | | | | | | 1.7 | | |
| | | 145,251 | | | | Other Securities | | | | | 8,064,219 | | | | | | 1.9 | | |
| | | | | | | | | | | | 45,574,144 | | | | | | 10.7 | | |
| | | | | | | Energy: 12.3% | | ||||||||||||
| | | 93,650 | | | | Chevron Corp. | | | | | 11,724,044 | | | | | | 2.7 | | |
| | | 59,270 | | | | ConocoPhillips | | | | | 3,253,330 | | | | | | 0.8 | | |
| | | 25,875 | | | | EOG Resources, Inc. | | | | | 2,792,171 | | | | | | 0.7 | | |
| | | 210,062 | | | | Exxon Mobil Corp. | | | | | 17,569,586 | | | | | | 4.1 | | |
| | | 37,823 | | | | Occidental Petroleum Corp. | | | | | 2,786,042 | | | | | | 0.7 | | |
| | | 68,879 | | | | Schlumberger Ltd. | | | | | 4,641,756 | | | | | | 1.1 | | |
| | | 187,862 | | | | Other Securities | | | | | 9,473,301 | | | | | | 2.2 | | |
| | | | | | | | | | | | 52,240,230 | | | | | | 12.3 | | |
| | | | | | | Financials: 29.4% | | ||||||||||||
| | | 35,697 | | | | American Express Co. | | | | | 3,545,069 | | | | | | 0.8 | | |
| | | 480,400 | | | | Bank of America Corp. | | | | | 14,181,408 | | | | | | 3.3 | | |
| | | 49,163 | | | | Bank of New York Mellon Corp. | | | | | 2,647,919 | | | | | | 0.6 | | |
| | | 95,311 (2) | | | | Berkshire Hathaway, Inc. – Class B | | | | | 18,892,547 | | | | | | 4.4 | | |
| | | 6,158 | | | | Blackrock, Inc. | | | | | 3,163,426 | | | | | | 0.8 | | |
| | | 23,033 | | | | Chubb Ltd. | | | | | 3,365,812 | | | | | | 0.8 | | |
| | | 131,061 | | | | Citigroup, Inc. | | | | | 9,752,249 | | | | | | 2.3 | | |
| | | 17,422 | | | | Goldman Sachs Group, Inc. | | | | | 4,438,429 | | | | | | 1.0 | | |
| | | 171,117 | | | | JPMorgan Chase & Co. | | | | | 18,299,252 | | | | | | 4.3 | | |
| | | 63,895 | | | | Morgan Stanley | | | | | 3,352,571 | | | | | | 0.8 | | |
| | | 23,963 | | | | PNC Financial Services Group, Inc. | | | | | 3,457,621 | | | | | | 0.8 | | |
| | | 77,197 | | | | US Bancorp | | | | | 4,136,215 | | | | | | 1.0 | | |
| | | 219,284 | | | | Wells Fargo & Co. | | | | | 13,303,960 | | | | | | 3.1 | | |
| | | 294,651 (1) | | | | Other Securities | | | | | 22,918,983 | | | | | | 5.4 | | |
| | | | | | | | | | | | 125,455,461 | | | | | | 29.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care: 16.7% | | ||||||||||||
| | | 83,775 | | | | Abbott Laboratories | | | | $ | 4,781,039 | | | | | | 1.1 | | |
| | | 16,631 | | | | Allergan plc | | | | | 2,720,499 | | | | | | 0.6 | | |
| | | 25,946 | | | | Amgen, Inc. | | | | | 4,512,009 | | | | | | 1.1 | | |
| | | 12,730 | | | | Anthem, Inc. | | | | | 2,864,377 | | | | | | 0.7 | | |
| | | 30,347 | | | | Danaher Corp. | | | | | 2,816,809 | | | | | | 0.7 | | |
| | | 113,168 | | | | Johnson & Johnson | | | | | 15,811,833 | | | | | | 3.7 | | |
| | | 62,275 | | | | Medtronic PLC | | | | | 5,028,706 | | | | | | 1.2 | | |
| | | 128,183 | | | | Merck & Co., Inc. | | | | | 7,212,858 | | | | | | 1.7 | | |
| | | 293,065 | | | | Pfizer, Inc. | | | | | 10,614,814 | | | | | | 2.5 | | |
| | | 156,981 (1) | | | | Other Securities | | | | | 14,710,748 | | | | | | 3.4 | | |
| | | | | | | | | | | | 71,073,692 | | | | | | 16.7 | | |
| | | | | | | Industrials: 6.5% | | ||||||||||||
| | | 355,706 | | | | General Electric Co. | | | | | 6,207,070 | | | | | | 1.5 | | |
| | | 36,963 | | | | United Technologies Corp. | | | | | 4,715,370 | | | | | | 1.1 | | |
| | | 190,416 | | | | Other Securities | | | | | 16,824,507 | | | | | | 3.9 | | |
| | | | | | | | | | | | 27,746,947 | | | | | | 6.5 | | |
| | | | | | | Information Technology: 9.5% | | ||||||||||||
| | | 245,560 | | | | Cisco Systems, Inc. | | | | | 9,404,948 | | | | | | 2.2 | | |
| | | 233,539 | | | | Intel Corp. | | | | | 10,780,160 | | | | | | 2.5 | | |
| | | 132,775 | | | | Oracle Corp. | | | | | 6,277,602 | | | | | | 1.5 | | |
| | | 73,213 | | | | Qualcomm, Inc. | | | | | 4,687,097 | | | | | | 1.1 | | |
| | | 284,877 (1) | | | | Other Securities | | | | | 9,408,951 | | | | | | 2.2 | | |
| | | | | | | | | | | | 40,558,758 | | | | | | 9.5 | | |
| | | | | | | Materials: 1.7% | | ||||||||||||
| | | 60,460 | | | | DowDuPont, Inc. | | | | | 4,305,961 | | | | | | 1.0 | | |
| | | 22,254 | | | | Other Securities | | | | | 3,106,357 | | | | | | 0.7 | | |
| | | | | | | | | | | | 7,412,318 | | | | | | 1.7 | | |
| | | | | | | Real Estate: 0.3% | | ||||||||||||
| | | 19,086 | | | | Other Securities | | | | | 1,373,347 | | | | | | 0.3 | | |
| | | | | | | Telecommunication Services: 4.2% | | ||||||||||||
| | | 304,810 | | | | AT&T, Inc. | | | | | 11,851,013 | | | | | | 2.8 | | |
| | | 101,169 | | | | Verizon Communications, Inc. | | | | | 5,354,875 | | | | | | 1.3 | | |
| | | 36,718 | (1)(3) | | Other Securities | | | | | 537,385 | | | | | | 0.1 | | | |
| | | | | | | | | | | | 17,743,273 | | | | | | 4.2 | | |
| | | | | | | Utilities: 3.8% | | ||||||||||||
| | | 31,768 | | | | Dominion Energy, Inc. | | | | | 2,575,114 | | | | | | 0.6 | | |
| | | 34,705 | | | | Duke Energy Corp. | | | | | 2,919,038 | | | | | | 0.7 | | |
| | | 23,165 | | | | NextEra Energy, Inc. | | | | | 3,618,141 | | | | | | 0.8 | | |
| | | 146,557 | | | | Other Securities | | | | | 7,174,421 | | | | | | 1.7 | | |
| | | | | | | | | | | | 16,286,714 | | | | | | 3.8 | | |
| | | | | | | Total Common Stock (Cost $302,427,183) | | | | | 423,940,650 | | | | | | 99.4 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 0.6% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 0.0% | | ||||||||||||
| | | 192,823 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $192,857, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $198,178, due 01/15/19-02/15/46) (Cost $192,823) | | | | $ | 192,823 | | | | | | 0.0 | | |
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 2,336,000 (5) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $2,336,000) | | | | | 2,336,000 | | | | | | 0.6 | | |
| | | | | | | Total Short-Term Investments (Cost $2,528,823) | | | | | 2,528,823 | | | | | | 0.6 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $304,956,006) | | | | $ | 426,469,473 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (120,005) | | | | | | — | | |
| | | Net Assets | | | | $ | 426,349,468 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 423,940,650 | | | | | $ | — | | | | | $ | — | | | | | $ | 423,940,650 | | |
Short-Term Investments | | | | | 2,336,000 | | | | | | 192,823 | | | | | | — | | | | | | 2,528,823 | | |
Total Investments, at fair value | | | | $ | 426,276,650 | | | | | $ | 192,823 | | | | | $ | — | | | | | $ | 426,469,473 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 10,420 | | | | | | — | | | | | | — | | | | | | 10,420 | | |
Total Assets | | | | $ | 426,287,070 | | | | | $ | 192,823 | | | | | $ | — | | | | | $ | 426,479,893 | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P 500 E-Mini | | | | | 22 | | | | | | 03/16/18 | | | | | $ | 2,943,600 | | | | | $ | 10,420 | | |
| | | | | | | | | | | | | | | | $ | 2,943,600 | | | | | $ | 10,420 | | |
|
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of December 31, 2017 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 10,420 | | |
Total Asset Derivatives | | | | | | | $ | 10,420 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 898,235 | | |
Total | | | | $ | 898,235 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 13,373 | | |
Total | | | | $ | 13,373 | | |
|
| Cost for federal income tax purposes was $308,294,223. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 126,956,657 | | |
| Gross Unrealized Depreciation | | | | | (8,770,986) | | |
| Net Unrealized Appreciation | | | | $ | 118,185,671 | | |
| | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 98.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 17.3% | | ||||||||||||
| | | 2,267 (1) | | | | Autozone, Inc. | | | | $ | 1,612,676 | | | | | | 0.5 | | |
| | | 25,862 (1) | | | | Delphi Automotive PLC | | | | | 2,193,873 | | | | | | 0.7 | | |
| | | 21,066 (1) | | | | Dollar Tree, Inc. | | | | | 2,260,593 | | | | | | 0.7 | | |
| | | 18,436 | | | | Hilton Worldwide Holdings, Inc. | | | | | 1,472,299 | | | | | | 0.5 | | |
| | | 22,315 | | | | Omnicom Group | | | | | 1,625,201 | | | | | | 0.5 | | |
| | | 8,063 (1) | | | | O’Reilly Automotive, Inc. | | | | | 1,939,474 | | | | | | 0.6 | | |
| | | 36,480 | | | | Ross Stores, Inc. | | | | | 2,927,520 | | | | | | 1.0 | | |
| | | 23,319 | | | | VF Corp. | | | | | 1,725,606 | | | | | | 0.6 | | |
| | | 744,694 | (2)(3) | | Other Securities | | | | | 36,979,267 | | | | | | 12.2 | | | |
| | | | | | | | | | | | 52,736,509 | | | | | | 17.3 | | |
| | | | | | | Consumer Staples: 4.1% | | ||||||||||||
| | | 10,620 | | | | Clorox Co. | | | | | 1,579,619 | | | | | | 0.5 | | |
| | | 17,498 | | | | Dr Pepper Snapple Group, Inc. | | | | | 1,698,356 | | | | | | 0.5 | | |
| | | 21,760 | | | | Kellogg Co. | | | | | 1,479,245 | | | | | | 0.5 | | |
| | | 173,649 | (2)(3) | | Other Securities | | | | | 7,859,844 | | | | | | 2.6 | | | |
| | | | | | | | | | | | 12,617,064 | | | | | | 4.1 | | |
| | | | | | | Energy: 2.5% | | ||||||||||||
| | | 34,528 | | | | Oneok, Inc. | | | | | 1,845,522 | | | | | | 0.6 | | |
| | | 158,713 | (2)(3) | | Other Securities | | | | | 5,709,524 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 7,555,046 | | | | | | 2.5 | | |
| | | | | | | Financials: 7.2% | | ||||||||||||
| | | 12,844 | | | | Ameriprise Financial, Inc. | | | | | 2,176,673 | | | | | | 0.7 | | |
| | | 16,052 | | | | Moody’s Corp. | | | | | 2,369,436 | | | | | | 0.8 | | |
| | | 55,973 | | | | Progressive Corp. | | | | | 3,152,399 | | | | | | 1.1 | | |
| | | 1,015 (4) | | | | Voya Financial, Inc. | | | | | 50,212 | | | | | | 0.0 | | |
| | | 182,242 (3) | | | | Other Securities | | | | | 14,030,918 | | | | | | 4.6 | | |
| | | | | | | | | | | | 21,779,638 | | | | | | 7.2 | | |
| | | | | | | Health Care: 13.2% | | ||||||||||||
| | | 7,667 (1) | | | | Align Technology, Inc. | | | | | 1,703,531 | | | | | | 0.6 | | |
| | | 16,841 (1) | | | | BioMarin Pharmaceutical, Inc. | | | | | 1,501,712 | | | | | | 0.5 | | |
| | | 27,790 (1) | | | | Cerner Corp. | | | | | 1,872,768 | | | | | | 0.6 | | |
| | | 20,184 (1) | | | | Edwards Lifesciences Corp. | | | | | 2,274,939 | | | | | | 0.7 | | |
| | | 14,071 (1) | | | | Illumina, Inc. | | | | | 3,074,373 | | | | | | 1.0 | | |
| | | 16,761 (1) | | | | Incyte Corp., Ltd. | | | | | 1,587,434 | | | | | | 0.5 | | |
| | | 2,445 (1) | | | | Mettler Toledo International, Inc. | | | | | 1,514,726 | | | | | | 0.5 | | |
| | | 47,503 | | | | Zoetis, Inc. | | | | | 3,422,116 | | | | | | 1.1 | | |
| | | 303,095 | (2)(3) | | Other Securities | | | | | 23,369,674 | | | | | | 7.7 | | | |
| | | | | | | | | | | | 40,321,273 | | | | | | 13.2 | | |
| | | | | | | Industrials: 17.1% | | ||||||||||||
| | | 27,913 | | | | Fastenal Co. | | | | | 1,526,562 | | | | | | 0.5 | | |
| | | 26,832 | | | | Fortive Corp. | | | | | 1,941,295 | | | | | | 0.6 | | |
| | | 11,047 | | | | Parker Hannifin Corp. | | | | | 2,204,761 | | | | | | 0.7 | | |
| | | 12,400 | | | | Rockwell Automation, Inc. | | | | | 2,434,740 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 15,663 | | | | Rockwell Collins, Inc. | | | | $ | 2,124,216 | | | | | | 0.7 | | |
| | | 9,186 | | | | Roper Technologies, Inc. | | | | | 2,379,174 | | | | | | 0.8 | | |
| | | 501,859 | (2)(3) | | Other Securities | | | | | 39,437,544 | | | | | | 13.0 | | | |
| | | | | | | | | | | | 52,048,292 | | | | | | 17.1 | | |
| | | | | | | Information Technology: 27.4% | | ||||||||||||
| | | 28,857 | | | | Amphenol Corp. | | | | | 2,533,645 | | | | | | 0.8 | | |
| | | 35,341 | | | | Analog Devices, Inc. | | | | | 3,146,409 | | | | | | 1.0 | | |
| | | 16,396 (1) | | | | Autodesk, Inc. | | | | | 1,718,793 | | | | | | 0.6 | | |
| | | 19,794 (1) | | | | Dell Technologies, Inc. Class V | | | | | 1,608,856 | | | | | | 0.5 | | |
| | | 27,338 | | | | DXC Technology Co. | | | | | 2,594,376 | | | | | | 0.9 | | |
| | | 18,063 | | | | Fidelity National Information Services, Inc. | | | | | 1,699,548 | | | | | | 0.6 | | |
| | | 20,475 (1) | | | | Fiserv, Inc. | | | | | 2,684,887 | | | | | | 0.9 | | |
| | | 8,601 (1) | | | | FleetCor Technologies, Inc. | | | | | 1,655,090 | | | | | | 0.5 | | |
| | | 15,144 | | | | KLA-Tencor Corp. | | | | | 1,591,180 | | | | | | 0.5 | | |
| | | 15,578 | | | | Lam Research Corp. | | | | | 2,867,442 | | | | | | 0.9 | | |
| | | 21,994 | | | | Microchip Technology, Inc. | | | | | 1,932,833 | | | | | | 0.6 | | |
| | | 31,047 | | | | Paychex, Inc. | | | | | 2,113,680 | | | | | | 0.7 | | |
| | | 17,102 (1) | | | | Red Hat, Inc. | | | | | 2,053,950 | | | | | | 0.7 | | |
| | | 16,140 (1) | | | | ServiceNow, Inc. | | | | | 2,104,495 | | | | | | 0.7 | | |
| | | 17,802 | | | | Skyworks Solutions, Inc. | | | | | 1,690,300 | | | | | | 0.6 | | |
| | | 59,018 | | | | Symantec Corp. | | | | | 1,656,045 | | | | | | 0.6 | | |
| | | 22,731 | | | | Xilinx, Inc. | | | | | 1,532,524 | | | | | | 0.5 | | |
| | | 862,711 | (2)(3) | | Other Securities | | | | | 48,114,195 | | | | | | 15.8 | | | |
| | | | | | | | | | | | 83,298,248 | | | | | | 27.4 | | |
| | | | | | | Materials: 6.3% | | ||||||||||||
| | | 36,151 | | | | International Paper Co. | | | | | 2,094,589 | | | | | | 0.7 | | |
| | | 11,811 | | | | Vulcan Materials Co. | | | | | 1,516,178 | | | | | | 0.5 | | |
| | | 268,642 (3) | | | | Other Securities | | | | | 15,545,552 | | | | | | 5.1 | | |
| | | | | | | | | | | | 19,156,319 | | | | | | 6.3 | | |
| | | | | | | Real Estate: 3.3% | | ||||||||||||
| | | 15,043 | | | | Digital Realty Trust, Inc. | | | | | 1,713,398 | | | | | | 0.6 | | |
| | | 11,592 (1) | | | | SBA Communications Corp. | | | | | 1,893,669 | | | | | | 0.6 | | |
| | | 113,890 | (2)(3) | | Other Securities | | | | | 6,373,122 | | | | | | 2.1 | | | |
| | | | | | | | | | | | 9,980,189 | | | | | | 3.3 | | |
| | | | | | | Telecommunication Services: 0.2% | | ||||||||||||
| | | 17,931 (3) | | | | Other Securities | | | | | 659,861 | | | | | | 0.2 | | |
| | | | | | | Utilities: 0.1% | | ||||||||||||
| | | 5,693 | | | | Other Securities | | | | | 162,137 | | | | | | 0.1 | | |
| | | | | | | Total Common Stock (Cost $163,371,030) | | | | | 300,314,576 | | | | | | 98.7 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 2.8% | | ||||||||||||
| | | 2,058,585 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $2,058,894, collateralized by various U.S. Government Securities, 0.000%- 2.250%, Market Value plus accrued interest $2,099,757, due 05/15/20-08/15/47) | | | | $ | 2,058,585 | | | | | | 0.7 | | |
| | | 2,058,585 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $2,058,903, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%- 8.500%, Market Value plus accrued interest $2,099,757, due 01/31/18-06/20/63) | | | | | 2,058,585 | | | | | | 0.6 | | |
| | | 433,020 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $433,088, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%- 6.500%, Market Value plus accrued interest $441,680, due 01/11/18-12/01/51) | | | | | 433,020 | | | | | | 0.1 | | |
| | | 2,058,585 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $2,058,910, collateralized by various U.S. Government Securities, 2.875%- 3.625%, Market Value plus accrued interest $2,099,757, due 02/15/43-02/15/44) | | | | | 2,058,585 | | | | | | 0.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 2,058,585 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $2,058,953, collateralized by various U.S. Government Securities, 0.125%- 3.875%, Market Value plus accrued interest $2,115,751, due 01/15/19-02/15/46) | | | | $ | 2,058,585 | | | | | | 0.7 | | |
| | | | | | | | | | | | 8,667,360 | | | | | | 2.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 1.0% | | ||||||||||||
| | | 3,034,000 (6) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $3,034,000) | | | | | 3,034,000 | | | | | | 1.0 | | |
| | | | | | | Total Short-Term Investments (Cost $11,701,360) | | | | | 11,701,360 | | | | | | 3.8 | | |
| | | | | | | Total Investments in Securities (Cost $175,072,390) | | | | $ | 312,015,936 | | | | | | 102.5 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (7,607,106) | | | | | | (2.5) | | |
| | | | | | | Net Assets | | | | $ | 304,408,830 | | | | | | 100.0 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 300,314,576 | | | | | $ | — | | | | | $ | — | | | | | $ | 300,314,576 | | |
Short-Term Investments | | | | | 3,034,000 | | | | | | 8,667,360 | | | | | | — | | | | | | 11,701,360 | | |
Total Investments, at fair value | | | | $ | 303,348,576 | | | | | $ | 8,667,360 | | | | | $ | — | | | | | $ | 312,015,936 | | |
Liabilities Table | | | | | | ||||||||||||||||||||
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | $ | (11,790) | | | | | $ | — | | | | | $ | — | | | | | $ | (11,790) | | |
Total Liabilities | | | | $ | (11,790) | | | | | $ | — | | | | | $ | — | | | | | $ | (11,790) | | |
|
Issuer | | | Beginning Fair Value at 12/31/16 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/17 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | — | | | | | $ | 39,996 | | | | | $ | (4,229) | | | | | $ | 14,445 | | | | | $ | 50,212 | | | | | $ | 22 | | | | | $ | 678 | | | | | $ | — | | |
| | | | $ | — | | | | | $ | 39,996 | | | | | $ | (4,229) | | | | | $ | 14,445 | | | | | $ | 50,212 | | | | | $ | 22 | | | | | $ | 678 | | | | | $ | — | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 25 | | | | | | 03/16/18 | | | | | $ | 4,756,000 | | | | | $ | (11,790) | | |
| | | | | | | | | | | | | | | | $ | 4,756,000 | | | | | $ | (11,790) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 11,790 | | |
Total Liability Derivatives | | | | | | | $ | 11,790 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of December 31, 2017 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 269,827 | | |
Total | | | | $ | 269,827 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 63,091 | | |
Total | | | | $ | 63,091 | | |
|
| Cost for federal income tax purposes was $175,664,269. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 139,374,744 | | |
| Gross Unrealized Depreciation | | | | | (3,034,867) | | |
| Net Unrealized Appreciation | | | | $ | 136,339,877 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 14.3% | | ||||||||||||
| | | 72,349 (1) | | | | Delphi Automotive PLC | | | | $ | 6,137,365 | | | | | | 0.3 | | |
| | | 74,405 | | | | Dollar General Corp. | | | | | 6,920,409 | | | | | | 0.4 | | |
| | | 62,214 (1) | | | | Dollar Tree, Inc. | | | | | 6,676,184 | | | | | | 0.4 | | |
| | | 102,051 | | | | Ross Stores, Inc. | | | | | 8,189,593 | | | | | | 0.4 | | |
| | | 88,021 | | | | VF Corp. | | | | | 6,513,554 | | | | | | 0.3 | | |
| | | 4,928,893 | (2)(3) | | Other Securities | | | | | 242,826,187 | | | | | | 12.5 | | | |
| | | | | | | | | | | | 277,263,292 | | | | | | 14.3 | | |
| | | | | | | Consumer Staples: 4.1% | | ||||||||||||
| | | 75,267 | | | | Tyson Foods, Inc. | | | | | 6,101,896 | | | | | | 0.3 | | |
| | | 1,506,213 | (2)(3) | | Other Securities | | | | | 72,503,542 | | | | | | 3.8 | | | |
| | | | | | | | | | | | 78,605,438 | | | | | | 4.1 | | |
| | | | | | | Energy: 5.7% | | ||||||||||||
| | | 39,807 (1) | | | | Concho Resources, Inc./Midland TX | | | | | 5,979,807 | | | | | | 0.3 | | |
| | | 130,920 | | | | Marathon Petroleum Corp. | | | | | 8,638,102 | | | | | | 0.4 | | |
| | | 223,518 | | | | Williams Cos., Inc. | | | | | 6,815,064 | | | | | | 0.4 | | |
| | | 3,300,066 | (2)(3) | | Other Securities | | | | | 89,276,594 | | | | | | 4.6 | | | |
| | | | | | | | | | | | 110,709,567 | | | | | | 5.7 | | |
| | | | | | | Financials: 14.5% | | ||||||||||||
| | | 39,913 | | | | Ameriprise Financial, Inc. | | | | | 6,764,056 | | | | | | 0.4 | | |
| | | 97,853 | | | | Discover Financial Services | | | | | 7,526,853 | | | | | | 0.4 | | |
| | | 38,213 | | | | M&T Bank Corp. | | | | | 6,534,041 | | | | | | 0.3 | | |
| | | 44,895 | | | | Moody’s Corp. | | | | | 6,626,951 | | | | | | 0.3 | | |
| | | 156,554 | | | | Progressive Corp. | | | | | 8,817,121 | | | | | | 0.5 | | |
| | | 128,608 | | | | SunTrust Banks, Inc. | | | | | 8,306,791 | | | | | | 0.4 | | |
| | | 211,931 | | | | Synchrony Financial | | | | | 8,182,656 | | | | | | 0.4 | | |
| | | 63,595 | | | | T. Rowe Price Group, Inc. | | | | | 6,673,023 | | | | | | 0.4 | | |
| | | 48,566 (4) | | | | Voya Financial, Inc. | | | | | 2,402,560 | | | | | | 0.1 | | |
| | | 5,293,906 (3) | | | | Other Securities | | | | | 219,029,145 | | | | | | 11.3 | | |
| | | | | | | | | | | | 280,863,197 | | | | | | 14.5 | | |
| | | | | | | Health Care: 9.4% | | ||||||||||||
| | | 56,456 (1) | | | | Edwards Lifesciences Corp. | | | | | 6,363,156 | | | | | | 0.3 | | |
| | | 39,354 (1) | | | | Illumina, Inc. | | | | | 8,598,455 | | | | | | 0.5 | | |
| | | 144,046 (1) | | | | Mylan NV | | | | | 6,094,586 | | | | | | 0.3 | | |
| | | 54,530 | | | | Zimmer Biomet Holdings, Inc. | | | | | 6,580,135 | | | | | | 0.3 | | |
| | | 132,875 | | | | Zoetis, Inc. | | | | | 9,572,315 | | | | | | 0.5 | | |
| | | 2,009,179 | (2)(3) | | Other Securities | | | | | 145,495,203 | | | | | | 7.5 | | | |
| | | | | | | | | | | | 182,703,850 | | | | | | 9.4 | | |
| | | | | | | Industrials: 14.3% | | ||||||||||||
| | | 116,969 | | | | American Airlines Group, Inc. | | | | | 6,085,897 | | | | | | 0.3 | | |
| | | 42,927 | | | | Cummins, Inc. | | | | | 7,582,625 | | | | | | 0.4 | | |
| | | 82,935 | | | | Fortive Corp. | | | | | 6,000,347 | | | | | | 0.3 | | |
| | | 67,437 | | | | Ingersoll-Rand PLC - Class A | | | | | 6,014,706 | | | | | | 0.3 | | |
| | | 92,658 | | | | Paccar, Inc. | | | | | 6,586,131 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 35,723 | | | | Parker Hannifin Corp. | | | | $ | 7,129,596 | | | | | | 0.4 | | |
| | | 34,685 | | | | Rockwell Automation, Inc. | | | | | 6,810,400 | | | | | | 0.3 | | |
| | | 43,813 | | | | Rockwell Collins, Inc. | | | | | 5,941,919 | | | | | | 0.3 | | |
| | | 27,160 | | | | Roper Technologies, Inc. | | | | | 7,034,440 | | | | | | 0.4 | | |
| | | 41,313 | | | | Stanley Black & Decker, Inc. | | | | | 7,010,403 | | | | | | 0.4 | | |
| | | 3,040,080 | (2)(3) | | Other Securities | | | | | 211,723,095 | | | | | | 10.9 | | | |
| | | | | | | | | | | | 277,919,559 | | | | | | 14.3 | | |
| | | | | | | Information Technology: 15.4% | | ||||||||||||
| | | 80,710 | | | | Amphenol Corp. | | | | | 7,086,338 | | | | | | 0.4 | | |
| | | 98,855 | | | | Analog Devices, Inc. | | | | | 8,801,061 | | | | | | 0.4 | | |
| | | 76,468 | | | | DXC Technology Co. | | | | | 7,256,813 | | | | | | 0.4 | | |
| | | 88,778 | | | | Fidelity National Information Services, Inc. | | | | | 8,353,122 | | | | | | 0.4 | | |
| | | 57,266 (1) | | | | Fiserv, Inc. | | | | | 7,509,291 | | | | | | 0.4 | | |
| | | 43,574 | | | | Lam Research Corp. | | | | | 8,020,666 | | | | | | 0.4 | | |
| | | 80,058 | | | | Western Digital Corp. | | | | | 6,367,013 | | | | | | 0.3 | | |
| | | 4,785,759 | (2)(3) | | Other Securities | | | | | 245,641,890 | | | | | | 12.7 | | | |
| | | | | | | | | | | | 299,036,194 | | | | | | 15.4 | | |
| | | | | | | Materials: 5.9% | | ||||||||||||
| | | 365,803 (1) | | | | Freeport-McMoRan, Inc. | | | | | 6,935,625 | | | | | | 0.4 | | |
| | | 111,239 | | | | International Paper Co. | | | | | 6,445,187 | | | | | | 0.3 | | |
| | | 1,912,941 | (2)(3) | | Other Securities | | | | | 101,209,026 | | | | | | 5.2 | | | |
| | | | | | | | | | | | 114,589,838 | | | | | | 5.9 | | |
| | | | | | | Real Estate: 9.4% | | ||||||||||||
| | | 37,191 | | | | AvalonBay Communities, Inc. | | | | | 6,635,246 | | | | | | 0.4 | | |
| | | 55,152 | | | | Digital Realty Trust, Inc. | | | | | 6,281,813 | | | | | | 0.3 | | |
| | | 142,397 | | | | ProLogis, Inc. | | | | | 9,186,030 | | | | | | 0.5 | | |
| | | 99,014 | | | | Welltower, Inc. | | | | | 6,314,123 | | | | | | 0.3 | | |
| | | 201,570 | | | | Weyerhaeuser Co. | | | | | 7,107,358 | | | | | | 0.4 | | |
| | | 4,045,073 | (2)(3) | | Other Securities | | | | | 145,743,735 | | | | | | 7.5 | | | |
| | | | | | | | | | | | 181,268,305 | | | | | | 9.4 | | |
| | | | | | | Telecommunication Services: 0.4% | | ||||||||||||
| | | 339,853 (3) | | | | Other Securities | | | | | 7,046,935 | | | | | | 0.4 | | |
| | | | | | | Utilities: 5.8% | | ||||||||||||
| | | 83,972 | | | | Consolidated Edison, Inc. | | | | | 7,133,421 | | | | | | 0.4 | | |
| | | 136,597 | | | | Public Service Enterprise Group, Inc. | | | | | 7,034,745 | | | | | | 0.4 | | |
| | | 67,850 | | | | Sempra Energy | | | | | 7,254,522 | | | | | | 0.4 | | |
| | | 137,260 | | | | Xcel Energy, Inc. | | | | | 6,603,579 | | | | | | 0.3 | | |
| | | 2,018,294 | (2)(3) | | Other Securities | | | | | 84,170,041 | | | | | | 4.3 | | | |
| | | | | | | | | | | | 112,196,308 | | | | | | 5.8 | | |
| | | | | | | Total Common Stock (Cost $976,931,512) | | | | | 1,922,202,483 | | | | | | 99.2 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: 2.5% | | ||||||||||||||||||
| | | | | | Securities Lending Collateral(5): 1.6% | | ||||||||||||
| | 7,558,632 | | | | Bank of Nova Scotia/New York, Repurchase Agreement dated 12/29/17, 1.38%, due 01/02/18 (Repurchase Amount $7,559,775, collateralized by various U.S. Government Agency Obligations, 3.500%-4.000%, Market Value plus accrued interest $7,710,987, due 07/20/45-11/01/47) | | | | $ | 7,558,632 | | | | | | 0.4 | | |
| | 7,558,632 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $7,559,800, collateralized by various U.S. Government U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $7,709,805, due 01/31/18-06/20/63) | | | | | 7,558,632 | | | | | | 0.4 | | |
| | 7,558,632 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $7,559,817, collateralized by various U.S. Government U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $7,709,805, due 01/11/18-12/01/51) | | | | | 7,558,632 | | | | | | 0.4 | | |
| | 1,589,977 | | | | Jefferies LLC, Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $1,590,238, collateralized by various U.S. Government Securities, 0.000%-1.750%, Market Value plus accrued interest $1,621,777, due 09/13/18-04/30/22) | | | | | 1,589,977 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | 7,558,632 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $7,559,982, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,768,532, due 01/15/19-02/15/46) | | | | $ | 7,558,632 | | | | | | 0.4 | | |
| | | | | | | | | | | 31,824,505 | | | | | | 1.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | Mutual Funds: 0.9% | | ||||||||||||
| | 17,304,000 (6) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $17,304,000) | | | | | 17,304,000 | | | | | | 0.9 | | |
| | | | | | Total Short-Term Investments (Cost $49,128,505) | | | | | 49,128,505 | | | | | | 2.5 | | |
| | | | | | Total Investments in Securities (Cost $1,026,060,017) | | | | $ | 1,971,330,988 | | | | | | 101.7 | | |
| | | | | | Liabilities in Excess of Other Assets | | | | | (32,282,414) | | | | | | (1.7) | | |
| | | | | | Net Assets | | | | $ | 1,939,048,574 | | | | | | 100.0 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 1,922,202,483 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,922,202,483 | | |
Short-Term Investments | | | | | 17,304,000 | | | | | | 31,824,505 | | | | | | — | | | | | | 49,128,505 | | |
Total Investments, at fair value | | | | $ | 1,939,506,483 | | | | | $ | 31,824,505 | | | | | $ | — | | | | | $ | 1,971,330,988 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 5,902 | | | | | | — | | | | | | — | | | | | | 5,902 | | |
Total Assets | | | | $ | 1,939,512,385 | | | | | $ | 31,824,505 | | | | | $ | — | | | | | $ | 1,971,336,890 | | |
| | | Beginning Fair Value at 12/31/16 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/17 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Issuer | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 2,504,942 | | | | | $ | 6,698 | | | | | $ | (690,020) | | | | | $ | 580,940 | | | | | $ | 2,402,560 | | | | | $ | 2,215 | | | | | $ | (103,766) | | | | | $ | — | | |
| | | | $ | 2,504,942 | | | | | $ | 6,698 | | | | | $ | (690,020) | | | | | $ | 580,940 | | | | | $ | 2,402,560 | | | | | $ | 2,215 | | | | | $ | (103,766) | | | | | $ | — | | |
|
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
S&P Mid 400 E-Mini | | | | | 99 | | | | | | 03/16/18 | | | | | $ | 18,833,760 | | | | | $ | 5,902 | | |
| | | | | | | | | | | | | | | | $ | 18,833,760 | | | | | $ | 5,902 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 5,902 | | |
Total Asset Derivatives | | | | | | | $ | 5,902 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,675,421 | | |
Total | | | | $ | 1,675,421 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 536,573 | | |
Total | | | | $ | 536,573 | | |
|
| Cost for federal income tax purposes was $1,038,422,721. | | |||||||||
| Net unrealized appreciation consisted of: | | |||||||||
| Gross Unrealized Appreciation | | | | $ | 1,002,324,375 | | | | ||
| Gross Unrealized Depreciation | | | | | (69,410,206) | | | | ||
| Net Unrealized Appreciation | | | | $ | 932,914,169 | | | | ||
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.3% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.4% | | ||||||||||||
| | | 64,335 | | | | Dana, Inc. | | | | $ | 2,059,363 | | | | | | 0.2 | | |
| | | 21,299 (1) | | | | Grand Canyon Education, Inc. | | | | | 1,906,899 | | | | | | 0.2 | | |
| | | 4,745,757 | (2)(3) | | Other Securities | | | | | 113,728,246 | | | | | | 12.0 | | | |
| | | | | | | | | | | | 117,694,508 | | | | | | 12.4 | | |
| | | | | | | Consumer Staples: 2.7% | | ||||||||||||
| | | 38,678 | | | | Snyders-Lance, Inc. | | | | | 1,936,994 | | | | | | 0.2 | | |
| | | 732,375 | (2)(3) | | Other Securities | | | | | 24,105,041 | | | | | | 2.5 | | | |
| | | | | | | | | | | | 26,042,035 | | | | | | 2.7 | | |
| | | | | | | Energy: 4.0% | | ||||||||||||
| | | 3,560,095 | (2)(3) | | Other Securities | | | | | 37,708,052 | | | | | | 4.0 | | | |
| | | | | | | Financials: 17.6% | | ||||||||||||
| | | 74,674 | | | | CNO Financial Group, Inc. | | | | | 1,843,701 | | | | | | 0.2 | | |
| | | 37,123 | | | | Hancock Holding Co. | | | | | 1,837,589 | | | | | | 0.2 | | |
| | | 167,099 (1) | | | | MGIC Investment Corp. | | | | | 2,357,767 | | | | | | 0.3 | | |
| | | 19,919 | | | | Primerica, Inc. | | | | | 2,022,774 | | | | | | 0.2 | | |
| | | 98,088 | | | | Radian Group, Inc. | | | | | 2,021,594 | | | | | | 0.2 | | |
| | | 95,139 | | | | Sterling Bancorp/DE | | | | | 2,340,419 | | | | | | 0.2 | | |
| | | 29,236 | | | | Stifel Financial Corp. | | | | | 1,741,296 | | | | | | 0.2 | | |
| | | 22,275 (1) | | | | Texas Capital Bancshares, Inc. | | | | | 1,980,248 | | | | | | 0.2 | | |
| | | 96,845 | | | | Umpqua Holdings Corp. | | | | | 2,014,376 | | | | | | 0.2 | | |
| | | 24,311 | | | | Wintrust Financial Corp. | | | | | 2,002,497 | | | | | | 0.2 | | |
| | | 5,909,414 | (2)(3) | | Other Securities | | | | | 147,397,120 | | | | | | 15.5 | | | |
| | | | | | | | | | | | 167,559,381 | | | | | | 17.6 | | |
| | | | | | | Health Care: 15.2% | | ||||||||||||
| | | 21,861 (1) | | | | Bluebird Bio, Inc. | | | | | 3,893,444 | | | | | | 0.4 | | |
| | | 56,807 (1) | | | | Catalent, Inc. | | | | | 2,333,632 | | | | | | 0.2 | | |
| | | 53,193 (1) | | | | Exact Sciences Corp. | | | | | 2,794,760 | | | | | | 0.3 | | |
| | | 41,283 | | | | Healthsouth Corp. | | | | | 2,039,793 | | | | | | 0.2 | | |
| | | 26,432 (1) | | | | Insulet Corp. | | | | | 1,823,808 | | | | | | 0.2 | | |
| | | 22,120 (1) | | | | LivaNova PLC | | | | | 1,767,830 | | | | | | 0.2 | | |
| | | 66,793 (1) | | | | Nektar Therapeutics | | | | | 3,988,878 | | | | | | 0.4 | | |
| | | 22,099 (1) | | | | PRA Health Sciences, Inc. | | | | | 2,012,556 | | | | | | 0.2 | | |
| | | 17,079 (1) | | | | Sage Therapeutics, Inc. | | | �� | | 2,813,082 | | | | | | 0.3 | | |
| | | 6,406,268 | (2)(3) | | Other Securities | | | | | 121,283,781 | | | | | | 12.8 | | | |
| | | | | | | | | | | | 144,751,564 | | | | | | 15.2 | | |
| | | | | | | Industrials: 15.4% | | ||||||||||||
| | | 30,044 (1) | | | | Beacon Roofing Supply, Inc. | | | | | 1,915,605 | | | | | | 0.2 | | |
| | | 19,868 | | | | Curtiss-Wright Corp. | | | | | 2,420,916 | | | | | | 0.3 | | |
| | | 26,277 | | | | EMCOR Group, Inc. | | | | | 2,148,145 | | | | | | 0.2 | | |
| | | 55,979 | | | | Knight-Swift Transportation Holdings, Inc. | | | | | 2,447,402 | | | | | | 0.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials (continued) | | ||||||||||||
| | | 23,698 | | | | Woodward, Inc. | | | | $ | 1,813,845 | | | | | | 0.2 | | |
| | | 4,205,990 | (2)(3) | | Other Securities | | | | | 135,215,555 | | | | | | 14.2 | | | |
| | | | | | | | | | | | 145,961,468 | | | | | | 15.4 | | |
| | | | | | | Information Technology: 16.5% | | ||||||||||||
| | | 33,067 (1) | | | | Aspen Technology, Inc. | | | | | 2,189,035 | | | | | | 0.2 | | |
| | | 21,346 | | | | Blackbaud, Inc. | | | | | 2,016,983 | | | | | | 0.2 | | |
| | | 62,993 | | | | Entegris, Inc. | | | | | 1,918,137 | | | | | | 0.2 | | |
| | | 22,418 (1) | | | | EPAM Systems, Inc. | | | | | 2,408,366 | | | | | | 0.3 | | |
| | | 13,495 | | | | Fair Isaac Corp. | | | | | 2,067,434 | | | | | | 0.2 | | |
| | | 38,932 | (1)(4) | | GrubHub, Inc. | | | | | 2,795,318 | | | | | | 0.3 | | | |
| | | 59,820 (1) | | | | Integrated Device Technology, Inc. | | | | | 1,778,449 | | | | | | 0.2 | | |
| | | 10,077 | | | | Littelfuse, Inc. | | | | | 1,993,432 | | | | | | 0.2 | | |
| | | 28,875 | | | | Maximus, Inc. | | | | | 2,066,872 | | | | | | 0.2 | | |
| | | 23,830 | | | | MKS Instruments, Inc. | | | | | 2,251,935 | | | | | | 0.2 | | |
| | | 17,480 | | | | Monolithic Power Systems, Inc. | | | | | 1,964,053 | | | | | | 0.2 | | |
| | | 22,226 | (1)(4) | | Paycom Software, Inc. | | | | | 1,785,414 | | | | | | 0.2 | | | |
| | | 19,623 (1) | | | | Proofpoint, Inc. | | | | | 1,742,719 | | | | | | 0.2 | | |
| | | 13,066 | | | | SYNNEX Corp. | | | | | 1,776,323 | | | | | | 0.2 | | |
| | | 23,802 | (1)(4) | | Viasat, Inc. | | | | | 1,781,580 | | | | | | 0.2 | | | |
| | | 5,161,309 | (2)(3) | | Other Securities | | | | | 126,204,999 | | | | | | 13.3 | | | |
| | | | | | | | | | | | 156,741,049 | | | | | | 16.5 | | |
| | | | | | | Materials: 4.5% | | ||||||||||||
| | | 65,551 (1) | | | | Louisiana-Pacific Corp. | | | | | 1,721,369 | | | | | | 0.2 | | |
| | | 1,768,758 | (2)(3) | | Other Securities | | | | | 41,176,993 | | | | | | 4.3 | | | |
| | | | | | | | | | | | 42,898,362 | | | | | | 4.5 | | |
| | | | | | | Real Estate: 6.7% | | ||||||||||||
| | | 67,579 | | | | Gramercy Property Trust | | | | | 1,801,656 | | | | | | 0.2 | | |
| | | 53,558 | | | | Healthcare Realty Trust, Inc. | | | | | 1,720,283 | | | | | | 0.2 | | |
| | | 2,968,523 | (2)(3) | | Other Securities | | | | | 59,718,345 | | | | | | 6.3 | | | |
| | | | | | | | | | | | 63,240,284 | | | | | | 6.7 | | |
| | | | | | | Telecommunication Services: 0.8% | | ||||||||||||
| | | 700,590 | (2)(3) | | Other Securities | | | | | 7,310,241 | | | | | | 0.8 | | | |
| | | | | | | Utilities: 3.5% | | ||||||||||||
| | | 22,452 | | | | Idacorp, Inc. | | | | | 2,051,215 | | | | | | 0.2 | | |
| | | 23,497 | | | | ONE Gas, Inc. | | | | | 1,721,390 | | | | | | 0.2 | | |
| | | 39,087 | | | | Portland General Electric Co. | | | | | 1,781,585 | | | | | | 0.2 | | |
| | | 21,407 | | | | Southwest Gas Holdings, Inc. | | | | | 1,722,835 | | | | | | 0.2 | | |
| | | 23,015 | | | | WGL Holdings, Inc. | | | | | 1,975,608 | | | | | | 0.2 | | |
| | | 658,487 | (2)(3) | | Other Securities | | | | | 24,101,464 | | | | | | 2.5 | | | |
| | | | | | | | | | | | 33,354,097 | | | | | | 3.5 | | |
| | | | | | | Total Common Stock (Cost $593,611,696) | | | | | 943,261,041 | | | | | | 99.3 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| RIGHTS: 0.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 0.0% | | ||||||||||||
| | | 46,399 | (3)(5) | | Other Securities | | | | $ | 14,384 | | | | | | 0.0 | | | |
| | | | | | | Health Care: 0.0% | | ||||||||||||
| | | 77,391 | (3)(5) | | Other Securities | | | | | 71,496 | | | | | | 0.0 | | | |
| | | | | | | Total Rights (Cost $9,198) | | | | | 85,880 | | | | | | 0.0 | | |
| | | | | | | Total Long-Term Investments (Cost $593,620,894) | | | | | 943,346,921 | | | | | | 99.3 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 7.9% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6): 7.1% | | ||||||||||||
| | | 9,737,331 | | | | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $9,738,793, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $9,932,078, due 05/15/20-08/15/47) | | | | | 9,737,331 | | | | | | 1.0 | | |
| | | 16,149,170 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $16,151,665, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $16,472,153, due 01/31/18-06/20/63) | | | | | 16,149,170 | | | | | | 1.7 | | |
| | | 9,809,008 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $9,810,545, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $10,005,188, due 01/11/18-12/01/51) | | | | | 9,809,008 | | | | | | 1.0 | | |
| | | 16,149,170 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $16,151,718, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $16,472,154, due 02/15/43-02/15/44) | | | | | 16,149,170 | | | | | | 1.7 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6) (continued) | | ||||||||||||
| | | 16,149,170 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $16,152,055, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,597,626, due 01/15/19-02/15/46) | | | | $ | 16,149,170 | | | | | | 1.7 | | |
| | | | | | | | | | | | 67,993,849 | | | | | | 7.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 7,291,000 (7) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $7,291,000) | | | | | 7,291,000 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $75,284,849) | | | | | 75,284,849 | | | | | | 7.9 | | |
| | | | | | | Total Investments in Securities (Cost $668,905,743) | | | | $ | 1,018,631,770 | | | | | | 107.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (68,122,793) | | | | | | (7.2) | | |
| | | | | | | Net Assets | | | | $ | 950,508,977 | | | | | | 100.0 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock* | | | | $ | 943,261,041 | | | | | $ | — | | | | | $ | — | | | | | $ | 943,261,041 | | |
Rights | | | | | — | | | | | | — | | | | | | 85,880 | | | | | | 85,880 | | |
Short-Term Investments | | | | | 7,291,000 | | | | | | 67,993,849 | | | | | | — | | | | | | 75,284,849 | | |
Total Investments, at fair value | | | | $ | 950,552,041 | | | | | $ | 67,993,849 | | | | | $ | 85,880 | | | | | $ | 1,018,631,770 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 63,626 | | | | | | — | | | | | | — | | | | | | 63,626 | | |
Total Assets | | | | $ | 950,615,667 | | | | | $ | 67,993,849 | | | | | $ | 85,880 | | | | | $ | 1,018,695,396 | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts | | | | | | ||||||||||||||||||||
Russell 2000® Mini Index | | | | | 108 | | | | | | 03/16/18 | | | | | $ | 8,297,100 | | | | | $ | 63,626 | | |
| | | | | | | | | | | | | | | | $ | 8,297,100 | | | | | $ | 63,626 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 63,626 | | |
Total Asset Derivatives | | | | | | | $ | 63,626 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 980,349 | | |
Total | | | | $ | 980,349 | | |
|
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of December 31, 2017 (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 463,769 | | |
Total | | | | $ | 463,769 | | |
|
| Cost for federal income tax purposes was $670,763,813. | | ||||||
| Net unrealized appreciation consisted of: | | ||||||
| Gross Unrealized Appreciation | | | | $ | 405,978,007 | | |
| Gross Unrealized Depreciation | | | | | (58,046,424) | | |
| Net Unrealized Appreciation | | | | $ | 347,931,583 | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2017 |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES:29.4% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.8% | | ||||||||||||
| | | 25,484,000 | | | | Other Securities | | | | $ | 27,174,936 | | | | | | 0.8 | | |
| | | | | | | Communications: 2.9% | | ||||||||||||
| | | 1,014,000 (1) | | | | AT&T, Inc., 4.100%, 02/15/28 | | | | | 1,019,103 | | | | | | 0.0 | | |
| | | 18,130,000 | | | | AT&T, Inc., 1.750%-6.000%, 01/15/18-03/09/48 | | | | | 18,424,019 | | | | | | 0.6 | | |
| | | 5,500,000 | | | | Cisco Systems, Inc., 2.125%-5.500%, 03/01/19-01/15/40 | | | | | 6,058,573 | | | | | | 0.2 | | |
| | | 724,000 (1) | | | | Comcast Corp., 3.969%, 11/01/47 | | | | | 749,194 | | | | | | 0.0 | | |
| | | 6,335,000 | | | | Comcast Corp., 3.000%-6.500%, 02/01/24-08/15/45 | | | | | 6,877,041 | | | | | | 0.2 | | |
| | | 1,500,000 (1) | | | | NBCUniversal Enterprise, Inc., 1.974%, 04/15/19 | | | | | 1,497,479 | | | | | | 0.1 | | |
| | | 1,750,000 | | | | Time Warner Cable LLC, 4.125%-4.500%, 02/15/21-09/15/42 | | | | | 1,713,653 | | | | | | 0.0 | | |
| | | 5,325,000 | | | | Time Warner, Inc., 2.100%-6.500%, 06/01/19-06/01/44 | | | | | 5,954,910 | | | | | | 0.2 | | |
| | | 13,378,000 | | | | Verizon Communications, Inc., 2.625%-5.150%, 03/15/21-08/21/54 | | | | | 13,742,292 | | | | | | 0.4 | | |
| | | 38,548,000 | | | | Other Securities | | | | | 41,986,723 | | | | | | 1.2 | | |
| | | | | | | | | | | | 98,022,987 | | | | | | 2.9 | | |
| | | | | | | Consumer, Cyclical: 2.0% | | ||||||||||||
| | | 500,000 | | | | American Honda Finance Corp., 2.300%, 09/09/26 | | | | | 473,680 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | Daimler Finance North America LLC, 2.300%, 02/12/21 | | | | | 991,872 | | | | | | 0.0 | | |
| | | 500,000 (1) | | | | Daimler Finance North America LLC, 2.375%, 08/01/18 | | | | | 501,096 | | | | | | 0.0 | | |
| | | 1,300,000 | | | | Ford Motor Credit Co., LLC, 5.875%, 08/02/21 | | | | | 1,428,556 | | | | | | 0.0 | | |
| | | 1,300,000 | | | | Ford Motor Co., 4.346%-7.450%, 12/08/26-01/15/43 | | | | | 1,482,091 | | | | | | 0.1 | | |
| | | 6,250,000 | | | | Ford Motor Credit Co. LLC, 2.021%-4.375%, 01/16/18- 08/04/25 | | | | | 6,356,623 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 750,000 | | | | General Motors Co., 6.600%, 04/01/36 | | | | $ | 915,773 | | | | | | 0.0 | | |
| | | 4,750,000 | | | | General Motors Financial Co., Inc., 3.100%-5.250%, 01/15/19-01/17/27 | | | | | 4,903,846 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | Hyundai Capital America, 2.400%, 10/30/18 | | | | | 499,616 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | Hyundai Capital America, 2.875%, 08/09/18 | | | | | 1,002,226 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Nissan Motor Acceptance Corp., 2.000%, 03/08/19 | | | | | 249,418 | | | | | | 0.0 | | |
| | | 46,358,853 (2) | | | | Other Securities | | | | | 48,818,964 | | | | | | 1.4 | | |
| | | | | | | | | | | | 67,623,761 | | | | | | 2.0 | | |
| | | | | | | Consumer, Non-cyclical: 5.2% | | ||||||||||||
| | | 7,250,000 | | | | AbbVie, Inc., 1.800%-4.700%, 05/14/18-05/14/46 | | | | | 7,499,439 | | | | | | 0.2 | | |
| | | 6,650,000 | | | | Amgen, Inc., 2.250%-4.400%, 11/15/21-05/01/45 | | | | | 6,984,966 | | | | | | 0.2 | | |
| | | 10,750,000 | | | | Anheuser-Busch InBev Finance, Inc., 1.900%-4.900%, 02/01/19-02/01/46 | | | | | 11,676,533 | | | | | | 0.3 | | |
| | | 5,500,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 3.750%-8.200%, 01/15/20-07/15/42 | | | | | 6,199,994 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | BAT Capital Corp., 3.222%, 08/15/24 | | | | | 1,001,215 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | BAT Capital Corp., 3.557%, 08/15/27 | | | | | 1,003,026 | | | | | | 0.1 | | |
| | | 5,250,000 | | | | Cigna Corp., 3.250%-5.125%, 06/15/20-04/15/25 | | | | | 5,498,657 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | ERAC USA Finance LLC, 2.350%, 10/15/19 | | | | | 498,734 | | | | | | 0.0 | | |
| | | 500,000 (1) | | | | ERAC USA Finance LLC, 3.850%, 11/15/24 | | | | | 518,601 | | | | | | 0.0 | | |
| | | 5,660,000 | | | | Gilead Sciences, Inc., 1.950%-4.800%, 04/01/19-03/01/47 | | | | | 5,870,563 | | | | | | 0.2 | | |
| | | 6,766,000 | | | | Kraft Heinz Foods Co., 3.000%-6.125%, 08/23/18-06/01/46 | | | | | 6,964,695 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 7,350,000 | | | | UnitedHealth Group, Inc., 1.625%-6.000%, 02/15/18-04/15/47 | | | | $ | 7,619,433 | | | | | | 0.2 | | |
| | | 110,095,000 (2) | | | | Other Securities | | | | | 114,920,163 | | | | | | 3.4 | | |
| | | | | | | | | | | | 176,256,019 | | | | | | 5.2 | | |
| | | | | | | Energy: 2.7% | | ||||||||||||
| | | 5,292,000 | | | | Kinder Morgan Energy Partners L.P., 3.500%-6.950%, 03/01/21-09/01/44 | | | | | 6,060,873 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | Kinder Morgan, Inc./DE, 4.300%-5.550%, 06/01/25-02/15/46 | | | | | 1,590,728 | | | | | | 0.0 | | |
| | | 79,147,000 | | | | Other Securities | | | | | 84,499,266 | | | | | | 2.5 | | |
| | | | | | | | | | | | 92,150,867 | | | | | | 2.7 | | |
| | | | | | | Financial: 9.9% | | ||||||||||||
| | | 7,075,000 | | | | American Express Co., 3.000%-7.000%, 03/19/18-10/30/24 | | | | | 7,142,806 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | American Express Credit Corp., 2.125%-2.700%, 07/27/18-03/03/22 | | | | | 1,501,096 | | | | | | 0.1 | | |
| | | 2,386,297 (1) | | | | Bank of America Corp., 3.419%, 12/20/28 | | | | | 2,389,077 | | | | | | 0.1 | | |
| | | 19,431,000 | | | | Bank of America Corp., 2.000%-5.650%, 01/11/18-04/24/28 | | | | | 20,013,934 | | | | | | 0.6 | | |
| | | 2,500,000 | | | | Bank of New York Mellon Corp./The, 2.600%-3.442%, 02/07/22-02/07/28 | | | | | 2,521,602 | | | | | | 0.1 | | |
| | | 4,700,000 | | | | Bank of New York Mellon Corp., 1.300%-3.000%, 01/25/18-10/30/28 | | | | | 4,667,080 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | BNP Paribas SA, 3.500%, 11/16/27 | | | | | 997,116 | | | | | | 0.0 | | |
| | | 550,000 | | | | Capital One NA/Mclean VA, 2.350%, 08/17/18 | | | | | 550,930 | | | | | | 0.0 | | |
| | | 2,500,000 | | | | Capital One Financial Corp., 2.450%-4.200%, 04/24/19-07/28/26 | | | | | 2,525,120 | | | | | | 0.1 | | |
| | | 12,358,000 | | | | Citigroup, Inc., 2.500%-8.125%, 07/29/19-05/06/44 | | | | | 13,244,735 | | | | | | 0.4 | | |
| | | 750,000 (1) | | | | Credit Suisse Group AG, 3.574%, 01/09/23 | | | | | 763,156 | | | | | | 0.0 | | |
| | | 750,000 (1) | | | | Credit Suisse Group AG, 4.282%, 01/09/28 | | | | | 782,612 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 7,801,000 | | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/35 | | | | $ | 8,452,675 | | | | | | 0.3 | | |
| | | 1,500,000 | | | | Goldman Sachs Group, Inc./The, 2.875%-3.850%, 02/25/21-01/26/27 | | | | | 1,531,540 | | | | | | 0.0 | | |
| | | 14,140,000 | | | | Goldman Sachs Group, Inc., 2.550%-6.750%, 04/01/18-10/01/37 | | | | | 15,759,820 | | | | | | 0.5 | | |
| | | 5,100,000 | | | | HSBC Holdings PLC, 3.400%-6.500%, 03/08/21-12/31/99 | | | | | 6,259,817 | | | | | | 0.2 | | |
| | | 1,500,000 | | | | HSBC USA, Inc., 1.625%-3.500%, 01/16/18-06/23/24 | | | | | 1,506,827 | | | | | | 0.0 | | |
| | | 18,125,000 | | | | JPMorgan Chase & Co., 1.625%-5.500%, 05/15/18-10/15/40 | | | | | 19,278,623 | | | | | | 0.6 | | |
| | | 16,000,000 | | | | Kreditanstalt fuer Wiederaufbau, 1.250%-2.625%, 09/30/19-01/25/22 | | | | | 16,068,858 | | | | | | 0.5 | | |
| | | 500,000 (1) | | | | Metropolitan Life Global Funding I, 1.950%, 09/15/21 | | | | | 489,973 | | | | | | 0.0 | | |
| | | 750,000 (1) | | | | Metropolitan Life Global Funding I, 3.450%, 12/18/26 | | | | | 771,380 | | | | | | 0.0 | | |
| | | 23,300,000 | | | | Morgan Stanley, 2.125%-6.625%, 04/01/18-07/22/28 | | | | | 23,787,574 | | | | | | 0.7 | | |
| | | 750,000 (1) | | | | Toronto-Dominion Bank/The, 2.500%, 01/18/23 | | | | | 748,466 | | | | | | 0.0 | | |
| | | 500,000 (1) | | | | UBS Group Funding Switzerland AG, 2.950%, 09/24/20 | | | | | 505,503 | | | | | | 0.0 | | |
| | | 500,000 (1) | | | | UBS Group Funding Switzerland AG, 3.000%, 04/15/21 | | | | | 503,854 | | | | | | 0.0 | | |
| | | 16,733,000 | | | | Wells Fargo & Co., 2.625%-5.606%, 04/01/21-01/15/44 | | | | | 17,784,350 | | | | | | 0.5 | | |
| | | 159,117,000 (2) | | | | Other Securities | | | | | 163,149,656 | | | | | | 4.8 | | |
| | | | | | | | | | | | 333,698,180 | | | | | | 9.9 | | |
| | | | | | | Industrial: 2.1% | | ||||||||||||
| | | 2,600,000 (1) | | | | Honeywell International, Inc., 3.812%, 11/21/47 | | | | | 2,708,214 | | | | | | 0.1 | | |
| | | 5,250,000 | | | | Lockheed Martin Corp., 2.500%-4.700%, 11/23/20-05/15/46 | | | | | 5,491,208 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 642,000 (1) | | | | Norfolk Southern Corp., 3.942%, 11/01/47 | | | | $ | 661,152 | | | | | | 0.0 | | |
| | | 58,862,000 (2) | | | | Other Securities | | | | | 62,403,198 | | | | | | 1.8 | | |
| | | | | | | | | | | | 71,263,772 | | | | | | 2.1 | | |
| | | | | | | Technology: 1.5% | | ||||||||||||
| | | 8,900,000 | | | | Apple, Inc., 1.000%-4.375%, 05/03/18-05/13/45 | | | | | 9,021,656 | | | | | | 0.3 | | |
| | | 400,000 (1) | | | | Dell International LLC / EMC Corp., 3.480%, 06/01/19 | | | | | 405,114 | | | | | | 0.0 | | |
| | | 400,000 (1) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | | | | | 417,093 | | | | | | 0.0 | | |
| | | 400,000 (1) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | | | | | 432,693 | | | | | | 0.0 | | |
| | | 400,000 (1) | | | | Dell International LLC / EMC Corp., 6.020%, 06/15/26 | | | | | 441,662 | | | | | | 0.0 | | |
| | | 400,000 (1) | | | | Dell International LLC / EMC Corp., 8.350%, 07/15/46 | | | | | 516,678 | | | | | | 0.0 | | |
| | | 5,550,000 | | | | International Business Machines Corp., 1.625%-3.450%, 05/15/19-02/19/26 | | | | | 5,608,199 | | | | | | 0.2 | | |
| | | 272,288 (1) | | | | Intel Corp., 3.734%, 12/08/47 | | | | | 283,235 | | | | | | 0.0 | | |
| | | 12,000,000 | | | | Microsoft Corp., 1.000%-4.875%, 05/01/18-08/08/56 | | | | | 12,615,220 | | | | | | 0.4 | | |
| | | 6,600,000 | | | | Oracle Corp., 2.250%-5.375%, 10/08/19-05/15/45 | | | | | 7,207,973 | | | | | | 0.2 | | |
| | | 14,817,000 (2) | | | | Other Securities | | | | | 15,344,045 | | | | | | 0.4 | | |
| | | | | | | | | | | | 52,293,568 | | | | | | 1.5 | | |
| | | | | | | Utilities: 2.3% | | ||||||||||||
| | | 500,000 | | | | Duke Energy Carolinas LLC, 2.500%, 03/15/23 | | | | | 495,820 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Duke Energy Corp., 1.800%-4.800%, 09/01/21-09/01/46 | | | | | 2,087,910 | | | | | | 0.1 | | |
| | | 2,900,000 | | | | Duke Energy Progress LLC, 3.700%-4.375%, 03/30/44-10/15/46 | | | | | 3,211,039 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Utilities (continued) | | ||||||||||||
| | | 1,000,000 (1) | | | | ITC Holdings Corp., 3.350%, 11/15/27 | | | | $ | 1,002,509 | | | | | | 0.0 | | |
| | | 250,000 (1) | | | | Monongahela Power Co., 5.400%, 12/15/43 | | | | | 312,154 | | | | | | 0.0 | | |
| | | 64,279,071 | | | | Other Securities | | | | | 69,561,512 | | | | | | 2.1 | | |
| | | | | | | | | | | | 76,670,944 | | | | | | 2.3 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $956,918,860) | | | | | 995,155,034 | | | | | | 29.4 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | | ||||||||||||||||||
| | | 2,087,092 | | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/42 | | | | | 2,079,007 | | | | | | 0.1 | | |
| | | 1,476,475 | | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/36 | | | | | 1,631,944 | | | | | | 0.0 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $3,747,791) | | | | | 3,710,951 | | | | | | 0.1 | | |
| MUNICIPAL BONDS: 1.0% | | ||||||||||||||||||
| | | | | | | California: 0.2% | | ||||||||||||
| | | 4,335,000 | | | | State of California, 7.550%, 04/01/39 | | | | | 6,821,599 | | | | | | 0.2 | | |
| | | | | | | Connecticut: 0.1% | | ||||||||||||
| | | 3,735,000 | | | | Other Securities | | | | | 4,491,935 | | | | | | 0.1 | | |
| | | | | | | New Jersey: 0.2% | | ||||||||||||
| | | 5,760,000 | | | | Other Securities | | | | | 8,001,883 | | | | | | 0.2 | | |
| | | | | | | New York: 0.2% | | ||||||||||||
| | | 3,495,000 | | | | Other Securities | | | | | 4,995,089 | | | | | | 0.2 | | |
| | | | | | | Ohio: 0.2% | | ||||||||||||
| | | 3,355,000 | | | | Other Securities | | | | | 5,237,289 | | | | | | 0.2 | | |
| | | | | | | Washington: 0.1% | | ||||||||||||
| | | 3,900,000 | | | | Other Securities | | | | | 4,922,775 | | | | | | 0.1 | | |
| | | | | | | Total Municipal Bonds (Cost $26,959,483) | | | | | 34,470,570 | | | | | | 1.0 | | |
| U.S. TREASURY OBLIGATIONS:39.5% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Bonds: 5.8% | | ||||||||||||
| | | 47,873,000 | | | | 2.750%, 08/15/47 | | | | | 47,889,305 | | | | | | 1.4 | | |
| | | 18,645,000 | | | | 3.500%, 02/15/39 | | | | | 21,282,904 | | | | | | 0.6 | | |
| | | 13,888,000 | | | | 3.625%, 08/15/43 | | | | | 16,196,029 | | | | | | 0.5 | | |
| | | 14,092,000 | | | | 3.625%, 02/15/44 | | | | | 16,457,986 | | | | | | 0.5 | | |
| | | 13,251,000 | | | | 3.750%, 11/15/43 | | | | | 15,775,864 | | | | | | 0.5 | | |
| | | 73,570,000 | | | | 2.250%-8.125%, 08/15/19-08/15/46 | | | | | 77,392,122 | | | | | | 2.3 | | |
| | | | | | | | | | | | 194,994,210 | | | | | | 5.8 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 33.7% | | ||||||||||||
| | | 15,660,000 | | | | 0.625%, 06/30/18 | | | | | 15,595,774 | | | | | | 0.4 | | |
| | | 20,000,000 | | | | 0.750%, 02/28/18 | | | | | 19,981,177 | | | | | | 0.6 | | |
| | | 12,296,700 | | | | 0.875%, 03/31/18 | | | | | 12,281,645 | | | | | | 0.4 | | |
| | | 13,454,000 | | | | 0.875%, 05/31/18 | | | | | 13,424,065 | | | | | | 0.4 | | |
| | | 27,497,000 (3) | | | | 1.000%, 08/31/19 | | | | | 27,109,436 | | | | | | 0.8 | | |
| | | 29,467,000 | | | | 1.250%, 11/30/18 | | | | | 29,324,969 | | | | | | 0.9 | | |
| | | 13,040,000 | | | | 1.250%, 10/31/21 | | | | | 12,633,473 | | | | | | 0.4 | | |
| | | 16,756,000 | | | | 1.375%, 09/30/18 | | | | | 16,713,734 | | | | | | 0.5 | | |
| | | 20,000,000 | | | | 1.375%, 01/15/20 | | | | | 19,793,538 | | | | | | 0.6 | | |
| | | 37,540,000 | | | | 1.375%, 04/30/21 | | | | | 36,730,096 | | | | | | 1.1 | | |
| | | 19,814,000 | | | | 1.500%, 12/31/18 | | | | | 19,752,559 | | | | | | 0.6 | | |
| | | 19,814,000 | | | | 1.625%, 07/31/19 | | | | | 19,742,308 | | | | | | 0.6 | | |
| | | 24,847,000 | | | | 1.625%, 02/15/26 | | | | | 23,462,696 | | | | | | 0.7 | | |
| | | 22,705,000 | | | | 1.750%, 09/30/19 | | | | | 22,654,823 | | | | | | 0.7 | | |
| | | 18,000,000 | | | | 1.750%, 09/30/22 | | | | | 17,639,951 | | | | | | 0.5 | | |
| | | 24,900,000 | | | | 2.000%, 11/30/20 | | | | | 24,925,214 | | | | | | 0.7 | | |
| | | 12,097,000 | | | | 2.000%, 02/28/21 | | | | | 12,090,919 | | | | | | 0.3 | | |
| | | 110,371,000 (3) | | | | 2.000%, 11/30/22 | | | | | 109,363,830 | | | | | | 3.2 | | |
| | | 17,133,000 | | | | 2.000%, 11/15/26 | | | | | 16,578,631 | | | | | | 0.5 | | |
| | | 20,498,000 | | | | 2.125%, 01/31/21 | | | | | 20,572,156 | | | | | | 0.6 | | |
| | | 13,612,000 | | | | 2.125%, 11/30/24 | | | | | 13,431,929 | | | | | | 0.4 | | |
| | | 20,000,000 | | | | 2.125%, 05/15/25 | | | | | 19,693,395 | | | | | | 0.6 | | |
| | | 26,457,000 | | | | 2.250%, 11/15/24 | | | | | 26,318,874 | | | | | | 0.8 | | |
| | | 42,252,000 | | | | 2.250%, 11/15/27 | | | | | 41,649,318 | | | | | | 1.2 | | |
| | | 19,590,000 | | | | 2.375%, 12/31/20 | | | | | 19,812,370 | | | | | | 0.6 | | |
| | | 18,650,000 | | | | 2.625%, 04/30/18 | | | | | 18,723,355 | | | | | | 0.5 | | |
| | | 26,255,000 | | | | 2.750%, 02/15/19 | | | | | 26,518,292 | | | | | | 0.8 | | |
| | | 36,569,500 | | | | 2.750%, 11/15/23 | | | | | 37,559,003 | | | | | | 1.1 | | |
| | | 42,052,000 | | | | 2.750%, 02/15/24 | | | | | 43,153,984 | | | | | | 1.3 | | |
| | | 407,012,900 (3) | | | | 0.750%-3.500%, 01/31/18-11/15/25 | | | | | 402,374,378 | | | | | | 11.9 | | |
| | | | | | | | | | | | 1,139,605,892 | | | | | | 33.7 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $1,328,415,304) | | | | | 1,334,600,102 | | | | | | 39.5 | | |
| ASSET-BACKED SECURITIES:0.8% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
| | | 1,000,000 (1) | | | | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | | | | | 997,950 | | | | | | 0.0 | | |
| | | 820,000 (1) | | | | Ford Credit Auto Owner Trust 2014-2 A, 2.310%, 04/15/26 | | | | | 821,521 | | | | | | 0.0 | | |
| | | 9,050,000 | | | | Other Securities | | | | | 8,990,150 | | | | | | 0.3 | | |
| | | | | | | | | | | | 10,809,621 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Credit Card Asset-Backed Securities: 0.4% | | ||||||||||||
| | | 1,650,000 | | | | American Express Credit Account Master Trust 2017-1 A, 1.930%, 09/15/22 | | | | $ | 1,642,897 | | | | | | 0.1 | | |
| | | 4,979,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/22 | | | | | 4,953,459 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2015-A2 A2, 2.080%, 03/15/23 | | | | | 997,803 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2016-A4 A4, 1.330%, 06/15/22 | | | | | 987,851 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | Capital One Multi-Asset Execution Trust 2017-A3 A3, 2.430%, 01/15/25 | | | | | 1,001,710 | | | | | | 0.1 | | |
| | | 4,350,000 | | | | Other Securities | | | | | 4,350,721 | | | | | | 0.1 | | |
| | | | | | | | | | | | 13,934,441 | | | | | | 0.4 | | |
| | | | | | | Other Asset-Backed Securities: 0.1% | | ||||||||||||
| | | 1,650,000 (1) | | | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/21 | | | | | 1,641,285 | | | | | | 0.1 | | |
| | | 426,829 | | | | Other Securities | | | | | 425,610 | | | | | | 0.0 | | |
| | | | | | | | | | | | 2,066,895 | | | | | | 0.1 | | |
| | | | | | | Total Asset-Backed Securities (Cost $26,924,476) | | | | | 26,810,957 | | | | | | 0.8 | | |
| FOREIGN GOVERNMENT BONDS:3.2% | | ||||||||||||||||||
| | | 6,506,000 | | | | Asian Development Bank, 1.625%-2.125%, 03/16/21-03/19/25 | | | | | 6,405,582 | | | | | | 0.2 | | |
| | | 4,950,000 | | | | Colombia Government International Bond, 4.000%-7.375%, 02/26/24-09/18/37 | | | | | 5,758,950 | | | | | | 0.2 | | |
| | | 17,771,000 | | | | European Investment Bank, 1.125%-4.000%, 08/15/19-03/15/22 | | | | | 17,664,295 | | | | | | 0.5 | | |
| | | 6,000,000 | | | | Japan Bank for International Cooperation/Japan, 1.750%-2.125%, 05/28/20-11/16/20 | | | | | 5,944,794 | | | | | | 0.2 | | |
| | | 3,000,000 (1) | | | | Kommunalbanken AS, 2.250%, 01/25/22 | | | | | 2,984,177 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| FOREIGN GOVERNMENT BONDS: (continued) | | ||||||||||||||||||
| | | 4,155,000 | | | | Peruvian Government International Bond, 6.550%-7.125%, 03/30/19-03/14/37 | | | | $ | 5,595,927 | | | | | | 0.2 | | |
| | | 1,000,000 | | | | Province of Ontario Canada, 1.875%, 05/21/20 | | | | | 991,112 | | | | | | 0.0 | | |
| | | 13,308,000 | | | | Province of Ontario Canada, 4.400%, 04/14/20 | | | | | 13,942,122 | | | | | | 0.4 | | |
| | | 45,489,000 (2) | | | | Other Securities | | | | | 48,102,159 | | | | | | 1.4 | | |
| | | | | | | Total Foreign Government Bonds (Cost $105,796,342) | | | | | 107,389,118 | | | | | | 3.2 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS:28.4% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 8.9%(4) | | ||||||||||||
| | | 33,170,000 (5) | | | | 3.000%, 12/15/42 | | | | | 33,167,394 | | | | | | 1.0 | | |
| | | 32,182,616 | | | | 3.000%, 05/01/45 | | | | | 32,227,204 | | | | | | 1.0 | | |
| | | 47,387,000 (5) | | | | 3.500%, 07/15/41 | | | | | 48,666,711 | | | | | | 1.4 | | |
| | | 30,636,705 | | | | 3.500%, 04/01/43 | | | | | 31,576,468 | | | | | | 0.9 | | |
| | | 32,218,717 | | | | 3.500%, 02/01/44 | | | | | 33,204,183 | | | | | | 1.0 | | |
| | | 2,775,056 | | | | 3.605%, 02/01/42 | | | | | 2,911,731 | | | | | | 0.1 | | |
| | | 112,914,963 (5) | | | | 3.000%-6.750%, 03/27/19-11/01/46 | | | | | 119,129,585 | | | | | | 3.5 | | |
| | | | | | | | | | | | 300,883,276 | | | | | | 8.9 | | |
| | | | | | | Federal National Mortgage Association: 11.1%(4) | | ||||||||||||
| | | 19,076,000 (5) | | | | 2.500%, 01/23/32 | | | | | 19,047,684 | | | | | | 0.6 | | |
| | | 23,492,380 | | | | 3.000%, 12/01/42 | | | | | 23,667,819 | | | | | | 0.7 | | |
| | | 12,622,709 | | | | 3.000%, 07/01/43 | | | | | 12,692,926 | | | | | | 0.4 | | |
| | | 35,455,000 (5) | | | | 3.000%, 01/18/47 | | | | | 35,457,770 | | | | | | 1.0 | | |
| | | 17,108,153 | | | | 3.500%, 11/01/42 | | | | | 17,661,916 | | | | | | 0.5 | | |
| | | 19,118,053 | | | | 4.000%, 11/01/40 | | | | | 20,091,806 | | | | | | 0.6 | | |
| | | 13,369,681 | | | | 4.000%, 06/01/45 | | | | | 14,079,897 | | | | | | 0.4 | | |
| | | 221,152,863 (5) | | | | 1.500%-7.250%, 01/01/18-08/01/46 | | | | | 233,408,729 | | | | | | 6.9 | | |
| | | | | | | | | | | | 376,108,547 | | | | | | 11.1 | | |
| | | | | | | Government National Mortgage Association: 7.5% | | ||||||||||||
| | | 84,719,000 (5) | | | | 3.000%, 01/15/43 | | | | | 85,493,385 | | | | | | 2.5 | | |
| | | 99,290,000 (5) | | | | 3.500%, 10/20/41 | | | | | 102,648,795 | | | | | | 3.1 | | |
| | | 59,466,735 (5) | | | | 4.000%-6.000%, 10/15/36-03/20/46 | | | | | 63,151,222 | | | | | | 1.9 | | |
| | | | | | | | | | | | 251,293,402 | | | | | | 7.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | | | | | Other U.S. Agency Obligations: 0.9% | | ||||||||||||
| | | 22,990,000 | | | | 1.100%, 11/06/18 | | | | $ | 22,851,393 | | | | | | 0.7 | | |
| | | 6,510,000 (3) | | | | 1.875%-7.125%, 08/15/22-01/15/38 | | | | | 8,708,082 | | | | | | 0.2 | | |
| | | | | | | | | | | | 31,559,475 | | | | | | 0.9 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $957,780,277) | | | | | 959,844,700 | | | | | | 28.4 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.9% | | ||||||||||||||||||
| | | 2,000,000 (1) | | | | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/33 | | | | | 2,026,470 | | | | | | 0.1 | | |
| | | 1,115,000 | | | | COMM 2012-LC4 A4, 3.288%, 12/10/44 | | | | | 1,136,153 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | COMM 2013-CR10 AM, 4.517%, 08/10/46 | | | | | 1,074,981 | | | | | | 0.1 | | |
| | | 650,000 | | | | COMM 2015-CR23 A3, 3.230%, 05/10/48 | | | | | 659,849 | | | | | | 0.0 | | |
| | | 315,000 | | | | COMM 2015-PC1 B, 4.441%, 07/10/50 | | | | | 322,524 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | COMM 2016-COR1 A4, 3.091%, 10/10/49 | | | | | 998,496 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | COMM 2016-COR1 AM, 3.494%, 10/10/49 | | | | | 1,009,251 | | | | | | 0.0 | | |
| | | 1,000,000 | | | | COMM 2016-CR28 A4, 3.762%, 02/10/49 | | | | | 1,052,833 | | | | | | 0.0 | | |
| | | 1,215,000 (1) | | | | Core Industrial Trust 2015-CALW A, 3.040%, 02/10/34 | | | | | 1,235,419 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Core Industrial Trust 2015-TEXW D, 3.849%, 02/10/34 | | | | | 1,018,974 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | Core Industrial Trust 2015-WEST A, 3.292%, 02/10/37 | | | | | 1,017,192 | | | | | | 0.0 | | |
| | | 213,538 (1) | | | | DBUBS 2011-LC2A C, 5.542%, 07/10/44 | | | | | 228,327 | | | | | | 0.0 | | |
| | | 2,000,000 | | | | Ginnie Mae 2011-20 C, 3.562%, 04/16/41 | | | | | 2,031,404 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | Ginnie Mae 2011-127 C, 3.500%, 03/16/47 | | | | | 2,028,083 | | | | | | 0.1 | | |
| | | 6,000,000 | | | | Ginnie Mae 2011-142 B, 3.485%, 02/16/44 | | | | | 6,086,021 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 5,000,000 | | | | Ginnie Mae 2011-38 D, 3.700%, 01/16/51 | | | | $ | 5,128,005 | | | | | | 0.1 | | |
| | | 374,885 | | | | Ginnie Mae 2011-53 B, 4.397%, 05/16/51 | | | | | 391,432 | | | | | | 0.0 | | |
| | | 5,000,000 | | | | Ginnie Mae 2014-150 C, 3.400%, 12/16/49 | | | | | 4,974,287 | | | | | | 0.1 | | |
| | | 3,000,000 | | | | Ginnie Mae 2014-50 C, 3.400%, 02/16/47 | | | | | 2,985,817 | | | | | | 0.1 | | |
| | | 6,379,463 | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/46 | | | | | 6,823,141 | | | | | | 0.2 | | |
| | | 3,200,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/48 | | | | | 3,259,627 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/47 | | | | | 2,070,194 | | | | | | 0.1 | | |
| | | 220,000 | | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.161%, 03/15/48 | | | | | 215,801 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.426%, 09/15/47 | | | | | 105,417 | | | | | | 0.0 | | |
| | | 100,000 (1) | | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.426%, 09/15/47 | | | | | 105,366 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | MSCG Trust 2015-ALDR A2, 3.462%, 06/07/35 | | | | | 987,858 | | | | | | 0.0 | | |
| | | 14,803,647 | | | | Other Securities | | | | | 15,252,578 | | | | | | 0.4 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $65,115,595) | | | | | 64,225,500 | | | | | | 1.9 | | |
| | | | | | | Total Long-Term Investments (Cost $3,471,658,128) | | | | | 3,526,206,932 | | | | | | 104.3 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 9.1% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 2.8% | | ||||||||||||
| | | 10,000,000 | | | | American Ele, 2.870%, 01/03/18 | | | | $ | 9,997,678 | | | | | | 0.3 | | |
| | | 3,053,000 | | | | Auto Zone, 2.580%, 01/04/18 | | | | | 3,052,147 | | | | | | 0.1 | | |
| | | 5,365,000 | | | | Comcast Corp D, 2.870%, 01/03/18 | | | | | 5,363,754 | | | | | | 0.2 | | |
| | | 25,000,000 | | | | CVS Health, 3.440%, 01/02/18 | | | | | 24,995,364 | | | | | | 0.7 | | |
| | | 21,607,000 | | | | HP Inc, 2.930%, 01/02/18 | | | | | 21,603,577 | | | | | | 0.6 | | |
| | | 11,500,000 | | | | Potash Corp SA, 3.440%, 01/02/18 | | | | | 11,497,867 | | | | | | 0.3 | | |
| | | 3,000,000 | | | | Thomson, 1.910%, 02/22/18 | | | | | 2,991,764 | | | | | | 0.1 | | |
| | | 15,900,000 | | | | Tyson Food, 2.860%, 01/03/18 | | | | | 15,896,312 | | | | | | 0.5 | | |
| | | | | | | | | | | | 95,398,463 | | | | | | 2.8 | | |
| | | | | | | Securities Lending Collateral(6): 3.6% | | ||||||||||||
| | | 29,015,596 | | | | Bank of Nova Scotia/ New York, Repurchase Agreement dated 12/29/17, 1.38%, due 01/02/18 (Repurchase Amount $29,019,984, collateralized by various U.S. Government Agency Obligations, 3.500%-4.000%, Market Value plus accrued interest $29,600,446, due 07/20/45-11/01/47) | | | | | 29,015,596 | | | | | | 0.8 | | |
| | | 29,015,596 | | | | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $29,020,080, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $29,595,908, due 01/31/18-06/20/63) | | | | | 29,015,596 | | | | | | 0.8 | | |
Voya U.S. Bond Index Portfolio | as of December 31, 2017 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(6) (continued) | | ||||||||||||
| | | 29,015,596 | | | | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $29,020,143, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $29,595,909, due 01/11/18-12/01/51) | | | | $ | 29,015,596 | | | | | | 0.9 | | |
| | | 6,093,325 | | | | Jefferies LLC, Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $6,094,327, collateralized by various U.S. Government Securities, 0.000%-1.750%, Market Value plus accrued interest $6,215,194, due 09/13/18-04/30/22) | | | | | 6,093,325 | | | | | | 0.2 | | |
| | | 29,015,596 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $29,020,779, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $29,821,347, due 01/15/19-02/15/46) | | | | | 29,015,596 | | | | | | 0.9 | | |
| | | | | | | | | | | | 122,155,709 | | | | | | 3.6 | | |
| | | | | | | U.S. Treasury Notes: 0.4% | | ||||||||||||
| | | 11,256,000 | | | | United States Treasury Note, 1.250%, 12/31/18 (Cost $11,251,297) | | | | | 11,194,274 | | | | | | 0.4 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 2.3% | | ||||||||||||
| | | 79,358,000 (7) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% (Cost $79,358,000) | | | | $ | 79,358,000 | | | | | | 2.3 | | |
| | | | | | | Total Short-Term Investments (Cost $308,175,744) | | | | | 308,106,446 | | | | | | 9.1 | | |
| | | | | | | Total Investments in Securities (Cost $3,779,833,872) | | | | $ | 3,834,313,378 | | | | | | 113.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (453,828,380) | | | | | | (13.4) | | |
| | | | | | | Net Assets | | | | $ | 3,380,484,998 | | | | | | 100.0 | | |
|
US0012M 12-month LIBOR
Voya U.S. Bond Index Portfolio | as of December 31, 2017 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2017 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 995,155,034 | | | | | $ | — | | | | | $ | 995,155,034 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 3,710,951 | | | | | | — | | | | | | 3,710,951 | | |
Municipal Bonds | | | | | — | | | | | | 34,470,570 | | | | | | — | | | | | | 34,470,570 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 64,225,500 | | | | | | — | | | | | | 64,225,500 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,334,600,102 | | | | | | — | | | | | | 1,334,600,102 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 959,844,700 | | | | | | — | | | | | | 959,844,700 | | |
Asset-Backed Securities | | | | | — | | | | | | 26,810,957 | | | | | | — | | | | | | 26,810,957 | | |
Foreign Government Bonds | | | | | — | | | | | | 107,389,118 | | | | | | — | | | | | | 107,389,118 | | |
Short-Term Investments | | | | | 79,358,000 | | | | | | 228,748,446 | | | | | | — | | | | | | 308,106,446 | | |
Total Investments, at fair value | | | | $ | 79,358,000 | | | | | $ | 3,754,955,378 | | | | | $ | — | | | | | $ | 3,834,313,378 | | |
Other Financial Instruments+ | | | | | | ||||||||||||||||||||
Futures | | | | | 3,861 | | | | | | — | | | | | | — | | | | | | 3,861 | | |
Total Assets | | | | $ | 79,361,861 | | | | | $ | 3,754,955,378 | | | | | $ | — | | | | | $ | 3,834,317,239 | | |
Contract Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Short Contracts | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | (8) | | | | | | 03/29/18 | | | | | $ | (1,712,875) | | | | | $ | 3,861 | | |
| | | | | | | | | | | | | | | | $ | (1,712,875) | | | | | $ | 3,861 | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 3,861 | | |
Total Asset Derivatives | | | | | | | $ | 3,861 | | |
|
Voya U.S. Bond Index Portfolio | as of December 31, 2017 (continued) |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest Rate Contracts | | | | $ | 6,573 | | | | | $ | — | | | | | $ | 6,573 | | |
Credit Contracts | | | | | — | | | | | | 172,826 | | | | | $ | 172,826 | | |
Total | | | | $ | 6,573 | | | | | $ | 172,826 | | | | | $ | 179,399 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest Rate Contracts | | | | $ | 1,446 | | |
Total | | | | $ | 1,446 | | |
|
| Cost for federal income tax purposes was $3,786,063,661. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 75,643,874 | | |
| Gross Unrealized Depreciation | | | | | (27,390,296) | | |
| Net Unrealized Appreciation | | | | $ | 48,253,578 | | |
|
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Australia Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2999 | | |
Voya Emerging Markets Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.1792 | | |
Class P2 | | | NII | | | | $ | 0.1792 | | |
Class S | | | NII | | | | $ | 0.0934 | | |
Voya Euro STOXX 50® Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3425 | | |
Class I | | | NII | | | | $ | 0.4017 | | |
Voya FTSE 100 Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3041 | | |
Class I | | | NII | | | | $ | 0.3585 | | |
All Classes | | | LTCG | | | | $ | 0.3090 | | |
Voya Hang Seng Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.0810 | | |
Class I | | | NII | | | | $ | 0.1640 | | |
Class S | | | NII | | | | $ | 0.1261 | | |
Voya International Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1891 | | |
Class I | | | NII | | | | $ | 0.2374 | | |
Class P2 | | | NII | | | | $ | 0.2374 | | |
Class S | | | NII | | | | $ | 0.2127 | | |
Class S2 | | | NII | | | | $ | 0.1719 | | |
Voya Japan TOPIX Index® Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1642 | | |
Class I | | | NII | | | | $ | 0.2406 | | |
All Classes | | | LTCG | | | | $ | 0.2756 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2292 | | |
Class I | | | NII | | | | $ | 0.3506 | | |
Class S | | | NII | | | | $ | 0.2864 | | |
Voya Russell™ Large Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2258 | | |
Class I | | | NII | | | | $ | 0.3093 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Russell™ Large Cap Index Portfolio (continued) | | |||||||||
Class S | | | NII | | | | $ | 0.2655 | | |
Class S2 | | | NII | | | | $ | 0.2454 | | |
Voya Russell™ Large Cap Value Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.3611 | | |
Class I | | | NII | | | | $ | 0.4520 | | |
Class S | | | NII | | | | $ | 0.4023 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2914 | | |
Class S | | | NII | | | | $ | 0.2148 | | |
Class S2 | | | NII | | | | $ | 0.1815 | | |
Voya Russell™ Mid Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1684 | | |
Class I | | | NII | | | | $ | 0.2360 | | |
Class P2 | | | NII | | | | $ | 0.2360 | | |
Class S | | | NII | | | | $ | 0.1980 | | |
Class S2 | | | NII | | | | $ | 0.1728 | | |
All Classes | | | STCG | | | | $ | 0.0078 | | |
All Classes | | | LTCG | | | | $ | 1.0737 | | |
Voya Russell™ Small Cap Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1099 | | |
Class I | | | NII | | | | $ | 0.1697 | | |
Class P2 | | | NII | | | | $ | 0.1697 | | |
Class S | | | NII | | | | $ | 0.1333 | | |
Class S2 | | | NII | | | | $ | 0.1147 | | |
All Classes | | | LTCG | | | | $ | 1.0745 | | |
Voya U.S. Bond Index Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1917 | | |
Class I | | | NII | | | | $ | 0.2456 | | |
Class P2 | | | NII | | | | $ | 0.1815 | | |
Class S | | | NII | | | | $ | 0.2184 | | |
Class S2 | | | NII | | | | $ | 0.2027 | | |
All Classes | | | STCG | | | | $ | 0.0234 | | |
All Classes | | | LTCG | | | | $ | 0.0044 | | |
| Voya Russell™ Large Cap Growth Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Large Cap Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Large Cap Value Index Portfolio | | | | | 100.00% | | |
| Voya Russell™ Mid Cap Growth Index Portfolio | | | | | 99.25% | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | | 96.31% | | |
| Voya Russell™ Small Cap Index Portfolio | | | | | 92.80% | | |
| Voya FTSE 100 Index® Portfolio | | | | $ | 9,377,821 | | |
| Voya Japan TOPIX Index® Portfolio | | | | $ | 7,035,726 | | |
| Voya Russell™ Mid Cap Index Portfolio | | | | $ | 132,447,004 | | |
| Voya Russell™ Small Cap Index Portfolio | | | | $ | 56,947,199 | | |
| Voya U.S. Bond Index Portfolio | | | | $ | 1,397,230 | | |
| | | Creditable Foreign Taxes Paid | | | Per Share Amount | | | Portion of Ordinary Income Distribution Derived from Foreign Sourced Income* | | |||||||||
Voya Australia Index Portfolio | | | | $ | 3,809 | | | | | $ | 0.0003 | | | | | | 87.70% | | |
Voya Emerging Markets Index Portfolio | | | | $ | 1,523,734 | | | | | $ | 0.0271 | | | | | | 82.17% | | |
Voya Euro STOXX 50® Index Portfolio | | | | $ | 815,755 | | | | | $ | 0.0247 | | | | | | 94.64% | | |
Voya FTSE 100 Index® Portfolio | | | | $ | 14,207 | | | | | $ | 0.0005 | | | | | | 90.59% | | |
Voya Hang Seng Index Portfolio | | | | $ | 86,273 | | | | | $ | 0.0207 | | | | | | 73.19% | | |
Voya International Index Portfolio | | | | $ | 2,130,032 | | | | | $ | 0.0134 | | | | | | 87.55% | | |
Voya Japan TOPIX Index® Portfolio | | | | $ | 615,818 | | | | | $ | 0.0258 | | | | | | 67.54% | | |
Name, Address and Age | | | Position(s) Held with the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director(2) | | | Other Board Positions Held by Director | |
Independent Directors*: | | | | | | | ||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 57 | | | Director | | | May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 151 | | | DSM/Dentaquest, Boston, MA (February 2014 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Chairperson Director | | | January 2014 – Present May 2013 – Present | | | President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – Present). | | | 151 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Director | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 151 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (23 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 67 | | | Director | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 151 | | | None. | |
Russell H. Jones 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 73 | | | Director | | | December 2007 – Present | | | Retired. | | | 151 | | | None. | |
Patrick W. Kenny 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 75 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | Assured Guaranty Ltd. (April 2004 – Present). | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 151 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 151 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director(2) | | | Other Board Positions Held by Director | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Director | | | October 2015 – Present | | | Retired. Formerly, President, Bond Division, Fidelity Management and Research (June 2009 – September 2012). | | | 151 | | | None. | |
Roger B. Vincent 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Director | | | May 2013 – Present | | | Retired. | | | 151 | | | None. | |
Director who is an “interested person”: | | |||||||||||||||
Shaun P. Mathews(3) 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Director | | | December 2007 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | | | 151 | | | Voya Capital Corporation, LLC and Voya Investments Distributor, LLC (December 2005 – Present); Voya Funds Services, LLC, Voya Investments, LLC and Voya Investment Management (March 2006 – Present); and Voya Investment Trust Co. (April 2009 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Shaun P. Mathews 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | President and Chief Executive Officer | | | December 2006 – Present | | | President and Chief Executive Officer, Voya Investments, LLC (December 2006 – Present). | |
Michael J. Roland 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Executive Vice President | | | April 2002 – Present | | | Managing Director and Chief Operating Officer, Voya Investments, LLC and Voya Funds Services, LLC (March 2012 – Present). Formerly, Chief Compliance Officer, Directed Services LLC and Voya Investments, LLC (March 2011 – December 2013). | |
Stanley D. Vyner 230 Park Avenue New York, New York 10169 Age: 67 | | | Executive Vice President Chief Investment Risk Officer | | | March 2002 – Present May 2013 – Present | | | Executive Vice President, Voya Investments, LLC (July 2000 – Present) and Chief Investment Risk Officer, Voya Investments, LLC (January 2003 – Present). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Senior Vice President, Voya Investments, LLC and Voya Funds Services, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Robert Terris 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 47 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (March 2006 – Present). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 45 | | | Vice President and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 59 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Lauren D. Bensinger 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 64 | | | Vice President | | | March 2003 – Present | | | Vice President, Voya Funds Services, LLC (February 1996 – Present) and Voya Investments, LLC (October 2004 – Present); Vice President and Anti-Money Laundering Officer, Voya Investments Distributor, LLC (April 2010 – Present). Anti-Money Laundering Officer, Voya Financial, Inc. (January 2013 – Present); and Anti-Money Laundering Officer, Voya Investment Management Trust Co. (October 2012 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President, Voya Funds Services, LLC (April 2014 – October 2015). Formerly, Director, Compliance, AXA Rosenberg Global Services, LLC (September 1997 – March 2014). | |
Name, Address and Age | | | Position(s) Held With the Company | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Micheline S. Favor 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 40 | | | Vice President | | | September 2016 – Present | | | Vice President, Head of Fund Compliance, Voya Investments LLC, and Chief Compliance Officer for Voya Investments, LLC and Directed Services, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016); Assistant Vice President, Mutual Fund Compliance (May 2013 – March 2014); Assistant Vice President, Senior Project Manager (May 2008 – May 2013). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Kimberly K. Springer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Vice President | | | March 2006 – Present | | | Vice President – Mutual Fund Product Development, Voya Investments, LLC (July 2012 – Present); Vice President, Voya Family of Funds (March 2010 – Present) and Vice President, Voya Funds Services, LLC (March 2006 – Present). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). Formerly, Vice President – Director of Tax, Voya Funds Services, LLC (March 2013 – October 2015). Formerly, Assistant Vice President – Director of Tax, Voya Funds Services, LLC (March 2008 – February 2013). | |
Huey P. Falgout, Jr. 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Secretary | | | May 2013 – Present | | | Senior Vice President and Chief Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 66 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Theresa K. Kelety 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Assistant Secretary | | | May 2013 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
KPMG LLP
Two Financial Center
60 South Street
Boston, Massachusetts 02111
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Directors has determined that Colleen D. Baldwin, Martin J. Gavin, Patrick W. Kenny, Joseph E. Obermeyer, and Roger B. Vincent are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, Mr. Kenny, Mr. Obermeyer and Mr. Vincent are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
(a) | Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by KPMG LLP (“KPMG”), the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $441,543 for the year ended December 31, 2017 and $439,704 for the year ended December 31, 2016. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by KPMG that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $51,300 for the year ended December 31, 2017 and $47,975 for the year ended December 31, 2016. |
(c) | Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by KPMG for tax compliance, tax advice, and tax planning were $101,817 for the year ended December 31, 2017 and $92,492 for the year ended December 31, 2016. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended December 31, 2017 and $0 for the year ended December 31, 2016. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. | Statement of Principles |
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. | Audit Services |
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. | Audit-related Services |
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. | Tax Services |
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations.
The Committee may consult outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. | Other Services |
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. | Pre-approval of Fee levels and Budgeted Amounts |
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. | Procedures |
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. | Delegation |
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. | Additional Requirements |
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Part of KPMG’s performance of an audit in accordance with standards of the Public Company Accounting Oversight Board (US) includes their responsibility to maintain and monitor auditor independence with respect to the Voya funds. Using a proprietary system called Sentinel, the audit team is able to identify and manage potential conflicts of interest across the member firms of the KPMG International Network and prevent the provision of prohibited services to the Voya entities that would impair KPMG independence with the respect to the Voya funds. KPMG requests pre-approval from the Voya funds Audit Committee for services provided to the Voya funds and for services to affiliated entities that relate to the financial reporting or nature of operations of the Voya Funds. Additionally, KPMG provides an annual summary of the fees for services that have commenced for Voya funds and Affiliates.
Last Approved: November 11, 2016
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fee Range |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $565 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fund Affiliates | Fee Range |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fund Affiliates | Fee Range |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Assistance and advice regarding year-end reporting for 1099’s, as requested | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fund Affiliates | Fee Range |
Tax training courses | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, and similar routine tax consultations. | √ | Not to exceed $120,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2017 through December 31, 2017
Service | The Fund(s) | Fund Affiliates | Fee Range |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | √ | √ | Not to exceed $5,700 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2017 to December 31, 2017
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA PRIME RATE TRUST
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA SERIES FUND, INC.
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of KPMG if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended December 31, 2017 and December 31, 2016; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2017 | 2016 | ||||||
Voya Variable Portfolios, Inc. | $ | 153,117 | $ | 140,467 | ||||
Voya Investments, LLC (1) | $ | 122,200 | $ | 93,650 |
__________________________________
(1) Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining KPMG’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
Complete schedule of investments, as applicable, is included as part of the reports to shareholders filed under Item 1 of this Form and filed herein, as applicable.
Report of Independent Registered Public Accounting Firm
The Shareholders and Board of Directors
Voya Variable Portfolios, Inc.:
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of Voya Index Plus LargeCap Portfolio, Voya Index Plus MidCap Portfolio, Voya Index Plus SmallCap Portfolio, Voya Global Equity Portfolio, Voya Small Company Portfolio, Voya Australia Index Portfolio, Voya Emerging Markets Index Portfolio, Voya FTSE 100 Index® Portfolio, Voya Hang Seng Index Portfolio, Voya International Index Portfolio, Voya Japan TOPIX® Index Portfolio, Voya Russell™ Large Cap Growth Index Portfolio, Voya Russell™ Large Cap Index Portfolio, Voya Russell™ Large Cap Value Index Portfolio, Voya Russell™ Mid Cap Growth Index Portfolio, Voya Russell™ Mid Cap Index Portfolio, Voya Russell™ Small Cap Index Portfolio, and Voya U.S. Bond Index Portfolio (the “Funds”), each a series of Voya Variable Portfolios, Inc., including the summary portfolios of investments, as of December 31, 2017, and the related statements of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended and the related notes (collectively, the "financial statements"), the financial highlights for each of the years or periods in the five-year period then ended (the financial statements and financial highlights are included in Item 1 of this Form N-CSR), and the portfolios of investments as of December 31, 2017 (included in Item 6 of this Form N-CSR). In our opinion, the financial statements, financial highlights, and portfolios of investments referred to above present fairly, in all material respects, the financial position of the Funds as of December 31, 2017, the results of their operations for the year then ended, the changes in their net assets for each of the years in the two-year period then ended, and the financial highlights for each of the years or periods in the five-year period then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements, financial highlights, and portfolios of investments are the responsibility of the Funds’ management. Our responsibility is to express an opinion on these financial statements, financial highlights, and portfolios of investments based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements, financial highlights, and portfolios of investments are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, financial highlights, and portfolios of investments, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements, financial highlights, and portfolios of investments. Such procedures also included confirmation of securities owned as of December 31, 2017, by correspondence with the custodian, transfer agent, and brokers or by other appropriate auditing procedures when replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
We have served as the auditor of one or more Voya investment companies since 1975.
Boston, Massachusetts
February 22, 2018
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Consumer Discretionary: 10.7% | ||||||||||||||
10,050 | (1) | Amazon.com, Inc. | 11,753,174 | 1.3 | ||||||||||
96,666 | Aramark | 4,131,505 | 0.5 | |||||||||||
78,742 | Best Buy Co., Inc. | 5,391,465 | 0.6 | |||||||||||
49,210 | BorgWarner, Inc. | 2,514,139 | 0.3 | |||||||||||
27,857 | (1) | Burlington Stores, Inc. | 3,427,247 | 0.4 | ||||||||||
75,148 | Carnival Corp. | 4,987,573 | 0.6 | |||||||||||
343,843 | Comcast Corp. – Class A | 13,770,912 | 1.6 | |||||||||||
43,223 | Darden Restaurants, Inc. | 4,150,273 | 0.5 | |||||||||||
88,687 | Gap, Inc. | 3,020,679 | 0.3 | |||||||||||
76,197 | Home Depot, Inc. | 14,441,617 | 1.6 | |||||||||||
78,053 | Ross Stores, Inc. | 6,263,753 | 0.7 | |||||||||||
37,746 | Royal Caribbean Cruises Ltd. | 4,502,343 | 0.5 | |||||||||||
92,788 | Time Warner, Inc. | 8,487,318 | 1.0 | |||||||||||
20,007 | Vail Resorts, Inc. | 4,250,887 | 0.5 | |||||||||||
20,479 | Walt Disney Co. | 2,201,697 | 0.3 | |||||||||||
93,294,582 | 10.7 | |||||||||||||
Consumer Staples: 8.5% | ||||||||||||||
124,186 | Church & Dwight Co., Inc. | 6,230,412 | 0.7 | |||||||||||
44,745 | Coca-Cola Co. | 2,052,901 | 0.2 | |||||||||||
97,132 | CVS Health Corp. | 7,042,070 | 0.8 | |||||||||||
35,607 | JM Smucker Co. | 4,423,814 | 0.5 | |||||||||||
102,586 | PepsiCo, Inc. | 12,302,113 | 1.4 | |||||||||||
111,958 | Philip Morris International, Inc. | 11,828,363 | 1.4 | |||||||||||
69,335 | Pinnacle Foods, Inc. | 4,123,352 | 0.5 | |||||||||||
70,098 | Procter & Gamble Co. | 6,440,604 | 0.7 | |||||||||||
50,098 | Sysco Corp. | 3,042,451 | 0.3 | |||||||||||
59,809 | Tyson Foods, Inc. | 4,848,716 | 0.6 | |||||||||||
120,970 | Wal-Mart Stores, Inc. | 11,945,787 | 1.4 | |||||||||||
74,280,583 | 8.5 | |||||||||||||
Energy: 5.8% | ||||||||||||||
33,279 | Andeavor | 3,805,121 | 0.5 | |||||||||||
43,580 | Chevron Corp. | 5,455,780 | 0.6 | |||||||||||
23,070 | (1) | Diamondback Energy, Inc. | 2,912,587 | 0.3 | ||||||||||
24,871 | EOG Resources, Inc. | 2,683,830 | 0.3 | |||||||||||
230,435 | Exxon Mobil Corp. | 19,273,583 | 2.2 | |||||||||||
160,156 | Halliburton Co. | 7,826,824 | 0.9 | |||||||||||
38,896 | Marathon Petroleum Corp. | 2,566,358 | 0.3 | |||||||||||
69,501 | Valero Energy Corp. | 6,387,837 | 0.7 | |||||||||||
50,911,920 | 5.8 | |||||||||||||
Financials: 14.7% | ||||||||||||||
18,541 | Affiliated Managers Group, Inc. | 3,805,540 | 0.4 | |||||||||||
66,366 | Aflac, Inc. | 5,825,608 | 0.7 | |||||||||||
44,748 | Allstate Corp. | 4,685,563 | 0.5 | |||||||||||
72,414 | American Express Co. | 7,191,434 | 0.8 | |||||||||||
43,400 | Ameriprise Financial, Inc. | 7,354,998 | 0.8 | |||||||||||
572,591 | Bank of America Corp. | 16,902,886 | 1.9 | |||||||||||
41,273 | (1) | Berkshire Hathaway, Inc. – Class B | 8,181,134 | 0.9 |
35,103 | Citigroup, Inc. | 2,612,014 | 0.3 | |||||||||||
157,555 | Citizens Financial Group, Inc. | 6,614,159 | 0.8 | |||||||||||
73,599 | Comerica, Inc. | 6,389,129 | 0.7 | |||||||||||
76,148 | Discover Financial Services | 5,857,304 | 0.7 | |||||||||||
153,566 | JPMorgan Chase & Co. | 16,422,348 | 1.9 | |||||||||||
242,348 | Keycorp | 4,888,159 | 0.6 | |||||||||||
126,113 | Lazard Ltd. | 6,620,933 | 0.8 | |||||||||||
65,709 | Lincoln National Corp. | 5,051,051 | 0.6 | |||||||||||
37,127 | Prudential Financial, Inc. | 4,268,863 | 0.5 | |||||||||||
13,263 | S&P Global, Inc. | 2,246,752 | 0.3 | |||||||||||
163,636 | Synchrony Financial | 6,317,986 | 0.7 | |||||||||||
68,380 | Unum Group | 3,753,378 | 0.4 | |||||||||||
61,440 | Wells Fargo & Co. | 3,727,565 | 0.4 | |||||||||||
128,716,804 | 14.7 | |||||||||||||
Health Care: 13.5% | ||||||||||||||
50,216 | Amgen, Inc. | 8,732,562 | 1.0 | |||||||||||
21,250 | Anthem, Inc. | 4,781,463 | 0.5 | |||||||||||
16,835 | (1) | Biogen, Inc. | 5,363,126 | 0.6 | ||||||||||
72,479 | (1) | Celgene Corp. | 7,563,909 | 0.9 | ||||||||||
56,180 | (1) | Centene Corp. | 5,667,438 | 0.6 | ||||||||||
20,851 | Cigna Corp. | 4,234,630 | 0.5 | |||||||||||
100,213 | (1) | Express Scripts Holding Co. | 7,479,898 | 0.8 | ||||||||||
22,042 | Humana, Inc. | 5,467,959 | 0.6 | |||||||||||
142,706 | Johnson & Johnson | 19,938,882 | 2.3 | |||||||||||
198,248 | Merck & Co., Inc. | 11,155,415 | 1.3 | |||||||||||
403,892 | Pfizer, Inc. | 14,628,968 | 1.7 | |||||||||||
51,490 | Quest Diagnostics, Inc. | 5,071,250 | 0.6 | |||||||||||
62,591 | UnitedHealth Group, Inc. | 13,798,812 | 1.6 | |||||||||||
58,354 | Zoetis, Inc. | 4,203,822 | 0.5 | |||||||||||
118,088,134 | 13.5 | |||||||||||||
Industrials: 10.5% | ||||||||||||||
36,162 | Alaska Air Group, Inc. | 2,658,269 | 0.3 | |||||||||||
35,457 | Ametek, Inc. | 2,569,569 | 0.3 | |||||||||||
37,539 | Boeing Co. | 11,070,626 | 1.3 | |||||||||||
30,030 | Cummins, Inc. | 5,304,499 | 0.6 | |||||||||||
111,474 | Delta Air Lines, Inc. | 6,242,544 | 0.7 | |||||||||||
60,293 | Fortune Brands Home & Security, Inc. | 4,126,453 | 0.5 | |||||||||||
124,232 | General Electric Co. | 2,167,848 | 0.2 | |||||||||||
75,344 | Ingersoll-Rand PLC - Class A | 6,719,931 | 0.8 | |||||||||||
15,658 | L3 Technologies, Inc. | 3,097,935 | 0.3 | |||||||||||
147,355 | Masco Corp. | 6,474,779 | 0.7 | |||||||||||
15,170 | Owens Corning, Inc. | 1,394,730 | 0.2 | |||||||||||
172,642 | (1) | Quanta Services, Inc. | 6,752,029 | 0.8 | ||||||||||
15,505 | Snap-On, Inc. | 2,702,522 | 0.3 | |||||||||||
94,784 | Southwest Airlines Co. | 6,203,613 | 0.7 | |||||||||||
40,155 | Stanley Black & Decker, Inc. | 6,813,902 | 0.8 | |||||||||||
52,261 | Union Pacific Corp. | 7,008,200 | 0.8 | |||||||||||
17,432 | (1) | United Rentals, Inc. | 2,996,735 | 0.3 | ||||||||||
87,317 | Waste Management, Inc. | 7,535,457 | 0.9 | |||||||||||
91,839,641 | 10.5 | |||||||||||||
Information Technology: 24.9% | ||||||||||||||
40,409 | (1) | Adobe Systems, Inc. | 7,081,273 | 0.8 | ||||||||||
17,099 | (1) | Alphabet, Inc. - Class A | 18,012,087 | 2.1 | ||||||||||
163,092 | Apple, Inc. | 27,600,059 | 3.2 |
See Accompanying Notes to Financial Statements
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
141,295 | (1) | Cadence Design Systems, Inc. | 5,908,957 | 0.7 | ||||||||||
340,733 | Cisco Systems, Inc. | 13,050,074 | 1.5 | |||||||||||
73,320 | Cognizant Technology Solutions Corp. | 5,207,186 | 0.6 | |||||||||||
64,853 | (1) | Electronic Arts, Inc. | 6,813,456 | 0.8 | ||||||||||
10,059 | (1) | F5 Networks, Inc. | 1,319,942 | 0.1 | ||||||||||
57,463 | (1) | Facebook, Inc. | 10,139,921 | 1.2 | ||||||||||
39,341 | Fidelity National Information Services, Inc. | 3,701,595 | 0.4 | |||||||||||
147,827 | (1) | Fortinet, Inc. | 6,458,562 | 0.7 | ||||||||||
262,235 | HP, Inc. | 5,509,557 | 0.6 | |||||||||||
256,131 | Intel Corp. | 11,823,007 | 1.4 | |||||||||||
365,100 | Microsoft Corp. | 31,230,654 | 3.6 | |||||||||||
76,490 | Motorola Solutions, Inc. | 6,910,107 | 0.8 | |||||||||||
228,321 | Oracle Corp. | 10,795,017 | 1.2 | |||||||||||
54,322 | (1) | Red Hat, Inc. | 6,524,072 | 0.7 | ||||||||||
94,339 | Texas Instruments, Inc. | 9,852,765 | 1.1 | |||||||||||
83,480 | (1),(2) | Vantiv, Inc. | 6,139,954 | 0.7 | ||||||||||
39,736 | (1),(2) | VeriSign, Inc. | 4,547,388 | 0.5 | ||||||||||
19,704 | Visa, Inc. - Class A | 2,246,650 | 0.3 | |||||||||||
46,645 | (1),(2) | VMware, Inc. | 5,845,551 | 0.7 | ||||||||||
59,304 | Western Digital Corp. | 4,716,447 | 0.5 | |||||||||||
117,201 | Western Union Co. | 2,227,991 | 0.3 | |||||||||||
123,120 | Xerox Corp. | 3,588,948 | 0.4 | |||||||||||
217,251,220 | 24.9 | |||||||||||||
Materials: 2.6% | ||||||||||||||
83,383 | (1) | Berry Plastics Group, Inc. | 4,892,081 | 0.6 | ||||||||||
39,447 | (1) | Crown Holdings, Inc. | 2,218,894 | 0.2 | ||||||||||
109,909 | DowDuPont, Inc. | 7,827,719 | 0.9 | |||||||||||
24,180 | Eastman Chemical Co. | 2,240,035 | 0.3 | |||||||||||
51,047 | LyondellBasell Industries NV - Class A | 5,631,505 | 0.6 | |||||||||||
22,810,234 | 2.6 | |||||||||||||
Real Estate: 3.0% | ||||||||||||||
58,658 | American Tower Corp. | 8,368,737 | 0.9 | |||||||||||
156,993 | Gaming and Leisure Properties, Inc. | 5,808,741 | 0.7 | |||||||||||
75,184 | Highwoods Properties, Inc. | 3,827,617 | 0.4 | |||||||||||
211,810 | Host Hotels & Resorts, Inc. | 4,204,429 | 0.5 | |||||||||||
25,723 | Simon Property Group, Inc. | 4,417,668 | 0.5 | |||||||||||
26,627,192 | 3.0 | |||||||||||||
Telecommunication Services: 1.9% | ||||||||||||||
384,991 | AT&T, Inc. | 14,968,450 | 1.7 | |||||||||||
34,514 | Verizon Communications, Inc. | 1,826,826 | 0.2 | |||||||||||
16,795,276 | 1.9 | |||||||||||||
Utilities: 3.1% | ||||||||||||||
49,830 | Ameren Corp. | 2,939,471 | 0.3 | |||||||||||
176,020 | Centerpoint Energy, Inc. | 4,991,927 | 0.6 | |||||||||||
52,245 | Edison International | 3,303,974 | 0.4 | |||||||||||
135,661 | Exelon Corp. | 5,346,400 | 0.6 | |||||||||||
53,730 | NextEra Energy, Inc. | 8,392,089 | 1.0 |
42,766 | PG&E Corp. | 1,917,200 | 0.2 | |||||||||||
26,891,061 | 3.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $682,815,511) | 867,506,647 | 99.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.7% | ||||||||||||||
Securities Lending Collateral(3): 1.8% | ||||||||||||||
3,815,675 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,816,265, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,891,988, due 01/31/18-06/20/63) | 3,815,675 | 0.4 | |||||||||||
3,815,675 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,816,273, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,891,989, due 01/11/18-12/01/51) | 3,815,675 | 0.4 | |||||||||||
802,635 | Jefferies LLC, Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $802,767, collateralized by various U.S. Government Securities, 0.000%-1.750%, Market Value plus accrued interest $818,688, due 09/13/18-04/30/22) | 802,635 | 0.1 | |||||||||||
3,815,675 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $3,816,277, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $3,891,989, due 02/15/43-02/15/44) | 3,815,675 | 0.5 |
See Accompanying Notes to Financial Statements
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
3,815,675 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,816,357, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,921,635, due 01/15/19-02/15/46) | 3,815,675 | 0.4 | |||||||||||
16,065,335 | 1.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.9% | ||||||||||||||
7,555,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $7,555,000) | 7,555,000 | 0.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $23,620,335) | 23,620,335 | 2.7 | ||||||||||||
Total Investments in Securities (Cost $706,435,846) | $ | 891,126,982 | 101.9 | |||||||||||
Liabilities in Excess of Other Assets | (16,721,549 | ) | (1.9 | ) | ||||||||||
Net Assets | $ | 874,405,433 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.3% | ||||||||||||||
Consumer Discretionary: 12.6% | ||||||||||||||
64,471 | Aarons, Inc. | 2,569,169 | 0.4 | |||||||||||
86,314 | (1) | AMC Networks, Inc. | 4,667,861 | 0.7 | ||||||||||
77,288 | (2) | Big Lots, Inc. | 4,339,721 | 0.7 | ||||||||||
112,602 | (2) | Brinker International, Inc. | 4,373,462 | 0.7 | ||||||||||
96,855 | Brunswick Corp. | 5,348,333 | 0.8 | |||||||||||
28,047 | (1) | Burlington Stores, Inc. | 3,450,622 | 0.5 | ||||||||||
32,869 | (2) | Cheesecake Factory | 1,583,628 | 0.3 | ||||||||||
3,959 | (2) | Cracker Barrel Old Country Store, Inc. | 629,046 | 0.1 | ||||||||||
180,694 | Dana, Inc. | 5,784,015 | 0.9 | |||||||||||
19,156 | (1) | Deckers Outdoor Corp. | 1,537,269 | 0.2 | ||||||||||
71,927 | Dick's Sporting Goods, Inc. | 2,067,182 | 0.3 | |||||||||||
34,162 | Domino's Pizza, Inc. | 6,455,252 | 1.0 | |||||||||||
102,291 | Extended Stay America, Inc. | 1,943,529 | 0.3 | |||||||||||
3,570 | Graham Holdings Co. | 1,993,310 | 0.3 | |||||||||||
30,189 | Jack in the Box, Inc. | 2,961,843 | 0.5 | |||||||||||
22,161 | John Wiley & Sons, Inc. | 1,457,086 | 0.2 | |||||||||||
153,705 | KB Home | 4,910,875 | 0.8 | |||||||||||
132,099 | (1) | Live Nation Entertainment, Inc. | 5,623,454 | 0.9 | ||||||||||
136,116 | (1) | Michaels Cos, Inc. | 3,292,646 | 0.5 | ||||||||||
1,687 | (1) | NVR, Inc. | 5,918,367 | 0.9 | ||||||||||
604,829 | Office Depot, Inc. | 2,141,095 | 0.3 | |||||||||||
35,524 | (1) | Sotheby's | 1,833,038 | 0.3 | ||||||||||
49,164 | TEGNA, Inc. | 692,229 | 0.1 | |||||||||||
39,514 | Thor Industries, Inc. | 5,955,550 | 0.9 | |||||||||||
81,528,582 | 12.6 | |||||||||||||
Consumer Staples: 3.5% | ||||||||||||||
49,592 | Church & Dwight Co., Inc. | 2,488,031 | 0.4 | |||||||||||
61,759 | Energizer Holdings, Inc. | 2,963,197 | 0.5 | |||||||||||
35,119 | Flowers Foods, Inc. | 678,148 | 0.1 | |||||||||||
45,779 | Ingredion, Inc. | 6,399,904 | 1.0 | |||||||||||
22,933 | Nu Skin Enterprises, Inc. | 1,564,718 | 0.2 | |||||||||||
26,523 | (1) | Post Holdings, Inc. | 2,101,417 | 0.3 | ||||||||||
65,938 | (1) | Sprouts Farmers Market, Inc. | 1,605,590 | 0.2 | ||||||||||
98,732 | (1) | United Natural Foods, Inc. | 4,864,526 | 0.8 | ||||||||||
22,665,531 | 3.5 | |||||||||||||
Energy: 3.9% | ||||||||||||||
28,984 | (1) | Diamondback Energy, Inc. | 3,659,230 | 0.6 | ||||||||||
45,195 | EQT Corp. | 2,572,499 | 0.4 | |||||||||||
140,253 | (1) | Gulfport Energy Corp. | 1,789,628 | 0.3 | ||||||||||
58,397 | HollyFrontier Corp. | 2,991,094 | 0.4 | |||||||||||
96,303 | PBF Energy, Inc. | 3,413,941 | 0.5 | |||||||||||
249,924 | (1) | QEP Resources, Inc. | 2,391,773 | 0.4 | ||||||||||
786,656 | (1) | Southwestern Energy Co. | 4,389,541 | 0.7 | ||||||||||
189,828 | (1) | Transocean Ltd. | 2,027,363 | 0.3 |
77,947 | World Fuel Services Corp. | 2,193,429 | 0.3 | |||||||||||
25,428,498 | 3.9 | |||||||||||||
Financials: 17.0% | ||||||||||||||
10,503 | Ameriprise Financial, Inc. | 1,779,943 | 0.3 | |||||||||||
113,964 | Bank of the Ozarks, Inc. | 5,521,556 | 0.9 | |||||||||||
28,587 | Cathay General Bancorp. | 1,205,514 | 0.2 | |||||||||||
80,443 | Chemical Financial Corp. | 4,301,287 | 0.7 | |||||||||||
94,911 | Citizens Financial Group, Inc. | 3,984,364 | 0.6 | |||||||||||
46,675 | Comerica, Inc. | 4,051,857 | 0.6 | |||||||||||
21,447 | Cullen/Frost Bankers, Inc. | 2,029,959 | 0.3 | |||||||||||
120,125 | East West Bancorp, Inc. | 7,307,204 | 1.1 | |||||||||||
27,450 | Eaton Vance Corp. | 1,547,905 | 0.2 | |||||||||||
44,271 | Federated Investors, Inc. | 1,597,298 | 0.2 | |||||||||||
98,451 | First American Financial Corp. | 5,517,194 | 0.9 | |||||||||||
282,674 | First Horizon National Corp. | 5,650,653 | 0.9 | |||||||||||
358,588 | (1) | Genworth Financial, Inc. | 1,115,209 | 0.2 | ||||||||||
68,285 | Hartford Financial Services Group, Inc. | 3,843,080 | 0.6 | |||||||||||
205,691 | Keycorp | 4,148,787 | 0.6 | |||||||||||
72,818 | Lazard Ltd. | 3,822,945 | 0.6 | |||||||||||
121,851 | Legg Mason, Inc. | 5,115,305 | 0.8 | |||||||||||
15,049 | MarketAxess Holdings, Inc. | 3,036,136 | 0.5 | |||||||||||
48,813 | MB Financial, Inc. | 2,173,155 | 0.3 | |||||||||||
20,127 | MSCI, Inc. - Class A | 2,546,871 | 0.4 | |||||||||||
263,508 | Old Republic International Corp. | 5,633,801 | 0.9 | |||||||||||
69,683 | PacWest Bancorp | 3,512,023 | 0.5 | |||||||||||
54,348 | Primerica, Inc. | 5,519,039 | 0.9 | |||||||||||
58,659 | Progressive Corp. | 3,303,675 | 0.5 | |||||||||||
26,481 | Reinsurance Group of America, Inc. | 4,129,182 | 0.6 | |||||||||||
5,559 | (1) | Signature Bank | 763,028 | 0.1 | ||||||||||
137,142 | Sterling Bancorp/DE | 3,373,693 | 0.5 | |||||||||||
75,361 | Stifel Financial Corp. | 4,488,501 | 0.7 | |||||||||||
2,983 | (1) | SVB Financial Group | 697,336 | 0.1 | ||||||||||
229,822 | TCF Financial Corp. | 4,711,351 | 0.7 | |||||||||||
69,273 | (1) | Western Alliance Bancorp. | 3,922,237 | 0.6 | ||||||||||
110,350,088 | 17.0 | |||||||||||||
Health Care: 7.6% | ||||||||||||||
3,275 | (1) | Abiomed, Inc. | 613,768 | 0.1 | ||||||||||
74,997 | (1) | Bioverativ, Inc. | 4,043,838 | 0.6 | ||||||||||
50,797 | (1) | Charles River Laboratories International, Inc. | 5,559,732 | 0.9 | ||||||||||
91,280 | (1) | Globus Medical, Inc. | 3,751,608 | 0.6 | ||||||||||
32,489 | (1) | Halyard Health, Inc. | 1,500,342 | 0.2 | ||||||||||
109,868 | Healthsouth Corp. | 5,428,578 | 0.8 | |||||||||||
46,818 | Hill-Rom Holdings, Inc. | 3,946,289 | 0.6 | |||||||||||
85,533 | (1),(2) | Mallinckrodt PLC - W/I | 1,929,624 | 0.3 | ||||||||||
55,037 | (1) | Masimo Corp. | 4,667,138 | 0.7 | ||||||||||
11,443 | (1) | NuVasive, Inc. | 669,301 | 0.1 | ||||||||||
33,389 | Owens & Minor, Inc. | 630,384 | 0.1 | |||||||||||
42,977 | STERIS PLC | 3,759,198 | 0.6 |
See Accompanying Notes to Financial Statements
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
4,436 | Teleflex, Inc. | 1,103,766 | 0.2 | |||||||||||
17,960 | (1) | United Therapeutics Corp. | 2,657,182 | 0.4 | ||||||||||
33,162 | (1) | WellCare Health Plans, Inc. | 6,669,210 | 1.0 | ||||||||||
32,479 | Zoetis, Inc. | 2,339,787 | 0.4 | |||||||||||
49,269,745 | 7.6 | |||||||||||||
Industrials: 15.4% | ||||||||||||||
39,746 | Alaska Air Group, Inc. | 2,921,729 | 0.4 | |||||||||||
45,923 | Brink's Co. | 3,614,140 | 0.6 | |||||||||||
53,839 | Carlisle Cos., Inc. | 6,118,802 | 0.9 | |||||||||||
50,698 | Crane Co. | 4,523,276 | 0.7 | |||||||||||
42,302 | Curtiss-Wright Corp. | 5,154,499 | 0.8 | |||||||||||
67,205 | Deluxe Corp. | 5,164,032 | 0.8 | |||||||||||
69,911 | EMCOR Group, Inc. | 5,715,224 | 0.9 | |||||||||||
64,512 | EnerSys | 4,491,971 | 0.7 | |||||||||||
51,467 | (1) | Esterline Technologies Corp. | 3,844,585 | 0.6 | ||||||||||
17,748 | (1) | Genesee & Wyoming, Inc. | 1,397,300 | 0.2 | ||||||||||
62,787 | Herman Miller, Inc. | 2,514,619 | 0.4 | |||||||||||
8,907 | Huntington Ingalls Industries, Inc. | 2,099,380 | 0.3 | |||||||||||
4,978 | IDEX Corp. | 656,947 | 0.1 | |||||||||||
36,927 | Ingersoll-Rand PLC - Class A | 3,293,519 | 0.5 | |||||||||||
284,907 | (1) | JetBlue Airways Corp. | 6,364,822 | 1.0 | ||||||||||
15,129 | (1) | KLX, Inc. | 1,032,554 | 0.2 | ||||||||||
50,865 | Manpowergroup, Inc. | 6,414,585 | 1.0 | |||||||||||
92,374 | Masco Corp. | 4,058,914 | 0.6 | |||||||||||
25,810 | Nordson Corp. | 3,778,584 | 0.6 | |||||||||||
17,722 | Orbital ATK, Inc. | 2,330,443 | 0.4 | |||||||||||
42,783 | Owens Corning, Inc. | 3,933,469 | 0.6 | |||||||||||
215,395 | Pitney Bowes, Inc. | 2,408,116 | 0.4 | |||||||||||
32,827 | (1) | Quanta Services, Inc. | 1,283,864 | 0.2 | ||||||||||
60,937 | Regal Beloit Corp. | 4,667,774 | 0.7 | |||||||||||
99,493 | Timken Co. | 4,890,081 | 0.8 | |||||||||||
90,163 | Toro Co. | 5,881,333 | 0.9 | |||||||||||
5,991 | Valmont Industries, Inc. | 993,607 | 0.1 | |||||||||||
99,548,169 | 15.4 | |||||||||||||
Information Technology: 17.3% | ||||||||||||||
180,606 | (1) | ARRIS International PLC | 4,639,768 | 0.7 | ||||||||||
46,626 | Belden, Inc. | 3,598,128 | 0.6 | |||||||||||
44,027 | Broadridge Financial Solutions, Inc. ADR | 3,987,966 | 0.6 | |||||||||||
94,691 | CDK Global, Inc. | 6,749,574 | 1.0 | |||||||||||
191,889 | (1) | Ciena Corp. | 4,016,237 | 0.6 | ||||||||||
80,925 | (1) | Cirrus Logic, Inc. | 4,196,771 | 0.6 | ||||||||||
140,477 | Convergys Corp. | 3,301,210 | 0.5 | |||||||||||
33,639 | (1) | CoreLogic, Inc. | 1,554,458 | 0.2 | ||||||||||
14,290 | Fair Isaac Corp. | 2,189,228 | 0.3 | |||||||||||
144,918 | (1) | Fortinet, Inc. | 6,331,467 | 1.0 | ||||||||||
110,184 | (1) | Integrated Device Technology, Inc. | 3,275,770 | 0.5 | ||||||||||
26,833 | InterDigital, Inc. | 2,043,333 | 0.3 | |||||||||||
59,295 | j2 Global, Inc. | 4,448,904 | 0.7 | |||||||||||
208,740 | Jabil, Inc. | 5,479,425 | 0.8 | |||||||||||
32,792 | Leidos Holdings, Inc. | 2,117,379 | 0.3 | |||||||||||
6,348 | Littelfuse, Inc. | 1,255,761 | 0.2 | |||||||||||
50,685 | LogMeIn, Inc. | 5,803,433 | 0.9 | |||||||||||
36,519 | (1) | Manhattan Associates, Inc. | 1,809,151 | 0.3 | ||||||||||
52,973 | Maximus, Inc. | 3,791,807 | 0.6 | |||||||||||
93,305 | (1) | Microsemi Corp. | 4,819,203 | 0.7 |
17,613 | MKS Instruments, Inc. | 1,664,429 | 0.3 | |||||||||||
20,657 | Motorola Solutions, Inc. | 1,866,153 | 0.3 | |||||||||||
134,359 | (1) | NCR Corp. | 4,566,862 | 0.7 | ||||||||||
141,382 | (1) | Netscout Systems, Inc. | 4,305,082 | 0.7 | ||||||||||
38,544 | (1) | Nuance Communications, Inc. | 630,194 | 0.1 | ||||||||||
13,804 | Plantronics, Inc. | 695,446 | 0.1 | |||||||||||
8,246 | (1) | Red Hat, Inc. | 990,345 | 0.2 | ||||||||||
76,751 | Sabre Corp. | 1,573,396 | 0.2 | |||||||||||
7,348 | Skyworks Solutions, Inc. | 697,693 | 0.1 | |||||||||||
12,424 | (1) | Take-Two Interactive Software, Inc. | 1,363,907 | 0.2 | ||||||||||
49,604 | (1) | Tech Data Corp. | 4,859,704 | 0.8 | ||||||||||
55,786 | (1) | Trimble, Inc. | 2,267,143 | 0.4 | ||||||||||
45,675 | (1),(2) | Vantiv, Inc. | 3,359,396 | 0.5 | ||||||||||
99,431 | Versum Materials, Inc. | 3,763,463 | 0.6 | |||||||||||
205,674 | Vishay Intertechnology, Inc. | 4,267,736 | 0.7 | |||||||||||
112,279,922 | 17.3 | |||||||||||||
Materials: 7.0% | ||||||||||||||
62,581 | (1) | Berry Plastics Group, Inc. | 3,671,627 | 0.6 | ||||||||||
23,316 | Cabot Corp. | 1,436,032 | 0.2 | |||||||||||
28,571 | Chemours Co. | 1,430,264 | 0.2 | |||||||||||
15,778 | (2) | Compass Minerals International, Inc. | 1,139,960 | 0.2 | ||||||||||
10,778 | (1) | Crown Holdings, Inc. | 606,263 | 0.1 | ||||||||||
7,370 | Eagle Materials, Inc. | 835,021 | 0.1 | |||||||||||
14,361 | Greif, Inc. - Class A | 869,989 | 0.1 | |||||||||||
166,427 | (1) | Louisiana-Pacific Corp. | 4,370,373 | 0.7 | ||||||||||
39,111 | Minerals Technologies, Inc. | 2,692,792 | 0.4 | |||||||||||
18,981 | Nucor Corp. | 1,206,812 | 0.2 | |||||||||||
31,410 | Packaging Corp. of America | 3,786,476 | 0.6 | |||||||||||
102,351 | PolyOne Corp. | 4,452,269 | 0.7 | |||||||||||
17,541 | Reliance Steel & Aluminum Co. | 1,504,842 | 0.2 | |||||||||||
184,184 | Steel Dynamics, Inc. | 7,943,856 | 1.2 | |||||||||||
226,225 | Valvoline, Inc. | 5,669,199 | 0.9 | |||||||||||
80,010 | Worthington Industries, Inc. | 3,525,241 | 0.6 | |||||||||||
45,141,016 | 7.0 | |||||||||||||
Real Estate: 8.9% | ||||||||||||||
32,752 | Camden Property Trust | 3,015,149 | 0.5 | |||||||||||
156,996 | CoreCivic, Inc. | 3,532,410 | 0.5 | |||||||||||
508,383 | Cousins Properties, Inc. | 4,702,543 | 0.7 | |||||||||||
22,960 | DCT Industrial Trust, Inc. | 1,349,589 | 0.2 | |||||||||||
34,185 | Equity Lifestyle Properties, Inc. | 3,043,149 | 0.5 | |||||||||||
135,678 | First Industrial Realty Trust, Inc. | 4,269,786 | 0.7 | |||||||||||
102,643 | Gaming and Leisure Properties, Inc. | 3,797,791 | 0.6 | |||||||||||
26,788 | Geo Group, Inc./The | 632,197 | 0.1 | |||||||||||
30,278 | Highwoods Properties, Inc. | 1,541,453 | 0.2 | �� | ||||||||||
113,221 | Hospitality Properties Trust | 3,379,647 | 0.5 | |||||||||||
154,660 | LaSalle Hotel Properties | 4,341,306 | 0.7 | |||||||||||
85,995 | Liberty Property Trust | 3,698,645 | 0.6 | |||||||||||
162,770 | (2) | Omega Healthcare Investors, Inc. | 4,482,686 | 0.7 | ||||||||||
88,132 | Potlatch Corp. | 4,397,787 | 0.7 |
See Accompanying Notes to Financial Statements
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
21,463 | (1) | SBA Communications Corp. | 3,506,195 | 0.5 | ||||||||||
106,078 | (2) | Tanger Factory Outlet Centers, Inc. | 2,812,128 | 0.4 | ||||||||||
129,114 | Urban Edge Properties | 3,291,116 | 0.5 | |||||||||||
247,295 | Washington Prime Group, Inc. | 1,760,740 | 0.3 | |||||||||||
57,554,317 | 8.9 | |||||||||||||
Utilities: 5.1% | ||||||||||||||
63,515 | Ameren Corp. | 3,746,750 | 0.6 | |||||||||||
10,516 | Atmos Energy Corp. | 903,219 | 0.1 | |||||||||||
67,711 | Black Hills Corp. | 4,070,108 | 0.6 | |||||||||||
22,291 | Centerpoint Energy, Inc. | 632,173 | 0.1 | |||||||||||
154,903 | Great Plains Energy, Inc. | 4,994,073 | 0.8 | |||||||||||
42,097 | Hawaiian Electric Industries | 1,521,807 | 0.2 | |||||||||||
21,132 | Idacorp, Inc. | 1,930,620 | 0.3 | |||||||||||
61,268 | MDU Resources Group, Inc. | 1,646,884 | 0.3 | |||||||||||
68,106 | National Fuel Gas Co. | 3,739,700 | 0.6 | |||||||||||
97,425 | PNM Resources, Inc. | 3,940,841 | 0.6 | |||||||||||
126,836 | UGI Corp. | 5,954,950 | 0.9 | |||||||||||
33,081,125 | 5.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $549,954,485) | 636,846,993 | 98.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.2% | ||||||||||||||
Securities Lending Collateral(3): 3.6% | ||||||||||||||
5,478,552 | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $5,479,375, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $5,588,123, due 05/15/20-08/15/47) | 5,478,552 | 0.9 | |||||||||||
1,152,583 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,152,761, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,175,635, due 01/31/18-06/20/63) | 1,152,583 | 0.2 |
5,478,552 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $5,479,417, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $5,588,123, due 02/15/43-02/15/44) | 5,478,552 | 0.8 | |||||||||||
5,478,552 | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $5,479,453, collateralized by various U.S. Government Securities, 0.750%-2.250%, Market Value plus accrued interest $5,588,123, due 09/30/18-09/09/49) | 5,478,552 | 0.8 | |||||||||||
5,478,552 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $5,479,531, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,630,689, due 01/15/19-02/15/46) | 5,478,552 | 0.9 | |||||||||||
23,066,791 | 3.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.6% | ||||||||||||||
10,466,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $10,466,000) | 10,466,000 | 1.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $33,532,791) | 33,532,791 | 5.2 | ||||||||||||
Total Investments in Securities (Cost $583,487,276) | $ | 670,379,784 | 103.5 | |||||||||||
Liabilities in Excess of Other Assets | (22,490,654 | ) | (3.5 | ) | ||||||||||
Net Assets | $ | 647,889,130 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.6% | ||||||||||||||
Consumer Discretionary: 15.7% | ||||||||||||||
61,255 | (1) | American Axle & Manufacturing Holdings, Inc. | 1,043,173 | 0.4 | ||||||||||
96,078 | Barnes & Noble, Inc. | 643,723 | 0.2 | |||||||||||
92,720 | (2) | Big 5 Sporting Goods Corp. | 704,672 | 0.2 | ||||||||||
30,637 | (2) | Big Lots, Inc. | 1,720,268 | 0.6 | ||||||||||
85,172 | Boyd Gaming Corp. | 2,985,279 | 1.0 | |||||||||||
72,189 | Caleres, Inc. | 2,416,888 | 0.8 | |||||||||||
19,907 | Childrens Place Retail Stores, Inc. | 2,893,482 | 1.0 | |||||||||||
9,161 | (1) | Cooper-Standard Holdings, Inc. | 1,122,222 | 0.4 | ||||||||||
45,731 | (1) | Dave & Buster's Entertainment, Inc. | 2,522,979 | 0.9 | ||||||||||
11,820 | Ethan Allen Interiors, Inc. | 338,052 | 0.1 | |||||||||||
7,540 | (1) | Five Below, Inc. | 500,053 | 0.2 | ||||||||||
58,050 | (1) | Francesca's Holdings Corp. | 424,345 | 0.1 | ||||||||||
20,121 | Haverty Furniture Cos., Inc. | 455,741 | 0.2 | |||||||||||
64,904 | La-Z-Boy, Inc. | 2,025,005 | 0.7 | |||||||||||
4,390 | LCI Industries | 570,700 | 0.2 | |||||||||||
20,796 | Marriott Vacations Worldwide Corp. | 2,811,827 | 0.9 | |||||||||||
67,636 | MDC Holdings, Inc. | 2,156,236 | 0.7 | |||||||||||
26,820 | Movado Group, Inc. | 863,604 | 0.3 | |||||||||||
24,305 | (1) | Nautilus, Inc. | 324,472 | 0.1 | ||||||||||
16,490 | Nutri/System, Inc. | 867,374 | 0.3 | |||||||||||
131,727 | Office Depot, Inc. | 466,314 | 0.2 | |||||||||||
16,919 | Oxford Industries, Inc. | 1,272,140 | 0.4 | |||||||||||
88,888 | (1) | Penn National Gaming, Inc. | 2,784,861 | 0.9 | ||||||||||
25,259 | (1) | Perry Ellis International, Inc. | 632,485 | 0.2 | ||||||||||
14,251 | (2) | PetMed Express, Inc. | 648,420 | 0.2 | ||||||||||
11,934 | (1),(2) | RH | 1,028,830 | 0.3 | ||||||||||
51,033 | Ruth's Hospitality Group, Inc. | 1,104,864 | 0.4 | |||||||||||
15,240 | (1) | Scientific Games Corp. | 781,812 | 0.3 | ||||||||||
47,916 | (1) | Shutterfly, Inc. | 2,383,821 | 0.8 | ||||||||||
36,169 | (1) | Sleep Number Corp. | 1,359,593 | 0.5 | ||||||||||
33,084 | Tailored Brands, Inc. | 722,224 | 0.2 | |||||||||||
43,453 | (1) | TopBuild Corp. | 3,291,130 | 1.1 | ||||||||||
15,134 | (1) | Universal Electronics, Inc. | 715,081 | 0.2 | ||||||||||
69,681 | Wolverine World Wide, Inc. | 2,221,430 | 0.7 | |||||||||||
46,803,100 | 15.7 | |||||||||||||
Consumer Staples: 2.6% | ||||||||||||||
16,288 | (1),(2) | Central Garden & Pet Co. | 633,929 | 0.2 | ||||||||||
27,096 | (1) | Central Garden and Pet Co. | 1,021,790 | 0.3 | ||||||||||
2,116 | Coca-Cola Bottling Co. Consolidated | 455,490 | 0.2 | |||||||||||
32,967 | (1) | Hostess Brands, Inc. | 488,241 | 0.2 | ||||||||||
14,901 | Medifast, Inc. | 1,040,239 | 0.3 |
47,103 | (1) | Performance Food Group Co. | 1,559,109 | 0.5 | ||||||||||
36,661 | SpartanNash Co. | 978,116 | 0.3 | |||||||||||
21,678 | Universal Corp. | 1,138,095 | 0.4 | |||||||||||
24,991 | (2) | Vector Group Ltd. | 559,299 | 0.2 | ||||||||||
7,874,308 | 2.6 | |||||||||||||
Energy: 3.1% | ||||||||||||||
66,056 | (1) | Carrizo Oil & Gas, Inc. | 1,405,672 | 0.5 | ||||||||||
39,298 | (1) | Exterran Corp. | 1,235,529 | 0.4 | ||||||||||
23,507 | Green Plains, Inc. | 396,093 | 0.1 | |||||||||||
366,727 | (1) | McDermott International, Inc. | 2,413,064 | 0.8 | ||||||||||
10,262 | (1) | PDC Energy, Inc. | 528,903 | 0.2 | ||||||||||
10,532 | (1) | REX American Resources Corp. | 871,944 | 0.3 | ||||||||||
55,320 | (1) | Unit Corp. | 1,217,040 | 0.4 | ||||||||||
39,595 | (2) | US Silica Holdings, Inc. | 1,289,213 | 0.4 | ||||||||||
9,357,458 | 3.1 | |||||||||||||
Financials: 16.6% | ||||||||||||||
32,400 | American Equity Investment Life Holding Co. | 995,652 | 0.3 | |||||||||||
8,674 | Ameris Bancorp. | 418,087 | 0.1 | |||||||||||
22,016 | Amerisafe, Inc. | 1,356,186 | 0.5 | |||||||||||
33,273 | (2) | Apollo Commercial Real Estate Finance, Inc. | 613,887 | 0.2 | ||||||||||
22,143 | Bank of NT Butterfield & Son Ltd. | 803,569 | 0.3 | |||||||||||
83,232 | (1),(2) | BofI Holding, Inc. | 2,488,637 | 0.8 | ||||||||||
27,259 | Chemical Financial Corp. | 1,457,539 | 0.5 | |||||||||||
33,935 | (1) | Customers Bancorp, Inc. | 881,971 | 0.3 | ||||||||||
2,134 | Diamond Hill Investment Group, Inc. | 441,012 | 0.1 | |||||||||||
32,588 | (1) | Enova International, Inc. | 495,338 | 0.2 | ||||||||||
34,042 | Evercore, Inc. | 3,063,780 | 1.0 | |||||||||||
28,379 | Fidelity Southern Corp. | 618,662 | 0.2 | |||||||||||
16,907 | Financial Engines, Inc. | 512,282 | 0.2 | |||||||||||
384,378 | (1) | First BanCorp. Puerto Rico | 1,960,328 | 0.7 | ||||||||||
56,974 | Great Western Bancorp, Inc. | 2,267,565 | 0.8 | |||||||||||
7,459 | (1) | Green Dot Corp. | 449,479 | 0.2 | ||||||||||
16,490 | Hanmi Financial Corp. | 500,471 | 0.2 | |||||||||||
64,949 | Home Bancshares, Inc./Conway AR | 1,510,064 | 0.5 | |||||||||||
68,723 | Hope Bancorp, Inc. | 1,254,195 | 0.4 | |||||||||||
11,854 | Houlihan Lokey, Inc. | 538,527 | 0.2 | |||||||||||
7,913 | LegacyTexas Financial Group, Inc. | 334,008 | 0.1 | |||||||||||
16,082 | MB Financial, Inc. | 715,971 | 0.2 | |||||||||||
13,474 | Meta Financial Group, Inc. | 1,248,366 | 0.4 | |||||||||||
109,203 | (1) | MGIC Investment Corp. | 1,540,854 | 0.5 | ||||||||||
48,077 | (1) | NMI Holdings, Inc. | 817,309 | 0.3 | ||||||||||
101,379 | OFG Bancorp | 952,963 | 0.3 | |||||||||||
104,842 | OM Asset Management Plc | 1,756,103 | 0.6 | |||||||||||
13,405 | Piper Jaffray Cos. | 1,156,181 | 0.4 | |||||||||||
11,408 | Primerica, Inc. | 1,158,482 | 0.4 | |||||||||||
87,013 | Radian Group, Inc. | 1,793,338 | 0.6 | |||||||||||
38,631 | Selective Insurance Group | 2,267,640 | 0.8 | |||||||||||
40,932 | Simmons First National Corp. | 2,337,217 | 0.8 |
See Accompanying Notes to Financial Statements
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
46,087 | Sterling Bancorp/DE | 1,133,740 | 0.4 | |||||||||||
160,506 | (1) | Third Point Reinsurance Ltd. | 2,351,413 | 0.8 | ||||||||||
57,808 | Trustco Bank Corp. | 531,834 | 0.2 | |||||||||||
54,842 | Universal Insurance Holdings, Inc. | 1,499,929 | 0.5 | |||||||||||
78,973 | (2) | Waddell & Reed Financial, Inc. | 1,764,257 | 0.6 | ||||||||||
46,484 | (1) | Walker & Dunlop, Inc. | 2,207,990 | 0.7 | ||||||||||
12,618 | (1),(2) | World Acceptance Corp. | 1,018,525 | 0.3 | ||||||||||
49,213,351 | 16.6 | |||||||||||||
Health Care: 13.4% | ||||||||||||||
33,229 | Aceto Corp. | 343,255 | 0.1 | |||||||||||
19,298 | (1) | Acorda Therapeutics, Inc. | 413,942 | 0.1 | ||||||||||
24,849 | (1) | AMAG Pharmaceuticals, Inc. | 329,249 | 0.1 | ||||||||||
33,131 | (1) | Amedisys, Inc. | 1,746,335 | 0.6 | ||||||||||
42,036 | (1) | AMN Healthcare Services, Inc. | 2,070,273 | 0.7 | ||||||||||
44,379 | (1) | Amphastar Pharmaceuticals, Inc. | 853,852 | 0.3 | ||||||||||
40,547 | (1) | Angiodynamics, Inc. | 674,297 | 0.2 | ||||||||||
17,780 | (1) | Cambrex Corp. | 853,440 | 0.3 | ||||||||||
13,063 | Chemed Corp. | 3,174,570 | 1.1 | |||||||||||
32,951 | (1) | Corcept Therapeutics, Inc. | 595,095 | 0.2 | ||||||||||
22,391 | (1) | Cross Country Healthcare, Inc. | 285,709 | 0.1 | ||||||||||
35,393 | (1) | Emergent Biosolutions, Inc. | 1,644,713 | 0.6 | ||||||||||
9,763 | (1) | Haemonetics Corp. | 567,035 | 0.2 | ||||||||||
14,297 | (1) | HealthEquity, Inc. | 667,098 | 0.2 | ||||||||||
19,248 | (1) | Impax Laboratories, Inc. | 320,479 | 0.1 | ||||||||||
14,239 | (1) | INC Research Holdings, Inc. | 620,820 | 0.2 | ||||||||||
3,728 | (1) | Inogen, Inc. | 443,930 | 0.2 | ||||||||||
39,026 | (1) | Integer Holdings Corp. | 1,767,878 | 0.6 | ||||||||||
39,427 | Kindred Healthcare, Inc. | 382,442 | 0.1 | |||||||||||
10,426 | (1),(2) | Lannett Co., Inc. | 241,883 | 0.1 | ||||||||||
38,048 | (1) | Lantheus Holdings, Inc. | 778,082 | 0.3 | ||||||||||
12,830 | LeMaitre Vascular, Inc. | 408,507 | 0.1 | |||||||||||
29,822 | (1) | LHC Group, Inc. | 1,826,597 | 0.6 | ||||||||||
4,797 | (1),(2) | Ligand Pharmaceuticals, Inc. | 656,853 | 0.2 | ||||||||||
73,821 | Luminex Corp. | 1,454,274 | 0.5 | |||||||||||
18,305 | (1) | Magellan Health, Inc. | 1,767,348 | 0.6 | ||||||||||
13,464 | (1) | Masimo Corp. | 1,141,747 | 0.4 | ||||||||||
45,039 | (1) | Merit Medical Systems, Inc. | 1,945,685 | 0.7 | ||||||||||
29,319 | (1),(2) | MiMedx Group Inc. | 369,713 | 0.1 | ||||||||||
23,512 | (1) | Momenta Pharmaceuticals, Inc. | 327,992 | 0.1 | ||||||||||
10,930 | (1) | Myriad Genetics, Inc. | 375,391 | 0.1 | ||||||||||
48,744 | (1) | Nektar Therapeutics | 2,910,992 | 1.0 | ||||||||||
48,586 | (1) | OraSure Technologies, Inc. | 916,332 | 0.3 | ||||||||||
37,126 | Owens & Minor, Inc. | 700,939 | 0.2 | |||||||||||
24,492 | Phibro Animal Health Corp. | 820,482 | 0.3 | |||||||||||
41,305 | (1) | Quality Systems, Inc. | 560,922 | 0.2 | ||||||||||
23,255 | (1) | Select Medical Holdings Corp. | 410,451 | 0.1 | ||||||||||
26,602 | (1) | Spectrum Pharmaceuticals, Inc. | 504,108 | 0.2 |
35,059 | (1) | Supernus Pharmaceuticals, Inc. | 1,397,101 | 0.5 | ||||||||||
66,400 | (1) | Tivity Health, Inc. | 2,426,920 | 0.8 | ||||||||||
39,696,731 | 13.4 | |||||||||||||
Industrials: 20.3% | ||||||||||||||
59,547 | ABM Industries, Inc. | 2,246,113 | 0.8 | |||||||||||
25,415 | Actuant Corp. | 642,999 | 0.2 | |||||||||||
14,279 | (1) | Aegion Corp. | 363,115 | 0.1 | ||||||||||
13,072 | Allegiant Travel Co. | 2,022,892 | 0.7 | |||||||||||
45,335 | Apogee Enterprises, Inc. | 2,073,170 | 0.7 | |||||||||||
20,206 | ArcBest Corp. | 722,364 | 0.2 | |||||||||||
9,272 | (1) | Atlas Air Worldwide Holdings, Inc. | 543,803 | 0.2 | ||||||||||
44,350 | Barnes Group, Inc. | 2,806,024 | 0.9 | |||||||||||
37,457 | Briggs & Stratton Corp. | 950,284 | 0.3 | |||||||||||
11,150 | Brink's Co. | 877,505 | 0.3 | |||||||||||
15,728 | CIRCOR International, Inc. | 765,639 | 0.3 | |||||||||||
8,827 | Comfort Systems USA, Inc. | 385,299 | 0.1 | |||||||||||
8,407 | Curtiss-Wright Corp. | 1,024,393 | 0.3 | |||||||||||
26,757 | EnPro Industries, Inc. | 2,502,047 | 0.8 | |||||||||||
116,421 | Essendant, Inc. | 1,079,223 | 0.4 | |||||||||||
26,639 | (1) | Esterline Technologies Corp. | 1,989,933 | 0.7 | ||||||||||
27,746 | (1) | Gibraltar Industries, Inc. | 915,618 | 0.3 | ||||||||||
43,149 | (2) | Greenbrier Cos., Inc. | 2,299,842 | 0.8 | ||||||||||
25,661 | (1) | Harsco Corp. | 478,578 | 0.2 | ||||||||||
32,160 | Hawaiian Holdings, Inc. | 1,281,576 | 0.4 | |||||||||||
22,581 | Heidrick & Struggles International, Inc. | 554,364 | 0.2 | |||||||||||
43,630 | Insperity, Inc. | 2,502,180 | 0.8 | |||||||||||
37,303 | Insteel Industries, Inc. | 1,056,421 | 0.4 | |||||||||||
10,625 | Kelly Services, Inc. | 289,744 | 0.1 | |||||||||||
16,863 | Knight-Swift Transportation Holdings, Inc. | 737,250 | 0.3 | |||||||||||
42,978 | Knoll, Inc. | 990,213 | 0.3 | |||||||||||
21,087 | Korn/Ferry International | 872,580 | 0.3 | |||||||||||
14,486 | Lindsay Corp. | 1,277,665 | 0.4 | |||||||||||
18,427 | LSC Communications, Inc. | 279,169 | 0.1 | |||||||||||
13,129 | (1) | Lydall, Inc. | 666,297 | 0.2 | ||||||||||
16,714 | Mobile Mini, Inc. | 576,633 | 0.2 | |||||||||||
7,007 | (2) | National Presto Industries, Inc. | 696,846 | 0.2 | ||||||||||
90,424 | (1) | Navigant Consulting, Inc. | 1,755,130 | 0.6 | ||||||||||
44,879 | (1) | On Assignment, Inc. | 2,884,373 | 1.0 | ||||||||||
22,429 | Quanex Building Products Corp. | 524,839 | 0.2 | |||||||||||
29,914 | (1) | Roadrunner Transportation Systems, Inc. | 230,637 | 0.1 | ||||||||||
43,070 | Simpson Manufacturing Co., Inc. | 2,472,649 | 0.8 | |||||||||||
9,522 | Skywest, Inc. | 505,618 | 0.2 | |||||||||||
40,714 | (1) | SPX FLOW, Inc. | 1,935,951 | 0.7 | ||||||||||
72,983 | Steelcase, Inc. | 1,109,342 | 0.4 | |||||||||||
53,059 | Tetra Tech, Inc. | 2,554,791 | 0.9 | |||||||||||
36,271 | (2) | Triumph Group, Inc. | 986,571 | 0.3 | ||||||||||
18,241 | (1) | TrueBlue, Inc. | 501,627 | 0.2 | ||||||||||
66,702 | Universal Forest Products, Inc. | 2,509,329 | 0.8 | |||||||||||
14,479 | (1) | Veritiv Corp. | 418,443 | 0.1 | ||||||||||
72,330 | Wabash National Corp. | 1,569,561 | 0.5 |
See Accompanying Notes to Financial Statements
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
33,256 | Watts Water Technologies, Inc. | 2,525,793 | 0.9 | |||||||||||
84,505 | (1) | YRC Worldwide, Inc. | 1,215,182 | 0.4 | ||||||||||
60,169,615 | 20.3 | |||||||||||||
Information Technology: 13.4% | ||||||||||||||
35,219 | (1) | Advanced Energy Industries, Inc. | 2,376,578 | 0.8 | ||||||||||
19,966 | (1) | Anixter International, Inc. | 1,517,416 | 0.5 | ||||||||||
16,374 | (1),(2) | Applied Optoelectronics, Inc. | 619,265 | 0.2 | ||||||||||
39,497 | (1) | Benchmark Electronics, Inc. | 1,149,363 | 0.4 | ||||||||||
31,355 | (1) | Blucora, Inc. | 692,945 | 0.2 | ||||||||||
30,204 | Brooks Automation, Inc. | 720,365 | 0.2 | |||||||||||
2,977 | Cabot Microelectronics Corp. | 280,076 | 0.1 | |||||||||||
21,416 | (1) | CACI International, Inc. | 2,834,408 | 1.0 | ||||||||||
40,526 | (1) | CalAmp Corp. | 868,472 | 0.3 | ||||||||||
47,551 | Cohu, Inc. | 1,043,744 | 0.4 | |||||||||||
14,064 | Comtech Telecommunications Corp. | 311,096 | 0.1 | |||||||||||
17,936 | CSG Systems International, Inc. | 785,955 | 0.3 | |||||||||||
46,156 | (1) | Electronics for Imaging, Inc. | 1,362,987 | 0.5 | ||||||||||
12,976 | (1) | ePlus, Inc. | 975,795 | 0.3 | ||||||||||
8,940 | Fair Isaac Corp. | 1,369,608 | 0.5 | |||||||||||
30,453 | (1) | Kemet Corp. | 458,622 | 0.2 | ||||||||||
5,996 | Littelfuse, Inc. | 1,186,129 | 0.4 | |||||||||||
23,678 | Methode Electronics, Inc. | 949,488 | 0.3 | |||||||||||
13,354 | MKS Instruments, Inc. | 1,261,953 | 0.4 | |||||||||||
43,480 | (1) | Nanometrics, Inc. | 1,083,522 | 0.4 | ||||||||||
50,222 | NIC, Inc. | 833,685 | 0.3 | |||||||||||
91,513 | (1),(2) | Oclaro, Inc. | 616,798 | 0.2 | ||||||||||
43,410 | (1) | Perficient, Inc. | 827,829 | 0.3 | ||||||||||
31,374 | (1) | Plexus Corp. | 1,905,029 | 0.6 | ||||||||||
24,007 | Power Integrations, Inc. | 1,765,715 | 0.6 | |||||||||||
10,155 | (1) | Rogers Corp. | 1,644,298 | 0.6 | ||||||||||
68,623 | (1) | Rudolph Technologies, Inc. | 1,640,090 | 0.6 | ||||||||||
72,685 | (1) | Sanmina Corp. | 2,398,605 | 0.8 | ||||||||||
10,276 | (1) | Scansource, Inc. | 367,881 | 0.1 | ||||||||||
11,667 | (1) | SolarEdge Technologies, Inc. | 438,096 | 0.1 | ||||||||||
4,599 | (1) | Stamps.com, Inc. | 864,612 | 0.3 | ||||||||||
57,323 | (1) | Sykes Enterprises, Inc. | 1,802,808 | 0.6 | ||||||||||
48,924 | (1) | Synchronoss Technologies, Inc. | 437,380 | 0.1 | ||||||||||
15,351 | TeleTech Holdings, Inc. | 617,878 | 0.2 | |||||||||||
33,705 | Travelport Worldwide Ltd. | 440,524 | 0.1 | |||||||||||
82,814 | (1) | TTM Technologies, Inc. | 1,297,695 | 0.4 | ||||||||||
39,746,710 | 13.4 | |||||||||||||
Materials: 5.2% | ||||||||||||||
18,098 | (1) | AdvanSix, Inc. | 761,383 | 0.2 | ||||||||||
128,559 | (1),(2) | AK Steel Holding Corp. | 727,644 | 0.2 | ||||||||||
58,642 | Boise Cascade Co. | 2,339,816 | 0.8 | |||||||||||
33,335 | FutureFuel Corp. | 469,690 | 0.2 | |||||||||||
20,842 | HB Fuller Co. | 1,122,759 | 0.4 | |||||||||||
5,854 | (1) | Ingevity Corp. | 412,531 | 0.1 | ||||||||||
12,118 | Kaiser Aluminum Corp. | 1,294,808 | 0.4 | |||||||||||
47,067 | KapStone Paper and Packaging Corp. | 1,067,950 | 0.4 |
27,857 | (1) | Koppers Holdings, Inc. | 1,417,921 | 0.5 | ||||||||||
5,921 | Neenah Paper, Inc. | 536,739 | 0.2 | |||||||||||
7,685 | Quaker Chemical Corp. | 1,158,821 | 0.4 | |||||||||||
60,218 | (2) | Rayonier Advanced Materials, Inc. | 1,231,458 | 0.4 | ||||||||||
21,815 | Stepan Co. | 1,722,731 | 0.6 | |||||||||||
25,236 | Worthington Industries, Inc. | 1,111,898 | 0.4 | |||||||||||
15,376,149 | 5.2 | |||||||||||||
Real Estate: 5.8% | ||||||||||||||
244,402 | (2) | CBL & Associates Properties, Inc. | 1,383,315 | 0.5 | ||||||||||
179,539 | Cedar Realty Trust, Inc. | 1,091,597 | 0.4 | |||||||||||
61,647 | Chesapeake Lodging Trust | 1,670,017 | 0.6 | |||||||||||
210,529 | DiamondRock Hospitality Co. | 2,376,872 | 0.8 | |||||||||||
31,010 | EastGroup Properties, Inc. | 2,740,664 | 0.9 | |||||||||||
39,741 | Four Corners Property Trust, Inc. | 1,021,344 | 0.3 | |||||||||||
16,632 | HFF, Inc. | 808,981 | 0.3 | |||||||||||
52,274 | LaSalle Hotel Properties | 1,467,331 | 0.5 | |||||||||||
19,383 | PS Business Parks, Inc. | 2,424,619 | 0.8 | |||||||||||
19,529 | QTS Realty Trust, Inc. | 1,057,691 | 0.3 | |||||||||||
5,209 | RE/MAX Holdings, Inc. | 252,637 | 0.1 | |||||||||||
31,768 | Urban Edge Properties | 809,766 | 0.3 | |||||||||||
17,104,834 | 5.8 | |||||||||||||
Telecommunication Services: 0.8% | ||||||||||||||
42,323 | Cogent Communications Holdings, Inc. | 1,917,232 | 0.6 | |||||||||||
56,475 | (1) | Vonage Holdings Corp. | 574,351 | 0.2 | ||||||||||
2,491,583 | 0.8 | |||||||||||||
Utilities: 2.7% | ||||||||||||||
46,501 | Avista Corp. | 2,394,336 | 0.8 | |||||||||||
15,932 | Black Hills Corp. | 957,673 | 0.3 | |||||||||||
6,146 | El Paso Electric Co. | 340,181 | 0.1 | |||||||||||
15,102 | Idacorp, Inc. | 1,379,719 | 0.5 | |||||||||||
18,131 | NorthWestern Corp. | 1,082,421 | 0.4 | |||||||||||
29,583 | Portland General Electric Co. | 1,348,393 | 0.5 | |||||||||||
13,571 | South Jersey Industries, Inc. | 423,822 | 0.1 | |||||||||||
7,926,545 | 2.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $245,200,950) | 295,760,384 | 99.6 | ||||||||||||
RIGHTS: –% | ||||||||||||||
Materials: –% | ||||||||||||||
15,300 | (1),(3) | Gerber Scientific-Escrow | – | – | ||||||||||
Total Rights | ||||||||||||||
(Cost $–) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $245,200,950) | 295,760,384 | 99.6 |
See Accompanying Notes to Financial Statements
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.6% | ||||||||||||||
Securities Lending Collateral(4): 5.1% | ||||||||||||||
761,636 | Bank of Nova Scotia/New York, Repurchase Agreement dated 12/29/17, 1.36%, due 01/02/18 (Repurchase Amount $761,750, collateralized by various U.S. Government Securities, 0.125%-3.625%, Market Value plus accrued interest $776,986, due 01/31/19-09/09/49) | 761,636 | 0.3 | |||||||||||
3,620,678 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,621,237, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,693,092, due 01/31/18-06/20/63) | 3,620,678 | 1.2 | |||||||||||
3,620,678 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,621,245, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,693,092, due 01/11/18-12/01/51) | 3,620,678 | 1.2 | |||||||||||
3,620,678 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $3,621,249, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $3,693,092, due 02/15/43-02/15/44) | 3,620,678 | 1.2 |
3,620,678 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,621,325, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,721,223, due 01/15/19-02/15/46) | 3,620,678 | 1.2 | |||||||||||
15,244,348 | 5.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
1,330,000 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $1,330,000) | 1,330,000 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $16,574,348) | 16,574,348 | 5.6 | ||||||||||||
Total Investments in Securities (Cost $261,775,298) | $ | 312,334,732 | 105.2 | |||||||||||
Liabilities in Excess of Other Assets | (15,338,437 | ) | (5.2 | ) | ||||||||||
Net Assets | $ | 296,996,295 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.5% | ||||||||||||||
Consumer Discretionary: 4.7% | ||||||||||||||
13,522 | APN Outdoor Group Ltd. | 51,794 | 0.0 | |||||||||||
5,575 | ARB Corp. Ltd. | 81,233 | 0.1 | |||||||||||
33,883 | (1) | Ardent Leisure Group | 52,772 | 0.0 | ||||||||||
51,209 | Aristocrat Leisure Ltd. | 942,973 | 0.9 | |||||||||||
21,196 | Automotive Holdings Group Ltd. | 60,038 | 0.1 | |||||||||||
21,761 | (1) | Bapcor Ltd. | 95,741 | 0.1 | ||||||||||
7,364 | Breville Group Ltd. | 72,160 | 0.1 | |||||||||||
6,576 | Corporate Travel Management Ltd. | 106,792 | 0.1 | |||||||||||
28,791 | Crown Resorts Ltd. | 291,836 | 0.3 | |||||||||||
5,205 | (1) | Domino's Pizza Enterprises Ltd. | 189,181 | 0.2 | ||||||||||
184,821 | Fairfax Media Ltd. | 112,169 | 0.1 | |||||||||||
4,630 | (1) | Flight Centre Travel Group Ltd. | 159,589 | 0.2 | ||||||||||
33,048 | G8 Education Ltd. | 87,414 | 0.1 | |||||||||||
9,427 | (1) | Greencross Ltd. | 46,197 | 0.0 | ||||||||||
6,919 | GUD Holdings Ltd. | 65,627 | 0.1 | |||||||||||
48,035 | (1) | Harvey Norman Holdings Ltd. | 155,772 | 0.1 | ||||||||||
20,751 | (1) | HT&E Ltd. | 30,296 | 0.0 | ||||||||||
8,674 | Invocare Ltd. | 108,561 | 0.1 | |||||||||||
8,998 | (1) | JB Hi-Fi Ltd. | 174,462 | 0.2 | ||||||||||
23,771 | Mantra Group Ltd. | 72,335 | 0.1 | |||||||||||
58,805 | Myer Holdings Ltd. | 30,282 | 0.0 | |||||||||||
24,572 | Navitas Ltd. | 104,024 | 0.1 | |||||||||||
3,797 | (1) | News Corp. | 63,559 | 0.1 | ||||||||||
60,788 | Nine Entertainment Co. Holdings Ltd. | 72,543 | 0.1 | |||||||||||
12,003 | oOh!media Ltd. | 42,027 | 0.0 | |||||||||||
7,789 | (1) | Premier Investments Ltd. | 90,000 | 0.1 | ||||||||||
12,717 | (1) | Retail Food Group Ltd. | 24,508 | 0.0 | ||||||||||
72,469 | Seven West Media Ltd. | 34,660 | 0.0 | |||||||||||
19,504 | SKYCITY Entertainment Group Ltd. | 56,611 | 0.1 | |||||||||||
61,159 | Southern Cross Media Group Ltd. | 56,339 | 0.0 | |||||||||||
66,061 | Star Entertainment Grp Ltd. | 312,129 | 0.3 | |||||||||||
11,213 | Super Retail Group Ltd. | 72,018 | 0.1 | |||||||||||
161,561 | Tabcorp Holdings Ltd. | 700,953 | 0.7 | |||||||||||
19,909 | Trade Me Ltd. | 68,354 | 0.1 | |||||||||||
9,194 | Webjet Ltd. | 74,583 | 0.1 | |||||||||||
4,759,532 | 4.7 | |||||||||||||
Consumer Staples: 7.3% | ||||||||||||||
57,624 | (2) | a2 Milk Co. Ltd. | 331,370 | 0.3 | ||||||||||
30,803 | Asaleo Care Ltd. | 35,917 | 0.0 | |||||||||||
29,537 | (1),(2) | Australian Agricultural Co. Ltd. | 29,978 | 0.0 | ||||||||||
15,019 | (1) | Bega Cheese Ltd. | 84,426 | 0.1 | ||||||||||
1,015 | Blackmores Ltd. | 133,686 | 0.1 | |||||||||||
40,554 | Coca-Cola Amatil Ltd. | 268,665 | 0.3 | |||||||||||
25,630 | Costa Group Holdings Ltd. | 131,575 | 0.1 | |||||||||||
18,346 | GrainCorp Ltd. | 116,872 | 0.1 |
77,832 | Metcash Ltd. | 188,704 | 0.2 | |||||||||||
13,788 | Tassal Group Ltd. | 40,348 | 0.1 | |||||||||||
58,405 | Treasury Wine Estates Ltd. | 724,746 | 0.7 | |||||||||||
91,133 | Wesfarmers Ltd. | 3,151,189 | 3.1 | |||||||||||
104,870 | (1) | Woolworths Group Ltd | 2,228,101 | 2.2 | ||||||||||
7,465,577 | 7.3 | |||||||||||||
Energy: 5.1% | ||||||||||||||
139,833 | Beach Energy Ltd. | 135,047 | 0.1 | |||||||||||
20,963 | Caltex Australia Ltd. | 555,335 | 0.6 | |||||||||||
106,220 | Oil Search Ltd. | 643,121 | 0.6 | |||||||||||
141,282 | (2) | Origin Energy Ltd. | 1,034,919 | 1.0 | ||||||||||
141,600 | (2) | Santos Ltd. | 599,360 | 0.6 | ||||||||||
9,399 | Washington H Soul Pattinson & Co. Ltd. | 130,362 | 0.1 | |||||||||||
54,678 | Whitehaven Coal Ltd. | 189,612 | 0.2 | |||||||||||
67,712 | Woodside Petroleum Ltd. | 1,742,095 | 1.7 | |||||||||||
16,450 | (2) | WorleyParsons Ltd. | 183,340 | 0.2 | ||||||||||
5,213,191 | 5.1 | |||||||||||||
Financials: 35.4% | ||||||||||||||
235,279 | (1) | AMP Ltd. | 949,705 | 0.9 | ||||||||||
15,559 | ASX Ltd. | 664,170 | 0.7 | |||||||||||
235,984 | Australia & New Zealand Banking Group Ltd. | 5,264,579 | 5.2 | |||||||||||
31,132 | Bank of Queensland Ltd. | 307,934 | 0.3 | |||||||||||
38,751 | Bendigo and Adelaide Bank Ltd. | 351,646 | 0.3 | |||||||||||
19,967 | BT Investment Management Ltd. | 175,252 | 0.2 | |||||||||||
46,110 | Challenger Ltd. | 502,853 | 0.5 | |||||||||||
140,998 | Commonwealth Bank of Australia | 8,799,473 | 8.7 | |||||||||||
3,796 | Credit Corp. Group Ltd. | 65,884 | 0.1 | |||||||||||
55,137 | (2) | CYBG PLC | 247,999 | 0.2 | ||||||||||
25,475 | Eclipx Group Ltd. | 80,092 | 0.1 | |||||||||||
19,843 | Genworth Mortgage Insurance Australia Ltd. | 46,345 | 0.0 | |||||||||||
190,290 | Insurance Australia Group Ltd. | 1,071,764 | 1.1 | |||||||||||
24,304 | IOOF Holdings Ltd. | 202,552 | 0.2 | |||||||||||
5,614 | Janus Henderson Group PLC | 214,400 | 0.2 | |||||||||||
25,437 | Macquarie Group Ltd. | 1,967,422 | 1.9 | |||||||||||
11,203 | Magellan Financial Group Ltd. | 234,931 | 0.2 | |||||||||||
221,353 | Medibank Pvt Ltd. | 566,849 | 0.6 | |||||||||||
218,397 | National Australia Bank Ltd. | 5,015,527 | 4.9 | |||||||||||
36,559 | NIB Holdings Ltd./Australia | 192,830 | 0.2 | |||||||||||
3,795 | Perpetual Ltd. | 142,666 | 0.1 | |||||||||||
17,376 | Platinum Asset Management Ltd. | 104,289 | 0.1 | |||||||||||
109,708 | (1) | QBE Insurance Group Ltd. | 910,636 | 0.9 | ||||||||||
62,340 | Steadfast Group Ltd. | 136,764 | 0.1 | |||||||||||
104,168 | Suncorp Group Ltd. | 1,122,749 | 1.1 | |||||||||||
273,803 | Westpac Banking Corp. | 6,659,858 | 6.6 | |||||||||||
35,999,169 | 35.4 |
See Accompanying Notes to Financial Statements
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
Health Care: 7.0% | ||||||||||||||
11,522 | Ansell Ltd. | 217,578 | 0.2 | |||||||||||
32,088 | Australian Pharmaceutical Industries Ltd. | 42,049 | 0.0 | |||||||||||
4,605 | Cochlear Ltd. | 613,858 | 0.6 | |||||||||||
36,369 | CSL Ltd. | 3,996,726 | 3.9 | |||||||||||
19,247 | Estia Health Ltd. | 52,411 | 0.1 | |||||||||||
12,448 | Fisher & Paykel Healthcare Corp. Ltd. | 124,709 | 0.1 | |||||||||||
139,218 | Healthscope Ltd. | 227,574 | 0.2 | |||||||||||
111,399 | (1),(2) | Mayne Pharma Group Ltd. | 60,181 | 0.1 | ||||||||||
20,781 | (2) | Nanosonics Ltd. | 44,801 | 0.0 | ||||||||||
33,703 | Primary Health Care Ltd. | 94,841 | 0.1 | |||||||||||
10,363 | (1) | Ramsay Health Care Ltd. | 565,887 | 0.5 | ||||||||||
45,347 | ResMed, Inc. | 385,641 | 0.4 | |||||||||||
87,808 | Sigma Healthcare Ltd. | 67,656 | 0.1 | |||||||||||
4,645 | Sirtex Medical Ltd. | 59,658 | 0.1 | |||||||||||
33,693 | Sonic Healthcare Ltd. | 599,177 | 0.6 | |||||||||||
7,152,747 | 7.0 | |||||||||||||
Industrials: 7.2% | ||||||||||||||
40,527 | ALS Ltd. | 220,183 | 0.2 | |||||||||||
161,904 | Aurizon Holdings Ltd. | 623,858 | 0.6 | |||||||||||
127,651 | Brambles Ltd. | 1,000,410 | 1.0 | |||||||||||
7,856 | CIMIC Group Ltd. | 314,204 | 0.3 | |||||||||||
161,600 | Cleanaway Waste Management Ltd. | 188,276 | 0.2 | |||||||||||
48,919 | Downer EDI Ltd. | 263,169 | 0.3 | |||||||||||
22,010 | GWA Group Ltd. | 48,664 | 0.1 | |||||||||||
11,191 | (1) | IPH Ltd. | 47,928 | 0.0 | ||||||||||
53,053 | Macquarie Atlas Roads Group | 259,407 | 0.3 | |||||||||||
6,277 | McMillan Shakespeare Ltd. | 84,629 | 0.1 | |||||||||||
7,359 | Monadelphous Group Ltd. | 99,316 | 0.1 | |||||||||||
141,525 | Qantas Airways Ltd. | 554,927 | 0.5 | |||||||||||
109,553 | (1) | Qube Logistics Holdings Ltd. | 220,774 | 0.2 | ||||||||||
37,978 | Reliance Worldwide Corp. Ltd. | 114,996 | 0.1 | |||||||||||
28,184 | Seek Ltd. | 416,776 | 0.4 | |||||||||||
8,811 | Seven Group Holdings Ltd. | 104,481 | 0.1 | |||||||||||
180,962 | Sydney Airport | 992,960 | 1.0 | |||||||||||
178,482 | Transurban Group - Stapled Security | 1,727,358 | 1.7 | |||||||||||
231,429 | (2),(3) | Virgin Australia International Holdings | – | – | ||||||||||
7,282,316 | 7.2 | |||||||||||||
Information Technology: 1.9% | ||||||||||||||
14,285 | (1),(2) | Aconex Ltd. | 85,231 | 0.1 | ||||||||||
9,003 | Altium Ltd. | 93,058 | 0.1 | |||||||||||
19,358 | carsales.com Ltd. | 218,149 | 0.2 | |||||||||||
40,240 | Computershare Ltd. | 509,831 | 0.5 | |||||||||||
18,662 | (2) | Domain Holdings Australia Ltd. | 49,944 | 0.1 | ||||||||||
11,104 | IRESS Ltd. | 99,854 | 0.1 | |||||||||||
39,435 | Link Administration Holdings Ltd. | 258,542 | 0.2 | |||||||||||
35,700 | MYOB Group Ltd. | 100,345 | 0.1 | |||||||||||
22,793 | (2) | NEXTDC Ltd. | 106,470 | 0.1 |
3,918 | REA Group Ltd. | 233,620 | 0.2 | |||||||||||
18,315 | Technology One Ltd. | 70,630 | 0.1 | |||||||||||
8,963 | Wisetech Global Ltd. | 98,957 | 0.1 | |||||||||||
1,924,631 | 1.9 | |||||||||||||
Materials: 17.8% | ||||||||||||||
31,651 | Adelaide Brighton Ltd. | 160,405 | 0.2 | |||||||||||
187,293 | Alumina Ltd. | 352,966 | 0.3 | |||||||||||
93,086 | Amcor Ltd. | 1,115,386 | 1.1 | |||||||||||
258,162 | BHP Billiton Ltd. | 5,930,217 | 5.8 | |||||||||||
45,100 | BlueScope Steel Ltd. | 537,166 | 0.5 | |||||||||||
94,224 | (1) | Boral Ltd. | 570,413 | 0.6 | ||||||||||
6,196 | Brickworks Ltd. | 71,661 | 0.1 | |||||||||||
41,482 | CSR Ltd. | 153,364 | 0.1 | |||||||||||
30,631 | DuluxGroup Ltd. | 182,533 | 0.2 | |||||||||||
93,156 | Evolution Mining Ltd. | 192,908 | 0.2 | |||||||||||
13,056 | Fletcher Building Ltd. | 70,113 | 0.1 | |||||||||||
136,747 | (1) | Fortescue Metals Group Ltd. | 517,501 | 0.5 | ||||||||||
32,733 | (2) | Galaxy Resources Ltd. | 97,397 | 0.1 | ||||||||||
33,636 | Iluka Resources Ltd. | 265,392 | 0.3 | |||||||||||
134,678 | Incitec Pivot Ltd. | 408,083 | 0.4 | |||||||||||
37,158 | Independence Group NL | 137,110 | 0.1 | |||||||||||
35,638 | James Hardie Industries SE | 625,906 | 0.6 | |||||||||||
44,530 | (2) | Lynas Corp. Ltd. | 75,743 | 0.1 | ||||||||||
12,556 | Mineral Resources Ltd. | 206,043 | 0.2 | |||||||||||
61,354 | Newcrest Mining Ltd. | 1,092,223 | 1.1 | |||||||||||
48,242 | Northern Star Resources Ltd. | 229,683 | 0.2 | |||||||||||
19,023 | Nufarm Ltd. | 129,275 | 0.1 | |||||||||||
30,135 | Orica Ltd. | 423,668 | 0.4 | |||||||||||
16,415 | (1),(2) | Orocobre Ltd. | 88,658 | 0.1 | ||||||||||
96,988 | Orora Ltd. | 255,492 | 0.2 | |||||||||||
24,006 | OZ Minerals Ltd. | 170,503 | 0.2 | |||||||||||
15,382 | Pact Group Holdings Ltd. | 68,099 | 0.1 | |||||||||||
116,246 | (1),(2) | Pilbara Minerals Ltd. | 100,699 | 0.1 | ||||||||||
39,551 | Regis Resources Ltd. | 132,660 | 0.1 | |||||||||||
59,428 | Resolute Mining Ltd. | 52,866 | 0.0 | |||||||||||
33,148 | Rio Tinto Ltd. | 1,948,938 | 1.9 | |||||||||||
12,657 | Sandfire Resources NL | 67,852 | 0.1 | |||||||||||
60,366 | (2) | Saracen Mineral Holdings Ltd. | 79,629 | 0.1 | ||||||||||
12,844 | Sims Metal Management Ltd. | 157,091 | 0.2 | |||||||||||
419,391 | South32 Ltd. | 1,136,780 | 1.1 | |||||||||||
41,256 | St Barbara Ltd. | 122,862 | 0.1 | |||||||||||
22,984 | (1),(2) | Syrah Resources Ltd. | 80,434 | 0.1 | ||||||||||
21,311 | (1) | Western Areas Ltd. | 53,555 | 0.1 | ||||||||||
18,061,274 | 17.8 | |||||||||||||
Real Estate: 8.0% | ||||||||||||||
26,159 | Abacus Property Group | 83,888 | 0.1 | |||||||||||
34,396 | (1) | Aveo Group | 71,745 | 0.1 | ||||||||||
39,233 | BWP Trust | 94,390 | 0.1 | |||||||||||
37,206 | Charter Hall Group | 174,317 | 0.2 | |||||||||||
26,748 | Charter Hall Retail REIT | 86,689 | 0.1 | |||||||||||
13,755 | Charter Hall Long Wale REIT | 44,625 | 0.0 | |||||||||||
104,130 | Cromwell Property Group | 81,964 | 0.1 | |||||||||||
81,114 | Dexus | 615,539 | 0.6 | |||||||||||
24,299 | Gateway Lifestyle | 41,271 | 0.0 | |||||||||||
128,830 | Goodman Group | 844,158 | 0.8 | |||||||||||
144,259 | GPT Group | 573,837 | 0.6 |
See Accompanying Notes to Financial Statements
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
20,396 | Growthpoint Properties Australia Ltd. | 54,173 | 0.1 | |||||||||||
39,977 | Investa Office Fund | 141,452 | 0.1 | |||||||||||
2,432 | (1) | Iron Mountain, Inc. | 91,686 | 0.1 | ||||||||||
46,897 | Lend Lease Corp., Ltd. | 596,216 | 0.6 | |||||||||||
297,799 | Mirvac Group | 544,616 | 0.5 | |||||||||||
43,469 | National Storage REIT | 51,957 | 0.0 | |||||||||||
427,941 | Scentre Group | 1,395,931 | 1.4 | |||||||||||
57,990 | Shopping Centres Australasia Property Group | 105,152 | 0.1 | |||||||||||
195,671 | Stockland | 682,567 | 0.7 | |||||||||||
258,280 | Vicinity Centres | 547,060 | 0.5 | |||||||||||
35,293 | Viva Energy REIT | 62,234 | 0.1 | |||||||||||
153,648 | Westfield Corp. | 1,135,181 | 1.1 | |||||||||||
8,120,648 | 8.0 | |||||||||||||
Telecommunication Services: 3.1% | ||||||||||||||
13,788 | Chorus Ltd. | 40,830 | 0.0 | |||||||||||
16,177 | (1) | SpeedCast International Ltd. | 67,424 | 0.1 | ||||||||||
17,931 | Spark New Zealand Ltd. | 46,169 | 0.1 | |||||||||||
955,924 | Telstra Corp., Ltd. | 2,702,254 | 2.7 | |||||||||||
27,349 | TPG Telecom Ltd. | 139,945 | 0.1 | |||||||||||
49,634 | (1) | Vocus Communications Ltd. | 117,033 | 0.1 | ||||||||||
3,113,655 | 3.1 | |||||||||||||
Utilities: 2.0% | ||||||||||||||
52,885 | AGL Energy Ltd. | 1,002,173 | 1.0 | |||||||||||
89,565 | APA Group | 580,781 | 0.6 | |||||||||||
139,734 | AusNet Services | 196,369 | 0.2 | |||||||||||
78,056 | (2) | Infigen Energy | 41,901 | 0.0 | ||||||||||
135,191 | Spark Infrastructure Group | 264,270 | 0.2 | |||||||||||
2,085,494 | 2.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $90,981,991) | 101,178,234 | 99.5 | ||||||||||||
RIGHTS: –% | ||||||||||||||
Industrials: –% | ||||||||||||||
– | (2) | Cleanaway Waste Management Ltd. | – | – | ||||||||||
Real Estate: –% | ||||||||||||||
72,917 | (2),(3) | Chapter Hall Units Contingent | – | – | ||||||||||
Total Rights | ||||||||||||||
(Cost $–) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $90,981,991) | 101,178,234 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.5% | ||||||||||||||
Securities Lending Collateral(4): 4.5% | ||||||||||||||
1,088,015 | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $1,088,178, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $1,109,775, due 05/15/20-08/15/47) | 1,088,015 | 1.0 | |||||||||||
228,869 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $228,904, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $233,446, due 01/31/18-06/20/63) | 228,869 | 0.2 | |||||||||||
1,088,015 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $1,088,187, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $1,109,775, due 02/15/43-02/15/44) | 1,088,015 | 1.1 | |||||||||||
1,088,015 | NBC Global Finance Ltd., Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $1,088,194, collateralized by various U.S. Government Securities, 0.750%-2.250%, Market Value plus accrued interest $1,109,775, due 09/30/18-09/09/49) | 1,088,015 | 1.1 |
See Accompanying Notes to Financial Statements
Voya Australia Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
1,088,015 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,088,209, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,118,229, due 01/15/19-02/15/46) | 1,088,015 | 1.1 | |||||||||||
4,580,929 | 4.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.0% | ||||||||||||||
41,000 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $41,000) | 41,000 | 0.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $4,621,929) | 4,621,929 | 4.5 | ||||||||||||
Total Investments in Securities (Cost $95,603,920) | $ | 105,800,163 | 104.0 | |||||||||||
Liabilities in Excess of Other Assets | (4,115,150 | ) | (4.0 | ) | ||||||||||
Net Assets | $ | 101,685,013 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.9% | ||||||||||||||
Brazil: 4.4% | ||||||||||||||
623,700 | Ambev SA | 4,001,187 | 0.6 | |||||||||||
42,500 | (1) | Atacadao Distribuicao Comercio e Industria Ltd.a | 195,389 | 0.0 | ||||||||||
121,998 | Banco Bradesco SA | 1,179,119 | 0.2 | |||||||||||
114,100 | Banco do Brasil S.A. | 1,094,529 | 0.1 | |||||||||||
54,800 | Banco Santander Brasil SA | 526,672 | 0.1 | |||||||||||
93,400 | BB Seguridade Participacoes SA | 802,196 | 0.1 | |||||||||||
273,069 | B3 SA - Brasil Bolsa Balcao | 1,875,286 | 0.3 | |||||||||||
108,333 | BR Malls Participacoes SA | 415,748 | 0.1 | |||||||||||
59,400 | (1) | BRF - Brasil Foods SA | 655,404 | 0.1 | ||||||||||
27,900 | (1) | Centrais Eletricas Brasileiras SA | 162,668 | 0.0 | ||||||||||
162,700 | CCR SA | 792,139 | 0.1 | |||||||||||
45,300 | Cia de Saneamento Basico do Estado de Sao Paulo | 468,828 | 0.1 | |||||||||||
87,100 | (1) | Cia Siderurgica Nacional S.A. | 220,041 | 0.0 | ||||||||||
161,756 | Cielo SA | 1,146,936 | 0.2 | |||||||||||
21,300 | Cosan SA Industria e Comercio | 266,483 | 0.0 | |||||||||||
42,549 | EDP - Energias do Brasil S.A. | 179,580 | 0.0 | |||||||||||
88,400 | Embraer SA | 532,996 | 0.1 | |||||||||||
22,400 | Engie Brasil Energia SA | 239,795 | 0.0 | |||||||||||
26,600 | Equatorial Energia SA | 526,451 | 0.1 | |||||||||||
32,900 | Fibria Celulose SA | 474,591 | 0.1 | |||||||||||
47,600 | Hypermarcas SA | 516,596 | 0.1 | |||||||||||
105,800 | JBS SA | 312,893 | 0.0 | |||||||||||
78,600 | Klabin SA | 417,039 | 0.1 | |||||||||||
186,104 | Kroton Educacional SA | 1,032,321 | 0.1 | |||||||||||
69,375 | Localiza Rent a Car SA | 461,371 | 0.1 | |||||||||||
96,260 | Lojas Renner SA | 1,029,896 | 0.1 | |||||||||||
14,300 | M Dias Branco SA | 224,603 | 0.0 | |||||||||||
10,700 | Multiplan Empreendimentos Imobiliarios SA | 228,703 | 0.0 | |||||||||||
23,400 | Natura Cosmeticos S.A. | 233,217 | 0.0 | |||||||||||
33,500 | Odontoprev SA | 160,678 | 0.0 | |||||||||||
390,800 | (1) | Petroleo Brasileiro SA | 1,992,231 | 0.3 | ||||||||||
15,700 | Porto Seguro SA | 171,952 | 0.0 | |||||||||||
31,200 | Qualicorp SA | 291,580 | 0.0 | |||||||||||
31,100 | Raia Drogasil SA | 860,685 | 0.1 | |||||||||||
144,900 | (1) | Rumo SA | 566,565 | 0.1 | ||||||||||
28,486 | Sul America SA | 160,245 | 0.0 | |||||||||||
55,600 | Suzano Papel e Celulose SA | 313,275 | 0.0 | |||||||||||
110,200 | Tim Participacoes SA | 435,205 | 0.1 | |||||||||||
20,900 | Transmissora Alianca de Energia Eletrica SA | 134,457 | 0.0 | |||||||||||
48,700 | Ultrapar Participacoes SA | 1,101,112 | 0.2 | |||||||||||
408,874 | Vale SA | 4,962,548 | 0.7 |
74,280 | Weg S.A. | 539,896 | 0.1 | |||||||||||
31,903,106 | 4.4 | |||||||||||||
Chile: 1.1% | ||||||||||||||
399,810 | AES Gener SA | 132,339 | 0.0 | |||||||||||
361,568 | Aguas Andinas SA | 239,361 | 0.0 | |||||||||||
3,280,861 | Banco de Chile | 525,663 | 0.1 | |||||||||||
4,858 | Banco de Credito e Inversiones | 337,708 | 0.1 | |||||||||||
8,977,248 | Banco Santander Chile | 702,979 | 0.1 | |||||||||||
188,583 | Cencosud SA | 556,770 | 0.1 | |||||||||||
20,307 | Cia Cervecerias Unidas SA | 304,489 | 0.0 | |||||||||||
1,004,953 | Colbun SA | 230,989 | 0.0 | |||||||||||
437,006 | Enel Generacion Chile SA | 395,443 | 0.1 | |||||||||||
20,684 | Empresa Nacional de Telecomunicaciones SA | 232,361 | 0.0 | |||||||||||
168,941 | Empresas CMPC SA | 574,081 | 0.1 | |||||||||||
60,422 | Empresas COPEC SA | 953,910 | 0.1 | |||||||||||
3,767,140 | Enel Americas SA | 838,822 | 0.1 | |||||||||||
2,661,559 | Enel Chile SA | 314,898 | 0.1 | |||||||||||
21,126,241 | Itau CorpBanca | 192,107 | 0.0 | |||||||||||
40,560 | Latam Airlines Group SA | 574,582 | 0.1 | |||||||||||
95,364 | SACI Falabella | 950,587 | 0.1 | |||||||||||
8,057,089 | 1.1 | |||||||||||||
China: 29.5% | ||||||||||||||
134,500 | (1),(2) | 3SBio, Inc. | 263,649 | 0.0 | ||||||||||
12,177 | (1) | 58.com, Inc. ADR | 871,508 | 0.1 | ||||||||||
97,000 | AAC Technologies Holdings, Inc. | 1,716,751 | 0.2 | |||||||||||
180,000 | Agile Property Holdings Ltd. | 272,308 | 0.0 | |||||||||||
3,475,000 | Agricultural Bank of China Ltd. | 1,614,971 | 0.2 | |||||||||||
250,000 | Air China Ltd. | 302,755 | 0.0 | |||||||||||
152,617 | (1) | Alibaba Group Holding Ltd. ADR | 26,315,749 | 3.7 | ||||||||||
426,000 | (1) | Alibaba Health Information Technology Ltd. | 215,376 | 0.0 | ||||||||||
1,640,000 | (1),(3) | Alibaba Pictures Group Ltd. | 220,183 | 0.0 | ||||||||||
524,000 | (1) | Aluminum Corp. of China Ltd. | 374,066 | 0.1 | ||||||||||
167,000 | Anhui Conch Cement Co., Ltd. | 783,854 | 0.1 | |||||||||||
144,000 | Anta Sports Products Ltd. | 653,385 | 0.1 | |||||||||||
6,828 | (1) | Autohome, Inc. ADR | 441,567 | 0.1 | ||||||||||
296,000 | (3) | AviChina Industry & Technology Co. Ltd. | 157,607 | 0.0 | ||||||||||
36,323 | (1) | Baidu, Inc. ADR | 8,507,210 | 1.2 | ||||||||||
10,523,000 | Bank of China Ltd. | 5,153,495 | 0.7 | |||||||||||
1,166,000 | Bank of Communications Co., Ltd. | 863,018 | 0.1 | |||||||||||
208,000 | Beijing Capital International Airport Co., Ltd. | 313,617 | 0.1 | |||||||||||
67,000 | Beijing Enterprises Holdings Ltd. | 396,577 | 0.1 | |||||||||||
646,000 | Beijing Enterprises Water Group Ltd. | 499,068 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
400,000 | Brilliance China Automotive Holdings Ltd. | 1,062,961 | 0.1 | |||||||||||
85,000 | (3) | Byd Co., Ltd. | 738,438 | 0.1 | ||||||||||
80,500 | BYD Electronic International Co. Ltd. | 174,612 | 0.0 | |||||||||||
1,401,000 | (2) | CGN Power Co. Ltd. | 379,305 | 0.1 | ||||||||||
1,176,000 | China Cinda Asset Management Co. Ltd. | 429,399 | 0.1 | |||||||||||
1,193,000 | China CITIC Bank Corp. Ltd | 746,816 | 0.1 | |||||||||||
585,000 | China Communications Construction Co., Ltd. | 663,678 | 0.1 | |||||||||||
324,000 | China Communications Services Corp., Ltd. | 216,696 | 0.0 | |||||||||||
203,000 | China Conch Venture Holdings Ltd. | 469,645 | 0.1 | |||||||||||
11,145,000 | China Construction Bank | 10,259,560 | 1.4 | |||||||||||
329,000 | China Everbright Bank Co. Ltd. | 153,356 | 0.0 | |||||||||||
335,000 | China Everbright International Ltd. | 477,926 | 0.1 | |||||||||||
128,000 | China Everbright Ltd. | 285,575 | 0.0 | |||||||||||
434,000 | (1) | China Evergrande Group | 1,490,126 | 0.2 | ||||||||||
424,000 | China Galaxy Securities Co. Ltd. | 311,498 | 0.0 | |||||||||||
236,000 | China Gas Holdings Ltd. | 651,064 | 0.1 | |||||||||||
1,130,000 | (2) | China Huarong Asset Management Co. Ltd. | 532,622 | 0.1 | ||||||||||
480,000 | (1),(4) | China Huishan Dairy Holdings Co. Ltd. | – | – | ||||||||||
526,000 | China Jinmao Holdings Group Ltd. | 231,100 | 0.0 | |||||||||||
985,000 | China Life Insurance Co., Ltd. | 3,071,736 | 0.4 | |||||||||||
431,000 | China Longyuan Power Group Corp. Ltd. | 306,043 | 0.0 | |||||||||||
174,000 | China Medical System Holdings Ltd. | 405,036 | 0.1 | |||||||||||
370,000 | China Mengniu Dairy Co., Ltd. | 1,099,099 | 0.2 | |||||||||||
518,380 | China Merchants Bank Co., Ltd. | 2,052,299 | 0.3 | |||||||||||
164,938 | China Merchants Port Holdings Co. Ltd | 430,808 | 0.1 | |||||||||||
738,500 | China Minsheng Banking Corp. Ltd. | 738,040 | 0.1 | |||||||||||
814,500 | China Mobile Ltd. | 8,236,260 | 1.1 | |||||||||||
465,000 | China Molybdenum Co., Ltd. | 297,194 | 0.0 | |||||||||||
390,000 | China National Building Material Co., Ltd. | 347,586 | 0.1 | |||||||||||
244,000 | China Oilfield Services Ltd. | 236,746 | 0.0 | |||||||||||
502,000 | China Overseas Land & Investment Ltd. | 1,611,362 | 0.2 | |||||||||||
349,400 | China Pacific Insurance Group Co., Ltd. | 1,672,081 | 0.2 | |||||||||||
3,373,600 | China Petroleum & Chemical Corp. | 2,470,937 | 0.3 | |||||||||||
251,000 | China Railway Construction Corp. Ltd. | 291,067 | 0.0 | |||||||||||
524,000 | China Railway Group Ltd. | 386,919 | 0.1 | |||||||||||
216,000 | China Resources Beer Holdings Co Ltd. | 773,813 | 0.1 |
122,000 | China Resources Gas Group Ltd. | 441,589 | 0.1 | |||||||||||
370,444 | China Resources Land Ltd. | 1,086,750 | 0.2 | |||||||||||
192,500 | (2) | China Resources Pharmaceutical Group Ltd. | 249,063 | 0.0 | ||||||||||
254,000 | China Resources Power Holdings Co. | 472,426 | 0.1 | |||||||||||
450,500 | China Shenhua Energy Co., Ltd. | 1,163,841 | 0.2 | |||||||||||
258,000 | China Southern Airlines Co., Ltd. | 266,492 | 0.0 | |||||||||||
244,000 | China State Construction International Holdings Ltd. | 340,839 | 0.0 | |||||||||||
216,228 | China Taiping Insurance Holdings Co., Ltd. | 807,040 | 0.1 | |||||||||||
1,836,000 | China Telecom Corp., Ltd. | 870,834 | 0.1 | |||||||||||
790,000 | (1) | China Unicom Hong Kong Ltd. | 1,068,069 | 0.1 | ||||||||||
156,300 | China Vanke Co. Ltd. | 621,994 | 0.1 | |||||||||||
318,000 | Chongqing Rural Commercial Bank Co. Ltd. | 223,970 | 0.0 | |||||||||||
753,000 | CITIC Ltd. | 1,086,397 | 0.2 | |||||||||||
306,500 | CITIC Securities Co. Ltd. | 630,421 | 0.1 | |||||||||||
2,376,000 | CNOOC Ltd. | 3,411,026 | 0.5 | |||||||||||
230,000 | COSCO Shipping Ports, Ltd. | 239,336 | 0.0 | |||||||||||
706,133 | Country Garden Holdings Co. Ltd. | 1,341,508 | 0.2 | |||||||||||
547,000 | CRRC Corp. Ltd. | 583,415 | 0.1 | |||||||||||
596,000 | CSPC Pharmaceutical Group Ltd. | 1,200,715 | 0.2 | |||||||||||
51,827 | (1) | Ctrip.com International Ltd. ADR | 2,285,571 | 0.3 | ||||||||||
370,000 | Dongfeng Motor Group Co., Ltd. | 446,602 | 0.1 | |||||||||||
270,000 | Far East Horizon Ltd. | 230,505 | 0.0 | |||||||||||
347,968 | Fosun International Ltd | 768,998 | 0.1 | |||||||||||
907,500 | Fullshare Holdings Ltd. | 418,157 | 0.1 | |||||||||||
66,000 | (2) | Fuyao Glass Industry Group Co. Ltd. (H-Shares) | 277,656 | 0.0 | ||||||||||
1,765,000 | (1),(3) | GCL Poly Energy Holdings Ltd. | 314,924 | 0.0 | ||||||||||
653,000 | Geely Automobile Holdings Ltd. | 2,249,194 | 0.3 | |||||||||||
175,000 | GF Securities Co. Ltd. | 351,198 | 0.1 | |||||||||||
1,511,000 | GOME Retail Holdings Ltd | 181,525 | 0.0 | |||||||||||
407,500 | Great Wall Motor Co. Ltd. | 465,127 | 0.1 | |||||||||||
400,000 | Guangdong Investment Ltd. | 534,801 | 0.1 | |||||||||||
282,000 | Guangzhou Automobile Group Co. Ltd. | 666,093 | 0.1 | |||||||||||
126,000 | Guangzhou R&F Properties Co., Ltd. | 283,285 | 0.0 | |||||||||||
172,000 | Haier Electronics Group Co. Ltd. | 468,834 | 0.1 | |||||||||||
89,000 | Haitian International Holdings Ltd. | 267,700 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
427,200 | Haitong Securities Co. Ltd. | 618,400 | 0.1 | |||||||||||
1,908,000 | (1),(4) | Hanergy Thin Film Power Group Ltd. | – | – | ||||||||||
97,000 | Hengan International Group Co., Ltd. | 1,073,983 | 0.2 | |||||||||||
554,000 | Huaneng Power International, Inc. | 347,236 | 0.1 | |||||||||||
616,000 | (3) | Huaneng Renewables Corp. Ltd. | 208,540 | 0.0 | ||||||||||
211,800 | (2) | Huatai Securities Co. Ltd. | 420,676 | 0.1 | ||||||||||
9,776,000 | Industrial & Commercial Bank of China | 7,836,781 | 1.1 | |||||||||||
86,902 | (1) | JD.com, Inc. ADR | 3,599,481 | 0.5 | ||||||||||
154,000 | Jiangsu Expressway Co. Ltd. | 234,126 | 0.0 | |||||||||||
159,000 | Jiangxi Copper Co., Ltd. | 251,584 | 0.0 | |||||||||||
77,000 | Kingboard Chemicals Holdings | 415,348 | 0.1 | |||||||||||
104,000 | Kingsoft Corp. Ltd. | 344,568 | 0.0 | |||||||||||
440,000 | Kunlun Energy Co. Ltd. | 457,309 | 0.1 | |||||||||||
167,000 | Lee & Man Paper Manufacturing Ltd. | 196,635 | 0.0 | |||||||||||
958,000 | Lenovo Group Ltd. | 539,462 | 0.1 | |||||||||||
202,000 | Longfor Properties Co., Ltd. | 506,238 | 0.1 | |||||||||||
158,000 | (1),(2) | Meitu, Inc. | 219,243 | 0.0 | ||||||||||
13,107 | (1) | Momo, Inc. ADR | 320,859 | 0.1 | ||||||||||
10,495 | NetEase, Inc. ADR | 3,621,510 | 0.5 | |||||||||||
103,000 | New China Life Insurance Co. Ltd. | 702,438 | 0.1 | |||||||||||
17,760 | New Oriental Education & Technology Group, Inc. ADR | 1,669,440 | 0.2 | |||||||||||
102,000 | Nexteer Automotive Group Ltd. | 242,395 | 0.0 | |||||||||||
225,000 | Nine Dragons Paper Holdings Ltd. | 359,519 | 0.1 | |||||||||||
910,000 | Peoples Insurance Co. Group of China Ltd. | 446,877 | 0.1 | |||||||||||
2,792,000 | PetroChina Co., Ltd. | 1,941,410 | 0.3 | |||||||||||
607,496 | PICC Property & Casualty Co., Ltd. | 1,163,826 | 0.2 | |||||||||||
691,000 | Ping An Insurance Group Co. of China Ltd. | 7,167,100 | 1.0 | |||||||||||
367,900 | (1),(3) | Semiconductor Manufacturing International Corp. | 634,028 | 0.1 | ||||||||||
268,000 | Shandong Weigao Group Medical Polymer Co., Ltd. | 194,764 | 0.0 | |||||||||||
396,000 | (1),(3) | Shanghai Electric Group Co., Ltd. | 162,880 | 0.0 | ||||||||||
65,500 | Shanghai Fosun Pharmaceutical Group Co. Ltd. | 420,439 | 0.1 | |||||||||||
69,000 | Shanghai Industrial Holdings Ltd. | 197,345 | 0.0 | |||||||||||
129,240 | (1) | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. | 186,881 | 0.0 | ||||||||||
93,700 | Shanghai Pharmaceuticals Holding Co. Ltd. | 252,970 | 0.0 | |||||||||||
101,000 | Shenzhou International Group Holdings Ltd. | 961,800 | 0.1 |
163,000 | Shimao Property Holdings Ltd. | 353,612 | 0.1 | |||||||||||
521,000 | Sihuan Pharmaceutical Holdings Group Ltd. | 187,000 | 0.0 | |||||||||||
7,702 | (1) | Sina Corp. | 772,588 | 0.1 | ||||||||||
597,000 | Sino Biopharmaceutical Ltd. | 1,055,442 | 0.1 | |||||||||||
418,000 | Sino-Ocean Group Holding Ltd. | 287,839 | 0.0 | |||||||||||
446,000 | Sinopec Shanghai Petrochemical Co. Ltd. | 253,541 | 0.0 | |||||||||||
159,200 | Sinopharm Group Co. | 685,800 | 0.1 | |||||||||||
295,500 | Soho China Ltd. | 172,535 | 0.0 | |||||||||||
325,500 | Sun Art Retail Group Ltd. | 343,343 | 0.0 | |||||||||||
274,000 | Sunac China Holdings Ltd. | 1,128,970 | 0.2 | |||||||||||
95,000 | Sunny Optical Technology Group Co. Ltd. | 1,206,240 | 0.2 | |||||||||||
37,726 | TAL Education Group ADR | 1,120,839 | 0.2 | |||||||||||
754,600 | Tencent Holdings Ltd. | 39,056,553 | 5.4 | |||||||||||
268,000 | Tingyi Cayman Islands Holding Corp. | 521,397 | 0.1 | |||||||||||
124,000 | Travelsky Technology Ltd. | 370,669 | 0.1 | |||||||||||
50,000 | Tsingtao Brewery Co., Ltd. | 257,908 | 0.0 | |||||||||||
53,907 | (1) | Vipshop Holdings Ltd. ADR | 631,790 | 0.1 | ||||||||||
671,000 | Want Want China Holdings Ltd. | 561,724 | 0.1 | |||||||||||
5,785 | (1),(3) | Weibo Corp. ADR | 598,516 | 0.1 | ||||||||||
253,000 | Weichai Power Co. Ltd. | 276,393 | 0.0 | |||||||||||
102,000 | ENN Energy Holdings Ltd. | 725,471 | 0.1 | |||||||||||
260,000 | Yanzhou Coal Mining Co., Ltd. | 303,209 | 0.0 | |||||||||||
50,895 | Yum China Holdings, Inc. | 2,036,818 | 0.3 | |||||||||||
5,548 | (1) | YY, Inc. ADR | 627,257 | 0.1 | ||||||||||
200,000 | Zhejiang Expressway Co., Ltd. | 219,894 | 0.0 | |||||||||||
74,800 | Zhuzhou CSR Times Electric Co., Ltd. | 485,457 | 0.1 | |||||||||||
790,000 | Zijin Mining Group Co., Ltd. | 298,230 | 0.0 | |||||||||||
94,240 | (1) | ZTE Corp. | 352,246 | 0.1 | ||||||||||
212,761,384 | 29.5 | |||||||||||||
Colombia: 0.4% | ||||||||||||||
21,247 | Bancolombia SA | 213,435 | 0.0 | |||||||||||
15,831 | (3) | BanColombia SA ADR | 627,858 | 0.1 | ||||||||||
67,358 | Cementos Argos SA | 260,003 | 0.0 | |||||||||||
678,385 | Ecopetrol SA | 502,349 | 0.1 | |||||||||||
38,681 | Grupo Argos SA/Colombia | 270,623 | 0.1 | |||||||||||
29,941 | Grupo de Inversiones Suramericana SA | 404,305 | 0.1 | |||||||||||
53,152 | Interconexion Electrica SA ESP | 252,898 | 0.0 | |||||||||||
2,531,471 | 0.4 | |||||||||||||
Czech Republic: 0.2% | ||||||||||||||
21,129 | CEZ AS | 492,655 | 0.1 | |||||||||||
10,038 | Komercni Banka AS | 431,334 | 0.1 | |||||||||||
59,962 | (2) | Moneta Money Bank AS | 232,015 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
9,025 | O2 Czech Republic AS | 117,189 | 0.0 | |||||||||||
1,273,193 | 0.2 | |||||||||||||
Egypt: 0.1% | ||||||||||||||
137,928 | Commercial International Bank Egypt SAE | 600,269 | 0.1 | |||||||||||
70,820 | Egyptian Financial Group-Hermes Holding | 93,842 | 0.0 | |||||||||||
300,970 | (1) | Global Telecom Holding | 125,602 | 0.0 | ||||||||||
819,713 | 0.1 | |||||||||||||
Greece: 0.3% | ||||||||||||||
182,962 | (1) | Alpha Bank AE | 392,272 | 0.1 | ||||||||||
236,765 | (1) | Eurobank Ergasias SA | 241,469 | 0.0 | ||||||||||
4,349 | (1) | FF Group | 99,145 | 0.0 | ||||||||||
31,553 | Hellenic Telecommunications Organization SA | 435,376 | 0.1 | |||||||||||
13,422 | Jumbo SA | 239,955 | 0.0 | |||||||||||
716,070 | (1) | National Bank of Greece SA | 273,759 | 0.0 | ||||||||||
29,772 | OPAP S.A. | 375,079 | 0.1 | |||||||||||
38,332 | (1) | Piraeus Bank SA | 141,197 | 0.0 | ||||||||||
6,209 | Titan Cement Co. SA | 170,601 | 0.0 | |||||||||||
2,368,853 | 0.3 | |||||||||||||
Hungary: 0.3% | ||||||||||||||
49,089 | MOL Hungarian Oil & Gas PLC | 569,155 | 0.0 | |||||||||||
31,524 | OTP Bank Nyrt | 1,301,973 | 0.2 | |||||||||||
19,097 | Richter Gedeon Nyrt | 499,996 | 0.1 | |||||||||||
2,371,124 | 0.3 | |||||||||||||
India: 8.7% | ||||||||||||||
6,344 | ACC Ltd. | 174,504 | 0.0 | |||||||||||
82,169 | Ambuja Cements Ltd. | 350,226 | 0.1 | |||||||||||
158,394 | Ashok Leyland Ltd. | 295,558 | 0.0 | |||||||||||
38,004 | Asian Paints Ltd. | 688,853 | 0.1 | |||||||||||
35,680 | Aurobindo Pharma Ltd. | 383,994 | 0.1 | |||||||||||
222,218 | Axis Bank Ltd. | 1,960,527 | 0.3 | |||||||||||
11,087 | Bajaj Auto Ltd. | 579,055 | 0.1 | |||||||||||
21,873 | Bajaj Finance Ltd. | 600,485 | 0.1 | |||||||||||
5,082 | Bajaj Finserv Ltd. | 415,777 | 0.1 | |||||||||||
28,512 | Bharat Forge Ltd. | 326,440 | 0.0 | |||||||||||
120,208 | Bharat Heavy Electricals Ltd. | 173,773 | 0.0 | |||||||||||
100,699 | Bharat Petroleum Corp. Ltd. | 816,207 | 0.1 | |||||||||||
158,999 | Bharti Airtel Ltd. | 1,316,717 | 0.2 | |||||||||||
79,366 | Bharti Infratel Ltd. | 469,693 | 0.1 | |||||||||||
929 | Bosch Ltd. | 293,080 | 0.0 | |||||||||||
2,672 | Britannia Industries Ltd. | 196,909 | 0.0 | |||||||||||
28,055 | Cadila Healthcare Ltd. | 190,542 | 0.0 | |||||||||||
47,483 | Cipla Ltd. | 452,680 | 0.1 | |||||||||||
87,766 | Coal India Ltd. | 361,184 | 0.0 | |||||||||||
5,815 | Container Corp. Of India Ltd. | 125,666 | 0.0 | |||||||||||
73,359 | Dabur India Ltd. | 401,922 | 0.1 | |||||||||||
11,563 | Dr Reddys Laboratories Ltd. | 437,127 | 0.1 | |||||||||||
3,181 | (3) | Dr. Reddys Laboratories Ltd. ADR | 119,478 | 0.0 | ||||||||||
1,781 | Eicher Motors Ltd. | 844,567 | 0.1 | |||||||||||
68,605 | GAIL India Ltd. | 536,167 | 0.1 | |||||||||||
18,796 | Glenmark Pharmaceuticals Ltd. | 174,937 | 0.0 |
31,216 | Godrej Consumer Products Ltd. | 488,086 | 0.1 | |||||||||||
44,188 | Grasim Industries Ltd. | 805,675 | 0.1 | |||||||||||
34,900 | Havells India Ltd. | 306,904 | 0.0 | |||||||||||
73,776 | HCL Technologies Ltd. | 1,029,298 | 0.1 | |||||||||||
6,514 | Hero Motocorp Ltd. | 385,834 | 0.1 | |||||||||||
158,131 | Hindalco Industries Ltd. | 675,760 | 0.1 | |||||||||||
80,953 | Hindustan Petroleum Corp. Ltd. | 530,860 | 0.1 | |||||||||||
85,989 | Hindustan Unilever Ltd. | 1,842,780 | 0.3 | |||||||||||
200,160 | Housing Development Finance Corp. | 5,360,014 | 0.7 | |||||||||||
313,696 | ICICI Bank Ltd. | 1,537,445 | 0.2 | |||||||||||
187,938 | (1) | Idea Cellular Ltd. | 318,444 | 0.0 | ||||||||||
170,648 | IDFC Bank Ltd. | 144,739 | 0.0 | |||||||||||
42,881 | Indiabulls Housing Finance Ltd. | 803,908 | 0.1 | |||||||||||
77,763 | Indian Oil Corp. Ltd. | 472,605 | 0.1 | |||||||||||
87,293 | (3) | Infosys Ltd. ADR | 1,415,893 | 0.2 | ||||||||||
154,552 | Infosys Ltd. | 2,511,998 | 0.3 | |||||||||||
451,008 | ITC Ltd. | 1,860,136 | 0.3 | |||||||||||
110,831 | JSW Steel Ltd. | 467,288 | 0.1 | |||||||||||
42,696 | Larsen & Toubro Ltd. | 840,716 | 0.1 | |||||||||||
20,301 | (1),(3) | Larsen & Toubro Ltd. GDS GDR | 392,824 | 0.1 | ||||||||||
40,817 | LIC Housing Finance Ltd. | 359,683 | 0.0 | |||||||||||
29,218 | Lupin Ltd. | 404,895 | 0.1 | |||||||||||
38,494 | Mahindra & Mahindra Financial Services Ltd. | 285,324 | 0.0 | |||||||||||
73,638 | Mahindra & Mahindra Ltd. | 865,123 | 0.1 | |||||||||||
12,678 | Mahindra & Mahindra Ltd. - SPON GDR GDR | 295,397 | 0.0 | |||||||||||
62,398 | Marico Ltd. | 314,745 | 0.0 | |||||||||||
14,009 | Maruti Suzuki India Ltd. | 2,133,142 | 0.3 | |||||||||||
83,114 | Motherson Sumi Systems Ltd. | 493,222 | 0.1 | |||||||||||
94,451 | Adani Ports & Special Economic Zone, Ltd. | 598,890 | 0.1 | |||||||||||
2,991 | Nestle India Ltd. | 368,643 | 0.0 | |||||||||||
217,309 | NTPC Ltd. | 602,620 | 0.1 | |||||||||||
169,124 | Oil & Natural Gas Corp., Ltd. | 515,555 | 0.1 | |||||||||||
47,046 | Petronet LNG Ltd. | 187,365 | 0.0 | |||||||||||
10,362 | Piramal Enterprises, Ltd. | 464,370 | 0.1 | |||||||||||
86,417 | Power Finance Corp. Ltd. | 164,839 | 0.0 | |||||||||||
209,026 | Reliance Industries Ltd. | 3,012,976 | 0.4 | |||||||||||
68,652 | Reliance Industries Ltd. GDR GDR | 1,948,979 | 0.3 | |||||||||||
93,810 | Rural Electrification Corp. Ltd. | 228,912 | 0.0 | |||||||||||
19,836 | Shriram Transport Finance Co. Ltd. | 459,802 | 0.1 | |||||||||||
1,079 | Shree Cement Ltd. | 305,548 | 0.0 | |||||||||||
9,875 | Siemens, Ltd. | 191,133 | 0.0 | |||||||||||
196,399 | State Bank of India | 951,400 | 0.1 | |||||||||||
3,219 | State Bank of India Ltd. GDR | 156,765 | 0.0 | |||||||||||
126,495 | Sun Pharmaceutical Industries Ltd. | 1,131,920 | 0.2 | |||||||||||
60,881 | Tata Consultancy Services Ltd. | 2,574,165 | 0.4 | |||||||||||
206,955 | (1) | Tata Motors Ltd. | 1,396,424 | 0.2 | ||||||||||
53,119 | (1) | Tata Motors Ltd. - A - DVR | 202,519 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
151,303 | Tata Power Co. Ltd. | 221,421 | 0.0 | |||||||||||
39,412 | Tata Steel Ltd. | 451,331 | 0.1 | |||||||||||
63,550 | Tech Mahindra Ltd. | 501,859 | 0.1 | |||||||||||
40,553 | Titan Co., Ltd. | 545,228 | 0.1 | |||||||||||
11,901 | Ultratech Cement Ltd. | 804,595 | 0.1 | |||||||||||
7,765 | (1) | United Spirits Ltd. | 445,662 | 0.1 | ||||||||||
47,495 | UPL Ltd. | 567,133 | 0.1 | |||||||||||
51,674 | Vakrangee Software Ltd. | 339,530 | 0.0 | |||||||||||
199,120 | Vedanta Ltd. | 1,025,777 | 0.1 | |||||||||||
8,080 | Wipro Ltd. ADR | 44,198 | 0.0 | |||||||||||
152,258 | Wipro Ltd. | 746,672 | 0.1 | |||||||||||
224,048 | Yes Bank Ltd. | 1,103,833 | 0.2 | |||||||||||
70,474 | Zee Entertainment Enterprises Ltd. | 641,608 | 0.1 | |||||||||||
62,930,478 | 8.7 | |||||||||||||
Indonesia: 2.2% | ||||||||||||||
1,867,300 | Adaro Energy Tbk PT | 255,286 | 0.1 | |||||||||||
246,900 | AKR Corporindo Tbk PT | 115,557 | 0.0 | |||||||||||
2,667,100 | Astra International Tbk PT | 1,629,147 | 0.2 | |||||||||||
1,313,900 | Bank Central Asia Tbk PT | 2,119,906 | 0.3 | |||||||||||
473,900 | Bank Danamon Indonesia Tbk PT | 242,757 | 0.0 | |||||||||||
2,477,100 | Bank Mandiri Persero TBK PT | 1,458,656 | 0.2 | |||||||||||
7,378,600 | Bank Rakyat Indonesia | 1,979,591 | 0.3 | |||||||||||
395,300 | Bank Tabungan Negara Persero Tbk PT | 104,015 | 0.0 | |||||||||||
987,600 | Bank Negara Indonesia Persero Tbk PT | 720,637 | 0.1 | |||||||||||
1,039,800 | Bumi Serpong Damai PT | 130,286 | 0.0 | |||||||||||
976,600 | Charoen Pokphand Indonesia Tbk PT | 215,943 | 0.0 | |||||||||||
65,400 | Gudang Garam Tbk PT | 403,945 | 0.1 | |||||||||||
1,193,400 | Hanjaya Mandala Sampoerna Tbk PT | 416,052 | 0.1 | |||||||||||
243,500 | Indocement Tunggal Prakarsa Tbk PT | 393,943 | 0.1 | |||||||||||
320,100 | Indofood CBP Sukses Makmur TBK PT | 209,979 | 0.0 | |||||||||||
565,300 | Indofood Sukses Makmur Tbk PT | 317,701 | 0.1 | |||||||||||
316,031 | Jasa Marga Persero Tbk PT | 148,869 | 0.0 | |||||||||||
2,872,300 | Kalbe Farma Tbk PT | 357,780 | 0.1 | |||||||||||
324,400 | Matahari Department Store Tbk PT | 238,315 | 0.0 | |||||||||||
3,061,400 | Pakuwon Jati Tbk PT | 154,565 | 0.0 | |||||||||||
1,402,100 | Perusahaan Gas Negara PT | 180,598 | 0.0 | |||||||||||
402,200 | Semen Indonesia Persero Tbk PT | 293,479 | 0.0 | |||||||||||
757,500 | Surya Citra Media Tbk PT | 138,463 | 0.0 | |||||||||||
6,648,000 | Telekomunikasi Indonesia Persero Tbk PT | 2,175,847 | 0.3 | |||||||||||
286,200 | Tower Bersama Infrastructure Tbk PT | 135,235 | 0.0 | |||||||||||
200,400 | Unilever Indonesia Tbk PT | 825,676 | 0.1 | |||||||||||
223,100 | United Tractors Tbk PT | 582,107 | 0.1 | |||||||||||
676,200 | Waskita Karya Persero Tbk PT | 110,146 | 0.0 |
448,675 | (1) | XL Axiata Tbk PT | 97,887 | 0.0 | ||||||||||
16,152,368 | 2.2 | |||||||||||||
Malaysia: 2.3% | ||||||||||||||
200,900 | AirAsia Bhd | 166,300 | 0.0 | |||||||||||
143,300 | Alliance Bank Malaysia Bhd | 144,243 | 0.0 | |||||||||||
229,900 | AMMB Holdings Bhd | 250,521 | 0.0 | |||||||||||
214,300 | Astro Malaysia Holdings Bhd | 140,325 | 0.0 | |||||||||||
366,100 | Axiata Group Bhd | 495,605 | 0.1 | |||||||||||
19,700 | British American Tobacco Malaysia Bhd | 194,712 | 0.0 | |||||||||||
606,300 | CIMB Group Holdings Bhd | 979,788 | 0.1 | |||||||||||
440,642 | Dialog Group BHD | 273,104 | 0.0 | |||||||||||
413,200 | Digi.Com BHD | 520,529 | 0.1 | |||||||||||
204,400 | Felda Global Ventures Holdings Bhd | 85,356 | 0.0 | |||||||||||
245,500 | Gamuda BHD | 300,885 | 0.1 | |||||||||||
307,300 | Genting Bhd | 698,020 | 0.1 | |||||||||||
391,500 | Genting Malaysia BHD | 544,637 | 0.1 | |||||||||||
33,900 | Genting Plantations Bhd | 87,954 | 0.0 | |||||||||||
86,600 | HAP Seng Consolidated Bhd | 204,242 | 0.0 | |||||||||||
95,600 | Hartalega Holdings Bhd | 252,288 | 0.0 | |||||||||||
86,972 | Hong Leong Bank BHD | 365,338 | 0.1 | |||||||||||
32,192 | Hong Leong Financial Group Bhd | 142,227 | 0.0 | |||||||||||
270,600 | IHH Healthcare Bhd | 391,825 | 0.1 | |||||||||||
401,800 | IJM Corp. Bhd | 302,814 | 0.1 | |||||||||||
306,500 | IOI Corp. Bhd | 343,837 | 0.1 | |||||||||||
232,940 | IOI Properties Group Bhd | 106,484 | 0.0 | |||||||||||
64,400 | Kuala Lumpur Kepong Bhd | 397,825 | 0.1 | |||||||||||
496,400 | Malayan Banking BHD | 1,201,327 | 0.2 | |||||||||||
116,000 | Malaysia Airports Holdings Bhd | 251,950 | 0.0 | |||||||||||
247,700 | Maxis Bhd | 367,631 | 0.1 | |||||||||||
179,300 | MISC Bhd | 327,972 | 0.1 | |||||||||||
3,100 | Nestle Malaysia Bhd | 79,051 | 0.0 | |||||||||||
319,900 | Petronas Chemicals Group Bhd | 608,656 | 0.1 | |||||||||||
31,000 | Petronas Dagangan BHD | 185,407 | 0.0 | |||||||||||
92,200 | Petronas Gas BHD | 398,235 | 0.1 | |||||||||||
68,300 | PPB Group Bhd | 290,417 | 0.0 | |||||||||||
154,000 | Press Metal Aluminium Holdings Bhd | 205,105 | 0.0 | |||||||||||
392,300 | Public Bank BHD | 2,014,330 | 0.3 | |||||||||||
77,500 | (1) | RHB Bank Bhd | – | – | ||||||||||
112,476 | RHB Bank Bhd | 138,962 | 0.0 | |||||||||||
515,200 | Sapura Energy Bhd | 90,138 | 0.0 | |||||||||||
311,700 | Sime Darby Bhd | 170,214 | 0.0 | |||||||||||
311,700 | (1) | Sime Darby Plantation Bhd | 462,120 | 0.1 | ||||||||||
311,700 | (1) | Sime Darby Property Bhd | 137,096 | 0.0 | ||||||||||
85,800 | SP Setia Bhd Group | 84,804 | 0.0 | |||||||||||
157,100 | Telekom Malaysia BHD | 244,559 | 0.0 | |||||||||||
449,900 | Tenaga Nasional BHD | 1,694,988 | 0.2 | |||||||||||
63,400 | (1) | UMW Holdings Bhd | 81,229 | 0.0 | ||||||||||
146,400 | Westports Holdings Bhd | 133,847 | 0.0 | |||||||||||
603,534 | YTL Corp. Bhd | 204,000 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
256,320 | YTL Power International Bhd | 81,667 | 0.0 | |||||||||||
16,842,564 | 2.3 | |||||||||||||
Mexico: 3.0% | ||||||||||||||
397,200 | Alfa SA de CV | 437,349 | 0.1 | |||||||||||
4,470,800 | America Movil SAB de CV | 3,851,766 | 0.5 | |||||||||||
56,900 | Arca Continental SAB de CV | 393,995 | 0.1 | |||||||||||
1,922,321 | (1) | Cemex SA de CV | 1,438,136 | 0.2 | ||||||||||
65,500 | Coca-Cola Femsa SAB de CV | 456,909 | 0.1 | |||||||||||
22,700 | (3) | El Puerto de Liverpool SAB de CV | 143,548 | 0.0 | ||||||||||
395,900 | Fibra Uno Administracion SA de CV | 585,721 | 0.1 | |||||||||||
257,000 | Fomento Economico Mexicano SAB de CV | 2,417,140 | 0.3 | |||||||||||
137,000 | Gentera SAB de CV | 113,850 | 0.0 | |||||||||||
28,485 | Gruma SAB de CV | 361,233 | 0.0 | |||||||||||
47,300 | Grupo Aeroportuario del Pacifico SA de CV | 485,930 | 0.1 | |||||||||||
27,190 | Grupo Aeroportuario del Sureste SA de CV | 495,968 | 0.1 | |||||||||||
217,500 | Grupo Bimbo SAB de CV | 481,957 | 0.1 | |||||||||||
55,300 | Grupo Carso SAB de CV | 182,219 | 0.0 | |||||||||||
331,600 | Grupo Financiero Banorte | 1,820,195 | 0.3 | |||||||||||
304,300 | Grupo Financiero Inbursa SA | 498,178 | 0.1 | |||||||||||
239,000 | Grupo Financiero Santander Mexico SAB de CV | 349,460 | 0.0 | |||||||||||
87,400 | Grupo Lala SAB de CV | 122,860 | 0.0 | |||||||||||
508,000 | Grupo Mexico SA de CV Series B | 1,677,530 | 0.2 | |||||||||||
322,300 | Grupo Televisa S.A. | 1,207,242 | 0.2 | |||||||||||
18,800 | Industrias Penoles, S.A. de C.V. | 392,876 | 0.1 | |||||||||||
73,600 | Infraestructura Energetica Nova SAB de CV | 360,093 | 0.0 | |||||||||||
208,200 | Kimberly-Clark de Mexico SA de CV | 366,580 | 0.1 | |||||||||||
142,750 | Mexichem SA de CV | 353,345 | 0.0 | |||||||||||
28,870 | Promotora y Operadora de Infraestructura SAB de CV | 285,242 | 0.0 | |||||||||||
11,261 | (3) | Southern Copper Corp. | 534,334 | 0.1 | ||||||||||
694,800 | Wal-Mart de Mexico SAB de CV | 1,703,916 | 0.2 | |||||||||||
21,517,572 | 3.0 | |||||||||||||
Pakistan: 0.1% | ||||||||||||||
72,300 | Habib Bank Ltd. | 109,475 | 0.1 | |||||||||||
18,950 | Lucky Cement Ltd. | 88,853 | 0.0 | |||||||||||
56,600 | MCB Bank Ltd. | 108,902 | 0.0 | |||||||||||
77,300 | Oil & Gas Development Co. Ltd. | 114,009 | 0.0 | |||||||||||
68,600 | United Bank Ltd./Pakistan | 116,585 | 0.0 | |||||||||||
537,824 | 0.1 |
Peru: 0.3% | ||||||||||||||
25,876 | Cia de Minas Buenaventura SAA ADR | 364,334 | 0.0 | |||||||||||
9,011 | Credicorp Ltd. | 1,869,152 | 0.3 | |||||||||||
2,233,486 | 0.3 | |||||||||||||
Philippines: 1.1% | ||||||||||||||
280,270 | Aboitiz Equity Ventures, Inc. | 415,464 | 0.1 | |||||||||||
198,700 | Aboitiz Power Corp. | 165,384 | 0.0 | |||||||||||
456,400 | (1) | Alliance Global Group, Inc. | 146,282 | 0.0 | ||||||||||
32,910 | Ayala Corp. | 668,999 | 0.1 | |||||||||||
977,200 | Ayala Land, Inc. | 871,755 | 0.1 | |||||||||||
104,480 | Bank of the Philippine Islands | 226,164 | 0.0 | |||||||||||
262,449 | BDO Unibank, Inc. | 861,154 | 0.1 | |||||||||||
579,450 | DMCI Holdings, Inc. | 167,149 | 0.0 | |||||||||||
4,610 | Globe Telecom, Inc. | 175,461 | 0.0 | |||||||||||
11,635 | GT Capital Holdings, Inc. | 301,130 | 0.1 | |||||||||||
71,390 | International Container Terminal Services, Inc. | 150,874 | 0.0 | |||||||||||
381,050 | JG Summit Holdings, Inc. | 550,259 | 0.1 | |||||||||||
58,440 | Jollibee Foods Corp. | 296,180 | 0.1 | |||||||||||
17,420 | Manila Electric Co. | 114,668 | 0.0 | |||||||||||
1,600,000 | Megaworld Corp. | 165,385 | 0.0 | |||||||||||
1,872,100 | Metro Pacific Investments Corp. | 256,889 | 0.0 | |||||||||||
92,610 | Metropolitan Bank & Trust Co. | 187,890 | 0.0 | |||||||||||
11,435 | PLDT, Inc. | 339,184 | 0.1 | |||||||||||
224,400 | Robinsons Land Corp. | 95,613 | 0.0 | |||||||||||
19,570 | Security Bank Corp. | 98,556 | 0.0 | |||||||||||
32,527 | SM Investments Corp. | 645,067 | 0.1 | |||||||||||
1,149,300 | SM Prime Holdings, Inc. | 863,356 | 0.1 | |||||||||||
116,720 | Universal Robina Corp. | 353,059 | 0.1 | |||||||||||
8,115,922 | 1.1 | |||||||||||||
Poland: 1.3% | ||||||||||||||
12,514 | (1) | Alior Bank SA | 285,129 | 0.0 | ||||||||||
4,625 | Bank Handlowy w Warszawie | 108,790 | 0.0 | |||||||||||
84,067 | (1),(3) | Bank Millennium SA | 215,906 | 0.0 | ||||||||||
20,704 | (3) | Bank Pekao SA | 768,863 | 0.1 | ||||||||||
4,510 | Bank Zachodni WBK SA | 512,533 | 0.1 | |||||||||||
3,844 | CCC SA | 314,337 | 0.1 | |||||||||||
8,296 | CD Projekt SA | 231,176 | 0.0 | |||||||||||
31,123 | Cyfrowy Polsat SA | 222,272 | 0.0 | |||||||||||
4,595 | (1),(2) | Dino Polska SA | 103,801 | 0.0 | ||||||||||
12,923 | Grupa Lotos SA | 213,813 | 0.0 | |||||||||||
7,377 | (1) | Jastrzebska Spolka Weglowa SA | 203,443 | 0.0 | ||||||||||
19,060 | KGHM Polska Miedz SA | 606,921 | 0.1 | |||||||||||
176 | LPP SA | 450,498 | 0.1 | |||||||||||
2,061 | (1) | mBank SA | 275,317 | 0.1 | ||||||||||
115,405 | (1) | PGE Polska Grupa Energetyczna SA | 398,867 | 0.1 | ||||||||||
7,131 | (1),(2) | PLAY Communications SA | 69,213 | 0.0 | ||||||||||
39,975 | Polski Koncern Naftowy Orlen | 1,215,031 | 0.2 | |||||||||||
222,639 | Polskie Gornictwo Naftowe I Gazownictwo SA | 402,304 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
125,214 | (1) | Powszechna Kasa Oszczednosci Bank Polski SA | 1,589,624 | 0.2 | ||||||||||
80,989 | Powszechny Zaklad Ubezpieczen SA | 979,617 | 0.1 | |||||||||||
148,971 | (1) | Tauron Polska Energia SA | 130,357 | 0.0 | ||||||||||
93,198 | (1) | Orange Polska SA | 154,864 | 0.0 | ||||||||||
6,259 | Grupa Azoty SA | 125,146 | 0.0 | |||||||||||
9,577,822 | 1.3 | |||||||||||||
Qatar: 0.6% | ||||||||||||||
10,556 | Barwa Real Estate Co. | 93,934 | 0.0 | |||||||||||
24,809 | (1) | Commercial Bank QSC/The | 197,600 | 0.0 | ||||||||||
19,322 | Doha Bank QPSC | 150,713 | 0.0 | |||||||||||
109,259 | Ezdan Holding Group QSC | 368,798 | 0.1 | |||||||||||
19,787 | Industries Qatar QSC | 532,581 | 0.1 | |||||||||||
50,115 | Masraf Al Rayan | 510,647 | 0.1 | |||||||||||
10,863 | Ooredoo QSC | 271,500 | 0.0 | |||||||||||
3,435 | Qatar Electricity & Water Co. QSC | 170,759 | 0.0 | |||||||||||
38,907 | Qatar Gas Transport Co. Ltd. | 171,935 | 0.0 | |||||||||||
18,446 | Qatar Insurance Co. SAQ | 272,054 | 0.1 | |||||||||||
8,420 | Qatar Islamic Bank SAQ | 226,630 | 0.0 | |||||||||||
30,462 | Qatar National Bank QPSC | 1,062,447 | 0.2 | |||||||||||
4,029,598 | 0.6 | |||||||||||||
Romania: 0.1% | ||||||||||||||
50,083 | NEPI Rockcastle PLC | 864,516 | 0.1 | |||||||||||
Russia: 3.2% | ||||||||||||||
339,100 | (1) | Alrosa PJSC | 441,013 | 0.1 | ||||||||||
1,416,903 | Gazprom PJSC | 3,204,395 | 0.4 | |||||||||||
4,118,000 | Inter RAO UES PJSC | 242,411 | 0.0 | |||||||||||
56,576 | Lukoil PJSC | 3,268,354 | 0.4 | |||||||||||
46,869 | Magnit PJSC GDR | 1,275,603 | 0.2 | |||||||||||
253,500 | Magnitogorsk Iron & Steel Works PJSC | 183,539 | 0.0 | |||||||||||
8,475 | MMC Norilsk Nickel OJSC | 1,591,058 | 0.2 | |||||||||||
67,482 | Mobile TeleSystems PJSC ADR | 687,641 | 0.1 | |||||||||||
202,715 | Moscow Exchange MICEX-RTS PJ | 382,446 | 0.1 | |||||||||||
11,598 | Novatek PJSC GDR | 1,394,080 | 0.2 | |||||||||||
163,970 | Novolipetsk Steel PJSC | 418,627 | 0.1 | |||||||||||
15,991 | PhosAgro OJSC GDR | 244,502 | 0.0 | |||||||||||
3,193 | Polyus PJSC | 254,609 | 0.0 | |||||||||||
152,836 | Rosneft Oil Co. PJSC | 772,486 | 0.1 | |||||||||||
13,766,910 | RusHydro JSC | 174,138 | 0.0 | |||||||||||
65,645 | Sberbank PAO ADR | 1,117,934 | 0.2 | |||||||||||
1,185,442 | (1) | Sberbank PAO | 4,630,483 | 0.6 | ||||||||||
28,251 | Severstal PJSC | 434,488 | 0.1 | |||||||||||
934,951 | Surgutneftegas OJSC | 452,213 | 0.1 | |||||||||||
203,665 | Tatneft PJSC | 1,688,225 | 0.2 | |||||||||||
681,827,930 | VTB Bank PJSC | 559,152 | 0.1 | |||||||||||
23,417,397 | 3.2 | |||||||||||||
South Africa: 7.0% | ||||||||||||||
6,428 | (1) | Anglo American Platinum Ltd. | 183,636 | 0.0 | ||||||||||
54,543 | AngloGold Ashanti Ltd. | 568,663 | 0.1 |
51,231 | Aspen Pharmacare Holdings Ltd. | 1,148,349 | 0.2 | |||||||||||
90,561 | Barclays Africa Group Ltd. | 1,326,668 | 0.2 | |||||||||||
44,193 | Bid Corp. Ltd. | 1,074,109 | 0.2 | |||||||||||
44,769 | Bidvest Group Ltd. | 785,681 | 0.1 | |||||||||||
50,248 | (1),(3) | Brait SE | 169,227 | 0.0 | ||||||||||
5,317 | Capitec Bank Holdings Ltd. | 471,841 | 0.1 | |||||||||||
31,625 | Coronation Fund Managers Ltd. | 188,894 | 0.0 | |||||||||||
46,802 | Discovery Ltd. | 703,732 | 0.1 | |||||||||||
28,369 | Exxaro Resources Ltd. | 372,598 | 0.1 | |||||||||||
445,529 | FirstRand Ltd. | 2,411,915 | 0.3 | |||||||||||
141,989 | Fortress REIT Ltd. | 212,998 | 0.0 | |||||||||||
105,015 | Fortress REIT Ltd. | 358,184 | 0.1 | |||||||||||
30,427 | (3) | Foschini Group Ltd./The | 485,283 | 0.1 | ||||||||||
109,410 | Gold Fields Ltd. | 474,184 | 0.1 | |||||||||||
282,766 | Growthpoint Properties Ltd. | 632,153 | 0.1 | |||||||||||
34,150 | Hyprop Investments Ltd. | 323,766 | 0.0 | |||||||||||
19,494 | Imperial Holdings Ltd. | 411,936 | 0.1 | |||||||||||
37,933 | Investec Ltd. | 275,074 | 0.0 | |||||||||||
7,883 | Kumba Iron Ore Ltd. | 241,558 | 0.0 | |||||||||||
17,607 | Liberty Holdings Ltd. | 177,073 | 0.0 | |||||||||||
172,283 | Life Healthcare Group Holdings Ltd. | 386,410 | 0.1 | |||||||||||
129,518 | MMI Holdings Ltd. | 219,833 | 0.0 | |||||||||||
15,613 | Mondi Ltd. | 402,890 | 0.1 | |||||||||||
32,210 | Mr Price Group Ltd. | 635,232 | 0.1 | |||||||||||
224,560 | MTN Group Ltd. | 2,479,226 | 0.3 | |||||||||||
58,019 | Naspers Ltd. | 16,074,358 | 2.2 | |||||||||||
28,975 | Nedbank Group Ltd. | 597,683 | 0.1 | |||||||||||
137,057 | Netcare Ltd. | 278,600 | 0.0 | |||||||||||
49,937 | Pick n Pay Stores Ltd. | 280,753 | 0.0 | |||||||||||
17,294 | Pioneer Foods Group Ltd. | 190,394 | 0.0 | |||||||||||
11,606 | PSG Group Ltd. | 253,273 | 0.0 | |||||||||||
83,692 | Rand Merchant Investment Holdings Ltd. | 309,857 | 0.0 | |||||||||||
687,005 | Redefine Properties Ltd. | 594,136 | 0.1 | |||||||||||
70,523 | Remgro Ltd. | 1,343,790 | 0.2 | |||||||||||
40,344 | Resilient REIT Ltd. | 492,900 | 0.1 | |||||||||||
91,206 | RMB Holdings Ltd. | 582,140 | 0.1 | |||||||||||
188,608 | Sanlam Ltd. | 1,321,854 | 0.2 | |||||||||||
76,066 | Sappi Ltd. | 550,245 | 0.1 | |||||||||||
73,097 | Sasol Ltd. | 2,526,816 | 0.4 | |||||||||||
59,217 | Shoprite Holdings Ltd. | 1,058,655 | 0.1 | |||||||||||
228,413 | Sibanye Gold Ltd | 291,684 | 0.0 | |||||||||||
26,377 | Spar Group Ltd. | 433,480 | 0.1 | |||||||||||
171,074 | Standard Bank Group Ltd. | 2,693,632 | 0.4 | |||||||||||
397,398 | Steinhoff International Holdings NV | 149,176 | 0.0 | |||||||||||
36,783 | Telkom SA Ltd. | 143,059 | 0.0 | |||||||||||
22,047 | (3) | Tiger Brands Ltd. | 819,690 | 0.1 | ||||||||||
60,733 | (3) | Truworths International Ltd. | 463,726 | 0.1 | ||||||||||
80,933 | Vodacom Group Pty Ltd. | 949,127 | 0.1 | |||||||||||
131,811 | Woolworths Holdings Ltd./South Africa | 695,783 | 0.1 | |||||||||||
50,215,924 | 7.0 | |||||||||||||
South Korea: 14.5% | ||||||||||||||
4,261 | Amorepacific Corp. | 1,211,970 | 0.2 | |||||||||||
3,869 | Amorepacific Group | 509,578 | 0.1 | |||||||||||
1,082 | (1) | BGF retail Co. Ltd. | 212,246 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
35,912 | BNK Financial Group, Inc. | 315,625 | 0.0 | |||||||||||
4,407 | (1) | Celltrion Healthcare Co. Ltd. | 445,669 | 0.1 | ||||||||||
10,790 | (1) | Celltrion, Inc. | 2,225,601 | 0.3 | ||||||||||
9,289 | (1) | Cheil Worldwide, Inc. | 183,949 | 0.0 | ||||||||||
1,028 | CJ CheilJedang Corp. | 351,509 | 0.1 | |||||||||||
1,909 | CJ Corp. | 323,214 | 0.0 | |||||||||||
2,605 | CJ E&M Corp. | 237,736 | 0.0 | |||||||||||
943 | (1) | CJ Logistics Corp. | 123,312 | 0.0 | ||||||||||
3,774 | Daelim Industrial Co., Ltd. | 290,490 | 0.0 | |||||||||||
17,344 | (1) | Daewoo Engineering & Construction Co., Ltd. | 95,910 | 0.0 | ||||||||||
23,521 | DGB Financial Group, Inc. | 231,452 | 0.0 | |||||||||||
6,510 | Dongbu Insurance Co., Ltd. | 432,966 | 0.1 | |||||||||||
4,981 | Dongsuh Cos, Inc. | 135,395 | 0.0 | |||||||||||
7,166 | Doosan Heavy Industries and Construction Co. Ltd. | 102,749 | 0.0 | |||||||||||
3,998 | Doosan Bobcat, Inc. | 133,468 | 0.0 | |||||||||||
2,760 | E-Mart, Inc. | 697,985 | 0.1 | |||||||||||
2,540 | Hyundai Glovis Co., Ltd. | 322,876 | 0.0 | |||||||||||
6,926 | (1) | GS Engineering & Construction Corp. | 183,001 | 0.0 | ||||||||||
6,692 | GS Holdings Corp. | 388,579 | 0.1 | |||||||||||
3,642 | GS Retail Co. Ltd. | 137,010 | 0.0 | |||||||||||
39,263 | Hana Financial Group, Inc. | 1,825,001 | 0.3 | |||||||||||
9,845 | Hankook Tire Co. Ltd. | 501,578 | 0.1 | |||||||||||
853 | (1) | Hanmi Pharm Co. Ltd. | 464,399 | 0.1 | ||||||||||
1,640 | (1) | Hanmi Science Co. Ltd. | 169,774 | 0.0 | ||||||||||
25,702 | Hanon Systems Corp. | 333,806 | 0.1 | |||||||||||
1,418 | Hanssem Co. Ltd. | 238,420 | 0.0 | |||||||||||
13,938 | (1) | Hanwha Chemical Corp. | 411,193 | 0.1 | ||||||||||
5,788 | Hanwha Corp. | 223,819 | 0.0 | |||||||||||
33,587 | Hanwha Life Insurance Co. Ltd. | 216,490 | 0.0 | |||||||||||
4,904 | (1) | Hanwha Techwin Co. Ltd | 162,848 | 0.0 | ||||||||||
2,035 | Lotte Chemical Corp. | 698,760 | 0.1 | |||||||||||
4,291 | Hotel Shilla Co. Ltd. | 340,298 | 0.1 | |||||||||||
2,772 | Hyosung Corp. | 360,816 | 0.1 | |||||||||||
1,711 | Hyundai Department Store Co. Ltd. | 166,775 | 0.0 | |||||||||||
8,095 | Hyundai Development Co-Engineering & Construction | 291,248 | 0.0 | |||||||||||
10,002 | Hyundai Engineering & Construction Co. Ltd. | 339,119 | 0.1 | |||||||||||
4,096 | (1) | Hyundai Heavy Industries Co. Ltd | 384,201 | 0.1 | ||||||||||
8,243 | Hyundai Marine & Fire Insurance Co., Ltd. | 361,517 | 0.1 | |||||||||||
9,042 | Hyundai Mobis Co. Ltd. | 2,221,331 | 0.3 | |||||||||||
20,538 | Hyundai Motor Co. | 2,989,031 | 0.4 | |||||||||||
10,482 | Hyundai Steel Co. | 573,901 | 0.1 | |||||||||||
2,263 | Hyundai Wia Corp. | 137,401 | 0.0 | |||||||||||
1,287 | (1) | Hyundai Robotics Co. Ltd. | 458,033 | 0.1 | ||||||||||
33,343 | (1) | Industrial Bank Of Korea | 511,462 | 0.1 | ||||||||||
3,673 | (2) | ING Life Insurance Korea Ltd. | 183,213 | 0.0 | ||||||||||
4,502 | Kakao Corp. | 574,365 | 0.1 | |||||||||||
15,653 | Kangwon Land, Inc. | 508,803 | 0.1 | |||||||||||
52,662 | (1) | KB Financial Group, Inc. | 3,116,701 | 0.4 |
745 | KCC Corp. | 265,139 | 0.0 | |||||||||||
2,988 | KEPCO Plant Service & Engineering Co. Ltd. | 113,204 | 0.0 | |||||||||||
35,121 | Kia Motors Corp. | 1,099,018 | 0.2 | |||||||||||
9,086 | Korea Aerospace Industries Ltd. | 402,660 | 0.1 | |||||||||||
33,833 | (1) | Korea Electric Power Corp. | 1,202,642 | 0.2 | ||||||||||
3,818 | (1) | Korea Gas Corp. | 151,912 | 0.0 | ||||||||||
5,436 | Korea Investment Holdings Co., Ltd. | 350,011 | 0.1 | |||||||||||
1,120 | Korea Zinc Co., Ltd. | 515,772 | 0.1 | |||||||||||
6,085 | (1) | Korean Air Lines Co. Ltd. | 192,051 | 0.0 | ||||||||||
4,344 | KT Corp. | 122,736 | 0.0 | |||||||||||
15,482 | KT&G Corp. | 1,670,329 | 0.2 | |||||||||||
2,518 | Kumho Petrochemical Co. Ltd. | 233,776 | 0.0 |
6,110 | (1) | LG Chem Ltd. | 2,311,476 | 0.3 | ||||||||||
12,592 | LG Corp. | 1,070,102 | 0.2 | |||||||||||
30,921 | (1) | LG Display Co., Ltd. | 860,667 | 0.1 | ||||||||||
14,073 | (1) | LG Electronics, Inc. | 1,391,456 | 0.2 | ||||||||||
1,250 | LG Household & Health Care Ltd. | 1,388,305 | 0.2 | |||||||||||
1,973 | LG Innotek Co. Ltd. | 264,603 | 0.0 | |||||||||||
3,669 | Lotte Corp. | 223,747 | 0.0 | |||||||||||
1,434 | Lotte Shopping Co. Ltd. | 266,560 | 0.1 | |||||||||||
568 | Medy-Tox, Inc. | 257,273 | 0.0 | |||||||||||
48,620 | Mirae Asset Daewoo Co., Ltd. | 416,024 | 0.1 | |||||||||||
3,713 | NAVER Corp. | 3,016,366 | 0.4 | |||||||||||
2,334 | NCSoft Corp. | 975,634 | 0.1 | |||||||||||
2,247 | (1),(2) | Netmarble Games Corp. | 394,718 | 0.1 | ||||||||||
19,643 | NH Investment & Securities Co., Ltd. | 254,256 | 0.0 | |||||||||||
2,224 | OCI Co. Ltd. | 282,591 | 0.0 | |||||||||||
2,895 | (1) | Orion Corp./Republic of Korea | 282,107 | 0.0 | ||||||||||
169 | Ottogi Corp. | 127,237 | 0.0 | |||||||||||
28,525 | (1) | Pan Ocean Co. Ltd. | 140,163 | 0.0 | ||||||||||
9,879 | POSCO | 3,072,875 | 0.4 | |||||||||||
5,221 | Posco Daewoo Corp. | 88,397 | 0.0 | |||||||||||
2,358 | (1) | S-1 Corp. | 235,679 | 0.0 | ||||||||||
2,180 | (1),(2) | Samsung Biologics Co. Ltd. | 754,035 | 0.1 | ||||||||||
10,029 | Samsung C&T Corp. | 1,178,858 | 0.2 | |||||||||||
4,043 | Samsung Card Co. | 149,558 | 0.0 | |||||||||||
7,562 | Samsung Electro-Mechanics Co. Ltd. | 704,925 | 0.1 | |||||||||||
12,886 | Samsung Electronics Co., Ltd. | 30,615,993 | 4.2 | |||||||||||
33,445 | (1) | Samsung Heavy Industries Co., Ltd. | 228,648 | 0.0 | ||||||||||
9,226 | Samsung Life Insurance Co. Ltd. | 1,070,335 | 0.2 | |||||||||||
7,313 | (1) | Samsung SDI Co., Ltd. | 1,394,193 | 0.2 | ||||||||||
4,624 | Samsung SDS Co. Ltd. | 862,190 | 0.1 | |||||||||||
8,746 | Samsung Securities Co. Ltd. | 298,522 | 0.0 | |||||||||||
4,061 | Samsung Fire & Marine Insurance Co. Ltd. | 1,012,581 | 0.1 | |||||||||||
56,496 | (1) | Shinhan Financial Group Co., Ltd. | 2,607,699 | 0.4 | ||||||||||
1,022 | Shinsegae, Inc. | 286,395 | 0.1 | |||||||||||
6,963 | (1) | SillaJen, Inc. | 607,309 | 0.1 | ||||||||||
8,615 | SK Innovation Co. Ltd. | 1,643,491 | 0.2 | |||||||||||
4,177 | SK Holdings Co. Ltd. | 1,104,190 | 0.2 | |||||||||||
77,235 | (1) | SK Hynix, Inc. | 5,485,719 | 0.8 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
19,574 | SK Networks Co. Ltd. | 121,536 | 0.0 | |||||||||||
2,671 | SK Telecom Co., Ltd. | 666,160 | 0.1 | |||||||||||
6,014 | S-Oil Corp. | 656,875 | 0.1 | |||||||||||
6,938 | Coway Co., Ltd. | 632,255 | 0.1 | |||||||||||
43,046 | Woori Bank | 632,793 | 0.1 | |||||||||||
1,144 | Yuhan Corp. | 233,820 | 0.0 | |||||||||||
104,644,159 | 14.5 | |||||||||||||
Taiwan: 11.2% | ||||||||||||||
396,462 | Acer, Inc. | 320,967 | 0.0 | |||||||||||
886,486 | Advanced Semiconductor Engineering, Inc. | 1,134,729 | 0.2 | |||||||||||
45,694 | Advantech Co. Ltd. | 322,869 | 0.1 | |||||||||||
14,000 | Airtac International Group | 250,778 | 0.0 | |||||||||||
321,356 | Asia Cement Corp. | 303,999 | 0.0 | |||||||||||
294,000 | (1) | Asia Pacific Telecom Co. Ltd. | 98,419 | 0.0 | ||||||||||
95,000 | Asustek Computer, Inc. | 892,266 | 0.1 | |||||||||||
1,145,000 | AU Optronics Corp. | 475,856 | 0.1 | |||||||||||
86,000 | Catcher Technology Co., Ltd. | 942,362 | 0.1 | |||||||||||
1,082,611 | Cathay Financial Holding Co., Ltd. | 1,939,547 | 0.3 | |||||||||||
149,128 | Chailease Holding Co. Ltd. | 432,584 | 0.1 | |||||||||||
614,395 | Chang Hwa Commercial Bank Ltd. | 341,199 | 0.1 | |||||||||||
250,650 | Cheng Shin Rubber Industry Co. Ltd. | 442,197 | 0.1 | |||||||||||
72,370 | Chicony Electronics Co. Ltd. | 181,858 | 0.0 | |||||||||||
1,190,439 | Innolux Corp. | 494,162 | 0.1 | |||||||||||
366,000 | (1) | China Airlines Ltd. | 142,841 | 0.0 | ||||||||||
1,770,000 | China Development Financial Holding Corp. | 602,593 | 0.1 | |||||||||||
321,347 | China Life Insurance Co., Ltd. | 322,376 | 0.1 | |||||||||||
1,692,535 | China Steel Corp. | 1,406,519 | 0.2 | |||||||||||
2,338,170 | CTBC Financial Holding Co. Ltd. | 1,607,276 | 0.2 | |||||||||||
503,000 | Chunghwa Telecom Co., Ltd. | 1,789,234 | 0.3 | |||||||||||
575,000 | Compal Electronics, Inc. | 410,994 | 0.1 | |||||||||||
257,703 | Delta Electronics, Inc. | 1,238,100 | 0.2 | |||||||||||
1,218,534 | E.Sun Financial Holding Co., Ltd. | 772,668 | 0.1 | |||||||||||
23,386 | Eclat Textile Co. Ltd. | 232,987 | 0.0 | |||||||||||
288,020 | Eva Airways Corp. | 153,067 | 0.0 | |||||||||||
278,047 | (1) | Evergreen Marine Corp. Taiwan Ltd | 152,296 | 0.0 | ||||||||||
402,685 | Far Eastern New Century Corp. | 361,890 | 0.1 | |||||||||||
210,000 | Far EasTone Telecommunications Co., Ltd. | 518,675 | 0.1 | |||||||||||
46,312 | Feng TAY Enterprise Co., Ltd. | 210,874 | 0.0 | |||||||||||
1,233,151 | First Financial Holding Co., Ltd. | 808,944 | 0.1 | |||||||||||
386,600 | Formosa Chemicals & Fibre Co. | 1,333,772 | 0.2 | |||||||||||
174,000 | Formosa Petrochemical Corp. | 673,024 | 0.1 | |||||||||||
547,600 | Formosa Plastics Corp. | 1,811,942 | 0.3 |
102,000 | Formosa Taffeta Co. Ltd. | 107,071 | 0.0 | |||||||||||
119,849 | Foxconn Technology Co., Ltd. | 341,595 | 0.1 | |||||||||||
884,000 | Fubon Financial Holding Co., Ltd. | 1,502,769 | 0.2 | |||||||||||
20,000 | General Interface Solution Holding Ltd. | 132,578 | 0.0 | |||||||||||
40,000 | Giant Manufacturing Co., Ltd. | 219,254 | 0.0 | |||||||||||
28,000 | Globalwafers Co. Ltd. | 371,494 | 0.1 | |||||||||||
115,300 | Highwealth Construction Corp. | 163,565 | 0.0 | |||||||||||
29,122 | Hiwin Technologies Corp. | 313,278 | 0.0 | |||||||||||
2,066,463 | HON HAI Precision Industry Co., Ltd. | 6,570,504 | 0.9 | |||||||||||
37,000 | Hotai Motor Co. Ltd. | 438,908 | 0.1 | |||||||||||
87,000 | (1) | HTC Corp. | 213,710 | 0.0 | ||||||||||
961,856 | Hua Nan Financial Holdings Co. Ltd. | 540,770 | 0.1 | |||||||||||
341,000 | Inventec Co., Ltd. | 271,381 | 0.0 | |||||||||||
13,000 | Largan Precision Co. Ltd. | 1,745,008 | 0.2 | |||||||||||
278,538 | Lite-On Technology Corp. | 378,874 | 0.1 | |||||||||||
232,000 | (1) | Macronix International | 342,705 | 0.1 | ||||||||||
199,820 | MediaTek, Inc. | 1,964,190 | 0.3 | |||||||||||
1,440,826 | Mega Financial Holdings Co., Ltd. | 1,161,815 | 0.2 | |||||||||||
89,000 | Micro-Star International Co., Ltd. | 228,401 | 0.0 | |||||||||||
628,890 | Nan Ya Plastics Corp. | 1,643,111 | 0.2 | |||||||||||
90,000 | Nanya Technology Corp. | 229,086 | 0.0 | |||||||||||
20,000 | Nien Made Enterprise Co. Ltd. | 213,065 | 0.0 | |||||||||||
79,000 | Novatek Microelectronics Corp., Ltd. | 300,331 | 0.0 | |||||||||||
258,000 | Pegatron Corp. | 621,628 | 0.1 | |||||||||||
19,000 | Phison Electronics Corp. | 185,638 | 0.0 | |||||||||||
284,000 | Pou Chen Corp. | 367,066 | 0.1 | |||||||||||
93,000 | Powertech Technology, Inc. | 273,890 | 0.0 | |||||||||||
77,000 | President Chain Store Corp. | 733,325 | 0.1 | |||||||||||
356,000 | Quanta Computer, Inc. | 740,508 | 0.1 | |||||||||||
64,760 | Realtek Semiconductor Corp. | 236,062 | 0.0 | |||||||||||
136,032 | (1) | Ruentex Development Co. Ltd. | 145,736 | 0.0 | ||||||||||
80,081 | Ruentex Industries Ltd. | 135,855 | 0.0 | |||||||||||
1,120,860 | Shin Kong Financial Holding Co., Ltd. | 394,326 | 0.1 | |||||||||||
278,000 | Siliconware Precision Industries Co. Ltd. | 469,221 | 0.1 | |||||||||||
1,360,642 | SinoPac Financial Holdings Co., Ltd. | 442,140 | 0.1 | |||||||||||
77,914 | Standard Foods Corp. | 193,748 | 0.0 | |||||||||||
195,800 | Synnex Technology International Corp. | 266,317 | 0.0 | |||||||||||
25,000 | (1) | TaiMed Biologics, Inc. | 154,788 | 0.0 | ||||||||||
1,261,451 | Taishin Financial Holdings Co., Ltd. | 586,036 | 0.1 | |||||||||||
555,083 | Taiwan Business Bank | 156,377 | 0.0 | |||||||||||
451,000 | Taiwan Cement Corp. | 551,745 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
1,055,049 | Taiwan Cooperative Financial Holding Co. Ltd. | 587,961 | 0.1 | |||||||||||
220,000 | Taiwan High Speed Rail Corp. | 173,479 | 0.0 | |||||||||||
218,000 | Taiwan Mobile Co., Ltd. | 787,506 | 0.1 | |||||||||||
3,263,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 24,985,036 | 3.5 | |||||||||||
238,000 | Teco Electric and Machinery Co. Ltd. | 227,280 | 0.0 | |||||||||||
639,209 | Uni-President Enterprises Corp. | 1,415,613 | 0.2 | |||||||||||
1,599,000 | United Microelectronics Corp. | 759,278 | 0.1 | |||||||||||
119,000 | Vanguard International Semiconductor Corp. | 263,496 | 0.0 | |||||||||||
43,000 | Win Semiconductors Corp. | 406,378 | 0.1 | |||||||||||
368,000 | Winbond Electronics Corp. | 288,515 | 0.0 | |||||||||||
352,530 | Wistron Corp. | 282,519 | 0.0 | |||||||||||
215,000 | WPG Holdings Ltd. | 283,900 | 0.0 | |||||||||||
26,000 | Yageo Corp. | 307,215 | 0.0 | |||||||||||
1,369,586 | Yuanta Financial Holding Co., Ltd. | 633,328 | 0.1 | |||||||||||
59,000 | Zhen Ding Technology Holding Ltd. | 129,185 | 0.0 | |||||||||||
80,702,422 | 11.2 | |||||||||||||
Thailand: 2.3% | ||||||||||||||
139,200 | Advanced Info Service PCL | 815,808 | 0.1 | |||||||||||
568,200 | Airports of Thailand PCL | 1,183,171 | 0.2 | |||||||||||
34,400 | Bangkok Bank PCL - Foreign Reg | 231,163 | 0.0 | |||||||||||
528,100 | Bangkok Dusit Medical Services PCL | 338,671 | 0.1 | |||||||||||
1,016,200 | Bangkok Expressway & Metro PCL | 240,096 | 0.0 | |||||||||||
279,600 | Banpu PCL | 167,120 | 0.0 | |||||||||||
160,600 | Berli Jucker PCL | 324,630 | 0.0 | |||||||||||
800,600 | BTS Group Holdings PCL | 203,896 | 0.0 | |||||||||||
49,200 | Bumrungrad Hospital PCL | 285,327 | 0.1 | |||||||||||
175,000 | Central Pattana PCL | 457,771 | 0.1 | |||||||||||
388,400 | Charoen Pokphand Foods PCL | 286,026 | 0.1 | |||||||||||
664,600 | CP ALL PCL | 1,568,550 | 0.2 | |||||||||||
72,900 | Delta Electronics Thailand PCL | 163,852 | 0.0 | |||||||||||
18,700 | Electricity Generating PCL | 123,940 | 0.0 | |||||||||||
160,000 | Energy Absolute PCL | 257,748 | 0.0 | |||||||||||
70,600 | Glow Energy PCL | 176,012 | 0.0 | |||||||||||
560,051 | Home Product Center PCL | 219,965 | 0.0 | |||||||||||
200,900 | Indorama Ventures PCL | 327,744 | 0.1 | |||||||||||
1,409,500 | IRPC PCL | 304,909 | 0.1 | |||||||||||
4,300 | Kasikornbank PCL | 30,540 | 0.0 | |||||||||||
229,300 | Kasikornbank PCL - Foreign | 1,678,102 | 0.2 | |||||||||||
37,100 | KCE Electronics PCL | 94,092 | 0.0 | |||||||||||
485,000 | Krung Thai Bank PCL | 285,095 | 0.0 | |||||||||||
288,800 | Minor International PCL | 387,695 | 0.1 | |||||||||||
186,500 | PTT Exploration & Production PCL | 571,550 | 0.1 |
290,300 | PTT Global Chemical PCL | 756,625 | 0.1 | |||||||||||
140,700 | PTT PCL | 1,896,106 | 0.3 | |||||||||||
66,700 | Robinson PCL | 149,405 | 0.0 | |||||||||||
52,900 | Siam Cement PCL | 794,433 | 0.1 | |||||||||||
239,000 | Siam Commercial Bank PCL | 1,097,003 | 0.2 | |||||||||||
124,000 | Thai Oil PCL | 393,802 | 0.1 | |||||||||||
270,700 | Thai Union Group PCL | 165,294 | 0.0 | |||||||||||
1,894,200 | TMB Bank PCL | 175,529 | 0.0 | |||||||||||
1,288,090 | (1) | True Corp. PCL | 244,347 | 0.0 | ||||||||||
16,396,017 | 2.3 | |||||||||||||
Turkey: 1.1% | ||||||||||||||
298,288 | Akbank TAS | 774,117 | 0.1 | |||||||||||
27,685 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 176,752 | 0.1 | |||||||||||
30,911 | Arcelik A/S | 175,266 | 0.0 | |||||||||||
27,488 | Aselsan Elektronik Sanayi Ve Ticaret AS | 230,379 | 0.0 | |||||||||||
28,138 | BIM Birlesik Magazalar AS | 578,651 | 0.1 | |||||||||||
10,467 | Coca-Cola Icecek AS | 94,397 | 0.0 | |||||||||||
245,122 | (1) | Emlak Konut Gayrimenkul Yatirim Ortakligi AS | 181,514 | 0.0 | ||||||||||
192,962 | Eregli Demir ve Celik Fabrikalari TAS | 509,126 | 0.1 | |||||||||||
10,101 | Ford Otomotiv Sanayi A/S | 160,555 | 0.0 | |||||||||||
122,276 | Haci Omer Sabanci Holding AS | 358,227 | 0.1 | |||||||||||
93,971 | KOC Holding AS | 457,846 | 0.1 | |||||||||||
101,739 | Petkim Petrokimya Holding | 208,454 | 0.0 | |||||||||||
22,876 | TAV Havalimanlari Holding AS | 135,399 | 0.0 | |||||||||||
17,861 | Tofas Turk Otomobil Fabrikasi AS | 155,440 | 0.0 | |||||||||||
15,375 | Tupras Turkiye Petrol Rafine | 492,713 | 0.1 | |||||||||||
72,665 | (1) | Turk Hava Yollari | 300,807 | 0.1 | ||||||||||
75,988 | (1) | Turk Telekomunikasyon AS | 128,914 | 0.0 | ||||||||||
122,746 | Turkcell Iletisim Hizmet AS | 500,494 | 0.1 | |||||||||||
312,834 | Turkiye Garanti Bankasi A/S | 884,020 | 0.1 | |||||||||||
82,075 | Turkiye Halk Bankasi AS | 233,242 | 0.0 | |||||||||||
211,797 | Turkiye Is Bankasi | 388,899 | 0.1 | |||||||||||
100,340 | Turk Sise Ve Cam Fabrikalari | 124,332 | 0.0 | |||||||||||
109,568 | Turkiye Vakiflar Bankasi Tao | 195,431 | 0.0 | |||||||||||
21,418 | Ulker Biskuvi Sanayi AS | 111,144 | 0.0 | |||||||||||
126,839 | (1) | Yapi Ve Kredi Bankasi | 145,038 | 0.0 | ||||||||||
7,701,157 | 1.1 | |||||||||||||
United Arab Emirates: 0.6% | ||||||||||||||
281,923 | Abu Dhabi Commercial Bank PJSC | 521,973 | 0.1 | |||||||||||
416,250 | Aldar Properties PJSC | 249,336 | 0.0 | |||||||||||
226,502 | DAMAC Properties Dubai Co. PJSC | 203,514 | 0.0 | |||||||||||
21,807 | DP World Ltd. | 545,175 | 0.1 | |||||||||||
101,493 | Dubai Investments PJSC | 66,598 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
174,635 | Dubai Islamic Bank PJSC | 293,859 | 0.0 | |||||||||||
453,850 | (1) | DXB Entertainments PJSC | 78,468 | 0.0 | ||||||||||
276,702 | Emaar Malls PJSC | 160,473 | 0.0 | |||||||||||
474,002 | Emaar Properties PJSC | 896,480 | 0.1 | |||||||||||
231,617 | Emirates Telecommunications Group Co. PJSC | 1,103,614 | 0.2 | |||||||||||
185,098 | First Abu Dhabi Bank PJSC | 516,576 | 0.1 | |||||||||||
4,636,066 | 0.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $551,201,778) | 692,601,225 | 95.9 | ||||||||||||
PREFERRED STOCK: 3.5% | ||||||||||||||
Brazil: 2.4% | ||||||||||||||
404,256 | Banco Bradesco SA | 4,125,310 | 0.6 | |||||||||||
23,400 | Braskem SA | 302,420 | 0.0 | |||||||||||
21,600 | Cia Brasileira de Distribuicao | 513,969 | 0.1 | |||||||||||
104,659 | Cia Energetica de Minas Gerais | 216,758 | 0.0 | |||||||||||
30,500 | Centrais Eletricas Brasileiras SA | 208,721 | 0.0 | |||||||||||
125,000 | Gerdau SA | 466,522 | 0.1 | |||||||||||
427,850 | Itau Unibanco Holding S.A. | 5,492,102 | 0.8 | |||||||||||
524,869 | Investimentos Itau SA | 1,712,063 | 0.2 | |||||||||||
96,660 | Lojas Americanas SA | 496,836 | 0.1 | |||||||||||
520,700 | (1) | Petroleo Brasileiro SA | 2,527,289 | 0.4 | ||||||||||
59,600 | Telefonica Brasil SA | 873,580 | 0.1 | |||||||||||
16,935,570 | 2.4 | |||||||||||||
Chile: 0.1% | ||||||||||||||
36,357 | Embotelladora Andina SA | 181,413 | 0.0 | |||||||||||
12,764 | Sociedad Quimica y Minera de Chile SA | 758,041 | 0.1 | |||||||||||
939,454 | 0.1 | |||||||||||||
Colombia: 0.1% | ||||||||||||||
509,213 | Grupo Aval Acciones y Valores | 220,103 | 0.1 | |||||||||||
15,384 | Grupo de Inversiones Suramericana SA | 201,035 | 0.0 | |||||||||||
421,138 | 0.1 | |||||||||||||
Russia: 0.1% | ||||||||||||||
914,623 | Surgutneftegas | 446,317 | 0.1 | |||||||||||
80 | Transneft PJSC | 249,305 | 0.0 | |||||||||||
695,622 | 0.1 | |||||||||||||
South Korea: 0.8% | ||||||||||||||
1,127 | Amorepacific Corp. | 174,753 | 0.0 | |||||||||||
2,942 | Hyundai Motor Co. | 257,001 | 0.1 | |||||||||||
4,926 | Hyundai Motor Co.- Series 2 | 469,340 | 0.1 | |||||||||||
258 | LG Household & Health Care Ltd. | 168,216 | 0.0 | |||||||||||
977 | LG Chem Ltd. | 226,931 | 0.0 |
2,318 | Samsung Electronics Co., Ltd. - Pref | 4,514,102 | 0.6 | |||||||||||
5,810,343 | 0.8 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $20,421,346) | 24,802,127 | 3.5 | ||||||||||||
RIGHTS: –% | ||||||||||||||
Taiwan: –% | ||||||||||||||
33,352 | (1) | CTBC Financial Holding Co., Ltd. | – | – | ||||||||||
Total Rights | ||||||||||||||
(Cost $–) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $571,623,124) | 717,403,352 | 99.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.7% | ||||||||||||||
Securities Lending Collateral(5): 1.0% | ||||||||||||||
1,748,144 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,748,414, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,783,107, due 01/31/18-06/20/63) | 1,748,144 | 0.2 | |||||||||||
1,748,144 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $1,748,418, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,783,107, due 01/11/18-12/01/51) | 1,748,144 | 0.2 | |||||||||||
1,748,144 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $1,748,420, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $1,783,107, due 02/15/43-02/15/44) | 1,748,144 | 0.3 |
See Accompanying Notes to Financial Statements
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
367,755 | MUFG Securities America Inc., Repurchase Agreement dated 12/29/17, 1.40%, due 01/02/18 (Repurchase Amount $367,811, collateralized by various U.S. Government Agency Obligations, 1.914%-5.370%, Market Value plus accrued interest $375,110, due 08/01/19-11/20/65) | 367,755 | 0.1 | |||||||||||
1,748,144 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,748,456, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,796,689, due 01/15/19-02/15/46) | 1,748,144 | 0.2 | |||||||||||
7,360,331 | 1.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.7% | ||||||||||||||
5,150,000 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $5,150,000) | 5,150,000 | 0.7 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $12,510,331) | 12,510,331 | 1.7 | ||||||||||||
Total Investments in Securities (Cost $584,133,455) | $ | 729,913,683 | 101.1 | |||||||||||
Liabilities in Excess of Other Assets | (7,608,802 | ) | (1.1 | ) | ||||||||||
Net Assets | $ | 722,304,881 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Security, or a portion of the security, is on loan. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Germany: 0.3% | ||||||||||||||
44,997 | TUI AG | 932,214 | 0.3 | |||||||||||
Ireland: 1.0% | ||||||||||||||
9,200 | DCC PLC | 925,860 | 0.3 | |||||||||||
8,548 | Paddy Power Betfair PLC | 1,016,881 | 0.4 | |||||||||||
24,529 | Smurfit Kappa Group PLC | 830,262 | 0.3 | |||||||||||
2,773,003 | 1.0 | |||||||||||||
Mexico: 0.1% | ||||||||||||||
19,084 | Fresnillo PLC | 366,678 | 0.1 | |||||||||||
Netherlands: 10.4% | ||||||||||||||
470,640 | Royal Dutch Shell PLC - Class A | 15,711,434 | 5.7 | |||||||||||
387,928 | Royal Dutch Shell PLC - Class B | 13,063,073 | 4.7 | |||||||||||
28,774,507 | 10.4 | |||||||||||||
Switzerland: 3.2% | ||||||||||||||
20,175 | Coca-Cola HBC AG | 659,189 | 0.2 | |||||||||||
26,188 | Ferguson PLC | 1,879,349 | 0.7 | |||||||||||
1,205,942 | Glencore PLC | 6,311,843 | 2.3 | |||||||||||
8,850,381 | 3.2 | |||||||||||||
United Arab Emirates: 0.3% | ||||||||||||||
40,474 | Mediclinic International PLC | 354,925 | 0.2 | |||||||||||
8,296 | NMC Health PLC | 323,143 | 0.1 | |||||||||||
678,068 | 0.3 | |||||||||||||
United Kingdom: 83.9% | ||||||||||||||
98,537 | 3i Group PLC | 1,213,098 | 0.4 | |||||||||||
20,834 | Admiral Group PLC | 561,940 | 0.2 | |||||||||||
102,153 | (1) | Anglo American PLC | 2,124,673 | 0.8 | ||||||||||
35,820 | Antofagasta PLC | 483,429 | 0.2 | |||||||||||
51,419 | Ashtead Group PLC | 1,379,131 | 0.5 | |||||||||||
35,978 | Associated British Foods PLC | 1,369,832 | 0.5 | |||||||||||
131,070 | AstraZeneca PLC | 9,044,545 | 3.3 | |||||||||||
413,987 | Aviva PLC | 2,823,518 | 1.0 | |||||||||||
329,345 | BAE Systems PLC | 2,544,622 | 0.9 | |||||||||||
1,757,076 | Barclays PLC | 4,809,759 | 1.7 | |||||||||||
103,579 | Barratt Developments PLC | 903,566 | 0.3 | |||||||||||
13,008 | Berkeley Group Holdings PLC | 737,107 | 0.3 | |||||||||||
215,122 | BHP Billiton PLC | 4,349,832 | 1.6 | |||||||||||
1,993,970 | BP PLC | 13,988,241 | 5.0 | |||||||||||
236,646 | British American Tobacco PLC | 15,996,949 | 5.8 | |||||||||||
103,847 | British Land Co. PLC | 967,162 | 0.3 | |||||||||||
866,645 | BT Group PLC | 3,179,157 | 1.1 | |||||||||||
34,717 | Bunzl PLC | 969,997 | 0.3 | |||||||||||
43,827 | Burberry Group PLC | 1,056,660 | 0.4 | |||||||||||
18,581 | Carnival PLC | 1,222,543 | 0.4 | |||||||||||
578,630 | Centrica PLC | 1,072,636 | 0.4 | |||||||||||
163,461 | Compass Group PLC | 3,524,573 | 1.3 | |||||||||||
86,503 | CRH PLC - London | 3,104,586 | 1.1 |
13,125 | Croda International PLC | 782,414 | 0.3 | |||||||||||
255,725 | Diageo PLC | 9,373,417 | 3.4 | |||||||||||
142,425 | Direct Line Insurance Group PLC | 732,888 | 0.3 | |||||||||||
102,687 | DS Smith PLC | 715,777 | 0.3 | |||||||||||
25,588 | easyJet PLC | 505,776 | 0.2 | |||||||||||
96,071 | Experian PLC | 2,117,659 | 0.8 | |||||||||||
160,197 | G4S PLC | 576,562 | 0.2 | |||||||||||
177,564 | GKN PLC | 763,580 | 0.3 | |||||||||||
500,101 | GlaxoSmithKline PLC | 8,856,366 | 3.2 | |||||||||||
39,158 | Halma PLC | 665,338 | 0.2 | |||||||||||
82,087 | Hammerson PLC | 605,631 | 0.2 | |||||||||||
27,193 | Hargreaves Lansdown PLC | 660,402 | 0.2 | |||||||||||
2,076,320 | HSBC Holdings PLC | 21,444,338 | 7.7 | |||||||||||
98,790 | Imperial Brands PLC | 4,213,843 | 1.5 | |||||||||||
84,947 | Informa PLC | 826,490 | 0.3 | |||||||||||
19,648 | InterContinental Hotels Group PLC | 1,249,704 | 0.5 | |||||||||||
169,772 | International Consolidated Airlines Group SA | 1,486,778 | 0.5 | |||||||||||
16,699 | Intertek Group PLC | 1,167,819 | 0.4 | |||||||||||
385,563 | ITV PLC | 861,538 | 0.3 | |||||||||||
166,687 | J Sainsbury PLC | 542,786 | 0.2 | |||||||||||
19,656 | Johnson Matthey PLC | 814,511 | 0.3 | |||||||||||
59,387 | (2) | Just Eat PLC | 624,645 | 0.2 | ||||||||||
224,393 | Kingfisher PLC | 1,023,108 | 0.4 | |||||||||||
73,731 | Land Securities Group PLC | 1,001,761 | 0.4 | |||||||||||
612,092 | Legal & General Group PLC | 2,253,462 | 0.8 | |||||||||||
7,383,409 | Lloyds Banking Group Plc | 6,770,444 | 2.4 | |||||||||||
32,360 | London Stock Exchange Group PLC | 1,655,107 | 0.6 | |||||||||||
168,179 | (1) | Marks & Spencer Group PLC | 713,518 | 0.3 | ||||||||||
44,281 | Micro Focus International PLC | 1,504,966 | 0.5 | |||||||||||
37,926 | Mondi PLC | 985,644 | 0.4 | |||||||||||
350,767 | National Grid PLC | 4,135,016 | 1.5 | |||||||||||
14,504 | Next PLC | 884,006 | 0.3 | |||||||||||
491,704 | Old Mutual PLC | 1,538,193 | 0.5 | |||||||||||
83,802 | Pearson PLC | 830,141 | 0.3 | |||||||||||
31,777 | Persimmon PLC | 1,174,701 | 0.4 | |||||||||||
267,550 | Prudential PLC | 6,852,026 | 2.5 | |||||||||||
9,650 | Randgold Resources Ltd. | 958,195 | 0.3 | |||||||||||
64,414 | Reckitt Benckiser Group PLC | 6,009,393 | 2.2 | |||||||||||
109,882 | Relx PLC | 2,576,530 | 0.9 | |||||||||||
190,284 | Rentokil Initial PLC | 815,206 | 0.3 | |||||||||||
123,027 | Rio Tinto PLC | 6,453,687 | 2.3 | |||||||||||
169,943 | Rolls-Royce Holdings PLC | 1,939,518 | 0.7 | |||||||||||
333,504 | (2) | Royal Bank of Scotland Group PLC | 1,250,567 | 0.5 | ||||||||||
105,417 | RSA Insurance Group PLC | 898,568 | 0.3 | |||||||||||
111,901 | Sage Group PLC | 1,202,989 | 0.4 | |||||||||||
11,555 | Schroders PLC | 546,969 | 0.2 | |||||||||||
105,622 | SSE PLC | 1,877,722 | 0.7 | |||||||||||
103,180 | Segro PLC | 816,723 | 0.3 | |||||||||||
24,433 | Severn Trent PLC | 711,941 | 0.3 | |||||||||||
92,102 | Shire PLC | 4,772,819 | 1.7 |
See Accompanying Notes to Financial Statements
Voya FTSE 100 Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
106,932 | (2) | Sky PLC | 1,459,328 | 0.5 | ||||||||||
90,578 | Smith & Nephew PLC | 1,567,278 | 0.6 | |||||||||||
40,944 | Smiths Group PLC | 821,724 | 0.3 | |||||||||||
53,918 | St. James's Place PLC | 890,731 | 0.3 | |||||||||||
278,840 | (2) | Standard Chartered PLC | 2,928,256 | 1.1 | ||||||||||
280,401 | Standard Life Aberdeen PLC | 1,649,320 | 0.6 | |||||||||||
336,074 | Taylor Wimpey PLC | 936,539 | 0.3 | |||||||||||
844,896 | Tesco PLC | 2,386,986 | 0.9 | |||||||||||
119,568 | Unilever PLC | 6,631,960 | 2.4 | |||||||||||
70,607 | United Utilities Group PLC | 790,761 | 0.3 | |||||||||||
2,757,302 | Vodafone Group PLC | 8,715,801 | 3.1 | |||||||||||
18,959 | Whitbread PLC | 1,023,898 | 0.4 | |||||||||||
222,953 | WM Morrison Supermarkets PLC | 661,942 | 0.2 | |||||||||||
194,195 | (3) | Worldpay Group PLC | 1,114,403 | 0.4 | ||||||||||
126,688 | WPP PLC | 2,288,707 | 0.8 | |||||||||||
233,036,372 | 83.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $243,777,396) | 275,411,223 | 99.2 | ||||||||||||
PREFERRED STOCK: 0.0% | ||||||||||||||
United Kingdom: 0.0% | ||||||||||||||
8,000,642 | (2) | Rolls-Royce Holdings PLC - C Shares | 10,802 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $10,522) | 10,802 | 0.0 | ||||||||||||
CLOSED-END FUNDS: 0.3% | ||||||||||||||
United Kingdom: 0.3% | ||||||||||||||
144,485 | Scottish Mortgage Investment Trust PLC | 873,993 | 0.3 | |||||||||||
Total Closed-End Funds | ||||||||||||||
(Cost $656,303) | 873,993 | 0.3 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $244,444,221) | 276,296,018 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | ||||||||||||||
Securities Lending Collateral(4): 1.1% | ||||||||||||||
951,883 | BNP Paribas S.A., Repurchase Agreement dated 12/29/17, 1.40%, due 01/02/18 (Repurchase Amount $952,029, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $970,921, due 03/31/19-10/20/47) | 951,883 | 0.3 |
1,000,000 | Merrill Lynch & Co., Inc., Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,000,155, collateralized by various U.S. Government Agency Obligations, 1.982%-10.500%, Market Value plus accrued interest $1,020,000, due 01/15/18-08/01/48) | 1,000,000 | 0.4 | |||||||||||
1,000,000 | Nomura Securities, Repurchase Agreement dated 12/29/17, 1.42%, due 01/02/18 (Repurchase Amount $1,000,156, collateralized by various U.S. Government Agency Obligations, 0.000%-7.500%, Market Value plus accrued interest $1,020,000, due 04/05/18-11/20/67) | 1,000,000 | 0.4 | |||||||||||
2,951,883 | 1.1 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $2,951,883) | 2,951,883 | 1.1 | ||||||||||||
Total Investments in Securities (Cost $247,396,104) | $ | 279,247,901 | 100.6 | |||||||||||
Liabilities in Excess of Other Assets | (1,555,080 | ) | (0.6 | ) | ||||||||||
Net Assets | $ | 277,692,821 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
See Accompanying Notes to Financial Statements
Voya Hang Seng Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.7% | ||||||||||||||
China: 55.4% | ||||||||||||||
44,500 | AAC Technologies Holdings, Inc. | 787,582 | 1.1 | |||||||||||
4,825,746 | Bank of China Ltd. | 2,363,343 | 3.2 | |||||||||||
532,451 | Bank of Communications Co., Ltd. | 394,095 | 0.5 | |||||||||||
225,129 | BOC Hong Kong Holdings Ltd. | 1,137,751 | 1.5 | |||||||||||
6,573,107 | China Construction Bank | 6,050,891 | 8.2 | |||||||||||
452,911 | China Life Insurance Co., Ltd. | 1,412,409 | 1.9 | |||||||||||
168,000 | China Mengniu Dairy Co., Ltd. | 499,050 | 0.7 | |||||||||||
77,964 | China Merchants Port Holdings Co. Ltd | 203,637 | 0.3 | |||||||||||
373,101 | China Mobile Ltd. | 3,772,814 | 5.1 | |||||||||||
234,991 | China Overseas Land & Investment Ltd. | 754,294 | 1.0 | |||||||||||
1,554,438 | China Petroleum & Chemical Corp. | 1,138,522 | 1.6 | |||||||||||
117,654 | China Resources Power Holdings Co. | 218,830 | 0.3 | |||||||||||
168,444 | China Resources Land Ltd. | 494,154 | 0.7 | |||||||||||
205,341 | China Shenhua Energy Co., Ltd. | 530,487 | 0.7 | |||||||||||
435,110 | (1) | China Unicom Hong Kong Ltd. | 588,262 | 0.8 | ||||||||||
353,811 | CITIC Ltd. | 510,464 | 0.7 | |||||||||||
1,085,714 | CNOOC Ltd. | 1,558,670 | 2.1 | |||||||||||
453,000 | Country Garden Holdings Co. Ltd. | 860,607 | 1.2 | |||||||||||
327,000 | Geely Automobile Holdings Ltd. | 1,126,319 | 1.5 | |||||||||||
44,000 | Hengan International Group Co., Ltd. | 487,168 | 0.7 | |||||||||||
4,482,340 | Industrial & Commercial Bank of China | 3,593,199 | 4.9 | |||||||||||
370,000 | Lenovo Group Ltd. | 208,352 | 0.3 | |||||||||||
1,286,604 | PetroChina Co., Ltd. | 894,637 | 1.2 | |||||||||||
316,432 | Ping An Insurance Group Co. of China Ltd. | 3,282,055 | 4.5 | |||||||||||
43,000 | Sunny Optical Technology Group Co. Ltd. | 545,982 | 0.7 | |||||||||||
135,775 | Tencent Holdings Ltd. | 7,027,436 | 9.6 | |||||||||||
379,000 | Want Want China Holdings Ltd. | 317,278 | 0.4 | |||||||||||
40,758,288 | 55.4 | |||||||||||||
Hong Kong: 33.0% | ||||||||||||||
733,200 | AIA Group Ltd. | 6,236,341 | 8.5 | |||||||||||
82,184 | Bank of East Asia Ltd. | 355,422 | 0.5 | |||||||||||
157,036 | CK Asset Holdings Ltd. | 1,368,910 | 1.9 | |||||||||||
163,536 | CK Hutchison Holdings Ltd. | 2,049,155 | 2.8 | |||||||||||
40,000 | CK Infrastructure Holdings Ltd. | 343,247 | 0.5 | |||||||||||
114,931 | CLP Holdings Ltd. | 1,176,105 | 1.6 |
143,000 | Galaxy Entertainment Group Ltd. | 1,141,682 | 1.5 | |||||||||||
123,706 | Hang Lung Properties Ltd. | 301,345 | 0.4 | |||||||||||
46,443 | Hang Seng Bank Ltd. | 1,152,201 | 1.6 | |||||||||||
73,107 | Henderson Land Development Co., Ltd. | 480,679 | 0.6 | |||||||||||
510,268 | Hong Kong & China Gas | 999,254 | 1.3 | |||||||||||
71,541 | Hong Kong Exchanges and Clearing Ltd. | 2,188,315 | 3.0 | |||||||||||
83,822 | Power Assets Holdings Ltd. | 706,529 | 1.0 | |||||||||||
134,000 | Link REIT | 1,239,743 | 1.7 | |||||||||||
109,143 | MTR Corp. | 638,828 | 0.9 | |||||||||||
358,100 | New World Development Ltd. | 536,712 | 0.7 | |||||||||||
191,265 | Sino Land Co. | 338,369 | 0.4 | |||||||||||
79,555 | Sun Hung Kai Properties Ltd. | 1,324,516 | 1.8 | |||||||||||
30,091 | Swire Pacific Ltd. | 278,412 | 0.4 | |||||||||||
576,500 | (2) | WH Group Ltd. | 650,816 | 0.9 | ||||||||||
74,637 | Wharf Holdings Ltd. | 257,385 | 0.3 | |||||||||||
73,637 | (1) | Wharf Real Estate Investment Co. Ltd. | 490,106 | 0.7 | ||||||||||
24,254,072 | 33.0 | |||||||||||||
Macau: 1.0% | ||||||||||||||
147,200 | Sands China Ltd. | 757,675 | 1.0 | |||||||||||
United Kingdom: 10.3% | ||||||||||||||
739,628 | HSBC Holdings PLC (HKD) | 7,604,350 | 10.3 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $43,723,346) | 73,374,385 | 99.7 | ||||||||||||
SHORT-TERM INVESTMENTS: 0.2% | ||||||||||||||
Mutual Funds: 0.2% | ||||||||||||||
137,000 | (3) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $137,000) | 137,000 | 0.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $137,000) | 137,000 | 0.2 | ||||||||||||
Total Investments in Securities (Cost $43,860,346) | $ | 73,511,385 | 99.9 | |||||||||||
Assets in Excess of Other Liabilities | 71,245 | 0.1 | ||||||||||||
Net Assets | $ | 73,582,630 | 100.0 |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.4% | ||||||||||||||
Australia: 6.7% | ||||||||||||||
73,057 | AGL Energy Ltd. | 1,384,433 | 0.1 | |||||||||||
268,386 | Alumina Ltd. | 505,791 | 0.0 | |||||||||||
126,542 | Amcor Ltd. | 1,516,267 | 0.1 | |||||||||||
327,565 | AMP Ltd. | 1,322,218 | 0.1 | |||||||||||
120,312 | APA Group | 780,159 | 0.1 | |||||||||||
59,229 | Aristocrat Leisure Ltd. | 1,090,654 | 0.1 | |||||||||||
21,859 | ASX Ltd. | 933,099 | 0.1 | |||||||||||
225,631 | Aurizon Holdings Ltd. | 869,414 | 0.1 | |||||||||||
165,686 | AusNet Services | 232,839 | 0.0 | |||||||||||
323,198 | Australia & New Zealand Banking Group Ltd. | 7,210,241 | 0.4 | |||||||||||
42,108 | Bank of Queensland Ltd. | 416,501 | 0.0 | |||||||||||
50,075 | Bendigo and Adelaide Bank Ltd. | 454,405 | 0.0 | |||||||||||
874,585 | (1),(2) | BGP Holdings PLC | – | – | ||||||||||
352,156 | BHP Billiton Ltd. | 8,089,344 | 0.5 | |||||||||||
60,321 | BlueScope Steel Ltd. | 718,457 | 0.0 | |||||||||||
125,796 | Boral Ltd. | 761,544 | 0.0 | |||||||||||
176,711 | Brambles Ltd. | 1,384,897 | 0.1 | |||||||||||
28,746 | Caltex Australia Ltd. | 761,517 | 0.0 | |||||||||||
61,437 | Challenger Ltd. | 670,001 | 0.0 | |||||||||||
10,450 | CIMIC Group Ltd. | 417,952 | 0.0 | |||||||||||
62,952 | Coca-Cola Amatil Ltd. | 417,048 | 0.0 | |||||||||||
6,725 | Cochlear Ltd. | 896,460 | 0.1 | |||||||||||
190,272 | Commonwealth Bank of Australia | 11,874,590 | 0.7 | |||||||||||
51,874 | Computershare Ltd. | 657,231 | 0.0 | |||||||||||
39,938 | Crown Resorts Ltd. | 404,826 | 0.0 | |||||||||||
49,881 | CSL Ltd. | 5,481,610 | 0.3 | |||||||||||
110,590 | Dexus | 839,220 | 0.1 | |||||||||||
6,532 | (3) | Domino's Pizza Enterprises Ltd. | 237,412 | 0.0 | ||||||||||
6,161 | (3) | Flight Centre Travel Group Ltd. | 212,360 | 0.0 | ||||||||||
175,032 | Fortescue Metals Group Ltd. | 662,386 | 0.0 | |||||||||||
200,939 | Goodman Group | 1,316,651 | 0.1 | |||||||||||
205,653 | GPT Group | 818,052 | 0.1 | |||||||||||
55,445 | (3) | Harvey Norman Holdings Ltd. | 179,802 | 0.0 | ||||||||||
184,859 | Healthscope Ltd. | 302,181 | 0.0 | |||||||||||
181,883 | Incitec Pivot Ltd. | 551,117 | 0.0 | |||||||||||
261,453 | Insurance Australia Group Ltd. | 1,472,573 | 0.1 | |||||||||||
60,236 | Lend Lease Corp., Ltd. | 765,799 | 0.0 | |||||||||||
33,859 | Macquarie Group Ltd. | 2,618,821 | 0.2 | |||||||||||
304,566 | Medibank Pvt Ltd. | 779,945 | 0.0 | |||||||||||
423,224 | Mirvac Group | 773,993 | 0.0 | |||||||||||
295,730 | National Australia Bank Ltd. | 6,791,493 | 0.4 | |||||||||||
84,078 | Newcrest Mining Ltd. | 1,496,756 | 0.1 | |||||||||||
152,078 | Oil Search Ltd. | 920,773 | 0.1 | |||||||||||
41,420 | Orica Ltd. | 582,324 | 0.0 | |||||||||||
194,874 | (2) | Origin Energy Ltd. | 1,427,491 | 0.1 | ||||||||||
150,004 | QBE Insurance Group Ltd. | 1,245,114 | 0.1 | |||||||||||
15,767 | Ramsay Health Care Ltd. | 860,980 | 0.1 | |||||||||||
5,982 | REA Group Ltd. | 356,691 | 0.0 |
46,698 | Rio Tinto Ltd. | 2,745,611 | 0.2 | |||||||||||
203,653 | (2) | Santos Ltd. | 862,016 | 0.1 | ||||||||||
590,542 | Scentre Group | 1,926,331 | 0.1 | |||||||||||
38,851 | Seek Ltd. | 574,517 | 0.0 | |||||||||||
42,353 | Sonic Healthcare Ltd. | 753,182 | 0.0 | |||||||||||
329,279 | South32 Ltd. | 892,527 | 0.1 | |||||||||||
242,587 | South32 Ltd. - GBP | 664,064 | 0.0 | |||||||||||
271,325 | Stockland | 946,473 | 0.1 | |||||||||||
139,721 | Suncorp Group Ltd. | 1,505,948 | 0.1 | |||||||||||
125,804 | Sydney Airport | 690,301 | 0.0 | |||||||||||
204,184 | Tabcorp Holdings Ltd. | 885,877 | 0.1 | |||||||||||
452,773 | Telstra Corp., Ltd. | 1,279,921 | 0.1 | |||||||||||
41,333 | TPG Telecom Ltd. | 211,502 | 0.0 | |||||||||||
242,515 | Transurban Group - Stapled Security | 2,347,072 | 0.1 | |||||||||||
83,009 | Treasury Wine Estates Ltd. | 1,030,056 | 0.1 | |||||||||||
370,245 | Vicinity Centres | 784,212 | 0.1 | |||||||||||
124,221 | Wesfarmers Ltd. | 4,295,304 | 0.3 | |||||||||||
217,573 | Westfield Corp. | 1,607,471 | 0.1 | |||||||||||
371,774 | Westpac Banking Corp. | 9,042,859 | 0.5 | |||||||||||
92,948 | Woodside Petroleum Ltd. | 2,391,367 | 0.1 | |||||||||||
141,884 | Woolworths Group Ltd | 3,014,512 | 0.2 | |||||||||||
112,914,555 | 6.7 | |||||||||||||
Austria: 0.3% | ||||||||||||||
8,860 | Andritz AG | 499,939 | 0.0 | |||||||||||
32,572 | (2) | Erste Group Bank AG | 1,411,523 | 0.1 | ||||||||||
15,943 | (2) | OMV AG | 1,010,593 | 0.1 | ||||||||||
14,998 | (2) | Raiffeisen International Bank Holding AG | 543,458 | 0.0 | ||||||||||
12,031 | Voestalpine AG | 718,285 | 0.1 | |||||||||||
4,183,798 | 0.3 | |||||||||||||
Belgium: 1.1% | ||||||||||||||
21,565 | Ageas | 1,053,440 | 0.1 | |||||||||||
83,962 | Anheuser-Busch InBev SA/NV | 9,373,610 | 0.6 | |||||||||||
16,487 | (3) | Proximus SADP | 541,034 | 0.0 | ||||||||||
7,534 | Colruyt S.A. | 391,931 | 0.0 | |||||||||||
8,628 | Groupe Bruxelles Lambert S.A. | 930,793 | 0.0 | |||||||||||
27,720 | KBC Group NV | 2,362,109 | 0.1 | |||||||||||
8,188 | Solvay S.A. | 1,138,428 | 0.1 | |||||||||||
6,246 | (2) | Telenet Group Holding NV | 435,137 | 0.0 | ||||||||||
14,060 | UCB S.A. | 1,114,856 | 0.1 | |||||||||||
21,522 | Umicore SA | 1,019,042 | 0.1 | |||||||||||
18,360,380 | 1.1 | |||||||||||||
China: 0.2% | ||||||||||||||
408,417 | BOC Hong Kong Holdings Ltd. | 2,064,048 | 0.1 | |||||||||||
82,000 | Minth Group Ltd. | 493,106 | 0.1 | |||||||||||
2,557,154 | 0.2 | |||||||||||||
Denmark: 1.8% | ||||||||||||||
428 | AP Moller - Maersk A/S - Class A | 713,064 | 0.0 | |||||||||||
695 | AP Moller - Maersk A/S - Class B | 1,211,376 | 0.1 | |||||||||||
11,819 | Carlsberg A/S | 1,417,550 | 0.1 | |||||||||||
10,817 | Chr Hansen Holding A/S | 1,014,633 | 0.0 | |||||||||||
13,278 | Coloplast A/S | 1,055,608 | 0.1 | |||||||||||
78,712 | Danske Bank A/S | 3,063,628 | 0.2 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
21,721 | DSV A/S | 1,709,135 | 0.1 | |||||||||||
6,273 | (2) | Genmab A/S | 1,040,327 | 0.1 | ||||||||||
7,411 | H Lundbeck A/S | 375,819 | 0.0 | |||||||||||
17,806 | ISS A/S | 689,361 | 0.0 | |||||||||||
204,544 | Novo Nordisk A/S | 10,991,272 | 0.7 | |||||||||||
25,968 | Novozymes A/S | 1,482,444 | 0.1 | |||||||||||
20,865 | (4) | Orsted A/S | 1,138,971 | 0.1 | ||||||||||
11,907 | Pandora A/S | 1,294,274 | 0.1 | |||||||||||
92,066 | TDC A/S | 565,777 | 0.0 | |||||||||||
11,624 | Tryg A/S | 290,775 | 0.0 | |||||||||||
23,988 | Vestas Wind Systems A/S | 1,657,579 | 0.1 | |||||||||||
12,043 | (2) | William Demant Holding A/S | 336,389 | 0.0 | ||||||||||
30,047,982 | 1.8 | |||||||||||||
Finland: 0.9% | ||||||||||||||
16,889 | Elisa OYJ | 662,444 | 0.0 | |||||||||||
47,192 | Fortum OYJ | 933,991 | 0.1 | |||||||||||
37,108 | Kone OYJ | 1,992,795 | 0.1 | |||||||||||
12,339 | Metso OYJ | 420,946 | 0.0 | |||||||||||
14,241 | Neste Oyj | 911,579 | 0.1 | |||||||||||
472,273 | Nokia OYJ - Finland | 2,206,614 | 0.1 | |||||||||||
172,697 | Nokia OYJ - France | 805,116 | 0.0 | |||||||||||
12,266 | Nokian Renkaat OYJ | 556,315 | 0.0 | |||||||||||
11,161 | Orion Oyj | 416,138 | 0.0 | |||||||||||
49,292 | Sampo OYJ | 2,705,244 | 0.2 | |||||||||||
58,660 | Stora Enso OYJ (Euro Denominated Security) | 929,336 | 0.1 | |||||||||||
58,314 | UPM-Kymmene OYJ | 1,810,344 | 0.1 | |||||||||||
16,230 | Wartsila OYJ | 1,024,306 | 0.1 | |||||||||||
15,375,168 | 0.9 | |||||||||||||
France: 9.8% | ||||||||||||||
19,953 | Accor S.A. | 1,027,177 | 0.1 | |||||||||||
3,211 | Aeroports de Paris | 610,566 | 0.0 | |||||||||||
47,846 | Air Liquide SA | 6,014,909 | 0.4 | |||||||||||
17,996 | Alstom SA | 745,962 | 0.1 | |||||||||||
5,686 | (2),(4) | Amundi SA | 481,574 | 0.0 | ||||||||||
7,451 | (2) | Arkema SA | 907,863 | 0.1 | ||||||||||
9,829 | (2) | Atos SE | 1,429,037 | 0.1 | ||||||||||
215,031 | AXA S.A. | 6,372,046 | 0.4 | |||||||||||
3,673 | BioMerieux | 328,857 | 0.0 | |||||||||||
124,281 | BNP Paribas | 9,245,065 | 0.6 | |||||||||||
93,619 | Bollore SA | 507,861 | 0.0 | |||||||||||
22,950 | Bouygues SA | 1,190,820 | 0.1 | |||||||||||
29,468 | (2) | Bureau Veritas SA | 804,849 | 0.1 | ||||||||||
17,937 | Capgemini SE | 2,124,486 | 0.1 | |||||||||||
62,331 | Carrefour S.A. | 1,343,879 | 0.1 | |||||||||||
5,716 | Casino Guichard Perrachon S.A. | 346,568 | 0.0 | |||||||||||
55,502 | Cie de Saint-Gobain | 3,054,613 | 0.2 | |||||||||||
19,618 | Cie Generale des Etablissements Michelin | 2,806,450 | 0.2 | |||||||||||
17,592 | (2) | CNP Assurances | 405,800 | 0.0 | ||||||||||
124,129 | Credit Agricole SA | 2,049,618 | 0.1 | |||||||||||
65,822 | Danone | 5,515,269 | 0.3 | |||||||||||
247 | Dassault Aviation SA | 384,052 | 0.0 | |||||||||||
14,200 | Dassault Systemes SE | 1,507,742 | 0.1 | |||||||||||
23,374 | Edenred | 676,672 | 0.0 | |||||||||||
6,966 | (2) | Eiffage SA | 762,367 | 0.1 | ||||||||||
62,008 | Electricite de France SA | 775,249 | 0.1 | |||||||||||
201,554 | Engie SA | 3,465,009 | 0.2 | |||||||||||
23,023 | Essilor International Cie Generale d'Optique SA | 3,171,215 | 0.2 | |||||||||||
4,977 | Eurazeo SA | 459,793 | 0.0 | |||||||||||
1,211 | (2) | Eurofins Scientific SE | 736,061 | 0.1 |
19,577 | Eutelsat Communications | 453,256 | 0.0 | |||||||||||
7,460 | (2) | Faurecia | 581,394 | 0.0 | ||||||||||
3,587 | (2) | Fonciere Des Regions | 406,085 | 0.0 | ||||||||||
5,018 | (2) | Gecina S.A. | 926,605 | 0.1 | ||||||||||
51,728 | Getlink SE | 665,344 | 0.0 | |||||||||||
3,399 | Hermes International | 1,818,368 | 0.1 | |||||||||||
3,922 | (2) | ICADE | 385,546 | 0.0 | ||||||||||
2,946 | Iliad SA | 705,908 | 0.1 | |||||||||||
3,926 | (2) | Imerys SA | 369,716 | 0.0 | ||||||||||
6,149 | (2) | Ingenico Group SA | 656,703 | 0.0 | ||||||||||
3,711 | (2) | Ipsen SA | 441,687 | 0.0 | ||||||||||
8,031 | JC Decaux SA | 323,006 | 0.0 | |||||||||||
24,150 | Klepierre | 1,061,495 | 0.1 | |||||||||||
13,781 | Lagardere SCA | 441,324 | 0.0 | |||||||||||
29,259 | Legrand S.A. | 2,249,394 | 0.1 | |||||||||||
28,229 | L'Oreal S.A. | 6,254,988 | 0.4 | |||||||||||
30,903 | LVMH Moet Hennessy Louis Vuitton SE | 9,070,170 | 0.5 | |||||||||||
101,393 | (2) | Natixis SA | 800,852 | 0.1 | ||||||||||
222,093 | Orange SA | 3,849,045 | 0.2 | |||||||||||
23,510 | Pernod Ricard SA | 3,718,213 | 0.2 | |||||||||||
59,860 | Peugeot S.A. | 1,215,828 | 0.1 | |||||||||||
8,392 | Kering | 3,950,331 | 0.2 | |||||||||||
20,939 | Publicis Groupe | 1,419,393 | 0.1 | |||||||||||
2,544 | Remy Cointreau SA | 352,483 | 0.0 | |||||||||||
21,209 | Renault S.A. | 2,128,912 | 0.1 | |||||||||||
33,276 | (2) | Rexel SA | 602,525 | 0.0 | ||||||||||
35,019 | Safran S.A. | 3,612,046 | 0.2 | |||||||||||
125,378 | Sanofi | 10,794,009 | 0.6 | |||||||||||
62,879 | Schneider Electric SE | 5,330,899 | 0.3 | |||||||||||
17,282 | SCOR SE | 694,623 | 0.1 | |||||||||||
2,395 | SEB SA | 443,338 | 0.0 | |||||||||||
3,193 | (2) | Societe BIC S.A. | 350,897 | 0.0 | ||||||||||
85,141 | Societe Generale | 4,389,477 | 0.3 | |||||||||||
10,170 | Sodexo SA | 1,363,372 | 0.1 | |||||||||||
37,448 | Suez | 657,871 | 0.0 | |||||||||||
5,784 | Teleperformance | 827,977 | 0.1 | |||||||||||
11,775 | Thales S.A. | 1,267,220 | 0.1 | |||||||||||
255,221 | Total S.A. | 14,088,142 | 0.8 | |||||||||||
6,676 | (2) | UbiSoft Entertainment | 512,927 | 0.0 | ||||||||||
10,994 | Unibail-Rodamco SE | 2,766,654 | 0.2 | |||||||||||
26,388 | Valeo SA | 1,965,659 | 0.1 | |||||||||||
53,146 | Veolia Environnement | 1,355,175 | 0.1 | |||||||||||
56,618 | Vinci S.A. | 5,780,209 | 0.4 | |||||||||||
116,561 | Vivendi SA | 3,128,433 | 0.2 | |||||||||||
3,210 | Wendel | 556,216 | 0.0 | |||||||||||
21,805 | (2) | Zodiac Aerospace | 651,758 | 0.0 | ||||||||||
164,636,902 | 9.8 | |||||||||||||
Germany: 9.1% | ||||||||||||||
20,720 | Adidas AG | 4,143,776 | 0.2 | |||||||||||
49,720 | Allianz SE | 11,378,283 | 0.7 | |||||||||||
4,216 | Axel Springer AG | 328,764 | 0.0 | |||||||||||
101,424 | BASF SE | 11,119,229 | 0.7 | |||||||||||
91,089 | Bayer AG | 11,318,980 | 0.7 | |||||||||||
37,012 | Bayerische Motoren Werke AG | 3,837,473 | 0.2 | |||||||||||
11,166 | Beiersdorf AG | 1,309,022 | 0.1 | |||||||||||
17,114 | Brenntag AG | 1,078,925 | 0.1 | |||||||||||
115,757 | (2) | Commerzbank AG | 1,726,775 | 0.1 | ||||||||||
12,289 | Continental AG | 3,304,258 | 0.2 | |||||||||||
12,833 | (4) | Covestro AG | 1,321,365 | 0.1 | ||||||||||
106,419 | Daimler AG | 8,998,816 | 0.5 | |||||||||||
227,925 | Deutsche Bank AG | 4,310,958 | 0.3 | |||||||||||
21,308 | Deutsche Boerse AG | 2,466,299 | 0.1 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
26,893 | Deutsche Lufthansa AG | 987,608 | 0.1 | |||||||||||
108,121 | Deutsche Post AG | 5,139,362 | 0.3 | |||||||||||
363,642 | Deutsche Telekom AG | 6,427,877 | 0.4 | |||||||||||
38,401 | Deutsche Wohnen AG | 1,674,923 | 0.1 | |||||||||||
5,166 | Drillisch AG | 426,077 | 0.0 | |||||||||||
243,559 | E.ON AG | 2,639,240 | 0.2 | |||||||||||
18,108 | Evonik Industries AG | 680,119 | 0.0 | |||||||||||
4,288 | Fraport AG Frankfurt Airport Services Worldwide | 470,987 | 0.0 | |||||||||||
45,744 | Fresenius SE & Co. KGaA | 3,557,582 | 0.2 | |||||||||||
23,731 | Fresenius Medical Care AG & Co. KGaA | 2,491,979 | 0.1 | |||||||||||
19,924 | GEA Group AG | 953,245 | 0.1 | |||||||||||
6,478 | Hannover Rueck SE | 812,753 | 0.0 | |||||||||||
16,242 | HeidelbergCement AG | 1,751,295 | 0.1 | |||||||||||
11,432 | Henkel AG & Co. KGaA | 1,368,946 | 0.1 | |||||||||||
2,221 | Hochtief AG | 392,244 | 0.0 | |||||||||||
7,317 | Hugo Boss AG | 620,906 | 0.0 | |||||||||||
125,171 | (2) | Infineon Technologies AG | 3,408,924 | 0.2 | ||||||||||
15,504 | (4) | Innogy SE | 606,774 | 0.0 | ||||||||||
21,319 | (3) | K+S AG | 529,304 | 0.0 | ||||||||||
7,007 | KION Group AG | 603,170 | 0.0 | |||||||||||
10,102 | Lanxess | 800,777 | 0.0 | |||||||||||
20,709 | (2) | Linde AG | 4,836,589 | 0.3 | ||||||||||
3,656 | MAN SE | 418,485 | 0.0 | |||||||||||
14,270 | Merck KGaA | 1,531,692 | 0.1 | |||||||||||
19,808 | (2),(3) | METRO AG | 394,549 | 0.0 | ||||||||||
5,034 | MTU Aero Engines AG | 899,547 | 0.1 | |||||||||||
17,236 | Muenchener Rueckversicherungs-Gesellschaft AG | 3,722,103 | 0.2 | |||||||||||
10,172 | (2) | Osram Licht AG | 910,833 | 0.1 | ||||||||||
25,796 | ProSiebenSat.1 Media SE | 885,463 | 0.1 | |||||||||||
56,164 | (2) | RWE AG | 1,142,958 | 0.1 | ||||||||||
108,646 | SAP SE | 12,154,775 | 0.7 | |||||||||||
84,239 | (2) | Siemens AG | 11,663,504 | 0.7 | ||||||||||
13,572 | Symrise AG | 1,163,646 | 0.1 | |||||||||||
80,562 | Telefonica Deutschland Holding AG | 403,191 | 0.0 | |||||||||||
47,826 | (2) | ThyssenKrupp AG | 1,379,091 | 0.1 | ||||||||||
50,449 | TUI AG | 1,045,164 | 0.1 | |||||||||||
20,911 | (2),(3) | Uniper SE | 652,340 | 0.1 | ||||||||||
14,023 | United Internet AG | 960,870 | 0.1 | |||||||||||
3,477 | Volkswagen AG | 701,688 | 0.0 | |||||||||||
51,949 | (2) | Vonovia SE | 2,573,925 | 0.2 | ||||||||||
12,494 | Wirecard AG | 1,388,610 | 0.1 | |||||||||||
11,226 | (2),(4) | Zalando SE | 591,921 | 0.0 | ||||||||||
152,407,959 | 9.1 | |||||||||||||
Hong Kong: 3.2% | ||||||||||||||
1,326,499 | AIA Group Ltd. | 11,282,733 | 0.7 | |||||||||||
28,700 | ASM Pacific Technology Ltd. | 398,156 | 0.0 | |||||||||||
134,552 | Bank of East Asia Ltd. | 581,899 | 0.0 | |||||||||||
287,199 | CK Asset Holdings Ltd. | 2,503,562 | 0.2 | |||||||||||
295,199 | CK Hutchison Holdings Ltd. | 3,698,932 | 0.2 | |||||||||||
73,402 | CK Infrastructure Holdings Ltd. | 629,875 | 0.1 | |||||||||||
177,865 | CLP Holdings Ltd. | 1,820,118 | 0.1 | |||||||||||
251,541 | First Pacific Co. | 170,987 | 0.0 | |||||||||||
261,159 | Galaxy Entertainment Group Ltd. | 2,085,039 | 0.1 |
91,000 | Hang Lung Group Ltd. | 334,585 | 0.0 | |||||||||||
222,823 | Hang Lung Properties Ltd. | 542,791 | 0.0 | |||||||||||
83,936 | Hang Seng Bank Ltd. | 2,082,363 | 0.1 | |||||||||||
135,554 | Henderson Land Development Co., Ltd. | 891,268 | 0.1 | |||||||||||
294,000 | (4) | HK Electric Investments & HK Electric Investments Ltd. | 269,057 | 0.0 | ||||||||||
418,867 | HKT Trust / HKT Ltd. | 533,981 | 0.0 | |||||||||||
933,677 | Hong Kong & China Gas | 1,828,413 | 0.1 | |||||||||||
128,688 | Hong Kong Exchanges and Clearing Ltd. | 3,936,343 | 0.2 | |||||||||||
150,845 | Power Assets Holdings Ltd. | 1,271,460 | 0.1 | |||||||||||
127,433 | Hongkong Land Holdings Ltd. - HKHGF | 896,342 | 0.1 | |||||||||||
76,644 | Hysan Development Co., Ltd. | 406,624 | 0.0 | |||||||||||
24,004 | Jardine Matheson Holdings Ltd. | 1,456,383 | 0.1 | |||||||||||
24,600 | Jardine Strategic Holdings Ltd | 973,668 | 0.1 | |||||||||||
82,060 | Kerry Properties Ltd. | 368,638 | 0.0 | |||||||||||
434,000 | (3) | Kingston Financial Group Ltd. | 415,829 | 0.0 | ||||||||||
668,194 | Li & Fung Ltd. | 366,142 | 0.0 | |||||||||||
246,532 | Link REIT | 2,280,868 | 0.1 | |||||||||||
25,815 | Melco Resorts & Entertainment Ltd ADR | 749,668 | 0.0 | |||||||||||
157,644 | MTR Corp. | 922,711 | 0.1 | |||||||||||
606,094 | New World Development Ltd. | 908,400 | 0.1 | |||||||||||
159,660 | NWS Holdings Ltd. | 287,526 | 0.0 | |||||||||||
408,000 | PCCW Ltd. | 236,792 | 0.0 | |||||||||||
151,385 | Shangri-La Asia Ltd. | 342,826 | 0.0 | |||||||||||
342,626 | Sino Land Co. | 606,143 | 0.0 | |||||||||||
159,471 | Sun Hung Kai Properties Ltd. | 2,655,042 | 0.2 | |||||||||||
55,620 | Swire Pacific Ltd. | 514,614 | 0.0 | |||||||||||
135,425 | Swire Properties Ltd. | 436,807 | 0.0 | |||||||||||
154,500 | Techtronic Industries Co., Ltd. | 1,005,089 | 0.1 | |||||||||||
913,000 | (4) | WH Group Ltd. | 1,030,694 | 0.1 | ||||||||||
135,857 | Wharf Holdings Ltd. | 468,502 | 0.0 | |||||||||||
135,857 | (2) | Wharf Real Estate Investment Co. Ltd. | 904,224 | 0.1 | ||||||||||
92,504 | Wheelock & Co., Ltd. | 659,391 | 0.1 | |||||||||||
81,449 | Yue Yuen Industrial Holdings | 319,798 | 0.0 | |||||||||||
54,074,283 | 3.2 | |||||||||||||
Ireland: 0.5% | ||||||||||||||
85,419 | (3) | AIB Group PLC | 563,693 | 0.0 | ||||||||||
102,169 | (2) | Bank of Ireland Group PLC | 869,755 | 0.1 | ||||||||||
31,827 | CRH PLC - Dublin | 1,145,480 | 0.1 | |||||||||||
9,808 | DCC PLC | 987,047 | 0.1 | |||||||||||
49,572 | James Hardie Industries SE | 870,626 | 0.0 | |||||||||||
7,297 | Kerry Group PLC - KYG | 818,619 | 0.0 | |||||||||||
10,633 | Kerry Group PLC - KYGA | 1,195,779 | 0.1 | |||||||||||
9,080 | Paddy Power Betfair PLC | 1,080,745 | 0.1 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
2,200 | (2) | Ryanair Holdings PLC ADR | 229,218 | 0.0 | ||||||||||
7,760,962 | 0.5 | |||||||||||||
Israel: 0.5% | ||||||||||||||
3,895 | Azrieli Group Ltd. | 217,671 | 0.0 | |||||||||||
121,803 | Bank Hapoalim BM | 894,493 | 0.1 | |||||||||||
168,103 | Bank Leumi Le-Israel BM | 1,011,846 | 0.1 | |||||||||||
244,825 | Bezeq Israeli Telecommunication Corp., Ltd. | 370,089 | 0.0 | |||||||||||
14,503 | (2) | Check Point Software Technologies | 1,502,801 | 0.1 | ||||||||||
2,247 | Elbit Systems Ltd. | 300,159 | 0.0 | |||||||||||
3,755 | Frutarom Industries Ltd. | 351,873 | 0.0 | |||||||||||
56,651 | Israel Chemicals Ltd. | 229,392 | 0.0 | |||||||||||
11,433 | Mizrahi Tefahot Bank Ltd. | 210,597 | 0.0 | |||||||||||
7,313 | Nice Ltd. | 668,236 | 0.1 | |||||||||||
101,291 | (3) | Teva Pharmaceutical Industries Ltd. ADR | 1,919,464 | 0.1 | ||||||||||
7,676,621 | 0.5 | |||||||||||||
Italy: 2.0% | ||||||||||||||
134,443 | Assicurazioni Generali S.p.A. | 2,447,051 | 0.2 | |||||||||||
47,654 | Atlantia S.p.A | 1,502,355 | 0.1 | |||||||||||
56,372 | Davide Campari-Milano SpA | 435,564 | 0.0 | |||||||||||
879,752 | Enel S.p.A. | 5,409,819 | 0.3 | |||||||||||
283,790 | ENI S.p.A. | 4,696,128 | 0.3 | |||||||||||
13,779 | Ferrari NV | 1,443,764 | 0.1 | |||||||||||
45,220 | Leonardo SpA | 537,357 | 0.0 | |||||||||||
1,486,766 | Intesa Sanpaolo SpA - ISP | 4,932,869 | 0.3 | |||||||||||
91,434 | Intesa Sanpaolo SpA - ISPR | 291,499 | 0.0 | |||||||||||
18,864 | Luxottica Group S.p.A. | 1,157,724 | 0.1 | |||||||||||
60,655 | Mediobanca S.p.A. | 687,264 | 0.0 | |||||||||||
57,041 | (4) | Poste Italiane SpA | 429,464 | 0.0 | ||||||||||
21,948 | Prysmian S.p.A. | 715,176 | 0.0 | |||||||||||
10,260 | Recordati S.p.A. | 455,948 | 0.0 | |||||||||||
271,953 | Snam SpA | 1,331,882 | 0.1 | |||||||||||
1,227,210 | (2) | Telecom Italia S.p.A. - TIT | 1,059,813 | 0.1 | ||||||||||
679,976 | Telecom Italia S.p.A. - TITR | 482,336 | 0.0 | |||||||||||
168,822 | Terna Rete Elettrica Nazionale SpA | 981,370 | 0.1 | |||||||||||
219,836 | (2) | UniCredit SpA | 4,100,863 | 0.3 | ||||||||||
122,637 | UnipolSai Assicurazioni SpA | 286,062 | 0.0 | |||||||||||
33,384,308 | 2.0 | |||||||||||||
Japan: 23.5% | ||||||||||||||
3,200 | ABC-Mart, Inc. | 183,417 | 0.0 | |||||||||||
44,443 | (2),(3) | Acom Co., Ltd. | 186,727 | 0.0 | ||||||||||
69,880 | Aeon Co., Ltd. | 1,178,712 | 0.1 | |||||||||||
13,498 | AEON Financial Service Co., Ltd. | 313,707 | 0.0 | |||||||||||
13,842 | Aeon Mall Co., Ltd. | 270,344 | 0.0 | |||||||||||
17,143 | Air Water, Inc. | 360,879 | 0.0 | |||||||||||
19,511 | Aisin Seiki Co., Ltd. | 1,093,057 | 0.1 | |||||||||||
60,028 | Ajinomoto Co., Inc. | 1,129,380 | 0.1 | |||||||||||
21,468 | Alfresa Holdings Corp. | 502,834 | 0.0 | |||||||||||
13,289 | ANA Holdings, Inc. | 554,371 | 0.0 |
20,800 | Alps Electric Co., Ltd. | 591,664 | 0.0 | |||||||||||
37,989 | Amada Holdings Co., Ltd. | 515,778 | 0.0 | |||||||||||
12,768 | Aozora Bank Ltd. | 495,428 | 0.0 | |||||||||||
22,021 | Asahi Glass Co., Ltd. | 951,845 | 0.1 | |||||||||||
42,358 | Asahi Group Holdings, Ltd. | 2,101,786 | 0.1 | |||||||||||
140,653 | Asahi Kasei Corp. | 1,810,119 | 0.1 | |||||||||||
17,249 | (3) | Asics Corp. | 274,170 | 0.0 | ||||||||||
226,820 | Astellas Pharma, Inc. | 2,881,357 | 0.2 | |||||||||||
6,911 | Bank of Kyoto Ltd. | 358,908 | 0.0 | |||||||||||
7,937 | Benesse Holdings, Inc. | 279,254 | 0.0 | |||||||||||
71,643 | Bridgestone Corp. | 3,315,799 | 0.2 | |||||||||||
26,286 | Brother Industries Ltd. | 646,098 | 0.0 | |||||||||||
9,301 | Calbee, Inc. | 302,261 | 0.0 | |||||||||||
117,893 | Canon, Inc. | 4,392,469 | 0.3 | |||||||||||
22,087 | Casio Computer Co., Ltd. | 316,937 | 0.0 | |||||||||||
15,928 | Central Japan Railway Co. | 2,850,484 | 0.2 | |||||||||||
76,266 | Chiba Bank Ltd. | 632,455 | 0.0 | |||||||||||
72,042 | Chubu Electric Power Co., Inc. | 893,588 | 0.1 | |||||||||||
24,506 | Chugai Pharmaceutical Co., Ltd. | 1,252,471 | 0.1 | |||||||||||
32,572 | Chugoku Electric Power Co., Inc. | 349,668 | 0.0 | |||||||||||
13,900 | Coca-Cola Bottlers Japan, Inc. | 507,192 | 0.0 | |||||||||||
127,909 | Concordia Financial Group Ltd. | 769,305 | 0.1 | |||||||||||
17,324 | Credit Saison Co., Ltd. | 314,592 | 0.0 | |||||||||||
11,700 | (2) | CYBERDYNE, Inc. | 201,134 | 0.0 | ||||||||||
29,874 | Dai Nippon Printing Co., Ltd. | 665,093 | 0.1 | |||||||||||
30,884 | Daicel Corp. | 350,481 | 0.0 | |||||||||||
10,400 | Daifuku Co., Ltd. | 565,039 | 0.0 | |||||||||||
119,183 | Dai-ichi Life Holdings, Inc. | 2,449,466 | 0.2 | |||||||||||
63,093 | Daiichi Sankyo Co., Ltd. | 1,640,549 | 0.1 | |||||||||||
26,098 | Daikin Industries Ltd. | 3,083,817 | 0.2 | |||||||||||
18,109 | Sumitomo Dainippon Pharma Co. Ltd. | 268,071 | 0.0 | |||||||||||
7,781 | Daito Trust Construction Co., Ltd. | 1,585,232 | 0.1 | |||||||||||
63,054 | Daiwa House Industry Co., Ltd. | 2,417,956 | 0.2 | |||||||||||
153 | Daiwa House REIT Investment Corp. | 363,507 | 0.0 | |||||||||||
182,121 | Daiwa Securities Group, Inc. | 1,139,442 | 0.1 | |||||||||||
11,200 | Dena Co., Ltd. | 230,575 | 0.0 | |||||||||||
52,567 | Denso Corp. | 3,149,225 | 0.2 | |||||||||||
23,903 | Dentsu, Inc. | 1,010,739 | 0.1 | |||||||||||
3,000 | Disco Corp. | 664,919 | 0.1 | |||||||||||
13,642 | Don Quijote Holdings Co. Ltd. | 711,156 | 0.1 | |||||||||||
36,033 | East Japan Railway Co. | 3,513,875 | 0.2 | |||||||||||
27,479 | Eisai Co., Ltd. | 1,561,071 | 0.1 | |||||||||||
16,742 | Electric Power Development Co., Ltd. | 450,353 | 0.0 | |||||||||||
9,038 | FamilyMart UNY Holdings Co., Ltd. | 633,005 | 0.0 | |||||||||||
21,293 | Fanuc Ltd. | 5,108,115 | 0.3 | |||||||||||
5,842 | Fast Retailing Co., Ltd. | 2,322,860 | 0.1 | |||||||||||
62,617 | Fuji Electric Holdings Co., Ltd. | 470,401 | 0.0 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
67,635 | Subaru Corp. | 2,144,560 | 0.1 | |||||||||||
45,060 | Fuji Film Holdings Corp. | 1,838,672 | 0.1 | |||||||||||
212,135 | Fujitsu Ltd. | 1,503,938 | 0.1 | |||||||||||
85,719 | Fukuoka Financial Group, Inc. | 479,658 | 0.0 | |||||||||||
44,147 | Hachijuni Bank Ltd. | 252,270 | 0.0 | |||||||||||
20,000 | Hakuhodo DY Holdings, Inc. | 259,257 | 0.0 | |||||||||||
16,442 | Hamamatsu Photonics KK | 551,474 | 0.0 | |||||||||||
27,157 | Hankyu Hanshin Holdings, Inc. | 1,090,844 | 0.1 | |||||||||||
2,100 | Hikari Tsushin, Inc. | 301,507 | 0.0 | |||||||||||
29,232 | Hino Motors Ltd. | 377,571 | 0.0 | |||||||||||
3,680 | Hirose Electric Co., Ltd. | 537,302 | 0.0 | |||||||||||
6,429 | Hisamitsu Pharmaceutical Co., Inc. | 388,406 | 0.0 | |||||||||||
12,000 | Hitachi Chemical Co., Ltd. | 307,271 | 0.0 | |||||||||||
12,410 | Hitachi Construction Machinery Co., Ltd. | 449,758 | 0.0 | |||||||||||
7,200 | Hitachi High-Technologies Corp. | 302,612 | 0.0 | |||||||||||
535,956 | Hitachi Ltd. | 4,158,054 | 0.3 | |||||||||||
23,510 | Hitachi Metals Ltd. | 336,252 | 0.0 | |||||||||||
183,842 | Honda Motor Co., Ltd. | 6,274,068 | 0.4 | |||||||||||
5,400 | Hoshizaki Corp. | 478,413 | 0.0 | |||||||||||
43,137 | Hoya Corp. | 2,148,360 | 0.1 | |||||||||||
14,844 | Idemitsu Kosan Co., Ltd. | 594,587 | 0.0 | |||||||||||
16,742 | IHI Corp. | 555,272 | 0.0 | |||||||||||
16,091 | Iida Group Holdings Co. Ltd. | 302,875 | 0.0 | |||||||||||
105,016 | Inpex Corp. | 1,307,031 | 0.1 | |||||||||||
38,166 | Isetan Mitsukoshi Holdings Ltd. | 472,298 | 0.0 | |||||||||||
62,468 | Isuzu Motors Ltd. | 1,043,046 | 0.1 | |||||||||||
166,416 | Itochu Corp. | 3,102,247 | 0.2 | |||||||||||
27,152 | J Front Retailing Co., Ltd. | 510,244 | 0.0 | |||||||||||
12,378 | Japan Airlines Co. Ltd. | 483,607 | 0.0 | |||||||||||
4,600 | Japan Airport Terminal Co., Ltd. | 170,309 | 0.0 | |||||||||||
44,300 | Japan Post Bank Co. Ltd. | 575,357 | 0.0 | |||||||||||
170,900 | Japan Post Holdings Co. Ltd. | 1,957,474 | 0.1 | |||||||||||
96 | Japan Prime Realty Investment Corp. | 305,019 | 0.0 | |||||||||||
138 | Japan Real Estate Investment Corp. | 655,247 | 0.1 | |||||||||||
289 | Japan Retail Fund Investment Corp. | 529,742 | 0.0 | |||||||||||
119,802 | Japan Tobacco, Inc. | 3,857,998 | 0.2 | |||||||||||
58,002 | JFE Holdings, Inc. | 1,386,098 | 0.1 | |||||||||||
23,039 | JGC Corp. | 445,100 | 0.0 | |||||||||||
29,292 | LIXIL Group Corp. | 791,390 | 0.1 | |||||||||||
22,035 | JSR Corp. | 432,862 | 0.0 | |||||||||||
24,565 | JTEKT Corp. | 420,900 | 0.0 | |||||||||||
341,664 | JXTG Holdings, Inc. | 2,195,638 | 0.1 | |||||||||||
98,909 | Kajima Corp. | 950,308 | 0.1 | |||||||||||
15,323 | Kakaku.com, Inc. | 258,663 | 0.0 | |||||||||||
13,260 | Kamigumi Co., Ltd. | 293,037 | 0.0 | |||||||||||
28,000 | Kaneka Corp. | 255,208 | 0.0 | |||||||||||
77,662 | Kansai Electric Power Co., Inc. | 949,809 | 0.1 | |||||||||||
24,053 | Kansai Paint Co., Ltd. | 624,157 | 0.0 | |||||||||||
54,475 | Kao Corp. | 3,680,854 | 0.2 |
15,353 | Kawasaki Heavy Industries Ltd. | 537,119 | 0.0 | |||||||||||
198,901 | KDDI Corp. | 4,940,608 | 0.3 | |||||||||||
10,000 | Keihan Holdings Co., Ltd. | 294,198 | 0.0 | |||||||||||
26,108 | Keikyu Corp. | 500,964 | 0.0 | |||||||||||
13,268 | Keio Corp. | 582,792 | 0.0 | |||||||||||
15,898 | Keisei Electric Railway Co., Ltd. | 510,439 | 0.0 | |||||||||||
10,744 | Keyence Corp. | 6,001,935 | 0.4 | |||||||||||
16,834 | Kikkoman Corp. | 680,761 | 0.1 | |||||||||||
20,697 | Kintetsu Group Holdings Co., Ltd. | 792,075 | 0.1 | |||||||||||
90,456 | Kirin Holdings Co., Ltd. | 2,279,620 | 0.1 | |||||||||||
35,376 | (2) | Kobe Steel Ltd. | 326,473 | 0.0 | ||||||||||
12,200 | Koito Manufacturing Co., Ltd. | 854,163 | 0.1 | |||||||||||
101,983 | Komatsu Ltd. | 3,685,637 | 0.2 | |||||||||||
10,866 | Konami Holdings Corp. | 597,546 | 0.0 | |||||||||||
49,323 | Konica Minolta, Inc. | 473,250 | 0.0 | |||||||||||
3,200 | Kose Corp. | 498,647 | 0.0 | |||||||||||
116,522 | Kubota Corp. | 2,279,105 | 0.1 | |||||||||||
40,567 | Kuraray Co., Ltd. | 763,793 | 0.1 | |||||||||||
11,348 | Kurita Water Industries, Ltd. | 367,918 | 0.0 | |||||||||||
35,594 | Kyocera Corp. | 2,323,825 | 0.1 | |||||||||||
28,614 | Kyowa Hakko Kirin Co., Ltd. | 550,867 | 0.0 | |||||||||||
47,860 | Kyushu Electric Power Co., Inc. | 501,313 | 0.0 | |||||||||||
35,700 | Kyushu Financial Group, Inc. | 215,174 | 0.0 | |||||||||||
15,400 | Kyushu Railway Co. | 476,666 | 0.0 | |||||||||||
5,564 | Lawson, Inc. | 369,748 | 0.0 | |||||||||||
4,400 | (2) | LINE Corp. | 179,688 | 0.0 | ||||||||||
24,700 | Lion Corp. | 466,879 | 0.0 | |||||||||||
22,100 | M3, Inc. | 774,697 | 0.1 | |||||||||||
5,100 | Mabuchi Motor Co., Ltd. | 275,678 | 0.0 | |||||||||||
25,008 | Makita Corp. | 1,048,773 | 0.1 | |||||||||||
181,056 | Marubeni Corp. | 1,308,979 | 0.1 | |||||||||||
22,319 | Marui Group Co., Ltd. | 407,994 | 0.0 | |||||||||||
5,500 | Maruichi Steel Tube Ltd. | 160,714 | 0.0 | |||||||||||
61,466 | Mazda Motor Corp. | 821,391 | 0.1 | |||||||||||
6,300 | (3) | McDonald's Holdings Co. Japan Ltd. | 276,848 | 0.0 | ||||||||||
100,262 | Mebuki Financial Group, Inc. | 423,562 | 0.0 | |||||||||||
17,800 | Medipal Holdings Corp. | 347,520 | 0.0 | |||||||||||
12,788 | MEIJI Holdings Co., Ltd. | 1,088,370 | 0.1 | |||||||||||
40,800 | Minebea Co., Ltd. | 850,973 | 0.1 | |||||||||||
29,300 | Misumi Group, Inc. | 850,641 | 0.1 | |||||||||||
165,993 | Mitsubishi Corp. | 4,577,054 | 0.3 | |||||||||||
212,561 | Mitsubishi Electric Corp. | 3,522,685 | 0.2 | |||||||||||
137,927 | Mitsubishi Estate Co., Ltd. | 2,394,832 | 0.2 | |||||||||||
34,619 | Mitsubishi Heavy Industries Ltd. | 1,290,738 | 0.1 | |||||||||||
73,415 | Mitsubishi Motors Corp. | 528,154 | 0.0 | |||||||||||
1,310,106 | Mitsubishi UFJ Financial Group, Inc. | 9,534,906 | 0.6 | |||||||||||
54,376 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 322,737 | 0.0 | |||||||||||
148,648 | Mitsubishi Chemical Holdings Corp. | 1,626,496 | 0.1 | |||||||||||
20,739 | Mitsubishi Gas Chemical Co., Inc. | 593,861 | 0.0 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
12,651 | Mitsubishi Materials Corp. | 448,927 | 0.0 | |||||||||||
25,413 | Mitsubishi Tanabe Pharma Corp. | 523,765 | 0.0 | |||||||||||
187,901 | Mitsui & Co., Ltd. | 3,048,399 | 0.2 | |||||||||||
21,014 | Mitsui Chemicals, Inc. | 673,866 | 0.1 | |||||||||||
98,619 | Mitsui Fudosan Co., Ltd. | 2,205,661 | 0.1 | |||||||||||
12,493 | Mitsui OSK Lines Ltd. | 415,195 | 0.0 | |||||||||||
51,654 | MS&AD Insurance Group Holdings, Inc. | 1,742,313 | 0.1 | |||||||||||
4,900 | Mixi, Inc. | 219,461 | 0.0 | |||||||||||
2,642,061 | Mizuho Financial Group, Inc. | 4,777,084 | 0.3 | |||||||||||
21,048 | Murata Manufacturing Co., Ltd. | 2,818,077 | 0.2 | |||||||||||
12,521 | Nabtesco Corp. | 478,449 | 0.0 | |||||||||||
20,200 | Nagoya Railroad Co., Ltd. | 508,702 | 0.0 | |||||||||||
21,693 | Namco Bandai Holdings, Inc. | 708,053 | 0.1 | |||||||||||
28,620 | NEC Corp. | 770,945 | 0.1 | |||||||||||
20,500 | (2) | Nexon Co. Ltd. | 594,506 | 0.0 | ||||||||||
28,769 | NGK Insulators Ltd. | 541,923 | 0.0 | |||||||||||
18,185 | NGK Spark Plug Co., Ltd. | 440,756 | 0.0 | |||||||||||
26,392 | Nidec Corp. | 3,695,330 | 0.2 | |||||||||||
38,269 | Nikon Corp. | 770,095 | 0.1 | |||||||||||
12,494 | Nintendo Co., Ltd. | 4,499,047 | 0.3 | |||||||||||
175 | Nippon Prologis REIT, Inc. | 370,113 | 0.0 | |||||||||||
147 | Nippon Building Fund, Inc. | 718,855 | 0.1 | |||||||||||
9,082 | Nippon Electric Glass Co., Ltd. | 345,673 | 0.0 | |||||||||||
9,322 | Nippon Express Co., Ltd. | 619,049 | 0.0 | |||||||||||
19,419 | NH Foods Ltd. | 473,032 | 0.0 | |||||||||||
17,817 | Nippon Paint Holdings Co., Ltd. | 562,953 | 0.0 | |||||||||||
83,680 | Nippon Steel & Sumitomo Metal Corp. | 2,137,969 | 0.1 | |||||||||||
76,198 | Nippon Telegraph & Telephone Corp. | 3,582,381 | 0.2 | |||||||||||
17,803 | (2) | Nippon Yusen KK | 433,176 | 0.0 | ||||||||||
12,800 | Nissan Chemical Industries Ltd. | 509,884 | 0.0 | |||||||||||
251,792 | Nissan Motor Co., Ltd. | 2,506,864 | 0.2 | |||||||||||
22,867 | Nisshin Seifun Group, Inc. | 461,538 | 0.0 | |||||||||||
6,917 | Nissin Food Products Co., Ltd. | 504,308 | 0.0 | |||||||||||
8,806 | Nitori Co., Ltd. | 1,253,310 | 0.1 | |||||||||||
18,342 | Nitto Denko Corp. | 1,622,327 | 0.1 | |||||||||||
38,713 | Sompo Holdings, Inc. | 1,494,352 | 0.1 | |||||||||||
9,800 | NOK Corp. | 228,051 | 0.0 | |||||||||||
402,026 | Nomura Holdings, Inc. | 2,356,579 | 0.2 | |||||||||||
13,445 | Nomura Real Estate Holdings, Inc. | 300,393 | 0.0 | |||||||||||
15,156 | Nomura Research Institute Ltd. | 703,487 | 0.1 | |||||||||||
432 | Nomura Real Estate Master Fund, Inc. | 536,382 | 0.0 | |||||||||||
42,649 | NSK Ltd. | 668,182 | 0.1 | |||||||||||
70,920 | NTT Data Corp. | 841,383 | 0.1 | |||||||||||
149,054 | NTT DoCoMo, Inc. | 3,524,234 | 0.2 | |||||||||||
73,115 | Obayashi Corp. | 883,239 | 0.1 | |||||||||||
6,300 | Obic Co., Ltd. | 462,718 | 0.0 |
32,827 | Odakyu Electric Railway Co., Ltd. | 701,404 | 0.1 | |||||||||||
90,826 | Oji Holdings Corp. | 603,162 | 0.0 | |||||||||||
32,257 | Olympus Corp. | 1,233,992 | 0.1 | |||||||||||
21,523 | Omron Corp. | 1,280,166 | 0.1 | |||||||||||
45,890 | Ono Pharmaceutical Co., Ltd. | 1,067,480 | 0.1 | |||||||||||
3,700 | Oracle Corp. Japan | 306,216 | 0.0 | |||||||||||
24,080 | Oriental Land Co., Ltd. | 2,190,790 | 0.1 | |||||||||||
146,063 | ORIX Corp. | 2,462,751 | 0.2 | |||||||||||
42,765 | Osaka Gas Co., Ltd. | 822,343 | 0.1 | |||||||||||
59,114 | Osaka Securities Exchange Co. Ltd. | 1,025,638 | 0.1 | |||||||||||
5,861 | Otsuka Corp. | 448,867 | 0.0 | |||||||||||
42,846 | Otsuka Holdings Co. Ltd. | 1,879,106 | 0.1 | |||||||||||
242,931 | Panasonic Corp. | 3,545,315 | 0.2 | |||||||||||
11,799 | Park24 Co., Ltd. | 282,461 | 0.0 | |||||||||||
9,600 | Pola Orbis Holdings, Inc. | 336,391 | 0.0 | |||||||||||
103,070 | (2) | Rakuten, Inc. | 942,129 | 0.1 | ||||||||||
121,800 | Recruit Holdings Co. Ltd. | 3,024,289 | 0.2 | |||||||||||
53,700 | (2) | Renesas Electronics Corp. | 622,782 | 0.0 | ||||||||||
245,813 | Resona Holdings, Inc. | 1,464,743 | 0.1 | |||||||||||
74,832 | Ricoh Co., Ltd. | 693,454 | 0.1 | |||||||||||
3,566 | Rinnai Corp. | 322,638 | 0.0 | |||||||||||
10,250 | Rohm Co., Ltd. | 1,129,158 | 0.1 | |||||||||||
2,600 | Ryohin Keikaku Co., Ltd. | 809,352 | 0.1 | |||||||||||
4,488 | Sankyo Co., Ltd. | 141,133 | 0.0 | |||||||||||
42,045 | Santen Pharmaceutical Co., Ltd. | 658,440 | 0.0 | |||||||||||
23,770 | SBI Holdings, Inc. | 495,259 | 0.0 | |||||||||||
23,106 | Secom Co., Ltd. | 1,743,184 | 0.1 | |||||||||||
20,010 | Sega Sammy Holdings, Inc. | 248,351 | 0.0 | |||||||||||
17,600 | Seibu Holdings, Inc. | 332,505 | 0.0 | |||||||||||
31,416 | Seiko Epson Corp. | 739,577 | 0.1 | |||||||||||
44,419 | Sekisui Chemical Co., Ltd. | 889,282 | 0.1 | |||||||||||
63,185 | Sekisui House Ltd. | 1,139,773 | 0.1 | |||||||||||
82,571 | Seven & I Holdings Co., Ltd. | 3,420,620 | 0.2 | |||||||||||
67,807 | Seven Bank Ltd. | 231,573 | 0.0 | |||||||||||
16,600 | (2),(3) | Sharp Corp. | 568,202 | 0.0 | ||||||||||
26,172 | Shimadzu Corp. | 593,748 | 0.0 | |||||||||||
2,461 | Shimamura Co., Ltd. | 270,365 | 0.0 | |||||||||||
8,055 | Shimano, Inc. | 1,132,200 | 0.1 | |||||||||||
63,692 | Shimizu Corp. | 656,915 | 0.0 | |||||||||||
42,889 | Shin-Etsu Chemical Co., Ltd. | 4,345,642 | 0.3 | |||||||||||
18,894 | Shinsei Bank Ltd. | 325,596 | 0.0 | |||||||||||
32,732 | Shionogi & Co., Ltd. | 1,768,670 | 0.1 | |||||||||||
42,062 | Shiseido Co., Ltd. | 2,026,762 | 0.1 | |||||||||||
57,181 | Shizuoka Bank Ltd. | 588,614 | 0.0 | |||||||||||
30,364 | Hulic Co. Ltd. | 340,480 | 0.0 | |||||||||||
22,519 | Showa Shell Sekiyu KK | 304,725 | 0.0 | |||||||||||
6,336 | SMC Corp. | 2,600,196 | 0.2 | |||||||||||
90,846 | SoftBank Group Corp. | 7,192,330 | 0.4 | |||||||||||
7,400 | Sohgo Security Services Co., Ltd. | 402,194 | 0.0 | |||||||||||
138,970 | Sony Corp. | 6,237,372 | 0.4 | |||||||||||
18,698 | Sony Financial Holdings, Inc. | 330,461 | 0.0 | |||||||||||
16,988 | Stanley Electric Co., Ltd. | 687,377 | 0.1 | |||||||||||
20,000 | Start Today Co. Ltd. | 607,062 | 0.0 | |||||||||||
25,400 | Sumco Corp. | 644,822 | 0.0 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
171,171 | Sumitomo Chemical Co., Ltd. | 1,224,839 | 0.1 | |||||||||||
129,455 | Sumitomo Corp. | 2,195,785 | 0.1 | |||||||||||
83,333 | Sumitomo Electric Industries Ltd. | 1,404,769 | 0.1 | |||||||||||
12,796 | Sumitomo Heavy Industries | 539,168 | 0.0 | |||||||||||
27,780 | Sumitomo Metal Mining Co., Ltd. | 1,270,943 | 0.1 | |||||||||||
147,551 | Sumitomo Mitsui Financial Group, Inc. | 6,360,114 | 0.4 | |||||||||||
36,885 | Sumitomo Mitsui Trust Holdings, Inc. | 1,459,392 | 0.1 | |||||||||||
39,496 | Sumitomo Realty & Development Co., Ltd. | 1,296,219 | 0.1 | |||||||||||
19,059 | Sumitomo Rubber Industries, Inc. | 353,225 | 0.0 | |||||||||||
7,600 | Sundrug Co., Ltd. | 352,536 | 0.0 | |||||||||||
15,234 | Suntory Beverage & Food Ltd. | 677,454 | 0.1 | |||||||||||
20,261 | Suruga Bank Ltd. | 433,228 | 0.0 | |||||||||||
8,617 | Suzuken Co., Ltd. | 353,783 | 0.0 | |||||||||||
37,944 | Suzuki Motor Corp. | 2,196,337 | 0.1 | |||||||||||
17,338 | Sysmex Corp. | 1,361,397 | 0.1 | |||||||||||
57,611 | T&D Holdings, Inc. | 982,872 | 0.1 | |||||||||||
13,700 | Taiheiyo Cement Corp. | 589,836 | 0.0 | |||||||||||
22,961 | Taisei Corp. | 1,141,871 | 0.1 | |||||||||||
3,600 | Taisho Pharmaceutical Holdings Co. Ltd. | 286,748 | 0.0 | |||||||||||
14,325 | Taiyo Nippon Sanso Corp. | 199,893 | 0.0 | |||||||||||
33,689 | Takashimaya Co., Ltd. | 354,111 | 0.0 | |||||||||||
78,762 | Takeda Pharmaceutical Co., Ltd. | 4,459,322 | 0.3 | |||||||||||
13,312 | TDK Corp. | 1,057,916 | 0.1 | |||||||||||
21,101 | Teijin Ltd. | 468,862 | 0.0 | |||||||||||
17,200 | Persol Holdings Co. Ltd | 430,626 | 0.0 | |||||||||||
35,764 | Terumo Corp. | 1,691,983 | 0.1 | |||||||||||
13,878 | THK Co., Ltd. | 518,757 | 0.0 | |||||||||||
21,985 | Tobu Railway Co., Ltd. | 709,533 | 0.1 | |||||||||||
12,900 | Toho Co., Ltd. | 446,532 | 0.0 | |||||||||||
7,400 | Toho Gas Co., Ltd. | 202,597 | 0.0 | |||||||||||
50,813 | Tohoku Electric Power Co., Inc. | 648,724 | 0.0 | |||||||||||
73,888 | Tokio Marine Holdings, Inc. | 3,360,652 | 0.2 | |||||||||||
158,166 | (2) | Tokyo Electric Power Co., Inc. | 624,230 | 0.0 | ||||||||||
17,465 | Tokyo Electron Ltd. | 3,150,502 | 0.2 | |||||||||||
43,672 | Tokyo Gas Co., Ltd. | 997,837 | 0.1 | |||||||||||
23,211 | Tokyo Tatemono Co., Ltd. | 312,841 | 0.0 | |||||||||||
58,194 | Tokyu Corp. | 927,617 | 0.1 | |||||||||||
58,735 | Tokyu Fudosan Holdings Corp. | 423,880 | 0.0 | |||||||||||
59,432 | Toppan Printing Co., Ltd. | 536,856 | 0.0 | |||||||||||
160,903 | Toray Industries, Inc. | 1,514,469 | 0.1 | |||||||||||
715,619 | (2) | Toshiba Corp. | 2,013,323 | 0.1 | ||||||||||
30,000 | Tosoh Corp. | 676,806 | 0.1 | |||||||||||
15,634 | Toto Ltd. | 920,596 | 0.1 | |||||||||||
18,185 | Toyo Seikan Group Holdings, Ltd. | 291,911 | 0.0 | |||||||||||
10,388 | Toyo Suisan Kaisha Ltd. | 443,472 | 0.0 | |||||||||||
5,700 | Toyoda Gosei Co., Ltd. | 144,619 | 0.0 | |||||||||||
17,905 | Toyota Industries Corp. | 1,147,692 | 0.1 | |||||||||||
286,658 | Toyota Motor Corp. | 18,268,715 | 1.1 |
24,754 | Toyota Tsusho Corp. | 994,448 | 0.1 | |||||||||||
12,453 | (2) | Trend Micro, Inc. | 704,879 | 0.1 | ||||||||||
3,800 | Tsuruha Holdings, Inc. | 516,154 | 0.0 | |||||||||||
44,578 | Unicharm Corp. | 1,157,561 | 0.1 | |||||||||||
319 | United Urban Investment Corp. | 458,930 | 0.0 | |||||||||||
24,926 | USS Co., Ltd. | 527,104 | 0.0 | |||||||||||
18,221 | West Japan Railway Co. | 1,329,295 | 0.1 | |||||||||||
157,844 | Yahoo! Japan Corp. | 723,161 | 0.1 | |||||||||||
9,885 | Yakult Honsha Co., Ltd. | 745,876 | 0.1 | |||||||||||
72,937 | Yamada Denki Co., Ltd. | 401,684 | 0.0 | |||||||||||
22,000 | Yamaguchi Financial Group, Inc. | 260,730 | 0.0 | |||||||||||
18,607 | Yamaha Corp. | 686,352 | 0.1 | |||||||||||
30,904 | Yamaha Motor Co., Ltd. | 1,012,362 | 0.1 | |||||||||||
38,901 | Yamato Holdings Co., Ltd. | 780,951 | 0.1 | |||||||||||
13,400 | (3) | Yamazaki Baking Co., Ltd. | 260,918 | 0.0 | ||||||||||
27,442 | Yaskawa Electric Corp. | 1,202,375 | 0.1 | |||||||||||
24,973 | Yokogawa Electric Corp. | 476,801 | 0.0 | |||||||||||
12,769 | Yokohama Rubber Co., Ltd. | 311,900 | 0.0 | |||||||||||
396,314,481 | 23.5 | |||||||||||||
Luxembourg: 0.1% | ||||||||||||||
4,218 | RTL Group SA | 338,606 | 0.0 | |||||||||||
169 | SES S.A. - France | 2,637 | 0.0 | |||||||||||
40,313 | (2) | SES S.A. - Luxembourg | 629,286 | 0.0 | ||||||||||
52,721 | Tenaris S.A. | 836,784 | 0.1 | |||||||||||
1,807,313 | 0.1 | |||||||||||||
Macau: 0.1% | ||||||||||||||
105,668 | (3) | MGM China Holdings Ltd. | 318,872 | 0.0 | ||||||||||
269,602 | Sands China Ltd. | 1,387,707 | 0.1 | |||||||||||
210,365 | SJM Holdings Ltd. | 187,969 | 0.0 | |||||||||||
177,679 | Wynn Macau Ltd. | 561,727 | 0.0 | |||||||||||
2,456,275 | 0.1 | |||||||||||||
Mexico: 0.0% | ||||||||||||||
24,630 | Fresnillo PLC | 473,239 | 0.0 | |||||||||||
Netherlands: 5.9% | ||||||||||||||
42,307 | (4) | ABN AMRO Group NV | 1,364,011 | 0.1 | ||||||||||
199,276 | Aegon NV | 1,266,190 | 0.1 | |||||||||||
16,312 | (2) | AerCap Holdings NV | 858,174 | 0.1 | ||||||||||
64,511 | Airbus SE | 6,411,527 | 0.4 | |||||||||||
27,699 | Akzo Nobel NV | 2,430,446 | 0.1 | |||||||||||
55,650 | (2),(3) | Altice NV | 583,569 | 0.0 | ||||||||||
71,926 | (2) | ArcelorMittal | 2,333,508 | 0.1 | ||||||||||
42,192 | ASML Holding NV | 7,335,415 | 0.4 | |||||||||||
9,783 | Boskalis Westminster NV | 368,657 | 0.0 | |||||||||||
11,951 | EXOR NV | 732,742 | 0.0 | |||||||||||
12,730 | Heineken Holding NV | 1,258,615 | 0.1 | |||||||||||
28,641 | Heineken NV | 2,985,737 | 0.2 | |||||||||||
430,821 | ING Groep NV | 7,908,445 | 0.5 | |||||||||||
19,791 | Koninklijke DSM NV | 1,890,509 | 0.1 | |||||||||||
380,894 | Koninklijke KPN NV | 1,329,804 | 0.1 | |||||||||||
104,785 | Koninklijke Philips NV | 3,956,532 | 0.2 | |||||||||||
141,579 | Koninklijke Ahold Delhaize NV | 3,112,320 | 0.2 | |||||||||||
7,937 | Koninklijke Vopak NV | 347,673 | 0.0 | |||||||||||
34,408 | NN Group NV | 1,488,264 | 0.1 | |||||||||||
37,667 | (2) | NXP Semiconductor NV - NXPI - US | 4,410,429 | 0.3 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
23,896 | (2) | QIAGEN NV | 745,327 | 0.0 | ||||||||||
12,807 | Randstad Holdings NV | 785,823 | 0.1 | |||||||||||
109,425 | Relx NV | 2,515,063 | 0.2 | |||||||||||
486,391 | Royal Dutch Shell PLC - Class A | 16,237,251 | 1.0 | |||||||||||
417,916 | Royal Dutch Shell PLC - Class B | 14,072,888 | 0.8 | |||||||||||
179,823 | Unilever NV | 10,124,544 | 0.6 | |||||||||||
34,040 | Wolters Kluwer NV | 1,774,488 | 0.1 | |||||||||||
98,627,951 | 5.9 | |||||||||||||
New Zealand: 0.2% | ||||||||||||||
104,549 | Auckland International Airport Ltd. | 479,911 | 0.0 | |||||||||||
56,484 | Fisher & Paykel Healthcare Corp. | 573,064 | 0.1 | |||||||||||
75,695 | Fletcher Building Ltd. | 407,706 | 0.0 | |||||||||||
56,005 | Mercury NZ Ltd. | 133,758 | 0.0 | |||||||||||
145,412 | Meridian Energy Ltd. | 301,433 | 0.0 | |||||||||||
45,693 | �� | Ryman Healthcare Ltd. | 342,512 | 0.0 | ||||||||||
203,031 | Spark New Zealand Ltd. | 522,315 | 0.1 | |||||||||||
2,760,699 | 0.2 | |||||||||||||
Norway: 0.6% | ||||||||||||||
107,986 | DNB ASA | 1,998,974 | 0.1 | |||||||||||
22,340 | Gjensidige Forsikring ASA | 421,383 | 0.0 | |||||||||||
42,445 | Marine Harvest | 717,774 | 0.0 | |||||||||||
145,417 | Norsk Hydro ASA | 1,102,379 | 0.1 | |||||||||||
89,213 | Orkla ASA | 945,398 | 0.1 | |||||||||||
9,351 | Schibsted ASA - Class B | 248,563 | 0.0 | |||||||||||
124,790 | Statoil ASA | 2,671,558 | 0.2 | |||||||||||
82,512 | Telenor ASA | 1,766,318 | 0.1 | |||||||||||
19,842 | Yara International ASA | 911,033 | 0.0 | |||||||||||
10,783,380 | 0.6 | |||||||||||||
Portugal: 0.1% | ||||||||||||||
258,039 | EDP - Energias de Portugal SA | 893,217 | 0.1 | |||||||||||
55,157 | Galp Energia SGPS SA | 1,013,383 | 0.0 | |||||||||||
27,954 | Jeronimo Martins SGPS SA | 543,188 | 0.0 | |||||||||||
2,449,788 | 0.1 | |||||||||||||
Singapore: 1.3% | ||||||||||||||
274,745 | Ascendas Real Estate Investment Trust | 557,609 | 0.1 | |||||||||||
216,642 | CapitaLand Commercial Trust | 312,055 | 0.0 | |||||||||||
298,296 | CapitaLand Ltd. | 784,724 | 0.1 | |||||||||||
294,101 | CapitaLand Mall Trust | 467,895 | 0.0 | |||||||||||
50,981 | City Developments Ltd. | 474,129 | 0.0 | |||||||||||
239,502 | ComfortDelgro Corp., Ltd. | 353,862 | 0.0 | |||||||||||
197,220 | DBS Group Holdings Ltd. | 3,647,837 | 0.2 | |||||||||||
692,212 | Genting Singapore PLC | 676,042 | 0.1 | |||||||||||
307,397 | Global Logistic Properties Ltd. | 774,555 | 0.1 | |||||||||||
849,769 | Golden Agri-Resources Ltd. | 234,597 | 0.0 | |||||||||||
634,473 | Hutchison Port Holdings Trust | 262,667 | 0.0 | |||||||||||
11,170 | Jardine Cycle & Carriage Ltd. | 339,058 | 0.0 | |||||||||||
159,804 | Keppel Corp., Ltd. | 874,480 | 0.1 | |||||||||||
345,922 | Oversea-Chinese Banking Corp., Ltd. | 3,195,709 | 0.2 |
114,394 | SembCorp Industries Ltd. | 258,399 | 0.0 | |||||||||||
61,760 | Singapore Airlines Ltd. | 491,909 | 0.0 | |||||||||||
65,700 | SATS Ltd | 255,441 | 0.0 | |||||||||||
98,551 | Singapore Exchange Ltd. | 547,242 | 0.0 | |||||||||||
189,227 | Singapore Press Holdings Ltd. | 374,359 | 0.0 | |||||||||||
896,050 | Singapore Telecommunications Ltd. | 2,388,983 | 0.2 | |||||||||||
178,206 | Singapore Technologies Engineering Ltd. | 433,555 | 0.0 | |||||||||||
47,000 | StarHub Ltd. | 100,013 | 0.0 | |||||||||||
193,200 | Suntec Real Estate Investment Trust | 309,832 | 0.0 | |||||||||||
142,856 | United Overseas Bank Ltd. | 2,816,123 | 0.2 | |||||||||||
35,600 | United Overseas Land Ltd. | 235,467 | 0.0 | |||||||||||
187,876 | Wilmar International Ltd. | 432,955 | 0.0 | |||||||||||
222,400 | Yangzijiang Shipbuilding Holdings Ltd. | 243,867 | 0.0 | |||||||||||
21,843,364 | 1.3 | |||||||||||||
Spain: 3.1% | ||||||||||||||
71,035 | Abertis Infraestructuras SA | 1,580,501 | 0.1 | |||||||||||
26,285 | ACS Actividades de Construccion y Servicios S.A. | 1,026,784 | 0.1 | |||||||||||
7,463 | (4) | Aena SME SA | 1,510,353 | 0.1 | ||||||||||
48,477 | Amadeus IT Group SA | 3,488,516 | 0.2 | |||||||||||
737,301 | Banco Bilbao Vizcaya Argentaria S.A. | 6,265,724 | 0.4 | |||||||||||
584,931 | Banco de Sabadell SA | 1,159,592 | 0.1 | |||||||||||
1,783,370 | Banco Santander SA | 11,692,162 | 0.7 | |||||||||||
120,638 | Bankia SA | 575,798 | 0.0 | |||||||||||
75,448 | Bankinter S.A. | 713,714 | 0.0 | |||||||||||
395,728 | CaixaBank SA | 1,839,664 | 0.1 | |||||||||||
24,260 | Enagas | 693,821 | 0.0 | |||||||||||
34,235 | Endesa S.A. | 732,210 | 0.0 | |||||||||||
55,062 | Ferrovial SA | 1,249,527 | 0.1 | |||||||||||
25,047 | Siemens Gamesa Renewable Energy SA | 342,980 | 0.0 | |||||||||||
37,595 | Gas Natural SDG S.A. | 867,633 | 0.1 | |||||||||||
32,220 | (3) | Grifols SA | 942,079 | 0.1 | ||||||||||
634,096 | Iberdrola S.A. | 4,908,707 | 0.3 | |||||||||||
120,029 | Industria de Diseno Textil SA | 4,173,610 | 0.2 | |||||||||||
111,210 | Mapfre SA | 356,723 | 0.0 | |||||||||||
47,982 | Red Electrica Corp. SA | 1,077,060 | 0.1 | |||||||||||
134,471 | Repsol SA | 2,374,274 | 0.1 | |||||||||||
500,444 | Telefonica S.A. | 4,873,185 | 0.3 | |||||||||||
52,444,617 | 3.1 | |||||||||||||
Sweden: 2.6% | ||||||||||||||
32,452 | Alfa Laval AB | 767,596 | 0.1 | |||||||||||
111,030 | Assa Abloy AB | 2,301,814 | 0.1 | |||||||||||
74,091 | Atlas Copco AB - A | 3,197,477 | 0.2 | |||||||||||
43,299 | Atlas Copco AB - B | 1,659,524 | 0.1 | |||||||||||
30,337 | Boliden AB | 1,037,456 | 0.1 | |||||||||||
26,191 | Electrolux AB | 843,230 | 0.1 | |||||||||||
67,404 | (2) | Essity AB | 1,915,481 | 0.1 | ||||||||||
26,312 | Getinge AB | 381,543 | 0.0 | |||||||||||
8,559 | (3) | ICA Gruppen AB | 310,940 | 0.0 | ||||||||||
104,079 | (3) | Hennes & Mauritz AB | 2,152,755 | 0.1 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
28,639 | Hexagon AB | 1,436,649 | 0.1 | |||||||||||
48,295 | Husqvarna AB - B Shares | 459,503 | 0.0 | |||||||||||
16,542 | Industrivarden AB | 408,055 | 0.0 | |||||||||||
50,303 | Investor AB | 2,294,203 | 0.1 | |||||||||||
25,995 | Kinnevik AB | 878,393 | 0.1 | |||||||||||
3,876 | Lundbergforetagen AB | 289,542 | 0.0 | |||||||||||
21,730 | (2) | Lundin Petroleum AB | 497,426 | 0.0 | ||||||||||
7,294 | Millicom International Cellular S.A. | 492,603 | 0.0 | |||||||||||
335,309 | Nordea Bank AB | 4,059,909 | 0.2 | |||||||||||
117,395 | Sandvik AB | 2,054,964 | 0.1 | |||||||||||
34,574 | Securitas AB | 603,045 | 0.0 | |||||||||||
167,706 | Skandinaviska Enskilda Banken AB | 1,969,270 | 0.1 | |||||||||||
37,586 | Skanska AB | 778,809 | 0.1 | |||||||||||
42,686 | SKF AB - B Shares | 948,303 | 0.1 | |||||||||||
169,012 | Svenska Handelsbanken AB | 2,309,725 | 0.1 | |||||||||||
100,529 | Swedbank AB | 2,425,242 | 0.2 | |||||||||||
20,556 | Swedish Match AB | 809,735 | 0.1 | |||||||||||
37,786 | Tele2 AB | 464,391 | 0.0 | |||||||||||
339,677 | Telefonaktiebolaget LM Ericsson | 2,241,777 | 0.1 | |||||||||||
281,281 | Telia Co. AB | 1,253,777 | 0.1 | |||||||||||
171,610 | Volvo AB - B Shares | 3,195,702 | 0.2 | |||||||||||
44,438,839 | 2.6 | |||||||||||||
Switzerland: 8.5% | ||||||||||||||
204,858 | ABB Ltd. | 5,486,987 | 0.3 | |||||||||||
17,679 | Adecco Group AG | 1,351,031 | 0.1 | |||||||||||
5,528 | Baloise Holding AG | 859,303 | 0.1 | |||||||||||
235 | Barry Callebaut AG | 489,830 | 0.0 | |||||||||||
57,690 | Cie Financiere Richemont SA | 5,224,860 | 0.3 | |||||||||||
19,335 | Clariant AG | 540,266 | 0.0 | |||||||||||
19,749 | Coca-Cola HBC AG | 645,270 | 0.0 | |||||||||||
261,297 | Credit Suisse Group AG | 4,660,421 | 0.3 | |||||||||||
3,916 | (2) | Dufry Group | 581,291 | 0.0 | ||||||||||
941 | EMS-Chemie Holding AG | 627,802 | 0.0 | |||||||||||
27,805 | Ferguson PLC | 1,995,391 | 0.1 | |||||||||||
4,119 | Geberit AG - Reg | 1,813,046 | 0.1 | |||||||||||
1,015 | Givaudan | 2,344,576 | 0.1 | |||||||||||
1,347,604 | Glencore PLC | 7,053,295 | 0.4 | |||||||||||
30,247 | LafargeHolcim Ltd.-CHF | 1,703,567 | 0.1 | |||||||||||
24,336 | Julius Baer Group Ltd. | 1,488,197 | 0.1 | |||||||||||
5,966 | Kuehne & Nagel International AG | 1,055,501 | 0.1 | |||||||||||
20,344 | LafargeHolcim Ltd. | 1,145,382 | 0.1 | |||||||||||
11 | Chocoladefabriken Lindt & Sprungli AG - REG - LISN | 795,664 | 0.1 | |||||||||||
107 | Chocoladefabriken Lindt & Sprungli AG - PC - LISP | 653,343 | 0.0 | |||||||||||
8,281 | Lonza Group AG | 2,233,438 | 0.1 | |||||||||||
342,520 | Nestle S.A. | 29,448,590 | 1.8 | |||||||||||
244,724 | Novartis AG | 20,594,138 | 1.2 | |||||||||||
3,273 | Pargesa Holding SA | 283,492 | 0.0 | |||||||||||
1,925 | Partners Group | 1,318,997 | 0.1 | |||||||||||
77,157 | Roche Holding AG | 19,509,562 | 1.2 | |||||||||||
4,918 | Schindler Holding AG - Part Cert | 1,131,094 | 0.1 | |||||||||||
2,242 | (2) | Schindler Holding AG - Reg | 506,982 | 0.0 | ||||||||||
597 | SGS S.A. | 1,556,401 | 0.1 |
238 | Sika AG | 1,888,292 | 0.1 | |||||||||||
6,008 | Sonova Holding AG - Reg | 938,394 | 0.1 | |||||||||||
70,963 | STMicroelectronics NV | 1,547,986 | 0.1 | |||||||||||
987 | (2) | Straumann Holding AG | 696,279 | 0.1 | ||||||||||
3,406 | Swatch Group AG - BR | 1,386,849 | 0.1 | |||||||||||
5,657 | Swatch Group AG - Reg | 431,478 | 0.0 | |||||||||||
3,531 | Swiss Life Holding AG | 1,248,117 | 0.1 | |||||||||||
7,476 | Swiss Prime Site AG | 690,592 | 0.0 | |||||||||||
34,762 | Swiss Re Ltd. | 3,250,969 | 0.2 | |||||||||||
2,789 | Swisscom AG | 1,483,071 | 0.1 | |||||||||||
404,356 | UBS Group AG | 7,429,135 | 0.4 | |||||||||||
4,981 | Vifor Pharma AG | 637,668 | 0.0 | |||||||||||
16,819 | Zurich Insurance Group AG | 5,113,709 | 0.3 | |||||||||||
143,840,256 | 8.5 | |||||||||||||
United Arab Emirates: 0.0% | ||||||||||||||
40,210 | Mediclinic International PLC | 352,610 | 0.0 | |||||||||||
United Kingdom: 15.3% | ||||||||||||||
108,413 | 3i Group PLC | 1,334,682 | 0.1 | |||||||||||
22,434 | Admiral Group PLC | 605,095 | 0.0 | |||||||||||
146,626 | (3) | Anglo American PLC | 3,049,664 | 0.2 | ||||||||||
43,756 | Antofagasta PLC | 590,534 | 0.0 | |||||||||||
54,963 | Ashtead Group PLC | 1,474,186 | 0.1 | |||||||||||
39,166 | Associated British Foods PLC | 1,491,212 | 0.1 | |||||||||||
139,327 | AstraZeneca PLC | 9,614,323 | 0.6 | |||||||||||
109,171 | (4) | Auto Trader Group PLC | 520,016 | 0.0 | ||||||||||
441,125 | Aviva PLC | 3,008,607 | 0.2 | |||||||||||
27,584 | Babcock International Group | 262,746 | 0.0 | |||||||||||
353,430 | BAE Systems PLC | 2,730,710 | 0.2 | |||||||||||
1,881,539 | Barclays PLC | 5,150,460 | 0.3 | |||||||||||
111,633 | Barratt Developments PLC | 973,825 | 0.1 | |||||||||||
14,504 | Berkeley Group Holdings PLC | 821,879 | 0.0 | |||||||||||
232,556 | BHP Billiton PLC | 4,702,353 | 0.3 | |||||||||||
2,157,989 | BP PLC | 15,138,879 | 0.9 | |||||||||||
251,966 | British American Tobacco PLC | 17,032,560 | 1.0 | |||||||||||
105,220 | British Land Co. PLC | 979,949 | 0.1 | |||||||||||
925,249 | BT Group PLC | 3,394,137 | 0.2 | |||||||||||
37,197 | Bunzl PLC | 1,039,288 | 0.1 | |||||||||||
48,473 | Burberry Group PLC | 1,168,674 | 0.1 | |||||||||||
74,189 | Capita Group PLC | 400,851 | 0.0 | |||||||||||
21,019 | Carnival PLC | 1,382,953 | 0.1 | |||||||||||
603,778 | Centrica PLC | 1,119,255 | 0.1 | |||||||||||
111,796 | CNH Industrial NV | 1,495,663 | 0.1 | |||||||||||
280,326 | (2) | Cobham PLC | 478,022 | 0.0 | ||||||||||
24,114 | Coca-Cola European Partners PLC | 961,296 | 0.1 | |||||||||||
174,384 | Compass Group PLC | 3,760,097 | 0.2 | |||||||||||
138,836 | (4) | ConvaTec Group PLC | 382,815 | 0.0 | ||||||||||
60,857 | CRH PLC - London | 2,184,153 | 0.1 | |||||||||||
14,427 | Croda International PLC | 860,030 | 0.1 | |||||||||||
277,373 | Diageo PLC | 10,166,909 | 0.6 | |||||||||||
146,171 | Direct Line Insurance Group PLC | 752,164 | 0.0 | |||||||||||
18,323 | easyJet PLC | 362,175 | 0.0 | |||||||||||
103,300 | Experian PLC | 2,277,005 | 0.1 | |||||||||||
116,554 | (2) | Fiat Chrysler Automobiles NV | 2,080,869 | 0.1 | ||||||||||
167,943 | G4S PLC | 604,440 | 0.0 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
184,994 | GKN PLC | 795,531 | 0.0 | |||||||||||
539,336 | GlaxoSmithKline PLC | 9,551,184 | 0.6 | |||||||||||
86,945 | Hammerson PLC | 641,473 | 0.0 | |||||||||||
27,252 | Hargreaves Lansdown PLC | 661,835 | 0.0 | |||||||||||
2,200,607 | HSBC Holdings PLC | 22,727,981 | 1.3 | |||||||||||
31,276 | IMI PLC | 562,889 | 0.0 | |||||||||||
105,284 | Imperial Brands PLC | 4,490,841 | 0.3 | |||||||||||
20,576 | InterContinental Hotels Group PLC | 1,308,729 | 0.1 | |||||||||||
71,678 | International Consolidated Airlines Group SA | 621,169 | 0.0 | |||||||||||
17,911 | Intertek Group PLC | 1,252,578 | 0.1 | |||||||||||
72,320 | Investec PLC - INVP - GBP | 520,721 | 0.0 | |||||||||||
398,107 | ITV PLC | 889,567 | 0.1 | |||||||||||
173,885 | J Sainsbury PLC | 566,225 | 0.0 | |||||||||||
74,505 | John Wood Group PLC | 651,890 | 0.0 | |||||||||||
20,668 | Johnson Matthey PLC | 856,446 | 0.0 | |||||||||||
239,933 | Kingfisher PLC | 1,093,962 | 0.1 | |||||||||||
80,375 | Land Securities Group PLC | 1,092,031 | 0.1 | |||||||||||
655,206 | Legal & General Group PLC | 2,412,189 | 0.1 | |||||||||||
7,804,975 | Lloyds Banking Group Plc | 7,157,012 | 0.4 | |||||||||||
34,597 | London Stock Exchange Group PLC | 1,769,522 | 0.1 | |||||||||||
180,770 | (3) | Marks & Spencer Group PLC | 766,937 | 0.0 | ||||||||||
83,904 | Meggitt PLC | 544,818 | 0.0 | |||||||||||
75,321 | (4) | Merlin Entertainments PLC | 368,999 | 0.0 | ||||||||||
48,355 | Micro Focus International PLC | 1,643,428 | 0.1 | |||||||||||
40,753 | Mondi PLC | 1,059,114 | 0.1 | |||||||||||
375,986 | National Grid PLC | 4,432,310 | 0.3 | |||||||||||
15,584 | Next PLC | 949,831 | 0.1 | |||||||||||
542,794 | Old Mutual PLC | 1,698,018 | 0.1 | |||||||||||
91,639 | Pearson PLC | 907,774 | 0.1 | |||||||||||
34,132 | Persimmon PLC | 1,261,759 | 0.1 | |||||||||||
284,428 | Prudential PLC | 7,284,276 | 0.4 | |||||||||||
10,397 | Randgold Resources Ltd. | 1,032,368 | 0.1 | |||||||||||
71,295 | Reckitt Benckiser Group PLC | 6,651,344 | 0.4 | |||||||||||
119,464 | Relx PLC | 2,801,210 | 0.2 | |||||||||||
135,553 | Rio Tinto PLC | 7,110,769 | 0.4 | |||||||||||
182,901 | Rolls-Royce Holdings PLC | 2,087,405 | 0.1 | |||||||||||
387,370 | (2) | Royal Bank of Scotland Group PLC | 1,452,553 | 0.1 | ||||||||||
97,488 | Royal Mail PLC | 595,612 | 0.0 | |||||||||||
112,449 | RSA Insurance Group PLC | 958,508 | 0.1 | |||||||||||
119,685 | Sage Group PLC | 1,286,670 | 0.1 | |||||||||||
14,177 | Schroders PLC | 671,085 | 0.0 | |||||||||||
111,685 | SSE PLC | 1,985,509 | 0.1 | |||||||||||
111,474 | Segro PLC | 882,374 | 0.1 | |||||||||||
26,328 | Severn Trent PLC | 767,159 | 0.0 | |||||||||||
100,034 | Shire PLC | 5,183,863 | 0.3 | |||||||||||
112,809 | (2) | Sky PLC | 1,539,533 | 0.1 | ||||||||||
97,867 | Smith & Nephew PLC | 1,693,400 | 0.1 | |||||||||||
44,054 | Smiths Group PLC | 884,140 | 0.1 | |||||||||||
56,811 | St. James's Place PLC | 938,524 | 0.1 | |||||||||||
363,185 | (2) | Standard Chartered PLC | 3,814,010 | 0.2 |
296,229 | Standard Life Aberdeen PLC | 1,742,420 | 0.1 | |||||||||||
362,784 | Taylor Wimpey PLC | 1,010,972 | 0.1 | |||||||||||
907,000 | Tesco PLC | 2,562,441 | 0.2 | |||||||||||
27,747 | Travis Perkins PLC | 587,038 | 0.0 | |||||||||||
138,935 | Unilever PLC | 7,706,170 | 0.5 | |||||||||||
75,068 | United Utilities Group PLC | 840,722 | 0.1 | |||||||||||
2,938,265 | Vodafone Group PLC | 9,287,823 | 0.6 | |||||||||||
24,094 | Weir Group PLC | 690,621 | 0.0 | |||||||||||
20,294 | Whitbread PLC | 1,095,995 | 0.1 | |||||||||||
245,845 | WM Morrison Supermarkets PLC | 729,907 | 0.0 | |||||||||||
209,282 | (4) | Worldpay Group PLC | 1,200,981 | 0.1 | ||||||||||
140,504 | WPP PLC | 2,538,303 | 0.1 | |||||||||||
257,222,944 | 15.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,336,985,288) | 1,639,195,828 | 97.4 | ||||||||||||
PREFERRED STOCK: 0.6% | ||||||||||||||
Germany: 0.6% | ||||||||||||||
5,798 | Bayerische Motoren Werke AG | 517,378 | 0.0 | |||||||||||
7,796 | Fuchs Petrolub AG | 412,803 | 0.0 | |||||||||||
19,772 | Henkel AG & Co. KGaA | 2,610,993 | 0.2 | |||||||||||
16,675 | Porsche AG | 1,393,532 | 0.1 | |||||||||||
18,641 | Schaeffler AG | 328,910 | 0.0 | |||||||||||
20,667 | Volkswagen AG | 4,105,138 | 0.3 | |||||||||||
9,368,754 | 0.6 | |||||||||||||
United Kingdom: 0.0% | ||||||||||||||
8,513,358 | (2) | Rolls-Royce Holdings PLC - C Shares | 11,494 | 0.0 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $8,025,409) | 9,380,248 | 0.6 | ||||||||||||
RIGHTS: 0.0% | ||||||||||||||
Spain: 0.0% | ||||||||||||||
134,471 | (2) | Repsol SA | 61,150 | 0.0 | ||||||||||
Total Rights | ||||||||||||||
(Cost $61,472) | 61,150 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,345,072,169) | 1,648,637,226 | 98.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.7% | ||||||||||||||
Securities Lending Collateral(5): 0.8% | ||||||||||||||
689,184 | Bank of Montreal, Repurchase Agreement dated 12/29/17, 1.35%, due 01/02/18 (Repurchase Amount $689,286, collateralized by various U.S. Government Securities, 0.125%-5.250%, Market Value plus accrued interest $702,968, due 04/30/18-02/15/45) | 689,184 | 0.0 |
See Accompanying Notes to Financial Statements
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
3,275,940 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,276,446, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,341,459, due 01/31/18-06/20/63) | 3,275,940 | 0.2 | |||||||||||
3,275,940 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,276,453, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,341,459, due 01/11/18-12/01/51) | 3,275,940 | 0.2 | |||||||||||
3,275,940 | HSBC Securities USA, Repurchase Agreement dated 12/29/17, 1.38%, due 01/02/18 (Repurchase Amount $3,276,435, collateralized by various U.S. Government Securities, 0.000%-0.375%, Market Value plus accrued interest $3,341,487, due 05/15/18-08/15/46) | 3,275,940 | 0.2 | |||||||||||
3,275,940 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,276,525, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,366,911, due 01/15/19-02/15/46) | 3,275,940 | 0.2 | |||||||||||
13,792,944 | 0.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
32,419,000 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $32,419,000) | 32,419,000 | 1.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $46,211,944) | 46,211,944 | 2.7 | ||||||||||||
Total Investments in Securities (Cost $1,391,284,113) | $ | 1,694,849,170 | 100.7 | |||||||||||
Liabilities in Excess of Other Assets | (11,234,422 | ) | (0.7 | ) | ||||||||||
Net Assets | $ | 1,683,614,748 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(2) | Non-income producing security. |
(3) | Security, or a portion of the security, is on loan. |
(4) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.8% | ||||||||||||||
Consumer Discretionary: 19.3% | ||||||||||||||
2,300 | ABC-Mart, Inc. | 131,831 | 0.1 | |||||||||||
2,000 | Adastria Co. Ltd. | 40,408 | 0.0 | |||||||||||
400 | Aeon Fantasy Co., Ltd. | 17,692 | 0.0 | |||||||||||
3,600 | Aisan Industry Co., Ltd. | 42,142 | 0.0 | |||||||||||
10,670 | Aisin Seiki Co., Ltd. | 597,761 | 0.2 | |||||||||||
8,000 | (1) | Akebono Brake Industry Co., Ltd. | 21,786 | 0.0 | ||||||||||
800 | Alpen Co., Ltd. | 17,212 | 0.0 | |||||||||||
3,200 | Alpine Electronics, Inc. | 66,094 | 0.0 | |||||||||||
500 | Amiyaki Tei Co., Ltd. | 23,563 | 0.0 | |||||||||||
1,100 | Amuse, Inc. | 31,163 | 0.0 | |||||||||||
2,900 | AOKI Holdings, Inc. | 42,545 | 0.0 | |||||||||||
2,400 | Aoyama Trading Co., Ltd. | 89,686 | 0.0 | |||||||||||
800 | Arata Corp. | 43,530 | 0.0 | |||||||||||
3,000 | Arc Land Sakamoto Co., Ltd. | 48,563 | 0.0 | |||||||||||
1,200 | Asahi Co., Ltd. | 13,959 | 0.0 | |||||||||||
13,500 | Asics Corp. | 214,580 | 0.1 | |||||||||||
1,200 | Askul Corp. | 33,964 | 0.0 | |||||||||||
1,800 | Atsugi Co., Ltd. | 20,685 | 0.0 | |||||||||||
4,600 | Autobacs Seven Co., Ltd. | 88,198 | 0.0 | |||||||||||
3,200 | Avex Group Holdings, Inc. | 45,465 | 0.0 | |||||||||||
3,700 | Belluna Co., Ltd. | 45,464 | 0.0 | |||||||||||
4,700 | Benesse Holdings, Inc. | 165,364 | 0.1 | |||||||||||
7,700 | BIC Camera, Inc. | 110,908 | 0.1 | |||||||||||
46,400 | Bridgestone Corp. | 2,147,496 | 0.7 | |||||||||||
1,400 | Can Do Co., Ltd. | 22,452 | 0.0 | |||||||||||
3,700 | Canon Marketing Japan, Inc. | 99,871 | 0.1 | |||||||||||
10,500 | Casio Computer Co., Ltd. | 150,669 | 0.1 | |||||||||||
700 | Central Sports Co., Ltd. | 27,208 | 0.0 | |||||||||||
1,900 | Chiyoda Co., Ltd. | 51,012 | 0.0 | |||||||||||
800 | Chofu Seisakusho Co., Ltd. | 18,445 | 0.0 | |||||||||||
1,200 | Chori Co., Ltd. | 22,250 | 0.0 | |||||||||||
8,000 | Clarion Co., Ltd. | 29,697 | 0.0 | |||||||||||
1,600 | Cleanup Corp. | 12,606 | 0.0 | |||||||||||
4,500 | Colowide Co., Ltd. | 90,946 | 0.0 | |||||||||||
400 | Corona Corp. | 5,050 | 0.0 | |||||||||||
4,200 | Create Restaurants Holdings, Inc. | 49,505 | 0.0 | |||||||||||
8,300 | CyberAgent, Inc. | 323,473 | 0.1 | |||||||||||
2,500 | Daido Metal Co., Ltd. | 24,685 | 0.0 | |||||||||||
1,900 | Daidoh Ltd. | 7,552 | 0.0 | |||||||||||
2,100 | Daiichikosho Co., Ltd. | 104,636 | 0.1 | |||||||||||
700 | Daikoku Denki Co., Ltd. | 10,938 | 0.0 | |||||||||||
3,000 | Daikyonishikawa Corp. | 48,509 | 0.0 | |||||||||||
1,500 | Dainichi Co., Ltd. | 11,159 | 0.0 | |||||||||||
600 | Daisyo Corp. | 9,365 | 0.0 | |||||||||||
7,300 | DCM Holdings Co., Ltd. | 67,960 | 0.0 | |||||||||||
300 | DD Holdings Co. Ltd | 12,701 | 0.0 | |||||||||||
29,000 | Denso Corp. | 1,737,355 | 0.6 | |||||||||||
15,100 | Dentsu, Inc. | 638,504 | 0.2 | |||||||||||
2,900 | Descente Ltd. | 49,942 | 0.0 | |||||||||||
8,400 | Don Quijote Holdings Co. Ltd. | 437,891 | 0.2 |
1,300 | Doshisha Co., Ltd. | 27,637 | 0.0 | |||||||||||
2,300 | Doutor Nichires Holdings Co., Ltd. | 56,726 | 0.0 | |||||||||||
1,000 | Dynic Corp. | 9,999 | 0.0 | |||||||||||
2,000 | Eagle Industry Co., Ltd. | 37,308 | 0.0 | |||||||||||
5,300 | EDION Corp. | 61,621 | 0.0 | |||||||||||
1,700 | Exedy Corp. | 52,375 | 0.0 | |||||||||||
1,300 | Yondoshi Holdings, Inc. | 34,445 | 0.0 | |||||||||||
2,100 | Fast Retailing Co., Ltd. | 834,989 | 0.3 | |||||||||||
2,400 | FCC Co., Ltd. | 62,858 | 0.0 | |||||||||||
1,700 | Foster Electric Co., Ltd. | 42,072 | 0.0 | |||||||||||
1,900 | France Bed Holdings Co., Ltd. | 17,925 | 0.0 | |||||||||||
1,200 | F-Tech, Inc. | 17,897 | 0.0 | |||||||||||
1,800 | Fuji Co., Ltd. | 38,741 | 0.0 | |||||||||||
40,400 | Subaru Corp. | 1,280,997 | 0.4 | |||||||||||
1,400 | Fuji Kiko Co., Ltd. | 9,165 | 0.0 | |||||||||||
2,000 | Fuji Kyuko Co., Ltd. | 57,529 | 0.0 | |||||||||||
13,200 | Fuji Media Holdings, Inc. | 207,187 | 0.1 | |||||||||||
1,000 | Fujibo Holdings, Inc. | 32,997 | 0.0 | |||||||||||
1,300 | Fujikura Rubber Ltd. | 11,002 | 0.0 | |||||||||||
700 | (2) | Fujita Kanko, Inc. | 21,918 | 0.0 | ||||||||||
4,100 | Fujitsu General Ltd. | 89,880 | 0.0 | |||||||||||
1,700 | (2) | Funai Electric Co., Ltd. | 13,122 | 0.0 | ||||||||||
1,000 | Furukawa Battery Co., Ltd. | 10,156 | 0.0 | |||||||||||
4,000 | Futaba Industrial Co., Ltd. | 37,120 | 0.0 | |||||||||||
800 | Gakken Holdings Co., Ltd. | 34,810 | 0.0 | |||||||||||
600 | Genki Sushi Co., Ltd. | 20,168 | 0.0 | |||||||||||
2,900 | Geo Corp. | 56,086 | 0.0 | |||||||||||
1,100 | Globeride, Inc. | 21,407 | 0.0 | |||||||||||
400 | Goldwin, Inc. | 31,656 | 0.0 | |||||||||||
1,000 | Gourmet Kineya Co., Ltd. | 10,181 | 0.0 | |||||||||||
4,700 | IDOM, Inc. | 33,275 | 0.0 | |||||||||||
1,100 | Gunze Ltd. | 62,833 | 0.0 | |||||||||||
6,535 | H2O Retailing Corp. | 136,611 | 0.1 | |||||||||||
17,400 | Hakuhodo DY Holdings, Inc. | 225,554 | 0.1 | |||||||||||
1,400 | Happinet Corp. | 27,172 | 0.0 | |||||||||||
1,500 | Hard Off Corp. Co., Ltd. | 16,455 | 0.0 | |||||||||||
1,400 | Haruyama Trading Co., Ltd. | 13,102 | 0.0 | |||||||||||
16,400 | Haseko Corp. | 254,171 | 0.1 | |||||||||||
4,088 | Heiwa Corp. | 76,695 | 0.0 | |||||||||||
1,592 | Hiday Hidaka Corp. | 48,722 | 0.0 | |||||||||||
1,600 | Hikari Tsushin, Inc. | 229,719 | 0.1 | |||||||||||
3,000 | Hiramatsu, Inc. | 15,170 | 0.0 | |||||||||||
2,100 | HIS Co., Ltd. | 76,029 | 0.0 | |||||||||||
118,000 | Honda Motor Co., Ltd. | 4,027,045 | 1.3 | |||||||||||
2,010 | Honeys Holdings Co., Ltd. | 21,043 | 0.0 | |||||||||||
2,500 | Hoosiers Holdings Co. Ltd. | 29,221 | 0.0 | |||||||||||
900 | Ichibanya Co., Ltd. | 36,270 | 0.0 | |||||||||||
2,000 | Ichikoh Industries Ltd. | 17,728 | 0.0 | |||||||||||
10,720 | Iida Group Holdings Co. Ltd. | 201,779 | 0.1 | |||||||||||
1,700 | Imasen Electric Industrial | 20,094 | 0.0 | |||||||||||
1,900 | Intage Holdings, Inc. | 24,658 | 0.0 | |||||||||||
23,800 | Isetan Mitsukoshi Holdings Ltd. | 294,521 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
37,300 | Isuzu Motors Ltd. | 622,809 | 0.2 | |||||||||||
2,400 | Izumi Co., Ltd. | 148,957 | 0.1 | |||||||||||
15,200 | J Front Retailing Co., Ltd. | 285,641 | 0.1 | |||||||||||
2,200 | Janome Sewing Machine Co., Ltd. | 16,356 | 0.0 | |||||||||||
4,700 | Japan Wool Textile Co., Ltd. | 45,308 | 0.0 | |||||||||||
900 | JINS, Inc. | 47,252 | 0.0 | |||||||||||
370 | Joban Kosan Co. Ltd. | 6,180 | 0.0 | |||||||||||
1,500 | Joshin Denki Co., Ltd. | 53,278 | 0.0 | |||||||||||
2,000 | (2) | Joyful Honda Co. Ltd. | 62,129 | 0.0 | ||||||||||
5,500 | JP-Holdings, Inc. | 15,444 | 0.0 | |||||||||||
13,370 | JVC Kenwood Corp. | 45,840 | 0.0 | |||||||||||
4,586 | Kadokawa Dwango Corp. | 56,547 | 0.0 | |||||||||||
1,900 | (1) | Kappa Create Co., Ltd. | 21,558 | 0.0 | ||||||||||
2,500 | Kasai Kogyo Co., Ltd. | 41,111 | 0.0 | |||||||||||
1,000 | Kawai Musical Instruments Manufacturing Co., Ltd. | 22,785 | 0.0 | |||||||||||
1,700 | KYB Corp. | 98,950 | 0.1 | |||||||||||
3,000 | Keihin Corp. | 60,929 | 0.0 | |||||||||||
2,800 | Keiyo Co., Ltd. | 16,947 | 0.0 | |||||||||||
1,100 | (1) | KNT-CT Holdings Co., Ltd. | 17,693 | 0.0 | ||||||||||
400 | (1) | Kintetsu Department Store Co. Ltd. | 14,626 | 0.0 | ||||||||||
2,100 | Kisoji Co., Ltd. | 51,756 | 0.0 | |||||||||||
2,200 | Kohnan Shoji Co., Ltd. | 47,429 | 0.0 | |||||||||||
7,800 | Koito Manufacturing Co., Ltd. | 546,104 | 0.2 | |||||||||||
3,800 | (1) | Kojima Co., Ltd. | 12,473 | 0.0 | ||||||||||
2,700 | Komatsu Seiren Co., Ltd. | 22,250 | 0.0 | |||||||||||
1,700 | KOMEDA Holdings Co. Ltd. | 31,299 | 0.0 | |||||||||||
1,900 | Komeri Co., Ltd. | 54,869 | 0.0 | |||||||||||
2,400 | Konaka Co., Ltd. | 13,534 | 0.0 | |||||||||||
500 | Koshidaka Holdings Co. Ltd. | 23,385 | 0.0 | |||||||||||
1,300 | Kourakuen Holdings Corp. | 21,198 | 0.0 | |||||||||||
5,320 | Ks Holdings Corp. | 136,150 | 0.1 | |||||||||||
900 | Kura Corp. | 52,642 | 0.0 | |||||||||||
17,000 | Kurabo Industries Ltd. | 55,119 | 0.0 | |||||||||||
2,320 | Kyoritsu Maintenance Co., Ltd. | 93,583 | 0.1 | |||||||||||
1,000 | LEC, Inc. | 26,528 | 0.0 | |||||||||||
4,000 | Lifull Co., Ltd. | 35,668 | 0.0 | |||||||||||
3,200 | Look, Inc. | 10,990 | 0.0 | |||||||||||
1,600 | (2) | Macromill, Inc. | 38,094 | 0.0 | ||||||||||
1,100 | Mars Engineering Corp. | 24,468 | 0.0 | |||||||||||
11,900 | Marui Group Co., Ltd. | 217,533 | 0.1 | |||||||||||
3,700 | Matsuya Co., Ltd. | 50,922 | 0.0 | |||||||||||
700 | Matsuya Foods Co., Ltd. | 25,866 | 0.0 | |||||||||||
40,200 | Mazda Motor Corp. | 537,206 | 0.2 | |||||||||||
2,500 | Meiko Network Japan Co., Ltd. | 29,577 | 0.0 | |||||||||||
1,800 | Meiwa Estate Co., Ltd. | 13,756 | 0.0 | |||||||||||
1,500 | Misawa Homes Co., Ltd. | 13,178 | 0.0 | |||||||||||
2,700 | Mitsuba Corp. | 40,507 | 0.0 | |||||||||||
47,700 | Mitsubishi Motors Corp. | 343,158 | 0.1 | |||||||||||
2,000 | Mitsui Home Co., Ltd. | 13,836 | 0.0 | |||||||||||
1,800 | Mizuno Corp. | 52,875 | 0.0 |
400 | Monogatari Corp. | 38,076 | 0.0 | |||||||||||
1,900 | MOS Food Services, Inc. | 57,986 | 0.0 | |||||||||||
1,600 | Musashi Seimitsu Industry Co., Ltd. | 50,901 | 0.0 | |||||||||||
1,800 | Nakayamafuku Co., Ltd. | 12,587 | 0.0 | |||||||||||
13,400 | Namco Bandai Holdings, Inc. | 437,372 | 0.2 | |||||||||||
11,000 | NGK Spark Plug Co., Ltd. | 266,611 | 0.1 | |||||||||||
12,700 | NHK Spring Co., Ltd. | 139,383 | 0.1 | |||||||||||
1,000 | Nice Holdings, Inc. | 13,745 | 0.0 | |||||||||||
2,400 | Nifco, Inc. | 163,382 | 0.1 | |||||||||||
800 | Nihon Eslead Corp. | 17,892 | 0.0 | |||||||||||
22,800 | Nikon Corp. | 458,809 | 0.2 | |||||||||||
1,800 | Nippon Felt Co., Ltd. | 8,180 | 0.0 | |||||||||||
900 | Nippon Piston Ring Co., Ltd. | 17,984 | 0.0 | |||||||||||
11,800 | Nippon Television Holdings, Inc. | 201,882 | 0.1 | |||||||||||
3,400 | Nishimatsuya Chain Co., Ltd. | 37,768 | 0.0 | |||||||||||
152,700 | Nissan Motor Co., Ltd. | 1,520,295 | 0.5 | |||||||||||
4,700 | Nissan Shatai Co., Ltd. | 47,973 | 0.0 | |||||||||||
3,500 | (2) | Nissei Build Kogyo Co., Ltd. | 45,757 | 0.0 | ||||||||||
2,600 | Nissin Kogyo Co., Ltd. | 51,460 | 0.0 | |||||||||||
5,100 | Nitori Co., Ltd. | 725,855 | 0.3 | |||||||||||
2,200 | Nojima Corp. | 52,528 | 0.0 | |||||||||||
6,700 | NOK Corp. | 155,912 | 0.1 | |||||||||||
1,600 | Ohashi Technica, Inc. | 25,231 | 0.0 | |||||||||||
1,100 | Ohsho Food Service Corp. | 52,598 | 0.0 | |||||||||||
9,000 | Onward Holdings Co., Ltd. | 77,785 | 0.0 | |||||||||||
14,600 | Oriental Land Co., Ltd. | 1,328,303 | 0.5 | |||||||||||
3,400 | Pacific Industrial Co., Ltd. | 52,742 | 0.0 | |||||||||||
700 | PAL Group Holdings Co., Ltd. | 21,951 | 0.0 | |||||||||||
2,000 | Paltac Corp. | 91,148 | 0.1 | |||||||||||
150,350 | Panasonic Corp. | 2,194,195 | 0.7 | |||||||||||
800 | Parco Co., Ltd. | 11,019 | 0.0 | |||||||||||
2,000 | Paris Miki Holdings, Inc. | 8,431 | 0.0 | |||||||||||
1,400 | PC Depot Corp. | 10,705 | 0.0 | |||||||||||
700 | (2) | Pepper Food Service Co. Ltd. | 31,093 | 0.0 | ||||||||||
500 | PIA Corp. | 31,989 | 0.0 | |||||||||||
1,900 | Piolax, Inc. | 56,307 | 0.0 | |||||||||||
22,200 | (1) | Pioneer Corp. | 44,850 | 0.0 | ||||||||||
1,300 | Plenus Co., Ltd. | 28,312 | 0.0 | |||||||||||
9,000 | Press Kogyo Co., Ltd. | 54,306 | 0.0 | |||||||||||
63,300 | (1) | Rakuten, Inc. | 578,605 | 0.2 | ||||||||||
1,300 | Renaissance, Inc. | 22,277 | 0.0 | |||||||||||
5,300 | Resorttrust, Inc. | 120,442 | 0.1 | |||||||||||
1,400 | Right On Co., Ltd. | 11,732 | 0.0 | |||||||||||
800 | Riken Corp. | 45,069 | 0.0 | |||||||||||
1,900 | Ringer Hut Co., Ltd. | 43,138 | 0.0 | |||||||||||
2,300 | Rinnai Corp. | 208,095 | 0.1 | |||||||||||
2,540 | Riso Kyoiku Co. Ltd. | 20,995 | 0.0 | |||||||||||
4,400 | Round One Corp. | 73,852 | 0.0 | |||||||||||
2,600 | Royal Holdings Co., Ltd. | 71,522 | 0.0 | |||||||||||
1,700 | Ryohin Keikaku Co., Ltd. | 529,191 | 0.2 | |||||||||||
2,800 | Sagami Chain Co., Ltd. | 35,043 | 0.0 | |||||||||||
2,100 | Saizeriya Co., Ltd. | 70,265 | 0.0 | |||||||||||
400 | Sakai Ovex Co., Ltd. | 9,365 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
600 | San Holdings, Inc. | 17,224 | 0.0 | |||||||||||
1,200 | (1) | Sanden Holdings Corp. | 24,031 | 0.0 | ||||||||||
4,400 | Sangetsu Co., Ltd. | 80,978 | 0.0 | |||||||||||
3,100 | Sankyo Co., Ltd. | 97,485 | 0.1 | |||||||||||
2,300 | Sankyo Seiko Co., Ltd. | 9,920 | 0.0 | |||||||||||
3,900 | (2) | Sanrio Co., Ltd. | 65,149 | 0.0 | ||||||||||
811,000 | (1),(2),(3) | Sansui Electric Co., Ltd. | – | – | ||||||||||
1,400 | Sanyo Electric Railway Co. Ltd | 35,436 | 0.0 | |||||||||||
1,100 | Sanyo Shokai Ltd. | 21,705 | 0.0 | |||||||||||
3,500 | Scroll Corp. | 17,116 | 0.0 | |||||||||||
13,000 | Sega Sammy Holdings, Inc. | 161,348 | 0.1 | |||||||||||
2,400 | Seiko Holdings Corp. | 69,674 | 0.0 | |||||||||||
3,400 | Seiren Co., Ltd. | 66,452 | 0.0 | |||||||||||
28,400 | Sekisui Chemical Co., Ltd. | 568,577 | 0.2 | |||||||||||
46,600 | Sekisui House Ltd. | 840,602 | 0.3 | |||||||||||
3,700 | (1) | Senshukai Co., Ltd. | 21,300 | 0.0 | ||||||||||
3,200 | Shimachu Co., Ltd. | 91,850 | 0.1 | |||||||||||
1,500 | Shimamura Co., Ltd. | 164,789 | 0.1 | |||||||||||
5,200 | Shimano, Inc. | 730,905 | 0.3 | |||||||||||
900 | Shimojima Co., Ltd. | 10,044 | 0.0 | |||||||||||
1,400 | Shobunsha Publications, Inc. | 9,213 | 0.0 | |||||||||||
1,000 | (2) | Shochiku Co., Ltd. | 170,426 | 0.1 | ||||||||||
500 | Shoei Co. Ltd. | 22,834 | 0.0 | |||||||||||
3,200 | Showa Corp. | 39,638 | 0.0 | |||||||||||
8,200 | SKY Perfect JSAT Holdings, Inc. | 37,530 | 0.0 | |||||||||||
6,100 | (2) | Skylark Co. Ltd. | 86,679 | 0.0 | ||||||||||
87,512 | Sony Corp. | 3,927,789 | 1.3 | |||||||||||
1,100 | St. Marc Holdings Co., Ltd. | 30,289 | 0.0 | |||||||||||
10,000 | Stanley Electric Co., Ltd. | 404,625 | 0.2 | |||||||||||
12,500 | Start Today Co. Ltd. | 379,414 | 0.1 | |||||||||||
1,900 | Starts Corp., Inc. | 49,624 | 0.0 | |||||||||||
800 | Studio Alice Co., Ltd. | 20,222 | 0.0 | |||||||||||
500 | Suminoe Textile Co., Ltd. | 13,823 | 0.0 | |||||||||||
48,200 | Sumitomo Electric Industries Ltd. | 812,522 | 0.3 | |||||||||||
9,700 | Sumitomo Forestry Co., Ltd. | 172,995 | 0.1 | |||||||||||
13,106 | Sumitomo Rubber Industries, Inc. | 242,889 | 0.1 | |||||||||||
800 | Sushiro Global Holdings Ltd. | 32,057 | 0.0 | |||||||||||
25,900 | Suzuki Motor Corp. | 1,499,187 | 0.5 | |||||||||||
700 | T RAD Co., Ltd. | 24,839 | 0.0 | |||||||||||
2,500 | Tachi-S Co., Ltd. | 45,612 | 0.0 | |||||||||||
1,300 | Taiho Kogyo Co., Ltd. | 19,294 | 0.0 | |||||||||||
21,000 | Takashimaya Co., Ltd. | 220,735 | 0.1 | |||||||||||
1,040 | Take And Give Needs Co., Ltd. | 10,606 | 0.0 | |||||||||||
400 | Takihyo Co., Ltd. | 8,427 | 0.0 | |||||||||||
1,600 | Tamron Co., Ltd. | 34,302 | 0.0 | |||||||||||
4,000 | TBK Co., Ltd. | 19,222 | 0.0 | |||||||||||
1,600 | TPR Co., Ltd. | 52,841 | 0.0 | |||||||||||
1,000 | T-Gaia Corp. | 23,205 | 0.0 | |||||||||||
1,400 | Toa Corp./Hyogo | 17,592 | 0.0 | |||||||||||
500 | Toei Co., Ltd. | 50,398 | 0.0 | |||||||||||
8,300 | Toho Co., Ltd. | 287,304 | 0.1 | |||||||||||
3,500 | Tokai Rika Co., Ltd. | 73,444 | 0.0 | |||||||||||
2,500 | Sumitomo Riko Co., Ltd. | 26,678 | 0.0 | |||||||||||
520 | Token Corp. | 61,377 | 0.0 |
200 | (1) | Tokyo Base Co. Ltd. | 8,772 | 0.0 | ||||||||||
7,500 | Tokyo Broadcasting System Holdings, Inc. | 186,922 | 0.1 | |||||||||||
1,350 | Sac's Bar Holdings, Inc. | 16,665 | 0.0 | |||||||||||
6,200 | Tokyo Dome Corp. | 62,676 | 0.0 | |||||||||||
1,000 | Tokyotokeiba Co., Ltd. | 37,787 | 0.0 | |||||||||||
5,700 | Tomy Co., Ltd. | 77,433 | 0.0 | |||||||||||
4,000 | Nissan Tokyo Sales Holdings Co., Ltd. | 14,357 | 0.0 | |||||||||||
2,700 | Topre Corp. | 76,189 | 0.0 | |||||||||||
1,800 | Toridoll Holdings Corp. | 66,962 | 0.0 | |||||||||||
500 | Torikizoku Co. Ltd. | 16,990 | 0.0 | |||||||||||
7,800 | Toyo Tire & Rubber Co., Ltd. | 160,292 | 0.1 | |||||||||||
4,400 | Toyoda Gosei Co., Ltd. | 111,636 | 0.1 | |||||||||||
3,400 | Toyota Boshoku Corp. | 70,969 | 0.0 | |||||||||||
10,500 | Toyota Industries Corp. | 673,039 | 0.2 | |||||||||||
158,982 | Toyota Motor Corp. | 10,131,923 | 3.4 | |||||||||||
2,900 | TS Tech Co., Ltd. | 118,992 | 0.1 | |||||||||||
5,750 | TSI Holdings Co. Ltd. | 42,265 | 0.0 | |||||||||||
500 | Tsutsumi Jewelry Co., Ltd. | 9,748 | 0.0 | |||||||||||
3,500 | TV Asahi Holdings Corp. | 70,209 | 0.0 | |||||||||||
1,600 | Tv Tokyo Holdings Corp. | 34,634 | 0.0 | |||||||||||
2,600 | Unipres Corp. | 69,748 | 0.0 | |||||||||||
1,600 | United Arrows Ltd. | 64,966 | 0.1 | |||||||||||
4,900 | (1) | Unitika Ltd. | 35,945 | 0.0 | ||||||||||
3,100 | (1),(2) | U-Shin Ltd. | 20,995 | 0.0 | ||||||||||
14,900 | USS Co., Ltd. | 315,086 | 0.1 | |||||||||||
1,400 | ValueCommerce Co. Ltd. | 9,232 | 0.0 | |||||||||||
1,200 | Vector, Inc. | 17,608 | 0.0 | |||||||||||
5,600 | VT Holdings Co. Ltd. | 27,852 | 0.0 | |||||||||||
3,500 | Wacoal Holdings Corp. | 110,400 | 0.1 | |||||||||||
2,100 | WATAMI Co., Ltd. | 30,655 | 0.0 | |||||||||||
600 | Wowow, Inc. | 17,635 | 0.0 | |||||||||||
1,700 | Xebio Holdings Co., Ltd. | 32,303 | 0.0 | |||||||||||
40,792 | Yamada Denki Co., Ltd. | 224,652 | 0.1 | |||||||||||
20,000 | (1) | Yamada SxL Home Co. Ltd. | 14,555 | 0.0 | ||||||||||
8,700 | Yamaha Corp. | 320,915 | 0.1 | |||||||||||
18,300 | Yamaha Motor Co., Ltd. | 599,477 | 0.2 | |||||||||||
700 | (2) | Yasunaga Corp. | 16,355 | 0.0 | ||||||||||
1,500 | Yellow Hat Ltd. | 45,257 | 0.0 | |||||||||||
7,500 | Yokohama Rubber Co., Ltd. | 183,197 | 0.1 | |||||||||||
500 | Yomiuri Land Co., Ltd. | 21,959 | 0.0 | |||||||||||
1,700 | Yorozu Corp. | 36,429 | 0.0 | |||||||||||
4,600 | Yoshinoya D&C Co., Ltd. | 78,041 | 0.0 | |||||||||||
1,700 | Zenrin Co., Ltd. | 57,123 | 0.0 | |||||||||||
7,100 | Zensho Holdings Co., Ltd. | 121,932 | 0.1 | |||||||||||
58,594,462 | 19.3 | |||||||||||||
Consumer Staples: 8.6% | ||||||||||||||
49,645 | Aeon Co., Ltd. | 837,395 | 0.3 | |||||||||||
1,900 | Ain Holdings, Inc. | 113,504 | 0.1 | |||||||||||
29,600 | Ajinomoto Co., Inc. | 556,901 | 0.2 | |||||||||||
2,800 | Arcs Co., Ltd. | 65,141 | 0.0 | |||||||||||
1,200 | Ariake Japan Co., Ltd. | 102,349 | 0.0 | |||||||||||
2,300 | Artnature, Inc. | 15,971 | 0.0 | |||||||||||
27,400 | Asahi Group Holdings, Ltd. | 1,359,577 | 0.5 | |||||||||||
700 | Belc Co., Ltd. | 42,132 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
5,600 | Calbee, Inc. | 181,987 | 0.1 | |||||||||||
1,300 | Cawachi Ltd. | 32,064 | 0.0 | |||||||||||
1,700 | Chubu Shiryo Co., Ltd. | 37,715 | 0.0 | |||||||||||
9,052 | Coca-Cola Bottlers Japan, Inc. | 330,295 | 0.1 | |||||||||||
1,320 | Cocokara fine, Inc. | 85,038 | 0.0 | |||||||||||
600 | Cosmos Pharmaceutical Corp. | 125,196 | 0.1 | |||||||||||
1,900 | Create SD Holdings | 50,977 | 0.0 | |||||||||||
500 | Daikokutenbussan Co., Ltd. | 22,174 | 0.0 | |||||||||||
1,800 | Ci:z Holdings Co. Ltd | 91,779 | 0.0 | |||||||||||
800 | DyDo Group Holdings, Inc. | 42,216 | 0.0 | |||||||||||
1,200 | Earth Chemical Co., Ltd. | 60,384 | 0.0 | |||||||||||
6,600 | (1),(2) | Euglena Co. Ltd. | 61,659 | 0.0 | ||||||||||
3,400 | Ezaki Glico Co., Ltd. | 169,589 | 0.1 | |||||||||||
4,090 | FamilyMart UNY Holdings Co., Ltd. | 286,456 | 0.1 | |||||||||||
3,200 | FANCL Corp. | 94,502 | 0.0 | |||||||||||
12,080 | Feed One Co., Ltd. | 28,351 | 0.0 | |||||||||||
3,800 | Fuji Oil Holdings, Inc. | 110,944 | 0.1 | |||||||||||
1,300 | Fujicco Co., Ltd. | 28,958 | 0.0 | |||||||||||
1,100 | (2) | Fujiya Co., Ltd. | 25,544 | 0.0 | ||||||||||
500 | (1) | Genky DrugStores Co. Ltd. | 18,185 | 0.0 | ||||||||||
1,300 | Axial Retailing, Inc. | 48,822 | 0.0 | |||||||||||
1,200 | Hayashikane Sangyo Co., Ltd. | 9,459 | 0.0 | |||||||||||
2,600 | Heiwado Co., Ltd. | 53,952 | 0.0 | |||||||||||
2,300 | Hokuto Corp. | 41,848 | 0.0 | |||||||||||
4,800 | House Foods Group, Inc. | 159,095 | 0.1 | |||||||||||
1,900 | Inageya Co., Ltd. | 31,769 | 0.0 | |||||||||||
4,400 | Ito En Ltd. | 173,144 | 0.1 | |||||||||||
400 | Itochu-Shokuhin Co., Ltd. | 21,961 | 0.0 | |||||||||||
7,570 | Itoham Yonekyu Holdings, Inc. | 69,198 | 0.0 | |||||||||||
81,500 | Japan Tobacco, Inc. | 2,624,554 | 0.9 | |||||||||||
800 | J-Oil Mills, Inc. | 27,915 | 0.0 | |||||||||||
5,300 | Kagome Co., Ltd. | 196,664 | 0.1 | |||||||||||
1,000 | Kameda Seika Co. Ltd. | 45,884 | 0.0 | |||||||||||
32,200 | Kao Corp. | 2,175,741 | 0.7 | |||||||||||
2,200 | Kato Sangyo Co., Ltd. | 80,521 | 0.0 | |||||||||||
800 | Kenko Mayonnaise Co. Ltd. | 28,923 | 0.0 | |||||||||||
6,900 | Kewpie Corp. | 183,840 | 0.1 | |||||||||||
1,800 | Key Coffee, Inc. | 34,729 | 0.0 | |||||||||||
10,000 | Kikkoman Corp. | 404,396 | 0.1 | |||||||||||
63,300 | Kirin Holdings Co., Ltd. | 1,595,250 | 0.5 | |||||||||||
1,300 | Kitanotatsujin Corp. | 16,692 | 0.0 | |||||||||||
3,500 | Kobayashi Pharmaceutical Co., Ltd. | 226,814 | 0.1 | |||||||||||
900 | Kobe Bussan Co. Ltd. | 34,462 | 0.0 | |||||||||||
2,200 | Kose Corp. | 342,820 | 0.1 | |||||||||||
1,300 | Kotobuki Spirits Co. Ltd. | 72,321 | 0.0 | |||||||||||
1,100 | (2) | Kusuri no Aoki Holdings Co. Ltd. | 58,199 | 0.0 | ||||||||||
800 | Kyokuyo Co., Ltd. | 30,462 | 0.0 | |||||||||||
3,300 | Lawson, Inc. | 219,297 | 0.1 | |||||||||||
1,000 | Life Corp. | 26,937 | 0.0 | |||||||||||
17,800 | Lion Corp. | 336,455 | 0.1 | |||||||||||
2,600 | Mandom Corp. | 85,079 | 0.0 | |||||||||||
9,000 | Marudai Food Co., Ltd. | 40,378 | 0.0 |
2,700 | Maruha Nichiro Corp. | 81,431 | 0.0 | |||||||||||
5,400 | Matsumotokiyoshi Holdings Co., Ltd. | 221,838 | 0.1 | |||||||||||
3,000 | Megmilk Snow Brand Co., Ltd. | 88,733 | 0.0 | |||||||||||
8,500 | MEIJI Holdings Co., Ltd. | 723,424 | 0.3 | |||||||||||
700 | Meito Sangyo Co., Ltd. | 9,853 | 0.0 | |||||||||||
1,824 | Milbon Co., Ltd. | 61,220 | 0.0 | |||||||||||
1,400 | Ministop Co., Ltd. | 30,234 | 0.0 | |||||||||||
1,500 | Mitsubishi Shokuhin Co. Ltd. | 43,942 | 0.0 | |||||||||||
1,000 | Mitsui Sugar Co., Ltd. | 42,163 | 0.0 | |||||||||||
1,500 | Miyoshi Oil & Fat Co., Ltd. | 19,727 | 0.0 | |||||||||||
3,100 | Morinaga & Co., Ltd. | 156,912 | 0.1 | |||||||||||
2,800 | Morinaga Milk Industry Co., Ltd. | 126,736 | 0.1 | |||||||||||
300 | Morozoff Ltd. | 20,877 | 0.0 | |||||||||||
1,000 | Nagatanien Holdings Co., Ltd. | 12,630 | 0.0 | |||||||||||
700 | Nakamuraya Co., Ltd. | 31,426 | 0.0 | |||||||||||
1,000 | Natori Co., Ltd. | 18,110 | 0.0 | |||||||||||
6,300 | Nichirei Corp. | 174,146 | 0.1 | |||||||||||
620 | Nihon Chouzai Co., Ltd. | 18,875 | 0.0 | |||||||||||
1,100 | Nippon Beet Sugar Manufacturing Co., Ltd. | 26,609 | 0.0 | |||||||||||
4,400 | Nippon Flour Mills Co., Ltd. | 67,387 | 0.0 | |||||||||||
11,000 | NH Foods Ltd. | 267,952 | 0.1 | |||||||||||
15,200 | Nippon Suisan Kaisha Ltd. | 79,478 | 0.0 | |||||||||||
1,800 | Nisshin Oillio Group Ltd. | 54,464 | 0.0 | |||||||||||
15,245 | Nisshin Seifun Group, Inc. | 307,699 | 0.1 | |||||||||||
5,600 | Nissin Food Products Co., Ltd. | 408,288 | 0.1 | |||||||||||
900 | Noevir Holdings Co. Ltd. | 66,744 | 0.0 | |||||||||||
5,400 | Oenon Holdings, Inc. | 17,730 | 0.0 | |||||||||||
1,000 | OIE Sangyo Co., Ltd. | 12,118 | 0.0 | |||||||||||
2,000 | Okuwa Co., Ltd. | 20,679 | 0.0 | |||||||||||
7,800 | Pigeon Corp. | 296,362 | 0.1 | |||||||||||
5,700 | Pola Orbis Holdings, Inc. | 199,732 | 0.1 | |||||||||||
9,000 | Prima Meat Packers Ltd. | 66,000 | 0.0 | |||||||||||
1,400 | Qol Co. Ltd. | 26,247 | 0.0 | |||||||||||
2,100 | Rock Field Co., Ltd. | 38,035 | 0.0 | |||||||||||
800 | S Foods, Inc. | 36,299 | 0.0 | |||||||||||
2,200 | Sakata Seed Corp. | 76,263 | 0.0 | |||||||||||
1,200 | San-A Co., Ltd. | 57,983 | 0.0 | |||||||||||
4,800 | Sapporo Holdings Ltd. | 146,872 | 0.1 | |||||||||||
54,143 | Seven & I Holdings Co., Ltd. | 2,242,950 | 0.8 | |||||||||||
500 | Shinyei Kaisha | 6,763 | 0.0 | |||||||||||
24,200 | Shiseido Co., Ltd. | 1,166,080 | 0.4 | |||||||||||
600 | (2) | Shoei Foods Corp. | 25,438 | 0.0 | ||||||||||
1,400 | Showa Sangyo Co., Ltd. | 36,423 | 0.0 | |||||||||||
600 | Sogo Medical Co., Ltd. | 31,574 | 0.0 | |||||||||||
1,200 | ST Corp. | 28,749 | 0.0 | |||||||||||
800 | (2) | Starzen Co., Ltd. | 38,741 | 0.0 | ||||||||||
2,900 | Sugi Holdings Co., Ltd. | 147,734 | 0.1 | |||||||||||
5,400 | Sundrug Co., Ltd. | 250,486 | 0.1 | |||||||||||
10,000 | Suntory Beverage & Food Ltd. | 444,699 | 0.2 | |||||||||||
11,000 | Takara Holdings, Inc. | 128,310 | 0.1 | |||||||||||
400 | Tobu Store Co., Ltd. | 10,647 | 0.0 | |||||||||||
1,200 | Toho Co., Ltd./Hyogo | 30,655 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
1,600 | Torigoe Co., Ltd. | 14,080 | 0.0 | |||||||||||
7,100 | Toyo Suisan Kaisha Ltd. | 303,105 | 0.1 | |||||||||||
2,600 | Tsuruha Holdings, Inc. | 353,158 | 0.1 | |||||||||||
27,500 | Unicharm Corp. | 714,095 | 0.3 | |||||||||||
4,080 | United Super Markets Holdings, Inc. | 41,393 | 0.0 | |||||||||||
3,300 | Valor Holdings Co., Ltd. | 76,981 | 0.0 | |||||||||||
1,300 | Warabeya Nichiyo Co., Ltd. | 36,808 | 0.0 | |||||||||||
3,540 | Welcia Holdings Co. Ltd. | 152,799 | 0.1 | |||||||||||
1,500 | Yaizu Suisankagaku Industry Co., Ltd. | 16,308 | 0.0 | |||||||||||
7,700 | Yakult Honsha Co., Ltd. | 581,006 | 0.2 | |||||||||||
400 | Yakuodo Co. Ltd. | 11,128 | 0.0 | |||||||||||
1,700 | YA-MAN Ltd. | 28,548 | 0.0 | |||||||||||
1,400 | Yamatane Corp. | 27,193 | 0.0 | |||||||||||
10,900 | Yamazaki Baking Co., Ltd. | 212,239 | 0.1 | |||||||||||
1,500 | Yaoko Co., Ltd. | 73,117 | 0.0 | |||||||||||
4,800 | Yokohama Reito Co., Ltd. | 49,714 | 0.0 | |||||||||||
500 | Yomeishu Seizo Co., Ltd. | 11,607 | 0.0 | |||||||||||
25,922,310 | 8.6 | |||||||||||||
Energy: 1.1% | ||||||||||||||
4,900 | Fuji Oil Co., Ltd. | 27,122 | 0.0 | |||||||||||
3,600 | Cosmo Energy Holdings Co. Ltd. | 135,550 | 0.1 | |||||||||||
10,700 | Idemitsu Kosan Co., Ltd. | 428,596 | 0.2 | |||||||||||
69,800 | Inpex Corp. | 868,732 | 0.3 | |||||||||||
2,200 | Itochu Enex Co., Ltd. | 21,158 | 0.0 | |||||||||||
700 | (1),(2) | Japan Drilling Co. Ltd. | 14,810 | 0.0 | ||||||||||
400 | Japan Oil Transportation Co., Ltd. | 13,797 | 0.0 | |||||||||||
2,100 | Japan Petroleum Exploration Co., Ltd. | 55,510 | 0.0 | |||||||||||
207,860 | JXTG Holdings, Inc. | 1,335,773 | 0.4 | |||||||||||
2,800 | Mitsuuroko Group Holdings Co., Ltd. | 21,963 | 0.0 | |||||||||||
1,000 | Modec, Inc. | 25,769 | 0.0 | |||||||||||
14,600 | Nippon Coke & Engineering Co., Ltd. | 16,681 | 0.0 | |||||||||||
2,300 | Sala Corp. | 14,673 | 0.0 | |||||||||||
3,700 | San-Ai Oil Co., Ltd. | 53,787 | 0.0 | |||||||||||
3,600 | Shinko Plantech Co., Ltd. | 38,075 | 0.0 | |||||||||||
12,700 | Showa Shell Sekiyu KK | 171,855 | 0.1 | |||||||||||
1,000 | Sinanen Holdings Co., Ltd. | 23,877 | 0.0 | |||||||||||
900 | Toyo Kanetsu K K | 36,512 | 0.0 | |||||||||||
3,304,240 | 1.1 | |||||||||||||
Financials: 12.1% | ||||||||||||||
3,400 | 77 Bank Ltd. | 85,565 | 0.0 | |||||||||||
27,100 | (1),(2) | Acom Co., Ltd. | 113,860 | 0.1 | ||||||||||
8,900 | AEON Financial Service Co., Ltd. | 206,845 | 0.1 | |||||||||||
500 | Aichi Bank Ltd. | 23,690 | 0.0 | |||||||||||
22,800 | (1) | Aiful Corp. | 78,083 | 0.0 | ||||||||||
1,000 | Akita Bank Ltd. | 27,521 | 0.0 | |||||||||||
900 | Anicom Holdings, Inc. | 28,989 | 0.0 | |||||||||||
1,300 | Aomori Bank Ltd. | 41,229 | 0.0 | |||||||||||
6,900 | Aozora Bank Ltd. | 267,736 | 0.1 | |||||||||||
11,000 | Awa Bank Ltd. | 70,056 | 0.0 |
1,000 | Bank of Iwate Ltd. | 39,766 | 0.0 | |||||||||||
5,000 | Bank of Kyoto Ltd. | 259,664 | 0.1 | |||||||||||
900 | Bank of Nagoya Ltd. | 35,018 | 0.0 | |||||||||||
1,500 | Bank of Okinawa Ltd. | 60,956 | 0.0 | |||||||||||
700 | Bank of Saga Ltd. | 15,953 | 0.0 | |||||||||||
3,500 | Bank of the Ryukyus Ltd. | 52,419 | 0.0 | |||||||||||
2,600 | Tokyo Century Corp. | 125,851 | 0.1 | |||||||||||
45,000 | Chiba Bank Ltd. | 373,174 | 0.1 | |||||||||||
5,200 | Chiba Kogyo Bank Ltd. | 25,820 | 0.0 | |||||||||||
8,600 | Chugoku Bank Ltd. | 114,616 | 0.1 | |||||||||||
800 | Chukyo Bank Ltd. | 16,539 | 0.0 | |||||||||||
76,628 | Concordia Financial Group Ltd. | 460,877 | 0.2 | |||||||||||
9,700 | Credit Saison Co., Ltd. | 176,145 | 0.1 | |||||||||||
72,700 | Dai-ichi Life Holdings, Inc. | 1,494,141 | 0.5 | |||||||||||
1,200 | Daisan Bank Ltd. | 19,213 | 0.0 | |||||||||||
1,700 | Daishi Bank Ltd. | 77,155 | 0.0 | |||||||||||
1,300 | Daito Bank Ltd. | 18,935 | 0.0 | |||||||||||
109,000 | Daiwa Securities Group, Inc. | 681,960 | 0.2 | |||||||||||
500 | Dream Incubator, Inc. | 10,389 | 0.0 | |||||||||||
400 | eGuarantee, Inc. | 12,589 | 0.0 | |||||||||||
1,600 | Ehime Bank Ltd. | 19,108 | 0.0 | |||||||||||
10,000 | Eighteenth Bank Ltd. | 25,682 | 0.0 | |||||||||||
16,200 | FIDEA Holdings Co., Ltd. | 29,444 | 0.0 | |||||||||||
5,200 | Financial Products Group Co. Ltd. | 63,010 | 0.0 | |||||||||||
1,400 | Fukui Bank Ltd. | 33,568 | 0.0 | |||||||||||
50,000 | Fukuoka Financial Group, Inc. | 279,785 | 0.1 | |||||||||||
2,400 | Fukushima Bank Ltd. | 19,778 | 0.0 | |||||||||||
1,500 | Fuyo General Lease Co., Ltd. | 99,271 | 0.0 | |||||||||||
2,000 | GCA Corp. | 20,019 | 0.0 | |||||||||||
24,600 | Gunma Bank Ltd. | 148,220 | 0.1 | |||||||||||
23,700 | Hachijuni Bank Ltd. | 135,429 | 0.1 | |||||||||||
19,500 | Hiroshima Bank Ltd. | 169,186 | 0.1 | |||||||||||
3,100 | Hitachi Capital Corp. | 77,739 | 0.0 | |||||||||||
1,700 | Hokkoku Bank Ltd. | 67,521 | 0.0 | |||||||||||
1,500 | Hokuetsu Bank Ltd. | 34,467 | 0.0 | |||||||||||
8,400 | Hokugin Financial Group, Inc. | 130,885 | 0.1 | |||||||||||
13,000 | Hyakugo Bank Ltd. | 61,851 | 0.0 | |||||||||||
14,000 | Hyakujushi Bank Ltd. | 46,338 | 0.0 | |||||||||||
2,600 | IBJ Leasing Co., Ltd. | 66,343 | 0.0 | |||||||||||
3,400 | Ichiyoshi Securities Co., Ltd. | 38,686 | 0.0 | |||||||||||
1,600 | IwaiCosmo Holdings, Inc. | 20,369 | 0.0 | |||||||||||
18,500 | Iyo Bank Ltd. | 147,826 | 0.1 | |||||||||||
1,600 | Jaccs Co., Ltd. | 37,320 | 0.0 | |||||||||||
2,000 | Jafco Co., Ltd. | 115,374 | 0.1 | |||||||||||
34,000 | Japan Post Bank Co. Ltd. | 441,583 | 0.2 | |||||||||||
69,400 | Japan Post Holdings Co. Ltd. | 794,902 | 0.3 | |||||||||||
4,700 | Japan Post Insurance Co. Ltd. | 110,489 | 0.0 | |||||||||||
7,211 | Japan Securities Finance Co., Ltd. | 40,764 | 0.0 | |||||||||||
10,200 | Jimoto Holdings, Inc. | 17,435 | 0.0 | |||||||||||
1,700 | Juroku Bank Ltd. | 49,943 | 0.0 | |||||||||||
11,900 | kabu.com Securities Co., Ltd. | 37,055 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
1,700 | Kansai Urban Banking Corp. | 22,120 | 0.0 | |||||||||||
11,000 | Keiyo Bank Ltd. | 50,256 | 0.0 | |||||||||||
500 | Kita-Nippon Bank Ltd. | 13,650 | 0.0 | |||||||||||
4,800 | Kiyo Bank Ltd. | 79,629 | 0.0 | |||||||||||
2,600 | Kyokuto Securities Co., Ltd. | 38,244 | 0.0 | |||||||||||
21,520 | Kyushu Financial Group, Inc. | 129,707 | 0.1 | |||||||||||
200 | (1) | M&A Capital Partners Co. Ltd. | 13,044 | 0.0 | ||||||||||
6,300 | Marusan Securities Co., Ltd. | 56,365 | 0.0 | |||||||||||
6,900 | Matsui Securities Co., Ltd. | 58,119 | 0.0 | |||||||||||
66,690 | Mebuki Financial Group, Inc. | 281,735 | 0.1 | |||||||||||
1,000 | Michinoku Bank Ltd. | 15,916 | 0.0 | |||||||||||
800 | Mie Bank Ltd. | 17,958 | 0.0 | |||||||||||
1,400 | Minato Bank Ltd. | 26,244 | 0.0 | |||||||||||
5,400 | Mito Securities Co., Ltd. | 19,661 | 0.0 | |||||||||||
911,800 | Mitsubishi UFJ Financial Group, Inc. | 6,636,049 | 2.2 | |||||||||||
32,400 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 192,303 | 0.1 | |||||||||||
33,211 | MS&AD Insurance Group Holdings, Inc. | 1,120,222 | 0.4 | |||||||||||
1,100 | Miyazaki Bank Ltd. | 37,433 | 0.0 | |||||||||||
1,758,900 | Mizuho Financial Group, Inc. | 3,180,249 | 1.1 | |||||||||||
16,200 | Monex Group, Inc. | 45,775 | 0.0 | |||||||||||
2,300 | Musashino Bank Ltd. | 76,640 | 0.0 | |||||||||||
600 | Nagano Bank Ltd. | 10,546 | 0.0 | |||||||||||
1,400 | Nanto Bank Ltd. | 37,563 | 0.0 | |||||||||||
300 | NEC Capital Solutions Ltd. | 6,161 | 0.0 | |||||||||||
9,000 | Nishi-Nippon Financial Holdings, Inc. | 107,392 | 0.0 | |||||||||||
24,950 | �� | Sompo Holdings, Inc. | 963,089 | 0.3 | ||||||||||
231,100 | Nomura Holdings, Inc. | 1,354,652 | 0.5 | |||||||||||
21,400 | North Pacific Bank Ltd. | 71,535 | 0.0 | |||||||||||
2,100 | Ogaki Kyoritsu Bank Ltd. | 53,010 | 0.0 | |||||||||||
900 | Oita Bank Ltd. | 34,967 | 0.0 | |||||||||||
11,000 | Okasan Securities Group, Inc. | 67,870 | 0.0 | |||||||||||
27,800 | Orient Corp. | 44,281 | 0.0 | |||||||||||
85,500 | ORIX Corp. | 1,441,605 | 0.5 | |||||||||||
37,900 | Osaka Securities Exchange Co. Ltd. | 657,571 | 0.2 | |||||||||||
700 | Pocket Card Co., Ltd. | 6,644 | 0.0 | |||||||||||
140,700 | Resona Holdings, Inc. | 838,399 | 0.3 | |||||||||||
1,100 | Ricoh Leasing Co., Ltd. | 37,982 | 0.0 | |||||||||||
7,500 | San-In Godo Bank Ltd. | 72,207 | 0.0 | |||||||||||
14,160 | SBI Holdings, Inc. | 295,030 | 0.1 | |||||||||||
14,530 | Senshu Ikeda Holdings, Inc. | 53,472 | 0.0 | |||||||||||
49,700 | Seven Bank Ltd. | 169,734 | 0.1 | |||||||||||
11,000 | Shiga Bank Ltd. | 56,182 | 0.0 | |||||||||||
2,600 | Shikoku Bank Ltd. | 36,620 | 0.0 | |||||||||||
700 | Shimizu Bank Ltd. | 20,063 | 0.0 | |||||||||||
11,100 | Shinsei Bank Ltd. | 191,284 | 0.1 | |||||||||||
33,000 | Shizuoka Bank Ltd. | 339,698 | 0.1 | |||||||||||
10,100 | Sony Financial Holdings, Inc. | 178,504 | 0.1 | |||||||||||
97,852 | Sumitomo Mitsui Financial Group, Inc. | 4,217,863 | 1.4 |
24,844 | Sumitomo Mitsui Trust Holdings, Inc. | 982,978 | 0.3 | |||||||||||
12,800 | Suruga Bank Ltd. | 273,694 | 0.1 | |||||||||||
39,500 | T&D Holdings, Inc. | 673,889 | 0.2 | |||||||||||
700 | Taiko Bank Ltd. | 15,435 | 0.0 | |||||||||||
8,800 | Tochigi Bank Ltd. | 35,361 | 0.0 | |||||||||||
13,000 | Toho Bank Ltd. | 45,559 | 0.0 | |||||||||||
1,300 | Tohoku Bank Ltd. | 17,377 | 0.0 | |||||||||||
15,300 | Tokai Tokyo Financial Holdings | 98,357 | 0.0 | |||||||||||
48,700 | Tokio Marine Holdings, Inc. | 2,215,025 | 0.7 | |||||||||||
1,728 | Tokyo TY Financial Group, Inc. | 49,907 | 0.0 | |||||||||||
1,100 | Tomato Bank Ltd. | 15,116 | 0.0 | |||||||||||
12,300 | TOMONY Holdings, Inc. | 63,140 | 0.0 | |||||||||||
3,300 | Towa Bank Ltd. | 44,694 | 0.0 | |||||||||||
7,000 | Toyo Securities Co., Ltd. | 19,674 | 0.0 | |||||||||||
8,300 | Tsukuba Bank Ltd. | 28,379 | 0.0 | |||||||||||
1,600 | Yamagata Bank Ltd. | 34,876 | 0.0 | |||||||||||
11,000 | Yamaguchi Financial Group, Inc. | 130,365 | 0.1 | |||||||||||
9,000 | Yamanashi Chuo Bank Ltd. | 39,150 | 0.0 | |||||||||||
3,800 | Zenkoku Hosho Co. Ltd. | 163,238 | 0.1 | |||||||||||
36,815,601 | 12.1 | |||||||||||||
Health Care: 6.5% | ||||||||||||||
13,800 | Alfresa Holdings Corp. | 323,230 | 0.1 | |||||||||||
1,100 | As One Corp. | 68,772 | 0.0 | |||||||||||
1,900 | ASKA Pharmaceutical Co., Ltd. | 33,486 | 0.0 | |||||||||||
134,600 | Astellas Pharma, Inc. | 1,709,861 | 0.6 | |||||||||||
2,100 | BML, Inc. | 52,210 | 0.0 | |||||||||||
13,600 | Chugai Pharmaceutical Co., Ltd. | 695,079 | 0.2 | |||||||||||
1,000 | CMIC Holdings Co., Ltd. | 17,868 | 0.0 | |||||||||||
900 | Create Medic Co., Ltd. | 10,401 | 0.0 | |||||||||||
36,900 | Daiichi Sankyo Co., Ltd. | 959,476 | 0.3 | |||||||||||
2,700 | Daiken Medical Co. Ltd. | 18,519 | 0.0 | |||||||||||
9,300 | Sumitomo Dainippon Pharma Co. Ltd. | 137,670 | 0.1 | |||||||||||
1,060 | Daito Pharmaceutical Co. Ltd. | 29,900 | 0.0 | |||||||||||
1,300 | Eiken Chemical Co., Ltd. | 62,082 | 0.0 | |||||||||||
15,500 | Eisai Co., Ltd. | 880,549 | 0.3 | |||||||||||
2,000 | EPS Holdings, Inc. | 45,174 | 0.0 | |||||||||||
500 | Falco Holdings Co. Ltd. | 7,965 | 0.0 | |||||||||||
800 | Fuso Pharmaceutical Industries Ltd. | 20,490 | 0.0 | |||||||||||
3,900 | Hisamitsu Pharmaceutical Co., Inc. | 235,617 | 0.1 | |||||||||||
1,000 | Hogy Medical Co., Ltd. | 75,657 | 0.0 | |||||||||||
26,900 | Hoya Corp. | 1,339,706 | 0.5 | |||||||||||
3,600 | (2) | Japan Lifeline Co. Ltd | 74,704 | 0.0 | ||||||||||
900 | JCR Pharmaceuticals Co. Ltd. | 42,263 | 0.0 | |||||||||||
7,000 | Jeol Ltd. | 39,541 | 0.0 | |||||||||||
2,500 | Kaken Pharmaceutical Co., Ltd. | 128,810 | 0.1 | |||||||||||
2,400 | Kissei Pharmaceutical Co., Ltd. | 67,844 | 0.0 | |||||||||||
3,500 | Kyorin Co., Ltd. | 65,314 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
16,100 | Kyowa Hakko Kirin Co., Ltd. | 309,952 | 0.1 | |||||||||||
13,000 | M3, Inc. | 455,704 | 0.2 | |||||||||||
1,700 | Mani, Inc. | 51,716 | 0.0 | |||||||||||
12,300 | Medipal Holdings Corp. | 240,140 | 0.1 | |||||||||||
2,000 | Menicon Co. Ltd. | 55,655 | 0.0 | |||||||||||
3,800 | Miraca Holdings, Inc. | 162,089 | 0.1 | |||||||||||
15,400 | Mitsubishi Tanabe Pharma Corp. | 317,396 | 0.1 | |||||||||||
900 | Mochida Pharmaceutical Co., Ltd. | 68,774 | 0.0 | |||||||||||
700 | N Field Co. Ltd. | 9,535 | 0.0 | |||||||||||
1,800 | Nagaileben Co., Ltd. | 45,109 | 0.0 | |||||||||||
2,600 | NichiiGakkan Co., Ltd. | 33,174 | 0.0 | |||||||||||
3,850 | (2) | Nichi-iko Pharmaceutical Co., Ltd. | 59,268 | 0.0 | ||||||||||
5,400 | Nihon Kohden Corp. | 124,852 | 0.1 | |||||||||||
5,800 | Nikkiso Co., Ltd. | 63,187 | 0.0 | |||||||||||
400 | Nippon Chemiphar Co., Ltd. | 16,802 | 0.0 | |||||||||||
3,500 | Nippon Shinyaku Co., Ltd. | 260,347 | 0.1 | |||||||||||
9,600 | Nipro Corp. | 141,880 | 0.1 | |||||||||||
1,400 | Nissui Pharmaceutical Co., Ltd. | 19,163 | 0.0 | |||||||||||
19,500 | Olympus Corp. | 745,973 | 0.3 | |||||||||||
31,200 | Ono Pharmaceutical Co., Ltd. | 725,765 | 0.2 | |||||||||||
26,900 | Otsuka Holdings Co. Ltd. | 1,179,759 | 0.4 | |||||||||||
1,400 | Paramount Bed Holdings Co. Ltd. | 69,182 | 0.0 | |||||||||||
5,500 | (1) | PeptiDream, Inc. | 187,616 | 0.1 | ||||||||||
7,300 | Rohto Pharmaceutical Co., Ltd. | 194,151 | 0.1 | |||||||||||
25,100 | Santen Pharmaceutical Co., Ltd. | 393,075 | 0.1 | |||||||||||
2,300 | Sawai Pharmaceutical Co., Ltd. | 102,648 | 0.0 | |||||||||||
3,100 | Seikagaku Corp. | 45,993 | 0.0 | |||||||||||
1,700 | (1) | Shin Nippon Biomedical Laboratories Ltd. | 8,707 | 0.0 | ||||||||||
18,500 | Shionogi & Co., Ltd. | 999,646 | 0.3 | |||||||||||
2,700 | Ship Healthcare Holdings, Inc. | 89,244 | 0.0 | |||||||||||
5,530 | Suzuken Co., Ltd. | 227,042 | 0.1 | |||||||||||
10,200 | Sysmex Corp. | 800,914 | 0.3 | |||||||||||
1,000 | Taiko Pharmaceutical Co. Ltd. | 21,192 | 0.0 | |||||||||||
2,800 | Taisho Pharmaceutical Holdings Co. Ltd. | 223,026 | 0.1 | |||||||||||
3,600 | Takara Bio, Inc. | 50,129 | 0.0 | |||||||||||
48,400 | Takeda Pharmaceutical Co., Ltd. | 2,740,296 | 0.9 | |||||||||||
19,800 | Terumo Corp. | 936,732 | 0.3 | |||||||||||
4,200 | Toho Holdings Co., Ltd. | 94,677 | 0.0 | |||||||||||
1,800 | Tokai Corp./Gifu | 41,057 | 0.0 | |||||||||||
800 | Torii Pharmaceutical Co., Ltd. | 21,444 | 0.0 | |||||||||||
800 | Towa Pharmaceutical Co., Ltd. | 43,575 | 0.0 | |||||||||||
3,500 | Tsukui Corp. | 31,408 | 0.0 | |||||||||||
4,800 | Tsumura & Co. | 159,014 | 0.1 | |||||||||||
3,100 | Vital KSK Holdings, Inc. | 28,334 | 0.0 |
3,000 | ZERIA Pharmaceutical Co., Ltd. | 57,221 | 0.0 | |||||||||||
19,794,751 | 6.5 | |||||||||||||
Industrials: 22.5% | ||||||||||||||
1,900 | Advan Co., Ltd. | 18,355 | 0.0 | |||||||||||
1,600 | Aeon Delight Co., Ltd. | 59,847 | 0.0 | |||||||||||
3,700 | Aica Kogyo Co., Ltd. | 137,164 | 0.1 | |||||||||||
2,900 | Aichi Corp. | 21,410 | 0.0 | |||||||||||
3,300 | Aida Engineering Ltd. | 40,274 | 0.0 | |||||||||||
1,600 | Alconix Corp. | 33,553 | 0.0 | |||||||||||
23,600 | ANA Holdings, Inc. | 984,510 | 0.3 | |||||||||||
19,500 | Amada Holdings Co., Ltd. | 264,752 | 0.1 | |||||||||||
3,000 | Anest Iwata Corp. | 33,526 | 0.0 | |||||||||||
3,700 | Asahi Diamond Industrial Co., Ltd. | 42,170 | 0.0 | |||||||||||
13,100 | Asahi Glass Co., Ltd. | 566,240 | 0.2 | |||||||||||
420 | Asahi Kogyosha Co., Ltd. | 13,130 | 0.0 | |||||||||||
7,000 | Asanuma Corp. | 25,307 | 0.0 | |||||||||||
400 | Asunaro Aoki Construction Co., Ltd. | 3,594 | 0.0 | |||||||||||
3,000 | Bando Chemical Industries Ltd. | 35,155 | 0.0 | |||||||||||
2,800 | Bell System24 Holdings, Inc. | 35,201 | 0.0 | |||||||||||
3,300 | Bunka Shutter Co., Ltd. | 31,700 | 0.0 | |||||||||||
2,200 | Central Glass Co., Ltd. | 46,614 | 0.0 | |||||||||||
11,800 | Central Japan Railway Co. | 2,111,735 | 0.7 | |||||||||||
800 | Central Security Patrols Co., Ltd. | 18,607 | 0.0 | |||||||||||
9,000 | (2) | Chiyoda Corp. | 66,152 | 0.0 | ||||||||||
700 | Chiyoda Integre Co., Ltd. | 17,008 | 0.0 | |||||||||||
1,700 | Chudenko Corp. | 49,429 | 0.0 | |||||||||||
900 | Chugai Ro Co., Ltd. | 19,746 | 0.0 | |||||||||||
3,800 | CKD Corp. | 85,175 | 0.0 | |||||||||||
4,800 | COMSYS Holdings Corp. | 139,165 | 0.1 | |||||||||||
2,400 | Cosel Co., Ltd. | 39,378 | 0.0 | |||||||||||
1,500 | CTI Engineering Co., Ltd. | 15,307 | 0.0 | |||||||||||
17,000 | Dai Nippon Printing Co., Ltd. | 378,475 | 0.1 | |||||||||||
1,500 | Dai-Dan Co., Ltd. | 40,102 | 0.0 | |||||||||||
6,600 | Daifuku Co., Ltd. | 358,582 | 0.1 | |||||||||||
8,000 | Daihen Corp. | 75,556 | 0.0 | |||||||||||
7,000 | Daiho Corp. | 34,770 | 0.0 | |||||||||||
1,000 | Daiichi Jitsugyo Co., Ltd. | 30,165 | 0.0 | |||||||||||
17,900 | Daikin Industries Ltd. | 2,115,117 | 0.7 | |||||||||||
2,600 | Daiseki Co., Ltd. | 72,288 | 0.0 | |||||||||||
2,900 | Daiwa Industries Ltd. | 33,200 | 0.0 | |||||||||||
1,900 | Denyo Co., Ltd. | 33,894 | 0.0 | |||||||||||
7,300 | DMG Mori Co. Ltd. | 150,289 | 0.1 | |||||||||||
3,600 | Duskin Co., Ltd. | 94,896 | 0.0 | |||||||||||
23,500 | East Japan Railway Co. | 2,291,679 | 0.8 | |||||||||||
5,400 | Ebara Corp. | 205,153 | 0.1 | |||||||||||
700 | Ebara Jitsugyo Co. Ltd. | 12,730 | 0.0 | |||||||||||
700 | Endo Lighting Corp. | 7,690 | 0.0 | |||||||||||
1,500 | (2) | Escrow Agent Japan Co. Ltd. | 7,696 | 0.0 | ||||||||||
12,500 | Fanuc Ltd. | 2,998,705 | 1.0 | |||||||||||
17,800 | Fudo Tetra Corp. | 28,863 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
40,000 | Fuji Electric Holdings Co., Ltd. | 300,494 | 0.1 | |||||||||||
4,200 | Fuji Machine Manufacturing Co., Ltd. | 80,539 | 0.0 | |||||||||||
14,700 | Fujikura Ltd. | 129,297 | 0.1 | |||||||||||
4,000 | Fujitec Co., Ltd. | 57,692 | 0.0 | |||||||||||
600 | Fukuda Corp. | 36,086 | 0.0 | |||||||||||
800 | Fukushima Industries Corp. | 35,257 | 0.0 | |||||||||||
1,400 | Fukuyama Transporting Co., Ltd. | 52,825 | 0.0 | |||||||||||
1,300 | Fullcast Co., Ltd. | 26,551 | 0.0 | |||||||||||
2,610 | Funai Soken Holdings, Inc. | 58,345 | 0.0 | |||||||||||
2,700 | Furukawa Co., Ltd. | 55,172 | 0.0 | |||||||||||
4,300 | Furukawa Electric Co., Ltd. | 211,414 | 0.1 | |||||||||||
2,600 | Futaba Corp. | 54,274 | 0.0 | |||||||||||
1,000 | Gakujo Co., Ltd. | 16,338 | 0.0 | |||||||||||
1,100 | Gecoss Corp. | 13,578 | 0.0 | |||||||||||
4,000 | Glory Ltd. | 150,777 | 0.1 | |||||||||||
25,000 | GS Yuasa Corp. | 124,100 | 0.1 | |||||||||||
1,100 | Hamakyorex Co., Ltd. | 31,484 | 0.0 | |||||||||||
16,100 | Hankyu Hanshin Holdings, Inc. | 646,706 | 0.2 | |||||||||||
2,000 | Hanwa Co., Ltd. | 92,303 | 0.0 | |||||||||||
11,400 | Hazama Ando Corp. | 89,094 | 0.0 | |||||||||||
1,800 | Hibiya Engineering Ltd. | 38,318 | 0.0 | |||||||||||
17,600 | Hino Motors Ltd. | 227,328 | 0.1 | |||||||||||
400 | Hirata Corp. | 41,121 | 0.0 | |||||||||||
2,700 | Hisaka Works Ltd. | 28,651 | 0.0 | |||||||||||
6,200 | Hitachi Construction Machinery Co., Ltd. | 224,698 | 0.1 | |||||||||||
2,800 | Hitachi Transport System Ltd. | 72,860 | 0.0 | |||||||||||
10,600 | Hitachi Zosen Corp. | 55,677 | 0.0 | |||||||||||
2,100 | Hokuetsu Industries Co. Ltd. | 23,783 | 0.0 | |||||||||||
4,000 | Hoshizaki Corp. | 354,380 | 0.1 | |||||||||||
600 | Hosokawa Micron Corp. | 42,913 | 0.0 | |||||||||||
1,100 | Howa Machinery Ltd. | 17,456 | 0.0 | |||||||||||
2,200 | Ichinen Holdings Co., Ltd. | 31,498 | 0.0 | |||||||||||
1,700 | (2) | Idec Corp. | 40,432 | 0.0 | ||||||||||
10,000 | IHI Corp. | 331,664 | 0.1 | |||||||||||
9,500 | Iino Kaiun Kaisha Ltd. | 53,361 | 0.0 | |||||||||||
1,700 | Inaba Denki Sangyo Co., Ltd. | 79,280 | 0.0 | |||||||||||
1,800 | Inaba Seisakusho Co., Ltd. | 23,236 | 0.0 | |||||||||||
3,600 | Inabata & Co., Ltd. | 54,462 | 0.0 | |||||||||||
1,330 | Inui Global Logistics Co. Ltd. | 9,382 | 0.0 | |||||||||||
1,800 | Iseki & Co., Ltd. | 45,360 | 0.0 | |||||||||||
400 | (1) | Ishikawa Seisakusho Ltd. | 12,614 | 0.0 | ||||||||||
94,500 | Itochu Corp. | 1,761,624 | 0.6 | |||||||||||
4,000 | Itoki Corp. | 29,559 | 0.0 | |||||||||||
600 | Iwasaki Electric Co., Ltd. | 8,936 | 0.0 | |||||||||||
2,200 | Iwatani Corp. | 70,741 | 0.0 | |||||||||||
700 | JAC Recruitment Co. Ltd. | 13,564 | 0.0 | |||||||||||
22,800 | Japan Airlines Co. Ltd. | 890,793 | 0.3 | |||||||||||
3,600 | Japan Airport Terminal Co., Ltd. | 133,285 | 0.1 |
800 | Japan Pulp & Paper Co., Ltd. | 30,666 | 0.0 | |||||||||||
4,300 | Japan Steel Works Ltd. | 138,142 | 0.1 | |||||||||||
4,000 | Japan Transcity Corp. | 17,213 | 0.0 | |||||||||||
12,500 | JGC Corp. | 241,493 | 0.1 | |||||||||||
1,300 | JK Holdings Co., Ltd. | 11,437 | 0.0 | |||||||||||
18,570 | LIXIL Group Corp. | 501,711 | 0.2 | |||||||||||
14,000 | JTEKT Corp. | 239,878 | 0.1 | |||||||||||
1,400 | Juki Corp. | 23,036 | 0.0 | |||||||||||
64,000 | Kajima Corp. | 614,906 | 0.2 | |||||||||||
7,500 | Kamigumi Co., Ltd. | 165,745 | 0.1 | |||||||||||
2,000 | Kanaden Corp. | 25,160 | 0.0 | |||||||||||
600 | Kanagawa Chuo Kotsu Co., Ltd. | 19,434 | 0.0 | |||||||||||
2,000 | Kanamoto Co., Ltd. | 61,880 | 0.0 | |||||||||||
6,000 | Kandenko Co., Ltd. | 63,014 | 0.0 | |||||||||||
5,400 | Kanematsu Corp. | 74,515 | 0.0 | |||||||||||
2,500 | (2) | Katakura Industries Co., Ltd. | 34,056 | 0.0 | ||||||||||
1,000 | Kato Works Co., Ltd. | 30,302 | 0.0 | |||||||||||
400 | Kawada Technologies, Inc. | 22,597 | 0.0 | |||||||||||
10,000 | Kawasaki Heavy Industries Ltd. | 349,846 | 0.1 | |||||||||||
5,300 | (1) | Kawasaki Kisen Kaisha Ltd. | 134,684 | 0.1 | ||||||||||
5,200 | Keihan Holdings Co., Ltd. | 152,983 | 0.1 | |||||||||||
18,000 | Keikyu Corp. | 345,386 | 0.1 | |||||||||||
6,800 | Keio Corp. | 298,687 | 0.1 | |||||||||||
9,200 | Keisei Electric Railway Co., Ltd. | 295,385 | 0.1 | |||||||||||
3,300 | Kimura Chemical Plants Co., Ltd. | 18,090 | 0.0 | |||||||||||
900 | Kimura Unity Co., Ltd. | 9,472 | 0.0 | |||||||||||
9,400 | Kinden Corp. | 153,049 | 0.1 | |||||||||||
2,000 | King Jim Co., Ltd. | 18,106 | 0.0 | |||||||||||
12,300 | Kintetsu Group Holdings Co., Ltd. | 470,721 | 0.2 | |||||||||||
2,100 | Kintetsu World Express, Inc. | 43,412 | 0.0 | |||||||||||
1,000 | Kitagawa Iron Works Co., Ltd. | 27,258 | 0.0 | |||||||||||
4,000 | Kitano Construction Corp. | 14,393 | 0.0 | |||||||||||
1,300 | Kito Corp. | 20,410 | 0.0 | |||||||||||
6,400 | Kitz Corp. | 49,494 | 0.0 | |||||||||||
400 | (1) | Kobe Electric Railway Co. Ltd. | 14,218 | 0.0 | ||||||||||
6,700 | Kokuyo Co., Ltd. | 124,208 | 0.1 | |||||||||||
395 | Komaihal Tec, Inc. | 9,264 | 0.0 | |||||||||||
63,600 | Komatsu Ltd. | 2,298,486 | 0.8 | |||||||||||
900 | Komatsu Wall Industry Co., Ltd. | 19,192 | 0.0 | |||||||||||
3,200 | Komori Corp. | 44,904 | 0.0 | |||||||||||
2,400 | Konoike Transport Co. Ltd. | 42,451 | 0.0 | |||||||||||
400 | KRS Corp. | 11,113 | 0.0 | |||||||||||
70,300 | Kubota Corp. | 1,375,029 | 0.5 | |||||||||||
2,500 | Kumagai Gumi Co., Ltd. | 69,742 | 0.0 | |||||||||||
6,800 | Kurita Water Industries, Ltd. | 220,466 | 0.1 | |||||||||||
1,100 | Kuroda Electric Co., Ltd. | 26,413 | 0.0 | |||||||||||
500 | Kyodo Printing Co., Ltd. | 16,079 | 0.0 | |||||||||||
2,800 | Kyokuto Kaihatsu Kogyo Co., Ltd. | 49,235 | 0.0 | |||||||||||
5,500 | Kyowa Exeo Corp. | 142,190 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
2,800 | Kyudenko Corp. | 135,210 | 0.1 | |||||||||||
10,000 | Kyushu Railway Co. | 309,523 | 0.1 | |||||||||||
1,900 | (2) | Link And Motivation, Inc. | 15,490 | 0.0 | ||||||||||
3,700 | Mabuchi Motor Co., Ltd. | 200,002 | 0.1 | |||||||||||
10,000 | Maeda Corp. | 137,647 | 0.1 | |||||||||||
2,100 | Maeda Kosen Co. Ltd | 38,738 | 0.0 | |||||||||||
4,000 | Maeda Road Construction Co., Ltd. | 91,649 | 0.0 | |||||||||||
1,600 | Maezawa Kasei Industries Co., Ltd. | 17,649 | 0.0 | |||||||||||
600 | Maezawa Kyuso Industries Co., Ltd. | 10,706 | 0.0 | |||||||||||
7,000 | Makino Milling Machine Co., Ltd. | 70,535 | 0.0 | |||||||||||
16,900 | Makita Corp. | 708,744 | 0.3 | |||||||||||
103,100 | Marubeni Corp. | 745,381 | 0.3 | |||||||||||
700 | Maruka Machinery Co. Ltd. | 13,188 | 0.0 | |||||||||||
600 | Maruwa Unyu Kikan Co. Ltd. | 19,210 | 0.0 | |||||||||||
6,000 | Maruzen Showa Unyu Co., Ltd. | 26,921 | 0.0 | |||||||||||
1,500 | Matsuda Sangyo Co., Ltd. | 24,653 | 0.0 | |||||||||||
2,600 | Matsui Construction Co., Ltd. | 22,520 | 0.0 | |||||||||||
2,000 | Max Co., Ltd. | 28,609 | 0.0 | |||||||||||
12,000 | Meidensha Corp. | 49,498 | 0.0 | |||||||||||
4,400 | Meisei Industrial Co. Ltd. | 32,306 | 0.0 | |||||||||||
1,700 | Meitec Corp. | 89,191 | 0.0 | |||||||||||
2,400 | Meiwa Corp. | 10,301 | 0.0 | |||||||||||
24,158 | Minebea Co., Ltd. | 503,868 | 0.2 | |||||||||||
4,510 | Mirait Holdings Corp. | 67,049 | 0.0 | |||||||||||
15,100 | Misumi Group, Inc. | 438,385 | 0.2 | |||||||||||
90,700 | Mitsubishi Corp. | 2,500,941 | 0.8 | |||||||||||
131,500 | Mitsubishi Electric Corp. | 2,179,295 | 0.7 | |||||||||||
20,900 | Mitsubishi Heavy Industries Ltd. | 779,237 | 0.3 | |||||||||||
4,500 | Mitsubishi Logistics Corp. | 116,663 | 0.1 | |||||||||||
900 | Mitsubishi Kakoki Kaisha Ltd. | 19,409 | 0.0 | |||||||||||
2,300 | Mitsubishi Pencil Co., Ltd. | 50,217 | 0.0 | |||||||||||
3,000 | Mitsuboshi Belting Co., Ltd. | 41,130 | 0.0 | |||||||||||
109,000 | Mitsui & Co., Ltd. | 1,768,354 | 0.6 | |||||||||||
4,700 | Mitsui Engineering & Shipbuilding Co., Ltd. | 70,270 | 0.0 | |||||||||||
900 | Mitsui Matsushima Co., Ltd. | 13,017 | 0.0 | |||||||||||
7,800 | Mitsui OSK Lines Ltd. | 259,227 | 0.1 | |||||||||||
12,000 | (1) | Mitsui-Soko Holdings Co. Ltd. | 40,903 | 0.0 | ||||||||||
5,500 | Miura Co., Ltd. | 147,656 | 0.1 | |||||||||||
600 | Miyaji Engineering Group, Inc. | 14,184 | 0.0 | |||||||||||
4,800 | (2) | MonotaRO Co. Ltd. | 152,975 | 0.1 | ||||||||||
2,300 | Morita Holdings Corp. | 43,231 | 0.0 | |||||||||||
2,000 | Relia, Inc. | 23,332 | 0.0 | |||||||||||
6,900 | Nabtesco Corp. | 263,661 | 0.1 | |||||||||||
1,900 | NAC Co., Ltd. | 16,343 | 0.0 | |||||||||||
13,000 | Nachi-Fujikoshi Corp. | 86,967 | 0.0 | |||||||||||
7,100 | Nagase & Co., Ltd. | 127,626 | 0.1 |
9,200 | Nagoya Railroad Co., Ltd. | 231,686 | 0.1 | |||||||||||
2,000 | Nakabayashi Co. Ltd. | 13,284 | 0.0 | |||||||||||
4,744 | Namura Shipbuilding Co., Ltd. | 29,180 | 0.0 | |||||||||||
5,400 | Nankai Electric Railway Co., Ltd. | 133,633 | 0.1 | |||||||||||
15,900 | NGK Insulators Ltd. | 299,509 | 0.1 | |||||||||||
7,000 | Nichias Corp. | 93,021 | 0.0 | |||||||||||
1,200 | Nichiden Corp. | 24,630 | 0.0 | |||||||||||
2,000 | Nichiha Corp. | 83,603 | 0.0 | |||||||||||
2,200 | Nichireki Co., Ltd. | 28,323 | 0.0 | |||||||||||
15,814 | Nidec Corp. | 2,214,230 | 0.7 | |||||||||||
4,400 | Nihon M&A Center, Inc. | 209,487 | 0.1 | |||||||||||
200 | (2) | Nihon Trim Co., Ltd. | 9,076 | 0.0 | ||||||||||
800 | Nikko Co. Ltd./Hyogo | 16,896 | 0.0 | |||||||||||
3,000 | Nippo Corp. | 70,086 | 0.0 | |||||||||||
800 | Nippon Carbon Co., Ltd. | 35,836 | 0.0 | |||||||||||
2,100 | Nippon Densetsu Kogyo Co., Ltd. | 45,419 | 0.0 | |||||||||||
5,300 | Nippon Express Co., Ltd. | 351,959 | 0.1 | |||||||||||
2,100 | Nippon Hume Corp. | 15,815 | 0.0 | |||||||||||
1,800 | Nippon Kanzai Co., Ltd. | 32,775 | 0.0 | |||||||||||
1,100 | Nippon Koei Co. Ltd. | 34,090 | 0.0 | |||||||||||
4,400 | Nippon Holdings Co., Ltd. | 123,674 | 0.1 | |||||||||||
26,400 | Nippon Parking Development Co. Ltd. | 44,880 | 0.0 | |||||||||||
600 | Nippon Road Co., Ltd. | 35,021 | 0.0 | |||||||||||
400 | Nippon Seisen Co., Ltd. | 18,683 | 0.0 | |||||||||||
4,000 | (1) | Nippon Sharyo Ltd. | 12,017 | 0.0 | ||||||||||
6,600 | (1) | Nippon Sheet Glass Co., Ltd. | 59,772 | 0.0 | ||||||||||
1,028 | Nippon Steel & Sumikin Bussan Corp. | 62,255 | 0.0 | |||||||||||
4,900 | Nippon Thompson Co., Ltd. | 39,025 | 0.0 | |||||||||||
10,088 | (1) | Nippon Yusen KK | 245,457 | 0.1 | ||||||||||
1,000 | Mitsubishi Logisnext Co., Ltd. | 8,842 | 0.0 | |||||||||||
3,000 | Nishimatsu Construction Co., Ltd. | 83,932 | 0.0 | |||||||||||
3,400 | Nishi-Nippon Railroad Co., Ltd. | 91,640 | 0.0 | |||||||||||
1,000 | Nishio Rent All Co., Ltd. | 32,403 | 0.0 | |||||||||||
500 | Nissei ASB Machine Co. Ltd | 30,467 | 0.0 | |||||||||||
1,300 | Nissei Plastic Industrial Co., Ltd. | 19,571 | 0.0 | |||||||||||
7,580 | Nisshinbo Industries, Inc. | 102,649 | 0.1 | |||||||||||
1,400 | Nissin Corp. | 39,309 | 0.0 | |||||||||||
2,300 | Nissin Electric Co., Ltd. | 26,697 | 0.0 | |||||||||||
1,500 | Nitta Corp. | 57,690 | 0.0 | |||||||||||
1,600 | Nitto Boseki Co., Ltd. | 46,028 | 0.0 | |||||||||||
2,500 | Nitto Kogyo Corp. | 40,058 | 0.0 | |||||||||||
1,000 | Nitto Kohki Co., Ltd. | 25,294 | 0.0 | |||||||||||
1,100 | Nittoc Construction Co. Ltd. | 6,941 | 0.0 | |||||||||||
3,100 | Nomura Co., Ltd. | 70,629 | 0.0 | |||||||||||
900 | Noritake Co., Ltd. | 45,493 | 0.0 | |||||||||||
3,100 | Noritz Corp. | 60,696 | 0.0 | |||||||||||
700 | NS United Kaiun Kaisha Ltd. | 16,985 | 0.0 | |||||||||||
27,000 | NSK Ltd. | 423,009 | 0.2 | |||||||||||
31,000 | NTN Corp. | 153,036 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
700 | Obara Corp. | 47,903 | 0.0 | |||||||||||
43,000 | Obayashi Corp. | 519,446 | 0.2 | |||||||||||
19,200 | Odakyu Electric Railway Co., Ltd. | 410,240 | 0.2 | |||||||||||
2,180 | Oiles Corp. | 43,571 | 0.0 | |||||||||||
3,600 | Okabe Co., Ltd. | 34,305 | 0.0 | |||||||||||
4,900 | Okamura Corp. | 71,583 | 0.0 | |||||||||||
2,000 | Okuma Corp. | 132,276 | 0.1 | |||||||||||
2,400 | Okumura Corp. | 98,609 | 0.0 | |||||||||||
1,900 | Onoken Co., Ltd. | 34,230 | 0.0 | |||||||||||
800 | Organo Corp. | 23,362 | 0.0 | |||||||||||
600 | Origin Electric Co. Ltd. | 9,314 | 0.0 | |||||||||||
6,100 | OSG Corp. | 131,772 | 0.1 | |||||||||||
5,950 | OSJB Holdings Corp. | 17,705 | 0.0 | |||||||||||
4,000 | Outsourcing, Inc. | 72,715 | 0.0 | |||||||||||
2,100 | Oyo Corp. | 26,860 | 0.0 | |||||||||||
7,600 | Park24 Co., Ltd. | 181,939 | 0.1 | |||||||||||
1,400 | Pegasus Sewing Machine Manufacturing Co., Ltd. | 9,560 | 0.0 | |||||||||||
17,700 | Penta-Ocean Construction Co., Ltd. | 131,872 | 0.1 | |||||||||||
2,500 | Pilot Corp. | 120,406 | 0.1 | |||||||||||
3,500 | Prestige International, Inc. | 44,583 | 0.0 | |||||||||||
1,900 | Pronexus, Inc. | 26,607 | 0.0 | |||||||||||
3,400 | PS Mitsubishi Construction Co., Ltd. | 28,351 | 0.0 | |||||||||||
3,800 | Raito Kogyo Co., Ltd. | 43,397 | 0.0 | |||||||||||
97,000 | Recruit Holdings Co. Ltd. | 2,408,506 | 0.8 | |||||||||||
1,500 | Rheon Automatic Machinery Co., Ltd. | 26,057 | 0.0 | |||||||||||
1,600 | Ryobi Ltd. | 45,365 | 0.0 | |||||||||||
400 | Sakai Heavy Industries Ltd. | 15,742 | 0.0 | |||||||||||
800 | Sakai Moving Service Co., Ltd. | 39,346 | 0.0 | |||||||||||
3,800 | (1) | Sanix, Inc. | 7,671 | 0.0 | ||||||||||
3,100 | Sanki Engineering Co., Ltd. | 37,678 | 0.0 | |||||||||||
2,300 | Sankyo Tateyama, Inc. | 34,746 | 0.0 | |||||||||||
3,000 | Sankyu, Inc. | 129,137 | 0.1 | |||||||||||
12,100 | Sanwa Holdings Corp. | 166,284 | 0.1 | |||||||||||
800 | Sanyo Denki Co. Ltd. | 57,211 | 0.0 | |||||||||||
1,700 | Sato Holding Corp. | 51,574 | 0.0 | |||||||||||
1,300 | Sato Shoji Corp. | 15,316 | 0.0 | |||||||||||
2,000 | SBS Holdings, Inc. | 20,037 | 0.0 | |||||||||||
13,000 | Secom Co., Ltd. | 980,758 | 0.3 | |||||||||||
400 | Seibu Electric Industry Co., Ltd. | 10,629 | 0.0 | |||||||||||
16,900 | Seibu Holdings, Inc. | 319,281 | 0.1 | |||||||||||
2,500 | Seikitokyu Kogyo Co., Ltd. | 14,423 | 0.0 | |||||||||||
9,100 | Seino Holdings Co. Ltd | 144,367 | 0.1 | |||||||||||
1,500 | Sekisui Jushi Corp. | 30,543 | 0.0 | |||||||||||
6,700 | Senko Group Holdings Co., Ltd. | 48,398 | 0.0 | |||||||||||
1,200 | Shibusawa Warehouse Co., Ltd. | 21,537 | 0.0 | |||||||||||
1,100 | Shibuya Corp. | 45,440 | 0.0 | |||||||||||
1,700 | Shima Seiki Manufacturing Ltd. | 107,064 | 0.1 | |||||||||||
44,800 | Shimizu Corp. | 462,064 | 0.2 | |||||||||||
1,900 | Shin Nippon Air Technologies Co. Ltd. | 25,133 | 0.0 |
400 | Shin-Keisei Electric Railway Co., Ltd. | 7,597 | 0.0 | |||||||||||
6,000 | Shinmaywa Industries Ltd. | 57,054 | 0.0 | |||||||||||
2,700 | Shinnihon Corp. | 23,642 | 0.0 | |||||||||||
500 | Shinsho Corp. | 14,522 | 0.0 | |||||||||||
1,200 | Shinwa Co., Ltd./Nagoya | 28,885 | 0.0 | |||||||||||
1,400 | SHO-BOND Holdings Co., Ltd. | 99,648 | 0.1 | |||||||||||
11,000 | Sinfonia Technology Co. Ltd. | 42,400 | 0.0 | |||||||||||
3,400 | Sintokogio Ltd. | 43,338 | 0.0 | |||||||||||
4,100 | SMC Corp. | 1,682,576 | 0.6 | |||||||||||
2,000 | Soda Nikka Co., Ltd. | 10,954 | 0.0 | |||||||||||
2,800 | Sodick Co., Ltd. | 36,276 | 0.0 | |||||||||||
4,900 | Sohgo Security Services Co., Ltd. | 266,318 | 0.1 | |||||||||||
73,400 | Sojitz Corp. | 224,874 | 0.1 | |||||||||||
3,600 | Sotetsu Holdings, Inc. | 94,539 | 0.0 | |||||||||||
2,300 | Star Micronics Co., Ltd. | 39,660 | 0.0 | |||||||||||
800 | Sugimoto & Co., Ltd. | 12,556 | 0.0 | |||||||||||
8,600 | Sumiseki Holdings, Inc. | 12,346 | 0.0 | |||||||||||
80,700 | Sumitomo Corp. | 1,368,814 | 0.5 | |||||||||||
1,400 | Sumitomo Densetsu Co., Ltd. | 29,770 | 0.0 | |||||||||||
6,940 | Sumitomo Heavy Industries | 292,421 | 0.1 | |||||||||||
12,040 | Sumitomo Mitsui Construction Co., Ltd. | 67,100 | 0.0 | |||||||||||
4,000 | Sumitomo Precision Products Co. Ltd. | 13,184 | 0.0 | |||||||||||
8,000 | Sumitomo Warehouse Co., Ltd./The | 57,723 | 0.0 | |||||||||||
2,400 | (1) | SWCC Showa Holdings Co., Ltd. | 20,478 | 0.0 | ||||||||||
6,500 | Tadano Ltd. | 107,443 | 0.1 | |||||||||||
1,000 | Taihei Dengyo Kaisha Ltd. | 25,794 | 0.0 | |||||||||||
1,400 | Taiheiyo Kouhatsu, Inc. | 13,041 | 0.0 | |||||||||||
2,000 | Taikisha Ltd. | 67,499 | 0.0 | |||||||||||
14,500 | Taisei Corp. | 721,098 | 0.3 | |||||||||||
900 | Takamatsu Construction Group Co., Ltd. | 25,338 | 0.0 | |||||||||||
1,000 | Takaoka Toko Co. Ltd. | 16,319 | 0.0 | |||||||||||
1,200 | Takara Printing Co., Ltd. | 18,954 | 0.0 | |||||||||||
2,400 | Takara Standard Co., Ltd. | 38,702 | 0.0 | |||||||||||
4,200 | Takasago Thermal Engineering Co., Ltd. | 76,800 | 0.0 | |||||||||||
2,500 | Takeei Corp. | 29,447 | 0.0 | |||||||||||
2,100 | Takeuchi Manufacturing Co. Ltd. | 49,622 | 0.0 | |||||||||||
700 | Takisawa Machine Tool Co., Ltd. | 13,402 | 0.0 | |||||||||||
4,800 | Takuma Co., Ltd. | 67,082 | 0.0 | |||||||||||
3,000 | Tanseisha Co., Ltd. | 33,757 | 0.0 | |||||||||||
2,600 | Tatsuta Electric Wire and Cable Co., Ltd. | 20,682 | 0.0 | |||||||||||
2,400 | TechnoPro Holdings, Inc. | 130,117 | 0.1 | |||||||||||
1,600 | Teikoku Electric Manufacturing Co., Ltd. | 22,240 | 0.0 | |||||||||||
2,000 | (2) | Teikoku Sen-I Co., Ltd. | 40,090 | 0.0 | ||||||||||
1,100 | Tekken Corp. | 33,325 | 0.0 | |||||||||||
11,300 | Persol Holdings Co. Ltd | 282,911 | 0.1 | |||||||||||
8,300 | THK Co., Ltd. | 310,252 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
1,600 | (1) | Toa Corp. | 43,112 | 0.0 | ||||||||||
400 | TOA Road Corp. | 15,832 | 0.0 | |||||||||||
22,300 | Tobishima Corp. | 37,555 | 0.0 | |||||||||||
13,400 | Tobu Railway Co., Ltd. | 432,465 | 0.2 | |||||||||||
1,000 | Tocalo Co., Ltd. | 44,452 | 0.0 | |||||||||||
17,000 | Toda Corp. | 136,064 | 0.1 | |||||||||||
600 | Toenec Corp. | 18,193 | 0.0 | |||||||||||
6,400 | Tokai Holdings Corp. | 54,343 | 0.0 | |||||||||||
2,000 | Tokyo Energy & Systems, Inc. | 23,233 | 0.0 | |||||||||||
600 | (2) | Tokyo Keiki, Inc. | 7,556 | 0.0 | ||||||||||
2,500 | Tokyo Sangyo Co. Ltd. | 12,051 | 0.0 | |||||||||||
5,790 | Tokyu Construction Co., Ltd. | 56,323 | 0.0 | |||||||||||
35,500 | Tokyu Corp. | 565,873 | 0.2 | |||||||||||
4,700 | Toli Corp. | 18,401 | 0.0 | |||||||||||
1,900 | Tomoe Corp. | 11,140 | 0.0 | |||||||||||
2,000 | Toppan Forms Co., Ltd. | 22,599 | 0.0 | |||||||||||
37,000 | Toppan Printing Co., Ltd. | 334,225 | 0.1 | |||||||||||
2,200 | Torishima Pump Manufacturing Co., Ltd. | 23,188 | 0.0 | |||||||||||
8,000 | Toshiba Machine Co., Ltd. | 59,485 | 0.0 | |||||||||||
2,400 | Toshiba Plant Systems & Services Corp. | 44,700 | 0.0 | |||||||||||
1,000 | Tosho Printing Co., Ltd. | 9,053 | 0.0 | |||||||||||
1,800 | Totetsu Kogyo Co., Ltd. | 59,679 | 0.0 | |||||||||||
10,100 | Toto Ltd. | 594,731 | 0.2 | |||||||||||
6,400 | Toyo Construction Co., Ltd. | 37,314 | 0.0 | |||||||||||
2,200 | (2) | Toyo Engineering Corp. | 25,357 | 0.0 | ||||||||||
5,000 | Toyo Logistics Co., Ltd. | 14,561 | 0.0 | |||||||||||
800 | Toyo Tanso Co., Ltd. | 25,078 | 0.0 | |||||||||||
600 | Toyo Wharf & Warehouse Co., Ltd. | 9,678 | 0.0 | |||||||||||
14,100 | Toyota Tsusho Corp. | 566,443 | 0.2 | |||||||||||
600 | Trancom Co. Ltd. | 42,128 | 0.0 | |||||||||||
2,800 | Trusco Nakayama Corp. | 81,551 | 0.0 | |||||||||||
500 | Trust Tech, Inc. | 14,977 | 0.0 | |||||||||||
800 | Tsubaki Nakashima Co. Ltd. | 19,014 | 0.0 | |||||||||||
8,000 | Tsubakimoto Chain Co. | 64,548 | 0.0 | |||||||||||
600 | Tsubakimoto Kogyo Co., Ltd. | 15,802 | 0.0 | |||||||||||
4,000 | Tsugami Corp. | 51,221 | 0.0 | |||||||||||
3,300 | Tsukishima Kikai Co., Ltd. | 44,036 | 0.0 | |||||||||||
1,300 | Tsurumi Manufacturing Co., Ltd. | 23,940 | 0.0 | |||||||||||
800 | Uchida Yoko Co., Ltd. | 22,436 | 0.0 | |||||||||||
410 | Ueki Corp. | 10,051 | 0.0 | |||||||||||
800 | Union Tool Co. | 29,301 | 0.0 | |||||||||||
7,900 | Ushio, Inc. | 112,688 | 0.1 | |||||||||||
700 | Wakachiku Construction Co., Ltd. | 11,149 | 0.0 | |||||||||||
3,700 | Wakita & Co. Ltd. | 45,266 | 0.0 | |||||||||||
700 | Weathernews, Inc. | 20,645 | 0.0 | |||||||||||
11,700 | West Japan Railway Co. | 853,562 | 0.3 | |||||||||||
2,800 | Yahagi Construction Co., Ltd. | 24,364 | 0.0 | |||||||||||
2,900 | Yamabiko Corp. | 45,791 | 0.0 | |||||||||||
1,500 | Yamashin-Filter Corp. | 18,381 | 0.0 | |||||||||||
21,200 | Yamato Holdings Co., Ltd. | 425,597 | 0.2 | |||||||||||
5,600 | Yamazen Corp. | 65,874 | 0.0 |
2,100 | Yasuda Logistics Corp. | 18,611 | 0.0 | |||||||||||
2,600 | Yokogawa Bridge Holdings Corp. | 60,727 | 0.0 | |||||||||||
1,500 | Yuasa Trading Co., Ltd. | 54,441 | 0.0 | |||||||||||
400 | Yuken Kogyo Co., Ltd. | 9,708 | 0.0 | |||||||||||
900 | Yushin Precision Equipment Co., Ltd. | 25,638 | 0.0 | |||||||||||
68,328,843 | 22.5 | |||||||||||||
Information Technology: 12.1% | ||||||||||||||
2,300 | A&D Co., Ltd. | 18,306 | 0.0 | |||||||||||
7,700 | Advantest Corp. | 142,060 | 0.1 | |||||||||||
2,000 | Ai Holdings Corp. | 48,172 | 0.0 | |||||||||||
400 | Aichi Tokei Denki Co., Ltd. | 15,828 | 0.0 | |||||||||||
1,200 | Aiphone Co., Ltd. | 20,863 | 0.0 | |||||||||||
200 | (1) | Akatsuki, Inc. | 11,731 | 0.0 | ||||||||||
680 | Alpha Systems, Inc. | 14,810 | 0.0 | |||||||||||
11,300 | Alps Electric Co., Ltd. | 321,433 | 0.1 | |||||||||||
4,300 | Amano Corp. | 112,130 | 0.1 | |||||||||||
9,600 | Anritsu Corp. | 108,073 | 0.1 | |||||||||||
1,000 | Argo Graphics, Inc. | 30,249 | 0.0 | |||||||||||
2,900 | Arisawa Manufacturing Co., Ltd. | 31,674 | 0.0 | |||||||||||
3,000 | Asahi Net, Inc. | 14,465 | 0.0 | |||||||||||
1,200 | Ateam, Inc. | 28,767 | 0.0 | |||||||||||
4,000 | Broadleaf Co. Ltd. | 37,182 | 0.0 | |||||||||||
15,800 | Brother Industries Ltd. | 388,357 | 0.1 | |||||||||||
2,200 | CAC Holdings Corp. | 20,695 | 0.0 | |||||||||||
1,600 | Canon Electronics, Inc. | 34,916 | 0.0 | |||||||||||
70,766 | Canon, Inc. | 2,636,607 | 0.9 | |||||||||||
2,900 | Capcom Co., Ltd. | 91,712 | 0.1 | |||||||||||
3,000 | Computer Institute of Japan Ltd. | 19,897 | 0.0 | |||||||||||
15,400 | Citizen Watch Co., Ltd. | 112,797 | 0.1 | |||||||||||
2,700 | CMK Corp. | 24,388 | 0.0 | |||||||||||
4,300 | (2) | COLOPL, Inc. | 46,614 | 0.0 | ||||||||||
600 | Computer Engineering & Consulting Ltd. | 18,172 | 0.0 | |||||||||||
4,300 | (1),(2) | Cookpad, Inc. | 23,118 | 0.0 | ||||||||||
1,400 | Cybernet Systems Co., Ltd. | 8,728 | 0.0 | |||||||||||
3,600 | Cybozu, Inc. | 17,644 | 0.0 | |||||||||||
800 | Dai-ichi Seiko Co. Ltd | 21,323 | 0.0 | |||||||||||
2,500 | Screen Holdings Co. Ltd. | 203,329 | 0.1 | |||||||||||
1,500 | Daiwabo Holdings Co., Ltd. | 61,554 | 0.0 | |||||||||||
6,700 | Dena Co., Ltd. | 137,933 | 0.1 | |||||||||||
1,000 | Denki Kogyo Co., Ltd. | 28,280 | 0.0 | |||||||||||
4,000 | Dexerials Corp. | 51,598 | 0.0 | |||||||||||
700 | Digital Arts, Inc. | 27,897 | 0.0 | |||||||||||
2,400 | Digital Garage, Inc. | 63,261 | 0.0 | |||||||||||
1,900 | Dip Corp. | 48,972 | 0.0 | |||||||||||
1,700 | Disco Corp. | 376,787 | 0.1 | |||||||||||
1,800 | DTS Corp. | 58,554 | 0.0 | |||||||||||
700 | E-Guardian, Inc. | 16,768 | 0.0 | |||||||||||
1,100 | Eizo Corp. | 51,681 | 0.0 | |||||||||||
1,400 | Elecom Co. Ltd | 32,230 | 0.0 | |||||||||||
500 | Enplas Corp. | 20,707 | 0.0 | |||||||||||
1,500 | ESPEC Corp. | 37,826 | 0.0 | |||||||||||
600 | Excel Co., Ltd. | 15,079 | 0.0 | |||||||||||
4,500 | F N Communications, Inc. | 35,738 | 0.0 | |||||||||||
899 | Faith, Inc. | 10,483 | 0.0 | |||||||||||
1,900 | Fuji Soft, Inc. | 60,895 | 0.0 | |||||||||||
26,800 | Fuji Film Holdings Corp. | 1,093,573 | 0.4 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
133,000 | Fujitsu Ltd. | 942,908 | 0.3 | |||||||||||
2,700 | Furuno Electric Co., Ltd. | 20,038 | 0.0 | |||||||||||
4,700 | (2) | GMO internet, Inc. | 79,754 | 0.0 | ||||||||||
1,000 | GMO Payment Gateway, Inc. | 82,571 | 0.0 | |||||||||||
2,600 | Gurunavi, Inc. | 30,817 | 0.0 | |||||||||||
9,000 | Gree, Inc. | 56,413 | 0.0 | |||||||||||
2,000 | (1) | Gumi, Inc. | 18,986 | 0.0 | ||||||||||
35,300 | (2) | GungHo Online Entertainment, Inc. | 96,875 | 0.1 | ||||||||||
9,300 | Hamamatsu Photonics KK | 311,927 | 0.1 | |||||||||||
1,200 | Hearts United Group Co. Ltd. | 18,149 | 0.0 | |||||||||||
1,200 | Hioki EE Corp. | 30,508 | 0.0 | |||||||||||
2,165 | Hirose Electric Co., Ltd. | 316,103 | 0.1 | |||||||||||
4,500 | Hitachi High-Technologies Corp. | 189,132 | 0.1 | |||||||||||
2,200 | Hitachi Kokusai Electric, Inc. | 60,596 | 0.0 | |||||||||||
316,146 | Hitachi Ltd. | 2,452,724 | 0.8 | |||||||||||
2,200 | Maxell Holdings, Ltd. | 46,833 | 0.0 | |||||||||||
1,300 | Hochiki Corp. | 27,966 | 0.0 | |||||||||||
1,000 | Hokuriku Electric Industry Co., Ltd. | 15,467 | 0.0 | |||||||||||
2,700 | Horiba Ltd. | 162,554 | 0.1 | |||||||||||
3,400 | Hosiden Corp. | 50,020 | 0.0 | |||||||||||
8,500 | Ibiden Co., Ltd. | 126,876 | 0.1 | |||||||||||
1,100 | Icom, Inc. | 25,754 | 0.0 | |||||||||||
3,100 | Ines Corp. | 32,104 | 0.0 | |||||||||||
1,430 | I-Net Corp. | 22,368 | 0.0 | |||||||||||
7,300 | (2) | Infomart Corp. | 43,441 | 0.0 | ||||||||||
1,400 | Innotech Corp. | 13,638 | 0.0 | |||||||||||
2,700 | Internet Initiative Japan, Inc. | 49,242 | 0.0 | |||||||||||
1,000 | Iriso Electronics Co. Ltd. | 59,705 | 0.0 | |||||||||||
700 | Information Services International-Dentsu Ltd. | 15,816 | 0.0 | |||||||||||
3,200 | Istyle, Inc. | 24,918 | 0.0 | |||||||||||
4,300 | TIS, Inc. | 149,748 | 0.1 | |||||||||||
3,900 | Itfor, Inc. | 29,367 | 0.0 | |||||||||||
2,900 | Itochu Techno-Solutions Corp. | 125,782 | 0.1 | |||||||||||
3,000 | Japan Aviation Electronics Industry Ltd. | 50,580 | 0.0 | |||||||||||
2,000 | Japan Cash Machine Co., Ltd. | 20,147 | 0.0 | |||||||||||
29,900 | (1),(2) | Japan Display, Inc. | 60,307 | 0.0 | ||||||||||
1,000 | Japan Material Co. Ltd. | 36,149 | 0.0 | |||||||||||
1,700 | Jastec Co., Ltd. | 19,388 | 0.0 | |||||||||||
1,100 | JBCC Holdings, Inc. | 10,993 | 0.0 | |||||||||||
2,200 | Justsystems Corp. | 41,793 | 0.0 | |||||||||||
1,200 | Kaga Electronics Co., Ltd. | 32,788 | 0.0 | |||||||||||
9,900 | Kakaku.com, Inc. | 167,119 | 0.1 | |||||||||||
1,100 | Kanematsu Electronics Ltd. | 32,980 | 0.0 | |||||||||||
6,400 | Keyence Corp. | 3,575,241 | 1.2 | |||||||||||
2,700 | (2) | KLab, Inc. | 42,778 | 0.0 | ||||||||||
1,900 | Koa Corp. | 39,133 | 0.0 | |||||||||||
5,323 | Konami Holdings Corp. | 292,724 | 0.1 | |||||||||||
29,600 | Konica Minolta, Inc. | 284,010 | 0.1 | |||||||||||
21,400 | Kyocera Corp. | 1,397,142 | 0.5 | |||||||||||
2,900 | Lasertec Corp. | 72,828 | 0.0 | |||||||||||
3,700 | (1) | LINE Corp. | 151,101 | 0.1 |
2,700 | Macnica Fuji Electronics Holdings, Inc. | 58,776 | 0.0 | |||||||||||
1,700 | Mamezou Holdings Co. Ltd. | 19,237 | 0.0 | |||||||||||
2,000 | Marubun Corp. | 20,532 | 0.0 | |||||||||||
500 | Maruwa Co., Ltd./Aichi | 33,357 | 0.0 | |||||||||||
3,300 | (2) | Marvelous, Inc. | 30,377 | 0.0 | ||||||||||
1,000 | Megachips Corp. | 29,853 | 0.0 | |||||||||||
600 | Melco Holdings, Inc. | 20,595 | 0.0 | |||||||||||
2,300 | (2) | Micronics Japan Co. Ltd. | 23,663 | 0.0 | ||||||||||
1,700 | Mimasu Semiconductor Industry Co., Ltd. | 32,476 | 0.0 | |||||||||||
1,500 | Miroku Jyoho Service Co. Ltd. | 40,333 | 0.0 | |||||||||||
1,600 | (2) | Mitsui High-Tec, Inc. | 28,926 | 0.0 | ||||||||||
13,755 | Murata Manufacturing Co., Ltd. | 1,841,631 | 0.6 | |||||||||||
1,600 | Nagano Keiki Co., Ltd. | 18,224 | 0.0 | |||||||||||
16,700 | NEC Corp. | 449,853 | 0.2 | |||||||||||
1,600 | NEC Networks & System Integration Corp. | 42,010 | 0.0 | |||||||||||
5,700 | Net One systems Co., Ltd. | 87,403 | 0.1 | |||||||||||
14,500 | (1) | Nexon Co. Ltd. | 420,504 | 0.2 | ||||||||||
500 | Nexyz Group Corp. | 8,860 | 0.0 | |||||||||||
4,800 | Nichicon Corp. | 62,609 | 0.0 | |||||||||||
2,000 | Nihon Dempa Kogyo Co., Ltd. | 13,946 | 0.0 | |||||||||||
4,000 | Nihon Unisys Ltd. | 83,052 | 0.0 | |||||||||||
8,100 | Nintendo Co., Ltd. | 2,916,783 | 1.0 | |||||||||||
1,400 | Nippon Ceramic Co., Ltd. | 35,882 | 0.0 | |||||||||||
1,000 | Nippon Chemi-Con Corp. | 30,928 | 0.0 | |||||||||||
5,800 | Nippon Electric Glass Co., Ltd. | 220,756 | 0.1 | |||||||||||
3,800 | Nippon Signal Company Ltd. | 40,381 | 0.0 | |||||||||||
2,400 | Nissha Co., Ltd. | 69,599 | 0.0 | |||||||||||
1,400 | Nohmi Bosai Ltd. | 25,493 | 0.0 | |||||||||||
8,332 | Nomura Research Institute Ltd. | 386,742 | 0.1 | |||||||||||
1,400 | Noritsu Koki Co., Ltd. | 30,694 | 0.0 | |||||||||||
2,300 | NS Solutions Corp. | 62,878 | 0.0 | |||||||||||
2,750 | NSD CO., Ltd. | 58,540 | 0.0 | |||||||||||
39,800 | NTT Data Corp. | 472,180 | 0.2 | |||||||||||
600 | OBIC Business Consultants Co., Ltd. | 34,909 | 0.0 | |||||||||||
3,900 | Obic Co., Ltd. | 286,445 | 0.1 | |||||||||||
5,700 | Oki Electric Industry Ltd. | 79,777 | 0.0 | |||||||||||
14,000 | Omron Corp. | 832,705 | 0.3 | |||||||||||
1,300 | Optex Group Co., Ltd. | 68,386 | 0.0 | |||||||||||
2,100 | Oracle Corp. Japan | 173,798 | 0.1 | |||||||||||
4,000 | Osaki Electric Co., Ltd. | 28,851 | 0.0 | |||||||||||
3,900 | Otsuka Corp. | 298,683 | 0.1 | |||||||||||
1,500 | Poletowin Pitcrew Holdings, Inc. | 27,875 | 0.0 | |||||||||||
6,500 | (1) | Renesas Electronics Corp. | 75,383 | 0.0 | ||||||||||
38,700 | Ricoh Co., Ltd. | 358,626 | 0.1 | |||||||||||
1,700 | Riso Kagaku Corp. | 32,281 | 0.0 | |||||||||||
5,800 | Rohm Co., Ltd. | 638,938 | 0.2 | |||||||||||
1,000 | Roland DG Corp. | 26,795 | 0.0 | |||||||||||
600 | Rorze Corp. | 14,561 | 0.0 | |||||||||||
1,900 | Ryosan Co., Ltd. | 72,898 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
1,500 | Ryoyo Electro Corp. | 27,437 | 0.0 | |||||||||||
2,000 | Sakura Internet, Inc. | 14,541 | 0.0 | |||||||||||
8,000 | Sanken Electric Co., Ltd. | 57,392 | 0.0 | |||||||||||
1,400 | Sanshin Electronics Co., Ltd. | 23,845 | 0.0 | |||||||||||
2,000 | Satori Electric Co., Ltd. | 21,856 | 0.0 | |||||||||||
700 | Saxa Holdings, Inc. | 12,376 | 0.0 | |||||||||||
19,500 | Seiko Epson Corp. | 459,058 | 0.2 | |||||||||||
2,000 | Shibaura Mechatronics Corp. | 7,969 | 0.0 | |||||||||||
15,400 | Shimadzu Corp. | 349,370 | 0.1 | |||||||||||
500 | Shindengen Electric Manufacturing Co., Ltd. | 39,418 | 0.0 | |||||||||||
1,500 | (1) | Shinkawa Ltd. | 15,397 | 0.0 | ||||||||||
4,800 | Shinko Electric Industries | 38,783 | 0.0 | |||||||||||
1,400 | Shinko Shoji Co., Ltd. | 26,331 | 0.0 | |||||||||||
800 | Siix Corp. | 34,274 | 0.0 | |||||||||||
4,000 | SMK Corp. | 22,523 | 0.0 | |||||||||||
2,500 | SMS Co. Ltd. | 78,582 | 0.0 | |||||||||||
800 | Softbank Technology Corp. | 13,721 | 0.0 | |||||||||||
1,700 | (2) | Sourcenext Corp. | 20,398 | 0.0 | ||||||||||
5,800 | Square Enix Holdings Co., Ltd. | 275,197 | 0.1 | |||||||||||
1,100 | SRA Holdings | 39,344 | 0.0 | |||||||||||
11,800 | Sumco Corp. | 299,563 | 0.1 | |||||||||||
1,300 | Sumida Corp. | 22,236 | 0.0 | |||||||||||
3,144 | SCSK Corp. | 144,708 | 0.1 | |||||||||||
1,200 | Systena Corp. | 38,283 | 0.0 | |||||||||||
1,040 | Tachibana Eletech Co., Ltd. | 18,698 | 0.0 | |||||||||||
6,400 | Taiyo Yuden Co., Ltd. | 99,087 | 0.1 | |||||||||||
800 | Takachiho Koheki Co. Ltd. | 8,276 | 0.0 | |||||||||||
7,000 | Tamura Corp. | 52,638 | 0.0 | |||||||||||
6,800 | TDK Corp. | 540,402 | 0.2 | |||||||||||
20,000 | (1) | Teac Corp. | 7,806 | 0.0 | ||||||||||
1,960 | Koei Tecmo Holdings Co. Ltd. | 39,500 | 0.0 | |||||||||||
1,600 | TKC | 58,427 | 0.0 | |||||||||||
8,800 | Tokyo Electron Ltd. | 1,587,427 | 0.5 | |||||||||||
2,200 | Tokyo Seimitsu Co., Ltd. | 86,574 | 0.1 | |||||||||||
7,200 | Topcon Corp. | 155,206 | 0.1 | |||||||||||
9,000 | Toshiba Tec Corp. | 56,612 | 0.0 | |||||||||||
400 | Toukei Computer Co., Ltd. | 11,609 | 0.0 | |||||||||||
1,100 | Towa Corp. | 21,287 | 0.0 | |||||||||||
3,100 | Toyo Corp./Chuo-ku | 27,192 | 0.0 | |||||||||||
1,200 | Transcosmos, Inc. | 30,613 | 0.0 | |||||||||||
6,300 | (1) | Trend Micro, Inc. | 356,600 | 0.1 | ||||||||||
900 | UKC Holdings Corp. | 19,806 | 0.0 | |||||||||||
2,300 | Ulvac, Inc. | 144,249 | 0.1 | |||||||||||
5,000 | Uniden Holdings Corp. | 13,092 | 0.0 | |||||||||||
300 | V Technology Co. Ltd. | 48,314 | 0.0 | |||||||||||
11,400 | Wacom Co., Ltd. | 61,569 | 0.0 | |||||||||||
91,400 | Yahoo! Japan Corp. | 418,748 | 0.2 | |||||||||||
1,100 | Yamaichi Electronics Co., Ltd. | 19,965 | 0.0 | |||||||||||
4,100 | Azbil Corp. | 177,574 | 0.1 | |||||||||||
15,200 | Yaskawa Electric Corp. | 665,990 | 0.2 | |||||||||||
13,200 | Yokogawa Electric Corp. | 252,023 | 0.1 |
1,500 | Yokowo Co., Ltd. | 21,296 | 0.0 | |||||||||||
36,761,323 | 12.1 | |||||||||||||
Materials: 7.4% | ||||||||||||||
1,300 | Achilles Corp. | 27,482 | 0.0 | |||||||||||
5,500 | ADEKA Corp. | 96,739 | 0.0 | |||||||||||
700 | Aichi Steel Corp. | 27,968 | 0.0 | |||||||||||
10,600 | Air Water, Inc. | 223,142 | 0.1 | |||||||||||
1,900 | Asahi Holdings, Inc. | 35,620 | 0.0 | |||||||||||
85,000 | Asahi Kasei Corp. | 1,093,899 | 0.4 | |||||||||||
1,200 | Asahi Yukizia Corp. | 22,323 | 0.0 | |||||||||||
2,700 | Asia Pile Holdings Corp. | 17,350 | 0.0 | |||||||||||
1,800 | Carlit Holdings Co. Ltd. | 19,691 | 0.0 | |||||||||||
800 | Chuetsu Pulp & Paper Co., Ltd. | 14,444 | 0.0 | |||||||||||
5,000 | Chugoku Marine Paints Ltd. | 41,737 | 0.0 | |||||||||||
2,400 | Dai Nippon Toryo Co., Ltd. | 38,304 | 0.0 | |||||||||||
18,700 | Daicel Corp. | 212,213 | 0.1 | |||||||||||
2,500 | Daido Steel Co., Ltd. | 153,248 | 0.1 | |||||||||||
4,000 | DKS Co. Ltd. | 32,726 | 0.0 | |||||||||||
1,300 | Daiken Corp. | 33,803 | 0.0 | |||||||||||
3,000 | (2) | Daiki Aluminium Industry Co., Ltd. | 23,352 | 0.0 | ||||||||||
1,400 | Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 69,844 | 0.0 | |||||||||||
5,500 | (2) | Daio Paper Corp. | 72,655 | 0.0 | ||||||||||
1,600 | (2) | Osaka Soda Co., Ltd. | 40,881 | 0.0 | ||||||||||
4,800 | Denka Co., Ltd. | 191,540 | 0.1 | |||||||||||
5,500 | DIC Corp. | 206,914 | 0.1 | |||||||||||
3,400 | Dowa Holdings Co., Ltd. | 138,083 | 0.1 | |||||||||||
1,000 | JCU Corp. | 48,586 | 0.0 | |||||||||||
1,000 | FP Corp. | 53,648 | 0.0 | |||||||||||
3,000 | Fuji Seal International, Inc. | 97,942 | 0.0 | |||||||||||
2,000 | Fujikura Kasei Co., Ltd. | 13,180 | 0.0 | |||||||||||
1,400 | Fujimi, Inc. | 29,402 | 0.0 | |||||||||||
1,400 | Fujimori Kogyo Co., Ltd. | 49,653 | 0.0 | |||||||||||
1,233 | UACJ Corp. | 32,146 | 0.0 | |||||||||||
800 | Fuso Chemical Co. Ltd. | 21,686 | 0.0 | |||||||||||
700 | Godo Steel Ltd. | 14,667 | 0.0 | |||||||||||
500 | Gun-Ei Chemical Industry Co., Ltd. | 17,261 | 0.0 | |||||||||||
500 | Hakudo Co., Ltd. | 10,799 | 0.0 | |||||||||||
1,800 | Harima Chemicals Group, Inc. | 14,605 | 0.0 | |||||||||||
6,500 | Hitachi Chemical Co., Ltd. | 166,438 | 0.1 | |||||||||||
13,720 | Hitachi Metals Ltd. | 196,231 | 0.1 | |||||||||||
400 | Hodogaya Chemical Co., Ltd. | 21,100 | 0.0 | |||||||||||
5,000 | Hokkan Holdings Ltd. | 20,186 | 0.0 | |||||||||||
8,400 | Hokuetsu Kishu Paper Co. Ltd. | 50,122 | 0.0 | |||||||||||
2,900 | (1) | Ishihara Sangyo Kaisha Ltd. | 54,710 | 0.0 | ||||||||||
500 | Japan Pure Chemical Co. Ltd. | 11,708 | 0.0 | |||||||||||
34,747 | JFE Holdings, Inc. | 830,364 | 0.3 | |||||||||||
800 | JSP Corp. | 27,368 | 0.0 | |||||||||||
13,300 | JSR Corp. | 261,269 | 0.1 | |||||||||||
17,000 | Kaneka Corp. | 154,947 | 0.1 | |||||||||||
14,200 | Kansai Paint Co., Ltd. | 368,479 | 0.1 | |||||||||||
3,800 | Kanto Denka Kogyo Co., Ltd. | 45,978 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
2,000 | KH Neochem Co. Ltd. | 51,163 | 0.0 | |||||||||||
1,900 | Kimoto Co., Ltd. | 5,606 | 0.0 | |||||||||||
2,500 | Koatsu Gas Kogyo Co., Ltd. | 21,126 | 0.0 | |||||||||||
22,600 | (1) | Kobe Steel Ltd. | 208,568 | 0.1 | ||||||||||
1,100 | Kohsoku Corp. | 13,185 | 0.0 | |||||||||||
2,100 | Konishi Co., Ltd. | 39,261 | 0.0 | |||||||||||
400 | Krosaki Harima Corp. | 16,770 | 0.0 | |||||||||||
5,539 | Kumiai Chemical Industry Co., Ltd. | 37,139 | 0.0 | |||||||||||
23,000 | Kuraray Co., Ltd. | 433,043 | 0.2 | |||||||||||
1,200 | KUREHA Corp. | 87,011 | 0.0 | |||||||||||
900 | Kurimoto Ltd. | 18,153 | 0.0 | |||||||||||
1,800 | Kyoei Steel Ltd. | 34,268 | 0.0 | |||||||||||
1,100 | Kyowa Leather Cloth Co., Ltd. | 9,716 | 0.0 | |||||||||||
2,700 | Lintec Corp. | 75,191 | 0.0 | |||||||||||
4,400 | Maruichi Steel Tube Ltd. | 128,571 | 0.1 | |||||||||||
1,100 | MEC Co., Ltd./Japan | 22,893 | 0.0 | |||||||||||
1,000 | Mitani Sekisan Co. Ltd. | 24,195 | 0.0 | |||||||||||
90,800 | Mitsubishi Chemical Holdings Corp. | 993,527 | 0.3 | |||||||||||
11,400 | Mitsubishi Gas Chemical Co., Inc. | 326,439 | 0.1 | |||||||||||
8,152 | Mitsubishi Materials Corp. | 289,278 | 0.1 | |||||||||||
2,600 | (1) | Mitsubishi Paper Mills Ltd. | 16,796 | 0.0 | ||||||||||
100 | Mitsubishi Steel Manufacturing Co., Ltd. | 2,479 | 0.0 | |||||||||||
11,800 | Mitsui Chemicals, Inc. | 378,396 | 0.1 | |||||||||||
3,200 | Mitsui Mining & Smelting Co., Ltd. | 186,220 | 0.1 | |||||||||||
800 | Moresco Corp. | 15,807 | 0.0 | |||||||||||
1,700 | Nakayama Steel Works Ltd. | 10,924 | 0.0 | |||||||||||
3,300 | Neturen Co., Ltd. | 36,093 | 0.0 | |||||||||||
4,400 | Nihon Nohyaku Co., Ltd. | 25,974 | 0.0 | |||||||||||
6,700 | Nihon Parkerizing Co., Ltd. | 112,712 | 0.1 | |||||||||||
6,000 | Nihon Yamamura Glass Co., Ltd. | 10,171 | 0.0 | |||||||||||
600 | Nippon Carbide Industries Co., Inc. | 11,435 | 0.0 | |||||||||||
2,600 | Nippon Concrete Industries Co., Ltd. | 11,473 | 0.0 | |||||||||||
8,400 | (2) | Nippon Denko Co., Ltd. | 34,956 | 0.0 | ||||||||||
2,300 | Nippon Fine Chemical Co., Ltd. | 23,262 | 0.0 | |||||||||||
8,000 | Nippon Kayaku Co., Ltd. | 118,625 | 0.1 | |||||||||||
500 | Nippon Kinzoku Co., Ltd. | 11,781 | 0.0 | |||||||||||
34,700 | Nippon Light Metal Holdings Co. Ltd. | 98,569 | 0.0 | |||||||||||
10,400 | Nippon Paint Holdings Co., Ltd. | 328,602 | 0.1 | |||||||||||
5,729 | Nippon Paper Industries Co. Ltd. | 108,741 | 0.1 | |||||||||||
1,800 | Nippon Pillar Packing Co., Ltd. | 27,637 | 0.0 | |||||||||||
2,100 | Nippon Shokubai Co., Ltd. | 141,561 | 0.1 | |||||||||||
10,000 | Nippon Soda Co., Ltd. | 66,490 | 0.0 | |||||||||||
57,565 | Nippon Steel & Sumitomo Metal Corp. | 1,470,748 | 0.5 |
1,200 | Nippon Valqua Industries Ltd. | 32,766 | 0.0 | |||||||||||
13,600 | (1) | Nippon Yakin Kogyo Co., Ltd. | 29,212 | 0.0 | ||||||||||
8,000 | Nissan Chemical Industries Ltd. | 318,678 | 0.1 | |||||||||||
3,876 | Nisshin Steel Co. Ltd. | 63,471 | 0.0 | |||||||||||
500 | Nittetsu Mining Co., Ltd. | 36,586 | 0.0 | |||||||||||
9,900 | Nitto Denko Corp. | 875,642 | 0.3 | |||||||||||
5,500 | NOF Corp. | 147,314 | 0.1 | |||||||||||
57,000 | Oji Holdings Corp. | 378,528 | 0.1 | |||||||||||
5,000 | Okamoto Industries, Inc. | 50,657 | 0.0 | |||||||||||
4,000 | Okura Industrial Co., Ltd. | 24,486 | 0.0 | |||||||||||
800 | Osaka Steel Co., Ltd. | 16,722 | 0.0 | |||||||||||
1,900 | OSAKA Titanium Technologies Co., Ltd. | 34,849 | 0.0 | |||||||||||
1,100 | (1),(2) | Pacific Metals Co., Ltd. | 30,459 | 0.0 | ||||||||||
1,200 | Pack Corp. | 38,650 | 0.0 | |||||||||||
1,000 | Rasa Industries Ltd. | 20,245 | 0.0 | |||||||||||
12,400 | Rengo Co., Ltd. | 90,426 | 0.0 | |||||||||||
3,000 | Riken Technos Corp. | 16,579 | 0.0 | |||||||||||
1,200 | Sakai Chemical Industry Co. Ltd. | 32,059 | 0.0 | |||||||||||
2,900 | Sakata INX Corp. | 46,195 | 0.0 | |||||||||||
900 | Sanyo Chemical Industries Ltd. | 47,032 | 0.0 | |||||||||||
1,800 | Sanyo Special Steel Co., Ltd. | 46,028 | 0.0 | |||||||||||
1,100 | (2) | Seiko PMC Corp. | 11,017 | 0.0 | ||||||||||
1,800 | Sekisui Plastics Co., Ltd. | 23,686 | 0.0 | |||||||||||
2,000 | Shikoku Chemicals Corp. | 32,395 | 0.0 | |||||||||||
400 | Shinagawa Refractories Co., Ltd. | 11,975 | 0.0 | |||||||||||
23,000 | Shin-Etsu Chemical Co., Ltd. | 2,330,429 | 0.8 | |||||||||||
2,600 | Shin-Etsu Polymer Co., Ltd. | 29,352 | 0.0 | |||||||||||
9,200 | Showa Denko KK | 391,547 | 0.1 | |||||||||||
900 | Stella Chemifa Corp. | 29,571 | 0.0 | |||||||||||
11,000 | Sumitomo Bakelite Co., Ltd. | 92,307 | 0.0 | |||||||||||
100,000 | Sumitomo Chemical Co., Ltd. | 715,565 | 0.3 | |||||||||||
16,500 | Sumitomo Metal Mining Co., Ltd. | 754,880 | 0.3 | |||||||||||
25,000 | Sumitomo Osaka Cement Co., Ltd. | 120,403 | 0.1 | |||||||||||
700 | Sumitomo Seika Chemicals Co., Ltd. | 38,824 | 0.0 | |||||||||||
1,600 | T Hasegawa Co., Ltd. | 33,327 | 0.0 | |||||||||||
8,012 | Taiheiyo Cement Corp. | 344,946 | 0.1 | |||||||||||
800 | Taisei Lamick Co., Ltd. | 22,436 | 0.0 | |||||||||||
1,200 | Taiyo Ink Manufacturing Co., Ltd. | 53,296 | 0.0 | |||||||||||
10,000 | Taiyo Nippon Sanso Corp. | 139,541 | 0.1 | |||||||||||
1,100 | Takasago International Corp. | 35,602 | 0.0 | |||||||||||
4,000 | CI Takiron Corp. | 28,482 | 0.0 | |||||||||||
500 | Tayca Corp. | 14,655 | 0.0 | |||||||||||
10,600 | Teijin Ltd. | 235,531 | 0.1 | |||||||||||
1,400 | Tenma Corp. | 27,460 | 0.0 | |||||||||||
7,400 | Toagosei Co., Ltd. | 93,936 | 0.0 | |||||||||||
400 | (2) | Toda Kogyo Corp. | 16,220 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
3,000 | Toho Titanium Co., Ltd. | 31,784 | 0.0 | |||||||||||
1,000 | Toho Zinc Co., Ltd. | 54,087 | 0.0 | |||||||||||
12,100 | Tokai Carbon Co., Ltd. | 149,302 | 0.1 | |||||||||||
900 | Tokushu Tokai Holdings Co., Ltd. | 33,961 | 0.0 | |||||||||||
3,800 | Tokuyama Corp. | 123,277 | 0.1 | |||||||||||
2,500 | Tokyo Ohka Kogyo Co., Ltd. | 107,613 | 0.0 | |||||||||||
1,400 | Tokyo Rope Manufacturing Co., Ltd. | 23,077 | 0.0 | |||||||||||
7,700 | Tokyo Steel Manufacturing Co., Ltd. | 68,996 | 0.0 | |||||||||||
1,000 | Tokyo Tekko Co., Ltd. | 18,039 | 0.0 | |||||||||||
3,000 | Tomoegawa Co., Ltd. | 8,263 | 0.0 | |||||||||||
1,200 | Tomoku Co., Ltd. | 24,309 | 0.0 | |||||||||||
1,200 | Topy Industries Ltd. | 36,912 | 0.0 | |||||||||||
98,000 | Toray Industries, Inc. | 922,406 | 0.3 | |||||||||||
20,000 | Tosoh Corp. | 451,204 | 0.2 | |||||||||||
12,000 | Toyo Ink SC Holdings Co., Ltd. | 70,885 | 0.0 | |||||||||||
3,500 | Toyo Kohan Co., Ltd. | 15,122 | 0.0 | |||||||||||
7,700 | Toyo Seikan Group Holdings, Ltd. | 123,603 | 0.1 | |||||||||||
4,700 | Toyobo Co., Ltd. | 85,298 | 0.0 | |||||||||||
1,400 | TYK Corp. | 5,448 | 0.0 | |||||||||||
6,600 | Ube Industries Ltd. | 193,337 | 0.1 | |||||||||||
1,000 | Wood One Co., Ltd. | 14,107 | 0.0 | |||||||||||
1,800 | (2) | W-Scope Corp. | 37,195 | 0.0 | ||||||||||
2,600 | Yamato Kogyo Co., Ltd. | 75,310 | 0.0 | |||||||||||
2,100 | Yodogawa Steel Works Ltd. | 64,894 | 0.0 | |||||||||||
1,100 | Yushiro Chemical Industry Co., Ltd. | 16,452 | 0.0 | |||||||||||
11,000 | Zeon Corp. | 158,747 | 0.1 | |||||||||||
22,448,583 | 7.4 | |||||||||||||
Real Estate: 3.0% | ||||||||||||||
8,770 | Aeon Mall Co., Ltd. | 171,284 | 0.1 | |||||||||||
1,800 | Airport Facilities Co., Ltd. | 10,520 | 0.0 | |||||||||||
3,800 | Daibiru Corp. | 47,750 | 0.0 | |||||||||||
1,900 | Daikyo, Inc. | 36,788 | 0.0 | |||||||||||
5,300 | Daito Trust Construction Co., Ltd. | 1,079,775 | 0.4 | |||||||||||
43,360 | Daiwa House Industry Co., Ltd. | 1,662,743 | 0.6 | |||||||||||
1,120 | Goldcrest Co., Ltd. | 22,585 | 0.0 | |||||||||||
2,900 | Heiwa Real Estate Co., Ltd. | 52,176 | 0.0 | |||||||||||
14,600 | Ichigo, Inc. | 55,164 | 0.0 | |||||||||||
1,000 | Investors Cloud Co. Ltd. | 14,780 | 0.0 | |||||||||||
2,600 | Keihanshin Building Co. Ltd. | 20,444 | 0.0 | |||||||||||
18,000 | (2) | Kenedix, Inc. | 109,822 | 0.0 | ||||||||||
16,700 | Leopalace21 Corp. | 129,686 | 0.0 | |||||||||||
96,100 | Mitsubishi Estate Co., Ltd. | 1,668,588 | 0.6 | |||||||||||
64,200 | Mitsui Fudosan Co., Ltd. | 1,435,864 | 0.5 | |||||||||||
8,700 | Nomura Real Estate Holdings, Inc. | 194,379 | 0.1 | |||||||||||
7,800 | NTT Urban Development Corp. | 90,095 | 0.0 | |||||||||||
2,200 | Open House Co. Ltd. | 118,323 | 0.0 | |||||||||||
7,100 | Relo Holdings, Inc. | 193,095 | 0.1 | |||||||||||
26,400 | Hulic Co. Ltd. | 296,031 | 0.1 | |||||||||||
31,000 | Sumitomo Realty & Development Co., Ltd. | 1,017,389 | 0.3 |
2,300 | Sun Frontier Fudousan Co., Ltd. | 26,121 | 0.0 | |||||||||||
6,000 | Takara Leben Co., Ltd. | 26,473 | 0.0 | |||||||||||
3,900 | TOC Co., Ltd. | 33,249 | 0.0 | |||||||||||
300 | Tokyo Rakutenchi Co., Ltd. | 16,243 | 0.0 | |||||||||||
14,400 | Tokyo Tatemono Co., Ltd. | 194,085 | 0.1 | |||||||||||
700 | Tokyo Theatres Co., Inc. | 9,139 | 0.0 | |||||||||||
32,596 | Tokyu Fudosan Holdings Corp. | 235,240 | 0.1 | |||||||||||
2,300 | Tosei Corp. | 22,388 | 0.0 | |||||||||||
1,500 | Unizo Holdings Co. Ltd. | 40,648 | 0.0 | |||||||||||
9,030,867 | 3.0 | |||||||||||||
Telecommunication Services: 4.7% | ||||||||||||||
17,400 | (1),(2) | Japan Communications, Inc. | 16,336 | 0.0 | ||||||||||
116,000 | KDDI Corp. | 2,881,386 | 1.0 | |||||||||||
92,200 | Nippon Telegraph & Telephone Corp. | 4,334,701 | 1.4 | |||||||||||
95,100 | NTT DoCoMo, Inc. | 2,248,545 | 0.8 | |||||||||||
58,250 | SoftBank Group Corp. | 4,611,686 | 1.5 | |||||||||||
14,092,654 | 4.7 | |||||||||||||
Utilities: 1.5% | ||||||||||||||
38,700 | Chubu Electric Power Co., Inc. | 480,024 | 0.2 | |||||||||||
17,900 | Chugoku Electric Power Co., Inc. | 192,160 | 0.1 | |||||||||||
9,900 | Electric Power Development Co., Ltd. | 266,306 | 0.1 | |||||||||||
2,500 | eRex Co. Ltd. | 23,498 | 0.0 | |||||||||||
14,200 | (1),(2) | Hokkaido Electric Power Co., Inc. | 93,351 | 0.0 | ||||||||||
2,000 | Hokkaido Gas Co., Ltd. | 5,325 | 0.0 | |||||||||||
13,500 | (2) | Hokuriku Electric Power Co. | 108,611 | 0.0 | ||||||||||
1,200 | K&O Energy Group, Inc. | 20,131 | 0.0 | |||||||||||
52,900 | Kansai Electric Power Co., Inc. | 646,969 | 0.2 | |||||||||||
28,200 | Kyushu Electric Power Co., Inc. | 295,383 | 0.1 | |||||||||||
2,500 | Nippon Gas Co., Ltd. | 90,658 | 0.0 | |||||||||||
2,057 | Okinawa Electric Power Co., Inc. | 53,489 | 0.0 | |||||||||||
24,800 | Osaka Gas Co., Ltd. | 476,888 | 0.2 | |||||||||||
1,600 | Saibu Gas Co., Ltd. | 39,932 | 0.0 | |||||||||||
11,900 | Shikoku Electric Power Co., Inc. | 129,534 | 0.1 | |||||||||||
4,100 | Shizuoka Gas Co., Ltd. | 34,754 | 0.0 | |||||||||||
6,200 | Toho Gas Co., Ltd. | 169,744 | 0.1 | |||||||||||
29,600 | Tohoku Electric Power Co., Inc. | 377,900 | 0.1 | |||||||||||
104,000 | (1) | Tokyo Electric Power Co., Inc. | 410,454 | 0.1 | ||||||||||
27,800 | Tokyo Gas Co., Ltd. | 635,187 | 0.2 | |||||||||||
4,550,298 | 1.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $204,800,452) | 299,643,932 | 98.8 |
See Accompanying Notes to Financial Statements
Voya Japan TOPIX Index® Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.8% | ||||||||||||||
Securities Lending Collateral(4): 0.8% | ||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,000,155, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,020,000, due 01/31/18-06/20/63) | 1,000,000 | 0.4 | |||||||||||
362,525 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $362,582, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $369,776, due 01/11/18-12/01/51) | 362,525 | 0.1 | |||||||||||
1,000,000 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,000,179, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,027,770, due 01/15/19-02/15/46) | 1,000,000 | 0.3 | |||||||||||
2,362,525 | 0.8 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $2,362,525) | 2,362,525 | 0.8 | ||||||||||||
Total Investments in Securities (Cost $207,162,977) | $ | 302,006,457 | 99.6 | |||||||||||
Assets in Excess of Other Liabilities | 1,151,618 | 0.4 | ||||||||||||
Net Assets | $ | 303,158,075 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
See Accompanying Notes to Financial Statements
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.6% | ||||||||||||||
Consumer Discretionary: 18.2% | ||||||||||||||
28,520 | (1) | Amazon.com, Inc. | 33,353,284 | 4.8 | ||||||||||
23,903 | CBS Corp. - Class B | 1,410,277 | 0.2 | |||||||||||
8,888 | (1) | Charter Communications, Inc. | 2,986,012 | 0.4 | ||||||||||
308,137 | Comcast Corp. – Class A | 12,340,887 | 1.8 | |||||||||||
12,188 | (1) | Dish Network Corp. - Class A | 581,977 | 0.1 | ||||||||||
84,647 | Home Depot, Inc. | 16,043,146 | 2.3 | |||||||||||
25,885 | Las Vegas Sands Corp. | 1,798,749 | 0.3 | |||||||||||
59,795 | Lowe's Cos, Inc. | 5,557,347 | 0.8 | |||||||||||
21,819 | Marriott International, Inc. | 2,961,493 | 0.4 | |||||||||||
57,286 | McDonald's Corp. | 9,860,066 | 1.4 | |||||||||||
29,433 | (1) | Netflix, Inc. | 5,649,959 | 0.8 | ||||||||||
93,463 | Nike, Inc. | 5,846,111 | 0.8 | |||||||||||
3,522 | (1) | The Priceline Group, Inc. | 6,120,320 | 0.9 | ||||||||||
101,256 | Starbucks Corp. | 5,815,132 | 0.8 | |||||||||||
9,535 | (1),(2) | Tesla, Inc. | 2,968,722 | 0.4 | ||||||||||
45,652 | TJX Cos., Inc. | 3,490,552 | 0.5 | |||||||||||
3,854 | Twenty-First Century Fox, Inc. - Class A | 133,079 | 0.0 | |||||||||||
1,617 | Twenty-First Century Fox, Inc. - Class B | 55,172 | 0.0 | |||||||||||
75,683 | Walt Disney Co. | 8,136,679 | 1.2 | |||||||||||
24,198 | Yum! Brands, Inc. | 1,974,799 | 0.3 | |||||||||||
127,083,763 | 18.2 | |||||||||||||
Consumer Staples: 7.6% | ||||||||||||||
137,016 | Altria Group, Inc. | 9,784,313 | 1.4 | |||||||||||
206,297 | Coca-Cola Co. | 9,464,906 | 1.4 | |||||||||||
9,762 | Colgate-Palmolive Co. | 736,543 | 0.1 | |||||||||||
11,601 | Constellation Brands, Inc. | 2,651,641 | 0.4 | |||||||||||
31,318 | Costco Wholesale Corp. | 5,828,906 | 0.8 | |||||||||||
15,639 | Estee Lauder Cos., Inc. | 1,989,906 | 0.3 | |||||||||||
28,991 | General Mills, Inc. | 1,718,877 | 0.2 | |||||||||||
21,646 | Kimberly-Clark Corp. | 2,611,806 | 0.4 | |||||||||||
34,709 | Kroger Co. | 952,762 | 0.1 | |||||||||||
29,625 | (1) | Monster Beverage Corp. | 1,874,966 | 0.3 | ||||||||||
89,206 | PepsiCo, Inc. | 10,697,584 | 1.5 | |||||||||||
10,023 | Philip Morris International, Inc. | 1,058,930 | 0.2 | |||||||||||
9,374 | Procter & Gamble Co. | 861,283 | 0.1 | |||||||||||
34,499 | Sysco Corp. | 2,095,124 | 0.3 | |||||||||||
11,663 | Walgreens Boots Alliance, Inc. | 846,967 | 0.1 | |||||||||||
53,174,514 | 7.6 | |||||||||||||
Energy: 0.3% | ||||||||||||||
3,891 | EOG Resources, Inc. | 419,878 | 0.0 | |||||||||||
41,975 | Halliburton Co. | 2,051,318 | 0.3 | |||||||||||
2,471,196 | 0.3 | |||||||||||||
Financials: 2.1% | ||||||||||||||
7,812 | American International Group, Inc. | 465,439 | 0.1 | |||||||||||
7,235 | Allstate Corp. | 757,577 | 0.1 |
17,803 | Aon PLC | 2,385,602 | 0.3 | |||||||||||
2,173 | Capital One Financial Corp. | 216,387 | 0.0 | |||||||||||
67,558 | Charles Schwab Corp. | 3,470,454 | 0.5 | |||||||||||
20,003 | Intercontinental Exchange, Inc. | 1,411,412 | 0.2 | |||||||||||
36,877 | Marsh & McLennan Cos., Inc. | 3,001,419 | 0.4 | |||||||||||
18,494 | S&P Global, Inc. | 3,132,884 | 0.5 | |||||||||||
1,387 | State Street Corp. | 135,385 | 0.0 | |||||||||||
14,976,559 | 2.1 | |||||||||||||
Health Care: 12.7% | ||||||||||||||
114,312 | AbbVie, Inc. | 11,055,114 | 1.6 | |||||||||||
7,360 | Aetna, Inc. | 1,327,670 | 0.2 | |||||||||||
12,597 | (1) | Alexion Pharmaceuticals, Inc. | 1,506,475 | 0.2 | ||||||||||
15,205 | Amgen, Inc. | 2,644,149 | 0.4 | |||||||||||
3,321 | Baxter International, Inc. | 214,669 | 0.0 | |||||||||||
18,659 | Becton Dickinson & Co. | 3,994,146 | 0.6 | |||||||||||
14,301 | (1) | Biogen, Inc. | 4,555,870 | 0.7 | ||||||||||
98,147 | (1) | Boston Scientific Corp. | 2,433,064 | 0.4 | ||||||||||
58,167 | Bristol-Myers Squibb Co. | 3,564,474 | 0.5 | |||||||||||
55,596 | (1) | Celgene Corp. | 5,801,999 | 0.8 | ||||||||||
15,000 | Cigna Corp. | 3,046,350 | 0.4 | |||||||||||
70,094 | Eli Lilly & Co. | 5,920,139 | 0.9 | |||||||||||
2,758 | (1) | Express Scripts Holding Co. | 205,857 | 0.0 | ||||||||||
66,741 | Gilead Sciences, Inc. | 4,781,325 | 0.7 | |||||||||||
1,471 | (1) | HCA Healthcare, Inc. | 129,213 | 0.0 | ||||||||||
9,631 | Humana, Inc. | 2,389,162 | 0.3 | |||||||||||
7,967 | (1) | Intuitive Surgical, Inc. | 2,907,477 | 0.4 | ||||||||||
29,618 | Johnson & Johnson | 4,138,227 | 0.6 | |||||||||||
1,580 | McKesson Corp. | 246,401 | 0.0 | |||||||||||
7,107 | Medtronic PLC | 573,890 | 0.1 | |||||||||||
10,812 | Merck & Co., Inc. | 608,391 | 0.1 | |||||||||||
5,680 | (1) | Regeneron Pharmaceuticals, Inc. | 2,135,453 | 0.3 | ||||||||||
24,383 | Stryker Corp. | 3,775,464 | 0.5 | |||||||||||
12,905 | Thermo Fisher Scientific, Inc. | 2,450,401 | 0.4 | |||||||||||
68,812 | UnitedHealth Group, Inc. | 15,170,294 | 2.2 | |||||||||||
18,048 | (1) | Vertex Pharmaceuticals, Inc. | 2,704,673 | 0.4 | ||||||||||
88,280,347 | 12.7 | |||||||||||||
Industrials: 11.3% | ||||||||||||||
41,619 | 3M Co. | 9,795,864 | 1.4 | |||||||||||
39,969 | Boeing Co. | 11,787,258 | 1.7 | |||||||||||
36,926 | Caterpillar, Inc. | 5,818,799 | 0.8 | |||||||||||
54,916 | CSX Corp. | 3,020,929 | 0.4 | |||||||||||
22,828 | Deere & Co. | 3,572,810 | 0.5 | |||||||||||
6,544 | Emerson Electric Co. | 456,051 | 0.1 | |||||||||||
17,758 | FedEx Corp. | 4,431,331 | 0.6 | |||||||||||
7,619 | General Dynamics Corp. | 1,550,086 | 0.2 | |||||||||||
108,572 | General Electric Co. | 1,894,581 | 0.3 | |||||||||||
31,909 | Honeywell International, Inc. | 4,893,564 | 0.7 | |||||||||||
21,848 | Illinois Tool Works, Inc. | 3,645,339 | 0.5 | |||||||||||
16,179 | Lockheed Martin Corp. | 5,194,268 | 0.8 | |||||||||||
11,571 | Northrop Grumman Corp. | 3,551,256 | 0.5 | |||||||||||
7,748 | Raytheon Co. | 1,455,462 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
39,518 | Southwest Airlines Co. | 2,586,453 | 0.4 | |||||||||||
51,269 | Union Pacific Corp. | 6,875,173 | 1.0 | |||||||||||
49,503 | United Parcel Service, Inc. - Class B | 5,898,283 | 0.9 | |||||||||||
25,734 | Waste Management, Inc. | 2,220,844 | 0.3 | |||||||||||
78,648,351 | 11.3 | |||||||||||||
Information Technology: 41.0% | ||||||||||||||
44,493 | Accenture PLC | 6,811,433 | 1.0 | |||||||||||
53,059 | Activision Blizzard, Inc. | 3,359,696 | 0.5 | |||||||||||
35,438 | (1) | Adobe Systems, Inc. | 6,210,155 | 0.9 | ||||||||||
21,366 | (1) | Alphabet, Inc. - Class A | 22,506,944 | 3.2 | ||||||||||
21,704 | (1) | Alphabet, Inc. - Class C | 22,711,066 | 3.3 | ||||||||||
368,815 | Apple, Inc. | 62,414,562 | 8.9 | |||||||||||
76,499 | Applied Materials, Inc. | 3,910,629 | 0.6 | |||||||||||
32,112 | Automatic Data Processing, Inc. | 3,763,205 | 0.5 | |||||||||||
29,003 | Broadcom Ltd. | 7,450,871 | 1.1 | |||||||||||
41,947 | Cognizant Technology Solutions Corp. | 2,979,076 | 0.4 | |||||||||||
3,588 | Corning, Inc. | 114,780 | 0.0 | |||||||||||
21,502 | (1) | Electronic Arts, Inc. | 2,259,000 | 0.3 | ||||||||||
167,534 | (1) | Facebook, Inc. | 29,563,050 | 4.2 | ||||||||||
41,745 | International Business Machines Corp. | 6,404,518 | 0.9 | |||||||||||
17,440 | Intuit, Inc. | 2,751,683 | 0.4 | |||||||||||
67,606 | Mastercard, Inc. - Class A | 10,232,844 | 1.5 | |||||||||||
59,147 | (1) | Micron Technology, Inc. | 2,432,125 | 0.4 | ||||||||||
538,390 | Microsoft Corp. | 46,053,881 | 6.6 | |||||||||||
40,798 | Nvidia Corp. | 7,894,413 | 1.1 | |||||||||||
13,887 | (1) | NXP Semiconductor NV - NXPI - US | 1,626,029 | 0.2 | ||||||||||
16,950 | Oracle Corp. | 801,396 | 0.1 | |||||||||||
81,230 | (1) | PayPal Holdings, Inc. | 5,980,153 | 0.9 | ||||||||||
48,500 | (1) | Salesforce.com, Inc. | 4,958,155 | 0.7 | ||||||||||
71,618 | Texas Instruments, Inc. | 7,479,784 | 1.1 | |||||||||||
130,595 | Visa, Inc. - Class A | 14,890,442 | 2.1 | |||||||||||
5,110 | (1),(2) | VMware, Inc. | 640,385 | 0.1 | ||||||||||
286,200,275 | 41.0 | |||||||||||||
Materials: 2.9% | ||||||||||||||
79,889 | DowDuPont, Inc. | 5,689,694 | 0.8 | |||||||||||
18,406 | Ecolab, Inc. | 2,469,717 | 0.4 | |||||||||||
10,144 | LyondellBasell Industries NV - Class A | 1,119,086 | 0.2 | |||||||||||
31,460 | Monsanto Co. | 3,673,899 | 0.5 | |||||||||||
17,091 | PPG Industries, Inc. | 1,996,571 | 0.3 | |||||||||||
17,985 | Praxair, Inc. | 2,781,920 | 0.4 | |||||||||||
5,875 | Sherwin-Williams Co. | 2,408,985 | 0.3 | |||||||||||
20,139,872 | 2.9 | |||||||||||||
Real Estate: 2.3% | ||||||||||||||
30,291 | American Tower Corp. | 4,321,617 | 0.6 | |||||||||||
28,824 | Crown Castle International Corp. | 3,199,752 | 0.5 | |||||||||||
5,570 | Equinix, Inc. | 2,524,436 | 0.4 | |||||||||||
10,608 | Public Storage, Inc. | 2,217,072 | 0.3 | |||||||||||
20,195 | Simon Property Group, Inc. | 3,468,289 | 0.5 | |||||||||||
15,731,166 | 2.3 | |||||||||||||
Telecommunication Services: 1.2% | ||||||||||||||
12,999 | (1) | T-Mobile US, Inc. | 825,566 | 0.1 |
146,575 | Verizon Communications, Inc. | 7,758,215 | 1.1 | |||||||||||
8,583,781 | 1.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $288,092,675) | 695,289,824 | 99.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | ||||||||||||||
Securities Lending Collateral(3): 0.5% | ||||||||||||||
1,000,000 | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $1,000,150, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $1,020,000, due 05/15/20-08/15/47) | 1,000,000 | 0.1 | |||||||||||
680,441 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $680,546, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $694,050, due 01/31/18-06/20/63) | 680,441 | 0.1 | |||||||||||
1,000,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $1,000,158, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $1,020,000, due 02/15/43-02/15/44) | 1,000,000 | 0.1 | |||||||||||
1,000,000 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,000,179, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,027,770, due 01/15/19-02/15/46) | 1,000,000 | 0.2 | |||||||||||
3,680,441 | 0.5 |
See Accompanying Notes to Financial Statements
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
3,844,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $3,844,000) | 3,844,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $7,524,441) | 7,524,441 | 1.1 | ||||||||||||
Total Investments in Securities (Cost $295,617,116) | $ | 702,814,265 | 100.7 | |||||||||||
Liabilities in Excess of Other Assets | (5,224,536 | ) | (0.7 | ) | ||||||||||
Net Assets | $ | 697,589,729 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.7% | ||||||||||||||
Consumer Discretionary: 11.7% | ||||||||||||||
19,686 | (1) | Amazon.com, Inc. | 23,022,187 | 2.5 | ||||||||||
20,155 | Carnival Corp. | 1,337,687 | 0.2 | |||||||||||
16,497 | CBS Corp. - Class B | 973,323 | 0.1 | |||||||||||
9,117 | (1) | Charter Communications, Inc. | 3,062,947 | 0.3 | ||||||||||
229,918 | Comcast Corp. – Class A | 9,208,216 | 1.0 | |||||||||||
10,919 | (1) | Dish Network Corp. - Class A | 521,382 | 0.1 | ||||||||||
192,842 | Ford Motor Co. | 2,408,597 | 0.3 | |||||||||||
63,873 | General Motors Co. | 2,618,154 | 0.3 | |||||||||||
58,427 | Home Depot, Inc. | 11,073,669 | 1.2 | |||||||||||
17,870 | Las Vegas Sands Corp. | 1,241,786 | 0.1 | |||||||||||
41,276 | Lowe's Cos, Inc. | 3,836,192 | 0.4 | |||||||||||
15,059 | Marriott International, Inc. | 2,043,958 | 0.2 | |||||||||||
39,539 | McDonald's Corp. | 6,805,453 | 0.8 | |||||||||||
20,317 | (1) | Netflix, Inc. | 3,900,051 | 0.4 | ||||||||||
64,509 | Nike, Inc. | 4,035,038 | 0.4 | |||||||||||
2,431 | (1) | The Priceline Group, Inc. | 4,224,446 | 0.5 | ||||||||||
69,893 | Starbucks Corp. | 4,013,955 | 0.4 | |||||||||||
27,355 | Target Corp. | 1,784,914 | 0.2 | |||||||||||
6,583 | (1),(2) | Tesla, Inc. | 2,049,617 | 0.2 | ||||||||||
38,421 | Time Warner, Inc. | 3,514,369 | 0.4 | |||||||||||
31,517 | TJX Cos., Inc. | 2,409,790 | 0.3 | |||||||||||
51,615 | Twenty-First Century Fox, Inc. - Class A | 1,782,266 | 0.2 | |||||||||||
21,700 | Twenty-First Century Fox, Inc. - Class B | 740,404 | 0.1 | |||||||||||
76,482 | Walt Disney Co. | 8,222,580 | 0.9 | |||||||||||
16,702 | Yum! Brands, Inc. | 1,363,050 | 0.2 | |||||||||||
106,194,031 | 11.7 | |||||||||||||
Consumer Staples: 9.1% | ||||||||||||||
94,569 | Altria Group, Inc. | 6,753,172 | 0.7 | |||||||||||
27,276 | Archer-Daniels-Midland Co. | 1,093,222 | 0.1 | |||||||||||
190,370 | Coca-Cola Co. | 8,734,176 | 1.0 | |||||||||||
42,640 | Colgate-Palmolive Co. | 3,217,188 | 0.4 | |||||||||||
8,010 | Constellation Brands, Inc. | 1,830,846 | 0.2 | |||||||||||
21,619 | Costco Wholesale Corp. | 4,023,728 | 0.4 | |||||||||||
50,438 | CVS Health Corp. | 3,656,755 | 0.4 | |||||||||||
10,798 | Estee Lauder Cos., Inc. | 1,373,938 | 0.2 | |||||||||||
28,139 | General Mills, Inc. | 1,668,361 | 0.2 | |||||||||||
17,538 | Kimberly-Clark Corp. | 2,116,135 | 0.2 | |||||||||||
29,753 | Kraft Heinz Co. | 2,313,593 | 0.3 | |||||||||||
44,272 | Kroger Co. | 1,215,266 | 0.1 | |||||||||||
72,639 | Mondelez International, Inc. | 3,108,949 | 0.3 | |||||||||||
20,453 | (1) | Monster Beverage Corp. | 1,294,470 | 0.1 | ||||||||||
70,771 | PepsiCo, Inc. | 8,486,858 | 0.9 | |||||||||||
76,892 | Philip Morris International, Inc. | 8,123,640 | 0.9 | |||||||||||
126,852 | Procter & Gamble Co. | 11,655,162 | 1.3 | |||||||||||
23,812 | Sysco Corp. | 1,446,103 | 0.2 | |||||||||||
43,288 | Walgreens Boots Alliance, Inc. | 3,143,575 | 0.4 |
71,136 | Wal-Mart Stores, Inc. | 7,024,680 | 0.8 | |||||||||||
82,279,817 | 9.1 | |||||||||||||
Energy: 5.9% | ||||||||||||||
27,093 | Anadarko Petroleum Corp. | 1,453,269 | 0.2 | |||||||||||
93,653 | Chevron Corp. | 11,724,419 | 1.3 | |||||||||||
59,272 | ConocoPhillips | 3,253,440 | 0.4 | |||||||||||
28,558 | EOG Resources, Inc. | 3,081,694 | 0.3 | |||||||||||
210,062 | Exxon Mobil Corp. | 17,569,586 | 1.9 | |||||||||||
42,864 | Halliburton Co. | 2,094,764 | 0.2 | |||||||||||
95,278 | Kinder Morgan, Inc. | 1,721,673 | 0.2 | |||||||||||
37,826 | Occidental Petroleum Corp. | 2,786,263 | 0.3 | |||||||||||
21,594 | Phillips 66 | 2,184,233 | 0.2 | |||||||||||
8,367 | Pioneer Natural Resources Co. | 1,446,236 | 0.2 | |||||||||||
68,873 | Schlumberger Ltd. | 4,641,351 | 0.5 | |||||||||||
21,648 | Valero Energy Corp. | 1,989,668 | 0.2 | |||||||||||
53,946,596 | 5.9 | |||||||||||||
Financials: 15.0% | ||||||||||||||
19,224 | Aflac, Inc. | 1,687,483 | 0.2 | |||||||||||
44,595 | American International Group, Inc. | 2,656,970 | 0.3 | |||||||||||
18,029 | Allstate Corp. | 1,887,817 | 0.2 | |||||||||||
35,695 | American Express Co. | 3,544,870 | 0.4 | |||||||||||
12,288 | Aon PLC | 1,646,592 | 0.2 | |||||||||||
480,396 | Bank of America Corp. | 14,181,290 | 1.6 | |||||||||||
49,168 | Bank of New York Mellon Corp. | 2,648,188 | 0.3 | |||||||||||
39,001 | BB&T Corp. | 1,939,130 | 0.2 | |||||||||||
95,312 | (1) | Berkshire Hathaway, Inc. – Class B | 18,892,745 | 2.1 | ||||||||||
6,158 | Blackrock, Inc. | 3,163,426 | 0.3 | |||||||||||
4,128 | (1) | Brighthouse Financial, Inc. | 242,066 | 0.0 | ||||||||||
23,818 | Capital One Financial Corp. | 2,371,796 | 0.3 | |||||||||||
58,651 | Charles Schwab Corp. | 3,012,902 | 0.3 | |||||||||||
23,032 | Chubb Ltd. | 3,365,666 | 0.4 | |||||||||||
131,067 | Citigroup, Inc. | 9,752,695 | 1.1 | |||||||||||
16,780 | CME Group, Inc. | 2,450,719 | 0.3 | |||||||||||
16,554 | Franklin Resources, Inc. | 717,285 | 0.1 | |||||||||||
17,422 | Goldman Sachs Group, Inc. | 4,438,429 | 0.5 | |||||||||||
28,948 | Intercontinental Exchange, Inc. | 2,042,571 | 0.2 | |||||||||||
171,123 | JPMorgan Chase & Co. | 18,299,894 | 2.0 | |||||||||||
25,460 | Marsh & McLennan Cos., Inc. | 2,072,189 | 0.2 | |||||||||||
44,785 | Metlife, Inc. | 2,264,330 | 0.2 | |||||||||||
63,898 | Morgan Stanley | 3,352,728 | 0.4 | |||||||||||
23,960 | PNC Financial Services Group, Inc. | 3,457,188 | 0.4 | |||||||||||
21,234 | Prudential Financial, Inc. | 2,441,485 | 0.3 | |||||||||||
12,768 | S&P Global, Inc. | 2,162,899 | 0.2 | |||||||||||
18,532 | State Street Corp. | 1,808,909 | 0.2 | |||||||||||
13,654 | Travelers Cos., Inc. | 1,852,029 | 0.2 | |||||||||||
77,189 | US Bancorp | 4,135,787 | 0.4 | |||||||||||
219,293 | Wells Fargo & Co. | 13,304,506 | 1.5 | |||||||||||
135,794,584 | 15.0 | |||||||||||||
Health Care: 14.6% | ||||||||||||||
83,770 | Abbott Laboratories | 4,780,754 | 0.5 |
See Accompanying Notes to Financial Statements
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
78,901 | AbbVie, Inc. | 7,630,516 | 0.8 | |||||||||||
15,776 | Aetna, Inc. | 2,845,833 | 0.3 | |||||||||||
10,775 | (1) | Alexion Pharmaceuticals, Inc. | 1,288,582 | 0.1 | ||||||||||
16,631 | Allergan plc | 2,720,499 | 0.3 | |||||||||||
36,442 | Amgen, Inc. | 6,337,264 | 0.7 | |||||||||||
12,731 | Anthem, Inc. | 2,864,602 | 0.3 | |||||||||||
24,673 | Baxter International, Inc. | 1,594,863 | 0.2 | |||||||||||
12,882 | Becton Dickinson & Co. | 2,757,521 | 0.3 | |||||||||||
10,502 | (1) | Biogen, Inc. | 3,345,622 | 0.4 | ||||||||||
67,747 | (1) | Boston Scientific Corp. | 1,679,448 | 0.2 | ||||||||||
81,597 | Bristol-Myers Squibb Co. | 5,000,264 | 0.6 | |||||||||||
38,376 | (1) | Celgene Corp. | 4,004,919 | 0.4 | ||||||||||
11,818 | Cigna Corp. | 2,400,118 | 0.3 | |||||||||||
30,347 | Danaher Corp. | 2,816,809 | 0.3 | |||||||||||
48,384 | Eli Lilly & Co. | 4,086,513 | 0.5 | |||||||||||
28,036 | (1) | Express Scripts Holding Co. | 2,092,607 | 0.2 | ||||||||||
64,427 | Gilead Sciences, Inc. | 4,615,550 | 0.5 | |||||||||||
14,134 | (1) | HCA Healthcare, Inc. | 1,241,531 | 0.1 | ||||||||||
7,062 | Humana, Inc. | 1,751,870 | 0.2 | |||||||||||
5,499 | (1) | Intuitive Surgical, Inc. | 2,006,805 | 0.2 | ||||||||||
133,613 | Johnson & Johnson | 18,668,408 | 2.1 | |||||||||||
10,493 | McKesson Corp. | 1,636,383 | 0.2 | |||||||||||
67,187 | Medtronic PLC | 5,425,350 | 0.6 | |||||||||||
135,641 | Merck & Co., Inc. | 7,632,519 | 0.8 | |||||||||||
293,065 | Pfizer, Inc. | 10,614,814 | 1.2 | |||||||||||
3,919 | (1) | Regeneron Pharmaceuticals, Inc. | 1,473,387 | 0.2 | ||||||||||
16,833 | Stryker Corp. | 2,606,422 | 0.3 | |||||||||||
19,750 | Thermo Fisher Scientific, Inc. | 3,750,130 | 0.4 | |||||||||||
47,495 | UnitedHealth Group, Inc. | 10,470,748 | 1.2 | |||||||||||
12,455 | (1) | Vertex Pharmaceuticals, Inc. | 1,866,506 | 0.2 | ||||||||||
132,007,157 | 14.6 | |||||||||||||
Industrials: 9.0% | ||||||||||||||
28,728 | 3M Co. | 6,761,709 | 0.7 | |||||||||||
27,587 | Boeing Co. | 8,135,682 | 0.9 | |||||||||||
28,132 | Caterpillar, Inc. | 4,433,041 | 0.5 | |||||||||||
42,209 | CSX Corp. | 2,321,917 | 0.3 | |||||||||||
15,755 | Deere & Co. | 2,465,815 | 0.3 | |||||||||||
32,407 | Delta Air Lines, Inc. | 1,814,792 | 0.2 | |||||||||||
22,119 | Eaton Corp. PLC | 1,747,622 | 0.2 | |||||||||||
31,807 | Emerson Electric Co. | 2,216,630 | 0.2 | |||||||||||
12,259 | FedEx Corp. | 3,059,111 | 0.3 | |||||||||||
12,859 | General Dynamics Corp. | 2,616,164 | 0.3 | |||||||||||
430,631 | General Electric Co. | 7,514,511 | 0.8 | |||||||||||
37,715 | Honeywell International, Inc. | 5,783,972 | 0.6 | |||||||||||
15,083 | Illinois Tool Works, Inc. | 2,516,599 | 0.3 | |||||||||||
46,348 | Johnson Controls International plc | 1,766,322 | 0.2 | |||||||||||
12,407 | Lockheed Martin Corp. | 3,983,267 | 0.4 | |||||||||||
14,330 | Norfolk Southern Corp. | 2,076,417 | 0.2 | |||||||||||
7,988 | Northrop Grumman Corp. | 2,451,597 | 0.3 | |||||||||||
14,417 | Raytheon Co. | 2,708,233 | 0.3 | |||||||||||
27,282 | Southwest Airlines Co. | 1,785,607 | 0.2 | |||||||||||
39,019 | Union Pacific Corp. | 5,232,448 | 0.6 | |||||||||||
34,168 | United Parcel Service, Inc. - Class B | 4,071,117 | 0.5 |
36,966 | United Technologies Corp. | 4,715,753 | 0.5 | |||||||||||
21,510 | Waste Management, Inc. | 1,856,313 | 0.2 | |||||||||||
82,034,639 | 9.0 | |||||||||||||
Information Technology: 26.2% | ||||||||||||||
30,713 | Accenture PLC | 4,701,853 | 0.5 | |||||||||||
36,618 | Activision Blizzard, Inc. | 2,318,652 | 0.3 | |||||||||||
24,460 | (1) | Adobe Systems, Inc. | 4,286,370 | 0.5 | ||||||||||
14,747 | (1) | Alphabet, Inc. - Class A | 15,534,490 | 1.7 | ||||||||||
14,980 | (1) | Alphabet, Inc. - Class C | 15,675,072 | 1.7 | ||||||||||
254,567 | Apple, Inc. | 43,080,373 | 4.7 | |||||||||||
52,797 | Applied Materials, Inc. | 2,698,983 | 0.3 | |||||||||||
22,167 | Automatic Data Processing, Inc. | 2,597,751 | 0.3 | |||||||||||
20,019 | Broadcom Ltd. | 5,142,881 | 0.6 | |||||||||||
245,564 | Cisco Systems, Inc. | 9,405,101 | 1.0 | |||||||||||
28,947 | Cognizant Technology Solutions Corp. | 2,055,816 | 0.2 | |||||||||||
42,370 | Corning, Inc. | 1,355,416 | 0.2 | |||||||||||
48,383 | (1) | eBay, Inc. | 1,825,974 | 0.2 | ||||||||||
14,842 | (1) | Electronic Arts, Inc. | 1,559,301 | 0.2 | ||||||||||
115,638 | (1) | Facebook, Inc. | 20,405,481 | 2.2 | ||||||||||
80,207 | Hewlett Packard Enterprise Co. | 1,151,773 | 0.1 | |||||||||||
82,735 | HP, Inc. | 1,738,262 | 0.2 | |||||||||||
233,548 | Intel Corp. | 10,780,576 | 1.2 | |||||||||||
41,940 | International Business Machines Corp. | 6,434,435 | 0.7 | |||||||||||
12,039 | Intuit, Inc. | 1,899,513 | 0.2 | |||||||||||
46,660 | Mastercard, Inc. - Class A | 7,062,458 | 0.8 | |||||||||||
54,015 | (1) | Micron Technology, Inc. | 2,221,097 | 0.2 | ||||||||||
371,612 | Microsoft Corp. | 31,787,690 | 3.5 | |||||||||||
28,160 | Nvidia Corp. | 5,448,960 | 0.6 | |||||||||||
16,931 | (1) | NXP Semiconductor NV - NXPI - US | 1,982,451 | 0.2 | ||||||||||
144,482 | Oracle Corp. | 6,831,109 | 0.8 | |||||||||||
56,068 | (1) | PayPal Holdings, Inc. | 4,127,726 | 0.5 | ||||||||||
73,221 | Qualcomm, Inc. | 4,687,608 | 0.5 | |||||||||||
33,474 | (1) | Salesforce.com, Inc. | 3,422,047 | 0.4 | ||||||||||
49,433 | Texas Instruments, Inc. | 5,162,783 | 0.6 | |||||||||||
90,141 | Visa, Inc. - Class A | 10,277,877 | 1.1 | |||||||||||
3,525 | (1),(2) | VMware, Inc. | 441,753 | 0.0 | ||||||||||
238,101,632 | 26.2 | |||||||||||||
Materials: 2.4% | ||||||||||||||
10,583 | Air Products & Chemicals, Inc. | 1,736,459 | 0.2 | |||||||||||
115,597 | DowDuPont, Inc. | 8,232,818 | 0.9 | |||||||||||
12,704 | Ecolab, Inc. | 1,704,623 | 0.2 | |||||||||||
16,063 | LyondellBasell Industries NV - Class A | 1,772,070 | 0.2 | |||||||||||
21,715 | Monsanto Co. | 2,535,878 | 0.3 | |||||||||||
12,686 | PPG Industries, Inc. | 1,481,979 | 0.2 | |||||||||||
14,137 | Praxair, Inc. | 2,186,711 | 0.2 | |||||||||||
4,054 | Sherwin-Williams Co. | 1,662,302 | 0.2 | |||||||||||
21,312,840 | 2.4 | |||||||||||||
Real Estate: 1.4% | ||||||||||||||
20,910 | American Tower Corp. | 2,983,230 | 0.3 | |||||||||||
19,897 | Crown Castle International Corp. | 2,208,766 | 0.3 | |||||||||||
3,845 | Equinix, Inc. | 1,742,631 | 0.2 | |||||||||||
17,643 | Equity Residential | 1,125,094 | 0.1 | |||||||||||
7,324 | Public Storage, Inc. | 1,530,716 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
15,386 | Simon Property Group, Inc. | 2,642,391 | 0.3 | |||||||||||
12,232,828 | 1.4 | |||||||||||||
Telecommunication Services: 2.6% | ||||||||||||||
304,824 | AT&T, Inc. | 11,851,557 | 1.3 | |||||||||||
31,100 | (1),(2) | Sprint Corp. | 183,179 | 0.0 | ||||||||||
14,540 | (1) | T-Mobile US, Inc. | 923,435 | 0.1 | ||||||||||
202,348 | Verizon Communications, Inc. | 10,710,280 | 1.2 | |||||||||||
23,668,451 | 2.6 | |||||||||||||
Utilities: 1.8% | ||||||||||||||
24,387 | American Electric Power Co., Inc. | 1,794,152 | 0.2 | |||||||||||
31,765 | Dominion Energy, Inc. | 2,574,871 | 0.3 | |||||||||||
34,703 | Duke Energy Corp. | 2,918,869 | 0.3 | |||||||||||
47,525 | Exelon Corp. | 1,872,960 | 0.2 | |||||||||||
23,167 | NextEra Energy, Inc. | 3,618,454 | 0.4 | |||||||||||
25,327 | PG&E Corp. | 1,135,409 | 0.1 | |||||||||||
49,323 | Southern Co. | 2,371,943 | 0.3 | |||||||||||
16,286,658 | 1.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $322,542,080) | 903,859,233 | 99.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.7% | ||||||||||||||
Securities Lending Collateral(3): 0.3% | ||||||||||||||
1,000,000 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $1,000,155, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $1,020,000, due 01/31/18-06/20/63) | 1,000,000 | 0.1 | |||||||||||
741,059 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $741,175, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $755,880, due 01/11/18-12/01/51) | 741,059 | 0.1 |
1,000,000 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $1,000,179, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $1,027,770, due 01/15/19-02/15/46) | 1,000,000 | 0.1 | |||||||||||
2,741,059 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.4% | ||||||||||||||
3,919,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $3,919,000) | 3,919,000 | 0.4 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $6,660,059) | 6,660,059 | 0.7 | ||||||||||||
Total Investments in Securities (Cost $329,202,139) | $ | 910,519,292 | 100.4 | |||||||||||
Liabilities in Excess of Other Assets | (3,280,586 | ) | (0.4 | ) | ||||||||||
Net Assets | $ | 907,238,706 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.4% | ||||||||||||||
Consumer Discretionary: 4.3% | ||||||||||||||
20,151 | Carnival Corp. | 1,337,422 | 0.3 | |||||||||||
2,981 | (1) | Charter Communications, Inc. | 1,001,497 | 0.2 | ||||||||||
17,243 | Comcast Corp. – Class A | 690,582 | 0.2 | |||||||||||
2,499 | (1) | Dish Network Corp. - Class A | 119,327 | 0.0 | ||||||||||
192,876 | Ford Motor Co. | 2,409,021 | 0.6 | |||||||||||
63,864 | General Motors Co. | 2,617,785 | 0.6 | |||||||||||
27,354 | Target Corp. | 1,784,849 | 0.4 | |||||||||||
38,421 | Time Warner, Inc. | 3,514,369 | 0.8 | |||||||||||
48,984 | Twenty-First Century Fox, Inc. - Class A | 1,691,418 | 0.4 | |||||||||||
20,595 | Twenty-First Century Fox, Inc. - Class B | 702,701 | 0.2 | |||||||||||
24,247 | Walt Disney Co. | 2,606,795 | 0.6 | |||||||||||
18,475,766 | 4.3 | |||||||||||||
Consumer Staples: 10.7% | ||||||||||||||
27,266 | Archer-Daniels-Midland Co. | 1,092,821 | 0.3 | |||||||||||
47,973 | Coca-Cola Co. | 2,201,001 | 0.5 | |||||||||||
35,901 | Colgate-Palmolive Co. | 2,708,730 | 0.6 | |||||||||||
50,433 | CVS Health Corp. | 3,656,393 | 0.9 | |||||||||||
8,132 | General Mills, Inc. | 482,146 | 0.1 | |||||||||||
2,594 | Kimberly-Clark Corp. | 312,992 | 0.1 | |||||||||||
29,760 | Kraft Heinz Co. | 2,314,138 | 0.5 | |||||||||||
20,327 | Kroger Co. | 557,976 | 0.1 | |||||||||||
72,638 | Mondelez International, Inc. | 3,108,906 | 0.7 | |||||||||||
9,199 | PepsiCo, Inc. | 1,103,144 | 0.3 | |||||||||||
69,967 | Philip Morris International, Inc. | 7,392,014 | 1.7 | |||||||||||
120,379 | Procter & Gamble Co. | 11,060,423 | 2.6 | |||||||||||
35,242 | Walgreens Boots Alliance, Inc. | 2,559,274 | 0.6 | |||||||||||
71,131 | Wal-Mart Stores, Inc. | 7,024,186 | 1.7 | |||||||||||
45,574,144 | 10.7 | |||||||||||||
Energy: 12.3% | ||||||||||||||
27,093 | Anadarko Petroleum Corp. | 1,453,269 | 0.3 | |||||||||||
93,650 | Chevron Corp. | 11,724,043 | 2.7 | |||||||||||
59,270 | ConocoPhillips | 3,253,330 | 0.8 | |||||||||||
25,875 | EOG Resources, Inc. | 2,792,171 | 0.7 | |||||||||||
210,062 | Exxon Mobil Corp. | 17,569,586 | 4.1 | |||||||||||
13,886 | Halliburton Co. | 678,609 | 0.2 | |||||||||||
95,278 | Kinder Morgan, Inc. | 1,721,673 | 0.4 | |||||||||||
37,823 | Occidental Petroleum Corp. | 2,786,042 | 0.7 | |||||||||||
21,592 | Phillips 66 | 2,184,031 | 0.5 | |||||||||||
8,367 | Pioneer Natural Resources Co. | 1,446,236 | 0.3 | |||||||||||
68,879 | Schlumberger Ltd. | 4,641,756 | 1.1 | |||||||||||
21,646 | Valero Energy Corp. | 1,989,484 | 0.5 | |||||||||||
52,240,230 | 12.3 | |||||||||||||
Financials: 29.4% | ||||||||||||||
19,224 | Aflac, Inc. | 1,687,483 | 0.4 |
39,191 | American International Group, Inc. | 2,335,000 | 0.6 | |||||||||||
13,033 | Allstate Corp. | 1,364,685 | 0.3 | |||||||||||
35,697 | American Express Co. | 3,545,069 | 0.8 | |||||||||||
480,400 | Bank of America Corp. | 14,181,408 | 3.3 | |||||||||||
49,163 | Bank of New York Mellon Corp. | 2,647,919 | 0.6 | |||||||||||
39,002 | BB&T Corp. | 1,939,180 | 0.5 | |||||||||||
95,311 | (1) | Berkshire Hathaway, Inc. – Class B | 18,892,546 | 4.4 | ||||||||||
6,158 | Blackrock, Inc. | 3,163,426 | 0.7 | |||||||||||
4,122 | (1) | Brighthouse Financial, Inc. | 241,714 | 0.1 | ||||||||||
22,313 | Capital One Financial Corp. | 2,221,929 | 0.5 | |||||||||||
12,025 | Charles Schwab Corp. | 617,724 | 0.1 | |||||||||||
23,033 | Chubb Ltd. | 3,365,812 | 0.8 | |||||||||||
131,061 | Citigroup, Inc. | 9,752,249 | 2.3 | |||||||||||
16,778 | CME Group, Inc. | 2,450,427 | 0.6 | |||||||||||
16,548 | Franklin Resources, Inc. | 717,025 | 0.2 | |||||||||||
17,422 | Goldman Sachs Group, Inc. | 4,438,429 | 1.0 | |||||||||||
15,141 | Intercontinental Exchange, Inc. | 1,068,349 | 0.3 | |||||||||||
171,117 | JPMorgan Chase & Co. | 18,299,252 | 4.3 | |||||||||||
44,794 | Metlife, Inc. | 2,264,785 | 0.5 | |||||||||||
63,895 | Morgan Stanley | 3,352,571 | 0.8 | |||||||||||
23,963 | PNC Financial Services Group, Inc. | 3,457,621 | 0.8 | |||||||||||
21,237 | Prudential Financial, Inc. | 2,441,830 | 0.6 | |||||||||||
17,590 | State Street Corp. | 1,716,960 | 0.4 | |||||||||||
13,653 | Travelers Cos., Inc. | 1,851,893 | 0.4 | |||||||||||
77,197 | US Bancorp | 4,136,215 | 1.0 | |||||||||||
219,284 | Wells Fargo & Co. | 13,303,960 | 3.1 | |||||||||||
125,455,461 | 29.4 | |||||||||||||
Health Care: 16.7% | ||||||||||||||
83,775 | Abbott Laboratories | 4,781,039 | 1.1 | |||||||||||
10,696 | Aetna, Inc. | 1,929,451 | 0.4 | |||||||||||
2,081 | (1) | Alexion Pharmaceuticals, Inc. | 248,867 | 0.1 | ||||||||||
16,631 | Allergan plc | 2,720,499 | 0.6 | |||||||||||
25,946 | Amgen, Inc. | 4,512,009 | 1.1 | |||||||||||
12,730 | Anthem, Inc. | 2,864,377 | 0.7 | |||||||||||
22,373 | Baxter International, Inc. | 1,446,191 | 0.3 | |||||||||||
631 | (1) | Biogen, Inc. | 201,018 | 0.0 | ||||||||||
41,449 | Bristol-Myers Squibb Co. | 2,539,995 | 0.6 | |||||||||||
1,465 | Cigna Corp. | 297,527 | 0.1 | |||||||||||
30,347 | Danaher Corp. | 2,816,809 | 0.7 | |||||||||||
26,135 | (1) | Express Scripts Holding Co. | 1,950,716 | 0.5 | ||||||||||
18,362 | Gilead Sciences, Inc. | 1,315,454 | 0.3 | |||||||||||
13,128 | (1) | HCA Healthcare, Inc. | 1,153,164 | 0.3 | ||||||||||
417 | Humana, Inc. | 103,445 | 0.0 | |||||||||||
113,168 | Johnson & Johnson | 15,811,833 | 3.7 | |||||||||||
9,402 | McKesson Corp. | 1,466,242 | 0.3 | |||||||||||
62,275 | Medtronic PLC | 5,028,706 | 1.2 | |||||||||||
128,183 | Merck & Co., Inc. | 7,212,857 | 1.7 | |||||||||||
293,065 | Pfizer, Inc. | 10,614,814 | 2.5 | |||||||||||
10,842 | Thermo Fisher Scientific, Inc. | 2,058,679 | 0.5 | |||||||||||
71,073,692 | 16.7 |
See Accompanying Notes to Financial Statements
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
Industrials: 6.5% | ||||||||||||||
2,645 | Caterpillar, Inc. | 416,799 | 0.1 | |||||||||||
4,304 | CSX Corp. | 236,763 | 0.0 | |||||||||||
32,405 | Delta Air Lines, Inc. | 1,814,680 | 0.4 | |||||||||||
22,116 | Eaton Corp. PLC | 1,747,385 | 0.4 | |||||||||||
27,291 | Emerson Electric Co. | 1,901,910 | 0.4 | |||||||||||
7,600 | General Dynamics Corp. | 1,546,220 | 0.4 | |||||||||||
355,706 | General Electric Co. | 6,207,070 | 1.5 | |||||||||||
15,690 | Honeywell International, Inc. | 2,406,218 | 0.6 | |||||||||||
46,356 | Johnson Controls International plc | 1,766,627 | 0.4 | |||||||||||
1,242 | Lockheed Martin Corp. | 398,744 | 0.1 | |||||||||||
14,331 | Norfolk Southern Corp. | 2,076,562 | 0.5 | |||||||||||
9,067 | Raytheon Co. | 1,703,236 | 0.4 | |||||||||||
3,628 | Union Pacific Corp. | 486,515 | 0.1 | |||||||||||
36,963 | United Technologies Corp. | 4,715,370 | 1.1 | |||||||||||
3,741 | Waste Management, Inc. | 322,848 | 0.1 | |||||||||||
27,746,947 | 6.5 | |||||||||||||
Information Technology: 9.5% | ||||||||||||||
245,560 | Cisco Systems, Inc. | 9,404,948 | 2.2 | |||||||||||
39,905 | Corning, Inc. | 1,276,561 | 0.3 | |||||||||||
48,386 | (1) | eBay, Inc. | 1,826,088 | 0.4 | ||||||||||
80,186 | Hewlett Packard Enterprise Co. | 1,151,471 | 0.3 | |||||||||||
82,745 | HP, Inc. | 1,738,473 | 0.4 | |||||||||||
233,539 | Intel Corp. | 10,780,160 | 2.5 | |||||||||||
13,127 | International Business Machines Corp. | 2,013,944 | 0.5 | |||||||||||
13,179 | (1) | Micron Technology, Inc. | 541,921 | 0.1 | ||||||||||
7,349 | (1) | NXP Semiconductor NV - NXPI - US | 860,494 | 0.2 | ||||||||||
132,775 | Oracle Corp. | 6,277,602 | 1.5 | |||||||||||
73,213 | Qualcomm, Inc. | 4,687,096 | 1.1 | |||||||||||
40,558,758 | 9.5 | |||||||||||||
Materials: 1.7% | ||||||||||||||
10,584 | Air Products & Chemicals, Inc. | 1,736,623 | 0.4 | |||||||||||
60,460 | DowDuPont, Inc. | 4,305,961 | 1.0 | |||||||||||
9,056 | LyondellBasell Industries NV - Class A | 999,058 | 0.2 | |||||||||||
889 | PPG Industries, Inc. | 103,853 | 0.0 | |||||||||||
1,725 | Praxair, Inc. | 266,823 | 0.1 | |||||||||||
7,412,318 | 1.7 | |||||||||||||
Real Estate: 0.3% | ||||||||||||||
17,639 | Equity Residential | 1,124,839 | 0.3 | |||||||||||
1,447 | Simon Property Group, Inc. | 248,508 | 0.0 | |||||||||||
1,373,347 | 0.3 | |||||||||||||
Telecommunication Services: 4.2% | ||||||||||||||
304,810 | AT&T, Inc. | 11,851,013 | 2.8 | |||||||||||
31,145 | (1),(2) | Sprint Corp. | 183,444 | 0.0 | ||||||||||
5,573 | (1) | T-Mobile US, Inc. | 353,941 | 0.1 | ||||||||||
101,169 | Verizon Communications, Inc. | 5,354,875 | 1.3 | |||||||||||
17,743,273 | 4.2 | |||||||||||||
Utilities: 3.8% | ||||||||||||||
24,392 | American Electric Power Co., Inc. | 1,794,520 | 0.4 | |||||||||||
31,768 | Dominion Energy, Inc. | 2,575,114 | 0.6 |
34,705 | Duke Energy Corp. | 2,919,038 | 0.7 | |||||||||||
47,520 | Exelon Corp. | 1,872,763 | 0.4 | |||||||||||
23,165 | NextEra Energy, Inc. | 3,618,141 | 0.8 | |||||||||||
25,319 | PG&E Corp. | 1,135,051 | 0.3 | |||||||||||
49,326 | Southern Co. | 2,372,087 | 0.6 | |||||||||||
16,286,714 | 3.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $302,427,183) | 423,940,650 | 99.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.6% | ||||||||||||||
Securities Lending Collateral(3): 0.0% | ||||||||||||||
192,823 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $192,857, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $198,178, due 01/15/19-02/15/46) | |||||||||||||
(Cost $192,823) | 192,823 | 0.0 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
2,336,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $2,336,000) | 2,336,000 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $2,528,823) | 2,528,823 | 0.6 | ||||||||||||
Total Investments in Securities (Cost $304,956,006) | $ | 426,469,473 | 100.0 | |||||||||||
Liabilities in Excess of Other Assets | (120,005 | ) | – | |||||||||||
Net Assets | $ | 426,349,468 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.7% | ||||||||||||||
Consumer Discretionary: 17.3% | ||||||||||||||
1,833 | Advance Auto Parts, Inc. | 182,732 | 0.1 | |||||||||||
4,730 | (1) | AMC Networks, Inc. | 255,798 | 0.1 | ||||||||||
9,958 | Aramark | 425,605 | 0.1 | |||||||||||
2,267 | (1) | Autozone, Inc. | 1,612,676 | 0.5 | ||||||||||
2,101 | BorgWarner, Inc. | 107,340 | 0.0 | |||||||||||
5,167 | (1) | Bright Horizons Family Solutions, Inc. | 485,698 | 0.2 | ||||||||||
6,861 | Brunswick Corp. | 378,864 | 0.1 | |||||||||||
3,752 | (1) | Burlington Stores, Inc. | 461,609 | 0.2 | ||||||||||
454 | Cable One, Inc. | 319,321 | 0.1 | |||||||||||
17,640 | (1) | Carmax, Inc. | 1,131,253 | 0.4 | ||||||||||
4,510 | Carter's, Inc. | 529,880 | 0.2 | |||||||||||
2,441 | (1) | Chipotle Mexican Grill, Inc. | 705,522 | 0.2 | ||||||||||
3,221 | Choice Hotels International, Inc. | 249,950 | 0.1 | |||||||||||
12,022 | Darden Restaurants, Inc. | 1,154,352 | 0.4 | |||||||||||
25,862 | (1) | Delphi Automotive PLC | 2,193,873 | 0.7 | ||||||||||
8,621 | (1) | Delphi Technologies PLC | 452,344 | 0.2 | ||||||||||
6,216 | Dick's Sporting Goods, Inc. | 178,648 | 0.1 | |||||||||||
10,162 | Dollar General Corp. | 945,168 | 0.3 | |||||||||||
21,066 | (1) | Dollar Tree, Inc. | 2,260,592 | 0.7 | ||||||||||
4,208 | (2) | Domino's Pizza, Inc. | 795,144 | 0.3 | ||||||||||
18,090 | D.R. Horton, Inc. | 923,856 | 0.3 | |||||||||||
8,699 | Dunkin' Brands Group, Inc. | 560,825 | 0.2 | |||||||||||
11,848 | Expedia, Inc. | 1,419,035 | 0.5 | |||||||||||
10,374 | Extended Stay America, Inc. | 197,106 | 0.1 | |||||||||||
2,109 | (1) | Floor & Decor Holdings, Inc. | 102,666 | 0.0 | ||||||||||
846 | Foot Locker, Inc. | 39,661 | 0.0 | |||||||||||
1,157 | Gap, Inc. | 39,407 | 0.0 | |||||||||||
17,579 | Gentex Corp. | 368,280 | 0.1 | |||||||||||
5,217 | Genuine Parts Co. | 495,667 | 0.2 | |||||||||||
3,075 | H&R Block, Inc. | 80,627 | 0.0 | |||||||||||
35,034 | (2) | Hanesbrands, Inc. | 732,561 | 0.2 | ||||||||||
11,842 | Harley-Davidson, Inc. | 602,521 | 0.2 | |||||||||||
8,295 | Hasbro, Inc. | 753,933 | 0.2 | |||||||||||
6,649 | (1) | Hilton Grand Vacations, Inc. | 278,926 | 0.1 | ||||||||||
18,436 | Hilton Worldwide Holdings, Inc. | 1,472,299 | 0.5 | |||||||||||
31,624 | Interpublic Group of Cos., Inc. | 637,540 | 0.2 | |||||||||||
3,711 | L Brands, Inc. | 223,476 | 0.1 | |||||||||||
5,427 | Lear Corp. | 958,734 | 0.3 | |||||||||||
10,240 | Leggett & Platt, Inc. | 488,755 | 0.2 | |||||||||||
981 | (1) | Liberty Expedia Holdings, Inc. | 43,488 | 0.0 | ||||||||||
26,638 | (1) | Liberty Interactive Corp. QVC Group | 650,500 | 0.2 | ||||||||||
3,238 | (1),(2) | Lions Gate Entertainment Corp. - A | 109,477 | 0.0 | ||||||||||
6,327 | (1) | Lions Gate Entertainment Corp. - B | 200,819 | 0.1 |
12,918 | (1) | Live Nation Entertainment, Inc. | 549,919 | 0.2 | ||||||||||
4,206 | (1) | LKQ Corp. | 171,058 | 0.1 | ||||||||||
9,223 | (1) | Lululemon Athletica, Inc. | 724,836 | 0.2 | ||||||||||
149 | (1) | Madison Square Garden Co. | 31,417 | 0.0 | ||||||||||
6,282 | (2) | Mattel, Inc. | 96,617 | 0.0 | ||||||||||
3,516 | MGM Resorts International | 117,399 | 0.0 | |||||||||||
1,035 | (1) | Michael Kors Holdings Ltd. | 65,153 | 0.0 | ||||||||||
8,217 | (1) | Michaels Cos, Inc. | 198,769 | 0.1 | ||||||||||
377 | (1) | Mohawk Industries, Inc. | 104,014 | 0.0 | ||||||||||
11,277 | Nordstrom, Inc. | 534,304 | 0.2 | |||||||||||
320 | (1) | NVR, Inc. | 1,122,630 | 0.4 | ||||||||||
22,315 | Omnicom Group | 1,625,201 | 0.5 | |||||||||||
8,063 | (1) | O'Reilly Automotive, Inc. | 1,939,474 | 0.6 | ||||||||||
5,684 | (2) | Polaris Industries, Inc. | 704,759 | 0.2 | ||||||||||
3,765 | Pool Corp. | 488,132 | 0.2 | |||||||||||
7,364 | Pulte Group, Inc. | 244,853 | 0.1 | |||||||||||
2,906 | Regal Entertainment Group | 66,867 | 0.0 | |||||||||||
36,480 | Ross Stores, Inc. | 2,927,520 | 1.0 | |||||||||||
4,330 | (1) | Sally Beauty Holdings, Inc. | 81,231 | 0.0 | ||||||||||
4,563 | Scripps Networks Interactive - Class A | 389,589 | 0.1 | |||||||||||
17,527 | Service Corp. International | 654,108 | 0.2 | |||||||||||
12,957 | (1) | ServiceMaster Global Holdings, Inc. | 664,305 | 0.2 | ||||||||||
133,418 | (2) | Sirius XM Holdings, Inc. | 715,120 | 0.2 | ||||||||||
6,354 | Six Flags Entertainment Corp. | 422,986 | 0.1 | |||||||||||
5,448 | (1) | Skechers USA, Inc. | 206,152 | 0.1 | ||||||||||
4,649 | Tapestry, Inc. | 205,625 | 0.1 | |||||||||||
1,723 | (1) | Tempur Sealy International, Inc. | 108,015 | 0.0 | ||||||||||
4,761 | Thor Industries, Inc. | 717,578 | 0.2 | |||||||||||
6,663 | Toll Brothers, Inc. | 319,957 | 0.1 | |||||||||||
12,129 | Tractor Supply Co. | 906,643 | 0.3 | |||||||||||
4,917 | (1),(2) | TripAdvisor, Inc. | 169,440 | 0.1 | ||||||||||
4,887 | Tupperware Brands Corp. | 306,415 | 0.1 | |||||||||||
5,638 | (1) | Ulta Beauty, Inc. | 1,260,995 | 0.4 | ||||||||||
12,919 | (1),(2) | Under Armour, Inc. - Class A | 186,421 | 0.1 | ||||||||||
13,109 | (1),(2) | Under Armour, Inc. - Class C | 174,612 | 0.1 | ||||||||||
3,864 | Vail Resorts, Inc. | 820,984 | 0.3 | |||||||||||
23,319 | VF Corp. | 1,725,606 | 0.6 | |||||||||||
3,013 | (1) | Visteon Corp. | 377,047 | 0.1 | ||||||||||
3,699 | (1) | Wayfair, Inc. | 296,919 | 0.1 | ||||||||||
17,793 | Wendy's Company | 292,161 | 0.1 | |||||||||||
543 | Whirlpool Corp. | 91,572 | 0.0 | |||||||||||
1,595 | (2) | Williams-Sonoma, Inc. | 82,462 | 0.0 | ||||||||||
9,575 | Wyndham Worldwide Corp. | 1,109,455 | 0.4 | |||||||||||
7,712 | Wynn Resorts Ltd. | 1,300,166 | 0.4 | |||||||||||
30,772 | Yum China Holdings, Inc. | 1,231,495 | 0.4 | |||||||||||
52,736,509 | 17.3 | |||||||||||||
Consumer Staples: 4.1% | ||||||||||||||
9,015 | (1) | Blue Buffalo Pet Products, Inc. | 295,602 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
4,932 | Brown-Forman Corp. - Class A | 331,628 | 0.1 | |||||||||||
16,058 | Brown-Forman Corp. - Class B | 1,102,703 | 0.4 | |||||||||||
11,186 | Campbell Soup Co. | 538,158 | 0.2 | |||||||||||
24,038 | Church & Dwight Co., Inc. | 1,205,986 | 0.4 | |||||||||||
10,620 | Clorox Co. | 1,579,619 | 0.5 | |||||||||||
17,498 | Dr Pepper Snapple Group, Inc. | 1,698,356 | 0.6 | |||||||||||
5,799 | Energizer Holdings, Inc. | 278,236 | 0.1 | |||||||||||
6,184 | (1),(2) | Herbalife Ltd. | 418,780 | 0.1 | ||||||||||
11,894 | Hershey Co. | 1,350,088 | 0.4 | |||||||||||
21,760 | Kellogg Co. | 1,479,245 | 0.5 | |||||||||||
3,261 | Lamb Weston Holdings, Inc. | 184,083 | 0.1 | |||||||||||
11,591 | McCormick & Co., Inc. | 1,181,239 | 0.4 | |||||||||||
1,348 | Nu Skin Enterprises, Inc. | 91,974 | 0.0 | |||||||||||
4,549 | (1) | Pilgrim's Pride Corp. | 141,292 | 0.0 | ||||||||||
47,312 | (1),(2) | Rite Aid Corp. | 93,205 | 0.0 | ||||||||||
2,330 | Spectrum Brands Holdings, Inc. | 261,892 | 0.1 | |||||||||||
12,544 | (1) | Sprouts Farmers Market, Inc. | 305,446 | 0.1 | ||||||||||
1,608 | (1),(2) | TreeHouse Foods, Inc. | 79,532 | 0.0 | ||||||||||
12,617,064 | 4.1 | |||||||||||||
Energy: 2.5% | ||||||||||||||
10,977 | (1) | Antero Resources Corp. | 208,563 | 0.1 | ||||||||||
1,910 | Apache Corp. | 80,640 | 0.0 | |||||||||||
31,320 | Cabot Oil & Gas Corp. | 895,752 | 0.3 | |||||||||||
13,026 | (1) | Cheniere Energy, Inc. | 701,320 | 0.2 | ||||||||||
6,013 | (1),(2) | Chesapeake Energy Corp. | 23,812 | 0.0 | ||||||||||
8,440 | Cimarex Energy Co. | 1,029,764 | 0.3 | |||||||||||
3,698 | (1) | Continental Resources, Inc. | 195,883 | 0.1 | ||||||||||
3,658 | Devon Energy Corp. | 151,441 | 0.1 | |||||||||||
2,148 | (1) | Diamondback Energy, Inc. | 271,185 | 0.1 | ||||||||||
3,088 | EQT Corp. | 175,769 | 0.1 | |||||||||||
1,525 | (1) | Gulfport Energy Corp. | 19,459 | 0.0 | ||||||||||
15,636 | (1) | Laredo Petroleum, Inc. | 165,898 | 0.1 | ||||||||||
19,200 | (1) | Newfield Exploration Co. | 605,376 | 0.2 | ||||||||||
34,528 | Oneok, Inc. | 1,845,522 | 0.6 | |||||||||||
14,887 | (1) | Parsley Energy, Inc. | 438,273 | 0.1 | ||||||||||
5,148 | (2) | RPC, Inc. | 131,429 | 0.0 | ||||||||||
6,374 | (1) | RSP Permian, Inc. | 259,294 | 0.1 | ||||||||||
11,665 | Williams Cos., Inc. | 355,666 | 0.1 | |||||||||||
7,555,046 | 2.5 | |||||||||||||
Financials: 7.2% | ||||||||||||||
12,844 | Ameriprise Financial, Inc. | 2,176,673 | 0.7 | |||||||||||
1,585 | (1) | Arch Capital Group Ltd. | 143,870 | 0.1 | ||||||||||
11,773 | Arthur J. Gallagher & Co. | 744,995 | 0.2 | |||||||||||
1,791 | Aspen Insurance Holdings Ltd. | 72,715 | 0.0 | |||||||||||
1,057 | Assurant, Inc. | 106,588 | 0.0 | |||||||||||
5,355 | Bank of the Ozarks, Inc. | 259,450 | 0.1 | |||||||||||
5,768 | BGC Partners, Inc. | 87,154 | 0.0 | |||||||||||
10,649 | Cboe Global Markets, Inc. | 1,326,759 | 0.4 | |||||||||||
975 | (1) | Credit Acceptance Corp. | 315,393 | 0.1 | ||||||||||
855 | East West Bancorp, Inc. | 52,010 | 0.0 | |||||||||||
10,797 | Eaton Vance Corp. | 608,843 | 0.2 |
1,748 | Erie Indemnity Co. | 212,976 | 0.1 | |||||||||||
3,720 | Factset Research Systems, Inc. | 717,067 | 0.2 | |||||||||||
2,498 | Federated Investors, Inc. | 90,128 | 0.0 | |||||||||||
12,423 | First Republic Bank | 1,076,329 | 0.4 | |||||||||||
5,696 | Invesco Ltd. | 208,132 | 0.1 | |||||||||||
10,192 | Lazard Ltd. | 535,080 | 0.2 | |||||||||||
1,882 | Legg Mason, Inc. | 79,006 | 0.0 | |||||||||||
7,402 | Leucadia National Corp. | 196,079 | 0.1 | |||||||||||
8,513 | LPL Financial Holdings, Inc. | 486,433 | 0.2 | |||||||||||
3,538 | MarketAxess Holdings, Inc. | 713,792 | 0.2 | |||||||||||
16,052 | Moody's Corp. | 2,369,436 | 0.8 | |||||||||||
1,717 | Morningstar, Inc. | 166,497 | 0.1 | |||||||||||
8,576 | MSCI, Inc. - Class A | 1,085,207 | 0.4 | |||||||||||
2,117 | Pinnacle Financial Partners, Inc. | 140,357 | 0.1 | |||||||||||
55,973 | Progressive Corp. | 3,152,399 | 1.0 | |||||||||||
3,214 | Raymond James Financial, Inc. | 287,010 | 0.1 | |||||||||||
282 | RenaissanceRe Holdings Ltd. | 35,416 | 0.0 | |||||||||||
12,917 | SEI Investments Co. | 928,216 | 0.3 | |||||||||||
3,075 | (1) | Signature Bank | 422,075 | 0.1 | ||||||||||
3,745 | (1) | SVB Financial Group | 875,469 | 0.3 | ||||||||||
3,523 | T. Rowe Price Group, Inc. | 369,668 | 0.1 | |||||||||||
21,825 | TD Ameritrade Holding Corp. | 1,115,912 | 0.4 | |||||||||||
1,015 | (3) | Voya Financial, Inc. | 50,212 | 0.0 | ||||||||||
5,313 | (1) | Western Alliance Bancorp. | 300,822 | 0.1 | ||||||||||
7,721 | XL Group Ltd. | 271,470 | 0.1 | |||||||||||
21,779,638 | 7.2 | |||||||||||||
Health Care: 13.2% | ||||||||||||||
3,956 | (1) | Abiomed, Inc. | 741,394 | 0.2 | ||||||||||
9,479 | (1),(2) | Acadia Pharmaceuticals, Inc. | 285,413 | 0.1 | ||||||||||
7,571 | Agilent Technologies, Inc. | 507,030 | 0.2 | |||||||||||
3,702 | (1) | Agios Pharmaceuticals, Inc. | 211,643 | 0.1 | ||||||||||
8,204 | (1) | Akorn, Inc. | 264,415 | 0.1 | ||||||||||
7,667 | (1) | Align Technology, Inc. | 1,703,531 | 0.6 | ||||||||||
14,692 | (1),(2) | Alkermes PLC | 804,093 | 0.3 | ||||||||||
7,196 | (1) | Alnylam Pharmaceuticals, Inc. | 914,252 | 0.3 | ||||||||||
15,340 | AmerisourceBergen Corp. | 1,408,519 | 0.5 | |||||||||||
3,806 | (1) | Athenahealth, Inc. | 506,350 | 0.2 | ||||||||||
3,557 | Becton Dickinson & Co. | 761,401 | 0.2 | |||||||||||
16,841 | (1) | BioMarin Pharmaceutical, Inc. | 1,501,712 | 0.5 | ||||||||||
3,565 | Bio-Techne Corp. | 461,846 | 0.1 | |||||||||||
10,453 | (1) | Bioverativ, Inc. | 563,626 | 0.2 | ||||||||||
3,562 | Bruker Corp. | 122,248 | 0.0 | |||||||||||
2,068 | (1) | Centene Corp. | 208,620 | 0.1 | ||||||||||
27,790 | (1) | Cerner Corp. | 1,872,768 | 0.6 | ||||||||||
4,542 | (1) | Charles River Laboratories International, Inc. | 497,122 | 0.2 | ||||||||||
3,625 | Cooper Cos., Inc. | 789,815 | 0.3 | |||||||||||
8,253 | (1) | DexCom, Inc. | 473,640 | 0.1 | ||||||||||
20,184 | (1) | Edwards Lifesciences Corp. | 2,274,939 | 0.7 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
27,866 | (1) | Exelixis, Inc. | 847,126 | 0.3 | ||||||||||
15,263 | (1) | Henry Schein, Inc. | 1,066,578 | 0.3 | ||||||||||
5,937 | Hill-Rom Holdings, Inc. | 500,430 | 0.2 | |||||||||||
15,281 | (1) | Hologic, Inc. | 653,263 | 0.2 | ||||||||||
8,421 | (1) | IDEXX Laboratories, Inc. | 1,316,876 | 0.4 | ||||||||||
14,071 | (1) | Illumina, Inc. | 3,074,373 | 1.0 | ||||||||||
16,761 | (1) | Incyte Corp., Ltd. | 1,587,434 | 0.5 | ||||||||||
1,726 | (1),(2) | Intercept Pharmaceuticals, Inc. | 100,833 | 0.0 | ||||||||||
4,276 | (1),(2) | Intrexon Corp. | 49,259 | 0.0 | ||||||||||
11,907 | (1),(2) | Ionis Pharmaceuticals, Inc. | 598,922 | 0.2 | ||||||||||
10,083 | (1) | IQVIA Holdings, Inc. | 987,126 | 0.3 | ||||||||||
594 | (1) | LifePoint Health, Inc. | 29,581 | 0.0 | ||||||||||
2,445 | (1) | Mettler Toledo International, Inc. | 1,514,726 | 0.5 | ||||||||||
8,424 | (1) | Neurocrine Biosciences, Inc. | 653,618 | 0.2 | ||||||||||
3,524 | (1),(2) | Opko Health, Inc. | 17,268 | 0.0 | ||||||||||
760 | (2) | Patterson Cos., Inc. | 27,459 | 0.0 | ||||||||||
2,006 | PerkinElmer, Inc. | 146,679 | 0.0 | |||||||||||
1,586 | (1) | Premier, Inc. | 46,295 | 0.0 | ||||||||||
7,170 | QIAGEN NV | 221,768 | 0.1 | |||||||||||
13,466 | Resmed, Inc. | 1,140,435 | 0.4 | |||||||||||
9,230 | (1) | Seattle Genetics, Inc. | 493,805 | 0.2 | ||||||||||
708 | Teleflex, Inc. | 176,164 | 0.1 | |||||||||||
3,580 | (1),(2) | Tesaro, Inc. | 296,675 | 0.1 | ||||||||||
8,875 | (1) | Varian Medical Systems, Inc. | 986,456 | 0.3 | ||||||||||
10,469 | (1) | Veeva Systems, Inc. | 578,726 | 0.2 | ||||||||||
7,355 | (1) | Waters Corp. | 1,420,912 | 0.5 | ||||||||||
3,953 | (1) | WellCare Health Plans, Inc. | 794,988 | 0.3 | ||||||||||
7,064 | West Pharmaceutical Services, Inc. | 697,005 | 0.2 | |||||||||||
47,503 | Zoetis, Inc. | 3,422,116 | 1.1 | |||||||||||
40,321,273 | 13.2 | |||||||||||||
Industrials: 17.1% | ||||||||||||||
2,761 | Acuity Brands, Inc. | 485,936 | 0.2 | |||||||||||
577 | Air Lease Corp. | 27,748 | 0.0 | |||||||||||
9,560 | Alaska Air Group, Inc. | 702,756 | 0.2 | |||||||||||
9,199 | Allegion Public Ltd. | 731,872 | 0.2 | |||||||||||
12,012 | Allison Transmission Holdings, Inc. | 517,357 | 0.2 | |||||||||||
18,064 | American Airlines Group, Inc. | 939,870 | 0.3 | |||||||||||
3,595 | Ametek, Inc. | 260,530 | 0.1 | |||||||||||
13,878 | AO Smith Corp. | 850,444 | 0.3 | |||||||||||
4,252 | (1) | Armstrong World Industries, Inc. | 257,459 | 0.1 | ||||||||||
9,043 | BWX Technologies, Inc. | 547,011 | 0.2 | |||||||||||
13,528 | CH Robinson Worldwide, Inc. | 1,205,209 | 0.4 | |||||||||||
8,296 | Cintas Corp. | 1,292,766 | 0.4 | |||||||||||
3,558 | (1) | Clean Harbors, Inc. | 192,844 | 0.1 | ||||||||||
221 | Copa Holdings S.A.- Class A | 29,627 | 0.0 | |||||||||||
19,152 | (1) | Copart, Inc. | 827,175 | 0.3 | ||||||||||
4,942 | Cummins, Inc. | 872,955 | 0.3 | |||||||||||
11,583 | Donaldson Co., Inc. | 566,988 | 0.2 | |||||||||||
1,598 | Dover Corp. | 161,382 | 0.0 | |||||||||||
1,409 | Dun & Bradstreet Corp. | 166,840 | 0.1 | |||||||||||
11,496 | Equifax, Inc. | 1,355,608 | 0.4 | |||||||||||
12,048 | Expeditors International Washington, Inc. | 779,385 | 0.3 | |||||||||||
27,913 | Fastenal Co. | 1,526,562 | 0.5 |
26,832 | Fortive Corp. | 1,941,295 | 0.6 | |||||||||||
13,604 | Fortune Brands Home & Security, Inc. | 931,058 | 0.3 | |||||||||||
6,258 | (1) | Gardner Denver Holdings, Inc. | 212,334 | 0.1 | ||||||||||
15,948 | Graco, Inc. | 721,169 | 0.2 | |||||||||||
2,957 | Harris Corp. | 418,859 | 0.1 | |||||||||||
18,032 | (1) | HD Supply Holdings, Inc. | 721,821 | 0.2 | ||||||||||
2,363 | Heico Corp. | 222,949 | 0.1 | |||||||||||
4,648 | Heico Corp. - Class A | 367,424 | 0.1 | |||||||||||
5,752 | Hexcel Corp. | 355,761 | 0.1 | |||||||||||
3,379 | Hubbell, Inc. | 457,314 | 0.1 | |||||||||||
3,602 | Huntington Ingalls Industries, Inc. | 848,991 | 0.3 | |||||||||||
6,859 | IDEX Corp. | 905,182 | 0.3 | |||||||||||
21,145 | (1) | IHS Markit Ltd. | 954,697 | 0.3 | ||||||||||
12,104 | Ingersoll-Rand PLC - Class A | 1,079,556 | 0.4 | |||||||||||
8,353 | JB Hunt Transport Services, Inc. | 960,428 | 0.3 | |||||||||||
13,038 | KAR Auction Services, Inc. | 658,549 | 0.2 | |||||||||||
4,028 | Landstar System, Inc. | 419,315 | 0.1 | |||||||||||
3,428 | Lennox International, Inc. | 713,915 | 0.2 | |||||||||||
5,669 | Lincoln Electric Holdings, Inc. | 519,167 | 0.2 | |||||||||||
19,700 | Masco Corp. | 865,618 | 0.3 | |||||||||||
5,309 | (1) | Middleby Corp. | 716,449 | 0.2 | ||||||||||
1,718 | MSC Industrial Direct Co. | 166,062 | 0.1 | |||||||||||
5,548 | Nordson Corp. | 812,227 | 0.3 | |||||||||||
3,671 | Old Dominion Freight Line | 482,920 | 0.2 | |||||||||||
11,047 | Parker Hannifin Corp. | 2,204,760 | 0.7 | |||||||||||
3,631 | (1) | Quanta Services, Inc. | 142,008 | 0.0 | ||||||||||
11,894 | Robert Half International, Inc. | 660,593 | 0.2 | |||||||||||
12,400 | Rockwell Automation, Inc. | 2,434,740 | 0.8 | |||||||||||
15,663 | Rockwell Collins, Inc. | 2,124,216 | 0.7 | |||||||||||
9,220 | Rollins, Inc. | 429,007 | 0.1 | |||||||||||
9,186 | Roper Technologies, Inc. | 2,379,174 | 0.8 | |||||||||||
8,274 | (1) | Sensata Technologies Holdings N.V. | 422,884 | 0.1 | ||||||||||
722 | Snap-On, Inc. | 125,845 | 0.0 | |||||||||||
1,507 | Stanley Black & Decker, Inc. | 255,723 | 0.1 | |||||||||||
10,170 | Toro Co. | 663,389 | 0.2 | |||||||||||
4,670 | (2) | TransDigm Group, Inc. | 1,282,475 | 0.4 | ||||||||||
15,206 | (1) | TransUnion | 835,722 | 0.3 | ||||||||||
8,147 | (1) | United Rentals, Inc. | 1,400,551 | 0.5 | ||||||||||
10,956 | (1) | Univar, Inc. | 339,198 | 0.1 | ||||||||||
14,625 | (1) | Verisk Analytics, Inc. | 1,404,000 | 0.5 | ||||||||||
4,882 | (1) | WABCO Holdings, Inc. | 700,567 | 0.2 | ||||||||||
2,646 | (2) | Wabtec Corp. | 215,464 | 0.1 | ||||||||||
2,919 | Watsco, Inc. | 496,347 | 0.2 | |||||||||||
12,406 | (1) | Welbilt, Inc. | 291,665 | 0.1 | ||||||||||
4,669 | WW Grainger, Inc. | 1,103,051 | 0.4 | |||||||||||
8,414 | (1),(2) | XPO Logistics, Inc. | 770,638 | 0.3 | ||||||||||
9,016 | Xylem, Inc. | 614,891 | 0.2 | |||||||||||
52,048,292 | 17.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
Information Technology: 27.4% | ||||||||||||||
81,219 | (1),(2) | Advanced Micro Devices, Inc. | 834,931 | 0.3 | ||||||||||
4,684 | Alliance Data Systems Corp. | 1,187,300 | 0.4 | |||||||||||
28,857 | Amphenol Corp. | 2,533,645 | 0.8 | |||||||||||
35,341 | Analog Devices, Inc. | 3,146,409 | 1.0 | |||||||||||
8,236 | (1) | ANSYS, Inc. | 1,215,551 | 0.4 | ||||||||||
5,106 | (1) | Arista Networks, Inc. | 1,202,871 | 0.4 | ||||||||||
8,830 | (1) | Atlassian Corp. PLC | 401,942 | 0.1 | ||||||||||
16,396 | (1) | Autodesk, Inc. | 1,718,793 | 0.6 | ||||||||||
10,480 | (1) | Black Knight, Inc. | 462,692 | 0.2 | ||||||||||
12,911 | Booz Allen Hamilton Holding Corp. | 492,296 | 0.2 | |||||||||||
11,306 | Broadridge Financial Solutions, Inc. ADR | 1,024,097 | 0.3 | |||||||||||
26,746 | (1) | Cadence Design Systems, Inc. | 1,118,518 | 0.4 | ||||||||||
6,469 | (1) | Cavium, Inc. | 542,296 | 0.2 | ||||||||||
12,332 | CDK Global, Inc. | 879,025 | 0.3 | |||||||||||
14,418 | CDW Corp. | 1,001,907 | 0.3 | |||||||||||
14,582 | (1) | Citrix Systems, Inc. | 1,283,216 | 0.4 | ||||||||||
16,009 | Cognex Corp. | 979,110 | 0.3 | |||||||||||
2,357 | (1) | Coherent, Inc. | 665,193 | 0.2 | ||||||||||
9,198 | (1) | CommScope Holding Co., Inc. | 347,960 | 0.1 | ||||||||||
4,671 | (1) | CoreLogic, Inc. | 215,847 | 0.1 | ||||||||||
3,421 | (1) | CoStar Group, Inc. | 1,015,866 | 0.3 | ||||||||||
15,617 | CSRA, Inc. | 467,261 | 0.2 | |||||||||||
2,691 | (2) | Cypress Semiconductor Corp. | 41,011 | 0.0 | ||||||||||
19,794 | (1) | Dell Technologies, Inc. Class V | 1,608,856 | 0.5 | ||||||||||
592 | DST Systems, Inc. | 36,745 | 0.0 | |||||||||||
27,338 | DXC Technology Co. | 2,594,376 | 0.9 | |||||||||||
4,838 | (1) | Euronet Worldwide, Inc. | 407,698 | 0.1 | ||||||||||
6,140 | (1) | F5 Networks, Inc. | 805,691 | 0.3 | ||||||||||
18,063 | Fidelity National Information Services, Inc. | 1,699,548 | 0.6 | |||||||||||
45,816 | (1) | First Data Corp. | 765,585 | 0.3 | ||||||||||
20,475 | (1) | Fiserv, Inc. | 2,684,887 | 0.9 | ||||||||||
8,601 | (1) | FleetCor Technologies, Inc. | 1,655,090 | 0.5 | ||||||||||
7,084 | Flir Systems, Inc. | 330,256 | 0.1 | |||||||||||
14,043 | (1) | Fortinet, Inc. | 613,539 | 0.2 | ||||||||||
8,453 | (1) | Gartner, Inc. | 1,040,987 | 0.3 | ||||||||||
14,652 | Genpact Ltd. | 465,054 | 0.2 | |||||||||||
14,654 | Global Payments, Inc. | 1,468,917 | 0.5 | |||||||||||
12,124 | (1) | GoDaddy, Inc. | 609,595 | 0.2 | ||||||||||
2,860 | (1) | Guidewire Software, Inc. | 212,384 | 0.1 | ||||||||||
6,732 | (1) | IAC/InterActiveCorp | 823,189 | 0.3 | ||||||||||
3,466 | (1) | IPG Photonics Corp. | 742,175 | 0.2 | ||||||||||
7,469 | Jack Henry & Associates, Inc. | 873,574 | 0.3 | |||||||||||
15,144 | KLA-Tencor Corp. | 1,591,180 | 0.5 | |||||||||||
15,578 | Lam Research Corp. | 2,867,442 | 0.9 | |||||||||||
3,131 | LogMeIn, Inc. | 358,500 | 0.1 | |||||||||||
6,656 | (1) | Manhattan Associates, Inc. | 329,738 | 0.1 | ||||||||||
3,528 | (1),(2) | Match Group, Inc. | 110,462 | 0.0 | ||||||||||
27,144 | Maxim Integrated Products | 1,419,088 | 0.5 | |||||||||||
21,994 | Microchip Technology, Inc. | 1,932,833 | 0.6 | |||||||||||
9,185 | (1) | Microsemi Corp. | 474,405 | 0.2 | ||||||||||
1,486 | Motorola Solutions, Inc. | 134,245 | 0.0 |
8,089 | National Instruments Corp. | 336,745 | 0.1 | |||||||||||
11,634 | (1) | NCR Corp. | 395,440 | 0.1 | ||||||||||
22,425 | NetApp, Inc. | 1,240,551 | 0.4 | |||||||||||
38,003 | (1) | ON Semiconductor Corp. | 795,783 | 0.3 | ||||||||||
8,590 | (1) | Palo Alto Networks, Inc. | 1,245,035 | 0.4 | ||||||||||
23,319 | (1),(2) | Pandora Media, Inc. | 112,398 | 0.0 | ||||||||||
31,047 | Paychex, Inc. | 2,113,680 | 0.7 | |||||||||||
11,066 | (1) | PTC, Inc. | 672,481 | 0.2 | ||||||||||
6,360 | (1) | Qorvo, Inc. | 423,576 | 0.1 | ||||||||||
17,102 | (1) | Red Hat, Inc. | 2,053,950 | 0.7 | ||||||||||
15,498 | Sabre Corp. | 317,709 | 0.1 | |||||||||||
16,140 | (1) | ServiceNow, Inc. | 2,104,495 | 0.7 | ||||||||||
17,802 | Skyworks Solutions, Inc. | 1,690,300 | 0.6 | |||||||||||
13,440 | (1) | Splunk, Inc. | 1,113,370 | 0.4 | ||||||||||
23,455 | (1) | Square, Inc. | 813,185 | 0.3 | ||||||||||
15,275 | SS&C Technologies Holdings, Inc. | 618,332 | 0.2 | |||||||||||
2,566 | (2) | Switch, Inc. | 46,676 | 0.0 | ||||||||||
59,018 | Symantec Corp. | 1,656,045 | 0.5 | |||||||||||
1,128 | (1) | Synopsys, Inc. | 96,151 | 0.0 | ||||||||||
6,177 | (1) | Tableau Software, Inc. | 427,448 | 0.1 | ||||||||||
10,767 | (1) | Take-Two Interactive Software, Inc. | 1,182,001 | 0.4 | ||||||||||
17,883 | Teradyne, Inc. | 748,761 | 0.3 | |||||||||||
17,509 | Total System Services, Inc. | 1,384,787 | 0.5 | |||||||||||
19,122 | (1) | Trimble, Inc. | 777,118 | 0.3 | ||||||||||
4,103 | (1) | Twitter, Inc. | 98,513 | 0.0 | ||||||||||
3,326 | (1) | Tyler Technologies, Inc. | 588,868 | 0.2 | ||||||||||
2,744 | (1) | Ultimate Software Group, Inc. | 598,823 | 0.2 | ||||||||||
4,013 | Universal Display Corp. | 692,844 | 0.2 | |||||||||||
15,494 | (1),(2) | Vantiv, Inc. | 1,139,584 | 0.4 | ||||||||||
8,227 | (1),(2) | VeriSign, Inc. | 941,498 | 0.3 | ||||||||||
954 | Versum Materials, Inc. | 36,109 | 0.0 | |||||||||||
4,092 | Western Digital Corp. | 325,437 | 0.1 | |||||||||||
44,372 | Western Union Co. | 843,512 | 0.3 | |||||||||||
3,020 | (1) | WEX, Inc. | 426,515 | 0.1 | ||||||||||
12,864 | (1) | Workday, Inc. | 1,308,783 | 0.4 | ||||||||||
22,731 | Xilinx, Inc. | 1,532,524 | 0.5 | |||||||||||
5,043 | (1) | Zebra Technologies Corp. | 523,463 | 0.2 | ||||||||||
3,609 | (1) | Zillow Group, Inc. - Class A | 147,031 | 0.1 | ||||||||||
7,208 | (1) | Zillow Group, Inc. - Class C | 294,951 | 0.1 | ||||||||||
83,298,248 | 27.4 | |||||||||||||
Materials: 6.3% | ||||||||||||||
1,992 | Albemarle Corp. | 254,757 | 0.1 | |||||||||||
1,387 | Aptargroup, Inc. | 119,670 | 0.0 | |||||||||||
963 | Ardagh Group SA | 20,319 | 0.0 | |||||||||||
8,041 | Avery Dennison Corp. | 923,589 | 0.3 | |||||||||||
20,505 | (1) | Axalta Coating Systems Ltd. | 663,542 | 0.2 | ||||||||||
18,477 | Ball Corp. | 699,354 | 0.2 | |||||||||||
12,495 | (1) | Berry Plastics Group, Inc. | 733,082 | 0.2 | ||||||||||
7,811 | Celanese Corp. | 836,402 | 0.3 | |||||||||||
17,822 | Chemours Co. | 892,169 | 0.3 | |||||||||||
8,707 | (1) | Crown Holdings, Inc. | 489,769 | 0.2 | ||||||||||
4,526 | Eagle Materials, Inc. | 512,796 | 0.2 | |||||||||||
12,907 | FMC Corp. | 1,221,777 | 0.4 | |||||||||||
25,894 | (1) | Freeport-McMoRan, Inc. | 490,950 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
21,007 | Graphic Packaging Holding Co. | 324,558 | 0.1 | |||||||||||
9,371 | Huntsman Corp. | 311,961 | 0.1 | |||||||||||
7,629 | International Flavors & Fragrances, Inc. | 1,164,262 | 0.4 | |||||||||||
36,151 | International Paper Co. | 2,094,589 | 0.7 | |||||||||||
5,484 | Martin Marietta Materials, Inc. | 1,212,183 | 0.4 | |||||||||||
663 | NewMarket Corp. | 263,470 | 0.1 | |||||||||||
12,250 | (1) | Owens-Illinois, Inc. | 271,583 | 0.1 | ||||||||||
9,013 | Packaging Corp. of America | 1,086,517 | 0.4 | |||||||||||
9,766 | (1) | Platform Specialty Products Corp. | 96,879 | 0.0 | ||||||||||
2,327 | Royal Gold, Inc. | 191,093 | 0.1 | |||||||||||
11,589 | RPM International, Inc. | 607,495 | 0.2 | |||||||||||
3,830 | Scotts Miracle-Gro Co. | 409,772 | 0.1 | |||||||||||
8,843 | Sealed Air Corp. | 435,960 | 0.1 | |||||||||||
7,152 | Silgan Holdings, Inc. | 210,197 | 0.1 | |||||||||||
7,061 | Southern Copper Corp. | 335,044 | 0.1 | |||||||||||
2,840 | Steel Dynamics, Inc. | 122,489 | 0.0 | |||||||||||
11,811 | Vulcan Materials Co. | 1,516,178 | 0.5 | |||||||||||
1,718 | Westlake Chemical Corp. | 183,019 | 0.1 | |||||||||||
6,572 | WR Grace & Co. | 460,894 | 0.1 | |||||||||||
19,156,319 | 6.3 | |||||||||||||
Real Estate: 3.3% | ||||||||||||||
2,230 | Boston Properties, Inc. | 289,967 | 0.1 | |||||||||||
12,449 | (1) | CBRE Group, Inc. | 539,166 | 0.2 | ||||||||||
3,272 | Coresite Realty Corp. | 372,681 | 0.1 | |||||||||||
11,788 | CubeSmart | 340,909 | 0.1 | |||||||||||
7,636 | CyrusOne, Inc. | 454,571 | 0.1 | |||||||||||
15,043 | Digital Realty Trust, Inc. | 1,713,398 | 0.6 | |||||||||||
12,416 | Douglas Emmett, Inc. | 509,801 | 0.2 | |||||||||||
7,846 | Equity Lifestyle Properties, Inc. | 698,451 | 0.2 | |||||||||||
9,960 | Extra Space Storage, Inc. | 871,002 | 0.3 | |||||||||||
2,686 | Federal Realty Investment Trust | 356,728 | 0.1 | |||||||||||
6,218 | Gaming and Leisure Properties, Inc. | 230,066 | 0.1 | |||||||||||
1,564 | Hudson Pacific Properties, Inc. | 53,567 | 0.0 | |||||||||||
23,346 | Iron Mountain, Inc. | 880,845 | 0.3 | |||||||||||
7,145 | Lamar Advertising Co. | 530,445 | 0.2 | |||||||||||
1,907 | Outfront Media, Inc. | 44,242 | 0.0 | |||||||||||
11,592 | (1) | SBA Communications Corp. | 1,893,669 | 0.6 | ||||||||||
605 | (2) | Tanger Factory Outlet Centers, Inc. | 16,038 | 0.0 | ||||||||||
2,822 | Taubman Centers, Inc. | 184,643 | 0.1 | |||||||||||
9,980,189 | 3.3 | |||||||||||||
Telecommunication Services: 0.2% | ||||||||||||||
17,931 | (1) | Zayo Group Holdings, Inc. | 659,861 | 0.2 | ||||||||||
Utilities: 0.1% | ||||||||||||||
5,693 | NRG Energy, Inc. | 162,137 | 0.1 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $163,371,030) | 300,314,576 | 98.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.8% | ||||||||||||||
Securities Lending Collateral(4): 2.8% | ||||||||||||||
2,058,585 | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $2,058,894, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $2,099,757, due 05/15/20-08/15/47) | 2,058,585 | 0.7 | |||||||||||
2,058,585 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $2,058,903, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $2,099,757, due 01/31/18-06/20/63) | 2,058,585 | 0.6 | |||||||||||
433,020 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $433,088, collateralized by various U.S. Government and U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $441,680, due 01/11/18-12/01/51) | 433,020 | 0.1 | |||||||||||
2,058,585 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $2,058,910, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $2,099,757, due 02/15/43-02/15/44) | 2,058,585 | 0.7 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (continued) |
2,058,585 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $2,058,953, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,115,751, due 01/15/19-02/15/46) | 2,058,585 | 0.7 | |||||||||||
8,667,360 | 2.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
3,034,000 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $3,034,000) | 3,034,000 | 1.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $11,701,360) | 11,701,360 | 3.8 | ||||||||||||
Total Investments in Securities (Cost $175,072,390) | $ | 312,015,936 | 102.5 | |||||||||||
Liabilities in Excess of Other Assets | (7,607,106 | ) | (2.5 | ) | ||||||||||
Net Assets | $ | 304,408,830 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Investment in affiliate |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Consumer Discretionary: 14.3% | ||||||||||||||
25,383 | Adient plc | 1,997,642 | 0.1 | |||||||||||
19,188 | Advance Auto Parts, Inc. | 1,912,852 | 0.1 | |||||||||||
13,230 | (1) | AMC Networks, Inc. | 715,478 | 0.0 | ||||||||||
65,537 | Aramark | 2,801,051 | 0.1 | |||||||||||
15,597 | (1) | Autonation, Inc. | 800,594 | 0.0 | ||||||||||
7,409 | (1) | Autozone, Inc. | 5,270,540 | 0.3 | ||||||||||
37,007 | Bed Bath & Beyond, Inc. | 813,784 | 0.0 | |||||||||||
69,402 | Best Buy Co., Inc. | 4,751,955 | 0.2 | |||||||||||
57,117 | BorgWarner, Inc. | 2,918,108 | 0.2 | |||||||||||
14,449 | (1) | Bright Horizons Family Solutions, Inc. | 1,358,206 | 0.1 | ||||||||||
23,595 | Brunswick Corp. | 1,302,916 | 0.1 | |||||||||||
18,316 | (1) | Burlington Stores, Inc. | 2,253,417 | 0.1 | ||||||||||
1,268 | Cable One, Inc. | 891,848 | 0.1 | |||||||||||
21,768 | CalAtlantic Group, Inc. | 1,227,498 | 0.1 | |||||||||||
49,353 | (1) | Carmax, Inc. | 3,165,008 | 0.2 | ||||||||||
12,613 | Carter's, Inc. | 1,481,901 | 0.1 | |||||||||||
6,828 | (1) | Chipotle Mexican Grill, Inc. | 1,973,497 | 0.1 | ||||||||||
9,005 | Choice Hotels International, Inc. | 698,788 | 0.0 | |||||||||||
28,655 | Cinemark Holdings, Inc. | 997,767 | 0.1 | |||||||||||
33,637 | Darden Restaurants, Inc. | 3,229,825 | 0.2 | |||||||||||
72,349 | (1) | Delphi Automotive PLC | 6,137,366 | 0.3 | ||||||||||
24,120 | (1) | Delphi Technologies PLC | 1,265,576 | 0.1 | ||||||||||
22,248 | Dick's Sporting Goods, Inc. | 639,408 | 0.0 | |||||||||||
40,876 | (1),(2) | Discovery Communications, Inc. - Class A | 914,805 | 0.1 | ||||||||||
55,159 | (1) | Discovery Communications, Inc. - Class C | 1,167,716 | 0.1 | ||||||||||
74,405 | Dollar General Corp. | 6,920,409 | 0.4 | |||||||||||
62,214 | (1) | Dollar Tree, Inc. | 6,676,184 | 0.3 | ||||||||||
11,775 | Domino's Pizza, Inc. | 2,225,004 | 0.1 | |||||||||||
92,196 | D.R. Horton, Inc. | 4,708,450 | 0.2 | |||||||||||
24,322 | Dunkin' Brands Group, Inc. | 1,568,039 | 0.1 | |||||||||||
33,139 | Expedia, Inc. | 3,969,058 | 0.2 | |||||||||||
51,596 | Extended Stay America, Inc. | 980,324 | 0.1 | |||||||||||
5,968 | (1) | Floor & Decor Holdings, Inc. | 290,522 | 0.0 | ||||||||||
33,326 | Foot Locker, Inc. | 1,562,323 | 0.1 | |||||||||||
26,782 | GameStop Corp. | 480,737 | 0.0 | |||||||||||
64,124 | Gap, Inc. | 2,184,063 | 0.1 | |||||||||||
32,585 | Garmin Ltd. | 1,941,088 | 0.1 | |||||||||||
76,241 | Gentex Corp. | 1,597,249 | 0.1 | |||||||||||
38,814 | Genuine Parts Co. | 3,687,718 | 0.2 | |||||||||||
66,521 | Goodyear Tire & Rubber Co. | 2,149,294 | 0.1 | |||||||||||
1,156 | Graham Holdings Co. | 645,453 | 0.0 | |||||||||||
55,860 | H&R Block, Inc. | 1,464,649 | 0.1 | |||||||||||
97,964 | (2) | Hanesbrands, Inc. | 2,048,427 | 0.1 | ||||||||||
45,413 | Harley-Davidson, Inc. | 2,310,613 | 0.1 | |||||||||||
30,658 | Hasbro, Inc. | 2,786,506 | 0.1 |
18,605 | (1) | Hilton Grand Vacations, Inc. | 780,480 | 0.0 | ||||||||||
58,608 | Hilton Worldwide Holdings, Inc. | 4,680,435 | 0.2 | |||||||||||
12,366 | (1) | Hyatt Hotels Corp. | 909,396 | 0.1 | ||||||||||
29,166 | International Game Technology PLC | 773,191 | 0.0 | |||||||||||
104,527 | Interpublic Group of Cos., Inc. | 2,107,264 | 0.1 | |||||||||||
11,958 | John Wiley & Sons, Inc. | 786,238 | 0.0 | |||||||||||
45,333 | Kohl's Corp. | 2,458,409 | 0.1 | |||||||||||
64,858 | L Brands, Inc. | 3,905,749 | 0.2 | |||||||||||
18,336 | Lear Corp. | 3,239,238 | 0.2 | |||||||||||
35,626 | Leggett & Platt, Inc. | 1,700,429 | 0.1 | |||||||||||
53,818 | Lennar Corp. - Class A | 3,403,450 | 0.2 | |||||||||||
3,756 | Lennar Corp. - Class B | 194,110 | 0.0 | |||||||||||
24,016 | (1) | Liberty Media Corp. - SiriusXM A | 952,475 | 0.1 | ||||||||||
48,213 | (1) | Liberty Media Corp. - SiriusXM C | 1,912,128 | 0.1 | ||||||||||
6,893 | (1) | Liberty Broadband Corp. - A | 586,250 | 0.0 | ||||||||||
28,053 | (1) | Liberty Broadband Corp. - C | 2,388,993 | 0.1 | ||||||||||
14,578 | (1) | Liberty Expedia Holdings, Inc. | 646,243 | 0.0 | ||||||||||
120,653 | (1) | Liberty Interactive Corp. QVC Group | 2,946,346 | 0.2 | ||||||||||
6,747 | (1) | Liberty Media Group-A | 220,762 | 0.0 | ||||||||||
50,417 | (1) | Liberty Media Group-C | 1,722,245 | 0.1 | ||||||||||
21,479 | (1) | Liberty Ventures | 1,165,021 | 0.1 | ||||||||||
14,078 | (1),(2) | Lions Gate Entertainment Corp. - A | 475,977 | 0.0 | ||||||||||
27,462 | (1) | Lions Gate Entertainment Corp. - B | 871,644 | 0.0 | ||||||||||
36,135 | (1) | Live Nation Entertainment, Inc. | 1,538,267 | 0.1 | ||||||||||
82,862 | (1) | LKQ Corp. | 3,369,998 | 0.2 | ||||||||||
25,787 | (1) | Lululemon Athletica, Inc. | 2,026,600 | 0.1 | ||||||||||
82,463 | Macy's, Inc. | 2,077,243 | 0.1 | |||||||||||
4,966 | (1) | Madison Square Garden Co. | 1,047,081 | 0.1 | ||||||||||
92,596 | Mattel, Inc. | 1,424,126 | 0.1 | |||||||||||
134,852 | MGM Resorts International | 4,502,708 | 0.2 | |||||||||||
38,782 | (1) | Michael Kors Holdings Ltd. | 2,441,327 | 0.1 | ||||||||||
29,928 | (1) | Michaels Cos, Inc. | 723,958 | 0.0 | ||||||||||
16,711 | (1) | Mohawk Industries, Inc. | 4,610,565 | 0.2 | ||||||||||
8,791 | (1) | Murphy USA, Inc. | 706,445 | 0.0 | ||||||||||
131,577 | Newell Brands, Inc. | 4,065,729 | 0.2 | |||||||||||
102,837 | News Corp - Class A | 1,666,988 | 0.1 | |||||||||||
32,730 | News Corp - Class B | 543,318 | 0.0 | |||||||||||
31,552 | Nordstrom, Inc. | 1,494,934 | 0.1 | |||||||||||
50,045 | (1) | Norwegian Cruise Line Holdings Ltd. | 2,664,896 | 0.1 | ||||||||||
895 | (1) | NVR, Inc. | 3,139,857 | 0.2 | ||||||||||
62,414 | Omnicom Group | 4,545,612 | 0.2 | |||||||||||
22,550 | (1) | O'Reilly Automotive, Inc. | 5,424,177 | 0.3 | ||||||||||
9,619 | Penske Auto Group, Inc. | 460,269 | 0.0 | |||||||||||
15,902 | (2) | Polaris Industries, Inc. | 1,971,689 | 0.1 | ||||||||||
10,529 | Pool Corp. | 1,365,085 | 0.1 | |||||||||||
73,235 | Pulte Group, Inc. | 2,435,064 | 0.1 | |||||||||||
20,946 | PVH Corp. | 2,874,001 | 0.2 | |||||||||||
14,954 | Ralph Lauren Corp. | 1,550,580 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
30,428 | Regal Entertainment Group | 700,148 | 0.0 | |||||||||||
102,051 | Ross Stores, Inc. | 8,189,593 | 0.4 | |||||||||||
46,370 | Royal Caribbean Cruises Ltd. | 5,531,014 | 0.3 | |||||||||||
34,677 | (1) | Sally Beauty Holdings, Inc. | 650,541 | 0.0 | ||||||||||
23,244 | Scripps Networks Interactive - Class A | 1,984,573 | 0.1 | |||||||||||
49,038 | Service Corp. International | 1,830,098 | 0.1 | |||||||||||
36,259 | (1) | ServiceMaster Global Holdings, Inc. | 1,858,999 | 0.1 | ||||||||||
16,286 | (2) | Signet Jewelers Ltd. | 920,973 | 0.1 | ||||||||||
393,625 | (2) | Sirius XM Holdings, Inc. | 2,109,830 | 0.1 | ||||||||||
17,770 | Six Flags Entertainment Corp. | 1,182,949 | 0.1 | |||||||||||
35,337 | (1) | Skechers USA, Inc. | 1,337,152 | 0.1 | ||||||||||
76,930 | Tapestry, Inc. | 3,402,614 | 0.2 | |||||||||||
57,953 | TEGNA, Inc. | 815,978 | 0.0 | |||||||||||
12,511 | (1) | Tempur Sealy International, Inc. | 784,315 | 0.0 | ||||||||||
13,316 | Thor Industries, Inc. | 2,006,988 | 0.1 | |||||||||||
29,138 | Tiffany & Co. | 3,028,895 | 0.2 | |||||||||||
39,827 | Toll Brothers, Inc. | 1,912,493 | 0.1 | |||||||||||
33,911 | Tractor Supply Co. | 2,534,847 | 0.1 | |||||||||||
21,447 | Tribune Media Co. | 910,854 | 0.1 | |||||||||||
29,189 | (1),(2) | TripAdvisor, Inc. | 1,005,853 | 0.1 | ||||||||||
13,650 | Tupperware Brands Corp. | 855,855 | 0.0 | |||||||||||
15,772 | (1) | Ulta Beauty, Inc. | 3,527,566 | 0.2 | ||||||||||
49,638 | (1),(2) | Under Armour, Inc. - Class A | 716,276 | 0.0 | ||||||||||
50,376 | (1),(2) | Under Armour, Inc. - Class C | 671,008 | 0.0 | ||||||||||
21,922 | (1) | Urban Outfitters, Inc. | 768,585 | 0.0 | ||||||||||
10,807 | Vail Resorts, Inc. | 2,296,163 | 0.1 | |||||||||||
88,021 | VF Corp. | 6,513,554 | 0.3 | |||||||||||
2,746 | Viacom, Inc. | 95,835 | 0.0 | |||||||||||
94,927 | Viacom, Inc. - Class B | 2,924,701 | 0.2 | |||||||||||
8,432 | (1) | Visteon Corp. | 1,055,180 | 0.1 | ||||||||||
10,345 | (1) | Wayfair, Inc. | 830,393 | 0.0 | ||||||||||
49,782 | Wendy's Company | 817,420 | 0.0 | |||||||||||
18,986 | Whirlpool Corp. | 3,201,799 | 0.2 | |||||||||||
22,882 | (2) | Williams-Sonoma, Inc. | 1,182,999 | 0.1 | ||||||||||
26,782 | Wyndham Worldwide Corp. | 3,103,230 | 0.2 | |||||||||||
21,572 | Wynn Resorts Ltd. | 3,636,823 | 0.2 | |||||||||||
99,614 | Yum China Holdings, Inc. | 3,986,552 | 0.2 | |||||||||||
277,263,292 | 14.3 | |||||||||||||
Consumer Staples: 4.1% | ||||||||||||||
25,192 | (1) | Blue Buffalo Pet Products, Inc. | 826,046 | 0.0 | ||||||||||
14,618 | Brown-Forman Corp. - Class A | 982,914 | 0.1 | |||||||||||
47,651 | Brown-Forman Corp. - Class B | 3,272,194 | 0.2 | |||||||||||
37,891 | Bunge Ltd. | 2,541,728 | 0.1 | |||||||||||
47,712 | Campbell Soup Co. | 2,295,424 | 0.1 | |||||||||||
10,255 | Casey's General Stores, Inc. | 1,147,945 | 0.1 | |||||||||||
67,238 | Church & Dwight Co., Inc. | 3,373,331 | 0.2 | |||||||||||
34,863 | Clorox Co. | 5,185,523 | 0.3 | |||||||||||
105,075 | Conagra Brands, Inc. | 3,958,175 | 0.2 |
126,092 | Coty, Inc - Class A | 2,507,970 | 0.1 | |||||||||||
48,940 | Dr Pepper Snapple Group, Inc. | 4,750,116 | 0.3 | |||||||||||
15,449 | (1) | Edgewell Personal Care Co. | 917,516 | 0.1 | ||||||||||
16,223 | Energizer Holdings, Inc. | 778,380 | 0.0 | |||||||||||
47,658 | Flowers Foods, Inc. | 920,276 | 0.1 | |||||||||||
27,453 | (1) | Hain Celestial Group, Inc. | 1,163,733 | 0.1 | ||||||||||
17,307 | (1),(2) | Herbalife Ltd. | 1,172,030 | 0.1 | ||||||||||
37,122 | Hershey Co. | 4,213,718 | 0.2 | |||||||||||
72,728 | Hormel Foods Corp. | 2,646,572 | 0.1 | |||||||||||
19,245 | Ingredion, Inc. | 2,690,451 | 0.1 | |||||||||||
29,651 | JM Smucker Co. | 3,683,840 | 0.2 | |||||||||||
65,932 | Kellogg Co. | 4,482,057 | 0.2 | |||||||||||
39,498 | Lamb Weston Holdings, Inc. | 2,229,662 | 0.1 | |||||||||||
32,428 | McCormick & Co., Inc. | 3,304,738 | 0.2 | |||||||||||
46,630 | Molson Coors Brewing Co. | 3,826,924 | 0.2 | |||||||||||
13,915 | Nu Skin Enterprises, Inc. | 949,420 | 0.1 | |||||||||||
14,272 | (1) | Pilgrim's Pride Corp. | 443,288 | 0.0 | ||||||||||
31,893 | Pinnacle Foods, Inc. | 1,896,677 | 0.1 | |||||||||||
17,504 | (1) | Post Holdings, Inc. | 1,386,842 | 0.1 | ||||||||||
284,094 | (1),(2) | Rite Aid Corp. | 559,665 | 0.0 | ||||||||||
71 | Seaboard Corp. | 313,110 | 0.0 | |||||||||||
6,515 | Spectrum Brands Holdings, Inc. | 732,286 | 0.0 | |||||||||||
35,102 | (1) | Sprouts Farmers Market, Inc. | 854,734 | 0.0 | ||||||||||
14,905 | (1) | TreeHouse Foods, Inc. | 737,201 | 0.0 | ||||||||||
75,267 | Tyson Foods, Inc. | 6,101,896 | 0.3 | |||||||||||
55,091 | (1) | US Foods Holding Corp. | 1,759,056 | 0.1 | ||||||||||
78,605,438 | 4.1 | |||||||||||||
Energy: 5.7% | ||||||||||||||
42,130 | Andeavor | 4,817,144 | 0.2 | |||||||||||
62,263 | (1) | Antero Resources Corp. | 1,182,997 | 0.1 | ||||||||||
102,847 | Apache Corp. | 4,342,200 | 0.2 | |||||||||||
114,886 | Baker Hughes a GE Co. | 3,634,993 | 0.2 | |||||||||||
124,256 | Cabot Oil & Gas Corp. | 3,553,722 | 0.2 | |||||||||||
35,626 | (1) | Centennial Resource Development, Inc./DE | 705,395 | 0.0 | ||||||||||
55,139 | (1) | Cheniere Energy, Inc. | 2,968,684 | 0.2 | ||||||||||
243,934 | (1),(2) | Chesapeake Energy Corp. | 965,979 | 0.0 | ||||||||||
25,334 | Cimarex Energy Co. | 3,091,001 | 0.2 | |||||||||||
61,446 | (1) | CNX Resources Corp. | 898,955 | 0.0 | ||||||||||
39,807 | (1) | Concho Resources, Inc./Midland TX | 5,979,807 | 0.3 | ||||||||||
7,653 | (1) | CONSOL Energy, Inc. | 302,370 | 0.0 | ||||||||||
23,526 | (1) | Continental Resources, Inc. | 1,246,172 | 0.1 | ||||||||||
141,969 | Devon Energy Corp. | 5,877,517 | 0.3 | |||||||||||
26,473 | (1) | Diamondback Energy, Inc. | 3,342,216 | 0.2 | ||||||||||
26,180 | (1) | Energen Corp. | 1,507,183 | 0.1 | ||||||||||
63,508 | EQT Corp. | 3,614,875 | 0.2 | |||||||||||
32,433 | (1),(2) | Extraction Oil & Gas, Inc. | 464,116 | 0.0 | ||||||||||
42,895 | (1) | Gulfport Energy Corp. | 547,340 | 0.0 | ||||||||||
28,612 | (2) | Helmerich & Payne, Inc. | 1,849,480 | 0.1 | ||||||||||
76,448 | Hess Corp. | 3,628,986 | 0.2 | |||||||||||
47,800 | HollyFrontier Corp. | 2,448,316 | 0.1 | |||||||||||
62,291 | (1) | Kosmos Energy LLC | 426,693 | 0.0 | ||||||||||
43,702 | (1) | Laredo Petroleum, Inc. | 463,678 | 0.0 | ||||||||||
229,316 | Marathon Oil Corp. | 3,882,320 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
130,920 | Marathon Petroleum Corp. | 8,638,102 | 0.4 | |||||||||||
43,999 | Murphy Oil Corp. | 1,366,169 | 0.1 | |||||||||||
83,353 | Nabors Industries Ltd. | 569,301 | 0.0 | |||||||||||
102,728 | National Oilwell Varco, Inc. | 3,700,263 | 0.2 | |||||||||||
53,673 | (1) | Newfield Exploration Co. | 1,692,310 | 0.1 | ||||||||||
130,044 | Noble Energy, Inc. | 3,789,482 | 0.2 | |||||||||||
26,458 | Oceaneering International, Inc. | 559,322 | 0.0 | |||||||||||
96,585 | Oneok, Inc. | 5,162,468 | 0.3 | |||||||||||
63,165 | (1) | Parsley Energy, Inc. | 1,859,578 | 0.1 | ||||||||||
56,157 | Patterson-UTI Energy, Inc. | 1,292,173 | 0.1 | |||||||||||
29,523 | PBF Energy, Inc. | 1,046,590 | 0.1 | |||||||||||
64,610 | (1) | QEP Resources, Inc. | 618,318 | 0.0 | ||||||||||
61,628 | Range Resources Corp. | 1,051,374 | 0.1 | |||||||||||
15,678 | (2) | RPC, Inc. | 400,259 | 0.0 | ||||||||||
35,429 | (1) | RSP Permian, Inc. | 1,441,252 | 0.1 | ||||||||||
29,844 | SM Energy Co. | 658,955 | 0.0 | |||||||||||
136,139 | (1) | Southwestern Energy Co. | 759,656 | 0.0 | ||||||||||
57,262 | Targa Resources Corp. | 2,772,626 | 0.1 | |||||||||||
105,773 | (1) | Transocean Ltd. | 1,129,656 | 0.1 | ||||||||||
238,329 | (1) | Weatherford International PLC | 993,832 | 0.1 | ||||||||||
24,307 | (1),(2) | Whiting Petroleum Corp. | 643,649 | 0.0 | ||||||||||
223,518 | Williams Cos., Inc. | 6,815,064 | 0.4 | |||||||||||
17,931 | World Fuel Services Corp. | 504,578 | 0.0 | |||||||||||
106,784 | (1) | WPX Energy, Inc. | 1,502,451 | 0.1 | ||||||||||
110,709,567 | 5.7 | |||||||||||||
Financials: 14.5% | ||||||||||||||
14,962 | Affiliated Managers Group, Inc. | 3,070,950 | 0.2 | |||||||||||
105,518 | AGNC Investment Corp. | 2,130,408 | 0.1 | |||||||||||
4,010 | (1) | Alleghany Corp. | 2,390,321 | 0.1 | ||||||||||
119,732 | Ally Financial, Inc. | 3,491,385 | 0.2 | |||||||||||
18,958 | American Financial Group, Inc. | 2,057,701 | 0.1 | |||||||||||
2,018 | American National Insurance Co. | 258,808 | 0.0 | |||||||||||
39,913 | Ameriprise Financial, Inc. | 6,764,056 | 0.3 | |||||||||||
308,537 | Annaly Capital Management, Inc. | 3,668,505 | 0.2 | |||||||||||
33,048 | (1) | Arch Capital Group Ltd. | 2,999,767 | 0.2 | ||||||||||
48,004 | Arthur J. Gallagher & Co. | 3,037,693 | 0.2 | |||||||||||
16,022 | Aspen Insurance Holdings Ltd. | 650,493 | 0.0 | |||||||||||
40,863 | Associated Banc-Corp. | 1,037,920 | 0.1 | |||||||||||
14,484 | Assurant, Inc. | 1,460,567 | 0.1 | |||||||||||
31,232 | Assured Guaranty Ltd. | 1,057,828 | 0.1 | |||||||||||
28,966 | (1) | Athene Holding Ltd. | 1,497,832 | 0.1 | ||||||||||
22,105 | Axis Capital Holdings Ltd. | 1,110,997 | 0.1 | |||||||||||
11,358 | Bank of Hawaii Corp. | 973,381 | 0.0 | |||||||||||
32,467 | Bank of the Ozarks, Inc. | 1,573,026 | 0.1 | |||||||||||
28,072 | BankUnited, Inc. | 1,143,092 | 0.1 | |||||||||||
62,674 | BGC Partners, Inc. | 947,004 | 0.0 | |||||||||||
6,730 | BOK Financial Corp. | 621,314 | 0.0 | |||||||||||
31,667 | Brown & Brown, Inc. | 1,629,584 | 0.1 | |||||||||||
29,779 | Cboe Global Markets, Inc. | 3,710,166 | 0.2 |
50,499 | Chimera Investment Corp. | 933,222 | 0.0 | |||||||||||
41,528 | Cincinnati Financial Corp. | 3,113,354 | 0.2 | |||||||||||
35,398 | CIT Group, Inc. | 1,742,644 | 0.1 | |||||||||||
133,004 | Citizens Financial Group, Inc. | 5,583,508 | 0.3 | |||||||||||
7,276 | CNA Financial Corp. | 385,992 | 0.0 | |||||||||||
46,811 | Comerica, Inc. | 4,063,663 | 0.2 | |||||||||||
25,295 | Commerce Bancshares, Inc. | 1,412,473 | 0.1 | |||||||||||
3,020 | (1) | Credit Acceptance Corp. | 976,910 | 0.1 | ||||||||||
15,165 | Cullen/Frost Bankers, Inc. | 1,435,367 | 0.1 | |||||||||||
97,853 | Discover Financial Services | 7,526,853 | 0.4 | |||||||||||
72,915 | (1) | E*Trade Financial Corp. | 3,614,397 | 0.2 | ||||||||||
38,797 | East West Bancorp, Inc. | 2,360,022 | 0.1 | |||||||||||
30,215 | Eaton Vance Corp. | 1,703,824 | 0.1 | |||||||||||
6,652 | Erie Indemnity Co. | 810,480 | 0.0 | |||||||||||
10,963 | Everest Re Group Ltd. | 2,425,673 | 0.1 | |||||||||||
10,402 | Factset Research Systems, Inc. | 2,005,090 | 0.1 | |||||||||||
25,626 | Federated Investors, Inc. | 924,586 | 0.0 | |||||||||||
190,800 | Fifth Third Bancorp | 5,788,872 | 0.3 | |||||||||||
28,993 | First American Financial Corp. | 1,624,768 | 0.1 | |||||||||||
14,344 | First Hawaiian, Inc. | 418,558 | 0.0 | |||||||||||
78,512 | First Horizon National Corp. | 1,569,455 | 0.1 | |||||||||||
43,279 | First Republic Bank | 3,749,693 | 0.2 | |||||||||||
86,609 | FNB Corp. | 1,196,936 | 0.1 | |||||||||||
70,702 | FNF Group | 2,774,346 | 0.1 | |||||||||||
11,443 | Hanover Insurance Group, Inc. | 1,236,759 | 0.1 | |||||||||||
95,782 | Hartford Financial Services Group, Inc. | 5,390,611 | 0.3 | |||||||||||
291,789 | Huntington Bancshares, Inc. | 4,248,448 | 0.2 | |||||||||||
18,701 | Interactive Brokers Group, Inc. | 1,107,286 | 0.1 | |||||||||||
108,471 | Invesco Ltd. | 3,963,530 | 0.2 | |||||||||||
289,288 | Keycorp | 5,834,939 | 0.3 | |||||||||||
31,674 | Lazard Ltd. | 1,662,885 | 0.1 | |||||||||||
22,191 | Legg Mason, Inc. | 931,578 | 0.0 | |||||||||||
87,332 | Leucadia National Corp. | 2,313,425 | 0.1 | |||||||||||
59,024 | Lincoln National Corp. | 4,537,175 | 0.2 | |||||||||||
75,141 | Loews Corp. | 3,759,304 | 0.2 | |||||||||||
23,809 | LPL Financial Holdings, Inc. | 1,360,446 | 0.1 | |||||||||||
38,213 | M&T Bank Corp. | 6,534,041 | 0.3 | |||||||||||
3,683 | (1) | Markel Corp. | 4,195,416 | 0.2 | ||||||||||
9,899 | MarketAxess Holdings, Inc. | 1,997,123 | 0.1 | |||||||||||
7,357 | Mercury General Corp. | 393,158 | 0.0 | |||||||||||
106,384 | MFA Financial, Inc. | 842,561 | 0.0 | |||||||||||
44,895 | Moody's Corp. | 6,626,951 | 0.3 | |||||||||||
5,114 | Morningstar, Inc. | 495,905 | 0.0 | |||||||||||
23,993 | MSCI, Inc. - Class A | 3,036,074 | 0.2 | |||||||||||
30,773 | Nasdaq, Inc. | 2,364,290 | 0.1 | |||||||||||
70,367 | Navient Corp. | 937,288 | 0.0 | |||||||||||
82,863 | New Residential Investment Corp. | 1,481,590 | 0.1 | |||||||||||
128,335 | New York Community Bancorp., Inc. | 1,670,922 | 0.1 | |||||||||||
56,447 | Northern Trust Corp. | 5,638,491 | 0.3 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
65,763 | Old Republic International Corp. | 1,406,013 | 0.1 | |||||||||||
17,089 | (1) | OneMain Holdings, Inc. | 444,143 | 0.0 | ||||||||||
34,328 | PacWest Bancorp | 1,730,131 | 0.1 | |||||||||||
92,359 | People's United Financial, Inc. | 1,727,113 | 0.1 | |||||||||||
19,112 | Pinnacle Financial Partners, Inc. | 1,267,126 | 0.1 | |||||||||||
27,131 | Popular, Inc. | 962,879 | 0.0 | |||||||||||
71,999 | Principal Financial Group, Inc. | 5,080,249 | 0.3 | |||||||||||
14,168 | ProAssurance Corp. | 809,701 | 0.0 | |||||||||||
156,554 | Progressive Corp. | 8,817,121 | 0.5 | |||||||||||
17,895 | Prosperity Bancshares, Inc. | 1,253,903 | 0.1 | |||||||||||
34,698 | Raymond James Financial, Inc. | 3,098,531 | 0.2 | |||||||||||
313,358 | Regions Financial Corp. | 5,414,826 | 0.3 | |||||||||||
17,322 | Reinsurance Group of America, Inc. | 2,701,019 | 0.1 | |||||||||||
10,800 | RenaissanceRe Holdings Ltd. | 1,356,372 | 0.1 | |||||||||||
39,839 | Santander Consumer USA Holdings, Inc. | 741,802 | 0.0 | |||||||||||
36,125 | SEI Investments Co. | 2,595,942 | 0.1 | |||||||||||
14,575 | (1) | Signature Bank | 2,000,565 | 0.1 | ||||||||||
116,348 | (1) | SLM Corp. | 1,314,732 | 0.1 | ||||||||||
68,820 | Starwood Property Trust, Inc. | 1,469,307 | 0.1 | |||||||||||
128,608 | SunTrust Banks, Inc. | 8,306,791 | 0.4 | |||||||||||
14,152 | (1) | SVB Financial Group | 3,308,313 | 0.2 | ||||||||||
211,931 | Synchrony Financial | 8,182,656 | 0.4 | |||||||||||
31,926 | Synovus Financial Corp. | 1,530,532 | 0.1 | |||||||||||
63,595 | T. Rowe Price Group, Inc. | 6,673,023 | 0.3 | |||||||||||
42,852 | TCF Financial Corp. | 878,466 | 0.0 | |||||||||||
68,498 | TD Ameritrade Holding Corp. | 3,502,303 | 0.2 | |||||||||||
14,139 | TFS Financial Corp. | 211,237 | 0.0 | |||||||||||
31,139 | Torchmark Corp. | 2,824,619 | 0.1 | |||||||||||
46,739 | Two Harbors Investment Corp. | 759,976 | 0.0 | |||||||||||
60,947 | Unum Group | 3,345,381 | 0.2 | |||||||||||
20,805 | Validus Holdings Ltd. | 976,171 | 0.1 | |||||||||||
48,566 | (3) | Voya Financial, Inc. | 2,402,560 | 0.1 | ||||||||||
24,701 | Webster Financial Corp. | 1,387,208 | 0.1 | |||||||||||
26,304 | (1) | Western Alliance Bancorp. | 1,489,332 | 0.1 | ||||||||||
963 | White Mountains Insurance Group Ltd. | 819,783 | 0.0 | |||||||||||
34,169 | Willis Towers Watson PLC | 5,148,927 | 0.3 | |||||||||||
25,701 | WR Berkley Corp. | 1,841,477 | 0.1 | |||||||||||
67,959 | XL Group Ltd. | 2,389,438 | 0.1 | |||||||||||
53,312 | Zions Bancorp. | 2,709,849 | 0.1 | |||||||||||
280,863,197 | 14.5 | |||||||||||||
Health Care: 9.4% | ||||||||||||||
11,070 | (1) | Abiomed, Inc. | 2,074,629 | 0.1 | ||||||||||
21,196 | (1) | Acadia Healthcare Co., Inc. | 691,625 | 0.0 | ||||||||||
26,512 | (1),(2) | Acadia Pharmaceuticals, Inc. | 798,276 | 0.0 | ||||||||||
87,150 | Agilent Technologies, Inc. | 5,836,435 | 0.3 | |||||||||||
11,184 | (1) | Agios Pharmaceuticals, Inc. | 639,389 | 0.0 |
24,156 | (1) | Akorn, Inc. | 778,548 | 0.0 | ||||||||||
21,449 | (1) | Align Technology, Inc. | 4,765,753 | 0.3 | ||||||||||
41,079 | (1) | Alkermes PLC | 2,248,254 | 0.1 | ||||||||||
23,192 | (1) | Alnylam Pharmaceuticals, Inc. | 2,946,544 | 0.2 | ||||||||||
42,913 | AmerisourceBergen Corp. | 3,940,272 | 0.2 | |||||||||||
10,641 | (1) | Athenahealth, Inc. | 1,415,679 | 0.1 | ||||||||||
9,950 | Becton Dickinson & Co. | 2,129,876 | 0.1 | |||||||||||
47,092 | (1) | BioMarin Pharmaceutical, Inc. | 4,199,194 | 0.2 | ||||||||||
5,652 | (1) | Bio-Rad Laboratories, Inc. | 1,348,963 | 0.1 | ||||||||||
9,961 | Bio-Techne Corp. | 1,290,448 | 0.1 | |||||||||||
29,237 | (1) | Bioverativ, Inc. | 1,576,459 | 0.1 | ||||||||||
49,719 | (1) | Brookdale Senior Living, Inc. | 482,274 | 0.0 | ||||||||||
27,429 | Bruker Corp. | 941,363 | 0.1 | |||||||||||
85,412 | Cardinal Health, Inc. | 5,233,193 | 0.3 | |||||||||||
45,916 | (1) | Centene Corp. | 4,632,006 | 0.2 | ||||||||||
77,719 | (1) | Cerner Corp. | 5,237,483 | 0.3 | ||||||||||
12,697 | (1) | Charles River Laboratories International, Inc. | 1,389,687 | 0.1 | ||||||||||
13,053 | Cooper Cos., Inc. | 2,843,988 | 0.2 | |||||||||||
41,303 | (1) | DaVita, Inc. | 2,984,142 | 0.2 | ||||||||||
60,860 | Dentsply Sirona, Inc. | 4,006,414 | 0.2 | |||||||||||
23,086 | (1) | DexCom, Inc. | 1,324,905 | 0.1 | ||||||||||
56,456 | (1) | Edwards Lifesciences Corp. | 6,363,156 | 0.3 | ||||||||||
60,203 | (1) | Endo International PLC | 466,573 | 0.0 | ||||||||||
32,318 | (1) | Envision Healthcare Corp. | 1,116,910 | 0.1 | ||||||||||
77,985 | (1) | Exelixis, Inc. | 2,370,744 | 0.1 | ||||||||||
42,686 | (1) | Henry Schein, Inc. | 2,982,898 | 0.2 | ||||||||||
17,746 | Hill-Rom Holdings, Inc. | 1,495,810 | 0.1 | |||||||||||
75,253 | (1) | Hologic, Inc. | 3,217,066 | 0.2 | ||||||||||
23,555 | (1) | IDEXX Laboratories, Inc. | 3,683,531 | 0.2 | ||||||||||
39,354 | (1) | Illumina, Inc. | 8,598,455 | 0.4 | ||||||||||
46,883 | (1) | Incyte Corp., Ltd. | 4,440,289 | 0.2 | ||||||||||
4,876 | (1),(2) | Intercept Pharmaceuticals, Inc. | 284,856 | 0.0 | ||||||||||
16,179 | (1),(2) | Intrexon Corp. | 186,382 | 0.0 | ||||||||||
33,318 | (1) | Ionis Pharmaceuticals, Inc. | 1,675,895 | 0.1 | ||||||||||
43,052 | (1) | IQVIA Holdings, Inc. | 4,214,791 | 0.2 | ||||||||||
18,479 | (1) | Juno Therapeutics, Inc. | 844,675 | 0.0 | ||||||||||
27,576 | (1) | Laboratory Corp. of America Holdings | 4,398,648 | 0.2 | ||||||||||
9,818 | (1) | LifePoint Health, Inc. | 488,936 | 0.0 | ||||||||||
25,526 | (1),(2) | Mallinckrodt PLC - W/I | 575,867 | 0.0 | ||||||||||
24,610 | (1) | Mednax, Inc. | 1,315,158 | 0.1 | ||||||||||
6,840 | (1) | Mettler Toledo International, Inc. | 4,237,517 | 0.2 | ||||||||||
144,046 | (1) | Mylan NV | 6,094,586 | 0.3 | ||||||||||
23,561 | (1) | Neurocrine Biosciences, Inc. | 1,828,098 | 0.1 | ||||||||||
89,419 | (1),(2) | Opko Health, Inc. | 438,153 | 0.0 | ||||||||||
21,992 | Patterson Cos., Inc. | 794,571 | 0.0 | |||||||||||
29,544 | PerkinElmer, Inc. | 2,160,257 | 0.1 | |||||||||||
35,551 | Perrigo Co. PLC | 3,098,625 | 0.2 | |||||||||||
15,233 | (1) | Premier, Inc. | 444,651 | 0.0 | ||||||||||
60,989 | QIAGEN NV | 1,886,390 | 0.1 | |||||||||||
36,934 | Quest Diagnostics, Inc. | 3,637,630 | 0.2 | |||||||||||
37,668 | Resmed, Inc. | 3,190,103 | 0.2 | |||||||||||
25,822 | (1) | Seattle Genetics, Inc. | 1,381,477 | 0.1 | ||||||||||
22,586 | STERIS PLC | 1,975,597 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
12,150 | Teleflex, Inc. | 3,023,163 | 0.2 | |||||||||||
10,009 | (1),(2) | Tesaro, Inc. | 829,446 | 0.0 | ||||||||||
11,586 | (1) | United Therapeutics Corp. | 1,714,149 | 0.1 | ||||||||||
23,149 | Universal Health Services, Inc. | 2,623,939 | 0.1 | |||||||||||
24,823 | (1) | Varian Medical Systems, Inc. | 2,759,076 | 0.1 | ||||||||||
29,293 | (1) | Veeva Systems, Inc. | 1,619,317 | 0.1 | ||||||||||
20,575 | (1) | Waters Corp. | 3,974,884 | 0.2 | ||||||||||
11,999 | (1) | WellCare Health Plans, Inc. | 2,413,119 | 0.1 | ||||||||||
19,765 | West Pharmaceutical Services, Inc. | 1,950,213 | 0.1 | |||||||||||
54,530 | Zimmer Biomet Holdings, Inc. | 6,580,135 | 0.3 | |||||||||||
132,875 | Zoetis, Inc. | 9,572,315 | 0.5 | |||||||||||
182,703,850 | 9.4 | |||||||||||||
Industrials: 14.3% | ||||||||||||||
11,283 | Acuity Brands, Inc. | 1,985,808 | 0.1 | |||||||||||
41,867 | (1) | Aecom Technology Corp. | 1,555,359 | 0.1 | ||||||||||
17,984 | AGCO Corp. | 1,284,597 | 0.1 | |||||||||||
26,039 | Air Lease Corp. | 1,252,216 | 0.1 | |||||||||||
32,488 | Alaska Air Group, Inc. | 2,388,193 | 0.1 | |||||||||||
25,737 | Allegion Public Ltd. | 2,047,636 | 0.1 | |||||||||||
33,613 | Allison Transmission Holdings, Inc. | 1,447,712 | 0.1 | |||||||||||
1,357 | Amerco, Inc. | 512,824 | 0.0 | |||||||||||
116,969 | American Airlines Group, Inc. | 6,085,897 | 0.3 | |||||||||||
61,291 | Ametek, Inc. | 4,441,759 | 0.2 | |||||||||||
38,835 | AO Smith Corp. | 2,379,809 | 0.1 | |||||||||||
115,200 | Arconic, Inc. | 3,139,200 | 0.2 | |||||||||||
11,891 | (1) | Armstrong World Industries, Inc. | 720,000 | 0.0 | ||||||||||
25,290 | BWX Technologies, Inc. | 1,529,792 | 0.1 | |||||||||||
16,412 | Carlisle Cos., Inc. | 1,865,224 | 0.1 | |||||||||||
37,843 | CH Robinson Worldwide, Inc. | 3,371,433 | 0.2 | |||||||||||
23,201 | Cintas Corp. | 3,615,412 | 0.2 | |||||||||||
14,141 | (1) | Clean Harbors, Inc. | 766,442 | 0.0 | ||||||||||
23,851 | (1) | Colfax Corp. | 944,977 | 0.0 | ||||||||||
8,391 | Copa Holdings S.A.- Class A | 1,124,897 | 0.1 | |||||||||||
53,553 | (1) | Copart, Inc. | 2,312,954 | 0.1 | ||||||||||
13,462 | Crane Co. | 1,201,080 | 0.1 | |||||||||||
42,927 | Cummins, Inc. | 7,582,625 | 0.4 | |||||||||||
35,085 | Donaldson Co., Inc. | 1,717,411 | 0.1 | |||||||||||
41,781 | Dover Corp. | 4,219,463 | 0.2 | |||||||||||
9,975 | Dun & Bradstreet Corp. | 1,181,140 | 0.1 | |||||||||||
32,160 | Equifax, Inc. | 3,792,307 | 0.2 | |||||||||||
47,869 | Expeditors International Washington, Inc. | 3,096,646 | 0.2 | |||||||||||
78,055 | Fastenal Co. | 4,268,828 | 0.2 | |||||||||||
35,205 | Flowserve Corp. | 1,483,187 | 0.1 | |||||||||||
37,732 | Fluor Corp. | 1,948,858 | 0.1 | |||||||||||
82,935 | Fortive Corp. | 6,000,347 | 0.3 | |||||||||||
40,889 | Fortune Brands Home & Security, Inc. | 2,798,443 | 0.1 | |||||||||||
17,524 | (1) | Gardner Denver Holdings, Inc. | 594,589 | 0.0 | ||||||||||
16,441 | (1) | Genesee & Wyoming, Inc. | 1,294,400 | 0.1 | ||||||||||
44,595 | Graco, Inc. | 2,016,586 | 0.1 | |||||||||||
32,165 | Harris Corp. | 4,556,172 | 0.2 |
50,431 | (1) | HD Supply Holdings, Inc. | 2,018,753 | 0.1 | ||||||||||
6,601 | Heico Corp. | 622,804 | 0.0 | |||||||||||
12,997 | Heico Corp. - Class A | 1,027,413 | 0.1 | |||||||||||
24,137 | Hexcel Corp. | 1,492,873 | 0.1 | |||||||||||
14,727 | Hubbell, Inc. | 1,993,152 | 0.1 | |||||||||||
12,052 | Huntington Ingalls Industries, Inc. | 2,840,656 | 0.1 | |||||||||||
20,598 | IDEX Corp. | 2,718,318 | 0.1 | |||||||||||
103,766 | (1) | IHS Markit Ltd. | 4,685,035 | 0.2 | ||||||||||
67,437 | Ingersoll-Rand PLC - Class A | 6,014,706 | 0.3 | |||||||||||
23,936 | ITT, Inc. | 1,277,464 | 0.1 | |||||||||||
32,253 | Jacobs Engineering Group, Inc. | 2,127,408 | 0.1 | |||||||||||
23,352 | JB Hunt Transport Services, Inc. | 2,685,013 | 0.1 | |||||||||||
86,538 | (1) | JetBlue Airways Corp. | 1,933,259 | 0.1 | ||||||||||
27,852 | Kansas City Southern | 2,930,587 | 0.2 | |||||||||||
36,461 | KAR Auction Services, Inc. | 1,841,645 | 0.1 | |||||||||||
14,368 | (1) | Kirby Corp. | 959,782 | 0.0 | ||||||||||
20,949 | L3 Technologies, Inc. | 4,144,760 | 0.2 | |||||||||||
11,267 | Landstar System, Inc. | 1,172,895 | 0.1 | |||||||||||
10,337 | Lennox International, Inc. | 2,152,784 | 0.1 | |||||||||||
15,862 | Lincoln Electric Holdings, Inc. | 1,452,642 | 0.1 | |||||||||||
21,560 | Macquarie Infrastructure Co. LLC | 1,384,152 | 0.1 | |||||||||||
18,068 | Manpowergroup, Inc. | 2,278,555 | 0.1 | |||||||||||
84,922 | Masco Corp. | 3,731,473 | 0.2 | |||||||||||
14,847 | (1) | Middleby Corp. | 2,003,603 | 0.1 | ||||||||||
11,734 | MSC Industrial Direct Co. | 1,134,208 | 0.1 | |||||||||||
96,484 | Nielsen Holdings PLC | 3,512,018 | 0.2 | |||||||||||
15,522 | Nordson Corp. | 2,272,421 | 0.1 | |||||||||||
16,509 | Old Dominion Freight Line | 2,171,759 | 0.1 | |||||||||||
15,489 | Orbital ATK, Inc. | 2,036,804 | 0.1 | |||||||||||
20,111 | Oshkosh Corp. | 1,827,889 | 0.1 | |||||||||||
29,935 | Owens Corning, Inc. | 2,752,224 | 0.1 | |||||||||||
92,658 | Paccar, Inc. | 6,586,131 | 0.3 | |||||||||||
35,723 | Parker Hannifin Corp. | 7,129,596 | 0.4 | |||||||||||
44,745 | Pentair PLC | 3,159,892 | 0.2 | |||||||||||
50,276 | Pitney Bowes, Inc. | 562,086 | 0.0 | |||||||||||
39,926 | (1) | Quanta Services, Inc. | 1,561,506 | 0.1 | ||||||||||
12,022 | Regal Beloit Corp. | 920,885 | 0.0 | |||||||||||
62,087 | Republic Services, Inc. | 4,197,702 | 0.2 | |||||||||||
33,271 | Robert Half International, Inc. | 1,847,871 | 0.1 | |||||||||||
34,685 | Rockwell Automation, Inc. | 6,810,400 | 0.4 | |||||||||||
43,813 | Rockwell Collins, Inc. | 5,941,919 | 0.3 | |||||||||||
25,799 | Rollins, Inc. | 1,200,427 | 0.1 | |||||||||||
27,160 | Roper Technologies, Inc. | 7,034,440 | 0.4 | |||||||||||
14,177 | Ryder System, Inc. | 1,193,278 | 0.1 | |||||||||||
45,647 | (1) | Sensata Technologies Holdings N.V. | 2,333,018 | 0.1 | ||||||||||
15,283 | Snap-On, Inc. | 2,663,827 | 0.1 | |||||||||||
31,245 | Spirit Aerosystems Holdings, Inc. | 2,726,126 | 0.1 | |||||||||||
18,718 | (1) | Spirit Airlines, Inc. | 839,502 | 0.0 | ||||||||||
41,313 | Stanley Black & Decker, Inc. | 7,010,403 | 0.4 | |||||||||||
22,290 | (1) | Stericycle, Inc. | 1,515,497 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
9,403 | (1) | Teledyne Technologies, Inc. | 1,703,353 | 0.1 | ||||||||||
20,972 | Terex Corp. | 1,011,270 | 0.1 | |||||||||||
71,609 | Textron, Inc. | 4,052,353 | 0.2 | |||||||||||
18,649 | Timken Co. | 916,598 | 0.0 | |||||||||||
28,447 | Toro Co. | 1,855,598 | 0.1 | |||||||||||
13,062 | TransDigm Group, Inc. | 3,587,086 | 0.2 | |||||||||||
42,525 | (1) | TransUnion | 2,337,174 | 0.1 | ||||||||||
40,556 | Trinity Industries, Inc. | 1,519,228 | 0.1 | |||||||||||
72,659 | (1) | United Continental Holdings, Inc. | 4,897,217 | 0.3 | ||||||||||
22,789 | (1) | United Rentals, Inc. | 3,917,657 | 0.2 | ||||||||||
30,630 | (1) | Univar, Inc. | 948,305 | 0.0 | ||||||||||
22,982 | (1),(2) | USG Corp. | 886,186 | 0.0 | ||||||||||
5,970 | Valmont Industries, Inc. | 990,125 | 0.1 | |||||||||||
40,900 | (1) | Verisk Analytics, Inc. | 3,926,400 | 0.2 | ||||||||||
13,654 | (1) | WABCO Holdings, Inc. | 1,959,349 | 0.1 | ||||||||||
23,133 | (2) | Wabtec Corp. | 1,883,720 | 0.1 | ||||||||||
8,165 | Watsco, Inc. | 1,388,377 | 0.1 | |||||||||||
34,718 | (1) | Welbilt, Inc. | 816,220 | 0.0 | ||||||||||
12,663 | (1) | Wesco International, Inc. | 862,983 | 0.0 | ||||||||||
13,862 | WW Grainger, Inc. | 3,274,897 | 0.2 | |||||||||||
31,981 | (1) | XPO Logistics, Inc. | 2,929,140 | 0.1 | ||||||||||
48,395 | Xylem, Inc. | 3,300,539 | 0.2 | |||||||||||
277,919,559 | 14.3 | |||||||||||||
Information Technology: 15.4% | ||||||||||||||
227,150 | (1),(2) | Advanced Micro Devices, Inc. | 2,335,102 | 0.1 | ||||||||||
44,537 | (1) | Akamai Technologies, Inc. | 2,896,686 | 0.1 | ||||||||||
13,102 | Alliance Data Systems Corp. | 3,321,095 | 0.2 | |||||||||||
38,760 | Amdocs Ltd. | 2,538,005 | 0.1 | |||||||||||
80,710 | Amphenol Corp. | 7,086,338 | 0.4 | |||||||||||
98,855 | Analog Devices, Inc. | 8,801,061 | 0.5 | |||||||||||
23,033 | (1) | ANSYS, Inc. | 3,399,440 | 0.2 | ||||||||||
14,279 | (1) | Arista Networks, Inc. | 3,363,847 | 0.2 | ||||||||||
47,743 | (1) | ARRIS International PLC | 1,226,518 | 0.1 | ||||||||||
23,857 | (1) | Arrow Electronics, Inc. | 1,918,341 | 0.1 | ||||||||||
24,708 | (1) | Atlassian Corp. PLC | 1,124,708 | 0.1 | ||||||||||
56,066 | (1) | Autodesk, Inc. | 5,877,399 | 0.3 | ||||||||||
32,490 | Avnet, Inc. | 1,287,254 | 0.1 | |||||||||||
29,315 | (1) | Black Knight, Inc. | 1,294,257 | 0.1 | ||||||||||
38,364 | Booz Allen Hamilton Holding Corp. | 1,462,819 | 0.1 | |||||||||||
31,631 | Broadridge Financial Solutions, Inc. ADR | 2,865,136 | 0.1 | |||||||||||
85,042 | CA, Inc. | 2,830,198 | 0.1 | |||||||||||
74,820 | (1) | Cadence Design Systems, Inc. | 3,128,972 | 0.2 | ||||||||||
18,092 | (1) | Cavium, Inc. | 1,516,652 | 0.1 | ||||||||||
34,491 | CDK Global, Inc. | 2,458,518 | 0.1 | |||||||||||
40,318 | CDW Corp. | 2,801,698 | 0.1 | |||||||||||
40,787 | (1) | Citrix Systems, Inc. | 3,589,256 | 0.2 | ||||||||||
44,763 | Cognex Corp. | 2,737,705 | 0.1 | |||||||||||
6,596 | (1) | Coherent, Inc. | 1,861,523 | 0.1 | ||||||||||
50,921 | (1) | CommScope Holding Co., Inc. | 1,926,341 | 0.1 | ||||||||||
51,158 | (1) | Conduent, Inc. | 826,713 | 0.0 | ||||||||||
22,175 | (1) | CoreLogic, Inc. | 1,024,707 | 0.1 | ||||||||||
9,567 | (1) | CoStar Group, Inc. | 2,840,921 | 0.1 | ||||||||||
43,704 | CSRA, Inc. | 1,307,624 | 0.1 | |||||||||||
88,787 | Cypress Semiconductor Corp. | 1,353,114 | 0.1 |
55,361 | (1) | Dell Technologies, Inc. Class V | 4,499,742 | 0.2 | ||||||||||
14,782 | Dolby Laboratories, Inc. | 916,484 | 0.0 | |||||||||||
16,116 | DST Systems, Inc. | 1,000,320 | 0.1 | |||||||||||
76,468 | DXC Technology Co. | 7,256,813 | 0.4 | |||||||||||
12,709 | (1) | EchoStar Corp. | 761,269 | 0.0 | ||||||||||
13,539 | (1) | Euronet Worldwide, Inc. | 1,140,932 | 0.1 | ||||||||||
17,179 | (1) | F5 Networks, Inc. | 2,254,228 | 0.1 | ||||||||||
88,778 | Fidelity National Information Services, Inc. | 8,353,122 | 0.4 | |||||||||||
48,900 | (1) | FireEye, Inc. | 694,380 | 0.0 | ||||||||||
128,147 | (1) | First Data Corp. | 2,141,336 | 0.1 | ||||||||||
22,006 | (1) | First Solar, Inc. | 1,485,845 | 0.1 | ||||||||||
57,266 | (1) | Fiserv, Inc. | 7,509,291 | 0.4 | ||||||||||
24,057 | (1) | FleetCor Technologies, Inc. | 4,629,289 | 0.2 | ||||||||||
37,232 | Flir Systems, Inc. | 1,735,756 | 0.1 | |||||||||||
39,284 | (1) | Fortinet, Inc. | 1,716,318 | 0.1 | ||||||||||
23,650 | (1) | Gartner, Inc. | 2,912,498 | 0.1 | ||||||||||
40,988 | Genpact Ltd. | 1,300,959 | 0.1 | |||||||||||
40,980 | Global Payments, Inc. | 4,107,835 | 0.2 | |||||||||||
33,915 | (1) | GoDaddy, Inc. | 1,705,246 | 0.1 | ||||||||||
20,392 | (1) | Guidewire Software, Inc. | 1,514,310 | 0.1 | ||||||||||
18,823 | (1) | IAC/InterActiveCorp | 2,301,676 | 0.1 | ||||||||||
9,691 | (1) | IPG Photonics Corp. | 2,075,134 | 0.1 | ||||||||||
46,563 | Jabil, Inc. | 1,222,279 | 0.1 | |||||||||||
20,884 | Jack Henry & Associates, Inc. | 2,442,593 | 0.1 | |||||||||||
100,943 | Juniper Networks, Inc. | 2,876,876 | 0.1 | |||||||||||
49,840 | (1) | Keysight Technologies, Inc. | 2,073,344 | 0.1 | ||||||||||
42,357 | KLA-Tencor Corp. | 4,450,450 | 0.2 | |||||||||||
43,574 | Lam Research Corp. | 8,020,666 | 0.4 | |||||||||||
38,342 | Leidos Holdings, Inc. | 2,475,743 | 0.1 | |||||||||||
13,986 | LogMeIn, Inc. | 1,601,397 | 0.1 | |||||||||||
18,617 | (1) | Manhattan Associates, Inc. | 922,286 | 0.0 | ||||||||||
107,493 | Marvell Technology Group Ltd. | 2,307,875 | 0.1 | |||||||||||
9,951 | (1),(2) | Match Group, Inc. | 311,566 | 0.0 | ||||||||||
75,923 | Maxim Integrated Products | 3,969,254 | 0.2 | |||||||||||
61,511 | Microchip Technology, Inc. | 5,405,587 | 0.3 | |||||||||||
31,675 | (1) | Microsemi Corp. | 1,636,014 | 0.1 | ||||||||||
44,154 | Motorola Solutions, Inc. | 3,988,872 | 0.2 | |||||||||||
28,734 | National Instruments Corp. | 1,196,196 | 0.1 | |||||||||||
32,550 | (1) | NCR Corp. | 1,106,375 | 0.1 | ||||||||||
73,351 | NetApp, Inc. | 4,057,777 | 0.2 | |||||||||||
77,377 | (1) | Nuance Communications, Inc. | 1,265,114 | 0.1 | ||||||||||
112,558 | (1) | ON Semiconductor Corp. | 2,356,965 | 0.1 | ||||||||||
24,023 | (1) | Palo Alto Networks, Inc. | 3,481,894 | 0.2 | ||||||||||
65,693 | (1),(2) | Pandora Media, Inc. | 316,640 | 0.0 | ||||||||||
86,835 | Paychex, Inc. | 5,911,727 | 0.3 | |||||||||||
30,947 | (1) | PTC, Inc. | 1,880,649 | 0.1 | ||||||||||
34,153 | (1) | Qorvo, Inc. | 2,274,590 | 0.1 | ||||||||||
47,832 | (1) | Red Hat, Inc. | 5,744,623 | 0.3 | ||||||||||
55,501 | Sabre Corp. | 1,137,771 | 0.1 | |||||||||||
45,146 | (1) | ServiceNow, Inc. | 5,886,587 | 0.3 | ||||||||||
49,784 | Skyworks Solutions, Inc. | 4,726,991 | 0.2 | |||||||||||
37,594 | (1) | Splunk, Inc. | 3,114,287 | 0.2 | ||||||||||
65,599 | (1) | Square, Inc. | 2,274,317 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
46,475 | SS&C Technologies Holdings, Inc. | 1,881,308 | 0.1 | |||||||||||
9,847 | (2) | Switch, Inc. | 179,117 | 0.0 | ||||||||||
165,069 | Symantec Corp. | 4,631,836 | 0.2 | |||||||||||
40,438 | (1) | Synopsys, Inc. | 3,446,935 | 0.2 | ||||||||||
17,264 | (1) | Tableau Software, Inc. | 1,194,669 | 0.1 | ||||||||||
30,115 | (1) | Take-Two Interactive Software, Inc. | 3,306,025 | 0.2 | ||||||||||
32,605 | (1) | Teradata Corp. | 1,253,988 | 0.1 | ||||||||||
53,621 | Teradyne, Inc. | 2,245,111 | 0.1 | |||||||||||
48,977 | Total System Services, Inc. | 3,873,591 | 0.2 | |||||||||||
67,622 | (1) | Trimble, Inc. | 2,748,158 | 0.1 | ||||||||||
180,630 | (1) | Twitter, Inc. | 4,336,926 | 0.2 | ||||||||||
9,298 | (1) | Tyler Technologies, Inc. | 1,646,211 | 0.1 | ||||||||||
7,679 | (1) | Ultimate Software Group, Inc. | 1,675,788 | 0.1 | ||||||||||
11,218 | Universal Display Corp. | 1,936,788 | 0.1 | |||||||||||
43,328 | (1),(2) | Vantiv, Inc. | 3,186,774 | 0.2 | ||||||||||
23,012 | (1),(2) | VeriSign, Inc. | 2,633,493 | 0.1 | ||||||||||
29,306 | Versum Materials, Inc. | 1,109,232 | 0.1 | |||||||||||
80,058 | Western Digital Corp. | 6,367,013 | 0.3 | |||||||||||
124,109 | Western Union Co. | 2,359,312 | 0.1 | |||||||||||
10,567 | (1) | WEX, Inc. | 1,492,377 | 0.1 | ||||||||||
35,982 | (1) | Workday, Inc. | 3,660,809 | 0.2 | ||||||||||
61,945 | Xerox Corp. | 1,805,697 | 0.1 | |||||||||||
67,221 | Xilinx, Inc. | 4,532,040 | 0.2 | |||||||||||
14,096 | (1) | Zebra Technologies Corp. | 1,463,165 | 0.1 | ||||||||||
14,573 | (1) | Zillow Group, Inc. - Class A | 593,704 | 0.0 | ||||||||||
29,164 | (1),(2) | Zillow Group, Inc. - Class C | 1,193,391 | 0.1 | ||||||||||
207,675 | (1) | Zynga, Inc. | 830,700 | 0.0 | ||||||||||
299,036,194 | 15.4 | |||||||||||||
Materials: 5.9% | ||||||||||||||
29,781 | Albemarle Corp. | 3,808,692 | 0.2 | |||||||||||
49,877 | (1) | Alcoa Corp. | 2,686,874 | 0.1 | ||||||||||
16,524 | Aptargroup, Inc. | 1,425,691 | 0.1 | |||||||||||
5,010 | (2) | Ardagh Group SA | 105,711 | 0.0 | ||||||||||
16,720 | Ashland Global Holdings, Inc. | 1,190,464 | 0.1 | |||||||||||
23,826 | Avery Dennison Corp. | 2,736,654 | 0.1 | |||||||||||
57,336 | (1) | Axalta Coating Systems Ltd. | 1,855,393 | 0.1 | ||||||||||
93,474 | Ball Corp. | 3,537,991 | 0.2 | |||||||||||
24,357 | Bemis Co., Inc. | 1,164,021 | 0.1 | |||||||||||
34,940 | (1) | Berry Plastics Group, Inc. | 2,049,930 | 0.1 | ||||||||||
16,491 | Cabot Corp. | 1,015,681 | 0.0 | |||||||||||
36,595 | Celanese Corp. | 3,918,592 | 0.2 | |||||||||||
62,931 | CF Industries Holdings, Inc. | 2,677,085 | 0.1 | |||||||||||
49,849 | Chemours Co. | 2,495,441 | 0.1 | |||||||||||
34,947 | (1) | Crown Holdings, Inc. | 1,965,769 | 0.1 | ||||||||||
16,801 | Domtar Corp. | 831,985 | 0.0 | |||||||||||
12,649 | Eagle Materials, Inc. | 1,433,132 | 0.1 | |||||||||||
39,313 | Eastman Chemical Co. | 3,641,956 | 0.2 | |||||||||||
36,110 | FMC Corp. | 3,418,173 | 0.2 | |||||||||||
365,803 | (1) | Freeport-McMoRan, Inc. | 6,935,625 | 0.4 | ||||||||||
83,583 | Graphic Packaging Holding Co. | 1,291,357 | 0.1 | |||||||||||
54,201 | Huntsman Corp. | 1,804,351 | 0.1 | |||||||||||
21,335 | International Flavors & Fragrances, Inc. | 3,255,934 | 0.2 | |||||||||||
111,239 | International Paper Co. | 6,445,188 | 0.3 |
16,949 | Martin Marietta Materials, Inc. | 3,746,407 | 0.2 | |||||||||||
94,792 | Mosaic Co. | 2,432,363 | 0.1 | |||||||||||
1,990 | NewMarket Corp. | 790,806 | 0.0 | |||||||||||
144,285 | Newmont Mining Corp. | 5,413,573 | 0.3 | |||||||||||
86,228 | Nucor Corp. | 5,482,376 | 0.3 | |||||||||||
44,465 | Olin Corp. | 1,582,065 | 0.1 | |||||||||||
43,748 | (1) | Owens-Illinois, Inc. | 969,893 | 0.0 | ||||||||||
25,202 | Packaging Corp. of America | 3,038,101 | 0.2 | |||||||||||
59,601 | (1) | Platform Specialty Products Corp. | 591,242 | 0.0 | ||||||||||
19,110 | Reliance Steel & Aluminum Co. | 1,639,447 | 0.1 | |||||||||||
17,551 | Royal Gold, Inc. | 1,441,288 | 0.1 | |||||||||||
35,382 | RPM International, Inc. | 1,854,724 | 0.1 | |||||||||||
11,626 | Scotts Miracle-Gro Co. | 1,243,866 | 0.1 | |||||||||||
48,369 | Sealed Air Corp. | 2,384,592 | 0.1 | |||||||||||
19,991 | Silgan Holdings, Inc. | 587,535 | 0.0 | |||||||||||
26,433 | Sonoco Products Co. | 1,404,650 | 0.1 | |||||||||||
22,103 | Southern Copper Corp. | 1,048,787 | 0.1 | |||||||||||
61,532 | Steel Dynamics, Inc. | 2,653,875 | 0.1 | |||||||||||
83,397 | Tahoe Resources, Inc. | 399,472 | 0.0 | |||||||||||
47,045 | United States Steel Corp. | 1,655,513 | 0.1 | |||||||||||
55,197 | Valvoline, Inc. | 1,383,237 | 0.1 | |||||||||||
35,481 | Vulcan Materials Co. | 4,554,696 | 0.2 | |||||||||||
9,605 | Westlake Chemical Corp. | 1,023,221 | 0.0 | |||||||||||
67,835 | WestRock Co. | 4,287,850 | 0.2 | |||||||||||
18,374 | WR Grace & Co. | 1,288,569 | 0.1 | |||||||||||
114,589,838 | 5.9 | |||||||||||||
Real Estate: 9.4% | ||||||||||||||
25,538 | Alexandria Real Estate Equities, Inc. | 3,335,007 | 0.2 | |||||||||||
36,716 | American Campus Communities, Inc. | 1,506,457 | 0.1 | |||||||||||
64,680 | American Homes 4 Rent | 1,412,611 | 0.1 | |||||||||||
42,113 | Apartment Investment & Management Co. - Class A | 1,840,759 | 0.1 | |||||||||||
56,614 | Apple Hospitality REIT, Inc. | 1,110,201 | 0.1 | |||||||||||
37,191 | �� | AvalonBay Communities, Inc. | 6,635,246 | 0.3 | ||||||||||
41,603 | Boston Properties, Inc. | 5,409,638 | 0.3 | |||||||||||
46,561 | Brandywine Realty Trust | 846,945 | 0.0 | |||||||||||
82,404 | Brixmor Property Group, Inc. | 1,537,659 | 0.1 | |||||||||||
24,522 | Camden Property Trust | 2,257,495 | 0.1 | |||||||||||
79,276 | (1) | CBRE Group, Inc. | 3,433,444 | 0.2 | ||||||||||
145,212 | Colony NorthStar, Inc. | 1,656,869 | 0.1 | |||||||||||
32,310 | Columbia Property Trust, Inc. | 741,514 | 0.0 | |||||||||||
31,767 | CoreCivic, Inc. | 714,758 | 0.0 | |||||||||||
9,141 | Coresite Realty Corp. | 1,041,160 | 0.1 | |||||||||||
26,833 | Corporate Office Properties Trust SBI MD | 783,524 | 0.0 | |||||||||||
48,577 | CubeSmart | 1,404,847 | 0.1 | |||||||||||
24,336 | CyrusOne, Inc. | 1,448,722 | 0.1 | |||||||||||
25,176 | DCT Industrial Trust, Inc. | 1,479,845 | 0.1 | |||||||||||
83,480 | DDR Corp. | 747,981 | 0.0 | |||||||||||
55,152 | Digital Realty Trust, Inc. | 6,281,813 | 0.3 | |||||||||||
42,946 | Douglas Emmett, Inc. | 1,763,363 | 0.1 | |||||||||||
95,972 | Duke Realty Corp. | 2,611,398 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
34,699 | Empire State Realty Trust, Inc. | 712,370 | 0.0 | |||||||||||
16,917 | EPR Properties | 1,107,387 | 0.1 | |||||||||||
32,509 | (1) | Equity Commonwealth | 991,850 | 0.0 | ||||||||||
21,949 | Equity Lifestyle Properties, Inc. | 1,953,900 | 0.1 | |||||||||||
17,644 | Essex Property Trust, Inc. | 4,258,732 | 0.2 | |||||||||||
32,850 | Extra Space Storage, Inc. | 2,872,733 | �� | 0.1 | ||||||||||
19,416 | Federal Realty Investment Trust | 2,578,639 | 0.1 | |||||||||||
68,006 | Forest City Realty Trust, Inc. | 1,638,945 | 0.1 | |||||||||||
54,189 | Gaming and Leisure Properties, Inc. | 2,004,993 | 0.1 | |||||||||||
166,357 | GGP, Inc. | 3,891,090 | 0.2 | |||||||||||
126,795 | HCP, Inc. | 3,306,814 | 0.2 | |||||||||||
54,658 | Healthcare Trust of America, Inc. | 1,641,926 | 0.1 | |||||||||||
27,440 | Highwoods Properties, Inc. | 1,396,970 | 0.1 | |||||||||||
43,763 | Hospitality Properties Trust | 1,306,326 | 0.1 | |||||||||||
197,097 | Host Hotels & Resorts, Inc. | 3,912,375 | 0.2 | |||||||||||
9,192 | (1) | Howard Hughes Corp. | 1,206,634 | 0.1 | ||||||||||
42,143 | Hudson Pacific Properties, Inc. | 1,443,398 | 0.1 | |||||||||||
79,065 | (2) | Invitation Homes, Inc. | 1,863,562 | 0.1 | ||||||||||
74,713 | Iron Mountain, Inc. | 2,818,921 | 0.1 | |||||||||||
23,193 | JBG SMITH Properties | 805,493 | 0.0 | |||||||||||
12,177 | Jones Lang LaSalle, Inc. | 1,813,521 | 0.1 | |||||||||||
26,034 | Kilroy Realty Corp. | 1,943,438 | 0.1 | |||||||||||
111,443 | Kimco Realty Corp. | 2,022,690 | 0.1 | |||||||||||
22,346 | Lamar Advertising Co. | 1,658,967 | 0.1 | |||||||||||
39,692 | Liberty Property Trust | 1,707,153 | 0.1 | |||||||||||
12,363 | Life Storage, Inc. | 1,101,172 | 0.1 | |||||||||||
36,922 | Macerich Co. | 2,425,037 | 0.1 | |||||||||||
97,677 | Medical Properties Trust, Inc. | 1,345,989 | 0.1 | |||||||||||
30,587 | Mid-America Apartment Communities, Inc. | 3,075,829 | 0.2 | |||||||||||
40,866 | National Retail Properties, Inc. | 1,762,551 | 0.1 | |||||||||||
52,524 | (2) | Omega Healthcare Investors, Inc. | 1,446,511 | 0.1 | ||||||||||
37,322 | Outfront Media, Inc. | 865,870 | 0.0 | |||||||||||
55,482 | Paramount Group, Inc. | 879,390 | 0.0 | |||||||||||
38,787 | Park Hotels & Resorts, Inc. | 1,115,126 | 0.1 | |||||||||||
39,039 | Piedmont Office Realty Trust, Inc. | 765,555 | 0.0 | |||||||||||
142,397 | ProLogis, Inc. | 9,186,030 | 0.5 | |||||||||||
34,661 | Rayonier, Inc. | 1,096,327 | 0.1 | |||||||||||
35,762 | Realogy Holdings Corp. | 947,693 | 0.0 | |||||||||||
76,115 | Realty Income Corp. | 4,340,077 | 0.2 | |||||||||||
40,244 | Regency Centers Corp. | 2,784,080 | 0.1 | |||||||||||
61,308 | Retail Properties of America, Inc. | 823,980 | 0.0 | |||||||||||
32,426 | (1) | SBA Communications Corp. | 5,297,111 | 0.3 | ||||||||||
63,481 | Senior Housing Properties Trust | 1,215,661 | 0.1 | |||||||||||
26,031 | SL Green Realty Corp. | 2,627,309 | 0.1 | |||||||||||
123,037 | Spirit Realty Capital, Inc. | 1,055,657 | 0.1 | |||||||||||
45,993 | STORE Capital Corp. | 1,197,658 | 0.1 |
20,711 | Sun Communities, Inc. | 1,921,567 | 0.1 | |||||||||||
24,856 | (2) | Tanger Factory Outlet Centers, Inc. | 658,933 | 0.0 | ||||||||||
15,922 | Taubman Centers, Inc. | 1,041,776 | 0.1 | |||||||||||
71,621 | UDR, Inc. | 2,758,841 | 0.1 | |||||||||||
44,616 | (1),(2) | Uniti Group, Inc. | 793,719 | 0.0 | ||||||||||
95,782 | Ventas, Inc. | 5,747,878 | 0.3 | |||||||||||
263,603 | VEREIT, Inc. | 2,053,467 | 0.1 | |||||||||||
46,430 | Vornado Realty Trust | 3,629,897 | 0.2 | |||||||||||
32,359 | Weingarten Realty Investors | 1,063,640 | 0.1 | |||||||||||
99,014 | Welltower, Inc. | 6,314,123 | 0.3 | |||||||||||
201,570 | Weyerhaeuser Co. | 7,107,358 | 0.4 | |||||||||||
28,482 | WP Carey, Inc. | 1,962,410 | 0.1 | |||||||||||
181,268,305 | 9.4 | |||||||||||||
Telecommunication Services: 0.4% | ||||||||||||||
259,849 | CenturyLink, Inc. | 4,334,281 | 0.2 | |||||||||||
26,072 | Telephone & Data Systems, Inc. | 724,802 | 0.1 | |||||||||||
3,800 | (1) | United States Cellular Corp. | 142,994 | 0.0 | ||||||||||
50,132 | (1) | Zayo Group Holdings, Inc. | 1,844,858 | 0.1 | ||||||||||
7,046,935 | 0.4 | |||||||||||||
Utilities: 5.8% | ||||||||||||||
178,377 | AES Corp. | 1,931,823 | 0.1 | |||||||||||
62,459 | Alliant Energy Corp. | 2,661,378 | 0.1 | |||||||||||
65,484 | Ameren Corp. | 3,862,901 | 0.2 | |||||||||||
48,190 | American Water Works Co., Inc. | 4,408,903 | 0.2 | |||||||||||
48,005 | Aqua America, Inc. | 1,883,236 | 0.1 | |||||||||||
27,822 | Atmos Energy Corp. | 2,389,632 | 0.1 | |||||||||||
15,272 | Avangrid, Inc. | 772,458 | 0.0 | |||||||||||
97,018 | (1) | Calpine Corp. | 1,467,882 | 0.1 | ||||||||||
116,529 | Centerpoint Energy, Inc. | 3,304,762 | 0.2 | |||||||||||
75,477 | CMS Energy Corp. | 3,570,062 | 0.2 | |||||||||||
83,972 | Consolidated Edison, Inc. | 7,133,421 | 0.4 | |||||||||||
48,341 | DTE Energy Co. | 5,291,406 | 0.3 | |||||||||||
85,813 | Edison International | 5,426,814 | 0.3 | |||||||||||
48,510 | Entergy Corp. | 3,948,229 | 0.2 | |||||||||||
85,681 | Eversource Energy | 5,413,326 | 0.3 | |||||||||||
119,967 | FirstEnergy Corp. | 3,673,390 | 0.2 | |||||||||||
58,144 | Great Plains Energy, Inc. | 1,874,563 | 0.1 | |||||||||||
29,188 | Hawaiian Electric Industries | 1,055,146 | 0.0 | |||||||||||
52,414 | MDU Resources Group, Inc. | 1,408,888 | 0.1 | |||||||||||
21,705 | National Fuel Gas Co. | 1,191,822 | 0.0 | |||||||||||
90,909 | NiSource, Inc. | 2,333,634 | 0.1 | |||||||||||
80,756 | NRG Energy, Inc. | 2,299,931 | 0.1 | |||||||||||
53,838 | OGE Energy Corp. | 1,771,809 | 0.1 | |||||||||||
30,011 | Pinnacle West Capital Corp. | 2,556,337 | 0.1 | |||||||||||
185,042 | PPL Corp. | 5,727,050 | 0.3 | |||||||||||
136,597 | Public Service Enterprise Group, Inc. | 7,034,745 | 0.4 | |||||||||||
35,496 | SCANA Corp. | 1,412,031 | 0.1 | |||||||||||
67,850 | Sempra Energy | 7,254,522 | 0.4 | |||||||||||
46,653 | UGI Corp. | 2,190,358 | 0.1 | |||||||||||
22,438 | Vectren Corp. | 1,458,919 | 0.1 | |||||||||||
65,142 | (1),(2) | Vistra Energy Corp. | 1,193,401 | 0.1 | ||||||||||
85,340 | WEC Energy Group, Inc. | 5,669,136 | 0.3 | |||||||||||
38,273 | Westar Energy, Inc. | 2,020,814 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
137,260 | Xcel Energy, Inc. | 6,603,579 | 0.3 | |||||||||||
112,196,308 | 5.8 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $976,931,512) | 1,922,202,483 | 99.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.5% | ||||||||||||||
Securities Lending Collateral(4): 1.6% | ||||||||||||||
7,558,632 | Bank of Nova Scotia/New York, Repurchase Agreement dated 12/29/17, 1.38%, due 01/02/18 (Repurchase Amount $7,559,775, collateralized by various U.S. Government Agency Obligations, 3.500%-4.000%, Market Value plus accrued interest $7,710,987, due 07/20/45-11/01/47) | 7,558,632 | 0.4 | |||||||||||
7,558,632 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $7,559,800, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $7,709,805, due 01/31/18-06/20/63) | 7,558,632 | 0.4 | |||||||||||
7,558,632 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $7,559,817, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $7,709,805, due 01/11/18-12/01/51) | 7,558,632 | 0.4 | |||||||||||
1,589,977 | Jefferies LLC, Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $1,590,238, collateralized by various U.S. Government Securities, 0.000%-1.750%, Market Value plus accrued interest $1,621,777, due 09/13/18-04/30/22) | 1,589,977 | 0.0 |
7,558,632 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $7,559,982, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,768,532, due 01/15/19-02/15/46) | 7,558,632 | 0.4 | |||||||||||
31,824,505 | 1.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.9% | ||||||||||||||
17,304,000 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $17,304,000) | 17,304,000 | 0.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $49,128,505) | 49,128,505 | 2.5 | ||||||||||||
Total Investments in Securities (Cost $1,026,060,017) | $ | 1,971,330,988 | 101.7 | |||||||||||
Liabilities in Excess of Other Assets | (32,282,414 | ) | (1.7 | ) | ||||||||||
Net Assets | $ | 1,939,048,574 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Investment in affiliate |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.3% | ||||||||||||||
Consumer Discretionary: 12.4% | ||||||||||||||
28,699 | Aarons, Inc. | 1,143,655 | 0.1 | |||||||||||
30,822 | Abercrombie & Fitch Co. | 537,227 | 0.1 | |||||||||||
9,787 | (1) | Acushnet Holdings Corp. | 206,310 | 0.0 | ||||||||||
27,233 | Adtalem Global Education, Inc. | 1,145,148 | 0.1 | |||||||||||
23,760 | (1) | AMC Entertainment Holdings, Inc. | 358,776 | 0.0 | ||||||||||
44,083 | (2) | American Axle & Manufacturing Holdings, Inc. | 750,733 | 0.1 | ||||||||||
71,931 | American Eagle Outfitters, Inc. | 1,352,303 | 0.2 | |||||||||||
25,097 | (2) | American Outdoor Brands Corp. | 322,245 | 0.0 | ||||||||||
8,402 | (2) | American Public Education, Inc. | 210,470 | 0.0 | ||||||||||
4,288 | (2) | America's Car-Mart, Inc. | 191,459 | 0.0 | ||||||||||
8,643 | (2) | Asbury Automotive Group, Inc. | 553,152 | 0.1 | ||||||||||
86,839 | (2) | Ascena Retail Group, Inc. | 204,072 | 0.0 | ||||||||||
6,843 | (2) | Ascent Capital Group, Inc. | 78,626 | 0.0 | ||||||||||
5,583 | (2) | AV Homes, Inc. | 92,957 | 0.0 | ||||||||||
18,973 | (2) | Barnes & Noble Education, Inc. | 156,338 | 0.0 | ||||||||||
28,602 | Barnes & Noble, Inc. | 191,633 | 0.0 | |||||||||||
5,907 | Bassett Furniture Industries, Inc. | 222,103 | 0.0 | |||||||||||
16,237 | (2) | Beazer Homes USA, Inc. | 311,913 | 0.0 | ||||||||||
41,324 | (2) | Belmond Ltd. | 506,219 | 0.1 | ||||||||||
7,936 | (1) | Big 5 Sporting Goods Corp. | 60,314 | 0.0 | ||||||||||
19,118 | (1) | Big Lots, Inc. | 1,073,476 | 0.1 | ||||||||||
529 | (2) | Biglari Holdings, Inc. | 219,218 | 0.0 | ||||||||||
9,601 | BJ's Restaurants, Inc. | 349,476 | 0.0 | |||||||||||
41,605 | Bloomin Brands, Inc. | 887,851 | 0.1 | |||||||||||
5,638 | (2) | Bojangles', Inc. | 66,528 | 0.0 | ||||||||||
6,827 | (2) | Boot Barn Holdings, Inc. | 113,396 | 0.0 | ||||||||||
38,200 | Boyd Gaming Corp. | 1,338,910 | 0.1 | |||||||||||
6,841 | (2) | Bridgepoint Education, Inc. | 56,780 | 0.0 | ||||||||||
20,762 | (1) | Brinker International, Inc. | 806,396 | 0.1 | ||||||||||
13,913 | (1) | Buckle, Inc. | 330,434 | 0.0 | ||||||||||
6,971 | (2) | Buffalo Wild Wings, Inc. | 1,089,916 | 0.1 | ||||||||||
61,742 | (2) | Caesars Entertainment Corp. | 781,036 | 0.1 | ||||||||||
19,253 | Caleres, Inc. | 644,590 | 0.1 | |||||||||||
44,233 | Callaway Golf Co. | 616,166 | 0.1 | |||||||||||
12,001 | Camping World Holdings, Inc. | 536,805 | 0.1 | |||||||||||
5,542 | Capella Education Co. | 428,951 | 0.1 | |||||||||||
33,047 | (2) | Career Education Corp. | 399,208 | 0.1 | ||||||||||
19,139 | (2) | Carrols Restaurant Group, Inc. | 232,539 | 0.0 |
6,670 | (1),(2) | Carvana Co. | 127,530 | 0.0 | ||||||||||
11,446 | Cato Corp. | 182,220 | 0.0 | |||||||||||
4,057 | (2) | Cavco Industries, Inc. | 619,098 | 0.1 | ||||||||||
46,348 | (1),(2) | Central European Media Enterprises Ltd. | 215,518 | 0.0 | ||||||||||
11,407 | (2) | Century Communities, Inc. | 354,758 | 0.0 | ||||||||||
18,672 | (1) | Cheesecake Factory | 899,617 | 0.1 | ||||||||||
39,586 | (2) | Chegg, Inc. | 646,044 | 0.1 | ||||||||||
57,189 | Chico's FAS, Inc. | 504,407 | 0.1 | |||||||||||
7,747 | Childrens Place Retail Stores, Inc. | 1,126,026 | 0.1 | |||||||||||
6,331 | Churchill Downs, Inc. | 1,473,224 | 0.2 | |||||||||||
8,466 | (2) | Chuy's Holdings, Inc. | 237,471 | 0.0 | ||||||||||
7,037 | Citi Trends, Inc. | 186,199 | 0.0 | |||||||||||
18,738 | Clear Channel Outdoor Holdings, Inc. | 86,195 | 0.0 | |||||||||||
13,082 | Columbia Sportswear Co. | 940,334 | 0.1 | |||||||||||
8,862 | (1),(2) | Conn's, Inc. | 315,044 | 0.0 | ||||||||||
9,618 | (2) | Container Store Group, Inc. | 45,589 | 0.0 | ||||||||||
22,686 | Cooper Tire & Rubber Co. | 801,950 | 0.1 | |||||||||||
7,797 | (2) | Cooper-Standard Holdings, Inc. | 955,132 | 0.1 | ||||||||||
21,062 | Core-Mark Holding Co., Inc. | 665,138 | 0.1 | |||||||||||
8,475 | (1) | Cracker Barrel Old Country Store, Inc. | 1,346,593 | 0.1 | ||||||||||
33,200 | (2) | CROCS, Inc. | 419,648 | 0.1 | ||||||||||
6,514 | CSS Industries, Inc. | 181,285 | 0.0 | |||||||||||
6,414 | Culp, Inc. | 214,869 | 0.0 | |||||||||||
783 | (1),(2) | Daily Journal Corp. | 180,262 | 0.0 | ||||||||||
64,335 | Dana, Inc. | 2,059,363 | 0.2 | |||||||||||
18,549 | (2) | Dave & Buster's Entertainment, Inc. | 1,023,348 | 0.1 | ||||||||||
14,270 | (2) | Deckers Outdoor Corp. | 1,145,167 | 0.1 | ||||||||||
12,396 | (2) | Del Frisco's Restaurant Group, Inc. | 189,039 | 0.0 | ||||||||||
12,007 | (2) | Del Taco Restaurants, Inc. | 145,525 | 0.0 | ||||||||||
35,074 | (2) | Denny's Corp. | 464,380 | 0.1 | ||||||||||
6,115 | (1) | Dillard's, Inc. | 367,206 | 0.0 | ||||||||||
7,845 | (1) | DineEquity, Inc. | 397,977 | 0.1 | ||||||||||
12,006 | (2) | Dorman Products, Inc. | 734,047 | 0.1 | ||||||||||
24,295 | Drive Shack, Inc. | 134,351 | 0.0 | |||||||||||
29,225 | DSW, Inc. | 625,707 | 0.1 | |||||||||||
5,829 | (1),(2) | Duluth Holdings, Inc. | 104,048 | 0.0 | ||||||||||
9,713 | (2) | El Pollo Loco Holdings, Inc. | 96,159 | 0.0 | ||||||||||
21,469 | (1),(2) | Eldorado Resorts, Inc. | 711,697 | 0.1 | ||||||||||
7,301 | Emerald Expositions Events, Inc. | 148,502 | 0.0 | |||||||||||
58,145 | Entercom Communications Corp. | 627,966 | 0.1 | |||||||||||
32,940 | Entravision Communications Corp. | 235,521 | 0.0 | |||||||||||
12,781 | (1),(2) | Eros International PLC | 123,337 | 0.0 | ||||||||||
10,858 | Ethan Allen Interiors, Inc. | 310,539 | 0.0 | |||||||||||
27,699 | (2) | EW Scripps Co. | 432,935 | 0.1 | ||||||||||
33,207 | (2) | Express, Inc. | 337,051 | 0.0 | ||||||||||
12,113 | (2) | Fiesta Restaurant Group, Inc. | 230,147 | 0.0 | ||||||||||
18,540 | Finish Line, Inc. | 269,386 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
24,684 | (2) | Five Below, Inc. | 1,637,043 | 0.2 | ||||||||||
3,544 | Flexsteel Industries, Inc. | 165,788 | 0.0 | |||||||||||
19,208 | (1),(2) | Fossil Group, Inc. | 149,246 | 0.0 | ||||||||||
16,233 | (2) | Fox Factory Holding Corp. | 630,652 | 0.1 | ||||||||||
18,454 | (2) | Francesca's Holdings Corp. | 134,899 | 0.0 | ||||||||||
16,448 | (1) | Fred's, Inc. | 66,614 | 0.0 | ||||||||||
10,464 | (2) | FTD Cos, Inc. | 75,236 | 0.0 | ||||||||||
51,320 | Gannett Co., Inc. | 594,799 | 0.1 | |||||||||||
9,059 | (2) | Genesco, Inc. | 294,418 | 0.0 | ||||||||||
16,509 | (2) | Gentherm, Inc. | 524,161 | 0.1 | ||||||||||
19,533 | (2) | G-III Apparel Group Ltd. | 720,572 | 0.1 | ||||||||||
27,303 | (1),(2) | Global Eagle Entertainment, Inc. | 62,524 | 0.0 | ||||||||||
31,822 | (1) | GNC Holdings, Inc. | 117,423 | 0.0 | ||||||||||
6,342 | (2) | Golden Entertainment, Inc. | 207,066 | 0.0 | ||||||||||
46,683 | (1),(2) | GoPro, Inc. | 353,390 | 0.0 | ||||||||||
21,299 | (2) | Grand Canyon Education, Inc. | 1,906,899 | 0.2 | ||||||||||
31,343 | (2) | Gray Television, Inc. | 524,995 | 0.1 | ||||||||||
14,298 | (2) | Green Brick Partners, Inc. | 161,567 | 0.0 | ||||||||||
9,110 | Group 1 Automotive, Inc. | 646,537 | 0.1 | |||||||||||
152,428 | (1),(2) | Groupon, Inc. | 777,383 | 0.1 | ||||||||||
26,649 | Guess?, Inc. | 449,835 | 0.1 | |||||||||||
7,157 | (1),(2) | Habit Restaurants, Inc. | 68,349 | 0.0 | ||||||||||
1,671 | Hamilton Beach Brands Holding Co. | 42,928 | 0.0 | |||||||||||
10,013 | Haverty Furniture Cos., Inc. | 226,794 | 0.0 | |||||||||||
12,202 | (2) | Helen of Troy Ltd. | 1,175,663 | 0.1 | ||||||||||
10,494 | (1),(2) | Hibbett Sporting Goods, Inc. | 214,078 | 0.0 | ||||||||||
4,832 | Hooker Furniture Corp. | 205,118 | 0.0 | |||||||||||
11,062 | (1),(2) | Horizon Global Corp. | 155,089 | 0.0 | ||||||||||
47,417 | (2) | Houghton Mifflin Harcourt Co. | 440,978 | 0.1 | ||||||||||
64,833 | (2) | Hovnanian Enterprises, Inc. | 217,191 | 0.0 | ||||||||||
24,215 | (1),(2) | Iconix Brand Group, Inc. | 31,237 | 0.0 | ||||||||||
48,553 | ILG, Inc. | 1,382,789 | 0.2 | |||||||||||
24,962 | (2) | Imax Corp. | 577,870 | 0.1 | ||||||||||
9,902 | (2) | Installed Building Products, Inc. | 752,057 | 0.1 | ||||||||||
10,981 | International Speedway Corp. | 437,593 | 0.1 | |||||||||||
11,675 | (1),(2) | iRobot Corp. | 895,473 | 0.1 | ||||||||||
9,937 | (2) | J Alexander's Holdings, Inc. | 96,389 | 0.0 | ||||||||||
13,280 | Jack in the Box, Inc. | 1,302,901 | 0.1 | |||||||||||
138,603 | (1),(2) | JC Penney Co., Inc. | 437,985 | 0.1 | ||||||||||
1,971 | Johnson Outdoors, Inc. | 122,379 | 0.0 | |||||||||||
17,375 | (2) | K12, Inc. | 276,263 | 0.0 | ||||||||||
35,115 | KB Home | 1,121,924 | 0.1 | |||||||||||
9,041 | (2) | Kirkland's, Inc. | 108,176 | 0.0 | ||||||||||
38,884 | (2) | La Quinta Holdings, Inc. | 717,799 | 0.1 | ||||||||||
6,393 | (2) | Lands' End, Inc. | 124,983 | 0.0 | ||||||||||
20,383 | (2) | Laureate Education Inc.- Class A | 276,393 | 0.0 | ||||||||||
20,996 | La-Z-Boy, Inc. | 655,075 | 0.1 | |||||||||||
10,816 | LCI Industries | 1,406,080 | 0.2 | |||||||||||
8,276 | (1),(2) | LGI Homes, Inc. | 620,948 | 0.1 | ||||||||||
14,013 | Libbey, Inc. | 105,378 | 0.0 |
20,413 | (1),(2) | Liberty Media Corp. - Braves C | 453,577 | 0.1 | ||||||||||
33,864 | (2) | Liberty TripAdvisor Holdings, Inc. | 319,168 | 0.0 | ||||||||||
6,146 | Lifetime Brands, Inc. | 101,409 | 0.0 | |||||||||||
10,647 | Lithia Motors, Inc. | 1,209,393 | 0.1 | |||||||||||
6,350 | (2) | Loral Space & Communications, Inc. | 279,718 | 0.0 | ||||||||||
12,770 | (1),(2) | Lumber Liquidators Holdings, Inc. | 400,850 | 0.1 | ||||||||||
13,166 | (2) | M/I Homes, Inc. | 452,910 | 0.1 | ||||||||||
10,529 | (2) | Malibu Boats, Inc. | 313,027 | 0.0 | ||||||||||
13,013 | Marcus Corp. | 355,906 | 0.0 | |||||||||||
11,870 | (2) | MarineMax, Inc. | 224,343 | 0.0 | ||||||||||
9,896 | Marriott Vacations Worldwide Corp. | 1,338,038 | 0.1 | |||||||||||
6,941 | (2) | MCBC Holdings, Inc. | 154,229 | 0.0 | ||||||||||
19,380 | MDC Holdings, Inc. | 617,834 | 0.1 | |||||||||||
25,906 | (2) | MDC Partners, Inc. | 252,584 | 0.0 | ||||||||||
17,531 | Meredith Corp. | 1,157,923 | 0.1 | |||||||||||
17,553 | (2) | Meritage Homes Corp. | 898,714 | 0.1 | ||||||||||
22,633 | (2) | Modine Manufacturing Co. | 457,187 | 0.1 | ||||||||||
3,433 | (2) | Monarch Casino & Resort, Inc. | 153,867 | 0.0 | ||||||||||
14,530 | Monro, Inc. | 827,484 | 0.1 | |||||||||||
9,322 | (2) | Motorcar Parts of America, Inc. | 232,957 | 0.0 | ||||||||||
7,870 | Movado Group, Inc. | 253,414 | 0.0 | |||||||||||
27,457 | (2) | MSG Networks, Inc. | 556,004 | 0.1 | ||||||||||
1,128 | Nathan's Famous, Inc. | 85,164 | 0.0 | |||||||||||
30,866 | National CineMedia, Inc. | 211,741 | 0.0 | |||||||||||
2,684 | (2) | National Vision Holdings, Inc. | 108,997 | 0.0 | ||||||||||
16,148 | (2) | Nautilus, Inc. | 215,576 | 0.0 | ||||||||||
21,269 | New Media Investment Group, Inc. | 356,894 | 0.0 | |||||||||||
56,637 | New York Times Co. | 1,047,785 | 0.1 | |||||||||||
20,298 | Nexstar Media Group, Inc. | 1,587,304 | 0.2 | |||||||||||
13,509 | Nutri/System, Inc. | 710,573 | 0.1 | |||||||||||
230,051 | Office Depot, Inc. | 814,381 | 0.1 | |||||||||||
21,093 | (2) | Ollie's Bargain Outlet Holdings, Inc. | 1,123,202 | 0.1 | ||||||||||
7,738 | (1),(2) | Overstock.com, Inc. | 494,458 | 0.1 | ||||||||||
6,896 | Oxford Industries, Inc. | 518,510 | 0.1 | |||||||||||
11,646 | Papa John's International, Inc. | 653,457 | 0.1 | |||||||||||
12,928 | (1),(2) | Party City Holdco, Inc. | 180,346 | 0.0 | ||||||||||
39,066 | (2) | Penn National Gaming, Inc. | 1,223,938 | 0.1 | ||||||||||
7,504 | (2) | Perry Ellis International, Inc. | 187,900 | 0.0 | ||||||||||
9,199 | PetMed Express, Inc. | 418,555 | 0.1 | |||||||||||
13,806 | Pico Holdings, Inc. | 176,717 | 0.0 | |||||||||||
37,452 | Pier 1 Imports, Inc. | 155,051 | 0.0 | |||||||||||
24,955 | (2) | Pinnacle Entertainment, Inc. | 816,777 | 0.1 | ||||||||||
38,903 | (2) | Planet Fitness, Inc. | 1,347,211 | 0.1 | ||||||||||
11,413 | (2) | Potbelly Corp. | 140,380 | 0.0 | ||||||||||
3,183 | RCI Hospitality Holdings, Inc. | 89,060 | 0.0 | |||||||||||
5,986 | (2) | Red Robin Gourmet Burgers, Inc. | 337,610 | 0.0 | ||||||||||
30,083 | Red Rock Resorts, Inc. | 1,015,000 | 0.1 | |||||||||||
18,231 | (2) | Regis Corp. | 280,028 | 0.0 | ||||||||||
20,822 | (1) | Rent-A-Center, Inc. | 231,124 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
9,111 | (2) | RH | 785,459 | 0.1 | ||||||||||
15,744 | Ruth's Hospitality Group, Inc. | 340,858 | 0.0 | |||||||||||
12,092 | Scholastic Corp. | 485,010 | 0.1 | |||||||||||
24,296 | (2) | Scientific Games Corp. | 1,246,385 | 0.1 | ||||||||||
31,516 | (1),(2) | SeaWorld Entertainment, Inc. | 427,672 | 0.1 | ||||||||||
25,485 | (1),(2) | Sequential Brands Group, Inc. | 45,363 | 0.0 | ||||||||||
9,277 | (1),(2) | Shake Shack, Inc. | 400,766 | 0.1 | ||||||||||
3,650 | Shoe Carnival, Inc. | 97,638 | 0.0 | |||||||||||
15,391 | (2) | Shutterfly, Inc. | 765,702 | 0.1 | ||||||||||
32,114 | (1) | Sinclair Broadcast Group, Inc. | 1,215,515 | 0.1 | ||||||||||
17,570 | (2) | Sleep Number Corp. | 660,456 | 0.1 | ||||||||||
12,347 | Sonic Automotive, Inc. | 227,802 | 0.0 | |||||||||||
18,208 | Sonic Corp. | 500,356 | 0.1 | |||||||||||
17,163 | (2) | Sotheby's | 885,611 | 0.1 | ||||||||||
7,538 | Speedway Motorsports, Inc. | 142,242 | 0.0 | |||||||||||
17,638 | (1),(2) | Sportsman's Warehouse Holdings, Inc. | 116,587 | 0.0 | ||||||||||
10,002 | Standard Motor Products, Inc. | 449,190 | 0.1 | |||||||||||
26,716 | (2) | Steven Madden Ltd. | 1,247,637 | 0.1 | ||||||||||
12,984 | (2) | Stoneridge, Inc. | 296,814 | 0.0 | ||||||||||
5,070 | Strayer Education, Inc. | 454,171 | 0.1 | |||||||||||
7,866 | (1) | Sturm Ruger & Co., Inc. | 439,316 | 0.1 | ||||||||||
12,229 | Superior Industries International | 181,601 | 0.0 | |||||||||||
22,569 | Tailored Brands, Inc. | 492,681 | 0.1 | |||||||||||
31,816 | (2) | Taylor Morrison Home Corp. | 778,538 | 0.1 | ||||||||||
22,343 | Tenneco, Inc. | 1,307,959 | 0.1 | |||||||||||
29,713 | Texas Roadhouse, Inc. | 1,565,281 | 0.2 | |||||||||||
14,617 | Tile Shop Holdings, Inc. | 140,323 | 0.0 | |||||||||||
5,225 | Tilly's, Inc. | 77,121 | 0.0 | |||||||||||
45,298 | Time, Inc. | 835,748 | 0.1 | |||||||||||
16,594 | (2) | TopBuild Corp. | 1,256,830 | 0.1 | ||||||||||
9,553 | Tower International, Inc. | 291,844 | 0.0 | |||||||||||
64,776 | (2) | TRI Pointe Group, Inc. | 1,160,786 | 0.1 | ||||||||||
11,550 | (2) | Tronc, Inc. | 203,165 | 0.0 | ||||||||||
8,369 | (2) | Unifi, Inc. | 300,196 | 0.0 | ||||||||||
6,895 | (2) | Universal Electronics, Inc. | 325,789 | 0.0 | ||||||||||
11,488 | (2) | Vera Bradley, Inc. | 139,924 | 0.0 | ||||||||||
25,929 | (2) | Vista Outdoor, Inc. | 377,786 | 0.0 | ||||||||||
13,099 | (2) | Vitamin Shoppe, Inc. | 57,636 | 0.0 | ||||||||||
9,899 | (2) | VOXX International Corp. | 55,434 | 0.0 | ||||||||||
12,822 | (2) | Weight Watchers International, Inc. | 567,758 | 0.1 | ||||||||||
4,441 | Weyco Group, Inc. | 131,987 | 0.0 | |||||||||||
5,808 | (2) | WideOpenWest, Inc. | 61,391 | 0.0 | ||||||||||
10,269 | (2) | William Lyon Homes | 298,623 | 0.0 | ||||||||||
11,653 | Wingstop, Inc. | 454,234 | 0.1 | |||||||||||
14,366 | Winnebago Industries | 798,750 | 0.1 | |||||||||||
42,899 | Wolverine World Wide, Inc. | 1,367,620 | 0.2 | |||||||||||
16,755 | World Wrestling Entertainment, Inc. | 512,368 | 0.1 | |||||||||||
12,656 | (2) | Zagg, Inc. | 233,503 | 0.0 | ||||||||||
9,508 | (1),(2) | Zoe's Kitchen, Inc. | 158,974 | 0.0 | ||||||||||
9,125 | (2) | Zumiez, Inc. | 190,028 | 0.0 | ||||||||||
117,694,508 | 12.4 |
Consumer Staples: 2.7% | ||||||||||||||
15,006 | (1),(2) | Amplify Snack Brands, Inc. | 180,222 | 0.0 | ||||||||||
13,315 | Andersons, Inc. | 414,762 | 0.1 | |||||||||||
29,385 | (1) | B&G Foods, Inc. | 1,032,883 | 0.1 | ||||||||||
9,094 | Bob Evans Farms, Inc. | 716,789 | 0.1 | |||||||||||
3,778 | (1),(2) | Boston Beer Co., Inc. | 721,976 | 0.1 | ||||||||||
7,590 | (1) | Calavo Growers, Inc. | 640,596 | 0.1 | ||||||||||
13,216 | (1),(2) | Cal-Maine Foods, Inc. | 587,451 | 0.1 | ||||||||||
52,875 | (2) | Castle Brands, Inc. | 64,507 | 0.0 | ||||||||||
20,763 | (2) | Central Garden and Pet Co. | 782,973 | 0.1 | ||||||||||
10,145 | (1),(2) | Chefs' Warehouse Holdings, Inc. | 207,973 | 0.0 | ||||||||||
2,145 | Coca-Cola Bottling Co. Consolidated | 461,733 | 0.1 | |||||||||||
5,020 | (2) | Craft Brew Alliance, Inc. | 96,384 | 0.0 | ||||||||||
73,344 | (2) | Darling Ingredients, Inc. | 1,329,727 | 0.1 | ||||||||||
39,429 | Dean Foods Co. | 455,799 | 0.1 | |||||||||||
9,371 | (1),(2) | elf Beauty, Inc. | 209,067 | 0.0 | ||||||||||
2,999 | (2) | Farmer Bros Co. | 96,418 | 0.0 | ||||||||||
14,819 | Fresh Del Monte Produce, Inc. | 706,422 | 0.1 | |||||||||||
11,316 | (1),(2) | Freshpet, Inc. | 214,438 | 0.0 | ||||||||||
35,944 | (2) | Hostess Brands, Inc. | 532,331 | 0.1 | ||||||||||
53,033 | (2) | HRG Group, Inc. | 898,909 | 0.1 | ||||||||||
7,123 | Ingles Markets, Inc. | 246,456 | 0.0 | |||||||||||
8,094 | Inter Parfums, Inc. | 351,684 | 0.0 | |||||||||||
6,963 | J&J Snack Foods Corp. | 1,057,192 | 0.1 | |||||||||||
4,250 | John B Sanfilippo & Son, Inc. | 268,813 | 0.0 | |||||||||||
8,164 | Lancaster Colony Corp. | 1,054,870 | 0.1 | |||||||||||
16,264 | (2) | Landec Corp. | 204,926 | 0.0 | ||||||||||
4,058 | Limoneira Co. | 90,899 | 0.0 | |||||||||||
3,852 | Medifast, Inc. | 268,908 | 0.0 | |||||||||||
6,142 | MGP Ingredients, Inc. | 472,197 | 0.1 | |||||||||||
5,261 | (1) | National Beverage Corp. | 512,632 | 0.1 | ||||||||||
4,412 | Natural Health Trends Corp. | 67,018 | 0.0 | |||||||||||
5,940 | (1) | Orchids Paper Products Co. | 76,032 | 0.0 | ||||||||||
34,543 | (2) | Performance Food Group Co. | 1,143,373 | 0.1 | ||||||||||
9,978 | Pricesmart, Inc. | 859,106 | 0.1 | |||||||||||
14,347 | (2) | Primo Water Corp. | 180,342 | 0.0 | ||||||||||
6,135 | (1),(2) | Revlon, Inc. - Class A | 133,743 | 0.0 | ||||||||||
9,085 | Sanderson Farms, Inc. | 1,260,816 | 0.1 | |||||||||||
4,388 | (2) | Seneca Foods Corp. | 134,931 | 0.0 | ||||||||||
10,390 | (1),(2) | Smart & Final Stores, Inc. | 88,835 | 0.0 | ||||||||||
38,678 | Snyders-Lance, Inc. | 1,936,994 | 0.2 | |||||||||||
17,124 | SpartanNash Co. | 456,868 | 0.1 | |||||||||||
17,145 | (2) | SUPERVALU, Inc. | 370,332 | 0.0 | ||||||||||
8,974 | (1) | Tootsie Roll Industries, Inc. | 326,654 | 0.0 | ||||||||||
3,066 | Turning Point Brands, Inc. | 64,785 | 0.0 | |||||||||||
22,871 | (2) | United Natural Foods, Inc. | 1,126,854 | 0.1 | ||||||||||
11,351 | Universal Corp. | 595,928 | 0.1 | |||||||||||
5,442 | (2) | USANA Health Sciences, Inc. | 402,980 | 0.0 | ||||||||||
42,767 | Vector Group Ltd. | 957,125 | 0.1 | |||||||||||
6,485 | WD-40 Co. | 765,230 | 0.1 | |||||||||||
5,174 | Weis Markets, Inc. | 214,152 | 0.0 | |||||||||||
26,042,035 | 2.7 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
Energy: 4.0% | ||||||||||||||
73,546 | (2) | Abraxas Petroleum Corp. | 180,923 | 0.0 | ||||||||||
8,872 | Arch Coal, Inc. | 826,515 | 0.1 | |||||||||||
31,248 | Archrock, Inc. | 328,104 | 0.0 | |||||||||||
14,753 | (2) | Ardmore Shipping Corp. | 118,024 | 0.0 | ||||||||||
8,014 | (2) | Basic Energy Services, Inc. | 188,089 | 0.0 | ||||||||||
32,198 | (2) | Bill Barrett Corp. | 165,176 | 0.0 | ||||||||||
9,593 | (2) | Bonanza Creek Energy, Inc. | 264,671 | 0.0 | ||||||||||
15,563 | (1) | Bristow Group, Inc. | 209,634 | 0.0 | ||||||||||
20,997 | (2) | C&J Energy Services, Inc. | 702,770 | 0.1 | ||||||||||
19,162 | (1),(2) | California Resources Corp. | 372,509 | 0.1 | ||||||||||
93,670 | (1),(2) | Callon Petroleum Co. | 1,138,090 | 0.1 | ||||||||||
11,620 | (1),(2) | CARBO Ceramics, Inc. | 118,292 | 0.0 | ||||||||||
33,257 | (2) | Carrizo Oil & Gas, Inc. | 707,709 | 0.1 | ||||||||||
54,979 | (2) | Clean Energy Fuels Corp. | 111,607 | 0.0 | ||||||||||
31,246 | (2) | Cloud Peak Energy, Inc. | 139,045 | 0.0 | ||||||||||
1 | (2) | Cobalt International Energy, Inc. | 1 | 0.0 | ||||||||||
11,735 | (2) | Contango Oil & Gas Co. | 55,272 | 0.0 | ||||||||||
6,698 | (1) | CVR Energy, Inc. | 249,434 | 0.0 | ||||||||||
34,580 | Delek US Holdings, Inc. | 1,208,225 | 0.1 | |||||||||||
178,719 | (2) | Denbury Resources, Inc. | 394,969 | 0.1 | ||||||||||
46,770 | DHT Holdings, Inc. | 167,904 | 0.0 | |||||||||||
30,022 | (1),(2) | Diamond Offshore Drilling | 558,109 | 0.1 | ||||||||||
15,414 | (1),(2) | Dorian L.P.G Ltd. | 126,703 | 0.0 | ||||||||||
16,493 | (2) | Dril-Quip, Inc. | 786,716 | 0.1 | ||||||||||
8,878 | (2) | Earthstone Energy, Inc. | 94,373 | 0.0 | ||||||||||
38,699 | (2) | Eclipse Resouces Corp. | 92,878 | 0.0 | ||||||||||
14,402 | (2) | Energy XXI Gulf Coast, Inc. | 82,667 | 0.0 | ||||||||||
185,959 | (1) | Ensco PLC | 1,099,018 | 0.1 | ||||||||||
21,960 | (1),(2) | EP Energy Corp. | 51,826 | 0.0 | ||||||||||
14,054 | (2) | Era Group, Inc. | 151,080 | 0.0 | ||||||||||
10,656 | Evolution Petroleum Corp. | 72,994 | 0.0 | |||||||||||
15,228 | (2) | Exterran Corp. | 478,768 | 0.1 | ||||||||||
70,711 | (2) | Fairmount Santrol Holdings, Inc. | 369,819 | 0.1 | ||||||||||
30,740 | (2) | Forum Energy Technologies, Inc. | 478,007 | 0.1 | ||||||||||
21,717 | (1) | Frank's International N.V. | 144,418 | 0.0 | ||||||||||
32,821 | (1) | Frontline Ltd./Bermuda | 150,648 | 0.0 | ||||||||||
20,777 | GasLog Ltd. | 462,288 | 0.1 | |||||||||||
87,008 | (2) | Gastar Exploration, Inc. | 91,358 | 0.0 | ||||||||||
23,024 | (2) | Gener8 Maritime, Inc. | 152,419 | 0.0 | ||||||||||
7,877 | (2) | Geospace Technologies Corp. | 102,165 | 0.0 | ||||||||||
43,517 | (1) | Golar LNG Ltd. | 1,297,242 | 0.2 | ||||||||||
18,001 | Green Plains, Inc. | 303,317 | 0.0 | |||||||||||
58,552 | (2) | Halcon Resources Corp. | 443,239 | 0.1 | ||||||||||
63,367 | (2) | Helix Energy Solutions Group, Inc. | 477,787 | 0.1 | ||||||||||
18,763 | (2) | Independence Contract Drilling, Inc. | 74,677 | 0.0 | ||||||||||
13,473 | (2) | International Seaways, Inc. | 248,712 | 0.0 | ||||||||||
21,666 | (1),(2) | Jagged Peak Energy, Inc. | 341,889 | 0.1 | ||||||||||
33,571 | (1),(2) | Jones Energy, Inc. | 36,928 | 0.0 |
14,972 | (1),(2) | Keane Group, Inc. | 284,618 | 0.0 | ||||||||||
5,060 | (2) | Key Energy Services, Inc. | 59,657 | 0.0 | ||||||||||
20,088 | (2) | Lilis Energy, Inc. | 102,650 | 0.0 | ||||||||||
4,650 | (2) | Mammoth Energy Services, Inc. | 91,279 | 0.0 | ||||||||||
41,733 | (2) | Matador Resources Co. | 1,299,148 | 0.2 | ||||||||||
13,255 | (2) | Matrix Service Co. | 235,939 | 0.0 | ||||||||||
126,977 | (2) | McDermott International, Inc. | 835,509 | 0.1 | ||||||||||
5,684 | (2) | Midstates Petroleum Co., Inc. | 94,241 | 0.0 | ||||||||||
2,561 | Nacco Industries, Inc. | 96,422 | 0.0 | |||||||||||
9,464 | (2) | Natural Gas Services Group, Inc. | 247,957 | 0.0 | ||||||||||
6,192 | (2) | NCS Multistage Holdings, Inc. | 91,270 | 0.0 | ||||||||||
43,922 | (2) | Newpark Resources, Inc. | 377,729 | 0.1 | ||||||||||
107,091 | (2) | Noble Corp. PLC | 484,051 | 0.1 | ||||||||||
46,032 | Nordic American Tankers Ltd. | 113,239 | 0.0 | |||||||||||
113,127 | (2) | Oasis Petroleum, Inc. | 951,398 | 0.1 | ||||||||||
22,262 | (2) | Oil States International, Inc. | 630,015 | 0.1 | ||||||||||
21,710 | (2) | Overseas Shipholding Group, Inc. | 59,485 | 0.0 | ||||||||||
19,222 | (2) | Pacific Ethanol, Inc. | 87,460 | 0.0 | ||||||||||
9,238 | Panhandle Oil and Gas, Inc. | 189,841 | 0.0 | |||||||||||
16,128 | (2) | Par Pacific Holdings, Inc. | 310,948 | 0.0 | ||||||||||
79,644 | (2) | Parker Drilling Co. | 79,644 | 0.0 | ||||||||||
29,974 | (2) | PDC Energy, Inc. | 1,544,860 | 0.2 | ||||||||||
28,397 | (2) | Peabody Energy Corp. | 1,117,990 | 0.1 | ||||||||||
6,870 | (2) | Penn Virginia Corp. | 268,686 | 0.0 | ||||||||||
8,960 | (2) | PHI, Inc. | 103,667 | 0.0 | ||||||||||
39,530 | (2) | Pioneer Energy Services Corp. | 120,566 | 0.0 | ||||||||||
20,406 | (2) | ProPetro Holding Corp. | 411,385 | 0.1 | ||||||||||
22,206 | (2) | Renewable Energy Group, Inc. | 262,031 | 0.0 | ||||||||||
10,138 | (1),(2) | Resolute Energy Corp. | 319,043 | 0.0 | ||||||||||
3,248 | (2) | REX American Resources Corp. | 268,902 | 0.0 | ||||||||||
7,027 | (2) | RigNet, Inc. | 105,054 | 0.0 | ||||||||||
21,296 | (2) | Ring Energy, Inc. | 296,014 | 0.0 | ||||||||||
52,876 | (1),(2) | Rowan Companies PLC | 828,038 | 0.1 | ||||||||||
33,214 | (1),(2) | Sanchez Energy Corp. | 176,366 | 0.0 | ||||||||||
17,155 | (1),(2) | SandRidge Energy, Inc. | 361,456 | 0.1 | ||||||||||
88,113 | Scorpio Tankers, Inc. | 268,745 | 0.0 | |||||||||||
7,276 | (2) | SEACOR Holdings, Inc. | 336,297 | 0.0 | ||||||||||
7,315 | (2) | SEACOR Marine Holdings, Inc. | 85,585 | 0.0 | ||||||||||
9,425 | (2) | Select Energy Services, Inc. | 171,912 | 0.0 | ||||||||||
29,832 | (1) | SemGroup Corp. - Class A | 900,926 | 0.1 | ||||||||||
29,395 | (1) | Ship Finance International Ltd. | 455,622 | 0.1 | ||||||||||
3,404 | (2) | SilverBow Resources, Inc. | 101,167 | 0.0 | ||||||||||
9,431 | (1),(2) | Smart Sand Inc. | 81,672 | 0.0 | ||||||||||
6,157 | (2) | Solaris Oilfield Infrastructure, Inc. | 131,821 | 0.0 | ||||||||||
108,056 | (2) | SRC Energy, Inc. | 921,718 | 0.1 | ||||||||||
8,976 | (1),(2) | Stone Energy Corp. | 288,668 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
68,375 | (2) | Superior Energy Services | 658,451 | 0.1 | ||||||||||
22,518 | (1) | Teekay Corp. | 209,868 | 0.0 | ||||||||||
63,186 | (1) | Teekay Tankers Ltd. Class A | 88,460 | 0.0 | ||||||||||
26,204 | (1),(2) | Tellurian, Inc. | 255,227 | 0.0 | ||||||||||
49,988 | (2) | Tetra Technologies, Inc. | 213,449 | 0.0 | ||||||||||
90,084 | (2) | Ultra Petroleum Corp. | 816,161 | 0.1 | ||||||||||
23,453 | (2) | Unit Corp. | 515,966 | 0.1 | ||||||||||
65,225 | (2) | Uranium Energy Corp. | 115,448 | 0.0 | ||||||||||
37,188 | US Silica Holdings, Inc. | 1,210,841 | 0.1 | |||||||||||
42,063 | (2) | W&T Offshore, Inc. | 139,229 | 0.0 | ||||||||||
12,010 | (1),(2) | Westmoreland Coal Co. | 14,532 | 0.0 | ||||||||||
19,730 | (1),(2) | WildHorse Resource Development Corp. | 363,229 | 0.1 | ||||||||||
27,811 | (2) | Willbros Group, Inc. | 39,492 | 0.0 | ||||||||||
37,708,052 | 4.0 | |||||||||||||
Financials: 17.6% | ||||||||||||||
9,835 | 1st Source Corp. | 486,341 | 0.1 | |||||||||||
6,658 | Access National Corp. | 185,359 | 0.0 | |||||||||||
13,822 | AG Mortgage Investment Trust, Inc. | 262,756 | 0.0 | |||||||||||
6,910 | (2) | Allegiance Bancshares, Inc. | 260,161 | 0.0 | ||||||||||
21,247 | (2) | Ambac Financial Group, Inc. | 339,527 | 0.0 | ||||||||||
38,426 | American Equity Investment Life Holding Co. | 1,180,831 | 0.1 | |||||||||||
17,690 | Ameris Bancorp. | 852,658 | 0.1 | |||||||||||
9,157 | Amerisafe, Inc. | 564,071 | 0.1 | |||||||||||
6,702 | Ames National Corp. | 186,651 | 0.0 | |||||||||||
38,324 | (1) | Amtrust Financial Services, Inc. | 385,923 | 0.0 | ||||||||||
72,385 | Anworth Mortgage Asset Corp. | 393,774 | 0.0 | |||||||||||
43,594 | (1) | Apollo Commercial Real Estate Finance, Inc. | 804,309 | 0.1 | ||||||||||
9,499 | Ares Commercial Real Estate Corp. | 122,537 | 0.0 | |||||||||||
13,582 | Argo Group International Holdings Ltd. | 837,330 | 0.1 | |||||||||||
19,601 | (1) | ARMOUR Residential REIT, Inc. | 504,138 | 0.1 | ||||||||||
7,512 | Arrow Financial Corp. | 255,032 | 0.0 | |||||||||||
19,377 | Artisan Partners Asset Management, Inc. | 765,391 | 0.1 | |||||||||||
3,895 | (1) | Associated Capital Group, Inc. | 132,819 | 0.0 | ||||||||||
9,707 | (2) | Atlantic Capital Bancshares, Inc. | 170,843 | 0.0 | ||||||||||
6,359 | B. Riley Financial, Inc. | 115,098 | 0.0 | |||||||||||
20,716 | (1) | Banc of California, Inc. | 427,785 | 0.1 | ||||||||||
8,652 | Bancfirst Corp. | 442,550 | 0.1 | |||||||||||
24,779 | (2) | Bancorp, Inc. | 244,817 | 0.0 | ||||||||||
37,649 | BancorpSouth Bank | 1,184,061 | 0.1 | |||||||||||
30,991 | Bank Mutual Corp. | 330,054 | 0.0 | |||||||||||
2,245 | Bank of Marin Bancorp | 152,660 | 0.0 | |||||||||||
25,122 | Bank of NT Butterfield & Son Ltd. | 911,677 | 0.1 | |||||||||||
13,389 | BankFinancial Corp. | 205,387 | 0.0 | |||||||||||
14,295 | Banner Corp. | 787,940 | 0.1 | |||||||||||
5,563 | Bar Harbor Bankshares | 150,257 | 0.0 | |||||||||||
5,893 | BCB Bancorp, Inc. | 85,448 | 0.0 | |||||||||||
32,987 | Beneficial Bancorp, Inc. | 542,636 | 0.1 |
15,752 | Berkshire Hills Bancorp, Inc. | 576,523 | 0.1 | |||||||||||
15,420 | Banco Latinoamericano de Comercio Exterior SA | 414,798 | 0.0 | |||||||||||
9,823 | Blue Hills Bancorp, Inc. | 197,442 | 0.0 | |||||||||||
27,415 | (1),(2) | BofI Holding, Inc. | 819,708 | 0.1 | ||||||||||
38,150 | Boston Private Financial Holdings, Inc. | 589,417 | 0.1 | |||||||||||
9,766 | Bridge Bancorp, Inc. | 341,810 | 0.0 | |||||||||||
14,308 | OceanFirst Financial Corp. | 375,585 | 0.0 | |||||||||||
32,942 | Brookline Bancorp, Inc. | 517,189 | 0.1 | |||||||||||
10,955 | Bryn Mawr Bank Corp. | 484,211 | 0.1 | |||||||||||
3,783 | (2) | Cadence BanCorp | 102,595 | 0.0 | ||||||||||
8,653 | Camden National Corp. | 364,551 | 0.0 | |||||||||||
31,735 | (2) | Cannae Holdings, Inc. | 540,447 | 0.1 | ||||||||||
60,624 | Capitol Federal Financial, Inc. | 812,968 | 0.1 | |||||||||||
4,902 | (2) | Capstar Financial Holdings, Inc. | 101,815 | 0.0 | ||||||||||
41,949 | Capstead Mortgage Corp. | 362,859 | 0.0 | |||||||||||
8,687 | Carolina Financial Corp. | 322,722 | 0.0 | |||||||||||
31,643 | Cathay General Bancorp. | 1,334,385 | 0.1 | |||||||||||
26,763 | CenterState Bank Corp. | 688,612 | 0.1 | |||||||||||
9,641 | Central Pacific Financial Corp. | 287,591 | 0.0 | |||||||||||
7,586 | Central Valley Community Bancorp | 153,085 | 0.0 | |||||||||||
10,729 | Charter Financial Corp. | 188,187 | 0.0 | |||||||||||
31,768 | Chemical Financial Corp. | 1,698,635 | 0.2 | |||||||||||
10,151 | Citizens & Northern Corp. | 243,624 | 0.0 | |||||||||||
27,736 | (1),(2) | Citizens, Inc. | 203,860 | 0.0 | ||||||||||
8,666 | City Holding Co. | 584,695 | 0.1 | |||||||||||
4,616 | Civista Bancshares, Inc. | 101,552 | 0.0 | |||||||||||
12,661 | CNB Financial Corp. | 332,225 | 0.0 | |||||||||||
74,674 | CNO Financial Group, Inc. | 1,843,701 | 0.2 | |||||||||||
25,198 | CoBiz Financial, Inc. | 503,708 | 0.1 | |||||||||||
9,986 | Cohen & Steers, Inc. | 472,238 | 0.1 | |||||||||||
31,658 | Columbia Banking System, Inc. | 1,375,224 | 0.2 | |||||||||||
21,968 | Community Bank System, Inc. | 1,180,780 | 0.1 | |||||||||||
13,486 | (2) | Community Bankers Trust Corp. | 109,911 | 0.0 | ||||||||||
9,694 | Community Trust Bancorp, Inc. | 456,587 | 0.1 | |||||||||||
17,585 | ConnectOne Bancorp, Inc. | 452,814 | 0.1 | |||||||||||
13,335 | (1),(2) | Cowen, Inc. | 182,023 | 0.0 | ||||||||||
15,072 | (2) | Customers Bancorp, Inc. | 391,721 | 0.0 | ||||||||||
45,428 | CVB Financial Corp. | 1,070,284 | 0.1 | |||||||||||
73,071 | CYS Investments, Inc. | 586,760 | 0.1 | |||||||||||
1,564 | Diamond Hill Investment Group, Inc. | 323,216 | 0.0 | |||||||||||
20,343 | Dime Community Bancshares | 426,186 | 0.1 | |||||||||||
11,864 | (2) | Donnelley Financial Solutions, Inc. | 231,229 | 0.0 | ||||||||||
35,610 | Dynex Capital, Inc. | 249,626 | 0.0 | |||||||||||
15,341 | (2) | Eagle Bancorp, Inc. | 888,244 | 0.1 | ||||||||||
7,730 | (2) | eHealth, Inc. | 134,270 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
15,686 | Employers Holdings, Inc. | 696,458 | 0.1 | |||||||||||
11,628 | (2) | Encore Capital Group, Inc. | 489,539 | 0.1 | ||||||||||
16,631 | (2) | Enova International, Inc. | 252,791 | 0.0 | ||||||||||
5,330 | (2) | Enstar Group Ltd. | 1,069,998 | 0.1 | ||||||||||
3,518 | Enterprise Bancorp, Inc./MA | 119,788 | 0.0 | |||||||||||
12,217 | Enterprise Financial Services Corp. | 551,598 | 0.1 | |||||||||||
3,765 | (2) | Equity Bancshares, Inc. | 133,319 | 0.0 | ||||||||||
36,575 | (2) | Essent Group Ltd. | 1,588,087 | 0.2 | ||||||||||
2,217 | Evans Bancorp, Inc. | 92,892 | 0.0 | |||||||||||
17,676 | Evercore, Inc. | 1,590,840 | 0.2 | |||||||||||
24,434 | (2) | Ezcorp, Inc. | 298,095 | 0.0 | ||||||||||
4,170 | (1) | Farmers & Merchants Bancorp, Inc./Archbold OH | 170,136 | 0.0 | ||||||||||
2,668 | Farmers Capital Bank Corp. | 102,718 | 0.0 | |||||||||||
19,086 | Farmers National Banc Corp. | 281,518 | 0.0 | |||||||||||
3,067 | (2) | FB Financial Corp. | 128,783 | 0.0 | ||||||||||
4,949 | FBL Financial Group, Inc. | 344,698 | 0.0 | |||||||||||
16,236 | (2) | FCB Financial Holdings, Inc. | 824,789 | 0.1 | ||||||||||
7,667 | Federated National Holding Co. | 127,042 | 0.0 | |||||||||||
8,487 | Fidelity Southern Corp. | 185,017 | 0.0 | |||||||||||
26,358 | Financial Engines, Inc. | 798,647 | 0.1 | |||||||||||
15,488 | First Bancorp. | 546,881 | 0.1 | |||||||||||
69,982 | (2) | First BanCorp. Puerto Rico | 356,908 | 0.0 | ||||||||||
4,495 | First Bancshares, Inc./The | 153,729 | 0.0 | |||||||||||
19,163 | First Busey Corp. | 573,740 | 0.1 | |||||||||||
3,378 | First Citizens BancShares, Inc. | 1,361,334 | 0.1 | |||||||||||
46,663 | First Commonwealth Financial Corp. | 668,214 | 0.1 | |||||||||||
4,321 | First Community Bancshares, Inc. | 124,142 | 0.0 | |||||||||||
5,141 | First Connecticut Bancorp, Inc./Farmington CT | 134,437 | 0.0 | |||||||||||
6,622 | First Defiance Financial Corp. | 344,145 | 0.0 | |||||||||||
28,811 | First Financial Bancorp. | 759,170 | 0.1 | |||||||||||
28,923 | First Financial Bankshares, Inc. | 1,302,981 | 0.1 | |||||||||||
8,084 | First Financial Corp. | 366,609 | 0.0 | |||||||||||
21,231 | (2) | First Foundation, Inc. | 393,623 | 0.0 | ||||||||||
2,436 | First Internet Bancorp | 92,933 | 0.0 | |||||||||||
9,723 | First Interstate Bancsystem, Inc. | 389,406 | 0.0 | |||||||||||
18,971 | First Merchants Corp. | 797,920 | 0.1 | |||||||||||
5,858 | First Mid-Illinois Bancshares, Inc. | 225,767 | 0.0 | |||||||||||
42,818 | First Midwest Bancorp., Inc. | 1,028,060 | 0.1 | |||||||||||
11,021 | First of Long Island Corp. | 314,099 | 0.0 | |||||||||||
21,670 | FirstCash, Inc. | 1,461,642 | 0.2 | |||||||||||
10,966 | (2) | Flagstar Bancorp, Inc. | 410,348 | 0.0 | ||||||||||
16,431 | Flushing Financial Corp. | 451,853 | 0.1 | |||||||||||
3,426 | FNB Bancorp/CA | 125,015 | 0.0 |
5,111 | (2) | Franklin Financial Network, Inc. | 174,285 | 0.0 | ||||||||||
74,088 | Fulton Financial Corp. | 1,326,175 | 0.1 | |||||||||||
20,451 | GAIN Capital Holdings, Inc. | 204,510 | 0.0 | |||||||||||
3,634 | GAMCO Investors, Inc. | 107,748 | 0.0 | |||||||||||
225,608 | (2) | Genworth Financial, Inc. | 701,641 | 0.1 | ||||||||||
10,341 | German American Bancorp, Inc. | 365,348 | 0.0 | |||||||||||
34,319 | Glacier Bancorp., Inc. | 1,351,825 | 0.1 | |||||||||||
2,819 | (2) | Global Indemnity Ltd. | 118,454 | 0.0 | ||||||||||
19,748 | Granite Point Mortgage Trust, Inc. | 350,330 | 0.0 | |||||||||||
7,844 | Great Southern Bancorp., Inc. | 405,143 | 0.0 | |||||||||||
25,924 | Great Western Bancorp, Inc. | 1,031,775 | 0.1 | |||||||||||
9,457 | (2) | Green Bancorp, Inc. | 191,977 | 0.0 | ||||||||||
21,449 | (2) | Green Dot Corp. | 1,292,517 | 0.1 | ||||||||||
12,992 | (1) | Greenhill & Co., Inc. | 253,344 | 0.0 | ||||||||||
15,340 | (2) | Greenlight Capital Re Ltd. | 308,334 | 0.0 | ||||||||||
10,263 | Guaranty Bancorp | 283,772 | 0.0 | |||||||||||
2,797 | Hamilton Lane, Inc. | 98,986 | 0.0 | |||||||||||
37,123 | Hancock Holding Co. | 1,837,589 | 0.2 | |||||||||||
16,797 | Hanmi Financial Corp. | 509,789 | 0.1 | |||||||||||
22,600 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 543,756 | 0.1 | |||||||||||
8,380 | (2) | HarborOne Bancorp, Inc. | 160,561 | 0.0 | ||||||||||
4,424 | HCI Group, Inc. | 132,278 | 0.0 | |||||||||||
5,081 | (1),(2) | Health Insurance Innovations, Inc. | 126,771 | 0.0 | ||||||||||
10,512 | Heartland Financial USA, Inc. | 563,969 | 0.1 | |||||||||||
13,704 | Heritage Commerce Corp. | 209,945 | 0.0 | |||||||||||
16,922 | Heritage Financial Corp. | 521,198 | 0.1 | |||||||||||
11,215 | (1) | Heritage Insurance Holdings, Inc. | 202,094 | 0.0 | ||||||||||
33,505 | Hilltop Holdings, Inc. | 848,682 | 0.1 | |||||||||||
70,037 | Home Bancshares, Inc./Conway AR | 1,628,360 | 0.2 | |||||||||||
13,157 | (2) | HomeStreet, Inc. | 380,895 | 0.0 | ||||||||||
13,289 | (2) | HomeTrust Bancshares, Inc. | 342,192 | 0.0 | ||||||||||
57,062 | Hope Bancorp, Inc. | 1,041,382 | 0.1 | |||||||||||
19,395 | Horace Mann Educators Corp. | 855,320 | 0.1 | |||||||||||
14,419 | Horizon Bancorp/IN | 400,848 | 0.0 | |||||||||||
9,803 | Houlihan Lokey, Inc. | 445,350 | 0.1 | |||||||||||
4,766 | (2) | Howard Bancorp, Inc. | 104,852 | 0.0 | ||||||||||
22,068 | Iberiabank Corp. | 1,710,270 | 0.2 | |||||||||||
5,187 | (2) | Impac Mortgage Holdings, Inc. | 52,700 | 0.0 | ||||||||||
12,222 | Independent Bank Corp. | 853,707 | 0.1 | |||||||||||
15,563 | Independent Bank Corp. Michigan | 347,833 | 0.0 | |||||||||||
7,454 | Independent Bank Group, Inc. | 503,890 | 0.1 | |||||||||||
5,355 | Infinity Property & Casualty Corp. | 567,630 | 0.1 | |||||||||||
24,692 | International Bancshares Corp. | 980,272 | 0.1 | |||||||||||
9,914 | (2) | Intl. FCStone, Inc. | 421,642 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
51,280 | Invesco Mortgage Capital, Inc. | 914,322 | 0.1 | |||||||||||
4,819 | Investar Holding Corp. | 116,138 | 0.0 | |||||||||||
16,702 | Investment Technology Group, Inc. | 321,514 | 0.0 | |||||||||||
114,181 | Investors Bancorp, Inc. | 1,584,832 | 0.2 | |||||||||||
590 | Investors Title Co. | 117,027 | 0.0 | |||||||||||
7,514 | James River Group Holdings Ltd. | 300,635 | 0.0 | |||||||||||
40,946 | Kearny Financial Corp./MD | 591,670 | 0.1 | |||||||||||
18,057 | Kemper Corp. | 1,244,127 | 0.1 | |||||||||||
6,160 | Kinsale Capital Group, Inc. | 277,200 | 0.0 | |||||||||||
31,133 | Ladder Capital Corp. | 424,343 | 0.1 | |||||||||||
58,449 | Ladenburg Thalmann Financial Services, Inc. | 184,699 | 0.0 | |||||||||||
18,191 | Lakeland Bancorp, Inc. | 350,177 | 0.0 | |||||||||||
13,683 | Lakeland Financial Corp. | 663,489 | 0.1 | |||||||||||
20,974 | LegacyTexas Financial Group, Inc. | 885,313 | 0.1 | |||||||||||
142,841 | (1),(2) | LendingClub Corp. | 589,933 | 0.1 | ||||||||||
2,898 | (1),(2) | LendingTree, Inc. | 986,624 | 0.1 | ||||||||||
11,703 | Live Oak Bancshares, Inc. | 279,117 | 0.0 | |||||||||||
29,527 | Maiden Holdings Ltd. | 194,878 | 0.0 | |||||||||||
15,010 | MainSource Financial Group, Inc. | 545,013 | 0.1 | |||||||||||
4,094 | (2) | Malvern Bancorp, Inc. | 107,263 | 0.0 | ||||||||||
4,123 | Marlin Business Services Corp. | 92,355 | 0.0 | |||||||||||
35,329 | MB Financial, Inc. | 1,572,847 | 0.2 | |||||||||||
41,777 | (1),(2) | MBIA, Inc. | 305,808 | 0.0 | ||||||||||
6,013 | Mercantile Bank Corp. | 212,680 | 0.0 | |||||||||||
23,231 | Meridian Bancorp, Inc. | 478,559 | 0.1 | |||||||||||
4,348 | Meta Financial Group, Inc. | 402,842 | 0.0 | |||||||||||
167,099 | (2) | MGIC Investment Corp. | 2,357,767 | 0.3 | ||||||||||
6,720 | Midland States Bancorp, Inc. | 218,266 | 0.0 | |||||||||||
4,551 | MidWestOne Financial Group, Inc. | 152,595 | 0.0 | |||||||||||
10,586 | Moelis & Co. | 513,421 | 0.1 | |||||||||||
25,731 | MTGE Investment Corp. | 476,024 | 0.1 | |||||||||||
13,515 | National Bank Holdings Corp. | 438,291 | 0.1 | |||||||||||
4,724 | (1) | National Bankshares, Inc. | 214,706 | 0.0 | ||||||||||
4,307 | (2) | National Commerce Corp. | 173,357 | 0.0 | ||||||||||
22,728 | National General Holdings Corp. | 446,378 | 0.1 | |||||||||||
1,276 | National Western Life Group, Inc. | 422,382 | 0.1 | |||||||||||
14,540 | (2) | Nationstar Mortgage Holdings, Inc. | 268,990 | 0.0 | ||||||||||
10,100 | Navigators Group, Inc. | 491,870 | 0.1 | |||||||||||
21,109 | NBT Bancorp., Inc. | 776,811 | 0.1 | |||||||||||
9,063 | Nelnet, Inc. | 496,471 | 0.1 | |||||||||||
63,744 | New York Mortgage Trust, Inc. | 393,300 | 0.0 | |||||||||||
5,021 | (2) | Nicolet Bankshares, Inc. | 274,850 | 0.0 | ||||||||||
28,043 | (2) | NMI Holdings, Inc. | 476,731 | 0.1 | ||||||||||
28,740 | Northfield Bancorp, Inc. | 490,879 | 0.1 | |||||||||||
43,810 | Northwest Bancshares, Inc. | 732,941 | 0.1 |
3,210 | Norwood Financial Corp. | 105,930 | 0.0 | |||||||||||
54,338 | (2) | Ocwen Financial Corp. | 170,078 | 0.0 | ||||||||||
23,063 | OFG Bancorp | 216,792 | 0.0 | |||||||||||
7,251 | Old Line Bancshares, Inc. | 213,469 | 0.0 | |||||||||||
55,980 | Old National Bancorp. | 976,851 | 0.1 | |||||||||||
22,634 | Old Second Bancorp, Inc. | 308,954 | 0.0 | |||||||||||
22,509 | OM Asset Management Plc | 377,026 | 0.0 | |||||||||||
28,067 | (2) | On Deck Capital, Inc. | 161,105 | 0.0 | ||||||||||
3,326 | Oppenheimer Holdings, Inc. | 89,137 | 0.0 | |||||||||||
8,651 | (2) | Opus Bank | 236,172 | 0.0 | ||||||||||
14,683 | (1) | Orchid Island Capital, Inc. | 136,258 | 0.0 | ||||||||||
27,117 | Oritani Financial Corp. | 444,719 | 0.1 | |||||||||||
4,935 | Federal Agricultural Mortgage Corp. | 386,114 | 0.0 | |||||||||||
17,330 | (2) | Pacific Premier Bancorp, Inc. | 693,200 | 0.1 | ||||||||||
2,060 | (2) | Paragon Commercial Corp. | 109,613 | 0.0 | ||||||||||
6,838 | Park National Corp. | 711,152 | 0.1 | |||||||||||
7,112 | Peapack Gladstone Financial Corp. | 249,062 | 0.0 | |||||||||||
9,777 | (2) | PennyMac Financial Services, Inc. | 218,516 | 0.0 | ||||||||||
33,829 | PennyMac Mortgage Investment Trust | 543,632 | 0.1 | |||||||||||
12,654 | Peoples Bancorp., Inc. | 412,773 | 0.0 | |||||||||||
5,399 | Peoples Financial Services Corp. | 251,485 | 0.0 | |||||||||||
9,894 | People's Utah Bancorp | 299,788 | 0.0 | |||||||||||
22,298 | (2) | PHH Corp. | 229,669 | 0.0 | ||||||||||
6,786 | Piper Jaffray Cos. | 585,293 | 0.1 | |||||||||||
8,731 | PJT Partners, Inc. | 398,134 | 0.0 | |||||||||||
20,595 | (1),(2) | PRA Group, Inc. | 683,754 | 0.1 | ||||||||||
5,030 | Preferred Bank/Los Angeles CA | 295,663 | 0.0 | |||||||||||
19,919 | Primerica, Inc. | 2,022,774 | 0.2 | |||||||||||
31,906 | Provident Financial Services, Inc. | 860,505 | 0.1 | |||||||||||
4,721 | QCR Holdings, Inc. | 202,295 | 0.0 | |||||||||||
98,088 | Radian Group, Inc. | 2,021,594 | 0.2 | |||||||||||
37,960 | Redwood Trust, Inc. | 562,567 | 0.1 | |||||||||||
19,076 | Renasant Corp. | 780,018 | 0.1 | |||||||||||
21,942 | (1),(2) | Republic First Bancorp, Inc. | 185,410 | 0.0 | ||||||||||
21,012 | Resource Capital Corp. | 196,882 | 0.0 | |||||||||||
17,511 | RLI Corp. | 1,062,217 | 0.1 | |||||||||||
17,156 | S&T Bancorp, Inc. | 682,980 | 0.1 | |||||||||||
16,710 | (2) | Safeguard Scientifics, Inc. | 187,152 | 0.0 | ||||||||||
7,730 | Safety Insurance Group, Inc. | 621,492 | 0.1 | |||||||||||
13,881 | Sandy Spring Bancorp, Inc. | 541,637 | 0.1 | |||||||||||
16,903 | (2) | Seacoast Banking Corp. of Florida | 426,125 | 0.1 | ||||||||||
26,275 | Selective Insurance Group | 1,542,343 | 0.2 | |||||||||||
20,909 | ServisFirst Bancshares, Inc. | 867,724 | 0.1 | |||||||||||
4,421 | Sierra Bancorp. | 117,422 | 0.0 | |||||||||||
17,403 | Simmons First National Corp. | 993,711 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
3,726 | (2) | SmartFinancial, Inc. | 80,854 | 0.0 | ||||||||||
16,917 | South State Corp. | 1,474,317 | 0.2 | |||||||||||
4,967 | (2) | Southern First Bancshares, Inc. | 204,889 | 0.0 | ||||||||||
14,993 | Southside Bancshares, Inc. | 504,974 | 0.1 | |||||||||||
9,076 | State Auto Financial Corp. | 264,293 | 0.0 | |||||||||||
20,822 | State Bank Financial Corp. | 621,328 | 0.1 | |||||||||||
95,139 | Sterling Bancorp/DE | 2,340,419 | 0.3 | |||||||||||
10,158 | Stewart Information Services Corp. | 429,683 | 0.1 | |||||||||||
29,236 | Stifel Financial Corp. | 1,741,296 | 0.2 | |||||||||||
13,637 | Stock Yards Bancorp, Inc. | 514,115 | 0.1 | |||||||||||
4,396 | (2) | Sunshine Bancorp, Inc. | 100,844 | 0.0 | ||||||||||
6,528 | Territorial Bancorp, Inc. | 201,519 | 0.0 | |||||||||||
22,275 | (2) | Texas Capital Bancshares, Inc. | 1,980,248 | 0.2 | ||||||||||
42,115 | (2) | Third Point Reinsurance Ltd. | 616,985 | 0.1 | ||||||||||
19,726 | Tiptree Financial, Inc. | 117,370 | 0.0 | |||||||||||
7,790 | Tompkins Financial Corp. | 633,717 | 0.1 | |||||||||||
27,489 | TowneBank | 845,287 | 0.1 | |||||||||||
11,633 | Trico Bancshares | 440,425 | 0.1 | |||||||||||
10,743 | (2) | Tristate Capital Holdings, Inc. | 247,089 | 0.0 | ||||||||||
6,529 | (2) | Triumph Bancorp, Inc. | 205,664 | 0.0 | ||||||||||
9,603 | (1),(2) | Trupanion, Inc. | 281,080 | 0.0 | ||||||||||
52,929 | Trustco Bank Corp. | 486,947 | 0.1 | |||||||||||
28,148 | Trustmark Corp. | 896,795 | 0.1 | |||||||||||
19,732 | UMB Financial Corp. | 1,419,125 | 0.2 | |||||||||||
96,845 | Umpqua Holdings Corp. | 2,014,376 | 0.2 | |||||||||||
21,153 | Union Bankshares Corp. | 765,104 | 0.1 | |||||||||||
42,023 | United Bankshares, Inc. | 1,460,299 | 0.2 | |||||||||||
28,800 | United Community Banks, Inc. GA | 810,432 | 0.1 | |||||||||||
35,302 | United Community Financial Corp. | 322,307 | 0.0 | |||||||||||
23,619 | United Financial Bancorp, Inc. | 416,639 | 0.1 | |||||||||||
11,993 | United Fire Group, Inc. | 546,641 | 0.1 | |||||||||||
10,805 | United Insurance Holdings Corp. | 186,386 | 0.0 | |||||||||||
14,660 | Universal Insurance Holdings, Inc. | 400,951 | 0.0 | |||||||||||
15,219 | Univest Corp. of Pennsylvania | 426,893 | 0.1 | |||||||||||
111,468 | Valley National Bancorp | 1,250,671 | 0.1 | |||||||||||
6,081 | (2) | Veritex Holdings, Inc. | 167,775 | 0.0 | ||||||||||
11,549 | (1) | Virtu Financial, Inc. | 211,347 | 0.0 | ||||||||||
2,871 | Virtus Investment Partners, Inc. | 330,309 | 0.0 | |||||||||||
33,935 | (1) | Waddell & Reed Financial, Inc. | 758,108 | 0.1 | ||||||||||
12,914 | (2) | Walker & Dunlop, Inc. | 613,415 | 0.1 | ||||||||||
38,621 | Washington Federal, Inc. | 1,322,769 | 0.1 | |||||||||||
8,869 | Washington Trust Bancorp, Inc. | 472,274 | 0.1 | |||||||||||
7,356 | WashingtonFirst Bankshares, Inc. | 252,017 | 0.0 | |||||||||||
19,331 | Waterstone Financial, Inc. | 329,594 | 0.0 | |||||||||||
18,362 | WesBanco, Inc. | 746,415 | 0.1 |
11,750 | (1) | Westamerica Bancorp. | 699,713 | 0.1 | ||||||||||
22,605 | Western Asset Mortgage Capital Corp. | 224,920 | 0.0 | |||||||||||
11,712 | Western New England Bancorp, Inc. | 127,661 | 0.0 | |||||||||||
5,729 | Westwood Holdings Group, Inc. | 379,317 | 0.0 | |||||||||||
24,311 | Wintrust Financial Corp. | 2,002,497 | 0.2 | |||||||||||
50,980 | WisdomTree Investments, Inc. | 639,799 | 0.1 | |||||||||||
109,284 | (2) | WMIH Corp. | 92,793 | 0.0 | ||||||||||
2,998 | (2) | World Acceptance Corp. | 241,999 | 0.0 | ||||||||||
16,259 | WSFS Financial Corp. | 777,993 | 0.1 | |||||||||||
167,559,381 | 17.6 | |||||||||||||
Health Care: 15.2% | ||||||||||||||
5,767 | (2) | AAC Holdings, Inc. | 51,903 | 0.0 | ||||||||||
10,334 | Abaxis, Inc. | 511,740 | 0.1 | |||||||||||
12,451 | (1),(2) | Abeona Therapeutics, Inc. | 197,348 | 0.0 | ||||||||||
11,589 | (1),(2) | Accelerate Diagnostics, Inc. | 303,632 | 0.0 | ||||||||||
16,011 | (2) | Acceleron Pharma, Inc. | 679,507 | 0.1 | ||||||||||
44,373 | (2) | Accuray, Inc. | 190,804 | 0.0 | ||||||||||
14,465 | Aceto Corp. | 149,423 | 0.0 | |||||||||||
15,435 | (1),(2) | Achaogen, Inc. | 165,772 | 0.0 | ||||||||||
55,819 | (2) | Achillion Pharmaceuticals, Inc. | 160,759 | 0.0 | ||||||||||
9,852 | (2) | Aclaris Therapeutics, Inc. | 242,950 | 0.0 | ||||||||||
20,082 | (2) | Acorda Therapeutics, Inc. | 430,759 | 0.1 | ||||||||||
7,070 | (1),(2) | Adamas Pharmaceuticals, Inc. | 239,602 | 0.0 | ||||||||||
2,721 | (2) | Addus HomeCare Corp. | 94,691 | 0.0 | ||||||||||
18,935 | (2) | Aduro Biotech, Inc. | 142,012 | 0.0 | ||||||||||
17,612 | (1),(2) | Advaxis, Inc. | 50,018 | 0.0 | ||||||||||
14,844 | (2) | Aerie Pharmaceuticals, Inc. | 886,929 | 0.1 | ||||||||||
36,185 | (1),(2) | Agenus, Inc. | 117,963 | 0.0 | ||||||||||
15,781 | (2) | Aimmune Therapeutics, Inc. | 596,837 | 0.1 | ||||||||||
6,820 | (1),(2) | Akcea Therapeutics, Inc. | 118,395 | 0.0 | ||||||||||
20,308 | (2) | Akebia Therapeutics, Inc. | 301,980 | 0.0 | ||||||||||
28,389 | (2) | Alder Biopharmaceuticals, Inc. | 325,054 | 0.0 | ||||||||||
81,187 | (2) | Allscripts-Misys Healthcare Solutions, Inc. | 1,181,271 | 0.1 | ||||||||||
5,537 | (2) | Almost Family, Inc. | 306,473 | 0.0 | ||||||||||
16,536 | (2) | AMAG Pharmaceuticals, Inc. | 219,102 | 0.0 | ||||||||||
13,014 | (2) | Amedisys, Inc. | 685,968 | 0.1 | ||||||||||
74,769 | (2) | Amicus Therapeutics, Inc. | 1,075,926 | 0.1 | ||||||||||
21,298 | (2) | AMN Healthcare Services, Inc. | 1,048,926 | 0.1 | ||||||||||
16,705 | (2) | Amphastar Pharmaceuticals, Inc. | 321,404 | 0.0 | ||||||||||
5,822 | Analogic Corp. | 487,592 | 0.1 | |||||||||||
7,842 | (2) | AnaptysBio, Inc. | 789,846 | 0.1 | ||||||||||
18,220 | (1),(2) | Anavex Life Sciences Corp. | 58,668 | 0.0 | ||||||||||
15,438 | (2) | Angiodynamics, Inc. | 256,734 | 0.0 | ||||||||||
3,931 | (2) | ANI Pharmaceuticals, Inc. | 253,353 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
7,499 | (2) | Anika Therapeutics, Inc. | 404,271 | 0.1 | ||||||||||
65,073 | (2) | Antares Pharma, Inc. | 129,495 | 0.0 | ||||||||||
19,530 | (2) | Aratana Therapeutics, Inc. | 102,728 | 0.0 | ||||||||||
15,121 | (2) | Ardelyx, Inc. | 99,799 | 0.0 | ||||||||||
17,572 | (2) | Arena Pharmaceuticals, Inc. | 596,921 | 0.1 | ||||||||||
86,956 | (1),(2) | Array Biopharma, Inc. | 1,113,037 | 0.1 | ||||||||||
6,966 | (2) | Assembly Biosciences, Inc. | 315,211 | 0.0 | ||||||||||
13,921 | (1),(2) | Asterias Biotherapeutics, Inc. | 31,322 | 0.0 | ||||||||||
11,813 | (2) | Atara Biotherapeutics, Inc. | 213,815 | 0.0 | ||||||||||
52,340 | (1),(2) | Athersys, Inc. | 94,735 | 0.0 | ||||||||||
15,880 | (2) | AtriCure, Inc. | 289,651 | 0.0 | ||||||||||
700 | Atrion Corp. | 441,420 | 0.1 | |||||||||||
6,703 | (2) | Audentes Therapeutics, Inc. | 209,469 | 0.0 | ||||||||||
11,306 | (2) | Avexis, Inc. | 1,251,235 | 0.1 | ||||||||||
13,684 | (1),(2) | AxoGen, Inc. | 387,257 | 0.1 | ||||||||||
13,941 | (2) | Axovant Sciences Ltd. | 73,469 | 0.0 | ||||||||||
11,319 | (1),(2) | Bellicum Pharmaceuticals, Inc. | 95,193 | 0.0 | ||||||||||
50,799 | (2) | BioScrip, Inc. | 147,825 | 0.0 | ||||||||||
42,157 | (1),(2) | BioCryst Pharmaceuticals, Inc. | 206,991 | 0.0 | ||||||||||
4,726 | (2) | Biohaven Pharmaceutical Holding Co. Ltd. | 127,507 | 0.0 | ||||||||||
2,195 | (2) | BioSpecifics Technologies Corp. | 95,109 | 0.0 | ||||||||||
12,980 | (2) | BioTelemetry, Inc. | 388,102 | 0.1 | ||||||||||
32,496 | (2) | Biotime, Inc. | 69,866 | 0.0 | ||||||||||
21,861 | (2) | Bluebird Bio, Inc. | 3,893,444 | 0.4 | ||||||||||
18,894 | (2) | Blueprint Medicines Corp. | 1,424,797 | 0.2 | ||||||||||
14,186 | (2) | Calithera Biosciences, Inc. | 118,453 | 0.0 | ||||||||||
3,485 | (1),(2) | Calyxt, Inc. | 76,775 | 0.0 | ||||||||||
14,523 | (2) | Cambrex Corp. | 697,104 | 0.1 | ||||||||||
16,255 | Cantel Medical Corp. | 1,672,152 | 0.2 | |||||||||||
13,473 | (2) | Capital Senior Living Corp. | 181,751 | 0.0 | ||||||||||
12,316 | (2) | Cara Therapeutics, Inc. | 150,748 | 0.0 | ||||||||||
15,022 | (2) | Cardiovascular Systems, Inc. | 355,871 | 0.0 | ||||||||||
26,929 | (2) | Castlight Health, Inc. | 100,984 | 0.0 | ||||||||||
56,807 | (2) | Catalent, Inc. | 2,333,632 | 0.3 | ||||||||||
32,973 | (2) | Catalyst Pharmaceuticals, Inc. | 128,924 | 0.0 | ||||||||||
55,256 | (1),(2) | Celldex Therapeutics, Inc. | 156,927 | 0.0 | ||||||||||
52,929 | (2) | Cerus Corp. | 178,900 | 0.0 | ||||||||||
7,021 | Chemed Corp. | 1,706,243 | 0.2 | |||||||||||
15,984 | (2) | ChemoCentryx, Inc. | 95,105 | 0.0 | ||||||||||
29,203 | (2) | Chimerix, Inc. | 135,210 | 0.0 | ||||||||||
7,586 | (2) | Civitas Solutions, Inc. | 129,721 | 0.0 | ||||||||||
8,899 | (2) | Clearside Biomedical, Inc. | 62,293 | 0.0 | ||||||||||
19,806 | (2) | Clovis Oncology, Inc. | 1,346,808 | 0.2 | ||||||||||
17,607 | (2) | Coherus Biosciences, Inc. | 154,942 | 0.0 | ||||||||||
10,948 | (1),(2) | Collegium Pharmaceutical, Inc. | 202,100 | 0.0 | ||||||||||
45,927 | (1),(2) | Community Health Systems, Inc. | 195,649 | 0.0 |
6,425 | Computer Programs & Systems, Inc. | 193,071 | 0.0 | |||||||||||
14,517 | (2) | Conatus Pharmaceuticals, Inc. | 67,069 | 0.0 | ||||||||||
8,778 | (2) | Concert Pharmaceuticals, Inc. | 227,087 | 0.0 | ||||||||||
20,869 | (2) | ConforMIS, Inc. | 49,668 | 0.0 | ||||||||||
12,919 | Conmed Corp. | 658,481 | 0.1 | |||||||||||
21,836 | (2) | Corbus Pharmaceuticals Holdings, Inc. | 155,036 | 0.0 | ||||||||||
41,598 | (1),(2) | Corcept Therapeutics, Inc. | 751,260 | 0.1 | ||||||||||
52,256 | (2) | Corindus Vascular Robotics, Inc. | 52,779 | 0.0 | ||||||||||
12,108 | (2) | Corium International, Inc. | 116,358 | 0.0 | ||||||||||
5,112 | (2) | Corvel Corp. | 270,425 | 0.0 | ||||||||||
5,390 | (2) | Corvus Pharmaceuticals, Inc. | 55,840 | 0.0 | ||||||||||
16,759 | (2) | Cotiviti Holdings, Inc. | 539,807 | 0.1 | ||||||||||
18,329 | (2) | Cross Country Healthcare, Inc. | 233,878 | 0.0 | ||||||||||
16,798 | (2) | CryoLife, Inc. | 321,682 | 0.0 | ||||||||||
59,413 | (2) | Curis, Inc. | 41,589 | 0.0 | ||||||||||
5,293 | (2) | Cutera, Inc. | 240,038 | 0.0 | ||||||||||
19,190 | (2) | Cytokinetics, Inc. | 156,398 | 0.0 | ||||||||||
13,088 | (1),(2) | CytomX Therapeutics, Inc. | 276,288 | 0.0 | ||||||||||
5,263 | (2) | Deciphera Pharmaceuticals, Inc. | 119,312 | 0.0 | ||||||||||
27,068 | (2) | Depomed, Inc. | 217,897 | 0.0 | ||||||||||
17,382 | (2) | Dermira, Inc. | 483,393 | 0.1 | ||||||||||
21,641 | (2) | Diplomat Pharmacy, Inc. | 434,335 | 0.1 | ||||||||||
2,965 | (1),(2) | Dova Pharmaceuticals, Inc. | 85,392 | 0.0 | ||||||||||
82,826 | (2) | Durect Corp. | 76,349 | 0.0 | ||||||||||
27,887 | (2) | Dynavax Technologies Corp. | 521,487 | 0.1 | ||||||||||
3,657 | (1),(2) | Eagle Pharmaceuticals, Inc./DE | 195,357 | 0.0 | ||||||||||
10,284 | (2) | Edge Therapeutics, Inc. | 96,361 | 0.0 | ||||||||||
15,379 | (2) | Editas Medicine, Inc. | 472,597 | 0.1 | ||||||||||
15,104 | (2) | Emergent Biosolutions, Inc. | 701,883 | 0.1 | ||||||||||
7,558 | (2) | Enanta Pharmaceuticals, Inc. | 443,503 | 0.1 | ||||||||||
38,910 | (2) | Endologix, Inc. | 208,168 | 0.0 | ||||||||||
23,013 | Ensign Group, Inc. | 510,889 | 0.1 | |||||||||||
6,071 | (2) | Entellus Medical, Inc. | 148,072 | 0.0 | ||||||||||
23,643 | (2) | Enzo Biochem, Inc. | 192,690 | 0.0 | ||||||||||
21,009 | (2) | Epizyme, Inc. | 263,663 | 0.0 | ||||||||||
7,673 | (2) | Esperion Therapeutics, Inc. | 505,190 | 0.1 | ||||||||||
24,486 | (1),(2) | Evolent Health, Inc. | 301,178 | 0.0 | ||||||||||
53,193 | (2) | Exact Sciences Corp. | 2,794,760 | 0.3 | ||||||||||
5,598 | (2) | Exactech, Inc. | 276,821 | 0.0 | ||||||||||
21,533 | (2) | Fate Therapeutics, Inc. | 131,567 | 0.0 | ||||||||||
30,222 | (2) | FibroGen, Inc. | 1,432,523 | 0.2 | ||||||||||
12,594 | (2) | FivePrime Therapeutics, Inc. | 276,060 | 0.0 | ||||||||||
14,198 | (1),(2) | Flexion Therapeutics, Inc. | 355,518 | 0.0 | ||||||||||
15,901 | (2) | Fluidigm Corp. | 93,657 | 0.0 | ||||||||||
18,655 | (2) | Fortress Biotech, Inc. | 74,433 | 0.0 | ||||||||||
6,598 | (1),(2) | Foundation Medicine, Inc. | 449,984 | 0.1 | ||||||||||
3,453 | (1),(2) | G1 Therapeutics, Inc. | 68,508 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
18,242 | (2) | Genesis Healthcare, Inc. | 13,917 | 0.0 | ||||||||||
19,725 | (2) | GenMark Diagnostics, Inc. | 82,253 | 0.0 | ||||||||||
16,956 | (2) | Genocea Biosciences, Inc. | 19,669 | 0.0 | ||||||||||
8,622 | (2) | Genomic Health, Inc. | 294,872 | 0.0 | ||||||||||
79,449 | (1),(2) | Geron Corp. | 143,008 | 0.0 | ||||||||||
13,123 | (2) | Glaukos Corp. | 336,605 | 0.0 | ||||||||||
16,692 | (2) | Global Blood Therapeutics, Inc. | 656,830 | 0.1 | ||||||||||
32,055 | (2) | Globus Medical, Inc. | 1,317,460 | 0.1 | ||||||||||
23,510 | (2) | Haemonetics Corp. | 1,365,461 | 0.2 | ||||||||||
53,034 | (1),(2) | Halozyme Therapeutics, Inc. | 1,074,469 | 0.1 | ||||||||||
20,077 | (2) | Halyard Health, Inc. | 927,156 | 0.1 | ||||||||||
22,732 | (2) | HealthEquity, Inc. | 1,060,675 | 0.1 | ||||||||||
41,283 | Healthsouth Corp. | 2,039,793 | 0.2 | |||||||||||
12,500 | (2) | HealthStream, Inc. | 289,500 | 0.0 | ||||||||||
20,377 | (2) | Heron Therapeutics, Inc. | 368,824 | 0.0 | ||||||||||
3,002 | (2) | Heska Corp. | 240,790 | 0.0 | ||||||||||
38,358 | (2) | HMS Holdings Corp. | 650,168 | 0.1 | ||||||||||
73,458 | (2) | Horizon Pharma PLC | 1,072,487 | 0.1 | ||||||||||
6,791 | (2) | ICU Medical, Inc. | 1,466,856 | 0.2 | ||||||||||
62,083 | (2) | Idera Pharmaceuticals, Inc. | 130,995 | 0.0 | ||||||||||
25,855 | (1),(2) | Ignyta, Inc. | 690,328 | 0.1 | ||||||||||
13,415 | (2) | Immune Design Corp. | 52,319 | 0.0 | ||||||||||
43,844 | (2) | Immunogen, Inc. | 281,040 | 0.0 | ||||||||||
46,192 | (1),(2) | Immunomedics, Inc. | 746,463 | 0.1 | ||||||||||
32,939 | (2) | Impax Laboratories, Inc. | 548,434 | 0.1 | ||||||||||
24,381 | (2) | INC Research Holdings, Inc. | 1,063,012 | 0.1 | ||||||||||
34,693 | (2) | Innoviva, Inc. | 492,294 | 0.1 | ||||||||||
7,610 | (2) | Inogen, Inc. | 906,199 | 0.1 | ||||||||||
28,393 | (1),(2) | Inovalon Holdings, Inc. | 425,895 | 0.1 | ||||||||||
35,933 | (2) | Inovio Pharmaceuticals, Inc. | 148,403 | 0.0 | ||||||||||
34,103 | (2) | Insmed Inc. | 1,063,332 | 0.1 | ||||||||||
26,432 | (2) | Insulet Corp. | 1,823,808 | 0.2 | ||||||||||
11,751 | (1),(2) | Insys Therapeutics, Inc. | 113,045 | 0.0 | ||||||||||
14,149 | (2) | Integer Holdings Corp. | 640,950 | 0.1 | ||||||||||
28,469 | (2) | Integra LifeSciences Holdings Corp. | 1,362,526 | 0.2 | ||||||||||
7,093 | (1),(2) | Intellia Therapeutics, Inc. | 136,327 | 0.0 | ||||||||||
12,243 | (2) | Intersect ENT, Inc. | 396,673 | 0.1 | ||||||||||
18,066 | (2) | Intra-Cellular Therapies, Inc. | 261,596 | 0.0 | ||||||||||
15,342 | Invacare Corp. | 258,513 | 0.0 | |||||||||||
16,936 | (2) | Invitae Corp. | 153,779 | 0.0 | ||||||||||
26,407 | (2) | Iovance Biotherapeutics, Inc. | 211,256 | 0.0 | ||||||||||
6,452 | (2) | iRhythm Technologies, Inc. | 361,635 | 0.0 | ||||||||||
61,273 | (2) | Ironwood Pharmaceuticals, Inc. | 918,482 | 0.1 | ||||||||||
5,996 | (1),(2) | Jounce Therapeutics, Inc. | 76,449 | 0.0 | ||||||||||
17,995 | (2) | K2M Group Holdings, Inc. | 323,910 | 0.0 | ||||||||||
15,008 | (2) | Karyopharm Therapeutics, Inc. | 144,077 | 0.0 | ||||||||||
38,137 | (1),(2) | Keryx Biopharmaceuticals, Inc. | 177,337 | 0.0 | ||||||||||
11,383 | (2) | Kindred Biosciences, Inc. | 107,569 | 0.0 | ||||||||||
39,207 | Kindred Healthcare, Inc. | 380,308 | 0.1 |
8,675 | (2) | Kura Oncology, Inc. | 132,728 | 0.0 | ||||||||||
8,172 | (1),(2) | La Jolla Pharmaceutical Co. | 262,975 | 0.0 | ||||||||||
13,037 | (1),(2) | Lannett Co., Inc. | 302,458 | 0.0 | ||||||||||
13,757 | (2) | Lantheus Holdings, Inc. | 281,331 | 0.0 | ||||||||||
6,503 | LeMaitre Vascular, Inc. | 207,056 | 0.0 | |||||||||||
19,748 | (1),(2) | Lexicon Pharmaceuticals, Inc. | 195,110 | 0.0 | ||||||||||
7,124 | (2) | LHC Group, Inc. | 436,345 | 0.1 | ||||||||||
9,350 | (1),(2) | Ligand Pharmaceuticals, Inc. | 1,280,296 | 0.1 | ||||||||||
22,120 | (2) | LivaNova PLC | 1,767,830 | 0.2 | ||||||||||
10,423 | (2) | Loxo Oncology, Inc. | 877,408 | 0.1 | ||||||||||
18,732 | Luminex Corp. | 369,020 | 0.1 | |||||||||||
14,509 | (2) | MacroGenics, Inc. | 275,671 | 0.0 | ||||||||||
1,751 | (2) | Madrigal Pharmaceuticals, Inc. | 160,724 | 0.0 | ||||||||||
10,705 | (2) | Magellan Health, Inc. | 1,033,568 | 0.1 | ||||||||||
20,098 | (2) | Masimo Corp. | 1,704,310 | 0.2 | ||||||||||
33,096 | (2) | Matinas BioPharma Holdings, Inc. | 38,391 | 0.0 | ||||||||||
31,041 | (2) | Medicines Co. | 848,661 | 0.1 | ||||||||||
19,341 | (1),(2) | MediciNova, Inc. | 125,136 | 0.0 | ||||||||||
25,474 | (2) | Medidata Solutions, Inc. | 1,614,287 | 0.2 | ||||||||||
3,843 | (2) | Medpace Holdings, Inc. | 139,347 | 0.0 | ||||||||||
4,601 | (2) | Melinta Therapeutics, Inc. | 72,696 | 0.0 | ||||||||||
22,186 | Meridian Bioscience, Inc. | 310,604 | 0.0 | |||||||||||
22,045 | (2) | Merit Medical Systems, Inc. | 952,344 | 0.1 | ||||||||||
5,878 | Merrimack Pharmaceuticals, Inc. | 60,250 | 0.0 | |||||||||||
48,181 | (1),(2) | MiMedx Group Inc. | 607,562 | 0.1 | ||||||||||
10,699 | (2) | Minerva Neurosciences, Inc. | 64,729 | 0.0 | ||||||||||
20,107 | (2) | Molina Healthcare, Inc. | 1,541,805 | 0.2 | ||||||||||
32,933 | (2) | Momenta Pharmaceuticals, Inc. | 459,415 | 0.1 | ||||||||||
8,909 | (1),(2) | MyoKardia, Inc. | 375,069 | 0.1 | ||||||||||
29,113 | (2) | Myriad Genetics, Inc. | 999,886 | 0.1 | ||||||||||
8,477 | (2) | NanoString Technologies, Inc. | 63,323 | 0.0 | ||||||||||
13,481 | (2) | NantKwest, Inc. | 60,530 | 0.0 | ||||||||||
14,663 | (2) | Natera, Inc. | 131,820 | 0.0 | ||||||||||
5,736 | National Healthcare Corp. | 349,552 | 0.0 | |||||||||||
3,297 | National Research Corp. | 122,978 | 0.0 | |||||||||||
13,979 | (2) | Natus Medical, Inc. | 533,998 | 0.1 | ||||||||||
66,793 | (2) | Nektar Therapeutics | 3,988,878 | 0.4 | ||||||||||
16,736 | (2) | Neogen Corp. | 1,375,867 | 0.2 | ||||||||||
29,333 | (1),(2) | NeoGenomics, Inc. | 259,890 | 0.0 | ||||||||||
10,790 | (1),(2) | Neos Therapeutics, Inc. | 110,058 | 0.0 | ||||||||||
12,488 | (2) | Nevro Corp. | 862,172 | 0.1 | ||||||||||
12,626 | (1),(2) | NewLink Genetics Corp. | 102,397 | 0.0 | ||||||||||
137,284 | (1),(2) | Novavax, Inc. | 170,232 | 0.0 | ||||||||||
8,981 | (1),(2) | Novelion Therapeutics, Inc. | 28,021 | 0.0 | ||||||||||
26,791 | (1),(2) | Novocure Ltd. | 541,178 | 0.1 | ||||||||||
22,698 | (2) | NuVasive, Inc. | 1,327,606 | 0.2 | ||||||||||
29,516 | (2) | NxStage Medical, Inc. | 715,173 | 0.1 | ||||||||||
10,979 | (1),(2) | Ocular Therapeutix, Inc. | 48,857 | 0.0 | ||||||||||
20,538 | (1),(2) | Omeros Corp. | 399,053 | 0.1 | ||||||||||
16,603 | (2) | Omnicell, Inc. | 805,246 | 0.1 | ||||||||||
26,096 | (2) | OraSure Technologies, Inc. | 492,171 | 0.1 | ||||||||||
52,032 | (1),(2) | Organovo Holdings, Inc. | 69,723 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
8,233 | (2) | Orthofix International NV | 450,345 | 0.1 | ||||||||||
12,606 | (2) | Otonomy, Inc. | 69,963 | 0.0 | ||||||||||
27,024 | Owens & Minor, Inc. | 510,213 | 0.1 | |||||||||||
12,003 | (1),(2) | Oxford Immunotec Global PLC | 167,682 | 0.0 | ||||||||||
46,997 | (1),(2) | Pacific Biosciences of California, Inc. | 124,072 | 0.0 | ||||||||||
17,555 | (2) | Pacira Pharmaceuticals, Inc. | 801,386 | 0.1 | ||||||||||
10,573 | (2) | Paratek Pharmaceuticals, Inc. | 189,257 | 0.0 | ||||||||||
76,599 | (2) | PDL BioPharma, Inc. | 209,881 | 0.0 | ||||||||||
13,310 | (2) | Penumbra, Inc. | 1,252,471 | 0.1 | ||||||||||
4,275 | (2) | PetIQ, Inc. | 93,366 | 0.0 | ||||||||||
8,771 | Phibro Animal Health Corp. | 293,829 | 0.0 | |||||||||||
19,682 | (2) | Pieris Pharmaceuticals, Inc. | 148,599 | 0.0 | ||||||||||
24,855 | (2) | Portola Pharmaceuticals, Inc. | 1,209,941 | 0.1 | ||||||||||
22,099 | (2) | PRA Health Sciences, Inc. | 2,012,556 | 0.2 | ||||||||||
23,439 | (2) | Prestige Brands Holdings, Inc. | 1,040,926 | 0.1 | ||||||||||
35,657 | (2) | Progenics Pharmaceuticals, Inc. | 212,159 | 0.0 | ||||||||||
5,279 | (2) | Protagonist Therapeutics, Inc. | 109,803 | 0.0 | ||||||||||
17,208 | (1),(2) | Prothena Corp. PLC | 645,128 | 0.1 | ||||||||||
6,402 | (2) | Providence Service Corp. | 379,895 | 0.1 | ||||||||||
18,215 | (2) | PTC Therapeutics, Inc. | 303,826 | 0.0 | ||||||||||
4,221 | (1),(2) | Pulse Biosciences, Inc. | 99,616 | 0.0 | ||||||||||
13,004 | (2) | Puma Biotechnology, Inc. | 1,285,445 | 0.1 | ||||||||||
23,644 | (2) | Quality Systems, Inc. | 321,086 | 0.0 | ||||||||||
12,816 | (2) | Quidel Corp. | 555,574 | 0.1 | ||||||||||
12,325 | (1),(2) | Quotient Ltd. | 61,009 | 0.0 | ||||||||||
45,354 | (2) | R1 RCM, Inc. | 200,011 | 0.0 | ||||||||||
5,580 | (2) | Ra Pharmaceuticals, Inc. | 47,430 | 0.0 | ||||||||||
16,617 | (1),(2) | Radius Health, Inc. | 527,922 | 0.1 | ||||||||||
20,408 | (2) | RadNet, Inc. | 206,121 | 0.0 | ||||||||||
5,200 | (2) | Reata Pharmaceuticals, Inc. | 147,264 | 0.0 | ||||||||||
9,590 | (2) | Recro Pharma, Inc. | 88,708 | 0.0 | ||||||||||
12,608 | (1),(2) | REGENXBIO, Inc. | 419,216 | 0.1 | ||||||||||
16,003 | (2) | Repligen Corp. | 580,589 | 0.1 | ||||||||||
17,905 | (2) | Retrophin, Inc. | 377,258 | 0.1 | ||||||||||
10,392 | (2) | Revance Therapeutics, Inc. | 371,514 | 0.1 | ||||||||||
3,457 | (2) | Rhythm Pharmaceuticals, Inc. | 100,460 | 0.0 | ||||||||||
64,417 | (2) | Rigel Pharmaceuticals, Inc. | 249,938 | 0.0 | ||||||||||
24,284 | (1),(2) | Rockwell Medical, Inc. | 141,333 | 0.0 | ||||||||||
37,110 | (2) | RTI Surgical, Inc. | 152,151 | 0.0 | ||||||||||
17,079 | (2) | Sage Therapeutics, Inc. | 2,813,082 | 0.3 | ||||||||||
38,027 | (2) | Sangamo Biosciences, Inc. | 623,643 | 0.1 | ||||||||||
26,799 | (2) | Sarepta Therapeutics, Inc. | 1,491,096 | 0.2 | ||||||||||
47,866 | (2) | Select Medical Holdings Corp. | 844,835 | 0.1 | ||||||||||
6,283 | (2) | Selecta Biosciences, Inc. | 61,636 | 0.0 | ||||||||||
10,115 | (2) | Seres Therapeutics, Inc. | 102,566 | 0.0 |
6,188 | (2) | Sientra, Inc. | 87,003 | 0.0 | ||||||||||
12,203 | (1),(2) | Spark Therapeutics, Inc. | 627,478 | 0.1 | ||||||||||
37,962 | (2) | Spectrum Pharmaceuticals, Inc. | 719,380 | 0.1 | ||||||||||
20,732 | (1),(2) | Staar Surgical Co. | 321,346 | 0.0 | ||||||||||
11,069 | (1),(2) | Stemline Therapeutics, Inc. | 172,676 | 0.0 | ||||||||||
13,012 | (2) | Strongbridge Biopharma PLC | 94,337 | 0.0 | ||||||||||
12,049 | (1),(2) | Sucampo Pharmaceuticals, Inc. | 216,280 | 0.0 | ||||||||||
21,575 | (2) | Supernus Pharmaceuticals, Inc. | 859,764 | 0.1 | ||||||||||
9,778 | (1),(2) | Surgery Partners, Inc. | 118,314 | 0.0 | ||||||||||
8,653 | (2) | SurModics, Inc. | 242,284 | 0.0 | ||||||||||
6,719 | (2) | Syndax Pharmaceuticals, Inc. | 58,858 | 0.0 | ||||||||||
104,372 | (1),(2) | Synergy Pharmaceuticals, Inc. | 232,750 | 0.0 | ||||||||||
5,612 | (1),(2) | Syros Pharmaceuticals, Inc. | 54,605 | 0.0 | ||||||||||
3,916 | (2) | Tabula Rasa HealthCare, Inc. | 109,844 | 0.0 | ||||||||||
4,850 | (2) | Tactile Systems Technology, Inc. | 140,553 | 0.0 | ||||||||||
24,340 | (1),(2) | Teladoc, Inc. | 848,249 | 0.1 | ||||||||||
23,342 | (1),(2) | Teligent, Inc. | 84,731 | 0.0 | ||||||||||
36,713 | (1),(2) | Tenet Healthcare Corp. | 556,569 | 0.1 | ||||||||||
20,583 | (2) | Tetraphase Pharmaceuticals, Inc. | 129,673 | 0.0 | ||||||||||
22,521 | (1),(2) | TG Therapeutics, Inc. | 184,672 | 0.0 | ||||||||||
72,203 | (1),(2) | TherapeuticsMD, Inc. | 436,106 | 0.1 | ||||||||||
18,950 | (1),(2) | Theravance Biopharma, Inc. | 528,516 | 0.1 | ||||||||||
16,691 | (2) | Tivity Health, Inc. | 610,056 | 0.1 | ||||||||||
8,527 | (2) | Tocagen, Inc. | 87,402 | 0.0 | ||||||||||
28,282 | (2) | Trevena, Inc. | 45,251 | 0.0 | ||||||||||
10,894 | (2) | Triple-S Management Corp. | 270,716 | 0.0 | ||||||||||
17,560 | (2) | Ultragenyx Pharmaceutical, Inc. | 814,433 | 0.1 | ||||||||||
5,220 | US Physical Therapy, Inc. | 376,884 | 0.1 | |||||||||||
20,118 | (1),(2) | Vanda Pharmaceuticals, Inc. | 305,794 | 0.0 | ||||||||||
17,418 | (2) | Varex Imaging Corp. | 699,681 | 0.1 | ||||||||||
22,876 | (1),(2) | VBI Vaccines, Inc. | 97,681 | 0.0 | ||||||||||
11,713 | (2) | Veracyte, Inc. | 76,486 | 0.0 | ||||||||||
14,960 | (2) | Versartis, Inc. | 32,912 | 0.0 | ||||||||||
13,642 | (1),(2) | ViewRay, Inc. | 126,325 | 0.0 | ||||||||||
13,319 | (2) | Vocera Communications, Inc. | 402,500 | 0.1 | ||||||||||
7,191 | (2) | Voyager Therapeutics, Inc. | 119,371 | 0.0 | ||||||||||
4,989 | (2) | WaVe Life Sciences Ltd. | 175,114 | 0.0 | ||||||||||
46,417 | (2) | Wright Medical Group NV | 1,030,457 | 0.1 | ||||||||||
10,349 | (1),(2) | XBiotech, Inc. | 40,775 | 0.0 | ||||||||||
16,793 | (2) | Xencor, Inc. | 368,103 | 0.0 | ||||||||||
60,782 | (1),(2) | ZIOPHARM Oncology, Inc. | 251,637 | 0.0 | ||||||||||
15,000 | (2) | Zogenix, Inc. | 600,750 | 0.1 | ||||||||||
4,981 | (1),(2) | Zynerba Pharmaceuticals, Inc. | 62,362 | 0.0 | ||||||||||
144,751,564 | 15.2 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
Industrials: 15.4% | ||||||||||||||
19,455 | AAON, Inc. | 713,998 | 0.1 | |||||||||||
15,112 | AAR Corp. | 593,750 | 0.1 | |||||||||||
25,014 | ABM Industries, Inc. | 943,528 | 0.1 | |||||||||||
25,362 | (2) | Acacia Research Corp. | 102,716 | 0.0 | ||||||||||
48,933 | (2) | ACCO Brands Corp. | 596,983 | 0.1 | ||||||||||
26,071 | Actuant Corp. | 659,596 | 0.1 | |||||||||||
10,491 | (2) | Advanced Disposal Services, Inc. | 251,155 | 0.0 | ||||||||||
15,631 | Advanced Drainage Systems, Inc. | 372,799 | 0.0 | |||||||||||
15,811 | (2) | Aegion Corp. | 402,074 | 0.0 | ||||||||||
30,880 | (2) | Aerojet Rocketdyne Holdings, Inc. | 963,456 | 0.1 | ||||||||||
9,656 | (2) | Aerovironment, Inc. | 542,281 | 0.1 | ||||||||||
24,197 | (2) | Air Transport Services Group, Inc. | 559,919 | 0.1 | ||||||||||
21,794 | Aircastle Ltd. | 509,762 | 0.1 | |||||||||||
4,591 | Alamo Group, Inc. | 518,186 | 0.1 | |||||||||||
13,688 | Albany International Corp. | 841,128 | 0.1 | |||||||||||
5,676 | Allegiant Travel Co. | 878,361 | 0.1 | |||||||||||
3,289 | Allied Motion Technologies, Inc. | 108,833 | 0.0 | |||||||||||
13,404 | Altra Industrial Motion Corp. | 675,562 | 0.1 | |||||||||||
3,439 | American Railcar Industries, Inc. | 143,200 | 0.0 | |||||||||||
6,525 | (2) | American Woodmark Corp. | 849,881 | 0.1 | ||||||||||
12,798 | Apogee Enterprises, Inc. | 585,253 | 0.1 | |||||||||||
16,893 | Applied Industrial Technologies, Inc. | 1,150,413 | 0.1 | |||||||||||
8,212 | (1),(2) | Aqua Metals, Inc. | 17,492 | 0.0 | ||||||||||
12,135 | ArcBest Corp. | 433,826 | 0.1 | |||||||||||
7,338 | Argan, Inc. | 330,210 | 0.0 | |||||||||||
12,876 | (2) | Armstrong Flooring, Inc. | 217,862 | 0.0 | ||||||||||
9,298 | Astec Industries, Inc. | 543,933 | 0.1 | |||||||||||
9,974 | (2) | Astronics Corp. | 413,622 | 0.0 | ||||||||||
14,129 | (2) | Atkore International Group, Inc. | 303,067 | 0.0 | ||||||||||
10,450 | (2) | Atlas Air Worldwide Holdings, Inc. | 612,892 | 0.1 | ||||||||||
32,424 | (2) | Avis Budget Group, Inc. | 1,422,765 | 0.2 | ||||||||||
23,816 | (1),(2) | Axon Enterprise, Inc. | 631,124 | 0.1 | ||||||||||
11,681 | AZZ, Inc. | 596,899 | 0.1 | |||||||||||
22,222 | (1),(2) | Babcock & Wilcox Enterprises, Inc. | 126,221 | 0.0 | ||||||||||
22,571 | Barnes Group, Inc. | 1,428,067 | 0.2 | |||||||||||
4,457 | Barrett Business Services, Inc. | 287,432 | 0.0 | |||||||||||
30,044 | (2) | Beacon Roofing Supply, Inc. | 1,915,605 | 0.2 | ||||||||||
30,666 | (2) | BMC Stock Holdings, Inc. | 775,850 | 0.1 | ||||||||||
21,104 | Brady Corp. | 799,842 | 0.1 | |||||||||||
19,522 | Briggs & Stratton Corp. | 495,273 | 0.1 | |||||||||||
20,644 | Brink's Co. | 1,624,683 | 0.2 | |||||||||||
42,288 | (2) | Builders FirstSource, Inc. | 921,456 | 0.1 | ||||||||||
10,066 | (1),(2) | Caesarstone Ltd. | 221,452 | 0.0 | ||||||||||
7,343 | (2) | CAI International, Inc. | 207,954 | 0.0 | ||||||||||
16,725 | (2) | Casella Waste Systems, Inc. | 385,009 | 0.0 | ||||||||||
29,025 | (2) | CBIZ, Inc. | 448,436 | 0.1 | ||||||||||
15,660 | Ceco Environmental Corp. | 80,336 | 0.0 |
14,342 | (2) | Chart Industries, Inc. | 672,066 | 0.1 | ||||||||||
45,368 | (1) | Chicago Bridge & Iron Co. NV | 732,240 | 0.1 | ||||||||||
7,672 | CIRCOR International, Inc. | 373,473 | 0.0 | |||||||||||
10,652 | Columbus McKinnon Corp. | 425,867 | 0.0 | |||||||||||
16,902 | Comfort Systems USA, Inc. | 737,772 | 0.1 | |||||||||||
11,545 | (2) | Commercial Vehicle Group, Inc. | 123,416 | 0.0 | ||||||||||
16,622 | (2) | Continental Building Products, Inc. | 467,909 | 0.1 | ||||||||||
14,430 | Costamare, Inc. | 83,261 | 0.0 | |||||||||||
51,656 | (1) | Covanta Holding Corp. | 872,986 | 0.1 | ||||||||||
6,321 | (2) | Covenant Transportation Group, Inc. | 181,602 | 0.0 | ||||||||||
2,852 | CRA International, Inc. | 128,197 | 0.0 | |||||||||||
8,140 | (2) | CSW Industrials, Inc. | 374,033 | 0.0 | ||||||||||
11,044 | Cubic Corp. | 651,044 | 0.1 | |||||||||||
19,868 | Curtiss-Wright Corp. | 2,420,916 | 0.3 | |||||||||||
7,199 | (2) | Daseke, Inc. | 102,874 | 0.0 | ||||||||||
21,364 | Deluxe Corp. | 1,641,610 | 0.2 | |||||||||||
4,828 | DMC Global, Inc. | 120,941 | 0.0 | |||||||||||
11,290 | Douglas Dynamics, Inc. | 426,762 | 0.0 | |||||||||||
3,872 | (2) | Ducommun, Inc. | 110,158 | 0.0 | ||||||||||
7,056 | (2) | DXP Enterprises, Inc. | 208,646 | 0.0 | ||||||||||
13,553 | (2) | Dycom Industries, Inc. | 1,510,211 | 0.2 | ||||||||||
20,448 | (1),(2) | Eagle Bulk Shipping, Inc. | 91,607 | 0.0 | ||||||||||
3,071 | Eastern Co/The | 80,307 | 0.0 | |||||||||||
12,435 | (2) | Echo Global Logistics, Inc. | 348,180 | 0.0 | ||||||||||
26,277 | EMCOR Group, Inc. | 2,148,145 | 0.2 | |||||||||||
10,012 | Encore Wire Corp. | 487,084 | 0.1 | |||||||||||
8,422 | (1),(2) | Energous Corp. | 163,808 | 0.0 | ||||||||||
17,670 | (1),(2) | Energy Recovery, Inc. | 154,612 | 0.0 | ||||||||||
19,388 | EnerSys | 1,349,986 | 0.1 | |||||||||||
9,116 | (2) | Engility Holdings, Inc. | 258,621 | 0.0 | ||||||||||
16,031 | Ennis, Inc. | 332,643 | 0.0 | |||||||||||
9,453 | EnPro Industries, Inc. | 883,950 | 0.1 | |||||||||||
2,759 | (1) | EnviroStar, Inc. | 110,360 | 0.0 | ||||||||||
11,705 | ESCO Technologies, Inc. | 705,226 | 0.1 | |||||||||||
19,248 | Essendant, Inc. | 178,429 | 0.0 | |||||||||||
11,555 | (2) | Esterline Technologies Corp. | 863,158 | 0.1 | ||||||||||
12,014 | Exponent, Inc. | 854,195 | 0.1 | |||||||||||
27,764 | Federal Signal Corp. | 557,779 | 0.1 | |||||||||||
7,009 | Forrester Research, Inc. | 309,798 | 0.0 | |||||||||||
13,706 | Forward Air Corp. | 787,273 | 0.1 | |||||||||||
6,801 | (2) | Foundation Building Materials, Inc. | 100,587 | 0.0 | ||||||||||
20,944 | Franklin Electric Co., Inc. | 961,330 | 0.1 | |||||||||||
5,479 | Freightcar America, Inc. | 93,581 | 0.0 | |||||||||||
17,400 | (2) | FTI Consulting, Inc. | 747,504 | 0.1 | ||||||||||
17,264 | GATX Corp. | 1,073,130 | 0.1 | |||||||||||
27,423 | (2) | Generac Holdings, Inc. | 1,357,987 | 0.1 | ||||||||||
22,439 | General Cable Corp. | 664,194 | 0.1 | |||||||||||
14,930 | (2) | Gibraltar Industries, Inc. | 492,690 | 0.1 | ||||||||||
9,409 | Global Brass & Copper Holdings, Inc. | 311,438 | 0.0 | |||||||||||
10,375 | (2) | GMS, Inc. | 390,515 | 0.0 | ||||||||||
9,053 | Gorman-Rupp Co. | 282,544 | 0.0 | |||||||||||
3,826 | (2) | GP Strategies Corp. | 88,763 | 0.0 | ||||||||||
6,408 | Graham Corp. | 134,119 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
17,967 | Granite Construction, Inc. | 1,139,647 | 0.1 | |||||||||||
33,307 | (2) | Great Lakes Dredge & Dock Corp. | 179,858 | 0.0 | ||||||||||
12,347 | (1) | Greenbrier Cos., Inc. | 658,095 | 0.1 | ||||||||||
14,510 | Griffon Corp. | 295,278 | 0.0 | |||||||||||
14,469 | H&E Equipment Services, Inc. | 588,165 | 0.1 | |||||||||||
36,318 | (2) | Harsco Corp. | 677,331 | 0.1 | ||||||||||
23,042 | Hawaiian Holdings, Inc. | 918,224 | 0.1 | |||||||||||
20,115 | (1),(2) | HC2 Holdings, Inc. | 119,684 | 0.0 | ||||||||||
31,940 | Healthcare Services Group, Inc. | 1,683,877 | 0.2 | |||||||||||
22,091 | Heartland Express, Inc. | 515,604 | 0.1 | |||||||||||
9,576 | Heidrick & Struggles International, Inc. | 235,091 | 0.0 | |||||||||||
10,737 | (2) | Herc Holdings, Inc. | 672,244 | 0.1 | ||||||||||
4,725 | (2) | Heritage-Crystal Clean, Inc. | 102,769 | 0.0 | ||||||||||
26,518 | Herman Miller, Inc. | 1,062,046 | 0.1 | |||||||||||
23,987 | (1),(2) | Hertz Global Holdings, Inc. | 530,113 | 0.1 | ||||||||||
18,616 | (2) | Hill International, Inc. | 101,457 | 0.0 | ||||||||||
28,082 | Hillenbrand, Inc. | 1,255,265 | 0.1 | |||||||||||
19,515 | HNI Corp. | 752,694 | 0.1 | |||||||||||
14,536 | (2) | HUB Group, Inc. | 696,274 | 0.1 | ||||||||||
15,529 | (2) | Hudson Technologies, Inc. | 94,261 | 0.0 | ||||||||||
10,681 | (2) | Huron Consulting Group, Inc. | 432,046 | 0.0 | ||||||||||
13,337 | (1),(2) | Huttig Building Products, Inc. | 88,691 | 0.0 | ||||||||||
4,488 | Hyster-Yale Materials Handling, Inc. | 382,198 | 0.0 | |||||||||||
3,750 | (2) | Hyster-Yale Materials Handling, Inc. - B shares | 319,350 | 0.0 | ||||||||||
8,682 | (2) | ICF International, Inc. | 455,805 | 0.1 | ||||||||||
26,905 | (2) | Innerworkings, Inc. | 269,857 | 0.0 | ||||||||||
16,286 | Insperity, Inc. | 934,002 | 0.1 | |||||||||||
8,775 | Insteel Industries, Inc. | 248,508 | 0.0 | |||||||||||
27,573 | Interface, Inc. | 693,461 | 0.1 | |||||||||||
30,363 | (2) | JELD-WEN Holding, Inc. | 1,195,391 | 0.1 | ||||||||||
14,275 | John Bean Technologies Corp. | 1,581,670 | 0.2 | |||||||||||
5,368 | Kadant, Inc. | 538,947 | 0.1 | |||||||||||
13,414 | Kaman Corp. | 789,280 | 0.1 | |||||||||||
62,738 | KBR, Inc. | 1,244,095 | 0.1 | |||||||||||
13,274 | Kelly Services, Inc. | 361,982 | 0.0 | |||||||||||
35,378 | Kennametal, Inc. | 1,712,649 | 0.2 | |||||||||||
19,478 | (1),(2) | Keyw Holding Corp. | 114,336 | 0.0 | ||||||||||
11,994 | Kforce, Inc. | 302,849 | 0.0 | |||||||||||
18,131 | Kimball International, Inc. | 338,506 | 0.0 | |||||||||||
23,256 | (2) | KLX, Inc. | 1,587,222 | 0.2 | ||||||||||
55,979 | Knight-Swift Transportation Holdings, Inc. | 2,447,402 | 0.3 | |||||||||||
22,696 | Knoll, Inc. | 522,916 | 0.1 | |||||||||||
23,473 | Korn/Ferry International | 971,313 | 0.1 | |||||||||||
33,628 | (2) | Kratos Defense & Security Solutions, Inc. | 356,121 | 0.0 | ||||||||||
7,777 | (2) | Layne Christensen Co. | 97,601 | 0.0 | ||||||||||
4,740 | (2) | LB Foster Co. | 128,691 | 0.0 | ||||||||||
5,052 | Lindsay Corp. | 445,586 | 0.1 | |||||||||||
14,812 | LSC Communications, Inc. | 224,402 | 0.0 | |||||||||||
7,353 | (2) | Lydall, Inc. | 373,165 | 0.0 |
14,341 | (2) | Manitowoc Co., Inc./The | 564,175 | 0.1 | ||||||||||
19,832 | Marten Transport Ltd. | 402,590 | 0.0 | |||||||||||
12,919 | (2) | Masonite International Corp. | 957,944 | 0.1 | ||||||||||
29,818 | (2) | Mastec, Inc. | 1,459,591 | 0.2 | ||||||||||
19,574 | Matson, Inc. | 584,088 | 0.1 | |||||||||||
14,653 | Matthews International Corp. | 773,678 | 0.1 | |||||||||||
11,363 | McGrath Rentcorp | 533,834 | 0.1 | |||||||||||
21,504 | (2) | Mercury Systems, Inc. | 1,104,230 | 0.1 | ||||||||||
38,007 | (2) | Meritor, Inc. | 891,644 | 0.1 | ||||||||||
19,402 | (2) | Milacron Holdings Corp. | 371,354 | 0.0 | ||||||||||
6,810 | Miller Industries, Inc. | 175,698 | 0.0 | |||||||||||
8,453 | (2) | Mistras Group, Inc. | 198,392 | 0.0 | ||||||||||
20,109 | Mobile Mini, Inc. | 693,761 | 0.1 | |||||||||||
14,271 | (2) | Moog, Inc. | 1,239,436 | 0.1 | ||||||||||
40,041 | (2) | MRC Global, Inc. | 677,494 | 0.1 | ||||||||||
14,650 | MSA Safety, Inc. | 1,135,668 | 0.1 | |||||||||||
25,470 | Mueller Industries, Inc. | 902,402 | 0.1 | |||||||||||
70,296 | Mueller Water Products, Inc. | 880,809 | 0.1 | |||||||||||
6,386 | Multi-Color Corp. | 477,992 | 0.1 | |||||||||||
8,296 | (2) | MYR Group, Inc. | 296,416 | 0.0 | ||||||||||
2,523 | (1) | National Presto Industries, Inc. | 250,912 | 0.0 | ||||||||||
21,783 | (2) | Navigant Consulting, Inc. | 422,808 | 0.0 | ||||||||||
46,225 | (2) | Navios Maritime Holdings, Inc. | 55,470 | 0.0 | ||||||||||
22,506 | (2) | Navistar International Corp. | 965,057 | 0.1 | ||||||||||
16,067 | (2) | NCI Building Systems, Inc. | 310,093 | 0.0 | ||||||||||
12,814 | (2) | Nexeo Solutions, Inc. | 116,607 | 0.0 | ||||||||||
12,222 | NN, Inc. | 337,327 | 0.0 | |||||||||||
5,616 | (2) | Northwest Pipe Co. | 107,490 | 0.0 | ||||||||||
48,223 | (2) | NOW, Inc. | 531,900 | 0.1 | ||||||||||
3,314 | (2) | NV5 Global, Inc. | 179,453 | 0.0 | ||||||||||
1,401 | Omega Flex, Inc. | 100,045 | 0.0 | |||||||||||
22,679 | (2) | On Assignment, Inc. | 1,457,579 | 0.2 | ||||||||||
17,899 | (2) | Orion Group Holdings, Inc. | 140,149 | 0.0 | ||||||||||
5,066 | Park-Ohio Holdings Corp. | 232,783 | 0.0 | |||||||||||
10,737 | (2) | Patrick Industries, Inc. | 745,685 | 0.1 | ||||||||||
26,551 | (2) | PGT Innovations, Inc. | 447,384 | 0.1 | ||||||||||
105,772 | (1),(2) | Plug Power, Inc. | 249,622 | 0.0 | ||||||||||
7,963 | (2) | Ply Gem Holdings, Inc. | 147,316 | 0.0 | ||||||||||
6,201 | Powell Industries, Inc. | 177,659 | 0.0 | |||||||||||
1,207 | Preformed Line Products Co. | 85,757 | 0.0 | |||||||||||
18,306 | Primoris Services Corp. | 497,740 | 0.1 | |||||||||||
11,192 | (2) | Proto Labs, Inc. | 1,152,776 | 0.1 | ||||||||||
13,034 | Quad/Graphics, Inc. | 294,568 | 0.0 | |||||||||||
17,071 | Quanex Building Products Corp. | 399,461 | 0.0 | |||||||||||
23,571 | (2) | Radiant Logistics, Inc. | 108,427 | 0.0 | ||||||||||
16,254 | Raven Industries, Inc. | 558,325 | 0.1 | |||||||||||
10,586 | (2) | RBC Bearings, Inc. | 1,338,070 | 0.1 | ||||||||||
17,271 | Resources Connection, Inc. | 266,837 | 0.0 | |||||||||||
10,550 | REV Group, Inc. | 343,192 | 0.0 | |||||||||||
46,101 | (2) | Rexnord Corp. | 1,199,548 | 0.1 | ||||||||||
18,848 | (2) | Roadrunner Transportation Systems, Inc. | 145,318 | 0.0 | ||||||||||
23,671 | RPX Corp. | 318,138 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
29,914 | RR Donnelley & Sons Co. | 278,200 | 0.0 | |||||||||||
15,637 | (2) | Rush Enterprises, Inc. - Class A | 794,516 | 0.1 | ||||||||||
26,948 | (2) | Safe Bulkers, Inc. | 87,042 | 0.0 | ||||||||||
11,763 | (2) | Saia, Inc. | 832,232 | 0.1 | ||||||||||
15,212 | (1) | Schneider National, Inc. | 434,455 | 0.1 | ||||||||||
25,660 | Scorpio Bulkers, Inc. | 189,884 | 0.0 | |||||||||||
18,069 | Simpson Manufacturing Co., Inc. | 1,037,341 | 0.1 | |||||||||||
15,745 | (2) | SiteOne Landscape Supply, Inc. | 1,207,642 | 0.1 | ||||||||||
22,851 | Skywest, Inc. | 1,213,388 | 0.1 | |||||||||||
9,217 | (2) | SP Plus Corp. | 341,951 | 0.0 | ||||||||||
16,796 | Spartan Motors, Inc. | 264,537 | 0.0 | |||||||||||
19,031 | (2) | SPX Corp. | 597,383 | 0.1 | ||||||||||
18,228 | (2) | SPX FLOW, Inc. | 866,741 | 0.1 | ||||||||||
5,921 | Standex International Corp. | 603,054 | 0.1 | |||||||||||
37,588 | Steelcase, Inc. | 571,338 | 0.1 | |||||||||||
11,002 | (2) | Sterling Construction Co., Inc. | 179,113 | 0.0 | ||||||||||
10,971 | Sun Hydraulics Corp. | 709,714 | 0.1 | |||||||||||
37,399 | (1),(2) | Sunrun, Inc. | 220,654 | 0.0 | ||||||||||
13,880 | (1),(2) | Team, Inc. | 206,812 | 0.0 | ||||||||||
8,431 | Tennant Co. | 612,512 | 0.1 | |||||||||||
24,822 | Tetra Tech, Inc. | 1,195,179 | 0.1 | |||||||||||
11,754 | (1),(2) | Textainer Group Holdings Ltd. | 252,711 | 0.0 | ||||||||||
16,777 | (2) | Thermon Group Holdings, Inc. | 397,112 | 0.0 | ||||||||||
23,058 | Titan International, Inc. | 296,987 | 0.0 | |||||||||||
8,769 | (2) | Titan Machinery, Inc. | 185,640 | 0.0 | ||||||||||
5,060 | (2) | TPI Composites, Inc. | 103,528 | 0.0 | ||||||||||
13,379 | (2) | Trex Co., Inc. | 1,450,150 | 0.2 | ||||||||||
20,657 | (2) | Trimas Corp. | 552,575 | 0.1 | ||||||||||
19,158 | (2) | TriNet Group, Inc. | 849,466 | 0.1 | ||||||||||
19,909 | Triton International Ltd./Bermuda | 745,592 | 0.1 | |||||||||||
22,237 | Triumph Group, Inc. | 604,846 | 0.1 | |||||||||||
18,706 | (2) | TrueBlue, Inc. | 514,415 | 0.1 | ||||||||||
17,268 | (2) | Tutor Perini Corp. | 437,744 | 0.1 | ||||||||||
3,559 | (2) | Twin Disc, Inc. | 94,563 | 0.0 | ||||||||||
6,987 | Unifirst Corp. | 1,152,156 | 0.1 | |||||||||||
26,040 | Universal Forest Products, Inc. | 979,625 | 0.1 | |||||||||||
10,661 | US Ecology, Inc. | 543,711 | 0.1 | |||||||||||
5,652 | (2) | Vectrus, Inc. | 174,364 | 0.0 | ||||||||||
4,821 | (2) | Veritiv Corp. | 139,327 | 0.0 | ||||||||||
10,009 | Viad Corp. | 554,499 | 0.1 | |||||||||||
5,497 | (2) | Vicor Corp. | 114,887 | 0.0 | ||||||||||
15,429 | (1),(2) | Vivint Solar, Inc. | 62,487 | 0.0 | ||||||||||
4,811 | VSE Corp. | 232,997 | 0.0 | |||||||||||
26,152 | Wabash National Corp. | 567,498 | 0.1 | |||||||||||
17,121 | (2) | WageWorks, Inc. | 1,061,502 | 0.1 | ||||||||||
12,532 | Watts Water Technologies, Inc. | 951,805 | 0.1 | |||||||||||
20,944 | Werner Enterprises, Inc. | 809,486 | 0.1 | |||||||||||
26,009 | (2) | Wesco Aircraft Holdings, Inc. | 192,467 | 0.0 | ||||||||||
3,088 | (2) | Willdan Group, Inc. | 73,927 | 0.0 | ||||||||||
23,698 | Woodward, Inc. | 1,813,845 | 0.2 | |||||||||||
16,237 | (2) | YRC Worldwide, Inc. | 233,488 | 0.0 | ||||||||||
145,961,468 | 15.4 | |||||||||||||
Information Technology: 16.5% | ||||||||||||||
20,095 | (2) | 2U, Inc. | 1,296,328 | 0.1 |
49,537 | (1),(2) | 3D Systems Corp. | 428,000 | 0.1 | ||||||||||
39,968 | (2) | 8x8, Inc. | 563,549 | 0.1 | ||||||||||
22,826 | (2) | A10 Networks, Inc. | 176,217 | 0.0 | ||||||||||
8,364 | (1),(2) | Acacia Communications, Inc. | 303,028 | 0.0 | ||||||||||
52,025 | (2) | ACI Worldwide, Inc. | 1,179,407 | 0.1 | ||||||||||
18,616 | (2) | Actua Corp. | 290,410 | 0.0 | ||||||||||
34,456 | (2) | Acxiom Corp. | 949,607 | 0.1 | ||||||||||
21,956 | Adtran, Inc. | 424,849 | 0.1 | |||||||||||
17,508 | (2) | Advanced Energy Industries, Inc. | 1,181,440 | 0.1 | ||||||||||
18,730 | (2) | Aerohive Networks, Inc. | 109,196 | 0.0 | ||||||||||
12,691 | (2) | Agilysys, Inc. | 155,845 | 0.0 | ||||||||||
9,254 | (2) | Alarm.com Holdings, Inc. | 349,338 | 0.0 | ||||||||||
10,598 | (2) | Alpha & Omega Co. | 173,383 | 0.0 | ||||||||||
9,436 | (2) | Alteryx, Inc. | 238,448 | 0.0 | ||||||||||
14,648 | (2) | Ambarella, Inc. | 860,570 | 0.1 | ||||||||||
20,675 | American Software, Inc. | 240,450 | 0.0 | |||||||||||
44,230 | (2) | Amkor Technology, Inc. | 444,511 | 0.1 | ||||||||||
12,823 | (2) | Anixter International, Inc. | 974,548 | 0.1 | ||||||||||
3,552 | (2) | Appfolio, Inc. | 147,408 | 0.0 | ||||||||||
8,299 | (1),(2) | Applied Optoelectronics, Inc. | 313,868 | 0.0 | ||||||||||
8,347 | (2) | Apptio, Inc. | 196,321 | 0.0 | ||||||||||
33,067 | (2) | Aspen Technology, Inc. | 2,189,035 | 0.2 | ||||||||||
17,782 | (2) | Avid Technology, Inc. | 95,845 | 0.0 | ||||||||||
18,717 | AVX Corp. | 323,804 | 0.0 | |||||||||||
12,949 | (2) | Axcelis Technologies, Inc. | 371,636 | 0.0 | ||||||||||
15,801 | (2) | AXT, Inc. | 137,469 | 0.0 | ||||||||||
13,065 | Badger Meter, Inc. | 624,507 | 0.1 | |||||||||||
11,208 | (2) | Barracuda Networks, Inc. | 308,220 | 0.0 | ||||||||||
40,424 | (2) | Bazaarvoice, Inc. | 220,311 | 0.0 | ||||||||||
3,625 | Bel Fuse, Inc. | 91,259 | 0.0 | |||||||||||
18,800 | Belden, Inc. | 1,450,796 | 0.2 | |||||||||||
22,216 | (2) | Benchmark Electronics, Inc. | 646,486 | 0.1 | ||||||||||
6,744 | (1),(2) | Benefitfocus, Inc. | 182,088 | 0.0 | ||||||||||
21,346 | Blackbaud, Inc. | 2,016,984 | 0.2 | |||||||||||
24,533 | (2) | Blackhawk Network Holdings, Inc. | 874,601 | 0.1 | ||||||||||
5,394 | (2) | Blackline, Inc. | 176,923 | 0.0 | ||||||||||
20,708 | (2) | Blucora, Inc. | 457,647 | 0.1 | ||||||||||
18,864 | (2) | Bottomline Technologies de, Inc. | 654,204 | 0.1 | ||||||||||
35,108 | (2) | Box, Inc. | 741,481 | 0.1 | ||||||||||
20,154 | (2) | Brightcove, Inc. | 143,093 | 0.0 | ||||||||||
13,964 | (2) | BroadSoft, Inc. | 766,624 | 0.1 | ||||||||||
31,151 | Brooks Automation, Inc. | 742,951 | 0.1 | |||||||||||
10,997 | Cabot Microelectronics Corp. | 1,034,598 | 0.1 | |||||||||||
11,039 | (2) | CACI International, Inc. | 1,461,012 | 0.2 | ||||||||||
16,786 | (2) | CalAmp Corp. | 359,724 | 0.0 | ||||||||||
25,432 | (2) | Calix, Inc. | 151,320 | 0.0 | ||||||||||
29,376 | (2) | Callidus Software, Inc. | 841,622 | 0.1 | ||||||||||
10,833 | (2) | Carbonite, Inc. | 271,908 | 0.0 | ||||||||||
20,589 | (2) | Cardtronics plc | 381,308 | 0.0 | ||||||||||
5,933 | (2) | Care.com, Inc. | 107,031 | 0.0 | ||||||||||
32,405 | (1),(2) | Cars.com, Inc. | 934,560 | 0.1 | ||||||||||
7,338 | Cass Information Systems, Inc. | 427,145 | 0.1 | |||||||||||
10,234 | (2) | Ceva, Inc. | 472,299 | 0.1 | ||||||||||
11,742 | (2) | ChannelAdvisor Corp. | 105,678 | 0.0 | ||||||||||
62,711 | (2) | Ciena Corp. | 1,312,541 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
11,554 | (2) | Cimpress NV | 1,385,094 | 0.2 | ||||||||||
28,225 | (2) | Cirrus Logic, Inc. | 1,463,748 | 0.2 | ||||||||||
7,809 | (1),(2) | Clearfield, Inc. | 95,660 | 0.0 | ||||||||||
40,694 | (2) | Cloudera, Inc. | 672,265 | 0.1 | ||||||||||
13,772 | Cohu, Inc. | 302,295 | 0.0 | |||||||||||
18,791 | (2) | CommerceHub, Inc. Series C | 386,907 | 0.0 | ||||||||||
17,336 | (2) | Commvault Systems, Inc. | 910,140 | 0.1 | ||||||||||
9,506 | Comtech Telecommunications Corp. | 210,273 | 0.0 | |||||||||||
10,884 | (2) | Control4 Corp. | 323,908 | 0.0 | ||||||||||
42,604 | Convergys Corp. | 1,001,194 | 0.1 | |||||||||||
23,173 | (2) | Cornerstone OnDemand, Inc. | 818,702 | 0.1 | ||||||||||
13,718 | (2) | Coupa Software, Inc. | 428,276 | 0.1 | ||||||||||
18,399 | (2) | Cray, Inc. | 445,256 | 0.1 | ||||||||||
43,490 | (2) | Cree, Inc. | 1,615,219 | 0.2 | ||||||||||
14,429 | CSG Systems International, Inc. | 632,279 | 0.1 | |||||||||||
17,207 | CTS Corp. | 443,080 | 0.1 | |||||||||||
3,911 | (1),(2) | Cyberoptics Corp. | 58,665 | 0.0 | ||||||||||
21,438 | Daktronics, Inc. | 195,729 | 0.0 | |||||||||||
26,949 | (2) | DHI Group, Inc. | 51,203 | 0.0 | ||||||||||
33,146 | Diebold Nixdorf, Inc. | 541,937 | 0.1 | |||||||||||
16,093 | (2) | Digi International, Inc. | 153,688 | 0.0 | ||||||||||
4,637 | (1),(2) | Digimarc Corp. | 167,628 | 0.0 | ||||||||||
18,133 | (2) | Diodes, Inc. | 519,873 | 0.1 | ||||||||||
13,912 | (2) | DSP Group, Inc. | 173,900 | 0.0 | ||||||||||
9,007 | (2) | Eastman Kodak Co. | 27,922 | 0.0 | ||||||||||
11,147 | (1) | Ebix, Inc. | 883,400 | 0.1 | ||||||||||
12,707 | (2) | Electro Scientific Industries, Inc. | 272,311 | 0.0 | ||||||||||
20,832 | (2) | Electronics for Imaging, Inc. | 615,169 | 0.1 | ||||||||||
15,234 | (2) | Ellie Mae, Inc. | 1,361,920 | 0.2 | ||||||||||
10,509 | (2) | Emcore Corp. | 67,783 | 0.0 | ||||||||||
27,774 | (1),(2) | Endurance International Group Holdings, Inc. | 233,302 | 0.0 | ||||||||||
62,993 | Entegris, Inc. | 1,918,137 | 0.2 | |||||||||||
19,284 | (2) | Envestnet, Inc. | 961,307 | 0.1 | ||||||||||
22,418 | (2) | EPAM Systems, Inc. | 2,408,366 | 0.3 | ||||||||||
6,253 | (2) | ePlus, Inc. | 470,226 | 0.1 | ||||||||||
52,493 | (1),(2) | Etsy, Inc. | 1,073,482 | 0.1 | ||||||||||
7,263 | (2) | Everbridge, Inc. | 215,856 | 0.0 | ||||||||||
29,006 | (2) | Everi Holdings, Inc. | 218,705 | 0.0 | ||||||||||
28,618 | EVERTEC, Inc. | 390,636 | 0.0 | |||||||||||
15,567 | (2) | ExlService Holdings, Inc. | 939,468 | 0.1 | ||||||||||
50,720 | (2) | Extreme Networks, Inc. | 635,014 | 0.1 | ||||||||||
16,572 | (2) | Fabrinet | 475,616 | 0.1 | ||||||||||
13,495 | Fair Isaac Corp. | 2,067,434 | 0.2 | |||||||||||
7,675 | (2) | Faro Technologies, Inc. | 360,725 | 0.0 | ||||||||||
50,905 | (2) | Finisar Corp. | 1,035,917 | 0.1 | ||||||||||
78,339 | (1),(2) | Fitbit, Inc. | 447,316 | 0.1 | ||||||||||
23,947 | (2) | Five9, Inc. | 595,801 | 0.1 | ||||||||||
33,007 | (2) | Formfactor, Inc. | 516,560 | 0.1 | ||||||||||
51,173 | (2) | Glu Mobile, Inc. | 186,270 | 0.0 | ||||||||||
26,027 | (1),(2) | Gogo, Inc. | 293,585 | 0.0 | ||||||||||
38,932 | (1),(2) | GrubHub, Inc. | 2,795,318 | 0.3 | ||||||||||
13,789 | (2) | GTT Communications, Inc. | 647,394 | 0.1 | ||||||||||
11,281 | Hackett Group, Inc. | 177,225 | 0.0 | |||||||||||
39,836 | (2) | Harmonic, Inc. | 167,311 | 0.0 | ||||||||||
21,411 | (2) | Hortonworks, Inc. | 430,575 | 0.1 | ||||||||||
15,145 | (2) | HubSpot, Inc. | 1,338,818 | 0.1 |
7,145 | (1),(2) | Ichor Holdings Ltd. | 175,767 | 0.0 | ||||||||||
27,320 | (2) | II-VI, Inc. | 1,282,674 | 0.1 | ||||||||||
15,373 | (1),(2) | Immersion Corp. | 108,533 | 0.0 | ||||||||||
14,880 | (2) | Imperva, Inc. | 590,736 | 0.1 | ||||||||||
8,355 | (1),(2) | Impinj, Inc. | 188,238 | 0.0 | ||||||||||
63,590 | (2) | Infinera Corp. | 402,525 | 0.0 | ||||||||||
19,037 | (1),(2) | Inphi Corp. | 696,754 | 0.1 | ||||||||||
16,251 | (2) | Insight Enterprises, Inc. | 622,251 | 0.1 | ||||||||||
9,325 | (2) | Instructure, Inc. | 308,657 | 0.0 | ||||||||||
59,820 | (2) | Integrated Device Technology, Inc. | 1,778,449 | 0.2 | ||||||||||
15,492 | InterDigital, Inc. | 1,179,716 | 0.1 | |||||||||||
9,079 | (2) | Internap Corp. | 142,631 | 0.0 | ||||||||||
8,779 | (2) | Intevac, Inc. | 60,136 | 0.0 | ||||||||||
13,155 | (2) | Iteris, Inc. | 91,690 | 0.0 | ||||||||||
15,278 | (2) | Itron, Inc. | 1,041,960 | 0.1 | ||||||||||
13,122 | (2) | IXYS Corp. | 314,272 | 0.0 | ||||||||||
20,993 | j2 Global, Inc. | 1,575,105 | 0.2 | |||||||||||
22,792 | (2) | Kemet Corp. | 343,248 | 0.0 | ||||||||||
15,269 | (2) | Kimball Electronics, Inc. | 278,659 | 0.0 | ||||||||||
39,343 | (2) | Knowles Corp. | 576,768 | 0.1 | ||||||||||
35,978 | (1),(2) | Kopin Corp. | 115,130 | 0.0 | ||||||||||
58,238 | (2) | Lattice Semiconductor Corp. | 336,616 | 0.0 | ||||||||||
32,028 | (2) | Limelight Networks, Inc. | 141,243 | 0.0 | ||||||||||
14,690 | (2) | Liquidity Services, Inc. | 71,246 | 0.0 | ||||||||||
10,077 | Littelfuse, Inc. | 1,993,432 | 0.2 | |||||||||||
27,386 | (2) | LivePerson, Inc. | 314,939 | 0.0 | ||||||||||
27,517 | (1),(2) | Lumentum Holdings, Inc. | 1,345,581 | 0.1 | ||||||||||
17,889 | (1),(2) | MACOM Technology Solutions Holdings, Inc. | 582,108 | 0.1 | ||||||||||
11,387 | Mantech International Corp. | 571,514 | 0.1 | |||||||||||
28,875 | Maximus, Inc. | 2,066,872 | 0.2 | |||||||||||
27,086 | (2) | MaxLinear, Inc. | 715,612 | 0.1 | ||||||||||
17,401 | (1),(2) | Maxwell Technologies, Inc. | 100,230 | 0.0 | ||||||||||
28,570 | (2) | Meet Group, Inc./The | 80,567 | 0.0 | ||||||||||
1,545 | Mesa Laboratories, Inc. | 192,043 | 0.0 | |||||||||||
16,247 | Methode Electronics, Inc. | 651,505 | 0.1 | |||||||||||
4,209 | (2) | MicroStrategy, Inc. | 552,642 | 0.1 | ||||||||||
41,525 | (1),(2) | Microvision, Inc. | 67,686 | 0.0 | ||||||||||
16,852 | (2) | Mindbody, Inc. | 513,143 | 0.1 | ||||||||||
17,451 | (2) | Mitek Systems, Inc. | 156,186 | 0.0 | ||||||||||
23,830 | MKS Instruments, Inc. | 2,251,935 | 0.2 | |||||||||||
31,203 | (2) | MobileIron, Inc. | 121,692 | 0.0 | ||||||||||
14,963 | (2) | Model N, Inc. | 235,667 | 0.0 | ||||||||||
14,878 | (2) | MoneyGram International, Inc. | 196,092 | 0.0 | ||||||||||
17,480 | Monolithic Power Systems, Inc. | 1,964,053 | 0.2 | |||||||||||
19,935 | Monotype Imaging Holdings, Inc. | 480,433 | 0.1 | |||||||||||
7,939 | MTS Systems Corp. | 426,324 | 0.1 | |||||||||||
8,541 | (2) | MuleSoft, Inc. | 198,664 | 0.0 | ||||||||||
10,542 | (2) | Nanometrics, Inc. | 262,707 | 0.0 | ||||||||||
16,469 | (1),(2) | NeoPhotonics Corp. | 108,366 | 0.0 | ||||||||||
13,979 | (2) | Netgear, Inc. | 821,266 | 0.1 | ||||||||||
37,788 | (2) | Netscout Systems, Inc. | 1,150,645 | 0.1 | ||||||||||
13,072 | (2) | New Relic, Inc. | 755,169 | 0.1 | ||||||||||
29,877 | NIC, Inc. | 495,958 | 0.1 | |||||||||||
14,963 | (2) | Novanta, Inc. | 748,150 | 0.1 | ||||||||||
46,848 | (2) | Nutanix, Inc. | 1,652,797 | 0.2 | ||||||||||
2,962 | NVE Corp. | 254,732 | 0.0 | |||||||||||
73,749 | (1),(2) | Oclaro, Inc. | 497,068 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
5,911 | (2) | Okta, Inc. | 151,381 | 0.0 | ||||||||||
7,137 | (1),(2) | Ominto, Inc. | 24,194 | 0.0 | ||||||||||
7,961 | (2) | OSI Systems, Inc. | 512,529 | 0.1 | ||||||||||
13,071 | Park Electrochemical Corp. | 256,845 | 0.0 | |||||||||||
22,226 | (1),(2) | Paycom Software, Inc. | 1,785,415 | 0.2 | ||||||||||
11,837 | (2) | Paylocity Holding Corp. | 558,233 | 0.1 | ||||||||||
5,077 | (2) | PC Mall, Inc. | 50,262 | 0.0 | ||||||||||
13,452 | (1),(2) | PDF Solutions, Inc. | 211,196 | 0.0 | ||||||||||
16,446 | Pegasystems, Inc. | 775,429 | 0.1 | |||||||||||
18,797 | (2) | Perficient, Inc. | 358,459 | 0.0 | ||||||||||
31,160 | (2) | Photronics, Inc. | 265,639 | 0.0 | ||||||||||
16,504 | (2) | Pixelworks, Inc. | 104,470 | 0.0 | ||||||||||
14,962 | Plantronics, Inc. | 753,786 | 0.1 | |||||||||||
15,138 | (2) | Plexus Corp. | 919,179 | 0.1 | ||||||||||
12,743 | Power Integrations, Inc. | 937,248 | 0.1 | |||||||||||
8,029 | (2) | Presidio, Inc. | 153,916 | 0.0 | ||||||||||
21,946 | Progress Software Corp. | 934,241 | 0.1 | |||||||||||
19,623 | (2) | Proofpoint, Inc. | 1,742,719 | 0.2 | ||||||||||
12,573 | (2) | PROS Holdings, Inc. | 332,556 | 0.0 | ||||||||||
41,988 | (2) | Pure Storage, Inc. | 665,930 | 0.1 | ||||||||||
14,035 | (2) | Q2 Holdings, Inc. | 517,190 | 0.1 | ||||||||||
3,505 | QAD, Inc. | 136,169 | 0.0 | |||||||||||
14,101 | (2) | Qualys, Inc. | 836,894 | 0.1 | ||||||||||
9,185 | (1),(2) | Quantenna Communications, Inc. | 112,057 | 0.0 | ||||||||||
12,969 | (2) | Quantum Corp. | 73,015 | 0.0 | ||||||||||
17,839 | (2) | QuinStreet, Inc. | 149,491 | 0.0 | ||||||||||
32,654 | (2) | Quotient Technology, Inc. | 383,685 | 0.0 | ||||||||||
49,069 | (2) | Rambus, Inc. | 697,761 | 0.1 | ||||||||||
9,883 | (2) | Rapid7, Inc. | 184,417 | 0.0 | ||||||||||
26,523 | (2) | RealPage, Inc. | 1,174,969 | 0.1 | ||||||||||
6,469 | Reis, Inc. | 133,585 | 0.0 | |||||||||||
23,045 | (2) | Ribbon Communications, Inc. | 178,138 | 0.0 | ||||||||||
28,328 | (1),(2) | RingCentral, Inc. | 1,371,075 | 0.2 | ||||||||||
8,102 | (2) | Rogers Corp. | 1,311,876 | 0.1 | ||||||||||
8,336 | (2) | Rosetta Stone, Inc. | 103,950 | 0.0 | ||||||||||
20,823 | (2) | Rubicon Project, Inc. | 38,939 | 0.0 | ||||||||||
15,972 | (2) | Rudolph Technologies, Inc. | 381,731 | 0.0 | ||||||||||
31,589 | (2) | Sanmina Corp. | 1,042,437 | 0.1 | ||||||||||
11,498 | (2) | Scansource, Inc. | 411,628 | 0.1 | ||||||||||
19,592 | Science Applications International Corp. | 1,500,159 | 0.2 | |||||||||||
28,768 | (2) | Semtech Corp. | 983,866 | 0.1 | ||||||||||
36,641 | (2) | ServiceSource International, Inc. | 113,221 | 0.0 | ||||||||||
8,202 | (2) | Shutterstock, Inc. | 352,932 | 0.0 | ||||||||||
19,735 | (2) | Sigma Designs, Inc. | 137,158 | 0.0 | ||||||||||
18,388 | (2) | Silicon Laboratories, Inc. | 1,623,660 | 0.2 | ||||||||||
20,111 | (2) | Silver Spring Networks, Inc. | 326,603 | 0.0 | ||||||||||
3,057 | (2) | SMART Global Holdings, Inc. | 103,021 | 0.0 | ||||||||||
7,960 | (2) | SPS Commerce, Inc. | 386,776 | 0.0 | ||||||||||
7,250 | (2) | Stamps.com, Inc. | 1,363,000 | 0.2 | ||||||||||
22,859 | (1),(2) | Stratasys Ltd. | 456,266 | 0.1 | ||||||||||
25,697 | (1),(2) | SunPower Corp. | 216,626 | 0.0 | ||||||||||
18,105 | (2) | Super Micro Computer, Inc. | 378,847 | 0.0 | ||||||||||
19,372 | (2) | Sykes Enterprises, Inc. | 609,249 | 0.1 | ||||||||||
15,419 | (2) | Synaptics, Inc. | 615,835 | 0.1 | ||||||||||
19,115 | (2) | Synchronoss Technologies, Inc. | 170,888 | 0.0 | ||||||||||
13,066 | SYNNEX Corp. | 1,776,323 | 0.2 |
16,026 | (2) | Syntel, Inc. | 368,438 | 0.0 | ||||||||||
4,608 | Systemax, Inc. | 153,308 | 0.0 | |||||||||||
15,552 | (2) | Tech Data Corp. | 1,523,629 | 0.2 | ||||||||||
6,802 | (2) | TechTarget, Inc. | 94,684 | 0.0 | ||||||||||
13,648 | (2) | TeleNav, Inc. | 75,064 | 0.0 | ||||||||||
7,471 | TeleTech Holdings, Inc. | 300,708 | 0.0 | |||||||||||
52,505 | TiVo Corp. | 819,078 | 0.1 | |||||||||||
10,522 | (1),(2) | Trade Desk, Inc./The | 481,171 | 0.1 | ||||||||||
56,594 | Travelport Worldwide Ltd. | 739,684 | 0.1 | |||||||||||
28,365 | (1),(2) | TrueCar, Inc. | 317,688 | 0.0 | ||||||||||
41,849 | (2) | TTM Technologies, Inc. | 655,774 | 0.1 | ||||||||||
4,174 | (1),(2) | Tucows, Inc. | 292,389 | 0.0 | ||||||||||
27,649 | (1),(2) | Twilio, Inc. | 652,516 | 0.1 | ||||||||||
10,216 | (1),(2) | Ubiquiti Networks, Inc. | 725,540 | 0.1 | ||||||||||
14,681 | (2) | Ultra Clean Holdings, Inc. | 338,984 | 0.0 | ||||||||||
25,106 | (1),(2) | Unisys Corp. | 204,614 | 0.0 | ||||||||||
3,907 | (2) | Upland Software, Inc. | 84,626 | 0.0 | ||||||||||
17,184 | (2) | USA Technologies, Inc. | 167,544 | 0.0 | ||||||||||
8,416 | (2) | Varonis Systems, Inc. | 408,597 | 0.1 | ||||||||||
15,253 | (2) | VASCO Data Security International, Inc. | 212,017 | 0.0 | ||||||||||
21,585 | (2) | Veeco Instruments, Inc. | 320,537 | 0.0 | ||||||||||
48,642 | (2) | VeriFone Holdings, Inc. | 861,450 | 0.1 | ||||||||||
27,539 | (2) | Verint Systems, Inc. | 1,152,507 | 0.1 | ||||||||||
23,802 | (1),(2) | Viasat, Inc. | 1,781,580 | 0.2 | ||||||||||
101,283 | (2) | Viavi Solutions, Inc. | 885,213 | 0.1 | ||||||||||
24,728 | (1),(2) | VirnetX Holding Corp. | 91,494 | 0.0 | ||||||||||
12,541 | (2) | Virtusa Corp. | 552,807 | 0.1 | ||||||||||
58,363 | Vishay Intertechnology, Inc. | 1,211,032 | 0.1 | |||||||||||
6,432 | (2) | Vishay Precision Group, Inc. | 161,765 | 0.0 | ||||||||||
18,563 | (2) | Web.com Group, Inc. | 404,673 | 0.0 | ||||||||||
10,056 | (2) | Workiva, Inc. | 215,198 | 0.0 | ||||||||||
28,732 | (2) | Xcerra Corp. | 281,286 | 0.0 | ||||||||||
18,136 | (2) | XO Group, Inc. | 334,791 | 0.0 | ||||||||||
22,362 | Xperi Corp. | 545,633 | 0.1 | |||||||||||
35,405 | (2) | Yelp, Inc. | 1,485,594 | 0.2 | ||||||||||
7,720 | (2) | Yext, Inc. | 92,872 | 0.0 | ||||||||||
44,032 | (2) | Zendesk, Inc. | 1,490,043 | 0.2 | ||||||||||
36,862 | (2) | Zix Corp. | 161,456 | 0.0 | ||||||||||
156,741,049 | 16.5 | |||||||||||||
Materials: 4.5% | ||||||||||||||
13,742 | A Schulman, Inc. | 511,889 | 0.1 | |||||||||||
9,298 | (1) | Advanced Emissions Solutions, Inc. | 89,819 | 0.0 | ||||||||||
13,910 | (2) | AdvanSix, Inc. | 585,194 | 0.1 | ||||||||||
12,729 | (2) | AgroFresh Solutions, Inc. | 94,194 | 0.0 | ||||||||||
142,854 | (1),(2) | AK Steel Holding Corp. | 808,554 | 0.1 | ||||||||||
55,962 | (2) | Allegheny Technologies, Inc. | 1,350,923 | 0.1 | ||||||||||
14,753 | American Vanguard Corp. | 289,896 | 0.0 | |||||||||||
14,495 | Balchem Corp. | 1,168,297 | 0.1 | |||||||||||
17,856 | Boise Cascade Co. | 712,454 | 0.1 | |||||||||||
24,103 | Calgon Carbon Corp. | 513,394 | 0.1 | |||||||||||
20,413 | Carpenter Technology Corp. | 1,040,859 | 0.1 | |||||||||||
22,074 | (2) | Century Aluminum Co. | 433,533 | 0.0 | ||||||||||
3,496 | Chase Corp. | 421,268 | 0.0 | |||||||||||
7,832 | (2) | Clearwater Paper Corp. | 355,573 | 0.0 | ||||||||||
132,319 | (2) | Cleveland-Cliffs, Inc. | 954,020 | 0.1 | ||||||||||
18,236 | (2) | Codexis, Inc. | 152,271 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
82,115 | (2) | Coeur Mining, Inc. | 615,862 | 0.1 | ||||||||||
50,552 | Commercial Metals Co. | 1,077,769 | 0.1 | |||||||||||
15,083 | (1) | Compass Minerals International, Inc. | 1,089,747 | 0.1 | ||||||||||
5,458 | Deltic Timber Corp. | 499,680 | 0.1 | |||||||||||
37,728 | (2) | Ferro Corp. | 890,003 | 0.1 | ||||||||||
26,828 | (2) | Flotek Industries, Inc. | 125,018 | 0.0 | ||||||||||
9,639 | (1),(2) | Forterra, Inc. | 106,993 | 0.0 | ||||||||||
7,790 | FutureFuel Corp. | 109,761 | 0.0 | |||||||||||
32,447 | (2) | GCP Applied Technologies, Inc. | 1,035,059 | 0.1 | ||||||||||
24,632 | Gold Resource Corp. | 108,381 | 0.0 | |||||||||||
2,532 | Greif, Inc. | 175,594 | 0.0 | |||||||||||
10,992 | Greif, Inc. - Class A | 665,895 | 0.1 | |||||||||||
6,464 | Hawkins, Inc. | 227,533 | 0.0 | |||||||||||
7,016 | Haynes International, Inc. | 224,863 | 0.0 | |||||||||||
22,246 | HB Fuller Co. | 1,198,392 | 0.1 | |||||||||||
179,998 | Hecla Mining Co. | 714,592 | 0.1 | |||||||||||
19,406 | (2) | Ingevity Corp. | 1,367,541 | 0.1 | ||||||||||
9,396 | Innophos Holdings, Inc. | 439,075 | 0.1 | |||||||||||
10,868 | Innospec, Inc. | 767,281 | 0.1 | |||||||||||
42,350 | (2) | Intrepid Potash, Inc. | 201,586 | 0.0 | ||||||||||
7,407 | Kaiser Aluminum Corp. | 791,438 | 0.1 | |||||||||||
38,659 | KapStone Paper and Packaging Corp. | 877,173 | 0.1 | |||||||||||
82,110 | (2) | Klondex Mines Ltd. | 214,307 | 0.0 | ||||||||||
4,913 | KMG Chemicals, Inc. | 324,651 | 0.0 | |||||||||||
9,939 | (2) | Koppers Holdings, Inc. | 505,895 | 0.1 | ||||||||||
14,046 | (2) | Kraton Corp. | 676,596 | 0.1 | ||||||||||
9,700 | Kronos Worldwide, Inc. | 249,969 | 0.0 | |||||||||||
65,551 | (2) | Louisiana-Pacific Corp. | 1,721,369 | 0.2 | ||||||||||
11,109 | (2) | LSB Industries, Inc. | 97,315 | 0.0 | ||||||||||
9,489 | Materion Corp. | 461,165 | 0.1 | |||||||||||
15,640 | Minerals Technologies, Inc. | 1,076,814 | 0.1 | |||||||||||
12,991 | Myers Industries, Inc. | 253,324 | 0.0 | |||||||||||
7,402 | Neenah Paper, Inc. | 670,991 | 0.1 | |||||||||||
5,071 | Olympic Steel, Inc. | 108,976 | 0.0 | |||||||||||
23,833 | (2) | Omnova Solutions, Inc. | 238,330 | 0.0 | ||||||||||
20,495 | PH Glatfelter Co. | 439,413 | 0.1 | |||||||||||
36,961 | PolyOne Corp. | 1,607,803 | 0.2 | |||||||||||
5,967 | Quaker Chemical Corp. | 899,764 | 0.1 | |||||||||||
20,250 | Rayonier Advanced Materials, Inc. | 414,112 | 0.0 | |||||||||||
7,499 | (2) | Ryerson Holding Corp. | 77,990 | 0.0 | ||||||||||
12,408 | Schnitzer Steel Industries, Inc. | 415,668 | 0.0 | |||||||||||
14,122 | Schweitzer-Mauduit International, Inc. | 640,574 | 0.1 | |||||||||||
19,533 | Sensient Technologies Corp. | 1,428,839 | 0.2 | |||||||||||
8,778 | Stepan Co. | 693,199 | 0.1 | |||||||||||
49,750 | (2) | Summit Materials, Inc. | 1,564,140 | 0.2 | ||||||||||
30,222 | (2) | SunCoke Energy, Inc. | 362,362 | 0.0 | ||||||||||
19,195 | (2) | TimkenSteel Corp. | 291,572 | 0.0 | ||||||||||
13,104 | Tredegar Corp. | 251,597 | 0.0 | |||||||||||
19,801 | Trinseo SA | 1,437,553 | 0.2 | |||||||||||
39,433 | Tronox Ltd. - CL A | 808,771 | 0.1 | |||||||||||
7,324 | (2) | US Concrete, Inc. | 612,653 | 0.1 | ||||||||||
15,711 | Valhi, Inc. | 96,937 | 0.0 | |||||||||||
16,150 | (2) | Verso Corp. | 283,755 | 0.0 | ||||||||||
12,440 | (1) | Warrior Met Coal, Inc. | 312,866 | 0.0 | ||||||||||
19,694 | Worthington Industries, Inc. | 867,718 | 0.1 | |||||||||||
42,898,362 | 4.5 |
Real Estate: 6.7% | ||||||||||||||
37,878 | Acadia Realty Trust | 1,036,342 | 0.1 | |||||||||||
11,781 | Agree Realty Corp. | 606,015 | 0.1 | |||||||||||
21,128 | Alexander & Baldwin, Inc. | 586,091 | 0.1 | |||||||||||
1,205 | Alexander's, Inc. | 476,999 | 0.1 | |||||||||||
5,393 | (1),(2) | Altisource Portfolio Solutions SA | 151,004 | 0.0 | ||||||||||
26,731 | Altisource Residential Corp. | 317,030 | 0.0 | |||||||||||
19,481 | American Assets Trust, Inc. | 744,953 | 0.1 | |||||||||||
18,337 | Armada Hoffler Properties, Inc. | 284,774 | 0.0 | |||||||||||
17,628 | Ashford Hospitality Prime, Inc. | 171,520 | 0.0 | |||||||||||
39,960 | Ashford Hospitality Trust, Inc. | 268,931 | 0.0 | |||||||||||
9,480 | Bluerock Residential Growth REIT, Inc. | 95,843 | 0.0 | |||||||||||
33,145 | CareTrust REIT, Inc. | 555,510 | 0.1 | |||||||||||
20,125 | CatchMark Timber Trust, Inc. | 264,241 | 0.0 | |||||||||||
73,823 | (1) | CBL & Associates Properties, Inc. | 417,838 | 0.1 | ||||||||||
55,599 | Cedar Realty Trust, Inc. | 338,042 | 0.0 | |||||||||||
19,471 | Chatham Lodging Trust | 443,160 | 0.1 | |||||||||||
28,214 | Chesapeake Lodging Trust | 764,317 | 0.1 | |||||||||||
15,262 | City Office REIT, Inc. | 198,559 | 0.0 | |||||||||||
9,828 | Community Healthcare Trust, Inc. | 276,167 | 0.0 | |||||||||||
3,524 | Consolidated-Tomoka Land Co. | 223,774 | 0.0 | |||||||||||
6,876 | CorEnergy Infrastructure Trust, Inc. | 262,663 | 0.0 | |||||||||||
185,896 | Cousins Properties, Inc. | 1,719,538 | 0.2 | |||||||||||
88,180 | DiamondRock Hospitality Co. | 995,552 | 0.1 | |||||||||||
17,781 | Easterly Government Properties, Inc. | 379,447 | 0.0 | |||||||||||
14,952 | EastGroup Properties, Inc. | 1,321,458 | 0.1 | |||||||||||
32,418 | Education Realty Trust, Inc. | 1,132,037 | 0.1 | |||||||||||
53,184 | First Industrial Realty Trust, Inc. | 1,673,700 | 0.2 | |||||||||||
4,877 | (2) | Forestar Group, Inc. | 107,294 | 0.0 | ||||||||||
29,664 | Four Corners Property Trust, Inc. | 762,365 | 0.1 | |||||||||||
50,561 | Franklin Street Properties Corp. | 543,025 | 0.1 | |||||||||||
2,381 | (2) | FRP Holdings, Inc. | 105,359 | 0.0 | ||||||||||
54,986 | Geo Group, Inc./The | 1,297,670 | 0.1 | |||||||||||
18,043 | Getty Realty Corp. | 490,048 | 0.1 | |||||||||||
14,447 | Gladstone Commercial Corp. | 304,254 | 0.0 | |||||||||||
28,629 | Global Net Lease, Inc. | 589,185 | 0.1 | |||||||||||
42,771 | Government Properties Income Trust | 792,974 | 0.1 | |||||||||||
67,579 | Gramercy Property Trust | 1,801,656 | 0.2 | |||||||||||
53,558 | Healthcare Realty Trust, Inc. | 1,720,283 | 0.2 | |||||||||||
20,252 | Hersha Hospitality Trust | 352,385 | 0.0 | |||||||||||
17,429 | HFF, Inc. | 847,747 | 0.1 | |||||||||||
29,178 | Independence Realty Trust, Inc. | 294,406 | 0.0 | |||||||||||
18,977 | (2) | InfraREIT, Inc. | 352,593 | 0.0 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
70,089 | (1) | Investors Real Estate Trust | 398,105 | 0.0 | ||||||||||
34,648 | (2) | iStar, Inc. | 391,522 | 0.0 | ||||||||||
54,938 | Kennedy-Wilson Holdings, Inc. | 953,174 | 0.1 | |||||||||||
36,353 | Kite Realty Group Trust | 712,519 | 0.1 | |||||||||||
49,710 | LaSalle Hotel Properties | 1,395,360 | 0.2 | |||||||||||
96,740 | Lexington Realty Trust | 933,541 | 0.1 | |||||||||||
17,803 | LTC Properties, Inc. | 775,321 | 0.1 | |||||||||||
41,462 | Mack-Cali Realty Corp. | 893,921 | 0.1 | |||||||||||
7,376 | (2) | Marcus & Millichap, Inc. | 240,531 | 0.0 | ||||||||||
31,169 | Monmouth Real Estate Investment Corp. | 554,808 | 0.1 | |||||||||||
18,170 | National Health Investors, Inc. | 1,369,655 | 0.2 | |||||||||||
20,425 | National Storage Affiliates Trust | 556,785 | 0.1 | |||||||||||
36,058 | New Senior Investment Group, Inc. | 272,598 | 0.0 | |||||||||||
8,101 | NexPoint Residential Trust, Inc. | 226,342 | 0.0 | |||||||||||
27,943 | NorthStar Realty Europe Corp. | 375,274 | 0.0 | |||||||||||
10,366 | One Liberty Properties, Inc. | 268,687 | 0.0 | |||||||||||
31,544 | (1) | Pebblebrook Hotel Trust | 1,172,490 | 0.1 | ||||||||||
31,551 | (1) | Pennsylvania Real Estate Investment Trust | 375,141 | 0.0 | ||||||||||
72,904 | Physicians Realty Trust | 1,311,543 | 0.1 | |||||||||||
18,140 | Potlatch Corp. | 905,186 | 0.1 | |||||||||||
15,407 | Preferred Apartment Communities, Inc. | 311,992 | 0.0 | |||||||||||
9,038 | PS Business Parks, Inc. | 1,130,563 | 0.1 | |||||||||||
21,843 | QTS Realty Trust, Inc. | 1,183,017 | 0.1 | |||||||||||
43,459 | (2) | Quality Care Properties, Inc. | 600,169 | 0.1 | ||||||||||
65,583 | RAIT Financial Trust | 24,594 | 0.0 | |||||||||||
31,768 | Ramco-Gershenson Properties | 467,943 | 0.1 | |||||||||||
8,123 | RE/MAX Holdings, Inc. | 393,965 | 0.0 | |||||||||||
4,257 | (1),(2) | Redfin Corp. | 133,329 | 0.0 | ||||||||||
50,221 | Retail Opportunity Investments Corp. | 1,001,909 | 0.1 | |||||||||||
31,091 | Rexford Industrial Realty, Inc. | 906,614 | 0.1 | |||||||||||
76,370 | RLJ Lodging Trust | 1,677,849 | 0.2 | |||||||||||
3,871 | RMR Group, Inc. | 229,550 | 0.0 | |||||||||||
19,624 | Ryman Hospitality Properties | 1,354,448 | 0.2 | |||||||||||
78,143 | Sabra Healthcare REIT, Inc. | 1,466,744 | 0.2 | |||||||||||
4,123 | Saul Centers, Inc. | 254,595 | 0.0 | |||||||||||
27,590 | Select Income REIT | 693,337 | 0.1 | |||||||||||
11,486 | (1) | Seritage Growth Properties | 464,724 | 0.1 | ||||||||||
23,365 | (1),(2) | St. Joe Co. | 421,738 | 0.1 | ||||||||||
41,182 | STAG Industrial, Inc. | 1,125,504 | 0.1 | |||||||||||
2,652 | Stratus Properties, Inc. | 78,764 | 0.0 | |||||||||||
45,642 | Summit Hotel Properties, Inc. | 695,128 | 0.1 | |||||||||||
100,273 | Sunstone Hotel Investors, Inc. | 1,657,513 | 0.2 | |||||||||||
11,532 | (2) | Tejon Ranch Co. | 239,404 | 0.0 | ||||||||||
24,746 | Terreno Realty Corp. | 867,595 | 0.1 | |||||||||||
23,063 | Tier REIT, Inc. | 470,255 | 0.1 | |||||||||||
13,691 | (1),(2) | Trinity Place Holdings, Inc. | 95,152 | 0.0 |
17,252 | UMH Properties, Inc. | 257,055 | 0.0 | |||||||||||
6,588 | Universal Health Realty Income Trust | 494,825 | 0.1 | |||||||||||
43,365 | Urban Edge Properties | 1,105,374 | 0.1 | |||||||||||
16,046 | Urstadt Biddle Properties, Inc. | 348,840 | 0.0 | |||||||||||
81,986 | Washington Prime Group, Inc. | 583,740 | 0.1 | |||||||||||
34,077 | Washington Real Estate Investment Trust | 1,060,476 | 0.1 | |||||||||||
18,495 | (1) | Whitestone REIT | 266,513 | 0.0 | ||||||||||
47,606 | Xenia Hotels & Resorts, Inc. | 1,027,814 | 0.1 | |||||||||||
63,240,284 | 6.7 | |||||||||||||
Telecommunication Services: 0.8% | ||||||||||||||
4,766 | ATN International, Inc. | 263,369 | 0.0 | |||||||||||
16,953 | (2) | Boingo Wireless, Inc. | 381,442 | 0.1 | ||||||||||
21,330 | (2) | Cincinnati Bell, Inc. | 444,730 | 0.1 | ||||||||||
19,245 | Cogent Communications Holdings, Inc. | 871,798 | 0.1 | |||||||||||
31,145 | Consolidated Communications Holdings, Inc. | 379,658 | 0.0 | |||||||||||
35,278 | (1) | Frontier Communications Corp. | 238,479 | 0.0 | ||||||||||
12,588 | (2) | General Communication, Inc. | 491,184 | 0.1 | ||||||||||
238,779 | (2) | Globalstar, Inc. | 312,800 | 0.0 | ||||||||||
7,302 | IDT Corp. | 77,401 | 0.0 | |||||||||||
18,750 | (1),(2) | Intelsat SA | 63,563 | 0.0 | ||||||||||
39,493 | (1),(2) | Iridium Communications, Inc. | 466,017 | 0.1 | ||||||||||
8,192 | (2) | Ooma, Inc. | 97,894 | 0.0 | ||||||||||
28,144 | (1),(2) | Orbcomm, Inc. | 286,506 | 0.0 | ||||||||||
5,015 | (1),(2) | pdvWireless, Inc. | 160,982 | 0.0 | ||||||||||
21,682 | Shenandoah Telecommunications Co. | 732,852 | 0.1 | |||||||||||
10,326 | Spok Holdings, Inc. | 161,602 | 0.0 | |||||||||||
4,469 | (2) | Straight Path Communications, Inc. | 812,420 | 0.1 | ||||||||||
88,924 | (2) | Vonage Holdings Corp. | 904,357 | 0.1 | ||||||||||
88,209 | (1) | Windstream Holdings, Inc. | 163,187 | 0.0 | ||||||||||
7,310,241 | 0.8 | |||||||||||||
Utilities: 3.5% | ||||||||||||||
22,735 | Allete, Inc. | 1,690,575 | 0.2 | |||||||||||
17,281 | American States Water Co. | 1,000,743 | 0.1 | |||||||||||
5,585 | (1),(2) | AquaVenture Holdings Ltd. | 86,679 | 0.0 | ||||||||||
2,723 | Artesian Resources Corp. | 104,999 | 0.0 | |||||||||||
75,284 | (2) | Atlantic Power Corp. | 176,918 | 0.0 | ||||||||||
29,203 | Avista Corp. | 1,503,663 | 0.2 | |||||||||||
24,217 | Black Hills Corp. | 1,455,684 | 0.2 | |||||||||||
9,351 | (1),(2) | Cadiz, Inc. | 133,252 | 0.0 | ||||||||||
22,464 | California Water Service Group | 1,018,742 | 0.1 | |||||||||||
7,985 | Chesapeake Utilities Corp. | 627,222 | 0.1 | |||||||||||
6,003 | Connecticut Water Service, Inc. | 344,632 | 0.0 | |||||||||||
49,631 | (2) | Dynegy, Inc. | 588,127 | 0.1 | ||||||||||
19,721 | El Paso Electric Co. | 1,091,557 | 0.1 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
5,223 | (2) | Evoqua Water Technologies Corp. | 123,837 | 0.0 | ||||||||||
10,831 | Genie Energy Ltd. | 47,223 | 0.0 | |||||||||||
22,452 | Idacorp, Inc. | 2,051,215 | 0.2 | |||||||||||
16,581 | MGE Energy, Inc. | 1,046,261 | 0.1 | |||||||||||
8,397 | Middlesex Water Co. | 335,124 | 0.0 | |||||||||||
39,111 | New Jersey Resources Corp. | 1,572,262 | 0.2 | |||||||||||
12,603 | Northwest Natural Gas Co. | 751,769 | 0.1 | |||||||||||
21,316 | NorthWestern Corp. | 1,272,565 | 0.1 | |||||||||||
17,552 | NRG Yield, Inc. - Class A | 330,855 | 0.0 | |||||||||||
27,987 | NRG Yield, Inc. - Class C | 528,954 | 0.1 | |||||||||||
23,497 | ONE Gas, Inc. | 1,721,390 | 0.2 | |||||||||||
17,824 | Ormat Technologies, Inc. | 1,140,023 | 0.1 | |||||||||||
19,098 | Otter Tail Corp. | 848,906 | 0.1 | |||||||||||
30,400 | Pattern Energy Group, Inc. | 653,296 | 0.1 | |||||||||||
35,617 | PNM Resources, Inc. | 1,440,708 | 0.1 | |||||||||||
39,087 | Portland General Electric Co. | 1,781,586 | 0.2 | |||||||||||
8,431 | SJW Group | 538,151 | 0.1 | |||||||||||
35,971 | South Jersey Industries, Inc. | 1,123,374 | 0.1 | |||||||||||
21,407 | Southwest Gas Holdings, Inc. | 1,722,835 | 0.2 | |||||||||||
6,376 | (1) | Spark Energy, Inc. | 79,062 | 0.0 | ||||||||||
21,719 | Spire, Inc. | 1,632,183 | 0.2 | |||||||||||
15,317 | (1) | TerraForm Power, Inc. | 183,191 | 0.0 | ||||||||||
7,698 | Unitil Corp. | 351,183 | 0.0 | |||||||||||
23,015 | WGL Holdings, Inc. | 1,975,608 | 0.2 | |||||||||||
8,252 | (1) | York Water Co. | 279,743 | 0.0 | ||||||||||
33,354,097 | 3.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $593,611,696) | 943,261,041 | 99.3 |
RIGHTS: 0.0% | ||||||||||||||
Consumer Discretionary: 0.0% | ||||||||||||||
46,399 | (2),(3) | Media General, Inc. - CVR | 14,384 | 0.0 | ||||||||||
Health Care: 0.0% | ||||||||||||||
12,980 | (2),(3) | Clinical Data, Inc. | – | – | ||||||||||
64,411 | (2),(3) | Dyax, Corp. – CVR | 71,496 | 0.0 | ||||||||||
71,496 | 0.0 | |||||||||||||
Total Rights | ||||||||||||||
(Cost $9,198) | 85,880 | 0.0 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $593,620,894) | 943,346,921 | 99.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 7.9% | ||||||||||||||
Securities Lending Collateral(4): 7.1% | ||||||||||||||
9,737,331 | Barclays Capital, Inc., Repurchase Agreement dated 12/29/17, 1.37%, due 01/02/18 (Repurchase Amount $9,738,793, collateralized by various U.S. Government Securities, 0.000%-2.250%, Market Value plus accrued interest $9,932,078, due 05/15/20-08/15/47) | 9,737,331 | 1.0 | |||||||||||
16,149,170 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $16,151,665, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $16,472,153, due 01/31/18-06/20/63) | 16,149,170 | 1.7 | |||||||||||
9,809,008 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $9,810,545, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $10,005,188, due 01/11/18-12/01/51) | 9,809,008 | 1.0 | |||||||||||
16,149,170 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $16,151,718, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $16,472,154, due 02/15/43-02/15/44) | 16,149,170 | 1.7 |
See Accompanying Notes to Financial Statements
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (CONTINUED) |
16,149,170 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $16,152,055, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,597,626, due 01/15/19-02/15/46) | 16,149,170 | 1.7 | |||||||||||
67,993,849 | 7.1 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.8% | ||||||||||||||
7,291,000 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $7,291,000) | 7,291,000 | 0.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $75,284,849) | 75,284,849 | 7.9 | ||||||||||||
Total Investments in Securities (Cost $668,905,743) | $ | 1,018,631,770 | 107.2 | |||||||||||
Liabilities in Excess of Other Assets | (68,122,793 | ) | (7.2 | ) | ||||||||||
Net Assets | $ | 950,508,977 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 29.4% | ||||||||||||||
Basic Materials: 0.8% | ||||||||||||||
1,000,000 | Agrium, Inc., 3.150%, 10/01/22 | 1,012,215 | 0.0 | |||||||||||
500,000 | Airgas, Inc., 2.900%, 11/15/22 | 501,410 | 0.0 | |||||||||||
800,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/39 | 1,000,528 | 0.0 | |||||||||||
500,000 | Cabot Corp., 2.550%, 01/15/18 | 500,070 | 0.0 | |||||||||||
800,000 | Cabot Corp., 3.700%, 07/15/22 | 814,226 | 0.0 | |||||||||||
1,782,000 | Dow Chemical Co., 8.550%, 05/15/19 | 1,930,695 | 0.1 | |||||||||||
500,000 | Dow Chemical Co/The, 4.250%, 10/01/34 | 526,729 | 0.0 | |||||||||||
68,000 | Eastman Chemical Co., 4.500%, 01/15/21 | 71,289 | 0.0 | |||||||||||
400,000 | Eastman Chemical Co., 4.650%, 10/15/44 | 437,656 | 0.0 | |||||||||||
2,279,000 | EI Du Pont de Nemours & Co., 6.000%, 07/15/18 | 2,327,434 | 0.1 | |||||||||||
250,000 | Goldcorp, Inc., 3.625%, 06/09/21 | 255,665 | 0.0 | |||||||||||
1,500,000 | International Paper Co., 3.000%, 02/15/27 | 1,456,771 | 0.1 | |||||||||||
400,000 | International Paper Co., 3.650%, 06/15/24 | 413,723 | 0.0 | |||||||||||
750,000 | International Paper Co., 3.800%, 01/15/26 | 778,153 | 0.0 | |||||||||||
500,000 | LYB International Finance BV, 4.000%, 07/15/23 | 523,962 | 0.0 | |||||||||||
250,000 | Monsanto Co., 2.125%, 07/15/19 | 249,188 | 0.0 | |||||||||||
1,000,000 | Monsanto Co., 2.200%, 07/15/22 | 969,173 | 0.0 | |||||||||||
400,000 | Monsanto Co., 2.750%, 07/15/21 | 402,085 | 0.0 | |||||||||||
1,000,000 | Monsanto Co., 3.600%, 07/15/42 | 919,028 | 0.0 | |||||||||||
500,000 | Monsanto Co., 3.950%, 04/15/45 | 490,819 | 0.0 | |||||||||||
250,000 | Monsanto Co., 4.200%, 07/15/34 | 261,177 | 0.0 | |||||||||||
1,000,000 | Mosaic Co/The, 4.250%, 11/15/23 | 1,036,648 | 0.1 | |||||||||||
250,000 | Mosaic Co/The, 5.450%, 11/15/33 | 272,824 | 0.0 | |||||||||||
1,000,000 | Potash Corp. of Saskatchewan, Inc., 5.625%, 12/01/40 | 1,209,280 | 0.1 | |||||||||||
1,000,000 | Praxair, Inc., 2.200%, 08/15/22 | 985,465 | 0.0 | |||||||||||
500,000 | Rio Tinto Finance USA Ltd., 3.750%, 06/15/25 | 524,492 | 0.0 | |||||||||||
750,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/28 | 991,555 | 0.0 | |||||||||||
1,000,000 | Sherwin-Williams Co/The, 3.450%, 06/01/27 | 1,017,691 | 0.1 | |||||||||||
2,000,000 | Southern Copper Corp., 5.375%, 04/16/20 | 2,131,369 | 0.1 |
250,000 | Southern Copper Corp., 5.875%, 04/23/45 | 302,828 | 0.0 | |||||||||||
350,000 | Southern Copper Corp., 6.750%, 04/16/40 | 456,138 | 0.0 | |||||||||||
1,955,000 | Vale Overseas Ltd., 6.875%, 11/21/36 | 2,404,650 | 0.1 | |||||||||||
27,174,936 | 0.8 | |||||||||||||
Communications: 2.9% | ||||||||||||||
250,000 | 21st Century Fox America, Inc., 4.750%, 09/15/44 | 286,851 | 0.0 | |||||||||||
2,050,000 | 21st Century Fox America, Inc., 6.150%, 03/01/37 | 2,691,194 | 0.1 | |||||||||||
1,000,000 | Alibaba Group Holding Ltd, 2.800%, 06/06/23 | 997,748 | 0.0 | |||||||||||
1,000,000 | Alibaba Group Holding Ltd, 3.400%, 12/06/27 | 1,000,695 | 0.0 | |||||||||||
300,000 | Amazon.com, Inc., 2.500%, 11/29/22 | 300,148 | 0.0 | |||||||||||
4,000,000 | America Movil SAB de CV, 5.000%, 03/30/20 | 4,219,875 | 0.1 | |||||||||||
500,000 | AT&T, Inc., 1.750%, 01/15/18 | 499,863 | 0.0 | |||||||||||
500,000 | AT&T, Inc., 3.200%, 03/01/22 | 505,817 | 0.0 | |||||||||||
2,500,000 | AT&T, Inc., 3.400%, 08/14/24 | 2,515,899 | 0.1 | |||||||||||
500,000 | AT&T, Inc., 3.800%, 03/01/24 | 512,634 | 0.0 | |||||||||||
3,500,000 | AT&T, Inc., 3.900%, 08/14/27 | 3,529,245 | 0.1 | |||||||||||
1,014,000 | (1) | AT&T, Inc., 4.100%, 02/15/28 | 1,019,103 | 0.0 | ||||||||||
1,000,000 | AT&T, Inc., 4.250%, 03/01/27 | 1,021,022 | 0.0 | |||||||||||
2,000,000 | AT&T, Inc., 4.500%, 05/15/35 | 1,992,753 | 0.1 | |||||||||||
1,260,000 | AT&T, Inc., 4.500%, 03/09/48 | 1,184,264 | 0.1 | |||||||||||
1,500,000 | AT&T, Inc., 4.750%, 05/15/46 | 1,471,455 | 0.1 | |||||||||||
2,500,000 | AT&T, Inc., 4.900%, 08/14/37 | 2,542,804 | 0.1 | |||||||||||
500,000 | AT&T, Inc., 5.450%, 03/01/47 | 535,936 | 0.0 | |||||||||||
250,000 | AT&T, Inc., 5.650%, 02/15/47 | 274,389 | 0.0 | |||||||||||
1,620,000 | AT&T, Inc., 6.000%, 08/15/40 | 1,837,936 | 0.1 | |||||||||||
500,000 | British Telecommunications PLC, 2.350%, 02/14/19 | 500,631 | 0.0 | |||||||||||
300,000 | CBS Corp., 2.300%, 08/15/19 | 299,878 | 0.0 | |||||||||||
300,000 | CBS Corp., 3.700%, 08/15/24 | 309,067 | 0.0 | |||||||||||
250,000 | CBS Corp., 4.000%, 01/15/26 | 255,859 | 0.0 | |||||||||||
2,000,000 | CBS Corp., 4.300%, 02/15/21 | 2,091,053 | 0.1 | |||||||||||
250,000 | CBS Corp., 4.600%, 01/15/45 | 255,666 | 0.0 | |||||||||||
300,000 | CBS Corp., 4.900%, 08/15/44 | 316,205 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/22 | 522,130 | 0.0 | |||||||||||
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/25 | 532,290 | 0.0 | |||||||||||
1,000,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/45 | 1,169,055 | 0.1 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.125%, 03/01/19 | 1,001,221 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.200%, 02/28/21 | 997,188 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 2.900%, 03/04/21 | 1,018,592 | 0.0 | |||||||||||
1,000,000 | Cisco Systems, Inc., 3.625%, 03/04/24 | 1,054,140 | 0.0 | |||||||||||
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/40 | 1,987,431 | 0.1 | |||||||||||
750,000 | Comcast Cable Communications Holdings, Inc., 9.455%, 11/15/22 | 980,411 | 0.0 | |||||||||||
750,000 | Comcast Corp., 3.000%, 02/01/24 | 755,425 | 0.0 | |||||||||||
500,000 | Comcast Corp., 3.375%, 02/15/25 | 513,724 | 0.0 | |||||||||||
1,250,000 | Comcast Corp., 3.600%, 03/01/24 | 1,303,941 | 0.1 | |||||||||||
724,000 | (1) | Comcast Corp., 3.969%, 11/01/47 | 749,194 | 0.0 | ||||||||||
750,000 | Comcast Corp., 4.200%, 08/15/34 | 802,260 | 0.0 | |||||||||||
750,000 | Comcast Corp., 4.250%, 01/15/33 | 818,342 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.500%, 01/15/43 | 1,106,580 | 0.0 | |||||||||||
1,000,000 | Comcast Corp., 4.600%, 08/15/45 | 1,123,370 | 0.1 | |||||||||||
335,000 | Comcast Corp., 6.500%, 11/15/35 | 453,399 | 0.0 | |||||||||||
1,500,000 | Deutsche Telekom International Finance BV, 8.750%, 06/15/30 | 2,223,430 | 0.1 | |||||||||||
750,000 | Discovery Communications LLC, 3.250%, 04/01/23 | 748,739 | 0.0 | |||||||||||
1,800,000 | Discovery Communications LLC, 4.375%, 06/15/21 | 1,884,464 | 0.1 | |||||||||||
300,000 | eBay, Inc., 2.875%, 08/01/21 | 303,193 | 0.0 | |||||||||||
300,000 | eBay, Inc., 3.450%, 08/01/24 | 305,259 | 0.0 | |||||||||||
1,500,000 | Expedia, Inc., 5.950%, 08/15/20 | 1,614,708 | 0.1 | |||||||||||
1,000,000 | Expedia, Inc., 7.456%, 08/15/18 | 1,031,488 | 0.0 | |||||||||||
300,000 | Juniper Networks, Inc., 3.125%, 02/26/19 | 302,413 | 0.0 | |||||||||||
500,000 | Juniper Networks, Inc., 4.500%, 03/15/24 | 520,888 | 0.0 |
300,000 | Motorola Solutions, Inc., 3.500%, 09/01/21 | 304,747 | 0.0 | |||||||||||
100,000 | Motorola Solutions, Inc., 4.000%, 09/01/24 | 102,694 | 0.0 | |||||||||||
1,500,000 | (1) | NBCUniversal Enterprise, Inc., 1.974%, 04/15/19 | 1,497,479 | 0.1 | ||||||||||
500,000 | NBCUniversal Media LLC, 2.875%, 01/15/23 | 505,354 | 0.0 | |||||||||||
500,000 | NBCUniversal Media, LLC, 4.450%, 01/15/43 | 546,406 | 0.0 | |||||||||||
1,500,000 | Omnicom Group, Inc., 3.625%, 05/01/22 | 1,549,896 | 0.1 | |||||||||||
250,000 | Orange SA, 2.750%, 02/06/19 | 251,449 | 0.0 | |||||||||||
500,000 | Orange SA, 5.500%, 02/06/44 | 615,544 | 0.0 | |||||||||||
1,500,000 | Qwest Corp., 6.750%, 12/01/21 | 1,618,901 | 0.1 | |||||||||||
250,000 | Rogers Communications, Inc., 5.000%, 03/15/44 | 289,582 | 0.0 | |||||||||||
500,000 | Scripps Networks Interactive, Inc., 3.500%, 06/15/22 | 505,478 | 0.0 | |||||||||||
250,000 | Scripps Networks Interactive, Inc., 3.900%, 11/15/24 | 254,654 | 0.0 | |||||||||||
750,000 | Telefonica Emisiones SAU, 3.192%, 04/27/18 | 752,723 | 0.0 | |||||||||||
500,000 | Telefonica Emisiones SAU, 4.103%, 03/08/27 | 517,491 | 0.0 | |||||||||||
700,000 | Telefonica Emisiones SAU, 5.134%, 04/27/20 | 741,390 | 0.0 | |||||||||||
2,000,000 | Telefonica Emisiones SAU, 5.462%, 02/16/21 | 2,164,792 | 0.1 | |||||||||||
750,000 | Time Warner Cable LLC, 4.125%, 02/15/21 | 772,794 | 0.0 | |||||||||||
1,000,000 | Time Warner Cable LLC, 4.500%, 09/15/42 | 940,859 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 2.100%, 06/01/19 | 499,160 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 3.550%, 06/01/24 | 506,087 | 0.0 | |||||||||||
500,000 | Time Warner, Inc., 4.650%, 06/01/44 | 509,946 | 0.0 | |||||||||||
1,500,000 | Time Warner, Inc., 4.875%, 03/15/20 | 1,579,116 | 0.1 | |||||||||||
400,000 | Time Warner, Inc., 5.350%, 12/15/43 | 442,397 | 0.0 | |||||||||||
1,925,000 | Time Warner, Inc., 6.500%, 11/15/36 | 2,418,204 | 0.1 | |||||||||||
1,000,000 | Verizon Communications, Inc., 2.625%, 08/15/26 | 943,418 | 0.0 | |||||||||||
1,304,000 | Verizon Communications, Inc., 2.946%, 03/15/22 | 1,313,074 | 0.1 | |||||||||||
500,000 | Verizon Communications, Inc., 3.450%, 03/15/21 | 515,582 | 0.0 | |||||||||||
1,000,000 | Verizon Communications, Inc., 4.125%, 03/16/27 | 1,044,416 | 0.0 | |||||||||||
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/34 | 1,685,217 | 0.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
655,000 | Verizon Communications, Inc., 4.522%, 09/15/48 | 647,005 | 0.0 | |||||||||||
3,000,000 | Verizon Communications, Inc., 4.750%, 11/01/41 | 3,066,871 | 0.1 | |||||||||||
3,136,000 | Verizon Communications, Inc., 4.862%, 08/21/46 | 3,276,486 | 0.1 | |||||||||||
133,000 | Verizon Communications, Inc., 5.012%, 08/21/54 | 136,363 | 0.0 | |||||||||||
1,000,000 | Verizon Communications, Inc., 5.150%, 09/15/23 | 1,113,861 | 0.1 | |||||||||||
248,000 | Viacom, Inc., 3.875%, 04/01/24 | 247,725 | 0.0 | |||||||||||
500,000 | Vodafone Group PLC, 1.500%, 02/19/18 | 499,642 | 0.0 | |||||||||||
500,000 | Vodafone Group PLC, 2.950%, 02/19/23 | 502,573 | 0.0 | |||||||||||
1,000,000 | Vodafone Group PLC, 6.150%, 02/27/37 | 1,257,257 | 0.1 | |||||||||||
300,000 | Walt Disney Co/The, 2.350%, 12/01/22 | 298,165 | 0.0 | |||||||||||
400,000 | Walt Disney Co/The, 3.000%, 02/13/26 | 401,759 | 0.0 | |||||||||||
300,000 | Walt Disney Co/The, 4.125%, 06/01/44 | 324,496 | 0.0 | |||||||||||
1,000,000 | Walt Disney Co/The, 5.500%, 03/15/19 | 1,039,381 | 0.0 | |||||||||||
1,000,000 | WPP Finance 2010, 3.625%, 09/07/22 | 1,031,288 | 0.0 | |||||||||||
98,022,987 | 2.9 | |||||||||||||
Consumer, Cyclical: 2.0% | ||||||||||||||
237,000 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/29 | 236,306 | 0.0 | |||||||||||
972,386 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/30 | 953,707 | 0.0 | |||||||||||
750,000 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/30 | 768,900 | 0.0 | |||||||||||
1,000,000 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/31 | 1,011,930 | 0.1 | |||||||||||
500,000 | American Honda Finance Corp., 2.300%, 09/09/26 | 473,680 | 0.0 | |||||||||||
500,000 | AutoZone, Inc., 2.875%, 01/15/23 | 498,195 | 0.0 | |||||||||||
750,000 | AutoZone, Inc., 3.125%, 07/15/23 | 750,772 | 0.0 | |||||||||||
400,000 | Tapestry, Inc., 4.250%, 04/01/25 | 411,329 | 0.0 | |||||||||||
1,550,037 | Continental Airlines 2009-2 Class A Pass Through Trust, 7.250%, 11/10/19 | 1,672,683 | 0.1 | |||||||||||
300,000 | Costco Wholesale Corp., 1.700%, 12/15/19 | 298,124 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 2.250%, 12/05/18 | 250,370 | 0.0 |
250,000 | CVS Health Corp., 2.250%, 08/12/19 | 249,317 | 0.0 | |||||||||||
750,000 | CVS Health Corp., 2.750%, 12/01/22 | 739,551 | 0.0 | |||||||||||
500,000 | CVS Health Corp., 2.800%, 07/20/20 | 502,348 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 3.375%, 08/12/24 | 251,653 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 3.500%, 07/20/22 | 1,019,518 | 0.1 | |||||||||||
443,000 | CVS Health Corp., 3.875%, 07/20/25 | 456,848 | 0.0 | |||||||||||
250,000 | CVS Health Corp., 4.000%, 12/05/23 | 260,218 | 0.0 | |||||||||||
1,000,000 | CVS Health Corp., 5.125%, 07/20/45 | 1,149,534 | 0.1 | |||||||||||
200,000 | CVS Health Corp., 5.300%, 12/05/43 | 233,395 | 0.0 | |||||||||||
1,000,000 | (1) | Daimler Finance North America LLC, 2.300%, 02/12/21 | 991,872 | 0.0 | ||||||||||
500,000 | (1) | Daimler Finance North America LLC, 2.375%, 08/01/18 | 501,096 | 0.0 | ||||||||||
825,694 | Delta Air Lines 2007-1 Class A Pass Through Trust, 6.821%, 02/10/24 | 940,796 | 0.0 | |||||||||||
500,000 | Ford Motor Co., 4.346%, 12/08/26 | 522,095 | 0.0 | |||||||||||
300,000 | Ford Motor Co., 4.750%, 01/15/43 | 305,106 | 0.0 | |||||||||||
500,000 | Ford Motor Co., 7.450%, 07/16/31 | 654,890 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 2.021%, 05/03/19 | 497,854 | 0.0 | |||||||||||
2,250,000 | Ford Motor Credit Co. LLC, 2.375%, 01/16/18 | 2,250,296 | 0.1 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 2.943%, 01/08/19 | 503,244 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.096%, 05/04/23 | 497,668 | 0.0 | |||||||||||
500,000 | Ford Motor Credit Co. LLC, 3.200%, 01/15/21 | 507,319 | 0.0 | |||||||||||
250,000 | Ford Motor Credit Co. LLC, 4.134%, 08/04/25 | 258,913 | 0.0 | |||||||||||
750,000 | Ford Motor Credit Co. LLC, 4.250%, 09/20/22 | 787,180 | 0.0 | |||||||||||
1,000,000 | Ford Motor Credit Co. LLC, 4.375%, 08/06/23 | 1,054,150 | 0.1 | |||||||||||
1,300,000 | Ford Motor Credit Co., LLC, 5.875%, 08/02/21 | 1,428,556 | 0.1 | |||||||||||
750,000 | General Motors Co., 6.600%, 04/01/36 | 915,773 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.100%, 01/15/19 | 1,005,599 | 0.0 | |||||||||||
500,000 | General Motors Financial Co., Inc., 3.150%, 06/30/22 | 500,067 | 0.0 | |||||||||||
1,000,000 | General Motors Financial Co., Inc., 3.200%, 07/06/21 | 1,010,476 | 0.1 | |||||||||||
750,000 | General Motors Financial Co., Inc., 3.700%, 05/09/23 | 765,730 | 0.0 | |||||||||||
500,000 | General Motors Financial Co., Inc., 4.350%, 01/17/27 | 520,833 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
1,000,000 | General Motors Financial Co., Inc., 5.250%, 03/01/26 | 1,101,141 | 0.1 | |||||||||||
500,000 | Home Depot, Inc./The, 2.800%, 09/14/27 | 492,354 | 0.0 | |||||||||||
3,350,000 | Home Depot, Inc./The, 5.875%, 12/16/36 | 4,538,622 | 0.2 | |||||||||||
500,000 | Hyatt Hotels Corp., 3.375%, 07/15/23 | 511,456 | 0.0 | |||||||||||
500,000 | (1) | Hyundai Capital America, 2.400%, 10/30/18 | 499,616 | 0.0 | ||||||||||
1,000,000 | (1) | Hyundai Capital America, 2.875%, 08/09/18 | 1,002,226 | 0.0 | ||||||||||
500,000 | Kohl's Corp., 4.250%, 07/17/25 | 508,719 | 0.0 | |||||||||||
1,000,000 | Lowe's Cos, Inc., 3.100%, 05/03/27 | 1,004,429 | 0.0 | |||||||||||
600,000 | Lowe's Cos, Inc., 4.250%, 09/15/44 | 654,964 | 0.0 | |||||||||||
500,000 | Macys Retail Holdings, Inc., 2.875%, 02/15/23 | 469,860 | 0.0 | |||||||||||
532,000 | (2) | Macys Retail Holdings, Inc., 3.625%, 06/01/24 | 513,366 | 0.0 | ||||||||||
1,000,000 | Macys Retail Holdings, Inc., 3.875%, 01/15/22 | 1,007,091 | 0.1 | |||||||||||
500,000 | Marriott International, Inc./MD, 2.300%, 01/15/22 | 491,301 | 0.0 | |||||||||||
500,000 | Marriott International, Inc./MD, 3.125%, 02/15/23 | 498,829 | 0.0 | |||||||||||
1,000,000 | Marriott International, Inc./MD, 3.000%, 03/01/19 | 1,006,986 | 0.1 | |||||||||||
500,000 | Mattel, Inc., 1.700%, 03/15/18 | 500,625 | 0.0 | |||||||||||
500,000 | Mattel, Inc., 2.350%, 05/06/19 | 496,190 | 0.0 | |||||||||||
500,000 | Mattel, Inc., 3.150%, 03/15/23 | 433,005 | 0.0 | |||||||||||
1,000,000 | McDonald's Corp., 2.100%, 12/07/18 | 1,001,244 | 0.0 | |||||||||||
1,000,000 | McDonald's Corp., 2.750%, 12/09/20 | 1,010,989 | 0.1 | |||||||||||
500,000 | McDonald's Corp., 3.700%, 01/30/26 | 521,948 | 0.0 | |||||||||||
400,000 | McDonald's Corp., 4.600%, 05/26/45 | 447,920 | 0.0 | |||||||||||
500,000 | McDonald's Corp., 4.700%, 12/09/35 | 569,288 | 0.0 | |||||||||||
325,000 | McDonalds Corp., 6.300%, 10/15/37 | 437,557 | 0.0 | |||||||||||
1,250,000 | Mohawk Industries, Inc., 3.850%, 02/01/23 | 1,298,914 | 0.1 | |||||||||||
300,000 | Newell Brands, Inc., 2.150%, 10/15/18 | 300,318 | 0.0 | |||||||||||
250,000 | Newell Brands, Inc., 2.875%, 12/01/19 | 252,091 | 0.0 | |||||||||||
250,000 | Newell Brands, Inc., 3.150%, 04/01/21 | 252,963 | 0.0 | |||||||||||
250,000 | Newell Brands, Inc., 3.850%, 04/01/23 | 258,951 | 0.0 | |||||||||||
250,000 | Newell Brands, Inc., 4.200%, 04/01/26 | 261,303 | 0.0 | |||||||||||
250,000 | Newell Brands, Inc., 5.375%, 04/01/36 | 292,926 | 0.0 |
500,000 | NIKE, Inc., 2.375%, 11/01/26 | 476,781 | 0.0 | |||||||||||
500,000 | NIKE, Inc., 3.375%, 11/01/46 | 483,029 | 0.0 | |||||||||||
250,000 | (1) | Nissan Motor Acceptance Corp., 2.000%, 03/08/19 | 249,418 | 0.0 | ||||||||||
2,000,000 | Nordstrom, Inc., 4.750%, 05/01/20 | 2,094,181 | 0.1 | |||||||||||
300,000 | OReilly Automotive, Inc., 3.800%, 09/01/22 | 315,879 | 0.0 | |||||||||||
1,000,000 | PACCAR Financial Corp., 2.050%, 11/13/20 | 992,723 | 0.0 | |||||||||||
250,000 | Starbucks Corp., 2.000%, 12/05/18 | 250,074 | 0.0 | |||||||||||
750,000 | Target Corp., 2.900%, 01/15/22 | 764,734 | 0.0 | |||||||||||
500,000 | TJX Cos, Inc./The, 2.500%, 05/15/23 | 495,609 | 0.0 | |||||||||||
1,070,000 | Toyota Motor Credit Corp., 1.700%, 02/19/19 | 1,065,337 | 0.1 | |||||||||||
590,000 | Toyota Motor Credit Corp., 2.250%, 10/18/23 | 577,117 | 0.0 | |||||||||||
500,000 | Toyota Motor Credit Corp., 3.200%, 01/11/27 | 509,928 | 0.0 | |||||||||||
463,736 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 12/01/27 | 470,994 | 0.0 | |||||||||||
250,000 | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/30 | 254,220 | 0.0 | |||||||||||
250,000 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/30 | 250,188 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 2.700%, 11/18/19 | 251,599 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.300%, 11/18/21 | 254,367 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/26 | 247,596 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 3.800%, 11/18/24 | 255,631 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/34 | 261,633 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.650%, 06/01/46 | 264,177 | 0.0 | |||||||||||
250,000 | Walgreens Boots Alliance, Inc., 4.800%, 11/18/44 | 269,964 | 0.0 | |||||||||||
1,000,000 | Wal-Mart Stores, Inc., 3.300%, 04/22/24 | 1,041,064 | 0.1 | |||||||||||
1,000,000 | Wal-Mart Stores, Inc., 5.250%, 09/01/35 | 1,273,081 | 0.1 | |||||||||||
1,000,000 | Wal-Mart Stores, Inc., 1.900%, 12/15/20 | 993,908 | 0.0 | |||||||||||
1,500,000 | Wal-Mart Stores, Inc., 2.350%, 12/15/22 | 1,495,562 | 0.1 | |||||||||||
300,000 | Whirlpool Corp., 3.700%, 05/01/25 | 309,500 | 0.0 | |||||||||||
200,000 | Whirlpool Corp., 4.000%, 03/01/24 | 210,384 | 0.0 | |||||||||||
67,623,761 | 2.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
Consumer, Non-cyclical: 5.2% | ||||||||||||||
500,000 | Abbott Laboratories, 2.350%, 11/22/19 | 500,281 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 2.900%, 11/30/21 | 506,188 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 3.250%, 04/15/23 | 507,509 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 3.400%, 11/30/23 | 509,230 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 3.750%, 11/30/26 | 514,240 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 4.750%, 11/30/36 | 563,179 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 4.750%, 04/15/43 | 556,781 | 0.0 | |||||||||||
500,000 | Abbott Laboratories, 4.900%, 11/30/46 | 575,053 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 1.800%, 05/14/18 | 499,799 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.300%, 05/14/21 | 496,697 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.500%, 05/14/20 | 501,787 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 2.850%, 05/14/23 | 499,445 | 0.0 | |||||||||||
250,000 | AbbVie, Inc., 3.200%, 11/06/22 | 254,103 | 0.0 | |||||||||||
1,500,000 | AbbVie, Inc., 3.200%, 05/14/26 | 1,497,891 | 0.1 | |||||||||||
1,250,000 | AbbVie, Inc., 3.600%, 05/14/25 | 1,286,810 | 0.1 | |||||||||||
500,000 | AbbVie, Inc., 4.300%, 05/14/36 | 537,079 | 0.0 | |||||||||||
500,000 | AbbVie, Inc., 4.450%, 05/14/46 | 545,237 | 0.0 | |||||||||||
1,000,000 | AbbVie, Inc., 4.500%, 05/14/35 | 1,100,912 | 0.1 | |||||||||||
250,000 | AbbVie, Inc., 4.700%, 05/14/45 | 279,677 | 0.0 | |||||||||||
500,000 | Actavis, Inc., 3.250%, 10/01/22 | 501,997 | 0.0 | |||||||||||
1,000,000 | Allergan Funding SCS, 3.000%, 03/12/20 | 1,009,454 | 0.1 | |||||||||||
500,000 | Allergan Funding SCS, 3.450%, 03/15/22 | 508,445 | 0.0 | |||||||||||
750,000 | Allergan Funding SCS, 3.800%, 03/15/25 | 764,525 | 0.0 | |||||||||||
400,000 | Aetna, Inc., 2.200%, 03/15/19 | 399,827 | 0.0 | |||||||||||
500,000 | Aetna, Inc., 2.750%, 11/15/22 | 495,649 | 0.0 | |||||||||||
283,000 | Aetna, Inc., 2.800%, 06/15/23 | 278,830 | 0.0 | |||||||||||
250,000 | Aetna, Inc., 3.500%, 11/15/24 | 254,124 | 0.0 | |||||||||||
300,000 | Aetna, Inc., 4.500%, 05/15/42 | 322,228 | 0.0 | |||||||||||
750,000 | Allergan Funding SCS, 4.550%, 03/15/35 | 795,446 | 0.0 | |||||||||||
500,000 | Allergan, Inc./United States, 2.800%, 03/15/23 | 495,115 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 2.850%, 08/09/22 | 503,539 | 0.0 | |||||||||||
500,000 | Altria Group, Inc., 2.950%, 05/02/23 | 501,418 | 0.0 | |||||||||||
1,000,000 | Altria Group, Inc., 4.000%, 01/31/24 | 1,061,530 | 0.1 |
300,000 | Altria Group, Inc., 4.250%, 08/09/42 | 315,303 | 0.0 | |||||||||||
500,000 | AmerisourceBergen Corp., 3.400%, 05/15/24 | 509,843 | 0.0 | |||||||||||
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/45 | 250,618 | 0.0 | |||||||||||
500,000 | Amgen, Inc., 2.250%, 08/19/23 | 485,493 | 0.0 | |||||||||||
250,000 | Amgen, Inc., 3.625%, 05/22/24 | 260,051 | 0.0 | |||||||||||
4,400,000 | Amgen, Inc., 3.875%, 11/15/21 | 4,602,226 | 0.2 | |||||||||||
1,500,000 | Amgen, Inc., 4.400%, 05/01/45 | 1,637,195 | 0.1 | |||||||||||
750,000 | Anheuser-Busch InBev Finance, Inc., 1.900%, 02/01/19 | 748,592 | 0.0 | |||||||||||
1,000,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/21 | 1,005,649 | 0.1 | |||||||||||
1,500,000 | Anheuser-Busch InBev Finance, Inc., 3.300%, 02/01/23 | 1,536,461 | 0.1 | |||||||||||
2,000,000 | Anheuser-Busch InBev Finance, Inc., 3.650%, 02/01/26 | 2,066,945 | 0.1 | |||||||||||
2,000,000 | Anheuser-Busch InBev Finance, Inc., 4.700%, 02/01/36 | 2,249,798 | 0.1 | |||||||||||
3,500,000 | Anheuser-Busch InBev Finance, Inc., 4.900%, 02/01/46 | 4,069,087 | 0.1 | |||||||||||
1,000,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 01/15/22 | 1,046,039 | 0.1 | |||||||||||
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/42 | 243,890 | 0.0 | |||||||||||
3,500,000 | Anheuser-Busch InBev Worldwide, Inc., 5.375%, 01/15/20 | 3,714,434 | 0.1 | |||||||||||
750,000 | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/39 | 1,195,630 | 0.1 | |||||||||||
250,000 | Anthem, Inc., 2.250%, 08/15/19 | 249,606 | 0.0 | |||||||||||
1,000,000 | Anthem, Inc., 2.300%, 07/15/18 | 1,002,311 | 0.1 | |||||||||||
250,000 | Anthem, Inc., 3.500%, 08/15/24 | 255,194 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 4.650%, 08/15/44 | 275,400 | 0.0 | |||||||||||
250,000 | Anthem, Inc., 1.875%, 01/15/18 | 249,985 | 0.0 | |||||||||||
750,000 | AstraZeneca PLC, 1.950%, 09/18/19 | 746,001 | 0.0 | |||||||||||
1,900,000 | AstraZeneca PLC, 6.450%, 09/15/37 | 2,587,857 | 0.1 | |||||||||||
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/25 | 516,460 | 0.0 | |||||||||||
1,000,000 | (1) | BAT Capital Corp., 3.222%, 08/15/24 | 1,001,215 | 0.1 | ||||||||||
1,000,000 | (1) | BAT Capital Corp., 3.557%, 08/15/27 | 1,003,026 | 0.1 | ||||||||||
750,000 | Baxalta, Inc., 4.000%, 06/23/25 | 776,218 | 0.0 | |||||||||||
4,370,000 | Becton Dickinson & Co., 3.125%, 11/08/21 | 4,410,334 | 0.2 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
1,000,000 | Biogen, Inc., 2.900%, 09/15/20 | 1,014,206 | 0.1 | |||||||||||
750,000 | Biogen, Inc., 4.050%, 09/15/25 | 794,739 | 0.0 | |||||||||||
400,000 | Boston Scientific Corp., 2.850%, 05/15/20 | 403,376 | 0.0 | |||||||||||
400,000 | Boston Scientific Corp., 3.375%, 05/15/22 | 406,547 | 0.0 | |||||||||||
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/42 | 478,763 | 0.0 | |||||||||||
500,000 | Campbell Soup Co., 3.800%, 08/02/42 | 478,675 | 0.0 | |||||||||||
500,000 | Cardinal Health, Inc., 3.200%, 03/15/23 | 501,043 | 0.0 | |||||||||||
500,000 | Cardinal Health, Inc., 4.900%, 09/15/45 | 539,037 | 0.0 | |||||||||||
250,000 | Celgene Corp., 3.625%, 05/15/24 | 257,411 | 0.0 | |||||||||||
2,945,000 | Celgene Corp., 3.950%, 10/15/20 | 3,051,382 | 0.1 | |||||||||||
1,000,000 | Celgene Corp., 4.000%, 08/15/23 | 1,053,241 | 0.1 | |||||||||||
500,000 | Celgene Corp., 4.625%, 05/15/44 | 535,059 | 0.0 | |||||||||||
500,000 | Celgene Corp., 5.000%, 08/15/45 | 569,014 | 0.0 | |||||||||||
750,000 | Cigna Corp., 3.250%, 04/15/25 | 754,662 | 0.0 | |||||||||||
2,000,000 | Cigna Corp., 4.000%, 02/15/22 | 2,090,359 | 0.1 | |||||||||||
2,500,000 | Cigna Corp., 5.125%, 06/15/20 | 2,653,637 | 0.1 | |||||||||||
750,000 | Clorox Co/The, 3.050%, 09/15/22 | 766,671 | 0.0 | |||||||||||
3,000,000 | Coca-Cola Co., 3.150%, 11/15/20 | 3,082,884 | 0.1 | |||||||||||
1,000,000 | Coca-Cola Co/The, 3.200%, 11/01/23 | 1,039,025 | 0.1 | |||||||||||
1,000,000 | Colgate-Palmolive Co., 0.900%, 05/01/18 | 997,127 | 0.0 | |||||||||||
750,000 | Colgate-Palmolive Co., 2.250%, 11/15/22 | 743,885 | 0.0 | |||||||||||
426,000 | Conagra Brands, Inc., 3.200%, 01/25/23 | 430,821 | 0.0 | |||||||||||
500,000 | Coventry Health Care, Inc., 5.450%, 06/15/21 | 541,634 | 0.0 | |||||||||||
500,000 | Covidien International Finance SA, 3.200%, 06/15/22 | 511,282 | 0.0 | |||||||||||
750,000 | Diageo Capital PLC, 1.125%, 04/29/18 | 748,313 | 0.0 | |||||||||||
750,000 | Diageo Capital PLC, 2.625%, 04/29/23 | 750,311 | 0.0 | |||||||||||
500,000 | Diageo Investment Corp., 2.875%, 05/11/22 | 507,773 | 0.0 | |||||||||||
750,000 | Dr Pepper Snapple Group, Inc., 2.000%, 01/15/20 | 744,462 | 0.0 | |||||||||||
250,000 | Dr Pepper Snapple Group, Inc., 3.400%, 11/15/25 | 253,019 | 0.0 | |||||||||||
350,000 | Dr Pepper Snapple Group, Inc., 4.500%, 11/15/45 | 377,264 | 0.0 | |||||||||||
591,000 | Ecolab, Inc., 4.350%, 12/08/21 | 629,565 | 0.0 | |||||||||||
750,000 | Eli Lilly & Co., 2.350%, 05/15/22 | 748,285 | 0.0 |
750,000 | Eli Lilly & Co., 3.100%, 05/15/27 | 761,962 | 0.0 | |||||||||||
500,000 | Eli Lilly & Co., 3.700%, 03/01/45 | 517,729 | 0.0 | |||||||||||
500,000 | (1) | ERAC USA Finance LLC, 2.350%, 10/15/19 | 498,734 | 0.0 | ||||||||||
500,000 | (1) | ERAC USA Finance LLC, 3.850%, 11/15/24 | 518,601 | 0.0 | ||||||||||
300,000 | Estee Lauder Cos, Inc./The, 3.700%, 08/15/42 | 298,344 | 0.0 | |||||||||||
400,000 | Express Scripts Holding Co., 2.250%, 06/15/19 | 399,459 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 3.000%, 07/15/23 | 497,075 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 3.400%, 03/01/27 | 491,473 | 0.0 | |||||||||||
250,000 | Express Scripts Holding Co., 3.500%, 06/15/24 | 252,509 | 0.0 | |||||||||||
500,000 | Express Scripts Holding Co., 4.800%, 07/15/46 | 533,523 | 0.0 | |||||||||||
350,000 | Flowers Foods, Inc., 4.375%, 04/01/22 | 371,404 | 0.0 | |||||||||||
750,000 | General Mills, Inc., 4.150%, 02/15/43 | 762,488 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 1.950%, 03/01/22 | 488,116 | 0.0 | |||||||||||
350,000 | Gilead Sciences, Inc., 2.050%, 04/01/19 | 350,029 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 2.500%, 09/01/23 | 493,920 | 0.0 | |||||||||||
500,000 | Gilead Sciences, Inc., 2.950%, 03/01/27 | 492,214 | 0.0 | |||||||||||
1,000,000 | Gilead Sciences, Inc., 3.250%, 09/01/22 | 1,029,733 | 0.1 | |||||||||||
750,000 | Gilead Sciences, Inc., 3.500%, 02/01/25 | 776,190 | 0.0 | |||||||||||
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/26 | 269,933 | 0.0 | |||||||||||
750,000 | Gilead Sciences, Inc., 3.700%, 04/01/24 | 785,119 | 0.0 | |||||||||||
250,000 | Gilead Sciences, Inc., 4.150%, 03/01/47 | 266,348 | 0.0 | |||||||||||
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/45 | 222,622 | 0.0 | |||||||||||
250,000 | Gilead Sciences, Inc., 4.750%, 03/01/46 | 289,628 | 0.0 | |||||||||||
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/44 | 406,710 | 0.0 | |||||||||||
500,000 | GlaxoSmithKline Capital, Inc., 2.800%, 03/18/23 | 504,646 | 0.0 | |||||||||||
500,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/38 | 706,221 | 0.0 | |||||||||||
750,000 | Hershey Co/The, 2.300%, 08/15/26 | 705,495 | 0.0 | |||||||||||
2,050,000 | Humana, Inc., 3.150%, 12/01/22 | 2,065,571 | 0.1 | |||||||||||
750,000 | Humana, Inc., 3.850%, 10/01/24 | 781,006 | 0.0 | |||||||||||
500,000 | Johnson & Johnson, 2.250%, 03/03/22 | 499,612 | 0.0 | |||||||||||
1,000,000 | Johnson & Johnson, 2.450%, 03/01/26 | 975,986 | 0.0 | |||||||||||
1,000,000 | Johnson & Johnson, 2.900%, 01/15/28 | 1,002,446 | 0.1 | |||||||||||
500,000 | Johnson & Johnson, 2.950%, 03/03/27 | 507,097 | 0.0 | |||||||||||
1,000,000 | Johnson & Johnson, 3.625%, 03/03/37 | 1,057,843 | 0.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
500,000 | Johnson & Johnson, 3.750%, 03/03/47 | 534,808 | 0.0 | |||||||||||
500,000 | Kellogg Co., 3.250%, 04/01/26 | 497,072 | 0.0 | |||||||||||
551,000 | Kellogg Co., 4.000%, 12/15/20 | 577,451 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.000%, 06/01/26 | 722,842 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.500%, 06/06/22 | 768,132 | 0.0 | |||||||||||
750,000 | Kraft Heinz Foods Co., 3.950%, 07/15/25 | 775,696 | 0.0 | |||||||||||
250,000 | Kraft Heinz Foods Co., 4.375%, 06/01/46 | 248,415 | 0.0 | |||||||||||
500,000 | Kraft Heinz Foods Co., 5.000%, 07/15/35 | 547,126 | 0.0 | |||||||||||
500,000 | Kraft Heinz Foods Co., 5.200%, 07/15/45 | 551,620 | 0.0 | |||||||||||
3,266,000 | Kraft Heinz Foods Co., 6.125%, 08/23/18 | 3,350,865 | 0.1 | |||||||||||
400,000 | Kroger Co., 2.300%, 01/15/19 | 400,401 | 0.0 | |||||||||||
400,000 | Kroger Co/The, 3.300%, 01/15/21 | 408,196 | 0.0 | |||||||||||
1,000,000 | Kroger Co/The, 3.850%, 08/01/23 | 1,041,845 | 0.1 | |||||||||||
1,379,000 | Kroger Co/The, 7.500%, 04/01/31 | 1,820,901 | 0.1 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 2.625%, 02/01/20 | 250,771 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/22 | 255,099 | 0.0 | |||||||||||
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/45 | 271,259 | 0.0 | |||||||||||
500,000 | McKesson Corp., 1.400%, 03/15/18 | 499,537 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.284%, 03/15/19 | 500,205 | 0.0 | |||||||||||
500,000 | McKesson Corp., 2.850%, 03/15/23 | 498,810 | 0.0 | |||||||||||
400,000 | McKesson Corp., 3.796%, 03/15/24 | 414,787 | 0.0 | |||||||||||
300,000 | McKesson Corp., 4.883%, 03/15/44 | 327,428 | 0.0 | |||||||||||
350,000 | Mead Johnson Nutrition Co., 3.000%, 11/15/20 | 355,362 | 0.0 | |||||||||||
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/44 | 279,141 | 0.0 | |||||||||||
500,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/19 | 497,977 | 0.0 | |||||||||||
750,000 | Medtronic, Inc., 2.500%, 03/15/20 | 754,637 | 0.0 | |||||||||||
1,000,000 | Medtronic, Inc., 3.150%, 03/15/22 | 1,024,725 | 0.1 | |||||||||||
1,000,000 | Medtronic, Inc., 3.500%, 03/15/25 | 1,038,093 | 0.1 | |||||||||||
1,000,000 | Medtronic, Inc., 4.375%, 03/15/35 | 1,128,631 | 0.1 | |||||||||||
250,000 | Medtronic, Inc., 4.625%, 03/15/44 | 286,768 | 0.0 | |||||||||||
500,000 | Medtronic, Inc., 4.625%, 03/15/45 | 583,424 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 1.850%, 02/10/20 | 248,670 | 0.0 |
1,000,000 | Merck & Co., Inc., 2.750%, 02/10/25 | 996,675 | 0.0 | |||||||||||
250,000 | Merck & Co., Inc., 3.700%, 02/10/45 | 261,406 | 0.0 | |||||||||||
1,000,000 | Merck & Co., Inc., 4.150%, 05/18/43 | 1,113,905 | 0.1 | |||||||||||
500,000 | Molson Coors Brewing Co., 5.000%, 05/01/42 | 568,641 | 0.0 | |||||||||||
1,000,000 | Mylan NV, 3.950%, 06/15/26 | 1,009,864 | 0.1 | |||||||||||
250,000 | Mylan, Inc., 2.550%, 03/28/19 | 250,061 | 0.0 | |||||||||||
500,000 | Novartis Capital Corp., 2.400%, 05/17/22 | 498,976 | 0.0 | |||||||||||
500,000 | Novartis Capital Corp., 3.100%, 05/17/27 | 510,239 | 0.0 | |||||||||||
500,000 | Novartis Capital Corp., 3.400%, 05/06/24 | 520,318 | 0.0 | |||||||||||
500,000 | PepsiCo, Inc., 2.250%, 05/02/22 | 495,055 | 0.0 | |||||||||||
250,000 | PepsiCo, Inc., 4.250%, 10/22/44 | 276,323 | 0.0 | |||||||||||
2,405,000 | PepsiCo, Inc., 4.875%, 11/01/40 | 2,899,594 | 0.1 | |||||||||||
750,000 | Perrigo Finance Unlimited Co., 3.900%, 12/15/24 | 763,514 | 0.0 | |||||||||||
750,000 | Pfizer, Inc., 3.400%, 05/15/24 | 779,309 | 0.0 | |||||||||||
500,000 | Pfizer, Inc., 4.125%, 12/15/46 | 555,982 | 0.0 | |||||||||||
500,000 | Pfizer, Inc., 4.000%, 12/15/36 | 548,440 | 0.0 | |||||||||||
1,000,000 | Pfizer, Inc., 4.300%, 06/15/43 | 1,124,350 | 0.1 | |||||||||||
500,000 | Philip Morris International, Inc., 1.875%, 02/25/21 | 491,035 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.125%, 05/10/23 | 482,504 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.000%, 02/21/20 | 497,014 | 0.0 | |||||||||||
750,000 | Philip Morris International, Inc., 2.500%, 11/02/22 | 743,728 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.625%, 02/18/22 | 500,190 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 2.750%, 02/25/26 | 490,014 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 3.125%, 03/02/28 | 498,945 | 0.0 | |||||||||||
250,000 | Philip Morris International, Inc., 3.250%, 11/10/24 | 254,279 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 4.250%, 11/10/44 | 527,838 | 0.0 | |||||||||||
500,000 | Philip Morris International, Inc., 6.375%, 05/16/38 | 677,442 | 0.0 | |||||||||||
500,000 | Reynolds American, Inc., 5.700%, 08/15/35 | 597,323 | 0.0 | |||||||||||
1,250,000 | Reynolds American, Inc., 6.150%, 09/15/43 | 1,611,127 | 0.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
3,000,000 | Reynolds American, Inc., 8.125%, 06/23/19 | 3,245,838 | 0.1 | |||||||||||
3,330,000 | Sanofi, 4.000%, 03/29/21 | 3,505,017 | 0.1 | |||||||||||
750,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/21 | 738,768 | 0.0 | |||||||||||
1,000,000 | Stryker Corp., 1.300%, 04/01/18 | 998,648 | 0.1 | |||||||||||
500,000 | Stryker Corp., 3.500%, 03/15/26 | 516,687 | 0.0 | |||||||||||
500,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/19 | 485,934 | 0.0 | |||||||||||
615,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.200%, 07/21/21 | 562,197 | 0.0 | |||||||||||
1,500,000 | Teva Pharmaceutical Finance Netherlands III BV, 2.800%, 07/21/23 | 1,307,652 | 0.1 | |||||||||||
1,750,000 | (2) | Teva Pharmaceutical Finance Netherlands III BV, 3.150%, 10/01/26 | 1,447,155 | 0.1 | ||||||||||
250,000 | Thermo Fisher Scientific, Inc., 2.400%, 02/01/19 | 250,659 | 0.0 | |||||||||||
400,000 | Thermo Fisher Scientific, Inc., 3.300%, 02/15/22 | 409,713 | 0.0 | |||||||||||
250,000 | Thermo Fisher Scientific, Inc., 4.150%, 02/01/24 | 265,482 | 0.0 | |||||||||||
500,000 | Thermo Fisher Scientific, Inc., 3.000%, 04/15/23 | 503,604 | 0.0 | |||||||||||
150,000 | Tyson Foods, Inc., 2.650%, 08/15/19 | 150,764 | 0.0 | |||||||||||
750,000 | Tyson Foods, Inc., 3.550%, 06/02/27 | 769,247 | 0.0 | |||||||||||
750,000 | Unilever Capital Corp., 4.250%, 02/10/21 | 791,212 | 0.0 | |||||||||||
750,000 | UnitedHealth Group, Inc., 1.625%, 03/15/19 | 746,010 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.300%, 12/15/19 | 300,827 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/23 | 501,261 | 0.0 | |||||||||||
300,000 | UnitedHealth Group, Inc., 2.875%, 12/15/21 | 303,954 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/23 | 506,036 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 3.100%, 03/15/26 | 504,106 | 0.0 | |||||||||||
2,000,000 | UnitedHealth Group, Inc., 3.375%, 11/15/21 | 2,062,677 | 0.1 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 4.250%, 04/15/47 | 1,102,368 | 0.1 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/35 | 291,487 | 0.0 | |||||||||||
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/45 | 295,756 | 0.0 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 6.000%, 02/15/18 | 1,004,951 | 0.1 | |||||||||||
1,000,000 | UnitedHealth Group, Inc., 2.375%, 10/15/22 | 990,861 | 0.0 | |||||||||||
500,000 | UnitedHealth Group, Inc., 2.950%, 10/15/27 | 499,018 | 0.0 | |||||||||||
400,000 | Verisk Analytics, Inc., 5.500%, 06/15/45 | 467,395 | 0.0 | |||||||||||
500,000 | Zoetis, Inc., 3.450%, 11/13/20 | 512,108 | 0.0 |
500,000 | Zoetis, Inc., 4.500%, 11/13/25 | 545,698 | 0.0 | |||||||||||
176,256,019 | 5.2 | |||||||||||||
Energy: 2.7% | ||||||||||||||
1,000,000 | Anadarko Petroleum Corp., 4.500%, 07/15/44 | 999,498 | 0.1 | |||||||||||
625,000 | Anadarko Petroleum Corp., 8.700%, 03/15/19 | 670,257 | 0.0 | |||||||||||
500,000 | Anadarko Petroleum Corp., 3.450%, 07/15/24 | 498,547 | 0.0 | |||||||||||
543,000 | Apache Corp., 3.250%, 04/15/22 | 547,553 | 0.0 | |||||||||||
500,000 | Apache Corp., 4.250%, 01/15/44 | 485,847 | 0.0 | |||||||||||
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/24 | 268,147 | 0.0 | |||||||||||
500,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/26 | 558,523 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 2.112%, 09/16/21 | 493,887 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 2.520%, 09/19/22 | 497,777 | 0.0 | |||||||||||
1,000,000 | BP Capital Markets PLC, 2.750%, 05/10/23 | 1,001,002 | 0.1 | |||||||||||
500,000 | BP Capital Markets PLC, 3.017%, 01/16/27 | 495,969 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.062%, 03/17/22 | 509,490 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.216%, 11/28/23 | 511,076 | 0.0 | |||||||||||
250,000 | BP Capital Markets PLC, 3.535%, 11/04/24 | 259,921 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 3.814%, 02/10/24 | 525,955 | 0.0 | |||||||||||
500,000 | BP Capital Markets PLC, 2.315%, 02/13/20 | 501,342 | 0.0 | |||||||||||
250,000 | BP Capital Markets PLC, 3.119%, 05/04/26 | 252,885 | 0.0 | |||||||||||
250,000 | Canadian Natural Resources Ltd., 3.800%, 04/15/24 | 257,754 | 0.0 | |||||||||||
500,000 | Chevron Corp., 1.561%, 05/16/19 | 497,200 | 0.0 | |||||||||||
500,000 | Chevron Corp., 1.991%, 03/03/20 | 495,866 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.100%, 05/16/21 | 496,098 | 0.0 | |||||||||||
300,000 | Chevron Corp., 2.355%, 12/05/22 | 297,786 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.498%, 03/03/22 | 500,885 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.566%, 05/16/23 | 499,182 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.895%, 03/03/24 | 504,752 | 0.0 | |||||||||||
500,000 | Chevron Corp., 2.954%, 05/16/26 | 500,255 | 0.0 | |||||||||||
500,000 | Chevron Corp., 3.326%, 11/17/25 | 514,849 | 0.0 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 1.750%, 05/09/18 | 499,259 | 0.0 | |||||||||||
500,000 | CNOOC Finance 2013 Ltd., 3.000%, 05/09/23 | 495,114 | 0.0 | |||||||||||
750,000 | CNOOC Finance 2015 USA LLC, 3.500%, 05/05/25 | 757,243 | 0.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
750,000 | CNOOC Nexen Finance 2014 ULC, 4.250%, 04/30/24 | 791,943 | 0.1 | |||||||||||
250,000 | CNOOC Nexen Finance 2014 ULC, 4.875%, 04/30/44 | 283,171 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 3.350%, 05/15/25 | 515,677 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.150%, 11/15/34 | 532,516 | 0.0 | |||||||||||
400,000 | ConocoPhillips Co., 4.200%, 03/15/21 | 420,897 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.300%, 11/15/44 | 548,515 | 0.0 | |||||||||||
500,000 | ConocoPhillips Co., 4.950%, 03/15/26 | 568,345 | 0.0 | |||||||||||
2,000,000 | ConocoPhillips, 6.500%, 02/01/39 | 2,805,944 | 0.1 | |||||||||||
400,000 | Devon Energy Corp., 3.250%, 05/15/22 | 407,220 | 0.0 | |||||||||||
1,750,000 | Devon Energy Corp., 4.000%, 07/15/21 | 1,823,614 | 0.1 | |||||||||||
1,000,000 | Devon Energy Corp., 5.000%, 06/15/45 | 1,118,893 | 0.1 | |||||||||||
500,000 | Ecopetrol SA, 4.125%, 01/16/25 | 503,750 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 3.500%, 06/10/24 | 253,095 | 0.0 | |||||||||||
250,000 | Enbridge, Inc., 4.500%, 06/10/44 | 260,015 | 0.0 | |||||||||||
500,000 | Energy Transfer L.P., 3.600%, 02/01/23 | 500,790 | 0.0 | |||||||||||
500,000 | Energy Transfer L.P., 4.150%, 10/01/20 | 516,604 | 0.0 | |||||||||||
800,000 | Energy Transfer L.P., 6.125%, 12/15/45 | 871,063 | 0.1 | |||||||||||
1,809,000 | Energy Transfer L.P., 6.500%, 02/01/42 | 2,065,075 | 0.1 | |||||||||||
400,000 | EnLink Midstream Partners L.P., 5.050%, 04/01/45 | 396,210 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 2.850%, 04/15/21 | 504,507 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/26 | 512,713 | 0.0 | |||||||||||
100,000 | Enterprise Products Operating LLC, 3.750%, 02/15/25 | 103,242 | 0.0 | |||||||||||
500,000 | Enterprise Products Operating LLC, 3.950%, 02/15/27 | 520,512 | 0.0 | |||||||||||
300,000 | Enterprise Products Operating LLC, 4.450%, 02/15/43 | 311,469 | 0.0 | |||||||||||
100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/44 | 109,934 | 0.0 | |||||||||||
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/46 | 1,934,054 | 0.1 | |||||||||||
400,000 | EOG Resources, Inc., 2.450%, 04/01/20 | 401,332 | 0.0 | |||||||||||
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/23 | 1,929,669 | 0.1 | |||||||||||
250,000 | EOG Resources, Inc., 4.150%, 01/15/26 | 266,453 | 0.0 |
500,000 | Exxon Mobil Corp., 2.726%, 03/01/23 | 503,819 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 3.043%, 03/01/26 | 508,124 | 0.0 | |||||||||||
500,000 | Exxon Mobil Corp., 4.114%, 03/01/46 | 559,416 | 0.0 | |||||||||||
500,000 | Halliburton Co., 2.000%, 08/01/18 | 499,700 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.500%, 08/01/23 | 514,754 | 0.0 | |||||||||||
500,000 | Halliburton Co., 3.800%, 11/15/25 | 520,365 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.750%, 08/01/43 | 547,514 | 0.0 | |||||||||||
500,000 | Halliburton Co., 4.850%, 11/15/35 | 562,235 | 0.0 | |||||||||||
1,000,000 | Hess Corp., 5.600%, 02/15/41 | 1,081,152 | 0.1 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 03/01/21 | 508,885 | 0.0 | |||||||||||
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/23 | 501,521 | 0.0 | |||||||||||
667,000 | Kinder Morgan Energy Partners L.P., 3.950%, 09/01/22 | 688,970 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/24 | 416,937 | 0.0 | |||||||||||
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/44 | 424,079 | 0.0 | |||||||||||
2,825,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/38 | 3,520,483 | 0.1 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 4.300%, 06/01/25 | 521,499 | 0.0 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.050%, 02/15/46 | 520,490 | 0.0 | |||||||||||
500,000 | Kinder Morgan, Inc./DE, 5.550%, 06/01/45 | 548,739 | 0.0 | |||||||||||
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/42 | 1,478,444 | 0.1 | |||||||||||
600,000 | Magellan Midstream Partners L.P., 6.550%, 07/15/19 | 635,718 | 0.0 | |||||||||||
500,000 | Marathon Oil Corp., 2.800%, 11/01/22 | 495,616 | 0.0 | |||||||||||
250,000 | Marathon Oil Corp., 3.850%, 06/01/25 | 254,833 | 0.0 | |||||||||||
500,000 | Marathon Oil Corp., 5.200%, 06/01/45 | 555,818 | 0.0 | |||||||||||
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/44 | 419,166 | 0.0 | |||||||||||
300,000 | Noble Energy, Inc., 3.900%, 11/15/24 | 308,850 | 0.0 | |||||||||||
700,000 | Noble Energy, Inc., 5.050%, 11/15/44 | 751,982 | 0.0 | |||||||||||
500,000 | Occidental Petroleum Corp., 4.100%, 02/15/47 | 532,351 | 0.0 | |||||||||||
250,000 | Occidental Petroleum Corp., 4.625%, 06/15/45 | 283,429 | 0.0 | |||||||||||
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/43 | 1,191,077 | 0.1 | |||||||||||
2,000,000 | Petroleos Mexicanos, 6.625%, 06/15/38 | 2,090,000 | 0.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
125,000 | Petroleos Mexicanos, 4.250%, 01/15/25 | 124,563 | 0.0 | |||||||||||
500,000 | Petroleos Mexicanos, 4.875%, 01/18/24 | 519,225 | 0.0 | |||||||||||
500,000 | Petroleos Mexicanos, 5.500%, 06/27/44 | 461,230 | 0.0 | |||||||||||
3,680,000 | Petroleos Mexicanos, 6.000%, 03/05/20 | 3,909,080 | 0.1 | |||||||||||
250,000 | Phillips 66, 4.650%, 11/15/34 | 274,534 | 0.0 | |||||||||||
500,000 | Pioneer Natural Resources Co., 3.950%, 07/15/22 | 521,598 | 0.0 | |||||||||||
300,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 2.850%, 01/31/23 | 287,357 | 0.0 | |||||||||||
275,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 3.650%, 06/01/22 | 276,835 | 0.0 | |||||||||||
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/25 | 773,913 | 0.1 | |||||||||||
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/44 | 234,379 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 1.750%, 09/12/21 | 488,125 | 0.0 | |||||||||||
500,000 | Shell International Finance BV, 2.250%, 11/10/20 | 500,034 | 0.0 | |||||||||||
1,040,000 | Shell International Finance BV, 2.875%, 05/10/26 | 1,040,878 | 0.1 | |||||||||||
1,000,000 | Shell International Finance BV, 3.250%, 05/11/25 | 1,028,447 | 0.1 | |||||||||||
500,000 | Shell International Finance BV, 3.750%, 09/12/46 | 510,808 | 0.0 | |||||||||||
1,500,000 | Shell International Finance BV, 4.125%, 05/11/35 | 1,638,229 | 0.1 | |||||||||||
250,000 | Shell International Finance BV, 4.375%, 05/11/45 | 281,533 | 0.0 | |||||||||||
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/45 | 621,324 | 0.0 | |||||||||||
250,000 | Statoil ASA, 2.250%, 11/08/19 | 250,019 | 0.0 | |||||||||||
250,000 | Statoil ASA, 2.750%, 11/10/21 | 253,480 | 0.0 | |||||||||||
500,000 | Statoil ASA, 3.950%, 05/15/43 | 523,818 | 0.0 | |||||||||||
1,450,000 | Suncor Energy, Inc., 6.500%, 06/15/38 | 1,963,776 | 0.1 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 3.450%, 01/15/23 | 497,607 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.400%, 04/01/21 | 520,299 | 0.0 | |||||||||||
500,000 | Sunoco Logistics Partners Operations L.P., 4.950%, 01/15/43 | 471,637 | 0.0 |
2,000,000 | TC Pipelines L.P., 4.650%, 06/15/21 | 2,093,520 | 0.1 | |||||||||||
500,000 | Total Capital Canada Ltd., 2.750%, 07/15/23 | 502,936 | 0.0 | |||||||||||
500,000 | Total Capital International SA, 2.750%, 06/19/21 | 505,188 | 0.0 | |||||||||||
500,000 | Total Capital SA, 2.125%, 08/10/18 | 501,293 | 0.0 | |||||||||||
3,500,000 | Total Capital SA, 4.450%, 06/24/20 | 3,685,212 | 0.1 | |||||||||||
250,000 | TransCanada PipeLines Ltd., 1.875%, 01/12/18 | 249,996 | 0.0 | |||||||||||
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/34 | 2,235,577 | 0.1 | |||||||||||
1,000,000 | TransCanada Pipelines Ltd., 7.625%, 01/15/39 | 1,508,411 | 0.1 | |||||||||||
1,000,000 | Valero Energy Corp., 6.625%, 06/15/37 | 1,321,006 | 0.1 | |||||||||||
400,000 | Williams Partners L.P., 3.600%, 03/15/22 | 409,500 | 0.0 | |||||||||||
400,000 | Williams Partners L.P., 4.000%, 09/15/25 | 409,845 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 4.300%, 03/04/24 | 524,260 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 5.100%, 09/15/45 | 551,517 | 0.0 | |||||||||||
500,000 | Williams Partners L.P., 5.400%, 03/04/44 | 562,771 | 0.0 | |||||||||||
92,150,867 | 2.7 | |||||||||||||
Financial: 9.9% | ||||||||||||||
750,000 | Chubb INA Holdings, Inc., 2.700%, 03/13/23 | 745,502 | 0.0 | |||||||||||
1,000,000 | Chubb INA Holdings, Inc., 5.800%, 03/15/18 | 1,007,716 | 0.1 | |||||||||||
1,000,000 | Aflac, Inc., 3.625%, 06/15/23 | 1,039,075 | 0.1 | |||||||||||
500,000 | American International Group, Inc., 2.300%, 07/16/19 | 499,764 | 0.0 | |||||||||||
500,000 | American International Group, Inc., 3.300%, 03/01/21 | 510,039 | 0.0 | |||||||||||
900,000 | American International Group, Inc., 4.500%, 07/16/44 | 972,351 | 0.0 | |||||||||||
250,000 | American International Group, Inc., 4.700%, 07/10/35 | 277,139 | 0.0 | |||||||||||
1,500,000 | American International Group, Inc., 4.875%, 06/01/22 | 1,632,500 | 0.1 | |||||||||||
500,000 | Air Lease Corp., 3.000%, 09/15/23 | 496,693 | 0.0 | |||||||||||
400,000 | Alexandria Real Estate Equities, Inc., 2.750%, 01/15/20 | 401,854 | 0.0 | |||||||||||
1,500,000 | Allstate Corp./The, 3.150%, 06/15/23 | 1,522,972 | 0.1 | |||||||||||
1,000,000 | Allstate Corp., 3.280%, 12/15/26 | 1,016,708 | 0.1 | |||||||||||
750,000 | American Express Co., 3.000%, 10/30/24 | 749,729 | 0.0 | |||||||||||
6,325,000 | American Express Co., 7.000%, 03/19/18 | 6,393,077 | 0.2 | |||||||||||
500,000 | American Express Credit Corp., 2.125%, 07/27/18 | 500,629 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
500,000 | American Express Credit Corp., 2.200%, 03/03/20 | 498,615 | 0.0 | |||||||||||
500,000 | American Express Credit Corp., 2.700%, 03/03/22 | 501,852 | 0.0 | |||||||||||
500,000 | American Tower Corp., 3.375%, 10/15/26 | 492,031 | 0.0 | |||||||||||
500,000 | American Tower Corp., 3.400%, 02/15/19 | 505,768 | 0.0 | |||||||||||
1,000,000 | American Tower Corp., 3.500%, 01/31/23 | 1,023,540 | 0.1 | |||||||||||
750,000 | American Tower Corp., 3.550%, 07/15/27 | 745,792 | 0.0 | |||||||||||
667,000 | American Tower Corp., 4.700%, 03/15/22 | 714,606 | 0.0 | |||||||||||
1,000,000 | Aon PLC, 4.450%, 05/24/43 | 1,049,210 | 0.1 | |||||||||||
500,000 | Aon PLC, 4.600%, 06/14/44 | 547,123 | 0.0 | |||||||||||
500,000 | Aon PLC, 4.750%, 05/15/45 | 557,651 | 0.0 | |||||||||||
400,000 | (2) | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/24 | 431,474 | 0.0 | ||||||||||
1,000,000 | Australia & New Zealand Banking Group Ltd/New York NY, 2.625%, 11/09/22 | 994,006 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/23 | 499,161 | 0.0 | |||||||||||
500,000 | AvalonBay Communities, Inc., 2.950%, 09/15/22 | 504,787 | 0.0 | |||||||||||
600,000 | Banco Santander SA, 3.125%, 02/23/23 | 597,564 | 0.0 | |||||||||||
800,000 | Banco Santander SA, 3.500%, 04/11/22 | 816,426 | 0.0 | |||||||||||
600,000 | Banco Santander SA, 3.800%, 02/23/28 | 601,153 | 0.0 | |||||||||||
800,000 | Banco Santander SA, 4.250%, 04/11/27 | 830,706 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 2.000%, 01/11/18 | 1,000,023 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 2.625%, 04/19/21 | 1,005,478 | 0.0 | |||||||||||
500,000 | Bank of America Corp., 2.650%, 04/01/19 | 502,891 | 0.0 | |||||||||||
500,000 | Bank of America Corp., 2.881%, 04/24/23 | 500,976 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 3.093%, 10/01/25 | 998,381 | 0.0 | |||||||||||
4,000,000 | Bank of America Corp., 3.300%, 01/11/23 | 4,094,253 | 0.1 | |||||||||||
2,386,297 | (1) | Bank of America Corp., 3.419%, 12/20/28 | 2,389,077 | 0.1 | ||||||||||
1,000,000 | Bank of America Corp., 3.500%, 04/19/26 | 1,023,234 | 0.0 | |||||||||||
750,000 | Bank of America Corp., 3.705%, 04/24/28 | 770,480 | 0.0 | |||||||||||
1,020,000 | Bank of America Corp., 3.824%, 01/20/28 | 1,055,970 | 0.0 | |||||||||||
1,500,000 | Bank of America Corp., 3.950%, 04/21/25 | 1,552,289 | 0.0 | |||||||||||
1,000,000 | Bank of America Corp., 4.100%, 07/24/23 | 1,062,583 | 0.0 | |||||||||||
1,280,000 | Bank of America Corp., 4.183%, 11/25/27 | 1,338,778 | 0.0 | |||||||||||
271,000 | Bank of America Corp., 4.000%, 04/01/24 | 286,660 | 0.0 |
1,000,000 | Bank of America Corp., 4.250%, 10/22/26 | 1,054,712 | 0.0 | |||||||||||
2,000,000 | Bank of America Corp., 4.450%, 03/03/26 | 2,137,936 | 0.1 | |||||||||||
1,610,000 | Bank of America Corp., 5.650%, 05/01/18 | 1,629,290 | 0.0 | |||||||||||
750,000 | Bank of Montreal, 2.350%, 09/11/22 | 738,257 | 0.0 | |||||||||||
1,000,000 | Bank of Montreal, 3.803%, 12/15/32 | 989,880 | 0.0 | |||||||||||
500,000 | Bank of New York Mellon Corp./The, 2.600%, 02/07/22 | 501,370 | 0.0 | |||||||||||
750,000 | Bank of New York Mellon Corp./The, 2.661%, 05/16/23 | 749,966 | 0.0 | |||||||||||
750,000 | Bank of New York Mellon Corp./The, 3.250%, 05/16/27 | 758,743 | 0.0 | |||||||||||
500,000 | Bank of New York Mellon Corp./The, 3.442%, 02/07/28 | 511,523 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 1.300%, 01/25/18 | 999,625 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 1.350%, 03/06/18 | 999,030 | 0.0 | |||||||||||
1,000,000 | Bank of New York Mellon Corp., 2.100%, 08/01/18 | 1,001,032 | 0.1 | |||||||||||
500,000 | Bank of New York Mellon Corp., 2.200%, 08/16/23 | 484,908 | 0.0 | |||||||||||
500,000 | Bank of New York Mellon Corp., 2.500%, 04/15/21 | 501,309 | 0.0 | |||||||||||
700,000 | Bank of New York Mellon Corp., 3.000%, 10/30/28 | 681,177 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia/The, 2.050%, 06/05/19 | 498,835 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia/The, 2.450%, 09/19/22 | 494,336 | 0.0 | |||||||||||
1,000,000 | Bank of Nova Scotia, 1.850%, 04/14/20 | 990,740 | 0.0 | |||||||||||
500,000 | Bank of Nova Scotia, 4.500%, 12/16/25 | 526,729 | 0.0 | |||||||||||
750,000 | Barclays PLC, 2.875%, 06/08/20 | 753,096 | 0.0 | |||||||||||
750,000 | Barclays PLC, 3.250%, 01/12/21 | 758,038 | 0.0 | |||||||||||
750,000 | Barclays PLC, 4.375%, 01/12/26 | 781,873 | 0.0 | |||||||||||
1,000,000 | Barclays PLC, 5.200%, 05/12/26 | 1,068,359 | 0.1 | |||||||||||
250,000 | Barclays PLC, 5.250%, 08/17/45 | 289,643 | 0.0 | |||||||||||
500,000 | BB&T Corp., 2.150%, 02/01/21 | 495,450 | 0.0 | |||||||||||
250,000 | BB&T Corp., 2.450%, 01/15/20 | 250,886 | 0.0 | |||||||||||
750,000 | BB&T Corp., 2.850%, 10/26/24 | 745,045 | 0.0 | |||||||||||
1,000,000 | BB&T Corp., 3.950%, 03/22/22 | 1,045,620 | 0.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
750,000 | Berkshire Hathaway Finance Corp., 1.300%, 05/15/18 | 748,326 | 0.0 | |||||||||||
500,000 | Berkshire Hathaway Finance Corp., 2.000%, 08/15/18 | 500,366 | 0.0 | |||||||||||
1,020,000 | Berkshire Hathaway Finance Corp., 3.000%, 05/15/22 | 1,044,026 | 0.1 | |||||||||||
750,000 | Berkshire Hathaway, Inc., 1.550%, 02/09/18 | 749,626 | 0.0 | |||||||||||
500,000 | BlackRock, Inc., 5.000%, 12/10/19 | 525,880 | 0.0 | |||||||||||
500,000 | BNP Paribas / BNP Paribas US Medium-Term Note Program LLC, 3.250%, 03/03/23 | 511,256 | 0.0 | |||||||||||
250,000 | BNP Paribas SA, 2.450%, 03/17/19 | 251,274 | 0.0 | |||||||||||
1,000,000 | (1) | BNP Paribas SA, 3.500%, 11/16/27 | 997,116 | 0.0 | ||||||||||
3,500,000 | Boston Properties L.P., 5.625%, 11/15/20 | 3,787,455 | 0.1 | |||||||||||
1,000,000 | Branch Banking & Trust Co., 2.250%, 06/01/20 | 998,611 | 0.0 | |||||||||||
500,000 | Branch Banking & Trust Co., 3.625%, 09/16/25 | 518,728 | 0.0 | |||||||||||
400,000 | Branch Banking & Trust Co., 3.800%, 10/30/26 | 418,999 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 2.450%, 04/24/19 | 501,279 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.200%, 02/05/25 | 495,774 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 04/24/24 | 514,263 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.750%, 07/28/26 | 498,671 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 4.200%, 10/29/25 | 515,134 | 0.0 | |||||||||||
550,000 | Capital One NA/Mclean VA, 2.350%, 08/17/18 | 550,930 | 0.0 | |||||||||||
500,000 | Capital One Financial Corp., 3.300%, 10/30/24 | 498,831 | 0.0 | |||||||||||
1,000,000 | Charles Schwab Corp./The, 2.650%, 01/25/23 | 999,951 | 0.0 | |||||||||||
1,000,000 | Charles Schwab Corp./The, 3.200%, 01/25/28 | 1,002,520 | 0.1 | |||||||||||
1,000,000 | Chubb Corp./The, 6.000%, 05/11/37 | 1,335,279 | 0.1 | |||||||||||
500,000 | Citibank NA, 2.100%, 06/12/20 | 496,874 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 2.500%, 07/29/19 | 501,677 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 2.876%, 07/24/23 | 497,958 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 3.400%, 05/01/26 | 503,760 | 0.0 | |||||||||||
2,000,000 | Citigroup, Inc., 3.500%, 05/15/23 | 2,037,953 | 0.1 | |||||||||||
500,000 | Citigroup, Inc., 3.750%, 06/16/24 | 519,253 | 0.0 | |||||||||||
1,500,000 | Citigroup, Inc., 3.887%, 01/10/28 | 1,553,958 | 0.1 | |||||||||||
750,000 | Citigroup, Inc., 4.050%, 07/30/22 | 781,315 | 0.0 | |||||||||||
1,500,000 | Citigroup, Inc., 4.125%, 07/25/28 | 1,548,801 | 0.1 |
700,000 | Citigroup, Inc., 4.000%, 08/05/24 | 730,922 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.300%, 11/20/26 | 523,684 | 0.0 | |||||||||||
500,000 | Citigroup, Inc., 4.400%, 06/10/25 | 528,146 | 0.0 | |||||||||||
1,000,000 | Citigroup, Inc., 4.450%, 09/29/27 | 1,059,652 | 0.1 | |||||||||||
500,000 | Citigroup, Inc., 4.600%, 03/09/26 | 532,887 | 0.0 | |||||||||||
793,000 | Citigroup, Inc., 5.300%, 05/06/44 | 939,036 | 0.0 | |||||||||||
615,000 | Citigroup, Inc., 8.125%, 07/15/39 | 985,733 | 0.0 | |||||||||||
750,000 | Citigroup, Inc., 2.700%, 10/27/22 | 742,717 | 0.0 | |||||||||||
500,000 | Citizens Bank NA/Providence RI, 2.550%, 05/13/21 | 498,499 | 0.0 | |||||||||||
1,000,000 | CME Group, Inc., 3.000%, 09/15/22 | 1,020,313 | 0.1 | |||||||||||
300,000 | CNA Financial Corp., 4.500%, 03/01/26 | 319,751 | 0.0 | |||||||||||
500,000 | Comerica Bank, 2.500%, 06/02/20 | 499,484 | 0.0 | |||||||||||
500,000 | Comerica, Inc., 2.125%, 05/23/19 | 498,085 | 0.0 | |||||||||||
250,000 | Comerica, Inc., 3.800%, 07/22/26 | 254,018 | 0.0 | |||||||||||
250,000 | Compass Bank, 2.750%, 09/29/19 | 250,766 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA/NY, 1.375%, 08/09/19 | 493,363 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/19 | 500,581 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA, 3.750%, 07/21/26 | 507,304 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/22 | 521,804 | 0.0 | |||||||||||
500,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/25 | 528,530 | 0.0 | |||||||||||
750,000 | Cooperatieve Rabobank UA, 4.500%, 01/11/21 | 795,230 | 0.0 | |||||||||||
750,000 | (1) | Credit Suisse Group AG, 3.574%, 01/09/23 | 763,156 | 0.0 | ||||||||||
750,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/28 | 782,612 | 0.0 | ||||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/21 | 1,024,046 | 0.1 | |||||||||||
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 06/09/23 | 1,032,402 | 0.1 | |||||||||||
1,000,000 | Deutsche Bank AG/London, 3.700%, 05/30/24 | 1,007,936 | 0.1 | |||||||||||
500,000 | Deutsche Bank AG, 2.850%, 05/10/19 | 501,789 | 0.0 | |||||||||||
750,000 | Deutsche Bank AG, 2.950%, 08/20/20 | 751,368 | 0.0 | |||||||||||
500,000 | Deutsche Bank AG, 3.125%, 01/13/21 | 503,262 | 0.0 | |||||||||||
500,000 | Deutsche Bank AG, 3.375%, 05/12/21 | 504,962 | 0.0 | |||||||||||
400,000 | Deutsche Bank AG, 4.100%, 01/13/26 | 407,630 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
800,000 | Discover Bank, 2.600%, 11/13/18 | 802,864 | 0.0 | |||||||||||
500,000 | Discover Bank, 3.100%, 06/04/20 | 506,187 | 0.0 | |||||||||||
500,000 | Discover Bank, 3.200%, 08/09/21 | 507,587 | 0.0 | |||||||||||
500,000 | Discover Bank, 4.200%, 08/08/23 | 525,635 | 0.0 | |||||||||||
400,000 | Discover Bank, 4.250%, 03/13/26 | 417,794 | 0.0 | |||||||||||
500,000 | Discover Financial Services, 3.950%, 11/06/24 | 511,372 | 0.0 | |||||||||||
500,000 | EPR Properties, 4.500%, 04/01/25 | 512,362 | 0.0 | |||||||||||
500,000 | ERP Operating L.P., 4.500%, 07/01/44 | 548,164 | 0.0 | |||||||||||
750,000 | Fifth Third Bancorp, 2.600%, 06/15/22 | 746,318 | 0.0 | |||||||||||
2,000,000 | Fifth Third Bancorp, 3.500%, 03/15/22 | 2,060,706 | 0.1 | |||||||||||
400,000 | Fifth Third Bancorp, 4.300%, 01/16/24 | 425,019 | 0.0 | |||||||||||
500,000 | Fifth Third Bank/Cincinnati OH, 2.200%, 10/30/20 | 497,084 | 0.0 | |||||||||||
250,000 | First Tennessee Bank NA, 2.950%, 12/01/19 | 251,746 | 0.0 | |||||||||||
7,801,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/35 | 8,452,675 | 0.3 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 2.875%, 02/25/21 | 504,019 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/26 | 513,790 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc./The, 3.850%, 01/26/27 | 513,730 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/19 | 501,104 | 0.0 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 3.500%, 11/16/26 | 503,316 | 0.0 | |||||||||||
2,050,000 | Goldman Sachs Group, Inc., 3.625%, 01/22/23 | 2,119,856 | 0.1 | |||||||||||
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/25 | 515,490 | 0.0 | |||||||||||
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/24 | 1,037,919 | 0.1 | |||||||||||
750,000 | Goldman Sachs Group, Inc., 5.750%, 01/24/22 | 831,985 | 0.0 | |||||||||||
4,840,000 | Goldman Sachs Group, Inc., 6.150%, 04/01/18 | 4,889,445 | 0.2 | |||||||||||
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/37 | 5,360,705 | 0.2 | |||||||||||
1,580,000 | Goldman Sachs Group, Inc./The, 2.876%, 10/31/22 | 1,576,149 | 0.1 | |||||||||||
500,000 | HCP, Inc., 2.625%, 02/01/20 | 501,992 | 0.0 | |||||||||||
250,000 | HCP, Inc., 3.875%, 08/15/24 | 256,194 | 0.0 | |||||||||||
500,000 | HCP, Inc., 4.000%, 06/01/25 | 515,364 | 0.0 | |||||||||||
500,000 | Hospitality Properties Trust, 4.500%, 06/15/23 | 523,316 | 0.0 | |||||||||||
500,000 | Hospitality Properties Trust, 5.000%, 08/15/22 | 533,996 | 0.0 |
750,000 | Host Hotels & Resorts L.P., 3.750%, 10/15/23 | 764,283 | 0.0 | |||||||||||
400,000 | HSBC Holdings PLC, 3.400%, 03/08/21 | 408,986 | 0.0 | |||||||||||
300,000 | HSBC Holdings PLC, 4.300%, 03/08/26 | 319,204 | 0.0 | |||||||||||
500,000 | HSBC Holdings PLC, 4.375%, 11/23/26 | 522,829 | 0.0 | |||||||||||
500,000 | HSBC Holdings PLC, 6.000%, 12/31/99 | 526,875 | 0.0 | |||||||||||
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/37 | 4,481,924 | 0.2 | |||||||||||
1,000,000 | HSBC USA, Inc., 1.625%, 01/16/18 | 999,931 | 0.0 | |||||||||||
250,000 | HSBC USA, Inc., 2.250%, 06/23/19 | 250,017 | 0.0 | |||||||||||
250,000 | HSBC USA, Inc., 3.500%, 06/23/24 | 256,879 | 0.0 | |||||||||||
1,000,000 | Huntington Bancshares, Inc./OH, 2.600%, 08/02/18 | 1,003,061 | 0.1 | |||||||||||
500,000 | ING Groep NV, 3.150%, 03/29/22 | 506,418 | 0.0 | |||||||||||
500,000 | Jefferies Group LLC, 5.125%, 04/13/18 | 504,134 | 0.0 | |||||||||||
900,000 | Jefferies Group LLC, 5.125%, 01/20/23 | 976,379 | 0.0 | |||||||||||
1,500,000 | JPMorgan Chase & Co., 1.625%, 05/15/18 | 1,499,097 | 0.1 | |||||||||||
750,000 | JPMorgan Chase & Co., 2.700%, 05/18/23 | 745,525 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 2.750%, 06/23/20 | 1,009,017 | 0.1 | |||||||||||
500,000 | JPMorgan Chase & Co., 2.950%, 10/01/26 | 491,545 | 0.0 | |||||||||||
750,000 | JPMorgan Chase & Co., 3.125%, 01/23/25 | 754,656 | 0.0 | |||||||||||
750,000 | JPMorgan Chase & Co., 3.220%, 03/01/25 | 756,318 | 0.0 | |||||||||||
1,500,000 | JPMorgan Chase & Co., 3.375%, 05/01/23 | 1,525,577 | 0.1 | |||||||||||
750,000 | JPMorgan Chase & Co., 3.540%, 05/01/28 | 763,693 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 3.782%, 02/01/28 | 1,037,151 | 0.1 | |||||||||||
500,000 | JPMorgan Chase & Co., 3.875%, 09/10/24 | 521,909 | 0.0 | |||||||||||
750,000 | JPMorgan Chase & Co., 3.882%, 07/24/38 | 775,757 | 0.0 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/26 | 1,056,600 | 0.1 | |||||||||||
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/27 | 1,064,667 | 0.1 | |||||||||||
4,000,000 | JPMorgan Chase & Co., 4.500%, 01/24/22 | 4,282,110 | 0.1 | |||||||||||
2,375,000 | JPMorgan Chase & Co., 5.500%, 10/15/40 | 2,995,001 | 0.1 | |||||||||||
500,000 | Kemper Corp., 4.350%, 02/15/25 | 509,642 | 0.0 | |||||||||||
750,000 | KeyBank NA/Cleveland OH, 1.650%, 02/01/18 | 749,814 | 0.0 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 2.300%, 09/14/22 | 490,419 | 0.0 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/19 | 500,967 | 0.0 | |||||||||||
750,000 | KeyBank NA/Cleveland OH, 2.400%, 06/09/22 | 740,288 | 0.0 | |||||||||||
500,000 | KeyBank NA/Cleveland OH, 3.400%, 05/20/26 | 498,903 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
3,000,000 | Kreditanstalt fuer Wiederaufbau, 2.125%, 03/07/22 | 2,981,505 | 0.1 | |||||||||||
400,000 | Kilroy Realty L.P., 4.250%, 08/15/29 | 414,608 | 0.0 | |||||||||||
250,000 | Kilroy Realty L.P., 4.375%, 10/01/25 | 262,625 | 0.0 | |||||||||||
3,000,000 | Kreditanstalt fuer Wiederaufbau, 1.250%, 09/30/19 | 2,960,781 | 0.1 | |||||||||||
1,000,000 | Kreditanstalt fuer Wiederaufbau, 1.625%, 03/15/21 | 982,417 | 0.0 | |||||||||||
2,000,000 | Kreditanstalt fuer Wiederaufbau, 1.875%, 11/30/20 | 1,985,686 | 0.1 | |||||||||||
10,000,000 | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/22 | 10,139,974 | 0.3 | |||||||||||
750,000 | Liberty Property L.P., 3.250%, 10/01/26 | 739,310 | 0.0 | |||||||||||
750,000 | Lincoln National Corp., 3.625%, 12/12/26 | 766,554 | 0.0 | |||||||||||
1,500,000 | Lincoln National Corp., 4.200%, 03/15/22 | 1,580,973 | 0.1 | |||||||||||
750,000 | Lloyds Banking Group PLC, 3.000%, 01/11/22 | 754,365 | 0.0 | |||||||||||
500,000 | Lloyds Banking Group PLC, 4.650%, 03/24/26 | 528,723 | 0.0 | |||||||||||
500,000 | Lloyds Banking Group PLC, 2.907%, 11/07/23 | 496,203 | 0.0 | |||||||||||
500,000 | Lloyds Banking Group PLC, 3.574%, 11/07/28 | 496,166 | 0.0 | |||||||||||
250,000 | Loews Corp., 3.750%, 04/01/26 | 260,527 | 0.0 | |||||||||||
250,000 | Manufacturers & Traders Trust Co., 2.250%, 07/25/19 | 250,272 | 0.0 | |||||||||||
1,000,000 | Manufacturers & Traders Trust Co., 2.500%, 05/18/22 | 996,186 | 0.0 | |||||||||||
500,000 | Manulife Financial Corp., 4.061%, 02/24/32 | 504,587 | 0.0 | |||||||||||
500,000 | Manulife Financial Corp., 4.150%, 03/04/26 | 531,427 | 0.0 | |||||||||||
500,000 | Manulife Financial Corp., 5.375%, 03/04/46 | 625,749 | 0.0 | |||||||||||
1,000,000 | Markel Corp., 3.625%, 03/30/23 | 1,019,138 | 0.1 | |||||||||||
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/25 | 412,639 | 0.0 | |||||||||||
500,000 | MetLife, Inc., 3.048%, 12/15/22 | 506,071 | 0.0 | |||||||||||
500,000 | MetLife, Inc., 3.600%, 04/10/24 | 523,418 | 0.0 | |||||||||||
1,000,000 | MetLife, Inc., 3.600%, 11/13/25 | 1,041,048 | 0.1 | |||||||||||
500,000 | MetLife, Inc., 4.050%, 03/01/45 | 525,202 | 0.0 | |||||||||||
400,000 | MetLife, Inc., 4.125%, 08/13/42 | 424,052 | 0.0 | |||||||||||
300,000 | MetLife, Inc., 4.721%, 12/15/44 | 349,290 | 0.0 | |||||||||||
500,000 | (1) | Metropolitan Life Global Funding I, 1.950%, 09/15/21 | 489,973 | 0.0 | ||||||||||
750,000 | (1) | Metropolitan Life Global Funding I, 3.450%, 12/18/26 | 771,380 | 0.0 |
750,000 | Mitsubishi UFJ Financial Group, Inc., 2.950%, 03/01/21 | 757,116 | 0.0 | |||||||||||
750,000 | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/26 | 777,235 | 0.0 | |||||||||||
500,000 | Mizuho Financial Group, Inc., 2.601%, 09/11/22 | 492,389 | 0.0 | |||||||||||
500,000 | Mizuho Financial Group, Inc., 3.170%, 09/11/27 | 491,369 | 0.0 | |||||||||||
1,500,000 | Morgan Stanley, 2.125%, 04/25/18 | 1,500,111 | 0.1 | |||||||||||
1,000,000 | Morgan Stanley, 2.500%, 04/21/21 | 998,701 | 0.0 | |||||||||||
750,000 | Morgan Stanley, 2.625%, 11/17/21 | 746,908 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.125%, 07/27/26 | 493,581 | 0.0 | |||||||||||
1,750,000 | Morgan Stanley, 3.591%, 07/22/28 | 1,767,715 | 0.1 | |||||||||||
750,000 | Morgan Stanley, 3.625%, 01/20/27 | 768,259 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.700%, 10/23/24 | 517,015 | 0.0 | |||||||||||
750,000 | Morgan Stanley, 3.875%, 04/29/24 | 783,553 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 3.875%, 01/27/26 | 521,592 | 0.0 | |||||||||||
750,000 | Morgan Stanley, 3.950%, 04/23/27 | 762,869 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 4.100%, 05/22/23 | 1,042,944 | 0.1 | |||||||||||
750,000 | Morgan Stanley, 4.000%, 07/23/25 | 785,868 | 0.0 | |||||||||||
500,000 | Morgan Stanley, 4.350%, 09/08/26 | 524,737 | 0.0 | |||||||||||
800,000 | Morgan Stanley, 4.875%, 11/01/22 | 862,273 | 0.0 | |||||||||||
1,000,000 | Morgan Stanley, 5.000%, 11/24/25 | 1,095,775 | 0.1 | |||||||||||
10,500,000 | Morgan Stanley, 6.625%, 04/01/18 | 10,615,672 | 0.3 | |||||||||||
500,000 | MUFG Union Bank NA, 2.250%, 05/06/19 | 499,414 | 0.0 | |||||||||||
500,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/26 | 476,568 | 0.0 | |||||||||||
500,000 | National Australia Bank Ltd./New York, 2.800%, 01/10/22 | 502,565 | 0.0 | |||||||||||
300,000 | National Retail Properties, Inc., 4.000%, 11/15/25 | 308,172 | 0.0 | |||||||||||
250,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 11/01/20 | 249,844 | 0.0 | |||||||||||
1,000,000 | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/46 | 1,075,780 | 0.1 | |||||||||||
300,000 | Northern Trust Corp., 2.375%, 08/02/22 | 299,929 | 0.0 | |||||||||||
750,000 | Northern Trust Corp., 3.375%, 05/08/32 | 747,893 | 0.0 | |||||||||||
250,000 | Northern Trust Corp., 3.950%, 10/30/25 | 265,049 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.450%, 07/28/22 | 496,049 | 0.0 | |||||||||||
500,000 | PNC Bank NA, 2.625%, 02/17/22 | 501,361 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
500,000 | PNC Bank NA, 2.700%, 11/01/22 | 497,808 | 0.0 | |||||||||||
1,000,000 | PNC Bank NA, 2.950%, 01/30/23 | 1,007,186 | 0.1 | |||||||||||
500,000 | PNC Bank NA, 3.250%, 06/01/25 | 507,837 | 0.0 | |||||||||||
500,000 | PNC Financial Services Group, Inc./The, 2.854%, 11/09/22 | 502,062 | 0.0 | |||||||||||
500,000 | PNC Financial Services Group, Inc./The, 3.300%, 03/08/22 | 513,605 | 0.0 | |||||||||||
750,000 | PNC Bank NA, 3.100%, 10/25/27 | 748,772 | 0.0 | |||||||||||
500,000 | Primerica, Inc., 4.750%, 07/15/22 | 535,194 | 0.0 | |||||||||||
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/23 | 301,941 | 0.0 | |||||||||||
1,000,000 | Principal Financial Group, Inc., 3.300%, 09/15/22 | 1,018,114 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 1.450%, 08/15/19 | 991,232 | 0.0 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.250%, 03/15/20 | 1,002,261 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 2.300%, 09/15/20 | 1,003,388 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/25 | 1,050,753 | 0.1 | |||||||||||
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/24 | 1,060,520 | 0.1 | |||||||||||
500,000 | Prologis L.P., 4.250%, 08/15/23 | 535,857 | 0.0 | |||||||||||
400,000 | Protective Life Corp., 7.375%, 10/15/19 | 433,673 | 0.0 | |||||||||||
500,000 | Prudential Financial, Inc., 5.375%, 05/15/45 | 537,000 | 0.0 | |||||||||||
750,000 | Public Storage, 2.370%, 09/15/22 | 740,383 | 0.0 | |||||||||||
750,000 | Public Storage, 3.094%, 09/15/27 | 745,874 | 0.0 | |||||||||||
500,000 | Raymond James Financial, Inc., 3.625%, 09/15/26 | 503,141 | 0.0 | |||||||||||
400,000 | Realty Income Corp., 3.875%, 07/15/24 | 413,195 | 0.0 | |||||||||||
300,000 | Realty Income Corp., 4.125%, 10/15/26 | 312,377 | 0.0 | |||||||||||
1,000,000 | Regions Financial Corp., 3.200%, 02/08/21 | 1,018,099 | 0.1 | |||||||||||
750,000 | Royal Bank of Canada, 1.500%, 01/16/18 | 749,937 | 0.0 | |||||||||||
500,000 | Royal Bank of Canada, 2.125%, 03/02/20 | 498,628 | 0.0 | |||||||||||
1,000,000 | Royal Bank of Canada, 2.150%, 10/26/20 | 993,874 | 0.0 | |||||||||||
1,000,000 | Royal Bank of Canada, 2.750%, 02/01/22 | 1,012,959 | 0.1 | |||||||||||
500,000 | Royal Bank of Canada, 4.650%, 01/27/26 | 539,589 | 0.0 | |||||||||||
500,000 | Royal Bank of Scotland Group PLC, 4.800%, 04/05/26 | 538,013 | 0.0 | |||||||||||
500,000 | Santander Holdings USA, Inc., 2.650%, 04/17/20 | 499,981 | 0.0 |
750,000 | Santander Holdings USA, Inc., 2.700%, 05/24/19 | 751,814 | 0.0 | |||||||||||
400,000 | Santander Issuances SAU, 5.179%, 11/19/25 | 432,598 | 0.0 | |||||||||||
500,000 | Santander UK Group Holdings PLC, 2.875%, 08/05/21 | 499,375 | 0.0 | |||||||||||
750,000 | Santander UK Group Holdings PLC, 3.125%, 01/08/21 | 757,871 | 0.0 | |||||||||||
500,000 | Santander UK PLC, 2.500%, 03/14/19 | 501,587 | 0.0 | |||||||||||
250,000 | Senior Housing Properties Trust, 3.250%, 05/01/19 | 251,385 | 0.0 | |||||||||||
250,000 | Senior Housing Properties Trust, 4.750%, 05/01/24 | 261,132 | 0.0 | |||||||||||
1,000,000 | Simon Property Group L.P., 3.375%, 03/15/22 | 1,026,849 | 0.1 | |||||||||||
500,000 | (2) | Simon Property Group L.P., 3.375%, 06/15/27 | 504,236 | 0.0 | ||||||||||
500,000 | (2) | Simon Property Group L.P., 4.250%, 10/01/44 | 522,536 | 0.0 | ||||||||||
750,000 | State Street Corp., 2.653%, 05/15/23 | 750,584 | 0.0 | |||||||||||
1,500,000 | State Street Corp., 3.100%, 05/15/23 | 1,513,910 | 0.1 | |||||||||||
500,000 | State Street Corp., 3.550%, 08/18/25 | 519,985 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.058%, 07/14/21 | 490,205 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/21 | 494,946 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/26 | 476,370 | 0.0 | |||||||||||
750,000 | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/22 | 745,371 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.784%, 07/12/22 | 497,394 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/27 | 499,351 | 0.0 | |||||||||||
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/27 | 505,956 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 2.250%, 01/31/20 | 499,453 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 2.750%, 05/01/23 | 495,958 | 0.0 | |||||||||||
500,000 | SunTrust Bank/Atlanta GA, 3.300%, 05/15/26 | 495,962 | 0.0 | |||||||||||
250,000 | SunTrust Banks, Inc., 2.500%, 05/01/19 | 250,995 | 0.0 | |||||||||||
500,000 | SunTrust Banks, Inc., 2.700%, 01/27/22 | 500,403 | 0.0 | |||||||||||
500,000 | SunTrust Banks, Inc., 2.900%, 03/03/21 | 505,923 | 0.0 | |||||||||||
750,000 | Synchrony Bank, 3.000%, 06/15/22 | 747,624 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 3.000%, 08/15/19 | 251,808 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
250,000 | Synchrony Financial, 3.750%, 08/15/21 | 256,534 | 0.0 | |||||||||||
300,000 | Synchrony Financial, 4.250%, 08/15/24 | 311,426 | 0.0 | |||||||||||
250,000 | Synchrony Financial, 4.500%, 07/23/25 | 261,597 | 0.0 | |||||||||||
500,000 | Tanger Properties L.P., 3.125%, 09/01/26 | 476,700 | 0.0 | |||||||||||
750,000 | (1) | Toronto-Dominion Bank/The, 2.500%, 01/18/23 | 748,466 | 0.0 | ||||||||||
750,000 | Travelers Cos, Inc./The, 4.000%, 05/30/47 | 799,948 | 0.0 | |||||||||||
3,000,000 | Travelers Cos, Inc., 3.900%, 11/01/20 | 3,120,823 | 0.1 | |||||||||||
700,000 | UBS AG/Stamford CT, 2.375%, 08/14/19 | 700,671 | 0.0 | |||||||||||
500,000 | (1) | UBS Group Funding Switzerland AG, 2.950%, 09/24/20 | 505,503 | 0.0 | ||||||||||
500,000 | (1) | UBS Group Funding Switzerland AG, 3.000%, 04/15/21 | 503,854 | 0.0 | ||||||||||
500,000 | Unum Group, 3.000%, 05/15/21 | 503,835 | 0.0 | |||||||||||
750,000 | US Bancorp, 2.950%, 07/15/22 | 760,491 | 0.0 | |||||||||||
750,000 | US Bancorp, 3.150%, 04/27/27 | 752,057 | 0.0 | |||||||||||
1,000,000 | US Bancorp, 3.000%, 03/15/22 | 1,020,405 | 0.1 | |||||||||||
500,000 | US Bancorp, 5.125%, 12/31/99 | 520,625 | 0.0 | |||||||||||
500,000 | US Bank NA/Cincinnati OH, 2.000%, 01/24/20 | 498,012 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P. / Ventas Capital Corp., 2.700%, 04/01/20 | 502,433 | 0.0 | |||||||||||
600,000 | Ventas Realty L.P. / Ventas Capital Corp., 3.250%, 08/15/22 | 607,686 | 0.0 | |||||||||||
250,000 | Ventas Realty L.P., 3.500%, 02/01/25 | 252,185 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 3.750%, 05/01/24 | 513,965 | 0.0 | |||||||||||
500,000 | Ventas Realty L.P., 4.125%, 01/15/26 | 522,583 | 0.0 | |||||||||||
1,100,000 | Visa, Inc., 2.200%, 12/14/20 | 1,099,517 | 0.1 | |||||||||||
750,000 | Visa, Inc., 2.750%, 09/15/27 | 740,703 | 0.0 | |||||||||||
1,000,000 | Visa, Inc., 2.800%, 12/14/22 | 1,015,190 | 0.1 | |||||||||||
500,000 | Visa, Inc., 3.150%, 12/14/25 | 511,543 | 0.0 | |||||||||||
500,000 | Visa, Inc., 4.150%, 12/14/35 | 555,793 | 0.0 | |||||||||||
500,000 | Visa, Inc., 4.300%, 12/14/45 | 569,868 | 0.0 | |||||||||||
750,000 | Wells Fargo Bank NA, 6.600%, 01/15/38 | 1,047,319 | 0.1 | |||||||||||
1,000,000 | Wells Fargo & Co., 3.584%, 05/22/28 | 1,020,374 | 0.1 | |||||||||||
1,000,000 | Wells Fargo & Co., 2.625%, 07/22/22 | 995,128 | 0.0 | |||||||||||
1,500,000 | Wells Fargo & Co., 3.069%, 01/24/23 | 1,511,942 | 0.1 | |||||||||||
1,000,000 | Wells Fargo & Co., 3.000%, 10/23/26 | 981,008 | 0.0 |
1,000,000 | Wells Fargo & Co., 3.450%, 02/13/23 | 1,019,614 | 0.1 | |||||||||||
750,000 | Wells Fargo & Co., 3.550%, 09/29/25 | 770,437 | 0.0 | |||||||||||
500,000 | Wells Fargo & Co., 4.300%, 07/22/27 | 532,876 | 0.0 | |||||||||||
8,000,000 | Wells Fargo & Co., 4.600%, 04/01/21 | 8,504,702 | 0.3 | |||||||||||
1,983,000 | Wells Fargo & Co., 5.606%, 01/15/44 | 2,448,269 | 0.1 | |||||||||||
500,000 | Welltower, Inc., 2.250%, 03/15/18 | 500,218 | 0.0 | |||||||||||
500,000 | Welltower, Inc., 4.000%, 06/01/25 | 517,707 | 0.0 | |||||||||||
1,000,000 | Westpac Banking Corp., 2.750%, 01/11/23 | 998,518 | 0.0 | |||||||||||
750,000 | Westpac Banking Corp., 4.322%, 11/23/31 | 773,948 | 0.0 | |||||||||||
1,000,000 | Westpac Banking Corp., 1.600%, 01/12/18 | 999,970 | 0.1 | |||||||||||
1,000,000 | WR Berkley Corp., 4.625%, 03/15/22 | 1,065,117 | 0.1 | |||||||||||
400,000 | XLIT Ltd., 2.300%, 12/15/18 | 399,966 | 0.0 | |||||||||||
333,698,180 | 9.9 | |||||||||||||
Industrial: 2.1% | ||||||||||||||
500,000 | 3M Co., 2.000%, 06/26/22 | 491,429 | 0.0 | |||||||||||
750,000 | 3M Co., 2.250%, 09/19/26 | 713,006 | 0.0 | |||||||||||
1,000,000 | 3M Co., 2.875%, 10/15/27 | 995,592 | 0.0 | |||||||||||
200,000 | 3M Co., 3.875%, 06/15/44 | 213,496 | 0.0 | |||||||||||
1,300,000 | Agilent Technologies, Inc., 3.200%, 10/01/22 | 1,312,245 | 0.1 | |||||||||||
1,000,000 | Agilent Technologies, Inc., 3.875%, 07/15/23 | 1,036,809 | 0.1 | |||||||||||
400,000 | Arrow Electronics, Inc., 3.500%, 04/01/22 | 405,694 | 0.0 | |||||||||||
750,000 | Boeing Capital Corp., 4.700%, 10/27/19 | 783,668 | 0.0 | |||||||||||
500,000 | Boeing Co/The, 2.125%, 03/01/22 | 495,992 | 0.0 | |||||||||||
500,000 | (2) | Boeing Co/The, 2.800%, 03/01/27 | 495,590 | 0.0 | ||||||||||
500,000 | Boeing Co/The, 3.300%, 03/01/35 | 498,407 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 3.000%, 03/15/23 | 509,663 | 0.0 | |||||||||||
1,000,000 | Burlington Northern Santa Fe LLC, 3.450%, 09/15/21 | 1,033,621 | 0.1 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/42 | 559,285 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/43 | 564,269 | 0.0 | |||||||||||
500,000 | Burlington Northern Santa Fe LLC, 4.700%, 09/01/45 | 586,689 | 0.0 | |||||||||||
400,000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/44 | 480,197 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/22 | 979,833 | 0.0 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/35 | 875,766 | 0.0 | |||||||||||
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/45 | 894,786 | 0.0 | |||||||||||
1,000,000 | Caterpillar Financial Services Corp., 2.400%, 08/09/26 | 957,007 | 0.0 | |||||||||||
300,000 | Caterpillar Financial Services Corp., 1.300%, 03/01/18 | 299,649 | 0.0 | |||||||||||
500,000 | Caterpillar Financial Services Corp., 2.100%, 01/10/20 | 499,084 | 0.0 | |||||||||||
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/23 | 299,304 | 0.0 | |||||||||||
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/23 | 526,333 | 0.0 | |||||||||||
1,500,000 | Caterpillar, Inc., 2.600%, 06/26/22 | 1,501,110 | 0.1 | |||||||||||
250,000 | Caterpillar, Inc., 3.400%, 05/15/24 | 259,905 | 0.0 | |||||||||||
1,000,000 | Caterpillar, Inc., 3.803%, 08/15/42 | 1,073,140 | 0.1 | |||||||||||
250,000 | (2) | Caterpillar, Inc., 4.300%, 05/15/44 | 287,835 | 0.0 | ||||||||||
500,000 | CSX Corp., 3.950%, 05/01/50 | 499,252 | 0.0 | |||||||||||
1,000,000 | CSX Corp., 4.100%, 03/15/44 | 1,044,998 | 0.1 | |||||||||||
1,000,000 | CSX Corp., 4.400%, 03/01/43 | 1,086,033 | 0.1 | |||||||||||
830,000 | Cummins, Inc., 7.125%, 03/01/28 | 1,093,280 | 0.1 | |||||||||||
500,000 | Deere & Co., 3.900%, 06/09/42 | 541,868 | 0.0 | |||||||||||
1,010,000 | Dover Corp., 4.300%, 03/01/21 | 1,067,281 | 0.1 | |||||||||||
250,000 | FedEx Corp., 2.300%, 02/01/20 | 250,084 | 0.0 | |||||||||||
200,000 | FedEx Corp., 3.875%, 08/01/42 | 199,729 | 0.0 | |||||||||||
500,000 | FedEx Corp., 4.750%, 11/15/45 | 561,628 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 2.250%, 11/15/22 | 493,813 | 0.0 | |||||||||||
500,000 | General Dynamics Corp., 3.600%, 11/15/42 | 512,727 | 0.0 | |||||||||||
500,000 | General Electric Co., 2.700%, 10/09/22 | 499,500 | 0.0 | |||||||||||
430,000 | General Electric Co., 5.875%, 01/14/38 | 556,743 | 0.0 | |||||||||||
1,861,000 | General Electric Co., 6.750%, 03/15/32 | 2,552,220 | 0.1 | |||||||||||
750,000 | General Electric Co., 6.875%, 01/10/39 | 1,082,049 | 0.1 | |||||||||||
2,600,000 | (1) | Honeywell International, Inc., 3.812%, 11/21/47 | 2,708,214 | 0.1 | ||||||||||
500,000 | Illinois Tool Works, Inc., 3.500%, 03/01/24 | 523,686 | 0.0 | |||||||||||
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/42 | 536,638 | 0.0 |
250,000 | Ingersoll-Rand Luxembourg Finance SA, 2.625%, 05/01/20 | 250,057 | 0.0 | |||||||||||
250,000 | Ingersoll-Rand Luxembourg Finance SA, 4.650%, 11/01/44 | 277,637 | 0.0 | |||||||||||
500,000 | John Deere Capital Corp., 1.950%, 01/08/19 | 499,648 | 0.0 | |||||||||||
750,000 | John Deere Capital Corp., 2.800%, 03/04/21 | 758,070 | 0.0 | |||||||||||
1,000,000 | John Deere Capital Corp., 2.800%, 03/06/23 | 1,004,476 | 0.1 | |||||||||||
1,000,000 | John Deere Capital Corp., 2.800%, 09/08/27 | 982,513 | 0.0 | |||||||||||
500,000 | John Deere Capital Corp., 3.350%, 06/12/24 | 515,207 | 0.0 | |||||||||||
400,000 | Johnson Controls International plc, 3.625%, 07/02/24 | 415,063 | 0.0 | |||||||||||
250,000 | Johnson Controls International plc, 4.625%, 07/02/44 | 276,208 | 0.0 | |||||||||||
250,000 | Johnson Controls International plc, 5.125%, 09/14/45 | 294,360 | 0.0 | |||||||||||
500,000 | Kennametal, Inc., 2.650%, 11/01/19 | 500,553 | 0.0 | |||||||||||
800,000 | L3 Technologies, Inc., 4.950%, 02/15/21 | 847,774 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 2.500%, 11/23/20 | 503,497 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 3.100%, 01/15/23 | 508,544 | 0.0 | |||||||||||
1,000,000 | Lockheed Martin Corp., 3.350%, 09/15/21 | 1,028,915 | 0.1 | |||||||||||
1,000,000 | Lockheed Martin Corp., 3.550%, 01/15/26 | 1,039,880 | 0.1 | |||||||||||
1,250,000 | Lockheed Martin Corp., 3.600%, 03/01/35 | 1,263,129 | 0.1 | |||||||||||
500,000 | Lockheed Martin Corp., 4.500%, 05/15/36 | 562,022 | 0.0 | |||||||||||
500,000 | Lockheed Martin Corp., 4.700%, 05/15/46 | 585,223 | 0.0 | |||||||||||
2,000,000 | Norfolk Southern Corp., 3.950%, 10/01/42 | 2,055,331 | 0.1 | |||||||||||
500,000 | Norfolk Southern Corp., 4.450%, 06/15/45 | 559,203 | 0.0 | |||||||||||
375,000 | Norfolk Southern Corp., 4.800%, 08/15/43 | 429,804 | 0.0 | |||||||||||
642,000 | (1) | Norfolk Southern Corp., 3.942%, 11/01/47 | 661,152 | 0.0 | ||||||||||
750,000 | Northrop Grumman Corp., 2.550%, 10/15/22 | 745,387 | 0.0 | |||||||||||
750,000 | Northrop Grumman Corp., 2.930%, 01/15/25 | 746,542 | 0.0 | |||||||||||
500,000 | Northrop Grumman Corp., 3.850%, 04/15/45 | 505,588 | 0.0 | |||||||||||
200,000 | Packaging Corp. of America, 3.650%, 09/15/24 | 205,323 | 0.0 | |||||||||||
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/34 | 273,509 | 0.0 | |||||||||||
3,800,000 | Raytheon Co., 3.125%, 10/15/20 | 3,888,587 | 0.1 | |||||||||||
2,000,000 | Republic Services, Inc., 5.250%, 11/15/21 | 2,185,160 | 0.1 | |||||||||||
1,250,000 | Roper Technologies, Inc., 2.050%, 10/01/18 | 1,250,039 | 0.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
500,000 | Ryder System, Inc., 2.450%, 09/03/19 | 500,694 | 0.0 | |||||||||||
350,000 | Ryder System, Inc., 2.500%, 03/01/18 | 350,071 | 0.0 | |||||||||||
500,000 | Ryder System, Inc., 2.500%, 05/11/20 | 500,733 | 0.0 | |||||||||||
300,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/22 | 303,199 | 0.0 | |||||||||||
750,000 | Textron, Inc., 3.650%, 03/01/21 | 772,216 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 2.250%, 02/15/19 | 250,340 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 04/15/23 | 502,235 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 2.750%, 03/01/26 | 494,628 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.375%, 02/01/35 | 253,517 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.750%, 03/15/24 | 264,387 | 0.0 | |||||||||||
250,000 | Union Pacific Corp., 3.799%, 10/01/51 | 255,353 | 0.0 | |||||||||||
750,000 | Union Pacific Corp., 4.050%, 11/15/45 | 811,935 | 0.0 | |||||||||||
500,000 | Union Pacific Corp., 4.250%, 04/15/43 | 549,125 | 0.0 | |||||||||||
1,000,000 | United Parcel Service, Inc., 2.800%, 11/15/24 | 1,005,126 | 0.1 | |||||||||||
1,000,000 | United Parcel Service, Inc., 3.050%, 11/15/27 | 1,001,032 | 0.0 | |||||||||||
750,000 | United Technologies Corp., 3.100%, 06/01/22 | 764,299 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.150%, 05/15/45 | 533,460 | 0.0 | |||||||||||
500,000 | United Technologies Corp., 4.500%, 06/01/42 | 554,981 | 0.0 | |||||||||||
406,000 | United Technologies Corp., 6.125%, 07/15/38 | 538,893 | 0.0 | |||||||||||
71,263,772 | 2.1 | |||||||||||||
Technology: 1.5% | ||||||||||||||
500,000 | Analog Devices, Inc., 3.900%, 12/15/25 | 523,435 | 0.0 | |||||||||||
1,500,000 | Apple, Inc., 1.000%, 05/03/18 | 1,496,364 | 0.1 | |||||||||||
500,000 | Apple, Inc., 2.100%, 05/06/19 | 501,205 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.150%, 02/09/22 | 493,728 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 2.400%, 05/03/23 | 990,297 | 0.0 | |||||||||||
750,000 | Apple, Inc., 2.500%, 02/09/22 | 751,004 | 0.0 | |||||||||||
500,000 | Apple, Inc., 2.850%, 05/06/21 | 508,214 | 0.0 | |||||||||||
750,000 | Apple, Inc., 3.000%, 02/09/24 | 759,979 | 0.0 | |||||||||||
500,000 | Apple, Inc., 3.450%, 05/06/24 | 518,845 | 0.0 | |||||||||||
500,000 | Apple, Inc., 3.450%, 02/09/45 | 488,765 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.850%, 05/04/43 | 1,040,557 | 0.1 | |||||||||||
400,000 | Apple, Inc., 4.375%, 05/13/45 | 451,333 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 2.400%, 01/13/23 | 991,965 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 3.000%, 11/13/27 | 994,892 | 0.0 |
1,000,000 | Apple, Inc., 3.250%, 02/23/26 | 1,021,365 | 0.1 | |||||||||||
500,000 | Apple, Inc., 4.450%, 05/06/44 | 572,006 | 0.0 | |||||||||||
1,000,000 | Apple, Inc., 4.650%, 02/23/46 | 1,172,855 | 0.1 | |||||||||||
500,000 | Applied Materials, Inc., 3.900%, 10/01/25 | 531,099 | 0.0 | |||||||||||
400,000 | Autodesk, Inc., 3.600%, 12/15/22 | 409,276 | 0.0 | |||||||||||
250,000 | Autodesk, Inc., 4.375%, 06/15/25 | 262,684 | 0.0 | |||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 3.480%, 06/01/19 | 405,114 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/21 | 417,093 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/23 | 432,692 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/26 | 441,662 | 0.0 | ||||||||||
400,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/46 | 516,678 | 0.0 | ||||||||||
279,000 | Fidelity National Information Services, Inc., 3.625%, 10/15/20 | 286,829 | 0.0 | |||||||||||
500,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/20 | 510,791 | 0.0 | |||||||||||
500,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/22 | 525,934 | 0.0 | |||||||||||
321,000 | HP, Inc., 3.750%, 12/01/20 | 331,450 | 0.0 | |||||||||||
1,000,000 | International Business Machines Corp., 1.625%, 05/15/20 | 988,021 | 0.0 | |||||||||||
500,000 | International Business Machines Corp., 1.875%, 05/15/19 | 498,942 | 0.0 | |||||||||||
1,030,000 | International Business Machines Corp., 2.250%, 02/19/21 | 1,027,369 | 0.1 | |||||||||||
1,020,000 | International Business Machines Corp., 2.500%, 01/27/22 | 1,023,852 | 0.1 | |||||||||||
1,000,000 | International Business Machines Corp., 3.375%, 08/01/23 | 1,035,755 | 0.1 | |||||||||||
1,000,000 | International Business Machines Corp., 3.450%, 02/19/26 | 1,034,260 | 0.1 | |||||||||||
1,000,000 | Intel Corp., 3.150%, 05/11/27 | 1,020,728 | 0.1 | |||||||||||
260,000 | Intel Corp., 3.700%, 07/29/25 | 274,947 | 0.0 | |||||||||||
272,288 | (1) | Intel Corp., 3.734%, 12/08/47 | 283,235 | 0.0 | ||||||||||
500,000 | Lam Research Corp., 2.800%, 06/15/21 | 503,491 | 0.0 | |||||||||||
400,000 | Lam Research Corp., 3.800%, 03/15/25 | 416,368 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 1.000%, 05/01/18 | 748,772 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
750,000 | Microsoft Corp., 1.550%, 08/08/21 | 730,557 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.375%, 05/01/23 | 992,165 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.400%, 08/08/26 | 965,206 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 2.700%, 02/12/25 | 999,187 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 2.875%, 02/06/24 | 507,546 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 3.125%, 11/03/25 | 510,860 | 0.0 | |||||||||||
1,500,000 | Microsoft Corp., 3.300%, 02/06/27 | 1,548,593 | 0.1 | |||||||||||
250,000 | Microsoft Corp., 3.500%, 02/12/35 | 260,426 | 0.0 | |||||||||||
750,000 | Microsoft Corp., 3.625%, 12/15/23 | 790,658 | 0.0 | |||||||||||
250,000 | Microsoft Corp., 3.750%, 02/12/45 | 263,797 | 0.0 | |||||||||||
500,000 | Microsoft Corp., 3.950%, 08/08/56 | 534,715 | 0.0 | |||||||||||
1,000,000 | Microsoft Corp., 4.200%, 11/03/35 | 1,135,973 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 4.250%, 02/06/47 | 1,145,140 | 0.1 | |||||||||||
1,000,000 | Microsoft Corp., 4.450%, 11/03/45 | 1,173,944 | 0.1 | |||||||||||
250,000 | Microsoft Corp., 4.875%, 12/15/43 | 307,681 | 0.0 | |||||||||||
250,000 | NetApp, Inc., 3.375%, 06/15/21 | 254,764 | 0.0 | |||||||||||
500,000 | Oracle Corp., 2.250%, 10/08/19 | 502,335 | 0.0 | |||||||||||
500,000 | Oracle Corp., 2.500%, 10/15/22 | 499,582 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.800%, 07/08/21 | 761,331 | 0.0 | |||||||||||
750,000 | Oracle Corp., 2.950%, 05/15/25 | 753,791 | 0.0 | |||||||||||
500,000 | Oracle Corp., 3.400%, 07/08/24 | 518,792 | 0.0 | |||||||||||
750,000 | Oracle Corp., 3.900%, 05/15/35 | 795,402 | 0.0 | |||||||||||
750,000 | Oracle Corp., 4.125%, 05/15/45 | 810,169 | 0.0 | |||||||||||
600,000 | Oracle Corp., 4.300%, 07/08/34 | 667,550 | 0.0 | |||||||||||
1,500,000 | Oracle Corp., 5.375%, 07/15/40 | 1,899,023 | 0.1 | |||||||||||
1,000,000 | Oracle Corp., 2.950%, 11/15/24 | 1,007,847 | 0.0 | |||||||||||
1,000,000 | Oracle Corp., 3.250%, 11/15/27 | 1,017,913 | 0.1 | |||||||||||
500,000 | Qualcomm, Inc., 2.100%, 05/20/20 | 498,038 | 0.0 | |||||||||||
500,000 | Qualcomm, Inc., 3.000%, 05/20/22 | 500,700 | 0.0 | |||||||||||
850,000 | Qualcomm, Inc., 4.650%, 05/20/35 | 915,756 | 0.0 | |||||||||||
350,000 | Qualcomm, Inc., 4.800%, 05/20/45 | 376,991 | 0.0 | |||||||||||
400,000 | (2) | Xerox Corp., 3.800%, 05/15/24 | 390,705 | 0.0 | ||||||||||
807,000 | Xerox Corp., 4.070%, 03/17/22 | 815,453 | 0.0 |
250,000 | (2) | Xerox Corp., 4.800%, 03/01/35 | 237,127 | 0.0 | ||||||||||
52,293,568 | 1.5 | |||||||||||||
Utilities: 2.3% | ||||||||||||||
500,000 | Alabama Power Co., 4.150%, 08/15/44 | 540,387 | 0.0 | |||||||||||
300,000 | Ameren Illinois Co., 2.700%, 09/01/22 | 301,062 | 0.0 | |||||||||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/44 | 274,282 | 0.0 | |||||||||||
500,000 | Appalachian Power Co., 4.400%, 05/15/44 | 552,878 | 0.0 | |||||||||||
750,000 | Appalachian Power Co., 4.450%, 06/01/45 | 834,966 | 0.1 | |||||||||||
250,000 | Arizona Public Service Co., 2.200%, 01/15/20 | 249,324 | 0.0 | |||||||||||
750,000 | Arizona Public Service Co., 2.950%, 09/15/27 | 739,379 | 0.0 | |||||||||||
400,000 | Arizona Public Service Co., 3.350%, 06/15/24 | 409,785 | 0.0 | |||||||||||
500,000 | Atmos Energy Corp., 4.125%, 10/15/44 | 546,853 | 0.0 | |||||||||||
1,000,000 | Baltimore Gas & Electric Co., 3.350%, 07/01/23 | 1,025,731 | 0.1 | |||||||||||
500,000 | Baltimore Gas & Electric Co., 3.500%, 08/15/46 | 490,715 | 0.0 | |||||||||||
750,000 | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/27 | 747,037 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 3.875%, 03/01/24 | 261,827 | 0.0 | |||||||||||
250,000 | CMS Energy Corp., 4.875%, 03/01/44 | 292,983 | 0.0 | |||||||||||
200,000 | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/56 | 218,638 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/44 | 570,507 | 0.0 | |||||||||||
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/45 | 575,941 | 0.0 | |||||||||||
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/54 | 458,687 | 0.0 | |||||||||||
300,000 | Consumers Energy Co., 2.850%, 05/15/22 | 303,093 | 0.0 | |||||||||||
500,000 | Consumers Energy Co., 3.950%, 07/15/47 | 543,010 | 0.0 | |||||||||||
200,000 | Dominion Energy Gas Holdings LLC, 2.500%, 12/15/19 | 200,309 | 0.0 | |||||||||||
210,000 | Dominion Energy Gas Holdings LLC, 2.800%, 11/15/20 | 211,738 | 0.0 | |||||||||||
200,000 | Dominion Energy Gas Holdings LLC, 3.600%, 12/15/24 | 204,612 | 0.0 | |||||||||||
250,000 | DTE Electric Co., 4.300%, 07/01/44 | 280,828 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.500%, 06/01/24 | 409,592 | 0.0 | |||||||||||
400,000 | DTE Energy Co., 3.850%, 12/01/23 | 416,391 | 0.0 | |||||||||||
400,000 | Duke Energy Corp., 2.100%, 06/15/18 | 400,146 | 0.0 | |||||||||||
500,000 | Duke Energy Carolinas LLC, 2.500%, 03/15/23 | 495,820 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
500,000 | Duke Energy Corp., 1.800%, 09/01/21 | 486,702 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.750%, 09/01/46 | 496,132 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 3.950%, 10/15/23 | 525,425 | 0.0 | |||||||||||
500,000 | Duke Energy Corp., 4.800%, 12/15/45 | 579,652 | 0.0 | |||||||||||
500,000 | Duke Energy Progress LLC, 3.700%, 10/15/46 | 511,529 | 0.0 | |||||||||||
150,000 | Duke Energy Progress LLC, 4.150%, 12/01/44 | 163,866 | 0.0 | |||||||||||
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/45 | 828,444 | 0.0 | |||||||||||
1,500,000 | Duke Energy Progress LLC, 4.375%, 03/30/44 | 1,707,200 | 0.1 | |||||||||||
500,000 | Edison International, 2.950%, 03/15/23 | 501,289 | 0.0 | |||||||||||
500,000 | Enel Generacion Chile SA, 4.250%, 04/15/24 | 523,680 | 0.0 | |||||||||||
400,000 | Entergy Arkansas, Inc., 3.500%, 04/01/26 | 413,088 | 0.0 | |||||||||||
400,000 | Entergy Arkansas, Inc., 3.700%, 06/01/24 | 420,247 | 0.0 | |||||||||||
500,000 | Entergy Louisiana LLC, 4.950%, 01/15/45 | 525,734 | 0.0 | |||||||||||
1,500,000 | Exelon Corp., 4.950%, 06/15/35 | 1,714,451 | 0.1 | |||||||||||
750,000 | Exelon Corp., 5.100%, 06/15/45 | 887,939 | 0.1 | |||||||||||
2,260,000 | Exelon Generation Co. LLC, 5.200%, 10/01/19 | 2,367,889 | 0.1 | |||||||||||
500,000 | Florida Power & Light Co., 3.250%, 06/01/24 | 514,326 | 0.0 | |||||||||||
750,000 | Florida Power & Light Co., 3.800%, 12/15/42 | 787,570 | 0.0 | |||||||||||
1,500,000 | Florida Power & Light Co., 4.050%, 06/01/42 | 1,647,122 | 0.1 | |||||||||||
500,000 | Georgia Power Co., 3.250%, 04/01/26 | 501,749 | 0.0 | |||||||||||
500,000 | Indiana Michigan Power Co., 4.550%, 03/15/46 | 572,107 | 0.0 | |||||||||||
1,000,000 | (1) | ITC Holdings Corp., 3.350%, 11/15/27 | 1,002,509 | 0.1 | ||||||||||
250,000 | ITC Holdings Corp., 3.650%, 06/15/24 | 256,767 | 0.0 | |||||||||||
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/37 | 621,008 | 0.0 | |||||||||||
2,500,000 | Kentucky Utilities Co., 5.125%, 11/01/40 | 3,088,831 | 0.1 | |||||||||||
500,000 | MidAmerican Energy Co., 3.100%, 05/01/27 | 502,989 | 0.0 | |||||||||||
500,000 | MidAmerican Energy Co., 3.950%, 08/01/47 | 535,200 | 0.0 | |||||||||||
3,668,000 | Berkshire Hathaway Energy Co., 6.125%, 04/01/36 | 4,933,036 | 0.2 | |||||||||||
2,000,000 | Mississippi Power Co., 4.250%, 03/15/42 | 1,960,808 | 0.1 | |||||||||||
250,000 | (1) | Monongahela Power Co., 5.400%, 12/15/43 | 312,155 | 0.0 | ||||||||||
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/25 | 1,073,993 | 0.1 | |||||||||||
1,000,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/19 | 999,684 | 0.1 |
500,000 | Northern States Power Co/MN, 4.125%, 05/15/44 | 546,208 | 0.0 | |||||||||||
500,000 | Northern States Power Co/WI, 3.300%, 06/15/24 | 511,379 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.000%, 12/15/44 | 261,530 | 0.0 | |||||||||||
250,000 | Oklahoma Gas & Electric Co., 4.550%, 03/15/44 | 277,325 | 0.0 | |||||||||||
750,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/22 | 790,635 | 0.0 | |||||||||||
500,000 | Pacific Gas & Electric Co., 2.950%, 03/01/26 | 487,191 | 0.0 | |||||||||||
500,000 | Pacific Gas & Electric Co., 3.300%, 03/15/27 | 496,653 | 0.0 | |||||||||||
1,850,000 | Pacific Gas & Electric Co., 3.500%, 10/01/20 | 1,896,159 | 0.1 | |||||||||||
500,000 | Pacific Gas & Electric Co., 4.300%, 03/15/45 | 523,247 | 0.0 | |||||||||||
500,000 | Pacific Gas & Electric Co., 4.750%, 02/15/44 | 555,091 | 0.0 | |||||||||||
750,000 | PECO Energy Co., 4.150%, 10/01/44 | 820,937 | 0.0 | |||||||||||
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/34 | 259,181 | 0.0 | |||||||||||
500,000 | PPL Capital Funding, Inc., 1.900%, 06/01/18 | 499,609 | 0.0 | |||||||||||
1,000,000 | Progress Energy, Inc., 4.400%, 01/15/21 | 1,048,849 | 0.1 | |||||||||||
500,000 | PSEG Power LLC, 3.000%, 06/15/21 | 504,749 | 0.0 | |||||||||||
3,410,000 | Public Service Co. of Colorado, 3.200%, 11/15/20 | 3,483,273 | 0.1 | |||||||||||
1,000,000 | Public Service Electric & Gas Co., 2.375%, 05/15/23 | 983,629 | 0.1 | |||||||||||
750,000 | Public Service Electric & Gas Co., 3.800%, 01/01/43 | 787,591 | 0.0 | |||||||||||
250,000 | Public Service Electric & Gas Co., 4.000%, 06/01/44 | 267,955 | 0.0 | |||||||||||
2,700,000 | SCANA Corp., 4.750%, 05/15/21 | 2,801,444 | 0.1 | |||||||||||
500,000 | Sempra Energy, 2.850%, 11/15/20 | 504,763 | 0.0 | |||||||||||
750,000 | Sempra Energy, 3.550%, 06/15/24 | 769,545 | 0.0 | |||||||||||
250,000 | Sempra Energy, 3.750%, 11/15/25 | 258,545 | 0.0 | |||||||||||
750,000 | Sierra Pacific Power Co., 2.600%, 05/01/26 | 725,329 | 0.0 | |||||||||||
250,000 | South Carolina Electric & Gas Co., 5.100%, 06/01/65 | 287,129 | 0.0 | |||||||||||
1,598,071 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/33 | 1,657,251 | 0.1 | |||||||||||
500,000 | Southern California Edison Co., 3.900%, 03/15/43 | 526,818 | 0.0 | |||||||||||
750,000 | Southern California Edison Co., 4.000%, 04/01/47 | 806,879 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
500,000 | Southern California Edison Co., 4.650%, 10/01/43 | 586,849 | 0.0 | |||||||||||
1,000,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/47 | 1,074,848 | 0.1 | |||||||||||
500,000 | Southern Co., 2.750%, 06/15/20 | 503,422 | 0.0 | |||||||||||
500,000 | Southern Power Co., 4.150%, 12/01/25 | 527,654 | 0.0 | |||||||||||
250,000 | Union Electric Co., 3.500%, 04/15/24 | 259,370 | 0.0 | |||||||||||
300,000 | Union Electric Co., 3.900%, 09/15/42 | 319,250 | 0.0 | |||||||||||
500,000 | Virginia Electric & Power Co., 1.200%, 01/15/18 | 499,862 | 0.0 | |||||||||||
500,000 | Virginia Electric & Power Co., 4.450%, 02/15/44 | 565,854 | 0.0 | |||||||||||
1,533,000 | Virginia Electric & Power Co., 6.000%, 05/15/37 | 2,026,796 | 0.1 | |||||||||||
1,000,000 | Westar Energy, Inc., 4.125%, 03/01/42 | 1,074,340 | 0.1 | |||||||||||
500,000 | Westar Energy, Inc., 4.625%, 09/01/43 | 568,554 | 0.0 | |||||||||||
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/44 | 273,182 | 0.0 | |||||||||||
500,000 | Wisconsin Power & Light Co., 4.100%, 10/15/44 | 532,427 | 0.0 | |||||||||||
76,670,944 | 2.3 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $956,918,860) | 995,155,034 | 29.4 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | ||||||||||||||
2,087,092 | Fannie Mae 2012-110 CA, 3.000%, 10/25/42 | 2,079,007 | 0.1 | |||||||||||
1,476,475 | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/36 | 1,631,944 | 0.0 | |||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $3,747,791) | 3,710,951 | 0.1 | ||||||||||||
MUNICIPAL BONDS: 1.0% | ||||||||||||||
California: 0.2% | ||||||||||||||
4,335,000 | State of California, 7.550%, 04/01/39 | 6,821,599 | 0.2 | |||||||||||
Connecticut: 0.1% | ||||||||||||||
3,735,000 | State of Connecticut, 5.850%, 03/15/32 | 4,491,935 | 0.1 | |||||||||||
New Jersey: 0.2% | ||||||||||||||
3,425,000 | New Jersey Turnpike Authority, 7.102%, 01/01/41 | 5,116,710 | 0.1 | |||||||||||
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/51 | 2,885,173 | 0.1 | |||||||||||
8,001,883 | 0.2 | |||||||||||||
New York: 0.2% | ||||||||||||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/40 | 4,995,089 | 0.2 |
Ohio: 0.2% | ||||||||||||||
3,355,000 | American Municipal Power, Inc., 7.834%, 02/15/41 | 5,237,289 | 0.2 | |||||||||||
Washington: 0.1% | ||||||||||||||
3,900,000 | State of Washington, 5.140%, 08/01/40 | 4,922,775 | 0.1 | |||||||||||
Total Municipal Bonds | ||||||||||||||
(Cost $26,959,483) | 34,470,570 | 1.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 39.5% | ||||||||||||||
U.S. Treasury Bonds: 5.8% | ||||||||||||||
10,659,000 | 2.250%, 08/15/46 | 9,604,428 | 0.3 | |||||||||||
7,000,000 | 2.500%, 02/15/46 | 6,655,575 | 0.2 | |||||||||||
9,072,000 | 2.500%, 05/15/46 | 8,620,302 | 0.3 | |||||||||||
2,000 | 2.750%, 11/15/42 | 2,011 | 0.0 | |||||||||||
47,873,000 | 2.750%, 08/15/47 | 47,889,305 | 1.4 | |||||||||||
9,022,000 | 3.000%, 11/15/44 | 9,468,145 | 0.3 | |||||||||||
10,042,000 | 3.000%, 11/15/45 | 10,536,902 | 0.3 | |||||||||||
2,882,000 | 3.125%, 02/15/43 | 3,093,739 | 0.1 | |||||||||||
5,686,000 | 3.125%, 08/15/44 | 6,106,139 | 0.2 | |||||||||||
18,645,000 | 3.500%, 02/15/39 | 21,282,904 | 0.6 | |||||||||||
13,888,000 | 3.625%, 08/15/43 | 16,196,029 | 0.5 | |||||||||||
14,092,000 | 3.625%, 02/15/44 | 16,457,986 | 0.5 | |||||||||||
13,251,000 | 3.750%, 11/15/43 | 15,775,864 | 0.5 | |||||||||||
7,845,000 | 3.875%, 08/15/40 | 9,445,777 | 0.3 | |||||||||||
6,505,000 | 4.375%, 05/15/40 | 8,382,087 | 0.2 | |||||||||||
830,000 | 6.000%, 02/15/26 | 1,052,251 | 0.0 | |||||||||||
4,025,000 | 8.125%, 08/15/19 | 4,424,766 | 0.1 | |||||||||||
194,994,210 | 5.8 | |||||||||||||
U.S. Treasury Notes: 33.7% | ||||||||||||||
15,660,000 | 0.625%, 06/30/18 | 15,595,774 | 0.5 | |||||||||||
10,549,500 | 0.750%, 01/31/18 | 10,545,564 | 0.3 | |||||||||||
20,000,000 | 0.750%, 02/28/18 | 19,981,177 | 0.6 | |||||||||||
2,006,600 | 0.750%, 04/15/18 | 2,003,197 | 0.1 | |||||||||||
7,260,000 | 0.750%, 04/30/18 | 7,244,354 | 0.2 | |||||||||||
3,000,000 | 0.750%, 07/31/18 | 2,985,395 | 0.1 | |||||||||||
4,498,000 | 0.750%, 08/31/18 | 4,470,732 | 0.1 | |||||||||||
4,006,000 | 0.750%, 10/31/18 | 3,973,229 | 0.1 | |||||||||||
10,000,000 | 0.750%, 02/15/19 | 9,879,569 | 0.3 | |||||||||||
10,000,000 | 0.750%, 07/15/19 | 9,832,227 | 0.3 | |||||||||||
4,033,000 | 0.750%, 08/15/19 | 3,961,838 | 0.1 | |||||||||||
1,918,000 | 0.875%, 01/31/18 | 1,917,472 | 0.1 | |||||||||||
12,296,700 | 0.875%, 03/31/18 | 12,281,645 | 0.4 | |||||||||||
13,454,000 | 0.875%, 05/31/18 | 13,424,065 | 0.4 | |||||||||||
10,000,000 | 0.875%, 04/15/19 | 9,876,866 | 0.3 | |||||||||||
9,004,000 | 0.875%, 09/15/19 | 8,852,612 | 0.3 | |||||||||||
210,800 | 1.000%, 03/15/18 | 210,656 | 0.0 | |||||||||||
1,508,000 | 1.000%, 05/15/18 | 1,505,935 | 0.0 | |||||||||||
10,000,000 | 1.000%, 03/15/19 | 9,900,291 | 0.3 | |||||||||||
27,497,000 | (2) | 1.000%, 08/31/19 | 27,109,436 | 0.8 | ||||||||||
5,000,000 | 1.000%, 10/15/19 | 4,923,893 | 0.1 | |||||||||||
4,770,000 | 1.000%, 11/15/19 | 4,693,342 | 0.1 | |||||||||||
10,000,000 | 1.125%, 02/28/21 | 9,725,258 | 0.3 | |||||||||||
8,000,000 | 1.125%, 08/31/21 | 7,728,854 | 0.2 | |||||||||||
29,467,000 | 1.250%, 11/30/18 | 29,324,969 | 0.9 | |||||||||||
10,029,000 | 1.250%, 12/15/18 | 9,977,135 | 0.3 | |||||||||||
1,000 | 1.250%, 10/31/19 | 989 | 0.0 | |||||||||||
11,755,000 | 1.250%, 01/31/20 | 11,599,457 | 0.3 | |||||||||||
3,534,000 | 1.250%, 02/29/20 | 3,485,796 | 0.1 | |||||||||||
13,040,000 | 1.250%, 10/31/21 | 12,633,473 | 0.4 | |||||||||||
16,756,000 | 1.375%, 09/30/18 | 16,713,734 | 0.5 | |||||||||||
20,000,000 | 1.375%, 01/15/20 | 19,793,538 | 0.6 | |||||||||||
933,000 | 1.375%, 01/31/20 | 923,151 | 0.0 | |||||||||||
8,515,000 | 1.375%, 02/29/20 | 8,418,976 | 0.3 | |||||||||||
9,022,000 | 1.375%, 03/31/20 | 8,916,408 | 0.3 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
7,940,000 | 1.375%, 04/30/20 | 7,841,979 | 0.2 | |||||||||||
7,000 | 1.375%, 08/31/20 | 6,898 | 0.0 | |||||||||||
10,000,000 | 1.375%, 10/31/20 | 9,839,167 | 0.3 | |||||||||||
37,540,000 | 1.375%, 04/30/21 | 36,730,096 | 1.1 | |||||||||||
7,000,000 | 1.375%, 08/31/23 | 6,672,230 | 0.2 | |||||||||||
5,000,000 | 1.375%, 09/30/23 | 4,762,139 | 0.1 | |||||||||||
19,814,000 | 1.500%, 12/31/18 | 19,752,559 | 0.6 | |||||||||||
11,925,000 | 1.500%, 01/31/19 | 11,881,995 | 0.4 | |||||||||||
5,048,000 | 1.500%, 02/28/19 | 5,028,228 | 0.1 | |||||||||||
6,540,000 | 1.500%, 03/31/19 | 6,513,117 | 0.2 | |||||||||||
5,304,000 | 1.500%, 05/31/19 | 5,277,857 | 0.2 | |||||||||||
7,002,000 | 1.500%, 11/30/19 | 6,951,110 | 0.2 | |||||||||||
752,000 | 1.500%, 05/31/20 | 744,614 | 0.0 | |||||||||||
4,833,000 | 1.500%, 01/31/22 | 4,714,690 | 0.1 | |||||||||||
10,000,000 | 1.500%, 02/28/23 | 9,649,650 | 0.3 | |||||||||||
10,000,000 | 1.500%, 03/31/23 | 9,640,418 | 0.3 | |||||||||||
4,475,000 | 1.625%, 03/31/19 | 4,462,200 | 0.1 | |||||||||||
2,317,000 | 1.625%, 04/30/19 | 2,310,013 | 0.1 | |||||||||||
19,814,000 | 1.625%, 07/31/19 | 19,742,308 | 0.6 | |||||||||||
12,097,000 | 1.625%, 08/31/19 | 12,047,931 | 0.4 | |||||||||||
4,790,000 | 1.625%, 12/31/19 | 4,764,965 | 0.1 | |||||||||||
2,976,000 | 1.625%, 08/15/22 | 2,906,566 | 0.1 | |||||||||||
6,480,000 | 1.625%, 04/30/23 | 6,282,263 | 0.2 | |||||||||||
10,184,000 | 1.625%, 05/31/23 | 9,864,826 | 0.3 | |||||||||||
4,046,000 | 1.625%, 10/31/23 | 3,905,962 | 0.1 | |||||||||||
24,847,000 | 1.625%, 02/15/26 | 23,462,696 | 0.7 | |||||||||||
22,705,000 | 1.750%, 09/30/19 | 22,654,823 | 0.7 | |||||||||||
16,000 | (2) | 1.750%, 11/30/19 | 15,960 | 0.0 | ||||||||||
7,810,000 | 1.750%, 04/30/22 | 7,675,868 | 0.2 | |||||||||||
18,000,000 | 1.750%, 09/30/22 | 17,639,951 | 0.5 | |||||||||||
69,000 | 1.750%, 01/31/23 | 67,447 | 0.0 | |||||||||||
4,573,000 | 1.875%, 12/15/20 | 4,559,874 | 0.1 | |||||||||||
8,000,000 | 1.875%, 11/30/21 | 7,935,604 | 0.2 | |||||||||||
10,000,000 | 1.875%, 05/31/22 | 9,886,192 | 0.3 | |||||||||||
3,003,000 | 1.875%, 08/31/22 | 2,960,900 | 0.1 | |||||||||||
24,900,000 | 2.000%, 11/30/20 | 24,925,214 | 0.7 | |||||||||||
12,097,000 | 2.000%, 02/28/21 | 12,090,919 | 0.4 | |||||||||||
8,063,000 | 2.000%, 12/31/21 | 8,022,672 | 0.2 | |||||||||||
4,000,000 | 2.000%, 07/31/22 | 3,969,732 | 0.1 | |||||||||||
110,371,000 | (2) | 2.000%, 11/30/22 | 109,363,830 | 3.2 | ||||||||||
17,133,000 | 2.000%, 11/15/26 | 16,578,631 | 0.5 | |||||||||||
20,498,000 | 2.125%, 01/31/21 | 20,572,156 | 0.6 | |||||||||||
3,700,000 | 2.125%, 09/30/21 | 3,702,650 | 0.1 | |||||||||||
3,774,000 | 2.125%, 12/31/21 | 3,775,099 | 0.1 | |||||||||||
10,105,000 | 2.125%, 06/30/22 | 10,087,025 | 0.3 | |||||||||||
5,000,000 | 2.125%, 11/30/23 | 4,958,929 | 0.1 | |||||||||||
13,612,000 | 2.125%, 11/30/24 | 13,431,929 | 0.4 | |||||||||||
20,000,000 | 2.125%, 05/15/25 | 19,693,395 | 0.6 | |||||||||||
9,810,000 | 2.250%, 03/31/21 | 9,875,966 | 0.3 | |||||||||||
8,794,000 | 2.250%, 04/30/21 | 8,853,141 | 0.3 | |||||||||||
3,011,000 | 2.250%, 12/31/23 | 3,005,242 | 0.1 | |||||||||||
26,457,000 | 2.250%, 11/15/24 | 26,318,874 | 0.8 | |||||||||||
1,352,000 | 2.250%, 11/15/25 | 1,339,997 | 0.0 | |||||||||||
42,252,000 | 2.250%, 11/15/27 | 41,649,318 | 1.2 | |||||||||||
19,590,000 | 2.375%, 12/31/20 | 19,812,370 | 0.6 | |||||||||||
9,874,000 | 2.500%, 05/15/24 | 9,984,966 | 0.3 | |||||||||||
18,650,000 | 2.625%, 04/30/18 | 18,723,355 | 0.6 | |||||||||||
26,255,000 | 2.750%, 02/15/19 | 26,518,292 | 0.8 | |||||||||||
36,569,500 | 2.750%, 11/15/23 | 37,559,003 | 1.1 | |||||||||||
42,052,000 | 2.750%, 02/15/24 | 43,153,984 | 1.3 | |||||||||||
7,790,000 | 3.500%, 05/15/20 | 8,075,100 | 0.2 | |||||||||||
1,139,605,892 | 33.7 | |||||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $1,328,415,304) | 1,334,600,102 | 39.5 |
ASSET-BACKED SECURITIES: 0.8% | ||||||||||||||
Automobile Asset-Backed Securities: 0.3% | ||||||||||||||
1,000,000 | Ally Auto Receivables Trust 2017-1 A4, 1.990%, 11/15/21 | 994,889 | 0.0 | |||||||||||
1,000,000 | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/22 | 996,359 | 0.0 | |||||||||||
1,000,000 | (1) | Bank of The West Auto Trust 2015-1 A4, 1.660%, 09/15/20 | 997,950 | 0.1 | ||||||||||
150,000 | BMW Vehicle Lease Trust 2017-2 A4, 2.190%, 03/22/21 | 149,624 | 0.0 | |||||||||||
500,000 | BMW Vehicle Owner Trust 2016-A A4, 1.370%, 12/27/22 | 492,215 | 0.0 | |||||||||||
1,000,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/22 | 996,385 | 0.0 | |||||||||||
950,000 | CarMax Auto Owner Trust 2017-4 A4, 2.330%, 05/15/23 | 944,784 | 0.0 | |||||||||||
820,000 | (1) | Ford Credit Auto Owner Trust 2014-2 A, 2.310%, 04/15/26 | 821,521 | 0.0 | ||||||||||
1,000,000 | GM Financial Automobile Leasing Trust 2017-1 A4, 2.260%, 08/20/20 | 1,001,159 | 0.1 | |||||||||||
1,000,000 | Harley-Davidson Motorcycle Trust 2016-A A4, 1.610%, 04/15/22 | 989,038 | 0.0 | |||||||||||
450,000 | Nissan Auto Receivables 2017-B A4, 1.950%, 10/16/23 | 446,402 | 0.0 | |||||||||||
1,000,000 | Nissan Auto Receivables 2016-C A4, 1.380%, 01/17/23 | 979,613 | 0.0 | |||||||||||
1,000,000 | World Omni Automobile Lease Securitization Trust 2017-A A4, 2.320%, 08/15/22 | 999,682 | 0.1 | |||||||||||
10,809,621 | 0.3 | |||||||||||||
Credit Card Asset-Backed Securities: 0.4% | ||||||||||||||
1,650,000 | American Express Credit Account Master Trust 2017-1 A, 1.930%, 09/15/22 | 1,642,897 | 0.1 | |||||||||||
4,979,000 | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/22 | 4,953,459 | 0.2 | |||||||||||
1,000,000 | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/25 | 997,833 | 0.0 | |||||||||||
1,350,000 | Cabela's Credit Card Master Note Trust 2016-1 A1, 1.780%, 06/15/22 | 1,342,538 | 0.1 | |||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2015-A2 A2, 2.080%, 03/15/23 | 997,803 | 0.0 | |||||||||||
1,000,000 | Capital One Multi-Asset Execution Trust 2016-A4 A4, 1.330%, 06/15/22 | 987,851 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
1,000,000 | Capital One Multi-Asset Execution Trust 2017-A3 A3, 2.430%, 01/15/25 | 1,001,710 | 0.0 | |||||||||||
500,000 | Citibank Credit Card Issuance Trust 2014-A1 A1, 2.880%, 01/23/23 | 509,255 | 0.0 | |||||||||||
1,000,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/24 | 1,000,689 | 0.0 | |||||||||||
500,000 | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/25 | 500,406 | 0.0 | |||||||||||
13,934,441 | 0.4 | |||||||||||||
Other Asset-Backed Securities: 0.1% | ||||||||||||||
426,829 | AEP Texas Central Transition Funding III LLC 2012-1 A2, 1.976%, 06/01/21 | 425,610 | 0.0 | |||||||||||
1,650,000 | (1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/21 | 1,641,285 | 0.1 | ||||||||||
2,066,895 | 0.1 | |||||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $26,924,476) | 26,810,957 | 0.8 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 3.2% | ||||||||||||||
4,206,000 | Asian Development Bank, 1.625%, 03/16/21 | 4,134,531 | 0.1 | |||||||||||
300,000 | Asian Development Bank, 2.125%, 03/19/25 | 292,824 | 0.0 | |||||||||||
2,000,000 | Asian Development Bank, 2.000%, 02/16/22 | 1,978,227 | 0.1 | |||||||||||
3,000,000 | Colombia Government International Bond, 4.000%, 02/26/24 | 3,114,750 | 0.1 | |||||||||||
1,950,000 | Colombia Government International Bond, 7.375%, 09/18/37 | 2,644,200 | 0.1 | |||||||||||
1,000,000 | Corp Andina de Fomento, 2.125%, 09/27/21 | 979,130 | 0.0 | |||||||||||
2,964,000 | Corp Andina de Fomento, 4.375%, 06/15/22 | 3,165,226 | 0.1 | |||||||||||
4,000,000 | European Investment Bank, 1.125%, 08/15/19 | 3,944,836 | 0.1 | |||||||||||
6,700,000 | European Investment Bank, 1.625%, 06/15/21 | 6,565,692 | 0.2 | |||||||||||
2,071,000 | European Investment Bank, 1.750%, 05/15/20 | 2,055,528 | 0.1 | |||||||||||
3,000,000 | European Investment Bank, 2.250%, 03/15/22 | 2,989,081 | 0.1 | |||||||||||
2,000,000 | European Investment Bank, 4.000%, 02/16/21 | 2,109,157 | 0.1 | |||||||||||
5,000,000 | European Bank for Reconstruction & Development, 1.000%, 06/15/18 | 4,982,605 | 0.1 | |||||||||||
500,000 | Export-Import Bank of Korea, 2.625%, 12/30/20 | 496,835 | 0.0 | |||||||||||
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/26 | 499,924 | 0.0 | |||||||||||
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/24 | 1,049,283 | 0.0 |
1,000,000 | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/22 | 1,014,137 | 0.0 | |||||||||||
3,000,000 | Inter-American Development Bank, 1.750%, 09/14/22 | 2,929,005 | 0.1 | |||||||||||
1,000,000 | Inter-American Development Bank, 1.875%, 03/15/21 | 991,249 | 0.0 | |||||||||||
1,000,000 | Inter-American Development Bank, 3.200%, 08/07/42 | 1,015,752 | 0.0 | |||||||||||
2,000,000 | International Bank for Reconstruction & Development, 1.250%, 07/26/19 | 1,978,058 | 0.1 | |||||||||||
1,000,000 | International Finance Corp., 1.250%, 07/16/18 | 997,202 | 0.0 | |||||||||||
1,000,000 | Japan Bank for International Cooperation/Japan, 1.750%, 05/28/20 | 985,609 | 0.0 | |||||||||||
5,000,000 | Japan Bank for International Cooperation/Japan, 2.125%, 11/16/20 | 4,959,185 | 0.1 | |||||||||||
3,000,000 | (1) | Kommunalbanken AS, 2.250%, 01/25/22 | 2,984,177 | 0.1 | ||||||||||
500,000 | (2) | Korea International Bond, 4.125%, 06/10/44 | 578,256 | 0.0 | ||||||||||
5,000,000 | Mexico Government International Bond, 4.750%, 03/08/44 | 5,067,500 | 0.2 | |||||||||||
1,460,000 | Panama Government International Bond, 8.875%, 09/30/27 | 2,124,300 | 0.1 | |||||||||||
4,000,000 | Peruvian Government International Bond, 6.550%, 03/14/37 | 5,430,000 | 0.2 | |||||||||||
155,000 | Peruvian Government International Bond, 7.125%, 03/30/19 | 165,928 | 0.0 | |||||||||||
4,000,000 | (2) | Philippine Government International Bond, 6.375%, 01/15/32 | 5,222,632 | 0.2 | ||||||||||
3,405,000 | Republic of Poland Government International Bond, 5.125%, 04/21/21 | 3,689,794 | 0.1 | |||||||||||
3,000,000 | Province of British Columbia Canada, 2.250%, 06/02/26 | 2,903,233 | 0.1 | |||||||||||
1,000,000 | Province of Ontario Canada, 1.875%, 05/21/20 | 991,112 | 0.0 | |||||||||||
13,308,000 | Province of Ontario Canada, 4.400%, 04/14/20 | 13,942,122 | 0.4 | |||||||||||
5,160,000 | Ukraine Government AID Bonds, 1.847%, 05/29/20 | 5,157,038 | 0.2 | |||||||||||
3,000,000 | Uruguay Government International Bond, 4.500%, 08/14/24 | 3,261,000 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $105,796,342) | 107,389,118 | 3.2 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 28.4% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 8.9%(3) | ||||||||||||||
10,040,000 | (4) | 3.000%, 10/15/26 | 10,223,524 | 0.3 | ||||||||||
33,170,000 | (4) | 3.000%, 12/15/42 | 33,167,394 | 1.0 | ||||||||||
7,907,356 | 3.000%, 04/01/45 | 7,936,055 | 0.2 | |||||||||||
7,773,914 | 3.000%, 04/01/45 | 7,791,602 | 0.2 | |||||||||||
32,182,616 | 3.000%, 05/01/45 | 32,227,204 | 1.0 | |||||||||||
11,277,130 | 3.000%, 11/01/46 | 11,328,138 | 0.4 | |||||||||||
47,387,000 | (4) | 3.500%, 07/15/41 | 48,666,711 | 1.5 | ||||||||||
429,071 | 3.500%, 01/01/42 | 442,926 | 0.0 | |||||||||||
2,530,240 | 3.500%, 01/01/42 | 2,611,923 | 0.1 | |||||||||||
8,055,075 | 3.500%, 08/01/42 | 8,301,575 | 0.3 | |||||||||||
30,636,705 | 3.500%, 04/01/43 | 31,576,468 | 0.9 | |||||||||||
32,218,717 | 3.500%, 02/01/44 | 33,204,183 | 1.0 | |||||||||||
2,775,056 | 3.605%, 02/01/42 | 2,911,731 | 0.1 | |||||||||||
4,515,000 | 3.750%, 03/27/19 | 4,618,601 | 0.2 | |||||||||||
1,407,523 | 4.000%, 01/01/25 | 1,460,991 | 0.1 | |||||||||||
155,221 | 4.000%, 08/01/40 | 163,007 | 0.0 | |||||||||||
5,035,000 | (4) | 4.000%, 08/15/40 | 5,265,508 | 0.2 | ||||||||||
1,931,603 | 4.000%, 04/01/41 | 2,028,840 | 0.1 | |||||||||||
1,536,738 | 4.000%, 05/01/41 | 1,614,155 | 0.1 | |||||||||||
66,563 | 4.000%, 08/01/41 | 69,916 | 0.0 | |||||||||||
263,776 | 4.000%, 12/01/41 | 277,065 | 0.0 | |||||||||||
1,432,983 | 4.000%, 01/01/42 | 1,501,382 | 0.1 | |||||||||||
3,577,233 | 4.000%, 03/01/42 | 3,771,213 | 0.1 | |||||||||||
112,763 | 4.000%, 12/01/42 | 119,069 | 0.0 | |||||||||||
1,151,519 | 4.000%, 02/01/44 | 1,227,033 | 0.1 | |||||||||||
1,030,546 | 4.000%, 07/01/45 | 1,078,248 | 0.0 | |||||||||||
808,830 | 4.000%, 09/01/45 | 846,263 | 0.0 | |||||||||||
1,120,524 | 4.000%, 09/01/45 | 1,172,324 | 0.0 | |||||||||||
781,450 | 4.000%, 09/01/45 | 817,624 | 0.0 | |||||||||||
2,753,721 | 4.000%, 05/01/46 | 2,881,270 | 0.1 | |||||||||||
8,270 | 4.500%, 04/01/23 | 8,673 | 0.0 | |||||||||||
99,268 | 4.500%, 03/01/39 | 105,838 | 0.0 | |||||||||||
305,236 | 4.500%, 08/01/39 | 325,764 | 0.0 | |||||||||||
730,377 | 4.500%, 09/01/39 | 779,568 | 0.0 | |||||||||||
368,227 | 4.500%, 09/01/39 | 393,102 | 0.0 | |||||||||||
464,634 | 4.500%, 09/01/39 | 494,850 | 0.0 | |||||||||||
724,729 | 4.500%, 10/01/39 | 772,682 | 0.0 | |||||||||||
1,001,080 | 4.500%, 12/01/39 | 1,068,533 | 0.0 | |||||||||||
326,549 | 4.500%, 03/01/40 | 348,567 | 0.0 | |||||||||||
629,650 | 4.500%, 04/01/40 | 671,606 | 0.0 | |||||||||||
134,682 | 4.500%, 06/01/40 | 143,758 | 0.0 | |||||||||||
859,334 | 4.500%, 07/01/40 | 916,408 | 0.0 | |||||||||||
684,389 | 4.500%, 07/01/40 | 730,546 | 0.0 | |||||||||||
682,693 | 4.500%, 08/01/40 | 728,779 | 0.0 | |||||||||||
229,253 | 4.500%, 08/01/40 | 245,176 | 0.0 | |||||||||||
225,913 | 4.500%, 03/01/41 | 241,158 | 0.0 | |||||||||||
908,483 | 4.500%, 03/01/41 | 969,764 | 0.0 | |||||||||||
316,629 | 4.500%, 04/01/41 | 337,998 | 0.0 | |||||||||||
883,247 | 4.500%, 06/01/41 | 942,877 | 0.0 | |||||||||||
786,956 | 4.500%, 07/01/41 | 839,976 | 0.0 | |||||||||||
194,784 | 4.500%, 08/01/41 | 207,403 | 0.0 | |||||||||||
4,653,939 | 4.500%, 08/01/41 | 4,967,801 | 0.2 | |||||||||||
24,709 | 5.000%, 03/01/34 | 26,735 | 0.0 | |||||||||||
160,422 | 5.000%, 12/01/34 | 174,103 | 0.0 | |||||||||||
159,373 | 5.000%, 08/01/35 | 172,367 | 0.0 | |||||||||||
540,112 | 5.000%, 08/01/35 | 586,185 | 0.0 | |||||||||||
163,854 | 5.000%, 10/01/35 | 177,770 | 0.0 | |||||||||||
174,726 | 5.000%, 10/01/35 | 188,427 | 0.0 | |||||||||||
245,847 | 5.000%, 10/01/35 | 265,940 | 0.0 | |||||||||||
379,688 | 5.000%, 12/01/35 | 411,861 | 0.0 | |||||||||||
48,952 | 5.000%, 04/01/36 | 52,961 | 0.0 | |||||||||||
174,181 | 5.000%, 11/01/36 | 189,023 | 0.0 | |||||||||||
126,226 | 5.000%, 02/01/37 | 137,376 | 0.0 | |||||||||||
101,020 | 5.000%, 05/01/37 | 109,918 | 0.0 | |||||||||||
1,428,184 | 5.000%, 10/01/37 | 1,548,204 | 0.1 | |||||||||||
264,198 | 5.000%, 03/01/38 | 286,487 | 0.0 | |||||||||||
847,662 | 5.000%, 03/01/38 | 921,090 | 0.0 |
768,114 | 5.000%, 03/01/38 | 835,458 | 0.0 | |||||||||||
239,933 | 5.000%, 04/01/38 | 259,894 | 0.0 | |||||||||||
26,649 | 5.000%, 10/01/38 | 29,027 | 0.0 | |||||||||||
104,909 | 5.000%, 06/01/40 | 114,365 | 0.0 | |||||||||||
237,262 | 5.000%, 08/01/40 | 258,795 | 0.0 | |||||||||||
626,267 | 5.000%, 04/01/41 | 682,741 | 0.0 | |||||||||||
79,775 | 5.490%, 02/01/37 | 87,122 | 0.0 | |||||||||||
310,356 | 5.500%, 12/01/24 | 324,514 | 0.0 | |||||||||||
124,150 | 5.500%, 09/01/34 | 137,916 | 0.0 | |||||||||||
126,828 | 5.500%, 01/01/35 | 140,697 | 0.0 | |||||||||||
66,393 | 5.500%, 09/01/35 | 73,849 | 0.0 | |||||||||||
1,383,238 | 5.500%, 09/01/35 | 1,539,530 | 0.1 | |||||||||||
1,103,926 | 5.500%, 10/01/35 | 1,224,645 | 0.1 | |||||||||||
475,042 | 5.500%, 03/01/36 | 528,052 | 0.0 | |||||||||||
83,610 | 5.500%, 03/01/36 | 92,533 | 0.0 | |||||||||||
72,054 | 5.500%, 05/01/36 | 79,791 | 0.0 | |||||||||||
369,750 | 5.500%, 06/01/36 | 411,184 | 0.0 | |||||||||||
6,270 | 5.500%, 07/01/36 | 6,983 | 0.0 | |||||||||||
24,346 | 5.500%, 07/01/36 | 26,918 | 0.0 | |||||||||||
169,635 | 5.500%, 07/01/36 | 188,434 | 0.0 | |||||||||||
39,174 | 5.500%, 10/01/36 | 43,454 | 0.0 | |||||||||||
167,209 | 5.500%, 11/01/36 | 184,992 | 0.0 | |||||||||||
12,367 | 5.500%, 12/01/36 | 13,517 | 0.0 | |||||||||||
126,680 | 5.500%, 12/01/36 | 140,304 | 0.0 | |||||||||||
99,407 | 5.500%, 12/01/36 | 110,068 | 0.0 | |||||||||||
113,064 | 5.500%, 02/01/37 | 124,298 | 0.0 | |||||||||||
15,811 | 5.500%, 02/01/37 | 17,550 | 0.0 | |||||||||||
36,425 | 5.500%, 05/01/37 | 40,228 | 0.0 | |||||||||||
5,730 | 5.500%, 06/01/37 | 6,334 | 0.0 | |||||||||||
80,129 | 5.500%, 12/01/37 | 88,065 | 0.0 | |||||||||||
33,912 | 5.500%, 03/01/38 | 37,479 | 0.0 | |||||||||||
18,454 | 5.500%, 06/01/38 | 20,409 | 0.0 | |||||||||||
8,114 | 5.500%, 06/01/38 | 8,924 | 0.0 | |||||||||||
13,884 | 5.500%, 08/01/38 | 15,324 | 0.0 | |||||||||||
2,813 | 5.500%, 10/01/38 | 3,104 | 0.0 | |||||||||||
1,155,119 | 5.500%, 11/01/38 | 1,284,731 | 0.1 | |||||||||||
19,128 | 5.500%, 12/01/38 | 21,164 | 0.0 | |||||||||||
25,942 | 5.500%, 12/01/38 | 28,696 | 0.0 | |||||||||||
20,232 | 5.500%, 12/01/38 | 22,173 | 0.0 | |||||||||||
32,191 | 5.500%, 01/01/39 | 35,599 | 0.0 | |||||||||||
189,274 | 5.500%, 01/01/39 | 209,229 | 0.0 | |||||||||||
130,916 | 5.500%, 01/01/40 | 144,781 | 0.0 | |||||||||||
135,305 | 5.500%, 01/01/40 | 148,231 | 0.0 | |||||||||||
109,991 | 5.500%, 03/01/40 | 120,751 | 0.0 | |||||||||||
118,105 | 5.500%, 01/01/41 | 129,173 | 0.0 | |||||||||||
68,868 | 5.750%, 05/01/37 | 76,057 | 0.0 | |||||||||||
248,869 | 5.800%, 07/01/37 | 274,656 | 0.0 | |||||||||||
89,581 | 5.800%, 08/01/37 | 99,159 | 0.0 | |||||||||||
41,720 | 5.800%, 09/01/37 | 46,176 | 0.0 | |||||||||||
80,240 | 5.800%, 09/01/37 | 88,811 | 0.0 | |||||||||||
7,968 | 6.000%, 04/01/28 | 8,995 | 0.0 | |||||||||||
72,576 | 6.000%, 07/01/28 | 81,119 | 0.0 | |||||||||||
4,476 | 6.000%, 04/01/36 | 5,055 | 0.0 | |||||||||||
15,895 | 6.000%, 04/01/36 | 17,882 | 0.0 | |||||||||||
767 | 6.000%, 04/01/36 | 863 | 0.0 | |||||||||||
44,581 | 6.000%, 06/01/36 | 50,067 | 0.0 | |||||||||||
17,418 | 6.000%, 07/01/36 | 19,543 | 0.0 | |||||||||||
16,083 | 6.000%, 08/01/36 | 18,146 | 0.0 | |||||||||||
7,242 | 6.000%, 08/01/36 | 8,095 | 0.0 | |||||||||||
128,381 | 6.000%, 08/01/36 | 144,977 | 0.0 | |||||||||||
102,396 | 6.000%, 01/01/37 | 115,622 | 0.0 | |||||||||||
77,392 | 6.000%, 02/01/37 | 87,211 | 0.0 | |||||||||||
4,920 | 6.000%, 04/01/37 | 5,540 | 0.0 | |||||||||||
21,317 | 6.000%, 06/01/37 | 23,884 | 0.0 | |||||||||||
2,278 | 6.000%, 06/01/37 | 2,570 | 0.0 | |||||||||||
466 | 6.000%, 07/01/37 | 523 | 0.0 | |||||||||||
12,491 | 6.000%, 07/01/37 | 14,062 | 0.0 | |||||||||||
2,909 | 6.000%, 08/01/37 | 3,266 | 0.0 | |||||||||||
167,356 | 6.000%, 08/01/37 | 187,055 | 0.0 | |||||||||||
5,584 | 6.000%, 08/01/37 | 6,268 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
7,255 | 6.000%, 08/01/37 | 8,109 | 0.0 | |||||||||||
13,908 | 6.000%, 08/01/37 | 15,664 | 0.0 | |||||||||||
8,087 | 6.000%, 08/01/37 | 9,039 | 0.0 | |||||||||||
52,030 | 6.000%, 08/01/37 | 58,459 | 0.0 | |||||||||||
4,102 | 6.000%, 09/01/37 | 4,604 | 0.0 | |||||||||||
23,208 | 6.000%, 09/01/37 | 26,008 | 0.0 | |||||||||||
10,114 | 6.000%, 09/01/37 | 11,365 | 0.0 | |||||||||||
16,874 | 6.000%, 10/01/37 | 18,997 | 0.0 | |||||||||||
20,599 | 6.000%, 10/01/37 | 23,023 | 0.0 | |||||||||||
10,001 | 6.000%, 10/01/37 | 11,178 | 0.0 | |||||||||||
22,858 | 6.000%, 10/01/37 | 25,679 | 0.0 | |||||||||||
43,335 | 6.000%, 11/01/37 | 48,497 | 0.0 | |||||||||||
5,852 | 6.000%, 11/01/37 | 6,540 | 0.0 | |||||||||||
4,671 | 6.000%, 11/01/37 | 5,247 | 0.0 | |||||||||||
91,516 | 6.000%, 12/01/37 | 102,692 | 0.0 | |||||||||||
1,028 | 6.000%, 12/01/37 | 1,148 | 0.0 | |||||||||||
3,738 | 6.000%, 01/01/38 | 4,192 | 0.0 | |||||||||||
36,079 | 6.000%, 01/01/38 | 40,371 | 0.0 | |||||||||||
32,710 | 6.000%, 01/01/38 | 36,887 | 0.0 | |||||||||||
2,634 | 6.000%, 02/01/38 | 2,944 | 0.0 | |||||||||||
20,742 | 6.000%, 02/01/38 | 23,183 | 0.0 | |||||||||||
29,539 | 6.000%, 05/01/38 | 33,018 | 0.0 | |||||||||||
2,544 | 6.000%, 06/01/38 | 2,845 | 0.0 | |||||||||||
90,322 | 6.000%, 07/01/38 | 101,121 | 0.0 | |||||||||||
57,149 | 6.000%, 07/01/38 | 64,414 | 0.0 | |||||||||||
22,604 | 6.000%, 08/01/38 | 25,264 | 0.0 | |||||||||||
44,342 | 6.000%, 09/01/38 | 49,562 | 0.0 | |||||||||||
15,236 | 6.000%, 09/01/38 | 17,136 | 0.0 | |||||||||||
384,772 | 6.000%, 09/01/38 | 430,060 | 0.0 | |||||||||||
1,700 | 6.000%, 09/01/38 | 1,905 | 0.0 | |||||||||||
26,421 | 6.000%, 11/01/38 | 29,613 | 0.0 | |||||||||||
185,341 | 6.000%, 01/01/39 | 207,938 | 0.0 | |||||||||||
261,759 | 6.000%, 04/01/39 | 292,823 | 0.0 | |||||||||||
51,080 | 6.000%, 08/01/39 | 57,179 | 0.0 | |||||||||||
107,032 | 6.000%, 10/01/39 | 119,841 | 0.0 | |||||||||||
136,850 | 6.000%, 11/01/39 | 153,164 | 0.0 | |||||||||||
32,630 | 6.000%, 11/01/39 | 36,702 | 0.0 | |||||||||||
3,490 | 6.000%, 12/01/39 | 3,914 | 0.0 | |||||||||||
115,456 | 6.000%, 05/01/40 | 129,960 | 0.0 | |||||||||||
62,612 | 6.150%, 12/01/37 | 70,032 | 0.0 | |||||||||||
45,009 | 6.150%, 12/01/37 | 50,391 | 0.0 | |||||||||||
79,393 | 6.150%, 01/01/38 | 88,469 | 0.0 | |||||||||||
89,163 | 6.150%, 02/01/38 | 99,339 | 0.0 | |||||||||||
167,727 | 6.150%, 02/01/38 | 186,847 | 0.0 | |||||||||||
840,000 | 6.250%, 07/15/32 | 1,179,730 | 0.1 | |||||||||||
18,064 | 6.500%, 06/01/36 | 20,051 | 0.0 | |||||||||||
3,453 | 6.500%, 08/01/36 | 3,900 | 0.0 | |||||||||||
3,577 | 6.500%, 10/01/36 | 4,062 | 0.0 | |||||||||||
64,030 | 6.500%, 10/01/36 | 71,822 | 0.0 | |||||||||||
29,555 | 6.500%, 07/01/37 | 32,793 | 0.0 | |||||||||||
9,498 | 6.500%, 09/01/37 | 10,527 | 0.0 | |||||||||||
5,791 | 6.500%, 10/01/37 | 6,419 | 0.0 | |||||||||||
17,592 | 6.500%, 11/01/37 | 19,499 | 0.0 | |||||||||||
12,433 | 6.500%, 04/01/38 | 14,423 | 0.0 | |||||||||||
32,329 | 6.500%, 04/01/38 | 35,832 | 0.0 | |||||||||||
894 | 6.500%, 05/01/38 | 1,002 | 0.0 | |||||||||||
3,799 | 6.500%, 05/01/38 | 4,210 | 0.0 | |||||||||||
2,271 | 6.500%, 07/01/38 | 2,516 | 0.0 | |||||||||||
2,301 | 6.500%, 08/01/38 | 2,552 | 0.0 | |||||||||||
8,526 | 6.500%, 09/01/38 | 9,449 | 0.0 | |||||||||||
326 | 6.500%, 10/01/38 | 361 | 0.0 | |||||||||||
11,984 | 6.500%, 11/01/38 | 13,283 | 0.0 | |||||||||||
675,141 | 6.500%, 12/01/38 | 762,402 | 0.0 | |||||||||||
60,159 | 6.500%, 12/01/38 | 66,664 | 0.0 | |||||||||||
1,692 | 6.500%, 12/01/38 | 1,875 | 0.0 | |||||||||||
7,744 | 6.500%, 12/01/38 | 8,581 | 0.0 | |||||||||||
16,267 | 6.500%, 12/01/38 | 18,335 | 0.0 | |||||||||||
3,113 | 6.500%, 01/01/39 | 3,529 | 0.0 |
2,540,000 | 6.750%, 03/15/31 | 3,636,251 | 0.1 | |||||||||||
300,883,276 | 8.9 | |||||||||||||
Federal National Mortgage Association: 11.1%(3) | ||||||||||||||
2,420,000 | 1.500%, 06/22/20 | 2,391,996 | 0.1 | |||||||||||
6,239,360 | 2.500%, 09/01/27 | 6,272,532 | 0.2 | |||||||||||
9,442,946 | 2.500%, 06/01/30 | 9,464,119 | 0.3 | |||||||||||
6,368,775 | 2.500%, 06/01/30 | 6,383,055 | 0.2 | |||||||||||
3,888,129 | 2.500%, 07/01/30 | 3,896,849 | 0.1 | |||||||||||
19,076,000 | (4) | 2.500%, 01/23/32 | 19,047,684 | 0.6 | ||||||||||
2,921,523 | 3.000%, 06/01/26 | 2,979,200 | 0.1 | |||||||||||
9,054,229 | 3.000%, 08/01/30 | 9,244,745 | 0.3 | |||||||||||
4,249,042 | 3.000%, 09/01/30 | 4,338,611 | 0.1 | |||||||||||
23,492,380 | 3.000%, 12/01/42 | 23,667,819 | 0.7 | |||||||||||
12,622,709 | 3.000%, 07/01/43 | 12,692,926 | 0.4 | |||||||||||
6,513,542 | 3.000%, 09/01/43 | 6,550,745 | 0.2 | |||||||||||
2,627,361 | 3.000%, 08/01/46 | 2,636,920 | 0.1 | |||||||||||
35,455,000 | (4) | 3.000%, 01/18/47 | 35,457,770 | 1.1 | ||||||||||
308,305 | 3.500%, 08/01/26 | 318,410 | 0.0 | |||||||||||
505,256 | 3.500%, 08/01/26 | 521,853 | 0.0 | |||||||||||
19,421 | 3.500%, 09/01/26 | 20,057 | 0.0 | |||||||||||
287,254 | 3.500%, 10/01/26 | 296,669 | 0.0 | |||||||||||
704,104 | 3.500%, 10/01/26 | 727,283 | 0.0 | |||||||||||
1,230,302 | 3.500%, 11/01/26 | 1,271,306 | 0.1 | |||||||||||
1,105,705 | 3.500%, 12/01/26 | 1,141,945 | 0.1 | |||||||||||
1,321,998 | 3.500%, 12/01/26 | 1,365,328 | 0.1 | |||||||||||
1,544,980 | 3.500%, 01/01/27 | 1,596,731 | 0.1 | |||||||||||
1,779,562 | 3.500%, 03/01/41 | 1,838,035 | 0.1 | |||||||||||
1,900,230 | 3.500%, 12/01/41 | 1,962,747 | 0.1 | |||||||||||
3,383,225 | 3.500%, 01/01/42 | 3,494,535 | 0.1 | |||||||||||
9,820,000 | (4) | 3.500%, 06/25/42 | 10,083,146 | 0.3 | ||||||||||
7,315,704 | 3.500%, 10/01/42 | 7,553,984 | 0.2 | |||||||||||
17,108,153 | 3.500%, 11/01/42 | 17,661,916 | 0.5 | |||||||||||
6,943,691 | 3.500%, 01/01/46 | 7,174,052 | 0.2 | |||||||||||
10,225,733 | 3.500%, 02/01/46 | 10,564,985 | 0.3 | |||||||||||
5,220,508 | 3.500%, 02/01/46 | 5,393,705 | 0.2 | |||||||||||
1,441,282 | 3.720%, 10/01/29 | 1,517,887 | 0.1 | |||||||||||
8,434 | 4.000%, 11/01/20 | 8,684 | 0.0 | |||||||||||
26,416 | 4.000%, 07/01/22 | 27,198 | 0.0 | |||||||||||
9,997 | 4.000%, 04/01/23 | 10,341 | 0.0 | |||||||||||
3,418 | 4.000%, 05/01/23 | 3,519 | 0.0 | |||||||||||
9,467 | 4.000%, 07/01/23 | 9,748 | 0.0 | |||||||||||
35,704 | 4.000%, 03/01/24 | 37,095 | 0.0 | |||||||||||
50,305 | 4.000%, 03/01/24 | 52,247 | 0.0 | |||||||||||
18,736 | 4.000%, 04/01/24 | 19,381 | 0.0 | |||||||||||
1,052 | 4.000%, 04/01/24 | 1,090 | 0.0 | |||||||||||
63,858 | 4.000%, 07/01/24 | 66,155 | 0.0 | |||||||||||
207,377 | 4.000%, 07/01/24 | 215,472 | 0.0 | |||||||||||
3,259 | 4.000%, 08/01/24 | 3,385 | 0.0 | |||||||||||
76,536 | 4.000%, 01/01/25 | 79,772 | 0.0 | |||||||||||
312,126 | 4.000%, 02/01/25 | 324,376 | 0.0 | |||||||||||
60,128 | 4.000%, 02/01/25 | 62,476 | 0.0 | |||||||||||
176,159 | 4.000%, 06/01/25 | 183,137 | 0.0 | |||||||||||
5,591 | 4.000%, 07/01/25 | 5,801 | 0.0 | |||||||||||
32,648 | 4.000%, 09/01/25 | 33,880 | 0.0 | |||||||||||
24,642 | 4.000%, 09/01/25 | 25,372 | 0.0 | |||||||||||
307,560 | 4.000%, 12/01/25 | 319,353 | 0.0 | |||||||||||
369,757 | 4.000%, 02/01/26 | 385,362 | 0.0 | |||||||||||
81,456 | 4.000%, 03/01/26 | 85,294 | 0.0 | |||||||||||
250,497 | 4.000%, 04/01/26 | 262,285 | 0.0 | |||||||||||
848,177 | 4.000%, 04/01/26 | 888,120 | 0.0 | |||||||||||
115,590 | 4.000%, 04/01/26 | 121,037 | 0.0 | |||||||||||
402,556 | 4.000%, 05/01/26 | 421,487 | 0.0 | |||||||||||
232,526 | 4.000%, 09/01/26 | 243,472 | 0.0 | |||||||||||
897,406 | 4.000%, 10/01/40 | 943,501 | 0.0 | |||||||||||
243,756 | 4.000%, 10/01/40 | 256,162 | 0.0 | |||||||||||
19,118,053 | 4.000%, 11/01/40 | 20,091,807 | 0.6 | |||||||||||
2,022,870 | 4.000%, 12/01/40 | 2,144,743 | 0.1 | |||||||||||
1,637,624 | 4.000%, 12/01/40 | 1,720,997 | 0.1 | |||||||||||
3,407,890 | 4.000%, 02/01/41 | 3,581,653 | 0.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
548,866 | 4.000%, 03/01/41 | 576,674 | 0.0 | |||||||||||
540,672 | 4.000%, 04/01/41 | 568,019 | 0.0 | |||||||||||
780,430 | 4.000%, 08/01/41 | 820,529 | 0.0 | |||||||||||
426,754 | 4.000%, 09/01/41 | 448,400 | 0.0 | |||||||||||
4,292,134 | 4.000%, 11/01/41 | 4,509,832 | 0.2 | |||||||||||
672,706 | 4.000%, 12/01/41 | 706,826 | 0.0 | |||||||||||
1,419,937 | 4.000%, 01/01/42 | 1,491,749 | 0.1 | |||||||||||
820,847 | 4.000%, 07/01/42 | 862,478 | 0.0 | |||||||||||
3,053,551 | 4.000%, 12/01/42 | 3,206,939 | 0.1 | |||||||||||
2,785,729 | 4.000%, 07/01/43 | 2,954,539 | 0.1 | |||||||||||
2,276,334 | 4.000%, 02/01/44 | 2,409,139 | 0.1 | |||||||||||
1,253,220 | 4.000%, 02/01/44 | 1,326,153 | 0.1 | |||||||||||
805,856 | 4.000%, 03/01/44 | 854,307 | 0.0 | |||||||||||
2,480,127 | 4.000%, 05/01/45 | 2,596,461 | 0.1 | |||||||||||
13,369,681 | 4.000%, 06/01/45 | 14,079,897 | 0.4 | |||||||||||
3,023,025 | 4.000%, 07/01/45 | 3,201,023 | 0.1 | |||||||||||
4,563,670 | 4.000%, 07/01/45 | 4,844,440 | 0.2 | |||||||||||
3,482,209 | 4.000%, 07/01/45 | 3,668,365 | 0.1 | |||||||||||
2,128,250 | 4.000%, 07/01/45 | 2,246,265 | 0.1 | |||||||||||
2,173 | 4.500%, 05/01/19 | 2,208 | 0.0 | |||||||||||
4,598 | 4.500%, 05/01/19 | 4,671 | 0.0 | |||||||||||
10,523 | 4.500%, 01/01/20 | 10,711 | 0.0 | |||||||||||
6,616 | 4.500%, 08/01/20 | 6,750 | 0.0 | |||||||||||
1,664 | 4.500%, 06/01/22 | 1,690 | 0.0 | |||||||||||
303 | 4.500%, 07/01/22 | 308 | 0.0 | |||||||||||
29,417 | 4.500%, 11/01/22 | 30,091 | 0.0 | |||||||||||
35,055 | 4.500%, 02/01/23 | 35,875 | 0.0 | |||||||||||
6,218 | 4.500%, 02/01/23 | 6,559 | 0.0 | |||||||||||
2,573 | 4.500%, 03/01/23 | 2,661 | 0.0 | |||||||||||
524 | 4.500%, 03/01/23 | 542 | 0.0 | |||||||||||
157,594 | 4.500%, 03/01/23 | 166,204 | 0.0 | |||||||||||
1,311 | 4.500%, 04/01/23 | 1,381 | 0.0 | |||||||||||
24,492 | 4.500%, 04/01/23 | 25,436 | 0.0 | |||||||||||
71,546 | 4.500%, 04/01/23 | 73,715 | 0.0 | |||||||||||
21,058 | 4.500%, 04/01/23 | 22,208 | 0.0 | |||||||||||
110,103 | 4.500%, 04/01/23 | 116,118 | 0.0 | |||||||||||
1,667 | 4.500%, 05/01/23 | 1,757 | 0.0 | |||||||||||
2,916 | 4.500%, 05/01/23 | 2,994 | 0.0 | |||||||||||
108,457 | 4.500%, 05/01/23 | 112,887 | 0.0 | |||||||||||
1,036 | 4.500%, 05/01/23 | 1,092 | 0.0 | |||||||||||
3,996 | 4.500%, 07/01/23 | 4,060 | 0.0 | |||||||||||
8,792 | 4.500%, 01/01/24 | 8,932 | 0.0 | |||||||||||
407,870 | 4.500%, 07/01/24 | 430,634 | 0.0 | |||||||||||
534,847 | 4.500%, 08/01/24 | 564,507 | 0.0 | |||||||||||
17,466 | 4.500%, 09/01/24 | 18,435 | 0.0 | |||||||||||
27,463 | 4.500%, 09/01/24 | 28,112 | 0.0 | |||||||||||
230,857 | 4.500%, 09/01/24 | 243,639 | 0.0 | |||||||||||
81,224 | 4.500%, 09/01/24 | 85,711 | 0.0 | |||||||||||
116,316 | 4.500%, 10/01/24 | 120,215 | 0.0 | |||||||||||
62,929 | 4.500%, 10/01/24 | 64,422 | 0.0 | |||||||||||
50,550 | 4.500%, 10/01/24 | 51,357 | 0.0 | |||||||||||
88,486 | 4.500%, 11/01/24 | 93,395 | 0.0 | |||||||||||
2,974 | 4.500%, 11/01/24 | 3,022 | 0.0 | |||||||||||
6,747 | 4.500%, 11/01/24 | 6,855 | 0.0 | |||||||||||
19,464 | 4.500%, 11/01/24 | 20,465 | 0.0 | |||||||||||
145,053 | 4.500%, 11/01/24 | 153,131 | 0.0 | |||||||||||
25,525 | 4.500%, 11/01/24 | 25,933 | 0.0 | |||||||||||
114,882 | 4.500%, 12/01/24 | 121,268 | 0.0 | |||||||||||
137,772 | 4.500%, 12/01/24 | 141,034 | 0.0 | |||||||||||
179,426 | 4.500%, 01/01/25 | 189,208 | 0.0 | |||||||||||
2,652 | 4.500%, 01/01/25 | 2,764 | 0.0 | |||||||||||
116,908 | 4.500%, 01/01/25 | 120,852 | 0.0 | |||||||||||
457,133 | 4.500%, 05/01/25 | 482,422 | 0.0 | |||||||||||
30,726 | 4.500%, 08/01/25 | 31,458 | 0.0 | |||||||||||
437,700 | 4.500%, 01/01/26 | 461,587 | 0.0 | |||||||||||
176,780 | 4.500%, 04/01/26 | 179,602 | 0.0 | |||||||||||
5,698 | 4.500%, 06/01/34 | 6,093 | 0.0 | |||||||||||
24,923 | 4.500%, 05/01/35 | 26,675 | 0.0 | |||||||||||
2,519 | 4.500%, 03/01/38 | 2,688 | 0.0 | |||||||||||
11,011 | 4.500%, 05/01/38 | 11,730 | 0.0 |
1,289 | 4.500%, 05/01/38 | 1,373 | 0.0 | |||||||||||
19,263 | 4.500%, 06/01/38 | 20,592 | 0.0 | |||||||||||
11,492 | 4.500%, 07/01/38 | 12,241 | 0.0 | |||||||||||
9,436 | 4.500%, 07/01/38 | 10,051 | 0.0 | |||||||||||
28,656 | 4.500%, 09/01/38 | 30,525 | 0.0 | |||||||||||
808,455 | 4.500%, 03/01/39 | 862,959 | 0.0 | |||||||||||
26,108 | 4.500%, 04/01/39 | 27,874 | 0.0 | |||||||||||
38,813 | 4.500%, 04/01/39 | 41,420 | 0.0 | |||||||||||
857,001 | 4.500%, 07/01/39 | 915,022 | 0.0 | |||||||||||
2,048,353 | 4.500%, 09/01/39 | 2,192,147 | 0.1 | |||||||||||
1,493,189 | 4.500%, 10/01/39 | 1,595,850 | 0.1 | |||||||||||
468,564 | 4.500%, 12/01/39 | 501,409 | 0.0 | |||||||||||
579,321 | 4.500%, 12/01/39 | 619,518 | 0.0 | |||||||||||
438,532 | 4.500%, 12/01/39 | 468,850 | 0.0 | |||||||||||
303,531 | 4.500%, 03/01/40 | 325,049 | 0.0 | |||||||||||
388,508 | 4.500%, 10/01/40 | 416,701 | 0.0 | |||||||||||
393,200 | 4.500%, 10/01/40 | 421,711 | 0.0 | |||||||||||
439,369 | 4.500%, 10/01/40 | 471,281 | 0.0 | |||||||||||
839,984 | 4.500%, 03/01/41 | 900,904 | 0.0 | |||||||||||
374,480 | 4.500%, 04/01/41 | 398,907 | 0.0 | |||||||||||
322,720 | 4.500%, 06/01/41 | 346,194 | 0.0 | |||||||||||
347,059 | 4.500%, 06/01/41 | 372,306 | 0.0 | |||||||||||
214,171 | 4.500%, 06/01/41 | 228,141 | 0.0 | |||||||||||
3,694,632 | 4.500%, 06/01/41 | 3,963,168 | 0.1 | |||||||||||
245,065 | 4.500%, 07/01/41 | 262,665 | 0.0 | |||||||||||
5,890,090 | 4.500%, 07/01/41 | 6,311,789 | 0.2 | |||||||||||
160,850 | 4.500%, 07/01/41 | 172,410 | 0.0 | |||||||||||
2,060,692 | 4.500%, 08/01/41 | 2,210,596 | 0.1 | |||||||||||
414,170 | 4.500%, 08/01/41 | 444,273 | 0.0 | |||||||||||
2,100,785 | 4.500%, 08/01/41 | 2,253,571 | 0.1 | |||||||||||
336 | 5.000%, 01/01/18 | 342 | 0.0 | |||||||||||
551 | 5.000%, 01/01/18 | 560 | 0.0 | |||||||||||
1,101 | 5.000%, 02/01/18 | 1,119 | 0.0 | |||||||||||
929 | 5.000%, 04/01/18 | 946 | 0.0 | |||||||||||
465 | 5.000%, 02/01/20 | 474 | 0.0 | |||||||||||
754 | 5.000%, 06/01/21 | 768 | 0.0 | |||||||||||
8,294 | 5.000%, 11/01/21 | 8,448 | 0.0 | |||||||||||
16,135 | 5.000%, 01/01/22 | 16,435 | 0.0 | |||||||||||
803 | 5.000%, 02/01/22 | 823 | 0.0 | |||||||||||
1,954 | 5.000%, 04/01/22 | 2,004 | 0.0 | |||||||||||
19,989 | 5.000%, 06/01/22 | 20,706 | 0.0 | |||||||||||
371 | 5.000%, 06/01/22 | 378 | 0.0 | |||||||||||
3,098 | 5.000%, 06/01/22 | 3,155 | 0.0 | |||||||||||
39,077 | 5.000%, 06/01/22 | 40,952 | 0.0 | |||||||||||
673 | 5.000%, 07/01/22 | 685 | 0.0 | |||||||||||
18,296 | 5.000%, 07/01/22 | 18,635 | 0.0 | |||||||||||
8,969 | 5.000%, 09/01/22 | 9,136 | 0.0 | |||||||||||
15,304 | 5.000%, 12/01/22 | 15,588 | 0.0 | |||||||||||
19,268 | 5.000%, 01/01/23 | 20,199 | 0.0 | |||||||||||
1,044 | 5.000%, 01/01/23 | 1,082 | 0.0 | |||||||||||
238,633 | 5.000%, 02/01/23 | 248,685 | 0.0 | |||||||||||
601 | 5.000%, 02/01/23 | 616 | 0.0 | |||||||||||
60,255 | 5.000%, 02/01/23 | 63,447 | 0.0 | |||||||||||
37,702 | 5.000%, 03/01/23 | 39,574 | 0.0 | |||||||||||
17,155 | 5.000%, 03/01/23 | 17,474 | 0.0 | |||||||||||
8,502 | 5.000%, 03/01/23 | 8,973 | 0.0 | |||||||||||
1,051 | 5.000%, 03/01/23 | 1,107 | 0.0 | |||||||||||
40,586 | 5.000%, 03/01/23 | 41,340 | 0.0 | |||||||||||
8,584 | 5.000%, 04/01/23 | 8,973 | 0.0 | |||||||||||
30,013 | 5.000%, 04/01/23 | 31,393 | 0.0 | |||||||||||
34,316 | 5.000%, 04/01/23 | 35,257 | 0.0 | |||||||||||
15,487 | 5.000%, 05/01/23 | 16,346 | 0.0 | |||||||||||
3,170 | 5.000%, 05/01/23 | 3,232 | 0.0 | |||||||||||
8,739 | 5.000%, 05/01/23 | 9,091 | 0.0 | |||||||||||
31,713 | 5.000%, 06/01/23 | 32,301 | 0.0 | |||||||||||
2,967 | 5.000%, 06/01/23 | 3,022 | 0.0 | |||||||||||
35,943 | 5.000%, 06/01/23 | 36,931 | 0.0 | |||||||||||
11,286 | 5.000%, 06/01/23 | 11,525 | 0.0 | |||||||||||
14,527 | 5.000%, 06/01/23 | 15,298 | 0.0 | |||||||||||
233,372 | 5.000%, 07/01/23 | 245,824 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
87,451 | 5.000%, 08/01/23 | 92,131 | 0.0 | |||||||||||
421 | 5.000%, 09/01/23 | 434 | 0.0 | |||||||||||
15,463 | 5.000%, 02/01/24 | 16,313 | 0.0 | |||||||||||
91,718 | 5.000%, 03/01/24 | 96,844 | 0.0 | |||||||||||
16,034 | 5.000%, 04/01/24 | 16,621 | 0.0 | |||||||||||
33,614 | 5.000%, 04/01/24 | 34,238 | 0.0 | |||||||||||
59,493 | 5.000%, 05/01/24 | 60,813 | 0.0 | |||||||||||
142,467 | 5.000%, 06/01/24 | 147,857 | 0.0 | |||||||||||
371,337 | 5.000%, 08/01/24 | 385,385 | 0.0 | |||||||||||
133,138 | 5.000%, 07/01/33 | 144,709 | 0.0 | |||||||||||
114,579 | 5.000%, 02/01/34 | 123,187 | 0.0 | |||||||||||
26,607 | 5.000%, 11/01/34 | 28,697 | 0.0 | |||||||||||
2,536,702 | 5.000%, 02/01/35 | 2,756,742 | 0.1 | |||||||||||
469,702 | 5.000%, 06/01/35 | 510,467 | 0.0 | |||||||||||
34,567 | 5.000%, 08/01/35 | 37,539 | 0.0 | |||||||||||
135,013 | 5.000%, 09/01/35 | 146,637 | 0.0 | |||||||||||
322,641 | 5.000%, 09/01/35 | 348,704 | 0.0 | |||||||||||
469,907 | 5.000%, 09/01/35 | 506,512 | 0.0 | |||||||||||
39,085 | 5.000%, 10/01/35 | 42,328 | 0.0 | |||||||||||
680,040 | 5.000%, 03/01/36 | 739,166 | 0.0 | |||||||||||
532,630 | 5.000%, 03/01/36 | 578,933 | 0.0 | |||||||||||
5,686 | 5.000%, 05/01/36 | 6,177 | 0.0 | |||||||||||
473,064 | 5.000%, 05/01/36 | 512,217 | 0.0 | |||||||||||
88,299 | 5.000%, 06/01/36 | 95,929 | 0.0 | |||||||||||
71,251 | 5.000%, 12/01/36 | 77,418 | 0.0 | |||||||||||
933,510 | 5.000%, 12/01/36 | 1,014,421 | 0.0 | |||||||||||
224,322 | 5.000%, 07/01/37 | 243,860 | 0.0 | |||||||||||
192,426 | 5.000%, 01/01/38 | 209,014 | 0.0 | |||||||||||
330,308 | 5.000%, 02/01/38 | 358,850 | 0.0 | |||||||||||
721,431 | 5.000%, 02/01/38 | 784,003 | 0.0 | |||||||||||
677,719 | 5.000%, 08/01/38 | 736,330 | 0.0 | |||||||||||
141,515 | 5.000%, 07/01/40 | 152,841 | 0.0 | |||||||||||
308,153 | 5.000%, 07/01/40 | 332,115 | 0.0 | |||||||||||
1,561 | 5.500%, 09/01/18 | 1,567 | 0.0 | |||||||||||
583 | 5.500%, 07/01/20 | 590 | 0.0 | |||||||||||
811 | 5.500%, 04/01/21 | 839 | 0.0 | |||||||||||
8,028 | 5.500%, 10/01/21 | 8,234 | 0.0 | |||||||||||
47,198 | 5.500%, 11/01/21 | 48,697 | 0.0 | |||||||||||
184,754 | 5.500%, 11/01/21 | 192,464 | 0.0 | |||||||||||
4,261 | 5.500%, 11/01/21 | 4,372 | 0.0 | |||||||||||
202,904 | 5.500%, 12/01/21 | 210,339 | 0.0 | |||||||||||
190,205 | 5.500%, 12/01/21 | 198,676 | 0.0 | |||||||||||
34,384 | 5.500%, 12/01/21 | 35,306 | 0.0 | |||||||||||
4,293 | 5.500%, 01/01/22 | 4,463 | 0.0 | |||||||||||
5,820 | 5.500%, 01/01/22 | 5,994 | 0.0 | |||||||||||
24,414 | 5.500%, 01/01/22 | 25,085 | 0.0 | |||||||||||
32,402 | 5.500%, 02/01/22 | 33,950 | 0.0 | |||||||||||
1,952 | 5.500%, 04/01/22 | 2,031 | 0.0 | |||||||||||
22,183 | 5.500%, 06/01/22 | 23,151 | 0.0 | |||||||||||
21,687 | 5.500%, 06/01/22 | 22,396 | 0.0 | |||||||||||
2,660 | 5.500%, 07/01/22 | 2,781 | 0.0 | |||||||||||
37,909 | 5.500%, 07/01/22 | 39,796 | 0.0 | |||||||||||
2,895 | 5.500%, 08/01/22 | 2,984 | 0.0 | |||||||||||
57,635 | 5.500%, 09/01/22 | 60,004 | 0.0 | |||||||||||
11,934 | 5.500%, 09/01/22 | 12,469 | 0.0 | |||||||||||
75,591 | 5.500%, 11/01/22 | 77,901 | 0.0 | |||||||||||
8,996 | 5.500%, 01/01/23 | 9,491 | 0.0 | |||||||||||
7,350 | 5.500%, 02/01/23 | 7,674 | 0.0 | |||||||||||
10,843 | 5.500%, 03/01/23 | 11,320 | 0.0 | |||||||||||
3,928 | 5.500%, 04/01/23 | 4,135 | 0.0 | |||||||||||
13,030 | 5.500%, 06/01/23 | 13,543 | 0.0 | |||||||||||
16,110 | 5.500%, 08/01/23 | 17,086 | 0.0 | |||||||||||
6,509 | 5.500%, 08/01/23 | 6,812 | 0.0 | |||||||||||
40,918 | 5.500%, 08/01/23 | 43,322 | 0.0 | |||||||||||
2,692 | 5.500%, 08/01/23 | 2,838 | 0.0 | |||||||||||
42,414 | 5.500%, 09/01/23 | 44,737 | 0.0 | |||||||||||
8,841 | 5.500%, 10/01/23 | 8,939 | 0.0 | |||||||||||
4,508 | 5.500%, 11/01/23 | 4,701 | 0.0 | |||||||||||
2,604 | 5.500%, 11/01/23 | 2,747 | 0.0 | |||||||||||
57,200 | 5.500%, 11/01/23 | 59,884 | 0.0 |
122,775 | 5.500%, 02/01/24 | 129,911 | 0.0 | |||||||||||
1,787 | 5.500%, 03/01/24 | 1,810 | 0.0 | |||||||||||
37,148 | 5.500%, 07/01/24 | 38,240 | 0.0 | |||||||||||
9,836 | 5.500%, 07/01/24 | 10,362 | 0.0 | |||||||||||
26,296 | 5.500%, 05/01/25 | 26,838 | 0.0 | |||||||||||
53,297 | 5.500%, 08/01/25 | 56,027 | 0.0 | |||||||||||
3,595 | 5.500%, 07/01/27 | 3,939 | 0.0 | |||||||||||
891 | 5.500%, 08/01/27 | 976 | 0.0 | |||||||||||
158,322 | 5.500%, 03/01/34 | 175,659 | 0.0 | |||||||||||
140,261 | 5.500%, 04/01/34 | 155,665 | 0.0 | |||||||||||
59,885 | 5.500%, 11/01/34 | 66,475 | 0.0 | |||||||||||
56,729 | 5.500%, 12/01/34 | 62,982 | 0.0 | |||||||||||
747,473 | 5.500%, 02/01/35 | 829,656 | 0.0 | |||||||||||
99,417 | 5.500%, 05/01/35 | 110,407 | 0.0 | |||||||||||
1,038,173 | 5.500%, 09/01/35 | 1,150,855 | 0.1 | |||||||||||
104,137 | 5.500%, 09/01/35 | 115,416 | 0.0 | |||||||||||
91,881 | 5.500%, 04/01/36 | 101,616 | 0.0 | |||||||||||
144,985 | 5.500%, 04/01/36 | 160,840 | 0.0 | |||||||||||
29,658 | 5.500%, 05/01/36 | 32,840 | 0.0 | |||||||||||
100,552 | 5.500%, 06/01/36 | 111,280 | 0.0 | |||||||||||
354,924 | 5.500%, 07/01/36 | 393,960 | 0.0 | |||||||||||
197,463 | 5.500%, 11/01/36 | 218,659 | 0.0 | |||||||||||
59,015 | 5.500%, 12/01/36 | 65,518 | 0.0 | |||||||||||
298,359 | 5.500%, 12/01/36 | 330,592 | 0.0 | |||||||||||
679,097 | 5.500%, 12/01/36 | 751,607 | 0.0 | |||||||||||
99,250 | 5.500%, 01/01/37 | 110,114 | 0.0 | |||||||||||
83,464 | 5.500%, 03/01/37 | 92,398 | 0.0 | |||||||||||
423,624 | 5.500%, 03/01/37 | 469,041 | 0.0 | |||||||||||
949,261 | 5.500%, 03/01/37 | 1,051,209 | 0.0 | |||||||||||
376,101 | 5.500%, 08/01/37 | 417,177 | 0.0 | |||||||||||
4,307 | 5.500%, 01/01/38 | 4,750 | 0.0 | |||||||||||
1,067 | 5.500%, 01/01/38 | 1,173 | 0.0 | |||||||||||
1,297 | 5.500%, 01/01/38 | 1,429 | 0.0 | |||||||||||
14,475 | 5.500%, 03/01/38 | 15,981 | 0.0 | |||||||||||
29,024 | 5.500%, 05/01/38 | 31,989 | 0.0 | |||||||||||
57,984 | 5.500%, 06/01/38 | 64,124 | 0.0 | |||||||||||
1,733,259 | 5.500%, 09/01/38 | 1,918,378 | 0.1 | |||||||||||
400,917 | 5.500%, 12/01/38 | 441,940 | 0.0 | |||||||||||
104,518 | 5.500%, 06/01/39 | 115,438 | 0.0 | |||||||||||
43,078 | 5.500%, 04/01/40 | 47,215 | 0.0 | |||||||||||
123,551 | 5.500%, 05/01/40 | 135,416 | 0.0 | |||||||||||
251,616 | 5.500%, 06/01/40 | 275,784 | 0.0 | |||||||||||
16,957 | 5.500%, 07/01/40 | 18,585 | 0.0 | |||||||||||
18,171 | 5.700%, 07/01/36 | 18,210 | 0.0 | |||||||||||
160,422 | 5.700%, 07/01/36 | 172,505 | 0.0 | |||||||||||
8,494 | 6.000%, 10/01/18 | 8,562 | 0.0 | |||||||||||
11,487 | 6.000%, 01/01/34 | 12,894 | 0.0 | |||||||||||
4,745 | 6.000%, 07/01/34 | 5,304 | 0.0 | |||||||||||
76,993 | 6.000%, 12/01/34 | 87,504 | 0.0 | |||||||||||
36,784 | 6.000%, 05/01/35 | 41,118 | 0.0 | |||||||||||
52,252 | 6.000%, 01/01/36 | 58,409 | 0.0 | |||||||||||
34,752 | 6.000%, 01/01/36 | 38,867 | 0.0 | |||||||||||
29,993 | 6.000%, 02/01/36 | 34,030 | 0.0 | |||||||||||
22,684 | 6.000%, 03/01/36 | 25,743 | 0.0 | |||||||||||
45,227 | 6.000%, 03/01/36 | 51,256 | 0.0 | |||||||||||
14,863 | 6.000%, 04/01/36 | 16,878 | 0.0 | |||||||||||
35,448 | 6.000%, 04/01/36 | 40,238 | 0.0 | |||||||||||
76,394 | 6.000%, 05/01/36 | 86,521 | 0.0 | |||||||||||
531 | 6.000%, 06/01/36 | 595 | 0.0 | |||||||||||
18,430 | 6.000%, 08/01/36 | 20,865 | 0.0 | |||||||||||
1,884 | 6.000%, 08/01/36 | 2,106 | 0.0 | |||||||||||
50,954 | 6.000%, 09/01/36 | 57,789 | 0.0 | |||||||||||
61,843 | 6.000%, 09/01/36 | 69,367 | 0.0 | |||||||||||
47,145 | 6.000%, 09/01/36 | 52,700 | 0.0 | |||||||||||
30,137 | 6.000%, 09/01/36 | 34,013 | 0.0 | |||||||||||
21,733 | 6.000%, 10/01/36 | 24,517 | 0.0 | |||||||||||
23,442 | 6.000%, 10/01/36 | 26,205 | 0.0 | |||||||||||
581,481 | 6.000%, 12/01/36 | 659,813 | 0.0 | |||||||||||
202,632 | 6.000%, 12/01/36 | 226,508 | 0.0 | |||||||||||
75,501 | 6.000%, 01/01/37 | 84,397 | 0.0 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
11,647 | 6.000%, 02/01/37 | 13,136 | 0.0 | |||||||||||
5,791 | 6.000%, 04/01/37 | 6,474 | 0.0 | |||||||||||
130,238 | 6.000%, 07/01/37 | 147,112 | 0.0 | |||||||||||
39,458 | 6.000%, 08/01/37 | 44,500 | 0.0 | |||||||||||
2,301 | 6.000%, 08/01/37 | 2,580 | 0.0 | |||||||||||
3,939 | 6.000%, 08/01/37 | 4,428 | 0.0 | |||||||||||
17,249 | 6.000%, 09/01/37 | 19,329 | 0.0 | |||||||||||
546 | 6.000%, 09/01/37 | 614 | 0.0 | |||||||||||
2,405 | 6.000%, 09/01/37 | 2,700 | 0.0 | |||||||||||
8,186 | 6.000%, 09/01/37 | 9,179 | 0.0 | |||||||||||
63,185 | 6.000%, 09/01/37 | 70,629 | 0.0 | |||||||||||
43,385 | 6.000%, 09/01/37 | 49,009 | 0.0 | |||||||||||
549 | 6.000%, 10/01/37 | 617 | 0.0 | |||||||||||
6,179 | 6.000%, 10/01/37 | 7,015 | 0.0 | |||||||||||
1,961 | 6.000%, 10/01/37 | 2,211 | 0.0 | |||||||||||
2,603 | 6.000%, 10/01/37 | 2,929 | 0.0 | |||||||||||
23,300 | 6.000%, 11/01/37 | 26,045 | 0.0 | |||||||||||
14,756 | 6.000%, 11/01/37 | 16,531 | 0.0 | |||||||||||
21,125 | 6.000%, 11/01/37 | 23,668 | 0.0 | |||||||||||
71,487 | 6.000%, 11/01/37 | 80,498 | 0.0 | |||||||||||
4,201 | 6.000%, 11/01/37 | 4,708 | 0.0 | |||||||||||
27,239 | 6.000%, 11/01/37 | 30,726 | 0.0 | |||||||||||
7,560 | 6.000%, 11/01/37 | 8,451 | 0.0 | |||||||||||
60,086 | 6.000%, 12/01/37 | 67,721 | 0.0 | |||||||||||
18,227 | 6.000%, 12/01/37 | 20,551 | 0.0 | |||||||||||
11,209 | 6.000%, 12/01/37 | 12,635 | 0.0 | |||||||||||
39,479 | 6.000%, 12/01/37 | 44,450 | 0.0 | |||||||||||
24,422 | 6.000%, 01/01/38 | 27,499 | 0.0 | |||||||||||
5,052 | 6.000%, 01/01/38 | 5,647 | 0.0 | |||||||||||
800 | 6.000%, 02/01/38 | 894 | 0.0 | |||||||||||
108,793 | 6.000%, 02/01/38 | 121,919 | 0.0 | |||||||||||
131,262 | 6.000%, 03/01/38 | 146,728 | 0.0 | |||||||||||
6,494 | 6.000%, 03/01/38 | 7,259 | 0.0 | |||||||||||
464,426 | 6.000%, 04/01/38 | 524,333 | 0.0 | |||||||||||
23,229 | 6.000%, 04/01/38 | 26,048 | 0.0 | |||||||||||
30,766 | 6.000%, 05/01/38 | 34,400 | 0.0 | |||||||||||
34,801 | 6.000%, 05/01/38 | 39,090 | 0.0 | |||||||||||
2,949 | 6.000%, 06/01/38 | 3,297 | 0.0 | |||||||||||
15,662 | 6.000%, 07/01/38 | 17,508 | 0.0 | |||||||||||
27,451 | 6.000%, 07/01/38 | 30,685 | 0.0 | |||||||||||
4,404 | 6.000%, 08/01/38 | 4,973 | 0.0 | |||||||||||
936 | 6.000%, 08/01/38 | 1,046 | 0.0 | |||||||||||
28,889 | 6.000%, 09/01/38 | 32,293 | 0.0 | |||||||||||
7,197 | 6.000%, 09/01/38 | 8,045 | 0.0 | |||||||||||
37,562 | 6.000%, 09/01/38 | 41,987 | 0.0 | |||||||||||
138,550 | 6.000%, 10/01/38 | 156,115 | 0.0 | |||||||||||
283,235 | 6.000%, 10/01/38 | 316,609 | 0.0 | |||||||||||
22,802 | 6.000%, 10/01/38 | 25,491 | 0.0 | |||||||||||
83,609 | 6.000%, 10/01/38 | 94,195 | 0.0 | |||||||||||
24,920 | 6.000%, 05/01/39 | 27,857 | 0.0 | |||||||||||
959,241 | 6.000%, 10/01/39 | 1,084,645 | 0.1 | |||||||||||
29,596 | 6.000%, 11/01/39 | 33,088 | 0.0 | |||||||||||
9,946 | 6.500%, 04/01/28 | 11,027 | 0.0 | |||||||||||
1,217 | 6.500%, 04/01/30 | 1,350 | 0.0 | |||||||||||
63,904 | 6.500%, 02/01/34 | 70,860 | 0.0 | |||||||||||
11,156 | 6.500%, 11/01/34 | 12,918 | 0.0 | |||||||||||
16,866 | 6.500%, 01/01/36 | 18,906 | 0.0 | |||||||||||
40,550 | 6.500%, 03/01/36 | 46,885 | 0.0 | |||||||||||
98,287 | 6.500%, 04/01/36 | 109,873 | 0.0 | |||||||||||
627 | 6.500%, 05/01/36 | 695 | 0.0 | |||||||||||
4,458 | 6.500%, 06/01/36 | 4,943 | 0.0 | |||||||||||
2,096 | 6.500%, 07/01/36 | 2,348 | 0.0 | |||||||||||
33,198 | 6.500%, 07/01/36 | 37,957 | 0.0 | |||||||||||
80,554 | 6.500%, 07/01/36 | 91,209 | 0.0 | |||||||||||
89,208 | 6.500%, 07/01/36 | 98,938 | 0.0 | |||||||||||
9,952 | 6.500%, 07/01/36 | 11,035 | 0.0 | |||||||||||
4,899 | 6.500%, 07/01/36 | 5,594 | 0.0 | |||||||||||
4,126 | 6.500%, 08/01/36 | 4,578 | 0.0 | |||||||||||
2,414 | 6.500%, 08/01/36 | 2,678 | 0.0 | |||||||||||
25,600 | 6.500%, 09/01/36 | 29,075 | 0.0 |
9,823 | 6.500%, 09/01/36 | 10,896 | 0.0 | |||||||||||
1,876 | 6.500%, 09/01/36 | 2,131 | 0.0 | |||||||||||
167,276 | 6.500%, 09/01/36 | 191,273 | 0.0 | |||||||||||
1,803 | 6.500%, 11/01/36 | 2,001 | 0.0 | |||||||||||
5,414 | 6.500%, 11/01/36 | 6,138 | 0.0 | |||||||||||
14,056 | 6.500%, 12/01/36 | 15,585 | 0.0 | |||||||||||
3,829 | 6.500%, 12/01/36 | 4,465 | 0.0 | |||||||||||
6,960 | 6.500%, 01/01/37 | 7,718 | 0.0 | |||||||||||
29,696 | 6.500%, 01/01/37 | 32,946 | 0.0 | |||||||||||
60,926 | 6.500%, 01/01/37 | 68,194 | 0.0 | |||||||||||
511 | 6.500%, 01/01/37 | 583 | 0.0 | |||||||||||
17,927 | 6.500%, 02/01/37 | 19,884 | 0.0 | |||||||||||
9,687 | 6.500%, 03/01/37 | 10,959 | 0.0 | |||||||||||
13,191 | 6.500%, 03/01/37 | 14,634 | 0.0 | |||||||||||
50,772 | 6.500%, 03/01/37 | 56,329 | 0.0 | |||||||||||
152,800 | 6.500%, 03/01/37 | 173,819 | 0.0 | |||||||||||
288 | 6.500%, 04/01/37 | 320 | 0.0 | |||||||||||
3,210 | 6.500%, 04/01/37 | 3,561 | 0.0 | |||||||||||
1,202 | 6.500%, 07/01/37 | 1,334 | 0.0 | |||||||||||
3,278 | 6.500%, 08/01/37 | 3,671 | 0.0 | |||||||||||
4,221 | 6.500%, 08/01/37 | 4,682 | 0.0 | |||||||||||
9,521 | 6.500%, 08/01/37 | 10,868 | 0.0 | |||||||||||
117,978 | 6.500%, 09/01/37 | 134,179 | 0.0 | |||||||||||
3,494 | 6.500%, 09/01/37 | 3,876 | 0.0 | |||||||||||
133,515 | 6.500%, 09/01/37 | 148,114 | 0.0 | |||||||||||
21,538 | 6.500%, 09/01/37 | 24,557 | 0.0 | |||||||||||
8,872 | 6.500%, 09/01/37 | 9,964 | 0.0 | |||||||||||
563 | 6.500%, 09/01/37 | 629 | 0.0 | |||||||||||
1,811 | 6.500%, 09/01/37 | 2,055 | 0.0 | |||||||||||
1,271 | 6.500%, 10/01/37 | 1,410 | 0.0 | |||||||||||
41,271 | 6.500%, 10/01/37 | 46,334 | 0.0 | |||||||||||
3,582 | 6.500%, 10/01/37 | 4,052 | 0.0 | |||||||||||
38,550 | 6.500%, 10/01/37 | 43,398 | 0.0 | |||||||||||
9,943 | 6.500%, 10/01/37 | 11,371 | 0.0 | |||||||||||
188,296 | 6.500%, 11/01/37 | 216,612 | 0.0 | |||||||||||
18,121 | 6.500%, 12/01/37 | 20,487 | 0.0 | |||||||||||
1,597 | 6.500%, 12/01/37 | 1,771 | 0.0 | |||||||||||
10,154 | 6.500%, 12/01/37 | 11,260 | 0.0 | |||||||||||
6,814 | 6.500%, 12/01/37 | 7,559 | 0.0 | |||||||||||
3,006 | 6.500%, 12/01/37 | 3,332 | 0.0 | |||||||||||
64,968 | 6.500%, 12/01/37 | 72,039 | 0.0 | |||||||||||
1,433 | 6.500%, 12/01/37 | 1,589 | 0.0 | |||||||||||
1,516 | 6.500%, 12/01/37 | 1,681 | 0.0 | |||||||||||
28,531 | 6.500%, 01/01/38 | 32,304 | 0.0 | |||||||||||
1,480 | 6.500%, 01/01/38 | 1,640 | 0.0 | |||||||||||
562 | 6.500%, 01/01/38 | 624 | 0.0 | |||||||||||
109,409 | 6.500%, 02/01/38 | 121,335 | 0.0 | |||||||||||
69,234 | 6.500%, 03/01/38 | 77,936 | 0.0 | |||||||||||
79,342 | 6.500%, 04/01/38 | 90,451 | 0.0 | |||||||||||
4,256 | 6.500%, 05/01/38 | 4,720 | 0.0 | |||||||||||
1,619 | 6.500%, 06/01/38 | 1,795 | 0.0 | |||||||||||
364,272 | 6.500%, 08/01/38 | 410,718 | 0.0 | |||||||||||
132,974 | 6.500%, 08/01/38 | 152,394 | 0.0 | |||||||||||
72,349 | 6.500%, 08/01/38 | 80,261 | 0.0 | |||||||||||
21,131 | 6.500%, 09/01/38 | 23,443 | 0.0 | |||||||||||
36,515 | 6.500%, 09/01/38 | 40,509 | 0.0 | |||||||||||
52,105 | 6.500%, 10/01/38 | 57,788 | 0.0 | |||||||||||
5,857 | 6.500%, 10/01/38 | 6,533 | 0.0 | |||||||||||
322,005 | 6.500%, 10/01/38 | 362,854 | 0.0 | |||||||||||
23,376 | 6.500%, 10/01/38 | 27,125 | 0.0 | |||||||||||
63,762 | 6.500%, 11/01/38 | 71,137 | 0.0 | |||||||||||
75,515 | 6.500%, 01/01/39 | 85,615 | 0.0 | |||||||||||
1,941 | 6.500%, 01/01/39 | 2,211 | 0.0 | |||||||||||
30,332 | 6.500%, 03/01/39 | 33,640 | 0.0 | |||||||||||
5,591 | 6.500%, 09/01/39 | 6,200 | 0.0 | |||||||||||
805,000 | 6.625%, 11/15/30 | 1,133,285 | 0.1 | |||||||||||
3,430,000 | 7.125%, 01/15/30 | 4,946,053 | 0.2 | |||||||||||
1,560,000 | 7.250%, 05/15/30 | 2,284,428 | 0.1 | |||||||||||
376,108,547 | 11.1 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
Government National Mortgage Association: 7.5% | ||||||||||||||
84,719,000 | (4) | 3.000%, 01/15/43 | 85,493,385 | 2.5 | ||||||||||
99,290,000 | (4) | 3.500%, 10/20/41 | 102,648,795 | 3.0 | ||||||||||
8,910,000 | (4) | 4.000%, 09/20/40 | 9,288,675 | 0.3 | ||||||||||
8,778,896 | 4.000%, 10/20/43 | 9,253,739 | 0.3 | |||||||||||
7,498,990 | 4.000%, 03/20/46 | 7,831,535 | 0.2 | |||||||||||
4,419,783 | 4.000%, 03/20/46 | 4,629,324 | 0.1 | |||||||||||
1,451,795 | 4.500%, 02/20/41 | 1,540,545 | 0.1 | |||||||||||
445,767 | 4.500%, 03/20/41 | 473,011 | 0.0 | |||||||||||
1,717,935 | 4.500%, 05/20/41 | 1,821,843 | 0.1 | |||||||||||
1,941,651 | 4.500%, 06/20/41 | 2,058,622 | 0.1 | |||||||||||
3,591,386 | 4.500%, 07/20/41 | 3,806,330 | 0.1 | |||||||||||
1,471,560 | 4.500%, 09/20/41 | 1,559,183 | 0.1 | |||||||||||
4,499,722 | 4.500%, 10/20/41 | 4,766,283 | 0.2 | |||||||||||
15,313 | 5.000%, 10/15/37 | 16,574 | 0.0 | |||||||||||
2,876 | 5.000%, 04/15/38 | 3,114 | 0.0 | |||||||||||
93,433 | 5.000%, 03/15/39 | 101,405 | 0.0 | |||||||||||
149,599 | 5.000%, 08/15/39 | 162,031 | 0.0 | |||||||||||
1,231,498 | 5.000%, 09/15/39 | 1,331,111 | 0.1 | |||||||||||
1,347,234 | 5.000%, 09/15/39 | 1,462,699 | 0.1 | |||||||||||
1,053,752 | 5.000%, 02/15/40 | 1,141,663 | 0.0 | |||||||||||
936,125 | 5.000%, 04/15/40 | 1,019,670 | 0.0 | |||||||||||
1,701,517 | 5.000%, 06/15/40 | 1,842,440 | 0.1 | |||||||||||
65,320 | 5.000%, 07/15/40 | 70,751 | 0.0 | |||||||||||
687,908 | 5.000%, 04/15/42 | 740,169 | 0.0 | |||||||||||
1,053,133 | 5.000%, 04/20/42 | 1,144,758 | 0.0 | |||||||||||
46,600 | 5.500%, 07/20/38 | 51,111 | 0.0 | |||||||||||
608,453 | 5.500%, 09/20/39 | 659,399 | 0.0 | |||||||||||
43,699 | 5.500%, 10/20/39 | 47,928 | 0.0 | |||||||||||
1,005,244 | 5.500%, 11/20/39 | 1,089,311 | 0.0 | |||||||||||
24,474 | 5.500%, 11/20/39 | 26,821 | 0.0 | |||||||||||
14,720 | 5.500%, 12/20/40 | 15,940 | 0.0 | |||||||||||
47,190 | 5.500%, 01/20/41 | 52,252 | 0.0 | |||||||||||
316,891 | 5.500%, 03/20/41 | 347,504 | 0.0 | |||||||||||
455,924 | 5.500%, 04/20/41 | 504,326 | 0.0 | |||||||||||
766,156 | 5.500%, 05/20/41 | 840,159 | 0.0 | |||||||||||
688,224 | 5.500%, 06/20/41 | 761,493 | 0.0 | |||||||||||
25,005 | 6.000%, 10/15/36 | 28,209 | 0.0 | |||||||||||
78,372 | 6.000%, 08/15/37 | 88,501 | 0.0 | |||||||||||
91,930 | 6.000%, 11/15/37 | 102,844 | 0.0 | |||||||||||
17,699 | 6.000%, 12/15/37 | 19,800 | 0.0 | |||||||||||
32,867 | 6.000%, 01/15/38 | 36,769 | 0.0 | |||||||||||
38,214 | 6.000%, 01/15/38 | 42,750 | 0.0 | |||||||||||
41,074 | 6.000%, 02/15/38 | 45,951 | 0.0 | |||||||||||
812 | 6.000%, 02/15/38 | 908 | 0.0 | |||||||||||
100,096 | 6.000%, 02/15/38 | 111,979 | 0.0 | |||||||||||
2,325 | 6.000%, 04/15/38 | 2,614 | 0.0 | |||||||||||
263,632 | 6.000%, 05/15/38 | 294,932 | 0.0 | |||||||||||
253,294 | 6.000%, 05/15/38 | 283,366 | 0.0 | |||||||||||
38,571 | 6.000%, 07/15/38 | 43,150 | 0.0 | |||||||||||
76,481 | 6.000%, 09/15/38 | 85,622 | 0.0 | |||||||||||
60,018 | 6.000%, 11/15/38 | 67,196 | 0.0 | |||||||||||
1,263,577 | 6.000%, 08/20/40 | 1,434,912 | 0.1 | |||||||||||
251,293,402 | 7.5 | |||||||||||||
Other U.S. Agency Obligations: 0.9% | ||||||||||||||
22,990,000 | 1.100%, 11/06/18 | 22,851,393 | 0.7 | |||||||||||
1,500,000 | (2) | 1.875%, 08/15/22 | 1,477,229 | 0.0 | ||||||||||
10,000 | 6.150%, 01/15/38 | 14,593 | 0.0 | |||||||||||
5,000,000 | 7.125%, 05/01/30 | 7,216,260 | 0.2 | |||||||||||
31,559,475 | 0.9 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $957,780,277) | 959,844,700 | 28.4 |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.9% | ||||||||||||||
2,000,000 | (1) | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/33 | 2,026,470 | 0.1 | ||||||||||
1,000,000 | CFCRE Commercial Mortgage Trust 2016-C7 B, 4.361%, 12/10/54 | 1,053,572 | 0.0 | |||||||||||
3,000,000 | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/47 | 3,187,152 | 0.1 | |||||||||||
1,115,000 | COMM 2012-LC4 A4, 3.288%, 12/10/44 | 1,136,153 | 0.0 | |||||||||||
1,000,000 | (1) | COMM 2013-CR10 AM, 4.517%, 08/10/46 | 1,074,981 | 0.0 | ||||||||||
650,000 | COMM 2015-CR23 A3, 3.230%, 05/10/48 | 659,849 | 0.0 | |||||||||||
315,000 | COMM 2015-PC1 B, 4.441%, 07/10/50 | 322,523 | 0.0 | |||||||||||
1,000,000 | COMM 2016-COR1 A4, 3.091%, 10/10/49 | 998,496 | 0.0 | |||||||||||
1,000,000 | COMM 2016-COR1 AM, 3.494%, 10/10/49 | 1,009,251 | 0.0 | |||||||||||
1,000,000 | COMM 2016-CR28 A4, 3.762%, 02/10/49 | 1,052,833 | 0.0 | |||||||||||
1,215,000 | (1) | Core Industrial Trust 2015-CALW A, 3.040%, 02/10/34 | 1,235,420 | 0.1 | ||||||||||
1,000,000 | (1) | Core Industrial Trust 2015-TEXW D, 3.849%, 02/10/34 | 1,018,974 | 0.0 | ||||||||||
1,000,000 | (1) | Core Industrial Trust 2015-WEST A, 3.292%, 02/10/37 | 1,017,192 | 0.0 | ||||||||||
213,538 | (1) | DBUBS 2011-LC2A C, 5.542%, 07/10/44 | 228,327 | 0.0 | ||||||||||
500,000 | DBJPM Mortgage Trust 16-C1 A4, 3.276%, 05/10/49 | 508,073 | 0.0 | |||||||||||
2,000,000 | Ginnie Mae 2011-127 C, 3.500%, 03/16/47 | 2,028,083 | 0.1 | |||||||||||
6,000,000 | Ginnie Mae 2011-142 B, 3.485%, 02/16/44 | 6,086,021 | 0.2 | |||||||||||
2,000,000 | Ginnie Mae 2011-20 C, 3.562%, 04/16/41 | 2,031,404 | 0.1 | |||||||||||
5,000,000 | Ginnie Mae 2011-38 D, 3.700%, 01/16/51 | 5,128,005 | 0.2 | |||||||||||
374,885 | Ginnie Mae 2011-53 B, 4.397%, 05/16/51 | 391,432 | 0.0 | |||||||||||
5,000,000 | Ginnie Mae 2014-150 C, 3.400%, 12/16/49 | 4,974,288 | 0.2 | |||||||||||
3,000,000 | Ginnie Mae 2014-50 C, 3.400%, 02/16/47 | 2,985,817 | 0.1 | |||||||||||
633,647 | GS Mortgage Securities Corp. II 2012-GCJ9 A3, 2.773%, 11/10/45 | 635,591 | 0.0 | |||||||||||
1,000,000 | GS Mortgage Securities Trust 2012-GCJ7 B, 4.740%, 05/10/45 | 1,053,231 | 0.0 | |||||||||||
1,000,000 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 B, 4.052%, 01/15/46 | 1,029,619 | 0.0 | |||||||||||
6,379,463 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/46 | 6,823,141 | 0.2 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
3,000,000 | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/49 | 2,969,895 | 0.1 | |||||||||||
3,200,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/48 | 3,259,627 | 0.1 | |||||||||||
2,000,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/47 | 2,070,194 | 0.1 | |||||||||||
220,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.161%, 03/15/48 | 215,801 | 0.0 | |||||||||||
100,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 D, 5.426%, 09/15/47 | 105,417 | 0.0 | ||||||||||
100,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 E, 5.426%, 09/15/47 | 105,366 | 0.0 | ||||||||||
1,000,000 | (1) | MSCG Trust 2015-ALDR A2, 3.462%, 06/07/35 | 987,859 | 0.0 | ||||||||||
2,350,000 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/48 | 2,438,016 | 0.1 | |||||||||||
2,000,000 | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/59 | 2,045,930 | 0.1 | |||||||||||
320,000 | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/44 | 331,497 | 0.0 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $65,115,595) | 64,225,500 | 1.9 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $3,471,658,128) | 3,526,206,932 | 104.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 9.1% | ||||||||||||||
Commercial Paper: 2.8% | ||||||||||||||
10,000,000 | American Ele, 2.870%, 01/03/18 | 9,997,678 | 0.3 | |||||||||||
3,053,000 | Auto Zone, 2.580%, 01/04/18 | 3,052,147 | 0.1 | |||||||||||
5,365,000 | Comcast Corp D, 2.870%, 01/03/18 | 5,363,754 | 0.2 | |||||||||||
25,000,000 | CVS Health, 3.440%, 01/02/18 | 24,995,364 | 0.7 | |||||||||||
21,607,000 | HP Inc, 2.930%, 01/02/18 | 21,603,577 | 0.6 | |||||||||||
11,500,000 | Potash Corp SA, 3.440%, 01/02/18 | 11,497,867 | 0.3 | |||||||||||
3,000,000 | Thomson, 1.910%, 02/22/18 | 2,991,764 | 0.1 | |||||||||||
15,900,000 | Tyson Food, 2.860%, 01/03/18 | 15,896,312 | 0.5 | |||||||||||
95,398,463 | 2.8 |
Securities Lending Collateral(5): 3.6% | ||||||||||||||
29,015,596 | Bank of Nova Scotia/New York, Repurchase Agreement dated 12/29/17, 1.38%, due 01/02/18 (Repurchase Amount $29,019,984, collateralized by various U.S. Government Agency Obligations, 3.500%-4.000%, Market Value plus accrued interest $29,600,446, due 07/20/45-11/01/47) | 29,015,596 | 0.8 | |||||||||||
29,015,596 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $29,020,080, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $29,595,908, due 01/31/18-06/20/63) | 29,015,596 | 0.8 | |||||||||||
29,015,596 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $29,020,143, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $29,595,909, due 01/11/18-12/01/51) | 29,015,596 | 0.9 | |||||||||||
6,093,325 | Jefferies LLC, Repurchase Agreement dated 12/29/17, 1.50%, due 01/02/18 (Repurchase Amount $6,094,327, collateralized by various U.S. Government Securities, 0.000%-1.750%, Market Value plus accrued interest $6,215,194, due 09/13/18-04/30/22) | 6,093,325 | 0.2 |
See Accompanying Notes to Financial Statements
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF December 31, 2017 (CONTINUED) |
29,015,596 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $29,020,779, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $29,821,347, due 01/15/19-02/15/46) | 29,015,596 | 0.9 | |||||||||||
122,155,709 | 3.6 | |||||||||||||
U.S. Treasury Notes: 0.4% | ||||||||||||||
11,256,000 | United States Treasury Note, 1.250%, 12/31/18 | |||||||||||||
(Cost $11,251,297) | 11,194,274 | 0.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.3% | ||||||||||||||
79,358,000 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $79,358,000) | 79,358,000 | 2.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $308,175,744) | 308,106,446 | 9.1 | ||||||||||||
Total Investments in Securities | ||||||||||||||
(Cost $3,779,833,872) | $ | 3,834,313,378 | 113.4 | |||||||||||
Liabilities in Excess of Other Assets | (453,828,380 | ) | (13.4 | ) | ||||||||||
Net Assets | $ | 3,380,484,998 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(4) | Settlement is on a when-issued or delayed-delivery basis. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of December 31, 2017. |
Reference Rate Abbreviations: | |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 94.9% | ||||||||||||||
Australia: 1.9% | ||||||||||||||
128,672 | (1) | BHP Billiton Ltd. ADR | 5,917,625 | 0.9 | ||||||||||
660,253 | Challenger Ltd. | 7,200,388 | 1.0 | |||||||||||
13,118,013 | 1.9 | |||||||||||||
Canada: 1.3% | ||||||||||||||
263,536 | Canadian Natural Resources Ltd. | 9,413,506 | 1.3 | |||||||||||
China: 3.1% | ||||||||||||||
21,098 | (2) | Alibaba Group Holding Ltd. ADR | 3,637,928 | 0.5 | ||||||||||
871,469 | China Mobile Ltd. | 8,812,333 | 1.3 | |||||||||||
465,000 | Ping An Insurance Group Co. of China Ltd. | 4,823,012 | 0.7 | |||||||||||
82,100 | Tencent Holdings Ltd. | 4,249,328 | 0.6 | |||||||||||
21,522,601 | 3.1 | |||||||||||||
France: 7.0% | ||||||||||||||
27,505 | LVMH Moet Hennessy Louis Vuitton SE | 8,072,842 | 1.2 | |||||||||||
1,333,910 | (2) | Natixis SA | 10,535,877 | 1.5 | ||||||||||
586,128 | Orange SA | 10,158,055 | 1.4 | |||||||||||
71,164 | Renault S.A. | 7,143,284 | 1.0 | |||||||||||
147,989 | Societe Generale | 7,629,629 | 1.1 | |||||||||||
323,321 | Suez | 5,679,967 | 0.8 | |||||||||||
49,219,654 | 7.0 | |||||||||||||
Germany: 3.4% | ||||||||||||||
82,895 | BASF SE | 9,087,873 | 1.3 | |||||||||||
140,479 | Deutsche Wohnen AG | 6,127,225 | 0.8 | |||||||||||
65,590 | Siemens AG | 9,081,414 | 1.3 | |||||||||||
24,296,512 | 3.4 | |||||||||||||
India: 0.9% | ||||||||||||||
1,225,271 | Yes Bank Ltd. | 6,036,627 | 0.9 | |||||||||||
Ireland: 1.1% | ||||||||||||||
100,687 | Medtronic PLC | 8,130,475 | 1.1 | |||||||||||
Italy: 1.7% | ||||||||||||||
1,170,021 | Enel S.p.A. | 7,194,757 | 1.0 | |||||||||||
1,553,575 | Intesa Sanpaolo SpA - ISP | 5,154,531 | 0.7 | |||||||||||
12,349,288 | 1.7 | |||||||||||||
Japan: 7.6% | ||||||||||||||
98,200 | Chugai Pharmaceutical Co., Ltd. | 5,018,877 | 0.7 | |||||||||||
264,125 | LIXIL Group Corp. | 7,135,934 | 1.0 | |||||||||||
319,315 | Mitsubishi Corp. | 8,804,720 | 1.3 | |||||||||||
161,100 | Sompo Holdings, Inc. | 6,218,584 | 0.9 | |||||||||||
93,400 | Omron Corp. | 5,555,335 | 0.8 | |||||||||||
636,346 | Panasonic Corp. | 9,286,781 | 1.3 | |||||||||||
55,900 | Rohm Co., Ltd. | 6,158,043 | 0.9 | |||||||||||
50,000 | Shin-Etsu Chemical Co., Ltd. | 5,066,150 | 0.7 | |||||||||||
53,244,424 | 7.6 | |||||||||||||
Netherlands: 2.2% | ||||||||||||||
232,409 | Royal Dutch Shell PLC - Class A ADR | 15,504,005 | 2.2 |
Singapore: 0.9% | ||||||||||||||
23,678 | Broadcom Ltd. | 6,082,878 | 0.9 | |||||||||||
Sweden: 1.0% | ||||||||||||||
398,712 | Volvo AB - B Shares | 7,424,771 | 1.0 | |||||||||||
Switzerland: 4.8% | ||||||||||||||
143,392 | Nestle S.A. | 12,328,308 | 1.8 | |||||||||||
127,204 | Novartis AG | 10,704,536 | 1.5 | |||||||||||
41,266 | Roche Holding AG | 10,434,330 | 1.5 | |||||||||||
33,467,174 | 4.8 | |||||||||||||
Taiwan: 1.4% | ||||||||||||||
248,451 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 9,851,082 | 1.4 | |||||||||||
United Kingdom: 5.1% | ||||||||||||||
162,429 | AstraZeneca PLC | 11,208,487 | 1.6 | |||||||||||
119,384 | British American Tobacco PLC | 8,070,196 | 1.1 | |||||||||||
260,418 | Diageo PLC | 9,545,436 | 1.4 | |||||||||||
273,622 | Prudential PLC | 7,007,532 | 1.0 | |||||||||||
35,831,651 | 5.1 | |||||||||||||
United States: 51.5% | ||||||||||||||
15,090 | (2) | Amazon.com, Inc. | 17,647,302 | 2.5 | ||||||||||
135,688 | Apple, Inc. | 22,962,480 | 3.3 | |||||||||||
92,918 | CBS Corp. - Class B | 5,482,162 | 0.8 | |||||||||||
241,239 | Citizens Financial Group, Inc. | 10,127,213 | 1.4 | |||||||||||
227,991 | Coca-Cola Co. | 10,460,227 | 1.5 | |||||||||||
76,316 | Deere & Co. | 11,944,217 | 1.7 | |||||||||||
143,805 | DowDuPont, Inc. | 10,241,792 | 1.4 | |||||||||||
157,533 | Exxon Mobil Corp. | 13,176,060 | 1.9 | |||||||||||
37,184 | (2) | Facebook, Inc. | 6,561,489 | 0.9 | ||||||||||
56,139 | General Dynamics Corp. | 11,421,480 | 1.6 | |||||||||||
183,669 | Hartford Financial Services Group, Inc. | 10,336,891 | 1.5 | |||||||||||
45,991 | Hubbell, Inc. | 6,224,422 | 0.9 | |||||||||||
156,015 | Intercontinental Exchange, Inc. | 11,008,418 | 1.6 | |||||||||||
84,990 | Johnson & Johnson | 11,874,803 | 1.7 | |||||||||||
162,392 | JPMorgan Chase & Co. | 17,366,201 | 2.5 | |||||||||||
84,734 | Kraft Heinz Co. | 6,588,916 | 0.9 | |||||||||||
29,844 | Lam Research Corp. | 5,493,385 | 0.8 | |||||||||||
200,277 | Lazard Ltd. | 10,514,543 | 1.5 | |||||||||||
65,430 | Lowe's Cos, Inc. | 6,081,064 | 0.9 | |||||||||||
47,973 | McDonald's Corp. | 8,257,113 | 1.2 | |||||||||||
123,585 | Merck & Co., Inc. | 6,954,128 | 1.0 | |||||||||||
73,195 | Microchip Technology, Inc. | 6,432,377 | 0.9 | |||||||||||
242,540 | Microsoft Corp. | 20,746,872 | 2.9 | |||||||||||
74,224 | Mid-America Apartment Communities, Inc. | 7,463,965 | 1.1 | |||||||||||
110,408 | NetApp, Inc. | 6,107,771 | 0.9 | |||||||||||
64,096 | NextEra Energy, Inc. | 10,011,154 | 1.4 | |||||||||||
115,628 | Nucor Corp. | 7,351,628 | 1.0 | |||||||||||
73,504 | Occidental Petroleum Corp. | 5,414,305 | 0.8 | |||||||||||
249,989 | Oracle Corp. | 11,819,480 | 1.7 | |||||||||||
95,267 | Philip Morris International, Inc. | 10,064,959 | 1.4 | |||||||||||
178,670 | Tapestry, Inc. | 7,902,574 | 1.1 | |||||||||||
108,463 | Timken Co. | 5,330,956 | 0.8 | |||||||||||
63,644 | UnitedHealth Group, Inc. | 14,030,956 | 2.0 |
See Accompanying Notes to Financial Statements
Voya Global Equity Portfolio | PORTFOLIO OF INVESTMENTS as of December 31, 2017 (Continued) |
31,088 | Vail Resorts, Inc. | 6,605,267 | 0.9 | |||||||||||
75,776 | (1),(2) | VMware, Inc. | 9,496,248 | 1.3 | ||||||||||
211,711 | Wells Fargo & Co. | 12,844,506 | 1.8 | |||||||||||
362,347,324 | 51.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $550,806,038) | 667,839,985 | 94.9 | ||||||||||||
PREFERRED STOCK: 0.7% | ||||||||||||||
Germany: 0.7% | ||||||||||||||
24,256 | Volkswagen AG | 4,818,030 | 0.7 | |||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $4,972,707) | 4,818,030 | 0.7 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $555,778,745) | 672,658,015 | 95.6 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.0% | ||||||||||||||
Securities Lending Collateral(3): 2.3% | ||||||||||||||
3,743,935 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $3,744,514, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $3,818,814, due 01/31/18-06/20/63) | 3,743,935 | 0.5 | |||||||||||
3,743,935 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $3,744,522, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,818,814, due 01/11/18-12/01/51) | 3,743,935 | 0.6 | |||||||||||
3,743,935 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $3,744,526, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $3,818,814, due 02/15/43-02/15/44) | 3,743,935 | 0.6 |
787,567 | RBC Dominion Securities Inc., Repurchase Agreement dated 12/29/17, 1.40%, due 01/02/18 (Repurchase Amount $787,688, collateralized by various U.S. Government and U.S. Government Agency Obligations, 1.875%-8.875%, Market Value plus accrued interest $803,318, due 02/15/19-12/20/47) | 787,567 | 0.1 | |||||||||||
3,743,935 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $3,744,604, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,847,903, due 01/15/19-02/15/46) | 3,743,935 | 0.5 | |||||||||||
15,763,307 | 2.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.7% | ||||||||||||||
26,263,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $26,263,000) | 26,263,000 | 3.7 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $42,026,307) | 42,026,307 | 6.0 | ||||||||||||
Total Investments in Securities (Cost $597,805,052) | $ | 714,684,322 | 101.6 | |||||||||||
Liabilities in Excess of Other Assets | (11,432,437 | ) | (1.6 | ) | ||||||||||
Net Assets | $ | 703,251,885 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.0% | ||||||||||||||
Consumer Discretionary: 11.7% | ||||||||||||||
227,123 | AMC Entertainment Holdings, Inc. | 3,429,557 | 0.5 | |||||||||||
151,265 | (1) | Big Lots, Inc. | 8,493,530 | 1.1 | ||||||||||
108,735 | Camping World Holdings, Inc. | 4,863,717 | 0.7 | |||||||||||
50,168 | (1) | Childrens Place Retail Stores, Inc. | 7,291,919 | 1.0 | ||||||||||
151,885 | Dana, Inc. | 4,861,839 | 0.6 | |||||||||||
133,814 | (2) | Dave & Buster's Entertainment, Inc. | 7,382,518 | 1.0 | ||||||||||
265,585 | Extended Stay America, Inc. | 5,046,115 | 0.7 | |||||||||||
389,560 | (2) | Gray Television, Inc. | 6,525,130 | 0.9 | ||||||||||
52,535 | (2) | Helen of Troy Ltd. | 5,061,747 | 0.7 | ||||||||||
58,658 | Jack in the Box, Inc. | 5,754,936 | 0.8 | |||||||||||
53,625 | Lithia Motors, Inc. | 6,091,264 | 0.8 | |||||||||||
70,530 | (2) | Malibu Boats, Inc. | 2,096,857 | 0.3 | ||||||||||
54,997 | Marriott Vacations Worldwide Corp. | 7,436,144 | 1.0 | |||||||||||
190,162 | (1) | Red Rock Resorts, Inc. | 6,416,066 | 0.9 | ||||||||||
93,295 | (1) | Sturm Ruger & Co., Inc. | 5,210,526 | 0.7 | ||||||||||
85,961,865 | 11.7 | |||||||||||||
Consumer Staples: 2.6% | ||||||||||||||
297,261 | (1),(2) | Amplify Snack Brands, Inc. | 3,570,105 | 0.5 | ||||||||||
388,393 | (2) | Hostess Brands, Inc. | 5,752,100 | 0.8 | ||||||||||
198,822 | (2) | Performance Food Group Co. | 6,581,008 | 0.9 | ||||||||||
147,186 | (1) | Vector Group Ltd. | 3,294,023 | 0.4 | ||||||||||
19,197,236 | 2.6 | |||||||||||||
Energy: 3.5% | ||||||||||||||
242,873 | (1),(2) | Carrizo Oil & Gas, Inc. | 5,168,337 | 0.7 | ||||||||||
46,554 | (2) | Dril-Quip, Inc. | 2,220,626 | 0.3 | ||||||||||
411,365 | (2) | Forum Energy Technologies, Inc. | 6,396,726 | 0.9 | ||||||||||
299,213 | (2) | Laredo Petroleum, Inc. | 3,174,650 | 0.4 | ||||||||||
307,455 | (2) | QEP Resources, Inc. | 2,942,344 | 0.4 | ||||||||||
258,982 | (2) | Unit Corp. | 5,697,604 | 0.8 | ||||||||||
25,600,287 | 3.5 | |||||||||||||
Financials: 20.8% | ||||||||||||||
158,361 | Bank of NT Butterfield & Son Ltd. | 5,746,921 | 0.8 | |||||||||||
246,852 | CenterState Bank Corp. | 6,351,502 | 0.9 | |||||||||||
135,461 | Chemical Financial Corp. | 7,243,100 | 1.0 | |||||||||||
765,730 | (2) | First BanCorp. Puerto Rico | 3,905,223 | 0.5 | ||||||||||
164,225 | Great Western Bancorp, Inc. | 6,536,155 | 0.9 | |||||||||||
112,058 | Horace Mann Educators Corp. | 4,941,758 | 0.7 | |||||||||||
70,620 | Houlihan Lokey, Inc. | 3,208,267 | 0.4 | |||||||||||
98,330 | Independent Bank Group, Inc. | 6,647,108 | 0.9 | |||||||||||
175,859 | Investors Bancorp, Inc. | 2,440,923 | 0.3 | |||||||||||
318,300 | (2) | Luther Burbank Corp. | 3,832,332 | 0.5 |
161,121 | MB Financial, Inc. | 7,173,107 | 1.0 | |||||||||||
484,632 | OM Asset Management Plc | 8,117,586 | 1.1 | |||||||||||
57,158 | Pinnacle Financial Partners, Inc. | 3,789,575 | 0.5 | |||||||||||
69,500 | Piper Jaffray Cos. | 5,994,375 | 0.8 | |||||||||||
42,253 | Primerica, Inc. | 4,290,792 | 0.6 | |||||||||||
99,780 | ProAssurance Corp. | 5,702,427 | 0.8 | |||||||||||
347,851 | Radian Group, Inc. | 7,169,209 | 1.0 | |||||||||||
240,922 | Redwood Trust, Inc. | 3,570,464 | 0.5 | |||||||||||
232,967 | (2) | Seacoast Banking Corp. of Florida | 5,873,098 | 0.8 | ||||||||||
110,543 | Selective Insurance Group | 6,488,874 | 0.9 | |||||||||||
89,753 | Simmons First National Corp. | 5,124,896 | 0.7 | |||||||||||
305,055 | (2) | Sterling Bancorp, Inc./MI | 3,874,198 | 0.5 | ||||||||||
283,389 | Sterling Bancorp/DE | 6,971,369 | 0.9 | |||||||||||
129,728 | Stifel Financial Corp. | 7,726,600 | 1.1 | |||||||||||
48,230 | (2) | Texas Capital Bancshares, Inc. | 4,287,647 | 0.6 | ||||||||||
88,322 | Webster Financial Corp. | 4,960,164 | 0.7 | |||||||||||
73,420 | Wintrust Financial Corp. | 6,047,605 | 0.8 | |||||||||||
94,344 | WSFS Financial Corp. | 4,514,360 | 0.6 | |||||||||||
152,529,635 | 20.8 | |||||||||||||
Health Care: 13.1% | ||||||||||||||
26,287 | (2) | Aerie Pharmaceuticals, Inc. | 1,570,648 | 0.2 | ||||||||||
91,605 | (2) | Amedisys, Inc. | 4,828,499 | 0.7 | ||||||||||
124,490 | (2) | AMN Healthcare Services, Inc. | 6,131,132 | 0.8 | ||||||||||
20,310 | (2) | Bluebird Bio, Inc. | 3,617,211 | 0.5 | ||||||||||
20,935 | Chemed Corp. | 5,087,624 | 0.7 | |||||||||||
35,434 | (2) | Clovis Oncology, Inc. | 2,409,512 | 0.3 | ||||||||||
122,315 | (2) | Dermira, Inc. | 3,401,580 | 0.5 | ||||||||||
65,124 | (2) | Exact Sciences Corp. | 3,421,615 | 0.5 | ||||||||||
52,445 | (2) | FibroGen, Inc. | 2,485,893 | 0.3 | ||||||||||
111,503 | (2) | HealthEquity, Inc. | 5,202,730 | 0.7 | ||||||||||
195,168 | Healthsouth Corp. | 9,643,251 | 1.3 | |||||||||||
52,936 | Hill-Rom Holdings, Inc. | 4,461,975 | 0.6 | |||||||||||
54,370 | (2) | INC Research Holdings, Inc. | 2,370,532 | 0.3 | ||||||||||
38,455 | (2) | Insmed Inc. | 1,199,027 | 0.2 | ||||||||||
80,550 | (1),(2) | Lexicon Pharmaceuticals, Inc. | 795,834 | 0.1 | ||||||||||
26,335 | (2) | Loxo Oncology, Inc. | 2,216,880 | 0.3 | ||||||||||
31,406 | (2) | Masimo Corp. | 2,663,229 | 0.4 | ||||||||||
73,440 | (2) | Medidata Solutions, Inc. | 4,653,893 | 0.6 | ||||||||||
40,855 | (2) | Nektar Therapeutics | 2,439,861 | 0.3 | ||||||||||
82,263 | (2) | NuVasive, Inc. | 4,811,563 | 0.7 | ||||||||||
50,356 | (2) | Pacira Pharmaceuticals, Inc. | 2,298,751 | 0.3 | ||||||||||
142,309 | (2) | Prestige Brands Holdings, Inc. | 6,319,943 | 0.9 | ||||||||||
19,700 | (2) | Puma Biotechnology, Inc. | 1,947,345 | 0.3 | ||||||||||
65,615 | (1),(2) | Radius Health, Inc. | 2,084,589 | 0.3 | ||||||||||
41,800 | (2) | Sarepta Therapeutics, Inc. | 2,325,752 | 0.3 | ||||||||||
272,468 | (1),(2) | TherapeuticsMD, Inc. | 1,645,707 | 0.2 | ||||||||||
161,785 | (2) | Tivity Health, Inc. | 5,913,242 | 0.8 | ||||||||||
95,947,818 | 13.1 |
See Accompanying Notes to Financial Statements
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
Industrials: 15.7% | ||||||||||||||
197,652 | ABM Industries, Inc. | 7,455,434 | 1.0 | |||||||||||
221,970 | Actuant Corp. | 5,615,841 | 0.8 | |||||||||||
127,336 | (2) | Atlas Air Worldwide Holdings, Inc. | 7,468,257 | 1.0 | ||||||||||
70,242 | Barnes Group, Inc. | 4,444,211 | 0.6 | |||||||||||
130,290 | (2) | Beacon Roofing Supply, Inc. | 8,307,290 | 1.1 | ||||||||||
60,048 | Curtiss-Wright Corp. | 7,316,849 | 1.0 | |||||||||||
82,235 | EMCOR Group, Inc. | 6,722,711 | 0.9 | |||||||||||
48,267 | (2) | Esterline Technologies Corp. | 3,605,545 | 0.5 | ||||||||||
96,505 | Granite Construction, Inc. | 6,121,312 | 0.8 | |||||||||||
93,649 | Healthcare Services Group, Inc. | 4,937,175 | 0.7 | |||||||||||
216,610 | (2) | Navigant Consulting, Inc. | 4,204,400 | 0.6 | ||||||||||
534,155 | Pitney Bowes, Inc. | 5,971,853 | 0.8 | |||||||||||
63,127 | Regal Beloit Corp. | 4,835,528 | 0.7 | |||||||||||
217,525 | (1) | Schneider National, Inc. | 6,212,514 | 0.8 | ||||||||||
133,752 | (2) | SPX FLOW, Inc. | 6,359,908 | 0.9 | ||||||||||
137,924 | Tetra Tech, Inc. | 6,641,041 | 0.9 | |||||||||||
176,590 | Universal Forest Products, Inc. | 6,643,316 | 0.9 | |||||||||||
82,995 | Watts Water Technologies, Inc. | 6,303,470 | 0.9 | |||||||||||
80,534 | Woodward, Inc. | 6,164,072 | 0.8 | |||||||||||
115,330,727 | 15.7 | |||||||||||||
Information Technology: 13.9% | ||||||||||||||
432,827 | (2) | 8x8, Inc. | 6,102,861 | 0.8 | ||||||||||
164,095 | (2) | Blackhawk Network Holdings, Inc. | 5,849,987 | 0.8 | ||||||||||
59,477 | (2) | CACI International, Inc. | 7,871,781 | 1.1 | ||||||||||
129,700 | (2) | Cornerstone OnDemand, Inc. | 4,582,301 | 0.6 | ||||||||||
72,660 | (2) | Euronet Worldwide, Inc. | 6,123,058 | 0.8 | ||||||||||
213,805 | (2) | Everbridge, Inc. | 6,354,285 | 0.9 | ||||||||||
43,226 | Fair Isaac Corp. | 6,622,223 | 0.9 | |||||||||||
99,842 | j2 Global, Inc. | 7,491,145 | 1.0 | |||||||||||
29,873 | Littelfuse, Inc. | 5,909,477 | 0.8 | |||||||||||
80,974 | (2) | Microsemi Corp. | 4,182,307 | 0.6 | ||||||||||
41,875 | MKS Instruments, Inc. | 3,957,187 | 0.5 | |||||||||||
188,781 | (2) | Netscout Systems, Inc. | 5,748,381 | 0.8 | ||||||||||
98,745 | (2) | Plexus Corp. | 5,995,796 | 0.8 | ||||||||||
74,238 | (2) | Proofpoint, Inc. | 6,593,077 | 0.9 | ||||||||||
168,815 | (2) | Rudolph Technologies, Inc. | 4,034,679 | 0.6 | ||||||||||
49,250 | SYNNEX Corp. | 6,695,538 | 0.9 | |||||||||||
134,393 | (2) | Verint Systems, Inc. | 5,624,347 | 0.8 | ||||||||||
48,448 | (2) | Virtusa Corp. | 2,135,588 | 0.3 | ||||||||||
101,874,018 | 13.9 | |||||||||||||
Materials: 5.3% | ||||||||||||||
125,262 | Carpenter Technology Corp. | 6,387,109 | 0.9 | |||||||||||
295,845 | Commercial Metals Co. | 6,307,415 | 0.9 | |||||||||||
46,573 | HB Fuller Co. | 2,508,888 | 0.3 | |||||||||||
222,797 | KapStone Paper and Packaging Corp. | 5,055,264 | 0.7 | |||||||||||
73,930 | Minerals Technologies, Inc. | 5,090,080 | 0.7 | |||||||||||
86,135 | PolyOne Corp. | 3,746,873 | 0.5 | |||||||||||
161,446 | Valvoline, Inc. | 4,045,837 | 0.5 |
130,905 | Worthington Industries, Inc. | 5,767,674 | 0.8 | |||||||||||
38,909,140 | 5.3 | |||||||||||||
Real Estate: 6.3% | ||||||||||||||
778,630 | Cousins Properties, Inc. | 7,202,327 | 1.0 | |||||||||||
339,407 | Easterly Government Properties, Inc. | 7,242,945 | 1.0 | |||||||||||
204,301 | Gramercy Property Trust | 5,446,665 | 0.8 | |||||||||||
178,494 | Hudson Pacific Properties, Inc. | 6,113,420 | 0.8 | |||||||||||
221,160 | Kennedy-Wilson Holdings, Inc. | 3,837,126 | 0.5 | |||||||||||
100,583 | QTS Realty Trust, Inc. | 5,447,575 | 0.8 | |||||||||||
235,600 | Retail Opportunity Investments Corp. | 4,700,220 | 0.6 | |||||||||||
232,688 | Urban Edge Properties | 5,931,217 | 0.8 | |||||||||||
45,921,495 | 6.3 | |||||||||||||
Telecommunication Services: 1.4% | ||||||||||||||
112,973 | Cogent Communications Holdings, Inc. | 5,117,677 | 0.7 | |||||||||||
507,465 | (2) | Vonage Holdings Corp. | 5,160,919 | 0.7 | ||||||||||
10,278,596 | 1.4 | |||||||||||||
Utilities: 2.7% | ||||||||||||||
90,855 | Black Hills Corp. | 5,461,294 | 0.8 | |||||||||||
51,341 | Idacorp, Inc. | 4,690,514 | 0.7 | |||||||||||
65,630 | NorthWestern Corp. | 3,918,111 | 0.5 | |||||||||||
118,831 | Portland General Electric Co. | 5,416,317 | 0.7 | |||||||||||
19,486,236 | 2.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $616,824,947) | 711,037,053 | 97.0 | ||||||||||||
EXCHANGE-TRADED FUNDS: 0.7% | ||||||||||||||
36,699 | iShares Russell 2000 ETF | 5,595,130 | 0.7 | |||||||||||
Total Exchange-Traded Funds | ||||||||||||||
(Cost $4,678,779) | 5,595,130 | 0.7 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $621,503,726) | 716,632,183 | 97.7 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 5.7% | ||||||||||||||
Securities Lending Collateral(3): 3.8% | ||||||||||||||
1,391,220 | Bank of Nova Scotia/New York, Repurchase Agreement dated 12/29/17, 1.36%, due 01/02/18 (Repurchase Amount $1,391,427, collateralized by various U.S. Government Securities, 0.125%-3.625%, Market Value plus accrued interest $1,419,259, due 01/31/19-09/09/49) | 1,391,220 | 0.2 |
See Accompanying Notes to Financial Statements
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
6,613,397 | Cantor Fitzgerald, Repurchase Agreement dated 12/29/17, 1.41%, due 01/02/18 (Repurchase Amount $6,614,419, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-8.500%, Market Value plus accrued interest $6,745,665, due 01/31/18-06/20/63) | 6,613,397 | 0.9 | |||||||||||
6,613,397 | Daiwa Capital Markets, Repurchase Agreement dated 12/29/17, 1.43%, due 01/02/18 (Repurchase Amount $6,614,433, collateralized by various U.S. Government\U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $6,745,665, due 01/11/18-12/01/51) | 6,613,397 | 0.9 | |||||||||||
6,613,397 | Millenium Fixed Income Ltd., Repurchase Agreement dated 12/29/17, 1.44%, due 01/02/18 (Repurchase Amount $6,614,441, collateralized by various U.S. Government Securities, 2.875%-3.625%, Market Value plus accrued interest $6,745,665, due 02/15/43-02/15/44) | 6,613,397 | 0.9 | |||||||||||
6,613,397 | State of Wisconsin Investment Board, Repurchase Agreement dated 12/29/17, 1.63%, due 01/02/18 (Repurchase Amount $6,614,578, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,797,048, due 01/15/19-02/15/46) | 6,613,397 | 0.9 | |||||||||||
27,844,808 | 3.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.9% | ||||||||||||||
13,819,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.170% | ||||||||||||
(Cost $13,819,000) | 13,819,000 | 1.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $41,663,808) | 41,663,808 | 5.7 | ||||||||||||
Total Investments in Securities (Cost $663,167,534) | $ | 758,295,991 | 103.4 | |||||||||||
Liabilities in Excess of Other Assets | (25,252,810 | ) | (3.4 | ) | ||||||||||
Net Assets | $ | 733,043,181 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of December 31, 2017. |
See Accompanying Notes to Financial Statements
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2) | A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)) is attached hereto as EX-99.CERT. |
(a)(3) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Portfolios, Inc.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: March 9, 2018
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Shaun P. Mathews | |
Shaun P. Mathews | ||
President and Chief Executive Officer |
Date: March 9, 2018
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: March 9, 2018